CQS Cayman Limited Partnership

CQS Cayman Limited Partnership as of June 30, 2011

Portfolio Holdings for CQS Cayman Limited Partnership

CQS Cayman Limited Partnership holds 122 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
Vale Cap Ii valep 6.75%12 15.9 $195M 2.1M 92.33
BHP Billiton 10.8 $133M 3.4M 39.31
Citigroup Inc unit 7.8 $96M 800k 119.77
Virgin Media Inc note 6.500%11/1 5.5 $67M 37M 1.80
Prologis note 2.250% 4/0 5.4 $66M 66M 1.00
Microchip Technology Inc sdcv 2.125%12/1 4.5 $55M 40M 1.37
Medtronic Inc note 1.625% 4/1 4.0 $49M 48M 1.03
L-3 Communications Corp debt 3.000% 8/0 2.8 $35M 34M 1.03
Cephalon 2.3 $28M 350k 79.90
Nii Hldgs Inc note 3.125% 6/1 2.1 $27M 27M 1.00
Liberty Media Corp New deb 3.125% 3/3 1.5 $18M 15M 1.21
Transocean Inc note 1.500%12/1 1.3 $16M 16M 1.00
Boston Propert 2.875 2/15/37c v deb 1.3 $16M 16M 1.02
News Corporation 1.3 $16M 872k 18.08
National Retail Properties I note 5.125% 6/1 1.2 $15M 14M 1.11
Omnicom Group Inc note 7/0 1.1 $14M 13M 1.10
Taiwan Semiconductor Mfg (TSM) 1.1 $13M 5.2M 2.52
Silver Wheaton Corp 1.0 $12M 371k 33.03
Cms Energy Corp note 5.500% 6/1 1.0 $12M 8.4M 1.46
Ppl Corporation 8.75% pfd cv 0.9 $11M 200k 54.71
Telephone & Data Sys Inc spl 0.9 $11M 401k 26.93
Comcast Corporation 0.8 $11M 434k 24.23
Extorre Gold Mines 0.8 $10M 800k 12.82
Liberty Global 0.8 $9.9M 232k 42.70
Omnicare Inc note 3.750%12/1 0.8 $9.5M 7.1M 1.34
Mylan Inc note 1.250% 3/1 0.7 $9.1M 8.1M 1.12
Unisource Energy Corp note 4.500% 3/0 0.7 $9.0M 8.3M 1.09
Molex Incorporated 0.7 $9.0M 420k 21.48
Spansion 0.7 $9.0M 465k 19.27
Rovi Corp conv 0.7 $9.0M 6.6M 1.37
Dana Holding Corporation (DAN) 0.7 $8.2M 450k 18.30
TPC 0.6 $7.9M 202k 39.22
St Mary Ld & Expl Co note 3.500% 4/0 0.6 $7.6M 5.4M 1.42
HEICO Corporation (HEI.A) 0.6 $7.2M 181k 39.76
Rayonier Trs Hldgs Inc note 3.750%10/1 0.6 $7.0M 5.6M 1.25
E M C Corp Mass note 1.750%12/0 0.6 $6.8M 3.9M 1.75
Nash Finch Co frnt 1.631% 3/1 0.6 $6.8M 15M 0.47
Discovery Communications 0.6 $6.7M 185k 36.55
Sociedad Quimica y Minera (SQM) 0.5 $6.5M 100k 64.72
Iamgold Corp (IAG) 0.5 $6.4M 340k 18.81
Health Care Reit Inc Cvt cv bnd 0.5 $6.3M 5.5M 1.15
Hornbeck Offshore Services 0.5 $6.1M 223k 27.50
Firstservice Corp sdcv 6.500%12/3 0.5 $6.1M 4.5M 1.35
Global Inds Ltd dbcv 2.750% 8/0 0.5 $6.0M 8.1M 0.74
Cephalon Inc note 2.500% 5/0 0.5 $5.8M 4.7M 1.24
Cameco Corporation (CCJ) 0.4 $5.3M 200k 26.40
Huntsman Corporation (HUN) 0.4 $5.1M 272k 18.85
Uranium Energy (UEC) 0.4 $4.8M 1.6M 3.06
3m Co cv bnd 0.4 $4.7M 4.8M 0.98
Goldcorp 0.4 $4.5M 94k 48.31
Zoran Corporation 0.4 $4.5M 539k 8.40
Denison Mines Corp (DNN) 0.4 $4.5M 2.4M 1.91
Chesapeake Energy Corp note 2.750%11/1 0.3 $4.3M 3.8M 1.13
Rockwood Holdings 0.3 $4.3M 77k 55.29
NYSE Euronext 0.3 $4.1M 120k 34.27
United Microelectronics (UMC) 0.3 $4.0M 7.9M 0.51
Hologic Inc frnt 2.000%12/1 0.3 $3.9M 4.0M 0.97
Freescale Semiconductor Holdin 0.3 $4.0M 215k 18.39
Petroleo Brasileiro SA (PBR) 0.3 $3.6M 421k 8.47
Medicis Pharmaceutical Corp note 2.500% 6/0 0.3 $3.4M 2.5M 1.36
American Med Sys Hldgs Inc note 4.000% 9/1 0.3 $3.4M 2.0M 1.69
Baytex Energy Corp (BTE) 0.3 $3.3M 61k 54.40
Unisys Corp 6.25% Cv Pfd A cvp 0.3 $3.3M 43k 78.07
Great Panther Silver 0.2 $3.0M 900k 3.32
Unisys Corporation (UIS) 0.2 $2.8M 109k 25.70
Gran Tierra Energy 0.2 $2.6M 400k 6.58
Elements Rogers Agri Tot Ret etf 0.2 $2.6M 260k 9.82
Live Nation Entertainment In note 2.875% 7/1 0.2 $2.4M 2.5M 0.96
Mountain Province Diamonds (MPVDF) 0.2 $2.4M 450k 5.42
Mead Johnson Nutrition 0.2 $2.4M 35k 67.34
Kinross Gold Corp (KGC) 0.2 $2.4M 150k 15.77
Rio Tinto (RIO) 0.2 $2.2M 120k 18.02
Eldorado Gold Corp 0.2 $2.2M 150k 14.71
Sourcefire 0.2 $2.2M 75k 29.72
Intel Corporation (INTC) 0.1 $1.7M 77k 22.16
Via 0.1 $1.7M 32k 51.00
CF Industries Holdings (CF) 0.1 $1.7M 12k 141.71
New Gold Inc Cda (NGD) 0.1 $1.5M 150k 10.29
North Amern Palladium 0.1 $1.5M 375k 4.13
Noranda Aluminum Holding Corporation 0.1 $1.6M 104k 15.14
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.1 $1.6M 20k 82.35
Natl Westminster Bk Plc Ser C 7.76% pref 0.1 $1.5M 65k 22.98
Morgan Stanley China A Share Fund (CAF) 0.1 $1.4M 50k 27.30
MPG Office Trust 0.1 $1.4M 479k 2.86
Cummins (CMI) 0.1 $1.2M 12k 103.47
General Mtrs Co jr pfd cnv srb 0.1 $1.2M 25k 48.52
Uranerz Energy Corporation Cmn 0.1 $1.2M 400k 3.02
URS Corporation 0.1 $1.0M 24k 44.73
First Majestic Silver Corp (AG) 0.1 $926k 50k 18.52
Pdl Biopharma Inc note 3.750% 5/0 0.1 $980k 1.0M 0.98
Eastman Chemical Company (EMN) 0.1 $888k 8.7k 102.07
Mueller Water Products (MWA) 0.1 $828k 208k 3.98
Wave Systems 0.1 $892k 316k 2.82
Ur-energy (URG) 0.1 $886k 550k 1.61
Pengrowth Energy Corp 0.1 $754k 60k 12.57
SL Green Realty 0.1 $663k 8.0k 82.88
Market Vectors Brazil Small Cap ETF 0.1 $567k 10k 56.70
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.1 $579k 5.3k 109.25
Promotora De Informaciones S adr cl b conv 0.1 $634k 254k 2.50
Teva Pharmaceutical Industries (TEVA) 0.0 $516k 11k 48.22
Deere & Company (DE) 0.0 $528k 6.4k 82.50
Rodman & Renshaw Capital 0.0 $500k 400k 1.25
Rare Element Res (REEMF) 0.0 $552k 50k 11.04
National Retail Properties I note 3.950% 9/1 0.0 $540k 500k 1.08
Vale (VALE) 0.0 $320k 10k 32.00
Key (KEY) 0.0 $417k 50k 8.34
Sasol (SSL) 0.0 $360k 6.8k 52.94
Ecopetrol (EC) 0.0 $330k 150k 2.20
InterGroup Corporation (INTG) 0.0 $384k 15k 24.94
ReneSola 0.0 $259k 99k 2.61
Cnooc 0.0 $260k 110k 2.36
Shinhan Financial (SHG) 0.0 $221k 4.6k 48.04
SPDR Gold Trust (GLD) 0.0 $294k 2.0k 147.00
Titan International (TWI) 0.0 $285k 36k 8.01
Grupo Financiero Galicia (GGAL) 0.0 $204k 151k 1.35
Cohen & Steers REIT/P (RNP) 0.0 $260k 16k 16.23
Mosaic (MOS) 0.0 $271k 4.0k 67.75
Gafisa SA 0.0 $151k 32k 4.72
PetroChina Company 0.0 $175k 120k 1.46
Homex Development 0.0 $167k 40k 4.22
MGM Resorts International. (MGM) 0.0 $132k 10k 13.20
Cypress Sharpridge Investments 0.0 $182k 14k 12.83