CQS Cayman Limited Partnership

CQS Cayman Limited Partnership as of Sept. 30, 2011

Portfolio Holdings for CQS Cayman Limited Partnership

CQS Cayman Limited Partnership holds 104 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
BHP Billiton 14.9 $146M 5.4M 26.95
Vale Cap Ii valep 6.75%12 14.6 $143M 2.1M 67.50
Citigroup Inc unit 7.0 $68M 859k 79.56
Virgin Media Inc note 6.500%11/1 5.7 $56M 36M 1.54
News Corporation 5.5 $54M 3.4M 15.60
L-3 Communications Corp debt 3.000% 8/0 4.1 $40M 42M 0.96
Equinix Inc note 4.750% 6/1 2.7 $26M 20M 1.30
Microchip Technology Inc sdcv 2.125%12/1 2.4 $23M 20M 1.16
Medtronic Inc note 1.625% 4/1 2.1 $20M 20M 1.01
Cephalon 1.9 $18M 225k 80.70
Prologis Inc Cvt 2.625 05-15-3 convert 1.8 $17M 18M 0.99
Liberty Media Corp New deb 3.125% 3/3 1.7 $16M 15M 1.08
National Retail Properties I note 5.125% 6/1 1.7 $16M 14M 1.18
Transocean Inc note 1.500%12/1 1.6 $16M 16M 1.00
Omnicom Group Inc note 7/0 1.4 $13M 13M 1.04
Boston Propert 2.875 2/15/37c v deb 1.3 $13M 13M 1.01
Taiwan Semiconductor Mfg (TSM) 1.3 $12M 5.4M 2.29
Cms Energy Corp note 5.500% 6/1 1.3 $12M 8.4M 1.48
Silver Wheaton Corp 1.2 $12M 395k 29.41
Ppl Corporation 8.75% pfd cv 1.1 $11M 200k 54.38
Omnicom Group Inc debt 1.0 $9.9M 10M 0.99
E M C Corp Mass note 1.750%12/0 0.9 $8.4M 5.9M 1.42
Liberty Global 0.8 $8.3M 239k 34.61
Mylan Inc note 1.250% 3/1 0.8 $8.1M 8.1M 1.00
Live Nation Entertainment In note 2.875% 7/1 0.8 $8.1M 9.0M 0.90
Rovi Corp conv 0.8 $7.6M 6.6M 1.16
St Mary Ld & Expl Co note 3.500% 4/0 0.7 $6.7M 5.5M 1.23
HEICO Corporation (HEI.A) 0.7 $6.6M 197k 33.66
Omnicare Inc note 3.750%12/1 0.7 $6.5M 5.8M 1.12
Rayonier Trs Hldgs Inc note 3.750%10/1 0.7 $6.4M 5.6M 1.14
Iamgold Corp (IAG) 0.6 $6.0M 300k 19.84
Health Care Reit Inc Cvt cv bnd 0.6 $5.9M 5.5M 1.08
Cephalon Inc note 2.500% 5/0 0.6 $5.9M 4.7M 1.25
Gilead Sciences conv 0.6 $5.5M 5.0M 1.10
Telephone & Data Sys Inc spl 0.5 $5.0M 255k 19.77
Firstservice Corp sdcv 6.500%12/3 0.5 $4.9M 4.5M 1.09
Nash Finch Co frnt 1.631% 3/1 0.5 $4.6M 11M 0.44
Cameco Corporation (CCJ) 0.5 $4.6M 250k 18.32
Hornbeck Offshore Services 0.5 $4.5M 180k 24.91
Molex Incorporated 0.4 $4.3M 253k 16.88
Uranium Energy (UEC) 0.4 $4.3M 1.6M 2.72
Extorre Gold Mines 0.4 $4.3M 737k 5.84
Chesapeake Energy Corp note 2.750%11/1 0.4 $4.0M 3.8M 1.04
SPDR Gold Trust (GLD) 0.4 $3.8M 24k 158.08
Rowan Companies 0.4 $3.8M 125k 30.19
Spansion 0.4 $3.8M 310k 12.22
Sociedad Quimica y Minera (SQM) 0.4 $3.6M 75k 47.81
Petroleo Brasileiro SA (PBR) 0.3 $3.4M 614k 5.61
Goldcorp 0.3 $3.4M 75k 45.52
Sourcefire 0.3 $3.3M 125k 26.76
Holdings Inc Note 5.25 0.3 $3.3M 2.5M 1.32
Intel Corp sdcv 0.3 $3.1M 3.0M 1.03
United Microelectronics (UMC) 0.3 $3.0M 7.9M 0.38
Titan International (TWI) 0.3 $3.0M 197k 15.00
Dana Holding Corporation (DAN) 0.3 $2.7M 261k 10.50
Noranda Aluminum Holding Corporation 0.3 $2.8M 331k 8.35
First Majestic Silver Corp (AG) 0.3 $2.7M 175k 15.22
Great Panther Silver 0.3 $2.6M 1.1M 2.48
Nii Hldgs Inc note 3.125% 6/1 0.3 $2.6M 2.5M 1.02
Denison Mines Corp (DNN) 0.3 $2.5M 2.4M 1.07
Eldorado Gold Corp 0.3 $2.6M 150k 17.19
Baytex Energy Corp (BTE) 0.3 $2.5M 61k 41.72
Elements Rogers Agri Tot Ret etf 0.2 $2.3M 260k 9.01
Unisys Corp 6.25% Cv Pfd A cvp 0.2 $2.3M 43k 54.16
Mf Global Hldgs Ltd note 3.375% 8/0 0.2 $2.4M 3.0M 0.79
Kinross Gold Corp (KGC) 0.2 $2.2M 150k 14.71
Freescale Semiconductor Holdin 0.2 $2.1M 193k 11.03
Comcast Corporation (CMCSA) 0.2 $2.1M 99k 20.92
Mountain Province Diamonds (MPVDF) 0.2 $1.8M 450k 4.01
New Gold Inc Cda (NGD) 0.2 $1.5M 150k 10.27
Global Inds Ltd dbcv 2.750% 8/0 0.1 $1.5M 1.5M 0.98
Hologic Inc frnt 2.000%12/1 0.1 $1.4M 1.5M 0.95
Central Garden & Pet (CENT) 0.1 $1.4M 205k 6.90
Unisys Corporation (UIS) 0.1 $1.4M 91k 15.69
iShares MSCI Malaysia Index Fund 0.1 $1.4M 119k 12.18
Unisource Energy Corp note 4.500% 3/0 0.1 $1.4M 1.3M 1.08
Rio Tinto (RIO) 0.1 $1.3M 120k 11.20
TPC 0.1 $1.4M 68k 20.08
Natl Westminster Bk Plc Ser C 7.76% pref 0.1 $1.2M 65k 17.82
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.1 $1.1M 20k 56.80
Csr 0.1 $1.1M 318k 3.34
Gran Tierra Energy 0.1 $944k 200k 4.72
Pdl Biopharma Inc note 3.750% 5/0 0.1 $960k 1.0M 0.96
Covanta Holding Corporation 0.1 $859k 57k 15.19
General Mtrs Co jr pfd cnv srb 0.1 $866k 25k 34.64
Uranerz Energy Corporation Cmn 0.1 $891k 650k 1.37
Via 0.1 $790k 20k 38.72
Huntsman Corporation (HUN) 0.1 $775k 80k 9.67
Wave Systems 0.1 $702k 300k 2.34
Key (KEY) 0.1 $593k 100k 5.93
Yamana Gold 0.1 $548k 40k 13.70
Pengrowth Energy Corp 0.1 $539k 60k 8.98
iShares MSCI Hong Kong Index Fund (EWH) 0.1 $502k 35k 14.34
iShares Dow Jones US Real Estate (IYR) 0.1 $506k 10k 50.60
Ur-energy (URG) 0.1 $495k 550k 0.90
Johnson Controls 0.0 $340k 13k 26.36
Hexcel Corporation (HXL) 0.0 $272k 12k 22.19
Morgan Stanley China A Share Fund (CAF) 0.0 $261k 12k 21.16
Cohen & Steers REIT/P (RNP) 0.0 $265k 21k 12.85
Rodman & Renshaw Capital 0.0 $308k 275k 1.12
Rare Element Res (REEMF) 0.0 $254k 50k 5.08
Intermune Inc note 2.500% 9/1 0.0 $282k 300k 0.94
Ferro Corporation 0.0 $223k 36k 6.16
Ormat Technologies (ORA) 0.0 $211k 13k 16.11