CQS Cayman Limited Partnership

CQS Cayman Limited Partnership as of Dec. 31, 2011

Portfolio Holdings for CQS Cayman Limited Partnership

CQS Cayman Limited Partnership holds 109 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
Vale Cap Ii valep 6.75%12 14.8 $182M 2.8M 65.63
BHP Billiton 8.9 $110M 3.8M 29.23
Citigroup Inc unit 7.6 $94M 1.2M 81.10
Pharmasset 4.9 $60M 471k 128.20
Amgen Inc note 0.375% 2/0 4.6 $56M 56M 1.00
Virgin Media Inc note 6.500%11/1 4.3 $54M 39M 1.39
News Corporation 4.3 $54M 2.9M 18.18
BHP Billiton (BHP) 4.3 $54M 1.5M 35.31
L-3 Communications Corp debt 3.000% 8/0 3.0 $36M 38M 0.97
Mylan Inc note 1.250% 3/1 2.6 $32M 32M 1.01
Equinix Inc note 4.750% 6/1 2.3 $28M 20M 1.42
Microchip Technology Inc sdcv 2.125%12/1 2.2 $27M 20M 1.34
Mylan Inc note 3.750% 9/1 2.1 $26M 15M 1.76
Medtronic Inc note 1.625% 4/1 1.6 $20M 20M 1.01
National Retail Properties I note 5.125% 6/1 1.3 $16M 14M 1.14
Omnicom Group Inc note 7/0 1.1 $14M 13M 1.06
Intel Corp sdcv 1.1 $14M 13M 1.04
Silver Wheaton Corp 1.1 $13M 460k 28.90
Boston Propert 2.875 2/15/37c v deb 1.1 $13M 13M 1.01
Omnicom Group Inc debt 0.8 $10M 10M 1.00
Ppl Corporation 8.75% pfd cv 0.8 $9.9M 180k 55.05
Comcast Corporation (CMCSA) 0.8 $9.9M 416k 23.71
Taiwan Semiconductor Mfg (TSM) 0.8 $9.8M 3.8M 2.58
Hornbeck Offshore Services 0.8 $9.3M 300k 31.02
E M C Corp Mass note 1.750%12/0 0.7 $8.5M 5.9M 1.44
Liberty Media Corp New deb 3.125% 3/3 0.7 $8.5M 7.5M 1.13
Knight Capital Group Inc. 3.50% dbcv 0.7 $8.2M 9.0M 0.91
Omnicare Inc note 3.750%12/1 0.7 $8.1M 5.8M 1.40
Cms Energy Corp note 5.500% 6/1 0.6 $7.7M 4.9M 1.58
St Mary Ld & Expl Co note 3.500% 4/0 0.6 $7.5M 5.5M 1.38
Live Nation Entertainment In note 2.875% 7/1 0.6 $7.2M 8.0M 0.90
HEICO Corporation (HEI.A) 0.6 $7.3M 186k 39.35
Rayonier Trs Hldgs Inc note 3.750%10/1 0.6 $6.9M 5.6M 1.23
Extorre Gold Mines 0.6 $6.9M 934k 7.38
Rovi Corp conv 0.5 $6.6M 6.6M 1.01
Health Care Reit Inc Cvt cv bnd 0.5 $6.4M 5.5M 1.16
Iamgold Corp (IAG) 0.5 $6.3M 400k 15.82
Fortuna Silver Mines 0.5 $6.3M 1.2M 5.46
Molex Incorporated 0.5 $6.1M 310k 19.78
Spansion 0.5 $6.1M 740k 8.28
Invitrogen Corp note 1.500% 2/1 0.5 $6.1M 6.0M 1.01
Yamana Gold 0.5 $5.9M 400k 14.70
Petroleo Brasileiro SA (PBR) 0.5 $5.7M 917k 6.21
Gilead Sciences conv 0.5 $5.5M 5.0M 1.10
Freescale Semiconductor Holdin 0.4 $5.5M 433k 12.65
Unisys Corporation (UIS) 0.4 $5.2M 262k 19.71
Firstservice Corp sdcv 6.500%12/3 0.4 $5.2M 4.5M 1.15
SPDR Gold Trust (GLD) 0.4 $5.0M 33k 151.97
Nash Finch Co frnt 1.631% 3/1 0.4 $4.8M 11M 0.46
Uranium Energy (UEC) 0.4 $4.8M 1.6M 3.06
First Majestic Silver Corp (AG) 0.4 $4.6M 275k 16.82
Cameco Corporation (CCJ) 0.4 $4.5M 250k 18.01
TPC 0.4 $4.6M 197k 23.33
Elements Rogers Agri Tot Ret etf 0.4 $4.5M 500k 8.95
Visteon Corporation (VC) 0.3 $4.4M 87k 49.94
Sociedad Quimica y Minera (SQM) 0.3 $4.0M 75k 53.85
Sourcefire 0.3 $4.0M 125k 32.38
Chesapeake Energy Corp note 2.750%11/1 0.3 $3.8M 3.8M 0.99
Rowan Companies 0.3 $3.8M 125k 30.33
Liberty Global 0.3 $3.7M 93k 39.52
United Microelectronics (UMC) 0.3 $3.4M 7.9M 0.43
Goldcorp 0.3 $3.3M 75k 44.16
Baytex Energy Corp (BTE) 0.3 $3.4M 61k 55.77
Titan International (TWI) 0.3 $3.2M 167k 19.46
Dana Holding Corporation (DAN) 0.3 $3.2M 261k 12.15
Denison Mines Corp (DNN) 0.2 $2.9M 2.4M 1.24
Gilead Sciences conv 0.2 $3.0M 2.6M 1.15
United Therapeutics conv 0.2 $2.9M 2.5M 1.16
Timmins Gold Corp 0.2 $2.9M 1.5M 1.91
Nii Hldgs Inc note 3.125% 6/1 0.2 $2.5M 2.5M 1.01
Unisys Corp 6.25% Cv Pfd A cvp 0.2 $2.6M 43k 60.66
Copa Holdings Sa-class A (CPA) 0.2 $2.1M 36k 58.67
Great Panther Silver 0.2 $2.0M 1.1M 1.94
Noranda Aluminum Holding Corporation 0.2 $2.0M 243k 8.25
Central Garden & Pet (CENT) 0.1 $1.8M 224k 8.16
Kinross Gold Corp (KGC) 0.1 $1.7M 150k 11.38
Mountain Province Diamonds (MPVDF) 0.1 $1.7M 450k 3.82
Banco Itau Holding Financeira (ITUB) 0.1 $1.6M 87k 18.56
Hologic Inc frnt 2.000%12/1 0.1 $1.4M 1.5M 0.96
Unisource Energy Corp note 4.500% 3/0 0.1 $1.4M 1.3M 1.10
New Gold Inc Cda (NGD) 0.1 $1.5M 150k 10.01
Ternium (TX) 0.1 $1.4M 754k 1.84
Uranerz Energy Corporation Cmn 0.1 $1.2M 650k 1.82
Covanta Holding Corporation 0.1 $1.2M 85k 13.69
Natl Westminster Bk Plc Ser C 7.76% pref 0.1 $1.1M 65k 16.78
Pengrowth Energy Corp 0.1 $1.2M 110k 10.49
Microsoft Corporation (MSFT) 0.1 $1.0M 39k 25.95
Annaly Capital Management 0.1 $1.0M 64k 15.97
Gran Tierra Energy 0.1 $964k 200k 4.82
Huntsman Corporation (HUN) 0.1 $802k 80k 10.01
Key (KEY) 0.1 $769k 100k 7.69
Eldorado Gold Corp 0.1 $683k 50k 13.66
Vale (VALE) 0.1 $646k 30k 21.46
Rio Tinto (RIO) 0.1 $659k 54k 12.18
Cohen & Steers REIT/P (RNP) 0.1 $590k 42k 14.16
Wave Systems 0.1 $651k 300k 2.17
Johnson Controls 0.0 $446k 14k 31.25
MasTec (MTZ) 0.0 $492k 28k 17.38
Simon Property (SPG) 0.0 $516k 4.0k 129.00
Ur-energy (URG) 0.0 $468k 550k 0.85
Itron (ITRI) 0.0 $314k 8.8k 35.79
Mechel OAO 0.0 $213k 25k 8.52
Gafisa SA 0.0 $301k 131k 2.30
Moly 0.0 $262k 11k 23.94
iShares S&P US Pref Stock Idx Fnd (PFF) 0.0 $243k 6.8k 35.67
Cys Investments 0.0 $257k 20k 13.13
Amtech Systems (ASYS) 0.0 $152k 18k 8.53
PIMCO High Income Fund (PHK) 0.0 $125k 10k 12.00
Rare Element Res (REEMF) 0.0 $162k 50k 3.24