CQS Cayman Limited Partnership

CQS Cayman Limited Partnership as of March 31, 2012

Portfolio Holdings for CQS Cayman Limited Partnership

CQS Cayman Limited Partnership holds 114 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
Vale Cap Ii valep 6.75%12 18.9 $187M 2.6M 71.13
Citigroup Inc unit 7.7 $76M 739k 103.45
BHP Billiton (BHP) 6.8 $67M 1.9M 36.03
News Corporation 5.3 $53M 2.6M 19.97
L-3 Communications Corp debt 3.000% 8/0 4.5 $45M 46M 0.98
Virgin Media Inc note 6.500%11/1 3.6 $35M 23M 1.57
Equinix Inc note 4.750% 6/1 3.0 $30M 15M 2.02
Microchip Technology Inc sdcv 2.125%12/1 2.8 $28M 20M 1.38
Prospect Capital Corp note 2.4 $24M 24M 1.02
Motorola Mobility Holdings 1.9 $19M 491k 39.24
Comcast Corporation 1.7 $16M 557k 29.51
Omnicom Group Inc note 7/0 1.4 $14M 13M 1.10
Medtronic Inc note 1.625% 4/1 1.4 $14M 14M 1.02
Silver Wheaton Corp 1.4 $14M 410k 33.12
TELUS Corporation 1.3 $13M 219k 56.82
Gilead Sciences conv 1.3 $13M 9.6M 1.30
National Retail Properties I note 5.125% 6/1 1.1 $11M 9.5M 1.14
Live Nation Entertainment In note 2.875% 7/1 1.1 $11M 11M 0.97
Ppl Corporation 8.75% pfd cv 1.0 $9.7M 180k 53.75
Liberty Media Corp New deb 3.125% 3/3 0.9 $9.1M 7.5M 1.21
E M C Corp Mass note 1.750%12/0 0.9 $8.7M 4.6M 1.88
Petroleo Brasileiro SA (PBR) 0.9 $8.7M 654k 13.28
Knight Capital Group Inc. 3.50% dbcv 0.9 $8.6M 9.0M 0.96
Prospect Capital Corp note 6.250%12/1 0.9 $8.6M 8.0M 1.07
Hornbeck Offshore Services 0.8 $8.2M 195k 42.03
St Mary Ld & Expl Co note 3.500% 4/0 0.8 $7.9M 6.0M 1.32
Spansion 0.8 $7.9M 648k 12.18
Cms Energy Corp note 5.500% 6/1 0.8 $7.8M 4.9M 1.59
Omnicom Group Inc debt 0.8 $7.7M 7.5M 1.02
Unisys Corporation (UIS) 0.8 $7.7M 390k 19.72
BHP Billiton 0.7 $7.3M 237k 30.64
Rayonier Trs Hldgs Inc note 3.750%10/1 0.7 $6.9M 5.6M 1.24
Omnicare Inc note 3.750%12/1 0.7 $7.0M 4.8M 1.46
Rovi Corp conv 0.7 $6.9M 6.6M 1.05
Molex Incorporated 0.7 $6.5M 276k 23.45
Uranium Energy (UEC) 0.6 $6.4M 1.6M 3.90
Health Care Reit Inc Cvt cv bnd 0.6 $6.2M 5.5M 1.12
Firstservice Corp sdcv 6.500%12/3 0.6 $5.6M 4.5M 1.25
Liberty Global 0.6 $5.6M 116k 47.89
SPDR Gold Trust (GLD) 0.6 $5.5M 34k 162.06
Yamana Gold 0.6 $5.5M 350k 15.58
Cameco Corporation (CCJ) 0.5 $5.4M 250k 21.43
Fortuna Silver Mines 0.5 $5.4M 1.2M 4.49
Iamgold Corp (IAG) 0.5 $5.3M 400k 13.28
Nash Finch Co frnt 1.631% 3/1 0.5 $4.9M 11M 0.47
Extorre Gold Mines 0.5 $5.0M 834k 6.00
Sourcefire 0.5 $4.8M 100k 48.13
Elements Rogers Agri Tot Ret etf 0.5 $4.6M 500k 9.13
First Majestic Silver Corp (AG) 0.5 $4.6M 275k 16.62
TPC 0.5 $4.4M 100k 44.21
Sociedad Quimica y Minera (SQM) 0.4 $4.4M 75k 58.67
Taiwan Semiconductor Mfg (TSM) 0.4 $4.2M 1.4M 3.06
Titan International (TWI) 0.4 $3.9M 167k 23.65
United Microelectronics (UMC) 0.4 $3.9M 8.1M 0.49
Noranda Aluminum Holding Corporation 0.4 $3.9M 393k 9.97
Chesapeake Energy Corp note 2.750%11/1 0.4 $3.8M 3.8M 1.00
Denison Mines Corp (DNN) 0.4 $3.6M 2.4M 1.53
Timmins Gold Corp 0.3 $3.5M 1.6M 2.24
Goldcorp 0.3 $3.4M 75k 44.96
Dana Holding Corporation (DAN) 0.3 $3.3M 216k 15.50
Rowan Companies 0.3 $3.3M 100k 32.93
Ford Mtr Co Del note 4.250%11/1 0.3 $3.2M 2.0M 1.60
Baytex Energy Corp (BTE) 0.3 $3.1M 61k 51.79
United Therapeutics conv 0.3 $2.9M 2.5M 1.16
Ternium (TX) 0.3 $2.8M 1.2M 2.37
Visteon Corporation (VC) 0.3 $2.8M 52k 53.00
Carnival (CUK) 0.3 $2.6M 80k 32.08
Nii Hldgs Inc note 3.125% 6/1 0.2 $2.5M 2.5M 1.01
Mountain Province Diamonds (MPVDF) 0.2 $2.4M 450k 5.25
Great Panther Silver 0.2 $2.4M 1.1M 2.24
Unisys Corp 6.25% Cv Pfd A cvp 0.2 $2.2M 35k 61.49
Central Garden & Pet (CENT) 0.2 $2.1M 224k 9.41
Eldorado Gold Corp 0.2 $2.1M 150k 13.71
Microsoft Corporation (MSFT) 0.2 $2.0M 61k 32.25
Copa Holdings Sa-class A (CPA) 0.2 $2.0M 25k 79.18
Brunswick Corporation (BC) 0.2 $1.9M 75k 25.75
Banco Itau Holding Financeira (ITUB) 0.2 $1.9M 97k 19.19
New Gold Inc Cda (NGD) 0.2 $1.9M 190k 9.84
Chart Industries (GTLS) 0.2 $1.8M 25k 73.32
Uranerz Energy Corporation Cmn 0.2 $1.8M 728k 2.52
Rio Tinto (RIO) 0.2 $1.7M 30k 55.40
Freescale Semiconductor Holdin 0.2 $1.7M 111k 15.39
American Capital Agency 0.2 $1.6M 55k 29.55
Kinross Gold Corp (KGC) 0.1 $1.5M 150k 9.74
Natl Westminster Bk Plc Ser C 7.76% pref 0.1 $1.5M 65k 23.34
Covanta Holding Corporation 0.1 $1.3M 79k 16.23
Medivation Inc note 2.625% 4/0 0.1 $1.3M 1.2M 1.05
Symantec Corporation 0.1 $1.2M 64k 18.71
Johnson Controls 0.1 $999k 31k 32.49
America Movil Sab De Cv spon adr l 0.1 $895k 722k 1.24
Genworth Financial (GNW) 0.1 $915k 110k 8.32
Key (KEY) 0.1 $850k 100k 8.50
Gran Tierra Energy 0.1 $942k 150k 6.28
Cementos Pacasmayo 0.1 $794k 347k 2.29
Ur-energy (URG) 0.1 $666k 550k 1.21
SK Tele 0.1 $612k 4.9k 125.20
Unisource Energy Corp note 4.500% 3/0 0.1 $485k 449k 1.08
MasTec (MTZ) 0.1 $496k 27k 18.07
China Ming Yang Wind Power 0.1 $467k 198k 2.36
Wave Systems 0.1 $515k 277k 1.86
Pengrowth Energy Corp 0.1 $468k 50k 9.36
NVIDIA Corporation (NVDA) 0.0 $385k 25k 15.40
Bancolombia (CIB) 0.0 $436k 27k 16.15
Just Energy Group 0.0 $413k 30k 13.77
UniSource Energy 0.0 $255k 7.0k 36.64
Vale 0.0 $340k 15k 22.67
Cohen & Steers REIT/P (RNP) 0.0 $337k 21k 16.32
iShares S&P US Pref Stock Idx Fnd (PFF) 0.0 $266k 6.8k 39.05
Cys Investments 0.0 $256k 20k 13.07
Two Harbors Investment 0.0 $203k 20k 10.15
Gafisa SA 0.0 $238k 101k 2.36
Cbre Group Inc Cl A (CBRE) 0.0 $200k 10k 20.00
PIMCO High Income Fund (PHK) 0.0 $134k 10k 12.86
Zion Oil & Gas Inc-cw12 warrants 0.0 $5.0k 20k 0.25