CQS Cayman Limited Partnership

CQS Cayman Limited Partnership as of Sept. 30, 2012

Portfolio Holdings for CQS Cayman Limited Partnership

CQS Cayman Limited Partnership holds 106 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
News Corporation 12.2 $103M 4.2M 24.79
Citigroup Inc unit 8.7 $74M 764k 96.75
Medtronic Inc note 1.625% 4/1 7.4 $63M 62M 1.02
Intel Corp. Jr. Sub. Cv. Deb. conv 5.4 $46M 37M 1.24
Gilead Sciences conv 5.3 $45M 29M 1.57
Liberty Global 3.7 $31M 550k 56.51
L-3 Communications Corp debt 3.000% 8/0 3.6 $30M 30M 1.01
BHP Billiton (BHP) 3.4 $28M 417k 68.23
Microchip Technology Inc sdcv 2.125%12/1 3.0 $25M 20M 1.27
Amgen Inc note 0.375% 2/0 2.4 $20M 18M 1.11
Mylan Inc note 3.750% 9/1 2.3 $19M 10M 1.92
Silver Wheaton Corp 2.2 $19M 480k 39.71
Omnicom Group Inc note 7/0 1.6 $13M 12M 1.10
Equinix Inc note 4.750% 6/1 1.5 $13M 5.0M 2.56
Molycorp Inc Del....... Note 6.0% 9/1/17 1.5 $13M 11M 1.16
Live Nation Entertainment In note 2.875% 7/1 1.5 $12M 13M 0.99
Virgin Media Inc note 6.500%11/1 1.4 $12M 7.0M 1.75
Archer Daniels Midland Co note 0.875% 2/1 1.4 $12M 12M 1.00
National Retail Properties I note 5.125% 6/1 1.4 $12M 9.5M 1.22
E M C Corp Mass note 1.750%12/0 1.3 $11M 6.6M 1.72
Comcast Corporation 1.3 $11M 315k 34.81
Liberty Media Corp New deb 3.125% 3/3 1.2 $11M 7.5M 1.41
Vale (VALE) 1.2 $10M 560k 17.90
Petroleo Brasileiro SA (PBR) 1.1 $9.0M 392k 22.94
Cms Energy Corp note 5.500% 6/1 1.0 $8.4M 4.9M 1.72
Omnicom Group Inc debt 0.9 $8.0M 7.5M 1.06
Eldorado Gold Corp 0.9 $7.4M 485k 15.22
Fortuna Silver Mines 0.8 $7.0M 1.3M 5.29
Omnicare Inc note 3.750%12/1 0.8 $6.8M 4.8M 1.43
Taiwan Semiconductor Mfg (TSM) 0.8 $6.5M 412k 15.82
First Majestic Silver Corp (AG) 0.8 $6.4M 275k 23.20
SPDR Gold Trust (GLD) 0.7 $6.0M 35k 172.00
Molex Incorporated 0.7 $6.0M 275k 21.72
Goldcorp 0.7 $5.7M 125k 45.83
Yamana Gold 0.7 $5.7M 300k 19.09
Ford Mtr Co Del note 4.250%11/1 0.7 $5.6M 4.0M 1.40
Cameco Corporation (CCJ) 0.6 $5.4M 280k 19.45
Medicis Pharmaceutical conv 0.6 $5.4M 5.0M 1.08
Sterlite Inds India Ltd note 4.000%10/3 0.6 $5.0M 5.2M 0.97
Tahoe Resources 0.6 $4.8M 235k 20.33
Uranium Energy (UEC) 0.6 $4.6M 1.8M 2.61
Ryanair Holdings 0.5 $4.6M 140k 32.58
Agnico (AEM) 0.5 $4.4M 85k 51.79
Prospect Capital Corp note 6.250%12/1 0.5 $4.3M 4.0M 1.08
Firstservice Corp sdcv 6.500%12/3 0.5 $4.1M 3.5M 1.18
Nash Finch Co frnt 1.631% 3/1 0.5 $4.0M 8.5M 0.47
United Microelectronics (UMC) 0.5 $4.0M 1.9M 2.05
Iamgold Corp (IAG) 0.5 $4.0M 250k 15.85
Carnival (CUK) 0.5 $3.8M 102k 37.04
Hercules Tech Growth Cap Inc cnv 0.4 $3.7M 3.5M 1.06
Timmins Gold Corp 0.4 $3.7M 1.3M 2.82
United Therapeutics conv 0.4 $3.3M 2.5M 1.32
BHP Billiton 0.4 $3.1M 49k 62.46
Nextera Energy Inc unit 0.4 $3.1M 60k 51.15
Copa Holdings Sa-class A (CPA) 0.3 $2.6M 31k 81.26
Sourcefire 0.3 $2.5M 50k 49.04
ETFS Physical Palladium Shares 0.3 $2.4M 38k 62.84
Great Panther Silver 0.3 $2.4M 1.1M 2.30
Genworth Financial (GNW) 0.3 $2.2M 425k 5.23
Central Garden & Pet (CENT) 0.3 $2.2M 185k 11.89
American International (AIG) 0.2 $2.1M 65k 32.78
Kinross Gold Corp (KGC) 0.2 $2.0M 200k 10.20
New Gold Inc Cda (NGD) 0.2 $1.8M 150k 12.21
Mountain Province Diamonds (MPVDF) 0.2 $1.9M 450k 4.22
Ternium (TX) 0.2 $1.7M 89k 19.63
Natl Westminster Bk Plc Ser C 7.76% pref 0.2 $1.6M 65k 25.05
iShares FTSE/Xinhua China 25 Index (FXI) 0.2 $1.4M 40k 34.60
Market Vectors Gold Miners ETF 0.2 $1.4M 26k 53.69
Ur-energy (URG) 0.1 $1.3M 1.3M 0.98
Banco Itau Holding Financeira (ITUB) 0.1 $1.2M 77k 15.28
Uranerz Energy Corporation Cmn 0.1 $1.2M 728k 1.63
iShares MSCI Emerging Markets Indx (EEM) 0.1 $1.0M 25k 41.32
America Movil Sab De Cv spon adr l 0.1 $942k 37k 25.43
Sociedad Quimica y Minera (SQM) 0.1 $900k 15k 61.64
North Amern Palladium 0.1 $935k 500k 1.87
Baytex Energy Corp (BTE) 0.1 $972k 21k 47.41
Johnson Controls 0.1 $842k 31k 27.39
Denison Mines Corp (DNN) 0.1 $888k 600k 1.48
Pengrowth Energy Corp 0.1 $868k 129k 6.75
Covanta Holding Corporation 0.1 $666k 39k 17.17
Two Harbors Investment 0.1 $649k 55k 11.75
Via 0.1 $660k 12k 54.42
Trina Solar 0.1 $679k 148k 4.58
Gran Tierra Energy 0.1 $715k 140k 5.11
iShares Dow Jones US Real Estate (IYR) 0.1 $644k 10k 64.40
Medivation Inc note 2.625% 4/0 0.1 $621k 450k 1.38
Royal Gold Inc conv 0.1 $610k 500k 1.22
Rubicon Technology 0.1 $525k 55k 9.58
Cree 0.1 $517k 20k 25.50
Veeco Instruments (VECO) 0.1 $538k 18k 30.02
Wave Systems 0.1 $470k 500k 0.94
Dow Chemical Company 0.1 $405k 14k 28.93
Pan American Silver Corp Can (PAAS) 0.1 $429k 20k 21.45
Vale 0.1 $417k 24k 17.38
3D Systems Corporation (DDD) 0.1 $394k 12k 32.83
HudBay Minerals (HBM) 0.1 $394k 40k 9.85
Forest Oil Corporation 0.0 $330k 39k 8.46
Encana Corp 0.0 $328k 15k 21.87
Just Energy Group 0.0 $327k 30k 10.90
Brunswick Corporation (BC) 0.0 $249k 11k 22.64
Chimera Investment Corporation 0.0 $271k 100k 2.71
iShares S&P US Pref Stock Idx Fnd (PFF) 0.0 $272k 6.8k 39.93
Cementos Pacasmayo 0.0 $260k 23k 11.37
Cohen & Steers REIT/P (RNP) 0.0 $174k 10k 17.40
PIMCO High Income Fund (PHK) 0.0 $146k 10k 14.02
Diana Containerships 0.0 $91k 16k 5.58