CQS Cayman Limited Partnership

CQS Cayman Limited Partnership as of Dec. 31, 2012

Portfolio Holdings for CQS Cayman Limited Partnership

CQS Cayman Limited Partnership holds 83 positions in its portfolio as reported in the December 2012 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
News Corporation 12.3 $105M 4.0M 26.24
Medtronic Inc note 1.625% 4/1 9.9 $84M 84M 1.01
Archer Daniels Midland Co note 0.875% 2/1 5.2 $44M 44M 1.00
Gilead Sciences conv 4.9 $42M 25M 1.69
Carnival Corporation (CCL) 4.7 $40M 1.1M 36.23
Intel Corp. Jr. Sub. Cv. Deb. conv 4.6 $40M 33M 1.19
Liberty Global 4.0 $35M 587k 58.75
BHP Billiton (BHP) 3.9 $33M 429k 76.86
L-3 Communications Corp debt 3.000% 8/0 3.8 $33M 32M 1.02
Ryanair Holdings 2.8 $24M 705k 34.18
Mylan Inc note 3.750% 9/1 2.6 $23M 11M 2.14
Microchip Technology Inc sdcv 2.125%12/1 2.2 $19M 15M 1.27
Linear Technology Corp note 3.000% 5/0 2.1 $18M 17M 1.05
Ym Biosciences 1.9 $17M 5.8M 2.87
Silver Wheaton Corp 1.8 $16M 435k 36.11
Petroleo Brasileiro SA (PBR) 1.6 $13M 686k 19.47
Comcast Corporation 1.5 $13M 363k 35.92
Omnicom Group Inc note 7/0 1.5 $13M 12M 1.07
Amgen Inc note 0.375% 2/0 1.5 $13M 11M 1.12
National Retail Properties I note 5.125% 6/1 1.4 $12M 9.5M 1.22
Liberty Media Corp New deb 3.125% 3/3 1.3 $11M 7.5M 1.47
E M C Corp Mass note 1.750%12/0 1.2 $11M 6.6M 1.60
Vale (VALE) 1.2 $11M 502k 20.96
Ford Mtr Co Del note 4.250%11/1 1.1 $9.5M 6.0M 1.60
Cms Energy Corp note 5.500% 6/1 1.0 $8.7M 4.9M 1.78
American International (AIG) 1.0 $8.3M 237k 35.30
Eldorado Gold Corp 1.0 $8.2M 635k 12.88
Molson Coors Brewing Co note 2.500% 7/3 0.9 $7.7M 7.5M 1.02
Taiwan Semiconductor Mfg (TSM) 0.8 $7.1M 412k 17.16
Omnicare Inc note 3.750%12/1 0.8 $7.1M 4.8M 1.48
Molex Incorporated 0.8 $6.8M 306k 22.32
Molycorp Inc Del....... Note 6.0% 9/1/17 0.8 $6.4M 6.3M 1.03
Via 0.7 $5.8M 107k 54.27
Cameco Corporation (CCJ) 0.7 $5.5M 280k 19.74
First Majestic Silver Corp (AG) 0.7 $5.6M 275k 20.21
Nexen 0.6 $5.4M 200k 26.91
Omnicom Group Inc debt 0.6 $5.3M 5.0M 1.05
Nokia Corporation (NOK) 0.6 $5.1M 1.3M 3.95
Sterlite Inds India Ltd note 4.000%10/3 0.6 $5.0M 5.2M 0.97
SPDR Gold Trust (GLD) 0.6 $4.9M 30k 162.03
Uranium Energy (UEC) 0.5 $4.5M 1.8M 2.56
Yamana Gold 0.5 $4.3M 250k 17.24
Tahoe Resources 0.5 $4.3M 235k 18.33
Nash Finch Co frnt 1.631% 3/1 0.5 $4.0M 8.5M 0.47
Agnico (AEM) 0.5 $3.9M 75k 52.43
Timmins Gold Corp 0.5 $3.9M 1.3M 3.01
United Microelectronics (UMC) 0.5 $3.9M 1.9M 1.99
Fortuna Silver Mines 0.4 $3.6M 850k 4.18
Teleflex Inc note 3.875% 8/0 0.3 $2.9M 2.3M 1.30
Firstservice Corp sdcv 6.500%12/3 0.3 $2.8M 2.5M 1.12
Genworth Financial (GNW) 0.3 $2.7M 365k 7.51
Goldcorp 0.3 $2.8M 75k 36.67
HEICO Corporation (HEI.A) 0.3 $2.6M 80k 31.98
Royal Gold (RGLD) 0.3 $2.4M 30k 81.37
Sourcefire 0.3 $2.4M 50k 47.22
Mountain Province Diamonds (MPVDF) 0.2 $2.0M 525k 3.90
United Rentals (URI) 0.2 $1.8M 40k 45.52
New Gold Inc Cda (NGD) 0.2 $1.7M 150k 11.03
Nextera Energy Inc unit 0.2 $1.5M 30k 50.07
Ur-energy (URG) 0.2 $1.4M 1.8M 0.82
Natl Westminster Bk Plc Ser C 7.76% pref 0.2 $1.4M 56k 24.81
Copa Holdings Sa-class A (CPA) 0.1 $1.2M 12k 99.49
Banco Itau Holding Financeira (ITUB) 0.1 $1.1M 67k 16.46
Uranerz Energy Corporation Cmn 0.1 $1.0M 728k 1.39
Kinross Gold Corp (KGC) 0.1 $967k 100k 9.67
Trina Solar 0.1 $824k 190k 4.34
Baytex Energy Corp (BTE) 0.1 $885k 21k 43.17
Johnson Controls 0.1 $749k 24k 30.68
Denison Mines Corp (DNN) 0.1 $744k 600k 1.24
Gran Tierra Energy 0.1 $771k 140k 5.51
Sociedad Quimica y Minera (SQM) 0.1 $712k 12k 57.63
EnerSys (ENS) 0.1 $653k 17k 37.62
General Cable Corporation 0.1 $615k 20k 30.43
Pengrowth Energy Corp 0.1 $638k 129k 4.96
Medivation Inc note 2.625% 4/0 0.1 $581k 450k 1.29
Royal Gold Inc conv 0.1 $560k 500k 1.12
Sandstorm Gold (SAND) 0.1 $601k 50k 12.02
America Movil Sab De Cv spon adr l 0.1 $393k 17k 23.12
HudBay Minerals (HBM) 0.1 $404k 40k 10.10
Market Vectors Gold Miners ETF 0.0 $327k 7.1k 46.38
Wave Systems 0.0 $360k 500k 0.72
Forest Oil Corporation 0.0 $221k 33k 6.70
Uranium Resources 0.0 $33k 104k 0.32