CQS Cayman Limited Partnership

Latest statistics and disclosures from CQS Cayman's latest quarterly 13F-HR filing:

CQS Cayman portfolio companies for September 2014 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Fox News 9.44 -13.00% 4771615 33.31 0.00
Wellpoint Inc Note cb 7.98 +5.00% 80490000 1.67 0.00
Teleflex Inc note 3.875% 8/0 7.40 71561000 1.74 0.00
Sandisk Corp note 1.500% 8/1 5.63 49110000 1.93 0.00
Cemex Sab De Cv conv bnd 5.29 +110.00% 63200000 1.41 0.00
Jarden Corp note 1.875% 9/1 4.56 +3.00% 56016000 1.37 0.00
Citi 2.69 872900 51.82 0.00
Fidelity National Finance conv 2.39 -7.00% 24980000 1.61 0.00
Starwood Ppty note 4.0% 1/15/ 2.32 +16.00% 35800000 1.09 0.00
Prospect Capital Corporati mtnf 5.375% 2.20 NEW 35000000 1.06 0.00
Foster Wheeler Ltd Com Stk 1.78 944218 31.82 0.00
Spirit Realty Capital Inc convertible cor 1.43 -17.00% 24500000 0.98 0.00
Intel Corp. Jr. Sub. Cv. Deb. conv 1.41 14100000 1.68 0.00
EMC EMC Corporation 1.39 +60.00% 800000 29.26 28.71
Gilead Sciences conv 1.21 -17.00% 4350000 4.68 0.00
MRO Marathon Oil Corporation 1.19 +165.00% 531549 37.59 34.52
EMN Eastman Chemical Company 1.18 +39.00% 244856 80.89 78.80
EBAY eBay 1.18 350000 56.63 52.16
Psec Us conv 1.10 18000000 1.03 0.00
GM General Motors Company 1.09 -58.00% 575292 31.94 31.39
FCX Freeport-McMoRan Copper & Gold 1.08 +61.00% 555102 32.61 28.14
American Rlty Cap Pptys Inc note 3.000% 8/0 1.07 17950000 1.00 0.00
Hologic Inc frnt 2.000%12/1 1.00 NEW 14000000 1.20 0.00
News Corp Class B cos 0.94 -29.00% 979706 16.13 0.00
GOLAR LNG 0.93 NEW 235000 66.40 0.00
APA Apache Corporation 0.92 -33.00% 165467 93.86 74.95
Voya Financial 0.87 NEW 375000 39.10 0.00
BHP BHP Billiton 0.83 -68.00% 236795 58.95 58.97
LRCX Lam Research Corporation 0.76 -33.00% 171248 74.69 78.08
CAT Caterpillar 0.74 125000 99.03 101.52
Tesla Motors Inc bond 0.74 -24.00% 13050000 0.95 0.00
ENR Energizer Holdings 0.73 NEW 100000 123.22 122.44
HAL Halliburton Company 0.72 +25.00% 188270 64.51 54.07
MRK Merck & Co 0.70 NEW 200000 59.28 57.73
F Ford Motor Company 0.69 NEW 790300 14.79 14.13
RPM RPM International 0.68 NEW 250000 45.78 45.14
Ford Mtr Co Del note 4.250%11/1 0.64 -11.00% 6200000 1.73 0.00
MXIM Maxim Integrated Products 0.61 NEW 341190 30.25 29.64
Tesla Mtrs Inc note 1.500% 6/0 0.60 -6.00% 5000000 2.02 0.00
Wright Medical Group Inc note 2 000 8/1 0.60 7500000 1.34 0.00
VIA Via 0.58 127795 77.01 73.75
Liberty Media 0.57 NEW 203080 47.18 0.00
Priceline Grp Inc note 0.350% 6/1 0.57 8500000 1.12 0.00
HCBK Hudson City Ban 0.53 -47.00% 910578 9.72 9.58
ROC Rockwood Holdings 0.53 +285.00% 116003 76.45 76.92
Apollo Global Management 'a' 0.52 +100.00% 364600 23.84 0.00
DVN Devon Energy Corporation 0.51 +47.00% 125000 68.18 58.23
TWC Time Warner Cable 0.50 -16.00% 58685 143.49 146.21
CBST Cubist Pharmaceuticals 0.49 +25.00% 125000 66.34 73.51
Mu Us conv 0.48 2250000 3.58 0.00
HUN Huntsman Corporation 0.47 +10.00% 302900 25.99 24.39
TSM Taiwan Semiconductor Mfg 0.45 377755 20.18 22.01
Stillwater Mng Co note 1.750%10/1 0.45 -14.00% 5850000 1.29 0.00
OREX Orexigen Therapeutics 0.44 +165.00% 1750000 4.26 4.08
Stonegate Mortgage 0.43 -32.00% 555601 12.99 0.00
AMGN Amgen 0.42 -50.00% 50000 140.46 163.58
FTNT Fortinet 0.42 -9.00% 281905 25.26 25.97
Micron Technology Inc bond 0.42 2000000 3.52 0.00
Marvell Technology 0.40 500000 13.48 0.00
INCY Incyte Corporation 0.39 NEW 135000 49.05 65.38
Blackhawk Network Hldgs Inc cl a 0.39 NEW 203802 32.30 0.00
Prospect Capital Corporation note 5.875 0.37 6000000 1.05 0.00
BMRN BioMarin Pharmaceutical 0.36 NEW 85000 72.16 83.24
Covidien 0.36 NEW 70815 86.51 0.00
ISIS ISIS Pharmaceuticals 0.35 150000 38.83 46.75
SNDK SanDisk Corporation 0.35 NEW 60178 97.94 94.39
ARIA Ariad Pharmaceuticals 0.35 +10.00% 1100000 5.40 6.04
Clovis Oncology 0.34 NEW 125000 45.36 0.00
Uthr 1 09/15/16 0.34 2100000 2.69 0.00
Navigator Holdings Ltd Com Stk 0.33 NEW 200000 27.83 0.00
Repros Therapeutics 0.32 NEW 550000 9.90 0.00
CRM salesforce 0.31 +1759.00% 90400 57.54 63.40
Avianca Holdings Sa 0.30 +6.00% 371905 13.72 0.00
Dht Holdings 0.28 NEW 775000 6.16 0.00
APC Anadarko Petroleum Corporation 0.27 +23.00% 45100 101.44 88.16
TX Ternium S.A. 0.27 +48.00% 187069 24.05 21.49
MGM MGM Resorts International. 0.27 NEW 200000 22.78 23.42
CUK Carnival 0.27 +824.00% 115258 40.16 39.78
Credi 0.26 -11.00% 28858 153.37 0.00
UMC United Microelectronics 0.26 2219238 1.99 2.20
NPSP NPS Pharmaceuticals 0.26 NEW 170000 26.00 27.95
Seadrill 0.25 -12.00% 154200 26.76 0.00
Realogy Hldgs 0.24 110000 37.20 0.00
WFMI Whole Foods Market 0.23 100000 38.11 0.00
VVUS VIVUS 0.23 +101.00% 1000000 3.86 3.29
Iconix Brand Group, Inc. conv 0.22 NEW 2900000 1.28 0.00
VALE Vale 0.21 +3092.00% 357575 9.71 9.89
Ur-energy 0.18 +10.00% 2922153 1.02 0.00
FBR Fibria Celulose S.A. 0.17 NEW 255300 11.00 12.06
Seacor Holdings Inc note 2.500%12/1 0.17 -87.00% 2600000 1.09 0.00
ZMH Zimmer Holdings 0.15 25500 100.55 110.67
LO Lorillard 0.15 NEW 41500 59.90 61.45
QQQQ PowerShares QQQ Trust, Series 1 0.15 NEW 26200 98.78 0.00
Uranerz Energy Corporation Cmn 0.14 +73.00% 2128181 1.10 0.00
Priceline.com debt 1.000% 3/1 0.14 1700000 1.34 0.00
BBL BHP Billiton 0.13 +153.00% 40589 55.80 51.50
Copa Holdings Sa-class A 0.13 NEW 21000 107.29 0.00
Liberty Global Inc C 0.13 +143.00% 50794 41.62 0.00
American Airls 0.13 63038 35.49 0.00
Cubist Pharmaceuticals conv 0.13 NEW 2000000 1.08 0.00
CTXS Citrix Systems 0.12 NEW 28900 71.31 64.33
ILMN Illumina 0.12 -2.00% 12000 163.92 193.50
Gran Tierra Energy 0.12 +140.00% 354300 5.54 0.00
BAC Bank of America Corporation 0.10 NEW 100000 17.05 17.16
ITUB Banco Itau Holding Financeira S.A. 0.10 -52.00% 123174 13.88 14.85
Grana Y Montero S A A 0.10 109206 15.02 0.00
TRW TRW Automotive Holdings 0.08 NEW 12500 101.28 101.50
UEC Uranium Energy 0.08 +45.00% 1107791 1.25 1.15
CXO Concho Resources 0.07 NEW 10000 125.40 106.27
GDP Goodrich Petroleum Corporation 0.07 75000 14.80 7.96
Avalanche Biotechnologies In 0.07 NEW 33000 34.18 0.00
PVA Penn Virginia Corporation 0.06 75000 12.71 7.97
Depository Vipshop Holdings Ltd - Ads receipt 0.06 NEW 5000 189.00 0.00
Laredo Petroleum Holdings 0.05 -56.00% 35000 22.40 0.00
Metropcs Communications 0.05 NEW 27368 28.87 0.00
CSIQ Canadian Solar 0.04 NEW 17000 35.76 30.60
ROYAL BK SCOTLAND Group Plc sp adr pref t 0.04 +22.00% 29000 25.24 0.00
EUO ProShares UltraShort Euro 0.04 NEW 35700 19.97 20.29
NLY Annaly Capital Management 0.03 NEW 44100 10.68 11.40
YHOO Yahoo! 0.03 NEW 12500 40.72 45.90
CVC Cablevision Systems Corporation 0.03 32500 17.51 18.76
IBB iShares NASDAQ Biotechnology Index 0.03 NEW 1800 273.89 299.89
UUP PowerShares DB US Dollar Index Bullish 0.03 NEW 21900 22.88 23.12
PALL ETFS Physical Palladium Shares 0.03 7000 75.14 76.25
BCA Corpbanca 0.03 NEW 26687 19.22 20.25
Natl Westminster Bk Plc Ser C 7.76% pref 0.03 -22.00% 18145 25.85 0.00
Jazz Pharmaceuticals 0.03 NEW 3115 160.51 0.00
Linn 0.03 19200 28.96 0.00
Pinnacle Foods Inc De 0.03 NEW 16186 32.62 0.00
* Barrick Gold 0.02 NEW 24400 14.67 0.00
FXI iShares FTSE/Xinhua China 25 Index 0.02 NEW 10700 38.32 40.02
TFM Fresh Market 0.02 10000 34.90 36.78
Proshares Tr Ii ultsh dj ubs cru 0.02 NEW 9300 30.65 0.00
Palo Alto Networks 0.02 -90.00% 3035 98.19 0.00
Fireeye 0.02 NEW 9200 30.54 0.00
AMD Advanced Micro Devices 0.01 NEW 64020 3.41 2.81
KRE SPDR KBW Regional Banking 0.01 NEW 5700 37.89 39.93
DXJ WisdomTree Japan Total Dividend Fd 0.01 NEW 4700 52.34 53.58
General Mtrs Co *w exp 07/10/201 0.00 NEW 265 22.64 0.00
General Mtrs Co *w exp 07/10/201 0.00 NEW 265 15.09 0.00
Community Health Sys Inc New right 01/27/2016 0.00 2500000 0.03 0.00