CQS Cayman Limited Partnership

CQS Cayman as of Sept. 30, 2014

Portfolio Holdings for CQS Cayman

CQS Cayman holds 141 positions in its portfolio as reported in the September 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Fox News 9.4 $159M 4.8M 33.31
Wellpoint Inc Note cb 8.0 $134M 81M 1.67
Teleflex Inc note 3.875% 8/0 7.4 $125M 72M 1.74
Sandisk Corp note 1.500% 8/1 5.6 $95M 49M 1.93
Cemex Sab De Cv conv bnd 5.3 $89M 63M 1.41
Jarden Corp note 1.875% 9/1 4.6 $77M 56M 1.37
Citigroup (C) 2.7 $45M 873k 51.82
Fidelity National Finance conv 2.4 $40M 25M 1.61
Starwood Ppty note 4.0% 1/15/ 2.3 $39M 36M 1.09
Prospect Capital Corporati mtnf 5.375% 2.2 $37M 35M 1.06
Foster Wheeler Ltd Com Stk 1.8 $30M 944k 31.82
Spirit Realty Capital Inc convertible cor 1.4 $24M 25M 0.98
Intel Corp. Jr. Sub. Cv. Deb. conv 1.4 $24M 14M 1.68
EMC Corporation 1.4 $23M 800k 29.26
Gilead Sciences conv 1.2 $20M 4.4M 4.68
Marathon Oil Corporation (MRO) 1.2 $20M 532k 37.59
Eastman Chemical Company (EMN) 1.2 $20M 245k 80.89
eBay (EBAY) 1.2 $20M 350k 56.63
Psec Us conv 1.1 $19M 18M 1.03
General Motors Company (GM) 1.1 $18M 575k 31.94
Freeport-McMoRan Copper & Gold (FCX) 1.1 $18M 555k 32.61
American Rlty Cap Pptys Inc note 3.000% 8/0 1.1 $18M 18M 1.00
Hologic Inc frnt 2.000%12/1 1.0 $17M 14M 1.20
News Corp Class B cos (NWS) 0.9 $16M 980k 16.13
Golar Lng (GLNG) 0.9 $16M 235k 66.40
Apache Corporation 0.9 $16M 166k 93.86
Voya Financial (VOYA) 0.9 $15M 375k 39.10
BHP Billiton (BHP) 0.8 $14M 237k 58.95
Lam Research Corporation (LRCX) 0.8 $13M 171k 74.69
Caterpillar (CAT) 0.7 $12M 125k 99.03
Tesla Motors Inc bond 0.7 $12M 13M 0.95
Energizer Holdings 0.7 $12M 100k 123.22
Halliburton Company (HAL) 0.7 $12M 188k 64.51
Merck & Co (MRK) 0.7 $12M 200k 59.28
Ford Motor Company (F) 0.7 $12M 790k 14.79
RPM International (RPM) 0.7 $11M 250k 45.78
Ford Mtr Co Del note 4.250%11/1 0.6 $11M 6.2M 1.73
Maxim Integrated Products 0.6 $10M 341k 30.25
Tesla Mtrs Inc note 1.500% 6/0 0.6 $10M 5.0M 2.02
Wright Medical Group Inc note 2 000 8/1 0.6 $10M 7.5M 1.34
Via 0.6 $9.8M 128k 77.01
Liberty Media 0.6 $9.6M 203k 47.18
Priceline Grp Inc note 0.350% 6/1 0.6 $9.5M 8.5M 1.12
Hudson City Ban 0.5 $8.9M 911k 9.72
Rockwood Holdings 0.5 $8.9M 116k 76.45
Apollo Global Management 'a' 0.5 $8.7M 365k 23.84
Devon Energy Corporation (DVN) 0.5 $8.5M 125k 68.18
Time Warner Cable 0.5 $8.4M 59k 143.49
Cubist Pharmaceuticals 0.5 $8.3M 125k 66.34
Mu Us conv 0.5 $8.1M 2.3M 3.58
Huntsman Corporation (HUN) 0.5 $7.9M 303k 25.99
Taiwan Semiconductor Mfg (TSM) 0.5 $7.6M 378k 20.18
Stillwater Mng Co note 1.750%10/1 0.5 $7.5M 5.9M 1.29
Orexigen Therapeutics 0.4 $7.5M 1.8M 4.26
Stonegate Mortgage 0.4 $7.2M 556k 12.99
Amgen (AMGN) 0.4 $7.0M 50k 140.46
Fortinet (FTNT) 0.4 $7.1M 282k 25.26
Micron Technology Inc bond 0.4 $7.0M 2.0M 3.52
Marvell Technology Group 0.4 $6.7M 500k 13.48
Incyte Corporation (INCY) 0.4 $6.6M 135k 49.05
Blackhawk Network Hldgs Inc cl a 0.4 $6.6M 204k 32.30
Prospect Capital Corporation note 5.875 0.4 $6.3M 6.0M 1.05
BioMarin Pharmaceutical (BMRN) 0.4 $6.1M 85k 72.16
Covidien 0.4 $6.1M 71k 86.51
ISIS Pharmaceuticals 0.3 $5.8M 150k 38.83
SanDisk Corporation 0.3 $5.9M 60k 97.94
Ariad Pharmaceuticals 0.3 $5.9M 1.1M 5.40
Clovis Oncology 0.3 $5.7M 125k 45.36
Uthr 1 09/15/16 0.3 $5.6M 2.1M 2.69
Navigator Holdings Ltd Com Stk (NVGS) 0.3 $5.6M 200k 27.83
Repros Therapeutics 0.3 $5.4M 550k 9.90
salesforce (CRM) 0.3 $5.2M 90k 57.54
Avianca Holdings Sa 0.3 $5.1M 372k 13.72
Dht Holdings (DHT) 0.3 $4.8M 775k 6.16
Anadarko Petroleum Corporation 0.3 $4.6M 45k 101.44
Ternium (TX) 0.3 $4.5M 187k 24.05
MGM Resorts International. (MGM) 0.3 $4.6M 200k 22.78
Carnival (CUK) 0.3 $4.6M 115k 40.16
Credicorp (BAP) 0.3 $4.4M 29k 153.37
United Microelectronics (UMC) 0.3 $4.4M 2.2M 1.99
NPS Pharmaceuticals 0.3 $4.4M 170k 26.00
Seadrill 0.2 $4.1M 154k 26.76
Realogy Hldgs (HOUS) 0.2 $4.1M 110k 37.20
Whole Foods Market 0.2 $3.8M 100k 38.11
Vivus 0.2 $3.9M 1.0M 3.86
Iconix Brand Group, Inc. conv 0.2 $3.7M 2.9M 1.28
Vale (VALE) 0.2 $3.5M 358k 9.71
Ur-energy (URG) 0.2 $3.0M 2.9M 1.02
Fibria Celulose 0.2 $2.8M 255k 11.00
Seacor Holdings Inc note 2.500%12/1 0.2 $2.8M 2.6M 1.09
Zimmer Holdings (ZBH) 0.1 $2.6M 26k 100.55
Lorillard 0.1 $2.5M 42k 59.90
PowerShares QQQ Trust, Series 1 0.1 $2.6M 26k 98.78
Uranerz Energy Corporation Cmn 0.1 $2.3M 2.1M 1.10
Priceline.com debt 1.000% 3/1 0.1 $2.3M 1.7M 1.34
BHP Billiton 0.1 $2.3M 41k 55.80
Copa Holdings Sa-class A (CPA) 0.1 $2.3M 21k 107.29
Liberty Global Inc C 0.1 $2.1M 51k 41.62
American Airls (AAL) 0.1 $2.2M 63k 35.49
Cubist Pharmaceuticals conv 0.1 $2.2M 2.0M 1.08
Citrix Systems 0.1 $2.1M 29k 71.31
Illumina (ILMN) 0.1 $2.0M 12k 163.92
Gran Tierra Energy 0.1 $2.0M 354k 5.54
Bank of America Corporation (BAC) 0.1 $1.7M 100k 17.05
Banco Itau Holding Financeira (ITUB) 0.1 $1.7M 123k 13.88
Grana Y Montero S A A 0.1 $1.6M 109k 15.02
TRW Automotive Holdings 0.1 $1.3M 13k 101.28
Uranium Energy (UEC) 0.1 $1.4M 1.1M 1.25
Concho Resources 0.1 $1.3M 10k 125.40
Goodrich Petroleum Corporation 0.1 $1.1M 75k 14.80
Avalanche Biotechnologies In 0.1 $1.1M 33k 34.18
Penn Virginia Corporation 0.1 $953k 75k 12.71
Depository Vipshop Holdings Ltd - Ads receipt (VIPS) 0.1 $945k 5.0k 189.00
Laredo Petroleum Holdings 0.1 $784k 35k 22.40
Metropcs Communications (TMUS) 0.1 $790k 27k 28.87
Canadian Solar (CSIQ) 0.0 $608k 17k 35.76
ROYAL BK SCOTLAND Group Plc sp adr pref t 0.0 $732k 29k 25.24
ProShares UltraShort Euro (EUO) 0.0 $713k 36k 19.97
Annaly Capital Management 0.0 $471k 44k 10.68
Yahoo! 0.0 $509k 13k 40.72
Cablevision Systems Corporation 0.0 $569k 33k 17.51
iShares NASDAQ Biotechnology Index (IBB) 0.0 $493k 1.8k 273.89
PowerShares DB US Dollar Index Bullish 0.0 $501k 22k 22.88
ETFS Physical Palladium Shares 0.0 $526k 7.0k 75.14
Corpbanca 0.0 $513k 27k 19.22
Natl Westminster Bk Plc Ser C 7.76% pref 0.0 $469k 18k 25.85
Jazz Pharmaceuticals (JAZZ) 0.0 $500k 3.1k 160.51
Linn 0.0 $556k 19k 28.96
Pinnacle Foods Inc De 0.0 $528k 16k 32.62
Barrick Gold Corp (GOLD) 0.0 $358k 24k 14.67
iShares FTSE/Xinhua China 25 Index (FXI) 0.0 $410k 11k 38.32
Fresh Market 0.0 $349k 10k 34.90
Proshares Tr Ii ultsh dj ubs cru 0.0 $285k 9.3k 30.65
Palo Alto Networks (PANW) 0.0 $298k 3.0k 98.19
Fireeye 0.0 $281k 9.2k 30.54
Advanced Micro Devices (AMD) 0.0 $218k 64k 3.41
SPDR KBW Regional Banking (KRE) 0.0 $216k 5.7k 37.89
WisdomTree Japan Total Dividend (DXJ) 0.0 $246k 4.7k 52.34
General Mtrs Co *w exp 07/10/201 0.0 $6.0k 265.00 22.64
General Mtrs Co *w exp 07/10/201 0.0 $4.0k 265.00 15.09
Community Health Sys Inc New right 01/27/2016 0.0 $75k 2.5M 0.03