CQS Cayman Limited Partnership

CQS Cayman as of June 30, 2013

Portfolio Holdings for CQS Cayman

CQS Cayman holds 81 positions in its portfolio as reported in the June 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
News Corporation 20.7 $142M 4.3M 32.82
Ryanair Holdings 7.7 $53M 5.2M 10.17
Archer Daniels Midland Co note 0.875% 2/1 6.1 $42M 42M 1.01
Intel Corp. Jr. Sub. Cv. Deb. conv 4.7 $33M 25M 1.29
Comcast Corporation 4.6 $31M 793k 39.67
L-3 Communications Corp debt 3.000% 8/0 3.7 $26M 25M 1.03
Carnival Corporation (CCL) 3.4 $24M 684k 34.29
Dynegy 2.8 $19M 862k 22.55
Cemex Sab De Cv conv bnd 2.5 $17M 14M 1.24
Ship Finance International sr cv nt 2.4 $17M 17M 0.97
Linear Technology Corp note 3.000% 5/0 2.4 $16M 16M 1.05
Gilead Sciences conv 1.8 $12M 5.5M 2.26
Ford Mtr Co Del note 4.250%11/1 1.8 $12M 6.8M 1.82
E M C Corp Mass note 1.750%12/0 1.6 $11M 7.4M 1.48
Cameco Corporation (CCJ) 1.3 $8.8M 425k 20.64
Omnicare Inc note 3.750%12/1 1.3 $8.6M 4.7M 1.86
Cisco Systems (CSCO) 1.1 $7.6M 314k 24.33
Discovery Communications 1.1 $7.7M 110k 69.77
Via 1.1 $7.5M 110k 68.44
Banco Bradesco SA (BBD) 1.1 $7.6M 582k 13.01
Stillwater Mng Co note 1.750%10/1 1.1 $7.2M 6.9M 1.05
Taiwan Semiconductor Mfg (TSM) 1.0 $6.9M 1.9M 3.66
Cms Energy Corp note 5.500% 6/1 1.0 $6.8M 3.4M 1.99
Vermilion Energy (VET) 1.0 $6.7M 138k 48.79
Carnival (CUK) 0.9 $6.2M 177k 35.01
Delta Air Lines (DAL) 0.9 $6.1M 324k 18.71
Peabody Energy Corporation 0.8 $5.8M 399k 14.64
Nokia Corporation (NOK) 0.8 $5.8M 1.6M 3.74
Molex Incorporated 0.8 $5.6M 227k 24.86
Scorpio Tankers 0.8 $5.5M 618k 8.98
United Microelectronics (UMC) 0.8 $5.2M 11M 0.47
Sterlite Inds India Ltd note 4.000%10/3 0.7 $5.0M 5.2M 0.97
Silver Wheaton Corp 0.7 $4.9M 250k 19.59
Molycorp Inc Del....... Note 6.0% 9/1/17 0.7 $4.9M 6.3M 0.78
Goodyear Tire & Rubber Company (GT) 0.7 $4.7M 309k 15.30
Yamana Gold 0.7 $4.6M 480k 9.52
American International (AIG) 0.6 $4.4M 99k 44.70
BHP Billiton (BHP) 0.6 $4.0M 141k 28.63
Denison Mines Corp (DNN) 0.6 $4.0M 3.5M 1.16
Teleflex Inc note 3.875% 8/0 0.6 $4.0M 3.0M 1.37
Uranium Energy (UEC) 0.6 $3.8M 2.1M 1.79
Gran Tierra Energy 0.5 $3.5M 581k 6.07
Franklin Resources (BEN) 0.5 $3.4M 25k 136.04
Whitewave Foods 0.5 $3.2M 200k 15.94
3-d Sys Corp Del note 5.500%12/1 0.5 $3.1M 1.0M 3.07
First Majestic Silver Corp (AG) 0.4 $2.9M 275k 10.64
Uthr 1 09/15/16 0.4 $3.0M 2.1M 1.42
Sourcefire 0.4 $2.8M 50k 55.56
Timmins Gold Corp 0.4 $2.8M 1.3M 2.21
Enersis 0.4 $2.6M 8.0M 0.33
Dominion Res Inc Va unit 04/01/2013 0.4 $2.5M 50k 49.94
Dominion Resources Inc 6% 07/01/2016 conbnp 0.4 $2.5M 50k 49.90
SPDR Gold Trust (GLD) 0.3 $2.4M 20k 119.10
Banco Itau Holding Financeira (ITUB) 0.3 $2.4M 186k 12.92
Eldorado Gold Corp 0.3 $2.4M 385k 6.14
Ur-energy (URG) 0.3 $2.2M 1.8M 1.28
Mountain Province Diamonds (MPVDF) 0.3 $2.1M 425k 4.96
Ship Finance Intl 0.3 $2.1M 140k 14.84
Mbia (MBI) 0.3 $2.0M 150k 13.31
Priceline.com debt 1.000% 3/1 0.3 $2.0M 1.7M 1.17
Royal Gold (RGLD) 0.3 $1.9M 45k 42.09
New Gold Inc Cda (NGD) 0.3 $1.8M 275k 6.43
Vale 0.2 $1.7M 138k 12.16
Baytex Energy Corp (BTE) 0.2 $1.7M 47k 36.02
Fortuna Silver Mines (FSM) 0.2 $1.7M 500k 3.31
Molson Coors Brewing Co note 2.500% 7/3 0.2 $1.5M 1.5M 1.02
Tahoe Resources 0.2 $1.4M 100k 14.12
WisdomTree Japan Total Dividend (DXJ) 0.2 $1.4M 30k 45.60
Franco-Nevada Corporation (FNV) 0.2 $1.2M 33k 35.78
Natl Westminster Bk Plc Ser C 7.76% pref 0.2 $1.2M 46k 25.08
Volcano Corporation note 1.750%12/0 0.1 $920k 1.0M 0.92
Uranerz Energy Corporation Cmn 0.1 $801k 728k 1.10
Sandstorm Gold (SAND) 0.1 $733k 125k 5.86
Rio Alto Mng 0.1 $702k 379k 1.85
Ternium (TX) 0.1 $646k 286k 2.26
HEICO Corporation (HEI.A) 0.1 $624k 17k 36.92
Pengrowth Energy Corp 0.1 $624k 129k 4.85
Prospect Capital Corporati mtnf 5.375% 0.1 $525k 500k 1.05
Tesla Mtrs Inc note 1.500% 6/0 0.1 $509k 450k 1.13
America Movil Sab De Cv spon adr l 0.0 $273k 250k 1.09
Moly 0.0 $62k 10k 6.20