CQS Cayman Limited Partnership

CQS Cayman as of March 31, 2014

Portfolio Holdings for CQS Cayman

CQS Cayman holds 90 positions in its portfolio as reported in the March 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Fox News 13.0 $161M 5.2M 31.12
Teleflex Inc note 3.875% 8/0 7.7 $96M 54M 1.79
BHP Billiton (BHP) 4.9 $61M 899k 67.75
General Motors Company (GM) 4.9 $60M 1.8M 34.42
American Rlty Cap Pptys Inc note 3.000% 8/0 3.5 $44M 41M 1.07
Jarden Corp note 1.875% 9/1 3.3 $41M 30M 1.39
Comcast Corporation 3.0 $37M 756k 48.77
Citigroup (C) 2.6 $32M 673k 47.60
EMC Corporation 2.5 $31M 1.1M 27.41
Sandisk Corp note 1.500% 8/1 2.3 $28M 17M 1.65
Hudson City Ban 2.2 $27M 2.8M 9.83
Fidelity National Finance conv 2.2 $27M 17M 1.59
Cemex Sab De Cv conv bnd 2.1 $26M 18M 1.43
Seacor Holdings Inc note 2.500%12/1 2.1 $26M 22M 1.20
Starwood Ppty note 4.0% 1/15/ 2.0 $24M 21M 1.15
Forest Laboratories 1.9 $23M 250k 92.27
News Corp Class B cos (NWS) 1.9 $23M 1.4M 16.70
Psec Us conv 1.6 $19M 18M 1.07
Goldcorp Inc New note 2.000% 8/0 1.6 $19M 19M 1.01
KKR Financial Holdings 1.5 $19M 1.6M 11.57
Intel Corp. Jr. Sub. Cv. Deb. conv 1.5 $19M 14M 1.40
Apache Corporation 1.5 $18M 221k 82.93
LSI Corporation 1.3 $17M 1.5M 11.07
Gilead Sciences conv 1.3 $16M 5.3M 3.13
Symantec Corporation 1.2 $15M 750k 19.97
eBay (EBAY) 1.1 $14M 250k 55.24
Sterlite Inds India Ltd note 4.000%10/3 1.1 $13M 13M 1.02
Wellpoint Inc Note cb 1.1 $13M 9.0M 1.47
Freeport-McMoRan Copper & Gold (FCX) 1.1 $13M 395k 33.07
Eastman Chemical Company (EMN) 1.1 $13M 150k 86.21
Caterpillar (CAT) 1.0 $13M 130k 99.37
Ford Mtr Co Del note 4.250%11/1 1.0 $12M 6.8M 1.83
Stonegate Mortgage 1.0 $12M 825k 14.86
United Rentals (URI) 1.0 $12M 125k 94.94
Via 0.9 $11M 126k 85.26
Beam 0.8 $10M 122k 83.30
United Parcel Service (UPS) 0.8 $9.9M 102k 97.33
Tesla Mtrs Inc note 1.500% 6/0 0.8 $9.6M 5.4M 1.80
Stillwater Mng Co note 1.750%10/1 0.7 $9.0M 6.9M 1.31
Verizon Communications (VZ) 0.7 $8.3M 175k 47.57
Omnicare Inc note 3.750%12/1 0.7 $8.3M 3.7M 2.28
Taiwan Semiconductor Mfg (TSM) 0.6 $7.6M 378k 20.02
Huntsman Corporation (HUN) 0.6 $7.4M 302k 24.42
Trak 1 1/2 03/15/17 0.6 $7.2M 5.0M 1.43
Time Warner Cable 0.5 $6.7M 49k 137.18
Cms Energy Corp note 5.500% 6/1 0.5 $6.5M 3.0M 2.18
American Airls (AAL) 0.5 $6.0M 163k 36.60
Devon Energy Corporation (DVN) 0.5 $5.7M 85k 66.93
Mu Us conv 0.5 $5.7M 2.3M 2.53
Avianca Holdings Sa 0.5 $5.7M 332k 17.05
American Rlty Cap Pptys Inc note 3.750%12/1 0.5 $5.5M 5.0M 1.10
Micron Technology Inc bond 0.4 $5.0M 2.0M 2.49
United Microelectronics (UMC) 0.4 $4.6M 2.2M 2.08
Banco Itau Holding Financeira (ITUB) 0.4 $4.4M 296k 14.86
Marathon Oil Corporation (MRO) 0.3 $4.3M 122k 35.52
Uthr 1 09/15/16 0.3 $4.1M 2.1M 1.96
Ship Finance International sr cv nt 0.3 $3.9M 3.5M 1.12
Ship Finance Intl 0.3 $3.6M 199k 17.97
Rosetta Resources 0.3 $3.5M 76k 46.58
Wright Medical Group Inc note 2 000 8/1 0.3 $3.5M 2.6M 1.36
Concho Resources 0.3 $3.5M 28k 122.51
Sony Corporation (SONY) 0.3 $3.2M 165k 19.12
Vale 0.2 $3.1M 246k 12.45
Laredo Petroleum Holdings 0.2 $3.0M 118k 25.86
HEICO Corporation (HEI.A) 0.2 $3.0M 68k 43.41
Royal Gold (RGLD) 0.2 $2.8M 45k 62.62
Ur-energy (URG) 0.2 $2.6M 1.7M 1.55
Discovery Communications 0.2 $2.3M 30k 77.06
Palo Alto Networks (PANW) 0.2 $2.3M 34k 68.60
Priceline.com debt 1.000% 3/1 0.2 $2.4M 1.7M 1.41
Uranium Energy (UEC) 0.2 $2.1M 1.6M 1.32
Uranerz Energy Corporation Cmn 0.2 $2.1M 1.2M 1.74
SPDR Gold Trust (GLD) 0.1 $1.9M 15k 123.60
Grana Y Montero S A A 0.1 $1.9M 109k 17.26
Newmont Mining Corporation (NEM) 0.1 $1.4M 61k 23.44
Natl Westminster Bk Plc Ser C 7.76% pref 0.1 $1.2M 46k 25.53
Gol Linhas Aereas Inteligentes SA 0.1 $972k 200k 4.86
Energen Corporation 0.1 $751k 9.3k 80.84
Invensense 0.1 $743k 31k 23.66
Goodrich Petroleum Corporation 0.1 $632k 40k 15.80
ETFS Physical Palladium Shares 0.0 $529k 7.0k 75.57
Hollyfrontier Corp 0.0 $476k 10k 47.60
Permian Basin Royalty Trust (PBT) 0.0 $330k 25k 13.20
Braskem SA (BAK) 0.0 $312k 20k 15.60
Petroleo Brasileiro SA (PBR.A) 0.0 $278k 20k 13.90
Cadiz (CDZI) 0.0 $176k 25k 7.04
Cementos Pacasmayo 0.0 $108k 12k 8.80
General Mtrs Co *w exp 07/10/201 0.0 $7.0k 265.00 26.42
General Mtrs Co *w exp 07/10/201 0.0 $5.0k 265.00 18.87
Uranium Res 0.0 $38k 14k 2.78