CQS Cayman Limited Partnership

CQS Cayman as of Dec. 31, 2014

Portfolio Holdings for CQS Cayman

CQS Cayman holds 145 positions in its portfolio as reported in the December 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Fox News 11.9 $179M 4.9M 36.89
Teleflex Inc note 3.875% 8/0 8.4 $126M 66M 1.90
Cemex Sab De Cv conv bnd 5.4 $81M 69M 1.17
Priceline.com debt 1.000% 3/1 5.3 $80M 60M 1.33
Fidelity National Finance conv 5.2 $78M 41M 1.90
Starwood Ppty note 4.0% 1/15/ 2.9 $44M 39M 1.13
Prospect Capital Corporati mtnf 5.375% 2.5 $38M 37M 1.01
Citigroup (C) 2.4 $36M 673k 54.11
Fiat Chrysler Auto 2.1 $32M 2.7M 11.58
MGM Resorts International. (MGM) 2.0 $30M 1.4M 21.38
Voya Financial (VOYA) 1.5 $23M 535k 42.38
Intel Corp. Jr. Sub. Cv. Deb. conv 1.4 $21M 12M 1.76
Spirit Realty Capital Inc convertible cor 1.4 $21M 21M 0.98
Psec Us conv 1.2 $18M 18M 1.01
Cubist Pharmaceuticals 1.2 $18M 180k 100.65
Vale 1.1 $17M 2.4M 7.26
Expedia (EXPE) 1.1 $17M 198k 85.35
News Corp Class B cos (NWS) 1.1 $17M 1.1M 15.08
Blackhawk Network Holdings 1.1 $17M 446k 37.69
Ford Motor Company (F) 1.1 $16M 1.0M 15.50
Hewlett-Packard Company 1.1 $16M 400k 40.13
Devon Energy Corporation (DVN) 1.1 $16M 261k 61.21
Gilead Sciences conv 1.0 $15M 3.7M 4.14
TransDigm Group Incorporated (TDG) 1.0 $15M 76k 196.44
Caterpillar (CAT) 0.9 $14M 151k 91.54
Sherwin-Williams Company (SHW) 0.9 $13M 50k 263.04
Sandisk Corp conv 0.9 $13M 11M 1.21
Freeport-McMoRan Copper & Gold (FCX) 0.9 $13M 553k 23.36
RPM International (RPM) 0.8 $13M 252k 50.75
Nvidia Corp note 1.000 12/0 0.8 $13M 11M 1.15
Discovery Communications 0.8 $12M 361k 33.72
Tesla Motors Inc bond 0.8 $12M 13M 0.93
Amgen (AMGN) 0.8 $12M 75k 159.29
Lam Research Corporation (LRCX) 0.8 $12M 151k 78.95
Eastman Chemical Company (EMN) 0.8 $11M 150k 75.86
Energizer Holdings 0.8 $11M 88k 128.56
Orexigen Therapeutics 0.7 $11M 1.8M 6.06
Wright Medical Group Inc note 2 000 8/1 0.7 $9.8M 8.0M 1.22
Via 0.6 $9.6M 128k 75.50
ISIS Pharmaceuticals 0.6 $9.3M 150k 61.74
Cubist Pharmaceuticals conv 0.6 $9.3M 7.0M 1.33
Tesla Mtrs Inc note 1.500% 6/0 0.6 $8.9M 4.8M 1.86
Kite Pharma 0.6 $8.4M 145k 57.67
Taiwan Semiconductor Mfg (TSM) 0.6 $8.3M 371k 22.38
Ariad Pharmaceuticals 0.6 $8.2M 1.2M 6.87
Cardtronics Inc note 1.000%12/0 0.5 $7.9M 7.9M 1.00
SanDisk Corporation 0.5 $7.4M 76k 97.98
Incyte Corporation (INCY) 0.5 $7.3M 100k 73.11
Marathon Oil Corporation (MRO) 0.5 $7.4M 262k 28.29
Stillwater Mng Co note 1.750%10/1 0.5 $7.3M 5.9M 1.25
Mu Us conv 0.5 $7.3M 2.0M 3.65
Marvell Technology Group 0.5 $7.3M 500k 14.50
Repros Therapeutics 0.5 $7.0M 700k 9.97
BioMarin Pharmaceutical (BMRN) 0.5 $6.8M 75k 90.40
Alexion Pharmaceuticals 0.5 $6.7M 36k 185.03
Priceline Grp Inc note 0.350% 6/1 0.5 $6.7M 6.0M 1.12
Rockwood Holdings 0.4 $6.6M 83k 78.80
Time Warner Cable 0.4 $6.3M 42k 152.07
Huntsman Corporation (HUN) 0.4 $6.3M 279k 22.79
Hudson City Ban 0.4 $6.2M 615k 10.12
Prospect Capital Corporation note 5.875 0.4 $6.2M 6.0M 1.03
NPS Pharmaceuticals 0.4 $6.1M 170k 35.77
Petroleo Brasileiro SA (PBR.A) 0.4 $5.9M 780k 7.58
Clovis Oncology 0.4 $5.9M 105k 56.00
Uthr 1 09/15/16 0.4 $5.7M 2.1M 2.71
Allergan 0.4 $5.5M 26k 212.58
CareFusion Corporation 0.4 $5.5M 93k 59.34
Ternium (TX) 0.4 $5.5M 313k 17.64
Dresser-Rand 0.4 $5.5M 67k 81.80
Whole Foods Market 0.3 $5.0M 100k 50.42
Banco Itau Holding Financeira (ITUB) 0.3 $5.1M 394k 13.01
United Microelectronics (UMC) 0.3 $5.0M 2.2M 2.27
Liberty Media 0.3 $5.0M 141k 35.27
Salix Pharmaceuticals 0.3 $4.6M 40k 114.95
Avianca Holdings Sa 0.3 $4.4M 372k 11.73
Sigma-Aldrich Corporation 0.3 $4.1M 30k 137.27
Illumina (ILMN) 0.3 $3.9M 21k 184.60
TRW Automotive Holdings 0.2 $3.6M 35k 102.86
Copa Holdings Sa-class A (CPA) 0.2 $3.6M 35k 103.63
Covance 0.2 $3.6M 35k 103.83
Avalanche Biotechnologies In 0.2 $3.6M 66k 54.00
Fireeye 0.2 $3.5M 112k 31.58
Iconix Brand Group, Inc. conv 0.2 $3.5M 2.9M 1.19
1,375% Liberty Media 15.10.2023 note 0.2 $3.5M 3.5M 0.99
Vivus 0.2 $3.3M 1.2M 2.88
Red Hat 0.2 $3.0M 43k 69.15
Merck & Co (MRK) 0.2 $2.8M 50k 56.80
Tetraphase Pharmaceuticals 0.2 $2.9M 73k 39.71
Medicines Company 0.2 $2.8M 100k 27.67
Ur-energy (URG) 0.2 $2.8M 3.2M 0.87
Seacor Holdings Inc note 2.500%12/1 0.2 $2.8M 2.6M 1.06
Liberty Broadband Corporation (LBRDA) 0.2 $2.7M 54k 50.09
PowerShares QQQ Trust, Series 1 0.2 $2.6M 25k 103.27
XenoPort 0.2 $2.4M 275k 8.77
Best Buy (BBY) 0.2 $2.3M 60k 38.98
salesforce (CRM) 0.2 $2.5M 41k 59.32
Uranerz Energy Corporation Cmn 0.2 $2.4M 2.1M 1.12
Fortinet (FTNT) 0.1 $2.1M 67k 30.67
Verastem 0.1 $2.1M 225k 9.14
Directv 0.1 $2.1M 24k 86.71
Micron Technology Inc bond 0.1 $2.1M 600k 3.57
Proshares Tr Ii Ultrashort Ye etf (YCS) 0.1 $2.0M 23k 89.29
ProShares UltraShort Euro (EUO) 0.1 $1.9M 87k 21.61
Brookfield Ppty Partners L P unit ltd partn 0.1 $1.8M 79k 22.87
Urban Outfitters (URBN) 0.1 $1.7M 48k 35.13
Fibria Celulose 0.1 $1.6M 130k 12.13
United States Oil Fund 0.1 $1.5M 75k 20.36
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.1 $1.5M 12k 125.90
Family Dollar Stores 0.1 $1.4M 18k 79.20
Gran Tierra Energy 0.1 $1.4M 354k 3.85
Portola Pharmaceuticals 0.1 $1.4M 50k 28.32
Grana Y Montero S A A 0.1 $1.4M 109k 12.64
iShares FTSE/Xinhua China 25 Index (FXI) 0.1 $1.2M 28k 41.61
Wright Medical 0.1 $1.3M 48k 26.86
Uranium Energy (UEC) 0.1 $1.3M 720k 1.75
Macquarie Infrastructure Company 0.1 $1.1M 15k 71.15
Corpbanca 0.1 $987k 56k 17.78
Proshares Tr Ii ultsh dj ubs cru 0.1 $1.0M 14k 76.47
Apple (AAPL) 0.1 $969k 8.8k 110.38
Canadian Solar (CSIQ) 0.1 $868k 36k 24.18
PowerShares DB US Dollar Index Bullish 0.1 $884k 37k 23.96
Achaogen 0.1 $863k 66k 13.05
Talisman Energy Inc Com Stk 0.1 $784k 100k 7.84
Carnival (CUK) 0.1 $824k 18k 45.54
ROYAL BK SCOTLAND Group Plc sp adr pref t 0.1 $732k 29k 25.24
WisdomTree India Earnings Fund (EPI) 0.1 $698k 32k 22.05
Barrick Gold Corp (GOLD) 0.0 $619k 58k 10.75
Intel Corporation (INTC) 0.0 $570k 16k 36.31
Anadarko Petroleum Corporation 0.0 $606k 7.3k 82.55
ETFS Physical Palladium Shares 0.0 $542k 7.0k 77.43
Aurico Gold 0.0 $672k 205k 3.28
Pinnacle Foods Inc De 0.0 $530k 15k 35.33
Annaly Capital Management 0.0 $476k 44k 10.82
iShares NASDAQ Biotechnology Index (IBB) 0.0 $516k 1.7k 303.53
Digital River 0.0 $488k 20k 24.74
Natl Westminster Bk Plc Ser C 7.76% pref 0.0 $474k 18k 26.12
Linn 0.0 $407k 39k 10.38
Metropcs Communications (TMUS) 0.0 $471k 18k 26.91
Dbx Etf Tr dbxtr har cs 300 (ASHR) 0.0 $521k 14k 37.21
Yahoo! 0.0 $253k 5.0k 50.60
BlackRock Corporate High Yield Fund VI (HYT) 0.0 $287k 25k 11.39
WisdomTree Japan Total Dividend (DXJ) 0.0 $286k 5.8k 49.31
Cavium 0.0 $265k 4.3k 61.79
UnitedHealth (UNH) 0.0 $202k 2.0k 101.00
Community Health Sys Inc New right 01/27/2016 0.0 $75k 2.5M 0.03