CQS Cayman Limited Partnership

CQS Cayman as of Dec. 31, 2015

Portfolio Holdings for CQS Cayman

CQS Cayman holds 134 positions in its portfolio as reported in the December 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Teleflex Inc note 3.875% 8/0 11.2 $162M 75M 2.16
Ryanair Holdings (RYAAY) 5.5 $80M 932k 85.91
Nvidia Corp note 1.000 12/0 5.2 $75M 45M 1.66
Verisign Inc sdcv 3.250% 8/1 4.5 $65M 25M 2.58
Molina Healthcare Inc. conv 4.3 $62M 40M 1.56
Fidelity National Finance conv 4.1 $59M 31M 1.93
Sandisk Corp conv 3.6 $53M 51M 1.04
Carnival Corporation (CCL) 3.2 $46M 844k 54.88
iShares iBoxx $ High Yid Corp Bond (HYG) 3.0 $43M 533k 80.58
Tyson Foods Inc cnv p 1.9 $27M 450k 60.66
Allergan 1.9 $27M 86k 312.50
Ctrip.com Inter Ltd. conv 1.8 $27M 20M 1.33
Priceline.com debt 1.000% 3/1 1.7 $24M 17M 1.43
Intel Corp sdcv 1.6 $23M 18M 1.29
Black Hills Corp unit 99/99/9999 1.5 $22M 400k 55.38
Mu Us conv 1.5 $22M 14M 1.59
Intel Corp. Jr. Sub. Cv. Deb. conv 1.5 $22M 13M 1.68
Delta Air Lines (DAL) 1.4 $21M 403k 50.87
Euronet Worldwide Inc Note 1.500%10/0 1.3 $19M 16M 1.19
Linkedin Corp note 0.500% 11/0 1.3 $19M 18M 1.05
Liberty Media Corp Del Com Ser C 1.3 $19M 485k 38.08
E.I. du Pont de Nemours & Company 1.1 $17M 250k 66.60
Lennar Corporation (LEN) 1.1 $16M 336k 48.91
Biogen Idec (BIIB) 1.1 $16M 53k 306.35
Citigroup (C) 1.1 $16M 310k 51.80
Wellpoint Inc Note cb 1.1 $16M 8.4M 1.91
SanDisk Corporation 1.1 $16M 207k 76.00
Gilead Sciences conv 1.0 $15M 3.3M 4.50
Red Hat Inc conv 0.9 $14M 10M 1.30
Altisource Portfolio Solns S reg (ASPS) 0.9 $13M 471k 27.81
W.R. Grace & Co. 0.9 $13M 130k 99.59
Tesla Motors Inc bond 0.9 $13M 14M 0.94
Psec Us conv 0.8 $12M 13M 0.99
Nationstar Mortgage 0.8 $12M 900k 13.37
Lam Research Corp conv 0.8 $12M 8.1M 1.44
Priceline Grp Inc note 0.350% 6/1 0.8 $12M 9.8M 1.19
Discovery Communications 0.8 $12M 458k 25.22
Aetna 0.7 $11M 99k 108.12
Liberty Global 0.7 $11M 258k 41.37
Cardtronics Inc note 1.000%12/0 0.7 $10M 11M 0.94
Ocwen Financial Corporation 0.7 $10M 1.4M 6.97
Lam Research Corp note 0.500% 5/1 0.7 $9.7M 7.5M 1.29
Red Hat 0.6 $9.3M 112k 82.81
Taiwan Semiconductor Mfg (TSM) 0.6 $8.0M 353k 22.75
Atlassian Corp Plc cl a 0.5 $7.9M 262k 30.08
Precision Castparts 0.5 $7.5M 33k 232.00
Libertyinteractivecorp lbtventcoma 0.5 $7.6M 168k 45.11
Franklin Resources (BEN) 0.5 $7.4M 200k 36.82
1,375% Liberty Media 15.10.2023 note 0.5 $7.4M 7.5M 0.99
Stillwater Mng Co note 1.750%10/1 0.5 $6.7M 7.0M 0.96
Zoetis Inc Cl A (ZTS) 0.5 $6.6M 138k 47.92
Perrigo Company (PRGO) 0.5 $6.5M 45k 144.69
Liberty Broadband Cl C (LBRDK) 0.5 $6.5M 126k 51.86
Eastman Chemical Company (EMN) 0.4 $6.3M 93k 67.51
Synchrony Financial (SYF) 0.4 $5.9M 195k 30.41
Prospect Capital Corporation note 5.875 0.4 $5.8M 6.0M 0.97
Dynavax Technologies (DVAX) 0.4 $5.7M 237k 24.16
Broadcom Corporation 0.4 $5.6M 98k 57.82
News (NWSA) 0.4 $5.4M 402k 13.36
Vipshop Holdings Ltd - Ads bond 0.4 $5.3M 5.0M 1.06
Neurocrine Biosciences (NBIX) 0.3 $5.1M 90k 56.57
Masonite International 0.3 $4.6M 76k 61.23
Jarden Corporation 0.3 $4.5M 79k 57.12
Skyworks Solutions (SWKS) 0.3 $4.4M 58k 76.83
Monsanto Company 0.3 $4.2M 43k 98.53
BioMarin Pharmaceutical (BMRN) 0.3 $4.3M 41k 104.75
United Microelectronics (UMC) 0.3 $4.1M 2.2M 1.88
Tesla Mtrs Inc note 1.500% 6/0 0.3 $3.7M 1.9M 1.96
Chubb Corporation 0.2 $3.5M 27k 132.64
Solera Holdings 0.2 $3.5M 65k 54.84
EMC Corporation 0.2 $3.5M 137k 25.68
Nxp Semiconductors N V (NXPI) 0.2 $3.5M 41k 84.24
Youku 0.2 $3.5M 130k 27.13
King Digital Entertainment 0.2 $3.5M 198k 17.88
Kite Pharma 0.2 $3.4M 55k 61.62
Rio Tinto (RIO) 0.2 $3.0M 103k 29.13
Bank of America Corporation (BAC) 0.2 $2.9M 175k 16.83
Euronav Sa (CMBT) 0.2 $2.9M 210k 13.68
Cognizant Technology Solutions (CTSH) 0.2 $2.7M 45k 60.02
Seacor Holdings Inc note 2.500%12/1 0.2 $2.8M 2.9M 0.95
Canadian Solar Inc note 4.250% 2/1 0.2 $2.8M 3.0M 0.92
Teva Pharmaceutical Industries (TEVA) 0.2 $2.4M 37k 65.65
Occidental Petroleum Corporation (OXY) 0.2 $2.4M 36k 67.60
Rite Aid Corporation 0.2 $2.5M 320k 7.84
Lam Research Corporation 0.2 $2.5M 31k 79.42
SolarWinds 0.2 $2.5M 43k 58.89
BorgWarner (BWA) 0.2 $2.4M 55k 43.24
Ptc Therapeutics I (PTCT) 0.2 $2.4M 74k 32.39
Juno Therapeutics 0.2 $2.3M 52k 43.96
Ciena Corporation (CIEN) 0.1 $2.2M 105k 20.69
Twenty-first Century Fox 0.1 $2.1M 77k 27.16
Anadarko Petroleum Corporation 0.1 $1.9M 40k 48.60
Maxim Integrated Products 0.1 $1.9M 50k 37.99
Ur-energy (URG) 0.1 $1.9M 2.9M 0.64
Invensense 0.1 $1.8M 173k 10.23
Liberty Broadband Corporation (LBRDA) 0.1 $1.5M 29k 51.66
Hovnanian Enterprises 0.1 $1.4M 748k 1.81
Pioneer Natural Resources 0.1 $1.3M 10k 125.40
Macquarie Infrastructure Company 0.1 $1.3M 17k 72.56
Achillion Pharmaceuticals 0.1 $1.2M 115k 10.79
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13 0.1 $1.4M 1.5M 0.90
Energy Fuels (UUUU) 0.1 $1.3M 442k 2.95
Uniqure Nv (QURE) 0.1 $1.3M 80k 16.54
Radius Health 0.1 $1.4M 22k 61.53
Cynapsus Therapeutics 0.1 $1.3M 87k 15.29
Janus Capital 0.1 $1.1M 75k 14.09
Prospect Capital Corporati mtnf 5.375% 0.1 $1.0M 1.0M 1.00
Micron Technology Inc bond 0.1 $1.0M 600k 1.68
Marathon Oil Corporation (MRO) 0.1 $927k 74k 12.59
BHP Billiton 0.1 $774k 34k 22.71
FedEx Corporation (FDX) 0.1 $745k 5.0k 149.00
Orexigen Therapeutics 0.1 $753k 438k 1.72
Concho Resources 0.1 $742k 8.0k 92.75
ROYAL BK SCOTLAND Group Plc sp adr pref t 0.1 $734k 29k 25.31
CIGNA Corporation 0.0 $512k 3.5k 146.29
Advanced Semiconductor Engineering 0.0 $566k 100k 5.66
Achaogen 0.0 $579k 101k 5.74
Fx Energy Inc 9.25% pfd ser b 0.0 $568k 22k 25.59
Travelport Worldwide 0.0 $516k 40k 12.90
Devon Energy Corporation (DVN) 0.0 $480k 15k 32.00
Carnival (CUK) 0.0 $388k 6.8k 57.23
Ypf Sa (YPF) 0.0 $471k 30k 15.70
Natl Westminster Bk Plc Ser C 7.76% pref 0.0 $470k 18k 25.90
Hilton Worlwide Hldgs 0.0 $503k 24k 21.40
Parsley Energy Inc-class A 0.0 $461k 25k 18.44
Continental Resources 0.0 $230k 10k 23.00
Agilent Technologies Inc C ommon (A) 0.0 $251k 6.0k 41.83
United States Steel Corporation (X) 0.0 $359k 45k 7.98
Vivus 0.0 $322k 316k 1.02
Albemarle Corporation (ALB) 0.0 $252k 4.5k 56.00
Cavium 0.0 $282k 4.3k 65.75
Repros Therapeutics 0.0 $109k 90k 1.21
Vale (VALE) 0.0 $57k 22k 2.54
Community Health Sys Inc New right 01/27/2016 0.0 $25k 2.5M 0.01