CQS Cayman Limited Partnership

CQS Cayman as of March 31, 2016

Portfolio Holdings for CQS Cayman

CQS Cayman holds 104 positions in its portfolio as reported in the March 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Carnival Corporation (CCL) 8.4 $84M 1.6M 52.61
Verisign Inc sdcv 3.250% 8/1 7.8 $78M 30M 2.59
Molina Healthcare Inc. conv 6.6 $66M 40M 1.65
Allergan 5.8 $58M 217k 268.03
Fidelity National Finance conv 5.7 $57M 31M 1.87
Sandisk Corp conv 4.6 $46M 44M 1.04
Priceline.com debt 1.000% 3/1 3.8 $38M 27M 1.44
Nvidia Corp note 1.000 12/0 3.3 $33M 19M 1.79
Allscripts Healthcare So conv 2.9 $29M 29M 1.02
Spirit Rlty Cap Inc New Note cb 2.8 $28M 28M 1.02
Ryanair Holdings (RYAAY) 2.3 $23M 271k 86.19
Intel Corp. Jr. Sub. Cv. Deb. conv 2.1 $21M 13M 1.60
Euronet Worldwide Inc Note 1.500%10/0 2.0 $20M 17M 1.20
Wellpoint Inc Note cb 1.6 $16M 8.4M 1.92
Liberty Global Inc Com Ser A 1.5 $15M 383k 38.50
Mu Us conv 1.3 $13M 10M 1.26
Red Hat Inc conv 1.3 $13M 10M 1.24
Zoetis Inc Cl A (ZTS) 1.2 $12M 280k 44.33
Psec Us conv 1.2 $12M 13M 0.98
Linkedin Corp note 0.500% 11/0 1.2 $12M 14M 0.91
Priceline Grp Inc note 0.350% 6/1 1.2 $12M 9.7M 1.20
Liberty Global 1.1 $12M 327k 35.06
Teva Pharmaceutical Industries (TEVA) 1.1 $11M 212k 53.51
Cardtronics Inc note 1.000%12/0 1.1 $11M 11M 0.97
Nationstar Mortgage 1.0 $9.7M 976k 9.90
Salesforce.com Inc conv 1.0 $9.7M 7.8M 1.24
Wright Med Group Inc note 2.000% 2/1 1.0 $9.7M 11M 0.91
1,375% Liberty Media 15.10.2023 note 0.9 $9.5M 9.5M 1.00
Aetna 0.9 $9.3M 83k 112.36
Red Hat 0.9 $9.2M 124k 74.51
Altisource Portfolio Solns S reg (ASPS) 0.9 $9.1M 377k 24.15
Discovery Communications 0.9 $8.9M 310k 28.63
Liberty Media Corp Del Com Ser C 0.8 $8.4M 220k 38.09
Microchip Technology Inc note 1.625% 2/1 0.8 $8.1M 7.9M 1.02
Franklin Resources (BEN) 0.8 $7.8M 200k 39.05
Atlassian Corp Plc cl a 0.8 $7.7M 304k 25.15
News (NWSA) 0.8 $7.5M 591k 12.77
Libertyinteractivecorp lbtventcoma 0.8 $7.5M 191k 39.12
McKesson Corporation (MCK) 0.7 $7.1M 45k 157.26
Incyte Corporation (INCY) 0.7 $7.0M 96k 72.47
W.R. Grace & Co. 0.7 $6.9M 97k 71.18
Monsanto Company 0.7 $6.5M 74k 87.74
Zimmer Holdings (ZBH) 0.7 $6.5M 61k 106.64
Biogen Idec (BIIB) 0.6 $6.4M 25k 260.33
Constellium Holdco B V cl a 0.6 $5.8M 1.1M 5.19
EMC Corporation 0.6 $5.5M 207k 26.65
Dynavax Technologies (DVAX) 0.5 $5.4M 283k 19.24
BioMarin Pharmaceutical (BMRN) 0.5 $5.2M 63k 82.47
Taiwan Semiconductor Mfg (TSM) 0.5 $4.8M 183k 26.20
Jarden Corporation 0.5 $4.5M 77k 58.95
Liberty Tripadvisor Hldgs (LTRPA) 0.5 $4.5M 202k 22.16
United Microelectronics (UMC) 0.4 $4.4M 2.1M 2.08
Ultragenyx Pharmaceutical (RARE) 0.4 $4.1M 64k 63.31
Extra Space Storage (EXR) 0.4 $3.6M 39k 93.45
Rite Aid Corporation 0.3 $3.5M 428k 8.15
Youku 0.3 $3.5M 128k 27.49
Ocwen Financial Corporation 0.3 $3.3M 1.4M 2.47
1,000% Nat. Bank Of Abu Dhabi 12.03.2018 note 0.3 $3.1M 3.2M 0.98
Ur-energy (URG) 0.3 $3.0M 5.9M 0.50
Stillwater Mng Co note 1.750%10/1 0.3 $2.9M 2.7M 1.08
Prospect Capital Corporation note 5.875 0.3 $2.9M 3.0M 0.95
Valeant Pharmaceuticals Int 0.3 $2.6M 100k 26.30
Canadian Solar Inc note 4.250% 2/1 0.3 $2.6M 3.0M 0.85
Occidental Petroleum Corporation (OXY) 0.2 $2.5M 36k 68.44
Vipshop Holdings Ltd - Ads bond 0.2 $2.5M 2.5M 1.00
Baxalta Incorporated 0.2 $2.5M 63k 40.40
Seacor Holdings Inc note 2.500%12/1 0.2 $2.3M 2.4M 0.96
Nxp Semiconductors N V (NXPI) 0.2 $2.2M 28k 81.05
Liberty Broadband Cl C (LBRDK) 0.2 $2.2M 38k 57.96
Euronav Sa (CMBT) 0.2 $2.1M 210k 10.23
Tesla Mtrs Inc note 1.500% 6/0 0.2 $2.0M 1.1M 1.85
Rio Tinto (RIO) 0.2 $1.7M 62k 28.15
Tesla Motors Inc bond 0.2 $1.7M 1.9M 0.91
CIGNA Corporation 0.1 $1.5M 11k 137.21
Pioneer Natural Resources 0.1 $1.4M 10k 140.80
Walgreen Boots Alliance (WBA) 0.1 $1.1M 13k 84.24
Banco Bilbao Vizcaya Fdic Tl debt 9.000%12/2 0.1 $1.1M 1.0M 1.05
Prospect Capital Corporati mtnf 5.375% 0.1 $1.0M 1.0M 1.01
Energy Fuels (UUUU) 0.1 $981k 442k 2.22
Horizon Pharma 0.1 $994k 60k 16.57
Anadarko Petroleum Corporation 0.1 $932k 20k 46.60
Concho Resources 0.1 $808k 8.0k 101.00
Pretium Res Inc Com Isin# Ca74 0.1 $803k 150k 5.35
Micron Technology Inc bond 0.1 $774k 600k 1.29
ROYAL BK SCOTLAND Group Plc sp adr pref t 0.1 $734k 29k 25.31
Western Digital (WDC) 0.1 $567k 12k 47.25
CNA Financial Corporation (CNA) 0.1 $596k 19k 32.19
Parsley Energy Inc-class A 0.1 $565k 25k 22.60
Comcast Corporation (CMCSA) 0.1 $519k 8.5k 61.06
Ingram Micro 0.1 $503k 14k 35.93
Skyworks Solutions (SWKS) 0.1 $545k 7.0k 77.86
Ypf Sa (YPF) 0.1 $536k 30k 17.87
Natl Westminster Bk Plc Ser C 7.76% pref 0.1 $468k 18k 25.79
Hilton Worlwide Hldgs 0.1 $529k 24k 22.51
Cynapsus Therapeutics 0.1 $476k 40k 11.90
Devon Energy Corporation (DVN) 0.0 $411k 15k 27.40
Agilent Technologies Inc C ommon (A) 0.0 $299k 7.5k 39.87
Mag Silver Corp (MAG) 0.0 $330k 35k 9.43
Cavium 0.0 $262k 4.3k 61.09
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13 0.0 $312k 350k 0.89
Achaogen 0.0 $251k 91k 2.76
Depository Vipshop Holdings Ltd - Ads receipt (VIPS) 0.0 $178k 14k 12.90
Orexigen Therapeutics 0.0 $64k 113k 0.57
Community Health Sys Inc New right 01/27/2016 0.0 $25k 2.5M 0.01