CQS Cayman Limited Partnership

CQS Cayman as of June 30, 2016

Portfolio Holdings for CQS Cayman

CQS Cayman holds 131 positions in its portfolio as reported in the June 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Verisign Inc sdcv 3.250% 8/1 7.3 $83M 33M 2.54
Fidelity National Finance conv 5.6 $63M 31M 2.06
Under Armour Inc Cl C (UA) 4.6 $52M 1.4M 36.40
Molina Healthcare Inc. conv 4.2 $48M 35M 1.36
Priceline.com debt 1.000% 3/1 4.2 $47M 34M 1.39
Webmd Health Corp 1.5% cnvrtbnd 3.8 $43M 34M 1.27
Allergan 3.7 $42M 180k 231.09
Nvidia Corp note 1.000 12/0 3.6 $40M 17M 2.33
Ctrip Com Intl Ltd note 1.990% 7/0 3.5 $40M 36M 1.09
Mu Us conv 2.8 $32M 22M 1.50
Allscripts Healthcare So conv 2.6 $29M 29M 1.01
Fireeye Series B convertible security 2.3 $26M 30M 0.88
Palo Alto Networks Inc note 7/0 2.3 $26M 20M 1.28
Cemex Sab De Cv conv bnd 2.2 $25M 24M 1.04
Carnival Corporation (CCL) 2.1 $24M 548k 44.02
1,000% Nat. Bank Of Abu Dhabi 12.03.2018 note 2.0 $23M 23M 1.00
Euronet Worldwide Inc Note 1.500%10/0 1.7 $19M 17M 1.15
Intel Corp. Jr. Sub. Cv. Deb. conv 1.6 $19M 11M 1.64
Salesforce.com Inc conv 1.4 $16M 12M 1.30
Wellpoint Inc Note cb 1.3 $15M 8.1M 1.84
Libertyinteractivecorp lbtventcoma 1.3 $14M 390k 37.07
Linkedin Corp note 0.500% 11/0 1.1 $13M 13M 0.99
Cardtronics Inc note 1.000%12/0 1.0 $12M 12M 1.01
Red Hat Inc conv 1.0 $12M 9.7M 1.21
Psec Us conv 1.0 $11M 11M 1.02
Weatherford Intl Ltd Note 5.875% 7/0 bond 1.0 $11M 10M 1.10
Wright Med Group Inc note 2.000% 2/1 0.9 $10M 11M 0.93
Altisource Portfolio Solns S reg (ASPS) 0.9 $9.7M 350k 27.84
Zoetis Inc Cl A (ZTS) 0.9 $9.8M 206k 47.46
1,375% Liberty Media 15.10.2023 note 0.8 $9.4M 9.5M 0.99
Microchip Technology Inc note 1.625% 2/1 0.8 $9.1M 8.1M 1.12
Walgreen Boots Alliance (WBA) 0.8 $8.8M 106k 83.27
Aetna 0.8 $8.6M 70k 122.14
Ariad Pharmaceuticals 0.7 $8.4M 1.1M 7.39
Liberty Media Corp Delaware Com C Siriusxm 0.7 $8.3M 270k 30.87
Teva Pharmaceutical Industries (TEVA) 0.7 $8.3M 165k 50.23
Priceline Grp Inc note 0.350% 6/1 0.7 $8.2M 7.0M 1.17
Atlassian Corp Plc cl a 0.7 $7.9M 304k 25.90
Alnylam Pharmaceuticals (ALNY) 0.7 $7.8M 140k 55.49
Liberty Global Inc Com Ser A 0.7 $7.7M 266k 29.06
Amicus Therapeutics (FOLD) 0.7 $7.6M 1.4M 5.46
Radius Health 0.7 $7.4M 200k 36.75
Spark Therapeutics 0.6 $6.9M 135k 51.13
Monsanto Company 0.6 $6.7M 65k 103.40
Liberty Media Corp Series C Li 0.6 $6.7M 351k 18.97
Zimmer Holdings (ZBH) 0.6 $6.6M 55k 120.38
St. Jude Medical 0.6 $6.6M 84k 78.00
Epizyme 0.6 $6.5M 635k 10.24
Standard Chartered Plc debt 6.500%12/2 0.6 $6.5M 7.0M 0.93
McKesson Corporation (MCK) 0.6 $6.2M 33k 186.66
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.5 $5.4M 5.1M 1.06
W.R. Grace & Co. 0.5 $5.3M 73k 73.21
Constellium Holdco B V cl a 0.5 $5.2M 1.1M 4.69
Red Hat 0.4 $5.0M 69k 72.61
News (NWSA) 0.4 $5.0M 443k 11.35
Discovery Communications 0.4 $4.9M 193k 25.23
Taiwan Semiconductor Mfg (TSM) 0.4 $4.8M 183k 26.23
Seres Therapeutics (MCRB) 0.4 $4.7M 162k 29.05
Hsbc Hldgs Plc note 6.875%12/2 0.4 $4.5M 4.5M 1.01
Liberty Tripadvisor Hldgs (LTRPA) 0.4 $4.3M 198k 21.88
EMC Corporation 0.4 $4.2M 155k 27.17
United Microelectronics (UMC) 0.4 $4.2M 2.1M 1.99
BioMarin Pharmaceutical (BMRN) 0.3 $3.9M 50k 77.82
58 Com Inc spon adr rep a 0.3 $3.8M 84k 45.89
Cemex Sab De Cv conv 0.3 $3.8M 4.0M 0.94
Linkedin Corp 0.3 $3.6M 19k 189.26
Ovascience 0.3 $3.6M 684k 5.21
Ingram Micro 0.3 $3.3M 94k 34.78
Extra Space Storage (EXR) 0.3 $3.3M 36k 92.52
Ur-energy (URG) 0.3 $3.3M 5.4M 0.60
iShares NASDAQ Biotechnology Index (IBB) 0.3 $3.1M 12k 257.33
Prospect Capital Corporation note 5.875 0.3 $3.1M 3.0M 1.03
Servicenow Inc. note 0.2 $2.8M 2.5M 1.12
Occidental Petroleum Corporation (OXY) 0.2 $2.7M 36k 75.57
BHP Billiton (BHP) 0.2 $2.7M 94k 28.60
FEI Company 0.2 $2.7M 26k 106.86
Spirit Realty Capital Inc convertible cor 0.2 $2.7M 2.5M 1.09
Canadian Solar Inc note 4.250% 2/1 0.2 $2.6M 3.0M 0.87
Valspar Corporation 0.2 $2.4M 23k 108.04
Seacor Holdings Inc note 2.500%12/1 0.2 $2.4M 2.4M 0.98
Ocwen Financial Corporation 0.2 $2.3M 1.3M 1.71
Kite Pharma 0.2 $2.3M 45k 50.00
Beigene 0.2 $2.2M 74k 29.80
Lexmark International 0.2 $2.1M 56k 37.75
Rite Aid Corporation 0.2 $2.0M 265k 7.49
Liberty Media Corp Delaware Com C Braves Grp 0.2 $2.0M 139k 14.66
Stillwater Mng Co note 1.750%10/1 0.2 $2.0M 1.7M 1.13
Euronav Sa (CMBT) 0.2 $1.9M 210k 9.16
Pretium Res Inc Com Isin# Ca74 0.1 $1.7M 150k 11.19
Dynavax Technologies (DVAX) 0.1 $1.5M 105k 14.58
Pioneer Natural Resources 0.1 $1.5M 10k 151.20
Carnival (CUK) 0.1 $1.2M 28k 44.56
Anadarko Petroleum Corporation 0.1 $1.1M 20k 53.25
Prospect Capital Corporati mtnf 5.375% 0.1 $1.0M 1.0M 1.03
Fireeye 0.1 $1.0M 61k 16.46
Energy Fuels (UUUU) 0.1 $1.0M 442k 2.27
Barclays Plc note 8.250%12/2 0.1 $980k 1.0M 0.98
Concho Resources 0.1 $954k 8.0k 119.25
Micron Technology Inc bond 0.1 $924k 600k 1.54
Ims Health Holdings 0.1 $951k 38k 25.36
CIGNA Corporation 0.1 $800k 6.3k 128.00
Expedia (EXPE) 0.1 $771k 7.3k 106.34
Nationstar Mortgage 0.1 $802k 71k 11.26
Shire 0.1 $736k 4.0k 184.00
Humana (HUM) 0.1 $720k 4.0k 180.00
ROYAL BK SCOTLAND Group Plc sp adr pref t 0.1 $713k 29k 24.59
Parsley Energy Inc-class A 0.1 $676k 25k 27.04
Microsoft Corporation (MSFT) 0.1 $537k 11k 51.14
Devon Energy Corporation (DVN) 0.1 $543k 15k 36.20
Alere 0.1 $521k 13k 41.68
Ypf Sa (YPF) 0.1 $575k 30k 19.17
Biomarin Pharmaceutical Inc note 0.750%10/1 0.1 $560k 500k 1.12
Liberty Broadband Corporation (LBRDA) 0.1 $606k 10k 59.37
Etf Managers Tr purefunds ise cy 0.1 $514k 22k 23.91
Nxp Semiconductors N V (NXPI) 0.0 $490k 6.3k 78.40
Mag Silver Corp (MAG) 0.0 $438k 35k 12.51
Natl Westminster Bk Plc Ser C 7.76% pref 0.0 $472k 18k 26.01
Ctrip.com Inter Ltd. conv 0.0 $488k 400k 1.22
Broad 0.0 $505k 3.3k 155.38
CNA Financial Corporation (CNA) 0.0 $316k 10k 31.46
Ipath S&p 500 Vix S/t Fu Etn 0.0 $314k 23k 13.80
Achaogen 0.0 $344k 91k 3.79
Agilent Technologies Inc C ommon (A) 0.0 $244k 5.5k 44.36
Skyworks Solutions (SWKS) 0.0 $221k 3.5k 63.14
Signet Jewelers (SIG) 0.0 $247k 3.0k 82.33
Pinnacle Foods Inc De 0.0 $255k 5.5k 46.36
Anthem (ELV) 0.0 $263k 2.0k 131.50
Liberty Media Corp Delaware Com A Siriusxm 0.0 $243k 7.7k 31.37
Royal Bk Of Scotland Plc note 8.000%12/3 0.0 $235k 250k 0.94
Orexigen Therapeutics 0.0 $49k 113k 0.43
Community Health Sys Inc New right 01/27/2016 0.0 $0 2.5M 0.00