CQS Cayman Limited Partnership

CQS Cayman as of Sept. 30, 2016

Portfolio Holdings for CQS Cayman

CQS Cayman holds 139 positions in its portfolio as reported in the September 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Verisign Inc sdcv 3.250% 8/1 8.7 $104M 45M 2.30
Fidelity National Finance conv 5.3 $63M 31M 2.07
Molina Healthcare Inc. conv 5.1 $61M 40M 1.52
Under Armour Inc Cl C (UA) 4.8 $57M 1.7M 33.86
Palo Alto Networks Inc note 7/0 4.7 $56M 37M 1.52
Priceline.com debt 1.000% 3/1 4.3 $52M 33M 1.59
Mu Us conv 3.4 $41M 22M 1.91
Webmd Health Corp 1.5% cnvrtbnd 3.3 $39M 34M 1.16
Allscripts Healthcare So conv 2.6 $31M 30M 1.03
Salesforce.com Inc conv 2.5 $30M 25M 1.20
Intel Corp sdcv 2.5 $29M 21M 1.39
Fireeye Series B convertible security 2.3 $28M 30M 0.92
Cepheid conv 2.2 $26M 25M 1.04
Euronet Worldwide Inc Note 1.500%10/0 1.9 $22M 18M 1.27
Pattern Energy Group Inc. 4.00% July 15, 2020 ccb 1.8 $22M 22M 1.02
Intel Corp. Jr. Sub. Cv. Deb. conv 1.7 $21M 11M 1.84
BHP Billiton (BHP) 1.5 $18M 513k 34.85
Ligand Pharmaceuticals Inc note 0.750% 8/1 1.5 $18M 12M 1.46
Nvidia Corp note 1.000 12/0 1.5 $17M 5.1M 3.41
Cemex Sab De Cv conv bnd 1.3 $16M 14M 1.13
Standard Chartered Plc debt 7.500%12/3 1.3 $15M 15M 1.01
Red Hat Inc conv 1.2 $14M 11M 1.27
Wellpoint Inc Note cb 1.2 $14M 8.1M 1.77
Ariad Pharmaceuticals 1.2 $14M 1.0M 13.69
Libertyinteractivecorp lbtventcoma 1.1 $13M 332k 39.87
Lam Research Corp conv 1.1 $13M 8.2M 1.60
Linkedin Corp note 0.500% 11/0 1.1 $13M 13M 0.99
Wright Med Group Inc note 2.000% 2/1 1.1 $13M 12M 1.07
Cardtronics Inc note 1.000%12/0 1.0 $12M 12M 1.06
Altisource Portfolio Solns S reg (ASPS) 1.0 $12M 375k 32.40
Amicus Therapeutics (FOLD) 1.0 $12M 1.6M 7.40
Allergan 1.0 $12M 52k 230.31
Psec Us conv 1.0 $11M 11M 1.04
1,375% Liberty Media 15.10.2023 note 1.0 $11M 11M 1.06
Microchip Technology Inc note 1.625% 2/1 0.9 $11M 8.4M 1.28
Priceline Grp Inc note 0.350% 6/1 0.9 $10M 8.0M 1.28
Ctrip Com Intl Ltd note 1.990% 7/0 0.8 $10M 8.8M 1.13
Alnylam Pharmaceuticals (ALNY) 0.8 $9.1M 135k 67.78
Atlassian Corp Plc cl a 0.8 $9.1M 304k 29.97
Zillow Group Inc Cl A (ZG) 0.7 $8.4M 245k 34.45
Constellium Holdco B V cl a 0.6 $7.5M 1.0M 7.20
Depository Vipshop Holdings Ltd - Ads receipt (VIPS) 0.6 $6.6M 450k 14.67
Epizyme 0.5 $6.2M 634k 9.84
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.5 $5.9M 5.4M 1.09
News (NWSA) 0.5 $5.7M 409k 13.98
Taiwan Semiconductor Mfg (TSM) 0.5 $5.6M 183k 30.59
Ingram Micro 0.5 $5.6M 157k 35.66
Liberty Media Corp Delaware Com C Siriusxm 0.5 $5.5M 163k 33.41
Ocwen Financial Corporation 0.4 $4.9M 1.3M 3.67
Twenty-first Century Fox 0.4 $4.9M 201k 24.22
Ovascience 0.4 $4.9M 684k 7.16
Navistar Intl Corp conv 0.4 $4.9M 5.0M 0.97
Linkedin Corp 0.4 $4.7M 25k 191.11
Liberty Tripadvisor Hldgs (LTRPA) 0.4 $4.3M 198k 21.85
Extra Space Storage (EXR) 0.3 $4.1M 51k 79.40
United Microelectronics (UMC) 0.3 $3.9M 2.1M 1.85
Whitewave Foods 0.3 $3.9M 72k 54.43
Cobalt Intl Energy Inc note 0.3 $3.9M 7.5M 0.52
Standard Chartered Plc debt 6.500%12/2 0.3 $3.8M 4.0M 0.96
Red Hat 0.3 $3.6M 44k 80.82
St. Jude Medical 0.3 $3.5M 45k 79.75
Kite Pharma 0.3 $3.5M 62k 55.85
Dynavax Technologies (DVAX) 0.3 $3.3M 317k 10.49
Prospect Capital Corporation note 5.875 0.3 $3.1M 3.0M 1.04
Alere 0.2 $2.9M 68k 43.24
Cobalt Intl Energy Inc note 3.125% 5/1 0.2 $3.0M 7.5M 0.40
Hsbc Hldgs Plc note 6.375%12/2 0.2 $3.0M 3.0M 1.00
Monsanto Company 0.2 $2.8M 27k 102.19
Bluebird Bio (BLUE) 0.2 $2.8M 41k 67.78
Liberty Broadband Corporation (LBRDA) 0.2 $2.7M 39k 70.17
Occidental Petroleum Corporation (OXY) 0.2 $2.6M 36k 72.92
Ur-energy (URG) 0.2 $2.6M 5.3M 0.49
Valspar Corporation 0.2 $2.5M 24k 106.09
Seacor Holdings Inc note 2.500%12/1 0.2 $2.4M 2.4M 1.02
Radius Health 0.2 $2.4M 44k 54.10
Beigene 0.2 $2.3M 73k 30.81
Stillwater Mng Co note 1.750%10/1 0.2 $2.1M 1.7M 1.21
Amc Entmt Hldgs Inc Cl A 0.2 $2.2M 70k 31.09
China Constr Bk Corp bond 0.2 $2.1M 2.0M 1.07
Seres Therapeutics (MCRB) 0.2 $2.0M 162k 12.29
Vaneck Vectors Etf Tr uncvtl oil gas 0.2 $2.1M 115k 18.05
CIGNA Corporation 0.2 $1.9M 15k 130.34
Pioneer Natural Resources 0.2 $1.9M 10k 185.60
Walgreen Boots Alliance (WBA) 0.2 $1.9M 24k 80.60
Liberty Global Inc Com Ser A 0.1 $1.7M 51k 34.18
Liberty Media Corp Del Com Ser 0.1 $1.8M 62k 28.65
Humana (HUM) 0.1 $1.7M 9.5k 176.84
Euronav Sa (CMBT) 0.1 $1.6M 210k 7.62
Pretium Res Inc Com Isin# Ca74 0.1 $1.4M 135k 10.27
Ipath S&p 500 Vix Short-term Futures Etn 0.1 $1.4M 41k 34.07
Commercehub Inc Com Ser A 0.1 $1.4M 88k 15.80
Anadarko Petroleum Corporation 0.1 $1.3M 20k 63.35
First Majestic Silver Corp (AG) 0.1 $1.3M 125k 10.30
Carnival (CUK) 0.1 $1.2M 25k 49.17
Micron Technology Inc bond 0.1 $1.2M 600k 1.92
Biomarin Pharmaceutical Inc note 0.750%10/1 0.1 $1.2M 1.0M 1.20
Concho Resources 0.1 $1.1M 8.0k 137.25
KLA-Tencor Corporation (KLAC) 0.1 $1.1M 16k 69.74
Prospect Capital Corporati mtnf 5.375% 0.1 $1.1M 1.0M 1.05
Liberty Media Corp Delaware Com C Braves Grp 0.1 $1.1M 64k 17.38
Envision Healthcare Hlds 0.1 $946k 43k 22.26
Navistar Intl Corp conv 0.1 $970k 1.0M 0.97
Barclays Plc note 8.250%12/2 0.1 $1.0M 1.0M 1.01
Ims Health Holdings 0.1 $784k 25k 31.36
Parsley Energy Inc-class A 0.1 $838k 25k 33.52
Devon Energy Corporation (DVN) 0.1 $661k 15k 44.07
Och-Ziff Capital Management 0.1 $703k 162k 4.34
iShares iBoxx $ High Yid Corp Bond (HYG) 0.1 $689k 7.9k 87.22
Cst Brands 0.1 $721k 15k 48.07
Energy Fuels (UUUU) 0.1 $707k 442k 1.60
Ypf Sa (YPF) 0.1 $547k 30k 18.23
Zoetis Inc Cl A (ZTS) 0.1 $562k 11k 52.04
Teva Pharmaceutical Industries (TEVA) 0.0 $497k 11k 46.02
Discovery Communications 0.0 $457k 17k 26.90
Central Garden & Pet (CENTA) 0.0 $420k 17k 24.79
Mag Silver Corp (MAG) 0.0 $528k 35k 15.09
Chemtura Corporation 0.0 $492k 15k 32.80
Natl Westminster Bk Plc Ser C 7.76% pref 0.0 $467k 18k 25.74
Pinnacle Foods Inc De 0.0 $527k 11k 50.19
Achaogen 0.0 $435k 91k 4.79
Ctrip.com Inter Ltd. conv 0.0 $520k 400k 1.30
Broad 0.0 $518k 3.0k 172.67
Etf Managers Tr purefunds ise cy 0.0 $502k 18k 27.89
BioMarin Pharmaceutical (BMRN) 0.0 $347k 3.8k 92.53
Boston Scientific Corporation (BSX) 0.0 $333k 14k 23.79
Agilent Technologies Inc C ommon (A) 0.0 $353k 7.5k 47.07
CNA Financial Corporation (CNA) 0.0 $346k 10k 34.45
Celgene Corporation 0.0 $366k 3.5k 104.57
Integrated Device Technology 0.0 $254k 11k 23.09
iShares NASDAQ Biotechnology Index (IBB) 0.0 $246k 850.00 289.41
Skyworks Solutions (SWKS) 0.0 $247k 3.3k 76.00
Nxp Semiconductors N V (NXPI) 0.0 $255k 2.5k 102.00
Us Silica Hldgs (SLCA) 0.0 $233k 5.0k 46.60
Fireeye 0.0 $273k 19k 14.76
Paypal Holdings (PYPL) 0.0 $256k 6.3k 40.96
Liberty Media Corp Delaware Com A Siriusxm 0.0 $263k 7.7k 33.95
Royal Bk Of Scotland Plc note 8.000%12/3 0.0 $235k 250k 0.94
Community Health Sys Inc New right 01/27/2016 0.0 $25k 2.5M 0.01
Orexigen Therapeutics 0.0 $38k 11k 3.36