CQS Cayman Limited Partnership

CQS Cayman as of June 30, 2017

Portfolio Holdings for CQS Cayman

CQS Cayman holds 111 positions in its portfolio as reported in the June 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Take-two Interactive Softwar note 1.000% 7/0 7.0 $102M 30M 3.41
Microchip Technology Inc note 1.625% 2/1 4.9 $71M 47M 1.50
Mu Us conv 4.3 $62M 20M 3.12
J2 Global Inc note 3.250% 6/1 3.5 $51M 37M 1.37
Palo Alto Networks Inc note 7/0 3.4 $49M 38M 1.31
Euronet Worldwide Inc Note 1.500%10/0 3.1 $45M 35M 1.28
Webmd Health Corp 1.5% cnvrtbnd 3.1 $45M 35M 1.27
Cemex Sab De Cv conv bnd 2.9 $42M 35M 1.20
Ligand Pharmaceuticals Inc note 0.750% 8/1 2.9 $42M 25M 1.66
Verisign Inc sdcv 3.250% 8/1 2.8 $40M 15M 2.73
Interdigital Inc 1.5% 3/1/20 convertible bond 2.5 $36M 30M 1.21
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 2.5 $36M 31M 1.16
Fireeye Series B convertible security 2.2 $32M 35M 0.91
Citrix Systems Inc conv 2.2 $32M 27M 1.20
Servicenow Inc. note 2.2 $31M 22M 1.46
Navistar Intl Corp conv 1.9 $27M 28M 0.99
Discovery Communications 1.8 $26M 1.0M 25.83
Nxp Semiconductors N V (NXPI) 1.8 $26M 234k 109.45
Intel Corp sdcv 1.6 $23M 18M 1.31
Akamai Technologies Inc Sr Cv zero coupon bonds 1.4 $20M 21M 0.98
Vistra Energy (VST) 1.4 $20M 1.2M 16.79
Ryanair Holdings (RYAAY) 1.2 $18M 169k 107.66
Intel Corp. Jr. Sub. Cv. Deb. conv 1.2 $18M 11M 1.66
Nxp Semiconductors N V dbcv 1.000% 12/0 1.2 $18M 15M 1.19
Wellpoint Inc Note cb 1.2 $18M 6.8M 2.59
Nuvasive Inc note 2.250% 3/1 1.2 $17M 13M 1.39
Wright Med Group Inc note 2.000% 2/1 1.1 $16M 15M 1.12
1,375% Liberty Media 15.10.2023 note 1.1 $16M 14M 1.19
Liberty Media Corp Del Com Ser 1.1 $16M 452k 35.03
Macquarie Bk Ltd mtnf 6.125%12/3 1.1 $16M 15M 1.05
BHP Billiton (BHP) 1.1 $16M 449k 34.99
Time Warner 1.1 $16M 155k 100.41
Depomed Inc conv 1.0 $15M 17M 0.89
Red Hat Inc conv 1.0 $15M 11M 1.39
Liberty Broadband Corporation (LBRDA) 1.0 $15M 169k 85.79
C.R. Bard 0.9 $14M 43k 316.12
Pandora Media Inc note 1.750%12/0 0.9 $13M 14M 0.95
Liberty Expedia Holdings ser a 0.9 $13M 245k 54.02
Atlas Air Worldwide Hldg 1.875000 06/01/2024 bond 0.9 $13M 12M 1.10
Priceline Grp Inc note 0.350% 6/1 0.8 $12M 8.0M 1.47
Monsanto Company 0.8 $12M 98k 118.36
Altaba 0.8 $12M 213k 54.48
Psec Us conv 0.8 $11M 11M 1.04
Ctrip Com Intl Ltd note 1.990% 7/0 0.8 $11M 8.8M 1.23
Illumina Inc. 0.00% June 15, 2019 ccb 0.7 $10M 10M 1.02
Under Armour Inc Cl C (UA) 0.7 $10M 505k 20.16
Liberty Ventures - Ser A 0.7 $10M 191k 52.29
Central Garden & Pet (CENTA) 0.7 $9.7M 322k 30.02
Under Armour (UAA) 0.7 $9.4M 431k 21.76
Lam Research Corp conv 0.7 $9.4M 4.0M 2.34
Epizyme 0.6 $9.3M 614k 15.10
Allscripts Healthcare So conv 0.6 $9.3M 9.0M 1.03
Biomarin Pharmaceutical Inc note 0.750%10/1 0.6 $8.9M 8.0M 1.11
Alibaba Group Holding (BABA) 0.6 $8.0M 57k 140.90
Mobileye 0.5 $7.5M 119k 62.80
Liberty Media Corp Delaware Com A Siriusxm 0.5 $7.5M 179k 41.98
Ocwen Financial Corporation 0.5 $7.3M 2.7M 2.69
Atlassian Corp Plc cl a 0.5 $7.2M 204k 35.18
Biogen Idec (BIIB) 0.5 $7.0M 26k 271.38
Melco Crown Entertainment (MLCO) 0.5 $6.7M 300k 22.45
Constellium Holdco B V cl a 0.5 $6.6M 955k 6.90
Taiwan Semiconductor Mfg (TSM) 0.4 $6.4M 183k 34.96
NetEase (NTES) 0.4 $6.0M 20k 300.60
Cobalt Intl Energy Inc note 3.125% 5/1 0.4 $6.0M 30M 0.20
Fox News 0.4 $5.6M 202k 27.87
Liberty Media Corp Delaware Com C Siriusxm 0.4 $5.7M 137k 41.70
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 0.4 $5.5M 6.0M 0.92
United Microelectronics (UMC) 0.4 $5.2M 2.1M 2.44
Hsbc Hldgs Plc sdcv 5.625%12/2 0.4 $5.3M 5.0M 1.05
Qiagen 0.3 $4.7M 3.8M 1.23
Dell Technologies Inc Class V equity 0.3 $4.5M 73k 61.11
Ur-energy (URG) 0.3 $4.2M 6.7M 0.63
Nationstar Mortgage 0.2 $3.6M 200k 17.89
Level 3 Communications 0.2 $3.4M 58k 59.29
Prospect Capital Corporation note 5.875 0.2 $3.2M 3.0M 1.06
Lions Gate Entmnt Corp cl b non vtg (LGF.B) 0.2 $3.1M 119k 26.28
Priceline.com debt 1.000% 3/1 0.2 $3.0M 1.5M 1.98
VCA Antech 0.2 $2.8M 30k 92.30
Pretium Res Inc Com Isin# Ca74 0.2 $2.6M 269k 9.61
Arch Coal Inc cl a 0.2 $2.5M 37k 68.24
Liberty Global 0.1 $2.1M 99k 21.41
Platinum Group Metals 0.1 $1.7M 2.0M 0.84
Line Corp- 0.1 $1.7M 50k 34.80
Uranium Energy (UEC) 0.1 $1.5M 964k 1.58
Scorpio Bulkers 0.1 $1.6M 230k 7.05
Bright Scholar Ed Hldgs 0.1 $1.7M 140k 11.90
Liberty Tripadvisor Hldgs (LTRPA) 0.1 $1.4M 120k 11.60
Dow Chemical Company 0.1 $1.3M 20k 63.05
Altisource Portfolio Solns S reg (ASPS) 0.1 $1.1M 50k 21.82
First Majestic Silver Corp (AG) 0.1 $1.2M 145k 8.30
Euronav Sa (CMBT) 0.1 $1.2M 150k 7.90
Barclays Plc note 8.250%12/2 0.1 $1.1M 1.0M 1.06
PAREXEL International Corporation 0.1 $869k 10k 86.90
Liberty Global Inc Com Ser A 0.1 $834k 26k 32.12
Walgreen Boots Alliance (WBA) 0.1 $861k 11k 78.27
Nrg Yield 0.1 $900k 51k 17.59
Sirius Xm Holdings 0.1 $712k 130k 5.47
Energy Fuels (UUUU) 0.1 $707k 442k 1.60
Whole Foods Market 0.0 $526k 13k 42.08
IMPAC Mortgage Holdings (IMPM) 0.0 $563k 37k 15.12
Us Silica Hldgs (SLCA) 0.0 $532k 15k 35.47
Ctrip.com Inter Ltd. conv 0.0 $568k 400k 1.42
Mag Silver Corp (MAG) 0.0 $456k 35k 13.03
Natl Westminster Bk Plc Ser C 7.76% pref 0.0 $476k 18k 26.23
BioMarin Pharmaceutical (BMRN) 0.0 $327k 3.6k 90.83
General Mills (GIS) 0.0 $332k 6.0k 55.33
Lennar Corporation (LEN.B) 0.0 $253k 5.6k 45.01
Hewlett Packard Enterprise (HPE) 0.0 $348k 21k 16.57
Royal Bk Of Scotland Plc note 8.000%12/3 0.0 $273k 250k 1.09
Walter Investment Management 0.0 $188k 200k 0.94
Community Health Sys Inc New right 01/27/2016 0.0 $45k 2.3M 0.02