CQS Cayman Limited Partnership

CQS Cayman as of Dec. 31, 2016

Portfolio Holdings for CQS Cayman

CQS Cayman holds 113 positions in its portfolio as reported in the December 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 $92M 41M 2.23
Fidelity National Finance conv 4.4 $56M 29M 1.95
BHP Billiton (BHP) 4.1 $52M 1.4M 36.67
Mu Us conv 3.9 $49M 21M 2.33
Palo Alto Networks Inc note 7/0 3.8 $48M 38M 1.27
Molina Healthcare Inc. conv 3.4 $43M 30M 1.44
Webmd Health Corp 1.5% cnvrtbnd 2.9 $37M 33M 1.13
Take-two Interactive Softwar note 1.000% 7/0 2.8 $35M 15M 2.29
Priceline.com debt 1.000% 3/1 2.7 $34M 22M 1.58
Fireeye Series B convertible security 2.4 $31M 34M 0.90
Discovery Communications 2.4 $30M 1.1M 27.41
Allscripts Healthcare So conv 2.1 $26M 28M 0.95
Microchip Technology Inc note 1.625% 2/1 1.9 $24M 18M 1.30
Salesforce.com Inc conv 1.9 $24M 21M 1.16
Intel Corp sdcv 1.9 $24M 18M 1.35
Under Armour Inc Cl C (UA) 1.8 $23M 905k 25.17
Servicenow Inc. note 1.8 $22M 19M 1.18
Ligand Pharmaceuticals Inc note 0.750% 8/1 1.7 $22M 15M 1.45
Standard Chartered Plc debt 7.500%12/3 1.6 $21M 20M 1.03
Intel Corp. Jr. Sub. Cv. Deb. conv 1.6 $20M 11M 1.78
J2 Global Inc note 3.250% 6/1 1.6 $20M 15M 1.33
Nvidia Corp note 1.000 12/0 1.6 $20M 3.7M 5.30
Liberty Ventures - Ser A 1.6 $20M 530k 36.87
Euronet Worldwide Inc Note 1.500%10/0 1.5 $19M 17M 1.17
Under Armour (UAA) 1.4 $18M 601k 29.05
Cemex Sab De Cv conv bnd 1.4 $17M 15M 1.14
Interdigital Inc 1.5% 3/1/20 convertible bond 1.2 $16M 12M 1.36
Wellpoint Inc Note cb 1.2 $16M 7.8M 2.00
Lam Research Corp conv 1.1 $14M 8.2M 1.75
Nxp Semiconductors N V dbcv 1.000% 12/0 1.1 $14M 13M 1.14
Ing Groep N V dbcv 6.000%12/2 1.1 $14M 14M 0.99
Wright Med Group Inc note 2.000% 2/1 1.1 $14M 13M 1.05
Red Hat Inc conv 1.1 $13M 11M 1.18
1,375% Liberty Media 15.10.2023 note 1.1 $13M 12M 1.08
Cardtronics Inc note 1.000%12/0 1.0 $13M 11M 1.18
Liberty Expedia Holdings ser a 1.0 $13M 316k 39.67
Altisource Portfolio Solns S reg (ASPS) 0.9 $12M 450k 26.59
Illumina Inc. 0.00% June 15, 2019 ccb 0.9 $12M 13M 0.96
Psec Us conv 0.9 $11M 11M 1.04
Pattern Energy Group Inc. 4.00% July 15, 2020 ccb 0.9 $11M 12M 0.99
Royal Bk Of Scotland Plc debt 7.500%12/3 0.8 $11M 11M 0.97
Priceline Grp Inc note 0.350% 6/1 0.8 $10M 8.0M 1.28
Melco Crown Entertainment (MLCO) 0.8 $9.9M 625k 15.90
Colony Finl Inc note 5.00% 0.7 $9.4M 9.0M 1.04
Ctrip Com Intl Ltd note 1.990% 7/0 0.7 $9.3M 8.8M 1.05
Nxp Semiconductors N V (NXPI) 0.7 $8.5M 87k 98.01
Ocwen Financial Corporation 0.7 $8.2M 1.5M 5.39
Epizyme 0.6 $7.7M 634k 12.10
Constellium Holdco B V cl a 0.6 $7.7M 1.3M 5.90
Atlassian Corp Plc cl a 0.6 $7.3M 304k 24.08
Biogen Idec (BIIB) 0.6 $7.0M 25k 283.56
Navistar Intl Corp conv 0.6 $6.9M 7.0M 0.99
Time Warner 0.5 $6.7M 70k 96.53
Fox News 0.5 $6.6M 242k 27.25
Liberty Media Corp Delaware Com C Siriusxm 0.5 $6.3M 185k 33.92
Cobalt Intl Energy Inc note 3.125% 5/1 0.5 $5.8M 20M 0.29
Liberty Media Corp Del Com Ser 0.5 $5.7M 183k 31.35
Liberty Broadband Corporation (LBRDA) 0.5 $5.7M 79k 72.45
Extra Space Storage (EXR) 0.4 $5.6M 72k 77.25
Taiwan Semiconductor Mfg (TSM) 0.4 $5.3M 183k 28.75
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.4 $5.2M 5.0M 1.03
Monsanto Company 0.4 $4.7M 45k 105.20
Liberty Global 0.3 $4.4M 209k 21.17
Harman International Industries 0.3 $4.3M 39k 111.17
Whitewave Foods 0.3 $3.9M 70k 55.60
United Microelectronics (UMC) 0.3 $3.7M 2.1M 1.75
Central Garden & Pet (CENTA) 0.3 $3.8M 122k 30.90
Standard Chartered Plc debt 6.500%12/2 0.3 $3.7M 4.0M 0.93
Brocade Communications Systems 0.3 $3.6M 285k 12.49
Level 3 Communications 0.3 $3.3M 59k 56.36
Prospect Capital Corporation note 5.875 0.2 $3.2M 3.0M 1.05
Hsbc Hldgs Plc note 6.375%12/2 0.2 $3.1M 3.0M 1.03
Liberty Media Corp Delaware Com A Siriusxm 0.2 $3.0M 88k 34.52
Mentor Graphics Corporation 0.2 $2.7M 74k 36.89
Ur-energy (URG) 0.2 $2.8M 5.3M 0.53
Bluebird Bio (BLUE) 0.2 $2.5M 41k 61.71
Seacor Holdings Inc note 2.500%12/1 0.2 $2.5M 2.4M 1.04
Alere 0.2 $2.2M 58k 38.97
Stillwater Mng Co note 1.750%10/1 0.2 $2.2M 1.7M 1.28
Arch Coal Inc cl a 0.2 $2.3M 29k 78.00
Occidental Petroleum Corporation (OXY) 0.2 $2.1M 30k 71.20
Cornerstone Ondemand 0.1 $1.8M 42k 42.30
Pretium Res Inc Com Isin# Ca74 0.1 $1.6M 195k 8.24
Euronav Sa (CMBT) 0.1 $1.7M 210k 7.95
Seres Therapeutics (MCRB) 0.1 $1.6M 162k 9.90
Line Corp- 0.1 $1.7M 50k 34.00
Valspar Corporation 0.1 $1.6M 15k 103.60
Chemtura Corporation 0.1 $1.5M 45k 33.20
Pioneer Natural Resources 0.1 $1.4M 8.0k 180.12
Micron Technology Inc bond 0.1 $1.4M 600k 2.31
WebMD Health 0.1 $1.1M 23k 49.65
First Majestic Silver Corp (AG) 0.1 $1.1M 145k 7.63
Biomarin Pharmaceutical Inc note 0.750%10/1 0.1 $1.1M 1.0M 1.13
Concho Resources 0.1 $1.1M 8.0k 132.50
Ovascience 0.1 $1.0M 684k 1.53
Prospect Capital Corporati mtnf 5.375% 0.1 $1.0M 1.0M 1.03
Barclays Plc note 8.250%12/2 0.1 $1.1M 1.0M 1.05
Uranium Energy (UEC) 0.1 $939k 831k 1.13
Us Silica Hldgs (SLCA) 0.1 $850k 15k 56.67
Energy Fuels (UUUU) 0.1 $725k 442k 1.64
Paypal Holdings (PYPL) 0.1 $750k 19k 39.47
Devon Energy Corporation (DVN) 0.0 $457k 10k 45.70
Ypf Sa (YPF) 0.0 $496k 30k 16.53
Natl Westminster Bk Plc Ser C 7.76% pref 0.0 $465k 18k 25.63
Pinnacle Foods Inc De 0.0 $561k 11k 53.43
Parsley Energy Inc-class A 0.0 $528k 15k 35.20
Ctrip.com Inter Ltd. conv 0.0 $464k 400k 1.16
Walgreen Boots Alliance (WBA) 0.0 $538k 6.5k 82.77
Anadarko Petroleum Corporation 0.0 $416k 6.0k 69.68
Mag Silver Corp (MAG) 0.0 $386k 35k 11.03
Broad 0.0 $354k 2.0k 177.00
Royal Bk Of Scotland Plc note 8.000%12/3 0.0 $245k 250k 0.98
Community Health Sys Inc New right 01/27/2016 0.0 $25k 2.5M 0.01