CQS Cayman Limited Partnership

CQS Cayman as of March 31, 2017

Portfolio Holdings for CQS Cayman

CQS Cayman holds 112 positions in its portfolio as reported in the March 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Mu Us conv 4.9 $64M 21M 3.05
Take-two Interactive Softwar note 1.000% 7/0 4.4 $58M 21M 2.76
Microchip Technology Inc note 1.625% 2/1 4.4 $58M 40M 1.44
Discovery Communications 4.2 $56M 1.9M 29.09
Fidelity National Finance conv 3.3 $43M 20M 2.20
Webmd Health Corp 1.5% cnvrtbnd 3.2 $42M 36M 1.19
J2 Global Inc note 3.250% 6/1 3.1 $41M 30M 1.36
Euronet Worldwide Inc Note 1.500%10/0 3.1 $41M 32M 1.27
Verisign Inc sdcv 3.250% 8/1 2.9 $38M 15M 2.56
Palo Alto Networks Inc note 7/0 2.7 $36M 30M 1.19
Fireeye Series B convertible security 2.4 $32M 35M 0.90
Ligand Pharmaceuticals Inc note 0.750% 8/1 2.0 $27M 18M 1.49
Interdigital Inc 1.5% 3/1/20 convertible bond 1.9 $25M 19M 1.31
Cemex Sab De Cv conv bnd 1.8 $23M 20M 1.17
Nxp Semiconductors N V dbcv 1.000% 12/0 1.8 $23M 20M 1.16
Allscripts Healthcare So conv 1.7 $23M 23M 1.01
Navistar Intl Corp conv 1.7 $22M 23M 0.99
Liberty Ventures - Ser A 1.7 $22M 496k 44.48
Intel Corp sdcv 1.6 $21M 15M 1.37
Intel Corp. Jr. Sub. Cv. Deb. conv 1.5 $20M 11M 1.75
Akamai Technologies Inc Sr Cv zero coupon bonds 1.5 $20M 20M 0.99
Servicenow Inc. note 1.5 $19M 15M 1.29
Citrix Systems Inc conv 1.4 $19M 15M 1.26
BHP Billiton (BHP) 1.4 $18M 496k 36.22
Wellpoint Inc Note cb 1.4 $18M 7.8M 2.30
1,375% Liberty Media 15.10.2023 note 1.4 $18M 16M 1.14
Lam Research Corp conv 1.3 $18M 8.2M 2.13
Wright Med Group Inc note 2.000% 2/1 1.2 $16M 14M 1.20
Altisource Portfolio Solns S reg (ASPS) 1.2 $16M 425k 36.80
Nvidia Corp note 1.000 12/0 1.2 $15M 2.8M 5.41
Macquarie Bk Ltd mtnf 6.125%12/3 1.1 $15M 15M 1.01
Ocwen Financial Corporation 1.1 $15M 2.7M 5.47
Red Hat Inc conv 1.1 $15M 11M 1.30
Under Armour (UAA) 1.0 $14M 689k 19.79
Liberty Broadband Corporation (LBRDA) 1.0 $14M 160k 85.09
Central Garden & Pet (CENTA) 1.0 $13M 367k 34.72
Cardtronics Inc note 1.000%12/0 0.9 $12M 11M 1.09
Melco Crown Entertainment (MLCO) 0.9 $12M 645k 18.54
Time Warner 0.9 $12M 123k 97.71
Nxp Semiconductors N V (NXPI) 0.9 $12M 115k 103.50
Liberty Global Inc Com Ser A 0.9 $12M 321k 35.87
Priceline Grp Inc note 0.350% 6/1 0.9 $11M 8.0M 1.43
Psec Us conv 0.9 $11M 11M 1.03
Standard Chartered Plc debt 7.500%12/3 0.8 $11M 10M 1.08
Epizyme 0.8 $11M 614k 17.15
Under Armour Inc Cl C (UA) 0.8 $11M 577k 18.30
Ctrip Com Intl Ltd note 1.990% 7/0 0.8 $10M 8.8M 1.16
Liberty Expedia Holdings ser a 0.8 $10M 221k 45.48
Liberty Media Corp Delaware Com A Siriusxm 0.7 $9.8M 251k 38.92
Molina Healthcare Inc. conv 0.7 $9.6M 7.5M 1.28
Constellium Holdco B V cl a 0.7 $8.5M 1.3M 6.50
Tesla Motors (TSLA) 0.6 $8.3M 30k 278.33
Cobalt Intl Energy Inc note 3.125% 5/1 0.6 $8.1M 30M 0.27
Fox News 0.6 $8.0M 251k 31.78
Liberty Media Corp Del Com Ser 0.6 $7.8M 239k 32.70
Reynolds American 0.6 $7.6M 120k 63.02
Biogen Idec (BIIB) 0.5 $7.0M 26k 273.44
Depomed Inc conv 0.5 $7.1M 7.5M 0.94
Liberty Media Corp Delaware Com C Siriusxm 0.5 $7.2M 185k 38.78
Mead Johnson Nutrition 0.5 $6.5M 73k 89.05
Monsanto Company 0.5 $6.3M 56k 113.21
VCA Antech 0.5 $6.3M 69k 91.51
Taiwan Semiconductor Mfg (TSM) 0.5 $6.0M 183k 32.84
Atlassian Corp Plc cl a 0.5 $6.1M 204k 29.95
Level 3 Communications 0.4 $5.6M 99k 57.22
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.4 $5.6M 5.0M 1.11
Brocade Communications Systems 0.3 $4.4M 350k 12.48
Ur-energy (URG) 0.3 $4.4M 6.7M 0.66
United Microelectronics (UMC) 0.3 $4.1M 2.1M 1.93
Ryanair Holdings (RYAAY) 0.3 $4.1M 49k 83.06
priceline.com Incorporated 0.3 $3.8M 2.1k 1780.19
Vale (VALE) 0.3 $3.7M 385k 9.50
Mobileye 0.3 $3.7M 60k 61.40
Arch Coal Inc cl a 0.3 $3.7M 54k 68.96
Pretium Res Inc Com Isin# Ca74 0.2 $3.1M 289k 10.71
Prospect Capital Corporation note 5.875 0.2 $3.1M 3.0M 1.04
Priceline.com debt 1.000% 3/1 0.2 $2.8M 1.5M 1.88
Charter Communications Inc New Cl A cl a (CHTR) 0.2 $2.5M 7.6k 327.24
Scorpio Bulkers 0.2 $2.1M 230k 9.15
BHP Billiton 0.1 $2.0M 64k 31.29
Line Corp- 0.1 $1.9M 50k 38.48
Cobalt Intl Energy Inc note 0.1 $1.7M 5.0M 0.34
Dell Technologies Inc Class V equity 0.1 $1.7M 27k 64.08
Uranium Energy (UEC) 0.1 $1.6M 1.1M 1.42
Nationstar Mortgage 0.1 $1.6M 100k 15.76
Platinum Group Metals 0.1 $1.5M 925k 1.63
Tesoro Corporation 0.1 $1.3M 16k 81.03
Dow Chemical Company 0.1 $1.2M 19k 63.51
First Majestic Silver Corp (AG) 0.1 $1.2M 145k 8.12
Micron Technology Inc bond 0.1 $1.2M 400k 2.99
Biomarin Pharmaceutical Inc note 0.750%10/1 0.1 $1.1M 1.0M 1.14
Walgreen Boots Alliance (WBA) 0.1 $1.1M 14k 83.04
Euronav Sa (CMBT) 0.1 $1.2M 150k 7.85
Prospect Capital Corporati mtnf 5.375% 0.1 $1.0M 1.0M 1.04
Barclays Plc note 8.250%12/2 0.1 $1.1M 1.0M 1.06
Energy Fuels (UUUU) 0.1 $955k 442k 2.16
Lions Gate Entmnt Corp cl b non vtg (LGF.B) 0.1 $810k 33k 24.39
Natl Westminster Bk Plc Ser C 7.76% pref 0.0 $472k 18k 26.01
Ctrip.com Inter Ltd. conv 0.0 $528k 400k 1.32
Nrg Yield 0.0 $563k 32k 17.68
Paypal Holdings (PYPL) 0.0 $559k 13k 43.00
BioMarin Pharmaceutical (BMRN) 0.0 $351k 4.0k 87.75
Newell Rubbermaid (NWL) 0.0 $448k 9.5k 47.16
General Mills (GIS) 0.0 $354k 6.0k 59.00
Mag Silver Corp (MAG) 0.0 $460k 35k 13.14
Expedia (EXPE) 0.0 $379k 3.0k 126.33
Pinnacle Foods Inc De 0.0 $347k 6.0k 57.83
Liberty Global 0.0 $414k 19k 22.26
Lennar Corporation (LEN.B) 0.0 $235k 5.6k 41.81
Royal Bk Of Scotland Plc note 8.000%12/3 0.0 $250k 250k 1.00
DepoMed 0.0 $157k 13k 12.56
Community Health Sys Inc New right 01/27/2016 0.0 $25k 2.5M 0.01