CQS Cayman LP

Q3 2015 13F Holdings Report, Options Holdings

Signature - Title
Sean Flynn - Director of CQS Cayman GP on behalf of CQS Cayman LP
Location
Camana Bay, Grand Cayman, Cayman Islands
Options holdings as of
September 30, 2015
Options notional value $
$187M
Number of options holdings
15
Date filed
10/30/2015, 08:29 AM
Description
All US holdings of this investor are reported in this report.
Previous filing
Q2 2015 - Aug 12, 2015
Next filing
Q4 2015 - Feb 11, 2016
Stock holdings
Showing options holdings, see here for stock holdings
Sym Company Class Option Share Change Activity * Price $ Shares Notional Value
Filing 2015 Q3 compared to 2015 Q2 by default.
* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.

Person Signing this Report on Behalf of Reporting Manager:

Name Title City, State Date
Tara Glaser Director of CQS Cayman GP on behalf of CQS Cayman LP Channel Islands, United Kingdom 10/28/2015

Other Included Managers (5):

Num Name File Number
1 CQS (UK) LLP 028-13136
2 CQS (HONG KONG) LTD 028-13133
3 CQS ASSET MANAGEMENT Ltd 028-13134
4 CQS (US), LLC 028-13237
5 CQS Cayman Management Ltd 028-14695