CQS

CQS as of June 30, 2020

Portfolio Holdings for CQS

CQS holds 110 positions in its portfolio as reported in the June 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Caterpillar Put Option (CAT) 5.1 $84M 660k 126.50
Royal Caribbean Cruises (RCL) 4.9 $81M 1.6M 50.35
Teradyne Note 1.250%12/1 (Principal) 4.7 $77M 29M 2.69
Hldgs Put Option (UAL) 4.1 $67M 1.9M 34.61
Tesla Note 2.000% 5/1 (Principal) 3.8 $62M 18M 3.51
Spdr S&p 500 Etf Tr Tr Unit Call Option (SPY) 3.5 $57M 185k 308.36
American Airls Group Note 6.500% 7/0 (Principal) 3.5 $57M 60M 0.94
Fortive Corp Note 0.875% 2/1 (Principal) 3.0 $49M 49M 0.98
Avis Budget Put Option (CAR) 2.9 $47M 2.1M 22.89
Akamai Technologies Note 0.125% 5/0 (Principal) 2.9 $47M 38M 1.25
Servicenow Note 6/0 (Principal) 2.8 $45M 15M 3.00
Discovery Com Ser C 2.5 $41M 2.1M 19.26
Nice Sys Note 1.250% 1/1 (Principal) 2.0 $33M 14M 2.30
American Airls Put Option (AAL) 1.9 $32M 2.4M 13.07
Priceline Grp Note 0.900% 9/1 (Principal) 1.9 $31M 30M 1.06
Ishares Tr Russell 2000 Etf Call Option (IWM) 1.8 $30M 210k 143.18
Viavi Solutions Note 1.000% 3/0 (Principal) 1.8 $29M 25M 1.16
On Semiconductor Corp Note 1.000%12/0 (Principal) 1.7 $28M 24M 1.17
Realpage Note 1.500%11/1 (Principal) 1.6 $27M 17M 1.62
Square Note 0.500% 5/1 (Principal) 1.6 $26M 18M 1.49
Bhp Group Sponsored Ads (BHP) 1.5 $25M 495k 49.44
Euronet Worldwide Note 0.750% 3/1 (Principal) 1.5 $24M 25M 0.96
Advanced Disposal Services I 1.5 $24M 790k 30.17
Liberty Media Corp Del Com C Siriusxm 1.4 $23M 666k 34.45
J2 Global Note 3.250% 6/1 (Principal) 1.3 $22M 20M 1.10
Splunk Note 0.500% 9/1 (Principal) 1.3 $21M 15M 1.44
Workday Note 0.250%10/0 (Principal) 1.3 $21M 15M 1.38
Qiagen Nv Debt 1.000%11/1 (Principal) 1.3 $21M 19M 1.09
Microchip Technology Note 1.625% 2/1 (Principal) 1.3 $21M 14M 1.49
Insulet Corp Note 1.375%11/1 (Principal) 1.2 $20M 9.5M 2.13
Atlas Air Worldwide Hldgs In Note 1.875% 6/0 (Principal) 1.2 $20M 20M 0.97
Ryanair Holdings Sponsored Ads (RYAAY) 1.1 $18M 270k 66.39
Illumina Note 8/1 (Principal) 1.1 $17M 16M 1.09
Avaya Hldgs Corp Note 2.250% 6/1 (Principal) 1.0 $17M 20M 0.84
Exact Sciences Corp Note 0.375% 3/0 (Principal) 0.9 $15M 16M 0.96
Teladoc Health Note 1.375% 5/1 (Principal) 0.9 $15M 4.2M 3.57
Marriott Vactins Worldwid Note 1.500% 9/1 (Principal) 0.9 $14M 16M 0.92
Vaneck Vectors Etf Tr Gold Miners Etf (GDX) 0.9 $14M 390k 36.68
Southwest Airls Note 1.250% 5/0 (Principal) 0.8 $14M 11M 1.20
Pluralsight Note 0.375% 3/0 (Principal) 0.8 $13M 15M 0.89
China Lodging Group Note 0.375%11/0 (Principal) 0.8 $13M 13M 1.01
Nike CL B (NKE) 0.8 $13M 129k 98.05
Ambac Finl Group Com New (AMBC) 0.7 $11M 796k 14.32
Palo Alto Networks Note 0.750% 7/0 (Principal) 0.7 $11M 10M 1.08
Ansys (ANSS) 0.6 $10M 36k 291.73
Accenture Plc Ireland Shs Class A (ACN) 0.6 $10M 48k 214.72
Adobe Systems Incorporated (ADBE) 0.6 $10M 23k 435.29
Ishares Tr Iboxx Hi Yd Etf (HYG) 0.6 $10M 123k 81.62
Bhp Group Sponsored Adr 0.6 $9.7M 235k 41.06
Tiffany & Co. 0.6 $9.6M 79k 121.94
Abbott Laboratories (ABT) 0.6 $9.5M 104k 91.43
Moody's Corporation (MCO) 0.5 $8.6M 32k 274.74
Liberty Media Corp Del Note 1.375%10/1 (Principal) 0.5 $8.4M 7.9M 1.06
Mastercard Incorporated Cl A (MA) 0.5 $8.4M 28k 295.69
UnitedHealth (UNH) 0.5 $8.0M 27k 294.96
Western Digital Corp. Note 1.500% 2/0 (Principal) 0.5 $7.9M 8.3M 0.95
Otis Worldwide Corp (OTIS) 0.5 $7.7M 136k 56.86
Wellpoint Note 2.750%10/1 (Principal) 0.5 $7.5M 2.1M 3.68
Rollins (ROL) 0.4 $7.4M 174k 42.39
Automatic Data Processing (ADP) 0.4 $7.1M 47k 148.89
Lowe's Companies (LOW) 0.4 $6.8M 50k 135.13
Cme (CME) 0.4 $6.5M 40k 162.53
Splunk Note 1.125% 9/1 (Principal) 0.4 $5.8M 4.0M 1.47
Silicon Laboratories Note 1.375% 3/0 (Principal) 0.3 $5.7M 4.7M 1.22
Stryker Corporation (SYK) 0.3 $5.7M 31k 180.20
Grifols S A Sp Adr Rep B Nvt (GRFS) 0.3 $5.4M 291k 18.49
Euronav Nv Antwerpen SHS (EURN) 0.3 $5.3M 656k 8.15
Liberty Global Shs Cl A 0.3 $5.1M 232k 21.86
Wright Med Group N V Ord Shs 0.3 $4.9M 165k 29.72
Lennar Corp CL B (LEN.B) 0.3 $4.8M 105k 46.09
Lauder Estee Cos Cl A (EL) 0.3 $4.7M 25k 188.70
IDEXX Laboratories (IDXX) 0.3 $4.6M 14k 330.12
New Residential Invt Corp Com New (RITM) 0.3 $4.5M 600k 7.43
Datadog Cl A Com (DDOG) 0.2 $3.9M 45k 86.94
Zendesk 0.2 $3.7M 41k 88.53
Xylem (XYL) 0.2 $3.5M 54k 64.96
ON Semiconductor (ON) 0.2 $3.3M 166k 19.82
Liberty Broadband Corp Com Ser A (LBRDA) 0.2 $3.2M 26k 122.18
Two Hbrs Invt Corp Com New 0.2 $3.0M 600k 5.04
Ur-energy (URG) 0.2 $2.7M 5.3M 0.51
Clearway Energy Cl A (CWEN.A) 0.2 $2.6M 124k 20.97
Enova Intl (ENVA) 0.1 $2.2M 150k 14.87
Booking Holdings (BKNG) 0.1 $2.0M 1.3k 1592.30
Gci Liberty Com Class A 0.1 $2.0M 28k 71.12
Viacomcbs CL B (PARA) 0.1 $1.8M 77k 23.31
Alphabet Cap Stk Cl A (GOOGL) 0.1 $1.7M 1.2k 1417.89
Cognizant Technology Solutio Cl A (CTSH) 0.1 $1.7M 30k 56.81
Gra (GGG) 0.1 $1.5M 32k 47.99
Americas Gold And Silver Cor (USAS) 0.1 $1.3M 500k 2.62
Platinum Group Metals (PLG) 0.1 $1.3M 883k 1.46
First Majestic Silver Corp (AG) 0.1 $1.3M 126k 9.95
Visa Com Cl A (V) 0.1 $1.2M 6.0k 193.10
Mag Silver Corp (MAG) 0.1 $1.1M 79k 14.10
Agnc Invt Corp Com reit (AGNC) 0.1 $968k 75k 12.91
Pretium Res Inc Com Isin# Ca74 0.1 $898k 107k 8.40
Clear Channel Outdoor Holdings (CCO) 0.1 $892k 857k 1.04
Arch Resources Cl A (ARCH) 0.1 $888k 31k 28.37
Realpage Note 1.500% 5/1 (Principal) 0.0 $812k 750k 1.08
Liberty Media Corp Del Com A Siriusxm 0.0 $697k 20k 34.49
Uranium Energy (UEC) 0.0 $671k 764k 0.88
Energy Fuels Com New (UUUU) 0.0 $667k 442k 1.51
CBL & Associates Properties 0.0 $327k 1.2M 0.27
Macy's (M) 0.0 $212k 31k 6.86
Hovnanian Enterprises Cl A New (HOV) 0.0 $205k 8.8k 23.43
Community Health Systems (CYH) 0.0 $205k 68k 3.01
United States Steel Corporation (X) 0.0 $196k 27k 7.21
Genworth Finl Com Cl A (GNW) 0.0 $179k 78k 2.31
Contura Energy 0.0 $61k 20k 3.05
Whiting Pete Corp Com New 0.0 $36k 32k 1.12
Noble Corp Shs Usd 0.0 $12k 39k 0.31