CQS Cayman Limited Partnership

CQS Cayman as of Dec. 31, 2017

Portfolio Holdings for CQS Cayman

CQS Cayman holds 103 positions in its portfolio as reported in the December 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Microchip Technology Inc note 1.625% 2/1 4.5 $71M 41M 1.71
Fox News 4.3 $68M 2.0M 34.12
Intel Corp. Jr. Sub. Cv. Deb. conv 3.8 $60M 27M 2.23
Salesforce.com Inc conv 3.7 $58M 38M 1.54
Ligand Pharmaceuticals Inc note 0.750% 8/1 3.3 $52M 29M 1.83
Palo Alto Networks Inc note 7/0 3.1 $49M 35M 1.37
Dell Technologies Inc Class V equity 3.1 $49M 596k 81.28
J2 Global Inc note 3.250% 6/1 3.0 $47M 38M 1.25
Servicenow Inc. note 2.6 $42M 24M 1.77
Discovery Communications 2.6 $41M 1.9M 21.17
Liberty Global Inc C 2.6 $41M 1.2M 33.84
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 2.5 $40M 38M 1.06
Nxp Semiconductors N V dbcv 1.000% 12/0 2.4 $37M 30M 1.24
Teradyne Inc note 1.250%12/1 2.3 $37M 26M 1.43
Cemex Sab De Cv conv bnd 2.3 $36M 35M 1.03
BHP Billiton (BHP) 2.2 $35M 742k 47.07
Biomarin Pharmaceutical Inc note 0.750%10/1 2.2 $35M 32M 1.08
Illumina Inc. 0.00% June 15, 2019 ccb 2.2 $34M 31M 1.09
On Semiconductor Corp Note 1.000%12/0 bond 2.0 $31M 24M 1.28
Molina Healthcare Inc. conv 1.9 $30M 16M 1.92
Interdigital Inc 1.5% 3/1/20 convertible bond 1.8 $28M 24M 1.20
Time Warner 1.8 $28M 308k 91.47
Cypress Semiconductor Corp note 4.500% 1/1 1.7 $27M 20M 1.34
Fireeye Series B convertible security 1.6 $25M 27M 0.92
Sina Corporation 1.5 $24M 235k 100.31
Priceline Group Inc/the conv 1.5 $24M 20M 1.18
Liberty Media Corp Delaware Com A Siriusxm 1.4 $22M 563k 39.66
Priceline Grp Inc note 0.350% 6/1 1.3 $20M 15M 1.38
Ctrip Com Intl Ltd note 1.990% 7/0 1.3 $20M 18M 1.13
Dish Network Corp note 3.375% 8/1 1.2 $20M 18M 1.10
Monsanto Company 1.2 $19M 166k 116.78
Wellpoint Inc Note cb 1.2 $19M 6.3M 3.09
Euronet Worldwide Inc Note 1.500%10/0 1.2 $19M 15M 1.24
Liberty Media Corp Del Com Ser 1.2 $19M 574k 32.72
Pandora Media Inc note 1.750%12/0 1.1 $18M 20M 0.89
Red Hat Inc conv 1.1 $17M 10M 1.65
1,375% Liberty Media 15.10.2023 note 1.0 $16M 14M 1.15
Nxp Semiconductors N V (NXPI) 1.0 $16M 133k 117.09
Uniti Group Inc Com reit (UNIT) 1.0 $15M 857k 17.79
Wright Med Group Inc note 2.000% 2/1 1.0 $15M 15M 1.04
Under Armour (UAA) 0.9 $15M 1.0M 14.43
iShares iBoxx $ High Yid Corp Bond (HYG) 0.9 $15M 170k 87.26
NetEase (NTES) 0.9 $14M 40k 345.08
Liberty Broadband Corporation (LBRDA) 0.9 $14M 159k 85.05
Under Armour Inc Cl C (UA) 0.8 $13M 990k 13.32
Psec Us conv 0.7 $11M 11M 1.03
BioMarin Pharmaceutical (BMRN) 0.7 $11M 127k 89.17
Central Garden & Pet (CENTA) 0.7 $11M 294k 37.71
Rockwell Collins 0.7 $10M 77k 135.62
Altaba 0.7 $10M 148k 69.85
Lam Research Corp conv 0.6 $9.2M 3.0M 3.05
Ocwen Financial Corporation 0.6 $8.7M 2.8M 3.13
Biogen Idec (BIIB) 0.5 $8.2M 26k 318.56
Taiwan Semiconductor Mfg (TSM) 0.5 $7.2M 183k 39.65
IAC/InterActive 0.5 $7.1M 58k 122.27
Bitauto Hldg 0.4 $6.6M 207k 31.80
Akamai Technologies Inc Sr Cv zero coupon bonds 0.4 $6.1M 6.0M 1.01
Frontier Communication 0.4 $5.7M 842k 6.76
Greenbrier Companies (GBX) 0.3 $5.5M 103k 53.32
Liberty Media Corp Delaware Com C Siriusxm 0.3 $5.2M 130k 39.66
United Microelectronics (UMC) 0.3 $5.1M 2.1M 2.39
Nrg Yield 0.3 $5.1M 270k 18.90
Ur-energy (URG) 0.3 $4.5M 6.7M 0.68
Liberty Expedia Holdings ser a 0.3 $4.5M 101k 44.33
Qiagen 0.3 $4.4M 3.8M 1.16
Depomed Inc conv 0.3 $4.0M 4.7M 0.86
Ambac Finl (AMBC) 0.2 $3.8M 240k 15.98
Mtge Invt Corp Com reit 0.2 $3.7M 200k 18.50
Liberty Global 0.2 $3.4M 172k 19.89
Lions Gate Entmnt Corp cl a vtg (LGF.A) 0.2 $3.5M 105k 33.81
Veritone (VERI) 0.2 $3.5M 152k 23.20
Lennar Corporation (LEN.B) 0.2 $3.3M 63k 51.67
Prospect Capital Corporation note 5.875 0.2 $3.2M 3.0M 1.06
Arch Coal Inc cl a 0.2 $3.1M 33k 93.18
Rite Aid Corporation 0.1 $2.2M 1.1M 1.97
Qudian (QD) 0.1 $2.2M 176k 12.54
Pretium Res Inc Com Isin# Ca74 0.1 $2.0M 179k 11.40
Altisource Portfolio Solns S reg (ASPS) 0.1 $1.8M 65k 28.00
Scorpio Bulkers 0.1 $1.7M 230k 7.40
Mortgage Reit Index real (REM) 0.1 $1.8M 40k 45.20
Sogou 0.1 $1.7M 150k 11.57
Uranium Energy (UEC) 0.1 $1.4M 764k 1.78
Ctrip Com Intl Ltd note 1.250% 9/1 0.1 $1.4M 1.3M 1.03
Chesapeake Energy Corporation 0.1 $1.3M 337k 3.96
Ocean Rig Udw 0.1 $1.2M 46k 26.76
Supervalu 0.1 $1.1M 53k 21.58
Nationstar Mortgage 0.1 $931k 50k 18.50
J.C. Penney Company 0.1 $790k 250k 3.16
Energy Fuels (UUUU) 0.1 $791k 442k 1.79
Walgreen Boots Alliance (WBA) 0.1 $799k 11k 72.64
First Majestic Silver Corp (AG) 0.0 $640k 95k 6.74
News Corp Class B cos (NWS) 0.0 $626k 38k 16.60
Sirius Xm Holdings 0.0 $698k 130k 5.36
Aetna 0.0 $541k 3.0k 180.33
NxStage Medical 0.0 $424k 18k 24.23
Mag Silver Corp (MAG) 0.0 $433k 35k 12.37
Us Silica Hldgs (SLCA) 0.0 $488k 15k 32.53
Twenty-first Century Fox 0.0 $518k 15k 34.53
BHP Billiton 0.0 $314k 7.8k 40.22
IMPAC Mortgage Holdings (IMPM) 0.0 $386k 38k 10.15
Platinum Group Metals 0.0 $295k 984k 0.30
Community Health Sys Inc New right 01/27/2016 0.0 $23k 2.3M 0.01
Westwater Res 0.0 $52k 49k 1.07