CQS Cayman Limited Partnership

CQS Cayman as of March 31, 2018

Portfolio Holdings for CQS Cayman

CQS Cayman holds 128 positions in its portfolio as reported in the March 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares iBoxx $ High Yid Corp Bond (HYG) 19.8 $428M 5.0M 85.64
Intel Corp. Jr. Sub. Cv. Deb. conv 5.0 $109M 43M 2.51
Monsanto Company 4.7 $103M 881k 116.69
Alphabet Inc Class A cs (GOOGL) 3.6 $79M 76k 1037.14
Discovery Communications 3.4 $73M 3.7M 19.52
Microchip Technology Inc note 1.625% 2/1 2.4 $52M 29M 1.78
J2 Global Inc note 3.250% 6/1 2.1 $45M 35M 1.28
Dell Technologies Inc Class V equity 2.0 $43M 587k 73.21
Liberty Global Inc C 1.9 $42M 1.4M 30.43
Fox News 1.9 $41M 1.1M 36.37
Palo Alto Networks Inc note 7/0 1.7 $37M 23M 1.65
On Semiconductor Corp Note 1.000%12/0 bond 1.6 $36M 25M 1.43
Illumina Inc. 0.00% June 15, 2019 ccb 1.6 $35M 32M 1.11
Priceline Grp Inc note 0.350% 6/1 1.6 $34M 21M 1.61
Sina Corporation 1.6 $34M 322k 104.27
Time Warner 1.5 $33M 346k 94.58
Cypress Semiconductor Corp note 4.500% 1/1 1.5 $32M 23M 1.41
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 1.4 $29M 27M 1.08
Interdigital Inc 1.5% 3/1/20 convertible bond 1.3 $28M 24M 1.17
Biomarin Pharmaceutical Inc note 0.750%10/1 1.2 $27M 26M 1.03
Under Armour Inc Cl C (UA) 1.2 $27M 1.9M 14.35
Fireeye Series B convertible security 1.2 $27M 28M 0.94
Priceline Group Inc/the conv 1.2 $25M 20M 1.25
Nxp Semiconductors N V dbcv 1.000% 12/0 1.1 $25M 20M 1.24
Liberty Media Corp Delaware Com A Siriusxm 1.1 $24M 585k 41.10
Dish Network Corp note 2.375% 3/1 1.1 $24M 27M 0.88
Liberty Media Corp Del Com Ser 1.0 $22M 759k 29.29
Lowe's Companies (LOW) 1.0 $22M 245k 87.75
Central Garden & Pet (CENTA) 1.0 $21M 539k 39.61
Red Hat Inc conv 1.0 $21M 10M 2.03
Ctrip Com Intl Ltd note 1.990% 7/0 0.9 $21M 18M 1.16
Teradyne Inc note 1.250%12/1 0.9 $21M 14M 1.53
Uniti Group Inc Com reit (UNIT) 0.9 $20M 1.2M 16.25
iShares Russell 2000 Index (IWM) 0.9 $19M 125k 151.83
Aetna 0.9 $19M 111k 169.00
Inphi Corp note 0.750% 9/0 0.9 $19M 20M 0.93
Euronet Worldwide Inc Note 1.500%10/0 0.8 $18M 15M 1.19
Pandora Media Inc note 1.750%12/0 0.8 $18M 20M 0.92
Nice Ltd convertible security 0.8 $18M 14M 1.24
Silicon Laboratories Inc convertible security 0.8 $17M 15M 1.16
Liberty Media Corp Delaware Com C Siriusxm 0.8 $16M 401k 40.85
1,375% Liberty Media 15.10.2023 note 0.7 $16M 14M 1.15
Rockwell Collins 0.7 $15M 108k 134.85
Wright Med Group Inc note 2.000% 2/1 0.7 $14M 14M 1.00
Wellpoint Inc Note cb 0.6 $14M 4.5M 3.04
Home Depot (HD) 0.6 $13M 75k 178.24
Nxp Semiconductors N V (NXPI) 0.6 $13M 111k 117.00
IAC/InterActive 0.6 $13M 80k 156.38
Altaba 0.6 $12M 164k 74.04
Avaya Holdings Corp 0.5 $12M 515k 22.40
Biomarin Pharma Inc convertible/ 0.5 $11M 12M 0.94
NetEase (NTES) 0.5 $11M 40k 280.39
BHP Billiton (BHP) 0.5 $11M 249k 44.09
Dish Network Corp note 3.375% 8/1 0.5 $11M 11M 0.97
BioMarin Pharmaceutical (BMRN) 0.5 $11M 132k 81.07
Tesla Motors Inc bond 0.5 $10M 10M 1.00
Blackstone Mtg Tr Inc note 4.375% 5/0 0.5 $10M 10M 1.00
Osi Systems Inc convertible security 0.4 $9.1M 10M 0.91
Microchip Technology Inc sdcv 2.125%12/1 0.4 $8.7M 7.3M 1.19
Taiwan Semiconductor Mfg (TSM) 0.4 $8.0M 183k 43.76
Greenbrier Companies (GBX) 0.4 $7.8M 155k 50.25
Alder Biopharmaceuticals Inc convertible security 0.4 $7.8M 8.5M 0.92
Biogen Idec (BIIB) 0.3 $7.1M 26k 273.83
Ocwen Financial Corporation 0.3 $6.5M 1.6M 4.12
Frontier Communication 0.3 $6.2M 842k 7.42
Depomed Inc conv 0.3 $5.7M 7.0M 0.82
Integrated Device Tech conv 0.3 $5.7M 5.0M 1.13
United Microelectronics (UMC) 0.2 $5.5M 2.1M 2.59
Lumentum Hldgs (LITE) 0.2 $4.7M 74k 63.80
Thrx 2 1/8 01/15/23 0.2 $4.5M 4.2M 1.08
Ambac Finl (AMBC) 0.2 $4.5M 290k 15.68
Qiagen 0.2 $4.5M 3.8M 1.18
Bitauto Hldg 0.2 $4.4M 207k 21.15
Mtge Invt Corp Com reit 0.2 $4.0M 224k 17.90
Ur-energy (URG) 0.2 $4.0M 6.7M 0.60
Liberty Broadband Corporation (LBRDA) 0.2 $3.8M 45k 84.80
Qudian (QD) 0.2 $3.8M 326k 11.70
Iqiyi (IQ) 0.2 $3.9M 250k 15.58
Alibaba Group Holding (BABA) 0.2 $3.7M 20k 183.55
Oasis Petroleum 0.2 $3.5M 437k 8.10
Greentree Hospitalty Group L (GHG) 0.2 $3.5M 275k 12.75
New Residential Investment (RITM) 0.1 $3.3M 200k 16.45
Nrg Yield 0.1 $3.3M 192k 17.00
Lennar Corporation (LEN.B) 0.1 $3.0M 63k 47.68
Prospect Capital Corporation note 5.875 0.1 $3.1M 3.0M 1.03
Arch Coal Inc cl a 0.1 $3.0M 33k 91.85
Essent (ESNT) 0.1 $2.6M 60k 42.57
Liberty Latin America (LILA) 0.1 $2.6M 135k 19.09
Veritone (VERI) 0.1 $2.1M 152k 13.92
Radian (RDN) 0.1 $1.9M 100k 19.04
Bright Scholar Ed Hldgs 0.1 $1.9M 120k 15.44
Altisource Portfolio Solns S reg (ASPS) 0.1 $1.7M 65k 26.55
Microsemi Corporation 0.1 $1.7M 27k 64.72
Pretium Res Inc Com Isin# Ca74 0.1 $1.7M 249k 6.66
News (NWSA) 0.1 $1.7M 105k 15.80
Washington Prime (WB) 0.1 $1.7M 14k 119.59
Chesapeake Energy Corporation 0.1 $1.6M 527k 3.02
Cavium 0.1 $1.5M 19k 79.41
Twenty-first Century Fox 0.1 $1.5M 41k 36.69
Scorpio Bulkers 0.1 $1.6M 230k 7.05
Liberty Expedia Holdings ser a 0.1 $1.5M 39k 39.28
Sanchez Energy Corp C ommon stocks 0.1 $1.3M 410k 3.13
Walgreen Boots Alliance (WBA) 0.1 $1.2M 19k 65.46
Ctrip Com Intl Ltd note 1.250% 9/1 0.1 $1.4M 1.3M 1.04
Lions Gate Entmnt Corp cl b non vtg (LGF.B) 0.1 $1.3M 52k 24.08
Sogou 0.1 $1.2M 150k 8.25
Community Health Systems (CYH) 0.1 $1.1M 270k 3.96
Uranium Energy (UEC) 0.1 $1.0M 764k 1.31
Bilibili Ads (BILI) 0.1 $1.1M 100k 11.00
Energy Fuels (UUUU) 0.0 $769k 442k 1.74
Orbital Atk 0.0 $862k 6.5k 132.62
Apptio Inc cl a 0.0 $836k 30k 28.34
Supervalu 0.0 $807k 53k 15.23
J.C. Penney Company 0.0 $755k 250k 3.02
CIGNA Corporation 0.0 $587k 3.5k 167.71
First Majestic Silver Corp (AG) 0.0 $582k 95k 6.13
Pinnacle Foods Inc De 0.0 $568k 11k 54.10
Under Armour (UAA) 0.0 $487k 30k 16.34
NxStage Medical 0.0 $534k 22k 24.84
Mag Silver Corp (MAG) 0.0 $341k 35k 9.74
Express Scripts Holding 0.0 $518k 7.5k 69.07
Us Silica Hldgs (SLCA) 0.0 $383k 15k 25.53
Axalta Coating Sys (AXTA) 0.0 $347k 12k 30.17
IMPAC Mortgage Holdings (IMPM) 0.0 $239k 30k 7.90
Wright Medical Group Nv 0.0 $198k 10k 19.80
Platinum Group Metals 0.0 $285k 984k 0.29
Community Health Sys Inc New right 01/27/2016 0.0 $23k 2.3M 0.01
Westwater Res 0.0 $28k 49k 0.58