CQS Cayman Limited Partnership

CQS Cayman as of June 30, 2018

Portfolio Holdings for CQS Cayman

CQS Cayman holds 113 positions in its portfolio as reported in the June 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares iBoxx $ High Yid Corp Bond (HYG) 18.1 $340M 4.0M 85.08
Intel Corp. Jr. Sub. Cv. Deb. conv 4.5 $84M 35M 2.41
Priceline Grp Inc note 0.350% 6/1 3.7 $70M 45M 1.55
Discovery Communications 3.7 $69M 2.7M 25.50
Microchip Technology Inc note 1.625% 2/1 2.7 $50M 29M 1.75
On Semiconductor Corp Note 1.000%12/0 bond 2.6 $50M 38M 1.32
J2 Global Inc note 3.250% 6/1 2.5 $47M 35M 1.35
Alphabet Inc Class A cs (GOOGL) 2.5 $46M 41k 1129.19
Square Inc convertible security 2.1 $40M 15M 2.69
Illumina Inc. 0.00% June 15, 2019 ccb 2.1 $40M 34M 1.18
iShares Russell 2000 Index (IWM) 2.0 $38M 234k 163.77
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 2.0 $37M 35M 1.06
BHP Billiton (BHP) 1.9 $37M 725k 50.47
Interdigital Inc 1.5% 3/1/20 convertible bond 1.8 $33M 28M 1.21
Liberty Media Corp Delaware Com A Siriusxm 1.7 $32M 710k 45.05
Liberty Global Inc C 1.5 $29M 1.1M 26.61
Biomarin Pharmaceutical Inc note 0.750%10/1 1.5 $28M 26M 1.07
Dish Network Corp note 3.375% 8/1 1.5 $28M 28M 0.98
Liberty Media Corp Del Com Ser 1.4 $27M 772k 35.31
Dell Technologies Inc Class V equity 1.4 $27M 320k 84.58
Priceline Group Inc/the conv 1.4 $25M 21M 1.20
Hubspot convertible security 1.3 $25M 18M 1.43
Fireeye Series B convertible security 1.2 $23M 26M 0.91
Integrated Device Tech conv 1.2 $23M 21M 1.14
Fox News 1.2 $22M 452k 49.27
Nxp Semiconductors N V dbcv 1.000% 12/0 1.1 $21M 18M 1.20
Cypress Semiconductor Corp note 4.500% 1/1 1.1 $21M 16M 1.35
Central Garden & Pet (CENTA) 1.1 $21M 510k 40.47
Red Hat Inc conv 1.1 $20M 11M 1.83
Nice Ltd convertible security 1.1 $20M 15M 1.33
Euronet Worldwide Inc Note 1.500%10/0 1.1 $20M 16M 1.23
Under Armour (UAA) 1.0 $19M 858k 22.48
Liberty Media Corp Delaware Com C Siriusxm 1.0 $19M 414k 45.36
Altaba 1.0 $18M 251k 72.85
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.9 $18M 18M 0.97
1,375% Liberty Media 15.10.2023 note 0.9 $17M 14M 1.24
Akamai Technologies Inc Sr Cv zero coupon bonds 0.9 $17M 17M 1.01
Teradyne Inc note 1.250%12/1 0.9 $17M 13M 1.33
BioMarin Pharmaceutical (BMRN) 0.9 $17M 177k 94.20
Wright Med Group Inc note 2.000% 2/1 0.9 $17M 15M 1.10
Silicon Laboratories Inc convertible security 0.9 $16M 13M 1.23
Inphi Corp note 0.750% 9/0 0.8 $15M 16M 0.95
Discovery Communications 0.7 $14M 497k 27.50
Altice Usa Inc cl a (ATUS) 0.7 $13M 752k 17.06
Rockwell Collins 0.7 $12M 91k 134.69
Pandora Media Inc note 1.750%12/0 0.7 $12M 13M 0.96
Prospect Capital Corporation conb 0.6 $11M 11M 1.00
IAC/InterActive 0.6 $11M 69k 152.48
Microchip Technology Inc sdcv 2.125%12/1 0.5 $10M 8.6M 1.18
Ctrip Com Intl Ltd note 1.990% 7/0 0.5 $9.8M 8.4M 1.16
Sina Corporation 0.5 $9.5M 112k 84.70
Avaya Holdings Corp 0.5 $9.3M 462k 20.08
Oasis Petroleum 0.5 $9.0M 695k 12.97
Aetna 0.4 $7.8M 43k 183.51
Blackstone Mtg Tr Inc note 4.375% 5/0 0.4 $7.8M 7.9M 0.99
Biogen Idec (BIIB) 0.4 $7.5M 26k 290.25
Alibaba Group Holding (BABA) 0.4 $7.4M 40k 185.52
Nxp Semiconductors N V (NXPI) 0.4 $7.2M 66k 109.27
Depomed Inc conv 0.4 $7.1M 8.5M 0.83
Taiwan Semiconductor Mfg (TSM) 0.4 $6.7M 183k 36.56
Ocwen Financial Corporation 0.3 $6.2M 1.6M 3.96
Ambac Finl (AMBC) 0.3 $6.3M 315k 19.85
United Microelectronics (UMC) 0.3 $6.0M 2.1M 2.82
Uniti Group Inc Com reit (UNIT) 0.3 $6.0M 299k 20.03
Osi Systems Inc convertible security 0.3 $5.8M 5.9M 0.98
Greenbrier Companies (GBX) 0.3 $5.5M 104k 52.74
Qiagen 0.3 $4.9M 3.8M 1.29
Ur-energy (URG) 0.2 $4.5M 6.7M 0.67
Frontier Communication 0.2 $4.5M 842k 5.36
News (NWSA) 0.2 $3.9M 251k 15.50
NetEase (NTES) 0.2 $3.7M 15k 252.74
Orbotech Ltd Com Stk 0.2 $3.7M 60k 61.80
Under Armour Inc Cl C (UA) 0.2 $3.7M 177k 21.08
Liberty Broadband Corporation (LBRDA) 0.2 $3.4M 45k 75.63
Nrg Yield 0.2 $3.4M 197k 17.20
Arch Coal Inc cl a 0.2 $3.4M 43k 78.47
Prospect Capital Corporation note 5.875 0.2 $3.1M 3.0M 1.04
Altisource Portfolio Solns S reg (ASPS) 0.1 $2.8M 95k 29.16
Lennar Corporation (LEN.B) 0.1 $2.7M 63k 42.69
Depository Vipshop Holdings Ltd - Ads receipt (VIPS) 0.1 $2.7M 250k 10.85
Essent (ESNT) 0.1 $2.7M 75k 35.83
Veritone (VERI) 0.1 $2.6M 152k 16.82
Chesapeake Energy Corporation 0.1 $2.5M 476k 5.24
Uxin Ltd ads 0.1 $2.5M 272k 9.04
Radian (RDN) 0.1 $1.9M 120k 16.22
Pretium Res Inc Com Isin# Ca74 0.1 $1.8M 249k 7.34
Ctrip Com Intl Ltd note 1.250% 9/1 0.1 $1.8M 1.7M 1.03
Liberty Latin America Ser C (LILAK) 0.1 $2.0M 101k 19.38
CIGNA Corporation 0.1 $1.6M 9.5k 170.00
Scorpio Bulkers 0.1 $1.6M 230k 7.10
Pinnacle Foods Inc De 0.1 $1.5M 23k 65.07
Metropcs Communications (TMUS) 0.1 $1.5M 26k 59.76
Uranium Energy (UEC) 0.1 $1.2M 764k 1.61
USG Corporation 0.1 $1.1M 26k 43.14
Supervalu 0.1 $1.1M 53k 20.53
Energy Fuels (UUUU) 0.1 $1.0M 442k 2.27
Zillow Group Inc Cl C Cap Stk (Z) 0.1 $1.0M 17k 59.13
Lions Gate Entmnt Corp cl b non vtg (LGF.B) 0.1 $902k 38k 23.47
At&t (T) 0.0 $819k 26k 32.12
First Majestic Silver Corp (AG) 0.0 $724k 95k 7.62
Education Rlty Tr New ret 0.0 $830k 20k 41.50
Cotiviti Hldgs 0.0 $684k 16k 44.13
Qudian (QD) 0.0 $673k 76k 8.86
Skyworks Solutions (SWKS) 0.0 $532k 5.5k 96.73
Web 0.0 $478k 19k 25.84
Bright Scholar Ed Hldgs 0.0 $499k 30k 16.63
Mag Silver Corp (MAG) 0.0 $378k 35k 10.80
Axalta Coating Sys (AXTA) 0.0 $349k 12k 30.35
IMPAC Mortgage Holdings (IMPM) 0.0 $218k 23k 9.52
Platinum Group Metals 0.0 $98k 984k 0.10
Liberty Latin America (LILA) 0.0 $114k 5.9k 19.16
Community Health Sys Inc New right 01/27/2016 0.0 $23k 2.3M 0.01
Westwater Res 0.0 $20k 49k 0.41