CQS Cayman Limited Partnership

CQS Cayman as of Sept. 30, 2018

Portfolio Holdings for CQS Cayman

CQS Cayman holds 110 positions in its portfolio as reported in the September 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares iBoxx $ High Yid Corp Bond (HYG) 23.7 $503M 5.8M 86.44
Discovery Communications 4.7 $100M 3.4M 29.58
Servicenow Inc note 6/0 4.4 $93M 63M 1.49
Discovery Communications 3.1 $66M 2.0M 32.00
Alphabet Inc Class A cs (GOOGL) 3.1 $65M 54k 1207.06
Priceline Grp Inc note 0.350% 6/1 3.0 $63M 42M 1.52
Advanced Micro Devices Inc Note 2.125% 9/0 bond 2.8 $58M 15M 3.88
Illumina Inc. 0.00% June 15, 2019 ccb 2.2 $47M 33M 1.45
On Semiconductor Corp Note 1.000%12/0 bond 2.1 $44M 38M 1.17
J2 Global Inc note 3.250% 6/1 2.0 $43M 33M 1.31
Williams Companies (WMB) 1.8 $38M 1.4M 27.19
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 1.6 $34M 35M 0.98
Hubspot convertible security 1.6 $33M 20M 1.65
Liberty Media Corp Del Com Ser 1.4 $30M 846k 35.58
Liberty Media Corp Delaware Com A Siriusxm 1.4 $30M 685k 43.44
Fox News 1.4 $29M 632k 45.82
Microchip Technology Inc note 1.625% 2/1 1.3 $28M 19M 1.52
Priceline Group Inc/the conv 1.2 $26M 22M 1.19
Interdigital Inc 1.5% 3/1/20 convertible bond 1.2 $27M 23M 1.18
Caesars Entmt Corp note 5.000%10/0 1.2 $27M 16M 1.66
Liberty Global Inc C 1.2 $26M 932k 28.16
Altice Usa Inc cl a (ATUS) 1.2 $26M 1.4M 18.14
Dish Network Corp note 3.375% 8/1 1.2 $26M 27M 0.96
Intel Corp. Jr. Sub. Cv. Deb. conv 1.2 $25M 11M 2.30
Cypress Semiconductor Corp note 4.500% 1/1 1.2 $25M 20M 1.27
Jazz Investments I Ltd note 1.500% 8/1 1.2 $26M 25M 1.02
Teladoc Inc note 3.000%12/1 1.1 $24M 12M 2.08
BHP Billiton (BHP) 1.1 $24M 478k 49.43
Euronet Worldwide Inc Note 1.500%10/0 1.1 $23M 16M 1.39
Arconic 1.0 $22M 1.0M 22.00
Akamai Technologies Inc Sr Cv zero coupon bonds 1.0 $22M 22M 0.99
Fireeye Series B convertible security 1.0 $22M 24M 0.92
Nice Ltd convertible security 1.0 $22M 15M 1.43
Central Garden & Pet (CENTA) 1.0 $21M 638k 33.14
Red Hat Inc conv 1.0 $21M 12M 1.85
Whiting Pete Corp New Note 1.250% 4/0 bond 0.9 $19M 20M 0.97
Caesars Entertainment 0.9 $19M 1.8M 10.25
Silicon Laboratories Inc convertible security 0.9 $18M 16M 1.15
1,375% Liberty Media 15.10.2023 note 0.8 $18M 15M 1.22
Wright Med Group Inc note 2.000% 2/1 0.8 $17M 16M 1.10
Wellpoint Inc Note cb 0.8 $17M 4.5M 3.79
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.8 $16M 17M 0.97
IAC/InterActive 0.7 $15M 69k 216.73
Teradyne Inc note 1.250%12/1 0.5 $11M 8.7M 1.31
Prospect Capital Corporation conb 0.5 $11M 11M 1.00
Liberty Media Corp Delaware Com C Siriusxm 0.5 $10M 233k 43.45
Microchip Technology Inc sdcv 2.125%12/1 0.5 $9.6M 9.1M 1.06
Rti Intl Metals Inc note 1.625%10/1 0.4 $8.8M 8.5M 1.03
Ambac Finl (AMBC) 0.4 $8.2M 400k 20.42
Taiwan Semiconductor Mfg (TSM) 0.4 $8.1M 183k 44.16
News (NWSA) 0.4 $8.0M 603k 13.19
Oasis Petroleum 0.3 $7.4M 519k 14.18
Avaya Holdings Corp 0.3 $6.8M 308k 22.14
Ocwen Financial Corporation 0.3 $6.5M 1.6M 3.94
Ctrip Com Intl Ltd note 1.990% 7/0 0.3 $6.7M 6.4M 1.04
Orbotech Ltd Com Stk 0.3 $5.9M 100k 59.44
BioMarin Pharmaceutical (BMRN) 0.3 $5.7M 59k 96.97
Nxp Semiconductors N V (NXPI) 0.3 $5.8M 68k 85.50
Rockwell Collins 0.3 $5.5M 40k 140.48
United Microelectronics (UMC) 0.3 $5.5M 2.1M 2.58
Frontier Communication 0.3 $5.5M 842k 6.49
Aetna 0.2 $5.1M 25k 202.85
Qiagen 0.2 $5.0M 3.8M 1.32
Windstream Holdings 0.2 $5.0M 1.0M 4.90
Ur-energy (URG) 0.2 $4.5M 5.7M 0.80
Wmi Holdings 0.2 $4.4M 3.2M 1.39
Altaba 0.2 $4.5M 66k 68.13
Clearway Energy Inc cl c (CWEN) 0.2 $4.5M 233k 19.25
Essent (ESNT) 0.2 $3.8M 85k 44.26
Arch Coal Inc cl a 0.2 $3.8M 43k 89.37
Sodastream International 0.2 $3.5M 25k 143.06
USG Corporation 0.2 $3.5M 81k 43.30
Pinnacle Foods Inc De 0.2 $3.4M 53k 64.82
Altisource Portfolio Solns S reg (ASPS) 0.1 $3.1M 96k 32.23
Sina Corporation 0.1 $3.0M 43k 69.46
Radian (RDN) 0.1 $2.9M 140k 20.67
Prospect Capital Corporation note 5.875 0.1 $3.1M 3.0M 1.02
Integrated Device Technology 0.1 $2.7M 58k 47.01
Lennar Corporation (LEN.B) 0.1 $2.7M 69k 38.50
Dun & Bradstreet Corporation 0.1 $2.5M 18k 142.51
Akoustis Technologies (AKTSQ) 0.1 $2.5M 314k 7.87
Newell Rubbermaid (NWL) 0.1 $2.4M 120k 20.29
Cryoport Inc Com Par $0 001 (CYRX) 0.1 $2.3M 179k 12.81
Chesapeake Energy Corporation 0.1 $2.1M 476k 4.49
Liberty Broadband Corporation (LBRDA) 0.1 $2.2M 26k 84.32
Pretium Res Inc Com Isin# Ca74 0.1 $1.9M 249k 7.61
Lovesac Company (LOVE) 0.1 $1.9M 77k 24.98
Scorpio Bulkers 0.1 $1.7M 230k 7.20
Ctrip Com Intl Ltd note 1.250% 9/1 0.1 $1.7M 1.7M 0.98
Navigators 0.1 $1.5M 22k 69.12
Energy Fuels (UUUU) 0.1 $1.4M 442k 3.28
Veritone (VERI) 0.1 $1.6M 152k 10.43
Uranium Energy (UEC) 0.1 $1.3M 764k 1.72
Profire Energy 0.1 $1.2M 375k 3.19
Oi Sa - (OIBZQ) 0.1 $1.2M 441k 2.73
Under Armour (UAA) 0.1 $1.1M 51k 21.21
Biomarin Pharmaceutical Inc note 0.750%10/1 0.1 $1.0M 1.0M 1.04
Ca 0.0 $905k 21k 44.15
Washington Prime (WB) 0.0 $869k 12k 73.06
Platinum Group Metals 0.0 $777k 4.3M 0.18
Skyworks Solutions (SWKS) 0.0 $567k 6.3k 90.72
First Majestic Silver Corp (AG) 0.0 $539k 95k 5.67
Web 0.0 $516k 19k 27.89
Axalta Coating Sys (AXTA) 0.0 $510k 18k 29.14
Lions Gate Entmnt Corp cl b non vtg (LGF.B) 0.0 $519k 22k 23.31
Mag Silver Corp (MAG) 0.0 $284k 35k 8.11
Tahoe Resources 0.0 $279k 100k 2.79
IMPAC Mortgage Holdings (IMPM) 0.0 $94k 13k 7.52
Community Health Sys Inc New right 01/27/2016 0.0 $10k 1.0M 0.01
Westwater Res 0.0 $10k 49k 0.21