CQS Cayman Limited Partnership

CQS Cayman as of March 31, 2019

Portfolio Holdings for CQS Cayman

CQS Cayman holds 99 positions in its portfolio as reported in the March 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares IBoxx $ Invest Grade Corp Bd (LQD) 36.4 $810M 6.8M 119.06
Discovery Communications 5.1 $114M 4.5M 25.42
Servicenow Inc note 6/0 4.8 $106M 58M 1.85
Hubspot convertible security 3.9 $88M 49M 1.81
Workday Inc note 0.250%10/0 3.4 $76M 54M 1.42
Advanced Micro Devices Inc Note 2.125% 9/0 bond 2.9 $65M 20M 3.27
Alphabet Inc Class A cs (GOOGL) 2.6 $58M 49k 1176.91
J2 Global Inc note 3.250% 6/1 2.0 $46M 34M 1.35
Williams Companies (WMB) 1.8 $40M 1.4M 28.72
On Semiconductor Corp Note 1.000%12/0 bond 1.6 $35M 28M 1.24
Priceline Grp Inc note 0.350% 6/1 1.5 $34M 25M 1.36
Liberty Media Corp Delaware Com A Siriusxm 1.4 $32M 829k 38.18
Caesars Entmt Corp note 5.000%10/0 1.3 $29M 20M 1.45
BHP Billiton (BHP) 1.3 $28M 520k 54.70
Priceline Group Inc/the conv 1.2 $28M 25M 1.11
Jazz Investments I Ltd note 1.500% 8/1 1.1 $25M 25M 0.98
Interdigital Inc 1.5% 3/1/20 convertible bond 1.1 $24M 23M 1.05
Nice Ltd convertible security 1.1 $24M 16M 1.52
Whiting Pete Corp New Note 1.250% 4/0 bond 1.0 $21M 22M 0.97
Illumina Inc. 0.00% June 15, 2019 ccb 0.9 $20M 16M 1.23
Central Garden & Pet (CENTA) 0.9 $19M 820k 23.25
Wellpoint Inc Note cb 0.8 $19M 4.8M 3.99
Dish Network Corp note 3.375% 8/1 0.8 $19M 22M 0.86
1,375% Liberty Media 15.10.2023 note 0.8 $18M 16M 1.13
Liberty Media Corp Del Com Ser 0.8 $17M 503k 34.04
Silicon Laboratories Inc convertible security 0.7 $16M 15M 1.09
Celgene Corporation 0.7 $15M 162k 94.34
Teradyne Inc note 1.250%12/1 0.7 $15M 11M 1.41
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.6 $14M 14M 1.02
Euronet Worldwide Inc Note 1.500%10/0 0.6 $14M 7.1M 1.98
Fireeye Series B convertible security 0.6 $14M 15M 0.94
Liberty Global Inc C 0.6 $13M 534k 24.21
Liberty Expedia Holdings ser a 0.6 $13M 298k 42.80
Microchip Technology Inc sdcv 2.125%12/1 0.5 $11M 10M 1.10
Lions Gate Entmnt Corp cl b non vtg (LGF.B) 0.5 $11M 737k 15.10
Rti Intl Metals Inc note 1.625%10/1 0.5 $11M 11M 1.00
Under Armour Inc Cl C (UA) 0.5 $11M 566k 18.87
Altice Usa Inc cl a (ATUS) 0.5 $11M 499k 21.48
Atlas Air Worldwide Hldg 1.875000 06/01/2024 bond 0.5 $11M 10M 1.07
News Corp Class B cos (NWS) 0.4 $9.8M 784k 12.49
Darling International (DAR) 0.4 $9.6M 443k 21.65
Spirit Rlty Cap Inc New Note cb 0.4 $9.1M 8.9M 1.02
Avaya Holdings Corp 0.4 $9.0M 537k 16.83
Fox Corporation (FOX) 0.4 $9.1M 253k 35.88
Ambac Finl (AMBC) 0.3 $7.9M 435k 18.12
Taiwan Semiconductor Mfg (TSM) 0.3 $7.5M 183k 40.96
Akamai Technologies (AKAM) 0.3 $7.2M 101k 71.71
Red Hat 0.3 $7.2M 40k 182.71
Ctrip Com Intl Ltd note 1.990% 7/0 0.3 $7.2M 6.3M 1.14
Altaba 0.3 $7.1M 95k 74.12
New Relic 0.3 $6.9M 70k 98.68
Liberty Media Corp Delaware Com C Siriusxm 0.3 $6.6M 172k 38.24
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.3 $6.4M 6.5M 0.98
Ryanair Holdings (RYAAY) 0.3 $6.0M 80k 74.24
Total System Services 0.3 $5.7M 61k 95.01
LogMeIn 0.3 $5.7M 71k 80.10
Globus Med Inc cl a (GMED) 0.3 $5.7M 116k 49.41
Newell Rubbermaid (NWL) 0.2 $5.5M 357k 15.34
AmerisourceBergen (COR) 0.2 $5.6M 71k 79.52
Nomad Foods (NOMD) 0.2 $5.5M 269k 20.45
Ur-energy (URG) 0.2 $5.2M 6.4M 0.82
Wix (WIX) 0.2 $5.0M 41k 120.82
Cemex Sab De Cv conv 0.2 $5.0M 5.0M 1.00
Altisource Portfolio Solns S reg (ASPS) 0.2 $4.6M 195k 23.67
BHP Billiton 0.2 $4.6M 96k 48.20
Red Hat Inc conv 0.2 $4.7M 1.9M 2.48
Huazhu Group Ltd convertible security 0.2 $4.5M 3.9M 1.15
First Data 0.2 $4.0M 151k 26.27
BioMarin Pharmaceutical (BMRN) 0.2 $3.7M 42k 88.81
United Microelectronics (UMC) 0.2 $3.8M 2.0M 1.88
Lennar Corporation (LEN.B) 0.2 $3.5M 91k 39.11
Ocwen Financial Corporation 0.2 $3.5M 1.9M 1.82
Chegg (CHGG) 0.1 $3.4M 90k 38.14
Liberty Broadband Cl C (LBRDK) 0.1 $3.4M 37k 91.74
Prospect Capital Corporation conb 0.1 $3.3M 3.3M 1.00
Worldpay Ord 0.1 $3.3M 30k 113.49
Mr Cooper Group (COOP) 0.1 $3.1M 324k 9.59
Frontier Communication 0.1 $2.9M 1.5M 1.99
Illumina (ILMN) 0.1 $2.6M 8.4k 310.69
Intelsat Sa 0.1 $2.5M 161k 15.66
Arch Coal Inc cl a 0.1 $2.4M 26k 91.25
Oasis Petroleum 0.1 $2.3M 375k 6.04
Pretium Res Inc Com Isin# Ca74 0.1 $2.1M 249k 8.55
Mellanox Technologies 0.1 $2.1M 18k 118.35
Oi Sa - (OIBZQ) 0.1 $2.1M 1.1M 1.88
Ctrip Com Intl Ltd note 1.250% 9/1 0.1 $2.1M 2.1M 1.02
WABCO Holdings 0.1 $1.5M 12k 131.83
Entercom Communications 0.1 $1.6M 300k 5.25
Energy Fuels (UUUU) 0.1 $1.5M 442k 3.33
Uranium Energy (UEC) 0.1 $1.1M 764k 1.40
Takeda Pharmaceutical (TAK) 0.1 $1.1M 56k 20.38
Verint Sys Inc note 1.5% 6/1 0.1 $1.1M 1.0M 1.11
Contura Energy 0.1 $1.2M 20k 57.90
Platinum Group Metals (PLG) 0.0 $842k 432k 1.95
IAC/InterActive 0.0 $608k 2.9k 210.16
First Majestic Silver Corp (AG) 0.0 $587k 89k 6.59
Centene Corporation (CNC) 0.0 $531k 10k 53.10
Mag Silver Corp (MAG) 0.0 $373k 35k 10.66
Sprint 0.0 $511k 91k 5.65