CQS Cayman Limited Partnership

CQS Cayman as of June 30, 2019

Portfolio Holdings for CQS Cayman

CQS Cayman holds 142 positions in its portfolio as reported in the June 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares IBoxx $ Invest Grade Corp Bd (LQD) 19.9 $500M 4.0M 124.37
Discovery Communications 6.6 $166M 5.8M 28.45
Servicenow Inc note 6/0 4.7 $119M 58M 2.06
Hubspot convertible security 4.1 $102M 55M 1.86
Spdr S&p 500 Etf (SPY) 3.7 $92M 315k 293.00
Advanced Micro Devices Inc Note 2.125% 9/0 bond 3.1 $77M 20M 3.87
Workday Inc note 0.250%10/0 2.5 $63M 42M 1.50
Alphabet Inc Class A cs (GOOGL) 2.4 $59M 55k 1082.82
Advanced Micro Devices (AMD) 2.1 $52M 1.7M 30.30
Boeing Company (BA) 1.8 $46M 125k 364.00
Coupa Software Inc note 0.375% 1/1 1.7 $43M 15M 2.85
BHP Billiton (BHP) 1.5 $37M 631k 58.33
On Semiconductor Corp Note 1.000%12/0 bond 1.5 $37M 30M 1.23
Wells Fargo & Company (WFC) 1.4 $36M 750k 47.32
Priceline Group Inc/the conv 1.4 $35M 30M 1.15
Cme (CME) 1.4 $34M 177k 194.11
Liberty Media Corp Delaware Com A Siriusxm 1.3 $34M 885k 37.81
Under Armour Inc Cl C (UA) 1.2 $31M 1.4M 22.20
Discovery Communications 1.2 $31M 1.0M 30.70
Williams Companies (WMB) 1.2 $29M 1.1M 28.04
Rti Intl Metals Inc note 1.625%10/1 1.1 $27M 27M 1.01
Nice Ltd convertible security 1.0 $26M 15M 1.70
Priceline Grp Inc note 0.350% 6/1 1.0 $25M 18M 1.44
J2 Global Inc note 3.250% 6/1 1.0 $25M 18M 1.40
Teradyne Inc note 1.250%12/1 0.9 $23M 14M 1.63
Wright Medical Group Nv 2.25 20211115 0.9 $22M 15M 1.49
Viavi Solutions Inc convertible security 0.8 $21M 18M 1.18
Whiting Pete Corp New Note 1.250% 4/0 bond 0.8 $21M 21M 0.98
Silicon Laboratories Inc convertible security 0.8 $20M 16M 1.25
1,375% Liberty Media 15.10.2023 note 0.8 $20M 18M 1.13
Central Garden & Pet (CENTA) 0.8 $19M 785k 24.64
Fox Corp (FOXA) 0.7 $19M 510k 36.64
Nutanix Inc convertible security 0.7 $19M 20M 0.93
Square Inc note 0.500% 5/1 0.7 $18M 15M 1.20
Liberty Media Corp Del Com Ser 0.7 $18M 494k 35.86
Microchip Technology Inc sdcv 2.125%12/1 0.7 $17M 14M 1.19
Mellanox Technologies 0.6 $15M 138k 110.67
Jazz Investments I Ltd note 1.500% 8/1 0.6 $15M 15M 0.99
Kohl's Corporation (KSS) 0.6 $15M 306k 47.57
Red Hat 0.6 $15M 78k 187.75
Tesla Motors Inc bond 0.6 $14M 15M 0.95
Qiagen Nv debt 1.000%11/1 0.6 $14M 12M 1.12
Ambac Finl (AMBC) 0.5 $14M 800k 16.85
Akamai Technologies Inc note 0.125% 5/0 0.5 $14M 13M 1.07
Liberty Expedia Holdings ser a 0.5 $13M 280k 47.79
Fireeye Series B convertible security 0.5 $13M 14M 0.94
HEICO Corporation (HEI.A) 0.5 $13M 123k 103.37
Tesla Inc note 2.000% 5/1 0.5 $13M 13M 0.99
Lions Gate Entmnt Corp cl b non vtg (LGF.B) 0.4 $11M 953k 11.61
Nxp Semiconductors N V dbcv 1.000% 12/0 0.4 $11M 10M 1.06
Uniti Group Inc Com reit (UNIT) 0.4 $11M 1.1M 9.50
Altair Engr Inc note 0.250% 6/0 0.4 $10M 9.3M 1.09
Avaya Holdings Corp 0.4 $9.9M 833k 11.91
Teladoc note 1.375 5/1 0.4 $9.5M 6.5M 1.48
Wellpoint Inc Note cb 0.4 $9.2M 2.4M 3.92
Interdigital Inc 1.5% 3/1/20 convertible bond 0.4 $9.3M 8.9M 1.04
Darling International (DAR) 0.3 $8.8M 443k 19.89
iShares iBoxx $ High Yid Corp Bond (HYG) 0.3 $8.7M 100k 87.18
Liberty Global Inc Com Ser A 0.3 $7.9M 294k 26.99
Wix (WIX) 0.3 $7.8M 55k 142.09
Anadarko Petroleum Corporation 0.3 $7.6M 108k 70.55
Xylem (XYL) 0.3 $7.4M 89k 83.64
Taiwan Semiconductor Mfg (TSM) 0.3 $7.2M 183k 39.17
Ctrip Com Intl Ltd note 1.990% 7/0 0.3 $6.9M 6.3M 1.10
Rollins (ROL) 0.3 $6.5M 181k 35.87
Liberty Media Corp Delaware Com C Siriusxm 0.3 $6.5M 172k 37.98
Huazhu Group Ltd convertible security 0.2 $6.2M 5.8M 1.08
Celgene Corporation 0.2 $5.9M 64k 92.43
BioMarin Pharmaceutical (BMRN) 0.2 $5.9M 69k 85.64
Abbott Laboratories (ABT) 0.2 $5.6M 67k 84.11
WABCO Holdings 0.2 $5.5M 42k 132.60
Change Healthcare Inc unit 99/99/9999 0.2 $5.6M 100k 56.22
MasterCard Incorporated (MA) 0.2 $5.3M 20k 264.52
Via 0.2 $5.2M 174k 29.87
Booking Holdings (BKNG) 0.2 $5.2M 2.8k 1874.73
Cypress Semiconductor Corporation 0.2 $4.9M 221k 22.24
Ur-energy (URG) 0.2 $5.0M 5.3M 0.94
Automatic Data Processing (ADP) 0.2 $4.9M 30k 165.35
News Corp Class B cos (NWS) 0.2 $4.8M 344k 13.96
Nike (NKE) 0.2 $4.6M 55k 83.94
Accenture (ACN) 0.2 $4.5M 24k 184.78
Live Nation Entertainment (LYV) 0.2 $4.5M 68k 66.26
United Microelectronics (UMC) 0.2 $4.5M 2.0M 2.21
New Relic 0.2 $4.3M 50k 86.53
Coupa Software 0.2 $4.2M 33k 126.60
Clear Channel Outdoor Holdings (CCO) 0.2 $4.2M 896k 4.72
Altisource Portfolio Solns S reg (ASPS) 0.2 $3.9M 200k 19.66
BHP Billiton 0.2 $4.1M 80k 51.06
Lennar Corporation (LEN.B) 0.2 $4.0M 103k 38.51
Ocwen Financial Corporation 0.2 $3.9M 1.9M 2.07
Globus Med Inc cl a (GMED) 0.2 $3.9M 93k 42.30
Dish Network Corp note 3.375% 8/1 0.2 $4.0M 4.0M 0.99
CommVault Systems (CVLT) 0.1 $3.7M 76k 49.62
Liberty Broadband Cl C (LBRDK) 0.1 $3.8M 37k 104.22
Vaneck Vectors Gold Miners mutual (GDX) 0.1 $3.8M 150k 25.56
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.1 $3.9M 3.9M 0.99
Ansys (ANSS) 0.1 $3.6M 18k 204.80
Agilent Technologies Inc C ommon (A) 0.1 $3.5M 48k 74.67
Cognizant Technology Solutions (CTSH) 0.1 $3.3M 53k 63.40
Moody's Corporation (MCO) 0.1 $3.2M 17k 195.30
Ryanair Holdings (RYAAY) 0.1 $3.2M 50k 64.35
Akamai Technologies (AKAM) 0.1 $3.0M 38k 80.13
Textron (TXT) 0.1 $2.9M 56k 53.05
New Relic Inc note 0.500% 5/0 0.1 $2.9M 2.8M 1.07
Gra (GGG) 0.1 $2.9M 57k 50.18
Nomad Foods (NOMD) 0.1 $2.8M 131k 21.36
Western Midstream Partners (WES) 0.1 $2.6M 86k 30.77
Zayo Group Hldgs 0.1 $2.5M 76k 32.91
Arch Coal Inc cl a 0.1 $2.5M 26k 94.14
Frontier Communication 0.1 $2.6M 1.5M 1.75
Estee Lauder Companies (EL) 0.1 $2.2M 12k 183.15
Oi Sa - (OIBZQ) 0.1 $2.2M 1.1M 2.01
Dell Technologies (DELL) 0.1 $2.3M 46k 50.79
Citrix Systems 0.1 $1.9M 20k 98.15
Nordstrom (JWN) 0.1 $2.0M 62k 31.87
Huntsman Corporation (HUN) 0.1 $2.0M 96k 20.44
Pretium Res Inc Com Isin# Ca74 0.1 $2.0M 199k 10.01
Ctrip Com Intl Ltd note 1.250% 9/1 0.1 $2.1M 2.1M 1.00
Advanced Disposal Services I 0.1 $2.1M 66k 31.91
Entercom Communications 0.1 $1.8M 308k 5.80
Illumina (ILMN) 0.1 $1.9M 5.1k 368.12
Medidata Solutions 0.1 $1.9M 21k 90.50
LogMeIn 0.1 $1.7M 24k 73.66
Zynga 0.1 $1.8M 298k 6.13
First Data 0.1 $1.7M 63k 27.07
Weibo Corp note 1.250%11/1 0.1 $1.8M 1.9M 0.95
AmerisourceBergen (COR) 0.1 $1.5M 18k 85.28
Energy Fuels (UUUU) 0.1 $1.4M 442k 3.13
Worldpay Ord 0.1 $1.5M 13k 122.56
Mr Cooper Group (COOP) 0.1 $1.4M 175k 8.01
Occidental Petroleum Corporation (OXY) 0.1 $1.3M 25k 50.28
Allergan 0.1 $1.3M 8.0k 167.38
Uranium Energy (UEC) 0.0 $1.0M 764k 1.37
Takeda Pharmaceutical (TAK) 0.0 $982k 56k 17.69
Contura Energy 0.0 $1.0M 20k 51.75
First Majestic Silver Corp (AG) 0.0 $705k 89k 7.91
Huazhu Group (HTHT) 0.0 $718k 20k 36.26
Clearway Energy Inc cl a (CWEN.A) 0.0 $635k 39k 16.17
Nielsen Hldgs Plc Shs Eur 0.0 $452k 20k 22.60
Platinum Group Metals (PLG) 0.0 $561k 432k 1.30
Mag Silver Corp (MAG) 0.0 $369k 35k 10.54
Change Healthcare 0.0 $24k 1.6k 15.06