13F-HR filed by CQS Cayman LP
CQS Cayman LP filed this 13F-HR for the quarter ended 2015-06-30, filed 2015-08-12, with 176 holding rows worth $1,655,080,000.
- Accession
- 0001085146-15-001697
- Filer
- CIK 1431256
- Filed
- 2015-08-12
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2015
A holdings report, 176 entries on the cover page, a total value of $1,655,080,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,655,080,000 with VALUE read as thousands by filing date, 13F file number 028-13132. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerCQS (UK) LLP028-13136
- included managerCQS (HONG KONG) LTD028-13133
- included managerCQS ASSET MANAGEMENT Ltd028-13134
- included managerCQS (US), LLC028-13237
- included managerCQS Cayman Management Ltd028-14695
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| TELEFLEX INC | 879369AA4 | NOTE 3.875% 8/0 | 72,180,000 | $160,509,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 50,500,000 | $89,629,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 37,500,000 | $77,894,000 | thousands by filing date | principal |
| DISCOVERY INC | 25470F302 | COM SER C | 2,503,684 | $77,814,000 | thousands by filing date | |
| FOX CORP CLASS B | 90130A200 | COM | 2,258,134 | $72,757,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U120 | SHS CL C | 1,415,710 | $71,678,000 | thousands by filing date | |
| JETBLUE AWYS CORP | 477143101 | COM | 2,522,577 | $52,368,000 | thousands by filing date | |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 39,000,000 | $50,798,000 | thousands by filing date | principal |
| APC 7.5 PFD | 032511404 | Preferred Stock | 742,500 | $37,478,000 | thousands by filing date | principal |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 685,478 | $33,836,000 | thousands by filing date | |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 22,324,000 | $29,712,000 | thousands by filing date | principal |
| RYANAIR HLDGS PLC | 783513104 | SPONSORED ADR | 358,380 | $25,523,000 | thousands by filing date | |
| LENNAR CORP CL A | 526057104 | Stock | 500,000 | $25,520,000 | thousands by filing date | put |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 13,000,000 | $19,968,000 | thousands by filing date | principal |
| Chevron Corporation | 166764100 | COM | 200,000 | $19,294,000 | thousands by filing date | call |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 8,450,000 | $18,607,000 | thousands by filing date | principal |
| META PLATFORMS INC CL A | 30303M102 | COM | 200,000 | $17,154,000 | thousands by filing date | put |
| FEDEX CORP COM | 31428X106 | Stock | 100,000 | $17,040,000 | thousands by filing date | put |
| UNDER ARMOUR INC | 904311107 | CL A | 200,000 | $16,688,000 | thousands by filing date | put |
| GILEAD SCIENCES INC | 375558AP8 | CORPORATE OBLIG | 3,200,000 | $16,495,000 | thousands by filing date | principal |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 400,000 | $16,432,000 | thousands by filing date | put |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 150,000 | $16,403,000 | thousands by filing date | put |
| EASTMAN CHEM CO COM | 277432100 | Stock | 200,000 | $16,364,000 | thousands by filing date | call |
| OCWEN FINL CORP | 675746309 | COM NEW | 1,599,000 | $16,310,000 | thousands by filing date | |
| CHECK POINT SOFTWARE TECH LTD ORD | M22465104 | Stock | 200,000 | $15,910,000 | thousands by filing date | call |
| AIRGAS INC | 009363102 | COM | 150,000 | $15,867,000 | thousands by filing date | call |
| SEALED AIR CORP NEW | 81211K100 | COM | 300,000 | $15,414,000 | thousands by filing date | put |
| PROSPECT CAPITAL CORPORATION 5.75 03/15/2018 | 74348TAL6 | Convertible | 14,750,000 | $15,069,000 | thousands by filing date | principal |
| NVIDIA Corp | 67066G104 | COM | 700,000 | $14,077,000 | thousands by filing date | call |
| ALTISOURCE PORTFOLIO SOLNS S | L0175J104 | REG SHS | 453,668 | $13,968,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 100,000 | $13,872,000 | thousands by filing date | put |
| HESS CORP | 42809H107 | COM | 200,000 | $13,376,000 | thousands by filing date | call |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 13,500,000 | $13,350,000 | thousands by filing date | principal |
| NVDA 1 12/1/18 | 67066GAC8 | Bond 30/360P2 U | 11,500,000 | $13,241,000 | thousands by filing date | principal |
| ELEVANCE HEALTH INC | 036752202 | PREFERRED STOCK | 250,000 | $13,225,000 | thousands by filing date | |
| JAZZ PHARMACEUTICALS PLC SHS USD | G50871105 | Stock | 74,250 | $13,073,000 | thousands by filing date | |
| VULCAN MATLS CO COM | 929160109 | Stock | 150,000 | $12,590,000 | thousands by filing date | put |
| SANDISK CORP | 80004CAF8 | NOTE 0.500%10/1 | 11,550,000 | $11,223,000 | thousands by filing date | principal |
| CARDTRONICS INC | 14161HAG3 | NOTE 1.000%12/0 | 10,900,000 | $10,821,000 | thousands by filing date | principal |
| POLYPORE INTL INC | 73179V103 | COM | 175,056 | $10,482,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 253,100 | $10,397,000 | thousands by filing date | |
| LINKEDIN CORP | 53578A108 | COM | 50,000 | $10,332,000 | thousands by filing date | put |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 8,700,000 | $9,756,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 9,500,000 | $9,677,000 | thousands by filing date | principal |
| NATIONSTAR MORTGAGE HOLDINGS | 63861C109 | COMMON STOCK | 572,200 | $9,613,000 | thousands by filing date | |
| RED HAT INC | 756577102 | COM | 124,940 | $9,486,000 | thousands by filing date | |
| CIENA CORP COM NEW | 171779309 | Stock | 400,000 | $9,472,000 | thousands by filing date | put |
| MYLAN NV | N59465109 | SHS EURO | 139,500 | $9,467,000 | thousands by filing date | |
| BROADCOM CORP | 111320107 | CL A | 177,700 | $9,149,000 | thousands by filing date | |
| INFORMATICA CORP | 45666Q102 | COM | 188,008 | $9,113,000 | thousands by filing date | |
| TETRAPHASE PHARMACEUTICALS INC | 88165N105 | COMMON STOCK | 190,000 | $9,014,000 | thousands by filing date | |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 4,100,000 | $8,948,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327109 | COM | 40,434 | $8,829,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 9,000,000 | $8,575,000 | thousands by filing date | principal |
| Viacom Inc Cl A | 92553P102 | CL A | 127,795 | $8,290,000 | thousands by filing date | |
| EASTMAN CHEM CO COM | 277432100 | Stock | 100,000 | $8,182,000 | thousands by filing date | put |
| FREESCALE SEMICONDUCTOR LTD | G3727Q101 | SHS | 196,548 | $7,856,000 | thousands by filing date | |
| SIGMA ALDRICH CORP | 826552101 | COM | 55,000 | $7,664,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 54,400 | $7,546,000 | thousands by filing date | |
| STILLWATER MINING COMPAN | 86074QAL6 | NOTE | 6,950,000 | $7,453,000 | thousands by filing date | principal |
| Apple Inc | 037833100 | COM | 58,968 | $7,396,000 | thousands by filing date | |
| CATAMARAN CORP | 148887102 | COM | 115,000 | $7,024,000 | thousands by filing date | |
| OREXIGEN THERAPEUTICS INC | 686164104 | COMMON STOCK | 1,350,000 | $6,683,000 | thousands by filing date | |
| PALL CORP | 696429307 | COM | 52,500 | $6,534,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DELAWARE | 531229102 | CL A | 179,972 | $6,486,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION | 74348TAM4 | NOTE 5.875% 1/1 | 6,000,000 | $6,282,000 | thousands by filing date | principal |
| COGNEX CORP | 192422103 | COM | 130,000 | $6,253,000 | thousands by filing date | |
| HCC INS HLDGS INC | 404132102 | COM | 78,049 | $5,997,000 | thousands by filing date | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 263,784 | $5,991,000 | thousands by filing date | |
| OMNICARE INC | 681904108 | COM | 62,500 | $5,891,000 | thousands by filing date | |
| DIRECTV | 25490A309 | COM | 60,000 | $5,568,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 40,000 | $5,471,000 | thousands by filing date | |
| ORBITZ WORLDWIDE INC | 68557K109 | COM | 478,800 | $5,468,000 | thousands by filing date | |
| FAMILY DLR STORES INC | 307000109 | COM | 65,000 | $5,123,000 | thousands by filing date | |
| HOSPIRA INC | 441060100 | COM | 57,500 | $5,101,000 | thousands by filing date | |
| UNITED MICROELECTRONICS CORP SPON ADR NEW | 910873405 | ADR | 2,473,344 | $5,071,000 | thousands by filing date | |
| VULCAN MATLS CO COM | 929160109 | Stock | 59,580 | $5,001,000 | thousands by filing date | |
| UNDER ARMOUR INC | 904311107 | CL A | 58,800 | $4,906,000 | thousands by filing date | |
| CIENA CORP COM NEW | 171779309 | Stock | 204,000 | $4,831,000 | thousands by filing date | |
| RECEPTOS, INC. | 756207106 | COMMON STOCK | 25,280 | $4,804,000 | thousands by filing date | |
| ITAU UNIBANCO HLDG S A SPON ADR REP PFD | 465562106 | ADR | 389,045 | $4,260,000 | thousands by filing date | |
| IGATE CORP | 45169U105 | COM | 85,000 | $4,054,000 | thousands by filing date | |
| SanDisk Corporation | 80004C101 | COM | 68,774 | $4,004,000 | thousands by filing date | |
| BHP BILLITON LIMITED SPONSORED ADS | 088606108 | ADR | 95,709 | $3,870,000 | thousands by filing date | |
| VNET GROUP INC | 90138A103 | SPONSORED ADS A | 180,000 | $3,694,000 | thousands by filing date | |
| CIGNA CORPORATION | 125509109 | COM | 22,528 | $3,650,000 | thousands by filing date | |
| LENNAR CORP CL A | 526057104 | Stock | 70,501 | $3,598,000 | thousands by filing date | |
| BAKER HUGHES INC | 057224107 | COM | 58,259 | $3,595,000 | thousands by filing date | |
| AVIANCA HLDGS SA | 05367G100 | SPON ADR REP PFD | 332,912 | $3,409,000 | thousands by filing date | |
| LIBERTY INTERACTIVE CORP | 53071M880 | LBT VENT COM A | 85,743 | $3,367,000 | thousands by filing date | |
| LIBERTY BROADBAND A | 530307107 | COMMON STOCK | 61,952 | $3,158,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 38,200 | $3,108,000 | thousands by filing date | |
| ALTERA CORP | 021441100 | COM | 60,000 | $3,072,000 | thousands by filing date | |
| CANADIAN SOLAR INC | 136635AE9 | NOTE 4.250% 2/1 | 3,000,000 | $3,018,000 | thousands by filing date | principal |
| PARTNERRE LTD | G6852T105 | COM | 23,224 | $2,984,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 50,000 | $2,955,000 | thousands by filing date | |
| OFFICE DEPOT INC | 676220106 | COM | 307,500 | $2,663,000 | thousands by filing date | |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 2,600,000 | $2,661,000 | thousands by filing date | principal |
| MU 2.375 5/1/32 | 595112AW3 | Bond 30/360P2 U | 1,300,000 | $2,621,000 | thousands by filing date | principal |
| ULTRAGENYX PHARMACEUTICAL IN | 90400D108 | COM | 25,000 | $2,560,000 | thousands by filing date | |
| DRESSER-RAND GROUP INC | 261608103 | COM | 30,000 | $2,555,000 | thousands by filing date | |
| ENERGY FUELS INC | 292671708 | COM NEW | 541,997 | $2,412,000 | thousands by filing date | |
| HOVNANIAN ENTPR INC | 442487203 | COMMON STOCK | 900,000 | $2,394,000 | thousands by filing date | |
| CREDICORP LTD | G2519Y108 | COM | 16,800 | $2,334,000 | thousands by filing date | |
| UR-ENERGY INC | 91688R108 | COM | 2,941,053 | $2,324,000 | thousands by filing date | |
| SUSQUEHANNA BANCSHARES INC P | 869099101 | COM | 164,451 | $2,322,000 | thousands by filing date | |
| FEDEX CORP COM | 31428X106 | Stock | 13,600 | $2,317,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 26,490 | $2,272,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 40,000 | $2,210,000 | thousands by filing date | |
| GW PHARMACEUTICALS PLC | 36197T103 | ADS | 17,500 | $2,150,000 | thousands by filing date | |
| GOOGLE INC | 38259P706 | CL C | 4,113 | $2,141,000 | thousands by filing date | |
| DYNAVAX TECHNOLOGIES CORP | 268158201 | COM NEW | 84,000 | $1,968,000 | thousands by filing date | |
| YAHOO INC | 984332106 | COM | 48,854 | $1,919,000 | thousands by filing date | |
| COPA HOLDINGS SA | P31076105 | CL A | 22,704 | $1,875,000 | thousands by filing date | |
| PROSHARES TR II | 74347W882 | ULTRASHRT EURO | 74,690 | $1,849,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 64,641 | $1,716,000 | thousands by filing date | |
| REPROS THERAPEUTICS INC | 76028H209 | COM | 240,000 | $1,716,000 | thousands by filing date | |
| BEAZER HOMES USA INC | 07556Q881 | COMMON STOCK | 85,000 | $1,696,000 | thousands by filing date | |
| NEWS CORP NEW | 65249B208 | CL B | 110,861 | $1,579,000 | thousands by filing date | |
| OM GROUP INC | 670872100 | COM | 46,970 | $1,578,000 | thousands by filing date | |
| VERASTEM INC | 92337C104 | COM | 200,000 | $1,508,000 | thousands by filing date | |
| OMNIVISION TECHNOLOGIES INC | 682128103 | COM | 57,500 | $1,506,000 | thousands by filing date | |
| CANADIAN SOLAR INC | 136635109 | COM | 50,000 | $1,430,000 | thousands by filing date | |
| MACQUARIE INFRASTRUCTURE HOLDI | 55608B105 | COMMON UNITS | 16,691 | $1,379,000 | thousands by filing date | |
| JUNO THERAPEUTICS INC | 48205A109 | COM | 25,000 | $1,333,000 | thousands by filing date | |
| Boston Scientific Corporation | 101137107 | COM | 75,000 | $1,328,000 | thousands by filing date | |
| JUNIPER NETWORKS INC | 48203R104 | COM | 50,000 | $1,299,000 | thousands by filing date | |
| TIME WARNER CABLE INC | 88732J207 | COM | 7,005 | $1,248,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AX1 | NOTE 3.125% 5/0 | 600,000 | $1,227,000 | thousands by filing date | principal |
| DIAGEO PLC SPON ADR NEW | 25243Q205 | ADR | 10,500 | $1,218,000 | thousands by filing date | |
| HEWLETT PACKARD CO | 428236103 | COM | 40,000 | $1,200,000 | thousands by filing date | |
| MICREL INC | 594793101 | COM | 86,338 | $1,200,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 15,100 | $1,179,000 | thousands by filing date | |
| SEALED AIR CORP NEW | 81211K100 | COM | 22,080 | $1,134,000 | thousands by filing date | |
| WEC ENERGY GROUP INC COM | 92939U106 | Stock | 25,041 | $1,126,000 | thousands by filing date | |
| SQUARE 1 FINL INC | 85223W101 | CL A | 37,202 | $1,017,000 | thousands by filing date | |
| BARCLAYS IPTH SRS B S&P SHRT TRM ETN | 06742E711 | IPATH S&P500 VIX | 50,507 | $1,015,000 | thousands by filing date | |
| CORPBANCA | 21987A209 | SPONSORED ADR | 58,302 | $963,000 | thousands by filing date | |
| KYTHERA BIOPHARMACEUTICALS I | 501570105 | COM | 12,500 | $941,000 | thousands by filing date | |
| WISDOMTREE EUROPE HEDGED EQUITY FUND | 97717X701 | ETF | 15,100 | $930,000 | thousands by filing date | |
| NIVALIS THERAPEUTICS INC | 65481J109 | COM | 60,000 | $909,000 | thousands by filing date | |
| XENOPORT INC | 98411C100 | COM | 137,944 | $846,000 | thousands by filing date | |
| YPF SOCIEDAD ANONIMA | 984245100 | SPON ADR CL D | 30,000 | $823,000 | thousands by filing date | |
| UNIQURE NV | N90064101 | SHS | 30,000 | $810,000 | thousands by filing date | |
| T-Mobile US,Inc. | 872590104 | COM | 20,800 | $807,000 | thousands by filing date | |
| VIVUS INC | 928551100 | COM | 316,000 | $746,000 | thousands by filing date | |
| ROYAL BANK OF SCOTLAND GROUP PLC | 780097713 | PREFERRED STOCK | 29,000 | $742,000 | thousands by filing date | |
| TWITTER INC | 90184L102 | COM | 19,040 | $690,000 | thousands by filing date | |
| DBX ETF TR XTRACK HRVST CSI | 233051879 | XTRACK HRVST CSI | 13,567 | $624,000 | thousands by filing date | |
| ACHAOGEN INC | 004449104 | COM | 100,850 | $608,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J108 | SHS | 2,000 | $607,000 | thousands by filing date | |
| Vaneck Vectors Gold Miners ETF | 57060u100 | COM | 30,500 | $542,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 5,500 | $514,000 | thousands by filing date | |
| BANCO SANTANDER CHILE NEW | 05965X109 | SP ADR REP COM | 25,100 | $508,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 7,222 | $485,000 | thousands by filing date | |
| ZOETIS INC CL A | 98978V103 | Stock | 10,000 | $482,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 4,900 | $481,000 | thousands by filing date | |
| CYNAPSUS THERAPEUTICS INC | 23257Y859 | COM PAR NO PAR | 29,500 | $481,000 | thousands by filing date | |
| TIM PARTICIPACOES S A | 88706P205 | SPONSORED ADR | 29,214 | $478,000 | thousands by filing date | |
| NATIONAL WESTMINSTER BK PLC | 638539882 | SPON ADR C | 18,145 | $465,000 | thousands by filing date | |
| TRAVELPORT WORLDWIDE LTD | G9019D104 | SHS | 32,500 | $448,000 | thousands by filing date | |
| CAVIUM INC | 14964U108 | COM | 5,803 | $399,000 | thousands by filing date | |
| TELECOM ITALIA SPA | 87927Y102 | COMMON STOCK-FO | 28,300 | $360,000 | thousands by filing date | |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 8,750 | $338,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 10,000 | $335,000 | thousands by filing date | |
| Mkt Vectors Semiconductor ETF | 57060U233 | Equity | 5,453 | $298,000 | thousands by filing date | |
| HOVNANIAN ENTPR INC | 442487203 | COMMON STOCK | 100,000 | $266,000 | thousands by filing date | call |
| BECTON DICKINSON & CO | 075887109 | COM | 1,750 | $248,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 3,250 | $241,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 9,558 | $233,000 | thousands by filing date | |
| ADAPTIMMUNE THERAPEUTICS PLC | 00653A107 | SPONDS ADR | 12,558 | $231,000 | thousands by filing date | |
| FX ENERGY INC | 302695309 | 9.25% PFD SER B | 15,000 | $221,000 | thousands by filing date | |
| MEADOWBROOK INS GROUP INC | 58319P108 | COM | 20,400 | $175,000 | thousands by filing date | |
| NEXVET BIOPHARMA PLC | G6503X109 | ORD SHS | 30,400 | $151,000 | thousands by filing date | |
| VALE S A | 91912E105 | SPONSORED ADS | 22,399 | $113,000 | thousands by filing date | |
| COMMUNITY HEALTH SYS INC NEW | 203668116 | RIGHT 99/99/9999 | 2,500,000 | $37,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-15-001697 | this filing | 2015-08-12 | acceptance time not in the bulk data set |