13F-HR filed by CQS Cayman LP
CQS Cayman LP filed this 13F-HR for the quarter ended 2016-06-30, filed 2016-08-09, with 131 holding rows worth $1,133,362,000.
- Accession
- 0001085146-16-004202
- Filer
- CIK 1431256
- Filed
- 2016-08-09
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2016
A holdings report, 131 entries on the cover page, a total value of $1,133,362,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,133,362,000 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
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 |
|---|---|---|---|---|---|---|
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 32,778,000 | $83,275,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 30,650,000 | $63,112,000 | thousands by filing date | principal |
| UNDER ARMOUR INC | 904311206 | CL C | 1,437,955 | $52,342,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 35,000,000 | $47,518,000 | thousands by filing date | principal |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 34,000,000 | $47,422,000 | thousands by filing date | principal |
| WBMD 1.5 12/20 | 94770VAK8 | Bond 30/360P2 U | 34,000,000 | $43,306,000 | thousands by filing date | principal |
| ALLERGAN PLC | G0177J108 | SHS | 179,639 | $41,512,000 | thousands by filing date | |
| NVDA 1 12/1/18 | 67066GAC8 | Bond 30/360P2 U | 17,300,000 | $40,388,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAH3 | DBCV 1.990% 7/0 | 36,312,000 | $39,753,000 | thousands by filing date | principal |
| MU 2.375 5/1/32 | 595112AW3 | Bond 30/360P2 U | 21,450,000 | $32,255,000 | thousands by filing date | principal |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 29,000,000 | $29,172,000 | thousands by filing date | principal |
| MANDIANT INC | 31816QAD3 | NOTE 1.625% 6/0 | 30,000,000 | $26,535,000 | thousands by filing date | principal |
| PALO ALTO NETWORKS INC | 697435AB1 | NOTE 7/0 | 20,000,000 | $25,525,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 24,000,000 | $24,968,000 | thousands by filing date | principal |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 547,815 | $24,117,000 | thousands by filing date | |
| NATIONAL BANK OF ABU DHABI | M7080ZTU0 | MTNF 1.000% 3/1 | 23,200,000 | $23,204,000 | thousands by filing date | principal |
| EURONET WORLDWIDE INC | 298736AH2 | NOTE 1.50010/0 | 16,700,000 | $19,267,000 | thousands by filing date | principal |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 11,250,000 | $18,482,000 | thousands by filing date | principal |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 12,000,000 | $15,555,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 8,100,000 | $14,865,000 | thousands by filing date | principal |
| LIBERTY INTERACTIVE CORP | 53071M880 | LBT VENT COM A | 389,769 | $14,449,000 | thousands by filing date | |
| LNKD .5 11/19 | 53578AAB4 | Bond 30/360P2 U | 13,000,000 | $12,842,000 | thousands by filing date | principal |
| CARDTRONICS INC | 14161HAG3 | NOTE 1.000%12/0 | 11,650,000 | $11,733,000 | thousands by filing date | principal |
| RED HAT INC | 756577AD4 | NOTE 0.250%10/0 | 9,650,000 | $11,724,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION 5.75 03/15/2018 | 74348TAL6 | Convertible | 11,000,000 | $11,267,000 | thousands by filing date | principal |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 10,000,000 | $10,951,000 | thousands by filing date | principal |
| WRIGHT MED GROUP INC | 98235TAE7 | NOTE 2.000% 2/1 | 11,000,000 | $10,176,000 | thousands by filing date | principal |
| ZOETIS INC CL A | 98978V103 | Stock | 205,995 | $9,777,000 | thousands by filing date | |
| ALTISOURCE PORTFOLIO SOLNS S | L0175J104 | REG SHS | 350,000 | $9,744,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 9,500,000 | $9,443,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 8,112,000 | $9,085,000 | thousands by filing date | principal |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 105,550 | $8,789,000 | thousands by filing date | |
| AETNA INC NEW | 00817Y108 | COM | 70,012 | $8,551,000 | thousands by filing date | |
| ARIAD PHARMACEUTICALS INC | 04033A100 | COM | 1,132,000 | $8,365,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229607 | COM C SIRIUSXM | 270,242 | $8,342,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 165,389 | $8,307,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 7,000,000 | $8,217,000 | thousands by filing date | principal |
| ATLASSIAN CORP | G06242104 | CL A | 304,285 | $7,881,000 | thousands by filing date | |
| ALNYLAM PHARMACEUTICALS INC COM | 02043Q107 | Stock | 139,680 | $7,751,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U104 | SHS CL A | 266,122 | $7,734,000 | thousands by filing date | |
| AMICUS THERAPEUTICS INC | 03152W109 | COM | 1,390,000 | $7,589,000 | thousands by filing date | |
| RADIUS HEALTH INC | 750469207 | COM NEW | 200,000 | $7,350,000 | thousands by filing date | |
| SPARK THERAPEUTICS INC | 84652J103 | COM | 134,669 | $6,886,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 64,649 | $6,685,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229854 | COM SER C FRMLA | 351,183 | $6,662,000 | thousands by filing date | |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 54,569 | $6,569,000 | thousands by filing date | |
| ST JUDE MED INC | 790849103 | COM | 84,000 | $6,552,000 | thousands by filing date | |
| STANDARD CHARTERED PLC | G84228CE6 | DEBT 6.500%12/3 | 7,000,000 | $6,540,000 | thousands by filing date | principal |
| EPIZYME INC | 29428V104 | COM | 635,000 | $6,502,000 | thousands by filing date | |
| MCKESSON CORP COM | 58155Q103 | Stock | 33,098 | $6,178,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAF7 | NOTE 1.000% 7/0 | 5,123,000 | $5,433,000 | thousands by filing date | principal |
| GRACE W R & CO DEL NEW COM | 38388F108 | Stock | 72,465 | $5,305,000 | thousands by filing date | |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 1,110,000 | $5,206,000 | thousands by filing date | |
| NEWS CORP NEW CL A | 65249B109 | Stock | 442,970 | $5,028,000 | thousands by filing date | |
| RED HAT INC | 756577102 | COM | 68,726 | $4,990,000 | thousands by filing date | |
| DISCOVERY INC | 25470F104 | COM SER A | 193,423 | $4,880,000 | thousands by filing date | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 182,669 | $4,791,000 | thousands by filing date | |
| SERES THERAPEUTICS INC | 81750R102 | COM | 162,000 | $4,706,000 | thousands by filing date | |
| HSBC HLDGS PLC | 404280BC2 | NOTE 6.875%12/3 | 4,500,000 | $4,534,000 | thousands by filing date | principal |
| LIBERTY TRIPADVISOR HLDGS IN | 531465102 | COM SER A | 198,403 | $4,341,000 | thousands by filing date | |
| UNITED MICROELECTRONICS CORP SPON ADR NEW | 910873405 | ADR | 2,133,210 | $4,245,000 | thousands by filing date | |
| E M C CORP MASS | 268648102 | COM | 155,000 | $4,211,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 50,128 | $3,901,000 | thousands by filing date | |
| 58 COM INC | 31680Q104 | SPON ADR REP A | 83,750 | $3,843,000 | thousands by filing date | |
| CEMEX SAB DE CV | 151290BR3 | NOTE 3.720% 3/1 | 4,000,000 | $3,759,000 | thousands by filing date | principal |
| LINKEDIN CORP | 53578A108 | COM | 19,000 | $3,596,000 | thousands by filing date | |
| OVASCIENCE INC | 69014Q101 | COM | 684,000 | $3,564,000 | thousands by filing date | |
| EXTRA SPACE STORAGE INC COM | 30225T102 | REIT | 35,528 | $3,287,000 | thousands by filing date | |
| INGRAM MICRO INC | 457153104 | CL A | 93,500 | $3,252,000 | thousands by filing date | |
| UR-ENERGY INC | 91688R108 | COM | 5,422,516 | $3,230,000 | thousands by filing date | |
| ISHARES TR | 464287556 | ISHARES BIOTECH | 12,000 | $3,088,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION | 74348TAM4 | NOTE 5.875% 1/1 | 3,000,000 | $3,081,000 | thousands by filing date | principal |
| SERVICENOW INC | 81762PAB8 | NOTE 11/0 | 2,500,000 | $2,797,000 | thousands by filing date | principal |
| FEI CO | 30241L109 | COM | 25,500 | $2,725,000 | thousands by filing date | |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 2,500,000 | $2,714,000 | thousands by filing date | principal |
| OCCIDENTAL PETE CORP | 674599105 | COM | 35,900 | $2,713,000 | thousands by filing date | |
| BHP BILLITON LIMITED SPONSORED ADS | 088606108 | ADR | 94,114 | $2,692,000 | thousands by filing date | |
| CANADIAN SOLAR INC | 136635AE9 | NOTE 4.250% 2/1 | 3,000,000 | $2,614,000 | thousands by filing date | principal |
| VALARIS ORD | 920355104 | COM | 22,500 | $2,431,000 | thousands by filing date | |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 2,400,000 | $2,352,000 | thousands by filing date | principal |
| OCWEN FINL CORP | 675746309 | COM NEW | 1,341,644 | $2,294,000 | thousands by filing date | |
| KITE PHARMA INC | 49803L109 | COM | 45,000 | $2,250,000 | thousands by filing date | |
| BEONE MEDICINES LTD SPONSORED ADS | 07725L102 | ADR | 74,358 | $2,216,000 | thousands by filing date | |
| LEXMARK INTL NEW | 529771107 | CL A | 56,000 | $2,114,000 | thousands by filing date | |
| LIBERTY | 531229888 | COMMON STOCK | 139,011 | $2,038,000 | thousands by filing date | |
| RITEAID CORP | 767754104 | COM | 265,000 | $1,985,000 | thousands by filing date | |
| STILLWATER MINING COMPAN | 86074QAL6 | NOTE | 1,727,000 | $1,946,000 | thousands by filing date | principal |
| CMB.TECH NV SHS | B38564108 | Stock | 210,000 | $1,924,000 | thousands by filing date | |
| PRETIUM RESOURCES INC | 74139C102 | COMMON STOCK-FO | 150,000 | $1,679,000 | thousands by filing date | |
| DYNAVAX TECHNOLOGIES CORP | 268158201 | COM NEW | 105,082 | $1,532,000 | thousands by filing date | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 10,000 | $1,512,000 | thousands by filing date | |
| CARNIVAL PLC ADS | 14365C103 | ADR | 27,628 | $1,231,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 20,000 | $1,065,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 1,000,000 | $1,027,000 | thousands by filing date | principal |
| ENERGY FUELS INC | 292671708 | COM NEW | 441,997 | $1,003,000 | thousands by filing date | |
| FIREEYE INC | 31816Q101 | COM | 60,800 | $1,001,000 | thousands by filing date | |
| BARCLAYS PLC | 06738EAA3 | NOTE 8.250%12/3 | 1,000,000 | $981,000 | thousands by filing date | principal |
| Concho Resources Inc. | 20605P101 | COM | 8,000 | $954,000 | thousands by filing date | |
| IMS HEALTH HOLDINGS | 44970B109 | COM | 37,500 | $951,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AX1 | NOTE 3.125% 5/0 | 600,000 | $925,000 | thousands by filing date | principal |
| NATIONSTAR MORTGAGE HOLDINGS | 63861C109 | COMMON STOCK | 71,200 | $802,000 | thousands by filing date | |
| CIGNA CORPORATION | 125509109 | COM | 6,250 | $800,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 7,250 | $771,000 | thousands by filing date | |
| SHIRE PLC | 82481R106 | COMMON STOCK-FO | 4,000 | $736,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 4,000 | $720,000 | thousands by filing date | |
| ROYAL BANK OF SCOTLAND GROUP PLC | 780097713 | PREFERRED STOCK | 29,000 | $713,000 | thousands by filing date | |
| PARSLEY ENERGY INC | 701877102 | CL A | 25,000 | $676,000 | thousands by filing date | |
| LIBERTY BROADBAND A | 530307107 | COMMON STOCK | 10,208 | $606,000 | thousands by filing date | |
| YPF SOCIEDAD ANONIMA | 984245100 | SPON ADR CL D | 30,000 | $575,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAE1 | NOTE 0.750%10/1 | 500,000 | $560,000 | thousands by filing date | principal |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 15,000 | $543,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 10,500 | $537,000 | thousands by filing date | |
| ALERE INC | 01449J105 | COM | 12,500 | $521,000 | thousands by filing date | |
| Cyber Security ETF | 26924G201 | Common | 21,500 | $514,000 | thousands by filing date | |
| BROADCOM LTD | Y09827109 | SHS | 3,250 | $505,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 6,250 | $490,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 400,000 | $490,000 | thousands by filing date | principal |
| NATIONAL WESTMINSTER BK PLC | 638539882 | SPON ADR C | 18,145 | $472,000 | thousands by filing date | |
| MAG SILVER CORP | 55903Q104 | COMMON STOCK-FO | 35,000 | $438,000 | thousands by filing date | |
| ACHAOGEN INC | 004449104 | COM | 90,850 | $344,000 | thousands by filing date | |
| CNA FINL CORP | 126117100 | COM | 10,044 | $316,000 | thousands by filing date | |
| BARCLAYS IPTH SRS B S&P SHRT TRM ETN | 06742E711 | IPATH S&P500 VIX | 22,750 | $314,000 | thousands by filing date | |
| Elevance Health, Inc. | 036752103 | COM | 2,000 | $263,000 | thousands by filing date | |
| PINNACLE FOODS INC DEL | 72348P104 | COM | 5,500 | $255,000 | thousands by filing date | |
| SIGNET JEWELERS LTD SHS | G81276100 | Stock | 3,000 | $247,000 | thousands by filing date | |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 5,500 | $244,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229409 | COM A SIRIUSXM | 7,746 | $243,000 | thousands by filing date | |
| ROYAL BK OF SCOTLAND PLC | 780099CK1 | NOTE 8.000%12/3 | 250,000 | $235,000 | thousands by filing date | principal |
| SKYWORKS SOLUTIONS INC COM | 83088M102 | Stock | 3,500 | $221,000 | thousands by filing date | |
| OREXIGEN THERAPEUTICS INC | 686164104 | COMMON STOCK | 113,000 | $49,000 | thousands by filing date | |
| COMMUNITY HEALTH SYS INC NEW | 203668116 | RIGHT 99/99/9999 | 2,500,000 | $11,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-16-004202 | this filing | 2016-08-09 | acceptance time not in the bulk data set |