13F-HR filed by CQS Cayman LP
CQS Cayman LP filed this 13F-HR for the quarter ended 2017-06-30, filed 2017-08-11, with 113 holding rows worth $1,451,555,000.
- Accession
- 0001085146-17-001798
- Filer
- CIK 1431256
- Filed
- 2017-08-11
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2017
A holdings report, 113 entries on the cover page, a total value of $1,451,555,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,451,555,000 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 |
|---|---|---|---|---|---|---|
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AD1 | NOTE 1.000% 7/0 | 30,000,000 | $102,230,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 47,062,000 | $70,821,000 | thousands by filing date | principal |
| MU 2.375 5/1/32 | 595112AW3 | Bond 30/360P2 U | 19,823,000 | $61,850,000 | thousands by filing date | principal |
| J2 GLOBAL INC | 48123VAC6 | NOTE 3.250% 6/1 | 37,000,000 | $50,556,000 | thousands by filing date | principal |
| PALO ALTO NETWORKS INC | 697435AB1 | NOTE 7/0 | 37,500,000 | $49,243,000 | thousands by filing date | principal |
| EURONET WORLDWIDE INC | 298736AH2 | NOTE 1.50010/0 | 35,418,000 | $45,446,000 | thousands by filing date | principal |
| WBMD 1.5 12/20 | 94770VAK8 | Bond 30/360P2 U | 35,000,000 | $44,602,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 35,000,000 | $42,056,000 | thousands by filing date | principal |
| LIGAND PHARMACEUTICALS INC | 53220KAD0 | NOTE 0.750 8/1 | 25,000,000 | $41,458,000 | thousands by filing date | principal |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 14,755,000 | $40,325,000 | thousands by filing date | principal |
| INTERDIGITAL INC | 458660AD9 | NOTE 1.500% 3/0 | 30,000,000 | $36,430,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAF7 | NOTE 1.000% 7/0 | 31,023,000 | $35,952,000 | thousands by filing date | principal |
| MANDIANT INC | 31816QAD3 | NOTE 1.625% 6/0 | 35,000,000 | $32,015,000 | thousands by filing date | principal |
| CITRIX SYS INC | 177376AD2 | NOTE 0.500% 4/1 | 26,500,000 | $31,859,000 | thousands by filing date | principal |
| SERVICENOW INC | 81762PAB8 | NOTE 11/0 | 21,500,000 | $31,484,000 | thousands by filing date | principal |
| NAVISTAR INTL CORP NEW | 63934EAS7 | NOTE 4.750 4/1 | 27,500,000 | $27,225,000 | thousands by filing date | principal |
| DISCOVERY INC | 25470F104 | COM SER A | 1,012,365 | $26,149,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 234,000 | $25,611,000 | thousands by filing date | |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 17,500,000 | $22,870,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAG6 | DBCV 2/1 | 20,500,000 | $20,078,000 | thousands by filing date | principal |
| VISTRA CORP COM | 92840M102 | Stock | 1,189,764 | $19,976,000 | thousands by filing date | |
| RYANAIR HOLDINGS PLC SPONSORED ADR | 783513203 | ADR | 169,094 | $18,204,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V | 62952QAB6 | NOTE 1.000%12/0 | 15,000,000 | $17,924,000 | thousands by filing date | principal |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 10,750,000 | $17,888,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 6,750,000 | $17,466,000 | thousands by filing date | principal |
| NUVASIVE INC | 670704AG0 | NOTE 2.250% 3/1 | 12,500,000 | $17,363,000 | thousands by filing date | principal |
| WRIGHT MED GROUP INC | 98235TAE7 | NOTE 2.000% 2/1 | 14,600,000 | $16,398,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 13,538,000 | $16,123,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DELAWARE | 531229870 | COM SER A FRMLA | 452,185 | $15,840,000 | thousands by filing date | |
| BHP BILLITON LIMITED SPONSORED ADS | 088606108 | ADR | 449,303 | $15,722,000 | thousands by filing date | |
| MACQUARIE BK LTD | 55608YAC9 | MTNF 6.125%12/3 | 15,000,000 | $15,694,000 | thousands by filing date | principal |
| TIME WARNER INC | 887317303 | COM NEW | 154,500 | $15,513,000 | thousands by filing date | |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 17,000,000 | $15,174,000 | thousands by filing date | principal |
| RED HAT INC | 756577AD4 | NOTE 0.250%10/0 | 10,850,000 | $15,041,000 | thousands by filing date | principal |
| LIBERTY BROADBAND A | 530307107 | COMMON STOCK | 168,692 | $14,472,000 | thousands by filing date | |
| BARD C R INC | 067383109 | COM | 42,750 | $13,514,000 | thousands by filing date | |
| PANDORA MEDIA INC | 698354AB3 | NOTE 1.750%12/0 | 14,000,000 | $13,337,000 | thousands by filing date | principal |
| LIBERTY EXPEDIA HLDGS INC | 53046P109 | SER A COM | 245,095 | $13,240,000 | thousands by filing date | |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BJ4 | NOTE 1.875% 6/0 | 11,500,000 | $12,629,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 8,000,000 | $11,756,000 | thousands by filing date | principal |
| ALTABA INC | 021346101 | COM | 213,025 | $11,606,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 97,500 | $11,540,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION 5.75 03/15/2018 | 74348TAL6 | Convertible | 11,000,000 | $11,475,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAH3 | DBCV 1.990% 7/0 | 8,812,000 | $10,850,000 | thousands by filing date | principal |
| UNDER ARMOUR INC | 904311206 | CL C | 505,449 | $10,190,000 | thousands by filing date | |
| ILLUMINA INC | 452327AF6 | NOTE 6/1 | 10,000,000 | $10,157,000 | thousands by filing date | principal |
| LIBERTY INTERACTIVE CORP | 53071M856 | LBT VEN COM A NE | 191,260 | $10,001,000 | thousands by filing date | |
| CENTRAL GARDEN & PET CO | 153527205 | CL A NON-VTG | 322,399 | $9,678,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 4,000,000 | $9,350,000 | thousands by filing date | principal |
| EPIZYME INC | 29428V104 | COM | 614,300 | $9,276,000 | thousands by filing date | |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 9,000,000 | $9,255,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAE1 | NOTE 0.750%10/1 | 8,000,000 | $8,902,000 | thousands by filing date | principal |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 56,840 | $8,009,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229409 | COM A SIRIUSXM | 178,749 | $7,503,000 | thousands by filing date | |
| MOBILEYE NV XXXMANDATORY MERGER EFF: 06/03/18 | N51488117 | FOREIGN ORDINARIES | 119,000 | $7,473,000 | thousands by filing date | |
| ATLASSIAN CORP | G06242104 | CL A | 204,285 | $7,186,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 25,750 | $6,988,000 | thousands by filing date | |
| MELCO RESORTS & ENTERTAINMENT | 585464100 | ADR | 300,000 | $6,735,000 | thousands by filing date | |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 954,800 | $6,588,000 | thousands by filing date | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 182,669 | $6,386,000 | thousands by filing date | |
| CIE 3.125 05/24 | 19075FAB2 | Bond 30/360P2 U | 30,000,000 | $6,118,000 | thousands by filing date | principal |
| NETEASE COM INC SPONSORED ADS | 64110W102 | ADR | 20,000 | $6,012,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229607 | COM C SIRIUSXM | 136,682 | $5,700,000 | thousands by filing date | |
| FOX CORP CLASS B | 90130A200 | COM | 201,921 | $5,628,000 | thousands by filing date | |
| PDC ENERGY INC | 69327RAD3 | NOTE 1.125% 9/1 | 6,000,000 | $5,503,000 | thousands by filing date | principal |
| HSBC HLDGS PLC | 404280AR0 | DBCV 5.625%12/3 | 5,000,000 | $5,242,000 | thousands by filing date | principal |
| UNITED MICROELECTRONICS CORP SPON ADR NEW | 910873405 | ADR | 2,133,210 | $5,205,000 | thousands by filing date | |
| UNDER ARMOUR INC | 904311107 | CL A | 231,100 | $5,029,000 | thousands by filing date | put |
| QIAGEN NV | N72482AA5 | DEBT 0.375% 3/1 | 3,800,000 | $4,667,000 | thousands by filing date | principal |
| OCWEN FINL CORP | 675746309 | COM NEW | 1,696,412 | $4,563,000 | thousands by filing date | |
| DELL TECHNOLOGIES INC CLASS CLASS C | 24703L103 | CLASS C | 73,329 | $4,481,000 | thousands by filing date | |
| UNDER ARMOUR INC | 904311107 | CL A | 200,000 | $4,352,000 | thousands by filing date | |
| UR-ENERGY INC | 91688R108 | COM | 6,664,128 | $4,170,000 | thousands by filing date | |
| NATIONSTAR MORTGAGE HOLDINGS | 63861C109 | COMMON STOCK | 200,000 | $3,578,000 | thousands by filing date | |
| LEVEL 3 COMMUNICATIONS INC | 52729N308 | COM NEW | 58,000 | $3,439,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION | 74348TAM4 | NOTE 5.875% 1/1 | 3,000,000 | $3,182,000 | thousands by filing date | principal |
| LIONS GATE ENTMNT CORP | 535919500 | CL B NON VTG | 118,754 | $3,121,000 | thousands by filing date | |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 1,500,000 | $2,963,000 | thousands by filing date | principal |
| VCA ANTECH INC | 918194101 | COM | 30,000 | $2,769,000 | thousands by filing date | |
| OCWEN FINL CORP | 675746309 | COM NEW | 1,000,000 | $2,690,000 | thousands by filing date | call |
| PRETIUM RESOURCES INC | 74139C102 | COMMON STOCK-FO | 269,000 | $2,584,000 | thousands by filing date | |
| ARCH COAL INC | 039380407 | COMMON STOCK | 37,000 | $2,525,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U153 | COM | 98,938 | $2,118,000 | thousands by filing date | |
| LINE CORP | 53567X101 | SPONSORED ADR | 50,000 | $1,740,000 | thousands by filing date | |
| PLATINUM GROUP METALS LTD | 72765Q601 | COM | 2,048,639 | $1,712,000 | thousands by filing date | |
| BRIGHT SCHOLAR ED HLDGS LTD | 109199109 | SPONSORED ADS | 140,000 | $1,666,000 | thousands by filing date | |
| SCORPIO BULKERS INC | Y7546A122 | COM | 229,465 | $1,618,000 | thousands by filing date | |
| URANIUM ENERGY CORP COM | 916896103 | Stock | 964,341 | $1,528,000 | thousands by filing date | |
| LIBERTY TRIPADVISOR HLDGS IN | 531465102 | COM SER A | 120,434 | $1,397,000 | thousands by filing date | |
| Dow Chemical Company | 260543103 | COM | 20,000 | $1,261,000 | thousands by filing date | |
| FIRST MAJESTIC SILVER CORP | 32076V103 | COM | 145,000 | $1,204,000 | thousands by filing date | |
| CMB.TECH NV SHS | B38564108 | Stock | 150,000 | $1,185,000 | thousands by filing date | |
| ALTISOURCE PORTFOLIO SOLNS S | L0175J104 | REG SHS | 50,000 | $1,091,000 | thousands by filing date | |
| BARCLAYS PLC | 06738EAA3 | NOTE 8.250%12/3 | 1,000,000 | $1,065,000 | thousands by filing date | principal |
| NRG YIELD INC | 62942X405 | CL C | 51,159 | $900,000 | thousands by filing date | |
| PAREXEL INTL CORP | 699462107 | COM | 10,000 | $869,000 | thousands by filing date | |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 11,000 | $861,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U104 | SHS CL A | 25,969 | $834,000 | thousands by filing date | |
| SIRIUS XM HOLDINGS INC | 82968B103 | COM | 130,200 | $712,000 | thousands by filing date | put |
| ENERGY FUELS INC | 292671708 | COM NEW | 441,997 | $705,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 400,000 | $568,000 | thousands by filing date | principal |
| Impac Mortgage Holdings Inc | 45254P508 | COM NEW | 37,240 | $563,000 | thousands by filing date | |
| U S SILICA HLDGS INC | 90346E103 | COM | 15,000 | $532,000 | thousands by filing date | |
| WHOLE FOODS MKT INC | 966837106 | COM | 12,500 | $526,000 | thousands by filing date | |
| NATIONAL WESTMINSTER BK PLC | 638539882 | SPON ADR C | 18,145 | $476,000 | thousands by filing date | |
| MAG SILVER CORP | 55903Q104 | COMMON STOCK-FO | 35,000 | $456,000 | thousands by filing date | |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 21,000 | $348,000 | thousands by filing date | |
| GENERAL MILLS INC COM | 370334104 | Stock | 6,000 | $332,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 3,600 | $327,000 | thousands by filing date | |
| ROYAL BK OF SCOTLAND PLC | 780099CK1 | NOTE 8.000%12/3 | 250,000 | $272,000 | thousands by filing date | principal |
| LENNAR CORP CL B | 526057302 | Stock | 5,621 | $253,000 | thousands by filing date | |
| WALTER INVT MGMT CORP | 93317W102 | COM | 200,000 | $189,000 | thousands by filing date | |
| COMMUNITY HEALTH SYS INC NEW | 203668116 | RIGHT 99/99/9999 | 2,250,000 | $44,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-17-001798 | this filing | 2017-08-11 | acceptance time not in the bulk data set |