13F-HR filed by CQS Cayman LP
CQS Cayman LP filed this 13F-HR for the quarter ended 2017-09-30, filed 2017-11-15, with 103 holding rows worth $1,488,590,000.
- Accession
- 0001085146-17-002487
- Filer
- CIK 1431256
- Filed
- 2017-11-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2017
A holdings report, 103 entries on the cover page, a total value of $1,488,590,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,488,590,000 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 (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 |
|---|---|---|---|---|---|---|
| MU 2.375 5/1/32 | 595112AW3 | Bond 30/360P2 U | 19,823,000 | $81,054,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 45,812,000 | $80,263,000 | thousands by filing date | principal |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 40,000,000 | $56,274,000 | thousands by filing date | principal |
| PALO ALTO NETWORKS INC | 697435AB1 | NOTE 7/0 | 37,500,000 | $51,632,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAF7 | NOTE 1.000% 7/0 | 45,023,000 | $51,354,000 | thousands by filing date | principal |
| EURONET WORLDWIDE INC | 298736AH2 | NOTE 1.50010/0 | 35,418,000 | $48,121,000 | thousands by filing date | principal |
| LIGAND PHARMACEUTICALS INC | 53220KAD0 | NOTE 0.750 8/1 | 26,000,000 | $47,421,000 | thousands by filing date | principal |
| J2 GLOBAL INC | 48123VAC6 | NOTE 3.250% 6/1 | 37,000,000 | $46,137,000 | thousands by filing date | principal |
| CITRIX SYS INC | 177376AD2 | NOTE 0.500% 4/1 | 38,000,000 | $44,215,000 | thousands by filing date | principal |
| SERVICENOW INC | 81762PAB8 | NOTE 11/0 | 25,000,000 | $40,141,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 35,000,000 | $40,105,000 | thousands by filing date | principal |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 12,500,000 | $38,972,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAE1 | NOTE 0.750%10/1 | 32,000,000 | $35,850,000 | thousands by filing date | principal |
| MANDIANT INC | 31816QAD3 | NOTE 1.625% 6/0 | 33,000,000 | $30,989,000 | thousands by filing date | principal |
| NAVISTAR INTL CORP NEW | 63934EAS7 | NOTE 4.750 4/1 | 27,500,000 | $30,845,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AF6 | NOTE 6/1 | 28,400,000 | $30,104,000 | thousands by filing date | principal |
| INTERDIGITAL INC | 458660AD9 | NOTE 1.500% 3/0 | 25,000,000 | $29,373,000 | thousands by filing date | principal |
| WORKDAY INC | 98138HAD3 | NOTE 1.500% 7/1 | 20,500,000 | $28,930,000 | thousands by filing date | principal |
| PFPT1.25 12/18 | 743424AB9 | Bond 30/360P2 U | 12,500,000 | $27,974,000 | thousands by filing date | principal |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 17,500,000 | $25,021,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAG6 | DBCV 2/1 | 22,500,000 | $21,910,000 | thousands by filing date | principal |
| BHP BILLITON LIMITED SPONSORED ADS | 088606108 | ADR | 530,320 | $21,470,000 | thousands by filing date | |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 11,450,000 | $21,120,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 17,800,000 | $20,023,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AX4 | NOTE 0.900% 9/1 | 17,100,000 | $19,725,000 | thousands by filing date | principal |
| NXP SEMICONDUCTORS N V | 62952QAB6 | NOTE 1.000%12/0 | 15,000,000 | $18,217,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 12,500,000 | $18,077,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 6,750,000 | $17,639,000 | thousands by filing date | principal |
| RED HAT INC | 756577AD4 | NOTE 0.250%10/0 | 10,850,000 | $16,723,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DELAWARE | 531229870 | COM SER A FRMLA | 452,175 | $16,500,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 13,538,000 | $16,492,000 | thousands by filing date | principal |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 65,000,000 | $16,160,000 | thousands by filing date | principal |
| WRIGHT MED GROUP INC | 98235TAE7 | NOTE 2.000% 2/1 | 14,600,000 | $15,850,000 | thousands by filing date | principal |
| ALTABA INC | 021346101 | COM | 230,243 | $15,251,000 | thousands by filing date | |
| LIBERTY BROADBAND A | 530307107 | COMMON STOCK | 147,827 | $13,922,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 122,000 | $13,797,000 | thousands by filing date | |
| UNDER ARMOUR INC | 904311107 | CL A | 830,400 | $13,685,000 | thousands by filing date | put |
| RYANAIR HOLDINGS PLC SPONSORED ADR | 783513203 | ADR | 121,368 | $12,507,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 4,000,000 | $12,281,000 | thousands by filing date | principal |
| NETEASE COM INC SPONSORED ADS | 64110W102 | ADR | 45,000 | $11,871,000 | thousands by filing date | |
| PANDORA MEDIA INC | 698354AB3 | NOTE 1.750%12/0 | 12,500,000 | $11,759,000 | thousands by filing date | principal |
| TIME WARNER INC | 887317303 | COM NEW | 114,102 | $11,690,000 | thousands by filing date | |
| LIBERTY INTERACTIVE CORP | 53071M856 | LBT VEN COM A NE | 199,440 | $11,478,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION 5.75 03/15/2018 | 74348TAL6 | Convertible | 11,000,000 | $11,188,000 | thousands by filing date | principal |
| CORNERSTONE ONDEMAND INC | 21925YAB9 | NOTE 1.500% 7/0 | 11,000,000 | $11,171,000 | thousands by filing date | principal |
| CENTRAL GARDEN & PET CO | 153527205 | CL A NON-VTG | 300,068 | $11,160,000 | thousands by filing date | |
| FOX CORP CLASS B | 90130A200 | COM | 431,335 | $11,124,000 | thousands by filing date | |
| DELL TECHNOLOGIES INC CLASS CLASS C | 24703L103 | CLASS C | 142,299 | $10,987,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 115,500 | $10,750,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAH3 | DBCV 1.990% 7/0 | 8,812,000 | $10,736,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAH4 | NOTE 0.599% 8/0 | 10,000,000 | $10,165,000 | thousands by filing date | principal |
| UNDER ARMOUR INC | 904311206 | CL C | 551,124 | $8,278,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 25,750 | $8,063,000 | thousands by filing date | |
| ALERE INC | 01449J204 | PERP PFD CONV SE | 20,000 | $7,930,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229409 | COM A SIRIUSXM | 181,933 | $7,623,000 | thousands by filing date | |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 7,500,000 | $7,517,000 | thousands by filing date | principal |
| MONSANTO CO NEW | 61166W101 | COM | 62,500 | $7,489,000 | thousands by filing date | |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 10,000,000 | $7,440,000 | thousands by filing date | principal |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 182,669 | $6,859,000 | thousands by filing date | |
| DISCOVERY INC | 25470F302 | COM SER C | 318,780 | $6,458,000 | thousands by filing date | |
| LIBERTY EXPEDIA HLDGS INC | 53046P109 | SER A COM | 121,354 | $6,445,000 | thousands by filing date | |
| OCWEN FINL CORP | 675746309 | COM NEW | 1,696,412 | $5,835,000 | thousands by filing date | |
| UNDER ARMOUR INC | 904311107 | CL A | 340,081 | $5,605,000 | thousands by filing date | |
| BARD C R INC | 067383109 | COM | 17,250 | $5,529,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229607 | COM C SIRIUSXM | 130,276 | $5,455,000 | thousands by filing date | |
| UNITED MICROELECTRONICS CORP SPON ADR NEW | 910873405 | ADR | 2,133,210 | $5,333,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503403 | COM NEW | 2,900 | $5,309,000 | thousands by filing date | |
| QIAGEN NV | N72482AA5 | DEBT 0.375% 3/1 | 3,800,000 | $4,412,000 | thousands by filing date | principal |
| LIBERTY GLOBAL PLC | G5480U153 | COM | 177,725 | $4,141,000 | thousands by filing date | |
| UR-ENERGY INC | 91688R108 | COM | 6,664,128 | $3,832,000 | thousands by filing date | |
| NATIONSTAR MORTGAGE HOLDINGS | 63861C109 | COMMON STOCK | 200,000 | $3,714,000 | thousands by filing date | |
| OCWEN FINL CORP | 675746309 | COM NEW | 1,000,000 | $3,440,000 | thousands by filing date | call |
| PROSPECT CAPITAL CORPORATION | 74348TAM4 | NOTE 5.875% 1/1 | 3,000,000 | $3,122,000 | thousands by filing date | principal |
| ATLASSIAN CORP | G06242104 | CL A | 87,172 | $3,064,000 | thousands by filing date | |
| CIE 3.125 05/24 | 19075FAB2 | Bond 30/360P2 U | 14,500,000 | $2,924,000 | thousands by filing date | principal |
| ARCH COAL INC | 039380407 | COMMON STOCK | 33,000 | $2,367,000 | thousands by filing date | |
| RYB ED INC | 74979W101 | ADR | 80,000 | $2,280,000 | thousands by filing date | |
| OCEAN RIG UDW INC | G66964118 | SHS NEW | 94,611 | $2,247,000 | thousands by filing date | |
| IAC INTERACTIVECORP | 44919P508 | COM | 18,500 | $2,168,000 | thousands by filing date | |
| ROCKWELL COLLINS INC | 774341101 | COM | 16,100 | $2,104,000 | thousands by filing date | |
| BHP BILLITON- ADR | 05545E209 | SPONSORED ADR | 58,296 | $2,067,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U120 | SHS CL C | 60,591 | $1,981,000 | thousands by filing date | |
| PRETIUM RESOURCES INC | 74139C102 | COMMON STOCK-FO | 179,000 | $1,657,000 | thousands by filing date | |
| SCORPIO BULKERS INC | Y7546A122 | COM | 229,465 | $1,606,000 | thousands by filing date | |
| ALTISOURCE PORTFOLIO SOLNS S | L0175J104 | REG SHS | 60,000 | $1,552,000 | thousands by filing date | |
| SCRIPPS NETWORKS INTERACT IN | 811065101 | CL A COM | 17,500 | $1,503,000 | thousands by filing date | |
| TRIP COM GROUP LTD | 22943FAM2 | DBCV 1.250% 9/1 | 1,340,000 | $1,447,000 | thousands by filing date | principal |
| NRG YIELD INC | 62942X405 | CL C | 64,425 | $1,243,000 | thousands by filing date | |
| APOLLO COML REAL EST FIN INC | 03762UAB1 | NOTE 4.750% 8/2 | 1,100,000 | $1,125,000 | thousands by filing date | principal |
| URANIUM ENERGY CORP COM | 916896103 | Stock | 764,341 | $1,059,000 | thousands by filing date | |
| FIRST MAJESTIC SILVER CORP | 32076V103 | COM | 145,000 | $993,000 | thousands by filing date | |
| WAYFAIR INC | 94419L101 | CL A | 13,500 | $911,000 | thousands by filing date | |
| SIRIUS XM HOLDINGS INC | 82968B103 | COM | 130,200 | $719,000 | thousands by filing date | put |
| ENERGY FUELS INC | 292671708 | COM NEW | 441,997 | $707,000 | thousands by filing date | |
| Impac Mortgage Holdings Inc | 45254P508 | COM NEW | 37,240 | $487,000 | thousands by filing date | |
| U S SILICA HLDGS INC | 90346E103 | COM | 15,000 | $466,000 | thousands by filing date | |
| PLATINUM GROUP METALS LTD | 72765Q601 | COM | 984,158 | $403,000 | thousands by filing date | |
| MAG SILVER CORP | 55903Q104 | COMMON STOCK-FO | 35,000 | $393,000 | thousands by filing date | |
| STMICROELECTRONICS N V NY REGISTRY | 861012102 | ADR | 18,924 | $368,000 | thousands by filing date | |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 4,737 | $366,000 | thousands by filing date | |
| LENNAR CORP CL B | 526057302 | Stock | 5,621 | $253,000 | thousands by filing date | |
| WESTWATER RES INC | 961684107 | COM | 48,524 | $70,000 | thousands by filing date | |
| COMMUNITY HEALTH SYS INC NEW | 203668116 | RIGHT 99/99/9999 | 2,250,000 | $28,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-17-002487 | this filing | 2017-11-15 | acceptance time not in the bulk data set |