13F-HR filed by CQS Cayman LP
CQS Cayman LP filed this 13F-HR for the quarter ended 2018-06-30, filed 2018-08-13, with 115 holding rows worth $1,876,680,000.
- Accession
- 0001085146-18-002015
- Filer
- CIK 1431256
- Filed
- 2018-08-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2018
A holdings report, 115 entries on the cover page, a total value of $1,876,680,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,876,680,000 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 |
|---|---|---|---|---|---|---|
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 4,000,000 | $340,320,000 | thousands by filing date | put |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 34,670,000 | $83,586,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 45,000,000 | $69,672,000 | thousands by filing date | principal |
| DISCOVERY INC | 25470F302 | COM SER C | 2,710,658 | $69,122,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 28,750,000 | $50,378,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AK1 | NOTE 1.000%12/0 | 37,500,000 | $49,319,000 | thousands by filing date | principal |
| J2 GLOBAL INC | 48123VAC6 | NOTE 3.250% 6/1 | 35,000,000 | $47,410,000 | thousands by filing date | principal |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 41,003 | $46,300,000 | thousands by filing date | |
| SQUARE INC | 852234AB9 | NOTE 0.375% 3/0 | 15,000,000 | $40,312,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AF6 | NOTE 6/1 | 33,500,000 | $39,447,000 | thousands by filing date | principal |
| iShares Russell 2000 ETF | 464287655 | SHS | 233,600 | $38,257,000 | thousands by filing date | put |
| CTRIP COM INTL LTD | 22943FAF7 | NOTE 1.000% 7/0 | 35,023,000 | $37,146,000 | thousands by filing date | principal |
| BHP BILLITON LIMITED SPONSORED ADS | 088606108 | ADR | 725,082 | $36,593,000 | thousands by filing date | |
| INTERDIGITAL INC | 458660AD9 | NOTE 1.500% 3/0 | 27,500,000 | $33,168,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 531229409 | COM A SIRIUSXM | 710,399 | $32,004,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U120 | SHS CL C | 1,082,496 | $28,805,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAE1 | NOTE 0.750%10/1 | 26,000,000 | $27,763,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 28,400,000 | $27,692,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DELAWARE | 531229870 | COM SER A FRMLA | 771,920 | $27,256,000 | thousands by filing date | |
| DELL TECHNOLOGIES INC CLASS CLASS C | 24703L103 | CLASS C | 319,984 | $27,064,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503AX4 | NOTE 0.900% 9/1 | 21,200,000 | $25,429,000 | thousands by filing date | principal |
| HUBSPOT INC | 443573AB6 | NOTE 0.250% 6/0 | 17,585,000 | $25,104,000 | thousands by filing date | principal |
| MANDIANT INC | 31816QAD3 | NOTE 1.625% 6/0 | 25,766,000 | $23,544,000 | thousands by filing date | principal |
| INTEGRATED DEVICE TECHNOLOGY | 458118AC0 | NOTE 0.87511/1 | 20,500,000 | $23,379,000 | thousands by filing date | principal |
| FOX CORP CLASS B | 90130A200 | COM | 451,771 | $22,259,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V | 62952QAB6 | NOTE 1.000%12/0 | 17,500,000 | $20,979,000 | thousands by filing date | principal |
| CYPRESS SEMICONDUCTOR CORP | 232806AM1 | NOTE 4.500% 1/1 | 15,500,000 | $20,865,000 | thousands by filing date | principal |
| CENTRAL GARDEN & PET CO | 153527205 | CL A NON-VTG | 509,721 | $20,628,000 | thousands by filing date | |
| NICE SYS INC | 65366HAB9 | BOND | 15,094,000 | $20,109,000 | thousands by filing date | principal |
| RED HAT INC | 756577AD4 | NOTE 0.250%10/0 | 10,950,000 | $19,996,000 | thousands by filing date | principal |
| EURONET WORLDWIDE INC | 298736AH2 | NOTE 1.50010/0 | 16,018,000 | $19,702,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 531229607 | COM C SIRIUSXM | 414,288 | $18,791,000 | thousands by filing date | |
| ALTABA INC | 021346101 | COM | 250,000 | $18,303,000 | thousands by filing date | call |
| TWITTER INC | 90184LAB8 | NOTE 0.250% 9/1 | 18,000,000 | $17,484,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAG6 | DBCV 2/1 | 17,000,000 | $17,105,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 13,738,000 | $17,091,000 | thousands by filing date | principal |
| TERADYNE INC | 880770AG7 | NOTE | 12,700,000 | $16,882,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 176,500 | $16,626,000 | thousands by filing date | |
| WRIGHT MED GROUP INC | 98235TAE7 | NOTE 2.000% 2/1 | 15,100,000 | $16,570,000 | thousands by filing date | principal |
| SILICON LABORATORIES INC | 826919AB8 | NOTE 1.375% 3/0 | 13,050,000 | $15,996,000 | thousands by filing date | principal |
| INPHI CORP | 45772FAC1 | NOTE 0.750% 9/0 | 15,720,000 | $14,992,000 | thousands by filing date | principal |
| DISCOVERY INC | 25470F104 | COM SER A | 496,600 | $13,657,000 | thousands by filing date | put |
| OPTIMUM COMMUNICATIONS INC | 02156K103 | CL A | 751,455 | $12,819,000 | thousands by filing date | |
| ROCKWELL COLLINS INC | 774341101 | COM | 90,500 | $12,189,000 | thousands by filing date | |
| PANDORA MEDIA INC | 698354AB3 | NOTE 1.750%12/0 | 12,632,000 | $12,167,000 | thousands by filing date | principal |
| UNDER ARMOUR INC | 904311107 | CL A | 500,000 | $11,241,000 | thousands by filing date | put |
| PROSPECT CAP CORP | 74348TAR3 | NOTE 4.950% 7/1 | 10,707,000 | $10,668,000 | thousands by filing date | principal |
| IAC INTERACTIVECORP | 44919P508 | COM | 68,972 | $10,517,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AF1 | NOTE 1.625% 2/1 | 8,610,000 | $10,180,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAH3 | DBCV 1.990% 7/0 | 8,412,000 | $9,767,000 | thousands by filing date | principal |
| SINA CORP | G81477104 | ORD | 112,070 | $9,492,000 | thousands by filing date | |
| AVAYA HLDGS CORP | 05351X101 | COM | 462,152 | $9,280,000 | thousands by filing date | |
| CHORD ENERGY CORPORATION | 674215108 | COMMON STOCK | 694,918 | $9,014,000 | thousands by filing date | |
| UNDER ARMOUR INC | 904311107 | CL A | 357,604 | $8,040,000 | thousands by filing date | |
| AETNA INC NEW | 00817Y108 | COM | 42,500 | $7,799,000 | thousands by filing date | |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAB6 | NOTE 4.375% 5/0 | 7,860,000 | $7,779,000 | thousands by filing date | principal |
| BIOGEN INC COM | 09062X103 | Stock | 25,750 | $7,474,000 | thousands by filing date | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 40,000 | $7,421,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 65,500 | $7,157,000 | thousands by filing date | |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 8,500,000 | $7,028,000 | thousands by filing date | principal |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 182,669 | $6,678,000 | thousands by filing date | |
| OCTAVE SPECIALTY GROUP INC | 023139884 | COM NEW | 315,000 | $6,252,000 | thousands by filing date | |
| OCWEN FINL CORP | 675746309 | COM NEW | 1,566,049 | $6,202,000 | thousands by filing date | |
| UNITED MICROELECTRONICS CORP SPON ADR NEW | 910873405 | ADR | 2,133,210 | $6,016,000 | thousands by filing date | |
| UNITI GROUP INC | 91325V108 | COM | 299,341 | $5,995,000 | thousands by filing date | |
| OSI SYSTEMS INC | 671044AD7 | NOTE 1.250% 9/0 | 5,910,000 | $5,765,000 | thousands by filing date | principal |
| GREENBRIER COS INC | 393657101 | COM | 103,835 | $5,476,000 | thousands by filing date | |
| QIAGEN NV | N72482AA5 | DEBT 0.375% 3/1 | 3,800,000 | $4,885,000 | thousands by filing date | principal |
| FRONTIER COMMUNICATIONS CORP | 35906A306 | COM NEW | 841,500 | $4,511,000 | thousands by filing date | |
| UR-ENERGY INC | 91688R108 | COM | 6,664,128 | $4,466,000 | thousands by filing date | |
| NEWS CORP NEW CL A | 65249B109 | Stock | 250,652 | $3,885,000 | thousands by filing date | |
| UNDER ARMOUR INC | 904311206 | CL C | 176,927 | $3,730,000 | thousands by filing date | |
| ORBOTECH LTD | M75253100 | ORD | 59,500 | $3,677,000 | thousands by filing date | |
| NETEASE COM INC SPONSORED ADS | 64110W102 | ADR | 14,509 | $3,667,000 | thousands by filing date | |
| LIBERTY BROADBAND A | 530307107 | COMMON STOCK | 45,354 | $3,430,000 | thousands by filing date | |
| NRG YIELD INC | 62942X405 | CL C | 197,172 | $3,391,000 | thousands by filing date | |
| ARCH COAL INC | 039380407 | COMMON STOCK | 43,000 | $3,374,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION | 74348TAM4 | NOTE 5.875% 1/1 | 3,000,000 | $3,123,000 | thousands by filing date | principal |
| ALTISOURCE PORTFOLIO SOLNS S | L0175J104 | REG SHS | 95,090 | $2,773,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD SPONSORED ADS A | 92763W103 | ADR | 250,000 | $2,712,000 | thousands by filing date | |
| LENNAR CORP CL B | 526057302 | Stock | 63,342 | $2,704,000 | thousands by filing date | |
| ESSENT GROUP LTD COM | G3198U102 | Stock | 75,000 | $2,687,000 | thousands by filing date | |
| VERITONE INC | 92347M100 | COM | 152,110 | $2,558,000 | thousands by filing date | |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 476,200 | $2,495,000 | thousands by filing date | |
| Uxin Ltd | 91818X108 | ADS | 271,712 | $2,456,000 | thousands by filing date | |
| LIBERTY LATIN AMERICA LTD | G9001E128 | COM CL C | 100,770 | $1,953,000 | thousands by filing date | |
| RADIAN GROUP INC COM | 750236101 | Stock | 120,000 | $1,946,000 | thousands by filing date | |
| PRETIUM RESOURCES INC | 74139C102 | COMMON STOCK-FO | 249,000 | $1,827,000 | thousands by filing date | |
| TRIP COM GROUP LTD | 22943FAM2 | DBCV 1.250% 9/1 | 1,740,000 | $1,798,000 | thousands by filing date | principal |
| SCORPIO BULKERS INC | Y7546A122 | COM | 229,465 | $1,629,000 | thousands by filing date | |
| CIGNA CORPORATION | 125509109 | COM | 9,500 | $1,615,000 | thousands by filing date | |
| T-Mobile US,Inc. | 872590104 | COM | 25,500 | $1,524,000 | thousands by filing date | |
| PINNACLE FOODS INC DEL | 72348P104 | COM | 22,500 | $1,464,000 | thousands by filing date | |
| URANIUM ENERGY CORP COM | 916896103 | Stock | 764,341 | $1,231,000 | thousands by filing date | |
| U S G CORP | 903293405 | COM NEW | 25,500 | $1,100,000 | thousands by filing date | |
| SUPERVALU INC | 868536301 | COM NEW | 53,000 | $1,088,000 | thousands by filing date | |
| ZILLOW GROUP INC CL C CAP STK | 98954M200 | Stock | 17,300 | $1,023,000 | thousands by filing date | |
| ENERGY FUELS INC | 292671708 | COM NEW | 441,997 | $1,003,000 | thousands by filing date | |
| LIONS GATE ENTMNT CORP | 535919500 | CL B NON VTG | 38,439 | $902,000 | thousands by filing date | |
| EDUCATION RLTY TR INC | 28140H203 | COM NEW | 20,000 | $830,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 25,500 | $819,000 | thousands by filing date | |
| FIRST MAJESTIC SILVER CORP | 32076V103 | COM | 95,000 | $724,000 | thousands by filing date | |
| COTIVITI HLDGS INC | 22164K101 | COM | 15,500 | $684,000 | thousands by filing date | |
| High Templar Tech Limit | 747798106 | COM | 75,980 | $673,000 | thousands by filing date | |
| SKYWORKS SOLUTIONS INC COM | 83088M102 | Stock | 5,500 | $532,000 | thousands by filing date | |
| BRIGHT SCHOLAR ED HLDGS LTD | 109199109 | SPONSORED ADS | 30,000 | $499,000 | thousands by filing date | |
| WEB.COM GROUP INC | 94733A104 | COMMON STOCK | 18,500 | $478,000 | thousands by filing date | |
| MAG SILVER CORP | 55903Q104 | COMMON STOCK-FO | 35,000 | $378,000 | thousands by filing date | |
| AXALTA COATING SYS LTD COM | G0750C108 | Stock | 11,500 | $349,000 | thousands by filing date | |
| Impac Mortgage Holdings Inc | 45254P508 | COM NEW | 22,900 | $218,000 | thousands by filing date | |
| LIBERTY LATIN AMERICA LTD | G9001E102 | COM CL A | 5,949 | $114,000 | thousands by filing date | |
| PLATINUM GROUP METALS LTD | 72765Q601 | COM | 984,158 | $102,000 | thousands by filing date | |
| ALTABA INC | 021346101 | COM | 1,208 | $88,000 | thousands by filing date | |
| COMMUNITY HEALTH SYS INC NEW | 203668116 | RIGHT 99/99/9999 | 2,250,000 | $24,000 | thousands by filing date | |
| WESTWATER RES INC | 961684107 | COM | 48,524 | $20,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-18-002015 | this filing | 2018-08-13 | acceptance time not in the bulk data set |