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Disclosery

CQS Cayman LP

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13F filer, CIK 1431256, CAMANA BAY, GRAND CAYMAN, Cayman Islands

CQS Cayman LP reported $1,876,680,000 across 115 holdings for the quarter ended 2018-06-30, in a 13F-HR filed 2018-08-13. Its ten largest share positions make up 36.61% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001085146-18-002015

Period
2018-06-30
Reported value
$1.88B
Holdings
115
Top 10 weight
36.61%
New
21
Sold out
34

Largest buys vs the previous quarter

SecurityShares changeApprox. value
BHPadded+476,568$24.1M
OPTUnew+751,455$12.8M
UAAnew+357,604$8.04M
LIBERTY MEDIA CORP DELadded+125,077$5.63M
BMRNadded+45,000$4.24M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
MONSANTO CO NEWexited-880,500-$103M
GOOGLreduced-35,036-$39.6M
UAreduced-1,678,504-$35.4M
FOX CORP CLASS Breduced-672,880-$33.2M
TIME WARNER INCexited-345,500-$32.7M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q2 2018

Share positions as resolved from 13F-HR 0001085146-18-002015, largest first. % of portfolio is the value over $1,454,902,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
DISCOVERY INCDISCOVERY INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 1,943,730 shares; 2018Q1: 3,727,871 shares; 2018Q2: 2,710,658 shares 2,710,658$69.1M4.75%-1,017,213
GOOGLALPHABET INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: 76,039 shares; 2018Q2: 41,003 shares 41,003$46.3M3.18%-35,036Timeline
BHPBHP BILLITON LIMITEDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 742,164 shares; 2018Q1: 248,514 shares; 2018Q2: 725,082 shares 725,082$36.6M2.52%+476,568Timeline
LIBERTY MEDIA CORP DELLIBERTY MEDIA CORP DELQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 562,794 shares; 2018Q1: 585,322 shares; 2018Q2: 710,399 shares 710,399$32M2.2%+125,077
LIBERTY GLOBAL PLCLIBERTY GLOBAL PLCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 1,195,854 shares; 2018Q1: 1,389,982 shares; 2018Q2: 1,082,496 shares 1,082,496$28.8M1.98%-307,486
LIBERTY MEDIA CORP DELAWARELIBERTY MEDIA CORP DELAWAREQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 574,388 shares; 2018Q1: 758,667 shares; 2018Q2: 771,920 shares 771,920$27.3M1.87%+13,253
DELL TECHNOLOGIES INC CLASS…DELL TECHNOLOGIES INC CLASS CLASS…Quarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 596,182 shares; 2018Q1: 586,583 shares; 2018Q2: 319,984 shares 319,984$27.1M1.86%-266,599
FOX CORP CLASS BFOX CORP CLASS BQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 2,002,062 shares; 2018Q1: 1,124,651 shares; 2018Q2: 451,771 shares 451,771$22.3M1.53%-672,880
CENTACENTRAL GARDEN & PET COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 293,571 shares; 2018Q1: 539,052 shares; 2018Q2: 509,721 shares 509,721$20.6M1.42%-29,331Timeline
LIBERTY MEDIA CORP DELLIBERTY MEDIA CORP DELQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 130,276 shares; 2018Q1: 400,452 shares; 2018Q2: 414,288 shares 414,288$18.8M1.29%+13,836
BMRNBIOMARIN PHARMACEUTICAL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 126,500 shares; 2018Q1: 131,500 shares; 2018Q2: 176,500 shares 176,500$16.6M1.14%+45,000Timeline
OPTUOPTIMUM COMMUNICATIONS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: 751,455 shares 751,455$12.8M0.88%newTimeline
ROCKWELL COLLINS INCROCKWELL COLLINS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 76,500 shares; 2018Q1: 107,500 shares; 2018Q2: 90,500 shares 90,500$12.2M0.84%-17,000
IAC INTERACTIVECORPIAC INTERACTIVECORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 57,886 shares; 2018Q1: 79,723 shares; 2018Q2: 68,972 shares 68,972$10.5M0.72%-10,751
SINA CORPSINA CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 235,122 shares; 2018Q1: 321,835 shares; 2018Q2: 112,070 shares 112,070$9.49M0.65%-209,765
AVAYA HLDGS CORPAVAYA HLDGS CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: 515,008 shares; 2018Q2: 462,152 shares 462,152$9.28M0.64%-52,856
CHORD ENERGY CORPORATIONCHORD ENERGY CORPORATIONQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: 437,100 shares; 2018Q2: 694,918 shares 694,918$9.01M0.62%+257,818
UAAUNDER ARMOUR INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 200,000 shares; 2018Q1: not reported; 2018Q2: 357,604 shares 357,604$8.04M0.55%newTimeline
AETNA INC NEWAETNA INC NEWQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 3,000 shares; 2018Q1: 110,500 shares; 2018Q2: 42,500 shares 42,500$7.8M0.54%-68,000
BIIBBIOGEN INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 25,750 shares; 2018Q1: 25,750 shares; 2018Q2: 25,750 shares 25,750$7.47M0.51%0Timeline
BABAALIBABA GROUP HLDG LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: 20,000 shares; 2018Q2: 40,000 shares 40,000$7.42M0.51%+20,000Timeline
NXPINXP SEMICONDUCTORS N VQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 132,500 shares; 2018Q1: 110,500 shares; 2018Q2: 65,500 shares 65,500$7.16M0.49%-45,000Timeline
TSMTAIWAN SEMICONDUCTOR MANUFACQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 182,669 shares; 2018Q1: 182,669 shares; 2018Q2: 182,669 shares 182,669$6.68M0.46%0Timeline
OSGOCTAVE SPECIALTY GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 239,645 shares; 2018Q1: 289,645 shares; 2018Q2: 315,000 shares 315,000$6.25M0.43%+25,355Timeline
OCWEN FINL CORPOCWEN FINL CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 1,776,412 shares; 2018Q1: 1,566,049 shares; 2018Q2: 1,566,049 shares 1,566,049$6.2M0.43%0
UMCUNITED MICROELECTRONICS CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 2,133,210 shares; 2018Q1: 2,133,210 shares; 2018Q2: 2,133,210 shares 2,133,210$6.02M0.41%0Timeline
UNITI GROUP INCUNITI GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 857,000 shares; 2018Q1: 1,228,000 shares; 2018Q2: 299,341 shares 299,341$6M0.41%-928,659
GBXGREENBRIER COS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 103,100 shares; 2018Q1: 154,621 shares; 2018Q2: 103,835 shares 103,835$5.48M0.38%-50,786Timeline
FRONTIER COMMUNICATIONS CORPFRONTIER COMMUNICATIONS CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 841,500 shares; 2018Q1: 841,500 shares; 2018Q2: 841,500 shares 841,500$4.51M0.31%0
URGUR-ENERGY INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 6,664,128 shares; 2018Q1: 6,664,128 shares; 2018Q2: 6,664,128 shares 6,664,128$4.47M0.31%0Timeline
NWSANEWS CORP NEWQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: 104,843 shares; 2018Q2: 250,652 shares 250,652$3.88M0.27%+145,809Timeline
UAUNDER ARMOUR INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 990,082 shares; 2018Q1: 1,855,431 shares; 2018Q2: 176,927 shares 176,927$3.73M0.26%-1,678,504Timeline
ORBOTECH LTDORBOTECH LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: 59,500 shares 59,500$3.68M0.25%new
NTESNETEASE COM INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 40,000 shares; 2018Q1: 39,509 shares; 2018Q2: 14,509 shares 14,509$3.67M0.25%-25,000Timeline
LBRDALIBERTY BROADBAND CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 159,061 shares; 2018Q1: 45,354 shares; 2018Q2: 45,354 shares 45,354$3.43M0.24%0Timeline
NRG YIELD INCNRG YIELD INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 269,885 shares; 2018Q1: 191,650 shares; 2018Q2: 197,172 shares 197,172$3.39M0.23%+5,522
ARCH COAL INCARCH COAL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 33,000 shares; 2018Q1: 33,000 shares; 2018Q2: 43,000 shares 43,000$3.37M0.23%+10,000
ALTISOURCE PORTFOLIO SOLNS SALTISOURCE PORTFOLIO SOLNS SQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 65,000 shares; 2018Q1: 65,000 shares; 2018Q2: 95,090 shares 95,090$2.77M0.19%+30,090
VIPSVIPSHOP HLDGS LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: 250,000 shares 250,000$2.71M0.19%newTimeline
LEN-BLENNAR CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 63,342 shares; 2018Q1: 63,342 shares; 2018Q2: 63,342 shares 63,342$2.7M0.19%0Timeline
ESNTESSENT GROUP LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: 60,000 shares; 2018Q2: 75,000 shares 75,000$2.69M0.18%+15,000Timeline
VERIVERITONE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 152,110 shares; 2018Q1: 152,110 shares; 2018Q2: 152,110 shares 152,110$2.56M0.18%0Timeline
CHESEPEAKE ENERGY CORPCHESEPEAKE ENERGY CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 337,000 shares; 2018Q1: 527,000 shares; 2018Q2: 476,200 shares 476,200$2.5M0.17%-50,800
Uxin LtdUxin LtdQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: 271,712 shares 271,712$2.46M0.17%new
LILAKLIBERTY LATIN AMERICA LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: 100,770 shares 100,770$1.95M0.13%newTimeline
RDNRADIAN GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: 100,000 shares; 2018Q2: 120,000 shares 120,000$1.95M0.13%+20,000Timeline
PRETIUM RESOURCES INCPRETIUM RESOURCES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 179,000 shares; 2018Q1: 249,000 shares; 2018Q2: 249,000 shares 249,000$1.83M0.13%0
SCORPIO BULKERS INCSCORPIO BULKERS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 229,465 shares; 2018Q1: 229,465 shares; 2018Q2: 229,465 shares 229,465$1.63M0.11%0
CIGNA CORPORATIONCIGNA CORPORATIONQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: 3,500 shares; 2018Q2: 9,500 shares 9,500$1.61M0.11%+6,000
TMUST-MOBILE US INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: 25,500 shares 25,500$1.52M0.1%newTimeline
PINNACLE FOODS INC DELPINNACLE FOODS INC DELQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: 10,500 shares; 2018Q2: 22,500 shares 22,500$1.46M0.1%+12,000
UECURANIUM ENERGY CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 764,341 shares; 2018Q1: 764,341 shares; 2018Q2: 764,341 shares 764,341$1.23M0.08%0Timeline
U S G CORPU S G CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: 25,500 shares 25,500$1.1M0.08%new
SUPERVALU INCSUPERVALU INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 53,000 shares; 2018Q1: 53,000 shares; 2018Q2: 53,000 shares 53,000$1.09M0.07%0
ZZILLOW GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: 17,300 shares 17,300$1.02M0.07%newTimeline
UUUUENERGY FUELS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 441,997 shares; 2018Q1: 441,997 shares; 2018Q2: 441,997 shares 441,997$1M0.07%0Timeline
LIONS GATE ENTMNT CORPLIONS GATE ENTMNT CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: 52,246 shares; 2018Q2: 38,439 shares 38,439$902K0.06%-13,807
EDUCATION RLTY TR INCEDUCATION RLTY TR INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: 20,000 shares 20,000$830K0.06%new
TAT&T INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: 25,500 shares 25,500$819K0.06%newTimeline
AGFIRST MAJESTIC SILVER CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 95,000 shares; 2018Q1: 95,000 shares; 2018Q2: 95,000 shares 95,000$724K0.05%0Timeline
COTIVITI HLDGS INCCOTIVITI HLDGS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: 15,500 shares 15,500$684K0.05%new
HTTHIGH TEMPLAR TECHNOLOGY LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 175,980 shares; 2018Q1: 325,980 shares; 2018Q2: 75,980 shares 75,980$673K0.05%-250,000Timeline
SWKSSKYWORKS SOLUTIONS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: 5,500 shares 5,500$532K0.04%newTimeline
BRIGHT SCHOLAR ED HLDGS LTDBRIGHT SCHOLAR ED HLDGS LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: 120,000 shares; 2018Q2: 30,000 shares 30,000$499K0.03%-90,000
WEB.COM GROUP INCWEB.COM GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: 18,500 shares 18,500$478K0.03%new
MAG SILVER CORPMAG SILVER CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 35,000 shares; 2018Q1: 35,000 shares; 2018Q2: 35,000 shares 35,000$378K0.03%0
AXTAAXALTA COATING SYS LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: 11,500 shares; 2018Q2: 11,500 shares 11,500$349K0.02%0Timeline
IMPMQIMPAC MTG HLDGS INC COM STK NEQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 38,040 shares; 2018Q1: 30,240 shares; 2018Q2: 22,900 shares 22,900$218K0.01%-7,340Timeline
LILALIBERTY LATIN AMERICA LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: not reported; 2018Q1: 134,647 shares; 2018Q2: 5,949 shares 5,949$114K0.01%-128,698Timeline
PLATINUM GROUP METALS LTDPLATINUM GROUP METALS LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 984,158 shares; 2018Q1: 984,158 shares; 2018Q2: 984,158 shares 984,158$102K0.01%0
ALTABA INCALTABA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 148,097 shares; 2018Q1: 163,839 shares; 2018Q2: 1,208 shares 1,208$88K0.01%-162,631
COMMUNITY HEALTH SYS INC NEWCOMMUNITY HEALTH SYS INC NEWQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 2,250,000 shares; 2018Q1: 2,250,000 shares; 2018Q2: 2,250,000 shares 2,250,000$24K<0.01%0
WESTWATER RES INCWESTWATER RES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 48,524 shares; 2018Q1: 48,524 shares; 2018Q2: 48,524 shares 48,524$20K<0.01%0

Options

Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).

SecurityTypeAmountValueChange
HYGISHARES TR IBOXX HI YD ETFput4,000,000$340M-1,000,000
IWMISHARES TR SHSput233,600$38.3M+108,600
ALTABA INCALTABA INC COMcall250,000$18.3Mnew
DISCOVERY INCDISCOVERY INC COM SER Aput496,600$13.7Mnew
UAAUNDER ARMOUR INC CL Aput500,000$11.2M+470,200

Principal amounts

Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).

SecurityTypeAmountValueChange
INTEL CORPINTEL CORP CORPORATE OBLIGprincipal34,670,000$83.6M-8,630,000
PRICELINE GRP INCPRICELINE GRP INC NOTE 0.350% 6/1principal45,000,000$69.7M+23,821,000
MICROCHIP TECHNOLOGY INC.MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1principal28,750,000$50.4M-250,000
ON SEMICONDUCTOR CORPON SEMICONDUCTOR CORP NOTE 1.000%12/0principal37,500,000$49.3M+12,500,000
J2 GLOBAL INCJ2 GLOBAL INC NOTE 3.250% 6/1principal35,000,000$47.4M0
SQUARE INCSQUARE INC NOTE 0.375% 3/0principal15,000,000$40.3Mnew
ILLUMINA INCILLUMINA INC NOTE 6/1principal33,500,000$39.4M+1,600,000
CTRIP COM INTL LTDCTRIP COM INTL LTD NOTE 1.000% 7/0principal35,023,000$37.1M+8,000,000
INTERDIGITAL INCINTERDIGITAL INC NOTE 1.500% 3/0principal27,500,000$33.2M+3,440,000
BIOMARIN PHARMACEUTICAL INCBIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1principal26,000,000$27.8M0
DISH NETWORK CORPORATIONDISH NETWORK CORPORATION NOTE 3.375% 8/1principal28,400,000$27.7M+17,200,000
PRICELINE GRP INCPRICELINE GRP INC NOTE 0.900% 9/1principal21,200,000$25.4M+1,000,000
HUBSPOT INCHUBSPOT INC NOTE 0.250% 6/0principal17,585,000$25.1Mnew
MANDIANT INCMANDIANT INC NOTE 1.625% 6/0principal25,766,000$23.5M-2,635,000
INTEGRATED DEVICE TECHNOLOGYINTEGRATED DEVICE TECHNOLOGY NOTE 0.87511/1principal20,500,000$23.4M+15,500,000
NXP SEMICONDUCTORS N VNXP SEMICONDUCTORS N V NOTE 1.000%12/0principal17,500,000$21M-2,500,000
CYPRESS SEMICONDUCTOR CORPCYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1principal15,500,000$20.9M-7,000,000
NICE SYS INCNICE SYS INC BONDprincipal15,094,000$20.1M+964,000
RED HAT INCRED HAT INC NOTE 0.250%10/0principal10,950,000$20M+750,000
EURONET WORLDWIDE INCEURONET WORLDWIDE INC NOTE 1.50010/0principal16,018,000$19.7M+600,000
TWITTER INCTWITTER INC NOTE 0.250% 9/1principal18,000,000$17.5Mnew
AKAMAI TECHNOLOGIES INCAKAMAI TECHNOLOGIES INC DBCV 2/1principal17,000,000$17.1Mnew
LIBERTY MEDIA CORP DELLIBERTY MEDIA CORP DEL NOTE 1.375%10/1principal13,738,000$17.1M+200,000
TERADYNE INCTERADYNE INC NOTEprincipal12,700,000$16.9M-800,000
WRIGHT MED GROUP INCWRIGHT MED GROUP INC NOTE 2.000% 2/1principal15,100,000$16.6M+1,000,000
SILICON LABORATORIES INCSILICON LABORATORIES INC NOTE 1.375% 3/0principal13,050,000$16M-1,750,000
INPHI CORPINPHI CORP NOTE 0.750% 9/0principal15,720,000$15M-4,280,000
PANDORA MEDIA INCPANDORA MEDIA INC NOTE 1.750%12/0principal12,632,000$12.2M-7,315,000
PROSPECT CAP CORPPROSPECT CAP CORP NOTE 4.950% 7/1principal10,707,000$10.7Mnew
MICROCHIP TECHNOLOGY INC.MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1principal8,610,000$10.2M+1,300,000
CTRIP COM INTL LTDCTRIP COM INTL LTD DBCV 1.990% 7/0principal8,412,000$9.77M-9,300,000
BLACKSTONE MORTGAGE TRUST INBLACKSTONE MORTGAGE TRUST IN NOTE 4.375% 5/0principal7,860,000$7.78M-2,140,000
ASSERTIO THERAPEUTICS INCASSERTIO THERAPEUTICS INC NOTE 2.500% 9/0principal8,500,000$7.03M+1,500,000
OSI SYSTEMS INCOSI SYSTEMS INC NOTE 1.250% 9/0principal5,910,000$5.76M-4,090,000
QIAGEN NVQIAGEN NV DEBT 0.375% 3/1principal3,800,000$4.88M0
PROSPECT CAPITAL CORPORATIONPROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1principal3,000,000$3.12M0
TRIP COM GROUP LTDTRIP COM GROUP LTD DBCV 1.250% 9/1principal1,740,000$1.8M+400,000

Sold out in Q2 2018

Positions in the previous quarter's report that this quarter's report no longer lists.

SecurityShares beforeValue beforeType
MONSANTO CO NEWMONSANTO CO NEW880,500$103Mshares
PALO ALTO NETWORKS INCPALO ALTO NETWORKS INC22,500,000$37.2Mprincipal
TIME WARNER INCTIME WARNER INC345,500$32.7Mshares
DISH NETWORK CORPORATIONDISH NETWORK CORPORATION27,000,000$23.9Mprincipal
LOWLOWES COS INC245,000$21.5Mshares
ANTHEM INCANTHEM INC4,500,000$13.7Mprincipal
HDHOME DEPOT INC75,000$13.4Mput
BIOMARIN PHARMACEUTICAL INCBIOMARIN PHARMACEUTICAL INC12,000,000$11.3Mprincipal
TESLA INCTESLA INC10,000,000$9.98Mprincipal
ALDER BIOPHARMACEUTICALS INCALDER BIOPHARMACEUTICALS INC8,500,000$7.85Mprincipal
LITELUMENTUM HLDGS INC74,231$4.74Mshares
THERAVANCE INCTHERAVANCE INC4,150,000$4.47Mprincipal
BITAUTO HLDGS LTDBITAUTO HLDGS LTD206,987$4.38Mshares
MTGE INVT CORP COMMTGE INVT CORP COM224,200$4.01Mshares
IQIQIYI INC250,000$3.9Mshares
GHGGREENTREE HOSPITALITY GROUP275,000$3.51Mshares
RITMRITHM CAPITAL CORP200,000$3.29Mshares
MICROSEMI CORPMICROSEMI CORP26,500$1.72Mshares
WBWEIBO CORP13,948$1.67Mshares
LIBERTY EXPEDIA HLDGS INCLIBERTY EXPEDIA HLDGS INC38,698$1.52Mshares
TWENTY FIRST CENTY FOX INCTWENTY FIRST CENTY FOX INC40,500$1.49Mshares
CAVIUM INCCAVIUM INC18,500$1.47Mshares
SANCHEZ ENERGY CORPSANCHEZ ENERGY CORP409,800$1.28Mshares
SOGOU INC ADR REPSTG ASOGOU INC ADR REPSTG A150,000$1.24Mshares
WALGREENS BOOTS ALLIANCE INCWALGREENS BOOTS ALLIANCE INC18,500$1.21Mshares
BILIBILIBILI INC100,000$1.1Mshares
CYHCOMMUNITY HEALTH SYS INC NEW270,000$1.07Mshares
ORBITAL ATK INCORBITAL ATK INC6,500$862Kshares
APPTIO INCAPPTIO INC29,500$836Kshares
PENNEY J C INCPENNEY J C INC250,000$756Kshares
NXSTAGE MEDICAL INCNXSTAGE MEDICAL INC21,500$534Kshares
EXPRESS SCRIPTS HLDG COEXPRESS SCRIPTS HLDG CO7,500$518Kshares
U S SILICA HLDGS INCU S SILICA HLDGS INC15,000$383Kshares
WRIGHT MED GROUP N VWRIGHT MED GROUP N V10,000$198Kshares

How Q2 2018 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0001085146-18-002015 base2018-08-13acceptance time not in the bulk data set