Institution Information
Reportee Signature Date Report period Total Entries Total Value($)
CQS CAYMAN LP 08-09-2019 06-30-2019 151 2,508,494,000
Institutional Holdings
Issuer Class Position Value Shares Portfolio Percentage (%) Previous Percentage (%) Shares Delta Shares Delta(%)
ISHARES TR IBOXX INV CP ETF 1 $499,870,000 4,019,226 19.93 36.42 -2,787,774 -40.95
DISCOVERY INC COM SER C 2 $165,838,000 5,829,106 6.61 5.12 1,347,163 30.06
SERVICENOW INC NOTE 6/0 3 $118,341,000 57,500,000 4.72 4.78 0 0.00
HUBSPOT INC NOTE 0.250% 6/0 4 $102,103,000 55,000,000 4.07 3.95 6,500,000 13.40
SPDR S&P 500 ETF TR TR UNIT 5 $92,295,000 315,000 3.68 315,000 +Inf
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 6 $77,438,000 20,000,000 3.09 2.94 0 0.00
WORKDAY INC NOTE 0.250%10/0 7 $62,396,000 41,720,000 2.49 3.41 -11,780,000 -22.02
ALPHABET INC CAP STK CL A 8 $59,120,000 54,598 2.36 2.59 5,653 11.55
ADVANCED MICRO DEVICES INC COM 9 $51,689,000 1,701,980 2.06 1,701,980 +Inf
BOEING CO COM 10 $45,501,000 125,000 1.81 125,000 +Inf
COUPA SOFTWARE INC NOTE 0.375% 1/1 11 $42,766,000 15,000,000 1.70 15,000,000 +Inf
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 12 $36,829,000 30,000,000 1.47 1.58 1,683,000 5.94
BHP GROUP LTD SPONSORED ADS 13 $36,806,000 631,027 1.47 1.28 111,407 21.44
WELLS FARGO CO NEW COM 14 $35,490,000 750,000 1.41 750,000 +Inf
PRICELINE GRP INC NOTE 0.900% 9/1 15 $34,501,000 30,100,000 1.38 1.25 5,000,000 19.92
CME GROUP INC COM 16 $34,301,000 176,709 1.37 176,709 +Inf
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 17 $33,453,000 884,771 1.33 1.42 56,080 6.77
WRIGHT MED GROUP INC NOTE 2.000% 2/1 Liquidated $0 0 2.24 30,486,000 +Inf
UNDER ARMOUR INC CL C 19 $31,152,000 1,403,271 1.24 0.48 837,740 148.13
DISCOVERY INC COM SER A Liquidated $30,700,000 1,000,000 1.22 1.88 1,000,000 +Inf
WILLIAMS COS INC DEL COM 21 $29,442,000 1,050,000 1.17 1.79 -340,000 -24.46
CAESARS ENTMT CORP NOTE 5.000%10/0 Liquidated $0 0 1.30 1.38 4,000,000 25.00
RTI INTL METALS INC NOTE 1.625%10/1 23 $26,819,000 26,500,000 1.07 0.49 15,493,000 140.76
NICE SYS INC NOTE 1.250% 1/1 24 $25,566,000 15,000,000 1.02 1.06 -500,000 -3.23
PRICELINE GRP INC NOTE 0.350% 6/1 25 $25,158,000 17,500,000 1.00 1.52 -7,500,000 -30.00
J2 GLOBAL INC NOTE 3.250% 6/1 26 $24,444,000 17,500,000 0.97 2.05 -16,300,000 -48.22
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 Liquidated $0 0 1.65 20,000,000 +Inf
TERADYNE INC NOTE 1.250%12/1 28 $23,163,000 14,250,000 0.92 0.66 3,800,000 36.36
WRIGHT MED GROUP N V NOTE 2.250%11/1 29 $22,296,000 15,000,000 0.89 15,000,000 +Inf
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 30 $21,197,000 18,000,000 0.85 18,000,000 +Inf
WHITING PETE CORP NEW NOTE 1.250% 4/0 31 $20,485,000 21,000,000 0.82 0.96 -1,000,000 -4.55
SILICON LABORATORIES INC NOTE 1.375% 3/0 32 $20,212,000 16,200,000 0.81 0.72 1,500,000 10.20
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 33 $19,892,000 17,638,000 0.79 0.79 2,000,000 12.79
ILLUMINA INC NOTE 6/1 Liquidated $0 0 0.89 3.04 -19,900,000 -55.20
CENTRAL GARDEN & PET CO CL A NON-VTG 35 $19,335,000 784,735 0.77 0.86 -34,914 -4.26
FOX CORP CL A COM 36 $18,673,000 509,629 0.74 509,629 +Inf
NUTANIX INC NOTE 1/1 37 $18,625,000 20,000,000 0.74 20,000,000 +Inf
SQUARE INC NOTE 0.500% 5/1 38 $18,302,000 15,300,000 0.73 15,300,000 +Inf
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 39 $17,704,000 493,684 0.71 0.77 -9,224 -1.83
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 40 $17,040,000 14,360,000 0.68 0.51 4,000,000 38.61
MELLANOX TECHNOLOGIES LTD SHS 41 $15,217,000 137,500 0.61 0.09 119,806 677.10
AKAMAI TECHNOLOGIES INC DBCV 2/1 Liquidated $0 0 1.03 15,000,000 +Inf
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 43 $14,849,000 15,000,000 0.59 1.10 -10,000,000 -40.00
RED HAT INC COM 44 $14,645,000 78,000 0.58 0.32 38,500 97.47
KOHLS CORP COM 45 $14,553,000 306,000 0.58 306,000 +Inf
TESLA INC NOTE 1.250% 3/0 46 $14,310,000 15,000,000 0.57 15,000,000 +Inf
EURONET WORLDWIDE INC NOTE 1.500%10/0 Liquidated $0 0 0.63 1.81 -11,400,000 -61.73
QIAGEN NV DEBT 1.000%11/1 48 $13,845,000 12,400,000 0.55 12,400,000 +Inf
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 49 $13,570,000 12,650,000 0.54 12,650,000 +Inf
AMBAC FINL GROUP INC COM NEW 50 $13,481,000 800,010 0.54 0.35 365,010 83.91
LIBERTY EXPEDIA HLDGS INC SER A COM 51 $13,374,000 279,831 0.53 0.57 -18,225 -6.11
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