Institution Information
Reportee Signature Date Report period Total Entries Total AUM($)
CQS CAYMAN LP 11-11-2019 09-30-2019 153 2,264,603,000
Institutional Holdings
Issuer Class Position Value Shares Portfolio Percentage (%) Previous Percentage (%) Shares Delta Shares Delta(%) Date Reported
ISHARES TR IBOXX INV CP ETF 1 $344,083,000 2,699,110 15.19 19.93 -1,320,116 -32.85 09-30-2019
DISCOVERY INC COM SER C 2 $135,838,000 5,517,397 6.00 6.61 -311,709 -5.35 09-30-2019
SPDR S&P 500 ETF TR TR UNIT Liquidated $0 0 3.68 315,000 +Inf 09-30-2019
SERVICENOW INC NOTE 6/0 4 $91,260,000 47,500,000 4.03 4.72 -10,000,000 -17.39 09-30-2019
HUBSPOT INC NOTE 0.250% 6/0 5 $83,791,000 50,000,000 3.70 4.07 -5,000,000 -9.09 09-30-2019
WORKDAY INC NOTE 0.250%10/0 6 $78,637,000 60,000,000 3.47 2.49 18,280,000 43.82 09-30-2019
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 7 $74,485,000 20,000,000 3.29 3.09 0 0.00 09-30-2019
ALPHABET INC CAP STK CL A 8 $68,898,000 56,421 3.04 2.36 1,823 3.34 09-30-2019
ADVANCED MICRO DEVICES INC COM 9 $49,340,000 1,701,980 2.18 2.06 0 0.00 09-30-2019
BOEING CO COM 10 $45,656,000 120,000 2.02 1.81 -5,000 -4.00 09-30-2019
PRICELINE GRP INC NOTE 0.350% 6/1 11 $44,918,000 30,000,000 1.98 1.00 12,500,000 71.43 09-30-2019
ILLUMINA INC NOTE 8/1 12 $43,327,000 39,100,000 1.91 39,100,000 +Inf 09-30-2019
COUPA SOFTWARE INC NOTE 0.375% 1/1 Liquidated $0 0 1.70 15,000,000 +Inf 09-30-2019
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 14 $39,651,000 953,842 1.75 1.33 69,071 7.81 09-30-2019
PRICELINE GRP INC NOTE 0.900% 9/1 15 $38,452,000 33,200,000 1.70 1.38 3,100,000 10.30 09-30-2019
WELLS FARGO CO NEW COM 16 $37,830,000 750,000 1.67 1.41 0 0.00 09-30-2019
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 17 $37,825,000 32,000,000 1.67 1.47 2,000,000 6.67 09-30-2019
TERADYNE INC NOTE 1.250%12/1 18 $29,505,000 15,500,000 1.30 0.92 1,250,000 8.77 09-30-2019
WILLIAMS COS INC DEL COM Liquidated $0 0 1.17 1.79 -340,000 -24.46 09-30-2019
CAESARS ENTMT CORP NOTE 5.000%10/0 Liquidated $0 0 1.30 20,000,000 +Inf 06-30-2019
J2 GLOBAL INC NOTE 3.250% 6/1 21 $28,628,000 20,000,000 1.26 0.97 2,500,000 14.29 09-30-2019
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 22 $28,294,000 23,000,000 1.25 0.85 5,000,000 27.78 09-30-2019
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 23 $27,463,000 15,654,000 1.21 15,654,000 +Inf 09-30-2019
NICE SYS INC NOTE 1.250% 1/1 24 $26,833,000 15,000,000 1.18 1.02 0 0.00 09-30-2019
DISCOVERY INC COM SER A 25 $26,631,000 1,000,000 1.18 1.22 0 0.00 09-30-2019
FOX CORP CL A COM 26 $25,472,000 807,718 1.12 0.74 298,089 58.49 09-30-2019
ALLERGAN PLC SHS 27 $24,823,000 147,500 1.10 0.05 139,500 1743.75 09-30-2019
INSULET CORP NOTE 1.375%11/1 28 $23,996,000 13,000,000 1.06 13,000,000 +Inf 09-30-2019
RTI INTL METALS INC NOTE 1.625%10/1 29 $23,675,000 23,500,000 1.05 1.07 -3,000,000 -11.32 09-30-2019
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 30 $23,037,000 581,885 1.02 0.71 88,201 17.87 09-30-2019
SILICON LABORATORIES INC NOTE 1.375% 3/0 31 $22,868,000 17,500,000 1.01 0.81 1,300,000 8.02 09-30-2019
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 32 $22,029,000 19,200,000 0.97 0.54 6,550,000 51.78 09-30-2019
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 33 $20,740,000 16,060,000 0.92 0.68 1,700,000 11.84 09-30-2019
AMBAC FINL GROUP INC COM NEW 34 $20,665,000 1,056,995 0.91 0.54 256,985 32.12 09-30-2019
SQUARE INC NOTE 0.500% 5/1 35 $20,127,000 18,050,000 0.89 0.73 2,750,000 17.97 09-30-2019
MELLANOX TECHNOLOGIES LTD SHS 36 $20,110,000 183,500 0.89 0.61 46,000 33.45 09-30-2019
INTERDIGITAL INC NOTE 1.500% 3/0 37 $20,024,000 20,000,000 0.88 0.37 11,082,000 124.27 09-30-2019
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 38 $19,977,000 16,638,000 0.88 0.79 -1,000,000 -5.67 09-30-2019
ILLUMINA INC NOTE 6/1 Liquidated $0 0 0.89 16,150,000 +Inf 06-30-2019
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 40 $19,300,000 20,000,000 0.85 0.59 5,000,000 33.33 09-30-2019
NUTANIX INC NOTE 1/1 41 $18,725,000 20,000,000 0.83 0.74 0 0.00 09-30-2019
UNDER ARMOUR INC CL C 42 $18,627,000 1,027,412 0.82 1.24 -375,859 -26.78 09-30-2019
HEICO CORP NEW CL A 43 $18,477,000 189,878 0.82 0.51 67,151 54.72 09-30-2019
NOMAD FOODS LTD USD ORD SHS 44 $17,971,000 876,644 0.79 0.11 746,144 571.76 09-30-2019
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 45 $16,213,000 15,350,000 0.72 15,350,000 +Inf 09-30-2019
WESTERN DIGITAL CORP NOTE 1.500% 2/0 46 $15,729,000 16,300,000 0.69 16,300,000 +Inf 09-30-2019
SPLUNK INC NOTE 0.500% 9/1 47 $14,777,000 13,750,000 0.65 13,750,000 +Inf 09-30-2019
TESLA INC NOTE 1.250% 3/0 48 $14,698,000 15,000,000 0.65 0.57 0 0.00 09-30-2019
RED HAT INC COM Liquidated $0 0 0.58 0.32 38,500 97.47 09-30-2019
KOHLS CORP COM Liquidated $0 0 0.58 306,000 +Inf 09-30-2019
EURONET WORLDWIDE INC NOTE 1.500%10/0 Liquidated $0 0 0.63 7,068,000 +Inf 06-30-2019
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