0001085146-14-001628.txt : 20140812 0001085146-14-001628.hdr.sgml : 20140812 20140811165242 ACCESSION NUMBER: 0001085146-14-001628 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140630 FILED AS OF DATE: 20140811 DATE AS OF CHANGE: 20140811 EFFECTIVENESS DATE: 20140811 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CQS Cayman LP CENTRAL INDEX KEY: 0001431256 IRS NUMBER: 000000000 STATE OF INCORPORATION: E9 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13132 FILM NUMBER: 141031258 BUSINESS ADDRESS: STREET 1: HF FUND SERVICES LIMITED, P.O. BOX 242 STREET 2: 45 MARKET STREET, GARDENIA COURT CITY: CAMANA BAY, GRAND CAYMAN STATE: E9 ZIP: KY1-1104 BUSINESS PHONE: 0013459499900 MAIL ADDRESS: STREET 1: HF FUND SERVICES LIMITED, P.O. BOX 242 STREET 2: 45 MARKET STREET, GARDENIA COURT CITY: CAMANA BAY, GRAND CAYMAN STATE: E9 ZIP: KY1-1104 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001431256 XXXXXXXX 06-30-2014 06-30-2014 CQS Cayman LP

HF FUND SERVICES LIMITED, P.O. BOX 242 45 MARKET STREET, GARDENIA COURT CAMANA BAY, GRAND CAYMAN E9 KY1-1104

13F HOLDINGS REPORT 028-13132 N Kevin Jones 44 15 3451 3006 /s/ Kevin Jones Channel Islands X0 08-11-2014 5 123 1623822 false 01 0001438311 028-13136 CQS (UK) LLP 02 0001435249 028-13133 CQS (HONG KONG) LTD 03 0001435116 028-13134 CQS ASSET MANAGEMENT Ltd 04 0001447946 028-13237 CQS (US), LLC 05 0001538573 028-14695 CQS Cayman Management Ltd INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W105143137360SHDFND1 2 3 4 501373600AMERICAN AIRLS GROUP INCCOM02376R102275164032SHDFND1 2 3 4 50640320AMERICAN RLTY CAP PPTYS INCNOTE 3.000% 8/002917TAA21849817950000PRNDFND1 2 3 4 5000AMGEN INCCOM03116210011837100000SHDFND1 2 3 4 501000000ANADARKO PETE CORPCOM032511107399636500SHDFND1 2 3 4 50365000APACHE CORPCOM03741110515093150000SHCallDFND1 2 3 4 501500000APACHE CORPCOM03741110510062100000SHPutDFND1 2 3 4 501000000APOLLO GLOBAL MGMT LLCCL A SHS0376123065053182300SHDFND1 2 3 4 501823000ARIAD PHARMACEUTICALS INCCOM04033A10063701000000SHDFND1 2 3 4 5010000000AVIANCA HLDGS SASPON ADR REP PFD05367G1005584347942SHDFND1 2 3 4 503479420BHP BILLITON LTDSPONSORED ADR08860610851088754071SHDFND1 2 3 4 507540710BHP BILLITON PLCSPONSORED ADR05545E209103415989SHDFND1 2 3 4 50159890CABLEVISION SYS CORPCL A NY CABLVS12686C10957432500SHDFND1 2 3 4 50325000CARNIVAL PLCADR14365C10347212470SHDFND1 2 3 4 50124700CATERPILLAR INC DELCOM14912310113584125000SHPutDFND1 2 3 4 501250000CEMENTOS PACASMAYO S A ASPON ADR REP 515126Q1098449835SHDFND1 2 3 4 50498350CEMEX SAB DE CVNOTE 3.250% 3/1151290BB84395230000000PRNDFND1 2 3 4 5000CEMEX SAB DE CVNOTE 3.750% 3/1151290BC62387815609000PRNDFND1 2 3 4 5000CITIGROUP INCCOM NEW17296742431694672900SHDFND1 2 3 4 506729000CITIGROUP INCCOM NEW1729674249420200000SHCallDFND1 2 3 4 502000000COMMUNITY HEALTH SYS INC NEWRIGHT 01/27/20162036681161612500000SHDFND1 2 3 4 5025000000CREDICORP LTDCOMG2519Y108508332693SHDFND1 2 3 4 50326930CUBIST PHARMACEUTICALS INCCOM2296781076982100000SHDFND1 2 3 4 501000000D R HORTON INCCOM23331A10937915414SHDFND1 2 3 4 50154140DEVON ENERGY CORP NEWCOM25179M103674985000SHDFND1 2 3 4 50850000E M C CORP MASSCOM26864810213170500000SHCallDFND1 2 3 4 505000000EASTMAN CHEM COCOM277432100219325107SHDFND1 2 3 4 50251070EASTMAN CHEM COCOM27743210013103150000SHCallDFND1 2 3 4 501500000EBAY INCCOM2786421037509150000SHPutDFND1 2 3 4 501500000EBAY INCCOM27864210310012200000SHCallDFND1 2 3 4 502000000ENSCO PLCSHS CLASS AG3157S106500190000SHCallDFND1 2 3 4 50900000ETFS PALLADIUM TRSH BEN INT26923A1065757000SHDFND1 2 3 4 5070000FIDELITY NATIONAL FINANCIALNOTE 4.250% 8/131620RAE54477926980000PRNDFND1 2 3 4 5000FORD MTR CO DELNOTE 4.250%11/1345370CN8140507000000PRNDFND1 2 3 4 5000FOREST LABS INCCOM34583810632670330000SHDFND1 2 3 4 503300000FORTINET INCCOM34959E109150860000SHDFND1 2 3 4 50600000FORTINET INCCOM34959E1096283250000SHPutDFND1 2 3 4 502500000FOSTER WHEELER AGCOMH2717810432170944218SHDFND1 2 3 4 509442180FREEPORT-MCMORAN COPPER & GOCOM35671D857338892824SHDFND1 2 3 4 50928240FREEPORT-MCMORAN COPPER & GOCOM35671D8579125250000SHPutDFND1 2 3 4 502500000FRESH MKT INCCOM35804H10633510000SHDFND1 2 3 4 50100000GENERAL MTRS COCOM37045V100508311400292SHDFND1 2 3 4 5014002920GILEAD SCIENCES INCNOTE 1.625% 5/0375558AP8191615250000PRNDFND1 2 3 4 5000GOLDCORP INC NEWNOTE 2.000% 8/0380956AB81857518400000PRNDFND1 2 3 4 5000GOODRICH PETE CORPCOM NEW382410405207075000SHDFND1 2 3 4 50750000GRAN TIERRA ENERGY INCCOM38500T1011198147500SHDFND1 2 3 4 501475000GRANA Y MONTERO S A ASPONSORED ADR38500P2081971109206SHDFND1 2 3 4 501092060HALLIBURTON COCOM406216101354449898SHDFND1 2 3 4 50498980HALLIBURTON COCOM4062161017101100000SHPutDFND1 2 3 4 501000000HEICO CORP NEWCL A422806208141234776SHDFND1 2 3 4 50347760HESS CORPCOM42809H107300030340SHDFND1 2 3 4 50303400HUDSON CITY BANCORPCOM443683107172031750000SHDFND1 2 3 4 5017500000HUNTSMAN CORPCOM44701110768824500SHDFND1 2 3 4 50245000HUNTSMAN CORPCOM4470111077025250000SHPutDFND1 2 3 4 502500000IDENIX PHARMACEUTICALS INCCOM45166R2046025250001SHDFND1 2 3 4 502500010ILLUMINA INCCOM452327109218812256SHDFND1 2 3 4 50122560INTEL CORPSDCV 3.250% 8/0458140AF72195714100000PRNDFND1 2 3 4 5000ISIS PHARMACEUTICALS INCCOM4643301095168150000SHDFND1 2 3 4 501500000ITAU UNIBANCO HLDG SASPON ADR REP PFD4655621063712258174SHDFND1 2 3 4 502581740JARDEN CORPNOTE 1.875% 9/1471109AH17497254016000PRNDFND1 2 3 4 5000KOHLS CORPCOM500255104171332514SHDFND1 2 3 4 50325140LAM RESEARCH CORPCOM5128071087248107251SHDFND1 2 3 4 501072510LAM RESEARCH CORPCOM51280710810137150000SHPutDFND1 2 3 4 501500000LAREDO PETROLEUM INCCOM516806106246679599SHDFND1 2 3 4 50795990LENNAR CORPCL A5260571043809060SHDFND1 2 3 4 5090600LIBERTY GLOBAL PLCSHS CL CG5480U12088320862SHDFND1 2 3 4 50208620LINNCO LLCCOMSHS LTD INT53578210660119200SHDFND1 2 3 4 50192000MARATHON OIL CORPCOM5658491067984200000SHCallDFND1 2 3 4 502000000MARVELL TECHNOLOGY GROUP LTDORDG5876H1057165500000SHCallDFND1 2 3 4 505000000MICRON TECHNOLOGY INCNOTE 2.375% 5/0595112AW377312250000PRNDFND1 2 3 4 5000MICRON TECHNOLOGY INCNOTE 3.125% 5/0595112AX166952000000PRNDFND1 2 3 4 5000NATIONAL WESTMINSTER BK PLCSPON ADR C63853988261723515SHDFND1 2 3 4 50235150NEWS CORP NEWCL B65249B208243931397902SHDFND1 2 3 4 5013979020NORTHSTAR RLTY FIN CORPCOM66704R1002607150000SHDFND1 2 3 4 501500000OREXIGEN THERAPEUTICS INCCOM6861641044079660040SHDFND1 2 3 4 506600400PALO ALTO NETWORKS INCCOM697435105255730500SHDFND1 2 3 4 50305000PENN VA CORPCOM707882106127175000SHDFND1 2 3 4 50750000PRICELINE GRP INCDEBT 1.000% 3/1741503AQ924171700000PRNDFND1 2 3 4 5000PRICELINE GRP INCNOTE 0.350% 6/1741503AS5101148500000PRNDFND1 2 3 4 5000PROSPECT CAPITAL CORPORATIONNOTE 5.750% 3/174348TAL61942718000000PRNDFND1 2 3 4 5000PROSPECT CAPITAL CORPORATIONNOTE 5.875% 1/174348TAM465146000000PRNDFND1 2 3 4 5000PULTE GROUP INCCOM74586710137318495SHDFND1 2 3 4 50184950REALOGY HLDGS CORPCOM75605Y1064148110000SHDFND1 2 3 4 501100000ROCKWOOD HLDGS INCCOM774415103228730100SHDFND1 2 3 4 50301000ROSETTA RESOURCES INCCOM77777930795217357SHDFND1 2 3 4 50173570ROYAL BK SCOTLAND GROUP PLCSP ADR PREF T78009771359723630SHDFND1 2 3 4 50236300ROYAL GOLD INCCOM7802871085337000SHDFND1 2 3 4 5070000SALESFORCE COM INCCOM79466L3022824861SHDFND1 2 3 4 5048610SANDISK CORPNOTE 1.500% 8/180004CAD310089049110000PRNDFND1 2 3 4 5000SEACOR HOLDINGS INCNOTE 2.500%12/1811904AM32489421570000PRNDFND1 2 3 4 5000SEADRILL LIMITEDSHSG7945E1055993150000SHPutDFND1 2 3 4 501500000SEADRILL LIMITEDSHSG7945E105102525650SHDFND1 2 3 4 50256500SHIP FINANCE INTERNATIONAL LNOTE 3.250% 2/0G81075AE611411000000PRNDFND1 2 3 4 5000SHIP FINANCE INTERNATIONAL LSHSG81075106169791300SHDFND1 2 3 4 50913000SPDR GOLD TRUSTGOLD SHS78463V107192115000SHDFND1 2 3 4 50150000SPIRIT RLTY CAP INC NEWNOTE 2.875% 5/184860WAA02993329800000PRNDFND1 2 3 4 5000STARWOOD PPTY TR INCNOTE 4.000% 1/185571BAB13608030850000PRNDFND1 2 3 4 5000STERLITE INDS INDIA LTDNOTE 4.000%10/3859737AB41209412000000PRNDFND1 2 3 4 5000STILLWATER MNG CONOTE 1.750%10/186074QAL6100816850000PRNDFND1 2 3 4 5000STONEGATE MTG CORPCOM86181Q30011512825215SHDFND1 2 3 4 508252150TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR8740391008080377755SHDFND1 2 3 4 503777550TELEFLEX INCNOTE 3.875% 8/0879369AA412895672711000PRNDFND1 2 3 4 5000TERNIUM SASPON ADR8808901083521126081SHDFND1 2 3 4 501260810TESLA MTRS INCCOM88160R101145604SHDFND1 2 3 4 506040TESLA MTRS INCNOTE 0.250% 3/088160RAB71689417300000PRNDFND1 2 3 4 5000TESLA MTRS INCNOTE 1.500% 6/088160RAA9108415350000PRNDFND1 2 3 4 5000TIME WARNER CABLE INCCOM88732J2071036470361SHDFND1 2 3 4 50703610TOLL BROTHERS INCCOM88947810337410131SHDFND1 2 3 4 50101310TWENTY FIRST CENTY FOX INCCL B90130A2001881815497539SHDFND1 2 3 4 5054975390UNITED MICROELECTRONICS CORPSPON ADR NEW91087340553482219238SHDFND1 2 3 4 5022192380UNITED THERAPEUTICS CORP DELNOTE 1.000% 9/191307CAF939662100000PRNDFND1 2 3 4 5000UR ENERGY INCCOM91688R10830122642296SHDFND1 2 3 4 5026422960URANERZ ENERGY CORPCOM91688T10418181228181SHDFND1 2 3 4 5012281810URANIUM ENERGY CORPCOM9168961031186760000SHDFND1 2 3 4 507600000URANIUM RES INCCOM PAR$0.001NEW9169016063513673SHDFND1 2 3 4 50136730VALE S AADR91912E10514811200SHDFND1 2 3 4 50112000VALE S AADR REPSTG PFD91912E2041623136412SHDFND1 2 3 4 501364120VIACOM INC NEWCL A92553P10210993126724SHDFND1 2 3 4 501267240VIVUS INCCOM9285511002639496000SHDFND1 2 3 4 504960000WELLPOINT INCNOTE 2.750%10/194973VBG111717475990000PRNDFND1 2 3 4 5000WHOLE FOODS MKT INCCOM9668371063863100000SHDFND1 2 3 4 501000000WRIGHT MED GROUP INCNOTE 2.000% 8/198235TAC1103887500000PRNDFND1 2 3 4 5000ZIMMER HLDGS INCCOM98956P102264825500SHDFND1 2 3 4 50255000