13F-HR 1 cqscayman4q2012.txt CQS CAYMAN LIMITED PARTNERSHIP UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2012 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: CQS Cayman Limited Partnership Address: HF Fund Services Limited P.O. Box 242 / 45 Market Street, Gardenia Court Camana Bay, Grand Cayman, Cayman Islands KY1-1104 13F File Number: 028-13132 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Kevin Jones as general partner for and on behalf of CQS Cayman Limited Partnership Title: Director - CQS Cayman General Partner Phone: +44 15 3451 3006 Signature, Place, and Date of Signing: /s/ Kevin Jones Jersey, Channel Islands, UK February 11, 2013 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 5 Form 13F Information Table Entry Total: 83 Form 13F Information Table Value Total: $852,991 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. No. 13F File Number Name 01 028-13136 CQS (UK) LLP 02 028-13133 CQS (Hong Kong) Limited 03 028-13134 CQS Asset Management Limited 04 028-13237 CQS (US) LLC 05 028-14695 CQS Cayman Management Ltdd FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- AGNICO EAGLE MINES LTD COM 008474108 3932 75000 SH DEFINED 1 2 3 4 5 0 75000 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 393 17000 SH DEFINED 1 2 3 4 5 0 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 8348 236500 SH DEFINED 1 2 3 4 5 0 236500 0 AMGEN INC NOTE 0.375% 2/0 031162AQ3 12675 11300000 PRN DEFINED 1 2 3 4 5 0 0 0 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 44173 44000000 PRN DEFINED 1 2 3 4 5 0 0 0 BAYTEX ENERGY CORP COM 07317Q105 885 20500 SH DEFINED 1 2 3 4 5 0 20500 0 BHP BILLITON LTD SPONSORED ADR 088606108 32955 428760 SH DEFINED 1 2 3 4 5 0 0 0 CAMECO CORP COM 13321L108 5528 280000 SH DEFINED 1 2 3 4 5 0 280000 0 CARNIVAL CORP PAIRED CTF 143658300 39950 1102532 SH DEFINED 1 2 3 4 5 0 1102532 0 CMS ENERGY CORP NOTE 5.500% 6/1 125896BD1 8746 4900000 PRN DEFINED 1 2 3 4 5 0 0 0 COMCAST CORP NEW CL A SPL 20030N200 13046 363194 SH DEFINED 1 2 3 4 5 0 363194 0 COPA HOLDINGS SA CL A P31076105 1168 11740 SH DEFINED 1 2 3 4 5 0 11740 0 DENISON MINES CORP COM 248356107 744 600000 SH DEFINED 1 2 3 4 5 0 600000 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 10553 6610000 PRN DEFINED 1 2 3 4 5 0 0 0 ELDORADO GOLD CORP NEW COM 284902103 8177 635000 SH DEFINED 1 2 3 4 5 0 635000 0 ENERSYS COM 29275Y102 653 17357 SH DEFINED 1 2 3 4 5 0 17357 0 FIRST MAJESTIC SILVER CORP COM 32076V103 5559 275000 SH DEFINED 1 2 3 4 5 0 275000 0 FIRSTSERVICE CORP SDCV 6.500%12/3 33761NAA7 2794 2500000 PRN DEFINED 1 2 3 4 5 0 0 0 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 9515 5950000 PRN DEFINED 1 2 3 4 5 0 0 0 FOREST OIL CORP COM PAR $0.01 346091705 221 33000 SH DEFINED 1 2 3 4 5 0 33000 0 FORTUNA SILVER MINES INC COM 349915108 3555 850000 SH DEFINED 1 2 3 4 5 0 850000 0 GENERAL CABLE CORP DEL NEW COM 369300108 615 20211 SH DEFINED 1 2 3 4 5 0 20211 0 GENWORTH FINL INC COM CL A 37247D106 2741 365000 SH DEFINED 1 2 3 4 5 0 365000 0 GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 41492 24600000 PRN DEFINED 1 2 3 4 5 0 0 0 GOLDCORP INC NEW COM 380956409 2750 75000 SH DEFINED 1 2 3 4 5 0 75000 0 GRAN TIERRA ENERGY INC COM 38500T101 772 140000 SH DEFINED 1 2 3 4 5 0 140000 0 HEICO CORP NEW CL A 422806208 2558 80000 SH DEFINED 1 2 3 4 5 0 80000 0 HUDBAY MINERALS INC COM 443628102 404 40000 SH DEFINED 1 2 3 4 5 0 40000 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 39459 33192000 PRN DEFINED 1 2 3 4 5 0 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1108 67333 SH DEFINED 1 2 3 4 5 0 0 0 JOHNSON CTLS INC COM 478366107 749 24411 SH DEFINED 1 2 3 4 5 0 24411 0 KINROSS GOLD CORP COM NO PAR 496902404 967 100000 SH DEFINED 1 2 3 4 5 0 100000 0 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 32680 32000000 PRN DEFINED 1 2 3 4 5 0 0 0 LIBERTY GLOBAL INC COM SER C 530555309 34471 586745 SH DEFINED 1 2 3 4 5 0 586745 0 LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 10993 7500000 PRN DEFINED 1 2 3 4 5 0 0 0 LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 17885 17000000 PRN DEFINED 1 2 3 4 5 0 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 327 7050 SH DEFINED 1 2 3 4 5 0 7050 0 MEDIVATION INC NOTE 2.625% 4/0 58501NAA9 580 450000 PRN DEFINED 1 2 3 4 5 0 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 84065 83500000 PRN DEFINED 1 2 3 4 5 0 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 19045 15000000 PRN DEFINED 1 2 3 4 5 0 0 0 MOLEX INC CL A 608554200 6834 306170 SH DEFINED 1 2 3 4 5 0 306170 0 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 7680 7500000 PRN DEFINED 1 2 3 4 5 0 0 0 MOLYCORP INC DEL NOTE 6.000% 9/0 608753AF6 6423 6250000 PRN DEFINED 1 2 3 4 5 0 0 0 MOUNTAIN PROV DIAMONDS INC COM NEW 62426E402 2050 524999 SH DEFINED 1 2 3 4 5 0 524999 0 MYLAN INC NOTE 3.750% 9/1 628530AJ6 22464 10500000 PRN DEFINED 1 2 3 4 5 0 0 0 NASH FINCH CO FRNT 1.631% 3/1 631158AD4 4018 8500000 PRN DEFINED 1 2 3 4 5 0 0 0 NATIONAL RETAIL PPTYS INC NOTE 5.125% 6/1 637417AC0 11618 9500000 PRN DEFINED 1 2 3 4 5 0 0 0 NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 1389 55979 SH DEFINED 1 2 3 4 5 0 55979 0 NEW GOLD INC CDA COM 644535106 1654 150000 SH DEFINED 1 2 3 4 5 0 150000 0 NEWS CORP CL B 65248E203 104688 3989633 SH DEFINED 1 2 3 4 5 0 3989633 0 NEXEN INC COM 65334H102 5392 200400 SH DEFINED 1 2 3 4 5 0 200400 0 NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 1502 30000 PRN DEFINED 1 2 3 4 5 0 0 0 NOKIA CORP SPONSORED ADR 654902204 5135 1300000 SH DEFINED 1 2 3 4 5 0 0 0 OMNICARE INC NOTE 3.750%12/1 681904AN8 7057 4775000 PRN DEFINED 1 2 3 4 5 0 0 0 OMNICOM GROUP INC NOTE 7/3 681919AV8 5269 5000000 PRN DEFINED 1 2 3 4 5 0 0 0 OMNICOM GROUP INC NOTE 7/0 682134AA9 12818 12000000 PRN DEFINED 1 2 3 4 5 0 0 0 PENGROWTH ENERGY CORP COM 70706P104 638 128570 SH DEFINED 1 2 3 4 5 0 128570 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 13355 685920 SH DEFINED 1 2 3 4 5 0 0 0 ROYAL GOLD INC COM 780287108 2441 30000 SH DEFINED 1 2 3 4 5 0 30000 0 ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 559 500000 PRN DEFINED 1 2 3 4 5 0 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 24084 704661 SH DEFINED 1 2 3 4 5 0 0 0 SANDSTORM GOLD LTD COM NEW 80013R206 601 50000 SH DEFINED 1 2 3 4 5 0 50000 0 SILVER WHEATON CORP COM 828336107 15708 435000 SH DEFINED 1 2 3 4 5 0 435000 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 712 12355 SH DEFINED 1 2 3 4 5 0 0 0 SOURCEFIRE INC COM 83616T108 2361 50000 SH DEFINED 1 2 3 4 5 0 50000 0 SPDR GOLD TRUST GOLD SHS 78463V107 4861 30000 SH DEFINED 1 2 3 4 5 0 30000 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 4998 5150000 PRN DEFINED 1 2 3 4 5 0 0 0 TAHOE RES INC COM 873868103 4308 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CORP COM NEW 943526301 359 500000 SH DEFINED 1 2 3 4 5 0 500000 0 YAMANA GOLD INC COM 98462Y100 4311 250000 SH DEFINED 1 2 3 4 5 0 250000 0 YM BIOSCIENCES INC COM 984238105 16664 5806194 SH DEFINED 1 2 3 4 5 0 5806194 0