Director of CQS Cayman GP on behalf of CQS Cayman LP

0001085146-14-001106.txt : 20140514 0001085146-14-001106.hdr.sgml : 20140514 20140514135248 ACCESSION NUMBER: 0001085146-14-001106 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140331 FILED AS OF DATE: 20140514 DATE AS OF CHANGE: 20140514 EFFECTIVENESS DATE: 20140514 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: 14840624 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 03-31-2014 03-31-2014 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 Director of CQS Cayman GP on behalf of CQS Cayman LP 44 15 3451 3006 /s/ Kevin Jones Channel Islands X0 05-14-2014 5 98 1235688 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 AMERICAN AIRLS GROUP INCCOM02376R1025964162947SHDFND1 2 3 4 501629470AMERICAN RLTY CAP PPTYS INCNOTE 3.000% 8/002917TAA24366040780000PRNDFND1 2 3 4 5000AMERICAN RLTY CAP PPTYS INCNOTE 3.750%12/102917TAB055115000000PRNDFND1 2 3 4 5000APACHE CORPCOM037411105176621294SHDFND1 2 3 4 50212940APACHE CORPCOM03741110516590200000SHCallDFND1 2 3 4 502000000AVIANCA HLDGS SASPON ADR REP PFD05367G1005659331942SHDFND1 2 3 4 503319420BEAM INCCOM07373010310179122200SHDFND1 2 3 4 501222000BHP BILLITON LTDSPONSORED ADR08860610860905898914SHDFND1 2 3 4 508989140BRASKEM S ASP ADR PFD A10553210531220000SHDFND1 2 3 4 50200000CADIZ INCCOM NEW12753720717625000SHDFND1 2 3 4 50250000CATERPILLAR INC DELCOM14912310112421125000SHPutDFND1 2 3 4 501250000CATERPILLAR INC DELCOM1491231014674700SHDFND1 2 3 4 5047000CEMENTOS PACASMAYO S A ASPON ADR REP 515126Q10910812279SHDFND1 2 3 4 50122790CEMEX SAB DE CVNOTE 3.750% 3/1151290BC62597218109000PRNDFND1 2 3 4 5000CITIGROUP INCCOM NEW17296742432030672900SHDFND1 2 3 4 506729000CMS ENERGY CORPNOTE 5.500% 6/1125896BD165253000000PRNDFND1 2 3 4 5000COMCAST CORP NEWCL A SPL20030N20036890756419SHDFND1 2 3 4 507564190CONCHO RES INCCOM20605P101346728300SHDFND1 2 3 4 50283000DEALERTRACK TECHNOLOGIES INCNOTE 1.500% 3/1242309AB871325000000PRNDFND1 2 3 4 5000DEVON ENERGY CORP NEWCOM25179M103568985000SHDFND1 2 3 4 50850000DISCOVERY COMMUNICATNS NEWCOM SER C25470F302229329757SHDFND1 2 3 4 50297570E M C CORP MASSCOM26864810217817650000SHPutDFND1 2 3 4 506500000E M C CORP MASSCOM268648102174463643SHDFND1 2 3 4 50636430E M C CORP MASSCOM26864810210964400000SHCallDFND1 2 3 4 504000000EASTMAN CHEM COCOM27743210012932150000SHCallDFND1 2 3 4 501500000EBAY INCCOM27864210313810250000SHCallDFND1 2 3 4 502500000ENERGEN CORPCOM29265N1087519290SHDFND1 2 3 4 5092900ETFS PALLADIUM TRSH BEN INT26923A1065297000SHDFND1 2 3 4 5070000FIDELITY NATIONAL FINANCIALNOTE 4.250% 8/131620RAE52694216980000PRNDFND1 2 3 4 5000FORD MTR CO DELNOTE 4.250%11/1345370CN8124406800000PRNDFND1 2 3 4 5000FOREST LABS INCCOM34583810623068250000SHDFND1 2 3 4 502500000FREEPORT-MCMORAN COPPER & GOCOM35671D8574783144646SHDFND1 2 3 4 501446460FREEPORT-MCMORAN COPPER & GOCOM35671D8578268250000SHPutDFND1 2 3 4 502500000GENERAL MTRS CO*W EXP 07/10/20137045V1187265SHDFND1 2 3 4 502650GENERAL MTRS CO*W EXP 07/10/20137045V1265265SHDFND1 2 3 4 502650GENERAL MTRS COCOM37045V10020652600000SHCallDFND1 2 3 4 506000000GENERAL MTRS COCOM37045V100395931150292SHDFND1 2 3 4 5011502920GILEAD SCIENCES INCNOTE 1.625% 5/0375558AP8164285250000PRNDFND1 2 3 4 5000GOL LINHAS AEREAS INTLG S ASP ADR REP PFD38045R107972200000SHDFND1 2 3 4 502000000GOLDCORP INC NEWNOTE 2.000% 8/0380956AB81915919000000PRNDFND1 2 3 4 5000GOODRICH PETE CORPCOM NEW38241040563240000SHDFND1 2 3 4 50400000GRANA Y MONTERO S A ASPONSORED ADR38500P2081885109206SHDFND1 2 3 4 501092060HEICO CORP NEWCL A422806208296768341SHDFND1 2 3 4 50683410HOLLYFRONTIER CORPCOM43610610847610000SHDFND1 2 3 4 50100000HUDSON CITY BANCORPCOM443683107273912786493SHDFND1 2 3 4 5027864930HUNTSMAN CORPCOM447011107126051600SHDFND1 2 3 4 50516000HUNTSMAN CORPCOM4470111076105250000SHPutDFND1 2 3 4 502500000INTEL CORPSDCV 3.250% 8/0458140AF71892713500000PRNDFND1 2 3 4 5000INVENSENSE INCCOM46123D20574331400SHDFND1 2 3 4 50314000ITAU UNIBANCO HLDG SASPON ADR REP PFD4655621064399296003SHDFND1 2 3 4 502960030JARDEN CORPNOTE 1.875% 9/1471109AH14125029656000PRNDFND1 2 3 4 5000KKR FINL HLDGS LLCCOM48248A306190501646475SHDFND1 2 3 4 5016464750LAREDO PETROLEUM INCCOM5168061063044117700SHDFND1 2 3 4 501177000LSI CORPORATIONCOM502161102166061500100SHDFND1 2 3 4 5015001000MARATHON OIL CORPCOM5658491064344122300SHDFND1 2 3 4 501223000MICRON TECHNOLOGY INCNOTE 2.375% 5/0595112AW356892250000PRNDFND1 2 3 4 5000MICRON TECHNOLOGY INCNOTE 3.125% 5/0595112AX149882000000PRNDFND1 2 3 4 5000NATIONAL WESTMINSTER BK PLCSPON ADR C638539882118346330SHDFND1 2 3 4 50463300NEWMONT MINING CORPCOM651639106143061000SHDFND1 2 3 4 50610000NEWS CORP NEWCL B65249B208229041371533SHDFND1 2 3 4 5013715330OMNICARE INCNOTE 3.750%12/1681904AN883213650000PRNDFND1 2 3 4 5000PALO ALTO NETWORKS INCCOM697435105230533600SHDFND1 2 3 4 50336000PERMIAN BASIN RTY TRUNIT BEN INT71423610633025000SHDFND1 2 3 4 50250000PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V10127820000SHDFND1 2 3 4 50200000PRICELINE COM INCDEBT 1.000% 3/1741503AQ924031700000PRNDFND1 2 3 4 5000PROSPECT CAPITAL CORPORATIONNOTE 5.750% 3/174348TAL61926618000000PRNDFND1 2 3 4 5000ROSETTA RESOURCES INCCOM777779307354076000SHDFND1 2 3 4 50760000ROYAL GOLD INCCOM780287108281845000SHDFND1 2 3 4 50450000SANDISK CORPNOTE 1.500% 8/180004CAD32796516980000PRNDFND1 2 3 4 5000SEACOR HOLDINGS INCNOTE 2.500%12/1811904AM32594821570000PRNDFND1 2 3 4 5000SHIP FINANCE INTERNATIONAL LNOTE 3.250% 2/0G81075AE639033500000PRNDFND1 2 3 4 5000SHIP FINANCE INTERNATIONAL LSHSG810751063580199200SHDFND1 2 3 4 501992000SONY CORPADR NEW8356993073160165303SHDFND1 2 3 4 501653030SPDR GOLD TRUSTGOLD SHS78463V107185415000SHDFND1 2 3 4 50150000STARWOOD PPTY TR INCNOTE 4.000% 1/185571BAB12431021070000PRNDFND1 2 3 4 5000STERLITE INDS INDIA LTDNOTE 4.000%10/3859737AB41341913150000PRNDFND1 2 3 4 5000STILLWATER MNG CONOTE 1.750%10/186074QAL689436850000PRNDFND1 2 3 4 5000STONEGATE MTG CORPCOM86181Q30012263825215SHDFND1 2 3 4 508252150SYMANTEC CORPCOM87150310814978750000SHCallDFND1 2 3 4 507500000TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR8740391007563377755SHDFND1 2 3 4 503777550TELEFLEX INCNOTE 3.875% 8/0879369AA49557453460000PRNDFND1 2 3 4 5000TESLA MTRS INCNOTE 1.500% 6/088160RAA996325350000PRNDFND1 2 3 4 5000TIME WARNER CABLE INCCOM88732J207672249000SHDFND1 2 3 4 50490000TWENTY FIRST CENTY FOX INCCL B90130A2001604595156133SHDFND1 2 3 4 5051561330UNITED MICROELECTRONICS CORPSPON ADR NEW91087340546162219238SHDFND1 2 3 4 5022192380UNITED PARCEL SERVICE INCCL B9113121061461500SHDFND1 2 3 4 5015000UNITED PARCEL SERVICE INCCL B9113121069738100000SHPutDFND1 2 3 4 501000000UNITED RENTALS INCCOM91136310911867125000SHDFND1 2 3 4 501250000UNITED THERAPEUTICS CORP DELNOTE 1.000% 9/191307CAF941202100000PRNDFND1 2 3 4 5000UR ENERGY INCCOM91688R10826151687096SHDFND1 2 3 4 5016870960URANERZ ENERGY CORPCOM91688T10421371228181SHDFND1 2 3 4 5012281810URANIUM ENERGY CORPCOM91689610321121600000SHDFND1 2 3 4 5016000000URANIUM RES INCCOM PAR$0.001NEW9169016063813673SHDFND1 2 3 4 50136730VALE S AADR REPSTG PFD91912E2043068246390SHDFND1 2 3 4 502463900VERIZON COMMUNICATIONS INCCOM92343V1048320174900SHDFND1 2 3 4 501749000VIACOM INC NEWCL A92553P10210760126200SHDFND1 2 3 4 501262000WELLPOINT INCNOTE 2.750%10/194973VBG1132389000000PRNDFND1 2 3 4 5000WRIGHT MED GROUP INCNOTE 2.000% 8/198235TAC135262600000PRNDFND1 2 3 4 5000