0001085146-14-002046.txt : 20141029 0001085146-14-002046.hdr.sgml : 20141029 20141029100110 ACCESSION NUMBER: 0001085146-14-002046 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140930 FILED AS OF DATE: 20141029 DATE AS OF CHANGE: 20141029 EFFECTIVENESS DATE: 20141029 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: 141178920 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 09-30-2014 09-30-2014 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 10-29-2014 5 155 1683687 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 ADVANCED MICRO DEVICES INCCOM00790310721864020SHDFND1 2 3 4 50640200AMERICAN AIRLS GROUP INCCOM02376R102223763038SHDFND1 2 3 4 50630380AMERICAN RLTY CAP PPTYS INCNOTE 3.000% 8/002917TAA21799317950000PRNDFND1 2 3 4 5000AMGEN INCCOM031162100702350000SHDFND1 2 3 4 50500000ANADARKO PETE CORPCOM032511107457545100SHDFND1 2 3 4 50451000ANNALY CAP MGMT INCCOM03571040947144100SHDFND1 2 3 4 50441000APACHE CORPCOM037411105614565467SHDFND1 2 3 4 50654670APACHE CORPCOM0374111059387100000SHPutDFND1 2 3 4 501000000APOLLO GLOBAL MGMT LLCCL A SHS0376123068692364600SHDFND1 2 3 4 503646000ARIAD PHARMACEUTICALS INCCOM04033A10059401100000SHDFND1 2 3 4 5011000000AVALANCHE BIOTECHNOLOGIES INCOM05337G107112833000SHDFND1 2 3 4 50330000AVIANCA HLDGS SASPON ADR REP PFD05367G1005103371905SHDFND1 2 3 4 503719050BANK AMER CORPCOM0605051041705100000SHDFND1 2 3 4 501000000BARRICK GOLD CORPCOM06790110835824400SHDFND1 2 3 4 50244000BHP BILLITON LTDSPONSORED ADR08860610813959236795SHDFND1 2 3 4 502367950BHP BILLITON PLCSPONSORED ADR05545E209226540589SHDFND1 2 3 4 50405890BIOMARIN PHARMACEUTICAL INCCOM09061G101613485000SHDFND1 2 3 4 50850000BLACKHAWK NETWORK HLDGS INCCL A09238E1046583203802SHDFND1 2 3 4 502038020CABLEVISION SYS CORPCL A NY CABLVS12686C10956932500SHDFND1 2 3 4 50325000CANADIAN SOLAR INCCOM13663510960817000SHDFND1 2 3 4 50170000CARNIVAL PLCADR14365C1034629115258SHDFND1 2 3 4 501152580CATERPILLAR INC DELCOM14912310112379125000SHPutDFND1 2 3 4 501250000CEMEX SAB DE CVNOTE 3.250% 3/1151290BB88931763200000PRNDFND1 2 3 4 5000CITIGROUP INCCOM NEW17296742434870672900SHDFND1 2 3 4 506729000CITIGROUP INCCOM NEW17296742410364200000SHCallDFND1 2 3 4 502000000CITRIX SYS INCCOM177376100206128900SHDFND1 2 3 4 50289000CLOVIS ONCOLOGY INCCOM1894641005670125000SHDFND1 2 3 4 501250000COMMUNITY HEALTH SYS INC NEWRIGHT 01/27/2016203668116812500000SHDFND1 2 3 4 5025000000CONCHO RES INCCOM20605P101125410000SHDFND1 2 3 4 50100000COPA HOLDINGS SACL AP31076105225321000SHDFND1 2 3 4 50210000CORPBANCASPONSORED ADR21987A20951326687SHDFND1 2 3 4 50266870COVIDIEN PLCSHSG2554F113612670815SHDFND1 2 3 4 50708150CREDICORP LTDCOMG2519Y108442628858SHDFND1 2 3 4 50288580CUBIST PHARMACEUTICALS INCCOM2296781078293125000SHDFND1 2 3 4 501250000CUBIST PHARMACEUTICALS INCNOTE 1.125% 9/0229678AF421662000000PRNDFND1 2 3 4 5000DEVON ENERGY CORP NEWCOM25179M1038523125000SHDFND1 2 3 4 501250000DHT HOLDINGS INCSHS NEWY2065G1214774775000SHDFND1 2 3 4 507750000E M C CORP MASSCOM26864810223408800000SHCallDFND1 2 3 4 508000000EASTMAN CHEM COCOM2774321008089100000SHPutDFND1 2 3 4 501000000EASTMAN CHEM COCOM27743210011717144856SHDFND1 2 3 4 501448560EBAY INCCOM27864210311326200000SHCallDFND1 2 3 4 502000000EBAY INCCOM2786421038495150000SHPutDFND1 2 3 4 501500000ENERGIZER HLDGS INCCOM29266R10812322100000SHDFND1 2 3 4 501000000ETFS PALLADIUM TRSH BEN INT26923A1065267000SHDFND1 2 3 4 5070000FIBRIA CELULOSE S ASP ADR REP COM31573A1092809255300SHDFND1 2 3 4 502553000FIDELITY NATIONAL FINANCIALNOTE 4.250% 8/131620RAE54016424980000PRNDFND1 2 3 4 5000FIREEYE INCCOM31816Q1012819200SHDFND1 2 3 4 5092000FORD MTR CO DELCOM PAR $0.013453708602815190300SHDFND1 2 3 4 501903000FORD MTR CO DELCOM PAR $0.013453708608874600000SHPutDFND1 2 3 4 506000000FORD MTR CO DELNOTE 4.250%11/1345370CN8107476200000PRNDFND1 2 3 4 5000FORTINET INCCOM34959E10980631905SHDFND1 2 3 4 50319050FORTINET INCCOM34959E1096316250000SHPutDFND1 2 3 4 502500000FOSTER WHEELER AGCOMH2717810430045944218SHDFND1 2 3 4 509442180FREEPORT-MCMORAN INCCL B35671D8573427105102SHDFND1 2 3 4 501051020FREEPORT-MCMORAN INCCL B35671D8576530200000SHCallDFND1 2 3 4 502000000FREEPORT-MCMORAN INCCL B35671D8578163250000SHPutDFND1 2 3 4 502500000FRESH MKT INCCOM35804H10634910000SHDFND1 2 3 4 50100000GENERAL MTRS CO*W EXP 07/10/20137045V1186265SHDFND1 2 3 4 502650GENERAL MTRS CO*W EXP 07/10/20137045V1264265SHDFND1 2 3 4 502650GENERAL MTRS COCOM37045V10018375575292SHDFND1 2 3 4 505752920GILEAD SCIENCES INCNOTE 1.625% 5/0375558AP8203464350000PRNDFND1 2 3 4 5000GOLAR LNG LTD BERMUDASHSG9456A10015604235000SHDFND1 2 3 4 502350000GOODRICH PETE CORPCOM NEW382410405111075000SHDFND1 2 3 4 50750000GRAN TIERRA ENERGY INCCOM38500T1011963354300SHDFND1 2 3 4 503543000GRANA Y MONTERO S A ASPONSORED ADR38500P2081640109206SHDFND1 2 3 4 501092060HALLIBURTON COCOM4062161016451100000SHPutDFND1 2 3 4 501000000HALLIBURTON COCOM406216101569488270SHDFND1 2 3 4 50882700HOLOGIC INCFRNT 2.000%12/1436440AB71674214000000PRNDFND1 2 3 4 5000HUDSON CITY BANCORPCOM4436831078851910578SHDFND1 2 3 4 509105780HUNTSMAN CORPCOM447011107137552900SHDFND1 2 3 4 50529000HUNTSMAN CORPCOM4470111076498250000SHPutDFND1 2 3 4 502500000ICONIX BRAND GROUP INCNOTE 1.500% 3/1451055AF437102900000PRNDFND1 2 3 4 5000ILLUMINA INCCOM452327109196712000SHDFND1 2 3 4 50120000INCYTE CORPCOM45337C1026622135000SHDFND1 2 3 4 501350000INTEL CORPSDCV 3.250% 8/0458140AF72369314100000PRNDFND1 2 3 4 5000ISHARES TRCHINA LG-CAP ETF46428718441010700SHDFND1 2 3 4 50107000ISHARES TRNASDQ BIOTEC ETF4642875564931800SHDFND1 2 3 4 5018000ISIS PHARMACEUTICALS INCCOM4643301095825150000SHDFND1 2 3 4 501500000ITAU UNIBANCO HLDG SASPON ADR REP PFD4655621061710123174SHDFND1 2 3 4 501231740JARDEN CORPNOTE 1.875% 9/1471109AH17685656016000PRNDFND1 2 3 4 5000JAZZ PHARMACEUTICALS PLCSHS USDG508711055003115SHDFND1 2 3 4 5031150LAM RESEARCH CORPCOM512807108158721248SHDFND1 2 3 4 50212480LAM RESEARCH CORPCOM51280710811205150000SHPutDFND1 2 3 4 501500000LAREDO PETROLEUM INCCOM51680610678435000SHDFND1 2 3 4 50350000LIBERTY GLOBAL PLCSHS CL CG5480U120211450794SHDFND1 2 3 4 50507940LIBERTY MEDIA CORP DELAWARECL A5312291029581203080SHDFND1 2 3 4 502030800LINNCO LLCCOMSHS LTD INT53578210655619200SHDFND1 2 3 4 50192000LORILLARD INCCOM544147101248641500SHDFND1 2 3 4 50415000MARATHON OIL CORPCOM5658491068704231549SHDFND1 2 3 4 502315490MARATHON OIL CORPCOM56584910611277300000SHCallDFND1 2 3 4 503000000MARVELL TECHNOLOGY GROUP LTDORDG5876H1056740500000SHCallDFND1 2 3 4 505000000MAXIM INTEGRATED PRODS INCCOM57772K101124641190SHDFND1 2 3 4 50411900MAXIM INTEGRATED PRODS INCCOM57772K1019072300000SHPutDFND1 2 3 4 503000000MERCK & CO INC NEWCOM58933Y10511856200000SHCallDFND1 2 3 4 502000000MGM RESORTS INTERNATIONALCOM5529531014556200000SHDFND1 2 3 4 502000000MICRON TECHNOLOGY INCNOTE 2.375% 5/0595112AW380632250000PRNDFND1 2 3 4 5000MICRON TECHNOLOGY INCNOTE 3.125% 5/0595112AX170322000000PRNDFND1 2 3 4 5000NATIONAL WESTMINSTER BK PLCSPON ADR C63853988246918145SHDFND1 2 3 4 50181450NAVIGATOR HOLDINGS LTDSHSY621321085566200000SHDFND1 2 3 4 502000000NEWS CORP NEWCL B65249B20815803979706SHDFND1 2 3 4 509797060NPS PHARMACEUTICALS INCCOM62936P1034420170000SHDFND1 2 3 4 501700000OREXIGEN THERAPEUTICS INCCOM68616410474551750000SHDFND1 2 3 4 5017500000PALO ALTO NETWORKS INCCOM6974351052983035SHDFND1 2 3 4 5030350PENN VA CORPCOM70788210695375000SHDFND1 2 3 4 50750000PINNACLE FOODS INC DELCOM72348P10452816186SHDFND1 2 3 4 50161860POWERSHARES QQQ TRUSTUNIT SER 173935A104258826200SHDFND1 2 3 4 50262000POWERSHS DB US DOLLAR INDEXDOLL INDX BULL73936D10750121900SHDFND1 2 3 4 50219000PRICELINE GRP INCDEBT 1.000% 3/1741503AQ922821700000PRNDFND1 2 3 4 5000PRICELINE GRP INCNOTE 0.350% 6/1741503AS595508500000PRNDFND1 2 3 4 5000PROSHARES TR IIULSHT BLOOMB OIL74347W6682859300SHDFND1 2 3 4 5093000PROSHARES TR IIULTRASHRT EURO74347W88271335700SHDFND1 2 3 4 50357000PROSPECT CAPITAL CORPORATIONNOTE 5.375%10/174348TAK83695735000000PRNDFND1 2 3 4 5000PROSPECT CAPITAL CORPORATIONNOTE 5.750% 3/174348TAL61859418000000PRNDFND1 2 3 4 5000PROSPECT CAPITAL CORPORATIONNOTE 5.875% 1/174348TAM462876000000PRNDFND1 2 3 4 5000REALOGY HLDGS CORPCOM75605Y1064092110000SHDFND1 2 3 4 501100000REPROS THERAPEUTICS INCCOM NEW76028H2095445550000SHDFND1 2 3 4 505500000ROCKWOOD HLDGS INCCOM7744151038868116003SHDFND1 2 3 4 501160030ROYAL BK SCOTLAND GROUP PLCSP ADR PREF T78009771373229000SHDFND1 2 3 4 50290000RPM INTL INCCOM74968510311445250000SHPutDFND1 2 3 4 502500000SALESFORCE COM INCCOM79466L302520290400SHDFND1 2 3 4 50904000SANDISK CORPCOM80004C101589460178SHDFND1 2 3 4 50601780SANDISK CORPNOTE 1.500% 8/180004CAD39456649110000PRNDFND1 2 3 4 5000SEACOR HOLDINGS INCNOTE 2.500%12/1811904AM328382600000PRNDFND1 2 3 4 5000SEADRILL LIMITEDSHSG7945E1054014150000SHPutDFND1 2 3 4 501500000SEADRILL LIMITEDSHSG7945E1051124200SHDFND1 2 3 4 5042000SPDR SERIES TRUSTS&P REGL BKG78464A6982165700SHDFND1 2 3 4 5057000SPIRIT RLTY CAP INC NEWNOTE 2.875% 5/184860WAA02396024500000PRNDFND1 2 3 4 5000STARWOOD PPTY TR INCNOTE 4.000% 1/185571BAB13915135800000PRNDFND1 2 3 4 5000STILLWATER MNG CONOTE 1.750%10/186074QAL675185850000PRNDFND1 2 3 4 5000STONEGATE MTG CORPCOM86181Q3007217555601SHDFND1 2 3 4 505556010TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR8740391007623377755SHDFND1 2 3 4 503777550TELEFLEX INCNOTE 3.875% 8/0879369AA412441271561000PRNDFND1 2 3 4 5000TERNIUM SASPON ADR8808901084499187069SHDFND1 2 3 4 501870690TESLA MTRS INCNOTE 0.250% 3/088160RAB71242513050000PRNDFND1 2 3 4 5000TESLA MTRS INCNOTE 1.500% 6/088160RAA9101185000000PRNDFND1 2 3 4 5000TIME WARNER CABLE INCCOM88732J207842158685SHDFND1 2 3 4 50586850T-MOBILE US INCCOM87259010479027368SHDFND1 2 3 4 50273680TRW AUTOMOTIVE HLDGS CORPCOM87264S106126612500SHDFND1 2 3 4 50125000TWENTY FIRST CENTY FOX INCCL B90130A2001589424771615SHDFND1 2 3 4 5047716150UNITED MICROELECTRONICS CORPSPON ADR NEW91087340544162219238SHDFND1 2 3 4 5022192380UNITED THERAPEUTICS CORP DELNOTE 1.000% 9/191307CAF956552100000PRNDFND1 2 3 4 5000UR ENERGY INCCOM91688R10829812922153SHDFND1 2 3 4 5029221530URANERZ ENERGY CORPCOM91688T10423412128181SHDFND1 2 3 4 5021281810URANIUM ENERGY CORPCOM91689610313851107791SHDFND1 2 3 4 5011077910VALE S AADR91912E1053472357575SHDFND1 2 3 4 503575750VIACOM INC NEWCL A92553P1029841127795SHDFND1 2 3 4 501277950VIPSHOP HLDGS LTDSPONSORED ADR92763W1039455000SHDFND1 2 3 4 5050000VIVUS INCCOM92855110038601000000SHDFND1 2 3 4 5010000000VOYA FINL INCCOM92908910014663375000SHDFND1 2 3 4 503750000WELLPOINT INCNOTE 2.750%10/194973VBG113462880490000PRNDFND1 2 3 4 5000WHOLE FOODS MKT INCCOM9668371063811100000SHDFND1 2 3 4 501000000WISDOMTREE TRJAPN HEDGE EQT97717W8512464700SHDFND1 2 3 4 5047000WRIGHT MED GROUP INCNOTE 2.000% 8/198235TAC1100507500000PRNDFND1 2 3 4 5000YAHOO INCCOM98433210650912500SHDFND1 2 3 4 50125000ZIMMER HLDGS INCCOM98956P102256425500SHDFND1 2 3 4 50255000