0001085146-16-004832.txt : 20161114 0001085146-16-004832.hdr.sgml : 20161111 20161114134638 ACCESSION NUMBER: 0001085146-16-004832 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160930 FILED AS OF DATE: 20161114 DATE AS OF CHANGE: 20161114 EFFECTIVENESS DATE: 20161114 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: 161993360 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 false false 0001431256 XXXXXXXX 09-30-2016 09-30-2016 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 Tara Glaser 44 153-451-3010 /s/ Tara Glaser Channel Islands X0 11-10-2016 4 139 1190157 false 1 0001438311 028-13136 CQS (UK) LLP 2 0001435249 028-13133 CQS (HONG KONG) LTD 3 0001435116 028-13134 CQS ASSET MANAGEMENT Ltd 4 0001447946 028-13237 CQS (US), LLC INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE ACHAOGEN INCCOM00444910443590850SHDFND1 2 3 4 50908500AGILENT TECHNOLOGIES INCCOM00846U1013537500SHDFND1 2 3 4 5075000ALERE INCCOM01449J105291967500SHDFND1 2 3 4 50675000ALLERGAN PLCSHSG0177J1081186151500SHDFND1 2 3 4 50515000ALLSCRIPTS HEALTHCARE SOLUTNNOTE 1.250% 7/001988PAD03091730000000PRNDFND1 2 3 4 5000ALNYLAM PHARMACEUTICALS INCCOM02043Q1079135134780SHDFND1 2 3 4 501347800ALTISOURCE PORTFOLIO SOLNS SREG SHSL0175J10412150375000SHDFND1 2 3 4 503750000AMC ENTMT HLDGS INCCL A COM00165C104217670000SHDFND1 2 3 4 50700000AMICUS THERAPEUTICS INCCOM03152W109120101623000SHDFND1 2 3 4 5016230000ANADARKO PETE CORPCOM032511107126720000SHDFND1 2 3 4 50200000ARIAD PHARMACEUTICALS INCCOM04033A100138551012046SHDFND1 2 3 4 5010120460ATLASSIAN CORP PLCCL AG062421049120304285SHDFND1 2 3 4 503042850BARCLAYS BK PLCIPATH S&P500 VIX06740Q252139741000SHDFND1 2 3 4 50410000BARCLAYS PLCNOTE 8.250%12/306738EAA310081000000PRNDFND1 2 3 4 5000BEIGENE LTDSPONSORED ADR07725L102226073358SHDFND1 2 3 4 50733580BHP BILLITON LTDSPONSORED ADR08860610817884513170SHDFND1 2 3 4 505131700BIOMARIN PHARMACEUTICAL INCCOM09061G1013473750SHDFND1 2 3 4 5037500BIOMARIN PHARMACEUTICAL INCNOTE 0.750%10/109061GAE112021000000PRNDFND1 2 3 4 5000BLUEBIRD BIO INCCOM09609G100277941000SHDFND1 2 3 4 50410000BOSTON SCIENTIFIC CORPCOM10113710733314000SHDFND1 2 3 4 50140000BROADCOM LTDSHSY098271095183000SHDFND1 2 3 4 5030000CARDTRONICS INCNOTE 1.000%12/014161HAG31235111650000PRNDFND1 2 3 4 5000CARNIVAL PLCADR14365C103120924586SHDFND1 2 3 4 50245860CELGENE CORPCOM1510201043663500SHDFND1 2 3 4 5035000CEMEX SAB DE CVNOTE 3.750% 3/1151290BC61576214000000PRNDFND1 2 3 4 5000CENTRAL GARDEN & PET COCL A NON-VTG15352720542016945SHDFND1 2 3 4 50169450CEPHEIDDBCV 1.250% 2/015670RAC12600425000000PRNDFND1 2 3 4 5000CHEMTURA CORPCOM NEW16389320949215000SHDFND1 2 3 4 50150000CHINA CONSTR BK CORPPRFD 4.650%12/3Y1R396FZ121362000000PRNDFND1 2 3 4 5000CIGNA CORPORATIONCOM125509109189014500SHDFND1 2 3 4 50145000CNA FINL CORPCOM12611710034610044SHDFND1 2 3 4 50100440COBALT INTL ENERGY INCNOTE 2.625%12/019075FAA439007500000PRNDFND1 2 3 4 5000COBALT INTL ENERGY INCNOTE 3.125% 5/119075FAB229777500000PRNDFND1 2 3 4 5000COMMERCEHUB INCCOM SER A20084V108138887823SHDFND1 2 3 4 50878230COMMUNITY HEALTH SYS INC NEWRIGHT 99/99/9999203668116252500000SHDFND1 2 3 4 5025000000CONCHO RES INCCOM20605P10110988000SHDFND1 2 3 4 5080000CONSTELLIUM NVCL AN2203510474641036800SHDFND1 2 3 4 5010368000CST BRANDS INCCOM12646R10572115000SHDFND1 2 3 4 50150000CTRIP COM INTL LTDNOTE 1.000% 7/022943FAF759055423000PRNDFND1 2 3 4 5000CTRIP COM INTL LTDNOTE 1.250%10/122943FAD2519400000PRNDFND1 2 3 4 5000CTRIP COM INTL LTDNOTE 1.990% 7/022943FAH399808812000PRNDFND1 2 3 4 5000DEVON ENERGY CORP NEWCOM25179M10366115000SHDFND1 2 3 4 50150000DISCOVERY COMMUNICATNS NEWCOM SER A25470F10445716991SHDFND1 2 3 4 50169910DYNAVAX TECHNOLOGIES CORPCOM NEW2681582013321316582SHDFND1 2 3 4 503165820ENERGY FUELS INCCOM NEW292671708707441997SHDFND1 2 3 4 504419970ENVISION HEALTHCARE HLDGS INCOM29413U10394642500SHDFND1 2 3 4 50425000EPIZYME INCCOM29428V1046242634300SHDFND1 2 3 4 506343000ETF MANAGERS TRPUREFUNDS ISE CY26924G20150218000SHDFND1 2 3 4 50180000EURONAV NV ANTWERPENSHSB385641081600210000SHDFND1 2 3 4 502100000EURONET WORLDWIDE INCNOTE 1.500%10/0298736AH22222517500000PRNDFND1 2 3 4 5000EXTRA SPACE STORAGE INCCOM30225T102407551320SHDFND1 2 3 4 50513200FIDELITY NATIONAL FINANCIALNOTE 4.250% 8/131620RAE56332830650000PRNDFND1 2 3 4 5000FIREEYE INCCOM31816Q10127318500SHDFND1 2 3 4 50185000FIREEYE INCNOTE 1.625% 6/031816QAD32760930000000PRNDFND1 2 3 4 5000FIRST MAJESTIC SILVER CORPCOM32076V1031288125000SHDFND1 2 3 4 501250000HSBC HLDGS PLCNOTE 6.375%12/3404280AT630003000000PRNDFND1 2 3 4 5000HUMANA INCCOM44485910216809500SHDFND1 2 3 4 5095000IMS HEALTH HLDGS INCCOM44970B10978425000SHDFND1 2 3 4 50250000INGRAM MICRO INCCL A4571531045595156896SHDFND1 2 3 4 501568960INTEGRATED DEVICE TECHNOLOGYCOM45811810625411000SHDFND1 2 3 4 50110000INTEL CORPSDCV 12/1458140AD22919321000000PRNDFND1 2 3 4 5000INTEL CORPSDCV 3.250% 8/0458140AF72067511250000PRNDFND1 2 3 4 5000ISHARES TRIBOXX HI YD ETF4642885136897900SHDFND1 2 3 4 5079000ISHARES TRNASDQ BIOTEC ETF464287556246850SHDFND1 2 3 4 508500KITE PHARMA INCCOM49803L109347462200SHDFND1 2 3 4 50622000KLA-TENCOR CORPCOM482480100108115500SHDFND1 2 3 4 50155000LAM RESEARCH CORPNOTE 1.250% 5/1512807AL2131278200000PRNDFND1 2 3 4 5000LIBERTY BROADBAND CORPCOM SER A530307107271738723SHDFND1 2 3 4 50387230LIBERTY GLOBAL PLCSHS CL AG5480U104174150936SHDFND1 2 3 4 50509360LIBERTY INTERACTIVE CORPLBT VENT COM A53071M88013219331556SHDFND1 2 3 4 503315560LIBERTY MEDIA CORP DELAWARECOM A MEDIA GRP531229870178062125SHDFND1 2 3 4 50621250LIBERTY MEDIA CORP DELAWARECOM A SIRIUSXM5312294092637746SHDFND1 2 3 4 5077460LIBERTY MEDIA CORP DELAWARECOM C BRAVES GRP531229888111964386SHDFND1 2 3 4 50643860LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM5312296075460163427SHDFND1 2 3 4 501634270LIBERTY MEDIA CORP DELAWARENOTE 1.375%10/1531229AB81139510800000PRNDFND1 2 3 4 5000LIBERTY TRIPADVISOR HLDGS INCOM SER A5314651024335198403SHDFND1 2 3 4 501984030LIGAND PHARMACEUTICALS INCNOTE 0.750% 8/153220KAD01756212000000PRNDFND1 2 3 4 5000LINKEDIN CORPCOM CL A53578A108473024750SHDFND1 2 3 4 50247500LINKEDIN CORPNOTE 0.500%11/053578AAB41291613000000PRNDFND1 2 3 4 5000MAG SILVER CORPCOM55903Q10452835000SHDFND1 2 3 4 50350000MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD6107858412000PRNDFND1 2 3 4 5000MICRON TECHNOLOGY INCNOTE 2.375% 5/0595112AW34104621450000PRNDFND1 2 3 4 5000MICRON TECHNOLOGY INCNOTE 3.125% 5/0595112AX11154600000PRNDFND1 2 3 4 5000MOLINA HEALTHCARE INCNOTE 1.125% 1/160855RAC46086840000000PRNDFND1 2 3 4 5000MONSANTO CO NEWCOM61166W101275927000SHDFND1 2 3 4 50270000NATIONAL WESTMINSTER BK PLCSPON ADR C63853988246718145SHDFND1 2 3 4 50181450NAVISTAR INTL CORP NEWNOTE 4.500%10/163934EAQ19731000000PRNDFND1 2 3 4 5000NAVISTAR INTL CORP NEWNOTE 4.750% 4/163934EAS748405000000PRNDFND1 2 3 4 5000NEWS CORP NEWCL A65249B1095715408782SHDFND1 2 3 4 504087820NVIDIA CORPNOTE 1.000%12/067066GAC8174005100000PRNDFND1 2 3 4 5000NXP SEMICONDUCTORS N VCOMN6596X1092552500SHDFND1 2 3 4 5025000OCCIDENTAL PETE CORP DELCOM674599105261835900SHDFND1 2 3 4 50359000OCH ZIFF CAP MGMT GROUPCL A67551U105703162000SHDFND1 2 3 4 501620000OCWEN FINL CORPCOM NEW67574630948631325000SHDFND1 2 3 4 5013250000OREXIGEN THERAPEUTICS INCCOM NEW6861643023811300SHDFND1 2 3 4 50113000OVASCIENCE INCCOM69014Q1014897684000SHDFND1 2 3 4 506840000PALO ALTO NETWORKS INCNOTE 7/0697435AB15566236500000PRNDFND1 2 3 4 5000PARSLEY ENERGY INCCL A70187710283825000SHDFND1 2 3 4 50250000PATTERN ENERGY GROUP INCNOTE 4.000% 7/170338PAB62196221500000PRNDFND1 2 3 4 5000PAYPAL HLDGS INCCOM70450Y1032566250SHDFND1 2 3 4 5062500PINNACLE FOODS INC DELCOM72348P10452710500SHDFND1 2 3 4 50105000PIONEER NAT RES COCOM723787107185610000SHDFND1 2 3 4 50100000PRETIUM RES INCCOM74139C1021387135000SHDFND1 2 3 4 501350000PRICELINE GRP INCNOTE 0.350% 6/1741503AS5102638000000PRNDFND1 2 3 4 5000PRICELINE GRP INCNOTE 1.000% 3/1741503AQ95152632500000PRNDFND1 2 3 4 5000PROSPECT CAPITAL CORPORATIONNOTE 5.375%10/174348TAK810511000000PRNDFND1 2 3 4 5000PROSPECT CAPITAL CORPORATIONNOTE 5.750% 3/174348TAL61139611000000PRNDFND1 2 3 4 5000PROSPECT CAPITAL CORPORATIONNOTE 5.875% 1/174348TAM431233000000PRNDFND1 2 3 4 5000RADIUS HEALTH INCCOM NEW750469207236643737SHDFND1 2 3 4 50437370RED HAT INCCOM756577102357844269SHDFND1 2 3 4 50442690RED HAT INCNOTE 0.250%10/0756577AD41441411350000PRNDFND1 2 3 4 5000ROYAL BK OF SCOTLAND PLCNOTE 8.000%12/3780099CK1235250000PRNDFND1 2 3 4 5000SALESFORCE COM INCNOTE 0.250% 4/079466LAD62997025000000PRNDFND1 2 3 4 5000SEACOR HOLDINGS INCNOTE 2.500%12/1811904AM324372400000PRNDFND1 2 3 4 5000SERES THERAPEUTICS INCCOM81750R1021991162000SHDFND1 2 3 4 501620000SKYWORKS SOLUTIONS INCCOM83088M1022473250SHDFND1 2 3 4 5032500ST JUDE MED INCCOM790849103354944500SHDFND1 2 3 4 50445000STANDARD CHARTERED PLCDEBT 6.500%12/3G84228CE638604000000PRNDFND1 2 3 4 5000STANDARD CHARTERED PLCDEBT 7.500%12/3G84228CQ91509015000000PRNDFND1 2 3 4 5000STILLWATER MNG CONOTE 1.750%10/186074QAL620891727000PRNDFND1 2 3 4 5000TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR8740391005588182669SHDFND1 2 3 4 501826690TEVA PHARMACEUTICAL INDS LTDADR88162420949710800SHDFND1 2 3 4 50108000TWENTY FIRST CENTY FOX INCCL A90130A1014874201234SHDFND1 2 3 4 502012340U S SILICA HLDGS INCCOM90346E1032335000SHDFND1 2 3 4 5050000UNDER ARMOUR INCCL C904311206574421696460SHDFND1 2 3 4 5016964600UNITED MICROELECTRONICS CORPSPON ADR 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