Director of CQS Cayman GP on behalf of CQS Cayman LP

0001085146-17-000698.txt : 20170214 0001085146-17-000698.hdr.sgml : 20170214 20170214121508 ACCESSION NUMBER: 0001085146-17-000698 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20161231 FILED AS OF DATE: 20170214 DATE AS OF CHANGE: 20170214 EFFECTIVENESS DATE: 20170214 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: 17605658 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 12-31-2016 12-31-2016 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 Director of CQS Cayman GP on behalf of CQS Cayman LP 44 153-451-3010 /s/ Tara Glaser Channel Islands X0 02-10-2017 4 113 1260813 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 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE ALERE INCCOM01449J105224157500SHDFND01 02 03 040575000ALLSCRIPTS HEALTHCARE SOLUTNNOTE 1.250% 7/001988PAD02610427570000PRNDFND01 02 03 04000ALTISOURCE PORTFOLIO SOLNS SREG SHSL0175J10411966450000SHDFND01 02 03 0404500000ANADARKO PETE CORPCOM0325111074165970SHDFND01 02 03 04059700ANTHEM INCNOTE 2.750%10/194973VBG1154777750000PRNDFND01 02 03 04000ARCH COAL INCCL A039380407226229000SHDFND01 02 03 040290000ATLASSIAN CORP PLCCL AG062421047328304285SHDFND01 02 03 0403042850BARCLAYS PLCNOTE 8.250%12/306738EAA310471000000PRNDFND01 02 03 04000BHP BILLITON LTDSPONSORED ADR088606108520891420516SHDFND01 02 03 04014205160BIOGEN INCCOM09062X103700424700SHDFND01 02 03 040247000BIOMARIN PHARMACEUTICAL INCNOTE 0.750%10/109061GAE111261000000PRNDFND01 02 03 04000BLUEBIRD BIO INCCOM09609G100253041000SHDFND01 02 03 040410000BROADCOM LTDSHSY098271093542000SHDFND01 02 03 04020000BROCADE COMMUNICATIONS SYS ICOM NEW1116213063560285000SHDFND01 02 03 0402850000CARDTRONICS INCNOTE 1.000%12/014161HAG31307311071000PRNDFND01 02 03 04000CEMEX SAB DE CVNOTE 3.750% 3/1151290BC61704815000000PRNDFND01 02 03 04000CENTRAL GARDEN & PET COCL A NON-VTG1535272053755121519SHDFND01 02 03 0401215190CHEMTURA CORPCOM NEW163893209149445000SHDFND01 02 03 040450000COBALT INTL ENERGY INCNOTE 3.125% 5/119075FAB2587820000000PRNDFND01 02 03 04000COLONY CAP INCNOTE 5.000% 4/119624RAA493309000000PRNDFND01 02 03 04000COMMUNITY HEALTH SYS INC NEWRIGHT 99/99/9999203668116172500000SHDFND01 02 03 04025000000CONCHO RES INCCOM20605P10110608000SHDFND01 02 03 04080000CONSTELLIUM NVCL AN2203510477101306800SHDFND01 02 03 04013068000CORNERSTONE ONDEMAND INCCOM21925Y103176141633SHDFND01 02 03 040416330CTRIP COM INTL LTDNOTE 1.000% 7/022943FAF751875023000PRNDFND01 02 03 04000CTRIP COM INTL LTDNOTE 1.250%10/122943FAD2464400000PRNDFND01 02 03 04000CTRIP COM INTL LTDNOTE 1.990% 7/022943FAH392898812000PRNDFND01 02 03 04000DEVON ENERGY CORP NEWCOM25179M10345710000SHDFND01 02 03 040100000DISCOVERY COMMUNICATNS NEWCOM SER A25470F104298911090500SHDFND01 02 03 04010905000ENERGY FUELS INCCOM NEW292671708727441997SHDFND01 02 03 0404419970EPIZYME INCCOM29428V1047675634300SHDFND01 02 03 0406343000EURONAV NV ANTWERPENSHSB385641081670210000SHDFND01 02 03 0402100000EURONET WORLDWIDE INCNOTE 1.500%10/0298736AH21926416518000PRNDFND01 02 03 04000EXTRA SPACE STORAGE INCCOM30225T102559572425SHDFND01 02 03 040724250FIDELITY NATIONAL FINANCIALNOTE 4.250% 8/131620RAE55573028510000PRNDFND01 02 03 04000FIREEYE INCNOTE 1.625% 6/031816QAD33068834000000PRNDFND01 02 03 04000FIRST MAJESTIC SILVER CORPCOM32076V1031106145000SHDFND01 02 03 0401450000HARMAN INTL INDS INCCOM413086109428038500SHDFND01 02 03 040385000HSBC HLDGS PLCNOTE 6.375%12/3404280AT630783000000PRNDFND01 02 03 04000ILLUMINA INCNOTE 6/1452327AF61198412500000PRNDFND01 02 03 04000ING GROEP N VDBCV 6.000%12/3456837AE31382214000000PRNDFND01 02 03 04000INTEL CORPSDCV 12/1458140AD22370217500000PRNDFND01 02 03 04000INTEL CORPSDCV 3.250% 8/0458140AF72001411250000PRNDFND01 02 03 04000INTERDIGITAL INCNOTE 1.500% 3/0458660AD91568311500000PRNDFND01 02 03 04000J2 GLOBAL INCNOTE 3.250% 6/148123VAC61987715000000PRNDFND01 02 03 04000LAM RESEARCH CORPNOTE 1.250% 5/1512807AL2143738200000PRNDFND01 02 03 04000LEVEL 3 COMMUNICATIONS INCCOM NEW52729N308329758500SHDFND01 02 03 040585000LIBERTY BROADBAND CORPCOM SER A530307107572879060SHDFND01 02 03 040790600LIBERTY EXPEDIA HOLDINGSSER A COM53046P10912544316206SHDFND01 02 03 0403162060LIBERTY GLOBAL PLCLILAC SHS CL CG5480U1534414208525SHDFND01 02 03 0402085250LIBERTY INTERACTIVE CORPLBT VEN COM A NE53071M85619550530228SHDFND01 02 03 0405302280LIBERTY MEDIA CORP DELAWARECOM A MEDIA GRP5312298705735182934SHDFND01 02 03 0401829340LIBERTY MEDIA CORP DELAWARECOM A SIRIUSXM531229409304288111SHDFND01 02 03 040881110LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM5312296076258184497SHDFND01 02 03 0401844970LIBERTY MEDIA CORP DELAWARENOTE 1.375%10/1531229AB81328212288000PRNDFND01 02 03 04000LIGAND PHARMACEUTICALS INCNOTE 0.750% 8/153220KAD02171715000000PRNDFND01 02 03 04000LINE CORPSPONSORED ADR53567X101170050000SHDFND01 02 03 040500000MAG SILVER CORPCOM55903Q10438635000SHDFND01 02 03 040350000MELCO CROWN ENTMT LTDADR5854641009938625000SHDFND01 02 03 0406250000MENTOR GRAPHICS CORPCOM587200106273074000SHDFND01 02 03 040740000MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD62399118412000PRNDFND01 02 03 04000MICRON TECHNOLOGY INCNOTE 2.375% 5/0595112AW34914021123000PRNDFND01 02 03 04000MICRON TECHNOLOGY INCNOTE 3.125% 5/0595112AX11386600000PRNDFND01 02 03 04000MOLINA HEALTHCARE INCNOTE 1.125% 1/160855RAC44331730000000PRNDFND01 02 03 04000MONSANTO CO NEWCOM61166W101473445000SHDFND01 02 03 040450000NATIONAL WESTMINSTER BK PLCSPON ADR C63853988246518145SHDFND01 02 03 040181450NAVISTAR INTL CORP NEWNOTE 4.750% 4/163934EAS769507000000PRNDFND01 02 03 04000NVIDIA CORPNOTE 1.000%12/067066GAC8196093700000PRNDFND01 02 03 04000NXP SEMICONDUCTORS N VCOMN6596X109847886500SHDFND01 02 03 040865000NXP SEMICONDUCTORS N VDBCV 1.000%12/062952QAB61426012500000PRNDFND01 02 03 04000OCCIDENTAL PETE CORP DELCOM674599105212929900SHDFND01 02 03 040299000OCWEN FINL CORPCOM NEW67574630981611514112SHDFND01 02 03 04015141120OVASCIENCE INCCOM69014Q1011047684000SHDFND01 02 03 0406840000PALO ALTO NETWORKS INCNOTE 7/0697435AB14828038000000PRNDFND01 02 03 04000PARSLEY ENERGY INCCL A70187710252815000SHDFND01 02 03 040150000PATTERN ENERGY GROUP INCNOTE 4.000% 7/170338PAB61143811500000PRNDFND01 02 03 04000PAYPAL HLDGS INCCOM70450Y10375019000SHDFND01 02 03 040190000PINNACLE FOODS INC DELCOM72348P10456110500SHDFND01 02 03 040105000PIONEER NAT RES COCOM72378710714418000SHDFND01 02 03 04080000PRETIUM RES INCCOM74139C1021607195000SHDFND01 02 03 0401950000PRICELINE GRP INCNOTE 0.350% 6/1741503AS5102068000000PRNDFND01 02 03 04000PRICELINE GRP INCNOTE 1.000% 3/1741503AQ93392521500000PRNDFND01 02 03 04000PROSPECT CAPITAL CORPORATIONNOTE 5.375%10/174348TAK810281000000PRNDFND01 02 03 04000PROSPECT CAPITAL CORPORATIONNOTE 5.750% 3/174348TAL61147511000000PRNDFND01 02 03 04000PROSPECT CAPITAL CORPORATIONNOTE 5.875% 1/174348TAM431633000000PRNDFND01 02 03 04000RED HAT INCNOTE 0.250%10/0756577AD41335211350000PRNDFND01 02 03 04000ROYAL BK OF SCOTLAND PLCDEBT 7.500%12/3780099CJ41064311000000PRNDFND01 02 03 04000ROYAL BK OF SCOTLAND PLCNOTE 8.000%12/3780099CK1245250000PRNDFND01 02 03 04000SALESFORCE COM INCNOTE 0.250% 4/079466LAD62381420453000PRNDFND01 02 03 04000SEACOR HOLDINGS INCNOTE 2.500%12/1811904AM324902400000PRNDFND01 02 03 04000SERES THERAPEUTICS INCCOM81750R1021604162000SHDFND01 02 03 0401620000SERVICENOW INCNOTE 11/081762PAB82236119000000PRNDFND01 02 03 04000STANDARD CHARTERED PLCDEBT 6.500%12/3G84228CE637184000000PRNDFND01 02 03 04000STANDARD CHARTERED PLCDEBT 7.500%12/3G84228CQ92058820000000PRNDFND01 02 03 04000STILLWATER MNG CONOTE 1.750%10/186074QAL622081727000PRNDFND01 02 03 04000TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR8740391005252182669SHDFND01 02 03 0401826690TAKE-TWO INTERACTIVE SOFTWARNOTE 1.000% 7/0874054AD13493415226000PRNDFND01 02 03 04000TIME WARNER INCCOM NEW887317303670969500SHDFND01 02 03 040695000TWENTY FIRST CENTY FOX INCCL B90130A2006603242297SHDFND01 02 03 0402422970U S SILICA HLDGS INCCOM90346E10385015000SHDFND01 02 03 04 050150000UNDER ARMOUR INCCL A90431110717467601300SHPutDFND01 02 03 0406013000UNDER ARMOUR INCCL C90431120622784905223SHDFND01 02 03 0409052230UNITED MICROELECTRONICS CORPSPON ADR NEW91087340537332133210SHDFND01 02 03 04021332100UR ENERGY INCCOM91688R10828335339128SHDFND01 02 03 04053391280URANIUM ENERGY CORPCOM916896103939830941SHDFND01 02 03 0408309410VALSPAR CORPCOM920355104155415000SHDFND01 02 03 04 050150000VERISIGN INCSDCV 3.250% 8/192343EAD49214641235000PRNDFND01 02 03 04 05000WALGREENS BOOTS ALLIANCE INCCOM9314271085386500SHDFND01 02 03 04 05065000WEBMD HEALTH CORPCOM94770V102112222600SHDFND01 02 03 04 050226000WEBMD HEALTH CORPNOTE 1.500%12/094770VAK83668432500000PRNDFND01 02 03 04 05000WHITEWAVE FOODS COCOM966244105389270000SHDFND01 02 03 04 050700000WRIGHT MED GROUP INCNOTE 2.000% 2/198235TAE71367812988000PRNDFND01 02 03 04 05000YPF SOCIEDAD ANONIMASPON ADR CL D98424510049630000SHDFND01 02 03 04 050300000