0001085146-17-001798.txt : 20170811 0001085146-17-001798.hdr.sgml : 20170811 20170811162415 ACCESSION NUMBER: 0001085146-17-001798 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170811 DATE AS OF CHANGE: 20170811 EFFECTIVENESS DATE: 20170811 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: 171025433 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 06-30-2017 06-30-2017 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 08-11-2017 4 113 1451555 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 AKAMAI TECHNOLOGIES INCDBCV 2/100971TAG62007820500000PRNDFND01 02 03 04000ALIBABA GROUP HLDG LTDSPONSORED ADS01609W102800956840SHDFND01 02 03 040568400ALLSCRIPTS HEALTHCARE SOLUTNNOTE 1.250% 7/001988PAD092559000000PRNDFND01 02 03 04000ALTABA INCCOM02134610111606213025SHDFND01 02 03 0402130250ALTISOURCE PORTFOLIO SOLNS SREG SHSL0175J104109150000SHDFND01 02 03 040500000ANTHEM INCNOTE 2.750%10/194973VBG1174666750000PRNDFND01 02 03 04000ARCH COAL INCCL A039380407252537000SHDFND01 02 03 040370000ATLAS AIR WORLDWIDE HLDGS INNOTE 1.875% 6/0049164BJ41262911500000PRNDFND01 02 03 04000ATLASSIAN CORP PLCCL AG062421047186204285SHDFND01 02 03 0402042850BARCLAYS PLCNOTE 8.250%12/306738EAA310651000000PRNDFND01 02 03 04000BARD C R INCCOM0673831091351442750SHDFND01 02 03 040427500BHP BILLITON LTDSPONSORED ADR08860610815722449303SHDFND01 02 03 0404493030BIOGEN INCCOM09062X103698825750SHDFND01 02 03 040257500BIOMARIN PHARMACEUTICAL INCCOM09061G1013273600SHDFND01 02 03 04036000BIOMARIN PHARMACEUTICAL INCNOTE 0.750%10/109061GAE189028000000PRNDFND01 02 03 04000BRIGHT SCHOLAR ED HLDGS LTDSPONSORED ADS1091991091666140000SHDFND01 02 03 0401400000CEMEX SAB DE CVNOTE 3.750% 3/1151290BC64205635000000PRNDFND01 02 03 04000CENTRAL GARDEN & PET COCL A NON-VTG1535272059678322399SHDFND01 02 03 0403223990CITRIX SYS INCNOTE 0.500% 4/1177376AD23185926500000PRNDFND01 02 03 04000COBALT INTL ENERGY INCNOTE 3.125% 5/119075FAB2611830000000PRNDFND01 02 03 04000COMMUNITY HEALTH SYS INC NEWRIGHT 99/99/9999203668116442250000SHDFND01 02 03 04022500000CONSTELLIUM NVCL AN220351046588954800SHDFND01 02 03 0409548000CTRIP COM INTL LTDNOTE 1.000% 7/022943FAF73595231023000PRNDFND01 02 03 04000CTRIP COM INTL LTDNOTE 1.250%10/122943FAD2568400000PRNDFND01 02 03 04000CTRIP COM INTL LTDNOTE 1.990% 7/022943FAH3108508812000PRNDFND01 02 03 04000DELL TECHNOLOGIES INCCOM CL V24703L103448173329SHDFND01 02 03 040733290DEPOMED INCNOTE 2.500% 9/0249908AA21517417000000PRNDFND01 02 03 04000DISCOVERY COMMUNICATNS NEWCOM SER A25470F104261491012365SHDFND01 02 03 04010123650DOW CHEM COCOM260543103126120000SHDFND01 02 03 040200000ENERGY FUELS INCCOM NEW292671708705441997SHDFND01 02 03 0404419970EPIZYME INCCOM29428V1049276614300SHDFND01 02 03 0406143000EURONAV NV ANTWERPENSHSB385641081185150000SHDFND01 02 03 0401500000EURONET WORLDWIDE INCNOTE 1.500%10/0298736AH24544635418000PRNDFND01 02 03 04000FIREEYE INCNOTE 1.625% 6/031816QAD33201535000000PRNDFND01 02 03 04000FIRST MAJESTIC SILVER CORPCOM32076V1031204145000SHDFND01 02 03 0401450000GENERAL MLS INCCOM3703341043326000SHDFND01 02 03 04060000HEWLETT PACKARD ENTERPRISE CCOM42824C10934821000SHDFND01 02 03 040210000HSBC HLDGS PLCDBCV 5.625%12/3404280AR052425000000PRNDFND01 02 03 04000ILLUMINA INCNOTE 6/1452327AF61015710000000PRNDFND01 02 03 04000IMPAC MTG HLDGS INCCOM NEW45254P50856337240SHDFND01 02 03 040372400INTEL CORPSDCV 12/1458140AD22287017500000PRNDFND01 02 03 04000INTEL CORPSDCV 3.250% 8/0458140AF71788810750000PRNDFND01 02 03 04000INTERDIGITAL INCNOTE 1.500% 3/0458660AD93643030000000PRNDFND01 02 03 04000J2 GLOBAL INCNOTE 3.250% 6/148123VAC65055637000000PRNDFND01 02 03 04000LAM RESEARCH CORPNOTE 1.250% 5/1512807AL293504000000PRNDFND01 02 03 04000LENNAR CORPCL B5260573022535621SHDFND01 02 03 04056210LEVEL 3 COMMUNICATIONS INCCOM NEW52729N308343958000SHDFND01 02 03 040580000LIBERTY BROADBAND CORPCOM SER A53030710714472168692SHDFND01 02 03 0401686920LIBERTY EXPEDIA HOLDINGSSER A COM53046P10913240245095SHDFND01 02 03 0402450950LIBERTY GLOBAL PLCLILAC SHS CL CG5480U153211898938SHDFND01 02 03 040989380LIBERTY GLOBAL PLCSHS CL AG5480U10483425969SHDFND01 02 03 040259690LIBERTY INTERACTIVE CORPLBT VEN COM A NE53071M85610001191260SHDFND01 02 03 0401912600LIBERTY MEDIA CORP DELAWARECOM A SIRIUSXM5312294097503178749SHDFND01 02 03 0401787490LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM5312296075700136682SHDFND01 02 03 0401366820LIBERTY MEDIA CORP DELAWARECOM SER A FRMLA53122987015840452185SHDFND01 02 03 0404521850LIBERTY MEDIA CORP DELAWARENOTE 1.375%10/1531229AB81612313538000PRNDFND01 02 03 04000LIBERTY TRIPADVISOR HLDGS INCOM SER A5314651021397120434SHDFND01 02 03 0401204340LIGAND PHARMACEUTICALS INCNOTE 0.750% 8/153220KAD04145825000000PRNDFND01 02 03 04000LINE CORPSPONSORED ADR53567X101174050000SHDFND01 02 03 040500000LIONS GATE ENTMNT CORPCL B NON VTG5359195003121118754SHDFND01 02 03 0401187540MACQUARIE BK LTDMTNF 6.125%12/355608YAC91569415000000PRNDFND01 02 03 04000MAG SILVER CORPCOM55903Q10445635000SHDFND01 02 03 040350000MELCO RESORT ENTERTAINMENT LADR5854641006735300000SHDFND01 02 03 0403000000MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD67082147062000PRNDFND01 02 03 04000MICRON TECHNOLOGY INCNOTE 2.375% 5/0595112AW36185019823000PRNDFND01 02 03 04000MOBILEYE N V AMSTELVEENORD SHSN514881177473119000SHDFND01 02 03 0401190000MONSANTO CO NEWCOM61166W1011154097500SHDFND01 02 03 040975000NATIONAL WESTMINSTER BK PLCSPON ADR C63853988247618145SHDFND01 02 03 040181450NATIONSTAR MTG HLDGS INCCOM63861C1093578200000SHDFND01 02 03 0402000000NAVISTAR INTL CORP NEWNOTE 4.750% 4/163934EAS72722527500000PRNDFND01 02 03 04000NETEASE INCSPONSORED ADR64110W102601220000SHDFND01 02 03 040200000NRG YIELD INCCL C62942X40590051159SHDFND01 02 03 040511590NUVASIVE INCNOTE 2.250% 3/1670704AG01736312500000PRNDFND01 02 03 04000NXP SEMICONDUCTORS N VCOMN6596X10925611234000SHDFND01 02 03 0402340000NXP SEMICONDUCTORS N VDBCV 1.000%12/062952QAB61792415000000PRNDFND01 02 03 04000OCWEN FINL CORPCOM NEW67574630945631696412SHDFND01 02 03 04016964120OCWEN FINL CORPCOM NEW67574630926901000000SHCallDFND01 02 03 04010000000PALO ALTO NETWORKS INCNOTE 7/0697435AB14924337500000PRNDFND01 02 03 04000PANDORA MEDIA INCNOTE 1.750%12/0698354AB31333714000000PRNDFND01 02 03 04000PAREXEL INTL CORPCOM69946210786910000SHDFND01 02 03 040100000PDC ENERGY INCNOTE 1.125% 9/169327RAD355036000000PRNDFND01 02 03 04000PLATINUM GROUP METALS LTDCOM72765Q60117122048639SHDFND01 02 03 04020486390PRETIUM RES INCCOM74139C1022584269000SHDFND01 02 03 0402690000PRICELINE GRP INCNOTE 0.350% 6/1741503AS5117568000000PRNDFND01 02 03 04000PRICELINE GRP INCNOTE 1.000% 3/1741503AQ929631500000PRNDFND01 02 03 04000PROSPECT CAPITAL CORPORATIONNOTE 5.750% 3/174348TAL61147511000000PRNDFND01 02 03 04000PROSPECT CAPITAL CORPORATIONNOTE 5.875% 1/174348TAM431823000000PRNDFND01 02 03 04000QIAGEN NVNOTE 0.375% 3/1N72482AA546673800000PRNDFND01 02 03 04000RED HAT INCNOTE 0.250%10/0756577AD41504110850000PRNDFND01 02 03 04000ROYAL BK OF SCOTLAND PLCNOTE 8.000%12/3780099CK1272250000PRNDFND01 02 03 04000RYANAIR HLDGS PLCSPONSORED ADR NE78351320318204169094SHDFND01 02 03 0401690940SCORPIO BULKERS INCCOMY7546A1221618229465SHDFND01 02 03 0402294650SERVICENOW INCNOTE 11/081762PAB83148421500000PRNDFND01 02 03 04000SIRIUS XM HLDGS INCCOM82968B103712130200SHPutDFND01 02 03 0401302000TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR8740391006386182669SHDFND01 02 03 0401826690TAKE-TWO INTERACTIVE SOFTWARNOTE 1.000% 7/0874054AD110223030000000PRNDFND01 02 03 04000TIME WARNER INCCOM NEW88731730315513154500SHDFND01 02 03 0401545000TWENTY FIRST CENTY FOX INCCL B90130A2005628201921SHDFND01 02 03 0402019210U S SILICA HLDGS INCCOM90346E10353215000SHDFND01 02 03 040150000UNDER ARMOUR INCCL A9043111075029231100SHPutDFND01 02 03 0402311000UNDER ARMOUR INCCL A9043111074352200000SHDFND01 02 03 0402000000UNDER ARMOUR INCCL C90431120610190505449SHDFND01 02 03 0405054490UNITED MICROELECTRONICS CORPSPON ADR NEW91087340552052133210SHDFND01 02 03 04021332100UR ENERGY INCCOM91688R10841706664128SHDFND01 02 03 04066641280URANIUM ENERGY CORPCOM9168961031528964341SHDFND01 02 03 0409643410VCA INCCOM918194101276930000SHDFND01 02 03 040300000VERISIGN INCSDCV 3.250% 8/192343EAD44032514755000PRNDFND01 02 03 04000VISTRA ENERGY CORPCOM92840M102199761189764SHDFND01 02 03 04011897640WALGREENS BOOTS ALLIANCE INCCOM93142710886111000SHDFND01 02 03 040110000WALTER INVT MGMT CORPCOM93317W102189200000SHDFND01 02 03 0402000000WEBMD HEALTH CORPNOTE 1.500%12/094770VAK84460235000000PRNDFND01 02 03 04000WHOLE FOODS MKT INCCOM96683710652612500SHDFND01 02 03 040125000WRIGHT MED GROUP INCNOTE 2.000% 2/198235TAE71639814600000PRNDFND01 02 03 04000