0001085146-18-000502.txt : 20180212 0001085146-18-000502.hdr.sgml : 20180212 20180212101445 ACCESSION NUMBER: 0001085146-18-000502 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20171231 FILED AS OF DATE: 20180212 DATE AS OF CHANGE: 20180212 EFFECTIVENESS DATE: 20180212 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: 18594467 BUSINESS ADDRESS: STREET 1: HF FUND SERVICES LIMITED, P.O. BOX 242 STREET 2: 53 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: 53 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 12-31-2017 12-31-2017 false CQS Cayman LP

HF FUND SERVICES LIMITED, P.O. BOX 242 53 MARKET STREET, GARDENIA COURT CAMANA BAY, GRAND CAYMAN E9 KY1-1104

13F HOLDINGS REPORT 028-13132 N Dimple MacDonald 4401534513014 /s/ Dimple MacDonald Channel Islands X0 02-12-2018 3 105 1578694 01 0001438311 028-13136 CQS (UK) LLP 02 0001435249 028-13133 CQS (HONG KONG) LTD 03 0001447946 028-13237 CQS (US), LLC INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE AETNA INC NEW COM 00817Y108 541 3000 SH DFND 01 02 03 0 3000 0 AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 6056 6000000 PRN DFND 01 02 03 0 0 0 ALTABA INC COM 021346101 10345 148097 SH DFND 01 02 03 0 148097 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1820 65000 SH DFND 01 02 03 0 65000 0 AMBAC FINL GROUP INC COM NEW 023139884 3830 239645 SH DFND 01 02 03 0 239645 0 ANTHEM INC NOTE 2.750%10/1 94973VBG1 19282 6250000 PRN DFND 01 02 03 0 0 0 ARCH COAL INC CL A 039380407 3075 33000 SH DFND 01 02 03 0 33000 0 BHP BILLITON LTD SPONSORED ADR 088606108 34937 742164 SH DFND 01 02 03 0 742164 0 BHP BILLITON PLC SPONSORED ADR 05545E209 314 7808 SH DFND 01 02 03 0 7808 0 BIOGEN INC COM 09062X103 8203 25750 SH DFND 01 02 03 0 25750 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 11280 126500 SH DFND 01 02 03 0 126500 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 34589 32000000 PRN DFND 01 02 03 0 0 0 BITAUTO HLDGS LTD SPONSORED ADS 091727107 6582 206987 SH DFND 01 02 03 0 206987 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 35991 35000000 PRN DFND 01 02 03 0 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 11071 293571 SH DFND 01 02 03 0 293571 0 CHESAPEAKE ENERGY CORP COM 165167107 1334 337000 SH DFND 01 02 03 0 337000 0 COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 19 2250000 SH DFND 01 02 03 0 2250000 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 40394 38062000 PRN DFND 01 02 03 0 0 0 CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 1377 1340000 PRN DFND 01 02 03 0 0 0 CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 19969 17712000 PRN DFND 01 02 03 0 0 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 27000 20180000 PRN DFND 01 02 03 0 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 48458 596182 SH DFND 01 02 03 0 596182 0 DEPOMED INC NOTE 2.500% 9/0 249908AA2 4036 4706000 PRN DFND 01 02 03 0 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 41148 1943730 SH DFND 01 02 03 0 1943730 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 19626 17800000 PRN DFND 01 02 03 0 0 0 ENERGY FUELS INC COM NEW 292671708 791 441997 SH DFND 01 02 03 0 441997 0 EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 19079 15418000 PRN DFND 01 02 03 0 0 0 FIREEYE INC NOTE 1.625% 6/0 31816QAD3 24728 26841000 PRN DFND 01 02 03 0 0 0 FIRST MAJESTIC SILVER CORP COM 32076V103 640 95000 SH DFND 01 02 03 0 95000 0 FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 5688 841500 SH DFND 01 02 03 0 841500 0 GREENBRIER COS INC COM 393657101 5497 103100 SH DFND 01 02 03 0 103100 0 IAC INTERACTIVECORP COM 44919P508 7078 57886 SH DFND 01 02 03 0 57886 0 ILLUMINA INC NOTE 6/1 452327AF6 34167 31400000 PRN DFND 01 02 03 0 0 0 IMPAC MTG HLDGS INC COM NEW 45254P508 386 38040 SH DFND 01 02 03 0 38040 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 59803 26770000 PRN DFND 01 02 03 0 0 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 28286 23560000 PRN DFND 01 02 03 0 0 0 ISHARES TR IBOXX HI YD ETF 464288513 14834 170000 SH DFND 01 02 03 0 170000 0 ISHARES TR MORTGE REL ETF 46435G342 1808 40000 SH DFND 01 02 03 0 40000 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 47109 37800000 PRN DFND 01 02 03 0 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 9153 3000000 PRN DFND 01 02 03 0 0 0 LENNAR CORP CL B 526057302 3273 63342 SH DFND 01 02 03 0 63342 0 LIBERTY BROADBAND CORP COM SER A 530307107 13528 159061 SH DFND 01 02 03 0 159061 0 LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 4473 100896 SH DFND 01 02 03 0 100896 0 LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 3420 171972 SH DFND 01 02 03 0 171972 0 LIBERTY GLOBAL PLC SHS CL C G5480U120 40468 1195854 SH DFND 01 02 03 0 1195854 0 LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 22321 562794 SH DFND 01 02 03 0 562794 0 LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 5167 130276 SH DFND 01 02 03 0 130276 0 LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 18794 574388 SH DFND 01 02 03 0 574388 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 15598 13538000 PRN DFND 01 02 03 0 0 0 LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 52234 28500000 PRN DFND 01 02 03 0 0 0 LIONS GATE ENTMNT CORP CL A VTG 535919401 3544 104812 SH DFND 01 02 03 0 104812 0 MAG SILVER CORP COM 55903Q104 433 35000 SH DFND 01 02 03 0 35000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 70590 41254000 PRN DFND 01 02 03 0 0 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 29725 15500000 PRN DFND 01 02 03 0 0 0 MONSANTO CO NEW COM 61166W101 19327 165500 SH DFND 01 02 03 0 165500 0 MTGE INVT CORP COM 55378A105 3700 200000 SH DFND 01 02 03 0 200000 0 NATIONSTAR MTG HLDGS INC COM 63861C109 931 50327 SH DFND 01 02 03 0 50327 0 NETEASE INC SPONSORED ADR 64110W102 13803 40000 SH DFND 01 02 03 0 40000 0 NEWS CORP NEW CL B 65249B208 626 37707 SH DFND 01 02 03 0 37707 0 NRG YIELD INC CL C 62942X405 5101 269885 SH DFND 01 02 03 0 269885 0 NXP SEMICONDUCTORS N V COM N6596X109 15514 132500 SH DFND 01 02 03 0 132500 0 NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 37131 30000000 PRN DFND 01 02 03 0 0 0 NXSTAGE MEDICAL INC COM 67072V103 424 17500 SH DFND 01 02 03 0 17500 0 OCEAN RIG UDW INC COM CL A G66964118 1235 46155 SH DFND 01 02 03 0 46155 0 OCWEN FINL CORP COM NEW 675746309 5560 1776412 SH DFND 01 02 03 0 1776412 0 OCWEN FINL CORP COM NEW 675746309 3130 1000000 SH Call DFND 01 02 03 0 1000000 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 31053 24210000 PRN DFND 01 02 03 0 0 0 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 48400 35393000 PRN DFND 01 02 03 0 0 0 PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 17802 20000000 PRN DFND 01 02 03 0 0 0 PENNEY J C INC COM 708160106 790 250000 SH DFND 01 02 03 0 250000 0 PLATINUM GROUP METALS LTD COM 72765Q601 299 984158 SH DFND 01 02 03 0 984158 0 PRETIUM RES INC COM 74139C102 2041 179000 SH DFND 01 02 03 0 179000 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 20171 14602000 PRN DFND 01 02 03 0 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 23483 19900000 PRN DFND 01 02 03 0 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 11279 11000000 PRN DFND 01 02 03 0 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 3171 3000000 PRN DFND 01 02 03 0 0 0 QIAGEN NV NOTE 0.375% 3/1 N72482AA5 4397 3800000 PRN DFND 01 02 03 0 0 0 QUDIAN INC ADR 747798106 2206 175980 SH DFND 01 02 03 0 175980 0 RED HAT INC NOTE 0.250%10/0 756577AD4 17090 10350000 PRN DFND 01 02 03 0 0 0 RITE AID CORP COM 767754104 2163 1098094 SH DFND 01 02 03 0 1098094 0 ROCKWELL COLLINS INC COM 774341101 10375 76500 SH DFND 01 02 03 0 76500 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 57585 37500000 PRN DFND 01 02 03 0 0 0 SCORPIO BULKERS INC COM Y7546A122 1698 229465 SH DFND 01 02 03 0 229465 0 SERVICENOW INC NOTE 11/0 81762PAB8 41786 23650000 PRN DFND 01 02 03 0 0 0 SINA CORP ORD G81477104 23585 235122 SH DFND 01 02 03 0 235122 0 SIRIUS XM HLDGS INC COM 82968B103 698 130200 SH Put DFND 01 02 03 0 130200 0 SOGOU INC ADR REPSTG A 83409V104 1736 150000 SH DFND 01 02 03 0 150000 0 SUPERVALU INC COM NEW 868536301 1144 53000 SH DFND 01 02 03 0 53000 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 7243 182669 SH DFND 01 02 03 0 182669 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 36867 25840000 PRN DFND 01 02 03 0 0 0 TIME WARNER INC COM NEW 887317303 28127 307500 SH DFND 01 02 03 0 307500 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 518 15000 SH DFND 01 02 03 0 15000 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 68311 2002062 SH DFND 01 02 03 0 2002062 0 U S SILICA HLDGS INC COM 90346E103 488 15000 SH DFND 01 02 03 0 15000 0 UNDER ARMOUR INC CL A 904311107 2886 200000 SH DFND 01 02 03 0 200000 0 UNDER ARMOUR INC CL A 904311107 11983 830400 SH Put DFND 01 02 03 0 830400 0 UNDER ARMOUR INC CL C 904311206 13188 990082 SH DFND 01 02 03 0 990082 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 5098 2133210 SH DFND 01 02 03 0 2133210 0 UNITI GROUP INC COM 91325V108 15246 857000 SH DFND 01 02 03 0 857000 0 UR ENERGY INC COM 91688R108 4539 6664128 SH DFND 01 02 03 0 6664128 0 URANIUM ENERGY CORP COM 916896103 1357 764341 SH DFND 01 02 03 0 764341 0 VERITONE INC COM 92347M100 3529 152110 SH DFND 01 02 03 0 152110 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 799 11000 SH DFND 01 02 03 0 11000 0 WESTWATER RES INC COM 961684107 52 48524 SH DFND 01 02 03 0 48524 0 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 15137 14600000 PRN DFND 01 02 03 0 0 0