0001085146-18-002015.txt : 20180813 0001085146-18-002015.hdr.sgml : 20180813 20180813163001 ACCESSION NUMBER: 0001085146-18-002015 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180630 FILED AS OF DATE: 20180813 DATE AS OF CHANGE: 20180813 EFFECTIVENESS DATE: 20180813 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: 181012599 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 06-30-2018 06-30-2018 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 Sean Flynn 4401534513014 /s/ Sean Flynn Channel Islands X0 08-13-2018 3 115 1876680 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 7799 42500 SH DFND 01 02 03 0 42500 0 AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 17105 17000000 PRN DFND 01 02 03 0 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7421 40000 SH DFND 01 02 03 0 40000 0 ALPHABET INC CAP STK CL A 02079K305 46300 41003 SH DFND 01 02 03 0 41003 0 ALTABA INC COM 021346101 88 1208 SH DFND 01 02 03 0 1208 0 ALTABA INC COM 021346101 18303 250000 SH Call DFND 01 02 03 0 250000 0 ALTICE USA INC CL A 02156K103 12819 751455 SH DFND 01 02 03 0 751455 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 2773 95090 SH DFND 01 02 03 0 95090 0 AMBAC FINL GROUP INC COM NEW 023139884 6252 315000 SH DFND 01 02 03 0 315000 0 ARCH COAL INC CL A 039380407 3374 43000 SH DFND 01 02 03 0 43000 0 AT&T INC COM 00206R102 819 25500 SH DFND 01 02 03 0 25500 0 AVAYA HLDGS CORP COM 05351X101 9280 462152 SH DFND 01 02 03 0 462152 0 AXALTA COATING SYS LTD COM G0750C108 349 11500 SH DFND 01 02 03 0 11500 0 BHP BILLITON LTD SPONSORED ADR 088606108 36593 725082 SH DFND 01 02 03 0 725082 0 BIOGEN INC COM 09062X103 7474 25750 SH DFND 01 02 03 0 25750 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 16626 176500 SH DFND 01 02 03 0 176500 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 27763 26000000 PRN DFND 01 02 03 0 0 0 BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 7779 7860000 PRN DFND 01 02 03 0 0 0 BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 499 30000 SH DFND 01 02 03 0 30000 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 20628 509721 SH DFND 01 02 03 0 509721 0 CHESAPEAKE ENERGY CORP COM 165167107 2495 476200 SH DFND 01 02 03 0 476200 0 CIGNA CORPORATION COM 125509109 1615 9500 SH DFND 01 02 03 0 9500 0 COMMUNITY HEALTH 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1003 441997 SH DFND 01 02 03 0 441997 0 ESSENT GROUP LTD COM G3198U102 2687 75000 SH DFND 01 02 03 0 75000 0 EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 19702 16018000 PRN DFND 01 02 03 0 0 0 FIREEYE INC NOTE 1.625% 6/0 31816QAD3 23544 25766000 PRN DFND 01 02 03 0 0 0 FIRST MAJESTIC SILVER CORP COM 32076V103 724 95000 SH DFND 01 02 03 0 95000 0 FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 4511 841500 SH DFND 01 02 03 0 841500 0 GREENBRIER COS INC COM 393657101 5476 103835 SH DFND 01 02 03 0 103835 0 HUBSPOT INC NOTE 0.250% 6/0 443573AB6 25104 17585000 PRN DFND 01 02 03 0 0 0 IAC INTERACTIVECORP COM 44919P508 10517 68972 SH DFND 01 02 03 0 68972 0 ILLUMINA INC NOTE 6/1 452327AF6 39447 33500000 PRN DFND 01 02 03 0 0 0 IMPAC MTG HLDGS INC COM NEW 45254P508 218 22900 SH DFND 01 02 03 0 22900 0 INPHI CORP NOTE 0.750% 9/0 45772FAC1 14992 15720000 PRN DFND 01 02 03 0 0 0 INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 23379 20500000 PRN DFND 01 02 03 0 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 83586 34670000 PRN DFND 01 02 03 0 0 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 33168 27500000 PRN DFND 01 02 03 0 0 0 ISHARES TR IBOXX HI YD ETF 464288513 340320 4000000 SH Put DFND 01 02 03 0 4000000 0 ISHARES TR RUSSELL 2000 ETF 464287655 38257 233600 SH Put DFND 01 02 03 0 233600 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 47410 35000000 PRN DFND 01 02 03 0 0 0 LENNAR CORP CL B 526057302 2704 63342 SH DFND 01 02 03 0 63342 0 LIBERTY BROADBAND CORP COM SER A 530307107 3430 45354 SH DFND 01 02 03 0 45354 0 LIBERTY GLOBAL PLC SHS CL C G5480U120 28805 1082496 SH DFND 01 02 03 0 1082496 0 LIBERTY LATIN AMERICA LTD COM CL A G9001E102 114 5949 SH DFND 01 02 03 0 5949 0 LIBERTY LATIN AMERICA LTD COM CL C G9001E128 1953 100770 SH DFND 01 02 03 0 100770 0 LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 32004 710399 SH DFND 01 02 03 0 710399 0 LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 18791 414288 SH DFND 01 02 03 0 414288 0 LIBERTY MEDIA CORP DELAWARE COM SER A 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01 02 03 0 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 22259 451771 SH DFND 01 02 03 0 451771 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 17484 18000000 PRN DFND 01 02 03 0 0 0 U S G CORP COM NEW 903293405 1100 25500 SH DFND 01 02 03 0 25500 0 UNDER ARMOUR INC CL A 904311107 11241 500000 SH Put DFND 01 02 03 0 500000 0 UNDER ARMOUR INC CL A 904311107 8040 357604 SH DFND 01 02 03 0 357604 0 UNDER ARMOUR INC CL C 904311206 3730 176927 SH DFND 01 02 03 0 176927 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 6016 2133210 SH DFND 01 02 03 0 2133210 0 UNITI GROUP INC COM 91325V108 5995 299341 SH DFND 01 02 03 0 299341 0 UR ENERGY INC COM 91688R108 4466 6664128 SH DFND 01 02 03 0 6664128 0 URANIUM ENERGY CORP COM 916896103 1231 764341 SH DFND 01 02 03 0 764341 0 UXIN LTD ADS 91818X108 2456 271712 SH DFND 01 02 03 0 271712 0 VERITONE INC COM 92347M100 2558 152110 SH DFND 01 02 03 0 152110 0 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 2712 250000 SH DFND 01 02 03 0 250000 0 WEB COM GROUP INC 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