0001085146-19-002257.txt : 20190813 0001085146-19-002257.hdr.sgml : 20190813 20190813165013 ACCESSION NUMBER: 0001085146-19-002257 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190630 FILED AS OF DATE: 20190813 DATE AS OF CHANGE: 20190813 EFFECTIVENESS DATE: 20190813 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: 191021398 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 06-30-2019 06-30-2019 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 Cayman Islands X0 08-09-2019 3 151 2508494 1 0001447946 028-13237 CQS (US), LLC 2 0001435249 028-13133 CQS (HONG KONG) LTD 3 0001438311 028-13136 CQS (UK) LLP INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE ABBOTT LABS COM 002824100 5626 66891 SH DFND 01 02 03 0 66891 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4479 24240 SH DFND 01 02 03 0 24240 0 ADVANCED DISP SVCS INC DEL COM 00790X101 2090 65500 SH DFND 01 02 03 0 65500 0 ADVANCED MICRO DEVICES INC COM 007903107 60 1980 SH DFND 01 02 03 0 1980 0 ADVANCED MICRO DEVICES INC COM 007903107 51629 1700000 SH Put DFND 01 02 03 0 1700000 0 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 77438 20000000 PRN DFND 01 02 03 0 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 3547 47500 SH DFND 01 02 03 0 47500 0 AKAMAI TECHNOLOGIES INC COM 00971T101 3005 37500 SH DFND 01 02 03 0 37500 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 13570 12650000 PRN DFND 01 02 03 0 0 0 ALLERGAN PLC SHS G0177J108 1339 8000 SH DFND 01 02 03 0 8000 0 ALPHABET INC CAP STK CL A 02079K305 59120 54598 SH DFND 01 02 03 0 54598 0 ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 10159 9330000 PRN DFND 01 02 03 0 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 3932 200000 SH DFND 01 02 03 0 200000 0 AMBAC FINL GROUP INC COM NEW 023139884 13481 800010 SH DFND 01 02 03 0 800010 0 AMERISOURCEBERGEN CORP COM 03073E105 1535 18000 SH DFND 01 02 03 0 18000 0 ANADARKO PETE CORP COM 032511107 4974 70500 SH DFND 01 02 03 0 70500 0 ANADARKO PETE CORP COM 032511107 2646 37500 SH Put DFND 01 02 03 0 37500 0 ANSYS INC COM 03662Q105 3615 17651 SH DFND 01 02 03 0 17651 0 ANTHEM INC NOTE 2.750%10/1 94973VBG1 9207 2350000 PRN DFND 01 02 03 0 0 0 ARCH COAL INC CL A 039380407 2476 26300 SH DFND 01 02 03 0 26300 0 AUTOMATIC DATA PROCESSING IN COM 053015103 4885 29544 SH DFND 01 02 03 0 29544 0 AVAYA HLDGS CORP COM 05351X101 9327 783151 SH DFND 01 02 03 0 783151 0 AVAYA HLDGS CORP COM 05351X101 596 50000 SH Call DFND 01 02 03 0 50000 0 BHP GROUP LTD SPONSORED ADS 088606108 36806 631027 SH DFND 01 02 03 0 631027 0 BHP GROUP PLC SPONSORED ADR 05545E209 4104 80377 SH DFND 01 02 03 0 80377 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 5864 68474 SH DFND 01 02 03 0 68474 0 BOEING CO COM 097023105 9100 25000 SH DFND 01 02 03 0 25000 0 BOEING CO COM 097023105 36401 100000 SH Put DFND 01 02 03 0 100000 0 BOOKING HLDGS INC COM 09857L108 5238 2794 SH DFND 01 02 03 0 2794 0 CELGENE CORP COM 151020104 5943 64300 SH DFND 01 02 03 0 64300 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 19335 784735 SH DFND 01 02 03 0 784735 0 CHANGE HEALTHCARE INC COM 15912K100 24 1594 SH DFND 01 02 03 0 1594 0 CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 5622 100000 PRN DFND 01 02 03 0 0 0 CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 6249 5770000 PRN DFND 01 02 03 0 0 0 CITRIX SYS INC COM 177376100 1914 19500 SH DFND 01 02 03 0 19500 0 CLEAR CHANNEL OUTDOOR HLDGS COM 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0 GRACO INC COM 384109104 2859 56970 SH DFND 01 02 03 0 56970 0 HEICO CORP NEW CL A 422806208 12686 122727 SH DFND 01 02 03 0 122727 0 HUAZHU GROUP LTD SPONSORED ADS 44332N106 718 19800 SH DFND 01 02 03 0 19800 0 HUBSPOT INC NOTE 0.250% 6/0 443573AB6 102103 55000000 PRN DFND 01 02 03 0 0 0 HUNTSMAN CORP COM 447011107 1952 95500 SH DFND 01 02 03 0 95500 0 ILLUMINA INC COM 452327109 1880 5107 SH DFND 01 02 03 0 5107 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 9318 8918000 PRN DFND 01 02 03 0 0 0 ISHARES TR IBOXX HI YD ETF 464288513 8718 100000 SH Put DFND 01 02 03 0 100000 0 ISHARES TR IBOXX INV CP ETF 464287242 499870 4019226 SH DFND 01 02 03 0 4019226 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 24444 17500000 PRN DFND 01 02 03 0 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 14849 15000000 PRN DFND 01 02 03 0 0 0 KOHLS CORP COM 500255104 3853 81000 SH DFND 01 02 03 0 81000 0 KOHLS CORP COM 500255104 10700 225000 SH Call DFND 01 02 03 0 225000 0 LAUDER ESTEE COS INC CL A 518439104 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NIKE INC CL B 654106103 4582 54585 SH DFND 01 02 03 0 54585 0 NOMAD FOODS LTD USD ORD SHS G6564A105 2787 130500 SH DFND 01 02 03 0 130500 0 NORDSTROM INC COM 655664100 1976 62000 SH DFND 01 02 03 0 62000 0 NUTANIX INC NOTE 1/1 67059NAB4 18625 20000000 PRN DFND 01 02 03 0 0 0 NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 10582 10000000 PRN DFND 01 02 03 0 0 0 OCCIDENTAL PETE CORP COM 674599105 1257 25000 SH Call DFND 01 02 03 0 25000 0 OCWEN FINL CORP COM NEW 675746309 3933 1900000 SH DFND 01 02 03 0 1900000 0 OI S A SPONSORED ADR NE 670851500 2216 1102721 SH DFND 01 02 03 0 1102721 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 36829 30000000 PRN DFND 01 02 03 0 0 0 PLATINUM GROUP METALS LTD COM 72765Q882 560 431715 SH DFND 01 02 03 0 431715 0 PRETIUM RES INC COM 74139C102 1991 199000 SH DFND 01 02 03 0 199000 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 25158 17500000 PRN DFND 01 02 03 0 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 34501 30100000 PRN DFND 01 02 03 0 0 0 QIAGEN NV DEBT 1.000%11/1 N72482AT4 13845 12400000 PRN DFND 01 02 03 0 0 0 RED HAT INC COM 756577102 7604 40500 SH DFND 01 02 03 0 40500 0 RED HAT INC COM 756577102 7041 37500 SH Put DFND 01 02 03 0 37500 0 ROLLINS INC COM 775711104 6486 180819 SH DFND 01 02 03 0 180819 0 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 26819 26500000 PRN DFND 01 02 03 0 0 0 RYANAIR HLDGS PLC SPONSORED ADS 783513203 3242 50381 SH DFND 01 02 03 0 50381 0 SERVICENOW INC NOTE 6/0 81762PAC6 118341 57500000 PRN DFND 01 02 03 0 0 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 20212 16200000 PRN DFND 01 02 03 0 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 92295 315000 SH Call DFND 01 02 03 0 315000 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 18302 15300000 PRN DFND 01 02 03 0 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 7155 182669 SH DFND 01 02 03 0 182669 0 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 982 55500 SH DFND 01 02 03 0 55500 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 9528 6450000 PRN DFND 01 02 03 0 0 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 23163 14250000 PRN DFND 01 02 03 0 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 14310 15000000 PRN DFND 01 02 03 0 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 12471 12650000 PRN DFND 01 02 03 0 0 0 TEXTRON INC COM 883203101 2944 55500 SH DFND 01 02 03 0 55500 0 UNDER ARMOUR INC CL C 904311206 31152 1403271 SH DFND 01 02 03 0 1403271 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 4479 2026844 SH DFND 01 02 03 0 2026844 0 UNITI GROUP INC COM 91325V108 10450 1100000 SH Put DFND 01 02 03 0 1100000 0 UR ENERGY INC COM 91688R108 4952 5277697 SH DFND 01 02 03 0 5277697 0 URANIUM ENERGY CORP COM 916896103 1047 764341 SH DFND 01 02 03 0 764341 0 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 3834 150000 SH DFND 01 02 03 0 150000 0 VIACOM INC NEW CL B 92553P201 5182 173500 SH DFND 01 02 03 0 173500 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 21197 18000000 PRN DFND 01 02 03 0 0 0 WABCO HLDGS INC COM 92927K102 5503 41500 SH DFND 01 02 03 0 41500 0 WEIBO CORP NOTE 1.250%11/1 948596AC5 1755 1850000 PRN DFND 01 02 03 0 0 0 WELLS FARGO CO NEW COM 949746101 35490 750000 SH DFND 01 02 03 0 750000 0 WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 2646 86000 SH DFND 01 02 03 0 86000 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 20485 21000000 PRN DFND 01 02 03 0 0 0 WILLIAMS COS INC DEL COM 969457100 29442 1050000 SH DFND 01 02 03 0 1050000 0 WIX COM LTD SHS M98068105 7753 54565 SH DFND 01 02 03 0 54565 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 62396 41720000 PRN DFND 01 02 03 0 0 0 WORLDPAY INC CL A 981558109 1532 12500 SH DFND 01 02 03 0 12500 0 WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 22296 15000000 PRN DFND 01 02 03 0 0 0 XYLEM INC COM 98419M100 7423 88747 SH DFND 01 02 03 0 88747 0 ZAYO GROUP HLDGS INC COM 98919V105 2485 75500 SH DFND 01 02 03 0 75500 0 ZYNGA INC CL A 98986T108 1825 297700 SH DFND 01 02 03 0 297700 0