0001085146-18-001310.txt : 20180510 0001085146-18-001310.hdr.sgml : 20180510 20180510133828 ACCESSION NUMBER: 0001085146-18-001310 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180331 FILED AS OF DATE: 20180510 DATE AS OF CHANGE: 20180510 EFFECTIVENESS DATE: 20180510 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: 18821613 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 03-31-2018 03-31-2018 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 Dimple MacDonald 4401534513014 /s/ Dimple MacDonald Channel Islands X0 05-10-2018 3 128 2168263 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 18675 110500 SH DFND 01 02 03 0 110500 0 ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 7849 8500000 PRN DFND 01 02 03 0 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3671 20000 SH DFND 01 02 03 0 20000 0 ALPHABET INC CAP STK CL A 02079K305 78863 76039 SH DFND 01 02 03 0 76039 0 ALTABA INC COM 021346101 12130 163839 SH DFND 01 02 03 0 163839 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1726 65000 SH DFND 01 02 03 0 65000 0 AMBAC FINL GROUP INC COM NEW 023139884 4542 289645 SH DFND 01 02 03 0 289645 0 ANTHEM INC NOTE 2.750%10/1 94973VBG1 13680 4500000 PRN DFND 01 02 03 0 0 0 APPTIO INC CL A 03835C108 836 29500 SH DFND 01 02 03 0 29500 0 ARCH COAL INC CL A 039380407 3031 33000 SH DFND 01 02 03 0 33000 0 AVAYA HLDGS CORP COM 05351X101 11536 515008 SH DFND 01 02 03 0 515008 0 AXALTA COATING SYS LTD COM G0750C108 347 11500 SH DFND 01 02 03 0 11500 0 BHP BILLITON LTD SPONSORED ADR 088606108 10957 248514 SH DFND 01 02 03 0 248514 0 BILIBILI INC ADS REP SHS Z 090040106 1100 100000 SH DFND 01 02 03 0 100000 0 BIOGEN INC COM 09062X103 7051 25750 SH DFND 01 02 03 0 25750 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 10661 131500 SH DFND 01 02 03 0 131500 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 11322 12000000 PRN DFND 01 02 03 0 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 26836 26000000 PRN DFND 01 02 03 0 0 0 BITAUTO HLDGS LTD SPONSORED ADS 091727107 4378 206987 SH DFND 01 02 03 0 206987 0 BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 10027 10000000 PRN DFND 01 02 03 0 0 0 BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 1853 120000 SH DFND 01 02 03 0 120000 0 CAVIUM INC COM 14964U108 1469 18500 SH DFND 01 02 03 0 18500 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 21351 539052 SH DFND 01 02 03 0 539052 0 CHESAPEAKE ENERGY CORP COM 165167107 1591 527000 SH DFND 01 02 03 0 527000 0 CIGNA CORPORATION COM 125509109 587 3500 SH DFND 01 02 03 0 3500 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 1070 270000 SH DFND 01 02 03 0 270000 0 COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 23 2250000 SH DFND 01 02 03 0 2250000 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 29219 27023000 PRN DFND 01 02 03 0 0 0 CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 1399 1340000 PRN DFND 01 02 03 0 0 0 CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 20610 17712000 PRN DFND 01 02 03 0 0 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 31765 22500000 PRN DFND 01 02 03 0 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 42943 586583 SH DFND 01 02 03 0 586583 0 DEPOMED INC NOTE 2.500% 9/0 249908AA2 5728 7000000 PRN DFND 01 02 03 0 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 72768 3727871 SH DFND 01 02 03 0 3727871 0 DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 23852 27000000 PRN DFND 01 02 03 0 0 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 10855 11200000 PRN DFND 01 02 03 0 0 0 ENERGY FUELS INC COM NEW 292671708 767 441997 SH DFND 01 02 03 0 441997 0 ESSENT GROUP LTD COM G3198U102 2554 60000 SH DFND 01 02 03 0 60000 0 EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 18355 15418000 PRN DFND 01 02 03 0 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 518 7500 SH DFND 01 02 03 0 7500 0 FIREEYE INC NOTE 1.625% 6/0 31816QAD3 26652 28401000 PRN DFND 01 02 03 0 0 0 FIRST MAJESTIC SILVER CORP COM 32076V103 582 95000 SH DFND 01 02 03 0 95000 0 FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 6244 841500 SH DFND 01 02 03 0 841500 0 GREENBRIER COS INC COM 393657101 7769 154621 SH DFND 01 02 03 0 154621 0 GREENTREE HOSPITALTY GROUP L SPONSORED ADS 39579V100 3506 275000 SH DFND 01 02 03 0 275000 0 HOME DEPOT INC COM 437076102 13368 75000 SH Put DFND 01 02 03 0 75000 0 IAC INTERACTIVECORP COM 44919P508 12467 79723 SH DFND 01 02 03 0 79723 0 ILLUMINA INC NOTE 6/1 452327AF6 35269 31900000 PRN DFND 01 02 03 0 0 0 IMPAC MTG HLDGS INC COM NEW 45254P508 239 30240 SH DFND 01 02 03 0 30240 0 INPHI CORP NOTE 0.750% 9/0 45772FAC1 18537 20000000 PRN DFND 01 02 03 0 0 0 INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 5645 5000000 PRN DFND 01 02 03 0 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 108742 43300000 PRN DFND 01 02 03 0 0 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 28044 24060000 PRN DFND 01 02 03 0 0 0 IQIYI INC SPONSORED ADS 46267X108 3896 250000 SH DFND 01 02 03 0 250000 0 ISHARES TR IBOXX HI YD ETF 464288513 428200 5000000 SH Put DFND 01 02 03 0 5000000 0 ISHARES TR RUSSELL 2000 ETF 464287655 18979 125000 SH Put DFND 01 02 03 0 125000 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 44931 35000000 PRN DFND 01 02 03 0 0 0 LENNAR CORP CL B 526057302 3020 63342 SH DFND 01 02 03 0 63342 0 LIBERTY BROADBAND CORP COM SER A 530307107 3846 45354 SH DFND 01 02 03 0 45354 0 LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 1520 38698 SH DFND 01 02 03 0 38698 0 LIBERTY GLOBAL PLC SHS CL C G5480U120 42297 1389982 SH DFND 01 02 03 0 1389982 0 LIBERTY LATIN AMERICA LTD COM CL A G9001E102 2570 134647 SH DFND 01 02 03 0 134647 0 LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 24058 585322 SH DFND 01 02 03 0 585322 0 LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 16360 400452 SH DFND 01 02 03 0 400452 0 LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 22222 758667 SH DFND 01 02 03 0 758667 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 15604 13538000 PRN DFND 01 02 03 0 0 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 1258 52246 SH DFND 01 02 03 0 52246 0 LOWES COS INC COM 548661107 21499 245000 SH DFND 01 02 03 0 245000 0 LUMENTUM HLDGS INC COM 55024U109 4736 74231 SH DFND 01 02 03 0 74231 0 MAG SILVER CORP COM 55903Q104 341 35000 SH DFND 01 02 03 0 35000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 51551 29000000 PRN DFND 01 02 03 0 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 8686 7310000 PRN DFND 01 02 03 0 0 0 MICROSEMI CORP COM 595137100 1715 26500 SH DFND 01 02 03 0 26500 0 MONSANTO CO NEW COM 61166W101 102746 880500 SH DFND 01 02 03 0 880500 0 MTGE INVT CORP COM 55378A105 4013 224200 SH DFND 01 02 03 0 224200 0 NETEASE INC SPONSORED ADR 64110W102 11078 39509 SH DFND 01 02 03 0 39509 0 NEW RESIDENTIAL INVT CORP COM NEW 64828T201 3290 200000 SH DFND 01 02 03 0 200000 0 NEWS CORP NEW CL A 65249B109 1656 104843 SH DFND 01 02 03 0 104843 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 17580 14130000 PRN DFND 01 02 03 0 0 0 NRG YIELD INC CL C 62942X405 3258 191650 SH DFND 01 02 03 0 191650 0 NXP SEMICONDUCTORS N V COM N6596X109 12929 110500 SH DFND 01 02 03 0 110500 0 NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 24890 20000000 PRN DFND 01 02 03 0 0 0 NXSTAGE MEDICAL INC COM 67072V103 534 21500 SH DFND 01 02 03 0 21500 0 OASIS PETE INC NEW COM 674215108 3541 437100 SH DFND 01 02 03 0 437100 0 OCWEN FINL CORP COM NEW 675746309 6452 1566049 SH DFND 01 02 03 0 1566049 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 35738 25000000 PRN DFND 01 02 03 0 0 0 ORBITAL ATK INC COM 68557N103 862 6500 SH DFND 01 02 03 0 6500 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 9097 10000000 PRN DFND 01 02 03 0 0 0 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 37210 22500000 PRN DFND 01 02 03 0 0 0 PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 18373 19947000 PRN DFND 01 02 03 0 0 0 PENNEY J C INC COM 708160106 756 250000 SH DFND 01 02 03 0 250000 0 PINNACLE FOODS INC DEL COM 72348P104 568 10500 SH DFND 01 02 03 0 10500 0 PLATINUM GROUP METALS LTD COM 72765Q601 288 984158 SH DFND 01 02 03 0 984158 0 PRETIUM RES INC COM 74139C102 1658 249000 SH DFND 01 02 03 0 249000 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 34094 21179000 PRN DFND 01 02 03 0 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 25231 20200000 PRN DFND 01 02 03 0 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 3104 3000000 PRN DFND 01 02 03 0 0 0 QIAGEN NV DEBT 0.375% 3/1 N72482AA5 4488 3800000 PRN DFND 01 02 03 0 0 0 QUDIAN INC ADR 747798106 3814 325980 SH DFND 01 02 03 0 325980 0 RADIAN GROUP INC COM 750236101 1904 100000 SH DFND 01 02 03 0 100000 0 RED HAT INC NOTE 0.250%10/0 756577AD4 20706 10200000 PRN DFND 01 02 03 0 0 0 ROCKWELL COLLINS INC COM 774341101 14496 107500 SH DFND 01 02 03 0 107500 0 SANCHEZ ENERGY CORP COM 79970Y105 1283 409800 SH DFND 01 02 03 0 409800 0 SCORPIO BULKERS INC COM Y7546A122 1618 229465 SH DFND 01 02 03 0 229465 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 17130 14800000 PRN DFND 01 02 03 0 0 0 SINA CORP ORD G81477104 33558 321835 SH DFND 01 02 03 0 321835 0 SOGOU INC ADR REPSTG A 83409V104 1238 150000 SH DFND 01 02 03 0 150000 0 SUPERVALU INC COM NEW 868536301 807 53000 SH DFND 01 02 03 0 53000 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 7994 182669 SH DFND 01 02 03 0 182669 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 20611 13500000 PRN DFND 01 02 03 0 0 0 TESLA INC NOTE 0.250% 3/0 88160RAB7 9983 10000000 PRN DFND 01 02 03 0 0 0 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 4469 4150000 PRN DFND 01 02 03 0 0 0 TIME WARNER INC COM NEW 887317303 32677 345500 SH DFND 01 02 03 0 345500 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 1486 40500 SH DFND 01 02 03 0 40500 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 40903 1124651 SH DFND 01 02 03 0 1124651 0 U S SILICA HLDGS INC COM 90346E103 383 15000 SH DFND 01 02 03 0 15000 0 UNDER ARMOUR INC CL A 904311107 487 29800 SH Put DFND 01 02 03 0 29800 0 UNDER ARMOUR INC CL C 904311206 26625 1855431 SH DFND 01 02 03 0 1855431 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 5525 2133210 SH DFND 01 02 03 0 2133210 0 UNITI GROUP INC COM 91325V108 19956 1228000 SH DFND 01 02 03 0 1228000 0 UR ENERGY INC COM 91688R108 3992 6664128 SH DFND 01 02 03 0 6664128 0 URANIUM ENERGY CORP COM 916896103 1005 764341 SH DFND 01 02 03 0 764341 0 VERITONE INC COM 92347M100 2117 152110 SH DFND 01 02 03 0 152110 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 1211 18500 SH DFND 01 02 03 0 18500 0 WEIBO CORP SPONSORED ADR 948596101 1668 13948 SH DFND 01 02 03 0 13948 0 WESTWATER RES INC COM 961684107 28 48524 SH DFND 01 02 03 0 48524 0 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 14109 14100000 PRN DFND 01 02 03 0 0 0 WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 198 10000 SH DFND 01 02 03 0 10000 0