0001085146-19-001524.txt : 20190514 0001085146-19-001524.hdr.sgml : 20190514 20190514134729 ACCESSION NUMBER: 0001085146-19-001524 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190331 FILED AS OF DATE: 20190514 DATE AS OF CHANGE: 20190514 EFFECTIVENESS DATE: 20190514 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: 19821915 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 03-31-2019 03-31-2019 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 05-14-2019 3 99 2225431 1 0001438311 028-13136 CQS (UK) LLP 2 0001435249 028-13133 CQS (HONG KONG) LTD 3 0001447946 028-13237 CQS (US), LLC INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 65333 20000000 PRN DFND 01 02 03 0 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 7207 100500 SH DFND 01 02 03 0 100500 0 ALPHABET INC CAP STK CL A 02079K305 57604 48945 SH DFND 01 02 03 0 48945 0 ALTABA INC COM 021346101 7073 95431 SH DFND 01 02 03 0 95431 0 ALTICE USA INC CL A 02156K103 10708 498510 SH DFND 01 02 03 0 498510 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 4615 195000 SH DFND 01 02 03 0 195000 0 AMBAC FINL GROUP INC COM NEW 023139884 7882 435000 SH DFND 01 02 03 0 435000 0 AMERISOURCEBERGEN CORP COM 03073E105 5646 71000 SH DFND 01 02 03 0 71000 0 ANTHEM INC NOTE 2.750%10/1 94973VBG1 18946 4750000 PRN DFND 01 02 03 0 0 0 ARCH COAL INC CL A 039380407 2400 26300 SH DFND 01 02 03 0 26300 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 10730 10000000 PRN DFND 01 02 03 0 0 0 AVAYA HLDGS CORP COM 05351X101 9037 537004 SH DFND 01 02 03 0 537004 0 BHP GROUP LTD SPONSORED ADS 088606108 28422 519620 SH DFND 01 02 03 0 519620 0 BHP GROUP PLC SPONSORED ADR 05545E209 4643 96327 SH DFND 01 02 03 0 96327 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 3703 41694 SH DFND 01 02 03 0 41694 0 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 29020 20000000 PRN DFND 01 02 03 0 0 0 CELGENE CORP COM 151020104 15274 161901 SH DFND 01 02 03 0 161901 0 CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 4976 5000000 PRN DFND 01 02 03 0 0 0 CENTENE CORP DEL COM 15135B101 531 10000 SH DFND 01 02 03 0 10000 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 19057 819649 SH DFND 01 02 03 0 819649 0 CHEGG INC COM 163092109 3417 89600 SH DFND 01 02 03 0 89600 0 CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 4461 3870000 PRN DFND 01 02 03 0 0 0 CONTURA ENERGY INC COM 21241B100 1158 20000 SH DFND 01 02 03 0 20000 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 14235 13923000 PRN DFND 01 02 03 0 0 0 CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 7179 6312000 PRN DFND 01 02 03 0 0 0 CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 2092 2060000 PRN DFND 01 02 03 0 0 0 DARLING INGREDIENTS INC COM 237266101 9591 443000 SH DFND 01 02 03 0 443000 0 DISCOVERY INC COM SER C 25470F302 113931 4481943 SH DFND 01 02 03 0 4481943 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 18470 21500000 PRN DFND 01 02 03 0 0 0 ENERGY FUELS INC COM NEW 292671708 1472 441997 SH DFND 01 02 03 0 441997 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1574 300000 SH DFND 01 02 03 0 300000 0 EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 13976 7068000 PRN DFND 01 02 03 0 0 0 FIREEYE INC NOTE 1.625% 6/0 31816QAD3 14123 15000000 PRN DFND 01 02 03 0 0 0 FIRST DATA CORP NEW COM CL A 32008D106 3954 150500 SH DFND 01 02 03 0 150500 0 FIRST MAJESTIC SILVER CORP COM 32076V103 587 89140 SH DFND 01 02 03 0 89140 0 FOX CORP CL B COM 35137L204 9070 252798 SH DFND 01 02 03 0 252798 0 FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 2939 1476241 SH DFND 01 02 03 0 1476241 0 GLOBUS MED INC CL A 379577208 5707 115500 SH DFND 01 02 03 0 115500 0 HUBSPOT INC NOTE 0.250% 6/0 443573AB6 87916 48500000 PRN DFND 01 02 03 0 0 0 IAC INTERACTIVECORP COM 44919P508 608 2893 SH DFND 01 02 03 0 2893 0 ILLUMINA INC COM 452327109 2612 8407 SH DFND 01 02 03 0 8407 0 ILLUMINA INC NOTE 6/1 452327AF6 19801 16150000 PRN DFND 01 02 03 0 0 0 INTELSAT S A COM L5140P101 2522 161028 SH DFND 01 02 03 0 161028 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 23667 22500000 PRN DFND 01 02 03 0 0 0 ISHARES TR IBOXX INV CP ETF 464287242 810442 6807000 SH DFND 01 02 03 0 6807000 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 45652 33800000 PRN DFND 01 02 03 0 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 24514 25000000 PRN DFND 01 02 03 0 0 0 LENNAR CORP CL B 526057302 3541 90533 SH DFND 01 02 03 0 90533 0 LIBERTY BROADBAND CORP COM SER C 530307305 3375 36787 SH DFND 01 02 03 0 36787 0 LIBERTY EXPEDIA HLDGS INC SER A COM 53046P109 12757 298056 SH DFND 01 02 03 0 298056 0 LIBERTY GLOBAL PLC SHS CL C G5480U120 12931 534119 SH DFND 01 02 03 0 534119 0 LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 31640 828691 SH DFND 01 02 03 0 828691 0 LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 6569 171796 SH DFND 01 02 03 0 171796 0 LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 17120 502908 SH DFND 01 02 03 0 502908 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 17671 15638000 PRN DFND 01 02 03 0 0 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 11134 737305 SH DFND 01 02 03 0 737305 0 LOGMEIN INC COM 54142L109 5687 71000 SH DFND 01 02 03 0 71000 0 MAG SILVER CORP COM 55903Q104 373 35000 SH DFND 01 02 03 0 35000 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 2094 17694 SH DFND 01 02 03 0 17694 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 11443 10360000 PRN DFND 01 02 03 0 0 0 MR COOPER GROUP INC COM 62482R107 3105 323800 SH DFND 01 02 03 0 323800 0 NEW RELIC INC COM 64829B100 6943 70356 SH DFND 01 02 03 0 70356 0 NEWELL BRANDS INC COM 651229106 5470 356500 SH DFND 01 02 03 0 356500 0 NEWS CORP NEW CL B 65249B208 9790 783840 SH DFND 01 02 03 0 783840 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 23620 15500000 PRN DFND 01 02 03 0 0 0 NOMAD FOODS LTD USD ORD SHS G6564A105 5491 268500 SH DFND 01 02 03 0 268500 0 OASIS PETE INC NEW COM 674215108 2263 374569 SH DFND 01 02 03 0 374569 0 OCWEN FINL CORP COM NEW 675746309 3458 1900000 SH DFND 01 02 03 0 1900000 0 OI S A SPONSORED ADR NE 670851500 2073 1102721 SH DFND 01 02 03 0 1102721 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 35189 28317000 PRN DFND 01 02 03 0 0 0 PLATINUM GROUP METALS LTD COM 72765Q882 843 431715 SH DFND 01 02 03 0 431715 0 PRETIUM RES INC COM 74139C102 2130 249000 SH DFND 01 02 03 0 249000 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 33932 25000000 PRN DFND 01 02 03 0 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 27825 25100000 PRN DFND 01 02 03 0 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 3287 3300000 PRN DFND 01 02 03 0 0 0 RED HAT INC COM 756577102 7217 39500 SH DFND 01 02 03 0 39500 0 RED HAT INC NOTE 0.250%10/0 756577AD4 4712 1900000 PRN DFND 01 02 03 0 0 0 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 10966 11007000 PRN DFND 01 02 03 0 0 0 RYANAIR HLDGS PLC SPONSORED ADS 783513203 5970 80412 SH DFND 01 02 03 0 80412 0 SERVICENOW INC NOTE 6/0 81762PAC6 106376 57500000 PRN DFND 01 02 03 0 0 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 15993 14700000 PRN DFND 01 02 03 0 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 9052 8900000 PRN DFND 01 02 03 0 0 0 SPRINT CORPORATION COM 85207U105 511 90500 SH DFND 01 02 03 0 90500 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 7482 182669 SH DFND 01 02 03 0 182669 0 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 1131 55500 SH DFND 01 02 03 0 55500 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 14687 10450000 PRN DFND 01 02 03 0 0 0 TOTAL SYS SVCS INC COM 891906109 5748 60500 SH DFND 01 02 03 0 60500 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 6394 6500000 PRN DFND 01 02 03 0 0 0 UNDER ARMOUR INC CL C 904311206 10671 565531 SH DFND 01 02 03 0 565531 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 3810 2026844 SH DFND 01 02 03 0 2026844 0 UR ENERGY INC COM 91688R108 5257 6382289 SH DFND 01 02 03 0 6382289 0 URANIUM ENERGY CORP COM 916896103 1070 764341 SH DFND 01 02 03 0 764341 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 1109 1000000 PRN DFND 01 02 03 0 0 0 WABCO HLDGS INC COM 92927K102 1516 11500 SH DFND 01 02 03 0 11500 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 21421 22000000 PRN DFND 01 02 03 0 0 0 WILLIAMS COS INC DEL COM 969457100 39920 1390000 SH DFND 01 02 03 0 1390000 0 WIX COM LTD SHS M98068105 5002 41400 SH DFND 01 02 03 0 41400 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 75837 53500000 PRN DFND 01 02 03 0 0 0 WORLDPAY INC CL A 981558109 3348 29500 SH DFND 01 02 03 0 29500 0