0001085146-19-002850.txt : 20191112 0001085146-19-002850.hdr.sgml : 20191112 20191112113328 ACCESSION NUMBER: 0001085146-19-002850 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190930 FILED AS OF DATE: 20191112 DATE AS OF CHANGE: 20191112 EFFECTIVENESS DATE: 20191112 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: 191207498 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 false false 0001431256 XXXXXXXX 09-30-2019 09-30-2019 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 11-11-2019 3 153 2264603 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 8280 98956 SH DFND 01 02 03 0 98956 0 ABBVIE INC COM 00287Y109 4164 55000 SH Call DFND 01 02 03 0 55000 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2769 14397 SH DFND 01 02 03 0 14397 0 ADVANCED DISP SVCS INC DEL COM 00790X101 3257 100000 SH DFND 01 02 03 0 100000 0 ADVANCED MICRO DEVICES INC COM 007903107 57 1980 SH DFND 01 02 03 0 1980 0 ADVANCED MICRO DEVICES INC COM 007903107 49283 1700000 SH Put DFND 01 02 03 0 1700000 0 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 74485 20000000 PRN DFND 01 02 03 0 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 3832 50000 SH Call DFND 01 02 03 0 50000 0 AGILENT TECHNOLOGIES INC COM 00846U101 1571 20500 SH DFND 01 02 03 0 20500 0 AKAMAI TECHNOLOGIES INC COM 00971T101 3655 40000 SH Call DFND 01 02 03 0 40000 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 22029 19200000 PRN DFND 01 02 03 0 0 0 ALLERGAN PLC SHS G0177J108 11360 67500 SH DFND 01 02 03 0 67500 0 ALLERGAN PLC SHS G0177J108 13463 80000 SH Put DFND 01 02 03 0 80000 0 ALPHABET INC CAP STK CL A 02079K305 68898 56421 SH DFND 01 02 03 0 56421 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 4044 200000 SH DFND 01 02 03 0 200000 0 AMBAC FINL GROUP INC COM NEW 023139884 20665 1056995 SH DFND 01 02 03 0 1056995 0 AMERICAS GOLD AND SILVER COR COM 03062D100 1260 500000 SH DFND 01 02 03 0 500000 0 ANSYS INC COM 03662Q105 3999 18065 SH DFND 01 02 03 0 18065 0 ANTHEM INC NOTE 2.750%10/1 94973VBG1 8070 2400000 PRN DFND 01 02 03 0 0 0 ARCH COAL INC CL A 039380407 1951 26300 SH DFND 01 02 03 0 26300 0 AUTOMATIC DATA PROCESSING IN COM 053015103 5274 32673 SH DFND 01 02 03 0 32673 0 AVAYA HLDGS CORP COM 05351X101 6133 599402 SH DFND 01 02 03 0 599402 0 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 6878 8000000 PRN DFND 01 02 03 0 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 2282 153100 SH Put DFND 01 02 03 0 153100 0 BHP GROUP LTD SPONSORED ADS 088606108 5281 107301 SH DFND 01 02 03 0 107301 0 BHP GROUP PLC SPONSORED ADR 05545E209 6816 159431 SH DFND 01 02 03 0 159431 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 4414 65474 SH DFND 01 02 03 0 65474 0 BOEING CO COM 097023105 45656 120000 SH Put DFND 01 02 03 0 120000 0 BOOKING HLDGS INC COM 09857L108 2587 1318 SH DFND 01 02 03 0 1318 0 CARNIVAL PLC ADR 14365C103 1176 27876 SH DFND 01 02 03 0 27876 0 CBL & ASSOC PPTYS INC COM 124830100 968 750000 SH DFND 01 02 03 0 750000 0 CDK GLOBAL INC COM 12508E101 2332 48500 SH DFND 01 02 03 0 48500 0 CDK GLOBAL INC COM 12508E101 2645 55000 SH Call DFND 01 02 03 0 55000 0 CELGENE CORP COM 151020104 1539 15500 SH DFND 01 02 03 0 15500 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 12559 452944 SH DFND 01 02 03 0 452944 0 CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 2108 3500000 PRN DFND 01 02 03 0 0 0 CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 6474 6150000 PRN DFND 01 02 03 0 0 0 CITRIX SYS INC COM 177376100 2461 25500 SH DFND 01 02 03 0 25500 0 CITRIX SYS INC COM 177376100 2413 25000 SH Call DFND 01 02 03 0 25000 0 CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 2258 895714 SH DFND 01 02 03 0 895714 0 CLEARWAY ENERGY INC CL A 18539C105 7142 411919 SH DFND 01 02 03 0 411919 0 CME GROUP INC COM 12572Q105 7548 35716 SH DFND 01 02 03 0 35716 0 COLFAX CORP UNIT 01/15/2022T 194014205 9780 75000 SH DFND 01 02 03 0 75000 0 CONCHO RES INC COM 20605P101 1087 16000 SH DFND 01 02 03 0 16000 0 CONTINENTAL RESOURCES INC COM 212015101 4043 131300 SH DFND 01 02 03 0 131300 0 CONTURA ENERGY INC COM 21241B100 560 20000 SH DFND 01 02 03 0 20000 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 3555 3623000 PRN DFND 01 02 03 0 0 0 CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 7426 7312000 PRN DFND 01 02 03 0 0 0 CYPRESS SEMICONDUCTOR CORP COM 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A 379577208 3578 70000 SH Call DFND 01 02 03 0 70000 0 HEICO CORP NEW CL A 422806208 18477 189878 SH DFND 01 02 03 0 189878 0 HUAZHU GROUP LTD SPONSORED ADS 44332N106 653 19800 SH DFND 01 02 03 0 19800 0 HUBSPOT INC NOTE 0.250% 6/0 443573AB6 83791 50000000 PRN DFND 01 02 03 0 0 0 HUNTSMAN CORP COM 447011107 1524 65500 SH DFND 01 02 03 0 65500 0 HUNTSMAN CORP COM 447011107 3489 150000 SH Call DFND 01 02 03 0 150000 0 IDEXX LABS INC COM 45168D104 5401 19863 SH DFND 01 02 03 0 19863 0 IHEARTMEDIA INC COM CL A 45174J509 3011 200734 SH DFND 01 02 03 0 200734 0 ILLUMINA INC NOTE 8/1 452327AK5 43327 39100000 PRN DFND 01 02 03 0 0 0 INSULET CORP NOTE 1.375%11/1 45784PAH4 23996 13000000 PRN DFND 01 02 03 0 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 6067 7000000 PRN DFND 01 02 03 0 0 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 20024 20000000 PRN DFND 01 02 03 0 0 0 ISHARES TR IBOXX INV CP ETF 464287242 344083 2699110 SH DFND 01 02 03 0 2699110 0 J2 GLOBAL INC NOTE 3.250% 6/1 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15000000 PRN DFND 01 02 03 0 0 0 NIKE INC CL B 654106103 5357 57033 SH DFND 01 02 03 0 57033 0 NOMAD FOODS LTD USD ORD SHS G6564A105 17971 876644 SH DFND 01 02 03 0 876644 0 NUTANIX INC NOTE 1/1 67059NAB4 18725 20000000 PRN DFND 01 02 03 0 0 0 OCCIDENTAL PETE CORP COM 674599105 1112 25000 SH Call DFND 01 02 03 0 25000 0 OCWEN FINL CORP COM NEW 675746309 3332 1772226 SH DFND 01 02 03 0 1772226 0 OI S A SPONSORED ADR NE 670851500 1213 1102721 SH DFND 01 02 03 0 1102721 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 37825 32000000 PRN DFND 01 02 03 0 0 0 PALO ALTO NETWORKS INC COM 697435105 4198 20600 SH DFND 01 02 03 0 20600 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 16213 15350000 PRN DFND 01 02 03 0 0 0 PLATINUM GROUP METALS LTD COM 72765Q882 1002 681715 SH DFND 01 02 03 0 681715 0 PRETIUM RES INC COM 74139C102 1772 154000 SH DFND 01 02 03 0 154000 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 44918 30000000 PRN DFND 01 02 03 0 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 38452 33200000 PRN DFND 01 02 03 0 0 0 PROOFPOINT INC COM 743424103 2562 19852 SH DFND 01 02 03 0 19852 0 QIAGEN NV DEBT 1.000%11/1 N72482AT4 13714 13200000 PRN DFND 01 02 03 0 0 0 ROLLINS INC COM 775711104 6950 204006 SH DFND 01 02 03 0 204006 0 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 23675 23500000 PRN DFND 01 02 03 0 0 0 RYANAIR HLDGS PLC SPONSORED ADS 783513203 2148 32656 SH DFND 01 02 03 0 32656 0 SAILPOINT TECHNLGIES HLDGS I COM 78781P105 1976 105700 SH DFND 01 02 03 0 105700 0 SERVICENOW INC NOTE 6/0 81762PAC6 91260 47500000 PRN DFND 01 02 03 0 0 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 22868 17500000 PRN DFND 01 02 03 0 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 14777 13750000 PRN DFND 01 02 03 0 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 4779 4350000 PRN DFND 01 02 03 0 0 0 SPRINT CORPORATION COM 85207U105 463 75000 SH Put DFND 01 02 03 0 75000 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 20127 18050000 PRN DFND 01 02 03 0 0 0 SSR MNG INC COM 784730103 2751 189400 SH DFND 01 02 03 0 189400 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 7398 159169 SH DFND 01 02 03 0 159169 0 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 955 55500 SH DFND 01 02 03 0 55500 0 TALLGRASS ENERGY LP CLASS A SHS 874696107 1007 50000 SH DFND 01 02 03 0 50000 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 9455 6350000 PRN DFND 01 02 03 0 0 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 29505 15500000 PRN DFND 01 02 03 0 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 14698 15000000 PRN DFND 01 02 03 0 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 2515 2450000 PRN DFND 01 02 03 0 0 0 TEXTRON INC COM 883203101 4651 95000 SH Call DFND 01 02 03 0 95000 0 TEXTRON INC COM 883203101 1248 25500 SH DFND 01 02 03 0 25500 0 UNDER ARMOUR INC CL C 904311206 18627 1027412 SH DFND 01 02 03 0 1027412 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 4236 2026844 SH DFND 01 02 03 0 2026844 0 UNITEDHEALTH GROUP INC COM 91324P102 5212 23985 SH DFND 01 02 03 0 23985 0 UR ENERGY INC COM 91688R108 3204 5277697 SH DFND 01 02 03 0 5277697 0 URANIUM ENERGY CORP COM 916896103 745 764341 SH DFND 01 02 03 0 764341 0 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 3339 125000 SH DFND 01 02 03 0 125000 0 VIACOM INC NEW CL B 92553P201 7732 321800 SH DFND 01 02 03 0 321800 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 28294 23000000 PRN DFND 01 02 03 0 0 0 WABCO HLDGS INC COM 92927K102 6086 45500 SH DFND 01 02 03 0 45500 0 WELLS FARGO CO NEW COM 949746101 37830 750000 SH DFND 01 02 03 0 750000 0 WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 15729 16300000 PRN DFND 01 02 03 0 0 0 WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 946 38000 SH DFND 01 02 03 0 38000 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 8650 8749000 PRN DFND 01 02 03 0 0 0 WIX COM LTD SHS M98068105 4059 34774 SH DFND 01 02 03 0 34774 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 78637 60000000 PRN DFND 01 02 03 0 0 0 WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 11804 10000000 PRN DFND 01 02 03 0 0 0 XYLEM INC COM 98419M100 6237 78336 SH DFND 01 02 03 0 78336 0 ZAYO GROUP HLDGS INC COM 98919V105 5102 150500 SH DFND 01 02 03 0 150500 0