13F-HR/A 1 cqsa1_2q2011.txt CQS CAYMAN LIMITED PARTNERSHIP UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2011 Check here if Amendment [ X ]; Amendment Number: 1 This Amendment (Check only one.): [ X ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: CQS Cayman Limited Partnership Address: HF Fund Services Limited P.O. Box 242 / 45 Market Street, Gardenia Court Camana Bay, Grand Cayman, Cayman Islands KY1-1104 13F File Number: 028-13132 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Kevin Jones as general partner for and on behalf of CQS Cayman Limited Partnership Title: Director - CQS Cayman General Partner Phone: +44 15 3451 3006 Signature, Place, and Date of Signing: /s/ Kevin Jones Jersey, Channel Islands, UK February 06, 2012 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 122 Form 13F Information Table Value Total: $1,230,089 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. No. 13F File Number Name 01 028-13136 CQS (UK) LLP 02 028-13133 CQS (Hong Kong) Limited 03 028-13134 CQS Asset Management Limited 04 028-13237 CQS (US) LLC FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO NOTE 11/2 88579YAB7 4706 4796000 PRN DEFINED 01 02 03 04 0 0 0 AMERICAN MED SYS HLDGS INC NOTE 4.000% 9/1 02744MAB4 3387 2000000 PRN DEFINED 01 02 03 04 0 0 0 BAYTEX ENERGY CORP COM 07317Q105 3291 60500 SH DEFINED 01 02 03 04 0 60500 0 BHP BILLITON PLC SPONSORED ADR 05545E209 133285 3390980 SH DEFINED 01 02 03 04 0 3390980 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 2.875% 2/1 10112RAK0 15793 15500000 PRN DEFINED 01 02 03 04 0 0 0 CAMECO CORP COM 13321L108 5280 200000 SH DEFINED 01 02 03 04 0 200000 0 CEPHALON INC COM 156708109 27965 350000 SH DEFINED 01 02 03 04 0 350000 0 CEPHALON INC NOTE 2.500% 5/0 156708AR0 5812 4700000 PRN DEFINED 01 02 03 04 0 0 0 CF INDS HLDGS INC COM 125269100 1658 11700 SH DEFINED 01 02 03 04 0 11700 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 4291 3800000 PRN DEFINED 01 02 03 04 0 0 0 CITIGROUP INC UNIT 99/99/9999 172967416 95796 799800 PRN DEFINED 01 02 03 04 0 0 0 CMS ENERGY CORP NOTE 5.500% 6/1 125896BD1 12241 8400000 PRN DEFINED 01 02 03 04 0 0 0 CNOOC LTD SPONSORED ADR 126132109 260 110000 SH DEFINED 01 02 03 04 0 110000 0 COHEN & STEERS REIT & PFD IN COM 19247X100 260 16020 SH DEFINED 01 02 03 04 0 16020 0 COMCAST CORP NEW CL A SPL 20030N200 10517 434049 SH DEFINED 01 02 03 04 0 434049 0 CUMMINS INC COM 231021106 1221 11800 SH DEFINED 01 02 03 04 0 11800 0 CYPRESS SHARPRIDGE INVTS INC COM 23281A307 182 14182 SH DEFINED 01 02 03 04 0 14182 0 DANA HLDG CORP COM 235825205 8235 450000 SH DEFINED 01 02 03 04 0 450000 0 DEERE & CO COM 244199105 627 7600 SH DEFINED 01 02 03 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DEFINED 01 02 03 04 0 32000 0 GENERAL MTRS CO JR PFD CNV SRB 37045V209 1213 25000 PRN DEFINED 01 02 03 04 0 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 5965 8050000 PRN DEFINED 01 02 03 04 0 0 0 GOLDCORP INC NEW COM 380956409 4517 93500 SH DEFINED 01 02 03 04 0 93500 0 GRAN TIERRA ENERGY INC COM 38500T101 2632 400000 SH DEFINED 01 02 03 04 0 400000 0 GREAT PANTHER SILVER LTD COM 39115V101 2989 900000 SH DEFINED 01 02 03 04 0 900000 0 GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 204 151000 SH DEFINED 01 02 03 04 0 151000 0 HEALTH CARE REIT INC DEBT 4.750% 7/1 42217KAQ9 6304 5500000 PRN DEFINED 01 02 03 04 0 0 0 HEICO CORP NEW CL A 422806208 7205 181224 SH DEFINED 01 02 03 04 0 181224 0 HOLOGIC INC FRNT 2.000%12/1 436440AA9 3872 4000000 PRN DEFINED 01 02 03 04 0 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 6134 223050 SH DEFINED 01 02 03 04 0 223050 0 HUNTSMAN CORP COM 447011107 5117 271450 SH DEFINED 01 02 03 04 0 271450 0 IAMGOLD CORP COM 450913108 6394 340000 SH DEFINED 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COM 77487R100 500 400000 SH DEFINED 01 02 03 04 0 400000 0 ROVI CORP NOTE 2.625% 2/1 779376AB8 8969 6550000 PRN DEFINED 01 02 03 04 0 0 0 SASOL LTD SPONSORED ADR 803866300 360 6800 SH DEFINED 01 02 03 04 0 6800 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 221 4600 SH DEFINED 01 02 03 04 0 4600 0 SILVER WHEATON CORP COM 828336107 12254 371000 SH DEFINED 01 02 03 04 0 371000 0 SL GREEN RLTY CORP COM 78440X101 663 8000 SH DEFINED 01 02 03 04 0 8000 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 6472 100000 SH DEFINED 01 02 03 04 0 100000 0 SOURCEFIRE INC COM 83616T108 2229 75000 SH DEFINED 01 02 03 04 0 75000 0 SPANSION INC COM CL A NEW 84649R200 8961 465000 SH DEFINED 01 02 03 04 0 465000 0 SPDR GOLD TRUST GOLD SHS 78463V107 294 2000 SH DEFINED 01 02 03 04 0 2000 0 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 7571 5350000 PRN DEFINED 01 02 03 04 0 0 0 SWEDISH EXPT CR CORP ROG AGRI ETN22 870297603 2553 260000 SH DEFINED 01 02 03 04 0 260000 0 TAIWAN SEMICONDUCTOR MFG 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