0001085146-16-003584.txt : 20160504 0001085146-16-003584.hdr.sgml : 20160504 20160504164839 ACCESSION NUMBER: 0001085146-16-003584 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160504 DATE AS OF CHANGE: 20160504 EFFECTIVENESS DATE: 20160504 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: 161620123 BUSINESS ADDRESS: STREET 1: HF FUND SERVICES LIMITED, P.O. BOX 242 STREET 2: 45 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: 45 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 03-31-2016 03-31-2016 CQS Cayman LP

HF FUND SERVICES LIMITED, P.O. BOX 242 45 MARKET STREET, GARDENIA COURT CAMANA BAY, GRAND CAYMAN E9 KY1-1104

13F HOLDINGS REPORT 028-13132 N Tara Glaser 44 153-451-3010 /s/ Tara Glaser Channel Islands X0 04-29-2016 4 104 999567 false 1 0001438311 028-13136 CQS (UK) LLP 2 0001435249 028-13133 CQS (HONG KONG) LTD 3 0001435116 028-13134 CQS ASSET MANAGEMENT Ltd 4 0001447946 028-13237 CQS (US), LLC INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE ACHAOGEN INCCOM00444910425190850SHDFND1 2 3 40908500AETNA INC NEWCOM00817Y108932783012SHDFND1 2 3 40830120AGILENT TECHNOLOGIES INCCOM00846U1012997500SHDFND1 2 3 4075000ALLERGAN PLCSHSG0177J10858256217347SHDFND1 2 3 402173470ALLSCRIPTS HEALTHCARE SOLUTNNOTE 1.250% 7/001988PAD02912428500000PRNDFND1 2 3 4000ALTISOURCE PORTFOLIO SOLNS SREG SHSL0175J1049105377025SHDFND1 2 3 403770250ANADARKO PETE CORPCOM03251110793220000SHDFND1 2 3 40200000ATLASSIAN CORP PLCCL AG062421047652304285SHDFND1 2 3 403042850BANCO BILBAO VIZCAYA FDIC TLDEBT 9.000%12/2E1R845AX910491000000PRNDFND1 2 3 4000BAXALTA INCCOM07177M103252562500SHDFND1 2 3 40625000BIOGEN INCCOM09062X103640424600SHDFND1 2 3 40246000BIOMARIN PHARMACEUTICAL INCCOM09061G101518962920SHDFND1 2 3 40629200CANADIAN SOLAR INCNOTE 4.250% 2/1136635AE925603000000PRNDFND1 2 3 4000CARDTRONICS INCNOTE 1.000%12/014161HAG31061710900000PRNDFND1 2 3 4000CARNIVAL CORPPAIRED CTF143658300839271595289SHDFND1 2 3 4015952890CAVIUM INCCOM14964U1082624289SHDFND1 2 3 4042890CIGNA CORPORATIONCOM125509109147510750SHDFND1 2 3 40107500CNA FINL CORPCOM12611710059618517SHDFND1 2 3 40185170COMCAST CORP NEWCL A20030N1015198500SHDFND1 2 3 4085000COMMUNITY HEALTH SYS INC NEWRIGHT 99/99/9999203668116182500000SHDFND1 2 3 4025000000CONCHO RES INCCOM20605P1018088000SHDFND1 2 3 4080000CONSTELLIUM NVCL AN2203510457611110000SHDFND1 2 3 4011100000CYNAPSUS THERAPEUTICS INCCOM PAR NO PAR23257Y85947640000SHDFND1 2 3 40400000DEVON ENERGY CORP NEWCOM25179M10341115000SHDFND1 2 3 40150000DISCOVERY COMMUNICATNS NEWCOM SER A25470F1048860309480SHDFND1 2 3 403094800DYNAVAX TECHNOLOGIES CORPCOM NEW2681582015442282853SHDFND1 2 3 402828530E M C CORP MASSCOM2686481025509206700SHDFND1 2 3 402067000ENERGY FUELS INCCOM NEW292671708983441997SHDFND1 2 3 404419970EURONAV NV ANTWERPENSHSB385641082149210000SHDFND1 2 3 402100000EURONET WORLDWIDE INCNOTE 1.500%10/0298736AH22009916700000PRNDFND1 2 3 4000EXTRA SPACE STORAGE INCCOM30225T102362638800SHDFND1 2 3 40388000FIDELITY NATIONAL FINANCIALNOTE 4.250% 8/131620RAE55741830650000PRNDFND1 2 3 4000FRANKLIN RES INCCOM3546131017810200000SHPutDFND1 2 3 402000000GRACE W R & CO DEL NEWCOM38388F108692397265SHDFND1 2 3 40972650HILTON WORLDWIDE HLDGS INCCOM43300A10452923500SHDFND1 2 3 40235000HORIZON PHARMA PLCSHSG4617B10599460000SHDFND1 2 3 40600000INCYTE CORPCOM45337C102697596250SHDFND1 2 3 40962500INGRAM MICRO INCCL A45715310450314000SHDFND1 2 3 40140000INTEL CORPSDCV 3.250% 8/0458140AF72075713000000PRNDFND1 2 3 4000JARDEN CORPCOM471109108451076500SHDFND1 2 3 40765000LIBERTY BROADBAND CORPCOM SER C530307305217837576SHDFND1 2 3 40375760LIBERTY 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CORPORATIONNOTE 5.750% 3/174348TAL61225912500000PRNDFND1 2 3 4000PROSPECT CAPITAL CORPORATIONNOTE 5.875% 1/174348TAM428573000000PRNDFND1 2 3 4000RED HAT INCCOM7565771029249124126SHDFND1 2 3 401241260RED HAT INCNOTE 0.250%10/0756577AD41293610400000PRNDFND1 2 3 4000RIO TINTO PLCSPONSORED ADR767204100174762071SHDFND1 2 3 40620710RITE AID CORPCOM7677541043484427500SHDFND1 2 3 404275000ROYAL BK SCOTLAND GROUP PLCSP ADR PREF T78009771373429000SHDFND1 2 3 40290000RYANAIR HLDGS PLCSPONSORED ADR NE78351320323334270714SHDFND1 2 3 402707140RYLAND GROUP INCNOTE 0.250% 6/0783764AS2312350000PRNDFND1 2 3 4000SALESFORCE COM INCNOTE 0.250% 4/079466LAD696827816000PRNDFND1 2 3 4000SANDISK CORPNOTE 0.500%10/180004CAF84591544000000PRNDFND1 2 3 4000SEACOR HOLDINGS INCNOTE 2.500%12/1811904AM322952400000PRNDFND1 2 3 4000SKYWORKS SOLUTIONS INCCOM83088M1025457000SHDFND1 2 3 4070000SPIRIT RLTY CAP INC NEWNOTE 3.750% 5/184860WAB82809027500000PRNDFND1 2 3 4000STILLWATER MNG CONOTE 1.750%10/186074QAL629542727000PRNDFND1 2 3 4000TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR8740391004786182669SHDFND1 2 3 401826690TESLA MTRS INCNOTE 0.250% 3/088160RAB717251900000PRNDFND1 2 3 4000TESLA MTRS INCNOTE 1.500% 6/088160RAA920331100000PRNDFND1 2 3 4000TEVA PHARMACEUTICAL INDS LTDADR88162420911367212436SHDFND1 2 3 402124360ULTRAGENYX PHARMACEUTICAL INCOM90400D108407164300SHDFND1 2 3 40643000UNITED MICROELECTRONICS CORPSPON ADR NEW91087340544372133210SHDFND1 2 3 4021332100UR ENERGY INCCOM91688R10829795939128SHDFND1 2 3 4059391280VALEANT PHARMACEUTICALS INTLCOM91911K1022630100000SHDFND1 2 3 401000000VERISIGN INCSDCV 3.250% 8/192343EAD47774730000000PRNDFND1 2 3 4000VIPSHOP HLDGS LTDNOTE 1.500% 3/192763WAA125092500000PRNDFND1 2 3 4000VIPSHOP HLDGS LTDSPONSORED ADR92763W10317813800SHDFND1 2 3 40138000WALGREENS BOOTS ALLIANCE INCCOM931427108105312500SHDFND1 2 3 40125000WELLPOINT INCNOTE 2.750%10/194973VBG1160618350000PRNDFND1 2 3 4000WESTERN DIGITAL CORPCOM95810210556712000SHDFND1 2 3 40120000WRIGHT MED GROUP INCNOTE 2.000% 2/198235TAE7971110700000PRNDFND1 2 3 4000YOUKU TUDOU INCSPONSORED ADR98742U1003505127500SHDFND1 2 3 401275000YPF SOCIEDAD ANONIMASPON ADR CL D98424510053630000SHDFND1 2 3 40300000ZIMMER BIOMET HLDGS INCCOM98956P102646360607SHDFND1 2 3 40606070ZOETIS INCCL A98978V10312430280395SHDFND1 2 3 402803950