13F-HR 1 w74034ae13fvhr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13 F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2009 Check here if Amendment [ ]; Amendment Number: ____________ This Amendment (check one only): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: SRM Fund Management Cayman Limited Address: PO Box 309 GT Ugland House South Church Street George Town - Grand Cayman - Cayman Islands Form 13F File Number: 28-12138 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: Andrew Mortimer Title: Chief Operating Officer Phone: +377 97 97 79 33 Signature, Place and Date of Signing: /s/ Andrew Mortimer Monaco 5/15/2009 ------------------------------------- ------------- --------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 7 Form 13F Information Table Value Total: 77,386 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name --- -------------------- ------------- 1 28-13258 Jonathan Wood UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F INFORMATION TABLE

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ----------- --------- -------- ---------------------- ---------- -------- --------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING ISSUER NAME CLASS TITLE CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS AUTHORITY ---------------------------- ----------- --------- -------- --------- --- ---- ---------- -------- --------- AMBAC FINL GROUP INC COM 023139108 ~~544~~326 418,200 SH DEFINED 1 418,200 ~~CHARTER~~ASSURED ~~COMMUNICATIONS~~GUARANTY ~~INC~~LTD DCOM CLG0585R106 A635 ~~16117M107 280 3~~93,~~423,697~~800 SH DEFINED 1 393,~~423,697~~800 CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 47,~~823~~149 1,~~300~~191,~~000~~450 SH DEFINED 1 1,~~300~~191,~~000~~450 CHENIERE ENERGY INC COM NEW 16411R208 1218,~~103~~091 4,246,605 SH DEFINED 1 4,246,605 FREEPORT-MCMORAN COPPER & GO COM 35671D857 711,~~149~~147 292,500 SH DEFINED 1 292,500 MBIA INC COM 55262C100 1618,~~427~~485 4,036,100 SH DEFINED 1 4,036,100 VIRGIN MEDIA INC COM 92769L101 2221,~~406~~553 4,490,200 SH DEFINED 1 4,490,200

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