The high field superconducting state in CeCoIn5 has been studied by transverse field muon spin rotation measurements with an applied field parallel to the crystallographic c-axis close to the upper critical field µ0Hc2 = 4.97 T. At magnetic fields µ0H ≥ 4.8 T the muon Knight shift is enhanced and the superconducting transition changes from second order towards first order as predicted for Pauli-limited superconductors. The field and temperature dependence of the transverse muon spin relaxation rate σ reveal paramagnetic spin fluctuations in the field regime from 2 T≤ µ0H < 4.8 T. In the normal state close to Hc2 correlated spin fluctuations as described by the self consistent renormalization theory are observed. The results support the formation of a modecoupled superconducting and antiferromagnetically ordered phase in CeCoIn5 for H directed parallel to the c-axis.PACS numbers: 74.70. Tx, 76.75.+i, 74.25.Ha In a conventional type-II superconductor the magnetic upper critical field H c2 is determined by the orbital effect, i.e. the formation of vortices due to orbital screening currents which increase the kinetic energy of the Cooper pairs. If the material is layered or if the effective mass of the quasiparticles becomes large the orbital effect is reduced and superconductivity can be found up to higher applied magnetic fields. In this case the socalled Pauli limit for spin-singlet superconductivity is reached when the magnetic Zeeman energy, µ B H, overcomes the binding energy of the Cooper pairs [1]. Close to the Pauli limit, complex quantum ground states like the Fulde-Ferrel-Larkin-Ovshinnikov (FFLO) superconducting (SC) phase [2] and other modulated sc phases with mixed singlet-triplet order (pair density wave, PDW) coupled to a spin density wave (SDW) magnetic order [3,4,5], are proposed. CeCoIn 5 , a layered heavy fermion superconductor with a critical temperature T c = 2.3 K, is a model system to test these predictions.The SC state in CeCoIn 5 in zero or low magnetic fields is established to be of spin-singlet d x 2 −y 2 symmetry [6]. In high magnetic fields close to H c2 , the SCto-normal phase transition becomes first order at a temperature T 0 [7,8]. Moreover, a number of experiments provide evidence for a second order phase transition inside the SC state near H c2 for fields applied along the a-direction [7,9,10,11]. This high-field SC (HFSC) state was initially considered as the realization of the FFLO state [2]. The FFLO state is characterized by a spatial modulation of the SC order parameter along the field direction perpendicular to the vortex lines [13], resulting in a periodic array of planes of normal paramagnetic electrons. However, NMR experiments in the HFSC state of CeCoIn 5 for H a revealed a site-dependent line broadening at inequivalent In positions upon entering the low-temperature SC phase from the homogenous SC phase. This was interpreted as evidence for antiferromagnetic (AF) order [14]. Subsequent neutron diffraction experiments with fields applied along (1,-1,0) found indeed an...