0001140361-14-039985.txt : 20141104 0001140361-14-039985.hdr.sgml : 20141104 20141104113756 ACCESSION NUMBER: 0001140361-14-039985 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140930 FILED AS OF DATE: 20141104 DATE AS OF CHANGE: 20141104 EFFECTIVENESS DATE: 20141104 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Cheyne Capital Management (UK) LLP CENTRAL INDEX KEY: 0001390457 IRS NUMBER: 000000000 STATE OF INCORPORATION: X0 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12483 FILM NUMBER: 141191986 BUSINESS ADDRESS: STREET 1: STORNOWAY HOUSE STREET 2: 13 CLEVELAND ROW CITY: LONDON STATE: X0 ZIP: SW1A 1DH BUSINESS PHONE: 011-44(0)2070317450 MAIL ADDRESS: STREET 1: STORNOWAY HOUSE STREET 2: 13 CLEVELAND ROW CITY: LONDON STATE: X0 ZIP: SW1A 1DH 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001390457 XXXXXXXX 09-30-2014 09-30-2014 Cheyne Capital Management (UK) LLP

STORNOWAY HOUSE 13 CLEVELAND ROW LONDON X0 SW1A 1DH

13F HOLDINGS REPORT 028-12483 N Peter Head 4402079687378 /s/ Peter Head London X0 10-28-2014 0 49 280517 false INFORMATION TABLE 2 form13fInfoTable.xml APPLE INC COM 037833100 1621 700 SH Call SOLE 0 700 0 0 ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 1035 1000000 PRN SOLE 0 1000000 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 997 11244 PRN SOLE 0 11244 0 0 ALLY FINANCIAL INC COM 02005N100 9321 403171 SH SOLE 0 403171 0 0 ALTISOURCE ASSET MANAGEMENT COM 02153X108 480 700 SH SOLE 0 700 0 0 AURINIA PHARMACEUTICALS INC COM 05156V102 347 106805 SH SOLE 0 106805 0 0 AUTOLIV INC COM 052800109 394 4236 SH SOLE 0 4236 0 0 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 23523 3593977 SH SOLE 0 3593977 0 0 BANK AMER CORP COM 060505104 171 10000 SH SOLE 0 10000 0 0 BARRICK GOLD CORP COM 067901108 587 40000 SH SOLE 0 40000 0 0 BROOKDALE SR LIVING INC COM 112463104 483 15000 SH SOLE 0 15000 0 0 CITIGROUP INC COM NEW 172967424 1389 26800 SH SOLE 0 26800 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 1659 2000000 PRN SOLE 0 2000000 0 0 CRITEO S A SPONS ADS 226718104 1243 37000 PRN SOLE 0 37000 0 0 CUBIST PHARMACEUTICALS INC NOTE 1.875% 9/0 229678AH0 3349 3000000 PRN SOLE 0 3000000 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 361 10000 SH SOLE 0 10000 0 0 DIRECTV COM 25490A309 27930 322777 SH SOLE 0 322777 0 0 DRESSER-RAND GROUP INC COM 261608103 31244 380000 SH SOLE 0 380000 0 0 EAGLE MATERIALS INC COM 26969P108 204 2000 SH SOLE 0 2000 0 0 FOSTER WHEELER AG COM H27178104 29684 938478 SH SOLE 0 938478 0 0 FXCM INC NOTE 2.250% 6/1 302693AB2 1047 1000000 PRN SOLE 0 1000000 0 0 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 2707 139231 SH SOLE 0 139231 0 0 HYPERION THERAPEUTICS INC COM 44915N101 1308 51892 SH SOLE 0 51892 0 0 INFINITY PHARMACEUTICALS INC COM 45665G303 4388 326821 SH SOLE 0 326821 0 0 INSULET CORP NOTE 2.000% 6/1 45784PAD3 1068 1000000 PRN SOLE 0 1000000 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 2337 9876 SH SOLE 0 9876 0 0 JETBLUE AIRWAYS CORP COM 477143101 159 15000 SH SOLE 0 15000 0 0 JPMORGAN CHASE & CO COM 46625H100 1145 19000 SH SOLE 0 19000 0 0 KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 674 185000 PRN SOLE 0 185000 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 1955 172353 SH SOLE 0 172353 0 0 MORGAN STANLEY COM NEW 617446448 539 15600 SH SOLE 0 15600 0 0 NEKTAR THERAPEUTICS COM 640268108 2772 229577 SH SOLE 0 229577 0 0 NORTHSTAR RLTY FIN CORP COM NEW 66704R704 619 35000 SH SOLE 0 35000 0 0 OPHTHOTECH CORP COM 683745103 1949 50044 SH SOLE 0 50044 0 0 OREXIGEN THERAPEUTICS INC COM 686164104 2958 693642 SH SOLE 0 693642 0 0 PAIN THERAPEUTICS INC COM 69562K100 245 62500 SH SOLE 0 62500 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 4487 4000000 PRN SOLE 0 4000000 0 0 SCHLUMBERGER LTD COM 806857108 509 5000 SH SOLE 0 5000 0 0 SHIRE PLC SPONSORED ADR 82481R106 31543 121748 PRN SOLE 0 121748 0 0 SIGMA ALDRICH CORP COM 826552101 31014 228000 SH SOLE 0 228000 0 0 SOLAZYME INC NOTE 5.000%10/0 83415TAC5 1372 1500000 PRN SOLE 0 1500000 0 0 SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 1938 1750000 PRN SOLE 0 1750000 0 0 T-MOBILE US INC COM 872590104 8923 309030 SH SOLE 0 309030 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 1856 1500000 PRN SOLE 0 1500000 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 3810 4000000 PRN SOLE 0 4000000 0 0 TIM HORTONS INC COM 88706M103 1307 16603 SH SOLE 0 16603 0 0 TIME WARNER CABLE INC COM 88732J207 27440 191234 SH SOLE 0 191234 0 0 T-MOBILE US INC COM 872590104 400 3316 SH Put SOLE 0 3316 0 0 TYSON FOODS INC UNIT 99/99/9999 902494301 4026 80000 PRN SOLE 0 80000 0 0