0001140361-17-028694.txt : 20170726
0001140361-17-028694.hdr.sgml : 20170726
20170726101815
ACCESSION NUMBER: 0001140361-17-028694
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170630
FILED AS OF DATE: 20170726
DATE AS OF CHANGE: 20170726
EFFECTIVENESS DATE: 20170726
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: 17981862
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
06-30-2017
06-30-2017
Cheyne Capital Management (UK) LLP
STORNOWAY HOUSE
13 CLEVELAND ROW
LONDON
X0
SW1A 1DH
13F HOLDINGS REPORT
028-12483
N
Peter Head
Chief Compliance Officer
44 020 7968 7378
/s/ Peter Head
London
X0
07-26-2017
0
45
260170
false
INFORMATION TABLE
2
form13fInfoTable.xml
ADAMAS PHARMACEUTICALS INC
COM
00548A106
1902
108837
SH
SOLE
108837
0
0
AKAMAI TECHNOLOGIES INC
DBCV 2/1
00971TAG6
2451
2500000
PRN
SOLE
0
0
2500000
ALERE INC
COM
01449J105
47313
943250
SH
SOLE
943250
0
0
ALERE INC
CALL
01449J905
9450
9000
SH
Call
SOLE
0
0
9000
ANTHEM INC
NOTE 2.750%10/1
94973VBG1
5225
2025000
PRN
SOLE
0
0
2025000
APOLLO GLOBAL MANAGEMENT
CL A SHS
037612306
3042
114800
SH
SOLE
114800
0
0
Barrick Gold Corp
COM
067901108
398
25000
SH
SOLE
25000
0
0
BHP BILLITON PLC-ADR
ADR
088606108
12505
406614
SH
SOLE
0
0
406614
BROCADE COMMUNICATIONS SYS
COM NEW
111621306
25936
2054367
SH
SOLE
2054367
0
0
CARDTRONICS INC
NOTE 1.000%12/0
14161HAG3
2107
2200000
PRN
SOLE
0
0
2200000
CELGENE CORP
COM
151020104
284
2188
SH
SOLE
2188
0
0
CITRIX SYS INC
NOTE 0.500% 4/1
177376AD2
1563
1300000
PRN
SOLE
0
0
1300000
CRITEO SA
SPON ADR
226718104
1310
26700
SH
SOLE
26700
0
0
DYCOM INDS INC
NOTE 0.750% 9/1
267475AB7
1163
1000000
PRN
SOLE
0
0
1000000
FIDELITY NATIONAL FINANCIAL
NOTE 4.250% 8/1
31620RAE5
2800
1100000
PRN
SOLE
0
0
1100000
HOLOGIC INC
FRNT 12/1
436440AG6
2526
2000000
PRN
SOLE
0
0
2000000
ILLUMINA INC
NOTE 6/1
452327AF6
4013
3945000
PRN
SOLE
0
0
3945000
INCYTE CORP
COM
45337C102
288
2287
SH
SOLE
2287
0
0
INTEL CORP
SDCV 3.250% 8/0
458140AF7
5174
3125000
PRN
SOLE
0
0
3125000
IONIS PHARMACEUTICALS INC
COM
462222100
249
4891
SH
SOLE
4891
0
0
JANUS HENDERSON GROUP PLC
NOTE 0.750% 7/1
47102XAH8
1468
1000000
PRN
SOLE
0
0
1000000
JAZZ INVESTMENTS I LTD
NOTE 1.875% 8/1
472145AB7
2752
2500000
PRN
SOLE
0
0
2500000
CARMAX INC
PUT
143130952
224
225
SH
Put
SOLE
0
0
225
LAM RESEARCH CORP
NOTE 1.250% 5/1
512807AL2
4272
1825000
PRN
SOLE
0
0
1825000
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
26853
452787
SH
SOLE
452787
0
0
MICRON TECHNOLOGY INC
NOTE 3.000%11/1
595112AY9
2484
2200000
PRN
SOLE
0
0
2200000
MOLINA HEALTHCARE INC
1.625% 8/1
60855RAD2
1281
1000000
PRN
SOLE
0
0
1000000
MONSANTO CO NEW
COM
61166W101
28346
239417
SH
SOLE
239417
0
0
NASDAQ INC
COM
631103108
415
5810
SH
SOLE
5810
0
0
OLD REP INTL CORP
NOTE 3.750% 3/1
680223AH7
3767
2960000
PRN
SOLE
0
0
2960000
PRICELINE GRP INC
NOTE 0.900% 9/1
741503AX4
5166
4500000
PRN
SOLE
0
0
4500000
RADNET INC
COM
750491102
2704
350000
SH
SOLE
350000
0
0
RED HAT INC
NOTE 0.250%10/0
756577AD4
2945
2120000
PRN
SOLE
0
0
2120000
REYNOLDS AMERICAN INC
COM
761713106
28822
443178
SH
SOLE
443178
0
0
RPM INTL INC
NOTE 2.250%12/1
749685AT0
1177
990000
PRN
SOLE
0
0
990000
SCOTTS MIRACLE GRO CO
CL A
810186106
2504
28000
SH
SOLE
28000
0
0
SHUTTERFLY INC
NOTE 0.250% 5/1
82568PAB2
1000
1000000
PRN
SOLE
0
0
1000000
SPIRIT RLTY CAP INC NEW
NOTE 3.750% 5/1
84860WAB8
3582
3600000
PRN
SOLE
0
0
3600000
SYNERGY PHARMACEUTICALS INC
COM NEW
871639308
622
140000
SH
SOLE
140000
0
0
TIME WARNER INC
COM NEW
887317303
211
2104
SH
SOLE
2104
0
0
TRINITY INDS INC
NOTE 3.875% 6/0
896522AF6
2590
2050000
PRN
SOLE
0
0
2050000
VANDA PHARMACEUTICALS INC
COM
921659108
1204
74000
SH
SOLE
74000
0
0
VIPSHOP HLDGS LTD
1.500% 3/1
92763WAA1
1486
1500000
PRN
SOLE
0
0
1500000
WELLS FARGO CO NEW
PFD CNV A
949746804
4326
3300
PRN
SOLE
0
0
3300
WMIH CORP
COM
92936P100
270
220000
SH
SOLE
220000
0
0