Chief Compliance Officer

0001140361-17-041561.txt : 20171108 0001140361-17-041561.hdr.sgml : 20171108 20171108150005 ACCESSION NUMBER: 0001140361-17-041561 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170930 FILED AS OF DATE: 20171108 DATE AS OF CHANGE: 20171108 EFFECTIVENESS DATE: 20171108 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-12483 FILM NUMBER: 171186269 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/A 1 primary_doc.xml 13F-HR/A LIVE false true false 0001390457 XXXXXXXX 09-30-2017 09-30-2017 true 1 RESTATEMENT 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 11-08-2017 0 46 277100 false INFORMATION TABLE 2 form13fInfoTable.xml YAHOO INC NOTE 12/0 984332AF3 2473 1900000 PRN SOLE None 0 0 1900000 AARON'S INC COM PAR $0.50 002535300 545 12500 SH SOLE None 12500 0 0 ADAMAS PHARMACEUTICALS INC COM 00548A106 4843 228837 SH SOLE None 228837 0 0 AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 2434 2500000 PRN SOLE None 0 0 2500000 AKORN INC COM 009728106 16858 508154 SH SOLE None 508154 0 0 APOLLO GLOBAL MGMT LLC CL A SHS 037612306 3456 114800 SH SOLE None 114800 0 0 BARRICK GOLD CORP COM 067901108 402 25000 SH SOLE None 25000 0 0 BHP BILLITON PLC SPONSORED ADR 05545E209 10680 301302 SH SOLE None 0 0 301302 CALPINE CORP COM NEW 131347304 5470 371000 SH SOLE None 371000 0 0 CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 2033 2200000 PRN SOLE None 0 0 2200000 CELGENE CORP COM 151020104 236 1621 SH SOLE None 1621 0 0 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 1511 1300000 PRN SOLE None 0 0 1300000 DELL TECHNOLOGIES INC COM CL V 24703L103 21864 283228 SH SOLE None 283228 0 0 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 1142 1000000 PRN SOLE None 0 0 1000000 ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 1042 1000000 PRN SOLE None 0 0 1000000 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1148 100000 SH SOLE None 100000 0 0 FINISAR CORP COM NEW 31787A507 1552 70000 SH SOLE None 70000 0 0 HOLOGIC INC FRNT 12/1 436440AG6 1210 1000000 PRN SOLE None 0 0 1000000 IAC INTERACTIVECORP COM 44919P508 4180 35542 SH SOLE None 35542 0 0 ILLUMINA INC NOTE 6/1 452327AF6 5810 5500000 PRN SOLE None 0 0 5500000 INTEL CORP SDCV 3.250% 8/0 458140AF7 2988 1625000 PRN SOLE None 0 0 1625000 ISHARES TR NASDAQ BIOTECH 464287556 567 1700 SH SOLE None 1700 0 0 KITE PHARMA INC COM 49803L109 16682 92785 SH SOLE None 92785 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 17870 335429 SH SOLE None 335429 0 0 MICRON TECHNOLOGY INC COM 595112103 944 24000 SH SOLE None 24000 0 0 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 3047 2200000 PRN SOLE None 0 0 2200000 MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 1250 1000000 PRN SOLE None 0 0 1000000 MONSANTO CO NEW COM 61166W101 32364 270217 SH SOLE None 270217 0 0 NASDAQ INC COM 631103108 334 4305 SH SOLE None 4305 0 0 NXSTAGE MEDICAL INC COM 67072V103 5243 190000 SH SOLE None 190000 0 0 OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 3799 2960000 PRN SOLE None 0 0 2960000 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 5184 4500000 PRN SOLE None 0 0 4500000 RADNET INC COM 750491102 3838 333000 SH SOLE None 333000 0 0 RED HAT INC NOTE 0.250%10/0 756577AD4 1726 1120000 PRN SOLE None 0 0 1120000 RICE ENERGY INC COM 762760106 21033 727153 SH SOLE None 727153 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 1142 990000 PRN SOLE None 0 0 990000 SCOTTS MIRACLE GRO CO CL A 810186106 3116 32000 SH SOLE None 32000 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 17956 209100 SH SOLE None 209100 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 1698 53008 SH SOLE None 53008 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 3686 3600000 PRN SOLE None 0 0 3600000 SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 1880 651500 SH SOLE None 651500 0 0 TIME WARNER INC COM NEW 887317303 20783 202913 SH SOLE None 202913 0 0 TRIBUNE MEDIA CO CL A 896047503 16898 413412 SH SOLE None 413412 0 0 TRINITY INDS INC COM 896522AF6 2758 2050000 SH SOLE None 2050000 0 0 VANDA PHARMACEUTICALS INC COM 921659108 1323 74000 SH SOLE None 74000 0 0 WMIH CORP COM 92936P100 102 110000 SH SOLE None 110000 0 0