Chief Compliance Officer

0001567619-20-009209.txt : 20200507 0001567619-20-009209.hdr.sgml : 20200507 20200507150238 ACCESSION NUMBER: 0001567619-20-009209 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200507 DATE AS OF CHANGE: 20200507 EFFECTIVENESS DATE: 20200507 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: 20855894 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 03-31-2020 03-31-2020 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 05-07-2020 0 40 97052 false INFORMATION TABLE 2 form13fInfoTable.xml ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 4473 23000 SH SOLE None 23000 0 0 ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 1112 1260000 PRN SOLE None 0 0 1260000 AMAZON COM INC COM 023135106 4634 2377 SH SOLE None 2377 0 0 ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 3702 4090000 PRN SOLE None 0 0 4090000 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 2576 2470000 PRN SOLE None 0 0 2470000 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1308 1300000 PRN SOLE None 0 0 1300000 CARRIAGE SVCS INC COM 143905107 193 11967 SH SOLE None 11967 0 0 CARVANA CO CL A 146869102 3570 64800 SH SOLE None 64800 0 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 2423 2660000 PRN SOLE None 0 0 2660000 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 926 1175000 PRN SOLE None 0 0 1175000 FARFETCH LTD ORD SH CL A 30744W107 1430 181000 SH SOLE None 181000 0 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 4688 5570000 PRN SOLE None 0 0 5570000 FREEPORT-MCMORAN INC CL B 35671D857 1256 186000 SH SOLE None 186000 0 0 FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 564 430000 PRN SOLE None 0 0 430000 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1261 1330000 PRN SOLE None 0 0 1330000 GSX TECHEDU INC SPONSORED ADS 36257Y109 508 12000 SH SOLE None 12000 0 0 HUYA INC ADS REP SHS A 44852D108 509 30000 SH SOLE None 30000 0 0 ILLUMINA INC NOTE 8/1 452327AK5 2041 2100000 PRN SOLE None 0 0 2100000 INSMED INC NOTE 1.750% 1/1 457669AA7 850 1000000 PRN SOLE None 0 0 1000000 JD COM INC SPON ADR CL A 47215P106 608 15000 SH SOLE None 15000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 726 700000 PRN SOLE None 0 0 700000 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 3230 425000 SH SOLE None 425000 0 0 NETEASE INC SPONSORED ADS 64110W102 1444 4500 SH SOLE None 4500 0 0 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1082 10000 SH SOLE None 10000 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 1103 1300000 PRN SOLE None 0 0 1300000 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3739 3855000 PRN SOLE None 0 0 3855000 NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 2698 2820000 PRN SOLE None 0 0 2820000 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1121 1120000 PRN SOLE None 0 0 1120000 PALO ALTO NETWORKS IN NOTE 0.750% 7/0 697435AD7 3098 3220000 PRN SOLE None 0 0 3220000 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 1527 1760000 PRN SOLE None 0 0 1760000 RADNET INC COM 750491102 3111 295983 SH SOLE None 295983 0 0 SEA LTD SPONSORED ADS 81141R100 8570 193421 SH SOLE None 193421 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 9623 65000 SH SOLE None 65000 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 2116 2250000 PRN SOLE None 0 0 2250000 SPLUNK INC NOTE 0.500% 9/1 848637AC8 4585 4260000 PRN SOLE None 0 0 4260000 SQUARE INC NOTE 0.500% 5/1 852234AD5 2394 2320000 PRN SOLE None 0 0 2320000 TWITTER INC NOTE 0.250% 6/1 90184LAF9 3206 3585000 PRN SOLE None 0 0 3585000 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 2199 95426 SH SOLE None 95426 0 0 WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 2019 2275000 PRN SOLE None 0 0 2275000 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 829 820000 PRN SOLE None 0 0 820000