Compliance Officer

0001140361-13-032384.txt : 20130814 0001140361-13-032384.hdr.sgml : 20130814 20130814111405 ACCESSION NUMBER: 0001140361-13-032384 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130814 DATE AS OF CHANGE: 20130814 EFFECTIVENESS DATE: 20130814 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: 131035851 BUSINESS ADDRESS: STREET 1: STORNOWAY HOUSE STREET 2: 13 CLEVELAND ROW CITY: LONDON STATE: X0 ZIP: SW1A 3DH BUSINESS PHONE: 011-44(0)2070317450 MAIL ADDRESS: STREET 1: STORNOWAY HOUSE STREET 2: 13 CLEVELAND ROW CITY: LONDON STATE: X0 ZIP: SW1A 3DH 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001390457 XXXXXXXX 06-30-2013 06-30-2013 Cheyne Capital Management (UK) LLP

STORNOWAY HOUSE 13 CLEVELAND ROW LONDON X0 SW1A 3DH

13F HOLDINGS REPORT 028-12483 N Peter Head Compliance Officer 44 (0)20 7968 7378 /s/ Peter Head London, England X0 08-14-2013 0 52 151476 false INFORMATION TABLE 2 form13fInfoTable.xml AGCO CORP NOTE 1.25%12/1 001084AM4 10 2000000 PRN SOLE NONE 2000000 0 0 ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 1152 1000000 PRN SOLE NONE 1000000 0 0 AMERICAN GREETINGS CORP CL A 26375105 8668 475727 SH SOLE NONE 475727 0 0 ANAREN INC COM 32744104 5682 247676 SH SOLE NONE 247676 0 0 APPLE INC COM 37833100 1983 5000 SH SOLE NONE 5000 0 0 AUTOLIV INC COM 52800109 883 12275 SH SOLE NONE 12275 0 0 BANK OF AMERICA CORPORATION COM 60505104 250 20000 SH SOLE NONE 20000 0 0 BARRICK GOLD CORP COM 67901108 1218 60000 SH SOLE NONE 60000 0 0 BELO CORP COM SER A 80555105 5974 428218 SH SOLE NONE 428218 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 74 2000000 PRN SOLE NONE 2000000 0 0 CACI INTL INC NOTE 2.125% 5/0 127190AD8 51 3000000 PRN SOLE NONE 3000000 0 0 CHART INDS INC NOTE 2.000% 8/0 16115QAC4 4209 2900000 PRN SOLE NONE 2900000 0 0 CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 4775 43000 SH SOLE NONE 43000 0 0 CITIGROUP INC COM NEW 172967424 2471 53600 SH SOLE NONE 53600 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 1665 1500000 PRN SOLE NONE 1500000 0 0 CVR ENERGY INC COM 12662P108 285 1460338 SH SOLE NONE 1460338 0 0 DELL INC COM 24702R101 1333 100000 SH SOLE NONE 100000 0 0 DELL INC COM 24702R101 20454 1535000 SH Call SOLE NONE 1535000 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 1536 87352 SH SOLE NONE 87352 0 0 ELAN PLC ADR 284131208 7483 581772 SH SOLE NONE 581772 0 0 ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 2085 2000000 PRN SOLE NONE 2000000 0 0 EXACTTARGET INC COM 30064K105 5901 175000 SH SOLE NONE 175000 0 0 FAMILY DLR STORES INC COM 307000109 591 10000 SH SOLE NONE 10000 0 0 FISHER COMMUNICATIONS INC COM 337756209 3631 88389 SH SOLE NONE 88389 0 0 GOOGLE INC CL A 38259P508 1523 1730 SH SOLE NONE 1730 0 0 HARRIS TEETER SUPERMARKETS I COM 414585109 2054 48089 SH SOLE NONE 48089 0 0 HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 37 3000000 PRN SOLE NONE 3000000 0 0 INSULET CORP NOTE 3.750% 6/1 45784PAC5 1253 1000000 PRN SOLE NONE 1000000 0 0 JPMORGAN CHASE & CO COM 46625H100 1905 38000 SH SOLE NONE 38000 0 0 LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 1086 1000000 PRN SOLE NONE 1000000 0 0 LOUISIANA PAC CORP COM 546347105 1155 59700 SH SOLE NONE 59700 0 0 LULULEMON ATHLETICA INC COM 550021109 2555 39000 SH SOLE NONE 39000 0 0 MCGRAW HILL FINL INC COM 580645109 5798 109000 SH SOLE NONE 109000 0 0 MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 2780 2500000 PRN SOLE NONE 2500000 0 0 MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 2240 2000000 PRN SOLE NONE 2000000 0 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 68 3000000 PRN SOLE NONE 3000000 0 0 MONSANTO CO NEW COM 61166W101 1158 11340 SH SOLE NONE 11340 0 0 MORGAN STANLEY COM NEW 617446448 2348 101200 SH SOLE NONE 101200 0 0 NETSPEND HLDGS INC COM 64118V106 6508 407289 SH SOLE NONE 407289 0 0 NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 1815 1500000 PRN SOLE NONE 1500000 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 4250 231000 SH SOLE NONE 231000 0 0 NVR INC COM 62944T105 2718 2661 SH SOLE NONE 2661 0 0 POWER ONE INC NEW COM 73930R102 9640 1525265 SH SOLE NONE 1525265 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 1161 1000000 PRN SOLE NONE 1000000 0 0 RUE21 INC COM 781295100 5929 142500 SH SOLE NONE 142500 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 1287 1000000 PRN SOLE NONE 1000000 0 0 SHIP FINANCE INTERNATIONAL LTD NOTE 3.250% 2/0 G81075AE6 1027 1000000 PRN SOLE NONE 1000000 0 0 ESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 1123 1000000 PRN SOLE NONE 1000000 0 0 NITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 511 500000 PRN SOLE NONE 500000 0 0 VARIAN MED SYS INC COM 92220P105 3172 45000 SH SOLE NONE 45000 0 0 WELLS FARGO & CO NEW COM 949746101 1589 40840 SH SOLE NONE 40840 0 0 PO LOGISTICS INC NOTE 4.500%10/0 983793AA8 2422 2000000 PRN SOLE NONE 2000000 0 0