CHEYNE CAPITAL MANAGEMENT (UK) LLP Information

STORNOWAY HOUSE, LONDON, , SW1A 3DH, (11440207) 031-7450

Report Date: 12/31/2013

Position Statistics

Total Positions 55
New Positions 24
Increased Positions 31
Decreased Positions 17
Positions with Activity 48
Sold Out Positions 15
Total Mkt Value (in $ millions) 55

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 9.47%
Capital Goods 7.22%
Conglomerates
Consumer Cyclical 4.19%
Consumer/Non-Cyclical 1.32%
Energy 2.78%
Financial 12.91%
Healthcare 3.91%
Services 39.51%
Technology 7.15%
Transportation 7.94%
Utilities

55 Positions as of 12/31/2013

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
BROOKFIELD OFFICE PPTYS INC COM 8,071 8,071 New 409,900
MCGRAW HILL FINL INC COM 4,696 New 64,000
DELTA AIR LINES INC DEL COM NEW 3,650 2,256 161.87 114,376
TOWERS WATSON & CO CL A 3,502 3,502 New 33,000
TURQUOISE HILL RES LTD COM 3,238 3,238 New 927,800
ULTA SALON COSMETCS & FRAG INC COM 2,984 2,984 New 33,000
PENNEY J C INC COM 2,610 1,450 125 360,000
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 1,949 1,949 New 100,000
BIOMARIN PHARMACEUTICAL INC COM 1,688 -58 (3.33) 29,000
NEWS CORP NEW CL A 1,663 1,663 New 100,000
MORGAN STANLEY COM NEW 1,495 1,495 New 50,600
GOOGLE INC CL A 1,473 1,065 260.89 2,685
GOOGLE INC CL C 1,440 1,041 260.89 2,685
CITIGROUP INC COM NEW 1,295 New 26,800
OCWEN FINL CORP COM NEW 1,201 1,201 New 30,000
JPMORGAN CHASE & CO COM 1,041 New 19,000
AUTOLIV INC COM 1,018 -339 (24.98) 10,115
OSHKOSH CORP COM 966 966 New 17,091
DRESSER-RAND GROUP INC COM 960 611 175 16,500
CAMERON INTERNATIONAL CORP COM 788 788 New 12,500