-----BEGIN PRIVACY-ENHANCED MESSAGE-----
Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
Originator-Key-Asymmetric:
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 TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB
MIC-Info: RSA-MD5,RSA,
 PoT1Snrdzy3nVKIKl+Ev0X7CaStydF1TQ9nmnuhWaObCrfwMHK4vFlUZaVvrHdYo
 nhCtQBeiMgys3i7oGXPWvA==

<SEC-DOCUMENT>0001172661-11-000247.txt : 20110308
<SEC-HEADER>0001172661-11-000247.hdr.sgml : 20110308
<ACCEPTANCE-DATETIME>20110308104910
ACCESSION NUMBER:		0001172661-11-000247
CONFORMED SUBMISSION TYPE:	D/A
PUBLIC DOCUMENT COUNT:		1
ITEM INFORMATION:		Rule 506
ITEM INFORMATION:		Investment Company Act Section 3(c)
ITEM INFORMATION:		Section 3(c)(1)
FILED AS OF DATE:		20110308
DATE AS OF CHANGE:		20110308
EFFECTIVENESS DATE:		20110308

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			ZEPHYR AURORA FUND CAYMAN UNIT TRUST
		CENTRAL INDEX KEY:			0001267384
		IRS NUMBER:				000000000
		STATE OF INCORPORATION:			E9

	FILING VALUES:
		FORM TYPE:		D/A
		SEC ACT:		1933 Act
		SEC FILE NUMBER:	021-59540
		FILM NUMBER:		11670816

	BUSINESS ADDRESS:	
		STREET 1:		C/O BANK OF BERMUDA CAYMAN LTD
		STREET 2:		36C BERMUDA HOUSE BRITISH AMERICA
		CITY:			GRAND CAYMAN
		STATE:			E9
		ZIP:			00000
		BUSINESS PHONE:		3459499898

	MAIL ADDRESS:	
		STREET 1:		C/O CALEDONIAN BANK & TRUST LIMITED
		STREET 2:		CALEDONIAN HOUSE, 69 DR. ROY'S DRIVE
		CITY:			GRAND CAYMAN
		STATE:			E9
		ZIP:			00000
</SEC-HEADER>
<DOCUMENT>
<TYPE>D/A
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
<XML>
<?xml version="1.0"?>
<edgarSubmission>

    <schemaVersion>X0704</schemaVersion>

    <submissionType>D/A</submissionType>

    <testOrLive>LIVE</testOrLive>

    <primaryIssuer>
        <cik>0001267384</cik>
        <entityName>ZEPHYR AURORA FUND CAYMAN UNIT TRUST</entityName>
        <issuerAddress>
            <street1>C/O BANK OF BERMUDA CAYMAN LTD</street1>
            <street2>36C BERMUDA HOUSE BRITISH AMERICA</street2>
            <city>GRAND CAYMAN</city>
            <stateOrCountry>E9</stateOrCountry>
            <stateOrCountryDescription>CAYMAN ISLANDS</stateOrCountryDescription>
            <zipCode>00000</zipCode>
        </issuerAddress>
        <issuerPhoneNumber>3459499898</issuerPhoneNumber>
        <jurisdictionOfInc>CAYMAN ISLANDS</jurisdictionOfInc>
        <issuerPreviousNameList>
            <value>None</value>
        </issuerPreviousNameList>
        <edgarPreviousNameList>
            <value>None</value>
        </edgarPreviousNameList>
        <entityType>Other</entityType>
        <entityTypeOtherDesc>Exempted Unit Trust</entityTypeOtherDesc>
        <yearOfInc>
            <overFiveYears>true</overFiveYears>
        </yearOfInc>
    </primaryIssuer>

    <relatedPersonsList>
        <relatedPersonInfo>
            <relatedPersonName>
                <firstName>N/A</firstName>
                <lastName>Ogier Fiduciary Services (Cayman) Ltd</lastName>
            </relatedPersonName>
            <relatedPersonAddress>
                <street1>89 Nexus Way</street1>
                <street2>Camana Bay</street2>
                <city>Grand Cayman</city>
                <stateOrCountry>E9</stateOrCountry>
                <stateOrCountryDescription>CAYMAN ISLANDS</stateOrCountryDescription>
                <zipCode>KY1-9007</zipCode>
            </relatedPersonAddress>
            <relatedPersonRelationshipList>
                <relationship>Director</relationship>
            </relatedPersonRelationshipList>
            <relationshipClarification>Trustee</relationshipClarification>
        </relatedPersonInfo>
        <relatedPersonInfo>
            <relatedPersonName>
                <firstName>N/A</firstName>
                <lastName>Zephyr Management U.K. Ltd</lastName>
            </relatedPersonName>
            <relatedPersonAddress>
                <street1>25 Hill Street</street1>
                <street2>1st Floor</street2>
                <city>London</city>
                <stateOrCountry>X0</stateOrCountry>
                <stateOrCountryDescription>UNITED KINGDOM</stateOrCountryDescription>
                <zipCode>W1J 5LW</zipCode>
            </relatedPersonAddress>
            <relatedPersonRelationshipList>
                <relationship>Director</relationship>
            </relatedPersonRelationshipList>
            <relationshipClarification>Investment Manager</relationshipClarification>
        </relatedPersonInfo>
    </relatedPersonsList>

    <offeringData>
        <industryGroup>
            <industryGroupType>Pooled Investment Fund</industryGroupType>
            <investmentFundInfo>
                <investmentFundType>Other Investment Fund</investmentFundType>
                <is40Act>false</is40Act>
            </investmentFundInfo>
        </industryGroup>
        <issuerSize>
            <aggregateNetAssetValueRange>$25,000,001 - $50,000,000</aggregateNetAssetValueRange>
        </issuerSize>
        <federalExemptionsExclusions>
            <item>06</item>
            <item>3C</item>
            <item>3C.1</item>
        </federalExemptionsExclusions>
        <typeOfFiling>
            <newOrAmendment>
                <isAmendment>true</isAmendment>
                <previousAccessionNumber>0001172661-10-000246</previousAccessionNumber>
            </newOrAmendment>
            <dateOfFirstSale>
                <value>2003-10-01</value>
            </dateOfFirstSale>
        </typeOfFiling>
        <durationOfOffering>
            <moreThanOneYear>true</moreThanOneYear>
        </durationOfOffering>
        <typesOfSecuritiesOffered>
            <isPooledInvestmentFundType>true</isPooledInvestmentFundType>
        </typesOfSecuritiesOffered>
        <businessCombinationTransaction>
            <isBusinessCombinationTransaction>false</isBusinessCombinationTransaction>
            <clarificationOfResponse></clarificationOfResponse>
        </businessCombinationTransaction>
        <minimumInvestmentAccepted>50000</minimumInvestmentAccepted>
        <salesCompensationList></salesCompensationList>
        <offeringSalesAmounts>
            <totalOfferingAmount>4999900000</totalOfferingAmount>
            <totalAmountSold>31818950</totalAmountSold>
            <totalRemaining>4968081050</totalRemaining>
            <clarificationOfResponse></clarificationOfResponse>
        </offeringSalesAmounts>
        <investors>
            <hasNonAccreditedInvestors>false</hasNonAccreditedInvestors>
            <totalNumberAlreadyInvested>11</totalNumberAlreadyInvested>
        </investors>
        <salesCommissionsFindersFees>
            <salesCommissions>
                <dollarAmount>0</dollarAmount>
            </salesCommissions>
            <findersFees>
                <dollarAmount>0</dollarAmount>
            </findersFees>
            <clarificationOfResponse></clarificationOfResponse>
        </salesCommissionsFindersFees>
        <useOfProceeds>
            <grossProceedsUsed>
                <dollarAmount>0</dollarAmount>
                <isEstimate>true</isEstimate>
            </grossProceedsUsed>
            <clarificationOfResponse>Affiliates are paid fees based on assets under management and based on performance of the fund.</clarificationOfResponse>
        </useOfProceeds>
        <signatureBlock>
            <authorizedRepresentative>false</authorizedRepresentative>
            <signature>
                <issuerName>ZEPHYR AURORA FUND CAYMAN UNIT TRUST</issuerName>
                <signatureName>/s/ Tina Keriazes</signatureName>
                <nameOfSigner>Tina Keriazes</nameOfSigner>
                <signatureTitle>Secretary of Zephyr Management, Inc., the GP of the Issuer</signatureTitle>
                <signatureDate>2011-03-08</signatureDate>
            </signature>
        </signatureBlock>
    </offeringData>
</edgarSubmission>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
-----END PRIVACY-ENHANCED MESSAGE-----