Loading...
Docoh

Cheyne Capital Management

Filed: 14 May 21, 11:57am

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
890 5TH AVE PARTNERS INCUNIT 01/12/202628250A20461862,120SH SOLENone62,12000
ABERDEEN STD PLATINUM ETF TRPHYSCL PLATM SHS0032601069748,750SH SOLENone8,75000
ADARA ACQUISITION CORPUNIT 99/99/999900653H20188989,653SH SOLENone89,65300
ADIT EDTECH ACQUISITION CORPUNIT 99/99/999900702420149249,959SH SOLENone49,95900
ADVISORSHARES TRPURE US CANNABIS00768Y45312,835302,709SH SOLENone302,70900
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL54,9694,570,000PRN SOLENone004,570,000
ALTERYX INCNOTE 0.500% 8/002156BAD59811,050,000PRN SOLENone001,050,000
ARES CAPITAL CORPNOTE 3.750% 2/004010LAT03,8333,715,000PRN SOLENone003,715,000
ARROWROOT ACQUISITION CORPUNIT 01/29/202604282M20149850,000SH SOLENone50,00000
ATLANTIC COASTAL ACQUISTN COUNIT 03/02/202604845320339440,000SH SOLENone40,00000
BARRICK GOLD CORPCOM0679011083,960200,000SH SOLENone200,00000
BERRY CORPCOM08579X10117131,000SH SOLENone31,00000
BIOMARIN PHARMACEUTICAL INCNOTE 0.599% 8/009061GAH42,8952,820,000PRN SOLENone002,820,000
BITE ACQUISITION CORPUNIT 99/99/999909175K20449450,000SH SOLENone50,00000
BOA ACQUISITION CORPUNIT 99/99/999905601A20862262,765SH SOLENone62,76500
CA HEALTHCARE ACQUISITION COUNIT 12/25/202512510W20657558,040SH SOLENone58,04000
CALIFORNIA RES CORPCOM STOCK13057Q30545218,785SH SOLENone18,78500
CAMECO CORPCOM13321L10883150,000SH SOLENone50,00000
CF ACQUISITION CORP VIUNIT 99/99/999912521J20249650,000SH SOLENone50,00000
CF ACQUISITION CORP VIIIUNIT 03/31/202812520C20849650,000SH SOLENone50,00000
CHEVRON CORP NEWCOM1667641004123,930SH SOLENone3,93000
CLARIM ACQUISITION CORPUNIT 99/99/999918049C20716516,610SH SOLENone16,61000
CLASS ACCELERATION CORPUNIT 99/99/999918274B20512012,144SH SOLENone12,14400
CONSTELLATION PHARMCETICLS ICOM2103731061,37358,688SH SOLENone58,68800
CROWDSTRIKE HLDGS INCCL A22788C1053,87821,247SH SOLENone21,24700
CYBERARK SOFTWARE LTDNOTE 11/123248VAB12,2382,070,000PRN SOLENone002,070,000
DHB CAPITAL CORPUNIT 03/31/202823291W20859560,000SH SOLENone60,00000
DMY TECHNOLOGY GROUP INC IICOM CL A2332771022,373161,300SH SOLENone161,30000
DMY TECHNOLOGY GROUP INC IIICOM CLASS A2332781005,821540,526SH SOLENone540,52600
DMY TECHNOLOGY GROUP INC IVUNIT 99/99/999923344K20110010,000SH SOLENone10,00000
EQ HEALTH ACQUISITION CORPUNIT 02/02/202826886A20045445,844SH SOLENone45,84400
EURONET WORLDWIDE INCNOTE 0.750% 3/1298736AL33,2122,810,000PRN SOLENone002,810,000
EXACT SCIENCES CORPNOTE 0.375% 3/030063PAC93,1822,470,000PRN SOLENone002,470,000
FACEBOOK INCCL A30303M1025892,000SH SOLENone2,00000
FASTLY INCCL A31188V1004,83171,798SH SOLENone71,79800
FIREEYE INCNOTE 0.875% 6/031816QAF82,9522,610,000PRN SOLENone002,610,000
FIRST RESERVE SUSTAINABLE GWUNIT 03/05/202633616920660060,000SH SOLENone60,00000
FORESIGHT ACQUISITION CORPUNIT 01/29/202634552Y20561662,120SH SOLENone62,12000
FORTIVE CORPNOTE 0.875% 2/134959JAK42,6712,625,000PRN SOLENone002,625,000
FORTRESS VALUE ACQUISI CORPUNIT 03/31/202834964K20787988,745SH SOLENone88,74500
FREEPORT-MCMORAN INCCL B35671D8572,47075,000SH SOLENone75,00000
GAMING & HOSPITALITY ACQU COUNIT 02/04/202836468120529730,003SH SOLENone30,00300
GORES GUGGENHEIM INCUNIT 03/25/202838286Q2061,762177,485SH SOLENone177,48500
GORES TECHNOLOGY PARTNERS IIUNIT 03/16/202838287L20649950,000SH SOLENone50,00000
GROWTH CAP ACQUISITION CORPUNIT 06/01/202739986V20664665,236SH SOLENone65,23600
HAMILTON LANE ALLIANCE HLDGSUNIT 99/99/999940749M20253453,594SH SOLENone53,59400
HAYMAKER ACQUISITION CORP IIUNIT 03/01/202642087R20715916,000SH SOLENone16,00000
ILLUMINA INCNOTE 8/1452327AK52,7702,330,000PRN SOLENone002,330,000
INSMED INCNOTE 1.750% 1/1457669AA7279250,000PRN SOLENone00250,000
INSULET CORPNOTE 0.375% 9/045784PAK72,8322,140,000PRN SOLENone002,140,000
ISHARES TRCHINA LG-CAP ETF4642871843,03365,000SH SOLENone65,00000
ISHARES TRRUSSELL 2000 ETF464287655737428SH SOLENone42800
JD.COM INCSPON ADR CL A47215P1063,37340,000SH SOLENone40,00000
KALEYRA INCCOM4833791032,883204,500SH SOLENone204,50000
KKR ACQUISITION HOLDING I COUNIT 99/99/999948253T20860160,000SH SOLENone60,00000
LEGATO MERGER CORPUNIT 12/31/202552473X20559258,424SH SOLENone58,42400
LERER HIPPEAU ACQUISITION COCL A52674910679780,500SH SOLENone80,50000
LIBERTY MEDIA CORP DELNOTE 1.000% 1/3531229AF91,5461,215,000PRN SOLENone001,215,000
LUMENTUM HLDGS INCNOTE 0.500%12/155024UAD11,5511,335,000PRN SOLENone001,335,000
M3 BRIGADE ACQUISITION II COUNIT 99/99/99995538002021,398140,913SH SOLENone140,91300
MASON INDUSTRIAL TECHNOLGY IUNIT 99/99/999957520Y20551752,000SH SOLENone52,00000
MCAP ACQUISITION CORPRP UNIT 02/18/203055282T20860060,314SH SOLENone60,31400
MDH ACQUISITION CORPUNIT 99/99/999955283P20539739,942SH SOLENone39,94200
MERCADOLIBRE INCCOM58733R1021,4721,000SH SOLENone1,00000
MISSION ADVANCEMENT CORPUNIT 99/99/999960501L20049850,000SH SOLENone50,00000
MONUMENT CIRCLE ACQUISITN COUNIT 01/14/202661531M20061962,824SH SOLENone62,82400
NEW RELIC INCNOTE 0.500% 5/064829BAB61,3421,370,000PRN SOLENone001,370,000
NRG ENERGY INCDBCV 2.750% 6/0629377CG53,8483,300,000PRN SOLENone003,300,000
OCCIDENTAL PETE CORPCOM67459910562023,300SH SOLENone23,30000
OZON HLDGS PLCSPONSORED ADS69269L1041,40225,000SH SOLENone25,00000
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD73,9092,960,000PRN SOLENone002,960,000
PINDUODUO INCNOTE 12/0722304AC63,0912,920,000PRN SOLENone002,920,000
PINE TECHNOLOGY ACQUISITN COUNIT 03/31/202872285020349650,000SH SOLENone50,00000
PRICELINE GRP INCNOTE 0.900% 9/1741503AX43,0982,630,000PRN SOLENone002,630,000
PRIVETERRA ACQUISITION CORPUNIT 99/99/999974275N20149750,000SH SOLENone50,00000
PROGRESS ACQUISITION CORPUNIT 12/25/202574327P20455456,263SH SOLENone56,26300
PROOFPOINT INCNOTE 0.250% 8/1743424AF03,2963,100,000PRN SOLENone003,100,000
PURE STORAGE INCNOTE 0.125% 4/174624MAB8286260,000PRN SOLENone00260,000
PWP FORWARD ACQUISITION CORPUNIT 03/10/202674709Q20059860,000SH SOLENone60,00000
QUANTUM FINTECH ACQUISTIN COUNIT 10/30/202674767A20459860,000SH SOLENone60,00000
RINGCENTRAL INCNOTE 3/076680RAF41,4561,330,000PRN SOLENone001,330,000
SCIENCE STRATEGIC ACQ ALPHAUNIT 01/20/202680864120352052,348SH SOLENone52,34800
SCP & CO HEALTHCARE ACQUSTNUNIT 10/27/202578406520359159,299SH SOLENone59,29900
SEA LTDSPONSORD ADS81141R1001,8258,175SH SOLENone8,17500
SHOPIFY INCNOTE 0.125%11/082509LAA51,1371,000,000PRN SOLENone001,000,000
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG21,9101,110,000PRN SOLENone001,110,000
SPIRIT RLTY CAP INC NEWNOTE 3.750% 5/184860WAB82,2612,250,000PRN SOLENone002,250,000
SPLUNK INCNOTE 1.125% 9/1848637AD61,4191,200,000PRN SOLENone001,200,000
SPORTSTEK ACQUISITION CORPUNIT 02/16/202884919620940440,625SH SOLENone40,62500
SUNCOR ENERGY INC NEWCOM86722410796846,300SH SOLENone46,30000
TCW SPECIAL PURPOSE ACQU CORUNIT 99/99/999987301L20559760,000SH SOLENone60,00000
TECH AND ENERGY TRANSITIONUNIT 03/31/202887823R20166666,555SH SOLENone66,55500
TWELVE SEAS INVESTMENT CO IIUNIT 99/99/999990118T20549850,550SH SOLENone50,55000
TWITTER INCNOTE 0.250% 6/190184LAF92,1071,580,000PRN SOLENone001,580,000
UNITY SOFTWARE INCCOM91332U1013,77937,675SH SOLENone37,67500
USHG ACQUISITION CORPUNIT 99/99/999991748P20937236,971SH SOLENone36,97100
VALE S ASPONSORED ADS91912E1051,21770,000SH SOLENone70,00000
VIAVI SOLUTIONS INCNOTE 1.000% 3/0925550AB11,235935,000PRN SOLENone00935,000
VIRTUOSO ACQUISITION CORPUNIT 01/14/202592837J20359260,000SH SOLENone60,00000
WESTERN DIGITAL CORP.NOTE 1.500% 2/0958102AP03,1733,100,000PRN SOLENone003,100,000