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Cheyne Capital Management

Filed: 12 Aug 21, 3:50pm

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 01/12/202628250A20463762,120SH SOLENone62,12000
ABERDEEN STD PLATINUM ETF TRPHYSCL PLATM SHS0032601068778,750SH SOLENone8,75000
ADVISORSHARES TRPURE US CANNABIS00768Y45312,035300,797SH SOLENone300,79700
AEQUI ACQUISITION CORPUNIT 11/30/202700775W20150050,000SH SOLENone50,00000
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL55,5784,810,000PRN SOLENone004,810,000
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10219,87387,630SH SOLENone87,63000
ALTERYX INCNOTE 0.500% 8/002156BAD51,0111,050,000PRN SOLENone001,050,000
ANZU SPECIAL ACQUISITIN CORPUNIT 01/27/202603737A20050050,000SH SOLENone50,00000
ARENA PHARMACEUTICALS INCCOM NEW0400476075828,535SH SOLENone8,53500
ARES CAPITAL CORPNOTE 3.750% 2/004010LAT03,8983,715,000PRN SOLENone003,715,000
ATHLON ACQUISITION CORPUNIT 01/12/202604748A20515015,000SH SOLENone15,00000
ATLANTIC COASTAL ACQUISTN COUNIT 03/02/202604845320333333,500SH SOLENone33,50000
BARRICK GOLD CORPCOM0679011084,136200,000SH SOLENone200,00000
BERRY CORPCOM08579X10120831,000SH SOLENone31,00000
BIG SKY GROWTH PARTNERS INCCLASS A COM08954L20115015,000SH SOLENone15,00000
BIOMARIN PHARMACEUTICAL INCNOTE 0.599% 8/009061GAH42,9382,820,000PRN SOLENone002,820,000
BOA ACQUISITION CORPUNIT 99/99/999905601A20860260,727SH SOLENone60,72700
PRICELINE GRP INCNOTE 0.900% 9/1741503AX42,8682,630,000PRN SOLENone002,630,000
BROADSCALE ACQUISITION CORPUNIT 02/02/202611134Y20050050,000SH SOLENone50,00000
CALIFORNIA RES CORPCOM STOCK13057Q30556618,785SH SOLENone18,78500
CAMECO CORPCOM13321L10895950,000SH SOLENone50,00000
CF ACQUISITION CORP IVUNIT 12/31/202712520T20113713,681SH SOLENone13,68100
CF ACQUISITION CORP VUNIT 01/25/202612520R20526526,000SH SOLENone26,00000
CF ACQUISITION CORP VIUNIT 99/99/999912521J20250050,000SH SOLENone50,00000
CF ACQUISITION CORP VIIIUNIT 03/31/202812520C20850550,000SH SOLENone50,00000
CHEVRON CORP NEWCOM1667641004123,930SH SOLENone3,93000
COUPA SOFTWARE INCNOTE 0.375% 6/122266LAF31,5861,370,000PRN SOLENone001,370,000
CYBERARK SOFTWARE LTDNOTE 11/123248VAB12,2502,070,000PRN SOLENone002,070,000
DECARBONIZATION PLUS ACQU IIUNIT 03/19/202624279D20457050,930SH SOLENone50,93000
DECARBONIZATION PLUS ACQU IIUNIT 01/19/202624279420423823,033SH SOLENone23,03300
DEXCOM INCNOTE 0.250%11/1252131AK33,3703,210,000PRN SOLENone003,210,000
DHB CAPITAL CORPUNIT 03/31/202823291W20860060,000SH SOLENone60,00000
DMY TECHNOLOGY GROUP INC IIICOM CLASS A2332781006,618619,078SH SOLENone619,07800
DMY TECHNOLOGY GROUP INC IVUNIT 99/99/999923344K20110010,000SH SOLENone10,00000
E MERGE TECHNOLOGY ACQUISITIUNIT 07/30/202526873Y20350750,000SH SOLENone50,00000
ENVIRONMENTAL IMPACT ACQU COUNIT 11/05/202529408N20517516,893SH SOLENone16,89300
EURONET WORLDWIDE INCNOTE 0.750% 3/1298736AL33,2422,810,000PRN SOLENone002,810,000
EXACT SCIENCES CORPNOTE 0.375% 3/030063PAC93,2812,640,000PRN SOLENone002,640,000
FARFETCH LTDORD SH CL A30744W10715,698311,710SH SOLENone311,71000
FINTECH ACQUISITION CORP VIUNIT 06/24/202631811H20520220,000SH SOLENone20,00000
FIREEYE INCNOTE 0.875% 6/031816QAF83,2762,890,000PRN SOLENone002,890,000
FIRST RESERVE SUSTAINABLE GWUNIT 03/05/202633616920659960,000SH SOLENone60,00000
FORTIVE CORPNOTE 0.875% 2/134959JAK42,8462,835,000PRN SOLENone002,835,000
FORTRESS VALUE ACQUISI CORPUNIT 03/31/202834964K20782682,645SH SOLENone82,64500
FORTRESS VALUE ACQUIS CORP IUNIT 12/31/202734964G20641241,275SH SOLENone41,27500
FREEPORT-MCMORAN INCCL B35671D8571,39237,500SH SOLENone37,50000
LIBERTY MEDIA CORP DELNOTE 1.000% 1/3531229AF91,6521,215,000PRN SOLENone001,215,000
GAMING & HOSPITALITY ACQU COUNIT 02/04/202836468120529930,003SH SOLENone30,00300
GORES GUGGENHEIM INCUNIT 03/25/202838286Q2061,169116,685SH SOLENone116,68500
GORES TECHNOLOGY PARTNERS IIUNIT 03/16/202838287L20651750,000SH SOLENone50,00000
GORES TECHNOLOGY PARTNERS INUNIT 03/16/202838287020215115,000SH SOLENone15,00000
GROWTH CAP ACQUISITION CORPUNIT 06/01/202739986V20643543,496SH SOLENone43,49600
HAMILTON LANE ALLIANCE HLDGSCOM CL A40749M20253953,594SH SOLENone53,59400
HEADHUNTER GROUP PLCSPONSORED ADS42207L1061,69540,000SH SOLENone40,00000
HUDSON EXECUTIVE INVES IIICOM CL A44376L20650050,000SH SOLENone50,00000
ILLUMINA INCNOTE 8/1452327AK52,9702,330,000PRN SOLENone002,330,000
INSMED INCNOTE 1.750% 1/1457669AA72,3452,230,000PRN SOLENone002,230,000
INSULET CORPNOTE 0.375% 9/045784PAK73,1212,290,000PRN SOLENone002,290,000
IOVANCE BIOTHERAPEUTICS INCCOM46226010065125,000SH SOLENone25,00000
ISHARES TRRUSSELL 2000 ETF464287655294428SHPutSOLENone42800
JAZZ INVESTMENTS I LTDNOTE 2.000% 6/1472145AF81,9721,480,000PRN SOLENone001,480,000
KALEYRA INCCOM4833791035,726467,851SH SOLENone467,85100
KANZHUN LIMITEDSPONSORED ADS48553T1063,33184,000SH SOLENone84,00000
KHOSLA VENTURES ACQUT CO IIICOM CL A48250610214815,000SH SOLENone15,00000
KHOSLA VENTURES ACQUSTN CO ICOM CL A48250510414915,000SH SOLENone15,00000
KHOSLA VENTURES ACQUISITIONCL A48250410714815,000SH SOLENone15,00000
KKR ACQUISITION HOLDING I COUNIT 99/99/999948253T20860260,000SH SOLENone60,00000
LANDCADIA HOLDINGS IV INCUNIT 05/01/202551477A203996100,000SH SOLENone100,00000
LERER HIPPEAU ACQUISITION COCL A52674910676277,294SH SOLENone77,29400
LIVE OAK MOBILITY ACQUISI COUNIT 03/01/202853812620250250,000SH SOLENone50,00000
LONGVIEW ACQUISITION CORP IIUNIT 99/99/999954319Q20440340,000SH SOLENone40,00000
LUMENTUM HLDGS INCNOTE 0.500%12/155024UAD11,4471,335,000PRN SOLENone001,335,000
M3 BRIGADE ACQUISITION II COUNIT 99/99/99995538002021,300128,675SH SOLENone128,67500
MASON INDUSTRIAL TECHNOLGY IUNIT 99/99/999957520Y20552452,000SH SOLENone52,00000
MCAP ACQUISITION CORPUNIT 02/18/203055282T20860260,314SH SOLENone60,31400
MERCADOLIBRE INCCOM58733R1023,6142,320SH SOLENone2,32000
MISSION ADVANCEMENT CORPUNIT 99/99/999960501L20044044,000SH SOLENone44,00000
NEW RELIC INCNOTE 0.500% 5/064829BAB61,3621,370,000PRN SOLENone001,370,000
NOVUS CAPITAL CORPORATION IIUNIT 99/99/999967012W20349048,442SH SOLENone48,44200
NRG ENERGY INCDBCV 2.750% 6/0629377CG53,8383,300,000PRN SOLENone003,300,000
NUVASIVE INCNOTE 1.000% 6/0670704AL91,5021,430,000PRN SOLENone001,430,000
OCCIDENTAL PETE CORPCOM67459910572923,300SH SOLENone23,30000
OKTA INCNOTE 0.375% 6/1679295AF22,7562,210,000PRN SOLENone002,210,000
OZON HLDGS PLCSPONSORED ADS69269L1042,55043,500SH SOLENone43,50000
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD74,3162,960,000PRN SOLENone002,960,000
PINDUODUO INCNOTE 12/0722304AC64,3074,180,000PRN SOLENone004,180,000
PINE TECHNOLOGY ACQUISITN COUNIT 03/31/202872285020349750,000SH SOLENone50,00000
PROOFPOINT INCNOTE 0.250% 8/1743424AF04,1263,290,000PRN SOLENone003,290,000
PURE STORAGE INCNOTE 0.125% 4/174624MAB8274260,000PRN SOLENone00260,000
PWP FORWARD ACQUISITION CORPUNIT 03/10/202674709Q20059760,000SH SOLENone60,00000
PIONEER NAT RES CONOTE 0.250% 5/1723787AP21,9311,210,000PRN SOLENone001,210,000
RINGCENTRAL INCNOTE 3/076680RAF45,4434,915,000PRN SOLENone004,915,000
ROBLOX CORPCL A77104910311,580128,700SH SOLENone128,70000
RXR ACQUISITION CORPUNIT 01/01/202574981W20654855,000SH SOLENone55,00000
SANDBRIDGE X2 CORPUNIT 99/99/999979979220550150,000SH SOLENone50,00000
SCIENCE STRATEGIC ACQ ALPHAUNIT 01/20/202680864120352052,348SH SOLENone52,34800
SCP & CO HEALTHCARE ACQUSTNUNIT 10/27/202578406520359759,299SH SOLENone59,29900
SHOPIFY INCNOTE 0.125%11/082509LAA51,8741,440,000PRN SOLENone001,440,000
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG21,6801,110,000PRN SOLENone001,110,000
SPARTAN ACQUISITION CORP IIIUNIT 99/99/999984677R20550350,000SH SOLENone50,00000
SPLUNK INCNOTE 1.125% 9/1848637AD61,4691,200,000PRN SOLENone001,200,000
SPLUNK INCNOTE 1.125% 6/1848637AF1965990,000PRN SOLENone00990,000
SUNCOR ENERGY INC NEWCOM8672241071,11046,300SH SOLENone46,30000
TCW SPECIAL PURPOSE ACQU CORUNIT 99/99/999987301L20559860,000SH SOLENone60,00000
TECH AND ENERGY TRANSITIONUNIT 03/31/202887823R20163563,649SH SOLENone63,64900
TELADOC HEALTH INCNOTE 1.250% 6/087918AAF22,1341,900,000PRN SOLENone001,900,000
THUNDER BRIDGE CAP PRTNRS IIUNIT 02/15/202888605T20950050,000SH SOLENone50,00000
TWITTER INCNOTE 0.250% 6/190184LAF92,1761,580,000PRN SOLENone001,580,000
UIPATH INCCL A90364P1053,19347,000SH SOLENone47,00000
USHG ACQUISITION CORPUNIT 99/99/999991748P20937036,971SH SOLENone36,97100
VIAVI SOLUTIONS INCNOTE 1.000% 3/0925550AB11,323935,000PRN SOLENone00935,000
WESTERN DIGITAL CORP.NOTE 1.500% 2/0958102AP03,5363,310,000PRN SOLENone003,310,000
Z-WORK ACQUISITION CORPUNIT 99/99/999998880C20150850,800SH SOLENone50,80000
ZENDESK INCNOTE 0.625% 6/198936JAD31,155790,000PRN SOLENone00790,000