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Cheyne Capital Management

Filed: 26 Jan 22, 12:26pm

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
ABERDEEN STD PLATINUM ETF TRPHYSCL PLATM SHS0032601067878,750SH SOLENone8,75000
ACROPOLIS INFRASTRUCTURE ACQUNIT 99/99/999900502920210010,000SH SOLENone10,00000
ADTHEORENT HOLDING COMPANY*W EXP 99/99/99900739D1171420,104SH SOLENone20,10400
ADVISORSHARES TRPURE US CANNABIS00768Y4534,794187,326SH SOLENone187,32600
AEQUI ACQUISITION CORPUNIT 11/30/202700775W20149950,000SH SOLENone50,00000
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL55,4864,660,000PRN SOLENone004,660,000
ANZU SPECIAL ACQUISITIN CORPUNIT 01/27/202603737A20046546,270SH SOLENone46,27000
ARES CAPITAL CORPNOTE 3.750% 2/004010LAT03,1722,840,000PRN SOLENone002,840,000
ATHLON ACQUISITION CORPUNIT 01/12/202604748A20515015,000SH SOLENone15,00000
ATLANTIC COASTAL ACQUISTN COUNIT 03/02/202604845320333533,500SH SOLENone33,50000
BARRICK GOLD CORPCOM0679011083,800200,000SH SOLENone200,00000
BERRY CORPCOM08579X10126131,000SH SOLENone31,00000
BIG SKY GROWTH PARTNERS INCUNIT 04/01/202608954L20114715,000SH SOLENone15,00000
BILANDER ACQUISITION CORPUNIT 05/19/202609001T20510110,000SH SOLENone10,00000
BIOMARIN PHARMACEUTICAL INCNOTE 0.599% 8/009061GAH42,4422,320,000PRN SOLENone002,320,000
BOA ACQUISITION CORP*W EXP 02/22/20205601A1171120,242SH SOLENone20,24200
BOA ACQUISITION CORPCOM CL A05601A10959760,727SH SOLENone60,72700
BROADSCALE ACQUISITION CORPUNIT 02/02/202611134Y20050550,000SH SOLENone50,00000
BUZZFEED INC*W EXP 99/99/99912430A1101020,706SH SOLENone20,70600
CALIFORNIA RES CORPCOM STOCK13057Q30580218,785SH SOLENone18,78500
CAMECO CORPCOM13321L10880737,000SH SOLENone37,00000
CF ACQUISITION CORP IVUNIT 12/31/202712520T20113613,681SH SOLENone13,68100
CF ACQUISITION CORP VCL A12520R10625226,000SH SOLENone26,00000
CF ACQUISITION CORP VICOM CL A12521J10354250,000SH SOLENone50,00000
CF ACQUISITION CORP VIIIUNIT 03/31/202812520C20853650,000SH SOLENone50,00000
CF ACQUISITION CORP VI*W EXP 02/18/20212521J1113212,500SH SOLENone12,50000
CHEVRON CORP NEWCOM1667641004613,930SH SOLENone3,93000
COUPA SOFTWARE INCNOTE 0.125% 6/122266LAC0617500,000PRN SOLENone00500,000
CROWDSTRIKE HLDGS INCCL A22788C105200977SH SOLENone97700
CYBERARK SOFTWARE LTDNOTE 11/123248VAB12,6272,070,000SH SOLENone2,070,00000
DA32 LIFE SCNCE TEC ACQSTN CCLASS A COM23312M1069810,000SH SOLENone10,00000
DECARBONIZATION PLUS ACQU IICOM CL A24279410523023,033SH SOLENone23,03300
DEXCOM INCNOTE 0.250%11/1252131AK31,6741,410,000PRN SOLENone001,410,000
DHB CAPITAL CORPUNIT 03/31/202823291W20838038,225SH SOLENone38,22500
DTRT HEALTH ACQUISITION CORPUNIT 08/31/202923344T20210610,000SH SOLENone10,00000
E MERGE TECHNOLOGY ACQUISITIUNIT 07/30/202526873Y20350150,000SH SOLENone50,00000
ENVIRONMENTAL IMPACT ACQU COCOM CL A29408N10616816,893SH SOLENone16,89300
EQUINOX GOLD CORPCOM29446Y502938109,600SH SOLENone109,60000
ETSY INCNOTE 0.125% 9/029786AAL01,310975,000PRN SOLENone00975,000
EURONET WORLDWIDE INCNOTE 0.750% 3/1298736AL33,2703,010,000PRN SOLENone003,010,000
EXACT SCIENCES CORPNOTE 0.375% 3/030063PAC92,5672,640,000PRN SOLENone002,640,000
FARFETCH LTDORD SH CL A30744W1076,317188,950SH SOLENone188,95000
FINTECH ACQUISITION CORP VIUNIT 06/24/202631811H20520020,000SH SOLENone20,00000
FIRST RESERVE SUSTAINABLE GW*W EXP 03/05/202336169115910,828SH SOLENone10,82800
FIRST RESERVE SUSTAINABLE GWCLASS A COM33616910742943,313SH SOLENone43,31300
FORTIVE CORPNOTE 0.875% 2/134959JAK42,8382,835,000PRN SOLENone002,835,000
FORTRESS VALUE ACQUISI CORPUNIT 03/31/202834964K20781982,645SH SOLENone82,64500
FORTRESS VALUE ACQUIS CORP IUNIT 12/31/202734964G20640941,275SH SOLENone41,27500
GAMING & HOSPITALITY ACQU COUNIT 02/04/202836468120529830,003SH SOLENone30,00300
GLENFARNE MERGER CORPUNIT 03/17/202637857920510010,000SH SOLENone10,00000
GORES TECHNOLOGY PARTNERS IIUNIT 03/16/202838287L20650450,000SH SOLENone50,00000
GORES TECHNOLOGY PARTNERS INUNIT 03/16/202838287020215115,000SH SOLENone15,00000
GROWTH CAP ACQUISITION CORP*W EXP 06/01/20239986V115910,000SH SOLENone10,00000
GROWTH CAP ACQUISITION CORPCL A39986V10719920,000SH SOLENone20,00000
HAMILTON LANE ALLIANCE HLDGSUNIT 99/99/999940749M20253353,594SH SOLENone53,59400
HEALTH ASSURN ACQUISITION COUNIT 99/99/999942226W20810010,000SH SOLENone10,00000
HUDSON EXECUTIVE INVES IIIUNIT 02/22/202644376L20649050,000SH SOLENone50,00000
ILLUMINA INCNOTE 8/1452327AK51,7601,530,000PRN SOLENone001,530,000
INSMED INCNOTE 1.750% 1/1457669AA72,2972,230,000PRN SOLENone002,230,000
INSULET CORPNOTE 0.375% 9/045784PAK7492370,000PRN SOLENone00370,000
IONQ INCCOM46222L1081,42185,067SH SOLENone85,06700
JAWS HURRICANE ACQUISITN CORUNIT 06/08/202647201B20210510,000SH SOLENone10,00000
JAZZ INVESTMENTS I LTDNOTE 2.000% 6/1472145AF81,6731,480,000PRN SOLENone001,480,000
KHOSLA VENTURES ACQUT CO IIICOM CL A48250610214615,000SH SOLENone15,00000
KHOSLA VENTURES ACQUISITIONCL A48250410712112,447SH SOLENone12,44700
KKR ACQUISITION HOLDING I COUNIT 99/99/999948253T20860160,000SH SOLENone60,00000
LANDCADIA HOLDINGS IV INCUNIT 05/01/202551477A20360560,000SH SOLENone60,00000
LERER HIPPEAU ACQUISITION COCL A52674910626326,764SH SOLENone26,76400
LIVE NATION ENTERTAINMENT INNOTE 2.000% 2/1538034AU32,0251,525,000PRN SOLENone001,525,000
LIVE OAK MOBILITY ACQUISI COUNIT 03/01/202853812620250050,000SH SOLENone50,00000
LIVEPERSON INCNOTE 12/1538146AD32,8543,365,000PRN SOLENone003,365,000
LONGVIEW ACQUISITION CORP IICOM CL A54319Q10539440,000SH SOLENone40,00000
LUMENTUM HLDGS INCNOTE 0.500%12/155024UAD13,2972,650,000PRN SOLENone002,650,000
LUX HEALTH TECH ACQUISITIONUNIT 11/30/202755068A20910010,000SH SOLENone10,00000
M3 BRIGADE ACQUISITION II CO*W EXP 09/03/2025538001111613,503SH SOLENone13,50300
M3 BRIGADE ACQUISITION II COCOM CL A55380010340140,509SH SOLENone40,50900
M3 BRIGADE ACQUISITION IIIUNIT 99/99/999955407R20215015,000SH SOLENone15,00000
MANDIANT INCNOTE 0.875% 6/031816QAF83,0152,890,000PRN SOLENone002,890,000
MASON INDUSTRIAL TECHNOLGY IUNIT 99/99/999957520Y20551852,000SH SOLENone52,00000
MERCADOLIBRE INCCOM58733R1022,0291,505SH SOLENone1,50500
META PLATFORMS INCCL A30303M1026,99620,800SH SOLENone20,80000
MISSION ADVANCEMENT CORPUNIT 99/99/999960501L20043644,000SH SOLENone44,00000
NOVUS CAPITAL CORPORATION IICOM CL A67012W10448048,442SH SOLENone48,44200
NOVUS CAPITAL CORPORATION II*W EXP 02/02/20267012W1122016,147SH SOLENone16,14700
NRG ENERGY INCDBCV 2.750% 6/0629377CG53,7023,125,000PRN SOLENone003,125,000
NUVASIVE INCNOTE 1.000% 6/0670704AL9430430,000PRN SOLENone00430,000
OCCIDENTAL PETE CORPCOM67459910567523,300SH SOLENone23,30000
OKTA INCNOTE 0.375% 6/1679295AF21,4781,240,000PRN SOLENone001,240,000
PINDUODUO INCNOTE 12/0722304AC61,1601,280,000PRN SOLENone001,280,000
PINE TECHNOLOGY ACQUISITN CO*W EXP 03/31/2027228501121015,931SH SOLENone15,93100
PINE TECHNOLOGY ACQUISITN COCLASS A COM72285010447147,793SH SOLENone47,79300
PWP FORWARD ACQUISITION CORPUNIT 03/10/202674709Q20047848,679SH SOLENone48,67900
PIONEER NAT RES CONOTE 0.250% 5/1723787AP21,362760,000PRN SOLENone00760,000
RADNET INCCOM7504911024,099136,127SH SOLENone136,12700
RINGCENTRAL INCNOTE 3/076680RAF44,7715,045,000PRN SOLENone005,045,000
ROYAL CARIBBEAN GROUPNOTE 4.250% 6/1780153BB71,5961,250,000PRN SOLENone001,250,000
RXR ACQUISITION CORPUNIT 01/01/202574981W20654555,000SH SOLENone55,00000
SANDBRIDGE X2 CORPUNIT 99/99/999979979220542943,044SH SOLENone43,04400
SCIENCE STRATEGIC ACQ ALPHAUNIT 01/20/202680864120344845,294SH SOLENone45,29400
SCP & CO HEALTHCARE ACQUSTNUNIT 10/27/202578406520350350,000SH SOLENone50,00000
SEA LTDNOTE 0.250% 9/181141RAG53,4153,710,000PRN SOLENone003,710,000
SEA LTDSPONSORD ADS81141R1002,31710,357SH SOLENone10,35700
SHOPIFY INCNOTE 0.125%11/082509LAA51,7921,440,000PRN SOLENone001,440,000
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG21,4821,110,000PRN SOLENone001,110,000
SPARTAN ACQUISITION CORP IIICOM CL A84677R10624725,000SH SOLENone25,00000
SPDR GOLD TRGOLD SHS78463V1074,27425,000SH SOLENone25,00000
SPLUNK INCNOTE 1.125% 9/1848637AD61,3281,200,000PRN SOLENone001,200,000
SPLUNK INCNOTE 1.125% 6/1848637AF1927990,000PRN SOLENone00990,000
BLOCK INCNOTE 0.125% 3/0852234AF01,265850,000PRN SOLENone00850,000
SUNCOR ENERGY INC NEWCOM8672241071,15946,300SH SOLENone46,30000
SUSTAINABLE DEVELP ACQU I COUNIT 02/04/202686934L20210010,000SH SOLENone10,00000
TASKUS INCCLASS A COM87652V10910,414193,000SH SOLENone193,00000
TCW SPECIAL PURPOSE ACQU CORUNIT 99/99/999987301L20559460,000SH SOLENone60,00000
TECH AND ENERGY TRANSITIONUNIT 03/31/202887823R20163463,649SH SOLENone63,64900
TECK RESOURCES LTDCL B87874220487930,500SH SOLENone30,50000
THUNDER BRIDGE CAP PRTNRS IIUNIT 02/15/202888605T20949750,000SH SOLENone50,00000
TRIBE CAPITAL GROWTH CORP IUNIT 02/24/202689601Y20010010,000SH SOLENone10,00000
TWITTER INCNOTE 0.250% 6/190184LAF91,3981,280,000PRN SOLENone001,280,000
UBER TECHNOLOGIES INCNOTE 12/190353TAJ9911920,000PRN SOLENone00920,000
USHG ACQUISITION CORP*W EXP 02/24/20291748P1182012,323SH SOLENone12,32300
USHG ACQUISITION CORPCOM CL A91748P10038336,971SH SOLENone36,97100
VIAVI SOLUTIONS INCNOTE 1.000% 3/0925550AB11,6511,165,000PRN SOLENone001,165,000
WESTERN DIGITAL CORP.NOTE 1.500% 2/0958102AP03,4723,420,000PRN SOLENone003,420,000
Z-WORK ACQUISITION CORPUNIT 99/99/999998880C20150450,800SH SOLENone50,80000
ZYNGA INCNOTE 0.250% 6/098986TAB43,5663,300,000PRN SOLENone003,300,000