0001567619-22-001738.txt : 20220126
0001567619-22-001738.hdr.sgml : 20220126
20220126122653
ACCESSION NUMBER: 0001567619-22-001738
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220126
DATE AS OF CHANGE: 20220126
EFFECTIVENESS DATE: 20220126
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Cheyne Capital Management (UK) LLP
CENTRAL INDEX KEY: 0001390457
IRS NUMBER: 000000000
STATE OF INCORPORATION: X0
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-12483
FILM NUMBER: 22556805
BUSINESS ADDRESS:
STREET 1: STORNOWAY HOUSE
STREET 2: 13 CLEVELAND ROW
CITY: LONDON
STATE: X0
ZIP: SW1A 1DH
BUSINESS PHONE: 011-44(0)2070317450
MAIL ADDRESS:
STREET 1: STORNOWAY HOUSE
STREET 2: 13 CLEVELAND ROW
CITY: LONDON
STATE: X0
ZIP: SW1A 1DH
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001390457
XXXXXXXX
12-31-2021
12-31-2021
Cheyne Capital Management (UK) LLP
STORNOWAY HOUSE
13 CLEVELAND ROW
LONDON
X0
SW1A 1DH
13F HOLDINGS REPORT
028-12483
N
Peter Head
Chief Compliance Officer
44 020 7968 7378
/s/ Peter Head
London
X0
01-24-2022
0
125
153536
false
INFORMATION TABLE
2
form13fInfoTable.xml
ABERDEEN STD PLATINUM ETF TR
PHYSCL PLATM SHS
003260106
787
8750
SH
SOLE
None
8750
0
0
ACROPOLIS INFRASTRUCTURE ACQ
UNIT 99/99/9999
005029202
100
10000
SH
SOLE
None
10000
0
0
ADTHEORENT HOLDING COMPANY
*W EXP 99/99/999
00739D117
14
20104
SH
SOLE
None
20104
0
0
ADVISORSHARES TR
PURE US CANNABIS
00768Y453
4794
187326
SH
SOLE
None
187326
0
0
AEQUI ACQUISITION CORP
UNIT 11/30/2027
00775W201
499
50000
SH
SOLE
None
50000
0
0
AKAMAI TECHNOLOGIES INC
NOTE 0.375% 9/0
00971TAL5
5486
4660000
PRN
SOLE
None
0
0
4660000
ANZU SPECIAL ACQUISITIN CORP
UNIT 01/27/2026
03737A200
465
46270
SH
SOLE
None
46270
0
0
ARES CAPITAL CORP
NOTE 3.750% 2/0
04010LAT0
3172
2840000
PRN
SOLE
None
0
0
2840000
ATHLON ACQUISITION CORP
UNIT 01/12/2026
04748A205
150
15000
SH
SOLE
None
15000
0
0
ATLANTIC COASTAL ACQUISTN CO
UNIT 03/02/2026
048453203
335
33500
SH
SOLE
None
33500
0
0
BARRICK GOLD CORP
COM
067901108
3800
200000
SH
SOLE
None
200000
0
0
BERRY CORP
COM
08579X101
261
31000
SH
SOLE
None
31000
0
0
BIG SKY GROWTH PARTNERS INC
UNIT 04/01/2026
08954L201
147
15000
SH
SOLE
None
15000
0
0
BILANDER ACQUISITION CORP
UNIT 05/19/2026
09001T205
101
10000
SH
SOLE
None
10000
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
2442
2320000
PRN
SOLE
None
0
0
2320000
BOA ACQUISITION CORP
*W EXP 02/22/202
05601A117
11
20242
SH
SOLE
None
20242
0
0
BOA ACQUISITION CORP
COM CL A
05601A109
597
60727
SH
SOLE
None
60727
0
0
BROADSCALE ACQUISITION CORP
UNIT 02/02/2026
11134Y200
505
50000
SH
SOLE
None
50000
0
0
BUZZFEED INC
*W EXP 99/99/999
12430A110
10
20706
SH
SOLE
None
20706
0
0
CALIFORNIA RES CORP
COM STOCK
13057Q305
802
18785
SH
SOLE
None
18785
0
0
CAMECO CORP
COM
13321L108
807
37000
SH
SOLE
None
37000
0
0
CF ACQUISITION CORP IV
UNIT 12/31/2027
12520T201
136
13681
SH
SOLE
None
13681
0
0
CF ACQUISITION CORP V
CL A
12520R106
252
26000
SH
SOLE
None
26000
0
0
CF ACQUISITION CORP VI
COM CL A
12521J103
542
50000
SH
SOLE
None
50000
0
0
CF ACQUISITION CORP VIII
UNIT 03/31/2028
12520C208
536
50000
SH
SOLE
None
50000
0
0
CF ACQUISITION CORP VI
*W EXP 02/18/202
12521J111
32
12500
SH
SOLE
None
12500
0
0
CHEVRON CORP NEW
COM
166764100
461
3930
SH
SOLE
None
3930
0
0
COUPA SOFTWARE INC
NOTE 0.125% 6/1
22266LAC0
617
500000
PRN
SOLE
None
0
0
500000
CROWDSTRIKE HLDGS INC
CL A
22788C105
200
977
SH
SOLE
None
977
0
0
CYBERARK SOFTWARE LTD
NOTE 11/1
23248VAB1
2627
2070000
SH
SOLE
None
2070000
0
0
DA32 LIFE SCNCE TEC ACQSTN C
CLASS A COM
23312M106
98
10000
SH
SOLE
None
10000
0
0
DECARBONIZATION PLUS ACQU II
COM CL A
242794105
230
23033
SH
SOLE
None
23033
0
0
DEXCOM INC
NOTE 0.250%11/1
252131AK3
1674
1410000
PRN
SOLE
None
0
0
1410000
DHB CAPITAL CORP
UNIT 03/31/2028
23291W208
380
38225
SH
SOLE
None
38225
0
0
DTRT HEALTH ACQUISITION CORP
UNIT 08/31/2029
23344T202
106
10000
SH
SOLE
None
10000
0
0
E MERGE TECHNOLOGY ACQUISITI
UNIT 07/30/2025
26873Y203
501
50000
SH
SOLE
None
50000
0
0
ENVIRONMENTAL IMPACT ACQU CO
COM CL A
29408N106
168
16893
SH
SOLE
None
16893
0
0
EQUINOX GOLD CORP
COM
29446Y502
938
109600
SH
SOLE
None
109600
0
0
ETSY INC
NOTE 0.125% 9/0
29786AAL0
1310
975000
PRN
SOLE
None
0
0
975000
EURONET WORLDWIDE INC
NOTE 0.750% 3/1
298736AL3
3270
3010000
PRN
SOLE
None
0
0
3010000
EXACT SCIENCES CORP
NOTE 0.375% 3/0
30063PAC9
2567
2640000
PRN
SOLE
None
0
0
2640000
FARFETCH LTD
ORD SH CL A
30744W107
6317
188950
SH
SOLE
None
188950
0
0
FINTECH ACQUISITION CORP VI
UNIT 06/24/2026
31811H205
200
20000
SH
SOLE
None
20000
0
0
FIRST RESERVE SUSTAINABLE GW
*W EXP 03/05/202
336169115
9
10828
SH
SOLE
None
10828
0
0
FIRST RESERVE SUSTAINABLE GW
CLASS A COM
336169107
429
43313
SH
SOLE
None
43313
0
0
FORTIVE CORP
NOTE 0.875% 2/1
34959JAK4
2838
2835000
PRN
SOLE
None
0
0
2835000
FORTRESS VALUE ACQUISI CORP
UNIT 03/31/2028
34964K207
819
82645
SH
SOLE
None
82645
0
0
FORTRESS VALUE ACQUIS CORP I
UNIT 12/31/2027
34964G206
409
41275
SH
SOLE
None
41275
0
0
GAMING & HOSPITALITY ACQU CO
UNIT 02/04/2028
364681205
298
30003
SH
SOLE
None
30003
0
0
GLENFARNE MERGER CORP
UNIT 03/17/2026
378579205
100
10000
SH
SOLE
None
10000
0
0
GORES TECHNOLOGY PARTNERS II
UNIT 03/16/2028
38287L206
504
50000
SH
SOLE
None
50000
0
0
GORES TECHNOLOGY PARTNERS IN
UNIT 03/16/2028
382870202
151
15000
SH
SOLE
None
15000
0
0
GROWTH CAP ACQUISITION CORP
*W EXP 06/01/202
39986V115
9
10000
SH
SOLE
None
10000
0
0
GROWTH CAP ACQUISITION CORP
CL A
39986V107
199
20000
SH
SOLE
None
20000
0
0
HAMILTON LANE ALLIANCE HLDGS
UNIT 99/99/9999
40749M202
533
53594
SH
SOLE
None
53594
0
0
HEALTH ASSURN ACQUISITION CO
UNIT 99/99/9999
42226W208
100
10000
SH
SOLE
None
10000
0
0
HUDSON EXECUTIVE INVES III
UNIT 02/22/2026
44376L206
490
50000
SH
SOLE
None
50000
0
0
ILLUMINA INC
NOTE 8/1
452327AK5
1760
1530000
PRN
SOLE
None
0
0
1530000
INSMED INC
NOTE 1.750% 1/1
457669AA7
2297
2230000
PRN
SOLE
None
0
0
2230000
INSULET CORP
NOTE 0.375% 9/0
45784PAK7
492
370000
PRN
SOLE
None
0
0
370000
IONQ INC
COM
46222L108
1421
85067
SH
SOLE
None
85067
0
0
JAWS HURRICANE ACQUISITN COR
UNIT 06/08/2026
47201B202
105
10000
SH
SOLE
None
10000
0
0
JAZZ INVESTMENTS I LTD
NOTE 2.000% 6/1
472145AF8
1673
1480000
PRN
SOLE
None
0
0
1480000
KHOSLA VENTURES ACQUT CO III
COM CL A
482506102
146
15000
SH
SOLE
None
15000
0
0
KHOSLA VENTURES ACQUISITION
CL A
482504107
121
12447
SH
SOLE
None
12447
0
0
KKR ACQUISITION HOLDING I CO
UNIT 99/99/9999
48253T208
601
60000
SH
SOLE
None
60000
0
0
LANDCADIA HOLDINGS IV INC
UNIT 05/01/2025
51477A203
605
60000
SH
SOLE
None
60000
0
0
LERER HIPPEAU ACQUISITION CO
CL A
526749106
263
26764
SH
SOLE
None
26764
0
0
LIVE NATION ENTERTAINMENT IN
NOTE 2.000% 2/1
538034AU3
2025
1525000
PRN
SOLE
None
0
0
1525000
LIVE OAK MOBILITY ACQUISI CO
UNIT 03/01/2028
538126202
500
50000
SH
SOLE
None
50000
0
0
LIVEPERSON INC
NOTE 12/1
538146AD3
2854
3365000
PRN
SOLE
None
0
0
3365000
LONGVIEW ACQUISITION CORP II
COM CL A
54319Q105
394
40000
SH
SOLE
None
40000
0
0
LUMENTUM HLDGS INC
NOTE 0.500%12/1
55024UAD1
3297
2650000
PRN
SOLE
None
0
0
2650000
LUX HEALTH TECH ACQUISITION
UNIT 11/30/2027
55068A209
100
10000
SH
SOLE
None
10000
0
0
M3 BRIGADE ACQUISITION II CO
*W EXP 09/03/202
553800111
16
13503
SH
SOLE
None
13503
0
0
M3 BRIGADE ACQUISITION II CO
COM CL A
553800103
401
40509
SH
SOLE
None
40509
0
0
M3 BRIGADE ACQUISITION III
UNIT 99/99/9999
55407R202
150
15000
SH
SOLE
None
15000
0
0
MANDIANT INC
NOTE 0.875% 6/0
31816QAF8
3015
2890000
PRN
SOLE
None
0
0
2890000
MASON INDUSTRIAL TECHNOLGY I
UNIT 99/99/9999
57520Y205
518
52000
SH
SOLE
None
52000
0
0
MERCADOLIBRE INC
COM
58733R102
2029
1505
SH
SOLE
None
1505
0
0
META PLATFORMS INC
CL A
30303M102
6996
20800
SH
SOLE
None
20800
0
0
MISSION ADVANCEMENT CORP
UNIT 99/99/9999
60501L200
436
44000
SH
SOLE
None
44000
0
0
NOVUS CAPITAL CORPORATION II
COM CL A
67012W104
480
48442
SH
SOLE
None
48442
0
0
NOVUS CAPITAL CORPORATION II
*W EXP 02/02/202
67012W112
20
16147
SH
SOLE
None
16147
0
0
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
3702
3125000
PRN
SOLE
None
0
0
3125000
NUVASIVE INC
NOTE 1.000% 6/0
670704AL9
430
430000
PRN
SOLE
None
0
0
430000
OCCIDENTAL PETE CORP
COM
674599105
675
23300
SH
SOLE
None
23300
0
0
OKTA INC
NOTE 0.375% 6/1
679295AF2
1478
1240000
PRN
SOLE
None
0
0
1240000
PINDUODUO INC
NOTE 12/0
722304AC6
1160
1280000
PRN
SOLE
None
0
0
1280000
PINE TECHNOLOGY ACQUISITN CO
*W EXP 03/31/202
722850112
10
15931
SH
SOLE
None
15931
0
0
PINE TECHNOLOGY ACQUISITN CO
CLASS A COM
722850104
471
47793
SH
SOLE
None
47793
0
0
PWP FORWARD ACQUISITION CORP
UNIT 03/10/2026
74709Q200
478
48679
SH
SOLE
None
48679
0
0
PIONEER NAT RES CO
NOTE 0.250% 5/1
723787AP2
1362
760000
PRN
SOLE
None
0
0
760000
RADNET INC
COM
750491102
4099
136127
SH
SOLE
None
136127
0
0
RINGCENTRAL INC
NOTE 3/0
76680RAF4
4771
5045000
PRN
SOLE
None
0
0
5045000
ROYAL CARIBBEAN GROUP
NOTE 4.250% 6/1
780153BB7
1596
1250000
PRN
SOLE
None
0
0
1250000
RXR ACQUISITION CORP
UNIT 01/01/2025
74981W206
545
55000
SH
SOLE
None
55000
0
0
SANDBRIDGE X2 CORP
UNIT 99/99/9999
799792205
429
43044
SH
SOLE
None
43044
0
0
SCIENCE STRATEGIC ACQ ALPHA
UNIT 01/20/2026
808641203
448
45294
SH
SOLE
None
45294
0
0
SCP & CO HEALTHCARE ACQUSTN
UNIT 10/27/2025
784065203
503
50000
SH
SOLE
None
50000
0
0
SEA LTD
NOTE 0.250% 9/1
81141RAG5
3415
3710000
PRN
SOLE
None
0
0
3710000
SEA LTD
SPONSORD ADS
81141R100
2317
10357
SH
SOLE
None
10357
0
0
SHOPIFY INC
NOTE 0.125%11/0
82509LAA5
1792
1440000
PRN
SOLE
None
0
0
1440000
SOUTHWEST AIRLS CO
NOTE 1.250% 5/0
844741BG2
1482
1110000
PRN
SOLE
None
0
0
1110000
SPARTAN ACQUISITION CORP III
COM CL A
84677R106
247
25000
SH
SOLE
None
25000
0
0
SPDR GOLD TR
GOLD SHS
78463V107
4274
25000
SH
SOLE
None
25000
0
0
SPLUNK INC
NOTE 1.125% 9/1
848637AD6
1328
1200000
PRN
SOLE
None
0
0
1200000
SPLUNK INC
NOTE 1.125% 6/1
848637AF1
927
990000
PRN
SOLE
None
0
0
990000
BLOCK INC
NOTE 0.125% 3/0
852234AF0
1265
850000
PRN
SOLE
None
0
0
850000
SUNCOR ENERGY INC NEW
COM
867224107
1159
46300
SH
SOLE
None
46300
0
0
SUSTAINABLE DEVELP ACQU I CO
UNIT 02/04/2026
86934L202
100
10000
SH
SOLE
None
10000
0
0
TASKUS INC
CLASS A COM
87652V109
10414
193000
SH
SOLE
None
193000
0
0
TCW SPECIAL PURPOSE ACQU COR
UNIT 99/99/9999
87301L205
594
60000
SH
SOLE
None
60000
0
0
TECH AND ENERGY TRANSITION
UNIT 03/31/2028
87823R201
634
63649
SH
SOLE
None
63649
0
0
TECK RESOURCES LTD
CL B
878742204
879
30500
SH
SOLE
None
30500
0
0
THUNDER BRIDGE CAP PRTNRS II
UNIT 02/15/2028
88605T209
497
50000
SH
SOLE
None
50000
0
0
TRIBE CAPITAL GROWTH CORP I
UNIT 02/24/2026
89601Y200
100
10000
SH
SOLE
None
10000
0
0
TWITTER INC
NOTE 0.250% 6/1
90184LAF9
1398
1280000
PRN
SOLE
None
0
0
1280000
UBER TECHNOLOGIES INC
NOTE 12/1
90353TAJ9
911
920000
PRN
SOLE
None
0
0
920000
USHG ACQUISITION CORP
*W EXP 02/24/202
91748P118
20
12323
SH
SOLE
None
12323
0
0
USHG ACQUISITION CORP
COM CL A
91748P100
383
36971
SH
SOLE
None
36971
0
0
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
1651
1165000
PRN
SOLE
None
0
0
1165000
WESTERN DIGITAL CORP.
NOTE 1.500% 2/0
958102AP0
3472
3420000
PRN
SOLE
None
0
0
3420000
Z-WORK ACQUISITION CORP
UNIT 99/99/9999
98880C201
504
50800
SH
SOLE
None
50800
0
0
ZYNGA INC
NOTE 0.250% 6/0
98986TAB4
3566
3300000
PRN
SOLE
None
0
0
3300000