Chief Compliance Officer

0001567619-22-009877.txt : 20220510 0001567619-22-009877.hdr.sgml : 20220510 20220510084137 ACCESSION NUMBER: 0001567619-22-009877 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220331 FILED AS OF DATE: 20220510 DATE AS OF CHANGE: 20220510 EFFECTIVENESS DATE: 20220510 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: 22907531 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 03-31-2022 03-31-2022 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 05-10-2022 0 142 158861 false INFORMATION TABLE 2 form13fInfoTable.xml ABRDN PLATINUM ETF TRUST PHYSCL PLATM SHS 003260106 803 8750 SH SOLE None 8750 0 0 ACROPOLIS INFRASTRUCTURE ACQ CL A 005029103 97 10000 SH SOLE None 10000 0 0 ADTHEORENT HOLDING COMPANY *W EXP 99/99/999 00739D117 28 20104 SH SOLE None 20104 0 0 ADVISORSHARES TR PURE US CANNABIS 00768Y453 3784 181416 SH SOLE None 181416 0 0 AEQUI ACQUISITION CORP *W EXP 11/30/202 00775W110 4 16666 SH SOLE None 16666 0 0 AEQUI ACQUISITION CORP COM CL A 00775W102 492 50000 SH SOLE None 50000 0 0 AGNICO EAGLE MINES LTD COM 008474108 637 10400 SH SOLE None 10400 0 0 AIRBNB INC NOTE 3/1 009066AB7 1612 1660000 PRN SOLE None 0 0 1660000 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 5370 4660000 PRN SOLE None 0 0 4660000 ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 4 15423 SH SOLE None 15423 0 0 ANZU SPECIAL ACQUISITIN 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INC NOTE 3/1 12685JAE5 2127 2410000 PRN SOLE None 0 0 2410000 CALIFORNIA RES CORP COM STOCK 13057Q305 840 18785 SH SOLE None 18785 0 0 CAMECO CORP COM 13321L108 5920 203421 SH SOLE None 203421 0 0 CEPTON INC *W EXP 06/01/202 15673X119 5 10000 SH SOLE None 10000 0 0 CF ACQUISITION CORP IV COM CL A 12520T102 134 13681 SH SOLE None 13681 0 0 CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 4 12500 SH SOLE None 12500 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 2871 2850000 PRN SOLE None 0 0 2850000 CHESAPEAKE ENERGY CORP COM 165167735 4657 53534 SH SOLE None 53534 0 0 CHEVRON CORP NEW COM 166764100 640 3930 SH SOLE None 3930 0 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 2046 2095000 PRN SOLE None 0 0 2095000 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 2577 2070000 PRN SOLE None 0 0 2070000 DA32 LIFE SCNCE TEC ACQSTN C CLASS A COM 23312M106 97 10000 SH SOLE None 10000 0 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 1616 1410000 PRN SOLE None 0 0 1410000 DHB CAPITAL CORP CL A COM 23291W109 373 38225 SH SOLE None 38225 0 0 DHB CAPITAL CORP *W EXP 03/31/202 23291W117 4 12741 SH SOLE None 12741 0 0 DROPBOX INC NOTE 3/0 26210CAC8 3599 3830000 PRN SOLE None 0 0 3830000 DTRT HEALTH ACQUISITION CORP COM CL A 23344T103 100 10000 SH SOLE None 10000 0 0 E MERGE TECHNOLOGY ACQUISITI *W EXP 07/30/202 26873Y112 3 16666 SH SOLE None 16666 0 0 E MERGE TECHNOLOGY ACQUISITI COM CL A 26873Y104 495 50000 SH SOLE None 50000 0 0 ENERGY VAULT HOLDINGS INC *W EXP 02/11/202 29280W117 44 16147 SH SOLE None 16147 0 0 EQUINOX GOLD CORP COM 29446Y502 1131 109600 SH SOLE None 109600 0 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 3392 3010000 PRN SOLE None 0 0 3010000 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 2342 2640000 PRN SOLE None 0 0 2640000 FARFETCH LTD ORD SH CL A 30744W107 3015 199405 SH SOLE None 199405 0 0 FINTECH ACQUISITION CORP VI CLASS A COM 31811H106 196 20000 SH SOLE None 20000 0 0 FIRST RESERVE SUSTAINABLE GW CLASS A COM 336169107 422 43313 SH SOLE None 43313 0 0 FORD MTR CO DEL NOTE 3/1 345370CZ1 3807 3210000 PRN SOLE None 0 0 3210000 FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 5 10330 SH SOLE None 10330 0 0 FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 810 82645 SH SOLE None 82645 0 0 FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 407 41275 SH SOLE None 41275 0 0 GAMING & HOSPITALITY ACQU CO *W EXP 02/04/202 364681114 3 10001 SH SOLE None 10001 0 0 GAMING & HOSPITALITY ACQU CO COM CL A 364681106 294 30003 SH SOLE None 30003 0 0 GLENFARNE MERGER CORP CLASS A COM 378579106 98 10000 SH SOLE None 10000 0 0 GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 147 15000 SH SOLE None 15000 0 0 GORES TECHNOLOGY PARTNERS II CLASS A COM 38287L107 489 50000 SH SOLE None 50000 0 0 HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 5 17864 SH SOLE None 17864 0 0 HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 525 53594 SH SOLE None 53594 0 0 HEALTH ASSURN ACQUISITION CO COM CL A 42226W109 99 10000 SH SOLE None 10000 0 0 HUDSON EXECUTIVE INVES III *W EXP 02/22/202 44376L115 4 10000 SH SOLE None 10000 0 0 HUDSON EXECUTIVE INVES III COM CL A 44376L107 489 50000 SH SOLE None 50000 0 0 ILLUMINA INC NOTE 8/1 452327AK5 1688 1530000 PRN SOLE None 0 0 1530000 INSMED INC NOTE 1.750% 1/1 457669AA7 1730 1730000 PRN SOLE None 0 0 1730000 INSULET CORP NOTE 0.375% 9/0 45784PAK7 490 370000 PRN SOLE None 0 0 370000 IONQ INC COM 46222L108 2363 185217 SH SOLE None 185217 0 0 JAWS HURRICANE ACQUISITN COR CLASS A COM 47201B103 98 10000 SH SOLE None 10000 0 0 JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 2658 2180000 PRN SOLE None 0 0 2180000 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 147 15000 SH SOLE None 15000 0 0 KHOSLA VENTURES ACQUISITION CL A 482504107 122 12447 SH SOLE None 12447 0 0 KKR ACQUISITION HOLDING I CO *W EXP 03/17/202 48253T117 10 15000 SH SOLE None 15000 0 0 KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 590 60000 SH SOLE None 60000 0 0 KOSMOS ENERGY LTD COM 500688106 1798 250000 SH SOLE None 250000 0 0 LANDCADIA HOLDINGS IV INC *W EXP 03/29/202 51477A112 8 15000 SH SOLE None 15000 0 0 LANDCADIA HOLDINGS IV INC CLASS A COM 51477A104 589 60000 SH SOLE None 60000 0 0 LERER HIPPEAU ACQUISITION CO CL A 526749106 262 26764 SH SOLE None 26764 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 1976 1525000 PRN SOLE None 0 0 1525000 LIVE OAK MOBILITY ACQUISI CO *W EXP 03/04/202 538126111 4 10000 SH SOLE None 10000 0 0 LIVE OAK MOBILITY ACQUISI CO COM CL A 538126103 491 50000 SH SOLE None 50000 0 0 LIVEPERSON INC NOTE 0.750% 3/0 538146AB7 3115 3115000 PRN SOLE None 0 0 3115000 LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 390 40000 SH SOLE None 40000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 1742 1495000 PRN SOLE None 0 0 1495000 LUX HEALTH TECH ACQUISITION COM CL A 55068A100 99 10000 SH SOLE None 10000 0 0 M3 BRIGADE ACQUISITION II CO *W EXP 03/09/202 553800111 5 13503 SH SOLE None 13503 0 0 M3 BRIGADE ACQUISITION III CL A COM 55407R103 149 15000 SH SOLE None 15000 0 0 M3 BRIGADE ACQUISITION II CO COM CL A 553800103 396 40509 SH SOLE None 40509 0 0 MAGENTA THERAPEUTICS INC COM 55910K108 137 47170 SH SOLE None 47170 0 0 MANDIANT INC NOTE 0.875% 6/0 31816QAF8 1644 1490000 PRN SOLE None 0 0 1490000 MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 6 17333 SH SOLE None 17333 0 0 MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 508 52000 SH SOLE None 52000 0 0 META PLATFORMS INC CL A 30303M102 3972 17865 SH SOLE None 17865 0 0 MISSION ADVANCEMENT CORP *W EXP 03/05/202 60501L119 3 14666 SH SOLE None 14666 0 0 MISSION ADVANCEMENT CORP CL A 60501L101 431 44000 SH SOLE None 44000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3442 3125000 PRN SOLE None 0 0 3125000 NUVASIVE INC NOTE 1.000% 6/0 670704AL9 428 430000 PRN SOLE None 0 0 430000 OCCIDENTAL PETE CORP COM 674599105 1322 23300 SH SOLE None 23300 0 0 OKTA INC NOTE 0.375% 6/1 679295AF2 1216 1240000 PRN SOLE None 0 0 1240000 OCCIDENTAL PETE CORP COM 674599105 740 440 SH SOLE None 440 0 0 PAN AMERN SILVER CORP COM 697900108 841 30800 SH SOLE None 30800 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 1270 1200000 PRN SOLE None 0 0 1200000 PINDUODUO INC NOTE 12/0 722304AC6 531 600000 PRN SOLE None 0 0 600000 PINE TECHNOLOGY ACQUISITN CO *W EXP 03/31/202 722850112 3 15931 SH SOLE None 15931 0 0 PINE TECHNOLOGY ACQUISITN CO CLASS A COM 722850104 468 47793 SH SOLE None 47793 0 0 PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 476 48679 SH SOLE None 48679 0 0 RADNET INC COM 750491102 3012 134643 SH SOLE None 134643 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 3735 4270000 PRN SOLE None 0 0 4270000 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 1635 1250000 PRN SOLE None 0 0 1250000 RXR ACQUISITION CORP *W EXP 03/08/202 74981W115 5 11000 SH SOLE None 11000 0 0 RXR ACQUISITION CORP CLASS A COM 74981W107 537 55000 SH SOLE None 55000 0 0 SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 6 14348 SH SOLE None 14348 0 0 SANDBRIDGE X2 CORP COM CLASS A 799792106 420 43044 SH SOLE None 43044 0 0 SCIENCE STRATEGIC ACQ ALPHA *W EXP 01/20/202 808641112 3 15098 SH SOLE None 15098 0 0 SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 444 45294 SH SOLE None 45294 0 0 SCP & CO HEALTHCARE ACQUSTN *W EXP 01/27/202 784065112 5 25000 SH SOLE None 25000 0 0 SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 489 50000 SH SOLE None 50000 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 1615 2010000 PRN SOLE None 0 0 2010000 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 1373 1440000 PRN SOLE None 0 0 1440000 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 1706 1250000 PRN SOLE None 0 0 1250000 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 1513 1110000 PRN SOLE None 0 0 1110000 SPDR GOLD TR GOLD SHS 78463V107 6323 35000 SH SOLE None 35000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 2295 1910000 PRN SOLE None 0 0 1910000 BLOCK INC NOTE 0.125% 3/0 852234AF0 1829 1390000 PRN SOLE None 0 0 1390000 SUNCOR ENERGY INC NEW COM 867224107 1509 46300 SH SOLE None 46300 0 0 SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 98 10000 SH SOLE None 10000 0 0 TCW SPECIAL PURPOSE ACQU COR *W EXP 99/99/999 87301L114 6 20000 SH SOLE None 20000 0 0 TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 585 60000 SH SOLE None 60000 0 0 TECH AND ENERGY TRANSITION *W EXP 03/31/202 87823R110 6 21216 SH SOLE None 21216 0 0 TECH AND ENERGY TRANSITION CLASS A COM 87823R102 622 63649 SH SOLE None 63649 0 0 TECK RESOURCES LTD CL B 878742204 822 20343 SH SOLE None 20343 0 0 THUNDER BRIDGE CAP PRTNRS II *W EXP 02/01/202 88605T118 5 10000 SH SOLE None 10000 0 0 THUNDER BRIDGE CAP PRTNRS II COM CL A 88605T100 491 50000 SH SOLE None 50000 0 0 TRIBE CAPITAL GROWTH CORP I CLASS A COM 89601Y101 98 10000 SH SOLE None 10000 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 3300 3230000 PRN SOLE None 0 0 3230000 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 826 920000 PRN SOLE None 0 0 920000 UNITY SOFTWARE INC COM 91332U101 2390 24088 SH SOLE None 24088 0 0 VANECK ETF TRUST OIL SERVICES ETF 92189H607 6018 21300 SH SOLE None 21300 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 1517 1165000 PRN SOLE None 0 0 1165000 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 3308 3420000 PRN SOLE None 0 0 3420000 Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 4 16933 SH SOLE None 16933 0 0 Z-WORK ACQUISITION CORP COM CL A 98880C102 497 50800 SH SOLE None 50800 0 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 1377 1130000 SH SOLE None 0 0 1130000