0001567619-22-019318.txt : 20221109
0001567619-22-019318.hdr.sgml : 20221109
20221109085707
ACCESSION NUMBER: 0001567619-22-019318
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221109
DATE AS OF CHANGE: 20221109
EFFECTIVENESS DATE: 20221109
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: 221370859
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
09-30-2022
09-30-2022
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
11-02-2022
0
105
113681
false
INFORMATION TABLE
2
form13fInfoTable.xml
APPLE INC
COM
037833100
293
275
SH
SOLE
None
275
0
0
ABRDN PLATINUM ETF TRUST
PHYSCL PLATM SHS
003260106
727
8750
SH
SOLE
None
8750
0
0
PHYSCL PLATM SHS
COM
00507V109
4827
62000
SH
SOLE
None
62000
0
0
ADTHEORENT HOLDING COMPANY
*W EXP 12/26/202
00739D117
9
20104
PRN
SOLE
None
0
0
20104
ADVISORSHARES TR
PURE US CANNABIS
00768Y453
1931
186524
SH
SOLE
None
186524
0
0
AEQUI ACQUISITION CORP
*W EXP 11/30/202
00775W110
1
16666
PRN
SOLE
None
0
0
16666
AEQUI ACQUISITION CORP
COM CL A
00775W102
254
25681
SH
SOLE
None
25681
0
0
AGNICO EAGLE MINES LTD
COM
008474108
750
16400
SH
SOLE
None
16400
0
0
AKAMAI TECHNOLOGIES INC
AKAMAI TECHNOLOGIES INC
00971TAL5
2982
3000000
PRN
SOLE
None
0
0
3000000
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
1114
9800
SH
SOLE
None
9800
0
0
ANZU SPECIAL ACQUISITIN CORP
*W EXP 01/27/202
03737A119
2
15423
PRN
SOLE
None
0
0
15423
ANZU SPECIAL ACQUISITIN CORP
COM CL A
03737A101
444
45307
SH
SOLE
None
45307
0
0
ATHLON ACQUISITION COR
COM CL A
04748A106
125
12750
SH
SOLE
None
12750
0
0
ATLANTIC COASTAL ACQUISTN CO
*W EXP 03/02/202
048453112
1
11166
PRN
SOLE
None
0
0
11166
BARRICK GOLD CORP
COM
067901108
3538
200000
SH
SOLE
None
200000
0
0
BENTLEY SYS INC
NOTE 0.125% 1/1
08265TAB5
959
1100000
PRN
SOLE
None
0
0
1100000
BERRY CROP
COM
08579X101
236
31000
SH
SOLE
None
31000
0
0
BIG SKY GROWTH PARTNERS INC
CLASS A COM
08954L102
136
13950
SH
SOLE
None
13950
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
1486
1500000
PRN
SOLE
None
0
0
1500000
BUZZFEED INC
*W EXP 12/03/202
12430A110
3
20706
PRN
SOLE
None
0
0
20706
CABLE ONE INC
NOTE 3/1
12685JAE5
1491
1800000
PRN
SOLE
None
0
0
1800000
CALIFORNIA RES CORP
COM STOCK
13057Q305
723
18785
SH
SOLE
None
18785
0
0
CAMECO CORP
COM
13321L108
809
38500
SH
SOLE
None
38500
0
0
CEPTON INC
*W EXP 06/01/202
15673X119
1
10000
PRN
SOLE
None
0
0
10000
CF ACQUISITION CORP VIII
*W EXP 03/31/202
12520C117
3
12500
PRN
SOLE
None
0
0
12500
CHEGG INC
NOTE 0.125% 3/1
163092AD1
1508
1770000
PRN
SOLE
None
0
0
1770000
CHESAPEAKE ENERGY CORP
COM
165167735
5617
69265
SH
SOLE
None
69265
0
0
COUPA SOFTWARE INC
NOTE 0.125% 6/1
22266LAC0
1110
1325000
PRN
SOLE
None
0
0
1325000
CYBERARK SOFTWARE LTD
NOTE 1/1
23248VAB1
1478
1400000
PRN
SOLE
None
0
0
1400000
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
827
900000
PRN
SOLE
None
0
0
900000
DHB CAPITAL CORP
CL A COM
23291W109
369
37743
SH
SOLE
None
37743
0
0
DHB CAPITAL CORP
*W EXP 03/31/202
23291W117
2
12741
PRN
SOLE
None
0
0
12741
DROPBOX INC
NOTE 3/0
26210CAC8
2453
2710000
PRN
SOLE
None
0
0
2710000
SELECT SECTOR SPDR TR
ENERGY
81369Y506
7151
100000
SH
SOLE
None
100000
0
0
EURONET WORLDWIDE INC
NOTE 0.750% 3/1
298736AL3
2057
2000000
PRN
SOLE
None
0
0
2000000
EXACT SCIENCES CORP
NOTE 0.375% 3/0
30063PAC9
1242
1800000
PRN
SOLE
None
0
0
1800000
FARFETCH LTD
ORD SH CL A
30744W107
2864
400000
SH
SOLE
None
400000
0
0
FINTECH ACQUISITION CORP VI
CLASS A COM
31811H106
195
19800
SH
SOLE
None
19800
0
0
FORD MTR CO DEL
NOTE 3/1
345370CZ1
1997
2180000
PRN
SOLE
None
0
0
2180000
FORTRESS VALUE ACQUISI CORP
*W EXP 03/18/202
34964K116
2
10330
PRN
SOLE
None
0
0
10330
FORTRESS VALUE ACQUISI CORP
COM CL A
34964K108
150
15379
SH
SOLE
None
15379
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
483
16500
SH
SOLE
None
16500
0
0
GAMING & HOSPITALITY ACQU CO
*W EXP 02/04/202
364681114
1
10001
PRN
SOLE
None
0
0
10001
GAMING & HOSPITALITY ACQU CO
COM CL A
364681106
185
18903
SH
SOLE
None
18903
0
0
GORES TECHNOLOGY PARTNERS II
CLASS A COM
38287L107
391
39981
SH
SOLE
None
39981
0
0
HAMILTON LANE ALLIANCE HLDGS
*W EXP 01/12/202
40749M111
2
17864
PRN
SOLE
None
0
0
17864
HAMILTON LANE ALLIANCE HLDGS
COM CL A
40749M103
514
52366
SH
SOLE
None
52366
0
0
HUDSON EXECUTIVE INVES III
*W EXP 02/22/202
44376L115
1
10000
PRN
SOLE
None
0
0
10000
INSMED INC
NOTE 1.750% 1/1
457669AA7
1134
1200000
PRN
SOLE
None
0
0
1200000
JAZZ INVESTMENTS I LTD
NOTE 2.000% 6/1
472145AF8
1623
1380000
PRN
SOLE
None
0
0
1380000
JD.COM INC
SPON ADR CL A
47215P106
1606
25000
SH
SOLE
None
25000
0
0
KHOSLA VENTURES ACQUT CO III
COM CL A
482506102
124
12772
SH
SOLE
None
12772
0
0
KHOSLA VENTURES ACQUISITION
CL A
482504107
120
12323
SH
SOLE
None
12323
0
0
KKR ACQUISITION HOLDING I CO
*W EXP 03/17/202
48253T117
5
15000
PRN
SOLE
None
0
0
15000
KOSMOS ENERGY LTD
COM
500688106
929
150000
SH
SOLE
None
150000
0
0
LANDCADIA HOLDINGS IV INC
*W EXP 03/29/202
51477A112
5
15000
PRN
SOLE
None
0
0
15000
LANDCADIA HOLDINGS IV INC
CLASS A COM
51477A104
330
33667
SH
SOLE
None
33667
0
0
LERER HIPPEAU ACQUISITION CO
CL A
526749106
258
26373
SH
SOLE
None
26373
0
0
LIVE NATION ENTERTAINMENT IN
NOTE 2.000% 2/1
538034AU3
1052
1000000
PRN
SOLE
None
0
0
1000000
LIVE OAK MOBILITY ACQUISI CO
*W EXP 03/04/202
538126111
2
10000
PRN
SOLE
None
0
0
10000
LIVEPERSON INC
NOTE 0.750% 3/0
538146AB7
1525
1670000
PRN
SOLE
None
0
0
1670000
LUMENTUM HLDGS INC
NOTE 0.500%12/1
55024UAD1
1069
1045000
PRN
SOLE
None
0
0
1045000
M3 BRIGADE ACQUISITION II CO
*W EXP 03/09/202
553800111
2
13503
PRN
SOLE
None
0
0
13503
M3 BRIGADE ACQUISITION III
CL A COM
55407R103
131
13093
SH
SOLE
None
13093
0
0
M3 BRIGADE ACQUISITION II CO
COM CL A
553800103
387
39404
SH
SOLE
None
39404
0
0
MAGENTA THERAPEUTICS INC
COM
55910K108
57
47170
SH
SOLE
None
47170
0
0
MASON INDUSTRIAL TECHNOLGY I
*W EXP 99/99/999
57520Y114
2
17333
PRN
SOLE
None
0
0
17333
MASON INDUSTRIAL TECHNOLGY I
COM CL A
57520Y106
370
37844
SH
SOLE
None
37844
0
0
MISSION ADVANCEMENT CORP
*W EXP 03/05/202
60501L119
1
14666
PRN
SOLE
None
0
0
14666
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
2054
1900000
PRN
SOLE
None
0
0
1900000
OCCIDENTAL PETE CORP
COM
674599105
1372
23300
SH
SOLE
None
23300
0
0
OKTA INC
NOTE 0.375% 6/1
679295AF2
673
800000
PRN
SOLE
None
0
0
800000
OCCIDENTAL PETE CORP
COM
674599105
787
440
SH
SOLE
None
440
0
0
PAN AMERN SILVER CORP
COM
697900108
606
30800
SH
SOLE
None
30800
0
0
PARSONS CORP DEL
NOTE 0.250% 8/1
70202LAB8
793
750000
PRN
SOLE
None
0
0
750000
PINE TECHNOLOGY ACQUISITN CO
*W EXP 03/31/202
722850112
1
15931
PRN
SOLE
None
0
0
15931
PWP FORWARD ACQUISITION CORP
CLASS A COM
74709Q101
433
44391
SH
SOLE
None
44391
0
0
RADNET INC
COM
750491102
2392
138419
SH
SOLE
None
138419
0
0
RINGCENTRAL INC
NOTE 3/0
76680RAF4
1924
2330000
PRN
SOLE
None
0
0
2330000
ROYAL CARIBBEAN GROUP
NOTE 4.250% 6/1
780153BB7
766
800000
PRN
SOLE
None
0
0
800000
RXR ACQUISITION CORP
*W EXP 03/08/202
74981W115
2
11000
PRN
SOLE
None
0
0
11000
SANDBRIDGE X2 CORP
*W EXP 03/11/202
799792114
1
14348
PRN
SOLE
None
0
0
14348
SCHLUMBERGER LTD
COM STK
806857108
6079
170000
SH
SOLE
None
170000
0
0
SCIENCE STRATEGIC ACQ ALPHA
*W EXP 01/20/202
808641112
1
15098
PRN
SOLE
None
0
0
15098
SCIENCE STRATEGIC ACQ ALPHA
COM CL A
808641104
396
40341
SH
SOLE
None
40341
0
0
SCP & CO HEALTHCARE ACQUSTN
*W EXP 01/27/202
784065112
2
25000
PRN
SOLE
None
0
0
25000
SNAP INC
NOTE 0.750% 8/0
83304AAB2
961
1000000
PRN
SOLE
None
0
0
1000000
SOLAREDGE TECHNOLOGIES INC
NOTE 9/1
83417MAD6
952
790000
PRN
SOLE
None
0
0
790000
SOUTHWEST AIRLS CO
NOTE 1.250% 5/0
844741BG2
947
800000
PRN
SOLE
None
0
0
800000
SPDR GOLD TR
GOLD SHS
78463V107
3538
21000
SH
SOLE
None
21000
0
0
SPLUNK INC
NOTE 1.125% 9/1
848637AD6
1131
1200000
PRN
SOLE
None
0
0
1200000
BLOCK INC
NOTE 0.125% 3/0
852234AF0
651
690000
PRN
SOLE
None
0
0
690000
SUNCOR ENERGY INC NEW
COM
867224107
1624
46300
SH
SOLE
None
46300
0
0
SWITCH INC
CL A
87105L104
4389
131000
SH
SOLE
None
131000
0
0
TASKUS INC
CLASS A COM
87652V109
2495
148000
SH
SOLE
None
148000
0
0
TCW SPECIAL PURPOSE ACQU COR
*W EXP 99/99/999
87301L114
4
20000
PRN
SOLE
None
0
0
20000
TECH AND ENERGY TRANSITION
*W EXP 03/31/202
87823R110
3
21216
PRN
SOLE
None
0
0
21216
TECK RESOURCES LTD
CL B
878742204
859
28100
SH
SOLE
None
28100
0
0
THUNDER BRIDGE CAP PRTNRS II
*W EXP 02/01/202
88605T118
2
10000
PRN
SOLE
None
0
0
10000
TWITTER INC
NOTE 0.250% 6/1
90184LAF9
665
675000
PRN
SOLE
None
0
0
675000
VANECK ETF TRUST
OIL SERVICES ETF
92189H607
9917
42634
SH
SOLE
None
42634
0
0
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
843
750000
PRN
SOLE
None
0
0
750000
WESTERN DIGITAL CORP.
NOTE 1.500% 2/0
958102AP0
2143
2250000
PRN
SOLE
None
0
0
2250000
Z-WORK ACQUISITION CORP
*W EXP 01/04/202
98880C110
2
16933
PRN
SOLE
None
0
0
16933