Chief Compliance Officer

0001567619-21-002687.txt : 20210210 0001567619-21-002687.hdr.sgml : 20210210 20210210101627 ACCESSION NUMBER: 0001567619-21-002687 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210210 DATE AS OF CHANGE: 20210210 EFFECTIVENESS DATE: 20210210 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: 21609856 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 12-31-2020 12-31-2020 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 02-08-2021 0 88 197706 false INFORMATION TABLE 2 form13fInfoTable.xml 10X CAPITAL VENTURE ACQU COR UNIT 10/21/2025 88025V206 281 26327 SH SOLE None 26327 0 0 7GC & CO HOLDINGS INC UNIT 12/23/2025 81786A206 1152 109200 SH SOLE None 109200 0 0 ABERDEEN STD PLATINUM ETF TR PHYSCL PLATM SHS 003260106 640 6350 SH SOLE None 6350 0 0 ACKRELL SPAC PARTNERS I CO UNIT 12/01/2026 00461L204 267 25900 SH SOLE None 25900 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 4830 4340000 PRN SOLE None 0 0 4340000 ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 1730 1260000 PRN SOLE None 0 0 1260000 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 1097 1050000 PRN SOLE None 0 0 1050000 ALTITUDE ACQUISITION CORP UNIT 11/30/2027 02156Y202 259 25000 SH SOLE None 25000 0 0 AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 1641 1300000 PRN SOLE None 0 0 1300000 ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 3605 3515000 PRN SOLE None 0 0 3515000 BARRICK GOLD CORP COM 067901108 3417 150000 SH SOLE None 150000 0 0 BERRY CORP COM 08579X101 114 31000 SH SOLE None 31000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 3452 3220000 PRN SOLE None 0 0 3220000 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 2912 2500000 PRN SOLE None 0 0 2500000 CALIFORNIA RES CORP COMMON STOCK 13057Q305 224 9485 SH SOLE None 9485 0 0 CAMECO CORP COM 13321L108 670 50000 SH SOLE None 50000 0 0 CAPITOL INVESTMENT CORP V UNIT 99/99/9999 14064F209 554 53789 SH SOLE None 53789 0 0 CARNEY TECHNOLOGY ACQU CORP UNIT 12/10/2025 143636207 1180 115000 SH SOLE None 115000 0 0 CASCADE ACQUISITION CORP UNIT 99/99/9999 147151203 475 45419 SH SOLE None 45419 0 0 CF ACQUISITION CORP IV UNIT 12/31/2027 12520T201 571 55500 SH SOLE None 55500 0 0 CHEVRON CORP NEW COM 166764100 332 3930 SH SOLE None 3930 0 0 CHURCHILL CAPITAL CORP IV CL A 171439102 2247 224446 SH SOLE None 224446 0 0 CONSTELLATION PHARMCETICLS I COM 210373106 1745 60600 SH SOLE None 60600 0 0 CONX CORP UNIT 10/30/2027 212873202 1894 181200 SH SOLE None 181200 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 3106 2550000 PRN SOLE None 0 0 2550000 DAQO NEW ENERGY CORP SPNSRD ADS NEW 23703Q203 2868 50000 SH SOLE None 50000 0 0 DELWINDS INS ACQUISITION COR UNIT 99/99/9999 24803C201 1020 100000 SH SOLE None 100000 0 0 DMY TECHNOLOGY GROUP INC II COM CL A 233277102 3672 208745 SH SOLE None 208745 0 0 DUNE ACQUISITION CORP UNIT 10/29/2027 265334201 564 55000 SH SOLE None 55000 0 0 EAST RES ACQUISITION CO COM CL A 274681105 584 57551 SH SOLE None 57551 0 0 EQUITY DISTR ACQUISITION COR UNIT 99/99/9999 29465E205 516 48471 SH SOLE None 48471 0 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 3007 2660000 PRN SOLE None 0 0 2660000 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 3075 2350000 PRN SOLE None 0 0 2350000 FG NEW AMER ACQUISITION CORP UNIT 08/31/2027 30259V205 216 20377 SH SOLE None 20377 0 0 FINTECH ACQUISITION CORP V UNIT 99/99/9999 31810Q305 267 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457821106 2780 178753 SH SOLE None 178753 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 2704 2030000 PRN SOLE None 0 0 2030000 ISHARES INC MSCI BRAZIL ETF 464286400 4634 125000 SH SOLE None 125000 0 0 ISHARES SILVER TR ISHARES 46428Q109 5037 205000 SH SOLE None 205000 0 0 KINGSWOOD ACQUISITION CORP UNIT 99/99/9999 496861204 350 33700 SH SOLE None 33700 0 0 KINS TECHNOLOGY GROUP INC UNIT 10/14/2025 49714K208 535 52000 SH SOLE None 52000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 1561 1275000 PRN SOLE None 0 0 1275000 MONTES ARCHIMEDES ACQUISITIO UNIT 09/30/2025 612657205 560 53286 SH SOLE None 53286 0 0 MUDRICK CAPITAL ACQU CORP II UNIT 99/99/9999 62477L206 298 28900 SH SOLE None 28900 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 1282 1300000 PRN SOLE None 0 0 1300000 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 2948 2580000 PRN SOLE None 0 0 2580000 NUANCE COMMUNICATIONS INC COM 67020Y100 6211 140868 SH SOLE None 140868 0 0 OCCIDENTAL PETE CORP COM 674599105 260 15000 SH SOLE None 15000 0 0 OMNICHANNEL ACQUISITION CORP UNIT 99/99/9999 68218L207 601 58366 SH SOLE None 58366 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 5378 3800000 PRN SOLE None 0 0 3800000 PINDUODUO INC NOTE 12/0 722304AC6 1440 1170000 PRN SOLE None 0 0 1170000 PINE IS ACQUISITION CORP UNIT 99/99/9999 722615200 464 45053 SH SOLE None 45053 0 0 PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 494 500000 PRN SOLE None 0 0 500000 PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 3542 3170000 PRN SOLE None 0 0 3170000 PROPTECH INVESTMENT CORP II UNIT 99/99/9999 743497208 266 25000 SH SOLE None 25000 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 288 260000 PRN SOLE None 0 0 260000 REALPAGE INC NOTE 1.500% 5/1 75606NAC3 2025 1575000 PRN SOLE None 0 0 1575000 RECHARGE ACQUISITION CORP UNIT 99/99/9999 756229209 355 33200 SH SOLE None 33200 0 0 SEA LTD SPONSORD ADS 81141R100 10112 50801 SH SOLE None 50801 0 0 SEVEN OAKS ACQUISITION CORP UNIT 12/18/2025 81787X205 210 20302 SH SOLE None 20302 0 0 SONOS INC COM 83570H108 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WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 1267 1275000 PRN SOLE None 0 0 1275000 YUM CHINA HLDGS INC COM 98850P109 28899 65000 SH SOLE None 65000 0 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 2233 1670000 PRN SOLE None 0 0 1670000