Cheyne Capital Management 13F-HR Quarterly holdings report by institutional manager

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
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
890 5TH AVE PARTNERS INC	UNIT 01/12/2026	28250A204	637	62,120	SH		SOLE	None	62,120	0	0
ABERDEEN STD PLATINUM ETF TR	PHYSCL PLATM SHS	003260106	877	8,750	SH		SOLE	None	8,750	0	0
ADVISORSHARES TR	PURE US CANNABIS	00768Y453	12,035	300,797	SH		SOLE	None	300,797	0	0
AEQUI ACQUISITION CORP	UNIT 11/30/2027	00775W201	500	50,000	SH		SOLE	None	50,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	5,578	4,810,000	PRN		SOLE	None	0	0	4,810,000
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	19,873	87,630	SH		SOLE	None	87,630	0	0
ALTERYX INC	NOTE 0.500% 8/0	02156BAD5	1,011	1,050,000	PRN		SOLE	None	0	0	1,050,000
ANZU SPECIAL ACQUISITIN CORP	UNIT 01/27/2026	03737A200	500	50,000	SH		SOLE	None	50,000	0	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	582	8,535	SH		SOLE	None	8,535	0	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	3,898	3,715,000	PRN		SOLE	None	0	0	3,715,000
ATHLON ACQUISITION CORP	UNIT 01/12/2026	04748A205	150	15,000	SH		SOLE	None	15,000	0	0
ATLANTIC COASTAL ACQUISTN CO	UNIT 03/02/2026	048453203	333	33,500	SH		SOLE	None	33,500	0	0
BARRICK GOLD CORP	COM	067901108	4,136	200,000	SH		SOLE	None	200,000	0	0
BERRY CORP	COM	08579X101	208	31,000	SH		SOLE	None	31,000	0	0
BIG SKY GROWTH PARTNERS INC	CLASS A COM	08954L201	150	15,000	SH		SOLE	None	15,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	2,938	2,820,000	PRN		SOLE	None	0	0	2,820,000
BOA ACQUISITION CORP	UNIT 99/99/9999	05601A208	602	60,727	SH		SOLE	None	60,727	0	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	2,868	2,630,000	PRN		SOLE	None	0	0	2,630,000
BROADSCALE ACQUISITION CORP	UNIT 02/02/2026	11134Y200	500	50,000	SH		SOLE	None	50,000	0	0
CALIFORNIA RES CORP	COM STOCK	13057Q305	566	18,785	SH		SOLE	None	18,785	0	0
CAMECO CORP	COM	13321L108	959	50,000	SH		SOLE	None	50,000	0	0
CF ACQUISITION CORP IV	UNIT 12/31/2027	12520T201	137	13,681	SH		SOLE	None	13,681	0	0
CF ACQUISITION CORP V	UNIT 01/25/2026	12520R205	265	26,000	SH		SOLE	None	26,000	0	0
CF ACQUISITION CORP VI	UNIT 99/99/9999	12521J202	500	50,000	SH		SOLE	None	50,000	0	0
CF ACQUISITION CORP VIII	UNIT 03/31/2028	12520C208	505	50,000	SH		SOLE	None	50,000	0	0
CHEVRON CORP NEW	COM	166764100	412	3,930	SH		SOLE	None	3,930	0	0
COUPA SOFTWARE INC	NOTE 0.375% 6/1	22266LAF3	1,586	1,370,000	PRN		SOLE	None	0	0	1,370,000
CYBERARK SOFTWARE LTD	NOTE 11/1	23248VAB1	2,250	2,070,000	PRN		SOLE	None	0	0	2,070,000
DECARBONIZATION PLUS ACQU II	UNIT 03/19/2026	24279D204	570	50,930	SH		SOLE	None	50,930	0	0
DECARBONIZATION PLUS ACQU II	UNIT 01/19/2026	242794204	238	23,033	SH		SOLE	None	23,033	0	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	3,370	3,210,000	PRN		SOLE	None	0	0	3,210,000
DHB CAPITAL CORP	UNIT 03/31/2028	23291W208	600	60,000	SH		SOLE	None	60,000	0	0
DMY TECHNOLOGY GROUP INC III	COM CLASS A	233278100	6,618	619,078	SH		SOLE	None	619,078	0	0
DMY TECHNOLOGY GROUP INC IV	UNIT 99/99/9999	23344K201	100	10,000	SH		SOLE	None	10,000	0	0
E MERGE TECHNOLOGY ACQUISITI	UNIT 07/30/2025	26873Y203	507	50,000	SH		SOLE	None	50,000	0	0
ENVIRONMENTAL IMPACT ACQU CO	UNIT 11/05/2025	29408N205	175	16,893	SH		SOLE	None	16,893	0	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	3,242	2,810,000	PRN		SOLE	None	0	0	2,810,000
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	3,281	2,640,000	PRN		SOLE	None	0	0	2,640,000
FARFETCH LTD	ORD SH CL A	30744W107	15,698	311,710	SH		SOLE	None	311,710	0	0
FINTECH ACQUISITION CORP VI	UNIT 06/24/2026	31811H205	202	20,000	SH		SOLE	None	20,000	0	0
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	3,276	2,890,000	PRN		SOLE	None	0	0	2,890,000
FIRST RESERVE SUSTAINABLE GW	UNIT 03/05/2026	336169206	599	60,000	SH		SOLE	None	60,000	0	0
FORTIVE CORP	NOTE 0.875% 2/1	34959JAK4	2,846	2,835,000	PRN		SOLE	None	0	0	2,835,000
FORTRESS VALUE ACQUISI CORP	UNIT 03/31/2028	34964K207	826	82,645	SH		SOLE	None	82,645	0	0
FORTRESS VALUE ACQUIS CORP I	UNIT 12/31/2027	34964G206	412	41,275	SH		SOLE	None	41,275	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	1,392	37,500	SH		SOLE	None	37,500	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	1,652	1,215,000	PRN		SOLE	None	0	0	1,215,000
GAMING & HOSPITALITY ACQU CO	UNIT 02/04/2028	364681205	299	30,003	SH		SOLE	None	30,003	0	0
GORES GUGGENHEIM INC	UNIT 03/25/2028	38286Q206	1,169	116,685	SH		SOLE	None	116,685	0	0
GORES TECHNOLOGY PARTNERS II	UNIT 03/16/2028	38287L206	517	50,000	SH		SOLE	None	50,000	0	0
GORES TECHNOLOGY PARTNERS IN	UNIT 03/16/2028	382870202	151	15,000	SH		SOLE	None	15,000	0	0
GROWTH CAP ACQUISITION CORP	UNIT 06/01/2027	39986V206	435	43,496	SH		SOLE	None	43,496	0	0
HAMILTON LANE ALLIANCE HLDGS	COM CL A	40749M202	539	53,594	SH		SOLE	None	53,594	0	0
HEADHUNTER GROUP PLC	SPONSORED ADS	42207L106	1,695	40,000	SH		SOLE	None	40,000	0	0
HUDSON EXECUTIVE INVES III	COM CL A	44376L206	500	50,000	SH		SOLE	None	50,000	0	0
ILLUMINA INC	NOTE 8/1	452327AK5	2,970	2,330,000	PRN		SOLE	None	0	0	2,330,000
INSMED INC	NOTE 1.750% 1/1	457669AA7	2,345	2,230,000	PRN		SOLE	None	0	0	2,230,000
INSULET CORP	NOTE 0.375% 9/0	45784PAK7	3,121	2,290,000	PRN		SOLE	None	0	0	2,290,000
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	651	25,000	SH		SOLE	None	25,000	0	0
ISHARES TR	RUSSELL 2000 ETF	464287655	294	428	SH	Put	SOLE	None	428	0	0
JAZZ INVESTMENTS I LTD	NOTE 2.000% 6/1	472145AF8	1,972	1,480,000	PRN		SOLE	None	0	0	1,480,000
KALEYRA INC	COM	483379103	5,726	467,851	SH		SOLE	None	467,851	0	0
KANZHUN LIMITED	SPONSORED ADS	48553T106	3,331	84,000	SH		SOLE	None	84,000	0	0
KHOSLA VENTURES ACQUT CO III	COM CL A	482506102	148	15,000	SH		SOLE	None	15,000	0	0
KHOSLA VENTURES ACQUSTN CO I	COM CL A	482505104	149	15,000	SH		SOLE	None	15,000	0	0
KHOSLA VENTURES ACQUISITION	CL A	482504107	148	15,000	SH		SOLE	None	15,000	0	0
KKR ACQUISITION HOLDING I CO	UNIT 99/99/9999	48253T208	602	60,000	SH		SOLE	None	60,000	0	0
LANDCADIA HOLDINGS IV INC	UNIT 05/01/2025	51477A203	996	100,000	SH		SOLE	None	100,000	0	0
LERER HIPPEAU ACQUISITION CO	CL A	526749106	762	77,294	SH		SOLE	None	77,294	0	0
LIVE OAK MOBILITY ACQUISI CO	UNIT 03/01/2028	538126202	502	50,000	SH		SOLE	None	50,000	0	0
LONGVIEW ACQUISITION CORP II	UNIT 99/99/9999	54319Q204	403	40,000	SH		SOLE	None	40,000	0	0
LUMENTUM HLDGS INC	NOTE 0.500%12/1	55024UAD1	1,447	1,335,000	PRN		SOLE	None	0	0	1,335,000
M3 BRIGADE ACQUISITION II CO	UNIT 99/99/9999	553800202	1,300	128,675	SH		SOLE	None	128,675	0	0
MASON INDUSTRIAL TECHNOLGY I	UNIT 99/99/9999	57520Y205	524	52,000	SH		SOLE	None	52,000	0	0
MCAP ACQUISITION CORP	UNIT 02/18/2030	55282T208	602	60,314	SH		SOLE	None	60,314	0	0
MERCADOLIBRE INC	COM	58733R102	3,614	2,320	SH		SOLE	None	2,320	0	0
MISSION ADVANCEMENT CORP	UNIT 99/99/9999	60501L200	440	44,000	SH		SOLE	None	44,000	0	0
NEW RELIC INC	NOTE 0.500% 5/0	64829BAB6	1,362	1,370,000	PRN		SOLE	None	0	0	1,370,000
NOVUS CAPITAL CORPORATION II	UNIT 99/99/9999	67012W203	490	48,442	SH		SOLE	None	48,442	0	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	3,838	3,300,000	PRN		SOLE	None	0	0	3,300,000
NUVASIVE INC	NOTE 1.000% 6/0	670704AL9	1,502	1,430,000	PRN		SOLE	None	0	0	1,430,000
OCCIDENTAL PETE CORP	COM	674599105	729	23,300	SH		SOLE	None	23,300	0	0
OKTA INC	NOTE 0.375% 6/1	679295AF2	2,756	2,210,000	PRN		SOLE	None	0	0	2,210,000
OZON HLDGS PLC	SPONSORED ADS	69269L104	2,550	43,500	SH		SOLE	None	43,500	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	4,316	2,960,000	PRN		SOLE	None	0	0	2,960,000
PINDUODUO INC	NOTE 12/0	722304AC6	4,307	4,180,000	PRN		SOLE	None	0	0	4,180,000
PINE TECHNOLOGY ACQUISITN CO	UNIT 03/31/2028	722850203	497	50,000	SH		SOLE	None	50,000	0	0
PROOFPOINT INC	NOTE 0.250% 8/1	743424AF0	4,126	3,290,000	PRN		SOLE	None	0	0	3,290,000
PURE STORAGE INC	NOTE 0.125% 4/1	74624MAB8	274	260,000	PRN		SOLE	None	0	0	260,000
PWP FORWARD ACQUISITION CORP	UNIT 03/10/2026	74709Q200	597	60,000	SH		SOLE	None	60,000	0	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	1,931	1,210,000	PRN		SOLE	None	0	0	1,210,000
RINGCENTRAL INC	NOTE 3/0	76680RAF4	5,443	4,915,000	PRN		SOLE	None	0	0	4,915,000
ROBLOX CORP	CL A	771049103	11,580	128,700	SH		SOLE	None	128,700	0	0
RXR ACQUISITION CORP	UNIT 01/01/2025	74981W206	548	55,000	SH		SOLE	None	55,000	0	0
SANDBRIDGE X2 CORP	UNIT 99/99/9999	799792205	501	50,000	SH		SOLE	None	50,000	0	0
SCIENCE STRATEGIC ACQ ALPHA	UNIT 01/20/2026	808641203	520	52,348	SH		SOLE	None	52,348	0	0
SCP & CO HEALTHCARE ACQUSTN	UNIT 10/27/2025	784065203	597	59,299	SH		SOLE	None	59,299	0	0
SHOPIFY INC	NOTE 0.125%11/0	82509LAA5	1,874	1,440,000	PRN		SOLE	None	0	0	1,440,000
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	1,680	1,110,000	PRN		SOLE	None	0	0	1,110,000
SPARTAN ACQUISITION CORP III	UNIT 99/99/9999	84677R205	503	50,000	SH		SOLE	None	50,000	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	1,469	1,200,000	PRN		SOLE	None	0	0	1,200,000
SPLUNK INC	NOTE 1.125% 6/1	848637AF1	965	990,000	PRN		SOLE	None	0	0	990,000
SUNCOR ENERGY INC NEW	COM	867224107	1,110	46,300	SH		SOLE	None	46,300	0	0
TCW SPECIAL PURPOSE ACQU COR	UNIT 99/99/9999	87301L205	598	60,000	SH		SOLE	None	60,000	0	0
TECH AND ENERGY TRANSITION	UNIT 03/31/2028	87823R201	635	63,649	SH		SOLE	None	63,649	0	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	2,134	1,900,000	PRN		SOLE	None	0	0	1,900,000
THUNDER BRIDGE CAP PRTNRS II	UNIT 02/15/2028	88605T209	500	50,000	SH		SOLE	None	50,000	0	0
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	2,176	1,580,000	PRN		SOLE	None	0	0	1,580,000
UIPATH INC	CL A	90364P105	3,193	47,000	SH		SOLE	None	47,000	0	0
USHG ACQUISITION CORP	UNIT 99/99/9999	91748P209	370	36,971	SH		SOLE	None	36,971	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	1,323	935,000	PRN		SOLE	None	0	0	935,000
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	3,536	3,310,000	PRN		SOLE	None	0	0	3,310,000
Z-WORK ACQUISITION CORP	UNIT 99/99/9999	98880C201	508	50,800	SH		SOLE	None	50,800	0	0
ZENDESK INC	NOTE 0.625% 6/1	98936JAD3	1,155	790,000	PRN		SOLE	None	0	0	790,000