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

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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
APPLE INC	COM	037833100	293	275	SH		SOLE	None	275	0	0
ABRDN PLATINUM ETF TRUST	PHYSCL PLATM SHS	003260106	727	8,750	SH		SOLE	None	8,750	0	0
PHYSCL PLATM SHS	COM	00507V109	4,827	62,000	SH		SOLE	None	62,000	0	0
ADTHEORENT HOLDING COMPANY	*W EXP 12/26/202	00739D117	9	20,104	PRN		SOLE	None	0	0	20,104
ADVISORSHARES TR	PURE US CANNABIS	00768Y453	1,931	186,524	SH		SOLE	None	186,524	0	0
AEQUI ACQUISITION CORP	*W EXP 11/30/202	00775W110	1	16,666	PRN		SOLE	None	0	0	16,666
AEQUI ACQUISITION CORP	COM CL A	00775W102	254	25,681	SH		SOLE	None	25,681	0	0
AGNICO EAGLE MINES LTD	COM	008474108	750	16,400	SH		SOLE	None	16,400	0	0
AKAMAI TECHNOLOGIES INC	AKAMAI TECHNOLOGIES INC	00971TAL5	2,982	3,000,000	PRN		SOLE	None	0	0	3,000,000
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	1,114	9,800	SH		SOLE	None	9,800	0	0
ANZU SPECIAL ACQUISITIN CORP	*W EXP 01/27/202	03737A119	2	15,423	PRN		SOLE	None	0	0	15,423
ANZU SPECIAL ACQUISITIN CORP	COM CL A	03737A101	444	45,307	SH		SOLE	None	45,307	0	0
ATHLON ACQUISITION COR	COM CL A	04748A106	125	12,750	SH		SOLE	None	12,750	0	0
ATLANTIC COASTAL ACQUISTN CO	*W EXP 03/02/202	048453112	1	11,166	PRN		SOLE	None	0	0	11,166
BARRICK GOLD CORP	COM	067901108	3,538	200,000	SH		SOLE	None	200,000	0	0
BENTLEY SYS INC	NOTE 0.125% 1/1	08265TAB5	959	1,100,000	PRN		SOLE	None	0	0	1,100,000
BERRY CROP	COM	08579X101	236	31,000	SH		SOLE	None	31,000	0	0
BIG SKY GROWTH PARTNERS INC	CLASS A COM	08954L102	136	13,950	SH		SOLE	None	13,950	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	1,486	1,500,000	PRN		SOLE	None	0	0	1,500,000
BUZZFEED INC	*W EXP 12/03/202	12430A110	3	20,706	PRN		SOLE	None	0	0	20,706
CABLE ONE INC	NOTE 3/1	12685JAE5	1,491	1,800,000	PRN		SOLE	None	0	0	1,800,000
CALIFORNIA RES CORP	COM STOCK	13057Q305	723	18,785	SH		SOLE	None	18,785	0	0
CAMECO CORP	COM	13321L108	809	38,500	SH		SOLE	None	38,500	0	0
CEPTON INC	*W EXP 06/01/202	15673X119	1	10,000	PRN		SOLE	None	0	0	10,000
CF ACQUISITION CORP VIII	*W EXP 03/31/202	12520C117	3	12,500	PRN		SOLE	None	0	0	12,500
CHEGG INC	NOTE 0.125% 3/1	163092AD1	1,508	1,770,000	PRN		SOLE	None	0	0	1,770,000
CHESAPEAKE ENERGY CORP	COM	165167735	5,617	69,265	SH		SOLE	None	69,265	0	0
COUPA SOFTWARE INC	NOTE 0.125% 6/1	22266LAC0	1,110	1,325,000	PRN		SOLE	None	0	0	1,325,000
CYBERARK SOFTWARE LTD	NOTE 1/1	23248VAB1	1,478	1,400,000	PRN		SOLE	None	0	0	1,400,000
DA32 LIFE SCNCE TEC ACQSTN C	CLASS A COM	23312M106	97	10,000	SH		SOLE	None	10,000	0	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	827	900,000	PRN		SOLE	None	0	0	900,000
DHB CAPITAL CORP	CL A COM	23291W109	369	37,743	SH		SOLE	None	37,743	0	0
DHB CAPITAL CORP	*W EXP 03/31/202	23291W117	2	12,741	PRN		SOLE	None	0	0	12,741
DROPBOX INC	NOTE 3/0	26210CAC8	2,453	2,710,000	PRN		SOLE	None	0	0	2,710,000
SELECT SECTOR SPDR TR	ENERGY	81369Y506	7,151	100,000	SH		SOLE	None	100,000	0	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	2,057	2,000,000	PRN		SOLE	None	0	0	2,000,000
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	1,242	1,800,000	PRN		SOLE	None	0	0	1,800,000
FARFETCH LTD	ORD SH CL A	30744W107	2,864	400,000	SH		SOLE	None	400,000	0	0
FINTECH ACQUISITION CORP VI	CLASS A COM	31811H106	195	19,800	SH		SOLE	None	19,800	0	0
FORD MTR CO DEL	NOTE 3/1	345370CZ1	1,997	2,180,000	PRN		SOLE	None	0	0	2,180,000
FORTRESS VALUE ACQUISI CORP	*W EXP 03/18/202	34964K116	2	10,330	PRN		SOLE	None	0	0	10,330
FORTRESS VALUE ACQUISI CORP	COM CL A	34964K108	150	15,379	SH		SOLE	None	15,379	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	483	16,500	SH		SOLE	None	16,500	0	0
GAMING & HOSPITALITY ACQU CO	*W EXP 02/04/202	364681114	1	10,001	PRN		SOLE	None	0	0	10,001
GAMING & HOSPITALITY ACQU CO	COM CL A	364681106	185	18,903	SH		SOLE	None	18,903	0	0
GORES TECHNOLOGY PARTNERS II	CLASS A COM	38287L107	391	39,981	SH		SOLE	None	39,981	0	0
HAMILTON LANE ALLIANCE HLDGS	*W EXP 01/12/202	40749M111	2	17,864	PRN		SOLE	None	0	0	17,864
HAMILTON LANE ALLIANCE HLDGS	COM CL A	40749M103	514	52,366	SH		SOLE	None	52,366	0	0
HUDSON EXECUTIVE INVES III	*W EXP 02/22/202	44376L115	1	10,000	PRN		SOLE	None	0	0	10,000
INSMED INC	NOTE 1.750% 1/1	457669AA7	1,134	1,200,000	PRN		SOLE	None	0	0	1,200,000
JAZZ INVESTMENTS I LTD	NOTE 2.000% 6/1	472145AF8	1,623	1,380,000	PRN		SOLE	None	0	0	1,380,000
JD.COM INC	SPON ADR CL A	47215P106	1,606	25,000	SH		SOLE	None	25,000	0	0
KHOSLA VENTURES ACQUT CO III	COM CL A	482506102	124	12,772	SH		SOLE	None	12,772	0	0
KHOSLA VENTURES ACQUISITION	CL A	482504107	120	12,323	SH		SOLE	None	12,323	0	0
KKR ACQUISITION HOLDING I CO	*W EXP 03/17/202	48253T117	5	15,000	PRN		SOLE	None	0	0	15,000
KOSMOS ENERGY LTD	COM	500688106	929	150,000	SH		SOLE	None	150,000	0	0
LANDCADIA HOLDINGS IV INC	*W EXP 03/29/202	51477A112	5	15,000	PRN		SOLE	None	0	0	15,000
LANDCADIA HOLDINGS IV INC	CLASS A COM	51477A104	330	33,667	SH		SOLE	None	33,667	0	0
LERER HIPPEAU ACQUISITION CO	CL A	526749106	258	26,373	SH		SOLE	None	26,373	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.000% 2/1	538034AU3	1,052	1,000,000	PRN		SOLE	None	0	0	1,000,000
LIVE OAK MOBILITY ACQUISI CO	*W EXP 03/04/202	538126111	2	10,000	PRN		SOLE	None	0	0	10,000
LIVEPERSON INC	NOTE 0.750% 3/0	538146AB7	1,525	1,670,000	PRN		SOLE	None	0	0	1,670,000
LUMENTUM HLDGS INC	NOTE 0.500%12/1	55024UAD1	1,069	1,045,000	PRN		SOLE	None	0	0	1,045,000
M3 BRIGADE ACQUISITION II CO	*W EXP 03/09/202	553800111	2	13,503	PRN		SOLE	None	0	0	13,503
M3 BRIGADE ACQUISITION III	CL A COM	55407R103	131	13,093	SH		SOLE	None	13,093	0	0
M3 BRIGADE ACQUISITION II CO	COM CL A	553800103	387	39,404	SH		SOLE	None	39,404	0	0
MAGENTA THERAPEUTICS INC	COM	55910K108	57	47,170	SH		SOLE	None	47,170	0	0
MASON INDUSTRIAL TECHNOLGY I	*W EXP 99/99/999	57520Y114	2	17,333	PRN		SOLE	None	0	0	17,333
MASON INDUSTRIAL TECHNOLGY I	COM CL A	57520Y106	370	37,844	SH		SOLE	None	37,844	0	0
MISSION ADVANCEMENT CORP	*W EXP 03/05/202	60501L119	1	14,666	PRN		SOLE	None	0	0	14,666
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	2,054	1,900,000	PRN		SOLE	None	0	0	1,900,000
OCCIDENTAL PETE CORP	COM	674599105	1,372	23,300	SH		SOLE	None	23,300	0	0
OKTA INC	NOTE 0.375% 6/1	679295AF2	673	800,000	PRN		SOLE	None	0	0	800,000
OCCIDENTAL PETE CORP	COM	674599105	787	440	SH		SOLE	None	440	0	0
PAN AMERN SILVER CORP	COM	697900108	606	30,800	SH		SOLE	None	30,800	0	0
PARSONS CORP DEL	NOTE 0.250% 8/1	70202LAB8	793	750,000	PRN		SOLE	None	0	0	750,000
PINE TECHNOLOGY ACQUISITN CO	*W EXP 03/31/202	722850112	1	15,931	PRN		SOLE	None	0	0	15,931
PWP FORWARD ACQUISITION CORP	CLASS A COM	74709Q101	433	44,391	SH		SOLE	None	44,391	0	0
RADNET INC	COM	750491102	2,392	138,419	SH		SOLE	None	138,419	0	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	1,924	2,330,000	PRN		SOLE	None	0	0	2,330,000
ROYAL CARIBBEAN GROUP	NOTE 4.250% 6/1	780153BB7	766	800,000	PRN		SOLE	None	0	0	800,000
RXR ACQUISITION CORP	*W EXP 03/08/202	74981W115	2	11,000	PRN		SOLE	None	0	0	11,000
SANDBRIDGE X2 CORP	*W EXP 03/11/202	799792114	1	14,348	PRN		SOLE	None	0	0	14,348
SCHLUMBERGER LTD	COM STK	806857108	6,079	170,000	SH		SOLE	None	170,000	0	0
SCIENCE STRATEGIC ACQ ALPHA	*W EXP 01/20/202	808641112	1	15,098	PRN		SOLE	None	0	0	15,098
SCIENCE STRATEGIC ACQ ALPHA	COM CL A	808641104	396	40,341	SH		SOLE	None	40,341	0	0
SCP & CO HEALTHCARE ACQUSTN	*W EXP 01/27/202	784065112	2	25,000	PRN		SOLE	None	0	0	25,000
SNAP INC	NOTE 0.750% 8/0	83304AAB2	961	1,000,000	PRN		SOLE	None	0	0	1,000,000
SOLAREDGE TECHNOLOGIES INC	NOTE 9/1	83417MAD6	952	790,000	PRN		SOLE	None	0	0	790,000
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	947	800,000	PRN		SOLE	None	0	0	800,000
SPDR GOLD TR	GOLD SHS	78463V107	3,538	21,000	SH		SOLE	None	21,000	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	1,131	1,200,000	PRN		SOLE	None	0	0	1,200,000
BLOCK INC	NOTE 0.125% 3/0	852234AF0	651	690,000	PRN		SOLE	None	0	0	690,000
SUNCOR ENERGY INC NEW	COM	867224107	1,624	46,300	SH		SOLE	None	46,300	0	0
SWITCH INC	CL A	87105L104	4,389	131,000	SH		SOLE	None	131,000	0	0
TASKUS INC	CLASS A COM	87652V109	2,495	148,000	SH		SOLE	None	148,000	0	0
TCW SPECIAL PURPOSE ACQU COR	*W EXP 99/99/999	87301L114	4	20,000	PRN		SOLE	None	0	0	20,000
TECH AND ENERGY TRANSITION	*W EXP 03/31/202	87823R110	3	21,216	PRN		SOLE	None	0	0	21,216
TECK RESOURCES LTD	CL B	878742204	859	28,100	SH		SOLE	None	28,100	0	0
THUNDER BRIDGE CAP PRTNRS II	*W EXP 02/01/202	88605T118	2	10,000	PRN		SOLE	None	0	0	10,000
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	665	675,000	PRN		SOLE	None	0	0	675,000
VANECK ETF TRUST	OIL SERVICES ETF	92189H607	9,917	42,634	SH		SOLE	None	42,634	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	843	750,000	PRN		SOLE	None	0	0	750,000
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	2,143	2,250,000	PRN		SOLE	None	0	0	2,250,000
Z-WORK ACQUISITION CORP	*W EXP 01/04/202	98880C110	2	16,933	PRN		SOLE	None	0	0	16,933