Cheyne Capital Management (UK) LLP

13F filer, CIK 1390457, LONDON, United Kingdom

Cheyne Capital Management (UK) LLP reported $118,417,000 across 107 holdings for the quarter ended 2022-06-30, in a 13F-HR filed 2022-08-05. Its ten largest share positions make up 44.65% of the portfolio.

Filed 2022-08-05 (acceptance time not in the bulk data set), ingested 2026-10-07 18:35:03 UTC13F-HR 0001567619-22-014999

Period: 2022-06-30
Reported value: $118M
Holdings: 107
Top 10 weight: 44.65%
New: 11
Sold out: 45

Largest buys vs the previous quarter

Security	Shares change	Approx. value
XLEnew	+100,000	$7.15M
SLBnew	+170,000	$6.08M
OIHadded	+21,334	$4.96M
ACTVISION BLIZZARD INCnew	+62,000	$4.83M
VONAGE HLDGS CORPnew	+250,000	$4.71M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

Security	Shares change	Approx. value
METAexited	-17,865	-$3.97M
CCJreduced	-164,921	-$3.47M
Uexited	-24,088	-$2.39M
IONQexited	-185,217	-$2.36M
GLDreduced	-14,000	-$2.36M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q2 2022

Share positions as resolved from 13F-HR 0001567619-22-014999, largest first. % of portfolio is the value over $118,124,000, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
OIHVANECK ETF TRUST	42,634	$9.92M	8.4%	+21,334	Timeline
XLESELECT SECTOR SPDR TR	100,000	$7.15M	6.05%	new	Timeline
SLBSLB LIMITED	170,000	$6.08M	5.15%	new	Timeline
EXEEXPAND ENERGY CORPORATION	69,265	$5.62M	4.76%	+15,731	Timeline
ACTVISION BLIZZARD INCACTVISION BLIZZARD INC	62,000	$4.83M	4.09%	new
VONAGE HLDGS CORPVONAGE HLDGS CORP	250,000	$4.71M	3.99%	new
SWITCH INCSWITCH INC	131,000	$4.39M	3.72%	new
GLDSPDR GOLD TR	21,000	$3.54M	3%	-14,000	Timeline
BARRICK GOLD CORPBARRICK GOLD CORP	200,000	$3.54M	3%	0
FTCHQFARFETCH LTD ORD SH CL A (CYM)	400,000	$2.86M	2.42%	+200,595	Timeline
TASKTASKUS INC	148,000	$2.5M	2.11%	new	Timeline
RDNTRADNET INC	138,419	$2.39M	2.02%	+3,776	Timeline
OXYOCCIDENTAL PETE CORP	23,740	$2.16M	1.83%	0	Timeline
MSOSADVISORSHARES TR	186,524	$1.93M	1.63%	+5,108	Timeline
SUSUNCOR ENERGY INC NEW	46,300	$1.62M	1.37%	0	Timeline
JDJD.COM INC	25,000	$1.61M	1.36%	new	Timeline
BABAALIBABA GROUP HLDG LTD	9,800	$1.11M	0.94%	new	Timeline
KOSKOSMOS ENERGY LTD	150,000	$929K	0.79%	-100,000	Timeline
TECKTECK RESOURCES LTD	28,100	$859K	0.73%	+7,757	Timeline
CCJCAMECO CORP	38,500	$809K	0.68%	-164,921	Timeline
AEMAGNICO EAGLE MINES LTD	16,400	$750K	0.63%	+6,000	Timeline
PPLTABRDN PLATINUM ETF TRUST	8,750	$727K	0.62%	0	Timeline
CRCCALIFORNIA RES CORP	18,785	$723K	0.61%	0	Timeline
PAASPAN AMERN SILVER CORP	30,800	$606K	0.51%	0	Timeline
HAMILTON LANE ALLIANCE HLDGSHAMILTON LANE ALLIANCE HLDGS	52,366	$514K	0.44%	-1,228
FCXFREEPORT MCMORAN INC	16,500	$483K	0.41%	new	Timeline
ANZU SPECIAL ACQUISITIN CORPANZU SPECIAL ACQUISITIN CORP	45,307	$444K	0.38%	-963
PWP FORWARD ACQUISITION CORPPWP FORWARD ACQUISITION CORP	44,391	$433K	0.37%	-4,288
SCIENCE STRATEGIC ACQ ALPHASCIENCE STRATEGIC ACQ ALPHA	40,341	$396K	0.34%	-4,953
GORES TECHNOLOGY PARTNERS IIGORES TECHNOLOGY PARTNERS II	39,981	$391K	0.33%	-10,019
M3 BRIGADE ACQUISITION II COM3 BRIGADE ACQUISITION II CO	39,404	$387K	0.33%	-1,105
MASON INDUSTRIAL TECHNOLGY IMASON INDUSTRIAL TECHNOLGY I	37,844	$370K	0.31%	-14,156
DHB CAPITAL CORPDHB CAPITAL CORP	37,743	$369K	0.31%	-482
LANDCADIA HOLDINGS IV INCLANDCADIA HOLDINGS IV INC	33,667	$330K	0.28%	-26,333
LERER HIPPEAU ACQUISITION COLERER HIPPEAU ACQUISITION CO	26,373	$258K	0.22%	-391
AEQUI ACQUISITION CORPAEQUI ACQUISITION CORP	25,681	$254K	0.22%	-24,319
BRYBerry Corp	31,000	$236K	0.2%	0	Timeline
FINTECH ACQUISITION CORP VI…FINTECH ACQUISITION CORP VI CLASS…	19,800	$195K	0.17%	-200
GAMING & HOSPITALITY ACQU COGAMING & HOSPITALITY ACQU CO	18,903	$185K	0.16%	-11,100
FORTRESS VALUE ACQUISI CORPFORTRESS VALUE ACQUISI CORP	15,379	$150K	0.13%	-67,266
BIG SKY GROWTH PARTNERS INCBIG SKY GROWTH PARTNERS INC	13,950	$136K	0.12%	-1,050
M3 BRIGADE ACQUISITION IIIM3 BRIGADE ACQUISITION III	13,093	$131K	0.11%	-1,907
ATHLON ACQUISITION CORPATHLON ACQUISITION CORP	12,750	$125K	0.11%	-2,250
KHOSLA VENTURES ACQUT CO IIIKHOSLA VENTURES ACQUT CO III	12,772	$124K	0.1%	-2,228
KHOSLA VENTURES ACQUISITIONKHOSLA VENTURES ACQUISITION	12,323	$120K	0.1%	-124
DA32 LIFE SCNCE TEC ACQSTN CDA32 LIFE SCNCE TEC ACQSTN C	10,000	$97K	0.08%	0
DIANTHUS THERAPEUTICS INC C…DIANTHUS THERAPEUTICS INC COM	47,170	$57K	0.05%	0
ENERGY VAULT HOLDINGS INCENERGY VAULT HOLDINGS INC	16,147	$24K	0.02%	0
ADTHEORENT HOLDING COMPANYADTHEORENT HOLDING COMPANY	20,104	$9K	0.01%	0
LANDCADIA HOLDINGS IV INCLANDCADIA HOLDINGS IV INC	15,000	$5K	<0.01%	0
KKR ACQUISITION HOLDING I COKKR ACQUISITION HOLDING I CO	15,000	$5K	<0.01%	0
TCW SPECIAL PURPOSE ACQU CORTCW SPECIAL PURPOSE ACQU COR	20,000	$4K	<0.01%	0
BZFDWBUZZFEED INC	20,706	$3K	<0.01%	0	Timeline
CF ACQUISITION CORP VIIICF ACQUISITION CORP VIII	12,500	$3K	<0.01%	0
TECH AND ENERGY TRANSITIONTECH AND ENERGY TRANSITION	21,216	$3K	<0.01%	0
ANZU SPECIAL ACQUISITIN CORPANZU SPECIAL ACQUISITIN CORP	15,423	$2K	<0.01%	0
M3 BRIGADE ACQUISITION II COM3 BRIGADE ACQUISITION II CO	13,503	$2K	<0.01%	0
THUNDER BRIDGE CAP PRTNRS IITHUNDER BRIDGE CAP PRTNRS II	10,000	$2K	<0.01%	0
DHB CAPITAL CORPDHB CAPITAL CORP	12,741	$2K	<0.01%	0
MASON INDUSTRIAL TECHNOLGY IMASON INDUSTRIAL TECHNOLGY I	17,333	$2K	<0.01%	0
LIVE OAK MOBILITY ACQUISI COLIVE OAK MOBILITY ACQUISI CO	10,000	$2K	<0.01%	0
RXR ACQUISITION CORPRXR ACQUISITION CORP	11,000	$2K	<0.01%	0
SCP & CO HEALTHCARE ACQUSTNSCP & CO HEALTHCARE ACQUSTN	25,000	$2K	<0.01%	0
Z-WORK ACQUISITION CORPZ-WORK ACQUISITION CORP	16,933	$2K	<0.01%	0
E MERGE TECHNOLOGY ACQUISITIE MERGE TECHNOLOGY ACQUISITI	16,666	$2K	<0.01%	0
FORTRESS VALUE ACQUISI CORPFORTRESS VALUE ACQUISI CORP	10,330	$2K	<0.01%	0
HAMILTON LANE ALLIANCE HLDGSHAMILTON LANE ALLIANCE HLDGS	17,864	$2K	<0.01%	0
PINE TECHNOLOGY ACQUISITN COPINE TECHNOLOGY ACQUISITN CO	15,931	$1K	<0.01%	0
ATLANTIC COASTAL ACQUISTN COATLANTIC COASTAL ACQUISTN CO	11,166	$1K	<0.01%	0
AEQUI ACQUISITION CORPAEQUI ACQUISITION CORP	16,666	$1K	<0.01%	0
GAMING & HOSPITALITY ACQU COGAMING & HOSPITALITY ACQU CO	10,001	$1K	<0.01%	0
MISSION ADVANCEMENT CORPMISSION ADVANCEMENT CORP	14,666	$1K	<0.01%	0
CEPTON INCCEPTON INC	10,000	$1K	<0.01%	0
SANDBRIDGE X2 CORPSANDBRIDGE X2 CORP	14,348	$1K	<0.01%	0
HUDSON EXECUTIVE INVES IIIHUDSON EXECUTIVE INVES III	10,000	$1K	<0.01%	0
SCIENCE STRATEGIC ACQ ALPHASCIENCE STRATEGIC ACQ ALPHA	15,098	$1K	<0.01%	0

Options

Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).

Security	Type	Amount	Value	Change
AAPLAPPLE INC COM	put	275	$293K	new

Principal amounts

Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).

Security	Type	Amount	Value	Change
AKAMAI TECHNOLOGIES INCAKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0	principal	3,000,000	$2.98M	-1,660,000
Dropbox IncDropbox Inc Convertible bond	principal	2,710,000	$2.45M	-1,120,000
WESTERN DIGITAL CORP.WESTERN DIGITAL CORP. NOTE 1.500% 2/0	principal	2,250,000	$2.14M	-1,170,000
EURONET WORLDWIDE INCEURONET WORLDWIDE INC NOTE 0.750% 3/1	principal	2,000,000	$2.06M	-1,010,000
NRG ENERGY INCNRG ENERGY INC DBCV 2.750% 6/0	principal	1,900,000	$2.05M	-1,225,000
FORD MOTOR COMPANYFORD MOTOR COMPANY NOTE 3/1	principal	2,180,000	$2M	-1,030,000
RINGCENTRAL INCRINGCENTRAL INC NOTE 3/0	principal	2,330,000	$1.92M	-1,940,000
JAZZ INVESTMENTS I LTDJAZZ INVESTMENTS I LTD NOTE 2.000% 6/1	principal	1,380,000	$1.62M	-800,000
LIVEPERSON INCLIVEPERSON INC BOND	principal	1,670,000	$1.52M	-1,445,000
CHEGG INCCHEGG INC NOTE 0.125% 3/1	principal	1,770,000	$1.51M	-1,080,000
CABLE ONE INCCABLE ONE INC NOTE 3/1	principal	1,800,000	$1.49M	-610,000
BIOMARIN PHARMACEUTICAL INCBIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0	principal	1,500,000	$1.49M	-820,000
CYBERARK SOFTWARE LTDCYBERARK SOFTWARE LTD NOTE 11/1	principal	1,400,000	$1.48M	-670,000
EXACT SCIENCES CORPEXACT SCIENCES CORP NOTE 0.375% 3/0	principal	1,800,000	$1.24M	-840,000
INSMED INCINSMED INC NOTE 1.750% 1/1	principal	1,200,000	$1.13M	-530,000
SPLUNK INCSPLUNK INC BOND	principal	1,200,000	$1.13M	-710,000
COUPA SOFTWARE INCCOUPA SOFTWARE INC NOTE 0.125% 6/1	principal	1,325,000	$1.11M	-770,000
LUMENTUM HLDGS INCLUMENTUM HLDGS INC NOTE 0.500%12/1	principal	1,045,000	$1.07M	-450,000
LIVE NATION ENTERTAINMENT INLIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1	principal	1,000,000	$1.05M	-525,000
SNAP INCSNAP INC NOTE 0.75% 08/01/2026	principal	1,000,000	$961K	new
BENTLEY SYSTEMS INCBENTLEY SYSTEMS INC NOTE 0.125% 1/1	principal	1,100,000	$959K	-500,000
SOLAREDGE TECHNOLOGIES INCSOLAREDGE TECHNOLOGIES INC NOTE 9/1	principal	790,000	$952K	-460,000
SOUTHWEST AIRLS COSOUTHWEST AIRLS CO NOTE 1.250% 5/0	principal	800,000	$947K	-310,000
VIAVI SOLUTIONS INCVIAVI SOLUTIONS INC NOTE 1.000% 3/0	principal	750,000	$843K	-415,000
DEXCOM INCDEXCOM INC NOTE 0.250%11/1	principal	900,000	$827K	-510,000
PARSONS CORP DELPARSONS CORP DEL BOND	principal	750,000	$793K	-450,000
ROYAL CARIBBEAN GROUPROYAL CARIBBEAN GROUP NOTE 4.250% 6/1	principal	800,000	$766K	-450,000
OKTA INCOKTA INC NOTE 0.375% 6/1	principal	800,000	$673K	-440,000
TWITTER INCTWITTER INC NOTE 0.250% 6/1	principal	675,000	$665K	-2,555,000
BLOCK INCBLOCK INC NOTE 0.125% 3/0	principal	690,000	$651K	-700,000

Sold out in Q2 2022

Positions in the previous quarter's report that this quarter's report no longer lists.

Security	Shares before	Value before	Type
METAMETA PLATFORMS INC	17,865	$3.97M	shares
UUNITY SOFTWARE INC	24,088	$2.39M	shares
IONQIONQ INC	185,217	$2.36M	shares
ILLUMINA INCILLUMINA INC	1,530,000	$1.69M	principal
MANDIANT INCMANDIANT INC	1,490,000	$1.64M	principal
SEA LTDSEA LTD	2,010,000	$1.61M	principal
AIRBNB INC CLASS AAIRBNB INC CLASS A	1,660,000	$1.61M	principal
ZYNGA INCZYNGA INC	1,130,000	$1.38M	shares
Shopify IncShopify Inc	1,440,000	$1.37M	principal
EQXEQUINOX GOLD CORP	109,600	$1.13M	shares
UBER TECHNOLOGIES INCUBER TECHNOLOGIES INC	920,000	$826K	principal
CVXCHEVRON CORPORATION	3,930	$640K	shares
TECH AND ENERGY TRANSITIONTECH AND ENERGY TRANSITION	63,649	$622K	shares
BOA ACQUISITION CORPBOA ACQUISITION CORP	60,727	$601K	shares
KKR ACQUISITION HOLDING I COKKR ACQUISITION HOLDING I CO	60,000	$590K	shares
TCW SPECIAL PURPOSE ACQU CORTCW SPECIAL PURPOSE ACQU COR	60,000	$585K	shares
RXR ACQUISITION CORPRXR ACQUISITION CORP	55,000	$537K	shares
PDD HOLDINGS INCPDD HOLDINGS INC	600,000	$531K	principal
Z-WORK ACQUISITION CORPZ-WORK ACQUISITION CORP	50,800	$497K	shares
E MERGE TECHNOLOGY ACQUISITIE MERGE TECHNOLOGY ACQUISITI	50,000	$495K	shares
BROADSCALE ACQUISITION CORPBROADSCALE ACQUISITION CORP	50,000	$492K	shares
THUNDER BRIDGE CAP PRTNRS IITHUNDER BRIDGE CAP PRTNRS II	50,000	$491K	shares
LIVE OAK MOBILITY ACQUISI COLIVE OAK MOBILITY ACQUISI CO	50,000	$491K	shares
INSULET CORPINSULET CORP	370,000	$490K	principal
HUDSON EXECUTIVE INVES IIIHUDSON EXECUTIVE INVES III	50,000	$489K	shares
SCP & CO HEALTHCARE ACQUSTNSCP & CO HEALTHCARE ACQUSTN	50,000	$489K	shares
PINE TECHNOLOGY ACQUISITN COPINE TECHNOLOGY ACQUISITN CO	47,793	$468K	shares
MISSION ADVANCEMENT CORPMISSION ADVANCEMENT CORP	44,000	$431K	shares
NUVASIVE INCNUVASIVE INC	430,000	$428K	principal
FIRST RESERVE SUSTAINABLE GWFIRST RESERVE SUSTAINABLE GW	43,313	$422K	shares
SANDBRIDGE X2 CORPSANDBRIDGE X2 CORP	43,044	$420K	shares
FORTRESS VALUE ACQUIS CORP IFORTRESS VALUE ACQUIS CORP I	41,275	$407K	shares
LONGVIEW ACQUISITION CORP IILONGVIEW ACQUISITION CORP II	40,000	$390K	shares
ATLANTIC COASTAL ACQUISTN COATLANTIC COASTAL ACQUISTN CO	33,500	$327K	shares
GORES TECHNOLOGY PARTNERS INGORES TECHNOLOGY PARTNERS IN	15,000	$147K	shares
CF ACQUISITION CORP IVCF ACQUISITION CORP IV	13,681	$134K	shares
DTRT HEALTH ACQUISITION CORPDTRT HEALTH ACQUISITION CORP	10,000	$100K	shares
HEALTH ASSURANCE ACQUIS-HEALTH ASSURANCE ACQUIS-	10,000	$99K	shares
LUX HEALTH TECH ACQUISITIONLUX HEALTH TECH ACQUISITION	10,000	$99K	shares
SUSTAINABLE DEVELP ACQU I COSUSTAINABLE DEVELP ACQU I CO	10,000	$98K	shares
JAWS HURRICANE ACQUISITN CORJAWS HURRICANE ACQUISITN COR	10,000	$98K	shares
IRIS ACQUISITION CORPIRIS ACQUISITION CORP	10,000	$98K	shares
GLENFARNE MERGER CORPGLENFARNE MERGER CORP	10,000	$98K	shares
ACROPOLIS INFRASTRUCTURE ACQACROPOLIS INFRASTRUCTURE ACQ	10,000	$97K	shares
BILANDER ACQUISITION CORPBILANDER ACQUISITION CORP	10,000	$97K	shares

How Q2 2022 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

Filing	Role	Amendment	Filed	Accepted	Ingested
13F-HR 0001567619-22-014999	base		2022-08-05	acceptance time not in the bulk data set	2026-10-07 18:35:03 UTC