Cheyne Capital Management

Cheyne Capital Management as of March 31, 2019

Portfolio Holdings for Cheyne Capital Management

Cheyne Capital Management holds 35 positions in its portfolio as reported in the March 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Carvana Co cl a (CVNA) 8.6 $9.2M 158k 58.06
Nxp Semiconductors N V dbcv 1.000% 12/0 7.8 $8.4M 8.2M 1.03
Priceline Group Inc/the conv 6.7 $7.2M 6.5M 1.11
Vector Group Ltd note 1.75% 4/15 5.7 $6.1M 6.0M 1.02
Nutanix Inc convertible security 5.5 $5.8M 5.5M 1.07
Live Nation Entertainmen convertible security 5.2 $5.5M 4.8M 1.15
Liberty Media Corporation convertible security 4.7 $5.0M 4.5M 1.13
RadNet (RDNT) 4.3 $4.6M 373k 12.39
Electronics For Imaging Inc note 0.750% 9/0 4.2 $4.5M 4.5M 0.99
Spirit Rlty Cap Inc New Note cb 4.1 $4.4M 4.4M 1.00
Rti Intl Metals Inc note 1.625%10/1 3.9 $4.2M 4.3M 0.99
Ares Capital Corp convertible security 3.2 $3.4M 3.4M 1.00
Guidewire Software convertible security 3.1 $3.3M 3.0M 1.09
Gtt Communications 2.6 $2.8M 80k 34.70
Barrick Gold Corp (GOLD) 2.5 $2.7M 196k 13.71
Cardtronics Inc note 1.000%12/0 2.5 $2.7M 2.7M 0.99
Biomarin Pharma Inc convertible/ 2.5 $2.6M 2.6M 1.03
Prospect Capital Corporation conb 2.4 $2.5M 2.6M 0.99
Apollo Global Management 'a' 2.3 $2.5M 87k 28.26
Marriott Vacation Worldw convertible security 2.3 $2.4M 2.6M 0.95
Nuance Communications Inc Dbcv 1.00012/1 2.2 $2.4M 2.6M 0.93
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 2.1 $2.2M 2.2M 1.02
Danaher Corporation 4.75 mnd cv p 2.0 $2.1M 2.0k 1053.00
Allscripts Healthcare So conv 1.8 $2.0M 2.0M 0.98
Dycom Inds Inc Note 0.750% 9/1 bond 1.8 $1.9M 2.1M 0.92
Iovance Biotherapeutics (IOVA) 1.7 $1.8M 187k 9.51
Polarityte 1.0 $1.1M 99k 10.70
Insmed Inc convertible security 0.9 $1.0M 1.0M 1.01
Grupo Financiero Galicia (GGAL) 0.6 $638k 25k 25.52
Freeport-McMoRan Copper & Gold (FCX) 0.6 $621k 48k 12.88
Schlumberger (SLB) 0.6 $597k 14k 43.58
BioCryst Pharmaceuticals (BCRX) 0.4 $407k 50k 8.14
Ishares Tr Index option 0.3 $350k 447.00 783.00
Orgenesis (ORGS) 0.2 $208k 39k 5.33
Nuvasive Inc note 2.250% 3/1 0.0 $0 4.0M 0.00