Cheyne Capital Management

Cheyne Capital Management as of Sept. 30, 2018

Portfolio Holdings for Cheyne Capital Management

Cheyne Capital Management holds 41 positions in its portfolio as reported in the September 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Nxp Semiconductors N V dbcv 1.000% 12/0 8.0 $14M 13M 1.04
Carvana Co cl a (CVNA) 6.8 $12M 195k 59.09
Akamai Technologies Inc Sr Cv zero coupon bonds 4.8 $8.0M 8.0M 1.00
Gtt Communications 4.7 $7.9M 181k 43.40
Guidewire Software convertible security 4.5 $7.5M 7.0M 1.07
Jazz Investments I Ltd. conv 4.1 $7.0M 6.5M 1.07
Vector Group Ltd note 1.75% 4/15 3.7 $6.2M 6.0M 1.04
Liberty Media Corporation convertible security 3.7 $6.2M 5.3M 1.18
RadNet (RDNT) 3.5 $5.8M 386k 15.05
Illumina Inc. 0.00% June 15, 2019 ccb 3.4 $5.8M 4.0M 1.44
Dycom Inds Inc Note 0.750% 9/1 bond 3.3 $5.6M 5.0M 1.11
Wright Med Group Inc note 2.000% 2/1 3.3 $5.5M 5.0M 1.10
Priceline Group Inc/the conv 3.2 $5.4M 4.5M 1.19
Spirit Rlty Cap Inc New Note cb 3.1 $5.2M 5.1M 1.01
Vipshop Holdings Ltd - Ads bond 2.9 $4.9M 5.0M 0.98
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 2.9 $4.9M 5.0M 0.98
Electronics For Imaging Inc note 0.750% 9/0 2.7 $4.5M 4.5M 1.00
Transocean Inc Deb 0.500 1/3 bond 2.6 $4.4M 3.0M 1.48
Medicines Company conv 2.6 $4.3M 4.0M 1.08
Allscripts Healthcare So conv 2.5 $4.2M 4.0M 1.06
Ares Capital Corp convertible security 2.4 $4.0M 4.0M 1.01
Biomarin Pharma Inc convertible/ 1.9 $3.2M 3.0M 1.06
Cardtronics Inc note 1.000%12/0 1.8 $3.1M 3.2M 0.97
Apollo Global Management 'a' 1.8 $3.0M 87k 34.55
Prospect Capital Corporation conb 1.8 $3.0M 3.0M 0.99
Hercules Capital Inc dbcv 4.375% 2/0 1.7 $2.9M 3.0M 0.97
Nuance Communications Inc Dbcv 1.00012/1 1.7 $2.9M 3.0M 0.95
Finisar Corp note 0.500%12/1 1.6 $2.8M 3.0M 0.92
Redwood Tr Inc note 4.750% 8/1 1.4 $2.4M 2.5M 0.97
Copart (CPRT) 1.4 $2.3M 45k 51.53
Iovance Biotherapeutics (IOVA) 1.3 $2.3M 200k 11.25
Barrick Gold Corp (GOLD) 1.3 $2.2M 196k 11.08
Infinera Corporation note 2.125% 9/0 1.2 $2.0M 2.0M 1.01
Insmed Inc convertible security 0.5 $850k 1.0M 0.85
BioCryst Pharmaceuticals (BCRX) 0.5 $763k 100k 7.63
Grupo Financiero Galicia (GGAL) 0.4 $636k 25k 25.44
Polarityte 0.3 $567k 30k 19.09
Banco Macro SA (BMA) 0.3 $517k 13k 41.36
Loma Negra Compania Industrial Argentina Sa (LOMA) 0.3 $530k 60k 8.83
Energous 0.1 $101k 10k 10.10
Synergy Pharmaceuticals 0.1 $85k 50k 1.70