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 $27M 26M 1.04
Carvana Co cl a (CVNA) 6.8 $23M 390k 59.09
Akamai Technologies Inc Sr Cv zero coupon bonds 4.8 $16M 16M 1.00
Gtt Communications 4.7 $16M 362k 43.40
Guidewire Software convertible security 4.5 $15M 14M 1.07
Jazz Investments I Ltd. conv 4.1 $14M 13M 1.07
Vector Group Ltd note 1.75% 4/15 3.7 $13M 12M 1.04
Liberty Media Corporation convertible security 3.7 $12M 11M 1.18
RadNet (RDNT) 3.5 $12M 772k 15.05
Illumina Inc. 0.00% June 15, 2019 ccb 3.4 $12M 8.0M 1.44
Dycom Inds Inc Note 0.750% 9/1 bond 3.3 $11M 10M 1.11
Wright Med Group Inc note 2.000% 2/1 3.3 $11M 10M 1.10
Priceline Group Inc/the conv 3.2 $11M 9.0M 1.19
Spirit Rlty Cap Inc New Note cb 3.1 $10M 10M 1.01
Vipshop Holdings Ltd - Ads bond 2.9 $9.8M 10M 0.98
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 2.9 $9.8M 10M 0.98
Electronics For Imaging Inc note 0.750% 9/0 2.7 $9.0M 9.0M 1.00
Transocean Inc Deb 0.500 1/3 bond 2.6 $8.9M 6.0M 1.48
Medicines Company conv 2.6 $8.6M 8.0M 1.08
Allscripts Healthcare So conv 2.5 $8.5M 8.0M 1.06
Ares Capital Corp convertible security 2.4 $8.1M 8.0M 1.01
Biomarin Pharma Inc convertible/ 1.9 $6.4M 6.0M 1.06
Cardtronics Inc note 1.000%12/0 1.8 $6.2M 6.4M 0.97
Apollo Global Management 'a' 1.8 $6.0M 175k 34.55
Prospect Capital Corporation conb 1.8 $5.9M 6.0M 0.99
Hercules Capital Inc dbcv 4.375% 2/0 1.7 $5.8M 6.0M 0.97
Nuance Communications Inc Dbcv 1.00012/1 1.7 $5.7M 6.0M 0.95
Finisar Corp note 0.500%12/1 1.6 $5.5M 6.0M 0.92
Redwood Tr Inc note 4.750% 8/1 1.4 $4.9M 5.0M 0.97
Copart (CPRT) 1.4 $4.6M 90k 51.52
Iovance Biotherapeutics (IOVA) 1.3 $4.5M 400k 11.25
Barrick Gold Corp (GOLD) 1.3 $4.3M 392k 11.08
Infinera Corporation note 2.125% 9/0 1.2 $4.0M 4.0M 1.01
Insmed Inc convertible security 0.5 $1.7M 2.0M 0.85
BioCryst Pharmaceuticals (BCRX) 0.5 $1.5M 200k 7.63
Grupo Financiero Galicia (GGAL) 0.4 $1.3M 50k 25.42
Polarityte 0.3 $1.1M 59k 19.09
Banco Macro SA (BMA) 0.3 $1.0M 25k 41.36
Loma Negra Compania Industrial Argentina Sa (LOMA) 0.3 $1.1M 120k 8.83
Energous 0.1 $202k 20k 10.10
Synergy Pharmaceuticals 0.1 $170k 100k 1.70