Cheyne Capital Management

Cheyne Capital Management as of Dec. 31, 2018

Portfolio Holdings for Cheyne Capital Management

Cheyne Capital Management holds 35 positions in its portfolio as reported in the December 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 10.4 $11M 11M 1.00
Guidewire Software convertible security 6.3 $6.7M 7.0M 0.96
Vector Group Ltd note 1.75% 4/15 5.7 $6.1M 6.0M 1.01
Liberty Media Corporation convertible security 5.1 $5.4M 5.3M 1.03
Carvana Co cl a (CVNA) 5.0 $5.3M 163k 32.71
Spirit Rlty Cap Inc New Note cb 4.7 $5.0M 5.1M 0.98
Priceline Group Inc/the conv 4.7 $5.0M 4.5M 1.11
Dycom Inds Inc Note 0.750% 9/1 bond 4.4 $4.7M 5.0M 0.93
Electronics For Imaging Inc note 0.750% 9/0 4.2 $4.4M 4.5M 0.98
Ares Capital Corp convertible security 3.8 $4.0M 4.0M 1.00
Allscripts Healthcare So conv 3.7 $3.9M 4.0M 0.97
RadNet (RDNT) 3.6 $3.8M 373k 10.17
Workday Inc note 0.250%10/0 3.5 $3.7M 3.0M 1.24
Illumina Inc. 0.00% June 15, 2019 ccb 3.5 $3.7M 3.0M 1.22
Medicines Company conv 3.2 $3.4M 4.0M 0.86
Biomarin Pharma Inc convertible/ 2.8 $3.0M 3.0M 1.00
Cardtronics Inc note 1.000%12/0 2.8 $3.0M 3.2M 0.93
Prospect Capital Corporation conb 2.8 $2.9M 3.0M 0.97
Transocean Inc Deb 0.500 1/3 bond 2.7 $2.9M 3.0M 0.95
Barrick Gold Corp (GOLD) 2.5 $2.7M 196k 13.54
Apollo Global Management 'a' 2.5 $2.6M 107k 24.54
Nuance Communications Inc Dbcv 1.00012/1 2.5 $2.6M 3.0M 0.87
Marriott Vacation Worldw convertible security 2.4 $2.6M 3.0M 0.86
Iovance Biotherapeutics (IOVA) 1.6 $1.7M 187k 8.85
Polarityte 1.0 $1.1M 81k 13.49
Insmed Inc convertible security 0.7 $710k 1.0M 0.71
Grupo Financiero Galicia (GGAL) 0.7 $689k 25k 27.56
Loma Negra Compania Industrial Argentina Sa (LOMA) 0.6 $668k 60k 11.13
Banco Macro SA (BMA) 0.5 $553k 13k 44.24
Vipshop Holdings Ltd - Ads bond 0.5 $539k 550k 0.98
Schlumberger (SLB) 0.5 $494k 14k 36.06
Freeport-McMoRan Copper & Gold (FCX) 0.5 $497k 48k 10.31
BioCryst Pharmaceuticals (BCRX) 0.4 $404k 50k 8.08
Orgenesis (ORGS) 0.2 $183k 39k 4.69
Ii-vi Incorp convertible security 0.1 $60k 3.0M 0.02