Cheyne Capital Management

Cheyne Capital Management as of Dec. 31, 2019

Portfolio Holdings for Cheyne Capital Management

Cheyne Capital Management holds 43 positions in its portfolio as reported in the December 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares MSCI Emerging Markets Indx (EEM) 6.8 $11M 250k 44.87
Splunk Inc note 0.500% 9/1 4.6 $7.5M 6.2M 1.21
Alibaba Group Holding (BABA) 4.5 $7.4M 35k 212.11
Priceline Group Inc/the conv 4.5 $7.4M 6.4M 1.16
Sea Ltd Adr Isin Us81141r1005 (SE) 4.2 $6.9M 171k 40.22
RadNet (RDNT) 4.2 $6.9M 338k 20.30
Fireeye Inc note 0.875% 6/0 4.1 $6.8M 6.8M 1.01
Palo Alto Networks I note 0.750% 7/0 3.9 $6.5M 5.9M 1.10
Twitter Inc note 0.250% 6/1 3.7 $6.1M 6.3M 0.97
Carvana Co cl a (CVNA) 3.4 $5.7M 62k 92.05
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 3.4 $5.6M 5.6M 0.99
Mobile TeleSystems OJSC 3.3 $5.5M 538k 10.15
Nrg Energy Inc dbcv 2.750% 6/0 3.0 $5.0M 4.4M 1.14
iShares MSCI Brazil Index (EWZ) 2.9 $4.7M 100k 47.45
Spirit Rlty Cap Inc New Note cb 2.8 $4.7M 4.5M 1.04
Ares Capital Corp convertible security 2.7 $4.4M 4.3M 1.03
Pure Storage Inc note 0.125% 4/1 2.3 $3.8M 3.8M 1.00
Live Nation Entertainmen convertible security 2.3 $3.7M 3.0M 1.23
Barrick Gold Corp (GOLD) 2.2 $3.6M 196k 18.59
Marriott Vacation Worldw convertible security 2.1 $3.4M 3.2M 1.07
Liberty Media Corporation convertible security 2.1 $3.4M 2.6M 1.33
Biomarin Pharma Inc convertible/ 2.1 $3.4M 3.2M 1.06
Nuance Communications Inc Dbcv 1.00012/1 2.0 $3.3M 3.2M 1.01
Vaneck Vectors Junior Gold Miners Etf etf (GDXJ) 1.9 $3.2M 76k 42.26
Vaneck Vectors Gold Miners mutual (GDX) 1.9 $3.1M 105k 29.28
Alteryx 1.8 $3.0M 30k 100.06
Altair Engr Inc note 0.250% 6/0 1.7 $2.8M 2.8M 1.03
Square Inc note 0.500% 5/1 1.7 $2.8M 2.5M 1.12
Prospect Capital Corporation conb 1.6 $2.6M 2.6M 1.03
Vector Group Ltd note 1.75% 4/15 1.5 $2.6M 2.5M 1.02
New Oriental Education & Tech 1.5 $2.4M 20k 121.25
Iovance Biotherapeutics (IOVA) 1.3 $2.2M 80k 27.68
Cardtronics Inc note 1.000%12/0 1.2 $2.0M 1.9M 1.06
Freeport-McMoRan Copper & Gold (FCX) 1.1 $1.8M 141k 13.12
Appollo Global Mgmt Inc Cl A 1.1 $1.8M 37k 47.70
Jd (JD) 0.8 $1.4M 40k 35.22
Microchip Technology Inc sdcv 2.125%12/1 0.8 $1.4M 980k 1.42
TAL Education (TAL) 0.7 $1.2M 25k 48.20
NetEase (NTES) 0.6 $997k 3.3k 306.77
Insmed Inc convertible security 0.6 $970k 1.0M 0.97
Headhunter Group 0.4 $730k 34k 21.45
Gds Hldgs Ltd note 0.4 $600k 500k 1.20
Fti Consulting Inc note 2.000% 8/1 0.3 $542k 430k 1.26