Cheyne Capital Management

Cheyne Capital Management as of Sept. 30, 2020

Portfolio Holdings for Cheyne Capital Management

Cheyne Capital Management holds 57 positions in its portfolio as reported in the September 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Yum China Holdings (YUMC) 14.7 $30M 75k 398.00
Sea Sponsord Ads (SE) 9.6 $20M 127k 154.04
Spdr Gold Tr Gold Shs (GLD) 6.8 $14M 78k 177.12
Amazon (AMZN) 4.3 $8.8M 2.8k 3148.73
Farfetch Ord Sh Cl A (FTCHQ) 3.7 $7.4M 295k 25.16
Nuance Communications 2.9 $5.9M 177k 33.19
Dell Technologies CL C (DELL) 2.9 $5.8M 86k 67.69
Warner Music Group Corp Com Cl A (WMG) 2.7 $5.5M 193k 28.74
Jd.com Spon Adr Cl A (JD) 2.5 $5.0M 65k 77.62
Akamai Technologies Note 0.375% 9/0 (Principal) 2.5 $5.0M 4.3M 1.16
MercadoLibre (MELI) 2.5 $5.0M 4.6k 1082.42
Bill Com Holdings Ord (BILL) 2.3 $4.7M 47k 100.30
Shopify Cl A (SHOP) 2.3 $4.6M 4.5k 1023.02
Twitter Note 0.250% 6/1 (Principal) 1.9 $3.8M 3.4M 1.11
Nuance Communications DBCV 1.000%12/1 (Principal) 1.8 $3.7M 2.5M 1.46
Ares Capital Corp Note 3.750% 2/0 (Principal) 1.8 $3.6M 3.5M 1.02
Biomarin Pharmaceutical Note 0.599% 8/0 (Principal) 1.7 $3.4M 3.2M 1.05
RadNet (RDNT) 1.6 $3.2M 211k 15.35
Proofpoint Note 0.250% 8/1 (Principal) 1.6 $3.2M 3.2M 1.00
Palo Alto Networks Note 0.750% 7/0 (Principal) 1.5 $3.0M 2.7M 1.13
Freeport-mcmoran CL B (FCX) 1.4 $2.9M 186k 15.64
Nrg Energy DBCV 2.750% 6/0 (Principal) 1.3 $2.7M 2.6M 1.04
Fireeye Note 0.875% 6/0 (Principal) 1.3 $2.6M 2.8M 0.93
Exact Sciences Corp Note 0.375% 3/0 (Principal) 1.3 $2.5M 2.4M 1.08
Euronet Worldwide Note 0.750% 3/1 (Principal) 1.3 $2.5M 2.7M 0.96
Dada Nexus Ads (DADA) 1.2 $2.4M 90k 26.47
Illumina Note 8/1 (Principal) 1.2 $2.3M 2.2M 1.06
Spirit Rlty Cap Note 3.750% 5/1 (Principal) 1.1 $2.3M 2.3M 1.02
Endava Ads (DAVA) 1.1 $2.1M 34k 63.15
Zynga Note 0.250% 6/0 (Principal) 1.0 $2.1M 1.7M 1.27
Alibaba Group Hldg Sponsored Ads (BABA) 1.0 $2.1M 7.0k 294.00
Flying Eagle Acquisition Cl A Ord 1.0 $2.0M 168k 12.16
Zto Express Cayman Sponsored Ads A (ZTO) 1.0 $2.0M 68k 29.93
Invesco Exch Traded Fd Tr Ii Solar Etf (TAN) 1.0 $1.9M 30k 64.80
Constellation Pharmceticls I 0.9 $1.8M 91k 20.26
Snap Note 0.750% 8/0 (Principal) 0.9 $1.8M 1.3M 1.39
Realpage Note 1.500% 5/1 (Principal) 0.8 $1.6M 1.6M 1.03
Liveperson Note 0.750% 3/0 (Principal) 0.8 $1.6M 1.1M 1.53
Zillow Group Note 2.000%12/0 (Principal) 0.8 $1.6M 820k 1.93
Blackline Note 0.125% 8/0 (Principal) 0.8 $1.6M 1.1M 1.38
On Semiconductor Corp Note 1.625%10/1 (Principal) 0.7 $1.5M 1.1M 1.32
Altair Engr Note 0.250% 6/0 (Principal) 0.7 $1.4M 1.3M 1.11
Priceline Grp Note 0.900% 9/1 (Principal) 0.7 $1.4M 1.3M 1.07
Liberty Media Corp Del Note 1.000% 1/3 (Principal) 0.7 $1.4M 1.2M 1.19
Southwest Airls Note 1.250% 5/0 (Principal) 0.7 $1.4M 1.1M 1.30
New Relic Note 0.500% 5/0 (Principal) 0.6 $1.2M 1.3M 0.96
Western Digital Corp. Note 1.500% 2/0 (Principal) 0.6 $1.2M 1.3M 0.96
Viavi Solutions Note 1.000% 3/0 (Principal) 0.5 $1.1M 935k 1.13
Alteryx Note 0.500% 8/0 (Principal) 0.5 $1.0M 1.1M 1.00
Zymeworks 0.3 $640k 14k 46.55
Iovance Biotherapeutics (IOVA) 0.3 $568k 17k 32.93
Aberdeen Std Platinum Etf Tr Physcl Platm Shs (PPLT) 0.3 $533k 6.4k 83.94
Fti Consulting Note 2.000% 8/1 (Principal) 0.3 $531k 430k 1.23
Insmed Note 1.750% 1/1 (Principal) 0.2 $491k 450k 1.09
Pluralsight Note 0.375% 3/0 (Principal) 0.2 $446k 500k 0.89
Pure Storage Note 0.125% 4/1 (Principal) 0.1 $251k 260k 0.97
Berry Pete Corp (BRY) 0.0 $98k 31k 3.16