Profiles >> Cheyne Capital Management LLP >> 13Fs >> 2013-06-30
Cheyne Capital Management LLP
Last Updated: 3/2/2021
Cheyne Capital Management LLP is a Limited Liability Partnership that started in 2000 and is primarily owned and controlled by Jonathan Lourie. To see a profile of the company, click here.
Below is the 13F Filing for Cheyne Capital Management LLP for Report Period 2013-06-30. Historical analysis on the top 100 Holdings are available by clicking on the Issuer Name in the list.
Historical 13F Holdings - 2013-06-30
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| AGCO CORP | NOTE 1.25%12/1 | 001084AM4 | 10 | 2000000 | PRN | SOLE | 2000000 | 0 | 0 | ||
| ALLIANT TECHSYSTEMS INC | NOTE 3.000% 8/1 | 018804AK0 | 1152 | 1000000 | PRN | SOLE | 1000000 | 0 | 0 | ||
| AMERICAN GREETINGS CORP | CL A | 26375105 | 8668 | 475727 | SH | SOLE | 475727 | 0 | 0 | ||
| ANAREN INC | COM | 32744104 | 5682 | 247676 | SH | SOLE | 247676 | 0 | 0 | ||
| APPLE INC | COM | 37833100 | 1983 | 5000 | SH | SOLE | 5000 | 0 | 0 | ||
| AUTOLIV INC | COM | 52800109 | 883 | 12275 | SH | SOLE | 12275 | 0 | 0 | ||
| BANK OF AMERICA CORPORATION | COM | 60505104 | 250 | 20000 | SH | SOLE | 20000 | 0 | 0 | ||
| BARRICK GOLD CORP | COM | 67901108 | 1218 | 60000 | SH | SOLE | 60000 | 0 | 0 | ||
| BELO CORP | COM SER A | 80555105 | 5974 | 428218 | SH | SOLE | 428218 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.875% 4/2 | 09061GAD3 | 74 | 2000000 | PRN | SOLE | 2000000 | 0 | 0 | ||
| CACI INTL INC | NOTE 2.125% 5/0 | 127190AD8 | 51 | 3000000 | PRN | SOLE | 3000000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 4209 | 2900000 | PRN | SOLE | 2900000 | 0 | 0 | ||
| CHARTER COMMUNICATIONS INC D | CL A NEW | 16117M305 | 4775 | 43000 | SH | SOLE | 43000 | 0 | 0 | ||
| CITIGROUP INC | COM NEW | 172967424 | 2471 | 53600 | SH | SOLE | 53600 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 1665 | 1500000 | PRN | SOLE | 1500000 | 0 | 0 | ||
| CVR ENERGY INC | COM | 12662P108 | 285 | 1460338 | SH | SOLE | 1460338 | 0 | 0 | ||
| DELL INC | COM | 24702R101 | 1333 | 100000 | SH | SOLE | 100000 | 0 | 0 | ||
| DELL INC | COM | 24702R101 | 20454 | 1535000 | SH | Call | SOLE | 1535000 | 0 | 0 | |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 1536 | 87352 | SH | SOLE | 87352 | 0 | 0 | ||
| ELAN PLC | ADR | 284131208 | 7483 | 581772 | SH | SOLE | 581772 | 0 | 0 | ||
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 2085 | 2000000 | PRN | SOLE | 2000000 | 0 | 0 | ||
| EXACTTARGET INC | COM | 30064K105 | 5901 | 175000 | SH | SOLE | 175000 | 0 | 0 | ||
| FAMILY DLR STORES INC | COM | 307000109 | 591 | 10000 | SH | SOLE | 10000 | 0 | 0 | ||
| FISHER COMMUNICATIONS INC | COM | 337756209 | 3631 | 88389 | SH | SOLE | 88389 | 0 | 0 | ||
| GOOGLE INC | CL A | 38259P508 | 1523 | 1730 | SH | SOLE | 1730 | 0 | 0 | ||
| HARRIS TEETER SUPERMARKETS I | COM | 414585109 | 2054 | 48089 | SH | SOLE | 48089 | 0 | 0 | ||
| HORNBECK OFFSHORE SVCS INC N | FRNT 1.625%11/1 | 440543AE6 | 37 | 3000000 | PRN | SOLE | 3000000 | 0 | 0 | ||
| INSULET CORP | NOTE 3.750% 6/1 | 45784PAC5 | 1253 | 1000000 | PRN | SOLE | 1000000 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 1905 | 38000 | SH | SOLE | 38000 | 0 | 0 | ||
| LIFEPOINT HOSPITALS INC | NOTE 3.500% 5/1 | 53219LAH2 | 1086 | 1000000 | PRN | SOLE | 1000000 | 0 | 0 | ||
| LOUISIANA PAC CORP | COM | 546347105 | 1155 | 59700 | SH | SOLE | 59700 | 0 | 0 | ||
| LULULEMON ATHLETICA INC | COM | 550021109 | 2555 | 39000 | SH | SOLE | 39000 | 0 | 0 | ||
| MCGRAW HILL FINL INC | COM | 580645109 | 5798 | 109000 | SH | SOLE | 109000 | 0 | 0 | ||
| MERITAGE HOMES CORP | NOTE 1.875% 9/1 | 59001AAR3 | 2780 | 2500000 | PRN | SOLE | 2500000 | 0 | 0 | ||
| MGM RESORTS INTERNATIONAL | NOTE 4.250% 4/1 | 55303QAE0 | 2240 | 2000000 | PRN | SOLE | 2000000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 1.875% 6/0 | 595112AH6 | 68 | 3000000 | PRN | SOLE | 3000000 | 0 | 0 | ||
| MONSANTO CO NEW | COM | 61166W101 | 1158 | 11340 | SH | SOLE | 11340 | 0 | 0 | ||
| MORGAN STANLEY | COM NEW | 617446448 | 2348 | 101200 | SH | SOLE | 101200 | 0 | 0 | ||
| NETSPEND HLDGS INC | COM | 64118V106 | 6508 | 407289 | SH | SOLE | 407289 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 2.750% 8/1 | 67020YAB6 | 1815 | 1500000 | PRN | SOLE | 1500000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 4250 | 231000 | SH | SOLE | 231000 | 0 | 0 | ||
| NVR INC | COM | 62944T105 | 2718 | 2661 | SH | SOLE | 2661 | 0 | 0 | ||
| POWER ONE INC NEW | COM | 73930R102 | 9640 | 1525265 | SH | SOLE | 1525265 | 0 | 0 | ||
| PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 1161 | 1000000 | PRN | SOLE | 1000000 | 0 | 0 | ||
| RUE21 INC | COM | 781295100 | 5929 | 142500 | SH | SOLE | 142500 | 0 | 0 | ||
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 1287 | 1000000 | PRN | SOLE | 1000000 | 0 | 0 | ||
| SHIP FINANCE INTERNATIONAL LTD | NOTE 3.250% 2/0 | G81075AE6 | 1027 | 1000000 | PRN | SOLE | 1000000 | 0 | 0 | ||
| ESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 1123 | 1000000 | PRN | SOLE | 1000000 | 0 | 0 | ||
| NITED STATES STL CORP NEW | NOTE 2.750% 4/0 | 912909AH1 | 511 | 500000 | PRN | SOLE | 500000 | 0 | 0 | ||
| VARIAN MED SYS INC | COM | 92220P105 | 3172 | 45000 | SH | SOLE | 45000 | 0 | 0 | ||
| WELLS FARGO & CO NEW | COM | 949746101 | 1589 | 40840 | SH | SOLE | 40840 | 0 | 0 | ||
| PO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 2422 | 2000000 | PRN | SOLE | 2000000 | 0 | 0 |