Profiles >> Cheyne Capital Management LLP >> 13Fs >> 2020-06-30

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 2020-06-30. Historical analysis on the top 100 Holdings are available by clicking on the Issuer Name in the list.


Historical 13F Holdings - 2020-06-30

Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 1329 1260000 PRN SOLE 0 0 1260000
AMAZON COM INC COM 023135106 13802 5003 SH SOLE 5003 0 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 4073 4090000 PRN SOLE 0 0 4090000
BERRY CORP COM 08579X101 150 31000 SH SOLE 31000 0 0
BILL COM HLDGS INC COM 090043100 5258 58290 SH SOLE 58290 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 3040 2470000 PRN SOLE 0 0 2470000
CHEGG INC NOTE 0.125% 3/1 163092AD1 1805 1270000 PRN SOLE 0 0 1270000
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 1759 970000 PRN SOLE 0 0 970000
ENDAVA PLC ADS 29260V105 1570 32495 SH SOLE 32495 0 0
EPAM SYS INC COM 29414B104 978 3880 SH SOLE 3880 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 2565 2660000 PRN SOLE 0 0 2660000
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 2256 2350000 PRN SOLE 0 0 2350000
FARFETCH LTD ORD SH CL A 30744W107 6324 366183 SH SOLE 366183 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 2521 2780000 PRN SOLE 0 0 2780000
FREEPORT-MCMORAN INC CL B 35671D857 2152 186000 SH SOLE 186000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 550 430000 PRN SOLE 0 0 430000
ILLUMINA INC NOTE 8/1 452327AK5 3481 3200000 PRN SOLE 0 0 3200000
INSMED INC NOTE 1.750% 1/1 457669AA7 439 450000 PRN SOLE 0 0 450000
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1263 1155000 PRN SOLE 0 0 1155000
LIVEPERSON INC NOTE 0.750% 3/0 538146AB7 1307 1050000 PRN SOLE 0 0 1050000
MERCADOLIBRE INC COM 58733R102 2550 2587 SH SOLE 2587 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 1034 700000 PRN SOLE 0 0 700000
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 4136 450000 SH SOLE 450000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 1266 1300000 PRN SOLE 0 0 1300000
NOBLE ENERGY INC COM 655044105 296 33000 SH SOLE 33000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3909 3855000 PRN SOLE 0 0 3855000
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 3331 2820000 PRN SOLE 0 0 2820000
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1364 1120000 PRN SOLE 0 0 1120000
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 3471 3220000 PRN SOLE 0 0 3220000
PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 1150 1300000 PRN SOLE 0 0 1300000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1381 1300000 PRN SOLE 0 0 1300000
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 752 760000 PRN SOLE 0 0 760000
RADNET INC COM 750491102 1779 112100 SH SOLE 112100 0 0
REALPAGE INC NOTE 1.500% 5/1 75606NAC3 432 400000 PRN SOLE 0 0 400000
SEA LTD SPONSORED ADS 81141R100 17482 163019 SH SOLE 163019 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 1259 1050000 PRN SOLE 0 0 1050000
SPDR GOLD TR GOLD SHS 78463V107 9205 55000 SH SOLE 55000 0 0
SPIRIT RLTY CAP INC NOTE 3.750% 5/1 84860WAB8 2238 2250000 PRN SOLE 0 0 2250000
SQUARE INC NOTE 0.500% 5/1 852234AD5 3449 2320000 PRN SOLE 0 0 2320000
TWITTER INC NOTE 0.250% 6/1 90184LAF9 3947 4185000 PRN SOLE 0 0 4185000
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 15527 423306 SH SOLE 423306 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 1078 935000 PRN SOLE 0 0 935000
WARNER MUSIC GROUP CORP COM CL A 934550203 5697 193116 SH SOLE 193116 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 1204 1275000 PRN SOLE 0 0 1275000
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 1010 820000 PRN SOLE 0 0 820000
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 2405 1870000 PRN SOLE 0 0 1870000