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 |