Profiles >> Cheyne Capital Management LLP >> 13Fs >> 2020-09-30
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 2020-09-30. Historical analysis on the top 100 Holdings are available by clicking on the Issuer Name in the list.
Historical 13F Holdings - 2020-09-30
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ABERDEEN STD PLATINUM ETF TR | PHYSCL PLATM SHS | 003260106 | 533 | 6350 | SH | SOLE | 6350 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 5020 | 4340000 | PRN | SOLE | 0 | 0 | 4340000 | ||
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 2058 | 7000 | SH | SOLE | 7000 | 0 | 0 | ||
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 1399 | 1260000 | PRN | SOLE | 0 | 0 | 1260000 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 1048 | 1050000 | PRN | SOLE | 0 | 0 | 1050000 | ||
| AMAZON COM INC | COM | 023135106 | 8807 | 2797 | SH | SOLE | 2797 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 3584 | 3515000 | PRN | SOLE | 0 | 0 | 3515000 | ||
| BERRY CORP | COM | 08579X101 | 98 | 31000 | SH | SOLE | 31000 | 0 | 0 | ||
| BILL COM HLDGS INC | COM | 090043100 | 4742 | 47277 | SH | SOLE | 47277 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 3368 | 3220000 | PRN | SOLE | 0 | 0 | 3220000 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 1565 | 1135000 | PRN | SOLE | 0 | 0 | 1135000 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 1385 | 1300000 | PRN | SOLE | 0 | 0 | 1300000 | ||
| CONSTELLATION PHARMCETICLS I | COM | 210373106 | 1841 | 90850 | SH | SOLE | 90850 | 0 | 0 | ||
| DADA NEXUS LTD | ADS | 23344D108 | 2382 | 90000 | SH | SOLE | 90000 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | CL C | 24703L202 | 5849 | 86407 | SH | SOLE | 86407 | 0 | 0 | ||
| ENDAVA PLC | ADS | 29260V105 | 2147 | 34000 | SH | SOLE | 34000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 2545 | 2660000 | PRN | SOLE | 0 | 0 | 2660000 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 2546 | 2350000 | PRN | SOLE | 0 | 0 | 2350000 | ||
| FARFETCH LTD | ORD SH CL A | 30744W107 | 7427 | 295182 | SH | SOLE | 295182 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 2593 | 2780000 | PRN | SOLE | 0 | 0 | 2780000 | ||
| FLYING EAGLE ACQUISITION COR | COM | 34407Y103 | 2047 | 168334 | SH | SOLE | 168334 | 0 | 0 | ||
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 2909 | 186000 | SH | SOLE | 186000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 531 | 430000 | PRN | SOLE | 0 | 0 | 430000 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 1375 | 1155000 | PRN | SOLE | 0 | 0 | 1155000 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 2337 | 2200000 | PRN | SOLE | 0 | 0 | 2200000 | ||
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 491 | 450000 | PRN | SOLE | 0 | 0 | 450000 | ||
| INVESCO EXCH TRADED FD TR II | SOLAR ETF | 46138G706 | 1944 | 30000 | SH | SOLE | 30000 | 0 | 0 | ||
| IOVANCE BIOTHERAPEUTICS INC | COM | 462260100 | 568 | 17250 | SH | SOLE | 17250 | 0 | 0 | ||
| JD.COM INC | SPON ADR CL A | 47215P106 | 5045 | 65000 | SH | SOLE | 65000 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 0.750% 3/0 | 538146AB7 | 1610 | 1050000 | PRN | SOLE | 0 | 0 | 1050000 | ||
| MERCADOLIBRE INC | COM | 58733R102 | 4964 | 4586 | SH | SOLE | 4586 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1242 | 1300000 | PRN | SOLE | 0 | 0 | 1300000 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 2686 | 2580000 | PRN | SOLE | 0 | 0 | 2580000 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 3672 | 2520000 | PRN | SOLE | 0 | 0 | 2520000 | ||
| NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 5862 | 176612 | SH | SOLE | 176612 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 1480 | 1120000 | PRN | SOLE | 0 | 0 | 1120000 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 3017 | 2670000 | PRN | SOLE | 0 | 0 | 2670000 | ||
| PLURALSIGHT INC | NOTE 0.375% 3/0 | 72941BAB2 | 446 | 500000 | PRN | SOLE | 0 | 0 | 500000 | ||
| PROOFPOINT INC | NOTE 0.250% 8/1 | 743424AF0 | 3170 | 3170000 | PRN | SOLE | 0 | 0 | 3170000 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 251 | 260000 | PRN | SOLE | 0 | 0 | 260000 | ||
| RADNET INC | COM | 750491102 | 3239 | 211029 | SH | SOLE | 211029 | 0 | 0 | ||
| REALPAGE INC | NOTE 1.500% 5/1 | 75606NAC3 | 1629 | 1575000 | PRN | SOLE | 0 | 0 | 1575000 | ||
| SEA LTD | SPONSORD ADS | 81141R100 | 19494 | 126550 | SH | SOLE | 126550 | 0 | 0 | ||
| SHOPIFY INC | CL A | 82509L107 | 4577 | 4474 | SH | SOLE | 4474 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 1833 | 1320000 | PRN | SOLE | 0 | 0 | 1320000 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 1370 | 1050000 | PRN | SOLE | 0 | 0 | 1050000 | ||
| SPDR GOLD TR | GOLD SHS | 78463V107 | 13727 | 77500 | SH | SOLE | 77500 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 2291 | 2250000 | PRN | SOLE | 0 | 0 | 2250000 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 3796 | 3410000 | PRN | SOLE | 0 | 0 | 3410000 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 1061 | 935000 | PRN | SOLE | 0 | 0 | 935000 | ||
| WARNER MUSIC GROUP CORP | COM CL A | 934550203 | 5550 | 193116 | SH | SOLE | 193116 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 1218 | 1275000 | PRN | SOLE | 0 | 0 | 1275000 | ||
| YUM CHINA HLDGS INC | COM | 98850P109 | 29850 | 75000 | SH | SOLE | 75000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 1583 | 820000 | PRN | SOLE | 0 | 0 | 820000 | ||
| ZTO EXPRESS CAYMAN INC | SPONSORED ADS A | 98980A105 | 2020 | 67500 | SH | SOLE | 67500 | 0 | 0 | ||
| ZYMEWORKS INC | COM | 98985W102 | 640 | 13750 | SH | SOLE | 13750 | 0 | 0 | ||
| ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 2119 | 1670000 | PRN | SOLE | 0 | 0 | 1670000 |