Profiles >> Cheyne Capital Management LLP >> 13Fs >> 2020-12-31
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 2020-12-31. Historical analysis on the top 100 Holdings are available by clicking on the Issuer Name in the list.
Historical 13F Holdings - 2020-12-31
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 10X CAPITAL VENTURE ACQU COR | UNIT 10/21/2025 | 88025V206 | 281 | 26327 | SH | SOLE | 26327 | 0 | 0 | ||
| 7GC & CO HOLDINGS INC | UNIT 12/23/2025 | 81786A206 | 1152 | 109200 | SH | SOLE | 109200 | 0 | 0 | ||
| ABERDEEN STD PLATINUM ETF TR | PHYSCL PLATM SHS | 003260106 | 640 | 6350 | SH | SOLE | 6350 | 0 | 0 | ||
| ACKRELL SPAC PARTNERS I CO | UNIT 12/01/2026 | 00461L204 | 267 | 25900 | SH | SOLE | 25900 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 4830 | 4340000 | PRN | SOLE | 0 | 0 | 4340000 | ||
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 1730 | 1260000 | PRN | SOLE | 0 | 0 | 1260000 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 1097 | 1050000 | PRN | SOLE | 0 | 0 | 1050000 | ||
| ALTITUDE ACQUISITION CORP | UNIT 11/30/2027 | 02156Y202 | 259 | 25000 | SH | SOLE | 25000 | 0 | 0 | ||
| AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 1641 | 1300000 | PRN | SOLE | 0 | 0 | 1300000 | ||
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 3605 | 3515000 | PRN | SOLE | 0 | 0 | 3515000 | ||
| BARRICK GOLD CORP | COM | 067901108 | 3417 | 150000 | SH | SOLE | 150000 | 0 | 0 | ||
| BERRY CORP | COM | 08579X101 | 114 | 31000 | SH | SOLE | 31000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 3452 | 3220000 | PRN | SOLE | 0 | 0 | 3220000 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 2912 | 2500000 | PRN | SOLE | 0 | 0 | 2500000 | ||
| CALIFORNIA RES CORP | COMMON STOCK | 13057Q305 | 224 | 9485 | SH | SOLE | 9485 | 0 | 0 | ||
| CAMECO CORP | COM | 13321L108 | 670 | 50000 | SH | SOLE | 50000 | 0 | 0 | ||
| CAPITOL INVESTMENT CORP V | UNIT 99/99/9999 | 14064F209 | 554 | 53789 | SH | SOLE | 53789 | 0 | 0 | ||
| CARNEY TECHNOLOGY ACQU CORP | UNIT 12/10/2025 | 143636207 | 1180 | 115000 | SH | SOLE | 115000 | 0 | 0 | ||
| CASCADE ACQUISITION CORP | UNIT 99/99/9999 | 147151203 | 475 | 45419 | SH | SOLE | 45419 | 0 | 0 | ||
| CF ACQUISITION CORP IV | UNIT 12/31/2027 | 12520T201 | 571 | 55500 | SH | SOLE | 55500 | 0 | 0 | ||
| CHEVRON CORP NEW | COM | 166764100 | 332 | 3930 | SH | SOLE | 3930 | 0 | 0 | ||
| CHURCHILL CAPITAL CORP IV | CL A | 171439102 | 2247 | 224446 | SH | SOLE | 224446 | 0 | 0 | ||
| CONSTELLATION PHARMCETICLS I | COM | 210373106 | 1745 | 60600 | SH | SOLE | 60600 | 0 | 0 | ||
| CONX CORP | UNIT 10/30/2027 | 212873202 | 1894 | 181200 | SH | SOLE | 181200 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 3106 | 2550000 | PRN | SOLE | 0 | 0 | 2550000 | ||
| DAQO NEW ENERGY CORP | SPNSRD ADS NEW | 23703Q203 | 2868 | 50000 | SH | SOLE | 50000 | 0 | 0 | ||
| DELWINDS INS ACQUISITION COR | UNIT 99/99/9999 | 24803C201 | 1020 | 100000 | SH | SOLE | 100000 | 0 | 0 | ||
| DMY TECHNOLOGY GROUP INC II | COM CL A | 233277102 | 3672 | 208745 | SH | SOLE | 208745 | 0 | 0 | ||
| DUNE ACQUISITION CORP | UNIT 10/29/2027 | 265334201 | 564 | 55000 | SH | SOLE | 55000 | 0 | 0 | ||
| EAST RES ACQUISITION CO | COM CL A | 274681105 | 584 | 57551 | SH | SOLE | 57551 | 0 | 0 | ||
| EQUITY DISTR ACQUISITION COR | UNIT 99/99/9999 | 29465E205 | 516 | 48471 | SH | SOLE | 48471 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 3007 | 2660000 | PRN | SOLE | 0 | 0 | 2660000 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 3075 | 2350000 | PRN | SOLE | 0 | 0 | 2350000 | ||
| FG NEW AMER ACQUISITION CORP | UNIT 08/31/2027 | 30259V205 | 216 | 20377 | SH | SOLE | 20377 | 0 | 0 | ||
| FINTECH ACQUISITION CORP V | UNIT 99/99/9999 | 31810Q305 | 267 | 25000 | SH | SOLE | 25000 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 3388 | 2780000 | PRN | SOLE | 0 | 0 | 2780000 | ||
| FOLEY TRASIMENE ACQUISITION | COM CL A | 344328109 | 3043 | 201500 | SH | SOLE | 201500 | 0 | 0 | ||
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 4189 | 161000 | SH | SOLE | 161000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 540 | 430000 | PRN | SOLE | 0 | 0 | 430000 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 1494 | 1155000 | PRN | SOLE | 0 | 0 | 1155000 | ||
| GO ACQUISITION CORP | COM | 362019101 | 696 | 68267 | SH | SOLE | 68267 | 0 | 0 | ||
| GOOD WORKS ACQUISITION CORP | *W EXP 10/22/202 | 38216X115 | 13 | 12100 | SH | Call | SOLE | 12100 | 0 | 0 | |
| GOOD WORKS ACQUISITION CORP | COM | 38216X107 | 241 | 24200 | SH | SOLE | 24200 | 0 | 0 | ||
| HUAZHU GROUP LTD | SPONSORED ADS | 44332N106 | 2026 | 45000 | SH | SOLE | 45000 | 0 | 0 | ||
| HUDSON EXECUTIVE INVT CORP | COM CL A | 443761101 | 579 | 53532 | SH | SOLE | 53532 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 2474 | 2200000 | PRN | SOLE | 0 | 0 | 2200000 | ||
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 509 | 450000 | PRN | SOLE | 0 | 0 | 450000 | ||
| INSU ACQUISITION CORP II | COM CL A | 457821106 | 2780 | 178753 | SH | SOLE | 178753 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 2704 | 2030000 | PRN | SOLE | 0 | 0 | 2030000 | ||
| ISHARES INC | MSCI BRAZIL ETF | 464286400 | 4634 | 125000 | SH | SOLE | 125000 | 0 | 0 | ||
| ISHARES SILVER TR | ISHARES | 46428Q109 | 5037 | 205000 | SH | SOLE | 205000 | 0 | 0 | ||
| KINGSWOOD ACQUISITION CORP | UNIT 99/99/9999 | 496861204 | 350 | 33700 | SH | SOLE | 33700 | 0 | 0 | ||
| KINS TECHNOLOGY GROUP INC | UNIT 10/14/2025 | 49714K208 | 535 | 52000 | SH | SOLE | 52000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 1561 | 1275000 | PRN | SOLE | 0 | 0 | 1275000 | ||
| MONTES ARCHIMEDES ACQUISITIO | UNIT 09/30/2025 | 612657205 | 560 | 53286 | SH | SOLE | 53286 | 0 | 0 | ||
| MUDRICK CAPITAL ACQU CORP II | UNIT 99/99/9999 | 62477L206 | 298 | 28900 | SH | SOLE | 28900 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1282 | 1300000 | PRN | SOLE | 0 | 0 | 1300000 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 2948 | 2580000 | PRN | SOLE | 0 | 0 | 2580000 | ||
| NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 6211 | 140868 | SH | SOLE | 140868 | 0 | 0 | ||
| OCCIDENTAL PETE CORP | COM | 674599105 | 260 | 15000 | SH | SOLE | 15000 | 0 | 0 | ||
| OMNICHANNEL ACQUISITION CORP | UNIT 99/99/9999 | 68218L207 | 601 | 58366 | SH | SOLE | 58366 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 5378 | 3800000 | PRN | SOLE | 0 | 0 | 3800000 | ||
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 1440 | 1170000 | PRN | SOLE | 0 | 0 | 1170000 | ||
| PINE IS ACQUISITION CORP | UNIT 99/99/9999 | 722615200 | 464 | 45053 | SH | SOLE | 45053 | 0 | 0 | ||
| PLURALSIGHT INC | NOTE 0.375% 3/0 | 72941BAB2 | 494 | 500000 | PRN | SOLE | 0 | 0 | 500000 | ||
| PROOFPOINT INC | NOTE 0.250% 8/1 | 743424AF0 | 3542 | 3170000 | PRN | SOLE | 0 | 0 | 3170000 | ||
| PROPTECH INVESTMENT CORP II | UNIT 99/99/9999 | 743497208 | 266 | 25000 | SH | SOLE | 25000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 288 | 260000 | PRN | SOLE | 0 | 0 | 260000 | ||
| REALPAGE INC | NOTE 1.500% 5/1 | 75606NAC3 | 2025 | 1575000 | PRN | SOLE | 0 | 0 | 1575000 | ||
| RECHARGE ACQUISITION CORP | UNIT 99/99/9999 | 756229209 | 355 | 33200 | SH | SOLE | 33200 | 0 | 0 | ||
| SEA LTD | SPONSORD ADS | 81141R100 | 10112 | 50801 | SH | SOLE | 50801 | 0 | 0 | ||
| SEVEN OAKS ACQUISITION CORP | UNIT 12/18/2025 | 81787X205 | 210 | 20302 | SH | SOLE | 20302 | 0 | 0 | ||
| SONOS INC | COM | 83570H108 | 4787 | 204645 | SH | SOLE | 204645 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 1532 | 1050000 | PRN | SOLE | 0 | 0 | 1050000 | ||
| SPARTACUS ACQUISITION CORP | UNIT 10/31/2027 | 84677L208 | 126 | 11951 | SH | SOLE | 11951 | 0 | 0 | ||
| SPDR GOLD TR | GOLD SHS | 78463V107 | 8918 | 50000 | SH | SOLE | 50000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 2284 | 2250000 | PRN | SOLE | 0 | 0 | 2250000 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 1628 | 1200000 | PRN | SOLE | 0 | 0 | 1200000 | ||
| STARBOARD VALUE ACQUISITN CO | UNIT 09/10/2025 | 85521J208 | 762 | 73938 | SH | SOLE | 73938 | 0 | 0 | ||
| TS INNOVATION ACQUISITN CORP | UNIT 99/99/9999 | 87284T209 | 598 | 56701 | SH | SOLE | 56701 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 3529 | 2910000 | PRN | SOLE | 0 | 0 | 2910000 | ||
| VALE S A | SPONSORED ADS | 91912E105 | 1173 | 70000 | SH | SOLE | 70000 | 0 | 0 | ||
| VANECK VECTORS ETF TR | JP MORGAN MKTS | 92189H300 | 9149 | 275000 | SH | SOLE | 275000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 1210 | 935000 | PRN | SOLE | 0 | 0 | 935000 | ||
| WARNER MUSIC GROUP CORP | COM CL A | 934550203 | 1900 | 50000 | SH | SOLE | 50000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 1267 | 1275000 | PRN | SOLE | 0 | 0 | 1275000 | ||
| YUM CHINA HLDGS INC | COM | 98850P109 | 28899 | 65000 | SH | SOLE | 65000 | 0 | 0 | ||
| ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 2233 | 1670000 | PRN | SOLE | 0 | 0 | 1670000 |