Cheyne Capital Management as of Sept. 30, 2017
Portfolio Holdings for Cheyne Capital Management
Cheyne Capital Management holds 46 positions in its portfolio as reported in the September 2017 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Monsanto Company | 11.7 | $32M | 270k | 119.77 | |
| Dell Technologies Inc Class V equity | 7.9 | $22M | 283k | 77.20 | |
| Rice Energy | 7.6 | $21M | 727k | 28.93 | |
| Time Warner | 7.5 | $21M | 203k | 102.42 | |
| Scripps Networks Interactive | 6.5 | $18M | 209k | 85.87 | |
| Level 3 Communications | 6.5 | $18M | 335k | 53.28 | |
| Tribune Co New Cl A | 6.1 | $17M | 413k | 40.87 | |
| Akorn | 6.1 | $17M | 508k | 33.17 | |
| Kite Pharma | 6.0 | $17M | 93k | 179.79 | |
| BHP Billiton | 3.9 | $11M | 301k | 35.45 | |
| Illumina Inc. 0.00% June 15, 2019 ccb | 2.1 | $5.8M | 5.5M | 1.06 | |
| Calpine Corporation | 2.0 | $5.5M | 371k | 14.74 | |
| NxStage Medical | 1.9 | $5.2M | 190k | 27.59 | |
| Priceline Group Inc/the conv | 1.9 | $5.2M | 4.5M | 1.15 | |
| Adamas Pharmaceuticals | 1.8 | $4.8M | 229k | 21.16 | |
| IAC/InterActive | 1.5 | $4.2M | 36k | 117.61 | |
| RadNet (RDNT) | 1.4 | $3.8M | 333k | 11.53 | |
| Old Republic Intl Corp note | 1.4 | $3.8M | 3.0M | 1.28 | |
| Spirit Rlty Cap Inc New Note cb | 1.3 | $3.7M | 3.6M | 1.02 | |
| Apollo Global Management 'a' | 1.2 | $3.5M | 115k | 30.10 | |
| Scotts Miracle-Gro Company (SMG) | 1.1 | $3.1M | 32k | 97.38 | |
| Micron Technology Inc conv | 1.1 | $3.0M | 2.2M | 1.38 | |
| Intel Corp. Jr. Sub. Cv. Deb. conv | 1.1 | $3.0M | 1.6M | 1.84 | |
| Trinity Inds Inc note 3.875% 6/0 | 1.0 | $2.8M | 2.1M | 1.35 | |
| Yahoo Inc note 12/0 | 0.9 | $2.5M | 1.9M | 1.30 | |
| Akamai Technologies Inc Sr Cv zero coupon bonds | 0.9 | $2.4M | 2.5M | 0.97 | |
| Cardtronics Inc note 1.000%12/0 | 0.7 | $2.0M | 2.2M | 0.92 | |
| Synergy Pharmaceuticals | 0.7 | $1.9M | 652k | 2.89 | |
| Red Hat Inc conv | 0.6 | $1.7M | 1.1M | 1.54 | |
| Sinclair Broadcast | 0.6 | $1.7M | 53k | 32.03 | |
| Finisar Corporation | 0.6 | $1.6M | 70k | 22.17 | |
| Citrix Systems Inc conv | 0.5 | $1.5M | 1.3M | 1.16 | |
| Vanda Pharmaceuticals (VNDA) | 0.5 | $1.3M | 74k | 17.88 | |
| Molina Healthcare Inc conv | 0.5 | $1.3M | 1.0M | 1.25 | |
| Holx 2 12/15/43 | 0.4 | $1.2M | 1.0M | 1.21 | |
| Entercom Communications | 0.4 | $1.1M | 100k | 11.48 | |
| Rpm International Inc convertible cor | 0.4 | $1.1M | 990k | 1.15 | |
| Dycom Inds Inc Note 0.750% 9/1 bond | 0.4 | $1.1M | 1.0M | 1.14 | |
| Electronics For Imaging Inc note 0.750% 9/0 | 0.4 | $1.0M | 1.0M | 1.04 | |
| Micron Technology (MU) | 0.3 | $944k | 24k | 39.33 | |
| Aaron's | 0.2 | $545k | 13k | 43.60 | |
| iShares NASDAQ Biotechnology Index (IBB) | 0.2 | $567k | 1.7k | 333.53 | |
| Barrick Gold Corp (GOLD) | 0.1 | $402k | 25k | 16.08 | |
| Nasdaq Omx (NDAQ) | 0.1 | $334k | 4.3k | 77.58 | |
| Celgene Corporation | 0.1 | $236k | 1.6k | 145.59 | |
| Wmi Holdings | 0.0 | $102k | 110k | 0.93 |
