Cheyne Capital Management

Cheyne Capital Management as of June 30, 2017

Portfolio Holdings for Cheyne Capital Management

Cheyne Capital Management holds 45 positions in its portfolio as reported in the June 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Alere 18.2 $47M 943k 50.16
Reynolds American 11.1 $29M 443k 65.03
Monsanto Company 10.9 $28M 239k 118.40
Level 3 Communications 10.3 $27M 453k 59.31
Brocade Communications Systems 10.0 $26M 2.1M 12.62
BHP Billiton (BHP) 4.8 $13M 407k 30.75
Alere Inc call 3.6 $9.5M 9.0k 1050.00
Wellpoint Inc Note cb 2.0 $5.2M 2.0M 2.58
Intel Corp. Jr. Sub. Cv. Deb. conv 2.0 $5.2M 3.1M 1.66
Priceline Group Inc/the conv 2.0 $5.2M 4.5M 1.15
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 1.7 $4.3M 3.3k 1310.91
Lam Research Corp conv 1.6 $4.3M 1.8M 2.34
Illumina Inc. 0.00% June 15, 2019 ccb 1.6 $4.0M 3.9M 1.02
Old Republic Intl Corp note 1.4 $3.8M 3.0M 1.27
Spirit Rlty Cap Inc New Note cb 1.4 $3.6M 3.6M 1.00
Apollo Global Management 'a' 1.2 $3.0M 115k 26.50
Red Hat Inc conv 1.1 $2.9M 2.1M 1.39
Fidelity National Finance conv 1.1 $2.8M 1.1M 2.55
Jazz Investments I Ltd. conv 1.1 $2.8M 2.5M 1.10
RadNet (RDNT) 1.0 $2.7M 350k 7.73
Trinity Inds Inc note 3.875% 6/0 1.0 $2.6M 2.1M 1.26
Holx 2 12/15/43 1.0 $2.5M 2.0M 1.26
Scotts Miracle-Gro Company (SMG) 1.0 $2.5M 28k 89.43
Micron Technology Inc conv 1.0 $2.5M 2.2M 1.13
Akamai Technologies Inc Sr Cv zero coupon bonds 0.9 $2.5M 2.5M 0.98
Cardtronics Inc note 1.000%12/0 0.8 $2.1M 2.2M 0.96
Adamas Pharmaceuticals 0.7 $1.9M 109k 17.48
Citrix Systems Inc conv 0.6 $1.6M 1.3M 1.20
Vipshop Holdings Ltd - Ads bond 0.6 $1.5M 1.5M 0.99
Janus Capital conv 0.6 $1.5M 1.0M 1.47
Criteo Sa Ads (CRTO) 0.5 $1.3M 27k 49.06
Molina Healthcare Inc conv 0.5 $1.3M 1.0M 1.28
Vanda Pharmaceuticals (VNDA) 0.5 $1.2M 74k 16.27
Rpm International Inc convertible cor 0.5 $1.2M 990k 1.19
Dycom Inds Inc Note 0.750% 9/1 bond 0.5 $1.2M 1.0M 1.16
Shutterfly Inc note 0.250% 5/1 0.4 $1.0M 1.0M 1.00
Synergy Pharmaceuticals 0.2 $622k 140k 4.44
Nasdaq Omx (NDAQ) 0.2 $415k 5.8k 71.43
Barrick Gold Corp (GOLD) 0.1 $398k 25k 15.92
Incyte Corporation (INCY) 0.1 $288k 2.3k 125.93
Celgene Corporation 0.1 $284k 2.2k 129.80
Wmi Holdings 0.1 $271k 220k 1.23
Ionis Pharmaceuticals (IONS) 0.1 $249k 4.9k 50.91
Carmax Inc Cmn Stk cmn 0.1 $224k 225.00 995.56
Time Warner 0.1 $211k 2.1k 100.29