Cheyne Capital Management as of Dec. 31, 2012
Portfolio Holdings for Cheyne Capital Management
Cheyne Capital Management holds 35 positions in its portfolio as reported in the December 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Nexen | 52.8 | $48M | 1.8M | 26.94 | |
| Young Innovations | 7.8 | $7.1M | 179k | 39.41 | |
| Shaw | 5.8 | $5.2M | 112k | 46.61 | |
| Titanium Metals Corporation | 5.5 | $5.0M | 302k | 16.51 | |
| Nuance Communications Inc note 2.750%11/0 | 2.4 | $2.2M | 2.0M | 1.09 | |
| Chart Industries 2% conv | 2.3 | $2.1M | 1.7M | 1.24 | |
| Netapp Inc note 1.750% 6/0 | 2.1 | $1.9M | 1.7M | 1.13 | |
| Goldcorp Inc New note 2.000% 8/0 | 1.9 | $1.7M | 1.5M | 1.11 | |
| Caterpillar (CAT) | 1.7 | $1.5M | 17k | 89.59 | |
| Gilead Sciences conv | 1.4 | $1.2M | 750k | 1.64 | |
| Xpo Logistics note 4.5% 10/1 | 1.3 | $1.2M | 1.0M | 1.19 | |
| Sandisk Corp note 1.500% 8/1 | 1.3 | $1.2M | 1.0M | 1.16 | |
| Prologis Inc note 3.250% 3/1 | 1.3 | $1.1M | 1.0M | 1.14 | |
| Insulet Corporation Cvt 3.75 0 convert | 1.2 | $1.1M | 1.0M | 1.09 | |
| Citigroup (C) | 1.2 | $1.1M | 27k | 39.55 | |
| Cobalt Intl Energy Inc note | 1.1 | $1.0M | 1.0M | 1.00 | |
| NVR (NVR) | 0.9 | $856k | 930.00 | 920.43 | |
| JPMorgan Chase & Co. (JPM) | 0.9 | $835k | 19k | 43.95 | |
| Equinix Inc note 3.000%10/1 | 0.8 | $760k | 4.0M | 0.19 | |
| Morgan Stanley (MS) | 0.8 | $727k | 38k | 19.13 | |
| Barrick Gold Corp (GOLD) | 0.8 | $700k | 20k | 35.00 | |
| Monsanto Company | 0.7 | $628k | 6.6k | 94.72 | |
| Delta Air Lines (DAL) | 0.6 | $519k | 44k | 11.88 | |
| Qihoo 360 Technologies Co Lt | 0.5 | $475k | 16k | 29.69 | |
| Baidu (BIDU) | 0.5 | $412k | 4.1k | 100.29 | |
| E Commerce China Dangdang | 0.4 | $388k | 94k | 4.15 | |
| Walt Disney Company (DIS) | 0.4 | $349k | 7.0k | 49.86 | |
| Wells Fargo & Company (WFC) | 0.4 | $342k | 10k | 34.20 | |
| Autoliv (ALV) | 0.3 | $266k | 4.0k | 66.50 | |
| Promotora De Informaciones S adr cl b conv | 0.3 | $257k | 243k | 1.06 | |
| Central European Dist Corp note 3.000% 3/1 | 0.1 | $135k | 250k | 0.54 | |
| Bank of America Corporation (BAC) | 0.1 | $116k | 10k | 11.60 | |
| Promotora De Informaciones Adr adr cl a | 0.1 | $47k | 40k | 1.18 | |
| Biomarin Pharmaceutical Inc note 1.875% 4/2 | 0.0 | $20k | 500k | 0.04 | |
| Agco Corp note 1.250%12/1 | 0.0 | $20k | 1.0M | 0.02 |
