Cheyne Capital Management as of March 31, 2013
Portfolio Holdings for Cheyne Capital Management
Cheyne Capital Management holds 32 positions in its portfolio as reported in the March 2013 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Virgin Media | 21.8 | $14M | 291k | 48.97 | |
| Obagi Medical Products | 18.2 | $12M | 601k | 19.75 | |
| Metals USA Holdings | 6.3 | $4.1M | 200k | 20.65 | |
| Elan Corporation | 5.7 | $3.7M | 318k | 11.80 | |
| Dell | 4.7 | $3.0M | 20k | 155.00 | |
| Charter Communications | 4.5 | $2.9M | 28k | 104.18 | |
| Varian Medical Systems | 3.3 | $2.2M | 30k | 72.00 | |
| Harris Teeter Supermarkets | 3.1 | $2.1M | 48k | 42.71 | |
| Nuance Communications Inc dbcv 2.750% 8/1 | 2.8 | $1.8M | 1.5M | 1.21 | |
| NVR (NVR) | 2.8 | $1.8M | 1.7k | 1079.95 | |
| Meritage Homes Corp conv | 2.6 | $1.7M | 1.5M | 1.13 | |
| Cobalt Intl Energy Inc note | 2.5 | $1.7M | 1.5M | 1.11 | |
| Chart Industries 2% conv | 2.5 | $1.6M | 1.2M | 1.36 | |
| Sandisk Corp note 1.500% 8/1 | 2.0 | $1.3M | 1.0M | 1.29 | |
| Xpo Logistics note 4.5% 10/1 | 1.8 | $1.2M | 1.0M | 1.19 | |
| Citigroup (C) | 1.8 | $1.2M | 27k | 44.25 | |
| Prologis Inc note 3.250% 3/1 | 1.8 | $1.2M | 1.0M | 1.16 | |
| Morgan Stanley (MS) | 1.7 | $1.1M | 51k | 21.98 | |
| JPMorgan Chase & Co. (JPM) | 1.4 | $902k | 19k | 47.47 | |
| Louisiana-Pacific Corporation (LPX) | 1.3 | $864k | 40k | 21.60 | |
| Wells Fargo & Company (WFC) | 1.3 | $832k | 23k | 36.98 | |
| Delta Air Lines (DAL) | 1.1 | $719k | 44k | 16.46 | |
| Barrick Gold Corp (GOLD) | 0.9 | $588k | 20k | 29.40 | |
| Family Dollar Stores | 0.9 | $591k | 10k | 59.10 | |
| Insulet Corporation Cvt 3.75 0 convert | 0.9 | $590k | 500k | 1.18 | |
| Monsanto Company | 0.9 | $581k | 5.5k | 105.64 | |
| Autoliv (ALV) | 0.7 | $443k | 6.4k | 69.00 | |
| CVR Energy (CVI) | 0.4 | $285k | 730k | 0.39 | |
| Bank of America Corporation (BAC) | 0.2 | $122k | 10k | 12.20 | |
| Biomarin Pharmaceutical Inc note 1.875% 4/2 | 0.1 | $60k | 1.0M | 0.06 | |
| Agco Corp note 1.250%12/1 | 0.1 | $30k | 1.0M | 0.03 | |
| Caci Intl Inc note 2.125% 5/0 | 0.0 | $15k | 1.5M | 0.01 |
