Cheyne Capital Management as of June 30, 2013
Portfolio Holdings for Cheyne Capital Management
Cheyne Capital Management holds 51 positions in its portfolio as reported in the June 2013 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Dell | 14.4 | $22M | 1.6M | 13.33 | |
| Power-One | 6.4 | $9.6M | 1.5M | 6.32 | |
| American Greetings Corp cl a | 5.7 | $8.7M | 476k | 18.22 | |
| Elan Corporation | 4.9 | $7.5M | 582k | 12.86 | |
| NetSpend Holdings | 4.3 | $6.5M | 407k | 15.98 | |
| Belo Corporation-a | 3.9 | $6.0M | 428k | 13.95 | |
| Rue21 | 3.9 | $5.9M | 143k | 41.61 | |
| Exacttarget | 3.9 | $5.9M | 175k | 33.72 | |
| McGraw-Hill Companies | 3.8 | $5.8M | 109k | 53.19 | |
| Anaren | 3.8 | $5.7M | 248k | 22.94 | |
| Charter Communications | 3.1 | $4.8M | 43k | 111.05 | |
| Nuance Communications | 2.8 | $4.3M | 231k | 18.40 | |
| Chart Industries 2% conv | 2.8 | $4.2M | 2.9M | 1.45 | |
| Fisher Communications | 2.4 | $3.6M | 88k | 41.08 | |
| Varian Medical Systems | 2.1 | $3.2M | 45k | 70.49 | |
| Meritage Homes Corp conv | 1.8 | $2.8M | 2.5M | 1.11 | |
| NVR (NVR) | 1.8 | $2.7M | 2.7k | 1021.42 | |
| Lululemon Athletica (LULU) | 1.7 | $2.6M | 39k | 65.51 | |
| Citigroup (C) | 1.6 | $2.5M | 54k | 46.10 | |
| Xpo Logistics note 4.5% 10/1 | 1.6 | $2.4M | 2.0M | 1.21 | |
| Morgan Stanley (MS) | 1.6 | $2.3M | 101k | 23.20 | |
| Mgm Mirage conv | 1.5 | $2.2M | 2.0M | 1.12 | |
| Electronic Arts Inc conv | 1.4 | $2.1M | 2.0M | 1.04 | |
| Harris Teeter Supermarkets | 1.4 | $2.1M | 48k | 42.71 | |
| Apple Computer | 1.3 | $2.0M | 5.0k | 396.60 | |
| JPMorgan Chase & Co. (JPM) | 1.3 | $1.9M | 38k | 50.13 | |
| Nuance Communications Inc dbcv 2.750% 8/1 | 1.2 | $1.8M | 1.5M | 1.21 | |
| Cobalt Intl Energy Inc note | 1.1 | $1.7M | 1.5M | 1.11 | |
| Wells Fargo & Company (WFC) | 1.1 | $1.6M | 41k | 38.91 | |
| 1.0 | $1.5M | 1.7k | 880.35 | ||
| Delta Air Lines (DAL) | 1.0 | $1.5M | 87k | 17.58 | |
| Sandisk Corp note 1.500% 8/1 | 0.8 | $1.3M | 1.0M | 1.29 | |
| Insulet Corporation Cvt 3.75 0 convert | 0.8 | $1.3M | 1.0M | 1.25 | |
| Barrick Gold Corp | 0.8 | $1.2M | 60k | 20.30 | |
| Prologis Inc note 3.250% 3/1 | 0.8 | $1.2M | 1.0M | 1.16 | |
| Monsanto Company | 0.8 | $1.2M | 11k | 102.12 | |
| Louisiana-Pacific Corporation (LPX) | 0.8 | $1.2M | 60k | 19.35 | |
| Alliant Techsystems Inc note 3.000% 8/1 | 0.8 | $1.2M | 1.0M | 1.15 | |
| Tesla Mtrs Inc note 1.500% 6/0 | 0.7 | $1.1M | 1.0M | 1.12 | |
| Lifepoint Hospitals Inc note 3.500% 5/1 | 0.7 | $1.1M | 1.0M | 1.09 | |
| Ship Finance International sr cv nt | 0.7 | $1.0M | 1.0M | 1.03 | |
| Autoliv | 0.6 | $883k | 12k | 71.93 | |
| Family Dollar Stores | 0.4 | $591k | 10k | 59.10 | |
| X 2 3/4 04/01/19 | 0.3 | $510k | 500k | 1.02 | |
| CVR Energy (CVI) | 0.2 | $292k | 1.5M | 0.20 | |
| Bk Of America Corp | 0.2 | $250k | 20k | 12.50 | |
| Biomarin Pharmaceutical Inc note 1.875% 4/2 | 0.1 | $80k | 2.0M | 0.04 | |
| Caci Intl Inc note 2.125% 5/0 | 0.0 | $60k | 3.0M | 0.02 | |
| Micron Technology Inc note 1.875% 6/0 | 0.0 | $60k | 3.0M | 0.02 | |
| Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 | 0.0 | $30k | 3.0M | 0.01 | |
| Agco Corp note 1.250%12/1 | 0.0 | $0 | 2.0M | 0.00 |
