Cheyne Capital Management as of Sept. 30, 2013
Portfolio Holdings for Cheyne Capital Management
Cheyne Capital Management holds 47 positions in its portfolio as reported in the September 2013 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Elan Corporation | 19.4 | $26M | 1.6M | 15.58 | |
| Kaydon Corporation | 17.7 | $23M | 657k | 35.52 | |
| Saks | 6.7 | $8.8M | 553k | 15.94 | |
| Rochester Medical Corporation | 6.6 | $8.7M | 435k | 19.96 | |
| Belo | 5.7 | $7.6M | 554k | 13.70 | |
| Dole Food Company | 4.5 | $5.9M | 432k | 13.62 | |
| Sourcefire | 4.4 | $5.8M | 77k | 75.91 | |
| Nuance Communications | 4.2 | $5.5M | 297k | 18.68 | |
| McGraw-Hill Companies | 3.2 | $4.2M | 64k | 65.59 | |
| Intuitive Surgical (ISRG) | 2.6 | $3.4M | 9.0k | 376.22 | |
| Cornerstone Therapeutics | 2.2 | $2.9M | 305k | 9.41 | |
| Expedia (EXPE) | 2.0 | $2.6M | 50k | 51.82 | |
| Take-two Interactive Sof note | 1.8 | $2.4M | 2.0M | 1.19 | |
| BioMarin Pharmaceutical (BMRN) | 1.6 | $2.2M | 30k | 72.17 | |
| Goldcorp Inc New note 2.000% 8/0 | 1.1 | $1.5M | 1.5M | 1.01 | |
| J.C. Penney Company | 1.1 | $1.4M | 160k | 8.81 | |
| Morgan Stanley (MS) | 1.0 | $1.4M | 51k | 26.96 | |
| Brookdale Senior Living (BKD) | 1.0 | $1.3M | 50k | 26.30 | |
| Citigroup (C) | 1.0 | $1.3M | 27k | 48.51 | |
| Mgm Mirage conv | 1.0 | $1.3M | 1.0M | 1.27 | |
| Autoliv (ALV) | 0.9 | $1.2M | 14k | 87.67 | |
| Electronic Arts Inc conv | 0.8 | $1.1M | 1.0M | 1.09 | |
| Linear Technology Corp note 3.000% 5/0 | 0.8 | $1.1M | 1.0M | 1.07 | |
| Community Health Systems (CYH) | 0.8 | $1.1M | 25k | 41.50 | |
| Delta Air Lines (DAL) | 0.8 | $1.0M | 44k | 23.58 | |
| Rockwood Holdings | 0.8 | $1.0M | 16k | 66.90 | |
| JPMorgan Chase & Co. (JPM) | 0.7 | $982k | 19k | 51.68 | |
| American Rlty Cap Pptys Inc note 3.000% 8/0 | 0.7 | $950k | 1.0M | 0.95 | |
| Anaren | 0.6 | $823k | 202k | 4.08 | |
| Barrick Gold Corp (GOLD) | 0.6 | $745k | 40k | 18.62 | |
| 0.5 | $652k | 744.00 | 876.34 | ||
| Deere & Company (DE) | 0.4 | $570k | 7.0k | 81.43 | |
| Mosaic (MOS) | 0.4 | $473k | 11k | 43.00 | |
| Cummins (CMI) | 0.3 | $465k | 3.5k | 132.86 | |
| Dresser-Rand | 0.3 | $374k | 6.0k | 62.33 | |
| National-Oilwell Var | 0.3 | $351k | 4.5k | 78.00 | |
| General Motors Company (GM) | 0.3 | $360k | 10k | 36.00 | |
| Hertz Global Holdings | 0.2 | $324k | 15k | 22.19 | |
| Flowserve Corporation (FLS) | 0.2 | $312k | 5.0k | 62.40 | |
| Methanex Corp (MEOH) | 0.2 | $256k | 5.0k | 51.20 | |
| Parker-Hannifin Corporation (PH) | 0.2 | $217k | 2.0k | 108.50 | |
| Rockwell Automation (ROK) | 0.2 | $214k | 2.0k | 107.00 | |
| Annaly Capital Management | 0.1 | $175k | 15k | 11.59 | |
| Paragon Shipping Inc cl a | 0.1 | $173k | 30k | 5.77 | |
| Bank of America Corporation (BAC) | 0.1 | $138k | 10k | 13.80 | |
| Micron Technology Inc note 1.875% 6/0 | 0.1 | $60k | 3.0M | 0.02 | |
| Alliant Techsystems Inc note 3.000% 8/1 | 0.0 | $30k | 3.0M | 0.01 |
