Cheyne Capital Management as of Dec. 31, 2013
Portfolio Holdings for Cheyne Capital Management
Cheyne Capital Management holds 56 positions in its portfolio as reported in the December 2013 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Solta Medical | 9.7 | $9.0M | 3.1M | 2.95 | |
| Brookfield Ppty Corp Cad | 8.5 | $7.9M | 410k | 19.25 | |
| McGraw-Hill Companies | 5.4 | $5.0M | 64k | 78.20 | |
| Costa Inc Cl A | 4.9 | $4.6M | 211k | 21.73 | |
| Towers Watson & Co | 4.5 | $4.2M | 33k | 127.61 | |
| J.C. Penney Company | 3.6 | $3.3M | 360k | 9.15 | |
| Santarus | 3.5 | $3.2M | 100k | 31.96 | |
| Ulta Salon, Cosmetics & Fragrance (ULTA) | 3.4 | $3.2M | 33k | 96.52 | |
| Delta Air Lines (DAL) | 3.4 | $3.1M | 114k | 27.47 | |
| 3.2 | $3.0M | 2.7k | 1120.67 | ||
| American Rlty Cap Pptys Inc note 3.000% 8/0 | 3.2 | $3.0M | 3.0M | 1.00 | |
| Cornerstone Therapeutics | 3.1 | $2.9M | 305k | 9.49 | |
| Steel Dynamics Inc note 5.125% 6/1 | 2.5 | $2.4M | 2.0M | 1.18 | |
| Vector Group Ltd frnt 1/1 | 2.5 | $2.4M | 2.0M | 1.18 | |
| Comtech Telecommunications Cor conv | 2.3 | $2.1M | 2.0M | 1.05 | |
| Navistar Intl Corp New note 3.000%10/1 | 2.2 | $2.1M | 2.0M | 1.03 | |
| BioMarin Pharmaceutical (BMRN) | 2.2 | $2.0M | 29k | 70.34 | |
| Gt Advanced Technologies Inc note 3.000%12/1 | 2.2 | $2.0M | 2.0M | 1.01 | |
| News (NWSA) | 1.9 | $1.8M | 100k | 18.02 | |
| BLACKROCK MUN TARGET TERM TR SHARES Of Ben (BTT) | 1.9 | $1.7M | 100k | 17.12 | |
| Ocwen Financial Corporation | 1.8 | $1.7M | 30k | 55.47 | |
| Morgan Stanley (MS) | 1.7 | $1.6M | 51k | 31.36 | |
| Citigroup (C) | 1.5 | $1.4M | 27k | 52.13 | |
| Rpm International Inc convertible cor | 1.5 | $1.4M | 1.3M | 1.11 | |
| Take-two Interactive Sof note | 1.2 | $1.2M | 1.0M | 1.16 | |
| JPMorgan Chase & Co. (JPM) | 1.2 | $1.1M | 19k | 58.47 | |
| Electronic Arts Inc conv | 1.1 | $1.1M | 1.0M | 1.06 | |
| Dresser-Rand | 1.1 | $984k | 17k | 59.64 | |
| Autoliv (ALV) | 1.0 | $932k | 10k | 92.14 | |
| Turquoisehillres | 1.0 | $928k | 928k | 1.00 | |
| Oshkosh Corporation (OSK) | 0.9 | $861k | 17k | 50.38 | |
| Cameron International Corporation | 0.8 | $744k | 13k | 59.52 | |
| Darling International (DAR) | 0.8 | $731k | 35k | 20.89 | |
| Barrick Gold Corp (GOLD) | 0.8 | $705k | 40k | 17.62 | |
| Honeywell International (HON) | 0.7 | $685k | 7.5k | 91.33 | |
| TransDigm Group Incorporated (TDG) | 0.7 | $687k | 4.3k | 161.08 | |
| Union Pacific Corporation (UNP) | 0.7 | $672k | 4.0k | 168.00 | |
| Halliburton Company (HAL) | 0.7 | $634k | 13k | 50.72 | |
| Cummins (CMI) | 0.6 | $564k | 4.0k | 141.00 | |
| Sequenom Inc. note 5.000 10/0 | 0.6 | $566k | 650k | 0.87 | |
| Precision Castparts | 0.6 | $539k | 2.0k | 269.50 | |
| National-Oilwell Var | 0.5 | $477k | 6.0k | 79.50 | |
| Pain Therapeutics | 0.5 | $451k | 93k | 4.87 | |
| Manitowoc Company | 0.4 | $408k | 18k | 23.31 | |
| General Motors Company (GM) | 0.4 | $409k | 10k | 40.90 | |
| Flowserve Corporation (FLS) | 0.4 | $394k | 5.0k | 78.80 | |
| KBR (KBR) | 0.4 | $392k | 12k | 31.87 | |
| Steel Dynamics (STLD) | 0.4 | $342k | 18k | 19.54 | |
| OSI Systems (OSIS) | 0.3 | $319k | 6.0k | 53.17 | |
| American Airls (AAL) | 0.3 | $253k | 10k | 25.30 | |
| Turquoise Hill Res Ltd right 01/07/2014 | 0.3 | $250k | 260k | 0.96 | |
| CF Industries Holdings (CF) | 0.2 | $233k | 1.0k | 233.00 | |
| Bank of America Corporation (BAC) | 0.2 | $156k | 10k | 15.60 | |
| Biomarin Pharmaceutical Inc note 1.875% 4/2 | 0.0 | $40k | 1.0M | 0.04 | |
| Alliant Techsystems Inc note 3.000% 8/1 | 0.0 | $30k | 3.0M | 0.01 | |
| Caci Intl Inc note 2.125% 5/0 | 0.0 | $0 | 1.5M | 0.00 |
