Cheyne Capital Management as of March 31, 2014
Portfolio Holdings for Cheyne Capital Management
Cheyne Capital Management holds 59 positions in its portfolio as reported in the March 2014 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| ArthroCare Corporation | 11.9 | $12M | 257k | 48.19 | |
| Accelrys | 8.5 | $8.8M | 709k | 12.46 | |
| Beam | 8.0 | $8.3M | 100k | 83.30 | |
| AMCOL International Corporation | 6.5 | $6.7M | 147k | 45.78 | |
| American Rlty Cap Pptys Inc note 3.750%12/1 | 6.3 | $6.5M | 6.0M | 1.09 | |
| Nu Skin Enterprises (NUS) | 4.0 | $4.2M | 51k | 82.84 | |
| Allegheny Technologies Inc note 4.250% 6/0 | 3.9 | $4.1M | 4.0M | 1.02 | |
| Kinder Morgan (KMI) | 3.9 | $4.1M | 125k | 32.49 | |
| Market Vectors Junior Gold Min | 3.1 | $3.3M | 90k | 36.22 | |
| Ocwen Financial Corporation | 3.0 | $3.1M | 80k | 39.18 | |
| SouFun Holdings | 3.0 | $3.1M | 46k | 68.42 | |
| Hmh Holdings | 2.7 | $2.8M | 139k | 20.33 | |
| iShares MSCI Emerging Markets Indx (EEM) | 2.6 | $2.7M | 66k | 41.01 | |
| Delta Air Lines (DAL) | 2.0 | $2.0M | 59k | 34.66 | |
| Comtech Telecommunications Cor conv | 2.0 | $2.0M | 2.0M | 1.02 | |
| Take-two Interactive Sof note | 1.9 | $2.0M | 1.5M | 1.32 | |
| Macy's (M) | 1.6 | $1.7M | 28k | 59.29 | |
| Cameron International Corporation | 1.6 | $1.6M | 26k | 61.76 | |
| Infinity Pharmaceuticals (INFIQ) | 1.4 | $1.4M | 120k | 11.89 | |
| Citigroup (C) | 1.2 | $1.3M | 27k | 47.61 | |
| National-Oilwell Var | 1.1 | $1.2M | 15k | 77.87 | |
| JPMorgan Chase & Co. (JPM) | 1.1 | $1.2M | 19k | 60.68 | |
| Autoliv (ALV) | 1.0 | $1.1M | 11k | 99.35 | |
| Oshkosh Corporation (OSK) | 1.0 | $1.1M | 19k | 58.87 | |
| Halliburton Company (HAL) | 1.0 | $1.0M | 18k | 58.91 | |
| Darling International (DAR) | 1.0 | $1.0M | 50k | 20.02 | |
| KBR (KBR) | 0.9 | $934k | 35k | 26.69 | |
| Rockwood Holdings | 0.9 | $930k | 13k | 74.40 | |
| Archer Daniels Midland Company (ADM) | 0.8 | $868k | 20k | 43.40 | |
| Dresser-Rand | 0.8 | $870k | 15k | 58.39 | |
| AGCO Corporation (AGCO) | 0.8 | $827k | 15k | 55.13 | |
| Barrick Gold Corp (GOLD) | 0.7 | $713k | 40k | 17.82 | |
| Market Vectors Vietnam ETF. | 0.6 | $672k | 31k | 21.68 | |
| Mosaic (MOS) | 0.6 | $625k | 13k | 50.00 | |
| Sequenom Inc. note 5.000 10/0 | 0.6 | $585k | 650k | 0.90 | |
| Trinity Industries (TRN) | 0.6 | $577k | 8.0k | 72.12 | |
| Pain Therapeutics | 0.6 | $575k | 105k | 5.50 | |
| Cummins (CMI) | 0.5 | $521k | 3.5k | 148.86 | |
| Furiex Pharmaceuticals | 0.5 | $522k | 6.0k | 87.00 | |
| General Motors Company (GM) | 0.5 | $516k | 15k | 34.40 | |
| Brookdale Senior Living (BKD) | 0.5 | $503k | 15k | 33.53 | |
| Morgan Stanley (MS) | 0.5 | $486k | 16k | 31.15 | |
| Green Plains Renewable Energy (GPRE) | 0.4 | $449k | 15k | 29.93 | |
| Joy Global | 0.4 | $435k | 7.5k | 58.00 | |
| Sunpower (SPWRQ) | 0.4 | $403k | 13k | 32.24 | |
| Apple (AAPL) | 0.4 | $376k | 100.00 | 3760.00 | |
| Alliant Techsystems | 0.3 | $355k | 2.5k | 142.00 | |
| Solazyme | 0.3 | $355k | 31k | 11.61 | |
| Monsanto Company | 0.3 | $341k | 3.0k | 113.67 | |
| 0.3 | $323k | 290.00 | 1113.79 | ||
| Kinder Morgan Inc/delaware Wts | 0.3 | $326k | 185k | 1.76 | |
| Anadarko Petroleum Corporation | 0.2 | $254k | 3.0k | 84.67 | |
| Tesoro Corporation | 0.2 | $253k | 5.0k | 50.60 | |
| Mgm Mirage conv | 0.2 | $250k | 5.0M | 0.05 | |
| Marathon Petroleum Corp (MPC) | 0.2 | $218k | 2.5k | 87.20 | |
| Biomarin Pharmaceutical Inc note 1.875% 4/2 | 0.2 | $190k | 1.0M | 0.19 | |
| Bank of America Corporation (BAC) | 0.2 | $172k | 10k | 17.20 | |
| Lifepoint Hospitals Inc note 3.500% 5/1 | 0.1 | $100k | 5.0M | 0.02 | |
| Vector Group Ltd frnt 1/1 | 0.0 | $0 | 3.0M | 0.00 |
