Cheyne Capital Management as of June 30, 2014
Portfolio Holdings for Cheyne Capital Management
Cheyne Capital Management holds 52 positions in its portfolio as reported in the June 2014 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Apple (AAPL) | 26.6 | $30M | 19k | 1627.14 | |
| Banco Santander (BSBR) | 12.1 | $14M | 2.0M | 6.92 | |
| Ally Financial (ALLY) | 8.5 | $9.6M | 403k | 23.90 | |
| Oi Sa-adr sp | 6.2 | $7.1M | 8.3M | 0.86 | |
| American Rlty Cap Pptys Inc note 3.750%12/1 | 3.6 | $4.2M | 4.0M | 1.04 | |
| Chesapeake Energy Corp note 2.750%11/1 | 3.3 | $3.7M | 3.5M | 1.06 | |
| Oi Sa-adr sp | 2.7 | $3.1M | 3.1M | 0.97 | |
| Hmh Holdings | 2.3 | $2.7M | 139k | 19.16 | |
| Delta Air Lines (DAL) | 2.2 | $2.5M | 66k | 38.72 | |
| Tesla Motors Inc bond | 2.1 | $2.5M | 2.5M | 0.98 | |
| Psec Us conv | 1.9 | $2.1M | 2.0M | 1.06 | |
| Spirit Realty Capital Inc convertible cor | 1.8 | $2.0M | 2.0M | 1.00 | |
| Take-two Interactive Sof note | 1.7 | $2.0M | 1.5M | 1.31 | |
| Towers Watson & Co | 1.6 | $1.9M | 18k | 104.28 | |
| Solazyme Inc bond | 1.5 | $1.7M | 1.5M | 1.13 | |
| Macy's (M) | 1.4 | $1.6M | 27k | 58.01 | |
| Infinity Pharmaceuticals (INFIQ) | 1.3 | $1.5M | 120k | 12.73 | |
| Citigroup (C) | 1.1 | $1.3M | 27k | 47.09 | |
| Vipshop Holdings Ltd - Ads bond | 1.0 | $1.2M | 1.0M | 1.18 | |
| Insulet Corp note 2.000% 6/1 | 1.0 | $1.1M | 1.0M | 1.11 | |
| JPMorgan Chase & Co. (JPM) | 1.0 | $1.1M | 19k | 57.58 | |
| Terex Corporation (TEX) | 0.9 | $1.0M | 25k | 41.12 | |
| iShares Dow Jones US Home Const. (ITB) | 0.9 | $993k | 40k | 24.82 | |
| Eagle Materials (EXP) | 0.8 | $943k | 10k | 94.30 | |
| Fluidigm Corporation convertible cor | 0.8 | $950k | 1.0M | 0.95 | |
| Fluor Corporation (FLR) | 0.8 | $861k | 11k | 76.88 | |
| Oshkosh Corporation (OSK) | 0.7 | $839k | 15k | 55.56 | |
| Cal Dive Intl Inc Del note 5.000% 7/1 | 0.7 | $840k | 1.0M | 0.84 | |
| Baker Hughes Incorporated | 0.7 | $745k | 10k | 74.50 | |
| Barrick Gold Corp (GOLD) | 0.6 | $732k | 40k | 18.30 | |
| Altisource Asset Management | 0.6 | $690k | 950.00 | 726.32 | |
| Cameron International Corporation | 0.6 | $677k | 10k | 67.70 | |
| 0.6 | $655k | 1.1k | 584.82 | ||
| KBR (KBR) | 0.5 | $596k | 25k | 23.84 | |
| Dollar General (DG) | 0.5 | $574k | 10k | 57.40 | |
| Flowserve Corporation (FLS) | 0.5 | $558k | 7.5k | 74.40 | |
| American Airls (AAL) | 0.5 | $537k | 13k | 42.96 | |
| Roper Industries (ROP) | 0.5 | $511k | 3.5k | 146.00 | |
| Kinder Morgan Inc/delaware Wts | 0.5 | $514k | 185k | 2.78 | |
| Morgan Stanley (MS) | 0.4 | $504k | 16k | 32.31 | |
| Precision Castparts | 0.4 | $478k | 1.9k | 252.64 | |
| Rockwell Automation (ROK) | 0.4 | $438k | 3.5k | 125.14 | |
| Hertz Global Holdings | 0.4 | $421k | 15k | 28.07 | |
| Brookdale Senior Living (BKD) | 0.4 | $423k | 13k | 33.31 | |
| Autoliv (ALV) | 0.3 | $392k | 3.7k | 107.31 | |
| Masco Corporation (MAS) | 0.3 | $333k | 15k | 22.20 | |
| Sunedison | 0.2 | $233k | 10k | 22.62 | |
| SouFun Holdings | 0.2 | $196k | 20k | 9.80 | |
| Bank of America Corporation (BAC) | 0.1 | $154k | 10k | 15.40 | |
| Pain Therapeutics | 0.1 | $144k | 25k | 5.76 | |
| Medicines Co dbcv 1.375% 6/0 | 0.0 | $50k | 5.0M | 0.01 | |
| Vector Group Ltd frnt 1/1 | 0.0 | $0 | 3.0M | 0.00 |
