Cheyne Capital Management as of Sept. 30, 2014
Portfolio Holdings for Cheyne Capital Management
Cheyne Capital Management holds 48 positions in its portfolio as reported in the September 2014 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Shire | 11.3 | $32M | 122k | 259.08 | |
| Dresser-Rand | 11.2 | $31M | 380k | 82.22 | |
| Sigma-Aldrich Corporation | 11.1 | $31M | 228k | 136.03 | |
| Foster Wheeler Ltd Com Stk | 10.6 | $30M | 939k | 31.63 | |
| Directv | 10.0 | $28M | 323k | 86.53 | |
| Time Warner Cable | 9.8 | $27M | 191k | 143.49 | |
| Banco Santander (BSBR) | 8.4 | $24M | 3.6M | 6.55 | |
| Ally Financial (ALLY) | 3.3 | $9.3M | 403k | 23.12 | |
| Metropcs Communications (TMUS) | 3.2 | $9.0M | 312k | 28.87 | |
| Priceline Grp Inc note 0.350% 6/1 | 1.6 | $4.5M | 4.0M | 1.12 | |
| Infinity Pharmaceuticals (INFIQ) | 1.6 | $4.4M | 327k | 13.43 | |
| Tyson Foods Inc cnv p | 1.4 | $4.0M | 80k | 50.32 | |
| Tesla Motors Inc bond | 1.4 | $3.8M | 4.0M | 0.95 | |
| Cubist Pharmaceuticals conv | 1.2 | $3.4M | 3.0M | 1.12 | |
| Orexigen Therapeutics | 1.1 | $3.0M | 694k | 4.26 | |
| Nektar Therapeutics (NKTR) | 1.0 | $2.8M | 230k | 12.07 | |
| Hmh Holdings | 1.0 | $2.7M | 139k | 19.44 | |
| Intercept Pharmaceuticals In | 0.8 | $2.3M | 9.9k | 236.63 | |
| Momenta Pharmaceuticals | 0.7 | $2.0M | 172k | 11.34 | |
| Ophthotech | 0.7 | $1.9M | 50k | 38.95 | |
| Synchronoss Technologies conv | 0.7 | $1.9M | 1.8M | 1.11 | |
| Take-two Interactive Softwar note 1.000% 7/0 | 0.7 | $1.9M | 1.5M | 1.24 | |
| Cobalt Intl Energy Inc note | 0.6 | $1.7M | 2.0M | 0.83 | |
| Apple (AAPL) | 0.6 | $1.6M | 700.00 | 2315.71 | |
| Citigroup (C) | 0.5 | $1.4M | 27k | 51.83 | |
| Solazyme Inc bond | 0.5 | $1.4M | 1.5M | 0.91 | |
| Tim Hortons Inc Com Stk | 0.5 | $1.3M | 17k | 78.72 | |
| Hyperion Therapeutics | 0.5 | $1.3M | 52k | 25.21 | |
| Criteo Sa Ads (CRTO) | 0.4 | $1.2M | 37k | 33.59 | |
| JPMorgan Chase & Co. (JPM) | 0.4 | $1.1M | 19k | 60.26 | |
| Insulet Corp note 2.000% 6/1 | 0.4 | $1.1M | 1.0M | 1.07 | |
| Acorda Therap note 1.75% 6/15 | 0.4 | $1.0M | 1.0M | 1.04 | |
| Fxcm Inc. conv | 0.4 | $1.1M | 1.0M | 1.05 | |
| Alibaba Group Holding (BABA) | 0.4 | $997k | 11k | 88.67 | |
| Kinder Morgan Inc/delaware Wts | 0.2 | $673k | 185k | 3.64 | |
| Northstar Rlty Fin | 0.2 | $619k | 35k | 17.69 | |
| Barrick Gold Corp (GOLD) | 0.2 | $587k | 40k | 14.68 | |
| Morgan Stanley (MS) | 0.2 | $539k | 16k | 34.55 | |
| Schlumberger (SLB) | 0.2 | $509k | 5.0k | 101.80 | |
| Brookdale Senior Living (BKD) | 0.2 | $483k | 15k | 32.20 | |
| Altisource Asset Management | 0.2 | $480k | 700.00 | 685.71 | |
| Autoliv (ALV) | 0.1 | $394k | 4.2k | 93.01 | |
| Delta Air Lines (DAL) | 0.1 | $361k | 10k | 36.10 | |
| Aurinia Pharmaceuticals (AUPH) | 0.1 | $347k | 107k | 3.25 | |
| Pain Therapeutics | 0.1 | $245k | 63k | 3.92 | |
| Eagle Materials (EXP) | 0.1 | $204k | 2.0k | 102.00 | |
| Bank of America Corporation (BAC) | 0.1 | $171k | 10k | 17.10 | |
| JetBlue Airways Corporation (JBLU) | 0.1 | $159k | 15k | 10.60 |
