Cheyne Capital Management as of March 31, 2015
Portfolio Holdings for Cheyne Capital Management
Cheyne Capital Management holds 64 positions in its portfolio as reported in the March 2015 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Directv | 9.5 | $39M | 462k | 85.11 | |
| TRW Automotive Holdings | 9.3 | $39M | 368k | 104.87 | |
| Hospira | 9.2 | $38M | 432k | 87.82 | |
| Pharmacyclics | 8.4 | $35M | 136k | 255.99 | |
| Dresser-Rand | 7.5 | $31M | 387k | 80.35 | |
| Riverbed Technology | 7.3 | $30M | 1.5M | 20.90 | |
| Life Time Fitness | 6.7 | $28M | 393k | 70.96 | |
| Sigma-Aldrich Corporation | 6.6 | $28M | 199k | 138.26 | |
| Time Warner Cable | 6.4 | $27M | 177k | 149.95 | |
| Intercept Pharmaceuticals In | 3.3 | $14M | 49k | 281.95 | |
| Orexigen Therapeutics | 2.8 | $12M | 1.5M | 7.82 | |
| Cyberonics | 1.8 | $7.4M | 115k | 64.93 | |
| Infinity Pharmaceuticals (INFIQ) | 1.6 | $6.8M | 483k | 13.98 | |
| Nektar Therapeutics (NKTR) | 1.6 | $6.5M | 589k | 11.00 | |
| Ophthotech | 1.4 | $5.8M | 124k | 46.53 | |
| Momenta Pharmaceuticals | 1.3 | $5.2M | 344k | 15.20 | |
| Yahoo Inc note 12/0 | 1.0 | $4.3M | 4.0M | 1.08 | |
| Ally Financial (ALLY) | 1.0 | $4.3M | 203k | 20.97 | |
| Salesforce.com Inc conv | 0.9 | $3.6M | 3.0M | 1.20 | |
| Nvidia Corp note 1.000 12/0 | 0.8 | $3.5M | 3.0M | 1.18 | |
| Sandisk Corp conv | 0.8 | $3.5M | 3.5M | 1.00 | |
| Cepheid conv | 0.5 | $2.2M | 2.0M | 1.11 | |
| Ctrip.com Inter Ltd. conv | 0.5 | $2.1M | 2.0M | 1.04 | |
| Acorda Therap note 1.75% 6/15 | 0.5 | $2.0M | 2.0M | 1.02 | |
| Synchronoss Technologies conv | 0.5 | $2.0M | 1.8M | 1.16 | |
| Medicines Company | 0.5 | $2.0M | 70k | 28.01 | |
| Northstar Rlty Fin | 0.5 | $1.9M | 103k | 18.11 | |
| Cheniere Energy Inc note 4.250% 3/1 | 0.4 | $1.7M | 2.0M | 0.83 | |
| Union Pacific Corporation (UNP) | 0.4 | $1.6M | 15k | 108.27 | |
| Honeywell International (HON) | 0.4 | $1.6M | 15k | 104.27 | |
| Martin Marietta Materials (MLM) | 0.4 | $1.5M | 11k | 139.73 | |
| Air Products & Chemicals (APD) | 0.4 | $1.5M | 10k | 151.30 | |
| Alimera Sciences | 0.4 | $1.5M | 302k | 5.00 | |
| Emergent Biosolutions Inc conv | 0.3 | $1.5M | 1.3M | 1.16 | |
| Criteo Sa Ads (CRTO) | 0.3 | $1.4M | 35k | 39.52 | |
| Micron Technology (MU) | 0.3 | $1.4M | 50k | 27.12 | |
| Energy Transfer Equity (ET) | 0.3 | $1.4M | 22k | 63.38 | |
| Greenbrier Companies (GBX) | 0.3 | $1.3M | 23k | 57.96 | |
| United Technologies Corporation | 0.3 | $1.2M | 10k | 117.40 | |
| Cheniere Energy (LNG) | 0.3 | $1.2M | 15k | 77.47 | |
| Delta Air Lines (DAL) | 0.2 | $1.0M | 23k | 44.93 | |
| Insulet Corp note 2.000% 6/1 | 0.2 | $1.0M | 1.0M | 1.01 | |
| Industries N shs - a - (LYB) | 0.2 | $878k | 10k | 87.80 | |
| Kinder Morgan Inc/delaware Wts | 0.2 | $759k | 185k | 4.10 | |
| Roper Industries (ROP) | 0.2 | $688k | 4.0k | 172.00 | |
| Helmerich & Payne (HP) | 0.2 | $681k | 10k | 68.10 | |
| Babson Cap Glb Sht Durhgh Yl | 0.2 | $671k | 1.1M | 0.61 | |
| Northstar Asset Management C | 0.2 | $656k | 28k | 23.32 | |
| Hd Supply | 0.1 | $623k | 20k | 31.15 | |
| Brookdale Senior Living (BKD) | 0.1 | $566k | 15k | 37.73 | |
| Barrick Gold Corp (GOLD) | 0.1 | $548k | 50k | 10.96 | |
| Tesoro Corporation | 0.1 | $548k | 6.0k | 91.33 | |
| Mercer International (MERC) | 0.1 | $537k | 35k | 15.34 | |
| Nasdaq Omx (NDAQ) | 0.1 | $512k | 10k | 50.92 | |
| Sunedison | 0.1 | $480k | 20k | 24.00 | |
| Southwest Airlines (LUV) | 0.1 | $447k | 10k | 44.26 | |
| Mosaic (MOS) | 0.1 | $461k | 10k | 46.10 | |
| Inovio Pharmaceuticals | 0.1 | $408k | 50k | 8.16 | |
| Aurinia Pharmaceuticals (AUPH) | 0.1 | $401k | 90k | 4.46 | |
| Mobile TeleSystems OJSC | 0.1 | $376k | 37k | 10.12 | |
| Westlake Chemical Corporation (WLK) | 0.1 | $360k | 5.0k | 72.00 | |
| OncoGenex Pharmaceuticals | 0.1 | $321k | 150k | 2.14 | |
| Hldgs (UAL) | 0.1 | $336k | 5.0k | 67.20 | |
| Summit Matls Inc cl a (SUM) | 0.1 | $219k | 9.9k | 22.18 |
