Cheyne Capital Management

Cheyne Capital Management as of June 30, 2015

Portfolio Holdings for Cheyne Capital Management

Cheyne Capital Management holds 82 positions in its portfolio as reported in the June 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Directv 13.7 $42M 457k 92.79
Polypore International 13.3 $41M 686k 59.85
Catamaran 13.3 $41M 671k 61.08
Hospira 13.0 $40M 454k 88.68
Altera Corporation 6.8 $21M 411k 51.19
Orexigen Therapeutics 2.4 $7.3M 1.5M 4.95
Cyberonics 2.3 $7.1M 120k 59.49
Office Depot 2.1 $6.5M 752k 8.66
Intercept Pharmaceuticals In 1.9 $6.0M 25k 241.60
Nektar Therapeutics (NKTR) 1.4 $4.3M 344k 12.51
Momenta Pharmaceuticals 1.4 $4.3M 187k 22.80
Infinity Pharmaceuticals (INFIQ) 1.2 $3.8M 351k 10.96
Ophthotech 1.2 $3.7M 71k 52.03
Metropcs Communications (TMUS) 1.1 $3.5M 90k 38.77
Twitter 0.9 $2.8M 78k 36.23
Coherus Biosciences (CHRS) 0.8 $2.5M 85k 28.91
Salesforce.com Inc conv 0.8 $2.4M 2.0M 1.21
Greenbrier Companies (GBX) 0.8 $2.3M 50k 46.86
Illumina Inc. 0.00% June 15, 2019 ccb 0.8 $2.3M 2.0M 1.17
Cepheid conv 0.7 $2.3M 2.0M 1.15
J.C. Penney Company 0.7 $2.2M 2.5k 875.20
Micron Technology (MU) 0.7 $2.2M 115k 18.84
Cypress Semiconductor Corporation 0.7 $2.1M 175k 11.75
Yahoo Inc note 12/0 0.7 $2.1M 2.0M 1.03
Applied Materials (AMAT) 0.7 $2.0M 105k 19.21
Acorda Therap note 1.75% 6/15 0.7 $2.0M 2.0M 1.01
Air Products & Chemicals (APD) 0.6 $1.8M 14k 136.81
RadNet (RDNT) 0.6 $1.8M 270k 6.70
Martin Marietta Materials (MLM) 0.6 $1.8M 13k 141.52
Nvidia Corp note 1.000 12/0 0.6 $1.7M 1.5M 1.15
Take-Two Interactive Software (TTWO) 0.5 $1.7M 60k 27.57
Emergent Biosolutions Inc conv 0.5 $1.6M 1.3M 1.25
Citrix Systems Inc conv 0.5 $1.6M 1.5M 1.06
Progressive Corporation (PGR) 0.5 $1.6M 56k 27.82
Honeywell International (HON) 0.5 $1.5M 15k 101.93
Zs Pharma 0.5 $1.5M 28k 52.39
Energy Transfer Equity (ET) 0.5 $1.4M 22k 64.19
Fox News 0.4 $1.3M 40k 32.22
Inovio Pharmaceuticals 0.4 $1.3M 160k 8.16
Delta Air Lines (DAL) 0.4 $1.2M 30k 41.07
Cooper Standard Holdings (CPS) 0.4 $1.2M 20k 61.58
Northstar Rlty Fin 0.4 $1.2M 77k 15.93
Lendingclub 0.4 $1.2M 80k 14.75
Ctrip.com Inter Ltd. conv 0.4 $1.1M 1.0M 1.14
Mercer International (MERC) 0.4 $1.1M 82k 13.67
DigitalGlobe 0.4 $1.1M 40k 27.80
Synchronoss Technologies conv 0.4 $1.1M 1.0M 1.12
Dow Chemical Company 0.3 $1.0M 20k 51.15
BE Aerospace 0.3 $823k 15k 54.87
Magna Intl Inc cl a (MGA) 0.3 $841k 15k 56.07
Industries N shs - a - (LYB) 0.2 $776k 7.5k 103.47
Platform Specialty Prods Cor 0.2 $768k 30k 25.60
Union Pacific Corporation (UNP) 0.2 $715k 7.5k 95.33
Infrareit 0.2 $709k 25k 28.36
Crocs (CROX) 0.2 $684k 47k 14.71
PPG Industries (PPG) 0.2 $688k 6.0k 114.67
Rite Aid Corporation 0.2 $668k 80k 8.35
Amer (UHAL) 0.2 $694k 2.1k 327.36
SouFun Holdings 0.2 $673k 80k 8.41
Sunedison 0.2 $676k 23k 29.91
Springleaf Holdings 0.2 $689k 15k 45.93
United Rentals (URI) 0.2 $657k 7.5k 87.60
Mohawk Industries (MHK) 0.2 $573k 3.0k 191.00
United Technologies Corporation 0.2 $555k 5.0k 111.00
Terraform Power 0.2 $570k 15k 38.00
Barrick Gold Corp (GOLD) 0.2 $534k 50k 10.68
Cameron International Corporation 0.2 $524k 10k 52.40
Southwest Airlines (LUV) 0.2 $496k 15k 33.07
Vanda Pharmaceuticals (VNDA) 0.2 $495k 39k 12.69
Kinross Gold Corp (KGC) 0.2 $501k 215k 2.33
Kinder Morgan Inc/delaware Wts 0.2 $496k 185k 2.68
American Airls (AAL) 0.2 $499k 13k 39.92
Orexigen Therapeutics Inc. 144a 2 3/4% Due 12/1/2020 Jd1 note 2.750%12/0 0.1 $470k 500k 0.94
Halliburton Company (HAL) 0.1 $431k 10k 43.10
Synergy Pharmaceuticals 0.1 $414k 50k 8.28
Brookdale Senior Living (BKD) 0.1 $347k 10k 34.70
Alimera Sciences 0.1 $336k 73k 4.60
Himax Technologies (HIMX) 0.1 $321k 40k 8.02
OncoGenex Pharmaceuticals 0.1 $295k 126k 2.34
Hldgs (UAL) 0.1 $265k 5.0k 53.00
Babson Cap Glb Sht Durhgh Yl 0.1 $290k 500k 0.58
Aurinia Pharmaceuticals (AUPH) 0.1 $274k 90k 3.04