Cheyne Capital Management

Cheyne Capital Management as of Sept. 30, 2015

Portfolio Holdings for Cheyne Capital Management

Cheyne Capital Management holds 41 positions in its portfolio as reported in the September 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Suno (SUN) 17.0 $36M 369k 98.07
Cytec Industries 16.9 $36M 489k 73.86
Strategic Hotels & Resorts 11.5 $25M 1.8M 13.80
Cablevision Systems Corporation 11.4 $24M 747k 32.45
Precision Castparts 8.2 $18M 77k 229.74
Altera Corporation 7.0 $15M 300k 50.07
Home Properties 6.6 $14M 188k 74.77
Sandisk Corp note 1.500% 8/1 1.8 $3.7M 3.0M 1.24
Clovis Oncology Inc note 2.500% 9/1 1.6 $3.3M 2.0M 1.66
Citrix Systems Inc conv 1.5 $3.2M 3.0M 1.05
Orexigen Therapeutics 1.2 $2.6M 1.2M 2.10
Salesforce.com Inc conv 1.1 $2.4M 2.0M 1.22
Wells Fargo & Company (WFC) 1.0 $2.1M 40k 51.30
Cepheid conv 1.0 $2.0M 2.0M 1.02
Synchronoss Technologies conv 0.9 $2.0M 2.0M 1.01
Nektar Therapeutics (NKTR) 0.9 $1.9M 172k 10.96
Infinity Pharmaceuticals (INFIQ) 0.9 $1.9M 221k 8.44
Acorda Therap note 1.75% 6/15 0.8 $1.8M 2.0M 0.91
Intercept Pharmaceuticals In 0.8 $1.7M 10k 165.71
Ctrip.com Inter Ltd. conv 0.8 $1.6M 1.5M 1.08
RadNet (RDNT) 0.7 $1.6M 280k 5.55
Prologis (PLD) 0.7 $1.5M 39k 38.91
Duke Realty Corporation 0.7 $1.5M 79k 19.06
Emergent Biosolutions Inc conv 0.7 $1.4M 1.3M 1.13
Vanda Pharmaceuticals (VNDA) 0.6 $1.2M 109k 11.27
MasterCard Incorporated (MA) 0.5 $1.1M 12k 90.08
Travelers Companies (TRV) 0.5 $1.1M 11k 99.55
Rti Intl Metals Inc note 1.625%10/1 0.5 $1.1M 1.0M 1.05
Edgewell Pers Care (EPC) 0.4 $816k 10k 81.60
Criteo Sa Ads (CRTO) 0.3 $698k 19k 37.53
Wmi Holdings 0.3 $572k 220k 2.60
Adamas Pharmaceuticals 0.2 $502k 30k 16.73
Inovio Pharmaceuticals 0.2 $404k 70k 5.77
Kinross Gold Corp (KGC) 0.2 $372k 215k 1.73
Orexigen Therapeutics Inc. 144a 2 3/4% Due 12/1/2020 Jd1 note 2.750%12/0 0.2 $345k 500k 0.69
Barrick Gold Corp (GOLD) 0.1 $318k 50k 6.36
Kinder Morgan Inc/delaware Wts 0.1 $259k 285k 0.91
Aurinia Pharmaceuticals (AUPH) 0.1 $257k 90k 2.86
Alimera Sciences 0.1 $161k 73k 2.21
OncoGenex Pharmaceuticals 0.1 $137k 62k 2.21
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.0 $0 4.0M 0.00