Cheyne Capital Management

Cheyne Capital Management as of Dec. 31, 2015

Portfolio Holdings for Cheyne Capital Management

Cheyne Capital Management holds 33 positions in its portfolio as reported in the December 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Atmel Corporation 17.4 $32M 3.7M 8.62
Cablevision Systems Corporation 16.4 $30M 948k 31.89
Precision Castparts 15.7 $29M 125k 232.07
Livanova Plc Ord (LIVN) 14.6 $27M 455k 59.37
EMC Corporation 13.3 $25M 959k 25.67
Bhp Billiton 4.8 $8.9M 395k 22.65
Dyax Corp 3.4 $6.3M 168k 37.63
Linkedin Corp note 0.500% 11/0 1.7 $3.2M 3.0M 1.06
Kinder Morgan (KMI) 1.5 $2.8M 185k 14.91
Citrix Systems Inc conv 1.2 $2.2M 2.0M 1.10
Emergent Biosolutions Inc conv 0.9 $1.7M 1.3M 1.38
Interdigital Inc 2.5% conv 0.8 $1.5M 1.5M 1.01
RadNet (RDNT) 0.8 $1.4M 233k 6.19
Whiting Petroleum Corporation 0.7 $1.2M 131k 9.44
Workday Inc conv 0.6 $1.2M 1.0M 1.15
Nxp Semiconductors N V dbcv 1.000% 12/0 0.6 $1.1M 1.0M 1.10
Walt Disney Company (DIS) 0.6 $1.1M 10k 105.10
Vipshop Holdings Ltd - Ads bond 0.6 $1.1M 1.0M 1.06
Ptc (PTC) 0.6 $1.0M 30k 34.67
Integrated Device Technology note 0.875% 11/1 0.6 $1.0M 1.0M 1.04
Synchronoss Technologies conv 0.6 $1.0M 1.0M 1.01
Qihoo 360 Technology Co Ltd Note 1.750% 8/1 0.5 $970k 1.0M 0.97
Infinity Pharmaceuticals (INFIQ) 0.4 $778k 99k 7.86
Orexigen Therapeutics 0.4 $711k 413k 1.72
Wmi Holdings 0.3 $568k 220k 2.58
Adamas Pharmaceuticals 0.2 $418k 15k 28.31
Kinross Gold Corp (KGC) 0.2 $389k 215k 1.81
Barrick Gold Corp (GOLD) 0.2 $369k 50k 7.38
Vanda Pharmaceuticals (VNDA) 0.2 $363k 39k 9.31
Orexigen Therapeutics Inc. 144a 2 3/4% Due 12/1/2020 Jd1 note 2.750%12/0 0.2 $300k 500k 0.60
Alimera Sciences 0.1 $177k 73k 2.42
Kinder Morgan Inc/delaware Wts 0.0 $20k 285k 0.07
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.0 $0 500k 0.00