13F-HR filed by Cheyne Capital Management (UK) LLP
Cheyne Capital Management (UK) LLP filed this 13F-HR for the quarter ended 2013-06-30, filed 2013-08-14, with 52 holding rows worth $151,476,000.
- Accession
- 0001140361-13-032384
- Filer
- CIK 1390457
- Filed
- 2013-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2013
A holdings report, 52 entries on the cover page, a total value of $151,476,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $151,476,000 with VALUE read as thousands by filing date, 13F file number 028-12483. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| DELL INC | 24702R101 | COM | 1,535,000 | $20,454,000 | thousands by filing date | call |
| POWER-ONE INC | 73930R102 | COMMON STOCK | 1,525,265 | $9,640,000 | thousands by filing date | |
| AMERICAN GREETINGS CORP | 26375105 | CL A | 475,727 | $8,668,000 | thousands by filing date | The CUSIP as filed is malformed. |
| ELAN PLC | 284131208 | ADR | 581,772 | $7,483,000 | thousands by filing date | |
| NETSPEND HOLDINGS INC | 64118V106 | COMMON STOCK | 407,289 | $6,508,000 | thousands by filing date | |
| BELO CORP COM | 80555105 | COM | 428,218 | $5,974,000 | thousands by filing date | The CUSIP as filed is malformed. |
| RUE21 INC | 781295100 | COM | 142,500 | $5,929,000 | thousands by filing date | |
| ENERGY TRANSFER L P LP | 30064K105 | COM | 175,000 | $5,901,000 | thousands by filing date | |
| MCGRAW HILL FINL INC | 580645109 | COM | 109,000 | $5,798,000 | thousands by filing date | |
| ANAREN INC | 32744104 | COM | 247,676 | $5,682,000 | thousands by filing date | The CUSIP as filed is malformed. |
| CHARTER COMMUNICATION - A | 16117M305 | COM | 43,000 | $4,775,000 | thousands by filing date | |
| NUANCE COMMUNICATIONS INC | 67020Y100 | COM | 231,000 | $4,250,000 | thousands by filing date | |
| CHART INDUSTRIES INC | 16115QAC4 | NOTE | 2,900,000 | $4,209,000 | thousands by filing date | principal |
| FISHER COMMUNICATIONS INC | 337756209 | COM | 88,389 | $3,631,000 | thousands by filing date | |
| VARIAN MED SYS INC | 92220P105 | COM | 45,000 | $3,172,000 | thousands by filing date | |
| MERITAGE HOMES CORP | 59001AAR3 | NOTE | 2,500,000 | $2,780,000 | thousands by filing date | principal |
| NVR INC COM | 62944T105 | Stock | 2,661 | $2,718,000 | thousands by filing date | |
| LULULEMON ATHLETICA INC | 550021109 | COM | 39,000 | $2,555,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 53,600 | $2,471,000 | thousands by filing date | |
| XPO LOGISTICS INC | 983793AA8 | NOTE | 2,000,000 | $2,422,000 | thousands by filing date | principal |
| Morgan Stanley | 617446448 | COM | 101,200 | $2,348,000 | thousands by filing date | |
| MGM RESORTS INTL | 55303QAE0 | CORPORATE OBLIG | 2,000,000 | $2,240,000 | thousands by filing date | principal |
| ELECTRONIC ARTS INC | 285512AA7 | NOTE 0.750% 7/1 | 2,000,000 | $2,085,000 | thousands by filing date | principal |
| HARRIS TEETER SUPERMARKETS I | 414585109 | COM | 48,089 | $2,054,000 | thousands by filing date | |
| APPLE INC | 37833100 | COM | 5,000 | $1,983,000 | thousands by filing date | The CUSIP as filed is malformed. |
| JPMorgan Chase & Co | 46625H100 | COM | 38,000 | $1,905,000 | thousands by filing date | |
| NUANCE COMMUNICATIONS INC | 67020YAB6 | DBCV 2.750% 8/1 | 1,500,000 | $1,815,000 | thousands by filing date | principal |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 1,500,000 | $1,665,000 | thousands by filing date | principal |
| Wells Fargo & Company | 949746101 | COM | 40,840 | $1,589,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 87,352 | $1,536,000 | thousands by filing date | |
| 38259p508 | COM | 1,730 | $1,523,000 | thousands by filing date | ||
| DELL INC | 24702R101 | COM | 100,000 | $1,333,000 | thousands by filing date | |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 1,000,000 | $1,287,000 | thousands by filing date | principal |
| INSULET CORP | 45784PAC5 | CNV | 1,000,000 | $1,253,000 | thousands by filing date | principal |
| BARRICK GOLD | 67901108 | COM | 60,000 | $1,218,000 | thousands by filing date | The CUSIP as filed is malformed. |
| PROLOGIS INC 3.250 | 74340XAT8 | NOTE 3.250% 3/1 | 1,000,000 | $1,161,000 | thousands by filing date | principal |
| MONSANTO CO NEW | 61166W101 | COM | 11,340 | $1,158,000 | thousands by filing date | |
| LOUISIANA PAC CORP COM | 546347105 | Stock | 59,700 | $1,155,000 | thousands by filing date | |
| ALLIANT TECHSYSTEMS 3.000/15/24 | 018804AK0 | NOTE | 1,000,000 | $1,152,000 | thousands by filing date | principal |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 1,000,000 | $1,123,000 | thousands by filing date | principal |
| LIFEPOINT HEALTH INC | 53219LAH2 | CORPORATE OBLIG | 1,000,000 | $1,086,000 | thousands by filing date | principal |
| SHIP FINANCE INTERNATIONAL L | G81075AE6 | NOTE 3.250% 2/0 | 1,000,000 | $1,027,000 | thousands by filing date | principal |
| Autoliv Inc | 52800109 | Equities | 12,275 | $883,000 | thousands by filing date | The CUSIP as filed is malformed. |
| FAMILY DLR STORES INC | 307000109 | COM | 10,000 | $591,000 | thousands by filing date | |
| UNITED STATES STL CORP NEW | 912909AH1 | NOTE 2.750% 4/0 | 500,000 | $511,000 | thousands by filing date | principal |
| CVR ENERGY, INC. | 12662P108 | COM | 1,460,338 | $285,000 | thousands by filing date | Value about 1/1,000 of the price other filers imply, kept as filed and left out of ratios. |
| Bank of America | 60505104 | COM | 20,000 | $250,000 | thousands by filing date | The CUSIP as filed is malformed. |
| BIOMARIN PHARMACEUTICAL INC | 09061GAD3 | CNV | 2,000,000 | $74,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AH6 | NOTE | 3,000,000 | $68,000 | thousands by filing date | principal |
| CACI INTL INC | 127190AD8 | NOTE 2.125% 5/0 | 3,000,000 | $51,000 | thousands by filing date | principal |
| HORNBECK OFFSHORE 1.625 | 440543AE6 | FRNT 1.625%11/1 | 3,000,000 | $37,000 | thousands by filing date | principal |
| AGCO CORP 1.250/15/36 | 001084AM4 | NOTE | 2,000,000 | $10,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-13-032384 | this filing | 2013-08-14 | acceptance time not in the bulk data set |