13F-HR filed by Cheyne Capital Management (UK) LLP
Cheyne Capital Management (UK) LLP filed this 13F-HR for the quarter ended 2014-06-30, filed 2014-08-12, with 53 holding rows worth $86,404,000.
- Accession
- 0001140361-14-031841
- Filer
- CIK 1390457
- Filed
- 2014-08-12
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2014
A holdings report, 53 entries on the cover page, a total value of $86,404,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $86,404,000 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 |
|---|---|---|---|---|---|---|
| BANCO SANTANDER BRASIL S.A. AD | 05967A107 | ADS REP 1 UNIT | 2,000,000 | $13,840,000 | thousands by filing date | |
| ALLY FINL INC COM | 02005N100 | Stock | 403,171 | $9,636,000 | thousands by filing date | |
| OI S.A. | 670851203 | SPN ADR REP PFD | 8,282,701 | $7,107,000 | thousands by filing date | |
| AMERICAN RLTY CAP PPTYS INC | 02917TAB0 | NOTE 3.750%12/1 | 4,000,000 | $4,169,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167BW6 | NOTE 2.750%11/1 | 3,500,000 | $3,697,000 | thousands by filing date | principal |
| OI S.A. | 670851104 | SPONSORED ADR | 3,149,584 | $3,046,000 | thousands by filing date | |
| HOUGHTON MIFFLIN HARCOURT CO | 44157R109 | COM | 139,231 | $2,667,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 65,650 | $2,542,000 | thousands by filing date | |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 2,500,000 | $2,439,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION 5.75 03/15/2018 | 74348TAL6 | Convertible | 2,000,000 | $2,129,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 2,000,000 | $2,004,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AC3 | NOTE 1.750%12/0 | 1,500,000 | $1,961,000 | thousands by filing date | principal |
| TOWERS WATSON & CO | 891894107 | CL A | 18,000 | $1,877,000 | thousands by filing date | |
| TVIA 5 10/1/19 | 83415TAC5 | Bond 30/360P2 U | 1,500,000 | $1,695,000 | thousands by filing date | principal |
| Apple Inc | 037833100 | COM | 17,955 | $1,669,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 27,290 | $1,583,000 | thousands by filing date | |
| INFINITY PHARMACEUTICALS INC | 45665G303 | COM | 120,000 | $1,528,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 26,800 | $1,262,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 1,000,000 | $1,177,000 | thousands by filing date | principal |
| Apple Inc | 037833100 | COM | 700 | $1,139,000 | thousands by filing date | call |
| INSULET CORP | 45784PAD3 | NOTE 2.000% 6/1 | 1,000,000 | $1,108,000 | thousands by filing date | principal |
| JPMorgan Chase & Co | 46625H100 | COM | 19,000 | $1,094,000 | thousands by filing date | |
| TEREX CORP NEW COM | 880779103 | Stock | 25,000 | $1,028,000 | thousands by filing date | |
| ISHARES TR | 464288752 | US HOME CONS ETF | 40,000 | $993,000 | thousands by filing date | |
| STANDARD BIOTOOLS INC | 34385PAA6 | NOTE 2.750% 2/0 | 1,000,000 | $952,000 | thousands by filing date | principal |
| EAGLE MATLS INC COM | 26969P108 | Stock | 10,000 | $943,000 | thousands by filing date | |
| FLUOR CORP | 343412102 | COM | 11,200 | $861,000 | thousands by filing date | |
| Cal Dive International | 12802TAB7 | CONV BOND | 1,000,000 | $845,000 | thousands by filing date | principal |
| OSHKOSH CORP COM | 688239201 | Stock | 15,100 | $839,000 | thousands by filing date | |
| BAKER HUGHES INC | 057224107 | COM | 10,000 | $745,000 | thousands by filing date | |
| BARRICK GOLD CORP | 067901108 | COM | 40,000 | $732,000 | thousands by filing date | |
| ALTISOURCE ASSET MGMT CORP | 02153X108 | COM | 950 | $690,000 | thousands by filing date | |
| CAMERON INTERNATIONAL CORP | 13342B105 | COM | 10,000 | $677,000 | thousands by filing date | |
| 38259p508 | COM | 1,120 | $655,000 | thousands by filing date | ||
| KBR INC COM | 48242W106 | Stock | 25,000 | $596,000 | thousands by filing date | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 10,000 | $574,000 | thousands by filing date | |
| FLOWSERVE CORP | 34354P105 | COM | 7,500 | $558,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 12,500 | $537,000 | thousands by filing date | |
| KINDER MORGAN INC DEL | 49456B119 | *W EXP 05/25/201 | 185,000 | $514,000 | thousands by filing date | |
| ROPER TECHNOLOGIES INC COM | 776696106 | Stock | 3,500 | $511,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 15,600 | $504,000 | thousands by filing date | |
| PRECISION CASTPARTS CORP | 740189105 | COM | 1,892 | $478,000 | thousands by filing date | |
| ROCKWELL AUTOMATION INC COM | 773903109 | Stock | 3,500 | $438,000 | thousands by filing date | |
| BROOKDALE SR LIVING INC | 112463104 | COM | 12,700 | $423,000 | thousands by filing date | |
| HERTZ GLOBAL HLDGS INC N | 42805T105 | COM | 15,000 | $421,000 | thousands by filing date | |
| AUTOLIV INC | 052800109 | COM | 3,653 | $392,000 | thousands by filing date | |
| MASCO CORP | 574599106 | COM | 15,000 | $333,000 | thousands by filing date | |
| SUNEDISON INC | 86732Y109 | COM | 10,300 | $233,000 | thousands by filing date | |
| SOUFUN HOLDINGS LTD | 836034108 | COMMON STOCK-FO | 20,000 | $196,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 10,000 | $154,000 | thousands by filing date | |
| PAIN THERAPEUTICS INC | 69562K100 | COM | 25,000 | $144,000 | thousands by filing date | |
| MDCO 1.375 6/17 | 584688AC9 | Bond 30/360P2 U | 5,000,000 | $59,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MAY4 | CORPORATE OBLIG | 3,000,000 | $10,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-14-031841 | this filing | 2014-08-12 | acceptance time not in the bulk data set |