13F-HR filed by Cheyne Capital Management (UK) LLP
Cheyne Capital Management (UK) LLP filed this 13F-HR for the quarter ended 2017-06-30, filed 2017-07-26, with 45 holding rows worth $260,170,000.
- Accession
- 0001140361-17-028694
- Filer
- CIK 1390457
- Filed
- 2017-07-26
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2017
A holdings report, 45 entries on the cover page, a total value of $260,170,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $260,170,000 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 |
|---|---|---|---|---|---|---|
| ALERE INC | 01449J105 | COM | 943,250 | $47,313,000 | thousands by filing date | |
| REYNOLDS AMERICAN INC | 761713106 | COMMON STOCK | 443,178 | $28,822,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 239,417 | $28,346,000 | thousands by filing date | |
| LEVEL 3 COMMUNICATIONS INC | 52729N308 | COM NEW | 452,787 | $26,853,000 | thousands by filing date | |
| BROCADE COMMUNICATIONS SYS I | 111621306 | COM NEW | 2,054,367 | $25,936,000 | thousands by filing date | |
| BHP BILLITON LIMITED SPONSORED ADS | 088606108 | ADR | 406,614 | $12,505,000 | thousands by filing date | |
| ALERE INC | 01449J905 | Cmn | 9,000 | $9,450,000 | thousands by filing date | call |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 2,025,000 | $5,225,000 | thousands by filing date | principal |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 3,125,000 | $5,174,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AX4 | NOTE 0.900% 9/1 | 4,500,000 | $5,166,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 3,300 | $4,326,000 | thousands by filing date | principal |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 1,825,000 | $4,272,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AF6 | NOTE 6/1 | 3,945,000 | $4,013,000 | thousands by filing date | principal |
| OLD REP INTL CORP | 680223AH7 | NOTE 3.750% 3/1 | 2,960,000 | $3,767,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAB8 | NOTE 3.750% 5/1 | 3,600,000 | $3,582,000 | thousands by filing date | principal |
| Apollo Global Management | 037612306 | COM | 114,800 | $3,042,000 | thousands by filing date | |
| RED HAT INC | 756577AD4 | NOTE 0.250%10/0 | 2,120,000 | $2,945,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 1,100,000 | $2,800,000 | thousands by filing date | principal |
| JAZZ INVESTMENTS I LTD | 472145AB7 | NOTE 1.875% 8/1 | 2,500,000 | $2,752,000 | thousands by filing date | principal |
| RADNET INC | 750491102 | COM | 350,000 | $2,704,000 | thousands by filing date | |
| TRINITY INDS INC | 896522AF6 | NOTE 3.875% 6/0 | 2,050,000 | $2,590,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AG6 | FRNT 2.000%12/1 | 2,000,000 | $2,526,000 | thousands by filing date | principal |
| SCOTTS MIRACLE-GRO CO | 810186106 | CL A | 28,000 | $2,504,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AY9 | NOTE 3.000%11/1 | 2,200,000 | $2,484,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAG6 | DBCV 2/1 | 2,500,000 | $2,451,000 | thousands by filing date | principal |
| CARDTRONICS INC | 14161HAG3 | NOTE 1.000%12/0 | 2,200,000 | $2,107,000 | thousands by filing date | principal |
| ADAMAS PHARMACEUTICALS INC | 00548A106 | COM | 108,837 | $1,902,000 | thousands by filing date | |
| CITRIX SYS INC | 177376AD2 | NOTE 0.500% 4/1 | 1,300,000 | $1,563,000 | thousands by filing date | principal |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 1,500,000 | $1,486,000 | thousands by filing date | principal |
| Janus Capital | 47102XAH8 | CONV | 1,000,000 | $1,468,000 | thousands by filing date | principal |
| CRITEO S A SPONS ADS | 226718104 | ADR | 26,700 | $1,310,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855RAD2 | DBCV 1.625% 8/1 | 1,000,000 | $1,281,000 | thousands by filing date | principal |
| VANDA PHARMACEUTICALS INC | 921659108 | COM | 74,000 | $1,204,000 | thousands by filing date | |
| RPM INTL INC | 749685AT0 | NOTE 2.250%12/1 | 990,000 | $1,177,000 | thousands by filing date | principal |
| DYCOM INDS INC | 267475AB7 | NOTE 0.750% 9/1 | 1,000,000 | $1,163,000 | thousands by filing date | principal |
| SFLY 0.25 5/18 | 82568PAB2 | Bond 30/360P2 U | 1,000,000 | $1,000,000 | thousands by filing date | principal |
| SYNERGY PHARMACEUTICALS DEL | 871639308 | COM NEW | 140,000 | $622,000 | thousands by filing date | |
| NASDAQ INC COM | 631103108 | Stock | 5,810 | $415,000 | thousands by filing date | |
| BARRICK GOLD CORP | 067901108 | COM | 25,000 | $398,000 | thousands by filing date | |
| INCYTE CORP COM | 45337C102 | Stock | 2,287 | $288,000 | thousands by filing date | |
| CELGENE CORP | 151020104 | COM | 2,188 | $284,000 | thousands by filing date | |
| WMI HOLDINGS CORP | 92936P100 | COMMON | 220,000 | $270,000 | thousands by filing date | |
| IONIS PHARMACEUTICALS INC COM | 462222100 | Stock | 4,891 | $249,000 | thousands by filing date | |
| CARMAX INC | 143130952 | COM | 225 | $224,000 | thousands by filing date | put |
| TIME WARNER INC | 887317303 | COM NEW | 2,104 | $211,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-17-028694 | this filing | 2017-07-26 | acceptance time not in the bulk data set |