Cheyne Capital Management (UK) LLP
Q1 2014 13F-HR Holdings
Net value change ($000)
+11,671
(12.6%)
New positions
29
Sold out positions
24
Turnover %
139.6%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| ARTHROCARE CORP | 12,390 | NEW |
| *ACCELRYS INC | 8,835 | NEW |
| BEAM INC | 8,293 | NEW |
| AMCOL INTERNATIONAL CORP | 6,737 | NEW |
| NUS | 4,225 | NEW |
| KMI | 4,061 | NEW |
| MARKET VECTORS ETF TR JR GOLD MINERS E | 3,260 | NEW |
| SFUNY | 3,113 | NEW |
| Houghton Mifflin Harcourt Co | 2,831 | NEW |
| EEM | 2,710 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| SOLTA MEDICAL INC | -9,002 | -100.0% |
| BROOKFIELD PPTYS CORP | -7,891 | -100.0% |
| MCGRAW HILL COS | -5,005 | -100.0% |
| COSTA INC | -4,574 | -100.0% |
| TOWERS WATSON CL A | -4,211 | -100.0% |
| Old COPPER Company, Inc. | -3,294 | -100.0% |
| SANTARUS INC | -3,196 | -100.0% |
| ULTA | -3,185 | -100.0% |
| CORNERSTONE THERAPEUTICS INC | -2,894 | -100.0% |
| Alphabet Inc. Class C | -2,686 | -89.3% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
376
(0.4% of total reported value)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|