Cheyne Capital Management

Cheyne Capital Management as of Dec. 31, 2010

Portfolio Holdings for Cheyne Capital Management

Cheyne Capital Management holds 54 positions in its portfolio as reported in the December 2010 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Promotora De Informaciones S adr cl b conv 15.2 $16M 1.6M 9.50
Genzyme Corporation 13.0 $13M 186k 71.19
Dollar Thrifty Automotive 7.3 $7.4M 157k 47.27
Airgas 7.2 $7.4M 119k 62.48
Baldor Electric Company 6.2 $6.3M 100k 63.09
McAfee 6.1 $6.2M 134k 46.36
Martek Biosciences 4.9 $5.0M 160k 31.30
General Motors Company (GM) 4.3 $4.4M 120k 36.84
Elan Corporation 3.4 $3.4M 600k 5.73
Union Pacific Corporation (UNP) 2.3 $2.3M 25k 92.68
Morgan Stanley (MS) 2.3 $2.3M 85k 27.21
Alberto-Culver Company 2.1 $2.1M 57k 37.05
Deere & Company (DE) 1.8 $1.9M 23k 83.07
Washington Federal (WAFD) 1.5 $1.5M 90k 16.92
Gap (GPS) 1.3 $1.3M 60k 22.13
CSX Corporation (CSX) 1.3 $1.3M 20k 64.60
Peabody Energy Corporation 1.2 $1.3M 20k 64.00
Flowserve Corporation (FLS) 1.2 $1.2M 10k 119.20
Stillwater Mining Company 1.1 $1.1M 50k 21.36
JPMorgan Chase & Co. (JPM) 1.0 $1.1M 25k 42.44
China Med Technologies Inc note 6.250%12/1 1.0 $1.0M 1.0M 1.04
National-Oilwell Var 1.0 $1.0M 15k 67.27
Cliffs Natural Resources 0.8 $780k 10k 78.00
Cameron International Corporation 0.7 $761k 15k 50.73
Comerica Incorporated (CMA) 0.7 $739k 18k 42.23
LPL Investment Holdings 0.7 $713k 20k 36.38
Dover Corporation (DOV) 0.6 $585k 10k 58.50
BlackRock (BLK) 0.6 $572k 3.0k 190.67
General Mtrs Co jr pfd cnv srb 0.5 $541k 10k 54.10
Illinois Tool Works (ITW) 0.5 $534k 10k 53.40
Hologic Inc frnt 2.000%12/1 0.5 $470k 500k 0.94
Cadence Design Sys Inc 1.5 12- convert 0.5 $465k 500k 0.93
Sba Communications Corp note 4.000%10/0 0.4 $447k 300k 1.49
Agrium 0.4 $450k 4.9k 91.84
Paccar (PCAR) 0.4 $431k 7.5k 57.47
Terra Nova Royalty 0.4 $430k 55k 7.82
Archer Daniels Midland Co note 0.875% 2/1 0.4 $408k 400k 1.02
Equinix Inc note 3.000%10/1 0.4 $400k 400k 1.00
Prologis debt 0.4 $400k 400k 1.00
Arvinmeritor Inc frnt 4.625% 3/0 0.4 $381k 300k 1.27
Goldcorp Inc New note 2.000% 8/0 0.4 $366k 300k 1.22
Microchip Technology Inc sdcv 2.125%12/1 0.4 $369k 300k 1.23
Stillwater Mng Co note 1.875% 3/1 0.3 $354k 300k 1.18
Broadridge Financial Solutions (BR) 0.3 $329k 15k 21.93
Linear Technology Corp note 3.000% 5/0 0.3 $321k 300k 1.07
Lifepoint Hospitals Inc note 3.500% 5/1 0.3 $303k 300k 1.01
Ual Corp note 4.500% 6/3 0.3 $309k 300k 1.03
Rti Intl Metals Inc note 3.000%12/0 0.3 $309k 300k 1.03
E M C Corp Mass note 1.750%12/0 0.3 $300k 200k 1.50
Isis Pharmaceuticals Inc Del note 2.625% 2/1 0.3 $297k 300k 0.99
Caci Intl Inc note 2.125% 5/0 0.3 $285k 250k 1.14
Amylin Pharmaceuticals Inc note 3.000% 6/1 0.3 $261k 300k 0.87
Chemtura Corporation 0.2 $240k 15k 16.00
Volcano Corporation note 2.875% 9/0 0.2 $232k 200k 1.16