Cheyne Capital Management

Cheyne Capital Management as of March 31, 2011

Portfolio Holdings for Cheyne Capital Management

Cheyne Capital Management holds 25 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Genzyme Corporation 45.8 $32M 415k 76.15
Promotora De Informaciones S adr cl b conv 27.3 $19M 1.6M 11.85
EXCO Resources 4.8 $3.3M 161k 20.68
Alberto-Culver Company 3.1 $2.1M 57k 37.26
Elan Corporation 2.8 $1.9M 280k 6.88
General Motors Company (GM) 2.7 $1.9M 60k 31.04
Mechel OAO 1.7 $1.2M 38k 30.79
Virgin Media Inc note 6.500%11/1 1.2 $845k 500k 1.69
Ttm Technologies Inc note 3.250% 5/1 1.0 $685k 500k 1.37
Alliance Data Systems Corp note 1.750% 8/0 0.9 $600k 500k 1.20
Sesi L L C frnt 1.500%12/1 0.8 $530k 500k 1.06
Dendreon Corp note 0.8 $530k 500k 1.06
Amylin Pharmaceuticals note 3.000% 6/1 0.8 $516k 600k 0.86
Cadence Design Sys Inc 1.5 12- convert 0.7 $480k 500k 0.96
Archer Daniels Midland Co note 0.875% 2/1 0.6 $444k 400k 1.11
Sba Communications Corp note 4.000%10/0 0.6 $438k 300k 1.46
Prologis debt 0.6 $400k 400k 1.00
Goldcorp Inc New note 2.000% 8/0 0.6 $381k 300k 1.27
Stillwater Mng Co note 1.875% 3/1 0.5 $357k 300k 1.19
E M C Corp Mass note 1.750%12/0 0.5 $342k 200k 1.71
Rti Intl Metals Inc note 3.000%12/0 0.5 $348k 300k 1.16
Arvinmeritor Inc frnt 4.625% 3/0 0.5 $339k 300k 1.13
Linear Technology Corp note 3.000% 5/0 0.5 $321k 300k 1.07
Inphi Corporation 0.5 $315k 15k 21.00
Sap (SAP) 0.4 $276k 4.5k 61.33