Managers / Q2 2022 · view latest →
Cheyne Capital Management (UK) LLP
CIK 0001390457 · STORNOWAY HOUSE, 13 CLEVELAND ROW, LONDON, X0, SW1A 1DH · 011-44(0)2070317450
Reported Value
$118M
Q2 2022
Positions
108
Filings on Record
22
2019–present window
Filed
Aug 5, 2022
original filing
Summary
Cheyne Capital Management (UK) LLP reported $118M in U.S.-listed holdings across 108 positions for Q2 2022.
Its largest position, OIH, represents 8.4% of the portfolio.
Compared with Q1 2022, the fund opened 11 new positions and exited 45.
Portfolio Metrics
Turnover
+28.4%
vs prior filed quarter
Top-10 Concentration
+44.5%
share of reported value
Largest Position
+8.4%
Vaneck Etf
New / Exited
11 / 45
positions this quarter
Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded, with multiple share classes and repeated sub-manager rows for the same issuer combined into one position — the same rule the holdings table uses by default. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.
Reported Value by Quarter
13F Reported Value
Portfolio Composition
By security type
- Common Stock · 39.2% · $46M
- US DOMESTIC · 34.2% · $40M
- ETP · 19.6% · $23M
- Other · 4.7% · $6M
- ADR · 2.3% · $3M
- Equity WRT · 0.0% · $5,000
Quarter-over-Quarter Changes full breakdown →
vs Q1 2022 (amended baseline)
| Issuer | Move | Share Δ | Shares now | Value Δ | Value now |
|---|---|---|---|---|---|
| XLESELECT SECTOR SPDR TR | NEW | +100.0K | 100.0K | +$7M | $7M |
| SLBSCHLUMBERGER LTD | NEW | +170.0K | 170.0K | +$6M | $6M |
| ACTIVISION BLIZZARD INC | NEW | +62.0K | 62.0K | +$5M | $5M |
| VONAGE HLDGS CORP | NEW | +250.0K | 250.0K | +$5M | $5M |
| SWITCH INC | NEW | +131.0K | 131.0K | +$4M | $4M |
| TASKTASKUS INC | NEW | +148.0K | 148.0K | +$2M | $2M |
| JDJD.COM INC | NEW | +25.0K | 25.0K | +$2M | $2M |
| BABAALIBABA GROUP HLDG LTD | NEW | +9.8K | 9.8K | +$1M | $1M |
Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.
Holdings — Q2 2022
96 positions
| # | Issuer | Class | % Portfolio | Value ↓ | Shares |
|---|---|---|---|---|---|
| 1 | OIHVANECK ETF TRUSThistory → | OIL SERVICES ETF | 8.37% | $10M | 42.6K |
| 2 | XLESELECT SECTOR SPDR TRhistory → | ENERGY | 6.04% | $7M | 100.0K |
| 3 | SLBSCHLUMBERGER LTDhistory → | COM STK | 5.13% | $6M | 170.0K |
| 4 | EXECHESAPEAKE ENERGY CORPhistory → | COM | 4.74% | $6M | 69.3K |
| 5 | ACTIVISION BLIZZARD INC | COM | 4.08% | $5M | 62.0K |
| 6 | VONAGE HLDGS CORP | COM | 3.98% | $5M | 250.0K |
| 7 | SWITCH INC | CL A | 3.71% | $4M | 131.0K |
| 8 | ABXBARRICK GOLD CORPhistory → | COM | 2.99% | $4M | 200.0K |
| 9 | GLDSPDR GOLD TRhistory → | GOLD SHS | 2.99% | $4M | 21.0K |
| 10 | AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 2.52% | $3M | 3.00M |
| 11 | FTCHQFARFETCH LTDhistory → | ORD SH CL A | 2.42% | $3M | 400.0K |
| 12 | TASKTASKUS INChistory → | CLASS A COM | 2.11% | $2M | 148.0K |
| 13 | DROPBOX INC | NOTE 3/0 | 2.07% | $2M | 2.71M |
| 14 | RDNTRADNET INChistory → | COM | 2.02% | $2M | 138.4K |
| 15 | OXYOCCIDENTAL PETE CORPhistory → | COM | 1.82% | $2M | 23.7K |
| 16 | WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 1.81% | $2M | 2.25M |
| 17 | EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 1.74% | $2M | 2.00M |
| 18 | NRG ENERGY INC | DBCV 2.750% 6/0 | 1.73% | $2M | 1.90M |
| 19 | FORD MTR CO DEL | NOTE 3/1 | 1.69% | $2M | 2.18M |
| 20 | MSOSADVISORSHARES TRhistory → | PURE US CANNABIS | 1.63% | $2M | 186.5K |
| 21 | RINGCENTRAL INC | NOTE 3/0 | 1.62% | $2M | 2.33M |
| 22 | SUSUNCOR ENERGY INC NEWhistory → | COM | 1.37% | $2M | 46.3K |
| 23 | JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 1.37% | $2M | 1.38M |
| 24 | JDJD.COM INChistory → | SPON ADR CL A | 1.36% | $2M | 25.0K |
| 25 | LIVEPERSON INC | NOTE 0.750% 3/0 | 1.29% | $2M | 1.67M |
| 26 | CHEGG INC | NOTE 0.125% 3/1 | 1.27% | $2M | 1.77M |
| 27 | CABLE ONE INC | NOTE 3/1 | 1.26% | $1M | 1.80M |
| 28 | BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 1.25% | $1M | 1.50M |
| 29 | CYBERARK SOFTWARE LTD | NOTE 11/1 | 1.25% | $1M | 1.40M |
| 30 | EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 1.05% | $1M | 1.80M |
| 31 | INSMED INC | NOTE 1.750% 1/1 | 0.96% | $1M | 1.20M |
| 32 | SPLUNK INC | NOTE 1.125% 9/1 | 0.96% | $1M | 1.20M |
| 33 | BABAALIBABA GROUP HLDG LTD | SPONSORED ADS | 0.94% | $1M | 9.8K |
| 34 | COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 0.94% | $1M | 1.32M |
| 35 | LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 0.90% | $1M | 1.04M |
| 36 | LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 0.89% | $1M | 1.00M |
| 37 | SNAP INC | NOTE 0.750% 8/0 | 0.81% | $961,000 | 1.00M |
| 38 | BENTLEY SYS INC | NOTE 0.125% 1/1 | 0.81% | $959,000 | 1.10M |
| 39 | SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 0.80% | $952,000 | 790.0K |
| 40 | SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 0.80% | $947,000 | 800.0K |
| 41 | KOSKOSMOS ENERGY LTD | COM | 0.78% | $929,000 | 150.0K |
| 42 | TECKTECK RESOURCES LTD | CL B | 0.73% | $859,000 | 28.1K |
| 43 | VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 0.71% | $843,000 | 750.0K |
| 44 | DEXCOM INC | NOTE 0.250%11/1 | 0.70% | $827,000 | 900.0K |
| 45 | CCJCAMECO CORP | COM | 0.68% | $809,000 | 38.5K |
| 46 | PARSONS CORP DEL | NOTE 0.250% 8/1 | 0.67% | $793,000 | 750.0K |
| 47 | ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 0.65% | $766,000 | 800.0K |
| 48 | AEMAGNICO EAGLE MINES LTD | COM | 0.63% | $750,000 | 16.4K |
| 49 | PPLTABRDN PLATINUM ETF TRUST | PHYSCL PLATM SHS | 0.61% | $727,000 | 8.8K |
| 50 | CRCCALIFORNIA RES CORP | COM STOCK | 0.61% | $723,000 | 18.8K |
| 51 | OKTA INC | NOTE 0.375% 6/1 | 0.57% | $673,000 | 800.0K |
| 52 | TWITTER INC | NOTE 0.250% 6/1 | 0.56% | $665,000 | 675.0K |
| 53 | BLOCK INC | NOTE 0.125% 3/0 | 0.55% | $651,000 | 690.0K |
| 54 | PAASPAN AMERN SILVER CORP | COM | 0.51% | $606,000 | 30.8K |
| 55 | HAMILTON LANE ALLIANCE HLDGS | COM CL A · *W EXP 01/12/202 | 0.44% | $516,000 | 70.2K |
| 56 | FCXFREEPORT-MCMORAN INC | CL B | 0.41% | $483,000 | 16.5K |
| 57 | ANZU SPECIAL ACQUISITIN CORP | COM CL A · *W EXP 01/27/202 | 0.38% | $446,000 | 60.7K |
| 58 | PWP FORWARD ACQUISITION CORP | CLASS A COM | 0.37% | $433,000 | 44.4K |
| 59 | SCIENCE STRATEGIC ACQ ALPHA | COM CL A · *W EXP 01/20/202 | 0.34% | $397,000 | 55.4K |
| 60 | GORES TECHNOLOGY PARTNERS II | CLASS A COM | 0.33% | $391,000 | 40.0K |
| 61 | M3 BRIGADE ACQUISITION II CO | COM CL A · *W EXP 03/09/202 | 0.33% | $389,000 | 52.9K |
| 62 | MASON INDUSTRIAL TECHNOLGY I | COM CL A · *W EXP 99/99/999 | 0.31% | $372,000 | 55.2K |
| 63 | DHB CAPITAL CORP | CL A CO · *W EXP 03/31/202 | 0.31% | $371,000 | 50.5K |
| 64 | LANDCADIA HOLDINGS IV INC | CLASS A COM · *W EXP 03/29/202 | 0.28% | $335,000 | 48.7K |
| 65 | LERER HIPPEAU ACQUISITION CO | CL A | 0.22% | $258,000 | 26.4K |
| 66 | AEQUI ACQUISITION CORP | COM CL A · *W EXP 11/30/202 | 0.22% | $255,000 | 42.3K |
| 67 | BERRY CORP | COM | 0.20% | $236,000 | 31.0K |
| 68 | FINTECH ACQUISITION CORP VI | CLASS A COM | 0.16% | $195,000 | 19.8K |
| 69 | GAMING & HOSPITALITY ACQU CO | COM CL A · *W EXP 02/04/202 | 0.16% | $186,000 | 28.9K |
| 70 | FORTRESS VALUE ACQUISI CORP | COM CL A · *W EXP 03/18/202 | 0.13% | $152,000 | 25.7K |
| 71 | BIG SKY GROWTH PARTNERS INC | CLASS A COM | 0.11% | $136,000 | 13.9K |
| 72 | M3 BRIGADE ACQUISITION III | CL A COM | 0.11% | $131,000 | 13.1K |
| 73 | ATHLON ACQUISITION CORP | COM CL A | 0.11% | $125,000 | 12.8K |
| 74 | KHOSLA VENTURES ACQUT CO III | COM CL A | 0.10% | $124,000 | 12.8K |
| 75 | KHOSLA VENTURES ACQUISITION | CL A | 0.10% | $120,000 | 12.3K |
| 76 | DA32 LIFE SCNCE TEC ACQSTN C | CLASS A COM | 0.08% | $97,000 | 10.0K |
| 77 | MAGENTA THERAPEUTICS INC | COM | 0.05% | $57,000 | 47.2K |
| 78 | ENERGY VAULT HOLDINGS INC | *W EXP 02/11/202 | 0.02% | $24,000 | 16.1K |
| 79 | ADTHEORENT HOLDING COMPANY | *W EXP 12/26/202 | 0.01% | $9,000 | 20.1K |
| 80 | KKR ACQUISITION HOLDING I CO | *W EXP 03/17/202 | 0.00% | $5,000 | 15.0K |
| 81 | TCW SPECIAL PURPOSE ACQU COR | *W EXP 99/99/999 | 0.00% | $4,000 | 20.0K |
| 82 | BZFDWBUZZFEED INC | *W EXP 12/03/202 | 0.00% | $3,000 | 20.7K |
| 83 | CF ACQUISITION CORP VIII | *W EXP 03/31/202 | 0.00% | $3,000 | 12.5K |
| 84 | TECH AND ENERGY TRANSITION | *W EXP 03/31/202 | 0.00% | $3,000 | 21.2K |
| 85 | Z-WORK ACQUISITION CORP | *W EXP 01/04/202 | 0.00% | $2,000 | 16.9K |
| 86 | SCP & CO HEALTHCARE ACQUSTN | *W EXP 01/27/202 | 0.00% | $2,000 | 25.0K |
| 87 | E MERGE TECHNOLOGY ACQUISITI | *W EXP 07/30/202 | 0.00% | $2,000 | 16.7K |
| 88 | LIVE OAK MOBILITY ACQUISI CO | *W EXP 03/04/202 | 0.00% | $2,000 | 10.0K |
| 89 | THUNDER BRIDGE CAP PRTNRS II | *W EXP 02/01/202 | 0.00% | $2,000 | 10.0K |
| 90 | RXR ACQUISITION CORP | *W EXP 03/08/202 | 0.00% | $2,000 | 11.0K |
| 91 | SBIIWSANDBRIDGE X2 CORP | *W EXP 03/11/202 | 0.00% | $1,000 | 14.3K |
| 92 | ATLANTIC COASTAL ACQUISTN CO | *W EXP 03/02/202 | 0.00% | $1,000 | 11.2K |
| 93 | PINE TECHNOLOGY ACQUISITN CO | *W EXP 03/31/202 | 0.00% | $1,000 | 15.9K |
| 94 | CEPTON INC | *W EXP 06/01/202 | 0.00% | $1,000 | 10.0K |
| 95 | HUDSON EXECUTIVE INVES III | *W EXP 02/22/202 | 0.00% | $1,000 | 10.0K |
| 96 | MISSION ADVANCEMENT CORP | *W EXP 03/05/202 | 0.00% | $1,000 | 14.7K |
Filing History
| Quarter | Reported Value | Positions | Filed | Type | Links |
|---|---|---|---|---|---|
| Q4 2023 | $28M | 15 | Feb 12, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q3 2023 | $35M | 24 | Oct 27, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q2 2023 | $27M | 19 | Jul 14, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q1 2023 | $32M | 22 | May 3, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q4 2022 | $57M | 59 | Feb 10, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q3 2022 | $47M | 35 | Nov 10, 2022 | RESTATEMENT | changes · EDGAR ↗ |
| Q2 2022 | $118M | 108 | Aug 5, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q1 2022 | $159M | 142 | May 10, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q4 2021 | $154M | 125 | Jan 26, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q3 2021 | $168M | 112 | Nov 12, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q2 2021 | $220M | 114 | Aug 12, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q1 2021 | $158M | 100 | May 14, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q4 2020 | $198M | 88 | Feb 10, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q3 2020 | $203M | 57 | Nov 16, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q2 2020 | $148M | 46 | Aug 12, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q1 2020 | $97M | 40 | May 7, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q4 2019 | $165M | 43 | Feb 12, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q3 2019 | $158M | 40 | Nov 12, 2019 | 13F-HR | changes · EDGAR ↗ |
| Q2 2019 | $138M | 42 | Aug 8, 2019 | 13F-HR | changes · EDGAR ↗ |
| Q1 2019 | $107M | 35 | May 10, 2019 | 13F-HR | changes · EDGAR ↗ |
| Q4 2018 | $106M | 35 | Feb 5, 2019 | 13F-HR | changes · EDGAR ↗ |
13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.