SEC 13F Intelligence

Managers / Q3 2023 · view latest →

Cheyne Capital Management (UK) LLP

CIK 0001390457 · STORNOWAY HOUSE, 13 CLEVELAND ROW, LONDON, X0, SW1A 1DH · 011-44(0)2070317450

Reported Value
$35M
Q3 2023
Positions
24
Filings on Record
22
2019–present window
Filed
Oct 27, 2023
original filing

Summary

Cheyne Capital Management (UK) LLP reported $35M in U.S.-listed holdings across 24 positions for Q3 2023.

The portfolio is heavily concentrated: LLY alone accounts for 29.4% of reported value.

Compared with Q2 2023, the fund opened 9 new positions and exited 4.

Portfolio Metrics

Turnover
+19.6%
vs prior filed quarter
Top-10 Concentration
+82.5%
share of reported value
Largest Position
+29.4%
Lilly Eli
New / Exited
9 / 4
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
Q4 ’18: $106MQ4 ’18Q1 ’19: $107MQ2 ’19: $138MQ3 ’19: $158MQ3 ’19Q4 ’19: $165MQ1 ’20: $97MQ2 ’20: $148MQ2 ’20Q3 ’20: $203MQ4 ’20: $198MQ1 ’21: $158MQ1 ’21Q2 ’21: $220MQ3 ’21: $168MQ4 ’21: $154MQ4 ’21Q1 ’22: $159MQ2 ’22: $118MQ3 ’22: $47MQ3 ’22Q4 ’22: $57MQ1 ’23: $32MQ2 ’23: $27MQ2 ’23Q3 ’23: $35MQ4 ’23: $28Mfilingsflow.com

Portfolio Composition

By security type
Common Stock: 91.7%ETP: 2.4%Other: 2.2%Equity WRT: 1.9%US DOMESTIC: 1.7%
  • Common Stock · 91.7% · $32M
  • ETP · 2.4% · $843,425
  • Other · 2.2% · $774,710
  • Equity WRT · 1.9% · $670,375
  • US DOMESTIC · 1.7% · $587,413

Quarter-over-Quarter Changes full breakdown →

vs Q2 2023 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
ABXBARRICK GOLD CORPNEW+200.0K200.0K+$3M$3M
CVECENOVUS ENERGY INCNEW+53.0K53.0K+$1M$1M
CRCCALIFORNIA RESOURCES CORPNEW+18.8K18.8K+$1M$1M
AEMAGNICO EAGLE MINES LTDNEW+16.4K16.4K+$745,380$745,380
LIBERTY MEDIA CORP DELNEW+600.0K600.0K+$587,413$587,413
CHARLES RIV LABS INTL INCNEW+2.5K2.5K+$489,950$489,950
BERRY CORPNEW+31.0K31.0K+$254,200$254,200
TVTXTRAVERE THERAPEUTICS INCNEW+26.2K26.2K+$234,228$234,228

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q3 2023

23 positions
#IssuerClass% PortfolioValueShares
1LLYLILLY ELI & CO.history →COM29.36%$10M19.0K
2SSENTINELONE INChistory →CL A12.96%$4M266.7K
3OXYOCCIDENTAL PETE CORPCOM · *W EXP 08/03/20211.93%$4M69.0K
4ABXBARRICK GOLD CORPhistory →COM8.39%$3M200.0K
5SUSUNCOR ENERGY INC NEWhistory →COM4.59%$2M46.3K
6NENOBLE CORP PLChistory →ORD SHS A3.50%$1M24.0K
7CVECENOVUS ENERGY INChistory →COM3.18%$1M53.0K
8CRCCALIFORNIA RESOURCES CORPhistory →COM STOCK3.03%$1M18.8K
9KMIKINDER MORGAN INC DELhistory →COM2.87%$994,80060.0K
10IQVIQVIA HLDGS INChistory →COM2.72%$944,4004.8K
11UBERUBER TECHNOLOGIES INChistory →COM2.65%$919,80020.0K
12EWZISHARES INChistory →MSCI BRAZIL ETF2.43%$843,42527.5K
13AEMAGNICO EAGLE MINES LTDhistory →COM2.15%$745,38016.4K
14LIBERTY MEDIA CORP DELNOTE 2.250% 8/11.69%$587,413600.0K
15KRKROGER COhistory →COM1.42%$492,25011.0K
16CHARLES RIV LABS INTL INCCOM1.41%$489,9502.5K
17PAASPAN AMERN SILVER CORPhistory →COM1.29%$445,98430.8K
18LABORATORY CORP AMER HLDGSCOM NEW1.27%$442,3102.2K
19RAPT THERAPEUTICS INCCOM0.96%$332,40020.0K
20BERRY CORPCOM0.73%$254,20031.0K
21TVTXTRAVERE THERAPEUTICS INCCOM0.67%$234,22826.2K
22WBDWARNER BROS DISCOVERY INCCOM SER A0.47%$162,90015.0K
23ALLBIRDS INCCOM CL A0.32%$111,000100.0K

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q4 2023$28M15Feb 12, 202413F-HRchanges · EDGAR ↗
Q3 2023$35M24Oct 27, 202313F-HRchanges · EDGAR ↗
Q2 2023$27M19Jul 14, 202313F-HRchanges · EDGAR ↗
Q1 2023$32M22May 3, 202313F-HRchanges · EDGAR ↗
Q4 2022$57M59Feb 10, 202313F-HRchanges · EDGAR ↗
Q3 2022$47M35Nov 10, 2022RESTATEMENTchanges · EDGAR ↗
Q2 2022$118M108Aug 5, 202213F-HRchanges · EDGAR ↗
Q1 2022$159M142May 10, 202213F-HRchanges · EDGAR ↗
Q4 2021$154M125Jan 26, 202213F-HRchanges · EDGAR ↗
Q3 2021$168M112Nov 12, 202113F-HRchanges · EDGAR ↗
Q2 2021$220M114Aug 12, 202113F-HRchanges · EDGAR ↗
Q1 2021$158M100May 14, 202113F-HRchanges · EDGAR ↗
Q4 2020$198M88Feb 10, 202113F-HRchanges · EDGAR ↗
Q3 2020$203M57Nov 16, 202013F-HRchanges · EDGAR ↗
Q2 2020$148M46Aug 12, 202013F-HRchanges · EDGAR ↗
Q1 2020$97M40May 7, 202013F-HRchanges · EDGAR ↗
Q4 2019$165M43Feb 12, 202013F-HRchanges · EDGAR ↗
Q3 2019$158M40Nov 12, 201913F-HRchanges · EDGAR ↗
Q2 2019$138M42Aug 8, 201913F-HRchanges · EDGAR ↗
Q1 2019$107M35May 10, 201913F-HRchanges · EDGAR ↗
Q4 2018$106M35Feb 5, 201913F-HRchanges · 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 ↗.