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Cheyne Capital Management (UK) LLP

Location
LONDON, X0
Portfolio Value
Micro $1,402,504
Diversification
Highly concentrated
Filing Date
Global Rank
#6,534 / 7,317 ▼ 558
Top Industry
Drug Manufacturers - General 52.1%
3Y Alpha vs SPY
+10.9%
Period ended 2 years ago
Filed Feb 12, 2024 · 2y
16 quarters · since Mar 2020

Clone Performance

Jun 2023–Jun 2026 · vs SPY

Hypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.

Cloned portfolio
+128.4%
SPY
+76.3%
Annualised alpha
+10.9%
Max drawdown
−20.1%

Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.

Portfolio Concentration

11 positions · as of Dec 31, 2023 · Δ vs Sep 30, 2023
Top Position
52.1%
+16.4 pts
Top 5
81.5%
+8.1 pts
Top 10
99.2%
+8.2 pts
HHI
3,013
Mar 2021 → Dec 2023 · range 461 – 3,013
Highly concentrated+1,216

Portfolio Trend

16 quarters · across all stocks

Sector Breakdown

As of Dec 31, 2023
Sector % Portfolio Value
Healthcare 52.1% $11,748,169
Energy 38.7% $8,721,985
Basic Materials 6.2% $1,402,504
Consumer Defensive 2.2% $502,810
Communication Services 0.8% $170,700

Last Quarter's Activity

Export CSV
Dec 31, 2023 vs Sep 30, 2023

Added To

Positions the filer increased
3 positions
Ticker Δ Shares Shares Value Open

Trimmed

Positions the filer reduced
1 positions
Ticker Δ Shares Shares Value Open

New Positions

Positions the filer opened this quarter
No qualifying positions this quarter.

Sold Out

Positions the filer fully exited
5 positions
Ticker Shares Value Open

Portfolio Positions

Export CSV View 13F filing
2 positions · $1,402,504 total · Basic Materials only · as of Dec 31, 2023
Ticker Company Shares Value (USD) % of Portfolio History