Alken Asset Management Ltd Quant / Systematic

CIK: 0001629996 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 9, 2021

Total Value ($000): $15,583 (20.8% shares, 79.2% debt)

Holdings (22)

— LUV 1 1/4 05/01/25 20.2%

Value ($000) $3,147 Shares 2,125,000 Est. Cost $1.43 Unrealized —

— LITE 0 1/2 12/15/26 7.4%

Value ($000) $1,148 Shares 1,050,000 Est. Cost $1.21 Unrealized —

— FTV 0 7/8 02/15/2022 6.7%

Value ($000) $1,045 Shares 1,050,000 Est. Cost $1.03 Unrealized —

MSFT MICROSOFT CORP 6.7%

Value ($000) $1,043 Shares 3,700 Est. Cost $173.06 Unrealized +62.2%

— LYFT 1 1/2 05/15/2 5.3%

Value ($000) $822 Shares 530,000 Est. Cost $1.55 Unrealized —

— COUP 0 3/8 06/15/26 4.9%

Value ($000) $768 Shares 710,000 Est. Cost $1.08 Unrealized —

— ZNGA 0 1/4 06/01/24 4.7%

Value ($000) $725 Shares 640,000 Est. Cost $1.25 Unrealized —

— SWK 5 1/4 4.5%

Value ($000) $695 Shares 6,600 Est. Cost $109.43 Unrealized —

— BKNG 0 3/4 05/01/25 4.4%

Value ($000) $690 Shares 470,000 Est. Cost $1.47 Unrealized —

— MOMO 1 1/4 07/01/25 4.0%

Value ($000) $629 Shares 750,000 Est. Cost $0.90 Unrealized —

AMZN AMAZON.COM INC 3.9%

Value ($000) $611 Shares 186 Est. Cost $157.65 Unrealized +9.4%

— DKS 3 1/4 04/15/25 3.5%

Value ($000) $550 Shares 150,000 Est. Cost $3.67 Unrealized —

— TREE 0 1/2 07/15/25 3.3%

Value ($000) $510 Shares 600,000 Est. Cost $0.85 Unrealized —

— Nee 4.872 3.2%

Value ($000) $491 Shares 8,400 Est. Cost $54.14 Unrealized —

— NRG 2 3/4 06/01/48 3.1%

Value ($000) $490 Shares 420,000 Est. Cost $1.12 Unrealized —

— DXCM 0 1/4 11/15/25 3.1%

Value ($000) $476 Shares 400,000 Est. Cost $1.19 Unrealized —

BKR BAKER HUGHES Co 2.5%

Value ($000) $396 Shares 16,000 Est. Cost $15.41 Unrealized +29.9%

— FTI CONSULTING INC 2.4%

Value ($000) $378 Shares 270,000 Est. Cost $1.35 Unrealized —

— IQ 2 04/01/25 2.3%

Value ($000) $351 Shares 400,000 Est. Cost $0.88 Unrealized —

— PDD 0 12/01/25 2.1%

Value ($000) $323 Shares 350,000 Est. Cost $1.06 Unrealized —

— CHGG 0 09/01/26 1.9%

Value ($000) $295 Shares 300,000 Est. Cost $0.98 Unrealized —

V VISA INC 0.0%

Value ($000) $0 Shares 4,750 Est. Cost $196.97 Unrealized +15.2%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	LUV 1 1/4 05/01/25	2,125,000	$3,147	20.2%	$1.43	—	US DOMESTIC	844741BG2
—	LITE 0 1/2 12/15/26	1,050,000	$1,148	7.4%	$1.21	—	US DOMESTIC	55024UAD1
—	FTV 0 7/8 02/15/2022	1,050,000	$1,045	6.7%	$1.03	—	US DOMESTIC	34959JAK4
MSFT	MICROSOFT CORP	3,700	$1,043	6.7%	$173.06	+62.2%	Common Stock	594918104
—	LYFT 1 1/2 05/15/2	530,000	$822	5.3%	$1.55	—	US DOMESTIC	55087PAB0
—	COUP 0 3/8 06/15/26	710,000	$768	4.9%	$1.08	—	US DOMESTIC	22266LAF3
—	ZNGA 0 1/4 06/01/24	640,000	$725	4.7%	$1.25	—	US DOMESTIC	98986TAB4
—	SWK 5 1/4	6,600	$695	4.5%	$109.43	—	PUBLIC	854502846
—	BKNG 0 3/4 05/01/25	470,000	$690	4.4%	$1.47	—	US DOMESTIC	09857LAN8
—	MOMO 1 1/4 07/01/25	750,000	$629	4.0%	$0.90	—	GLOBAL	60879BAB3
AMZN	AMAZON.COM INC	186	$611	3.9%	$157.65	+9.4%	Common Stock	023135106
—	DKS 3 1/4 04/15/25	150,000	$550	3.5%	$3.67	—	US DOMESTIC	253393AD4
—	TREE 0 1/2 07/15/25	600,000	$510	3.3%	$0.85	—	US DOMESTIC	52603BAD9
—	Nee 4.872	8,400	$491	3.2%	$54.14	—	PUBLIC	65339F796
—	NRG 2 3/4 06/01/48	420,000	$490	3.1%	$1.12	—	US DOMESTIC	629377CG5
—	DXCM 0 1/4 11/15/25	400,000	$476	3.1%	$1.19	—	US DOMESTIC	252131AK3
BKR	BAKER HUGHES Co	16,000	$396	2.5%	$15.41	+29.9%	Common Stock	05722G100
—	FTI CONSULTING INC	270,000	$378	2.4%	$1.35	—	US DOMESTIC	302941AP4
—	IQ 2 04/01/25	400,000	$351	2.3%	$0.88	—	GLOBAL	46267XAD0
—	PDD 0 12/01/25	350,000	$323	2.1%	$1.06	—	GLOBAL	722304AC6
—	CHGG 0 09/01/26	300,000	$295	1.9%	$0.98	—	US DOMESTIC	163092AF6
V	VISA INC	4,750	$0	0.0%	$196.97	+15.2%	Common Stock	92826C839