Alken Asset Management Ltd Quant / Systematic

CIK: 0001629996 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 10, 2022

Total Value ($000): $29,928 (10.6% shares, 89.4% debt)

Holdings (25)

PBR PETROLEO BRASILEIRO SA 34.3%

Value ($000) $10,252 Shares 698,812 Est. Cost $14.67 Unrealized —

— LUV 1 1/4 05/01/25 9.7%

Value ($000) $2,894 Shares 2,125,000 Est. Cost $1.43 Unrealized —

MSFT MICROSOFT CORP 4.9%

Value ($000) $1,473 Shares 4,693 Est. Cost $198.10 Unrealized +47.1%

— DKS 3 1/4 04/15/25 4.9%

Value ($000) $1,468 Shares 450,000 Est. Cost $3.40 Unrealized —

— BKNG 0 3/4 05/01/25 4.7%

Value ($000) $1,413 Shares 970,000 Est. Cost $1.46 Unrealized —

— ZNGA 0 1/4 06/01/24 4.6%

Value ($000) $1,386 Shares 1,140,000 Est. Cost $1.23 Unrealized —

— BYND 0 03/15/27 4.2%

Value ($000) $1,248 Shares 2,050,000 Est. Cost $0.61 Unrealized —

— LYFT 1 1/2 05/15/2 4.2%

Value ($000) $1,244 Shares 1,005,000 Est. Cost $1.40 Unrealized —

— OKTA 0 3/8 06/15/26 3.4%

Value ($000) $1,025 Shares 1,050,000 Est. Cost $0.98 Unrealized —

— NEWR 0 1/2 05/01/23 3.3%

Value ($000) $999 Shares 1,000,000 Est. Cost $1.00 Unrealized —

V VISA INC 2.7%

Value ($000) $817 Shares 3,650 Est. Cost $196.97 Unrealized +6.6%

— MOMO 1 1/4 07/01/25 2.3%

Value ($000) $676 Shares 750,000 Est. Cost $0.90 Unrealized —

— COUP 0 1/8 06/15/25 2.0%

Value ($000) $588 Shares 600,000 Est. Cost $0.98 Unrealized —

— Nee 4.872 1.7%

Value ($000) $522 Shares 8,400 Est. Cost $54.14 Unrealized —

— ALRM 0 01/15/26 1.6%

Value ($000) $493 Shares 575,000 Est. Cost $0.86 Unrealized —

— DXCM 0 1/4 11/15/25 1.5%

Value ($000) $461 Shares 400,000 Est. Cost $1.19 Unrealized —

— FTI CONSULTING INC 1.4%

Value ($000) $428 Shares 270,000 Est. Cost $1.35 Unrealized —

— NIO 0 02/01/26 1.4%

Value ($000) $422 Shares 500,000 Est. Cost $0.84 Unrealized —

— F 0 03/15/26 1.4%

Value ($000) $421 Shares 350,000 Est. Cost $1.20 Unrealized —

BKR BAKER HUGHES Co 1.2%

Value ($000) $351 Shares 9,400 Est. Cost $15.41 Unrealized +79.7%

— W 0 5/8 10/01/25 1.1%

Value ($000) $331 Shares 400,000 Est. Cost $0.83 Unrealized —

— IQ 2 04/01/25 1.1%

Value ($000) $320 Shares 400,000 Est. Cost $0.88 Unrealized —

— VNET 0 02/01/26 1.1%

Value ($000) $316 Shares 400,000 Est. Cost $0.79 Unrealized —

— PDD 0 12/01/25 1.0%

Value ($000) $310 Shares 350,000 Est. Cost $1.06 Unrealized —

BABA ALIBABA GROUP HOLDINGS 0.2%

Value ($000) $70 Shares 600 Est. Cost $116.67 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
PBR	PETROLEO BRASILEIRO SA	698,812	$10,252	34.3%	$14.67	—	ADR	71654V408
—	LUV 1 1/4 05/01/25	2,125,000	$2,894	9.7%	$1.43	—	US DOMESTIC	844741BG2
MSFT	MICROSOFT CORP	4,693	$1,473	4.9%	$198.10	+47.1%	Common Stock	594918104
—	DKS 3 1/4 04/15/25	450,000	$1,468	4.9%	$3.40	—	US DOMESTIC	253393AD4
—	BKNG 0 3/4 05/01/25	970,000	$1,413	4.7%	$1.46	—	US DOMESTIC	09857LAN8
—	ZNGA 0 1/4 06/01/24	1,140,000	$1,386	4.6%	$1.23	—	US DOMESTIC	98986TAB4
—	BYND 0 03/15/27	2,050,000	$1,248	4.2%	$0.61	—	US DOMESTIC	08862EAB5
—	LYFT 1 1/2 05/15/2	1,005,000	$1,244	4.2%	$1.40	—	US DOMESTIC	55087PAB0
—	OKTA 0 3/8 06/15/26	1,050,000	$1,025	3.4%	$0.98	—	US DOMESTIC	679295AF2
—	NEWR 0 1/2 05/01/23	1,000,000	$999	3.3%	$1.00	—	US DOMESTIC	64829BAB6
V	VISA INC	3,650	$817	2.7%	$196.97	+6.6%	Common Stock	92826C839
—	MOMO 1 1/4 07/01/25	750,000	$676	2.3%	$0.90	—	GLOBAL	60879BAB3
—	COUP 0 1/8 06/15/25	600,000	$588	2.0%	$0.98	—	US DOMESTIC	22266LAC0
—	Nee 4.872	8,400	$522	1.7%	$54.14	—	PUBLIC	65339F796
—	ALRM 0 01/15/26	575,000	$493	1.6%	$0.86	—	US DOMESTIC	011642AB1
—	DXCM 0 1/4 11/15/25	400,000	$461	1.5%	$1.19	—	US DOMESTIC	252131AK3
—	FTI CONSULTING INC	270,000	$428	1.4%	$1.35	—	US DOMESTIC	302941AP4
—	NIO 0 02/01/26	500,000	$422	1.4%	$0.84	—	GLOBAL	62914VAE6
—	F 0 03/15/26	350,000	$421	1.4%	$1.20	—	US DOMESTIC	345370CZ1
BKR	BAKER HUGHES Co	9,400	$351	1.2%	$15.41	+79.7%	Common Stock	05722G100
—	W 0 5/8 10/01/25	400,000	$331	1.1%	$0.83	—	US DOMESTIC	94419LAM3
—	IQ 2 04/01/25	400,000	$320	1.1%	$0.88	—	GLOBAL	46267XAD0
—	VNET 0 02/01/26	400,000	$316	1.1%	$0.79	—	US DOMESTIC	90138VAB3
—	PDD 0 12/01/25	350,000	$310	1.0%	$1.06	—	GLOBAL	722304AC6
BABA	ALIBABA GROUP HOLDINGS	600	$70	0.2%	$116.67	—	ADR	01609W102