Alken Asset Management Ltd Quant / Systematic

CIK: 0001629996 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 3, 2022

Total Value ($000): $19,217 (8.2% shares, 91.8% debt)

Holdings (18)

PBR PETROLEO BRASILEIRO SA 27.7%

Value ($000) $5,314 Shares 454,935 Est. Cost $14.67 Unrealized —

— LUV 1 1/4 05/01/25 13.0%

Value ($000) $2,507 Shares 2,125,000 Est. Cost $1.43 Unrealized —

— TWTR 0 03/15/26 9.3%

Value ($000) $1,792 Shares 2,000,000 Est. Cost $0.90 Unrealized —

MSFT MICROSOFT CORP 6.3%

Value ($000) $1,205 Shares 4,693 Est. Cost $198.10 Unrealized +33.0%

— BKNG 0 3/4 05/01/25 6.1%

Value ($000) $1,165 Shares 970,000 Est. Cost $1.46 Unrealized —

— NEWR 0 1/2 05/01/23 5.0%

Value ($000) $969 Shares 1,000,000 Est. Cost $1.00 Unrealized —

— F 0 03/15/26 5.0%

Value ($000) $962 Shares 1,050,000 Est. Cost $1.01 Unrealized —

— LYFT 1 1/2 05/15/2 4.5%

Value ($000) $856 Shares 1,005,000 Est. Cost $1.40 Unrealized —

— DKS 3 1/4 04/15/25 4.4%

Value ($000) $838 Shares 350,000 Est. Cost $3.40 Unrealized —

— BYND 0 03/15/27 4.2%

Value ($000) $805 Shares 2,050,000 Est. Cost $0.61 Unrealized —

— WDC 1 1/2 02/01/24 3.2%

Value ($000) $617 Shares 650,000 Est. Cost $0.95 Unrealized —

— FTI CONSULTING INC 2.5%

Value ($000) $485 Shares 270,000 Est. Cost $1.35 Unrealized —

— NIO 0 02/01/26 2.2%

Value ($000) $426 Shares 500,000 Est. Cost $0.84 Unrealized —

— IQ 2 04/01/25 1.7%

Value ($000) $322 Shares 400,000 Est. Cost $0.88 Unrealized —

— PDD 0 12/01/25 1.6%

Value ($000) $307 Shares 350,000 Est. Cost $1.06 Unrealized —

NTR NUTRIEN LTD 1.6%

Value ($000) $303 Shares 3,800 Est. Cost $86.43 Unrealized 0.0%

— W 0 5/8 10/01/25 1.4%

Value ($000) $267 Shares 400,000 Est. Cost $0.83 Unrealized —

XOM EXXON MOBIL CORP CFD 0.4%

Value ($000) $77 Shares 900 Est. Cost $79.58 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
PBR	PETROLEO BRASILEIRO SA	454,935	$5,314	27.7%	$14.67	—	ADR	71654V408
—	LUV 1 1/4 05/01/25	2,125,000	$2,507	13.0%	$1.43	—	US DOMESTIC	844741BG2
—	TWTR 0 03/15/26	2,000,000	$1,792	9.3%	$0.90	—	US DOMESTIC	90184LAN2
MSFT	MICROSOFT CORP	4,693	$1,205	6.3%	$198.10	+33.0%	Common Stock	594918104
—	BKNG 0 3/4 05/01/25	970,000	$1,165	6.1%	$1.46	—	US DOMESTIC	09857LAN8
—	NEWR 0 1/2 05/01/23	1,000,000	$969	5.0%	$1.00	—	US DOMESTIC	64829BAB6
—	F 0 03/15/26	1,050,000	$962	5.0%	$1.01	—	US DOMESTIC	345370CZ1
—	LYFT 1 1/2 05/15/2	1,005,000	$856	4.5%	$1.40	—	US DOMESTIC	55087PAB0
—	DKS 3 1/4 04/15/25	350,000	$838	4.4%	$3.40	—	US DOMESTIC	253393AD4
—	BYND 0 03/15/27	2,050,000	$805	4.2%	$0.61	—	US DOMESTIC	08862EAB5
—	WDC 1 1/2 02/01/24	650,000	$617	3.2%	$0.95	—	US DOMESTIC	958102AP0
—	FTI CONSULTING INC	270,000	$485	2.5%	$1.35	—	US DOMESTIC	302941AP4
—	NIO 0 02/01/26	500,000	$426	2.2%	$0.84	—	GLOBAL	62914VAE6
—	IQ 2 04/01/25	400,000	$322	1.7%	$0.88	—	GLOBAL	46267XAD0
—	PDD 0 12/01/25	350,000	$307	1.6%	$1.06	—	GLOBAL	722304AC6
NTR	NUTRIEN LTD	3,800	$303	1.6%	$86.43	0.0%	Common Stock	67077M108
—	W 0 5/8 10/01/25	400,000	$267	1.4%	$0.83	—	US DOMESTIC	94419LAM3
XOM	EXXON MOBIL CORP CFD	900	$77	0.4%	$79.58	0.0%	Common Stock	30231G102