Alken Asset Management Ltd Quant / Systematic

CIK: 0001629996 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Sep 14, 2023

Total Value ($000): $25 (15.9% shares, 84.1% debt)

Holdings (32)

— Bank of America 7.250 15.9%

Value ($000) $4 Shares 3,350 Est. Cost $1.16 Unrealized —

— Lyft 1.500 15-May-202 9.3%

Value ($000) $2 Shares 2,555 Est. Cost $1.21 Unrealized —

— Palo Alto Networks 0.3 7.2%

Value ($000) $2 Shares 700 Est. Cost $2.16 Unrealized —

— Western Digital 1.500 5.8%

Value ($000) $1 Shares 1,500 Est. Cost $0.95 Unrealized —

— CyberArk Software 0.00 5.5%

Value ($000) $1 Shares 1,200 Est. Cost $1.05 Unrealized —

— Ford 0.000 up 40 - 45 4.6%

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

— Uber Technologies 0.00 4.4%

Value ($000) $1 Shares 1,200 Est. Cost $0.91 Unrealized —

— MongoDB 0.250 15-Jan- 3.5%

Value ($000) $1 Shares 450 Est. Cost $1.20 Unrealized —

— Zscaler 0.125 01-Jul- 3.5%

Value ($000) $1 Shares 750 Est. Cost $1.05 Unrealized —

— Rapid7 0 - 0.25 up 30 3.5%

Value ($000) $1 Shares 1,000 Est. Cost $0.87 Unrealized —

— Wolfspeed 0.25 - 0.75 3.3%

Value ($000) $1 Shares 1,050 Est. Cost $0.83 Unrealized —

— Splunk 1.125 15-Jun-2 2.8%

Value ($000) $1 Shares 800 Est. Cost $0.86 Unrealized —

— Alarm.com 0.000 15-Ja 2.8%

Value ($000) $1 Shares 800 Est. Cost $0.86 Unrealized —

— Spotify USA 0.000 15- 2.7%

Value ($000) $1 Shares 800 Est. Cost $0.85 Unrealized —

— Chegg 0.000 01-Sep-20 2.7%

Value ($000) $1 Shares 900 Est. Cost $0.75 Unrealized —

— Snap 0 - 0.5 up 45 - 2.7%

Value ($000) $1 Shares 900 Est. Cost $0.74 Unrealized —

— NRG Energy 2.750 01-J 2.5%

Value ($000) $1 Shares 600 Est. Cost $1.05 Unrealized —

— BlackLine 0 - 0.5 up 2.4%

Value ($000) $1 Shares 700 Est. Cost $0.85 Unrealized —

— Chegg 0.125 15-Mar-20 2.1%

Value ($000) $1 Shares 600 Est. Cost $0.88 Unrealized —

— Beyond Meat 0.000 15- 2.1%

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

— FTI Consulting 2.000 2.0%

Value ($000) $0 Shares 270 Est. Cost $1.35 Unrealized —

— Bill.com Holdings 0 - 2.0%

Value ($000) $0 Shares 600 Est. Cost $0.82 Unrealized —

— Pinduoduo 0.000 01-De 1.4%

Value ($000) $0 Shares 350 Est. Cost $1.06 Unrealized —

— Tripadvisor 0 - 0.25 1.3%

Value ($000) $0 Shares 375 Est. Cost $0.81 Unrealized —

— Vroom 0.75 - 1.25 up 1.1%

Value ($000) $0 Shares 600 Est. Cost $0.37 Unrealized —

— Datadog 0.125 15-Jun- 1.0%

Value ($000) $0 Shares 200 Est. Cost $1.10 Unrealized —

— Teladoc 1.250 01-Jun- 1.0%

Value ($000) $0 Shares 300 Est. Cost $0.77 Unrealized —

— NIO 0.000 01-Feb-2026 1.0%

Value ($000) $0 Shares 250 Est. Cost $0.84 Unrealized —

XOM Exxon Mobil Corp CFD 0.0%

Value ($000) $0 Shares 900 Est. Cost $79.58 Unrealized +25.2%

NTR Nutrien LTD 0.0%

Value ($000) $0 Shares 3,800 Est. Cost $69.94 Unrealized -16.9%

BKNG Booking Holdings Inc 0.0%

Value ($000) $0 Shares 293 Est. Cost $2394.16 Unrealized +8.6%

LUV Southwest Airlines Co 0.0%

Value ($000) $0 Shares 27,200 Est. Cost $31.85 Unrealized -7.4%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	Bank of America 7.250	3,350	$4	15.9%	$1.16	—	PUBLIC	060505682
—	Lyft 1.500 15-May-202	2,555	$2	9.3%	$1.21	—	US DOMESTIC	55087PAB0
—	Palo Alto Networks 0.3	700	$2	7.2%	$2.16	—	US DOMESTIC	697435AF2
—	Western Digital 1.500	1,500	$1	5.8%	$0.95	—	US DOMESTIC	958102AP0
—	CyberArk Software 0.00	1,200	$1	5.5%	$1.05	—	US DOMESTIC	23248VAB1
—	Ford 0.000 up 40 - 45	1,050	$1	4.6%	$1.01	—	US DOMESTIC	345370CZ1
—	Uber Technologies 0.00	1,200	$1	4.4%	$0.91	—	US DOMESTIC	90353TAJ9
—	MongoDB 0.250 15-Jan-	450	$1	3.5%	$1.20	—	US DOMESTIC	60937PAD8
—	Zscaler 0.125 01-Jul-	750	$1	3.5%	$1.05	—	US DOMESTIC	98980GAB8
—	Rapid7 0 - 0.25 up 30	1,000	$1	3.5%	$0.87	—	US DOMESTIC	753422AF1
—	Wolfspeed 0.25 - 0.75	1,050	$1	3.3%	$0.83	—	US DOMESTIC	977852AB8
—	Splunk 1.125 15-Jun-2	800	$1	2.8%	$0.86	—	US DOMESTIC	848637AF1
—	Alarm.com 0.000 15-Ja	800	$1	2.8%	$0.86	—	US DOMESTIC	011642AB1
—	Spotify USA 0.000 15-	800	$1	2.7%	$0.85	—	US DOMESTIC	84921RAB6
—	Chegg 0.000 01-Sep-20	900	$1	2.7%	$0.75	—	US DOMESTIC	163092AF6
—	Snap 0 - 0.5 up 45 -	900	$1	2.7%	$0.74	—	US DOMESTIC	83304AAF3
—	NRG Energy 2.750 01-J	600	$1	2.5%	$1.05	—	US DOMESTIC	629377CG5
—	BlackLine 0 - 0.5 up	700	$1	2.4%	$0.85	—	US DOMESTIC	09239BAD1
—	Chegg 0.125 15-Mar-20	600	$1	2.1%	$0.88	—	US DOMESTIC	163092AD1
—	Beyond Meat 0.000 15-	2,050	$1	2.1%	$0.61	—	US DOMESTIC	08862EAB5
—	FTI Consulting 2.000	270	$0	2.0%	$1.35	—	US DOMESTIC	302941AP4
—	Bill.com Holdings 0 -	600	$0	2.0%	$0.82	—	US DOMESTIC	090043AD2
—	Pinduoduo 0.000 01-De	350	$0	1.4%	$1.06	—	GLOBAL	722304AC6
—	Tripadvisor 0 - 0.25	375	$0	1.3%	$0.81	—	US DOMESTIC	896945AD4
—	Vroom 0.75 - 1.25 up	600	$0	1.1%	$0.37	—	US DOMESTIC	92918VAB5
—	Datadog 0.125 15-Jun-	200	$0	1.0%	$1.10	—	US DOMESTIC	23804LAB9
—	Teladoc 1.250 01-Jun-	300	$0	1.0%	$0.77	—	US DOMESTIC	87918AAF2
—	NIO 0.000 01-Feb-2026	250	$0	1.0%	$0.84	—	GLOBAL	62914VAE6
XOM	Exxon Mobil Corp CFD	900	$0	0.0%	$79.58	+25.2%	Common Stock	30231G102
NTR	Nutrien LTD	3,800	$0	0.0%	$69.94	-16.9%	Common Stock	67077M108
BKNG	Booking Holdings Inc	293	$0	0.0%	$2394.16	+8.6%	Common Stock	09857L108
LUV	Southwest Airlines Co	27,200	$0	0.0%	$31.85	-7.4%	Common Stock	844741108