Alken Asset Management Ltd Quant / Systematic

Location: London, United Kingdom

CIK: 0001629996 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Oct 31, 2023

Total Value: $23.06M (15.3% shares, 84.7% debt)

Holdings (29)

— Bank of America 7.250 15.3%

Value $3.531M Shares 3,350 Share Price $1054.03 Est. Cost/Share $1157.61 Unrealized @ Report Date —

— Lyft 1.500 15-May-202 8.1%

Value $1.879M Shares 2,055 Share Price $914.36 Est. Cost/Share $332.42 Unrealized @ Report Date —

— Ford 0.000 up 40 - 45 8.0%

Value $1.851M Shares 1,950 Share Price $949.23 Est. Cost/Share $438.65 Unrealized @ Report Date —

— Palo Alto Networks 0.3 7.5%

Value $1.727M Shares 700 Share Price $2467.14 Est. Cost/Share $2156.43 Unrealized @ Report Date —

— InterDigital 3.500 01 7.0%

Value $1.612M Shares 1,400 Share Price $1151.43 Est. Cost/Share $1151.43 Unrealized @ Report Date —

— CyberArk Software 0.00 5.9%

Value $1.353M Shares 1,200 Share Price $1127.50 Est. Cost/Share $1055.00 Unrealized @ Report Date —

— Insulet Corp 0.375 01 4.5%

Value $1.032M Shares 1,100 Share Price $938.18 Est. Cost/Share $938.18 Unrealized @ Report Date —

— Zscaler 0.125 01-Jul- 3.9%

Value $909K Shares 750 Share Price $1212.00 Est. Cost/Share $1045.33 Unrealized @ Report Date —

— Rapid7 0 - 0.25 up 30 3.7%

Value $850K Shares 1,000 Share Price $850.00 Est. Cost/Share $873.00 Unrealized @ Report Date —

— Macom Tech 0 - 0.25 u 3.7%

Value $849K Shares 800 Share Price $1061.25 Est. Cost/Share $1061.25 Unrealized @ Report Date —

— MongoDB 0.250 15-Jan- 3.2%

Value $738K Shares 450 Share Price $1640.00 Est. Cost/Share $1199.69 Unrealized @ Report Date —

— Alarm.com 0.000 15-Ja 3.0%

Value $691K Shares 800 Share Price $863.75 Est. Cost/Share $857.50 Unrealized @ Report Date —

— Snap 0 - 0.5 up 45 - 2.9%

Value $667K Shares 900 Share Price $741.11 Est. Cost/Share $742.22 Unrealized @ Report Date —

— NRG Energy 2.750 01-J 2.9%

Value $665K Shares 600 Share Price $1108.33 Est. Cost/Share $1050.00 Unrealized @ Report Date —

— Wolfspeed 0.250 15-Fe 2.8%

Value $648K Shares 1,050 Share Price $617.14 Est. Cost/Share $833.33 Unrealized @ Report Date —

— Jazz Investments 2.000 2.7%

Value $616K Shares 600 Share Price $1026.67 Est. Cost/Share $1026.67 Unrealized @ Report Date —

— BlackLine 0 - 0.5 up 2.6%

Value $591K Shares 700 Share Price $844.29 Est. Cost/Share $850.71 Unrealized @ Report Date —

— American Airlines 6.50 2.2%

Value $508K Shares 500 Share Price $1016.00 Est. Cost/Share $1016.00 Unrealized @ Report Date —

— Bill.com Holdings 0 - 2.1%

Value $479K Shares 600 Share Price $798.33 Est. Cost/Share $821.67 Unrealized @ Report Date —

— Beyond Meat 0.000 15- 2.0%

Value $451K Shares 2,050 Share Price $220.00 Est. Cost/Share $0.61 Unrealized @ Report Date —

— Western Digital 1.500 1.9%

Value $443K Shares 450 Share Price $984.44 Est. Cost/Share $0.95 Unrealized @ Report Date —

— Pinduoduo 0.000 01-De 1.5%

Value $346K Shares 350 Share Price $988.57 Est. Cost/Share $1.06 Unrealized @ Report Date —

— NIO 0.000 01-Feb-2026 1.0%

Value $242K Shares 250 Share Price $968.00 Est. Cost/Share $0.84 Unrealized @ Report Date —

— Datadog 0.125 15-Jun- 1.0%

Value $225K Shares 200 Share Price $1125.00 Est. Cost/Share $1100.00 Unrealized @ Report Date —

— Vroom 0.75 - 1.25 up 0.7%

Value $155K Shares 300 Share Price $516.67 Est. Cost/Share $370.83 Unrealized @ Report Date —

LUV Southwest Airlines Co 0.0%

Value $0 Shares 27,200 Share Price $0.00 Est. Cost/Share $31.85 Unrealized @ Report Date -19.2%

BKNG Booking Holdings Inc 0.0%

Value $0 Shares 293 Share Price $0.00 Est. Cost/Share $2394.16 Unrealized @ Report Date +26.7%

NTR Nutrien LTD 0.0%

Value $0 Shares 3,800 Share Price $0.00 Est. Cost/Share $69.94 Unrealized @ Report Date -18.0%

XOM Exxon Mobil Corp CFD 0.0%

Value $0 Shares 900 Share Price $0.00 Est. Cost/Share $79.58 Unrealized @ Report Date +36.6%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	Bank of America 7.250	3,350	$3.531M	15.3%	$1054.03	$1157.61	—	PUBLIC	060505682
—	Lyft 1.500 15-May-202	2,055	$1.879M	8.1%	$914.36	$332.42	—	US DOMESTIC	55087PAB0
—	Ford 0.000 up 40 - 45	1,950	$1.851M	8.0%	$949.23	$438.65	—	US DOMESTIC	345370CZ1
—	Palo Alto Networks 0.3	700	$1.727M	7.5%	$2467.14	$2156.43	—	US DOMESTIC	697435AF2
—	InterDigital 3.500 01	1,400	$1.612M	7.0%	$1151.43	$1151.43	—	US DOMESTIC	45867GAD3
—	CyberArk Software 0.00	1,200	$1.353M	5.9%	$1127.50	$1055.00	—	US DOMESTIC	23248VAB1
—	Insulet Corp 0.375 01	1,100	$1.032M	4.5%	$938.18	$938.18	—	US DOMESTIC	45784PAK7
—	Zscaler 0.125 01-Jul-	750	$909K	3.9%	$1212.00	$1045.33	—	US DOMESTIC	98980GAB8
—	Rapid7 0 - 0.25 up 30	1,000	$850K	3.7%	$850.00	$873.00	—	US DOMESTIC	753422AF1
—	Macom Tech 0 - 0.25 u	800	$849K	3.7%	$1061.25	$1061.25	—	US DOMESTIC	55405YAB6
—	MongoDB 0.250 15-Jan-	450	$738K	3.2%	$1640.00	$1199.69	—	US DOMESTIC	60937PAD8
—	Alarm.com 0.000 15-Ja	800	$691K	3.0%	$863.75	$857.50	—	US DOMESTIC	011642AB1
—	Snap 0 - 0.5 up 45 -	900	$667K	2.9%	$741.11	$742.22	—	US DOMESTIC	83304AAF3
—	NRG Energy 2.750 01-J	600	$665K	2.9%	$1108.33	$1050.00	—	US DOMESTIC	629377CG5
—	Wolfspeed 0.250 15-Fe	1,050	$648K	2.8%	$617.14	$833.33	—	US DOMESTIC	977852AB8
—	Jazz Investments 2.000	600	$616K	2.7%	$1026.67	$1026.67	—	US DOMESTIC	472145AF8
—	BlackLine 0 - 0.5 up	700	$591K	2.6%	$844.29	$850.71	—	US DOMESTIC	09239BAD1
—	American Airlines 6.50	500	$508K	2.2%	$1016.00	$1016.00	—	US DOMESTIC	02376RAF9
—	Bill.com Holdings 0 -	600	$479K	2.1%	$798.33	$821.67	—	US DOMESTIC	090043AD2
—	Beyond Meat 0.000 15-	2,050	$451K	2.0%	$220.00	$0.61	—	US DOMESTIC	08862EAB5
—	Western Digital 1.500	450	$443K	1.9%	$984.44	$0.95	—	US DOMESTIC	958102AP0
—	Pinduoduo 0.000 01-De	350	$346K	1.5%	$988.57	$1.06	—	GLOBAL	722304AC6
—	NIO 0.000 01-Feb-2026	250	$242K	1.0%	$968.00	$0.84	—	GLOBAL	62914VAE6
—	Datadog 0.125 15-Jun-	200	$225K	1.0%	$1125.00	$1100.00	—	US DOMESTIC	23804LAB9
—	Vroom 0.75 - 1.25 up	300	$155K	0.7%	$516.67	$370.83	—	US DOMESTIC	92918VAB5
LUV	Southwest Airlines Co	27,200	$0	0.0%	$0.00	$31.85	-19.2%	Common Stock	844741108
BKNG	Booking Holdings Inc	293	$0	0.0%	$0.00	$2394.16	+26.7%	Common Stock	09857L108
NTR	Nutrien LTD	3,800	$0	0.0%	$0.00	$69.94	-18.0%	Common Stock	67077M108
XOM	Exxon Mobil Corp CFD	900	$0	0.0%	$0.00	$79.58	+36.6%	Common Stock	30231G102