Alken Asset Management Ltd Quant / Systematic

Location: London, United Kingdom

CIK: 0001629996 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Jan 29, 2024

Total Value: $29.7M (20.8% shares, 79.2% debt)

Holdings (26)

— Bank of America 7.250 13.6%

Value $4.05M Shares 3,350 Share Price $1208.96 Est. Cost/Share $1157.61 Unrealized @ Report Date —

— Palo Alto Networks 0.3 7.0%

Value $2.079M Shares 700 Share Price $2970.00 Est. Cost/Share $2156.43 Unrealized @ Report Date —

— InterDigital 3.500 01 6.9%

Value $2.061M Shares 1,400 Share Price $1472.14 Est. Cost/Share $1151.43 Unrealized @ Report Date —

— Insulet Corp 0.375 01 6.6%

Value $1.961M Shares 1,700 Share Price $1153.53 Est. Cost/Share $1014.19 Unrealized @ Report Date —

— Lyft 1.500 15-May-202 6.6%

Value $1.953M Shares 2,055 Share Price $950.36 Est. Cost/Share $332.42 Unrealized @ Report Date —

— Ford 0.000 up 40 - 45 6.6%

Value $1.948M Shares 1,950 Share Price $998.97 Est. Cost/Share $438.65 Unrealized @ Report Date —

— CyberArk Software 0.00 5.7%

Value $1.706M Shares 1,200 Share Price $1421.67 Est. Cost/Share $1055.00 Unrealized @ Report Date —

— Royal Caribbean 6.000 5.4%

Value $1.591M Shares 600 Share Price $2651.67 Est. Cost/Share $2651.67 Unrealized @ Report Date —

— Snap 0 - 0.5 up 45 - 4.1%

Value $1.205M Shares 1,500 Share Price $803.33 Est. Cost/Share $766.67 Unrealized @ Report Date —

— Zscaler 0.125 01-Jul- 3.8%

Value $1.141M Shares 750 Share Price $1521.33 Est. Cost/Share $1045.33 Unrealized @ Report Date —

— Pinduoduo 0.000 01-De 3.8%

Value $1.135M Shares 1,100 Share Price $1031.82 Est. Cost/Share $703.85 Unrealized @ Report Date —

— Wolfspeed 0.250 15-Fe 3.6%

Value $1.057M Shares 1,550 Share Price $681.94 Est. Cost/Share $784.50 Unrealized @ Report Date —

BKNG Booking Holdings Inc 3.5%

Value $1.039M Shares 293 Share Price $3546.08 Est. Cost/Share $2394.16 Unrealized @ Report Date +45.8%

— MongoDB 0.250 15-Jan- 3.0%

Value $893K Shares 450 Share Price $1984.44 Est. Cost/Share $1199.69 Unrealized @ Report Date —

— Bill.com Holdings 0 - 2.8%

Value $830K Shares 1,000 Share Price $830.00 Est. Cost/Share $825.00 Unrealized @ Report Date —

LUV Southwest Airlines Co 2.6%

Value $786K Shares 27,200 Share Price $28.90 * Est. Cost/Share $31.85 Unrealized @ Report Date -13.3%

— NRG Energy 2.750 01-J 2.6%

Value $775K Shares 600 Share Price $1291.67 Est. Cost/Share $1050.00 Unrealized @ Report Date —

— Alarm.com 0.000 15-Ja 2.4%

Value $715K Shares 800 Share Price $893.75 Est. Cost/Share $857.50 Unrealized @ Report Date —

— BlackLine 0 - 0.5 up 2.1%

Value $617K Shares 700 Share Price $881.43 Est. Cost/Share $850.71 Unrealized @ Report Date —

— Jazz Investments 2.000 2.0%

Value $606K Shares 600 Share Price $1010.00 Est. Cost/Share $1026.67 Unrealized @ Report Date —

— American Airlines 6.50 1.9%

Value $557K Shares 500 Share Price $1114.00 Est. Cost/Share $1016.00 Unrealized @ Report Date —

— Datadog 0.125 15-Jun- 0.9%

Value $281K Shares 200 Share Price $1405.00 Est. Cost/Share $1100.00 Unrealized @ Report Date —

— NIO 0.000 01-Feb-2026 0.8%

Value $248K Shares 250 Share Price $992.00 Est. Cost/Share $0.84 Unrealized @ Report Date —

NTR Nutrien LTD 0.7%

Value $214K Shares 3,800 Share Price $56.32 * Est. Cost/Share $69.94 Unrealized @ Report Date -24.5%

— Vroom 0.75 - 1.25 up 0.5%

Value $163K Shares 300 Share Price $543.33 Est. Cost/Share $370.83 Unrealized @ Report Date —

XOM Exxon Mobil Corp CFD 0.3%

Value $90,000 Shares 900 Share Price $100.00 * Est. Cost/Share $79.58 Unrealized @ Report Date +17.2%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	Bank of America 7.250	3,350	$4.05M	13.6%	$1208.96	$1157.61	—	PUBLIC	060505682
—	Palo Alto Networks 0.3	700	$2.079M	7.0%	$2970.00	$2156.43	—	US DOMESTIC	697435AF2
—	InterDigital 3.500 01	1,400	$2.061M	6.9%	$1472.14	$1151.43	—	US DOMESTIC	45867GAD3
—	Insulet Corp 0.375 01	1,700	$1.961M	6.6%	$1153.53	$1014.19	—	US DOMESTIC	45784PAK7
—	Lyft 1.500 15-May-202	2,055	$1.953M	6.6%	$950.36	$332.42	—	US DOMESTIC	55087PAB0
—	Ford 0.000 up 40 - 45	1,950	$1.948M	6.6%	$998.97	$438.65	—	US DOMESTIC	345370CZ1
—	CyberArk Software 0.00	1,200	$1.706M	5.7%	$1421.67	$1055.00	—	US DOMESTIC	23248VAB1
—	Royal Caribbean 6.000	600	$1.591M	5.4%	$2651.67	$2651.67	—	US DOMESTIC	780153BQ4
—	Snap 0 - 0.5 up 45 -	1,500	$1.205M	4.1%	$803.33	$766.67	—	US DOMESTIC	83304AAF3
—	Zscaler 0.125 01-Jul-	750	$1.141M	3.8%	$1521.33	$1045.33	—	US DOMESTIC	98980GAB8
—	Pinduoduo 0.000 01-De	1,100	$1.135M	3.8%	$1031.82	$703.85	—	GLOBAL	722304AC6
—	Wolfspeed 0.250 15-Fe	1,550	$1.057M	3.6%	$681.94	$784.50	—	US DOMESTIC	977852AB8
BKNG	Booking Holdings Inc	293	$1.039M	3.5%	$3546.08	$2394.16	+45.8%	Common Stock	09857L108
—	MongoDB 0.250 15-Jan-	450	$893K	3.0%	$1984.44	$1199.69	—	US DOMESTIC	60937PAD8
—	Bill.com Holdings 0 -	1,000	$830K	2.8%	$830.00	$825.00	—	US DOMESTIC	090043AD2
LUV	Southwest Airlines Co	27,200	$786K	2.6%	$28.90 *	$31.85	-13.3%	Common Stock	844741108
—	NRG Energy 2.750 01-J	600	$775K	2.6%	$1291.67	$1050.00	—	US DOMESTIC	629377CG5
—	Alarm.com 0.000 15-Ja	800	$715K	2.4%	$893.75	$857.50	—	US DOMESTIC	011642AB1
—	BlackLine 0 - 0.5 up	700	$617K	2.1%	$881.43	$850.71	—	US DOMESTIC	09239BAD1
—	Jazz Investments 2.000	600	$606K	2.0%	$1010.00	$1026.67	—	US DOMESTIC	472145AF8
—	American Airlines 6.50	500	$557K	1.9%	$1114.00	$1016.00	—	US DOMESTIC	02376RAF9
—	Datadog 0.125 15-Jun-	200	$281K	0.9%	$1405.00	$1100.00	—	US DOMESTIC	23804LAB9
—	NIO 0.000 01-Feb-2026	250	$248K	0.8%	$992.00	$0.84	—	GLOBAL	62914VAE6
NTR	Nutrien LTD	3,800	$214K	0.7%	$56.32 *	$69.94	-24.5%	Common Stock	67077M108
—	Vroom 0.75 - 1.25 up	300	$163K	0.5%	$543.33	$370.83	—	US DOMESTIC	92918VAB5
XOM	Exxon Mobil Corp CFD	900	$90,000	0.3%	$100.00 *	$79.58	+17.2%	Common Stock	30231G102