Alken Asset Management Ltd Quant / Systematic

Location: London, United Kingdom

CIK: 0001629996 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Jul 5, 2024

Total Value: $43.3M (14.6% shares, 85.4% debt)

Holdings (27)

— Bank of America 7.250 8.2%

Value $3.531M Shares 2,950 Share Price $1196.95 Est. Cost/Share $1157.61 Unrealized @ Report Date —

— Nutanix 0.250 01-Oct- 6.7%

Value $2.92M Shares 2,500 Share Price $1168.00 Est. Cost/Share $1195.28 Unrealized @ Report Date —

— Southern Company 3.875 5.7%

Value $2.448M Shares 2,400 Share Price $1020.00 Est. Cost/Share $1020.00 Unrealized @ Report Date —

— PPL Capital Funding 2. 5.6%

Value $2.432M Shares 2,550 Share Price $953.73 Est. Cost/Share $953.73 Unrealized @ Report Date —

— Palo Alto Networks 0.3 5.5%

Value $2.385M Shares 700 Share Price $3407.14 Est. Cost/Share $2156.43 Unrealized @ Report Date —

— Akamai Technologies 0. 5.2%

Value $2.257M Shares 2,150 Share Price $1049.77 Est. Cost/Share $1182.79 Unrealized @ Report Date —

— InterDigital 3.500 01 5.0%

Value $2.165M Shares 1,400 Share Price $1546.43 Est. Cost/Share $1151.43 Unrealized @ Report Date —

— Booking Holdings 0.750 4.9%

Value $2.108M Shares 1,000 Share Price $2108.00 Est. Cost/Share $1933.00 Unrealized @ Report Date —

— Royal Caribbean 6.000 4.5%

Value $1.929M Shares 600 Share Price $3215.00 Est. Cost/Share $2651.67 Unrealized @ Report Date —

— Zscaler 0.125 01-Jul- 4.4%

Value $1.887M Shares 1,400 Share Price $1347.86 Est. Cost/Share $1185.79 Unrealized @ Report Date —

— Insulet Corp 0.375 01 4.3%

Value $1.866M Shares 1,700 Share Price $1097.65 Est. Cost/Share $1014.19 Unrealized @ Report Date —

— NextEra Energy 6.926 3.4%

Value $1.453M Shares 35,000 Share Price $41.51 Est. Cost/Share $39.57 Unrealized @ Report Date —

— Halozyme Thera 1.000 3.3%

Value $1.44M Shares 1,300 Share Price $1107.69 Est. Cost/Share $1107.69 Unrealized @ Report Date —

— Apollo Global Mgmt 6.7 3.1%

Value $1.358M Shares 20,600 Share Price $65.92 Est. Cost/Share $65.92 Unrealized @ Report Date —

— ON Semiconductor 0.500 3.1%

Value $1.345M Shares 1,400 Share Price $960.71 Est. Cost/Share $960.71 Unrealized @ Report Date —

— Ford 0.000 up 40 - 45 3.0%

Value $1.307M Shares 1,300 Share Price $1005.38 Est. Cost/Share $438.65 Unrealized @ Report Date —

— Snap 0 - 0.5 up 45 - 2.9%

Value $1.248M Shares 1,500 Share Price $832.00 Est. Cost/Share $766.67 Unrealized @ Report Date —

— Box 0.000 15-Jan-2026 2.8%

Value $1.197M Shares 1,050 Share Price $1140.00 Est. Cost/Share $1202.86 Unrealized @ Report Date —

— NRG Energy 2.750 01-J 2.7%

Value $1.166M Shares 600 Share Price $1943.33 Est. Cost/Share $1050.00 Unrealized @ Report Date —

— CyberArk Software 0.00 2.6%

Value $1.128M Shares 650 Share Price $1735.38 Est. Cost/Share $1055.00 Unrealized @ Report Date —

— Dropbox 0 - 0.5 up 47 2.5%

Value $1.09M Shares 1,200 Share Price $908.33 Est. Cost/Share $932.50 Unrealized @ Report Date —

— Alliant Energy 3.875 2.3%

Value $984K Shares 1,000 Share Price $984.00 Est. Cost/Share $984.00 Unrealized @ Report Date —

— Wolfspeed 0.250 15-Fe 2.1%

Value $916K Shares 1,550 Share Price $590.97 Est. Cost/Share $784.50 Unrealized @ Report Date —

— Bill.com Holdings 0 - 2.0%

Value $852K Shares 1,000 Share Price $852.00 Est. Cost/Share $825.00 Unrealized @ Report Date —

— Datadog 0.125 15-Jun- 1.7%

Value $722K Shares 500 Share Price $1444.00 Est. Cost/Share $1444.00 Unrealized @ Report Date —

— MongoDB 0.250 15-Jan- 1.4%

Value $594K Shares 450 Share Price $1320.00 Est. Cost/Share $1199.69 Unrealized @ Report Date —

— Jazz Investments 2.000 1.3%

Value $575K Shares 600 Share Price $958.33 Est. Cost/Share $1026.67 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	Bank of America 7.250	2,950	$3.531M	8.2%	$1196.95	$1157.61	—	PUBLIC	060505682
—	Nutanix 0.250 01-Oct-	2,500	$2.92M	6.7%	$1168.00	$1195.28	—	US DOMESTIC	67059NAH1
—	Southern Company 3.875	2,400	$2.448M	5.7%	$1020.00	$1020.00	—	US DOMESTIC	842587DP9
—	PPL Capital Funding 2.	2,550	$2.432M	5.6%	$953.73	$953.73	—	US DOMESTIC	69352PAS2
—	Palo Alto Networks 0.3	700	$2.385M	5.5%	$3407.14	$2156.43	—	US DOMESTIC	697435AF2
—	Akamai Technologies 0.	2,150	$2.257M	5.2%	$1049.77	$1182.79	—	US DOMESTIC	00971TAJ0
—	InterDigital 3.500 01	1,400	$2.165M	5.0%	$1546.43	$1151.43	—	US DOMESTIC	45867GAD3
—	Booking Holdings 0.750	1,000	$2.108M	4.9%	$2108.00	$1933.00	—	US DOMESTIC	09857LAN8
—	Royal Caribbean 6.000	600	$1.929M	4.5%	$3215.00	$2651.67	—	US DOMESTIC	780153BQ4
—	Zscaler 0.125 01-Jul-	1,400	$1.887M	4.4%	$1347.86	$1185.79	—	US DOMESTIC	98980GAB8
—	Insulet Corp 0.375 01	1,700	$1.866M	4.3%	$1097.65	$1014.19	—	US DOMESTIC	45784PAK7
—	NextEra Energy 6.926	35,000	$1.453M	3.4%	$41.51	$39.57	—	PUBLIC	65339F713
—	Halozyme Thera 1.000	1,300	$1.44M	3.3%	$1107.69	$1107.69	—	US DOMESTIC	40637HAF6
—	Apollo Global Mgmt 6.7	20,600	$1.358M	3.1%	$65.92	$65.92	—	PUBLIC	03769M304
—	ON Semiconductor 0.500	1,400	$1.345M	3.1%	$960.71	$960.71	—	US DOMESTIC	682189AU9
—	Ford 0.000 up 40 - 45	1,300	$1.307M	3.0%	$1005.38	$438.65	—	US DOMESTIC	345370CZ1
—	Snap 0 - 0.5 up 45 -	1,500	$1.248M	2.9%	$832.00	$766.67	—	US DOMESTIC	83304AAF3
—	Box 0.000 15-Jan-2026	1,050	$1.197M	2.8%	$1140.00	$1202.86	—	US DOMESTIC	10316TAB0
—	NRG Energy 2.750 01-J	600	$1.166M	2.7%	$1943.33	$1050.00	—	US DOMESTIC	629377CG5
—	CyberArk Software 0.00	650	$1.128M	2.6%	$1735.38	$1055.00	—	US DOMESTIC	23248VAB1
—	Dropbox 0 - 0.5 up 47	1,200	$1.09M	2.5%	$908.33	$932.50	—	US DOMESTIC	26210CAD6
—	Alliant Energy 3.875	1,000	$984K	2.3%	$984.00	$984.00	—	US DOMESTIC	018802AC2
—	Wolfspeed 0.250 15-Fe	1,550	$916K	2.1%	$590.97	$784.50	—	US DOMESTIC	977852AB8
—	Bill.com Holdings 0 -	1,000	$852K	2.0%	$852.00	$825.00	—	US DOMESTIC	090043AD2
—	Datadog 0.125 15-Jun-	500	$722K	1.7%	$1444.00	$1444.00	—	US DOMESTIC	23804LAB9
—	MongoDB 0.250 15-Jan-	450	$594K	1.4%	$1320.00	$1199.69	—	US DOMESTIC	60937PAD8
—	Jazz Investments 2.000	600	$575K	1.3%	$958.33	$1026.67	—	US DOMESTIC	472145AF8