Alken Asset Management Ltd Quant / Systematic

CIK: 0001629996 · Show all filings

Period: Q3 2024 (← Previous) (Next →)

Filing Date: Oct 11, 2024

Total Value ($000): $50 (14.8% shares, 85.2% debt)

Holdings (34)

— Bank of America 7.250 7.5%

Value ($000) $4 Shares 2,950 Est. Cost $1.16 Unrealized —

— PPL Capital Funding 2. 5.4%

Value ($000) $3 Shares 2,550 Est. Cost $0.95 Unrealized —

— Southern Company 3.875 5.3%

Value ($000) $3 Shares 2,400 Est. Cost $1.02 Unrealized —

— CMS Energy 3.375 01-M 5.3%

Value ($000) $3 Shares 2,450 Est. Cost $1.07 Unrealized —

— InterDigital 3.500 01 5.2%

Value ($000) $3 Shares 1,400 Est. Cost $1.15 Unrealized —

— FirstEnergy 4.000 01- 5.1%

Value ($000) $3 Shares 2,450 Est. Cost $1.05 Unrealized —

— Palo Alto Networks 0.3 4.8%

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

— Akamai Technologies 0. 4.8%

Value ($000) $2 Shares 2,150 Est. Cost $1.18 Unrealized —

— NextEra Energy 7.299 4.4%

Value ($000) $2 Shares 40,000 Est. Cost $0.06 Unrealized —

— Nutanix 0.250 01-Oct- 4.2%

Value ($000) $2 Shares 1,770 Est. Cost $1.20 Unrealized —

— Insulet Corp 0.375 01 4.1%

Value ($000) $2 Shares 1,700 Est. Cost $1.01 Unrealized —

— Zscaler 0.125 01-Jul- 3.4%

Value ($000) $2 Shares 1,400 Est. Cost $1.19 Unrealized —

— Duke Energy 4.125 04/1 3.4%

Value ($000) $2 Shares 1,600 Est. Cost $1.06 Unrealized —

— Halozyme Thera 1.000 3.1%

Value ($000) $2 Shares 1,300 Est. Cost $1.11 Unrealized —

— Box 0.000 15-Jan-2026 3.0%

Value ($000) $2 Shares 1,150 Est. Cost $1.21 Unrealized —

— ON Semiconductor 0.500 2.8%

Value ($000) $1 Shares 1,400 Est. Cost $0.96 Unrealized —

— Booking Holdings 0.750 2.8%

Value ($000) $1 Shares 625 Est. Cost $1.93 Unrealized —

— Apollo Global Mgmt 6.7 2.8%

Value ($000) $1 Shares 20,600 Est. Cost $0.07 Unrealized —

— NRG Energy 2.750 01-J 2.7%

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

— Snap 0 - 0.5 up 45 - 2.6%

Value ($000) $1 Shares 1,500 Est. Cost $0.77 Unrealized —

— Ford 0.000 up 40 - 45 2.5%

Value ($000) $1 Shares 1,300 Est. Cost $0.98 Unrealized —

— Dropbox 0 - 0.5 up 47 2.3%

Value ($000) $1 Shares 1,200 Est. Cost $0.93 Unrealized —

— TransMedics Group 1.50 2.2%

Value ($000) $1 Shares 600 Est. Cost $1.84 Unrealized —

— Sarepta Therapeutics 1 1.9%

Value ($000) $1 Shares 850 Est. Cost $1.14 Unrealized —

— CyberArk Software 0.00 1.7%

Value ($000) $1 Shares 450 Est. Cost $1.05 Unrealized —

— HubSpot 0.375 01-Jun- 1.6%

Value ($000) $1 Shares 420 Est. Cost $1.89 Unrealized —

— Datadog 0.125 15-Jun- 1.3%

Value ($000) $1 Shares 500 Est. Cost $1.44 Unrealized —

— MongoDB 0.250 15-Jan- 1.2%

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

— Wolfspeed 0.250 15-Fe 1.2%

Value ($000) $1 Shares 1,550 Est. Cost $0.78 Unrealized —

— Bill.com Holdings 0 - 0.7%

Value ($000) $0 Shares 400 Est. Cost $0.82 Unrealized —

— Akamai Technologies 0. 0.6%

Value ($000) $0 Shares 300 Est. Cost $1.03 Unrealized —

PBR/A Petroleo Brasileiro SA 0.0%

Value ($000) $0 Shares 27,500 Est. Cost — Unrealized —

DXCM DexCom Inc 0.0%

Value ($000) $0 Shares 10,000 Est. Cost $82.12 Unrealized 0.0%

XOM Exxon Mobil Corp CFD 0.0%

Value ($000) $0 Shares 900 Est. Cost $110.03 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	Bank of America 7.250	2,950	$4	7.5%	$1.16	—	PUBLIC	060505682
—	PPL Capital Funding 2.	2,550	$3	5.4%	$0.95	—	US DOMESTIC	69352PAS2
—	Southern Company 3.875	2,400	$3	5.3%	$1.02	—	US DOMESTIC	842587DP9
—	CMS Energy 3.375 01-M	2,450	$3	5.3%	$1.07	—	US DOMESTIC	125896BX7
—	InterDigital 3.500 01	1,400	$3	5.2%	$1.15	—	US DOMESTIC	45867GAD3
—	FirstEnergy 4.000 01-	2,450	$3	5.1%	$1.05	—	US DOMESTIC	337932AR8
—	Palo Alto Networks 0.3	700	$2	4.8%	$2.16	—	US DOMESTIC	697435AF2
—	Akamai Technologies 0.	2,150	$2	4.8%	$1.18	—	US DOMESTIC	00971TAJ0
—	NextEra Energy 7.299	40,000	$2	4.4%	$0.06	—	PUBLIC	65339F663
—	Nutanix 0.250 01-Oct-	1,770	$2	4.2%	$1.20	—	US DOMESTIC	67059NAH1
—	Insulet Corp 0.375 01	1,700	$2	4.1%	$1.01	—	US DOMESTIC	45784PAK7
—	Zscaler 0.125 01-Jul-	1,400	$2	3.4%	$1.19	—	US DOMESTIC	98980GAB8
—	Duke Energy 4.125 04/1	1,600	$2	3.4%	$1.06	—	US DOMESTIC	26441CBY0
—	Halozyme Thera 1.000	1,300	$2	3.1%	$1.11	—	US DOMESTIC	40637HAF6
—	Box 0.000 15-Jan-2026	1,150	$2	3.0%	$1.21	—	US DOMESTIC	10316TAB0
—	ON Semiconductor 0.500	1,400	$1	2.8%	$0.96	—	US DOMESTIC	682189AU9
—	Booking Holdings 0.750	625	$1	2.8%	$1.93	—	US DOMESTIC	09857LAN8
—	Apollo Global Mgmt 6.7	20,600	$1	2.8%	$0.07	—	PUBLIC	03769M304
—	NRG Energy 2.750 01-J	600	$1	2.7%	$1.05	—	US DOMESTIC	629377CG5
—	Snap 0 - 0.5 up 45 -	1,500	$1	2.6%	$0.77	—	US DOMESTIC	83304AAF3
—	Ford 0.000 up 40 - 45	1,300	$1	2.5%	$0.98	—	US DOMESTIC	345370CZ1
—	Dropbox 0 - 0.5 up 47	1,200	$1	2.3%	$0.93	—	US DOMESTIC	26210CAD6
—	TransMedics Group 1.50	600	$1	2.2%	$1.84	—	US DOMESTIC	89377MAB5
—	Sarepta Therapeutics 1	850	$1	1.9%	$1.14	—	US DOMESTIC	803607AD2
—	CyberArk Software 0.00	450	$1	1.7%	$1.05	—	US DOMESTIC	23248VAB1
—	HubSpot 0.375 01-Jun-	420	$1	1.6%	$1.89	—	US DOMESTIC	443573AD2
—	Datadog 0.125 15-Jun-	500	$1	1.3%	$1.44	—	US DOMESTIC	23804LAB9
—	MongoDB 0.250 15-Jan-	450	$1	1.2%	$1.20	—	US DOMESTIC	60937PAD8
—	Wolfspeed 0.250 15-Fe	1,550	$1	1.2%	$0.78	—	US DOMESTIC	977852AB8
—	Bill.com Holdings 0 -	400	$0	0.7%	$0.82	—	US DOMESTIC	090043AD2
—	Akamai Technologies 0.	300	$0	0.6%	$1.03	—	US DOMESTIC	00971TAL5
PBR/A	Petroleo Brasileiro SA	27,500	$0	0.0%	—	—	ADR	71654V101
DXCM	DexCom Inc	10,000	$0	0.0%	$82.12	0.0%	Common Stock	252131107
XOM	Exxon Mobil Corp CFD	900	$0	0.0%	$110.03	0.0%	Common Stock	30231G102