Alken Asset Management Ltd Quant / Systematic

Location: London, United Kingdom

CIK: 0001629996 · Show all filings

Period: Q3 2024 (← Previous) (Next →)

Filing Date: Oct 11, 2024

Total Value: $50.02M (14.8% shares, 85.2% debt)

Holdings (34)

— Bank of America 7.250 7.5%

Value $3.76M Shares 2,950 Share Price $1274.58 Est. Cost/Share $1157.61 Unrealized @ Report Date —

— PPL Capital Funding 2. 5.4%

Value $2.695M Shares 2,550 Share Price $1056.86 Est. Cost/Share $953.73 Unrealized @ Report Date —

— Southern Company 3.875 5.3%

Value $2.658M Shares 2,400 Share Price $1107.50 Est. Cost/Share $1020.00 Unrealized @ Report Date —

— CMS Energy 3.375 01-M 5.3%

Value $2.627M Shares 2,450 Share Price $1072.24 Est. Cost/Share $1072.24 Unrealized @ Report Date —

— InterDigital 3.500 01 5.2%

Value $2.594M Shares 1,400 Share Price $1852.86 Est. Cost/Share $1151.43 Unrealized @ Report Date —

— FirstEnergy 4.000 01- 5.1%

Value $2.566M Shares 2,450 Share Price $1047.35 Est. Cost/Share $1047.35 Unrealized @ Report Date —

— Palo Alto Networks 0.3 4.8%

Value $2.413M Shares 700 Share Price $3447.14 Est. Cost/Share $2156.43 Unrealized @ Report Date —

— Akamai Technologies 0. 4.8%

Value $2.393M Shares 2,150 Share Price $1113.02 Est. Cost/Share $1182.79 Unrealized @ Report Date —

— NextEra Energy 7.299 4.4%

Value $2.221M Shares 40,000 Share Price $55.52 Est. Cost/Share $55.52 Unrealized @ Report Date —

— Nutanix 0.250 01-Oct- 4.2%

Value $2.101M Shares 1,770 Share Price $1187.01 Est. Cost/Share $1195.28 Unrealized @ Report Date —

— Insulet Corp 0.375 01 4.1%

Value $2.046M Shares 1,700 Share Price $1203.53 Est. Cost/Share $1014.19 Unrealized @ Report Date —

— Zscaler 0.125 01-Jul- 3.4%

Value $1.708M Shares 1,400 Share Price $1220.00 Est. Cost/Share $1185.79 Unrealized @ Report Date —

— Duke Energy 4.125 04/1 3.4%

Value $1.692M Shares 1,600 Share Price $1057.50 Est. Cost/Share $1057.50 Unrealized @ Report Date —

— Halozyme Thera 1.000 3.1%

Value $1.546M Shares 1,300 Share Price $1189.23 Est. Cost/Share $1107.69 Unrealized @ Report Date —

— Box 0.000 15-Jan-2026 3.0%

Value $1.503M Shares 1,150 Share Price $1306.96 Est. Cost/Share $1211.91 Unrealized @ Report Date —

— ON Semiconductor 0.500 2.8%

Value $1.411M Shares 1,400 Share Price $1007.86 Est. Cost/Share $960.71 Unrealized @ Report Date —

— Booking Holdings 0.750 2.8%

Value $1.402M Shares 625 Share Price $2243.20 Est. Cost/Share $1933.00 Unrealized @ Report Date —

— Apollo Global Mgmt 6.7 2.8%

Value $1.402M Shares 20,600 Share Price $68.06 Est. Cost/Share $65.92 Unrealized @ Report Date —

— NRG Energy 2.750 01-J 2.7%

Value $1.332M Shares 600 Share Price $2220.00 Est. Cost/Share $1050.00 Unrealized @ Report Date —

— Snap 0 - 0.5 up 45 - 2.6%

Value $1.28M Shares 1,500 Share Price $853.33 Est. Cost/Share $766.67 Unrealized @ Report Date —

— Ford 0.000 up 40 - 45 2.5%

Value $1.268M Shares 1,300 Share Price $975.38 Est. Cost/Share $438.65 Unrealized @ Report Date —

— Dropbox 0 - 0.5 up 47 2.3%

Value $1.157M Shares 1,200 Share Price $964.17 Est. Cost/Share $932.50 Unrealized @ Report Date —

— TransMedics Group 1.50 2.2%

Value $1.105M Shares 600 Share Price $1841.67 Est. Cost/Share $1841.67 Unrealized @ Report Date —

— Sarepta Therapeutics 1 1.9%

Value $966K Shares 850 Share Price $1136.47 Est. Cost/Share $1136.47 Unrealized @ Report Date —

— CyberArk Software 0.00 1.7%

Value $834K Shares 450 Share Price $1853.33 Est. Cost/Share $1055.00 Unrealized @ Report Date —

— HubSpot 0.375 01-Jun- 1.6%

Value $793K Shares 420 Share Price $1888.10 Est. Cost/Share $1888.10 Unrealized @ Report Date —

— Datadog 0.125 15-Jun- 1.3%

Value $652K Shares 500 Share Price $1304.00 Est. Cost/Share $1444.00 Unrealized @ Report Date —

— MongoDB 0.250 15-Jan- 1.2%

Value $622K Shares 450 Share Price $1382.22 Est. Cost/Share $1199.69 Unrealized @ Report Date —

— Wolfspeed 0.250 15-Fe 1.2%

Value $607K Shares 1,550 Share Price $391.61 Est. Cost/Share $784.50 Unrealized @ Report Date —

— Bill.com Holdings 0 - 0.7%

Value $353K Shares 400 Share Price $882.50 Est. Cost/Share $825.00 Unrealized @ Report Date —

— Akamai Technologies 0. 0.6%

Value $310K Shares 300 Share Price $1033.33 Est. Cost/Share $1033.33 Unrealized @ Report Date —

PBR/A Petroleo Brasileiro SA 0.0%

Value $0 Shares 27,500 Share Price $0.00 Est. Cost/Share $13.55 Unrealized @ Report Date -2.6%

DXCM DexCom Inc 0.0%

Value $0 Shares 10,000 Share Price $0.00 Est. Cost/Share $82.12 Unrealized @ Report Date -18.4%

XOM Exxon Mobil Corp CFD 0.0%

Value $0 Shares 900 Share Price $0.00 Est. Cost/Share $110.03 Unrealized @ Report Date +1.9%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	Bank of America 7.250	2,950	$3.76M	7.5%	$1274.58	$1157.61	—	PUBLIC	060505682
—	PPL Capital Funding 2.	2,550	$2.695M	5.4%	$1056.86	$953.73	—	US DOMESTIC	69352PAS2
—	Southern Company 3.875	2,400	$2.658M	5.3%	$1107.50	$1020.00	—	US DOMESTIC	842587DP9
—	CMS Energy 3.375 01-M	2,450	$2.627M	5.3%	$1072.24	$1072.24	—	US DOMESTIC	125896BX7
—	InterDigital 3.500 01	1,400	$2.594M	5.2%	$1852.86	$1151.43	—	US DOMESTIC	45867GAD3
—	FirstEnergy 4.000 01-	2,450	$2.566M	5.1%	$1047.35	$1047.35	—	US DOMESTIC	337932AR8
—	Palo Alto Networks 0.3	700	$2.413M	4.8%	$3447.14	$2156.43	—	US DOMESTIC	697435AF2
—	Akamai Technologies 0.	2,150	$2.393M	4.8%	$1113.02	$1182.79	—	US DOMESTIC	00971TAJ0
—	NextEra Energy 7.299	40,000	$2.221M	4.4%	$55.52	$55.52	—	PUBLIC	65339F663
—	Nutanix 0.250 01-Oct-	1,770	$2.101M	4.2%	$1187.01	$1195.28	—	US DOMESTIC	67059NAH1
—	Insulet Corp 0.375 01	1,700	$2.046M	4.1%	$1203.53	$1014.19	—	US DOMESTIC	45784PAK7
—	Zscaler 0.125 01-Jul-	1,400	$1.708M	3.4%	$1220.00	$1185.79	—	US DOMESTIC	98980GAB8
—	Duke Energy 4.125 04/1	1,600	$1.692M	3.4%	$1057.50	$1057.50	—	US DOMESTIC	26441CBY0
—	Halozyme Thera 1.000	1,300	$1.546M	3.1%	$1189.23	$1107.69	—	US DOMESTIC	40637HAF6
—	Box 0.000 15-Jan-2026	1,150	$1.503M	3.0%	$1306.96	$1211.91	—	US DOMESTIC	10316TAB0
—	ON Semiconductor 0.500	1,400	$1.411M	2.8%	$1007.86	$960.71	—	US DOMESTIC	682189AU9
—	Booking Holdings 0.750	625	$1.402M	2.8%	$2243.20	$1933.00	—	US DOMESTIC	09857LAN8
—	Apollo Global Mgmt 6.7	20,600	$1.402M	2.8%	$68.06	$65.92	—	PUBLIC	03769M304
—	NRG Energy 2.750 01-J	600	$1.332M	2.7%	$2220.00	$1050.00	—	US DOMESTIC	629377CG5
—	Snap 0 - 0.5 up 45 -	1,500	$1.28M	2.6%	$853.33	$766.67	—	US DOMESTIC	83304AAF3
—	Ford 0.000 up 40 - 45	1,300	$1.268M	2.5%	$975.38	$438.65	—	US DOMESTIC	345370CZ1
—	Dropbox 0 - 0.5 up 47	1,200	$1.157M	2.3%	$964.17	$932.50	—	US DOMESTIC	26210CAD6
—	TransMedics Group 1.50	600	$1.105M	2.2%	$1841.67	$1841.67	—	US DOMESTIC	89377MAB5
—	Sarepta Therapeutics 1	850	$966K	1.9%	$1136.47	$1136.47	—	US DOMESTIC	803607AD2
—	CyberArk Software 0.00	450	$834K	1.7%	$1853.33	$1055.00	—	US DOMESTIC	23248VAB1
—	HubSpot 0.375 01-Jun-	420	$793K	1.6%	$1888.10	$1888.10	—	US DOMESTIC	443573AD2
—	Datadog 0.125 15-Jun-	500	$652K	1.3%	$1304.00	$1444.00	—	US DOMESTIC	23804LAB9
—	MongoDB 0.250 15-Jan-	450	$622K	1.2%	$1382.22	$1199.69	—	US DOMESTIC	60937PAD8
—	Wolfspeed 0.250 15-Fe	1,550	$607K	1.2%	$391.61	$784.50	—	US DOMESTIC	977852AB8
—	Bill.com Holdings 0 -	400	$353K	0.7%	$882.50	$825.00	—	US DOMESTIC	090043AD2
—	Akamai Technologies 0.	300	$310K	0.6%	$1033.33	$1033.33	—	US DOMESTIC	00971TAL5
PBR/A	Petroleo Brasileiro SA	27,500	$0	0.0%	$0.00	$13.55	-2.6%	ADR	71654V101
DXCM	DexCom Inc	10,000	$0	0.0%	$0.00	$82.12	-18.4%	Common Stock	252131107
XOM	Exxon Mobil Corp CFD	900	$0	0.0%	$0.00	$110.03	+1.9%	Common Stock	30231G102