Alken Asset Management Ltd Quant / Systematic

Location: London, United Kingdom

CIK: 0001629996 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 11, 2019

Total Value: $48.65M (85.9% shares, 14.1% debt)

Holdings (14)

— ARCH COAL INC 81.9%

Value $39.87M Shares 480,403 Share Price $82.99 Est. Cost/Share $82.99 Unrealized @ Report Date —

— BAC 7 1/4 PERP 2.8%

Value $1.379M Shares 1,100 Share Price $1253.64 Est. Cost/Share $1253.64 Unrealized @ Report Date —

— ARES CAPITAL CORP 2.8%

Value $1.349M Shares 1,350,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— TWTR 0 09/15/19 2.6%

Value $1.259M Shares 1,300,000 Share Price $0.97 Est. Cost/Share $0.97 Unrealized @ Report Date —

— SRC 3 3/4 05/15/21 1.8%

Value $885K Shares 900,000 Share Price $0.98 Est. Cost/Share $0.98 Unrealized @ Report Date —

— AKAM 0 02/15/19 1.6%

Value $794K Shares 800,000 Share Price $0.99 Est. Cost/Share $0.99 Unrealized @ Report Date —

— SILICON LABORATORIES I 1.4%

Value $686K Shares 650,000 Share Price $1.06 Est. Cost/Share $1.06 Unrealized @ Report Date —

— ON SEMICONDUCTOR 1.4%

Value $658K Shares 600,000 Share Price $1.10 Est. Cost/Share $1.10 Unrealized @ Report Date —

— CTXS 0 04/15/19 0.9%

Value $427K Shares 300,000 Share Price $1.42 Est. Cost/Share $1.42 Unrealized @ Report Date —

— VIAV 1 03/01/24 0.7%

Value $346K Shares 350,000 Share Price $0.99 Est. Cost/Share $0.99 Unrealized @ Report Date —

— CCI 6 7/8 0.6%

Value $315K Shares 300 Share Price $1050.00 Est. Cost/Share $1050.00 Unrealized @ Report Date —

— LITE 0 1/4 03/15/24 0.6%

Value $297K Shares 300,000 Share Price $0.99 Est. Cost/Share $0.99 Unrealized @ Report Date —

— WFC 7 1/2 PERP 0.5%

Value $251K Shares 200 Share Price $1255.00 Est. Cost/Share $1255.00 Unrealized @ Report Date —

— CTRP 1 07/01/20 0.3%

Value $138K Shares 150,000 Share Price $0.92 Est. Cost/Share $0.92 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	ARCH COAL INC	480,403	$39.87M	81.9%	$82.99	$82.99	—	Common Stock	039380407
—	BAC 7 1/4 PERP	1,100	$1.379M	2.8%	$1253.64	$1253.64	—	PUBLIC	060505682
—	ARES CAPITAL CORP	1,350,000	$1.349M	2.8%	$1.00	$1.00	—	US DOMESTIC	04010LAT0
—	TWTR 0 09/15/19	1,300,000	$1.259M	2.6%	$0.97	$0.97	—	US DOMESTIC	90184LAB8
—	SRC 3 3/4 05/15/21	900,000	$885K	1.8%	$0.98	$0.98	—	US DOMESTIC	84860WAB8
—	AKAM 0 02/15/19	800,000	$794K	1.6%	$0.99	$0.99	—	US DOMESTIC	00971TAG6
—	SILICON LABORATORIES I	650,000	$686K	1.4%	$1.06	$1.06	—	US DOMESTIC	826919AB8
—	ON SEMICONDUCTOR	600,000	$658K	1.4%	$1.10	$1.10	—	US DOMESTIC	682189AK1
—	CTXS 0 04/15/19	300,000	$427K	0.9%	$1.42	$1.42	—	US DOMESTIC	177376AD2
—	VIAV 1 03/01/24	350,000	$346K	0.7%	$0.99	$0.99	—	US DOMESTIC	925550AB1
—	CCI 6 7/8	300	$315K	0.6%	$1050.00	$1050.00	—	PUBLIC	22822V309
—	LITE 0 1/4 03/15/24	300,000	$297K	0.6%	$0.99	$0.99	—	US DOMESTIC	55024UAB5
—	WFC 7 1/2 PERP	200	$251K	0.5%	$1255.00	$1255.00	—	PUBLIC	949746804
—	CTRP 1 07/01/20	150,000	$138K	0.3%	$0.92	$0.92	—	GLOBAL	22943FAF7