Alken Asset Management Ltd Quant / Systematic

CIK: 0001629996 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 11, 2019

Total Value ($000): $48,653 (85.9% shares, 14.1% debt)

Holdings (14)

— ARCH COAL INC 81.9%

Value ($000) $39,869 Shares 480,403 Est. Cost $82.99 Unrealized —

— BAC 7 1/4 PERP 2.8%

Value ($000) $1,379 Shares 1,100 Est. Cost $1253.64 Unrealized —

— ARES CAPITAL CORP 2.8%

Value ($000) $1,349 Shares 1,350,000 Est. Cost $1.00 Unrealized —

— TWTR 0 09/15/19 2.6%

Value ($000) $1,259 Shares 1,300,000 Est. Cost $0.97 Unrealized —

— SRC 3 3/4 05/15/21 1.8%

Value ($000) $885 Shares 900,000 Est. Cost $0.98 Unrealized —

— AKAM 0 02/15/19 1.6%

Value ($000) $794 Shares 800,000 Est. Cost $0.99 Unrealized —

— SILICON LABORATORIES I 1.4%

Value ($000) $686 Shares 650,000 Est. Cost $1.06 Unrealized —

— ON SEMICONDUCTOR 1.4%

Value ($000) $658 Shares 600,000 Est. Cost $1.10 Unrealized —

— CTXS 0 04/15/19 0.9%

Value ($000) $427 Shares 300,000 Est. Cost $1.42 Unrealized —

— VIAV 1 03/01/24 0.7%

Value ($000) $346 Shares 350,000 Est. Cost $0.99 Unrealized —

— CCI 6 7/8 0.6%

Value ($000) $315 Shares 300 Est. Cost $1050.00 Unrealized —

— LITE 0 1/4 03/15/24 0.6%

Value ($000) $297 Shares 300,000 Est. Cost $0.99 Unrealized —

— WFC 7 1/2 PERP 0.5%

Value ($000) $251 Shares 200 Est. Cost $1255.00 Unrealized —

— CTRP 1 07/01/20 0.3%

Value ($000) $138 Shares 150,000 Est. Cost $0.92 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ARCH COAL INC	480,403	$39,869	81.9%	$82.99	—	Common Stock	039380407
—	BAC 7 1/4 PERP	1,100	$1,379	2.8%	$1253.64	—	PUBLIC	060505682
—	ARES CAPITAL CORP	1,350,000	$1,349	2.8%	$1.00	—	US DOMESTIC	04010LAT0
—	TWTR 0 09/15/19	1,300,000	$1,259	2.6%	$0.97	—	US DOMESTIC	90184LAB8
—	SRC 3 3/4 05/15/21	900,000	$885	1.8%	$0.98	—	US DOMESTIC	84860WAB8
—	AKAM 0 02/15/19	800,000	$794	1.6%	$0.99	—	US DOMESTIC	00971TAG6
—	SILICON LABORATORIES I	650,000	$686	1.4%	$1.06	—	US DOMESTIC	826919AB8
—	ON SEMICONDUCTOR	600,000	$658	1.4%	$1.10	—	US DOMESTIC	682189AK1
—	CTXS 0 04/15/19	300,000	$427	0.9%	$1.42	—	US DOMESTIC	177376AD2
—	VIAV 1 03/01/24	350,000	$346	0.7%	$0.99	—	US DOMESTIC	925550AB1
—	CCI 6 7/8	300	$315	0.6%	$1050.00	—	PUBLIC	22822V309
—	LITE 0 1/4 03/15/24	300,000	$297	0.6%	$0.99	—	US DOMESTIC	55024UAB5
—	WFC 7 1/2 PERP	200	$251	0.5%	$1255.00	—	PUBLIC	949746804
—	CTRP 1 07/01/20	150,000	$138	0.3%	$0.92	—	GLOBAL	22943FAF7