Alken Asset Management Ltd Quant / Systematic

CIK: 0001629996 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: Apr 29, 2019

Total Value ($000): $53,463 (83.7% shares, 16.3% debt)

Holdings (18)

— ARCH COAL INC 80.5%

Value ($000) $43,020 Shares 471,354 Est. Cost $82.99 Unrealized —

— BAC 7 1/4 PERP 2.7%

Value ($000) $1,447 Shares 1,100 Est. Cost $1253.64 Unrealized —

— ARES CAPITAL CORP 2.5%

Value ($000) $1,346 Shares 1,350,000 Est. Cost $1.00 Unrealized —

— VIAV 1 03/01/24 2.2%

Value ($000) $1,185 Shares 1,050,000 Est. Cost $1.08 Unrealized —

— TWTR 0 09/15/19 1.8%

Value ($000) $936 Shares 950,000 Est. Cost $0.97 Unrealized —

— SRC 3 3/4 05/15/21 1.7%

Value ($000) $905 Shares 900,000 Est. Cost $0.98 Unrealized —

— BKNG 0.35 06/15/20 1.7%

Value ($000) $883 Shares 650,000 Est. Cost $1.36 Unrealized —

— DISH 2 3/8 03/15/24 1.3%

Value ($000) $701 Shares 850,000 Est. Cost $0.82 Unrealized —

— JAZZ 1 1/2 08/15/2024 1.3%

Value ($000) $686 Shares 700,000 Est. Cost $0.98 Unrealized —

— ON SEMICONDUCTOR 0.8%

Value ($000) $432 Shares 350,000 Est. Cost $1.10 Unrealized —

— SLAB 1 3/8 03/01/2022 0.8%

Value ($000) $432 Shares 400,000 Est. Cost $1.06 Unrealized —

— LITE 0 1/4 03/15/24 0.7%

Value ($000) $355 Shares 300,000 Est. Cost $0.99 Unrealized —

— ARCC 4 5/8 03/01/2024 0.6%

Value ($000) $298 Shares 300,000 Est. Cost $0.99 Unrealized —

— WFC 7 1/2 PERP 0.5%

Value ($000) $259 Shares 200 Est. Cost $1255.00 Unrealized —

— TCPC 4 03/01/22 0.3%

Value ($000) $151 Shares 150,000 Est. Cost $1.01 Unrealized —

— VER 3 3/4 12/15/20 0.3%

Value ($000) $150 Shares 150,000 Est. Cost $1.00 Unrealized —

— HTGC 4 3/8 02/01/22 0.3%

Value ($000) $145 Shares 150,000 Est. Cost $0.97 Unrealized —

— MIC 2 10/01/23 0.2%

Value ($000) $132 Shares 150,000 Est. Cost $0.88 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ARCH COAL INC	471,354	$43,020	80.5%	$82.99	—	Common Stock	039380407
—	BAC 7 1/4 PERP	1,100	$1,447	2.7%	$1253.64	—	PUBLIC	060505682
—	ARES CAPITAL CORP	1,350,000	$1,346	2.5%	$1.00	—	US DOMESTIC	04010LAT0
—	VIAV 1 03/01/24	1,050,000	$1,185	2.2%	$1.08	—	US DOMESTIC	925550AB1
—	TWTR 0 09/15/19	950,000	$936	1.8%	$0.97	—	US DOMESTIC	90184LAB8
—	SRC 3 3/4 05/15/21	900,000	$905	1.7%	$0.98	—	US DOMESTIC	84860WAB8
—	BKNG 0.35 06/15/20	650,000	$883	1.7%	$1.36	—	US DOMESTIC	741503AS5
—	DISH 2 3/8 03/15/24	850,000	$701	1.3%	$0.82	—	US DOMESTIC	25470MAD1
—	JAZZ 1 1/2 08/15/2024	700,000	$686	1.3%	$0.98	—	US DOMESTIC	472145AD3
—	ON SEMICONDUCTOR	350,000	$432	0.8%	$1.10	—	US DOMESTIC	682189AK1
—	SLAB 1 3/8 03/01/2022	400,000	$432	0.8%	$1.06	—	US DOMESTIC	826919AB8
—	LITE 0 1/4 03/15/24	300,000	$355	0.7%	$0.99	—	US DOMESTIC	55024UAB5
—	ARCC 4 5/8 03/01/2024	300,000	$298	0.6%	$0.99	—	US DOMESTIC	04010LAW3
—	WFC 7 1/2 PERP	200	$259	0.5%	$1255.00	—	PUBLIC	949746804
—	TCPC 4 03/01/22	150,000	$151	0.3%	$1.01	—	US DOMESTIC	87238QAD5
—	VER 3 3/4 12/15/20	150,000	$150	0.3%	$1.00	—	US DOMESTIC	02917TAB0
—	HTGC 4 3/8 02/01/22	150,000	$145	0.3%	$0.97	—	US DOMESTIC	427096AF9
—	MIC 2 10/01/23	150,000	$132	0.2%	$0.88	—	US DOMESTIC	55608BAB1