Alken Asset Management Ltd Quant / Systematic

Location: London, United Kingdom

CIK: 0001629996 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: Apr 29, 2019

Total Value: $53.46M (83.7% shares, 16.3% debt)

Holdings (18)

— ARCH COAL INC 80.5%

Value $43.02M Shares 471,354 Share Price $91.27 Est. Cost/Share $82.99 Unrealized @ Report Date —

— BAC 7 1/4 PERP 2.7%

Value $1.447M Shares 1,100 Share Price $1315.45 Est. Cost/Share $1253.64 Unrealized @ Report Date —

— ARES CAPITAL CORP 2.5%

Value $1.346M Shares 1,350,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— VIAV 1 03/01/24 2.2%

Value $1.185M Shares 1,050,000 Share Price $1.13 Est. Cost/Share $1.08 Unrealized @ Report Date —

— TWTR 0 09/15/19 1.8%

Value $936K Shares 950,000 Share Price $0.99 Est. Cost/Share $0.97 Unrealized @ Report Date —

— SRC 3 3/4 05/15/21 1.7%

Value $905K Shares 900,000 Share Price $1.01 Est. Cost/Share $0.98 Unrealized @ Report Date —

— BKNG 0.35 06/15/20 1.7%

Value $883K Shares 650,000 Share Price $1.36 Est. Cost/Share $1.36 Unrealized @ Report Date —

— DISH 2 3/8 03/15/24 1.3%

Value $701K Shares 850,000 Share Price $0.82 Est. Cost/Share $0.82 Unrealized @ Report Date —

— JAZZ 1 1/2 08/15/2024 1.3%

Value $686K Shares 700,000 Share Price $0.98 Est. Cost/Share $0.98 Unrealized @ Report Date —

— ON SEMICONDUCTOR 0.8%

Value $432K Shares 350,000 Share Price $1.23 Est. Cost/Share $1.10 Unrealized @ Report Date —

— SLAB 1 3/8 03/01/2022 0.8%

Value $432K Shares 400,000 Share Price $1.08 Est. Cost/Share $1.06 Unrealized @ Report Date —

— LITE 0 1/4 03/15/24 0.7%

Value $355K Shares 300,000 Share Price $1.18 Est. Cost/Share $0.99 Unrealized @ Report Date —

— ARCC 4 5/8 03/01/2024 0.6%

Value $298K Shares 300,000 Share Price $0.99 Est. Cost/Share $0.99 Unrealized @ Report Date —

— WFC 7 1/2 PERP 0.5%

Value $259K Shares 200 Share Price $1295.00 Est. Cost/Share $1255.00 Unrealized @ Report Date —

— TCPC 4 03/01/22 0.3%

Value $151K Shares 150,000 Share Price $1.01 Est. Cost/Share $1.01 Unrealized @ Report Date —

— VER 3 3/4 12/15/20 0.3%

Value $150K Shares 150,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— HTGC 4 3/8 02/01/22 0.3%

Value $145K Shares 150,000 Share Price $0.97 Est. Cost/Share $0.97 Unrealized @ Report Date —

— MIC 2 10/01/23 0.2%

Value $132K Shares 150,000 Share Price $0.88 Est. Cost/Share $0.88 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	ARCH COAL INC	471,354	$43.02M	80.5%	$91.27	$82.99	—	Common Stock	039380407
—	BAC 7 1/4 PERP	1,100	$1.447M	2.7%	$1315.45	$1253.64	—	PUBLIC	060505682
—	ARES CAPITAL CORP	1,350,000	$1.346M	2.5%	$1.00	$1.00	—	US DOMESTIC	04010LAT0
—	VIAV 1 03/01/24	1,050,000	$1.185M	2.2%	$1.13	$1.08	—	US DOMESTIC	925550AB1
—	TWTR 0 09/15/19	950,000	$936K	1.8%	$0.99	$0.97	—	US DOMESTIC	90184LAB8
—	SRC 3 3/4 05/15/21	900,000	$905K	1.7%	$1.01	$0.98	—	US DOMESTIC	84860WAB8
—	BKNG 0.35 06/15/20	650,000	$883K	1.7%	$1.36	$1.36	—	US DOMESTIC	741503AS5
—	DISH 2 3/8 03/15/24	850,000	$701K	1.3%	$0.82	$0.82	—	US DOMESTIC	25470MAD1
—	JAZZ 1 1/2 08/15/2024	700,000	$686K	1.3%	$0.98	$0.98	—	US DOMESTIC	472145AD3
—	ON SEMICONDUCTOR	350,000	$432K	0.8%	$1.23	$1.10	—	US DOMESTIC	682189AK1
—	SLAB 1 3/8 03/01/2022	400,000	$432K	0.8%	$1.08	$1.06	—	US DOMESTIC	826919AB8
—	LITE 0 1/4 03/15/24	300,000	$355K	0.7%	$1.18	$0.99	—	US DOMESTIC	55024UAB5
—	ARCC 4 5/8 03/01/2024	300,000	$298K	0.6%	$0.99	$0.99	—	US DOMESTIC	04010LAW3
—	WFC 7 1/2 PERP	200	$259K	0.5%	$1295.00	$1255.00	—	PUBLIC	949746804
—	TCPC 4 03/01/22	150,000	$151K	0.3%	$1.01	$1.01	—	US DOMESTIC	87238QAD5
—	VER 3 3/4 12/15/20	150,000	$150K	0.3%	$1.00	$1.00	—	US DOMESTIC	02917TAB0
—	HTGC 4 3/8 02/01/22	150,000	$145K	0.3%	$0.97	$0.97	—	US DOMESTIC	427096AF9
—	MIC 2 10/01/23	150,000	$132K	0.2%	$0.88	$0.88	—	US DOMESTIC	55608BAB1