Alken Asset Management Ltd Quant / Systematic

CIK: 0001629996 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Jul 9, 2019

Total Value ($000): $56,421 (82.9% shares, 17.1% debt)

Holdings (16)

— ARCH COAL INC 77.3%

Value ($000) $43,606 Shares 462,864 Est. Cost $82.99 Unrealized —

— BAC 7 1/4 PERP 4.3%

Value ($000) $2,408 Shares 1,750 Est. Cost $1299.09 Unrealized —

— DISH 2 3/8 03/15/24 3.3%

Value ($000) $1,851 Shares 2,000,000 Est. Cost $0.88 Unrealized —

— ARES CAPITAL CORP 2.1%

Value ($000) $1,164 Shares 1,150,000 Est. Cost $1.00 Unrealized —

— JAZZ 1 1/2 08/15/2024 1.9%

Value ($000) $1,087 Shares 1,100,000 Est. Cost $0.98 Unrealized —

— BKNG 0.35 06/15/20 1.9%

Value ($000) $1,074 Shares 750,000 Est. Cost $1.37 Unrealized —

— SRC 3 3/4 05/15/21 1.6%

Value ($000) $918 Shares 900,000 Est. Cost $0.98 Unrealized —

— WFC 7 1/2 PERP 1.3%

Value ($000) $752 Shares 550 Est. Cost $1326.45 Unrealized —

— HTGC 4 3/8 02/01/22 1.2%

Value ($000) $701 Shares 700,000 Est. Cost $0.99 Unrealized —

— NXPI 1 12/01/19 1.1%

Value ($000) $637 Shares 600,000 Est. Cost $1.06 Unrealized —

— ON SEMICONDUCTOR 1.0%

Value ($000) $550 Shares 450,000 Est. Cost $1.12 Unrealized —

— ARCC 4 5/8 03/01/2024 0.6%

Value ($000) $360 Shares 350,000 Est. Cost $1.00 Unrealized —

— MIC 2 10/01/23 0.6%

Value ($000) $356 Shares 400,000 Est. Cost $0.89 Unrealized —

— TCPC 4 03/01/22 0.6%

Value ($000) $355 Shares 350,000 Est. Cost $1.01 Unrealized —

— VER 3 3/4 12/15/20 0.6%

Value ($000) $353 Shares 350,000 Est. Cost $1.00 Unrealized —

— TWTR 0 09/15/19 0.4%

Value ($000) $249 Shares 250,000 Est. Cost $0.97 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ARCH COAL INC	462,864	$43,606	77.3%	$82.99	—	Common Stock	039380407
—	BAC 7 1/4 PERP	1,750	$2,408	4.3%	$1299.09	—	PUBLIC	060505682
—	DISH 2 3/8 03/15/24	2,000,000	$1,851	3.3%	$0.88	—	US DOMESTIC	25470MAD1
—	ARES CAPITAL CORP	1,150,000	$1,164	2.1%	$1.00	—	US DOMESTIC	04010LAT0
—	JAZZ 1 1/2 08/15/2024	1,100,000	$1,087	1.9%	$0.98	—	US DOMESTIC	472145AD3
—	BKNG 0.35 06/15/20	750,000	$1,074	1.9%	$1.37	—	US DOMESTIC	741503AS5
—	SRC 3 3/4 05/15/21	900,000	$918	1.6%	$0.98	—	US DOMESTIC	84860WAB8
—	WFC 7 1/2 PERP	550	$752	1.3%	$1326.45	—	PUBLIC	949746804
—	HTGC 4 3/8 02/01/22	700,000	$701	1.2%	$0.99	—	US DOMESTIC	427096AF9
—	NXPI 1 12/01/19	600,000	$637	1.1%	$1.06	—	YANKEE	62952QAB6
—	ON SEMICONDUCTOR	450,000	$550	1.0%	$1.12	—	US DOMESTIC	682189AK1
—	ARCC 4 5/8 03/01/2024	350,000	$360	0.6%	$1.00	—	US DOMESTIC	04010LAW3
—	MIC 2 10/01/23	400,000	$356	0.6%	$0.89	—	US DOMESTIC	55608BAB1
—	TCPC 4 03/01/22	350,000	$355	0.6%	$1.01	—	US DOMESTIC	87238QAD5
—	VER 3 3/4 12/15/20	350,000	$353	0.6%	$1.00	—	US DOMESTIC	02917TAB0
—	TWTR 0 09/15/19	250,000	$249	0.4%	$0.97	—	US DOMESTIC	90184LAB8