Alken Asset Management Ltd Quant / Systematic

Location: London, United Kingdom

CIK: 0001629996 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Jul 9, 2019

Total Value: $56.42M (82.9% shares, 17.1% debt)

Holdings (16)

— ARCH COAL INC 77.3%

Value $43.61M Shares 462,864 Share Price $94.21 Est. Cost/Share $82.99 Unrealized @ Report Date —

— BAC 7 1/4 PERP 4.3%

Value $2.408M Shares 1,750 Share Price $1376.00 Est. Cost/Share $1299.09 Unrealized @ Report Date —

— DISH 2 3/8 03/15/24 3.3%

Value $1.851M Shares 2,000,000 Share Price $0.93 Est. Cost/Share $0.88 Unrealized @ Report Date —

— ARES CAPITAL CORP 2.1%

Value $1.164M Shares 1,150,000 Share Price $1.01 Est. Cost/Share $1.00 Unrealized @ Report Date —

— JAZZ 1 1/2 08/15/2024 1.9%

Value $1.087M Shares 1,100,000 Share Price $0.99 Est. Cost/Share $0.98 Unrealized @ Report Date —

— BKNG 0.35 06/15/20 1.9%

Value $1.074M Shares 750,000 Share Price $1.43 Est. Cost/Share $1.37 Unrealized @ Report Date —

— SRC 3 3/4 05/15/21 1.6%

Value $918K Shares 900,000 Share Price $1.02 Est. Cost/Share $0.98 Unrealized @ Report Date —

— WFC 7 1/2 PERP 1.3%

Value $752K Shares 550 Share Price $1367.27 Est. Cost/Share $1326.45 Unrealized @ Report Date —

— HTGC 4 3/8 02/01/22 1.2%

Value $701K Shares 700,000 Share Price $1.00 Est. Cost/Share $0.99 Unrealized @ Report Date —

— NXPI 1 12/01/19 1.1%

Value $637K Shares 600,000 Share Price $1.06 Est. Cost/Share $1.06 Unrealized @ Report Date —

— ON SEMICONDUCTOR 1.0%

Value $550K Shares 450,000 Share Price $1.22 Est. Cost/Share $1.12 Unrealized @ Report Date —

— ARCC 4 5/8 03/01/2024 0.6%

Value $360K Shares 350,000 Share Price $1.03 Est. Cost/Share $1.00 Unrealized @ Report Date —

— MIC 2 10/01/23 0.6%

Value $356K Shares 400,000 Share Price $0.89 Est. Cost/Share $0.89 Unrealized @ Report Date —

— TCPC 4 03/01/22 0.6%

Value $355K Shares 350,000 Share Price $1.01 Est. Cost/Share $1.01 Unrealized @ Report Date —

— VER 3 3/4 12/15/20 0.6%

Value $353K Shares 350,000 Share Price $1.01 Est. Cost/Share $1.00 Unrealized @ Report Date —

— TWTR 0 09/15/19 0.4%

Value $249K Shares 250,000 Share Price $1.00 Est. Cost/Share $0.97 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	ARCH COAL INC	462,864	$43.61M	77.3%	$94.21	$82.99	—	Common Stock	039380407
—	BAC 7 1/4 PERP	1,750	$2.408M	4.3%	$1376.00	$1299.09	—	PUBLIC	060505682
—	DISH 2 3/8 03/15/24	2,000,000	$1.851M	3.3%	$0.93	$0.88	—	US DOMESTIC	25470MAD1
—	ARES CAPITAL CORP	1,150,000	$1.164M	2.1%	$1.01	$1.00	—	US DOMESTIC	04010LAT0
—	JAZZ 1 1/2 08/15/2024	1,100,000	$1.087M	1.9%	$0.99	$0.98	—	US DOMESTIC	472145AD3
—	BKNG 0.35 06/15/20	750,000	$1.074M	1.9%	$1.43	$1.37	—	US DOMESTIC	741503AS5
—	SRC 3 3/4 05/15/21	900,000	$918K	1.6%	$1.02	$0.98	—	US DOMESTIC	84860WAB8
—	WFC 7 1/2 PERP	550	$752K	1.3%	$1367.27	$1326.45	—	PUBLIC	949746804
—	HTGC 4 3/8 02/01/22	700,000	$701K	1.2%	$1.00	$0.99	—	US DOMESTIC	427096AF9
—	NXPI 1 12/01/19	600,000	$637K	1.1%	$1.06	$1.06	—	YANKEE	62952QAB6
—	ON SEMICONDUCTOR	450,000	$550K	1.0%	$1.22	$1.12	—	US DOMESTIC	682189AK1
—	ARCC 4 5/8 03/01/2024	350,000	$360K	0.6%	$1.03	$1.00	—	US DOMESTIC	04010LAW3
—	MIC 2 10/01/23	400,000	$356K	0.6%	$0.89	$0.89	—	US DOMESTIC	55608BAB1
—	TCPC 4 03/01/22	350,000	$355K	0.6%	$1.01	$1.01	—	US DOMESTIC	87238QAD5
—	VER 3 3/4 12/15/20	350,000	$353K	0.6%	$1.01	$1.00	—	US DOMESTIC	02917TAB0
—	TWTR 0 09/15/19	250,000	$249K	0.4%	$1.00	$0.97	—	US DOMESTIC	90184LAB8