Alken Asset Management Ltd Quant / Systematic

CIK: 0001629996 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 12, 2019

Total Value ($000): $51,093 (64.3% shares, 35.7% debt)

Holdings (25)

— ARCH COAL INC 60.8%

Value ($000) $31,069 Shares 418,717 Est. Cost $82.99 Unrealized —

— VSH 2 1/4 06/15/25 5.8%

Value ($000) $2,963 Shares 3,150,000 Est. Cost $0.94 Unrealized —

— PANW 0 3/4 07/01/23 3.7%

Value ($000) $1,902 Shares 1,800,000 Est. Cost $1.06 Unrealized —

— MOMO 1 1/4 07/01/25 3.5%

Value ($000) $1,796 Shares 2,000,000 Est. Cost $0.90 Unrealized —

— BAC 7 1/4 PERP 2.6%

Value ($000) $1,337 Shares 900 Est. Cost $1299.09 Unrealized —

— MIC 2 10/01/23 2.4%

Value ($000) $1,225 Shares 1,350,000 Est. Cost $0.90 Unrealized —

— JAZZ 1 1/2 08/15/2024 2.1%

Value ($000) $1,059 Shares 1,100,000 Est. Cost $0.98 Unrealized —

— SQ 0 1/2 05/15/23 2.1%

Value ($000) $1,055 Shares 950,000 Est. Cost $1.11 Unrealized —

— ARCC 4 5/8 03/01/2024 1.7%

Value ($000) $847 Shares 800,000 Est. Cost $1.03 Unrealized —

— ARES CAPITAL CORP 1.5%

Value ($000) $778 Shares 750,000 Est. Cost $1.00 Unrealized —

— WB 1 1/4 11/15/22 1.5%

Value ($000) $750 Shares 800,000 Est. Cost $0.94 Unrealized —

— HTGC 4 3/8 02/01/22 1.4%

Value ($000) $720 Shares 700,000 Est. Cost $0.99 Unrealized —

— NRG 2 3/4 06/01/48 1.1%

Value ($000) $562 Shares 500,000 Est. Cost $1.12 Unrealized —

— FTI CONSULTING INC 1.1%

Value ($000) $550 Shares 450,000 Est. Cost $1.22 Unrealized —

— NUAN 1 1/4 04/01/25 1.1%

Value ($000) $543 Shares 550,000 Est. Cost $0.99 Unrealized —

— ILMN 0 1/2 06/15/21 1.0%

Value ($000) $532 Shares 400,000 Est. Cost $1.33 Unrealized —

— ON SEMICONDUCTOR 1.0%

Value ($000) $529 Shares 450,000 Est. Cost $1.12 Unrealized —

— BKNG 0.35 06/15/20 1.0%

Value ($000) $521 Shares 350,000 Est. Cost $1.37 Unrealized —

— SRC 3 3/4 05/15/21 1.0%

Value ($000) $513 Shares 500,000 Est. Cost $0.98 Unrealized —

— WFC 7 1/2 PERP 0.9%

Value ($000) $455 Shares 300 Est. Cost $1326.45 Unrealized —

— NUAN 1 12/15/35 0.8%

Value ($000) $426 Shares 450,000 Est. Cost $0.95 Unrealized —

— TCPC 4 03/01/22 0.7%

Value ($000) $361 Shares 350,000 Est. Cost $1.01 Unrealized —

— VER 3 3/4 12/15/20 0.7%

Value ($000) $355 Shares 350,000 Est. Cost $1.00 Unrealized —

— WDC 1 1/2 02/01/24 0.3%

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

— RGEN 0 3/8 07/15/24 0.2%

Value ($000) $100 Shares 100,000 Est. Cost $1.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ARCH COAL INC	418,717	$31,069	60.8%	$82.99	—	Common Stock	039380407
—	VSH 2 1/4 06/15/25	3,150,000	$2,963	5.8%	$0.94	—	US DOMESTIC	928298AP3
—	PANW 0 3/4 07/01/23	1,800,000	$1,902	3.7%	$1.06	—	US DOMESTIC	697435AD7
—	MOMO 1 1/4 07/01/25	2,000,000	$1,796	3.5%	$0.90	—	GLOBAL	60879BAB3
—	BAC 7 1/4 PERP	900	$1,337	2.6%	$1299.09	—	PUBLIC	060505682
—	MIC 2 10/01/23	1,350,000	$1,225	2.4%	$0.90	—	US DOMESTIC	55608BAB1
—	JAZZ 1 1/2 08/15/2024	1,100,000	$1,059	2.1%	$0.98	—	US DOMESTIC	472145AD3
—	SQ 0 1/2 05/15/23	950,000	$1,055	2.1%	$1.11	—	US DOMESTIC	852234AD5
—	ARCC 4 5/8 03/01/2024	800,000	$847	1.7%	$1.03	—	US DOMESTIC	04010LAW3
—	ARES CAPITAL CORP	750,000	$778	1.5%	$1.00	—	US DOMESTIC	04010LAT0
—	WB 1 1/4 11/15/22	800,000	$750	1.5%	$0.94	—	GLOBAL	948596AC5
—	HTGC 4 3/8 02/01/22	700,000	$720	1.4%	$0.99	—	US DOMESTIC	427096AF9
—	NRG 2 3/4 06/01/48	500,000	$562	1.1%	$1.12	—	US DOMESTIC	629377CG5
—	FTI CONSULTING INC	450,000	$550	1.1%	$1.22	—	US DOMESTIC	302941AP4
—	NUAN 1 1/4 04/01/25	550,000	$543	1.1%	$0.99	—	GLOBAL	67020YAN0
—	ILMN 0 1/2 06/15/21	400,000	$532	1.0%	$1.33	—	US DOMESTIC	452327AH2
—	ON SEMICONDUCTOR	450,000	$529	1.0%	$1.12	—	US DOMESTIC	682189AK1
—	BKNG 0.35 06/15/20	350,000	$521	1.0%	$1.37	—	US DOMESTIC	741503AS5
—	SRC 3 3/4 05/15/21	500,000	$513	1.0%	$0.98	—	US DOMESTIC	84860WAB8
—	WFC 7 1/2 PERP	300	$455	0.9%	$1326.45	—	PUBLIC	949746804
—	NUAN 1 12/15/35	450,000	$426	0.8%	$0.95	—	US DOMESTIC	67020YAK6
—	TCPC 4 03/01/22	350,000	$361	0.7%	$1.01	—	US DOMESTIC	87238QAD5
—	VER 3 3/4 12/15/20	350,000	$355	0.7%	$1.00	—	US DOMESTIC	02917TAB0
—	WDC 1 1/2 02/01/24	150,000	$145	0.3%	$0.97	—	US DOMESTIC	958102AP0
—	RGEN 0 3/8 07/15/24	100,000	$100	0.2%	$1.00	—	US DOMESTIC	759916AB5