Alken Asset Management Ltd Quant / Systematic

Location: London, United Kingdom

CIK: 0001629996 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 12, 2019

Total Value: $51.09M (64.3% shares, 35.7% debt)

Holdings (25)

— ARCH COAL INC 60.8%

Value $31.07M Shares 418,717 Share Price $74.20 Est. Cost/Share $82.99 Unrealized @ Report Date —

— VSH 2 1/4 06/15/25 5.8%

Value $2.963M Shares 3,150,000 Share Price $0.94 Est. Cost/Share $0.94 Unrealized @ Report Date —

— PANW 0 3/4 07/01/23 3.7%

Value $1.902M Shares 1,800,000 Share Price $1.06 Est. Cost/Share $1.06 Unrealized @ Report Date —

— MOMO 1 1/4 07/01/25 3.5%

Value $1.796M Shares 2,000,000 Share Price $0.90 Est. Cost/Share $0.90 Unrealized @ Report Date —

— BAC 7 1/4 PERP 2.6%

Value $1.337M Shares 900 Share Price $1485.56 Est. Cost/Share $1299.09 Unrealized @ Report Date —

— MIC 2 10/01/23 2.4%

Value $1.225M Shares 1,350,000 Share Price $0.91 Est. Cost/Share $0.90 Unrealized @ Report Date —

— JAZZ 1 1/2 08/15/2024 2.1%

Value $1.059M Shares 1,100,000 Share Price $0.96 Est. Cost/Share $0.98 Unrealized @ Report Date —

— SQ 0 1/2 05/15/23 2.1%

Value $1.055M Shares 950,000 Share Price $1.11 Est. Cost/Share $1.11 Unrealized @ Report Date —

— ARCC 4 5/8 03/01/2024 1.7%

Value $847K Shares 800,000 Share Price $1.06 Est. Cost/Share $1.03 Unrealized @ Report Date —

— ARES CAPITAL CORP 1.5%

Value $778K Shares 750,000 Share Price $1.04 Est. Cost/Share $1.00 Unrealized @ Report Date —

— WB 1 1/4 11/15/22 1.5%

Value $750K Shares 800,000 Share Price $0.94 Est. Cost/Share $0.94 Unrealized @ Report Date —

— HTGC 4 3/8 02/01/22 1.4%

Value $720K Shares 700,000 Share Price $1.03 Est. Cost/Share $0.99 Unrealized @ Report Date —

— NRG 2 3/4 06/01/48 1.1%

Value $562K Shares 500,000 Share Price $1.12 Est. Cost/Share $1.12 Unrealized @ Report Date —

— FTI CONSULTING INC 1.1%

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

— NUAN 1 1/4 04/01/25 1.1%

Value $543K Shares 550,000 Share Price $0.99 Est. Cost/Share $0.99 Unrealized @ Report Date —

— ILMN 0 1/2 06/15/21 1.0%

Value $532K Shares 400,000 Share Price $1.33 Est. Cost/Share $1.33 Unrealized @ Report Date —

— ON SEMICONDUCTOR 1.0%

Value $529K Shares 450,000 Share Price $1.18 Est. Cost/Share $1.12 Unrealized @ Report Date —

— BKNG 0.35 06/15/20 1.0%

Value $521K Shares 350,000 Share Price $1.49 Est. Cost/Share $1.37 Unrealized @ Report Date —

— SRC 3 3/4 05/15/21 1.0%

Value $513K Shares 500,000 Share Price $1.03 Est. Cost/Share $0.98 Unrealized @ Report Date —

— WFC 7 1/2 PERP 0.9%

Value $455K Shares 300 Share Price $1516.67 Est. Cost/Share $1326.45 Unrealized @ Report Date —

— NUAN 1 12/15/35 0.8%

Value $426K Shares 450,000 Share Price $0.95 Est. Cost/Share $0.95 Unrealized @ Report Date —

— TCPC 4 03/01/22 0.7%

Value $361K Shares 350,000 Share Price $1.03 Est. Cost/Share $1.01 Unrealized @ Report Date —

— VER 3 3/4 12/15/20 0.7%

Value $355K Shares 350,000 Share Price $1.01 Est. Cost/Share $1.00 Unrealized @ Report Date —

— WDC 1 1/2 02/01/24 0.3%

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

— RGEN 0 3/8 07/15/24 0.2%

Value $100K Shares 100,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	ARCH COAL INC	418,717	$31.07M	60.8%	$74.20	$82.99	—	Common Stock	039380407
—	VSH 2 1/4 06/15/25	3,150,000	$2.963M	5.8%	$0.94	$0.94	—	US DOMESTIC	928298AP3
—	PANW 0 3/4 07/01/23	1,800,000	$1.902M	3.7%	$1.06	$1.06	—	US DOMESTIC	697435AD7
—	MOMO 1 1/4 07/01/25	2,000,000	$1.796M	3.5%	$0.90	$0.90	—	GLOBAL	60879BAB3
—	BAC 7 1/4 PERP	900	$1.337M	2.6%	$1485.56	$1299.09	—	PUBLIC	060505682
—	MIC 2 10/01/23	1,350,000	$1.225M	2.4%	$0.91	$0.90	—	US DOMESTIC	55608BAB1
—	JAZZ 1 1/2 08/15/2024	1,100,000	$1.059M	2.1%	$0.96	$0.98	—	US DOMESTIC	472145AD3
—	SQ 0 1/2 05/15/23	950,000	$1.055M	2.1%	$1.11	$1.11	—	US DOMESTIC	852234AD5
—	ARCC 4 5/8 03/01/2024	800,000	$847K	1.7%	$1.06	$1.03	—	US DOMESTIC	04010LAW3
—	ARES CAPITAL CORP	750,000	$778K	1.5%	$1.04	$1.00	—	US DOMESTIC	04010LAT0
—	WB 1 1/4 11/15/22	800,000	$750K	1.5%	$0.94	$0.94	—	GLOBAL	948596AC5
—	HTGC 4 3/8 02/01/22	700,000	$720K	1.4%	$1.03	$0.99	—	US DOMESTIC	427096AF9
—	NRG 2 3/4 06/01/48	500,000	$562K	1.1%	$1.12	$1.12	—	US DOMESTIC	629377CG5
—	FTI CONSULTING INC	450,000	$550K	1.1%	$1.22	$1.22	—	US DOMESTIC	302941AP4
—	NUAN 1 1/4 04/01/25	550,000	$543K	1.1%	$0.99	$0.99	—	GLOBAL	67020YAN0
—	ILMN 0 1/2 06/15/21	400,000	$532K	1.0%	$1.33	$1.33	—	US DOMESTIC	452327AH2
—	ON SEMICONDUCTOR	450,000	$529K	1.0%	$1.18	$1.12	—	US DOMESTIC	682189AK1
—	BKNG 0.35 06/15/20	350,000	$521K	1.0%	$1.49	$1.37	—	US DOMESTIC	741503AS5
—	SRC 3 3/4 05/15/21	500,000	$513K	1.0%	$1.03	$0.98	—	US DOMESTIC	84860WAB8
—	WFC 7 1/2 PERP	300	$455K	0.9%	$1516.67	$1326.45	—	PUBLIC	949746804
—	NUAN 1 12/15/35	450,000	$426K	0.8%	$0.95	$0.95	—	US DOMESTIC	67020YAK6
—	TCPC 4 03/01/22	350,000	$361K	0.7%	$1.03	$1.01	—	US DOMESTIC	87238QAD5
—	VER 3 3/4 12/15/20	350,000	$355K	0.7%	$1.01	$1.00	—	US DOMESTIC	02917TAB0
—	WDC 1 1/2 02/01/24	150,000	$145K	0.3%	$0.97	$0.97	—	US DOMESTIC	958102AP0
—	RGEN 0 3/8 07/15/24	100,000	$100K	0.2%	$1.00	$1.00	—	US DOMESTIC	759916AB5