Alken Asset Management Ltd Quant / Systematic

Location: London, United Kingdom

CIK: 0001629996 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 13, 2020

Total Value: $58.19M (46.5% shares, 53.5% debt)

Holdings (27)

— ARCH COAL INC 41.3%

Value $24.02M Shares 334,764 Share Price $71.74 Est. Cost/Share $82.99 Unrealized @ Report Date —

— VSH 2 1/4 06/15/25 5.5%

Value $3.208M Shares 3,200,000 Share Price $1.00 Est. Cost/Share $0.94 Unrealized @ Report Date —

— PANW 0 3/4 07/01/23 5.2%

Value $3.041M Shares 2,750,000 Share Price $1.11 Est. Cost/Share $1.07 Unrealized @ Report Date —

— MOMO 1 1/4 07/01/25 4.0%

Value $2.318M Shares 2,500,000 Share Price $0.93 Est. Cost/Share $0.90 Unrealized @ Report Date —

— BAC 7 1/4 PERP 3.8%

Value $2.184M Shares 1,500 Share Price $1456.00 Est. Cost/Share $1361.85 Unrealized @ Report Date —

— BKNG 0.35 06/15/20 3.5%

Value $2.028M Shares 1,300,000 Share Price $1.56 Est. Cost/Share $1.51 Unrealized @ Report Date —

— JAZZ 1 1/2 08/15/2024 2.9%

Value $1.712M Shares 1,700,000 Share Price $1.01 Est. Cost/Share $0.99 Unrealized @ Report Date —

— SQ 0 1/2 05/15/23 2.9%

Value $1.673M Shares 1,500,000 Share Price $1.12 Est. Cost/Share $1.11 Unrealized @ Report Date —

— NRG 2 3/4 06/01/48 2.7%

Value $1.593M Shares 1,400,000 Share Price $1.14 Est. Cost/Share $1.13 Unrealized @ Report Date —

— NUAN 1 1/4 04/01/25 2.7%

Value $1.553M Shares 1,400,000 Share Price $1.11 Est. Cost/Share $1.06 Unrealized @ Report Date —

— ETSY 0 03/01/23 2.4%

Value $1.411M Shares 1,000,000 Share Price $1.41 Est. Cost/Share $1.41 Unrealized @ Report Date —

— WB 1 1/4 11/15/22 2.3%

Value $1.366M Shares 1,450,000 Share Price $0.94 Est. Cost/Share $0.94 Unrealized @ Report Date —

— ARCC 4 5/8 03/01/2024 2.3%

Value $1.335M Shares 1,250,000 Share Price $1.07 Est. Cost/Share $1.05 Unrealized @ Report Date —

— ARES CAPITAL CORP 2.2%

Value $1.296M Shares 1,250,000 Share Price $1.04 Est. Cost/Share $1.01 Unrealized @ Report Date —

— MIC 2 10/01/23 2.2%

Value $1.281M Shares 1,350,000 Share Price $0.95 Est. Cost/Share $0.90 Unrealized @ Report Date —

— TCPC 4 03/01/22 1.7%

Value $975K Shares 950,000 Share Price $1.03 Est. Cost/Share $1.02 Unrealized @ Report Date —

— LYV 2 1/2 03/15/23 1.6%

Value $915K Shares 750,000 Share Price $1.22 Est. Cost/Share $1.22 Unrealized @ Report Date —

— FTI CONSULTING INC 1.5%

Value $883K Shares 700,000 Share Price $1.26 Est. Cost/Share $1.24 Unrealized @ Report Date —

— WFC 7 1/2 PERP 1.5%

Value $872K Shares 600 Share Price $1453.33 Est. Cost/Share $1389.89 Unrealized @ Report Date —

— ILMN 0 1/2 06/15/21 1.4%

Value $834K Shares 600,000 Share Price $1.39 Est. Cost/Share $1.35 Unrealized @ Report Date —

— SRC 3 3/4 05/15/21 1.4%

Value $826K Shares 800,000 Share Price $1.03 Est. Cost/Share $1.00 Unrealized @ Report Date —

— HTGC 4 3/8 02/01/22 1.2%

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

— IONS 1 11/15/21 0.8%

Value $461K Shares 400,000 Share Price $1.15 Est. Cost/Share $1.15 Unrealized @ Report Date —

— SUPN 0 5/8 04/01/23 0.8%

Value $455K Shares 500,000 Share Price $0.91 Est. Cost/Share $0.91 Unrealized @ Report Date —

— EXAS 0 3/8 03/15/27 0.8%

Value $453K Shares 400,000 Share Price $1.13 Est. Cost/Share $1.13 Unrealized @ Report Date —

— BMRN 0.599 08/01/24 0.7%

Value $422K Shares 400,000 Share Price $1.05 Est. Cost/Share $1.05 Unrealized @ Report Date —

— VER 3 3/4 12/15/20 0.6%

Value $356K Shares 350,000 Share Price $1.02 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	334,764	$24.02M	41.3%	$71.74	$82.99	—	Common Stock	039380407
—	VSH 2 1/4 06/15/25	3,200,000	$3.208M	5.5%	$1.00	$0.94	—	US DOMESTIC	928298AP3
—	PANW 0 3/4 07/01/23	2,750,000	$3.041M	5.2%	$1.11	$1.07	—	US DOMESTIC	697435AD7
—	MOMO 1 1/4 07/01/25	2,500,000	$2.318M	4.0%	$0.93	$0.90	—	GLOBAL	60879BAB3
—	BAC 7 1/4 PERP	1,500	$2.184M	3.8%	$1456.00	$1361.85	—	PUBLIC	060505682
—	BKNG 0.35 06/15/20	1,300,000	$2.028M	3.5%	$1.56	$1.51	—	US DOMESTIC	741503AS5
—	JAZZ 1 1/2 08/15/2024	1,700,000	$1.712M	2.9%	$1.01	$0.99	—	US DOMESTIC	472145AD3
—	SQ 0 1/2 05/15/23	1,500,000	$1.673M	2.9%	$1.12	$1.11	—	US DOMESTIC	852234AD5
—	NRG 2 3/4 06/01/48	1,400,000	$1.593M	2.7%	$1.14	$1.13	—	US DOMESTIC	629377CG5
—	NUAN 1 1/4 04/01/25	1,400,000	$1.553M	2.7%	$1.11	$1.06	—	GLOBAL	67020YAN0
—	ETSY 0 03/01/23	1,000,000	$1.411M	2.4%	$1.41	$1.41	—	US DOMESTIC	29786AAC0
—	WB 1 1/4 11/15/22	1,450,000	$1.366M	2.3%	$0.94	$0.94	—	GLOBAL	948596AC5
—	ARCC 4 5/8 03/01/2024	1,250,000	$1.335M	2.3%	$1.07	$1.05	—	US DOMESTIC	04010LAW3
—	ARES CAPITAL CORP	1,250,000	$1.296M	2.2%	$1.04	$1.01	—	US DOMESTIC	04010LAT0
—	MIC 2 10/01/23	1,350,000	$1.281M	2.2%	$0.95	$0.90	—	US DOMESTIC	55608BAB1
—	TCPC 4 03/01/22	950,000	$975K	1.7%	$1.03	$1.02	—	US DOMESTIC	87238QAD5
—	LYV 2 1/2 03/15/23	750,000	$915K	1.6%	$1.22	$1.22	—	US DOMESTIC	538034AQ2
—	FTI CONSULTING INC	700,000	$883K	1.5%	$1.26	$1.24	—	US DOMESTIC	302941AP4
—	WFC 7 1/2 PERP	600	$872K	1.5%	$1453.33	$1389.89	—	PUBLIC	949746804
—	ILMN 0 1/2 06/15/21	600,000	$834K	1.4%	$1.39	$1.35	—	US DOMESTIC	452327AH2
—	SRC 3 3/4 05/15/21	800,000	$826K	1.4%	$1.03	$1.00	—	US DOMESTIC	84860WAB8
—	HTGC 4 3/8 02/01/22	700,000	$720K	1.2%	$1.03	$0.99	—	US DOMESTIC	427096AF9
—	IONS 1 11/15/21	400,000	$461K	0.8%	$1.15	$1.15	—	US DOMESTIC	464337AJ3
—	SUPN 0 5/8 04/01/23	500,000	$455K	0.8%	$0.91	$0.91	—	US DOMESTIC	868459AD0
—	EXAS 0 3/8 03/15/27	400,000	$453K	0.8%	$1.13	$1.13	—	US DOMESTIC	30063PAB1
—	BMRN 0.599 08/01/24	400,000	$422K	0.7%	$1.05	$1.05	—	US DOMESTIC	09061GAH4
—	VER 3 3/4 12/15/20	350,000	$356K	0.6%	$1.02	$1.00	—	US DOMESTIC	02917TAB0