Alken Asset Management Ltd Quant / Systematic

CIK: 0001629996 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 13, 2020

Total Value ($000): $58,187 (46.5% shares, 53.5% debt)

Holdings (27)

— ARCH COAL INC 41.3%

Value ($000) $24,016 Shares 334,764 Est. Cost $82.99 Unrealized —

— VSH 2 1/4 06/15/25 5.5%

Value ($000) $3,208 Shares 3,200,000 Est. Cost $0.94 Unrealized —

— PANW 0 3/4 07/01/23 5.2%

Value ($000) $3,041 Shares 2,750,000 Est. Cost $1.07 Unrealized —

— MOMO 1 1/4 07/01/25 4.0%

Value ($000) $2,318 Shares 2,500,000 Est. Cost $0.90 Unrealized —

— BAC 7 1/4 PERP 3.8%

Value ($000) $2,184 Shares 1,500 Est. Cost $1361.85 Unrealized —

— BKNG 0.35 06/15/20 3.5%

Value ($000) $2,028 Shares 1,300,000 Est. Cost $1.51 Unrealized —

— JAZZ 1 1/2 08/15/2024 2.9%

Value ($000) $1,712 Shares 1,700,000 Est. Cost $0.99 Unrealized —

— SQ 0 1/2 05/15/23 2.9%

Value ($000) $1,673 Shares 1,500,000 Est. Cost $1.11 Unrealized —

— NRG 2 3/4 06/01/48 2.7%

Value ($000) $1,593 Shares 1,400,000 Est. Cost $1.13 Unrealized —

— NUAN 1 1/4 04/01/25 2.7%

Value ($000) $1,553 Shares 1,400,000 Est. Cost $1.06 Unrealized —

— ETSY 0 03/01/23 2.4%

Value ($000) $1,411 Shares 1,000,000 Est. Cost $1.41 Unrealized —

— WB 1 1/4 11/15/22 2.3%

Value ($000) $1,366 Shares 1,450,000 Est. Cost $0.94 Unrealized —

— ARCC 4 5/8 03/01/2024 2.3%

Value ($000) $1,335 Shares 1,250,000 Est. Cost $1.05 Unrealized —

— ARES CAPITAL CORP 2.2%

Value ($000) $1,296 Shares 1,250,000 Est. Cost $1.01 Unrealized —

— MIC 2 10/01/23 2.2%

Value ($000) $1,281 Shares 1,350,000 Est. Cost $0.90 Unrealized —

— TCPC 4 03/01/22 1.7%

Value ($000) $975 Shares 950,000 Est. Cost $1.02 Unrealized —

— LYV 2 1/2 03/15/23 1.6%

Value ($000) $915 Shares 750,000 Est. Cost $1.22 Unrealized —

— FTI CONSULTING INC 1.5%

Value ($000) $883 Shares 700,000 Est. Cost $1.24 Unrealized —

— WFC 7 1/2 PERP 1.5%

Value ($000) $872 Shares 600 Est. Cost $1389.89 Unrealized —

— ILMN 0 1/2 06/15/21 1.4%

Value ($000) $834 Shares 600,000 Est. Cost $1.35 Unrealized —

— SRC 3 3/4 05/15/21 1.4%

Value ($000) $826 Shares 800,000 Est. Cost $1.00 Unrealized —

— HTGC 4 3/8 02/01/22 1.2%

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

— IONS 1 11/15/21 0.8%

Value ($000) $461 Shares 400,000 Est. Cost $1.15 Unrealized —

— SUPN 0 5/8 04/01/23 0.8%

Value ($000) $455 Shares 500,000 Est. Cost $0.91 Unrealized —

— EXAS 0 3/8 03/15/27 0.8%

Value ($000) $453 Shares 400,000 Est. Cost $1.13 Unrealized —

— BMRN 0.599 08/01/24 0.7%

Value ($000) $422 Shares 400,000 Est. Cost $1.05 Unrealized —

— VER 3 3/4 12/15/20 0.6%

Value ($000) $356 Shares 350,000 Est. Cost $1.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ARCH COAL INC	334,764	$24,016	41.3%	$82.99	—	Common Stock	039380407
—	VSH 2 1/4 06/15/25	3,200,000	$3,208	5.5%	$0.94	—	US DOMESTIC	928298AP3
—	PANW 0 3/4 07/01/23	2,750,000	$3,041	5.2%	$1.07	—	US DOMESTIC	697435AD7
—	MOMO 1 1/4 07/01/25	2,500,000	$2,318	4.0%	$0.90	—	GLOBAL	60879BAB3
—	BAC 7 1/4 PERP	1,500	$2,184	3.8%	$1361.85	—	PUBLIC	060505682
—	BKNG 0.35 06/15/20	1,300,000	$2,028	3.5%	$1.51	—	US DOMESTIC	741503AS5
—	JAZZ 1 1/2 08/15/2024	1,700,000	$1,712	2.9%	$0.99	—	US DOMESTIC	472145AD3
—	SQ 0 1/2 05/15/23	1,500,000	$1,673	2.9%	$1.11	—	US DOMESTIC	852234AD5
—	NRG 2 3/4 06/01/48	1,400,000	$1,593	2.7%	$1.13	—	US DOMESTIC	629377CG5
—	NUAN 1 1/4 04/01/25	1,400,000	$1,553	2.7%	$1.06	—	GLOBAL	67020YAN0
—	ETSY 0 03/01/23	1,000,000	$1,411	2.4%	$1.41	—	US DOMESTIC	29786AAC0
—	WB 1 1/4 11/15/22	1,450,000	$1,366	2.3%	$0.94	—	GLOBAL	948596AC5
—	ARCC 4 5/8 03/01/2024	1,250,000	$1,335	2.3%	$1.05	—	US DOMESTIC	04010LAW3
—	ARES CAPITAL CORP	1,250,000	$1,296	2.2%	$1.01	—	US DOMESTIC	04010LAT0
—	MIC 2 10/01/23	1,350,000	$1,281	2.2%	$0.90	—	US DOMESTIC	55608BAB1
—	TCPC 4 03/01/22	950,000	$975	1.7%	$1.02	—	US DOMESTIC	87238QAD5
—	LYV 2 1/2 03/15/23	750,000	$915	1.6%	$1.22	—	US DOMESTIC	538034AQ2
—	FTI CONSULTING INC	700,000	$883	1.5%	$1.24	—	US DOMESTIC	302941AP4
—	WFC 7 1/2 PERP	600	$872	1.5%	$1389.89	—	PUBLIC	949746804
—	ILMN 0 1/2 06/15/21	600,000	$834	1.4%	$1.35	—	US DOMESTIC	452327AH2
—	SRC 3 3/4 05/15/21	800,000	$826	1.4%	$1.00	—	US DOMESTIC	84860WAB8
—	HTGC 4 3/8 02/01/22	700,000	$720	1.2%	$0.99	—	US DOMESTIC	427096AF9
—	IONS 1 11/15/21	400,000	$461	0.8%	$1.15	—	US DOMESTIC	464337AJ3
—	SUPN 0 5/8 04/01/23	500,000	$455	0.8%	$0.91	—	US DOMESTIC	868459AD0
—	EXAS 0 3/8 03/15/27	400,000	$453	0.8%	$1.13	—	US DOMESTIC	30063PAB1
—	BMRN 0.599 08/01/24	400,000	$422	0.7%	$1.05	—	US DOMESTIC	09061GAH4
—	VER 3 3/4 12/15/20	350,000	$356	0.6%	$1.00	—	US DOMESTIC	02917TAB0