Alken Asset Management Ltd Quant / Systematic

Location: London, United Kingdom

CIK: 0001629996 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 7, 2020

Total Value: $24.04M (12.8% shares, 87.2% debt)

Holdings (30)

— BAC 7 1/4 PERP 12.8%

Value $3.066M Shares 2,430 Share Price $1261.73 Est. Cost/Share $1323.53 Unrealized @ Report Date —

— PANW 0 3/4 07/01/23 8.9%

Value $2.136M Shares 2,230,000 Share Price $0.96 Est. Cost/Share $1.07 Unrealized @ Report Date —

— MOMO 1 1/4 07/01/25 8.2%

Value $1.979M Shares 2,500,000 Share Price $0.79 Est. Cost/Share $0.90 Unrealized @ Report Date —

— SRC 3 3/4 05/15/21 7.4%

Value $1.775M Shares 1,900,000 Share Price $0.93 Est. Cost/Share $0.96 Unrealized @ Report Date —

— JAZZ 1 1/2 08/15/2024 6.9%

Value $1.653M Shares 1,900,000 Share Price $0.87 Est. Cost/Share $0.98 Unrealized @ Report Date —

— NRG 2 3/4 06/01/48 5.6%

Value $1.342M Shares 1,400,000 Share Price $0.96 Est. Cost/Share $1.13 Unrealized @ Report Date —

— FTI CONSULTING INC 4.0%

Value $972K Shares 750,000 Share Price $1.30 Est. Cost/Share $1.24 Unrealized @ Report Date —

— TCPC 4 03/01/22 3.5%

Value $850K Shares 950,000 Share Price $0.89 Est. Cost/Share $1.02 Unrealized @ Report Date —

— IONS 1 11/15/21 3.5%

Value $848K Shares 850,000 Share Price $1.00 Est. Cost/Share $1.07 Unrealized @ Report Date —

— SQ 0 1/2 05/15/23 3.4%

Value $811K Shares 795,000 Share Price $1.02 Est. Cost/Share $1.11 Unrealized @ Report Date —

— BKNG 0.35 06/15/20 3.3%

Value $786K Shares 715,000 Share Price $1.10 Est. Cost/Share $1.51 Unrealized @ Report Date —

— ARES CAPITAL CORP 3.2%

Value $771K Shares 850,000 Share Price $0.91 Est. Cost/Share $1.01 Unrealized @ Report Date —

— LYV 2 1/2 03/15/23 3.0%

Value $715K Shares 760,000 Share Price $0.94 Est. Cost/Share $1.22 Unrealized @ Report Date —

— ARCC 4 5/8 03/01/2024 2.8%

Value $663K Shares 750,000 Share Price $0.88 Est. Cost/Share $1.05 Unrealized @ Report Date —

— ILMN 0 1/2 06/15/21 2.1%

Value $515K Shares 420,000 Share Price $1.23 Est. Cost/Share $1.35 Unrealized @ Report Date —

— DOCU 0 1/2 09/15/23 2.1%

Value $510K Shares 365,000 Share Price $1.40 Est. Cost/Share $1.40 Unrealized @ Report Date —

— DXCM 0 3/4 12/01/23 2.0%

Value $475K Shares 275,000 Share Price $1.73 Est. Cost/Share $1.73 Unrealized @ Report Date —

— BMRN 0.599 08/01/24 1.9%

Value $464K Shares 450,000 Share Price $1.03 Est. Cost/Share $1.05 Unrealized @ Report Date —

— NBIX 2 1/4 05/15/24 1.9%

Value $457K Shares 360,000 Share Price $1.27 Est. Cost/Share $1.27 Unrealized @ Report Date —

— SPLK 1 1/8 09/15/25 1.8%

Value $433K Shares 395,000 Share Price $1.10 Est. Cost/Share $1.10 Unrealized @ Report Date —

— ZEN 0 1/4 03/15/23 1.8%

Value $427K Shares 360,000 Share Price $1.19 Est. Cost/Share $1.19 Unrealized @ Report Date —

— NOW 0 06/01/22 1.7%

Value $413K Shares 195,000 Share Price $2.12 Est. Cost/Share $2.12 Unrealized @ Report Date —

— NUAN 1 1/4 04/01/25 1.7%

Value $402K Shares 375,000 Share Price $1.07 Est. Cost/Share $1.06 Unrealized @ Report Date —

— HUBS 0 1/4 06/01/22 1.7%

Value $397K Shares 265,000 Share Price $1.50 Est. Cost/Share $1.50 Unrealized @ Report Date —

— EXAS 0 3/8 03/15/27 1.6%

Value $379K Shares 450,000 Share Price $0.84 Est. Cost/Share $1.10 Unrealized @ Report Date —

— WDC 1 1/2 02/01/24 1.5%

Value $351K Shares 400,000 Share Price $0.88 Est. Cost/Share $0.88 Unrealized @ Report Date —

— VSH 2 1/4 06/15/25 1.1%

Value $266K Shares 300,000 Share Price $0.89 Est. Cost/Share $0.94 Unrealized @ Report Date —

— SUPN 0 5/8 04/01/23 0.3%

Value $80,000 Shares 100,000 Share Price $0.80 Est. Cost/Share $0.91 Unrealized @ Report Date —

— MCHP 1 5/8 02/15/27 0.2%

Value $51,000 Shares 50,000 Share Price $1.02 Est. Cost/Share $1.02 Unrealized @ Report Date —

— ON 1 5/8 10/15/23 0.2%

Value $50,000 Shares 50,000 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
—	BAC 7 1/4 PERP	2,430	$3.066M	12.8%	$1261.73	$1323.53	—	PUBLIC	060505682
—	PANW 0 3/4 07/01/23	2,230,000	$2.136M	8.9%	$0.96	$1.07	—	US DOMESTIC	697435AD7
—	MOMO 1 1/4 07/01/25	2,500,000	$1.979M	8.2%	$0.79	$0.90	—	GLOBAL	60879BAB3
—	SRC 3 3/4 05/15/21	1,900,000	$1.775M	7.4%	$0.93	$0.96	—	US DOMESTIC	84860WAB8
—	JAZZ 1 1/2 08/15/2024	1,900,000	$1.653M	6.9%	$0.87	$0.98	—	US DOMESTIC	472145AD3
—	NRG 2 3/4 06/01/48	1,400,000	$1.342M	5.6%	$0.96	$1.13	—	US DOMESTIC	629377CG5
—	FTI CONSULTING INC	750,000	$972K	4.0%	$1.30	$1.24	—	US DOMESTIC	302941AP4
—	TCPC 4 03/01/22	950,000	$850K	3.5%	$0.89	$1.02	—	US DOMESTIC	87238QAD5
—	IONS 1 11/15/21	850,000	$848K	3.5%	$1.00	$1.07	—	US DOMESTIC	464337AJ3
—	SQ 0 1/2 05/15/23	795,000	$811K	3.4%	$1.02	$1.11	—	US DOMESTIC	852234AD5
—	BKNG 0.35 06/15/20	715,000	$786K	3.3%	$1.10	$1.51	—	US DOMESTIC	741503AS5
—	ARES CAPITAL CORP	850,000	$771K	3.2%	$0.91	$1.01	—	US DOMESTIC	04010LAT0
—	LYV 2 1/2 03/15/23	760,000	$715K	3.0%	$0.94	$1.22	—	US DOMESTIC	538034AQ2
—	ARCC 4 5/8 03/01/2024	750,000	$663K	2.8%	$0.88	$1.05	—	US DOMESTIC	04010LAW3
—	ILMN 0 1/2 06/15/21	420,000	$515K	2.1%	$1.23	$1.35	—	US DOMESTIC	452327AH2
—	DOCU 0 1/2 09/15/23	365,000	$510K	2.1%	$1.40	$1.40	—	US DOMESTIC	256163AB2
—	DXCM 0 3/4 12/01/23	275,000	$475K	2.0%	$1.73	$1.73	—	US DOMESTIC	252131AH0
—	BMRN 0.599 08/01/24	450,000	$464K	1.9%	$1.03	$1.05	—	US DOMESTIC	09061GAH4
—	NBIX 2 1/4 05/15/24	360,000	$457K	1.9%	$1.27	$1.27	—	US DOMESTIC	64125CAD1
—	SPLK 1 1/8 09/15/25	395,000	$433K	1.8%	$1.10	$1.10	—	US DOMESTIC	848637AD6
—	ZEN 0 1/4 03/15/23	360,000	$427K	1.8%	$1.19	$1.19	—	US DOMESTIC	98936JAB7
—	NOW 0 06/01/22	195,000	$413K	1.7%	$2.12	$2.12	—	US DOMESTIC	81762PAC6
—	NUAN 1 1/4 04/01/25	375,000	$402K	1.7%	$1.07	$1.06	—	GLOBAL	67020YAN0
—	HUBS 0 1/4 06/01/22	265,000	$397K	1.7%	$1.50	$1.50	—	US DOMESTIC	443573AB6
—	EXAS 0 3/8 03/15/27	450,000	$379K	1.6%	$0.84	$1.10	—	US DOMESTIC	30063PAB1
—	WDC 1 1/2 02/01/24	400,000	$351K	1.5%	$0.88	$0.88	—	US DOMESTIC	958102AP0
—	VSH 2 1/4 06/15/25	300,000	$266K	1.1%	$0.89	$0.94	—	US DOMESTIC	928298AP3
—	SUPN 0 5/8 04/01/23	100,000	$80,000	0.3%	$0.80	$0.91	—	US DOMESTIC	868459AD0
—	MCHP 1 5/8 02/15/27	50,000	$51,000	0.2%	$1.02	$1.02	—	US DOMESTIC	595017AF1
—	ON 1 5/8 10/15/23	50,000	$50,000	0.2%	$1.00	$1.00	—	US DOMESTIC	682189AP0