Alken Asset Management Ltd Quant / Systematic

CIK: 0001629996 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 7, 2020

Total Value ($000): $24,037 (12.8% shares, 87.2% debt)

Holdings (30)

— BAC 7 1/4 PERP 12.8%

Value ($000) $3,066 Shares 2,430 Est. Cost $1323.53 Unrealized —

— PANW 0 3/4 07/01/23 8.9%

Value ($000) $2,136 Shares 2,230,000 Est. Cost $1.07 Unrealized —

— MOMO 1 1/4 07/01/25 8.2%

Value ($000) $1,979 Shares 2,500,000 Est. Cost $0.90 Unrealized —

— SRC 3 3/4 05/15/21 7.4%

Value ($000) $1,775 Shares 1,900,000 Est. Cost $0.96 Unrealized —

— JAZZ 1 1/2 08/15/2024 6.9%

Value ($000) $1,653 Shares 1,900,000 Est. Cost $0.98 Unrealized —

— NRG 2 3/4 06/01/48 5.6%

Value ($000) $1,342 Shares 1,400,000 Est. Cost $1.13 Unrealized —

— FTI CONSULTING INC 4.0%

Value ($000) $972 Shares 750,000 Est. Cost $1.24 Unrealized —

— TCPC 4 03/01/22 3.5%

Value ($000) $850 Shares 950,000 Est. Cost $1.02 Unrealized —

— IONS 1 11/15/21 3.5%

Value ($000) $848 Shares 850,000 Est. Cost $1.07 Unrealized —

— SQ 0 1/2 05/15/23 3.4%

Value ($000) $811 Shares 795,000 Est. Cost $1.11 Unrealized —

— BKNG 0.35 06/15/20 3.3%

Value ($000) $786 Shares 715,000 Est. Cost $1.51 Unrealized —

— ARES CAPITAL CORP 3.2%

Value ($000) $771 Shares 850,000 Est. Cost $1.01 Unrealized —

— LYV 2 1/2 03/15/23 3.0%

Value ($000) $715 Shares 760,000 Est. Cost $1.22 Unrealized —

— ARCC 4 5/8 03/01/2024 2.8%

Value ($000) $663 Shares 750,000 Est. Cost $1.05 Unrealized —

— ILMN 0 1/2 06/15/21 2.1%

Value ($000) $515 Shares 420,000 Est. Cost $1.35 Unrealized —

— DOCU 0 1/2 09/15/23 2.1%

Value ($000) $510 Shares 365,000 Est. Cost $1.40 Unrealized —

— DXCM 0 3/4 12/01/23 2.0%

Value ($000) $475 Shares 275,000 Est. Cost $1.73 Unrealized —

— BMRN 0.599 08/01/24 1.9%

Value ($000) $464 Shares 450,000 Est. Cost $1.05 Unrealized —

— NBIX 2 1/4 05/15/24 1.9%

Value ($000) $457 Shares 360,000 Est. Cost $1.27 Unrealized —

— SPLK 1 1/8 09/15/25 1.8%

Value ($000) $433 Shares 395,000 Est. Cost $1.10 Unrealized —

— ZEN 0 1/4 03/15/23 1.8%

Value ($000) $427 Shares 360,000 Est. Cost $1.19 Unrealized —

— NOW 0 06/01/22 1.7%

Value ($000) $413 Shares 195,000 Est. Cost $2.12 Unrealized —

— NUAN 1 1/4 04/01/25 1.7%

Value ($000) $402 Shares 375,000 Est. Cost $1.06 Unrealized —

— HUBS 0 1/4 06/01/22 1.7%

Value ($000) $397 Shares 265,000 Est. Cost $1.50 Unrealized —

— EXAS 0 3/8 03/15/27 1.6%

Value ($000) $379 Shares 450,000 Est. Cost $1.10 Unrealized —

— WDC 1 1/2 02/01/24 1.5%

Value ($000) $351 Shares 400,000 Est. Cost $0.88 Unrealized —

— VSH 2 1/4 06/15/25 1.1%

Value ($000) $266 Shares 300,000 Est. Cost $0.94 Unrealized —

— SUPN 0 5/8 04/01/23 0.3%

Value ($000) $80 Shares 100,000 Est. Cost $0.91 Unrealized —

— MCHP 1 5/8 02/15/27 0.2%

Value ($000) $51 Shares 50,000 Est. Cost $1.02 Unrealized —

— ON 1 5/8 10/15/23 0.2%

Value ($000) $50 Shares 50,000 Est. Cost $1.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	BAC 7 1/4 PERP	2,430	$3,066	12.8%	$1323.53	—	PUBLIC	060505682
—	PANW 0 3/4 07/01/23	2,230,000	$2,136	8.9%	$1.07	—	US DOMESTIC	697435AD7
—	MOMO 1 1/4 07/01/25	2,500,000	$1,979	8.2%	$0.90	—	GLOBAL	60879BAB3
—	SRC 3 3/4 05/15/21	1,900,000	$1,775	7.4%	$0.96	—	US DOMESTIC	84860WAB8
—	JAZZ 1 1/2 08/15/2024	1,900,000	$1,653	6.9%	$0.98	—	US DOMESTIC	472145AD3
—	NRG 2 3/4 06/01/48	1,400,000	$1,342	5.6%	$1.13	—	US DOMESTIC	629377CG5
—	FTI CONSULTING INC	750,000	$972	4.0%	$1.24	—	US DOMESTIC	302941AP4
—	TCPC 4 03/01/22	950,000	$850	3.5%	$1.02	—	US DOMESTIC	87238QAD5
—	IONS 1 11/15/21	850,000	$848	3.5%	$1.07	—	US DOMESTIC	464337AJ3
—	SQ 0 1/2 05/15/23	795,000	$811	3.4%	$1.11	—	US DOMESTIC	852234AD5
—	BKNG 0.35 06/15/20	715,000	$786	3.3%	$1.51	—	US DOMESTIC	741503AS5
—	ARES CAPITAL CORP	850,000	$771	3.2%	$1.01	—	US DOMESTIC	04010LAT0
—	LYV 2 1/2 03/15/23	760,000	$715	3.0%	$1.22	—	US DOMESTIC	538034AQ2
—	ARCC 4 5/8 03/01/2024	750,000	$663	2.8%	$1.05	—	US DOMESTIC	04010LAW3
—	ILMN 0 1/2 06/15/21	420,000	$515	2.1%	$1.35	—	US DOMESTIC	452327AH2
—	DOCU 0 1/2 09/15/23	365,000	$510	2.1%	$1.40	—	US DOMESTIC	256163AB2
—	DXCM 0 3/4 12/01/23	275,000	$475	2.0%	$1.73	—	US DOMESTIC	252131AH0
—	BMRN 0.599 08/01/24	450,000	$464	1.9%	$1.05	—	US DOMESTIC	09061GAH4
—	NBIX 2 1/4 05/15/24	360,000	$457	1.9%	$1.27	—	US DOMESTIC	64125CAD1
—	SPLK 1 1/8 09/15/25	395,000	$433	1.8%	$1.10	—	US DOMESTIC	848637AD6
—	ZEN 0 1/4 03/15/23	360,000	$427	1.8%	$1.19	—	US DOMESTIC	98936JAB7
—	NOW 0 06/01/22	195,000	$413	1.7%	$2.12	—	US DOMESTIC	81762PAC6
—	NUAN 1 1/4 04/01/25	375,000	$402	1.7%	$1.06	—	GLOBAL	67020YAN0
—	HUBS 0 1/4 06/01/22	265,000	$397	1.7%	$1.50	—	US DOMESTIC	443573AB6
—	EXAS 0 3/8 03/15/27	450,000	$379	1.6%	$1.10	—	US DOMESTIC	30063PAB1
—	WDC 1 1/2 02/01/24	400,000	$351	1.5%	$0.88	—	US DOMESTIC	958102AP0
—	VSH 2 1/4 06/15/25	300,000	$266	1.1%	$0.94	—	US DOMESTIC	928298AP3
—	SUPN 0 5/8 04/01/23	100,000	$80	0.3%	$0.91	—	US DOMESTIC	868459AD0
—	MCHP 1 5/8 02/15/27	50,000	$51	0.2%	$1.02	—	US DOMESTIC	595017AF1
—	ON 1 5/8 10/15/23	50,000	$50	0.2%	$1.00	—	US DOMESTIC	682189AP0