Alken Asset Management Ltd Quant / Systematic

CIK: 0001629996 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Jul 27, 2020

Total Value ($000): $25,266 (13.5% shares, 86.5% debt)

Holdings (30)

— BAC 7 1/4 PERP 7.3%

Value ($000) $1,842 Shares 1,380 Est. Cost $1323.53 Unrealized —

MSFT MICROSOFT CORP 6.2%

Value ($000) $1,577 Shares 7,750 Est. Cost $173.06 Unrealized 0.0%

— ON SEMICONDUCTOR 6.1%

Value ($000) $1,551 Shares 1,330,000 Est. Cost $1.17 Unrealized —

— EEFT 0 3/4 03/15/49 5.7%

Value ($000) $1,438 Shares 1,500,000 Est. Cost $0.96 Unrealized —

— MOMO 1 1/4 07/01/25 5.3%

Value ($000) $1,328 Shares 1,715,000 Est. Cost $0.90 Unrealized —

— ZNGA 0 1/4 06/01/24 4.5%

Value ($000) $1,139 Shares 890,000 Est. Cost $1.28 Unrealized —

— SRC 3 3/4 05/15/21 4.5%

Value ($000) $1,135 Shares 1,140,000 Est. Cost $0.96 Unrealized —

— CHGG 0 1/8 03/15/25 4.2%

Value ($000) $1,073 Shares 750,000 Est. Cost $1.43 Unrealized —

— CREE 0 7/8 09/01/23 4.2%

Value ($000) $1,058 Shares 900,000 Est. Cost $1.18 Unrealized —

— ARCC 4 5/8 03/01/2024 4.1%

Value ($000) $1,032 Shares 1,050,000 Est. Cost $1.03 Unrealized —

— JAZZ 1 1/2 08/15/2024 3.8%

Value ($000) $968 Shares 1,050,000 Est. Cost $0.98 Unrealized —

— VSH 2 1/4 06/15/25 3.7%

Value ($000) $930 Shares 990,000 Est. Cost $0.94 Unrealized —

— TCPC 4 03/01/22 3.6%

Value ($000) $916 Shares 950,000 Est. Cost $1.02 Unrealized —

— ARES CAPITAL CORP 3.3%

Value ($000) $843 Shares 850,000 Est. Cost $1.01 Unrealized —

— LYV 2 1/2 03/15/23 3.1%

Value ($000) $776 Shares 760,000 Est. Cost $1.22 Unrealized —

— SUPN 0 5/8 04/01/23 3.0%

Value ($000) $751 Shares 850,000 Est. Cost $0.89 Unrealized —

— NRG 2 3/4 06/01/48 2.9%

Value ($000) $732 Shares 720,000 Est. Cost $1.13 Unrealized —

— WDAY 0 1/4 10/01/22 2.7%

Value ($000) $693 Shares 500,000 Est. Cost $1.39 Unrealized —

— WDC 1 1/2 02/01/24 2.6%

Value ($000) $661 Shares 700,000 Est. Cost $0.91 Unrealized —

— ILMN 0 1/2 06/15/21 2.5%

Value ($000) $624 Shares 420,000 Est. Cost $1.35 Unrealized —

— LUV 1 1/4 05/01/25 2.4%

Value ($000) $599 Shares 500,000 Est. Cost $1.20 Unrealized —

— IONS 1 11/15/21 2.2%

Value ($000) $552 Shares 500,000 Est. Cost $1.07 Unrealized —

— BMRN 0.599 08/01/24 2.2%

Value ($000) $551 Shares 450,000 Est. Cost $1.05 Unrealized —

— NUAN 1 12/15/35 1.9%

Value ($000) $471 Shares 400,000 Est. Cost $1.18 Unrealized —

— EXAS 0 3/8 03/15/27 1.8%

Value ($000) $464 Shares 450,000 Est. Cost $1.10 Unrealized —

— FTI CONSULTING INC 1.6%

Value ($000) $408 Shares 320,000 Est. Cost $1.24 Unrealized —

— DOCU 0 1/2 09/15/23 1.6%

Value ($000) $399 Shares 165,000 Est. Cost $1.40 Unrealized —

— PSTG 0 1/8 04/15/23 1.4%

Value ($000) $353 Shares 360,000 Est. Cost $0.98 Unrealized —

— NEWR 0 1/2 05/01/23 1.3%

Value ($000) $341 Shares 350,000 Est. Cost $0.97 Unrealized —

— ON 1 5/8 10/15/23 0.2%

Value ($000) $61 Shares 50,000 Est. Cost $1.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	BAC 7 1/4 PERP	1,380	$1,842	7.3%	$1323.53	—	PUBLIC	060505682
MSFT	MICROSOFT CORP	7,750	$1,577	6.2%	$173.06	0.0%	Common Stock	594918104
—	ON SEMICONDUCTOR	1,330,000	$1,551	6.1%	$1.17	—	US DOMESTIC	682189AK1
—	EEFT 0 3/4 03/15/49	1,500,000	$1,438	5.7%	$0.96	—	US DOMESTIC	298736AL3
—	MOMO 1 1/4 07/01/25	1,715,000	$1,328	5.3%	$0.90	—	GLOBAL	60879BAB3
—	ZNGA 0 1/4 06/01/24	890,000	$1,139	4.5%	$1.28	—	US DOMESTIC	98986TAB4
—	SRC 3 3/4 05/15/21	1,140,000	$1,135	4.5%	$0.96	—	US DOMESTIC	84860WAB8
—	CHGG 0 1/8 03/15/25	750,000	$1,073	4.2%	$1.43	—	US DOMESTIC	163092AD1
—	CREE 0 7/8 09/01/23	900,000	$1,058	4.2%	$1.18	—	US DOMESTIC	225447AB7
—	ARCC 4 5/8 03/01/2024	1,050,000	$1,032	4.1%	$1.03	—	US DOMESTIC	04010LAW3
—	JAZZ 1 1/2 08/15/2024	1,050,000	$968	3.8%	$0.98	—	US DOMESTIC	472145AD3
—	VSH 2 1/4 06/15/25	990,000	$930	3.7%	$0.94	—	US DOMESTIC	928298AP3
—	TCPC 4 03/01/22	950,000	$916	3.6%	$1.02	—	US DOMESTIC	87238QAD5
—	ARES CAPITAL CORP	850,000	$843	3.3%	$1.01	—	US DOMESTIC	04010LAT0
—	LYV 2 1/2 03/15/23	760,000	$776	3.1%	$1.22	—	US DOMESTIC	538034AQ2
—	SUPN 0 5/8 04/01/23	850,000	$751	3.0%	$0.89	—	US DOMESTIC	868459AD0
—	NRG 2 3/4 06/01/48	720,000	$732	2.9%	$1.13	—	US DOMESTIC	629377CG5
—	WDAY 0 1/4 10/01/22	500,000	$693	2.7%	$1.39	—	US DOMESTIC	98138HAF8
—	WDC 1 1/2 02/01/24	700,000	$661	2.6%	$0.91	—	US DOMESTIC	958102AP0
—	ILMN 0 1/2 06/15/21	420,000	$624	2.5%	$1.35	—	US DOMESTIC	452327AH2
—	LUV 1 1/4 05/01/25	500,000	$599	2.4%	$1.20	—	US DOMESTIC	844741BG2
—	IONS 1 11/15/21	500,000	$552	2.2%	$1.07	—	US DOMESTIC	464337AJ3
—	BMRN 0.599 08/01/24	450,000	$551	2.2%	$1.05	—	US DOMESTIC	09061GAH4
—	NUAN 1 12/15/35	400,000	$471	1.9%	$1.18	—	US DOMESTIC	67020YAK6
—	EXAS 0 3/8 03/15/27	450,000	$464	1.8%	$1.10	—	US DOMESTIC	30063PAB1
—	FTI CONSULTING INC	320,000	$408	1.6%	$1.24	—	US DOMESTIC	302941AP4
—	DOCU 0 1/2 09/15/23	165,000	$399	1.6%	$1.40	—	US DOMESTIC	256163AB2
—	PSTG 0 1/8 04/15/23	360,000	$353	1.4%	$0.98	—	US DOMESTIC	74624MAB8
—	NEWR 0 1/2 05/01/23	350,000	$341	1.3%	$0.97	—	US DOMESTIC	64829BAB6
—	ON 1 5/8 10/15/23	50,000	$61	0.2%	$1.00	—	US DOMESTIC	682189AP0