Alken Asset Management Ltd Quant / Systematic

Location: London, United Kingdom

CIK: 0001629996 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Jul 27, 2020

Total Value: $25.27M (13.5% shares, 86.5% debt)

Holdings (30)

— BAC 7 1/4 PERP 7.3%

Value $1.842M Shares 1,380 Share Price $1334.78 Est. Cost/Share $1323.53 Unrealized @ Report Date —

MSFT MICROSOFT CORP 6.2%

Value $1.577M Shares 7,750 Share Price $203.48 * Est. Cost/Share $173.06 Unrealized @ Report Date +12.3%

— ON SEMICONDUCTOR 6.1%

Value $1.551M Shares 1,330,000 Share Price $1.17 Est. Cost/Share $1.17 Unrealized @ Report Date —

— EEFT 0 3/4 03/15/49 5.7%

Value $1.438M Shares 1,500,000 Share Price $0.96 Est. Cost/Share $0.96 Unrealized @ Report Date —

— MOMO 1 1/4 07/01/25 5.3%

Value $1.328M Shares 1,715,000 Share Price $0.77 Est. Cost/Share $0.90 Unrealized @ Report Date —

— ZNGA 0 1/4 06/01/24 4.5%

Value $1.139M Shares 890,000 Share Price $1.28 Est. Cost/Share $1.28 Unrealized @ Report Date —

— SRC 3 3/4 05/15/21 4.5%

Value $1.135M Shares 1,140,000 Share Price $1.00 Est. Cost/Share $0.96 Unrealized @ Report Date —

— CHGG 0 1/8 03/15/25 4.2%

Value $1.073M Shares 750,000 Share Price $1.43 Est. Cost/Share $1.43 Unrealized @ Report Date —

— CREE 0 7/8 09/01/23 4.2%

Value $1.058M Shares 900,000 Share Price $1.18 Est. Cost/Share $1.18 Unrealized @ Report Date —

— ARCC 4 5/8 03/01/2024 4.1%

Value $1.032M Shares 1,050,000 Share Price $0.98 Est. Cost/Share $1.03 Unrealized @ Report Date —

— JAZZ 1 1/2 08/15/2024 3.8%

Value $968K Shares 1,050,000 Share Price $0.92 Est. Cost/Share $0.98 Unrealized @ Report Date —

— VSH 2 1/4 06/15/25 3.7%

Value $930K Shares 990,000 Share Price $0.94 Est. Cost/Share $0.94 Unrealized @ Report Date —

— TCPC 4 03/01/22 3.6%

Value $916K Shares 950,000 Share Price $0.96 Est. Cost/Share $1.02 Unrealized @ Report Date —

— ARES CAPITAL CORP 3.3%

Value $843K Shares 850,000 Share Price $0.99 Est. Cost/Share $1.01 Unrealized @ Report Date —

— LYV 2 1/2 03/15/23 3.1%

Value $776K Shares 760,000 Share Price $1.02 Est. Cost/Share $1.22 Unrealized @ Report Date —

— SUPN 0 5/8 04/01/23 3.0%

Value $751K Shares 850,000 Share Price $0.88 Est. Cost/Share $0.89 Unrealized @ Report Date —

— NRG 2 3/4 06/01/48 2.9%

Value $732K Shares 720,000 Share Price $1.02 Est. Cost/Share $1.13 Unrealized @ Report Date —

— WDAY 0 1/4 10/01/22 2.7%

Value $693K Shares 500,000 Share Price $1.39 Est. Cost/Share $1.39 Unrealized @ Report Date —

— WDC 1 1/2 02/01/24 2.6%

Value $661K Shares 700,000 Share Price $0.94 Est. Cost/Share $0.91 Unrealized @ Report Date —

— ILMN 0 1/2 06/15/21 2.5%

Value $624K Shares 420,000 Share Price $1.49 Est. Cost/Share $1.35 Unrealized @ Report Date —

— LUV 1 1/4 05/01/25 2.4%

Value $599K Shares 500,000 Share Price $1.20 Est. Cost/Share $1.20 Unrealized @ Report Date —

— IONS 1 11/15/21 2.2%

Value $552K Shares 500,000 Share Price $1.10 Est. Cost/Share $1.07 Unrealized @ Report Date —

— BMRN 0.599 08/01/24 2.2%

Value $551K Shares 450,000 Share Price $1.22 Est. Cost/Share $1.05 Unrealized @ Report Date —

— NUAN 1 12/15/35 1.9%

Value $471K Shares 400,000 Share Price $1.18 Est. Cost/Share $1.18 Unrealized @ Report Date —

— EXAS 0 3/8 03/15/27 1.8%

Value $464K Shares 450,000 Share Price $1.03 Est. Cost/Share $1.10 Unrealized @ Report Date —

— FTI CONSULTING INC 1.6%

Value $408K Shares 320,000 Share Price $1.27 Est. Cost/Share $1.24 Unrealized @ Report Date —

— DOCU 0 1/2 09/15/23 1.6%

Value $399K Shares 165,000 Share Price $2.42 Est. Cost/Share $1.40 Unrealized @ Report Date —

— PSTG 0 1/8 04/15/23 1.4%

Value $353K Shares 360,000 Share Price $0.98 Est. Cost/Share $0.98 Unrealized @ Report Date —

— NEWR 0 1/2 05/01/23 1.3%

Value $341K Shares 350,000 Share Price $0.97 Est. Cost/Share $0.97 Unrealized @ Report Date —

— ON 1 5/8 10/15/23 0.2%

Value $61,000 Shares 50,000 Share Price $1.22 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	1,380	$1.842M	7.3%	$1334.78	$1323.53	—	PUBLIC	060505682
MSFT	MICROSOFT CORP	7,750	$1.577M	6.2%	$203.48 *	$173.06	+12.3%	Common Stock	594918104
—	ON SEMICONDUCTOR	1,330,000	$1.551M	6.1%	$1.17	$1.17	—	US DOMESTIC	682189AK1
—	EEFT 0 3/4 03/15/49	1,500,000	$1.438M	5.7%	$0.96	$0.96	—	US DOMESTIC	298736AL3
—	MOMO 1 1/4 07/01/25	1,715,000	$1.328M	5.3%	$0.77	$0.90	—	GLOBAL	60879BAB3
—	ZNGA 0 1/4 06/01/24	890,000	$1.139M	4.5%	$1.28	$1.28	—	US DOMESTIC	98986TAB4
—	SRC 3 3/4 05/15/21	1,140,000	$1.135M	4.5%	$1.00	$0.96	—	US DOMESTIC	84860WAB8
—	CHGG 0 1/8 03/15/25	750,000	$1.073M	4.2%	$1.43	$1.43	—	US DOMESTIC	163092AD1
—	CREE 0 7/8 09/01/23	900,000	$1.058M	4.2%	$1.18	$1.18	—	US DOMESTIC	225447AB7
—	ARCC 4 5/8 03/01/2024	1,050,000	$1.032M	4.1%	$0.98	$1.03	—	US DOMESTIC	04010LAW3
—	JAZZ 1 1/2 08/15/2024	1,050,000	$968K	3.8%	$0.92	$0.98	—	US DOMESTIC	472145AD3
—	VSH 2 1/4 06/15/25	990,000	$930K	3.7%	$0.94	$0.94	—	US DOMESTIC	928298AP3
—	TCPC 4 03/01/22	950,000	$916K	3.6%	$0.96	$1.02	—	US DOMESTIC	87238QAD5
—	ARES CAPITAL CORP	850,000	$843K	3.3%	$0.99	$1.01	—	US DOMESTIC	04010LAT0
—	LYV 2 1/2 03/15/23	760,000	$776K	3.1%	$1.02	$1.22	—	US DOMESTIC	538034AQ2
—	SUPN 0 5/8 04/01/23	850,000	$751K	3.0%	$0.88	$0.89	—	US DOMESTIC	868459AD0
—	NRG 2 3/4 06/01/48	720,000	$732K	2.9%	$1.02	$1.13	—	US DOMESTIC	629377CG5
—	WDAY 0 1/4 10/01/22	500,000	$693K	2.7%	$1.39	$1.39	—	US DOMESTIC	98138HAF8
—	WDC 1 1/2 02/01/24	700,000	$661K	2.6%	$0.94	$0.91	—	US DOMESTIC	958102AP0
—	ILMN 0 1/2 06/15/21	420,000	$624K	2.5%	$1.49	$1.35	—	US DOMESTIC	452327AH2
—	LUV 1 1/4 05/01/25	500,000	$599K	2.4%	$1.20	$1.20	—	US DOMESTIC	844741BG2
—	IONS 1 11/15/21	500,000	$552K	2.2%	$1.10	$1.07	—	US DOMESTIC	464337AJ3
—	BMRN 0.599 08/01/24	450,000	$551K	2.2%	$1.22	$1.05	—	US DOMESTIC	09061GAH4
—	NUAN 1 12/15/35	400,000	$471K	1.9%	$1.18	$1.18	—	US DOMESTIC	67020YAK6
—	EXAS 0 3/8 03/15/27	450,000	$464K	1.8%	$1.03	$1.10	—	US DOMESTIC	30063PAB1
—	FTI CONSULTING INC	320,000	$408K	1.6%	$1.27	$1.24	—	US DOMESTIC	302941AP4
—	DOCU 0 1/2 09/15/23	165,000	$399K	1.6%	$2.42	$1.40	—	US DOMESTIC	256163AB2
—	PSTG 0 1/8 04/15/23	360,000	$353K	1.4%	$0.98	$0.98	—	US DOMESTIC	74624MAB8
—	NEWR 0 1/2 05/01/23	350,000	$341K	1.3%	$0.97	$0.97	—	US DOMESTIC	64829BAB6
—	ON 1 5/8 10/15/23	50,000	$61,000	0.2%	$1.22	$1.00	—	US DOMESTIC	682189AP0