Alken Asset Management Ltd Quant / Systematic

CIK: 0001629996 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Oct 28, 2020

Total Value ($000): $26,003 (41.7% shares, 58.3% debt)

Holdings (28)

— BAC 7 1/4 PERP 16.0%

Value ($000) $4,150 Shares 2,780 Est. Cost $1408.78 Unrealized —

— LUV 1 1/4 05/01/25 8.0%

Value ($000) $2,091 Shares 1,600,000 Est. Cost $1.27 Unrealized —

MSFT MICROSOFT CORP 6.3%

Value ($000) $1,630 Shares 7,750 Est. Cost $173.06 Unrealized +16.0%

AMZN AMAZON.COM INC 5.4%

Value ($000) $1,417 Shares 450 Est. Cost $157.65 Unrealized 0.0%

NOW SERVICENOW INC 4.5%

Value ($000) $1,164 Shares 2,400 Est. Cost $89.31 Unrealized 0.0%

— ZNGA 0 1/4 06/01/24 4.4%

Value ($000) $1,132 Shares 890,000 Est. Cost $1.28 Unrealized —

— ARCC 4 5/8 03/01/2024 4.2%

Value ($000) $1,087 Shares 1,050,000 Est. Cost $1.03 Unrealized —

— TCPC 4 03/01/22 3.7%

Value ($000) $958 Shares 950,000 Est. Cost $1.02 Unrealized —

— Nee 4.872 3.6%

Value ($000) $942 Shares 17,400 Est. Cost $54.14 Unrealized —

— CREE 0 7/8 09/01/23 3.6%

Value ($000) $929 Shares 750,000 Est. Cost $1.18 Unrealized —

— NRG 2 3/4 06/01/48 3.5%

Value ($000) $903 Shares 870,000 Est. Cost $1.12 Unrealized —

— ILMN 0 1/2 06/15/21 3.3%

Value ($000) $863 Shares 670,000 Est. Cost $1.33 Unrealized —

— VSH 2 1/4 06/15/25 3.3%

Value ($000) $859 Shares 890,000 Est. Cost $0.94 Unrealized —

— AKAM 0 3/8 09/01/27 3.2%

Value ($000) $845 Shares 730,000 Est. Cost $1.16 Unrealized —

— JAZZ 1 1/2 08/15/2024 2.9%

Value ($000) $761 Shares 750,000 Est. Cost $0.98 Unrealized —

— SUPN 0 5/8 04/01/23 2.7%

Value ($000) $693 Shares 750,000 Est. Cost $0.89 Unrealized —

— WFC 7 1/2 PERP 2.6%

Value ($000) $672 Shares 500 Est. Cost $1344.00 Unrealized —

— WDC 1 1/2 02/01/24 2.6%

Value ($000) $669 Shares 700,000 Est. Cost $0.91 Unrealized —

— EEFT 0 3/4 03/15/49 2.6%

Value ($000) $669 Shares 700,000 Est. Cost $0.96 Unrealized —

— MOMO 1 1/4 07/01/25 2.3%

Value ($000) $590 Shares 750,000 Est. Cost $0.90 Unrealized —

— DOCU 0 1/2 09/15/23 1.9%

Value ($000) $498 Shares 165,000 Est. Cost $1.40 Unrealized —

— TER 1 1/4 12/15/2023 1.7%

Value ($000) $449 Shares 175,000 Est. Cost $2.57 Unrealized —

NKE NIKE INC 1.7%

Value ($000) $439 Shares 3,500 Est. Cost $99.64 Unrealized 0.0%

— BSX 5 1/2 1.7%

Value ($000) $436 Shares 3,900 Est. Cost $111.79 Unrealized —

— LYV 2 1/2 03/15/23 1.6%

Value ($000) $417 Shares 375,000 Est. Cost $1.22 Unrealized —

— FTI CONSULTING INC 1.5%

Value ($000) $394 Shares 320,000 Est. Cost $1.24 Unrealized —

— PSTG 0 1/8 04/15/23 1.3%

Value ($000) $346 Shares 360,000 Est. Cost $0.98 Unrealized —

V VISA INC 0.0%

Value ($000) $0 Shares 5,500 Est. Cost $192.21 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	BAC 7 1/4 PERP	2,780	$4,150	16.0%	$1408.78	—	PUBLIC	060505682
—	LUV 1 1/4 05/01/25	1,600,000	$2,091	8.0%	$1.27	—	US DOMESTIC	844741BG2
MSFT	MICROSOFT CORP	7,750	$1,630	6.3%	$173.06	+16.0%	Common Stock	594918104
AMZN	AMAZON.COM INC	450	$1,417	5.4%	$157.65	0.0%	Common Stock	023135106
NOW	SERVICENOW INC	2,400	$1,164	4.5%	$89.31	0.0%	Common Stock	81762P102
—	ZNGA 0 1/4 06/01/24	890,000	$1,132	4.4%	$1.28	—	US DOMESTIC	98986TAB4
—	ARCC 4 5/8 03/01/2024	1,050,000	$1,087	4.2%	$1.03	—	US DOMESTIC	04010LAW3
—	TCPC 4 03/01/22	950,000	$958	3.7%	$1.02	—	US DOMESTIC	87238QAD5
—	Nee 4.872	17,400	$942	3.6%	$54.14	—	PUBLIC	65339F796
—	CREE 0 7/8 09/01/23	750,000	$929	3.6%	$1.18	—	US DOMESTIC	225447AB7
—	NRG 2 3/4 06/01/48	870,000	$903	3.5%	$1.12	—	US DOMESTIC	629377CG5
—	ILMN 0 1/2 06/15/21	670,000	$863	3.3%	$1.33	—	US DOMESTIC	452327AH2
—	VSH 2 1/4 06/15/25	890,000	$859	3.3%	$0.94	—	US DOMESTIC	928298AP3
—	AKAM 0 3/8 09/01/27	730,000	$845	3.2%	$1.16	—	US DOMESTIC	00971TAL5
—	JAZZ 1 1/2 08/15/2024	750,000	$761	2.9%	$0.98	—	US DOMESTIC	472145AD3
—	SUPN 0 5/8 04/01/23	750,000	$693	2.7%	$0.89	—	US DOMESTIC	868459AD0
—	WFC 7 1/2 PERP	500	$672	2.6%	$1344.00	—	PUBLIC	949746804
—	WDC 1 1/2 02/01/24	700,000	$669	2.6%	$0.91	—	US DOMESTIC	958102AP0
—	EEFT 0 3/4 03/15/49	700,000	$669	2.6%	$0.96	—	US DOMESTIC	298736AL3
—	MOMO 1 1/4 07/01/25	750,000	$590	2.3%	$0.90	—	GLOBAL	60879BAB3
—	DOCU 0 1/2 09/15/23	165,000	$498	1.9%	$1.40	—	US DOMESTIC	256163AB2
—	TER 1 1/4 12/15/2023	175,000	$449	1.7%	$2.57	—	US DOMESTIC	880770AG7
NKE	NIKE INC	3,500	$439	1.7%	$99.64	0.0%	Common Stock	654106103
—	BSX 5 1/2	3,900	$436	1.7%	$111.79	—	PUBLIC	101137206
—	LYV 2 1/2 03/15/23	375,000	$417	1.6%	$1.22	—	US DOMESTIC	538034AQ2
—	FTI CONSULTING INC	320,000	$394	1.5%	$1.24	—	US DOMESTIC	302941AP4
—	PSTG 0 1/8 04/15/23	360,000	$346	1.3%	$0.98	—	US DOMESTIC	74624MAB8
V	VISA INC	5,500	$0	0.0%	$192.21	0.0%	Common Stock	92826C839