Alken Asset Management Ltd Quant / Systematic

Location: London, United Kingdom

CIK: 0001629996 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Oct 28, 2020

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

Holdings (28)

— BAC 7 1/4 PERP 16.0%

Value $4.15M Shares 2,780 Share Price $1492.81 Est. Cost/Share $1408.78 Unrealized @ Report Date —

— LUV 1 1/4 05/01/25 8.0%

Value $2.091M Shares 1,600,000 Share Price $1.31 Est. Cost/Share $1.27 Unrealized @ Report Date —

MSFT MICROSOFT CORP 6.3%

Value $1.63M Shares 7,750 Share Price $210.32 * Est. Cost/Share $173.06 Unrealized @ Report Date +16.3%

AMZN AMAZON.COM INC 5.4%

Value $1.417M Shares 450 Share Price $3148.89 * Est. Cost/Share $157.65 Unrealized @ Report Date -0.1%

NOW SERVICENOW INC 4.5%

Value $1.164M Shares 2,400 Share Price $485.00 * Est. Cost/Share $89.31 Unrealized @ Report Date +8.6%

— ZNGA 0 1/4 06/01/24 4.4%

Value $1.132M Shares 890,000 Share Price $1.27 Est. Cost/Share $1.28 Unrealized @ Report Date —

— ARCC 4 5/8 03/01/2024 4.2%

Value $1.087M Shares 1,050,000 Share Price $1.04 Est. Cost/Share $1.03 Unrealized @ Report Date —

— TCPC 4 03/01/22 3.7%

Value $958K Shares 950,000 Share Price $1.01 Est. Cost/Share $1.02 Unrealized @ Report Date —

— Nee 4.872 3.6%

Value $942K Shares 17,400 Share Price $54.14 Est. Cost/Share $54.14 Unrealized @ Report Date —

— CREE 0 7/8 09/01/23 3.6%

Value $929K Shares 750,000 Share Price $1.24 Est. Cost/Share $1.18 Unrealized @ Report Date —

— NRG 2 3/4 06/01/48 3.5%

Value $903K Shares 870,000 Share Price $1.04 Est. Cost/Share $1.12 Unrealized @ Report Date —

— ILMN 0 1/2 06/15/21 3.3%

Value $863K Shares 670,000 Share Price $1.29 Est. Cost/Share $1.33 Unrealized @ Report Date —

— VSH 2 1/4 06/15/25 3.3%

Value $859K Shares 890,000 Share Price $0.97 Est. Cost/Share $0.94 Unrealized @ Report Date —

— AKAM 0 3/8 09/01/27 3.2%

Value $845K Shares 730,000 Share Price $1.16 Est. Cost/Share $1.16 Unrealized @ Report Date —

— JAZZ 1 1/2 08/15/2024 2.9%

Value $761K Shares 750,000 Share Price $1.01 Est. Cost/Share $0.98 Unrealized @ Report Date —

— SUPN 0 5/8 04/01/23 2.7%

Value $693K Shares 750,000 Share Price $0.92 Est. Cost/Share $0.89 Unrealized @ Report Date —

— WFC 7 1/2 PERP 2.6%

Value $672K Shares 500 Share Price $1344.00 Est. Cost/Share $1344.00 Unrealized @ Report Date —

— WDC 1 1/2 02/01/24 2.6%

Value $669K Shares 700,000 Share Price $0.96 Est. Cost/Share $0.91 Unrealized @ Report Date —

— EEFT 0 3/4 03/15/49 2.6%

Value $669K Shares 700,000 Share Price $0.96 Est. Cost/Share $0.96 Unrealized @ Report Date —

— MOMO 1 1/4 07/01/25 2.3%

Value $590K Shares 750,000 Share Price $0.79 Est. Cost/Share $0.90 Unrealized @ Report Date —

— DOCU 0 1/2 09/15/23 1.9%

Value $498K Shares 165,000 Share Price $3.02 Est. Cost/Share $1.40 Unrealized @ Report Date —

— TER 1 1/4 12/15/2023 1.7%

Value $449K Shares 175,000 Share Price $2.57 Est. Cost/Share $2.57 Unrealized @ Report Date —

NKE NIKE INC 1.7%

Value $439K Shares 3,500 Share Price $125.43 * Est. Cost/Share $99.64 Unrealized @ Report Date +17.1%

— BSX 5 1/2 1.7%

Value $436K Shares 3,900 Share Price $111.79 Est. Cost/Share $111.79 Unrealized @ Report Date —

— LYV 2 1/2 03/15/23 1.6%

Value $417K Shares 375,000 Share Price $1.11 Est. Cost/Share $1.22 Unrealized @ Report Date —

— FTI CONSULTING INC 1.5%

Value $394K Shares 320,000 Share Price $1.23 Est. Cost/Share $1.24 Unrealized @ Report Date —

— PSTG 0 1/8 04/15/23 1.3%

Value $346K Shares 360,000 Share Price $0.96 Est. Cost/Share $0.98 Unrealized @ Report Date —

V VISA INC 0.0%

Value $0 Shares 5,500 Share Price $0.00 Est. Cost/Share $192.21 Unrealized @ Report Date +0.2%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	BAC 7 1/4 PERP	2,780	$4.15M	16.0%	$1492.81	$1408.78	—	PUBLIC	060505682
—	LUV 1 1/4 05/01/25	1,600,000	$2.091M	8.0%	$1.31	$1.27	—	US DOMESTIC	844741BG2
MSFT	MICROSOFT CORP	7,750	$1.63M	6.3%	$210.32 *	$173.06	+16.3%	Common Stock	594918104
AMZN	AMAZON.COM INC	450	$1.417M	5.4%	$3148.89 *	$157.65	-0.1%	Common Stock	023135106
NOW	SERVICENOW INC	2,400	$1.164M	4.5%	$485.00 *	$89.31	+8.6%	Common Stock	81762P102
—	ZNGA 0 1/4 06/01/24	890,000	$1.132M	4.4%	$1.27	$1.28	—	US DOMESTIC	98986TAB4
—	ARCC 4 5/8 03/01/2024	1,050,000	$1.087M	4.2%	$1.04	$1.03	—	US DOMESTIC	04010LAW3
—	TCPC 4 03/01/22	950,000	$958K	3.7%	$1.01	$1.02	—	US DOMESTIC	87238QAD5
—	Nee 4.872	17,400	$942K	3.6%	$54.14	$54.14	—	PUBLIC	65339F796
—	CREE 0 7/8 09/01/23	750,000	$929K	3.6%	$1.24	$1.18	—	US DOMESTIC	225447AB7
—	NRG 2 3/4 06/01/48	870,000	$903K	3.5%	$1.04	$1.12	—	US DOMESTIC	629377CG5
—	ILMN 0 1/2 06/15/21	670,000	$863K	3.3%	$1.29	$1.33	—	US DOMESTIC	452327AH2
—	VSH 2 1/4 06/15/25	890,000	$859K	3.3%	$0.97	$0.94	—	US DOMESTIC	928298AP3
—	AKAM 0 3/8 09/01/27	730,000	$845K	3.2%	$1.16	$1.16	—	US DOMESTIC	00971TAL5
—	JAZZ 1 1/2 08/15/2024	750,000	$761K	2.9%	$1.01	$0.98	—	US DOMESTIC	472145AD3
—	SUPN 0 5/8 04/01/23	750,000	$693K	2.7%	$0.92	$0.89	—	US DOMESTIC	868459AD0
—	WFC 7 1/2 PERP	500	$672K	2.6%	$1344.00	$1344.00	—	PUBLIC	949746804
—	WDC 1 1/2 02/01/24	700,000	$669K	2.6%	$0.96	$0.91	—	US DOMESTIC	958102AP0
—	EEFT 0 3/4 03/15/49	700,000	$669K	2.6%	$0.96	$0.96	—	US DOMESTIC	298736AL3
—	MOMO 1 1/4 07/01/25	750,000	$590K	2.3%	$0.79	$0.90	—	GLOBAL	60879BAB3
—	DOCU 0 1/2 09/15/23	165,000	$498K	1.9%	$3.02	$1.40	—	US DOMESTIC	256163AB2
—	TER 1 1/4 12/15/2023	175,000	$449K	1.7%	$2.57	$2.57	—	US DOMESTIC	880770AG7
NKE	NIKE INC	3,500	$439K	1.7%	$125.43 *	$99.64	+17.1%	Common Stock	654106103
—	BSX 5 1/2	3,900	$436K	1.7%	$111.79	$111.79	—	PUBLIC	101137206
—	LYV 2 1/2 03/15/23	375,000	$417K	1.6%	$1.11	$1.22	—	US DOMESTIC	538034AQ2
—	FTI CONSULTING INC	320,000	$394K	1.5%	$1.23	$1.24	—	US DOMESTIC	302941AP4
—	PSTG 0 1/8 04/15/23	360,000	$346K	1.3%	$0.96	$0.98	—	US DOMESTIC	74624MAB8
V	VISA INC	5,500	$0	0.0%	$0.00	$192.21	+0.2%	Common Stock	92826C839