Alken Asset Management Ltd Quant / Systematic

Location: London, United Kingdom

CIK: 0001629996 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 4, 2021

Total Value: $20.8M (30.1% shares, 69.9% debt)

Holdings (25)

— LUV 1 1/4 05/01/25 9.1%

Value $1.894M Shares 1,300,000 Share Price $1.46 Est. Cost/Share $1.27 Unrealized @ Report Date —

MSFT MICROSOFT CORP 8.3%

Value $1.724M Shares 7,750 Share Price $222.45 * Est. Cost/Share $173.06 Unrealized @ Report Date +23.3%

— ZNGA 0 1/4 06/01/24 5.7%

Value $1.189M Shares 890,000 Share Price $1.34 Est. Cost/Share $1.28 Unrealized @ Report Date —

AMZN AMAZON.COM INC 5.5%

Value $1.14M Shares 350 Share Price $3257.14 * Est. Cost/Share $157.65 Unrealized @ Report Date +3.3%

— Nee 4.872 5.0%

Value $1.031M Shares 17,400 Share Price $59.25 Est. Cost/Share $54.14 Unrealized @ Report Date —

— NRG 2 3/4 06/01/48 4.8%

Value $993K Shares 870,000 Share Price $1.14 Est. Cost/Share $1.12 Unrealized @ Report Date —

— ILMN 0 1/2 06/15/21 4.7%

Value $977K Shares 670,000 Share Price $1.46 Est. Cost/Share $1.33 Unrealized @ Report Date —

— TCPC 4 03/01/22 4.7%

Value $977K Shares 950,000 Share Price $1.03 Est. Cost/Share $1.02 Unrealized @ Report Date —

— LITE 0 1/2 12/15/26 4.7%

Value $975K Shares 800,000 Share Price $1.22 Est. Cost/Share $1.22 Unrealized @ Report Date —

— VSH 2 1/4 06/15/25 4.5%

Value $926K Shares 890,000 Share Price $1.04 Est. Cost/Share $0.94 Unrealized @ Report Date —

V VISA INC 4.3%

Value $897K Shares 4,100 Share Price $218.78 * Est. Cost/Share $192.21 Unrealized @ Report Date +9.7%

— CREE 0 7/8 09/01/23 4.1%

Value $858K Shares 475,000 Share Price $1.81 Est. Cost/Share $1.18 Unrealized @ Report Date —

— AKAM 0 3/8 09/01/27 3.9%

Value $812K Shares 730,000 Share Price $1.11 Est. Cost/Share $1.16 Unrealized @ Report Date —

— ARCC 4 5/8 03/01/2024 3.8%

Value $791K Shares 750,000 Share Price $1.05 Est. Cost/Share $1.03 Unrealized @ Report Date —

— FTV 0 7/8 02/15/2022 3.5%

Value $719K Shares 700,000 Share Price $1.03 Est. Cost/Share $1.03 Unrealized @ Report Date —

— WDC 1 1/2 02/01/24 3.4%

Value $697K Shares 700,000 Share Price $1.00 Est. Cost/Share $0.91 Unrealized @ Report Date —

— MOMO 1 1/4 07/01/25 3.0%

Value $632K Shares 750,000 Share Price $0.84 Est. Cost/Share $0.90 Unrealized @ Report Date —

— SHOPCN 0 1/8 11/01/25 2.5%

Value $530K Shares 450,000 Share Price $1.18 Est. Cost/Share $1.18 Unrealized @ Report Date —

BKR BAKER HUGHES Co 2.5%

Value $521K Shares 25,000 Share Price $20.84 * Est. Cost/Share $15.41 Unrealized @ Report Date +19.1%

NKE NIKE INC 2.4%

Value $495K Shares 3,500 Share Price $141.43 * Est. Cost/Share $99.64 Unrealized @ Report Date +32.2%

— PODD 0 3/8 09/01/26 2.2%

Value $466K Shares 350,000 Share Price $1.33 Est. Cost/Share $1.33 Unrealized @ Report Date —

— SWK 5 1/4 2.2%

Value $459K Shares 4,100 Share Price $111.95 Est. Cost/Share $111.95 Unrealized @ Report Date —

— FTI CONSULTING INC 2.0%

Value $407K Shares 320,000 Share Price $1.27 Est. Cost/Share $1.24 Unrealized @ Report Date —

— TER 1 1/4 12/15/2023 1.8%

Value $380K Shares 100,000 Share Price $3.80 Est. Cost/Share $2.57 Unrealized @ Report Date —

— AAL 6 1/2 07/01/25 1.5%

Value $314K Shares 250,000 Share Price $1.26 Est. Cost/Share $1.26 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	LUV 1 1/4 05/01/25	1,300,000	$1.894M	9.1%	$1.46	$1.27	—	US DOMESTIC	844741BG2
MSFT	MICROSOFT CORP	7,750	$1.724M	8.3%	$222.45 *	$173.06	+23.3%	Common Stock	594918104
—	ZNGA 0 1/4 06/01/24	890,000	$1.189M	5.7%	$1.34	$1.28	—	US DOMESTIC	98986TAB4
AMZN	AMAZON.COM INC	350	$1.14M	5.5%	$3257.14 *	$157.65	+3.3%	Common Stock	023135106
—	Nee 4.872	17,400	$1.031M	5.0%	$59.25	$54.14	—	PUBLIC	65339F796
—	NRG 2 3/4 06/01/48	870,000	$993K	4.8%	$1.14	$1.12	—	US DOMESTIC	629377CG5
—	ILMN 0 1/2 06/15/21	670,000	$977K	4.7%	$1.46	$1.33	—	US DOMESTIC	452327AH2
—	TCPC 4 03/01/22	950,000	$977K	4.7%	$1.03	$1.02	—	US DOMESTIC	87238QAD5
—	LITE 0 1/2 12/15/26	800,000	$975K	4.7%	$1.22	$1.22	—	US DOMESTIC	55024UAD1
—	VSH 2 1/4 06/15/25	890,000	$926K	4.5%	$1.04	$0.94	—	US DOMESTIC	928298AP3
V	VISA INC	4,100	$897K	4.3%	$218.78 *	$192.21	+9.7%	Common Stock	92826C839
—	CREE 0 7/8 09/01/23	475,000	$858K	4.1%	$1.81	$1.18	—	US DOMESTIC	225447AB7
—	AKAM 0 3/8 09/01/27	730,000	$812K	3.9%	$1.11	$1.16	—	US DOMESTIC	00971TAL5
—	ARCC 4 5/8 03/01/2024	750,000	$791K	3.8%	$1.05	$1.03	—	US DOMESTIC	04010LAW3
—	FTV 0 7/8 02/15/2022	700,000	$719K	3.5%	$1.03	$1.03	—	US DOMESTIC	34959JAK4
—	WDC 1 1/2 02/01/24	700,000	$697K	3.4%	$1.00	$0.91	—	US DOMESTIC	958102AP0
—	MOMO 1 1/4 07/01/25	750,000	$632K	3.0%	$0.84	$0.90	—	GLOBAL	60879BAB3
—	SHOPCN 0 1/8 11/01/25	450,000	$530K	2.5%	$1.18	$1.18	—	US DOMESTIC	82509LAA5
BKR	BAKER HUGHES Co	25,000	$521K	2.5%	$20.84 *	$15.41	+19.1%	Common Stock	05722G100
NKE	NIKE INC	3,500	$495K	2.4%	$141.43 *	$99.64	+32.2%	Common Stock	654106103
—	PODD 0 3/8 09/01/26	350,000	$466K	2.2%	$1.33	$1.33	—	US DOMESTIC	45784PAK7
—	SWK 5 1/4	4,100	$459K	2.2%	$111.95	$111.95	—	PUBLIC	854502846
—	FTI CONSULTING INC	320,000	$407K	2.0%	$1.27	$1.24	—	US DOMESTIC	302941AP4
—	TER 1 1/4 12/15/2023	100,000	$380K	1.8%	$3.80	$2.57	—	US DOMESTIC	880770AG7
—	AAL 6 1/2 07/01/25	250,000	$314K	1.5%	$1.26	$1.26	—	US DOMESTIC	02376RAF9