Alken Asset Management Ltd Quant / Systematic

CIK: 0001629996 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 4, 2021

Total Value ($000): $20,804 (30.1% shares, 69.9% debt)

Holdings (25)

— LUV 1 1/4 05/01/25 9.1%

Value ($000) $1,894 Shares 1,300,000 Est. Cost $1.27 Unrealized —

MSFT MICROSOFT CORP 8.3%

Value ($000) $1,724 Shares 7,750 Est. Cost $173.06 Unrealized +19.1%

— ZNGA 0 1/4 06/01/24 5.7%

Value ($000) $1,189 Shares 890,000 Est. Cost $1.28 Unrealized —

AMZN AMAZON.COM INC 5.5%

Value ($000) $1,140 Shares 350 Est. Cost $157.65 Unrealized +1.2%

— Nee 4.872 5.0%

Value ($000) $1,031 Shares 17,400 Est. Cost $54.14 Unrealized —

— NRG 2 3/4 06/01/48 4.8%

Value ($000) $993 Shares 870,000 Est. Cost $1.12 Unrealized —

— ILMN 0 1/2 06/15/21 4.7%

Value ($000) $977 Shares 670,000 Est. Cost $1.33 Unrealized —

— TCPC 4 03/01/22 4.7%

Value ($000) $977 Shares 950,000 Est. Cost $1.02 Unrealized —

— LITE 0 1/2 12/15/26 4.7%

Value ($000) $975 Shares 800,000 Est. Cost $1.22 Unrealized —

— VSH 2 1/4 06/15/25 4.5%

Value ($000) $926 Shares 890,000 Est. Cost $0.94 Unrealized —

V VISA INC 4.3%

Value ($000) $897 Shares 4,100 Est. Cost $192.21 Unrealized +2.6%

— CREE 0 7/8 09/01/23 4.1%

Value ($000) $858 Shares 475,000 Est. Cost $1.18 Unrealized —

— AKAM 0 3/8 09/01/27 3.9%

Value ($000) $812 Shares 730,000 Est. Cost $1.16 Unrealized —

— ARCC 4 5/8 03/01/2024 3.8%

Value ($000) $791 Shares 750,000 Est. Cost $1.03 Unrealized —

— FTV 0 7/8 02/15/2022 3.5%

Value ($000) $719 Shares 700,000 Est. Cost $1.03 Unrealized —

— WDC 1 1/2 02/01/24 3.4%

Value ($000) $697 Shares 700,000 Est. Cost $0.91 Unrealized —

— MOMO 1 1/4 07/01/25 3.0%

Value ($000) $632 Shares 750,000 Est. Cost $0.90 Unrealized —

— SHOPCN 0 1/8 11/01/25 2.5%

Value ($000) $530 Shares 450,000 Est. Cost $1.18 Unrealized —

BKR BAKER HUGHES Co 2.5%

Value ($000) $521 Shares 25,000 Est. Cost $15.41 Unrealized 0.0%

NKE NIKE INC 2.4%

Value ($000) $495 Shares 3,500 Est. Cost $99.64 Unrealized +23.7%

— PODD 0 3/8 09/01/26 2.2%

Value ($000) $466 Shares 350,000 Est. Cost $1.33 Unrealized —

— SWK 5 1/4 2.2%

Value ($000) $459 Shares 4,100 Est. Cost $111.95 Unrealized —

— FTI CONSULTING INC 2.0%

Value ($000) $407 Shares 320,000 Est. Cost $1.24 Unrealized —

— TER 1 1/4 12/15/2023 1.8%

Value ($000) $380 Shares 100,000 Est. Cost $2.57 Unrealized —

— AAL 6 1/2 07/01/25 1.5%

Value ($000) $314 Shares 250,000 Est. Cost $1.26 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	LUV 1 1/4 05/01/25	1,300,000	$1,894	9.1%	$1.27	—	US DOMESTIC	844741BG2
MSFT	MICROSOFT CORP	7,750	$1,724	8.3%	$173.06	+19.1%	Common Stock	594918104
—	ZNGA 0 1/4 06/01/24	890,000	$1,189	5.7%	$1.28	—	US DOMESTIC	98986TAB4
AMZN	AMAZON.COM INC	350	$1,140	5.5%	$157.65	+1.2%	Common Stock	023135106
—	Nee 4.872	17,400	$1,031	5.0%	$54.14	—	PUBLIC	65339F796
—	NRG 2 3/4 06/01/48	870,000	$993	4.8%	$1.12	—	US DOMESTIC	629377CG5
—	ILMN 0 1/2 06/15/21	670,000	$977	4.7%	$1.33	—	US DOMESTIC	452327AH2
—	TCPC 4 03/01/22	950,000	$977	4.7%	$1.02	—	US DOMESTIC	87238QAD5
—	LITE 0 1/2 12/15/26	800,000	$975	4.7%	$1.22	—	US DOMESTIC	55024UAD1
—	VSH 2 1/4 06/15/25	890,000	$926	4.5%	$0.94	—	US DOMESTIC	928298AP3
V	VISA INC	4,100	$897	4.3%	$192.21	+2.6%	Common Stock	92826C839
—	CREE 0 7/8 09/01/23	475,000	$858	4.1%	$1.18	—	US DOMESTIC	225447AB7
—	AKAM 0 3/8 09/01/27	730,000	$812	3.9%	$1.16	—	US DOMESTIC	00971TAL5
—	ARCC 4 5/8 03/01/2024	750,000	$791	3.8%	$1.03	—	US DOMESTIC	04010LAW3
—	FTV 0 7/8 02/15/2022	700,000	$719	3.5%	$1.03	—	US DOMESTIC	34959JAK4
—	WDC 1 1/2 02/01/24	700,000	$697	3.4%	$0.91	—	US DOMESTIC	958102AP0
—	MOMO 1 1/4 07/01/25	750,000	$632	3.0%	$0.90	—	GLOBAL	60879BAB3
—	SHOPCN 0 1/8 11/01/25	450,000	$530	2.5%	$1.18	—	US DOMESTIC	82509LAA5
BKR	BAKER HUGHES Co	25,000	$521	2.5%	$15.41	0.0%	Common Stock	05722G100
NKE	NIKE INC	3,500	$495	2.4%	$99.64	+23.7%	Common Stock	654106103
—	PODD 0 3/8 09/01/26	350,000	$466	2.2%	$1.33	—	US DOMESTIC	45784PAK7
—	SWK 5 1/4	4,100	$459	2.2%	$111.95	—	PUBLIC	854502846
—	FTI CONSULTING INC	320,000	$407	2.0%	$1.24	—	US DOMESTIC	302941AP4
—	TER 1 1/4 12/15/2023	100,000	$380	1.8%	$2.57	—	US DOMESTIC	880770AG7
—	AAL 6 1/2 07/01/25	250,000	$314	1.5%	$1.26	—	US DOMESTIC	02376RAF9