Alken Asset Management Ltd Quant / Systematic

CIK: 0001629996 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 10, 2021

Total Value ($000): $17,734 (31.1% shares, 68.9% debt)

Holdings (20)

— LUV 1 1/4 05/01/25 19.5%

Value ($000) $3,453 Shares 2,000,000 Est. Cost $1.43 Unrealized —

MSFT MICROSOFT CORP 9.0%

Value ($000) $1,591 Shares 6,750 Est. Cost $173.06 Unrealized +28.8%

— LITE 0 1/2 12/15/26 6.9%

Value ($000) $1,223 Shares 1,050,000 Est. Cost $1.21 Unrealized —

AMZN AMAZON.COM INC 6.1%

Value ($000) $1,083 Shares 350 Est. Cost $157.65 Unrealized +0.5%

— FTV 0 7/8 02/15/2022 6.0%

Value ($000) $1,072 Shares 1,050,000 Est. Cost $1.03 Unrealized —

— TCPC 4 03/01/22 5.5%

Value ($000) $968 Shares 950,000 Est. Cost $1.02 Unrealized —

— FTI CONSULTING INC 5.1%

Value ($000) $905 Shares 620,000 Est. Cost $1.35 Unrealized —

V VISA INC 4.9%

Value ($000) $868 Shares 4,100 Est. Cost $192.21 Unrealized +5.7%

— AKAM 0 3/8 09/01/27 4.5%

Value ($000) $799 Shares 730,000 Est. Cost $1.16 Unrealized —

— ILMN 0 1/2 06/15/21 4.0%

Value ($000) $711 Shares 470,000 Est. Cost $1.33 Unrealized —

— ZNGA 0 1/4 06/01/24 3.8%

Value ($000) $667 Shares 490,000 Est. Cost $1.28 Unrealized —

— MOMO 1 1/4 07/01/25 3.7%

Value ($000) $656 Shares 750,000 Est. Cost $0.90 Unrealized —

BKR BAKER HUGHES Co 3.0%

Value ($000) $540 Shares 25,000 Est. Cost $15.41 Unrealized +30.7%

— NRG 2 3/4 06/01/48 2.8%

Value ($000) $490 Shares 420,000 Est. Cost $1.12 Unrealized —

— SWK 5 1/4 2.7%

Value ($000) $485 Shares 4,100 Est. Cost $111.95 Unrealized —

— Nee 4.872 2.7%

Value ($000) $482 Shares 8,400 Est. Cost $54.14 Unrealized —

— PODD 0 3/8 09/01/26 2.6%

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

NKE NIKE INC 2.6%

Value ($000) $465 Shares 3,500 Est. Cost $99.64 Unrealized +30.0%

— PDD 0 12/01/25 2.4%

Value ($000) $424 Shares 400,000 Est. Cost $1.06 Unrealized —

— TER 1 1/4 12/15/2023 2.2%

Value ($000) $386 Shares 100,000 Est. Cost $2.57 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	LUV 1 1/4 05/01/25	2,000,000	$3,453	19.5%	$1.43	—	US DOMESTIC	844741BG2
MSFT	MICROSOFT CORP	6,750	$1,591	9.0%	$173.06	+28.8%	Common Stock	594918104
—	LITE 0 1/2 12/15/26	1,050,000	$1,223	6.9%	$1.21	—	US DOMESTIC	55024UAD1
AMZN	AMAZON.COM INC	350	$1,083	6.1%	$157.65	+0.5%	Common Stock	023135106
—	FTV 0 7/8 02/15/2022	1,050,000	$1,072	6.0%	$1.03	—	US DOMESTIC	34959JAK4
—	TCPC 4 03/01/22	950,000	$968	5.5%	$1.02	—	US DOMESTIC	87238QAD5
—	FTI CONSULTING INC	620,000	$905	5.1%	$1.35	—	US DOMESTIC	302941AP4
V	VISA INC	4,100	$868	4.9%	$192.21	+5.7%	Common Stock	92826C839
—	AKAM 0 3/8 09/01/27	730,000	$799	4.5%	$1.16	—	US DOMESTIC	00971TAL5
—	ILMN 0 1/2 06/15/21	470,000	$711	4.0%	$1.33	—	US DOMESTIC	452327AH2
—	ZNGA 0 1/4 06/01/24	490,000	$667	3.8%	$1.28	—	US DOMESTIC	98986TAB4
—	MOMO 1 1/4 07/01/25	750,000	$656	3.7%	$0.90	—	GLOBAL	60879BAB3
BKR	BAKER HUGHES Co	25,000	$540	3.0%	$15.41	+30.7%	Common Stock	05722G100
—	NRG 2 3/4 06/01/48	420,000	$490	2.8%	$1.12	—	US DOMESTIC	629377CG5
—	SWK 5 1/4	4,100	$485	2.7%	$111.95	—	PUBLIC	854502846
—	Nee 4.872	8,400	$482	2.7%	$54.14	—	PUBLIC	65339F796
—	PODD 0 3/8 09/01/26	350,000	$466	2.6%	$1.33	—	US DOMESTIC	45784PAK7
NKE	NIKE INC	3,500	$465	2.6%	$99.64	+30.0%	Common Stock	654106103
—	PDD 0 12/01/25	400,000	$424	2.4%	$1.06	—	GLOBAL	722304AC6
—	TER 1 1/4 12/15/2023	100,000	$386	2.2%	$2.57	—	US DOMESTIC	880770AG7