Alken Asset Management Ltd Quant / Systematic

Location: London, United Kingdom

CIK: 0001629996 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 10, 2021

Total Value: $17.73M (31.1% shares, 68.9% debt)

Holdings (20)

— LUV 1 1/4 05/01/25 19.5%

Value $3.453M Shares 2,000,000 Share Price $1.73 Est. Cost/Share $1.43 Unrealized @ Report Date —

MSFT MICROSOFT CORP 9.0%

Value $1.591M Shares 6,750 Share Price $235.70 * Est. Cost/Share $173.06 Unrealized @ Report Date +31.0%

— LITE 0 1/2 12/15/26 6.9%

Value $1.223M Shares 1,050,000 Share Price $1.16 Est. Cost/Share $1.21 Unrealized @ Report Date —

AMZN AMAZON.COM INC 6.1%

Value $1.083M Shares 350 Share Price $3094.29 * Est. Cost/Share $157.65 Unrealized @ Report Date -1.9%

— FTV 0 7/8 02/15/2022 6.0%

Value $1.072M Shares 1,050,000 Share Price $1.02 Est. Cost/Share $1.03 Unrealized @ Report Date —

— TCPC 4 03/01/22 5.5%

Value $968K Shares 950,000 Share Price $1.02 Est. Cost/Share $1.02 Unrealized @ Report Date —

— FTI CONSULTING INC 5.1%

Value $905K Shares 620,000 Share Price $1.46 Est. Cost/Share $1.35 Unrealized @ Report Date —

V VISA INC 4.9%

Value $868K Shares 4,100 Share Price $211.71 * Est. Cost/Share $192.21 Unrealized @ Report Date +6.4%

— AKAM 0 3/8 09/01/27 4.5%

Value $799K Shares 730,000 Share Price $1.09 Est. Cost/Share $1.16 Unrealized @ Report Date —

— ILMN 0 1/2 06/15/21 4.0%

Value $711K Shares 470,000 Share Price $1.51 Est. Cost/Share $1.33 Unrealized @ Report Date —

— ZNGA 0 1/4 06/01/24 3.8%

Value $667K Shares 490,000 Share Price $1.36 Est. Cost/Share $1.28 Unrealized @ Report Date —

— MOMO 1 1/4 07/01/25 3.7%

Value $656K Shares 750,000 Share Price $0.87 Est. Cost/Share $0.90 Unrealized @ Report Date —

BKR BAKER HUGHES Co 3.0%

Value $540K Shares 25,000 Share Price $21.60 * Est. Cost/Share $15.41 Unrealized @ Report Date +24.5%

— NRG 2 3/4 06/01/48 2.8%

Value $490K Shares 420,000 Share Price $1.17 Est. Cost/Share $1.12 Unrealized @ Report Date —

— SWK 5 1/4 2.7%

Value $485K Shares 4,100 Share Price $118.29 Est. Cost/Share $111.95 Unrealized @ Report Date —

— Nee 4.872 2.7%

Value $482K Shares 8,400 Share Price $57.38 Est. Cost/Share $54.14 Unrealized @ Report Date —

— PODD 0 3/8 09/01/26 2.6%

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

NKE NIKE INC 2.6%

Value $465K Shares 3,500 Share Price $132.86 * Est. Cost/Share $99.64 Unrealized @ Report Date +24.5%

— PDD 0 12/01/25 2.4%

Value $424K Shares 400,000 Share Price $1.06 Est. Cost/Share $1.06 Unrealized @ Report Date —

— TER 1 1/4 12/15/2023 2.2%

Value $386K Shares 100,000 Share Price $3.86 Est. Cost/Share $2.57 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	LUV 1 1/4 05/01/25	2,000,000	$3.453M	19.5%	$1.73	$1.43	—	US DOMESTIC	844741BG2
MSFT	MICROSOFT CORP	6,750	$1.591M	9.0%	$235.70 *	$173.06	+31.0%	Common Stock	594918104
—	LITE 0 1/2 12/15/26	1,050,000	$1.223M	6.9%	$1.16	$1.21	—	US DOMESTIC	55024UAD1
AMZN	AMAZON.COM INC	350	$1.083M	6.1%	$3094.29 *	$157.65	-1.9%	Common Stock	023135106
—	FTV 0 7/8 02/15/2022	1,050,000	$1.072M	6.0%	$1.02	$1.03	—	US DOMESTIC	34959JAK4
—	TCPC 4 03/01/22	950,000	$968K	5.5%	$1.02	$1.02	—	US DOMESTIC	87238QAD5
—	FTI CONSULTING INC	620,000	$905K	5.1%	$1.46	$1.35	—	US DOMESTIC	302941AP4
V	VISA INC	4,100	$868K	4.9%	$211.71 *	$192.21	+6.4%	Common Stock	92826C839
—	AKAM 0 3/8 09/01/27	730,000	$799K	4.5%	$1.09	$1.16	—	US DOMESTIC	00971TAL5
—	ILMN 0 1/2 06/15/21	470,000	$711K	4.0%	$1.51	$1.33	—	US DOMESTIC	452327AH2
—	ZNGA 0 1/4 06/01/24	490,000	$667K	3.8%	$1.36	$1.28	—	US DOMESTIC	98986TAB4
—	MOMO 1 1/4 07/01/25	750,000	$656K	3.7%	$0.87	$0.90	—	GLOBAL	60879BAB3
BKR	BAKER HUGHES Co	25,000	$540K	3.0%	$21.60 *	$15.41	+24.5%	Common Stock	05722G100
—	NRG 2 3/4 06/01/48	420,000	$490K	2.8%	$1.17	$1.12	—	US DOMESTIC	629377CG5
—	SWK 5 1/4	4,100	$485K	2.7%	$118.29	$111.95	—	PUBLIC	854502846
—	Nee 4.872	8,400	$482K	2.7%	$57.38	$54.14	—	PUBLIC	65339F796
—	PODD 0 3/8 09/01/26	350,000	$466K	2.6%	$1.33	$1.33	—	US DOMESTIC	45784PAK7
NKE	NIKE INC	3,500	$465K	2.6%	$132.86 *	$99.64	+24.5%	Common Stock	654106103
—	PDD 0 12/01/25	400,000	$424K	2.4%	$1.06	$1.06	—	GLOBAL	722304AC6
—	TER 1 1/4 12/15/2023	100,000	$386K	2.2%	$3.86	$2.57	—	US DOMESTIC	880770AG7