Alken Asset Management Ltd Quant / Systematic

Location: London, United Kingdom

CIK: 0001629996 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 11, 2017

Total Value: $81.28M (100.0% shares, 0.0% debt)

Holdings (14)

— ARCH COAL INC 51.7%

Value $42.05M Shares 615,693 Share Price $68.30 Est. Cost/Share $68.94 Unrealized @ Report Date —

— LIBERTY GLOBAL PLC-A 45.1%

Value $36.66M Shares 1,141,423 Share Price $32.12 Est. Cost/Share $32.12 Unrealized @ Report Date —

RYAAY RYANAIR ADR 1.1%

Value $928K Shares 8,623 Share Price $107.62 Est. Cost/Share $82.89 Unrealized @ Report Date +29.8%

EMB ISHARES JP MORGAN USE 0.3%

Value $254K Shares 2,227 Share Price $114.05 Est. Cost/Share $114.85 Unrealized @ Report Date -0.4%

EEM ISHARES MSCI EMERGING 0.3%

Value $227K Shares 5,477 Share Price $41.45 Est. Cost/Share $40.70 Unrealized @ Report Date +1.7%

VNQ VANGUARD REIT ETF 0.2%

Value $194K Shares 2,330 Share Price $83.26 Est. Cost/Share $83.39 Unrealized @ Report Date -0.2%

DFE WISDOMTREE EUROPE SMAL 0.2%

Value $180K Shares 2,793 Share Price $64.45 Est. Cost/Share $63.73 Unrealized @ Report Date +1.2%

HYG ISHARES IBOXX USD HIGH 0.2%

Value $126K Shares 1,431 Share Price $88.05 Est. Cost/Share $88.02 Unrealized @ Report Date +0.4%

AGG ISHARES CORE U.S. AGGR 0.2%

Value $126K Shares 1,154 Share Price $109.19 Est. Cost/Share $109.31 Unrealized @ Report Date +0.2%

CWB SPDR BLOOMBERG BARCLAY 0.1%

Value $118K Shares 2,388 Share Price $49.41 Est. Cost/Share $48.96 Unrealized @ Report Date +1.3%

BNDX VANGUARD TOTAL INTERNA 0.1%

Value $116K Shares 2,136 Share Price $54.31 Est. Cost/Share $54.50 Unrealized @ Report Date -0.3%

EFA ISHARES MSCI EAFE ETF 0.1%

Value $116K Shares 1,776 Share Price $65.32 Est. Cost/Share $64.71 Unrealized @ Report Date +0.8%

IWM ISHARES RUSSELL 2000 E 0.1%

Value $91,000 Shares 647 Share Price $140.65 Est. Cost/Share $138.40 Unrealized @ Report Date +1.8%

— POWERSHARES QQQ TRUST 0.1%

Value $90,000 Shares 657 Share Price $136.99 Est. Cost/Share $136.99 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	ARCH COAL INC	615,693	$42.05M	51.7%	$68.30	$68.94	—	Common Stock	039380308
—	LIBERTY GLOBAL PLC-A	1,141,423	$36.66M	45.1%	$32.12	$32.12	—	Common Stock	G5480U138
RYAAY	RYANAIR ADR	8,623	$928K	1.1%	$107.62	$82.89	+29.8%	Common Stock	783513203
EMB	ISHARES JP MORGAN USE	2,227	$254K	0.3%	$114.05	$114.85	-0.4%	Common Stock	464288281
EEM	ISHARES MSCI EMERGING	5,477	$227K	0.3%	$41.45	$40.70	+1.7%	Common Stock	464287234
VNQ	VANGUARD REIT ETF	2,330	$194K	0.2%	$83.26	$83.39	-0.2%	Common Stock	922908553
DFE	WISDOMTREE EUROPE SMAL	2,793	$180K	0.2%	$64.45	$63.73	+1.2%	Common Stock	97717W869
HYG	ISHARES IBOXX USD HIGH	1,431	$126K	0.2%	$88.05	$88.02	+0.4%	Common Stock	464288513
AGG	ISHARES CORE U.S. AGGR	1,154	$126K	0.2%	$109.19	$109.31	+0.2%	Common Stock	464287226
CWB	SPDR BLOOMBERG BARCLAY	2,388	$118K	0.1%	$49.41	$48.96	+1.3%	Common Stock	78464A359
BNDX	VANGUARD TOTAL INTERNA	2,136	$116K	0.1%	$54.31	$54.50	-0.3%	Common Stock	92203J407
EFA	ISHARES MSCI EAFE ETF	1,776	$116K	0.1%	$65.32	$64.71	+0.8%	Common Stock	464287465
IWM	ISHARES RUSSELL 2000 E	647	$91,000	0.1%	$140.65	$138.40	+1.8%	Common Stock	464287655
—	POWERSHARES QQQ TRUST	657	$90,000	0.1%	$136.99	$136.99	—	Common Stock	73935A104