Alken Asset Management Ltd Quant / Systematic

Location: London, United Kingdom

CIK: 0001629996 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 13, 2017

Total Value: $44.28M (100.0% shares, 0.0% debt)

Holdings (12)

— ARCH COAL INC 94.4%

Value $41.81M Shares 582,791 Share Price $71.74 Est. Cost/Share $68.94 Unrealized @ Report Date —

RYAAY RYANAIR ADR 2.1%

Value $909K Shares 8,623 Share Price $105.42 Est. Cost/Share $82.89 Unrealized @ Report Date +27.2%

BNDX VANGUARD TOTAL INTERNA 0.5%

Value $236K Shares 4,327 Share Price $54.54 Est. Cost/Share $54.54 Unrealized @ Report Date +0.1%

EFA ISHARES MSCI EAFE ETF 0.5%

Value $208K Shares 3,040 Share Price $68.42 Est. Cost/Share $65.60 Unrealized @ Report Date +4.4%

EMB ISHARES JP MORGAN USE 0.5%

Value $201K Shares 1,739 Share Price $115.58 Est. Cost/Share $114.85 Unrealized @ Report Date +1.4%

CWB SPDR BLOOMBERG BARCLAY 0.4%

Value $185K Shares 3,648 Share Price $50.71 Est. Cost/Share $49.54 Unrealized @ Report Date +3.1%

VNQ VANGUARD REIT ETF 0.4%

Value $177K Shares 2,131 Share Price $83.06 Est. Cost/Share $83.39 Unrealized @ Report Date -0.4%

EEM ISHARES MSCI EMERGING 0.4%

Value $173K Shares 3,860 Share Price $44.82 Est. Cost/Share $40.70 Unrealized @ Report Date +10.1%

AGG ISHARES CORE U.S. AGGR 0.3%

Value $136K Shares 1,244 Share Price $109.32 Est. Cost/Share $109.34 Unrealized @ Report Date +0.2%

HYG ISHARES IBOXX USD HIGH 0.3%

Value $121K Shares 1,378 Share Price $87.81 Est. Cost/Share $88.02 Unrealized @ Report Date +0.8%

— POWERSHARES QQQ TRUST 0.2%

Value $72,000 Shares 493 Share Price $146.04 Est. Cost/Share $136.99 Unrealized @ Report Date —

DFE WISDOMTREE EUROPE SMAL 0.1%

Value $57,000 Shares 830 Share Price $68.67 Est. Cost/Share $63.73 Unrealized @ Report Date +9.0%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	ARCH COAL INC	582,791	$41.81M	94.4%	$71.74	$68.94	—	Common Stock	039380308
RYAAY	RYANAIR ADR	8,623	$909K	2.1%	$105.42	$82.89	+27.2%	Common Stock	783513203
BNDX	VANGUARD TOTAL INTERNA	4,327	$236K	0.5%	$54.54	$54.54	+0.1%	Common Stock	92203J407
EFA	ISHARES MSCI EAFE ETF	3,040	$208K	0.5%	$68.42	$65.60	+4.4%	Common Stock	464287465
EMB	ISHARES JP MORGAN USE	1,739	$201K	0.5%	$115.58	$114.85	+1.4%	Common Stock	464288281
CWB	SPDR BLOOMBERG BARCLAY	3,648	$185K	0.4%	$50.71	$49.54	+3.1%	Common Stock	78464A359
VNQ	VANGUARD REIT ETF	2,131	$177K	0.4%	$83.06	$83.39	-0.4%	Common Stock	922908553
EEM	ISHARES MSCI EMERGING	3,860	$173K	0.4%	$44.82	$40.70	+10.1%	Common Stock	464287234
AGG	ISHARES CORE U.S. AGGR	1,244	$136K	0.3%	$109.32	$109.34	+0.2%	Common Stock	464287226
HYG	ISHARES IBOXX USD HIGH	1,378	$121K	0.3%	$87.81	$88.02	+0.8%	Common Stock	464288513
—	POWERSHARES QQQ TRUST	493	$72,000	0.2%	$146.04	$136.99	—	Common Stock	73935A104
DFE	WISDOMTREE EUROPE SMAL	830	$57,000	0.1%	$68.67	$63.73	+9.0%	Common Stock	97717W869