Alken Asset Management Ltd Quant / Systematic

Location: London, United Kingdom

CIK: 0001629996 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 12, 2018

Total Value: $57.84M (100.0% shares, 0.0% debt)

Holdings (12)

— ARCH COAL INC 97.1%

Value $56.14M Shares 602,275 Share Price $93.22 Est. Cost/Share $69.73 Unrealized @ Report Date —

BNDX VANGUARD TOTAL INTERNA 0.4%

Value $222K Shares 4,081 Share Price $54.40 Est. Cost/Share $54.54 Unrealized @ Report Date -0.3%

EFA ISHARES MSCI EAFE ETF 0.4%

Value $218K Shares 3,104 Share Price $70.23 Est. Cost/Share $65.68 Unrealized @ Report Date +7.1%

CWB SPDR BLOOMBERG BARCLAY 0.3%

Value $202K Shares 3,971 Share Price $50.87 Est. Cost/Share $49.69 Unrealized @ Report Date +1.8%

DFE WISDOMTREE EUROPE SMAL 0.3%

Value $192K Shares 2,739 Share Price $70.10 Est. Cost/Share $67.35 Unrealized @ Report Date +4.8%

EEM ISHARES MSCI EMERGING 0.3%

Value $169K Shares 3,599 Share Price $46.96 Est. Cost/Share $40.70 Unrealized @ Report Date +15.8%

VNQ VANGUARD REIT ETF 0.3%

Value $160K Shares 1,931 Share Price $82.86 Est. Cost/Share $83.39 Unrealized @ Report Date -0.5%

AGG ISHARES CORE U.S. AGGR 0.2%

Value $131K Shares 1,197 Share Price $109.44 Est. Cost/Share $109.34 Unrealized @ Report Date -0.0%

HYG ISHARES IBOXX USD HIGH 0.2%

Value $120K Shares 1,381 Share Price $86.89 Est. Cost/Share $88.02 Unrealized @ Report Date -0.9%

EMB ISHARES JP MORGAN USE 0.2%

Value $101K Shares 867 Share Price $116.49 Est. Cost/Share $114.85 Unrealized @ Report Date +1.1%

— POWERSHARES QQQ TRUST 0.2%

Value $94,000 Shares 598 Share Price $157.19 Est. Cost/Share $140.53 Unrealized @ Report Date —

IWM ISHARES RUSSELL 2000 E 0.2%

Value $87,000 Shares 567 Share Price $153.44 Est. Cost/Share $150.20 Unrealized @ Report Date +1.5%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	ARCH COAL INC	602,275	$56.14M	97.1%	$93.22	$69.73	—	Common Stock	039380308
BNDX	VANGUARD TOTAL INTERNA	4,081	$222K	0.4%	$54.40	$54.54	-0.3%	Common Stock	92203J407
EFA	ISHARES MSCI EAFE ETF	3,104	$218K	0.4%	$70.23	$65.68	+7.1%	Common Stock	464287465
CWB	SPDR BLOOMBERG BARCLAY	3,971	$202K	0.3%	$50.87	$49.69	+1.8%	Common Stock	78464A359
DFE	WISDOMTREE EUROPE SMAL	2,739	$192K	0.3%	$70.10	$67.35	+4.8%	Common Stock	97717W869
EEM	ISHARES MSCI EMERGING	3,599	$169K	0.3%	$46.96	$40.70	+15.8%	Common Stock	464287234
VNQ	VANGUARD REIT ETF	1,931	$160K	0.3%	$82.86	$83.39	-0.5%	Common Stock	922908553
AGG	ISHARES CORE U.S. AGGR	1,197	$131K	0.2%	$109.44	$109.34	-0.0%	Common Stock	464287226
HYG	ISHARES IBOXX USD HIGH	1,381	$120K	0.2%	$86.89	$88.02	-0.9%	Common Stock	464288513
EMB	ISHARES JP MORGAN USE	867	$101K	0.2%	$116.49	$114.85	+1.1%	Common Stock	464288281
—	POWERSHARES QQQ TRUST	598	$94,000	0.2%	$157.19	$140.53	—	Common Stock	73935A104
IWM	ISHARES RUSSELL 2000 E	567	$87,000	0.2%	$153.44	$150.20	+1.5%	Common Stock	464287655