Arlington Capital Management INC Quant / Systematic

Location: Arlington Heights, IL

CIK: 0001606507 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 12, 2015

Total Value: $140M (100.0% shares, 0.0% debt)

Holdings (30)

IBB ISHARES TR 13.3%

Value $18.57M Shares 54,061 Share Price $343.43 * Est. Cost/Share $98.21 Unrealized @ Report Date +16.6%

ASHR DBX ETF TR 11.9%

Value $16.62M Shares 399,107 Share Price $41.64 Est. Cost/Share $32.89 Unrealized @ Report Date +26.6%

IHF ISHARES 10.6%

Value $14.82M Shares 111,354 Share Price $133.06 * Est. Cost/Share $22.71 Unrealized @ Report Date +17.2%

INDY ISHARES 9.5%

Value $13.27M Shares 423,378 Share Price $31.34 Est. Cost/Share $30.61 Unrealized @ Report Date +2.4%

IYT ISHARES TR 9.5%

Value $13.26M Shares 84,642 Share Price $156.62 * Est. Cost/Share $39.38 Unrealized @ Report Date -0.6%

— L BRANDS INC 6.4%

Value $8.881M Shares 94,191 Share Price $94.29 Est. Cost/Share $87.24 Unrealized @ Report Date —

LUV SOUTHWEST AIRLS CO 6.2%

Value $8.664M Shares 195,581 Share Price $44.30 * Est. Cost/Share $33.41 Unrealized @ Report Date +17.3%

ULTA ULTA SALON COSMETCS & FRAG I 6.0%

Value $8.445M Shares 55,986 Share Price $150.84 Est. Cost/Share $123.92 Unrealized @ Report Date +21.7%

BMRN BIOMARIN PHARMACEUTICAL INC 4.0%

Value $5.607M Shares 44,989 Share Price $124.63 Est. Cost/Share $92.56 Unrealized @ Report Date +34.6%

— MEDIVATION INC 2.7%

Value $3.723M Shares 28,845 Share Price $129.07 Est. Cost/Share $102.32 Unrealized @ Report Date —

XPO XPO LOGISTICS INC 2.4%

Value $3.386M Shares 74,457 Share Price $45.48 * Est. Cost/Share $13.31 Unrealized @ Report Date +18.1%

VRTX VERTEX PHARMACEUTICALS INC 2.4%

Value $3.315M Shares 28,101 Share Price $117.97 Est. Cost/Share $113.28 Unrealized @ Report Date +4.1%

— CELGENE CORP 2.4%

Value $3.293M Shares 28,569 Share Price $115.26 Est. Cost/Share $112.18 Unrealized @ Report Date —

AMGN AMGEN INC 2.2%

Value $3.003M Shares 18,789 Share Price $159.83 * Est. Cost/Share $113.47 Unrealized @ Report Date +3.1%

— JPMORGAN CHASE & CO 1.4%

Value $1.932M Shares 45,133 Share Price $42.81 Est. Cost/Share $45.94 Unrealized @ Report Date —

MPT MEDICAL PPTYS TRUST INC 1.2%

Value $1.639M Shares 111,175 Share Price $14.74 Est. Cost/Share $13.82 Unrealized @ Report Date —

— COHEN & STEERS REIT & PFD IN 1.0%

Value $1.429M Shares 73,445 Share Price $19.46 Est. Cost/Share $19.46 Unrealized @ Report Date —

— BANK AMER CORP 1.0%

Value $1.412M Shares 1,220 Share Price $1157.38 Est. Cost/Share $1160.18 Unrealized @ Report Date —

— NEW YORK CMNTY BANCORP INC 1.0%

Value $1.356M Shares 81,032 Share Price $16.73 Est. Cost/Share $16.00 Unrealized @ Report Date —

FE FIRSTENERGY CORP 0.9%

Value $1.308M Shares 37,298 Share Price $35.07 * Est. Cost/Share $23.75 Unrealized @ Report Date -5.9%

— ISHARES 0.9%

Value $1.27M Shares 108,609 Share Price $11.69 Est. Cost/Share $11.71 Unrealized @ Report Date —

— HATTERAS FINL CORP 0.9%

Value $1.25M Shares 68,859 Share Price $18.15 Est. Cost/Share $18.43 Unrealized @ Report Date —

BBVA BANCO BILBAO VIZCAYA ARGENTA 0.6%

Value $779K Shares 77,635 Share Price $10.03 Est. Cost/Share $9.45 Unrealized @ Report Date +6.2%

PG PROCTER & GAMBLE CO 0.4%

Value $510K Shares 6,226 Share Price $81.91 * Est. Cost/Share $63.59 Unrealized @ Report Date -4.6%

PM PHILIP MORRIS INTL INC 0.3%

Value $429K Shares 5,695 Share Price $75.33 * Est. Cost/Share $49.22 Unrealized @ Report Date -10.2%

— FLY LEASING LTD 0.2%

Value $348K Shares 23,935 Share Price $14.54 Est. Cost/Share $14.54 Unrealized @ Report Date —

— SEASPAN CORP 0.2%

Value $345K Shares 18,937 Share Price $18.22 Est. Cost/Share $18.03 Unrealized @ Report Date —

BSAC BANCO SANTANDER CHILE NEW 0.2%

Value $316K Shares 42,409 Share Price $7.45 * Est. Cost/Share $20.26 Unrealized @ Report Date +7.0%

D DOMINION RES INC VA NEW 0.2%

Value $294K Shares 4,150 Share Price $70.84 * Est. Cost/Share $46.59 Unrealized @ Report Date -4.0%

— NUVEEN MULTI MKT INCOME FD 0.1%

Value $188K Shares 24,788 Share Price $7.58 Est. Cost/Share $7.58 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IBB	ISHARES TR	54,061	$18.57M	13.3%	$343.43 *	$98.21	+16.6%	NASDQ BIOTEC ETF	464287556
ASHR	DBX ETF TR	399,107	$16.62M	11.9%	$41.64	$32.89	+26.6%	DBXTR HAR CS 300	233051879
IHF	ISHARES	111,354	$14.82M	10.6%	$133.06 *	$22.71	+17.2%	US HLTHCR PR ETF	464288828
INDY	ISHARES	423,378	$13.27M	9.5%	$31.34	$30.61	+2.4%	INDIA 50 ETF	464289529
IYT	ISHARES TR	84,642	$13.26M	9.5%	$156.62 *	$39.38	-0.6%	TRANS AVG ETF	464287192
—	L BRANDS INC	94,191	$8.881M	6.4%	$94.29	$87.24	—	COM	501797104
LUV	SOUTHWEST AIRLS CO	195,581	$8.664M	6.2%	$44.30 *	$33.41	+17.3%	COM	844741108
ULTA	ULTA SALON COSMETCS & FRAG I	55,986	$8.445M	6.0%	$150.84	$123.92	+21.7%	COM	90384S303
BMRN	BIOMARIN PHARMACEUTICAL INC	44,989	$5.607M	4.0%	$124.63	$92.56	+34.6%	COM	09061G101
—	MEDIVATION INC	28,845	$3.723M	2.7%	$129.07	$102.32	—	COM	58501N101
XPO	XPO LOGISTICS INC	74,457	$3.386M	2.4%	$45.48 *	$13.31	+18.1%	COM	983793100
VRTX	VERTEX PHARMACEUTICALS INC	28,101	$3.315M	2.4%	$117.97	$113.28	+4.1%	COM	92532F100
—	CELGENE CORP	28,569	$3.293M	2.4%	$115.26	$112.18	—	COM	151020104
AMGN	AMGEN INC	18,789	$3.003M	2.2%	$159.83 *	$113.47	+3.1%	COM	031162100
—	JPMORGAN CHASE & CO	45,133	$1.932M	1.4%	$42.81	$45.94	—	ALERIAN ML ETN	46625H365
MPT	MEDICAL PPTYS TRUST INC	111,175	$1.639M	1.2%	$14.74	$13.82	—	COM	58463J304
—	COHEN & STEERS REIT & PFD IN	73,445	$1.429M	1.0%	$19.46	$19.46	—	COM	19247X100
—	BANK AMER CORP	1,220	$1.412M	1.0%	$1157.38	$1160.18	—	7.25%CNV PFD L	060505682
—	NEW YORK CMNTY BANCORP INC	81,032	$1.356M	1.0%	$16.73	$16.00	—	COM	649445103
FE	FIRSTENERGY CORP	37,298	$1.308M	0.9%	$35.07 *	$23.75	-5.9%	COM	337932107
—	ISHARES	108,609	$1.27M	0.9%	$11.69	$11.71	—	MRG RL ES CP ETF	464288539
—	HATTERAS FINL CORP	68,859	$1.25M	0.9%	$18.15	$18.43	—	COM	41902R103
BBVA	BANCO BILBAO VIZCAYA ARGENTA	77,635	$779K	0.6%	$10.03	$9.45	+6.2%	SPONSORED ADR	05946K101
PG	PROCTER & GAMBLE CO	6,226	$510K	0.4%	$81.91 *	$63.59	-4.6%	COM	742718109
PM	PHILIP MORRIS INTL INC	5,695	$429K	0.3%	$75.33 *	$49.22	-10.2%	COM	718172109
—	FLY LEASING LTD	23,935	$348K	0.2%	$14.54	$14.54	—	SPONSORED ADR	34407D109
—	SEASPAN CORP	18,937	$345K	0.2%	$18.22	$18.03	—	SHS	Y75638109
BSAC	BANCO SANTANDER CHILE NEW	42,409	$316K	0.2%	$7.45 *	$20.26	+7.0%	SP ADR REP COM	05965X109
D	DOMINION RES INC VA NEW	4,150	$294K	0.2%	$70.84 *	$46.59	-4.0%	COM	25746U109
—	NUVEEN MULTI MKT INCOME FD	24,788	$188K	0.1%	$7.58	$7.58	—	COM	67075J107