Arlington Capital Management, Inc. Quant / Systematic

CIK: 0001606507 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 12, 2015

Total Value ($000): $139,650 (100.0% shares, 0.0% debt)

Holdings (30)

IBB ISHARES TR 13.3%

Value ($000) $18,566 Shares 54,061 Est. Cost $306.49 Unrealized —

ASHR DBX ETF TR 11.9%

Value ($000) $16,619 Shares 399,107 Est. Cost $39.32 Unrealized —

IHF ISHARES 10.6%

Value ($000) $14,817 Shares 111,354 Est. Cost $119.60 Unrealized —

INDY ISHARES 9.5%

Value ($000) $13,269 Shares 423,378 Est. Cost $30.02 Unrealized —

IYT ISHARES TR 9.5%

Value ($000) $13,257 Shares 84,642 Est. Cost $163.43 Unrealized —

— L BRANDS INC 6.4%

Value ($000) $8,881 Shares 94,191 Est. Cost $87.24 Unrealized —

LUV SOUTHWEST AIRLS CO 6.2%

Value ($000) $8,664 Shares 195,581 Est. Cost $33.41 Unrealized +15.5%

ULTA ULTA SALON COSMETCS & FRAG I 6.0%

Value ($000) $8,445 Shares 55,986 Est. Cost $123.92 Unrealized +11.7%

BMRN BIOMARIN PHARMACEUTICAL INC 4.0%

Value ($000) $5,607 Shares 44,989 Est. Cost $92.56 Unrealized +14.5%

— MEDIVATION INC 2.7%

Value ($000) $3,723 Shares 28,845 Est. Cost $102.32 Unrealized —

XPO XPO LOGISTICS INC 2.4%

Value ($000) $3,386 Shares 74,457 Est. Cost $13.31 Unrealized +8.9%

VRTX VERTEX PHARMACEUTICALS INC 2.4%

Value ($000) $3,315 Shares 28,101 Est. Cost $113.28 Unrealized +5.8%

— CELGENE CORP 2.4%

Value ($000) $3,293 Shares 28,569 Est. Cost $112.18 Unrealized —

AMGN AMGEN INC 2.2%

Value ($000) $3,003 Shares 18,789 Est. Cost $113.47 Unrealized +1.4%

— JPMORGAN CHASE & CO 1.4%

Value ($000) $1,932 Shares 45,133 Est. Cost $45.94 Unrealized —

MPT MEDICAL PPTYS TRUST INC 1.2%

Value ($000) $1,639 Shares 111,175 Est. Cost $13.82 Unrealized —

— COHEN & STEERS REIT & PFD IN 1.0%

Value ($000) $1,429 Shares 73,445 Est. Cost $19.46 Unrealized —

— BANK AMER CORP 1.0%

Value ($000) $1,412 Shares 1,220 Est. Cost $1160.18 Unrealized —

— NEW YORK CMNTY BANCORP INC 1.0%

Value ($000) $1,356 Shares 81,032 Est. Cost $16.00 Unrealized —

FE FIRSTENERGY CORP 0.9%

Value ($000) $1,308 Shares 37,298 Est. Cost $23.75 Unrealized 0.0%

— ISHARES 0.9%

Value ($000) $1,270 Shares 108,609 Est. Cost $11.71 Unrealized —

— HATTERAS FINL CORP 0.9%

Value ($000) $1,250 Shares 68,859 Est. Cost $18.43 Unrealized —

BBVA BANCO BILBAO VIZCAYA ARGENTA 0.6%

Value ($000) $779 Shares 77,635 Est. Cost $10.03 Unrealized —

PG PROCTER & GAMBLE CO 0.4%

Value ($000) $510 Shares 6,226 Est. Cost $63.59 Unrealized 0.0%

PM PHILIP MORRIS INTL INC 0.3%

Value ($000) $429 Shares 5,695 Est. Cost $49.22 Unrealized -4.4%

— FLY LEASING LTD 0.2%

Value ($000) $348 Shares 23,935 Est. Cost $14.54 Unrealized —

— SEASPAN CORP 0.2%

Value ($000) $345 Shares 18,937 Est. Cost $18.03 Unrealized —

BSAC BANCO SANTANDER CHILE NEW 0.2%

Value ($000) $316 Shares 42,409 Est. Cost $7.45 Unrealized —

D DOMINION RES INC VA NEW 0.2%

Value ($000) $294 Shares 4,150 Est. Cost $46.59 Unrealized 0.0%

— NUVEEN MULTI MKT INCOME FD 0.1%

Value ($000) $188 Shares 24,788 Est. Cost $7.58 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IBB	ISHARES TR	54,061	$18,566	13.3%	$306.49	—	NASDQ BIOTEC ETF	464287556
ASHR	DBX ETF TR	399,107	$16,619	11.9%	$39.32	—	DBXTR HAR CS 300	233051879
IHF	ISHARES	111,354	$14,817	10.6%	$119.60	—	US HLTHCR PR ETF	464288828
INDY	ISHARES	423,378	$13,269	9.5%	$30.02	—	INDIA 50 ETF	464289529
IYT	ISHARES TR	84,642	$13,257	9.5%	$163.43	—	TRANS AVG ETF	464287192
—	L BRANDS INC	94,191	$8,881	6.4%	$87.24	—	COM	501797104
LUV	SOUTHWEST AIRLS CO	195,581	$8,664	6.2%	$33.41	+15.5%	COM	844741108
ULTA	ULTA SALON COSMETCS & FRAG I	55,986	$8,445	6.0%	$123.92	+11.7%	COM	90384S303
BMRN	BIOMARIN PHARMACEUTICAL INC	44,989	$5,607	4.0%	$92.56	+14.5%	COM	09061G101
—	MEDIVATION INC	28,845	$3,723	2.7%	$102.32	—	COM	58501N101
XPO	XPO LOGISTICS INC	74,457	$3,386	2.4%	$13.31	+8.9%	COM	983793100
VRTX	VERTEX PHARMACEUTICALS INC	28,101	$3,315	2.4%	$113.28	+5.8%	COM	92532F100
—	CELGENE CORP	28,569	$3,293	2.4%	$112.18	—	COM	151020104
AMGN	AMGEN INC	18,789	$3,003	2.2%	$113.47	+1.4%	COM	031162100
—	JPMORGAN CHASE & CO	45,133	$1,932	1.4%	$45.94	—	ALERIAN ML ETN	46625H365
MPT	MEDICAL PPTYS TRUST INC	111,175	$1,639	1.2%	$13.82	—	COM	58463J304
—	COHEN & STEERS REIT & PFD IN	73,445	$1,429	1.0%	$19.46	—	COM	19247X100
—	BANK AMER CORP	1,220	$1,412	1.0%	$1160.18	—	7.25%CNV PFD L	060505682
—	NEW YORK CMNTY BANCORP INC	81,032	$1,356	1.0%	$16.00	—	COM	649445103
FE	FIRSTENERGY CORP	37,298	$1,308	0.9%	$23.75	0.0%	COM	337932107
—	ISHARES	108,609	$1,270	0.9%	$11.71	—	MRG RL ES CP ETF	464288539
—	HATTERAS FINL CORP	68,859	$1,250	0.9%	$18.43	—	COM	41902R103
BBVA	BANCO BILBAO VIZCAYA ARGENTA	77,635	$779	0.6%	$10.03	—	SPONSORED ADR	05946K101
PG	PROCTER & GAMBLE CO	6,226	$510	0.4%	$63.59	0.0%	COM	742718109
PM	PHILIP MORRIS INTL INC	5,695	$429	0.3%	$49.22	-4.4%	COM	718172109
—	FLY LEASING LTD	23,935	$348	0.2%	$14.54	—	SPONSORED ADR	34407D109
—	SEASPAN CORP	18,937	$345	0.2%	$18.03	—	SHS	Y75638109
BSAC	BANCO SANTANDER CHILE NEW	42,409	$316	0.2%	$7.45	—	SP ADR REP COM	05965X109
D	DOMINION RES INC VA NEW	4,150	$294	0.2%	$46.59	0.0%	COM	25746U109
—	NUVEEN MULTI MKT INCOME FD	24,788	$188	0.1%	$7.58	—	COM	67075J107