Arlington Capital Management INC Quant / Systematic

Location: Arlington Heights, IL

CIK: 0001606507 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 11, 2015

Total Value: $149M (100.0% shares, 0.0% debt)

Holdings (27)

IBB ISHARES TR 15.1%

Value $22.47M Shares 60,064 Share Price $374.03 * Est. Cost/Share $100.36 Unrealized @ Report Date +22.6%

ASHR DBX ETF TR 13.1%

Value $19.5M Shares 447,379 Share Price $43.59 * Est. Cost/Share $34.61 Unrealized @ Report Date +33.0%

IHF ISHARES 12.0%

Value $17.89M Shares 124,054 Share Price $144.23 * Est. Cost/Share $23.16 Unrealized @ Report Date +23.5%

INDY ISHARES 9.6%

Value $14.28M Shares 472,551 Share Price $30.21 Est. Cost/Share $30.57 Unrealized @ Report Date -2.3%

IYT ISHARES TR 9.3%

Value $13.82M Shares 94,434 Share Price $146.35 * Est. Cost/Share $39.27 Unrealized @ Report Date -7.7%

ULTA ULTA SALON COSMETCS & FRAG I 6.5%

Value $9.643M Shares 61,837 Share Price $155.94 Est. Cost/Share $126.74 Unrealized @ Report Date +21.9%

— L BRANDS INC 6.0%

Value $8.942M Shares 103,565 Share Price $86.34 Est. Cost/Share $87.16 Unrealized @ Report Date —

LUV SOUTHWEST AIRLS CO 4.9%

Value $7.29M Shares 214,678 Share Price $33.96 * Est. Cost/Share $33.52 Unrealized @ Report Date -12.5%

BMRN BIOMARIN PHARMACEUTICAL INC 4.7%

Value $6.978M Shares 50,369 Share Price $138.54 Est. Cost/Share $95.91 Unrealized @ Report Date +42.6%

VRTX VERTEX PHARMACEUTICALS INC 2.6%

Value $3.822M Shares 30,797 Share Price $124.10 Est. Cost/Share $114.39 Unrealized @ Report Date +7.9%

XPO XPO LOGISTICS INC 2.5%

Value $3.698M Shares 81,572 Share Price $45.33 * Est. Cost/Share $13.56 Unrealized @ Report Date +15.2%

— CELGENE CORP 2.5%

Value $3.662M Shares 31,287 Share Price $117.05 Est. Cost/Share $112.60 Unrealized @ Report Date —

— MEDIVATION INC 2.4%

Value $3.645M Shares 31,649 Share Price $115.17 Est. Cost/Share $103.46 Unrealized @ Report Date —

AMGN AMGEN INC 2.1%

Value $3.202M Shares 20,665 Share Price $154.95 * Est. Cost/Share $113.84 Unrealized @ Report Date -0.8%

MPT MEDICAL PPTYS TRUST INC 1.0%

Value $1.474M Shares 112,407 Share Price $13.11 Est. Cost/Share $13.81 Unrealized @ Report Date —

— COHEN & STEERS REIT & PFD IN 1.0%

Value $1.428M Shares 81,641 Share Price $17.49 Est. Cost/Share $19.26 Unrealized @ Report Date —

— BANK AMER CORP 0.9%

Value $1.352M Shares 1,216 Share Price $1111.84 Est. Cost/Share $1160.18 Unrealized @ Report Date —

— ISHARES 0.8%

Value $1.147M Shares 108,396 Share Price $10.58 Est. Cost/Share $11.71 Unrealized @ Report Date —

— HATTERAS FINL CORP 0.7%

Value $1.112M Shares 68,218 Share Price $16.30 Est. Cost/Share $18.43 Unrealized @ Report Date —

BBVA BANCO BILBAO VIZCAYA ARGENTA 0.7%

Value $1.046M Shares 105,946 Share Price $9.87 Est. Cost/Share $9.64 Unrealized @ Report Date +2.4%

— BLACKROCK ENH CAP & INC FD I 0.6%

Value $825K Shares 56,230 Share Price $14.67 Est. Cost/Share $14.67 Unrealized @ Report Date —

BSAC BANCO SANTANDER CHILE NEW 0.5%

Value $717K Shares 102,239 Share Price $7.01 * Est. Cost/Share $20.93 Unrealized @ Report Date -3.2%

— FLY LEASING LTD 0.2%

Value $366K Shares 23,282 Share Price $15.72 Est. Cost/Share $14.54 Unrealized @ Report Date —

— SEASPAN CORP 0.2%

Value $354K Shares 18,758 Share Price $18.87 Est. Cost/Share $18.03 Unrealized @ Report Date —

AAPL APPLE INC 0.2%

Value $229K Shares 1,829 Share Price $125.21 * Est. Cost/Share $28.55 Unrealized @ Report Date -1.8%

— POWERSHARES GLOBAL ETF TRUST 0.1%

Value $208K Shares 14,303 Share Price $14.54 Est. Cost/Share $14.54 Unrealized @ Report Date —

— NUVEEN MULTI MKT INCOME FD 0.1%

Value $179K Shares 24,788 Share Price $7.22 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	60,064	$22.47M	15.1%	$374.03 *	$100.36	+22.6%	NASDQ BIOTEC ETF	464287556
ASHR	DBX ETF TR	447,379	$19.5M	13.1%	$43.59 *	$34.61	+33.0%	DBXTR HAR CS 300	233051879
IHF	ISHARES	124,054	$17.89M	12.0%	$144.23 *	$23.16	+23.5%	US HLTHCR PR ETF	464288828
INDY	ISHARES	472,551	$14.28M	9.6%	$30.21	$30.57	-2.3%	INDIA 50 ETF	464289529
IYT	ISHARES TR	94,434	$13.82M	9.3%	$146.35 *	$39.27	-7.7%	TRANS AVG ETF	464287192
ULTA	ULTA SALON COSMETCS & FRAG I	61,837	$9.643M	6.5%	$155.94	$126.74	+21.9%	COM	90384S303
—	L BRANDS INC	103,565	$8.942M	6.0%	$86.34	$87.16	—	COM	501797104
LUV	SOUTHWEST AIRLS CO	214,678	$7.29M	4.9%	$33.96 *	$33.52	-12.5%	COM	844741108
BMRN	BIOMARIN PHARMACEUTICAL INC	50,369	$6.978M	4.7%	$138.54	$95.91	+42.6%	COM	09061G101
VRTX	VERTEX PHARMACEUTICALS INC	30,797	$3.822M	2.6%	$124.10	$114.39	+7.9%	COM	92532F100
XPO	XPO LOGISTICS INC	81,572	$3.698M	2.5%	$45.33 *	$13.56	+15.2%	COM	983793100
—	CELGENE CORP	31,287	$3.662M	2.5%	$117.05	$112.60	—	COM	151020104
—	MEDIVATION INC	31,649	$3.645M	2.4%	$115.17	$103.46	—	COM	58501N101
AMGN	AMGEN INC	20,665	$3.202M	2.1%	$154.95 *	$113.84	-0.8%	COM	031162100
MPT	MEDICAL PPTYS TRUST INC	112,407	$1.474M	1.0%	$13.11	$13.81	—	COM	58463J304
—	COHEN & STEERS REIT & PFD IN	81,641	$1.428M	1.0%	$17.49	$19.26	—	COM	19247X100
—	BANK AMER CORP	1,216	$1.352M	0.9%	$1111.84	$1160.18	—	7.25%CNV PFD L	060505682
—	ISHARES	108,396	$1.147M	0.8%	$10.58	$11.71	—	MRG RL ES CP ETF	464288539
—	HATTERAS FINL CORP	68,218	$1.112M	0.7%	$16.30	$18.43	—	COM	41902R103
BBVA	BANCO BILBAO VIZCAYA ARGENTA	105,946	$1.046M	0.7%	$9.87	$9.64	+2.4%	SPONSORED ADR	05946K101
—	BLACKROCK ENH CAP & INC FD I	56,230	$825K	0.6%	$14.67	$14.67	—	COM	09256A109
BSAC	BANCO SANTANDER CHILE NEW	102,239	$717K	0.5%	$7.01 *	$20.93	-3.2%	SP ADR REP COM	05965X109
—	FLY LEASING LTD	23,282	$366K	0.2%	$15.72	$14.54	—	SPONSORED ADR	34407D109
—	SEASPAN CORP	18,758	$354K	0.2%	$18.87	$18.03	—	SHS	Y75638109
AAPL	APPLE INC	1,829	$229K	0.2%	$125.21 *	$28.55	-1.8%	COM	037833100
—	POWERSHARES GLOBAL ETF TRUST	14,303	$208K	0.1%	$14.54	$14.54	—	AGG PFD PORT	73936T565
—	NUVEEN MULTI MKT INCOME FD	24,788	$179K	0.1%	$7.22	$7.58	—	COM	67075J107