Arlington Capital Management, Inc. Quant / Systematic

CIK: 0001606507 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 9, 2016

Total Value ($000): $85,611 (100.0% shares, 0.0% debt)

Holdings (16)

— PROSHARES TR 22.3%

Value ($000) $19,113 Shares 845,688 Est. Cost $24.50 Unrealized —

— PROSHARES TR 16.0%

Value ($000) $13,655 Shares 463,504 Est. Cost $29.88 Unrealized —

RWM PROSHARES TR 15.2%

Value ($000) $13,028 Shares 209,753 Est. Cost $65.04 Unrealized —

— UNITED STS SHORT OIL FD LP 13.8%

Value ($000) $11,810 Shares 145,033 Est. Cost $63.79 Unrealized —

— PROSHARES TR 11.2%

Value ($000) $9,552 Shares 307,823 Est. Cost $31.91 Unrealized —

AGZ ISHARES TR 4.1%

Value ($000) $3,540 Shares 31,282 Est. Cost $114.01 Unrealized —

GVI ISHARES TR 3.9%

Value ($000) $3,353 Shares 30,593 Est. Cost $111.05 Unrealized —

ISTB ISHARES TR 3.9%

Value ($000) $3,351 Shares 33,757 Est. Cost $100.33 Unrealized —

— NUVEEN MUN OPPORTUNITY FD IN 2.9%

Value ($000) $2,523 Shares 176,082 Est. Cost $14.11 Unrealized —

AGG ISHARES TR 2.9%

Value ($000) $2,473 Shares 22,894 Est. Cost $108.02 Unrealized —

— WELLS FARGO & CO NEW 2.0%

Value ($000) $1,712 Shares 1,475 Est. Cost $1167.43 Unrealized —

CMBS ISHARES TR 0.5%

Value ($000) $410 Shares 8,101 Est. Cost $50.61 Unrealized —

— POWERSHARES GLOBAL ETF TRUST 0.5%

Value ($000) $390 Shares 26,091 Est. Cost $14.73 Unrealized —

IGSB ISHARES TR 0.3%

Value ($000) $252 Shares 2,413 Est. Cost $104.43 Unrealized —

TLH ISHARES TR 0.3%

Value ($000) $238 Shares 1,776 Est. Cost $134.01 Unrealized —

IBB ISHARES TR 0.2%

Value ($000) $211 Shares 625 Est. Cost $313.24 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	PROSHARES TR	845,688	$19,113	22.3%	$24.50	—	PSHS SHORT DOW30	74347R701
—	PROSHARES TR	463,504	$13,655	16.0%	$29.88	—	PSHS SH MSCI EMR	74347R396
RWM	PROSHARES TR	209,753	$13,028	15.2%	$65.04	—	SHRT RUSSELL2000	74348A210
—	UNITED STS SHORT OIL FD LP	145,033	$11,810	13.8%	$63.79	—	UNITS	912613205
—	PROSHARES TR	307,823	$9,552	11.2%	$31.91	—	PSHS SHT OIL&GAS	74347R222
AGZ	ISHARES TR	31,282	$3,540	4.1%	$114.01	—	AGENCY BOND ETF	464288166
GVI	ISHARES TR	30,593	$3,353	3.9%	$111.05	—	INTRM GOV/CR ETF	464288612
ISTB	ISHARES TR	33,757	$3,351	3.9%	$100.33	—	CORE ST USDB ETF	46432F859
—	NUVEEN MUN OPPORTUNITY FD IN	176,082	$2,523	2.9%	$14.11	—	COM	670984103
AGG	ISHARES TR	22,894	$2,473	2.9%	$108.02	—	CORE US AGGBD ET	464287226
—	WELLS FARGO & CO NEW	1,475	$1,712	2.0%	$1167.43	—	PERP PFD CNV A	949746804
CMBS	ISHARES TR	8,101	$410	0.5%	$50.61	—	CMBS ETF	46429B366
—	POWERSHARES GLOBAL ETF TRUST	26,091	$390	0.5%	$14.73	—	AGG PFD PORT	73936T565
IGSB	ISHARES TR	2,413	$252	0.3%	$104.43	—	1-3 YR CR BD ETF	464288646
TLH	ISHARES TR	1,776	$238	0.3%	$134.01	—	10-20 YR TRS ETF	464288653
IBB	ISHARES TR	625	$211	0.2%	$313.24	—	NASDQ BIOTEC ETF	464287556