Arlington Capital Management INC Quant / Systematic

Location: Arlington Heights, IL

CIK: 0001606507 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 9, 2016

Total Value: $85.61M (100.0% shares, 0.0% debt)

Holdings (16)

— PROSHARES TR 22.3%

Value $19.11M Shares 845,688 Share Price $22.60 Est. Cost/Share $24.50 Unrealized @ Report Date —

— PROSHARES TR 16.0%

Value $13.65M Shares 463,504 Share Price $29.46 Est. Cost/Share $29.88 Unrealized @ Report Date —

RWM PROSHARES TR 15.2%

Value $13.03M Shares 209,753 Share Price $62.11 Est. Cost/Share $60.64 Unrealized @ Report Date +2.4%

— UNITED STS SHORT OIL FD LP 13.8%

Value $11.81M Shares 145,033 Share Price $81.43 Est. Cost/Share $63.79 Unrealized @ Report Date —

— PROSHARES TR 11.2%

Value $9.552M Shares 307,823 Share Price $31.03 Est. Cost/Share $31.91 Unrealized @ Report Date —

AGZ ISHARES TR 4.1%

Value $3.54M Shares 31,282 Share Price $113.16 Est. Cost/Share $113.44 Unrealized @ Report Date -0.3%

GVI ISHARES TR 3.9%

Value $3.353M Shares 30,593 Share Price $109.60 Est. Cost/Share $110.62 Unrealized @ Report Date -0.9%

ISTB ISHARES TR 3.9%

Value $3.351M Shares 33,757 Share Price $99.27 * Est. Cost/Share $50.11 Unrealized @ Report Date -1.0%

— NUVEEN MUN OPPORTUNITY FD IN 2.9%

Value $2.523M Shares 176,082 Share Price $14.33 Est. Cost/Share $14.11 Unrealized @ Report Date —

AGG ISHARES TR 2.9%

Value $2.473M Shares 22,894 Share Price $108.02 Est. Cost/Share $108.85 Unrealized @ Report Date -0.8%

— WELLS FARGO & CO NEW 2.0%

Value $1.712M Shares 1,475 Share Price $1160.68 Est. Cost/Share $1167.43 Unrealized @ Report Date —

CMBS ISHARES TR 0.5%

Value $410K Shares 8,101 Share Price $50.61 Est. Cost/Share $51.17 Unrealized @ Report Date -1.0%

— POWERSHARES GLOBAL ETF TRUST 0.5%

Value $390K Shares 26,091 Share Price $14.95 Est. Cost/Share $14.73 Unrealized @ Report Date —

IGSB ISHARES TR 0.3%

Value $252K Shares 2,413 Share Price $104.43 * Est. Cost/Share $52.49 Unrealized @ Report Date -0.4%

TLH ISHARES TR 0.3%

Value $238K Shares 1,776 Share Price $134.01 Est. Cost/Share $135.52 Unrealized @ Report Date -1.0%

IBB ISHARES TR 0.2%

Value $211K Shares 625 Share Price $337.60 * Est. Cost/Share $100.36 Unrealized @ Report Date +12.4%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	PROSHARES TR	845,688	$19.11M	22.3%	$22.60	$24.50	—	PSHS SHORT DOW30	74347R701
—	PROSHARES TR	463,504	$13.65M	16.0%	$29.46	$29.88	—	PSHS SH MSCI EMR	74347R396
RWM	PROSHARES TR	209,753	$13.03M	15.2%	$62.11	$60.64	+2.4%	SHRT RUSSELL2000	74348A210
—	UNITED STS SHORT OIL FD LP	145,033	$11.81M	13.8%	$81.43	$63.79	—	UNITS	912613205
—	PROSHARES TR	307,823	$9.552M	11.2%	$31.03	$31.91	—	PSHS SHT OIL&GAS	74347R222
AGZ	ISHARES TR	31,282	$3.54M	4.1%	$113.16	$113.44	-0.3%	AGENCY BOND ETF	464288166
GVI	ISHARES TR	30,593	$3.353M	3.9%	$109.60	$110.62	-0.9%	INTRM GOV/CR ETF	464288612
ISTB	ISHARES TR	33,757	$3.351M	3.9%	$99.27 *	$50.11	-1.0%	CORE ST USDB ETF	46432F859
—	NUVEEN MUN OPPORTUNITY FD IN	176,082	$2.523M	2.9%	$14.33	$14.11	—	COM	670984103
AGG	ISHARES TR	22,894	$2.473M	2.9%	$108.02	$108.85	-0.8%	CORE US AGGBD ET	464287226
—	WELLS FARGO & CO NEW	1,475	$1.712M	2.0%	$1160.68	$1167.43	—	PERP PFD CNV A	949746804
CMBS	ISHARES TR	8,101	$410K	0.5%	$50.61	$51.17	-1.0%	CMBS ETF	46429B366
—	POWERSHARES GLOBAL ETF TRUST	26,091	$390K	0.5%	$14.95	$14.73	—	AGG PFD PORT	73936T565
IGSB	ISHARES TR	2,413	$252K	0.3%	$104.43 *	$52.49	-0.4%	1-3 YR CR BD ETF	464288646
TLH	ISHARES TR	1,776	$238K	0.3%	$134.01	$135.52	-1.0%	10-20 YR TRS ETF	464288653
IBB	ISHARES TR	625	$211K	0.2%	$337.60 *	$100.36	+12.4%	NASDQ BIOTEC ETF	464287556