Arlington Capital Management INC Quant / Systematic

Location: Arlington Heights, IL

CIK: 0001606507 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 2, 2016

Total Value: $171M (100.0% shares, 0.0% debt)

Holdings (25)

XME SPDR SERIES TRUST 13.3%

Value $22.75M Shares 932,195 Share Price $24.41 Est. Cost/Share $22.48 Unrealized @ Report Date +8.6%

IYZ ISHARES TR 11.8%

Value $20.24M Shares 607,772 Share Price $33.30 Est. Cost/Share $28.54 Unrealized @ Report Date +16.7%

EWZ ISHARES 11.7%

Value $20.02M Shares 663,485 Share Price $30.18 Est. Cost/Share $27.60 Unrealized @ Report Date +9.4%

— BARRICK GOLD CORP 9.5%

Value $16.21M Shares 759,106 Share Price $21.35 Est. Cost/Share $13.92 Unrealized @ Report Date —

BVN COMPANIA DE MINAS BUENAVENTU 7.1%

Value $12.16M Shares 1,017,499 Share Price $11.95 Est. Cost/Share $9.68 Unrealized @ Report Date +23.4%

— UNITED STATES STL CORP NEW 6.3%

Value $10.72M Shares 635,835 Share Price $16.86 Est. Cost/Share $16.12 Unrealized @ Report Date —

SID COMPANHIA SIDERURGICA NACION 6.2%

Value $10.61M Shares 4,328,746 Share Price $2.45 Est. Cost/Share $2.58 Unrealized @ Report Date -5.0%

KGC KINROSS GOLD CORP 6.0%

Value $10.26M Shares 2,097,426 Share Price $4.89 Est. Cost/Share $4.77 Unrealized @ Report Date +2.5%

— CONSOL ENERGY INC 5.6%

Value $9.657M Shares 600,172 Share Price $16.09 Est. Cost/Share $16.09 Unrealized @ Report Date —

— YAMANA GOLD INC 5.5%

Value $9.406M Shares 1,808,838 Share Price $5.20 Est. Cost/Share $5.20 Unrealized @ Report Date —

OKE ONEOK INC NEW 4.2%

Value $7.251M Shares 152,818 Share Price $47.45 * Est. Cost/Share $22.12 Unrealized @ Report Date +20.1%

— ABERDEEN ASIA PACIFIC INCOM 2.7%

Value $4.678M Shares 933,742 Share Price $5.01 Est. Cost/Share $5.01 Unrealized @ Report Date —

— POWERSHARES ETF TR II 1.6%

Value $2.674M Shares 175,481 Share Price $15.24 Est. Cost/Share $14.90 Unrealized @ Report Date —

DUK DUKE ENERGY CORP NEW 1.5%

Value $2.496M Shares 29,093 Share Price $85.79 * Est. Cost/Share $53.82 Unrealized @ Report Date +7.9%

NAT NORDIC AMERICAN TANKERS LIMI 1.2%

Value $2.018M Shares 145,272 Share Price $13.89 Est. Cost/Share $13.69 Unrealized @ Report Date +0.7%

— WELLS FARGO & CO NEW 1.1%

Value $1.876M Shares 1,444 Share Price $1299.17 Est. Cost/Share $1167.43 Unrealized @ Report Date —

PHG KONINKLIJKE PHILIPS N V 1.1%

Value $1.876M Shares 75,216 Share Price $24.94 Est. Cost/Share $26.56 Unrealized @ Report Date -6.1%

— INVESCO DYNAMIC CR OPP FD 1.1%

Value $1.865M Shares 169,229 Share Price $11.02 Est. Cost/Share $11.02 Unrealized @ Report Date —

— TD AMERITRADE HLDG CORP 0.9%

Value $1.575M Shares 36,690 Share Price $42.93 Est. Cost/Share $42.93 Unrealized @ Report Date —

— BLACKROCK CORPOR HI YLD FD I 0.6%

Value $946K Shares 90,601 Share Price $10.44 Est. Cost/Share $10.44 Unrealized @ Report Date —

— NATIONAL GRID PLC 0.3%

Value $545K Shares 7,326 Share Price $74.39 Est. Cost/Share $74.39 Unrealized @ Report Date —

ILF ISHARES TR 0.3%

Value $477K Shares 18,160 Share Price $26.27 Est. Cost/Share $25.20 Unrealized @ Report Date +4.3%

— SIBANYE GOLD LTD 0.2%

Value $309K Shares 22,655 Share Price $13.64 Est. Cost/Share $15.17 Unrealized @ Report Date —

— CENTURYLINK INC 0.1%

Value $244K Shares 8,394 Share Price $29.07 Est. Cost/Share $29.07 Unrealized @ Report Date —

EMB ISHARES TR 0.1%

Value $202K Shares 1,755 Share Price $115.10 Est. Cost/Share $111.54 Unrealized @ Report Date +3.2%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
XME	SPDR SERIES TRUST	932,195	$22.75M	13.3%	$24.41	$22.48	+8.6%	S&P METALS MNG	78464A755
IYZ	ISHARES TR	607,772	$20.24M	11.8%	$33.30	$28.54	+16.7%	U.S. TELECOM ETF	464287713
EWZ	ISHARES	663,485	$20.02M	11.7%	$30.18	$27.60	+9.4%	MSCI BRZ CAP ETF	464286400
—	BARRICK GOLD CORP	759,106	$16.21M	9.5%	$21.35	$13.92	—	COM	067901108
BVN	COMPANIA DE MINAS BUENAVENTU	1,017,499	$12.16M	7.1%	$11.95	$9.68	+23.4%	SPONSORED ADR	204448104
—	UNITED STATES STL CORP NEW	635,835	$10.72M	6.3%	$16.86	$16.12	—	COM	912909108
SID	COMPANHIA SIDERURGICA NACION	4,328,746	$10.61M	6.2%	$2.45	$2.58	-5.0%	SPONSORED ADR	20440W105
KGC	KINROSS GOLD CORP	2,097,426	$10.26M	6.0%	$4.89	$4.77	+2.5%	COM NO PAR	496902404
—	CONSOL ENERGY INC	600,172	$9.657M	5.6%	$16.09	$16.09	—	COM	20854P109
—	YAMANA GOLD INC	1,808,838	$9.406M	5.5%	$5.20	$5.20	—	COM	98462Y100
OKE	ONEOK INC NEW	152,818	$7.251M	4.2%	$47.45 *	$22.12	+20.1%	COM	682680103
—	ABERDEEN ASIA PACIFIC INCOM	933,742	$4.678M	2.7%	$5.01	$5.01	—	COM	003009107
—	POWERSHARES ETF TR II	175,481	$2.674M	1.6%	$15.24	$14.90	—	PFD PORTFOLIO	73936T565
DUK	DUKE ENERGY CORP NEW	29,093	$2.496M	1.5%	$85.79 *	$53.82	+7.9%	COM NEW	26441C204
NAT	NORDIC AMERICAN TANKERS LIMI	145,272	$2.018M	1.2%	$13.89	$13.69	+0.7%	COM	G65773106
—	WELLS FARGO & CO NEW	1,444	$1.876M	1.1%	$1299.17	$1167.43	—	PERP PFD CNV A	949746804
PHG	KONINKLIJKE PHILIPS N V	75,216	$1.876M	1.1%	$24.94	$26.56	-6.1%	NY REG SH NEW	500472303
—	INVESCO DYNAMIC CR OPP FD	169,229	$1.865M	1.1%	$11.02	$11.02	—	COM	46132R104
—	TD AMERITRADE HLDG CORP	36,690	$1.575M	0.9%	$42.93	$42.93	—	COM	87236Y108
—	BLACKROCK CORPOR HI YLD FD I	90,601	$946K	0.6%	$10.44	$10.44	—	COM	09255P107
—	NATIONAL GRID PLC	7,326	$545K	0.3%	$74.39	$74.39	—	SPON ADR NEW	636274300
ILF	ISHARES TR	18,160	$477K	0.3%	$26.27	$25.20	+4.3%	LATN AMER 40 ETF	464287390
—	SIBANYE GOLD LTD	22,655	$309K	0.2%	$13.64	$15.17	—	SPONSORED ADR	825724206
—	CENTURYLINK INC	8,394	$244K	0.1%	$29.07	$29.07	—	COM	156700106
EMB	ISHARES TR	1,755	$202K	0.1%	$115.10	$111.54	+3.2%	JP MOR EM MK ETF	464288281