Arlington Capital Management INC Quant / Systematic

Location: Arlington Heights, IL

CIK: 0001606507 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value: $239M (100.0% shares, 0.0% debt)

Holdings (32)

XME SPDR SERIES TRUST 10.7%

Value $25.64M Shares 966,746 Share Price $26.52 Est. Cost/Share $22.64 Unrealized @ Report Date +17.1%

SLX VANECK VECTORS ETF TR 10.4%

Value $24.75M Shares 797,269 Share Price $31.05 Est. Cost/Share $30.47 Unrealized @ Report Date +1.9%

EWZ ISHARES 9.8%

Value $23.37M Shares 692,958 Share Price $33.73 Est. Cost/Share $27.83 Unrealized @ Report Date +21.2%

IYZ ISHARES TR 8.5%

Value $20.3M Shares 629,945 Share Price $32.22 Est. Cost/Share $28.69 Unrealized @ Report Date +12.3%

BVN COMPANIA DE MINAS BUENAVENTU 6.2%

Value $14.7M Shares 1,061,721 Share Price $13.84 Est. Cost/Share $9.86 Unrealized @ Report Date +40.3%

GDXJ VANECK VECTORS ETF TR 6.1%

Value $14.67M Shares 331,315 Share Price $44.29 Est. Cost/Share $47.38 Unrealized @ Report Date -6.5%

— BARRICK GOLD CORP 5.9%

Value $14.06M Shares 793,183 Share Price $17.72 Est. Cost/Share $14.09 Unrealized @ Report Date —

GDX VANECK VECTORS ETF TR 5.5%

Value $13.25M Shares 501,257 Share Price $26.43 Est. Cost/Share $28.70 Unrealized @ Report Date -7.9%

SID COMPANHIA SIDERURGICA NACION 5.2%

Value $12.41M Shares 4,496,322 Share Price $2.76 Est. Cost/Share $2.59 Unrealized @ Report Date +6.4%

— UNITED STATES STL CORP NEW 5.1%

Value $12.17M Shares 645,241 Share Price $18.86 Est. Cost/Share $16.16 Unrealized @ Report Date —

— CONSOL ENERGY INC 5.0%

Value $11.87M Shares 617,984 Share Price $19.20 Est. Cost/Share $16.18 Unrealized @ Report Date —

CDE COEUR MNG INC 4.0%

Value $9.638M Shares 814,719 Share Price $11.83 Est. Cost/Share $13.68 Unrealized @ Report Date -13.5%

— YAMANA GOLD INC 3.4%

Value $8.126M Shares 1,885,358 Share Price $4.31 Est. Cost/Share $5.16 Unrealized @ Report Date —

OKE ONEOK INC NEW 3.4%

Value $8.083M Shares 157,292 Share Price $51.39 * Est. Cost/Share $22.25 Unrealized @ Report Date +31.1%

— ABERDEEN ASIA PACIFIC INCOM 2.1%

Value $4.921M Shares 961,051 Share Price $5.12 Est. Cost/Share $5.01 Unrealized @ Report Date —

— POWERSHARES ETF TR II 1.2%

Value $2.848M Shares 188,259 Share Price $15.13 Est. Cost/Share $14.92 Unrealized @ Report Date —

— DOW CHEM CO 1.2%

Value $2.825M Shares 54,501 Share Price $51.83 Est. Cost/Share $51.83 Unrealized @ Report Date —

SLF SUN LIFE FINL INC 1.0%

Value $2.349M Shares 72,189 Share Price $32.54 Est. Cost/Share $32.16 Unrealized @ Report Date +1.2%

STWD STARWOOD PPTY TR INC 1.0%

Value $2.34M Shares 103,951 Share Price $22.51 Est. Cost/Share $22.51 Unrealized @ Report Date —

— INVESCO DYNAMIC CR OPP FD 0.9%

Value $2.154M Shares 183,195 Share Price $11.76 Est. Cost/Share $11.08 Unrealized @ Report Date —

— TD AMERITRADE HLDG CORP 0.7%

Value $1.7M Shares 38,280 Share Price $44.41 Est. Cost/Share $42.99 Unrealized @ Report Date —

— NATIONAL GRID PLC 0.7%

Value $1.639M Shares 23,044 Share Price $71.12 Est. Cost/Share $72.16 Unrealized @ Report Date —

RWT REDWOOD TR INC 0.4%

Value $1.074M Shares 75,881 Share Price $14.15 Est. Cost/Share $14.15 Unrealized @ Report Date —

— BLACKROCK CORPOR HI YLD FD I 0.4%

Value $1.023M Shares 94,607 Share Price $10.81 Est. Cost/Share $10.46 Unrealized @ Report Date —

— BROOKFIELD TOTAL RETURN FD I 0.3%

Value $790K Shares 35,240 Share Price $22.42 Est. Cost/Share $22.42 Unrealized @ Report Date —

— CNOOC LTD 0.2%

Value $534K Shares 4,222 Share Price $126.48 Est. Cost/Share $126.48 Unrealized @ Report Date —

— CENTURYLINK INC 0.2%

Value $474K Shares 17,287 Share Price $27.42 Est. Cost/Share $28.22 Unrealized @ Report Date —

— PUTNAM PREMIER INCOME TR 0.1%

Value $315K Shares 64,513 Share Price $4.88 Est. Cost/Share $4.88 Unrealized @ Report Date —

— SIBANYE GOLD LTD 0.1%

Value $301K Shares 21,277 Share Price $14.15 Est. Cost/Share $15.17 Unrealized @ Report Date —

EMB ISHARES TR 0.1%

Value $226K Shares 1,932 Share Price $116.98 Est. Cost/Share $112.00 Unrealized @ Report Date +4.7%

KGC KINROSS GOLD CORP 0.1%

Value $164K Shares 38,931 Share Price $4.21 Est. Cost/Share $4.77 Unrealized @ Report Date -11.8%

UMC UNITED MICROELECTRONICS CORP 0.0%

Value $111K Shares 60,084 Share Price $1.85 Est. Cost/Share $1.91 Unrealized @ Report Date -3.2%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
XME	SPDR SERIES TRUST	966,746	$25.64M	10.7%	$26.52	$22.64	+17.1%	S&P METALS MNG	78464A755
SLX	VANECK VECTORS ETF TR	797,269	$24.75M	10.4%	$31.05	$30.47	+1.9%	STEEL ETF	92189F205
EWZ	ISHARES	692,958	$23.37M	9.8%	$33.73	$27.83	+21.2%	MSCI BRZ CAP ETF	464286400
IYZ	ISHARES TR	629,945	$20.3M	8.5%	$32.22	$28.69	+12.3%	U.S. TELECOM ETF	464287713
BVN	COMPANIA DE MINAS BUENAVENTU	1,061,721	$14.7M	6.2%	$13.84	$9.86	+40.3%	SPONSORED ADR	204448104
GDXJ	VANECK VECTORS ETF TR	331,315	$14.67M	6.1%	$44.29	$47.38	-6.5%	JR GOLD MINERS E	92189F791
—	BARRICK GOLD CORP	793,183	$14.06M	5.9%	$17.72	$14.09	—	COM	067901108
GDX	VANECK VECTORS ETF TR	501,257	$13.25M	5.5%	$26.43	$28.70	-7.9%	GOLD MINERS ETF	92189F106
SID	COMPANHIA SIDERURGICA NACION	4,496,322	$12.41M	5.2%	$2.76	$2.59	+6.4%	SPONSORED ADR	20440W105
—	UNITED STATES STL CORP NEW	645,241	$12.17M	5.1%	$18.86	$16.16	—	COM	912909108
—	CONSOL ENERGY INC	617,984	$11.87M	5.0%	$19.20	$16.18	—	COM	20854P109
CDE	COEUR MNG INC	814,719	$9.638M	4.0%	$11.83	$13.68	-13.5%	COM NEW	192108504
—	YAMANA GOLD INC	1,885,358	$8.126M	3.4%	$4.31	$5.16	—	COM	98462Y100
OKE	ONEOK INC NEW	157,292	$8.083M	3.4%	$51.39 *	$22.25	+31.1%	COM	682680103
—	ABERDEEN ASIA PACIFIC INCOM	961,051	$4.921M	2.1%	$5.12	$5.01	—	COM	003009107
—	POWERSHARES ETF TR II	188,259	$2.848M	1.2%	$15.13	$14.92	—	PFD PORTFOLIO	73936T565
—	DOW CHEM CO	54,501	$2.825M	1.2%	$51.83	$51.83	—	COM	260543103
SLF	SUN LIFE FINL INC	72,189	$2.349M	1.0%	$32.54	$32.16	+1.2%	COM	866796105
STWD	STARWOOD PPTY TR INC	103,951	$2.34M	1.0%	$22.51	$22.51	—	COM	85571B105
—	INVESCO DYNAMIC CR OPP FD	183,195	$2.154M	0.9%	$11.76	$11.08	—	COM	46132R104
—	TD AMERITRADE HLDG CORP	38,280	$1.7M	0.7%	$44.41	$42.99	—	COM	87236Y108
—	NATIONAL GRID PLC	23,044	$1.639M	0.7%	$71.12	$72.16	—	SPON ADR NEW	636274300
RWT	REDWOOD TR INC	75,881	$1.074M	0.4%	$14.15	$14.15	—	COM	758075402
—	BLACKROCK CORPOR HI YLD FD I	94,607	$1.023M	0.4%	$10.81	$10.46	—	COM	09255P107
—	BROOKFIELD TOTAL RETURN FD I	35,240	$790K	0.3%	$22.42	$22.42	—	COM	11283U108
—	CNOOC LTD	4,222	$534K	0.2%	$126.48	$126.48	—	SPONSORED ADR	126132109
—	CENTURYLINK INC	17,287	$474K	0.2%	$27.42	$28.22	—	COM	156700106
—	PUTNAM PREMIER INCOME TR	64,513	$315K	0.1%	$4.88	$4.88	—	SH BEN INT	746853100
—	SIBANYE GOLD LTD	21,277	$301K	0.1%	$14.15	$15.17	—	SPONSORED ADR	825724206
EMB	ISHARES TR	1,932	$226K	0.1%	$116.98	$112.00	+4.7%	JP MOR EM MK ETF	464288281
KGC	KINROSS GOLD CORP	38,931	$164K	0.1%	$4.21	$4.77	-11.8%	COM NO PAR	496902404
UMC	UNITED MICROELECTRONICS CORP	60,084	$111K	0.0%	$1.85	$1.91	-3.2%	SPON ADR NEW	910873405