Arlington Capital Management INC Quant / Systematic

Location: Arlington Heights, IL

CIK: 0001606507 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Jan 26, 2017

Total Value: $274M (100.0% shares, 0.0% debt)

Holdings (29)

SLX VANECK VECTORS ETF TR 11.2%

Value $30.51M Shares 807,276 Share Price $37.79 Est. Cost/Share $30.55 Unrealized @ Report Date +23.7%

XME SPDR SERIES TRUST 11.2%

Value $30.5M Shares 1,003,036 Share Price $30.41 Est. Cost/Share $22.86 Unrealized @ Report Date +33.0%

EWZ ISHARES 8.8%

Value $24.14M Shares 724,078 Share Price $33.34 Est. Cost/Share $28.11 Unrealized @ Report Date +18.6%

STWD STARWOOD PPTY TR INC 8.7%

Value $23.75M Shares 108,378 Share Price $219.12 Est. Cost/Share $30.54 Unrealized @ Report Date —

IYZ ISHARES TR 8.3%

Value $22.65M Shares 656,457 Share Price $34.50 Est. Cost/Share $28.84 Unrealized @ Report Date +19.6%

— UNITED STATES STL CORP NEW 8.2%

Value $22.33M Shares 676,560 Share Price $33.01 Est. Cost/Share $16.94 Unrealized @ Report Date —

SID COMPANHIA SIDERURGICA NACION 5.7%

Value $15.6M Shares 4,830,907 Share Price $3.23 Est. Cost/Share $2.64 Unrealized @ Report Date +22.4%

— BARRICK GOLD CORP 4.8%

Value $13.02M Shares 814,651 Share Price $15.98 Est. Cost/Share $14.14 Unrealized @ Report Date —

BVN COMPANIA DE MINAS BUENAVENTU 4.6%

Value $12.45M Shares 1,103,841 Share Price $11.28 Est. Cost/Share $9.94 Unrealized @ Report Date +13.4%

— CONSOL ENERGY INC 4.3%

Value $11.88M Shares 651,434 Share Price $18.23 Est. Cost/Share $16.29 Unrealized @ Report Date —

GDX VANECK VECTORS ETF TR 3.9%

Value $10.69M Shares 511,103 Share Price $20.92 Est. Cost/Share $28.57 Unrealized @ Report Date -26.8%

GDXJ VANECK VECTORS ETF TR 3.9%

Value $10.65M Shares 337,636 Share Price $31.55 Est. Cost/Share $47.17 Unrealized @ Report Date -33.1%

OKE ONEOK INC NEW 3.5%

Value $9.556M Shares 166,456 Share Price $57.41 * Est. Cost/Share $22.68 Unrealized @ Report Date +45.5%

CDE COEUR MNG INC 2.9%

Value $7.825M Shares 860,791 Share Price $9.09 Est. Cost/Share $13.50 Unrealized @ Report Date -32.7%

— MCEWEN MNG INC 2.0%

Value $5.365M Shares 1,843,153 Share Price $2.91 Est. Cost/Share $2.91 Unrealized @ Report Date —

— BLACKROCK CORPOR HI YLD FD I 1.7%

Value $4.687M Shares 432,746 Share Price $10.83 Est. Cost/Share $10.75 Unrealized @ Report Date —

— DOW CHEM CO 1.1%

Value $3.093M Shares 54,048 Share Price $57.23 Est. Cost/Share $51.83 Unrealized @ Report Date —

SLF SUN LIFE FINL INC 1.0%

Value $2.867M Shares 74,653 Share Price $38.40 Est. Cost/Share $32.29 Unrealized @ Report Date +18.9%

— CNOOC LTD 0.9%

Value $2.512M Shares 20,265 Share Price $123.96 Est. Cost/Share $124.48 Unrealized @ Report Date —

— JPMORGAN CHASE & CO 0.8%

Value $2.255M Shares 71,326 Share Price $31.62 Est. Cost/Share $31.62 Unrealized @ Report Date —

— INVESCO DYNAMIC CR OPP FD 0.8%

Value $2.254M Shares 183,290 Share Price $12.30 Est. Cost/Share $11.08 Unrealized @ Report Date —

RWT REDWOOD TR INC 0.7%

Value $1.902M Shares 125,057 Share Price $15.21 Est. Cost/Share $14.57 Unrealized @ Report Date —

— ANNALY CAP MGMT INC 0.3%

Value $950K Shares 95,275 Share Price $9.97 Est. Cost/Share $9.97 Unrealized @ Report Date —

IRM IRON MTN INC NEW 0.2%

Value $681K Shares 20,960 Share Price $32.49 * Est. Cost/Share $19.85 Unrealized @ Report Date -1.0%

— PRUDENTIAL SHT DURATION HG Y 0.2%

Value $658K Shares 42,480 Share Price $15.49 Est. Cost/Share $15.49 Unrealized @ Report Date —

EMB ISHARES TR 0.1%

Value $296K Shares 2,686 Share Price $110.20 Est. Cost/Share $112.06 Unrealized @ Report Date -1.6%

— YAMANA GOLD INC 0.1%

Value $173K Shares 61,669 Share Price $2.81 Est. Cost/Share $5.16 Unrealized @ Report Date —

— SIBANYE GOLD LTD 0.1%

Value $150K Shares 21,277 Share Price $7.05 Est. Cost/Share $15.17 Unrealized @ Report Date —

KGC KINROSS GOLD CORP 0.0%

Value $121K Shares 38,931 Share Price $3.11 Est. Cost/Share $4.77 Unrealized @ Report Date -34.8%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SLX	VANECK VECTORS ETF TR	807,276	$30.51M	11.2%	$37.79	$30.55	+23.7%	STEEL ETF	92189F205
XME	SPDR SERIES TRUST	1,003,036	$30.5M	11.2%	$30.41	$22.86	+33.0%	S&P METALS MNG	78464A755
EWZ	ISHARES	724,078	$24.14M	8.8%	$33.34	$28.11	+18.6%	MSCI BRZ CAP ETF	464286400
STWD	STARWOOD PPTY TR INC	108,378	$23.75M	8.7%	$219.12	$30.54	—	COM	85571B105
IYZ	ISHARES TR	656,457	$22.65M	8.3%	$34.50	$28.84	+19.6%	U.S. TELECOM ETF	464287713
—	UNITED STATES STL CORP NEW	676,560	$22.33M	8.2%	$33.01	$16.94	—	COM	912909108
SID	COMPANHIA SIDERURGICA NACION	4,830,907	$15.6M	5.7%	$3.23	$2.64	+22.4%	SPONSORED ADR	20440W105
—	BARRICK GOLD CORP	814,651	$13.02M	4.8%	$15.98	$14.14	—	COM	067901108
BVN	COMPANIA DE MINAS BUENAVENTU	1,103,841	$12.45M	4.6%	$11.28	$9.94	+13.4%	SPONSORED ADR	204448104
—	CONSOL ENERGY INC	651,434	$11.88M	4.3%	$18.23	$16.29	—	COM	20854P109
GDX	VANECK VECTORS ETF TR	511,103	$10.69M	3.9%	$20.92	$28.57	-26.8%	GOLD MINERS ETF	92189F106
GDXJ	VANECK VECTORS ETF TR	337,636	$10.65M	3.9%	$31.55	$47.17	-33.1%	JR GOLD MINERS E	92189F791
OKE	ONEOK INC NEW	166,456	$9.556M	3.5%	$57.41 *	$22.68	+45.5%	COM	682680103
CDE	COEUR MNG INC	860,791	$7.825M	2.9%	$9.09	$13.50	-32.7%	COM NEW	192108504
—	MCEWEN MNG INC	1,843,153	$5.365M	2.0%	$2.91	$2.91	—	COM	58039P107
—	BLACKROCK CORPOR HI YLD FD I	432,746	$4.687M	1.7%	$10.83	$10.75	—	COM	09255P107
—	DOW CHEM CO	54,048	$3.093M	1.1%	$57.23	$51.83	—	COM	260543103
SLF	SUN LIFE FINL INC	74,653	$2.867M	1.0%	$38.40	$32.29	+18.9%	COM	866796105
—	CNOOC LTD	20,265	$2.512M	0.9%	$123.96	$124.48	—	SPONSORED ADR	126132109
—	JPMORGAN CHASE & CO	71,326	$2.255M	0.8%	$31.62	$31.62	—	ALERIAN ML ETN	46625H365
—	INVESCO DYNAMIC CR OPP FD	183,290	$2.254M	0.8%	$12.30	$11.08	—	COM	46132R104
RWT	REDWOOD TR INC	125,057	$1.902M	0.7%	$15.21	$14.57	—	COM	758075402
—	ANNALY CAP MGMT INC	95,275	$950K	0.3%	$9.97	$9.97	—	COM	035710409
IRM	IRON MTN INC NEW	20,960	$681K	0.2%	$32.49 *	$19.85	-1.0%	COM	46284V101
—	PRUDENTIAL SHT DURATION HG Y	42,480	$658K	0.2%	$15.49	$15.49	—	COM	74442F107
EMB	ISHARES TR	2,686	$296K	0.1%	$110.20	$112.06	-1.6%	JP MOR EM MK ETF	464288281
—	YAMANA GOLD INC	61,669	$173K	0.1%	$2.81	$5.16	—	COM	98462Y100
—	SIBANYE GOLD LTD	21,277	$150K	0.1%	$7.05	$15.17	—	SPONSORED ADR	825724206
KGC	KINROSS GOLD CORP	38,931	$121K	0.0%	$3.11	$4.77	-34.8%	COM NO PAR	496902404