Arlington Capital Management INC Quant / Systematic

Location: Arlington Heights, IL

CIK: 0001606507 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 9, 2017

Total Value: $271M (100.0% shares, 0.0% debt)

Holdings (27)

SLX VANECK VECTORS ETF TR 12.6%

Value $34.21M Shares 847,354 Share Price $40.37 Est. Cost/Share $31.08 Unrealized @ Report Date +29.9%

XME SPDR SERIES TRUST 11.8%

Value $32.03M Shares 1,053,026 Share Price $30.42 Est. Cost/Share $23.31 Unrealized @ Report Date +30.5%

EWZ ISHARES 10.5%

Value $28.43M Shares 758,975 Share Price $37.46 Est. Cost/Share $28.54 Unrealized @ Report Date +31.3%

— UNITED STATES STL CORP NEW 8.8%

Value $23.84M Shares 705,245 Share Price $33.81 Est. Cost/Share $17.63 Unrealized @ Report Date —

IYZ ISHARES TR 8.2%

Value $22.26M Shares 688,387 Share Price $32.34 Est. Cost/Share $29.07 Unrealized @ Report Date +11.2%

— BARRICK GOLD CORP 6.0%

Value $16.14M Shares 850,132 Share Price $18.99 Est. Cost/Share $14.34 Unrealized @ Report Date —

SID COMPANHIA SIDERURGICA NACION 5.4%

Value $14.74M Shares 5,047,968 Share Price $2.92 Est. Cost/Share $2.68 Unrealized @ Report Date +8.9%

BVN COMPANIA DE MINAS BUENAVENTU 5.1%

Value $13.91M Shares 1,155,592 Share Price $12.04 Est. Cost/Share $10.07 Unrealized @ Report Date +19.5%

GDXJ VANECK VECTORS ETF TR 4.8%

Value $12.9M Shares 358,524 Share Price $35.98 Est. Cost/Share $46.61 Unrealized @ Report Date -22.8%

GDX VANECK VECTORS ETF TR 4.5%

Value $12.25M Shares 537,009 Share Price $22.81 Est. Cost/Share $28.32 Unrealized @ Report Date -19.4%

— CONSOL ENERGY INC 4.2%

Value $11.43M Shares 681,027 Share Price $16.78 Est. Cost/Share $16.31 Unrealized @ Report Date —

OKE ONEOK INC NEW 3.5%

Value $9.407M Shares 169,684 Share Price $55.44 * Est. Cost/Share $22.86 Unrealized @ Report Date +41.0%

CDE COEUR MNG INC 2.7%

Value $7.286M Shares 901,762 Share Price $8.08 Est. Cost/Share $13.32 Unrealized @ Report Date -39.3%

EMB ISHARES TR 2.3%

Value $6.149M Shares 54,081 Share Price $113.70 Est. Cost/Share $112.59 Unrealized @ Report Date +1.0%

— MCEWEN MNG INC 2.2%

Value $5.875M Shares 1,932,607 Share Price $3.04 Est. Cost/Share $2.92 Unrealized @ Report Date —

— INVESCO DYNAMIC CR OPP FD 1.9%

Value $5.147M Shares 420,887 Share Price $12.23 Est. Cost/Share $11.73 Unrealized @ Report Date —

— BLACKROCK CORPOR HI YLD FD I 1.7%

Value $4.485M Shares 410,719 Share Price $10.92 Est. Cost/Share $10.75 Unrealized @ Report Date —

STWD STARWOOD PPTY TR INC 1.0%

Value $2.624M Shares 116,212 Share Price $22.58 Est. Cost/Share $30.00 Unrealized @ Report Date —

RWT REDWOOD TR INC 0.8%

Value $2.232M Shares 134,358 Share Price $16.61 Est. Cost/Share $14.71 Unrealized @ Report Date —

— PRUDENTIAL SHT DURATION HG Y 0.5%

Value $1.242M Shares 80,776 Share Price $15.38 Est. Cost/Share $15.44 Unrealized @ Report Date —

— ANNALY CAP MGMT INC 0.4%

Value $1.206M Shares 108,577 Share Price $11.11 Est. Cost/Share $10.11 Unrealized @ Report Date —

EDIV SPDR INDEX SHS FDS 0.4%

Value $1.123M Shares 38,214 Share Price $29.39 Est. Cost/Share $28.93 Unrealized @ Report Date +1.6%

— JPMORGAN CHASE & CO 0.3%

Value $936K Shares 28,980 Share Price $32.30 Est. Cost/Share $31.62 Unrealized @ Report Date —

AAPL APPLE INC 0.1%

Value $217K Shares 1,539 Share Price $141.00 * Est. Cost/Share $30.44 Unrealized @ Report Date +9.3%

— SIBANYE GOLD LTD 0.1%

Value $187K Shares 21,277 Share Price $8.79 Est. Cost/Share $15.17 Unrealized @ Report Date —

— YAMANA GOLD INC 0.1%

Value $170K Shares 61,669 Share Price $2.76 Est. Cost/Share $5.16 Unrealized @ Report Date —

KGC KINROSS GOLD CORP 0.1%

Value $137K Shares 38,931 Share Price $3.52 Est. Cost/Share $4.77 Unrealized @ Report Date -26.4%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SLX	VANECK VECTORS ETF TR	847,354	$34.21M	12.6%	$40.37	$31.08	+29.9%	STEEL ETF	92189F205
XME	SPDR SERIES TRUST	1,053,026	$32.03M	11.8%	$30.42	$23.31	+30.5%	S&P METALS MNG	78464A755
EWZ	ISHARES	758,975	$28.43M	10.5%	$37.46	$28.54	+31.3%	MSCI BRZ CAP ETF	464286400
—	UNITED STATES STL CORP NEW	705,245	$23.84M	8.8%	$33.81	$17.63	—	COM	912909108
IYZ	ISHARES TR	688,387	$22.26M	8.2%	$32.34	$29.07	+11.2%	U.S. TELECOM ETF	464287713
—	BARRICK GOLD CORP	850,132	$16.14M	6.0%	$18.99	$14.34	—	COM	067901108
SID	COMPANHIA SIDERURGICA NACION	5,047,968	$14.74M	5.4%	$2.92	$2.68	+8.9%	SPONSORED ADR	20440W105
BVN	COMPANIA DE MINAS BUENAVENTU	1,155,592	$13.91M	5.1%	$12.04	$10.07	+19.5%	SPONSORED ADR	204448104
GDXJ	VANECK VECTORS ETF TR	358,524	$12.9M	4.8%	$35.98	$46.61	-22.8%	JR GOLD MINERS E	92189F791
GDX	VANECK VECTORS ETF TR	537,009	$12.25M	4.5%	$22.81	$28.32	-19.4%	GOLD MINERS ETF	92189F106
—	CONSOL ENERGY INC	681,027	$11.43M	4.2%	$16.78	$16.31	—	COM	20854P109
OKE	ONEOK INC NEW	169,684	$9.407M	3.5%	$55.44 *	$22.86	+41.0%	COM	682680103
CDE	COEUR MNG INC	901,762	$7.286M	2.7%	$8.08	$13.32	-39.3%	COM NEW	192108504
EMB	ISHARES TR	54,081	$6.149M	2.3%	$113.70	$112.59	+1.0%	JP MOR EM MK ETF	464288281
—	MCEWEN MNG INC	1,932,607	$5.875M	2.2%	$3.04	$2.92	—	COM	58039P107
—	INVESCO DYNAMIC CR OPP FD	420,887	$5.147M	1.9%	$12.23	$11.73	—	COM	46132R104
—	BLACKROCK CORPOR HI YLD FD I	410,719	$4.485M	1.7%	$10.92	$10.75	—	COM	09255P107
STWD	STARWOOD PPTY TR INC	116,212	$2.624M	1.0%	$22.58	$30.00	—	COM	85571B105
RWT	REDWOOD TR INC	134,358	$2.232M	0.8%	$16.61	$14.71	—	COM	758075402
—	PRUDENTIAL SHT DURATION HG Y	80,776	$1.242M	0.5%	$15.38	$15.44	—	COM	74442F107
—	ANNALY CAP MGMT INC	108,577	$1.206M	0.4%	$11.11	$10.11	—	COM	035710409
EDIV	SPDR INDEX SHS FDS	38,214	$1.123M	0.4%	$29.39	$28.93	+1.6%	S&P EM MKT DIV	78463X533
—	JPMORGAN CHASE & CO	28,980	$936K	0.3%	$32.30	$31.62	—	ALERIAN ML ETN	46625H365
AAPL	APPLE INC	1,539	$217K	0.1%	$141.00 *	$30.44	+9.3%	COM	037833100
—	SIBANYE GOLD LTD	21,277	$187K	0.1%	$8.79	$15.17	—	SPONSORED ADR	825724206
—	YAMANA GOLD INC	61,669	$170K	0.1%	$2.76	$5.16	—	COM	98462Y100
KGC	KINROSS GOLD CORP	38,931	$137K	0.1%	$3.52	$4.77	-26.4%	COM NO PAR	496902404