Arlington Capital Management, Inc. Quant / Systematic

CIK: 0001606507 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 9, 2017

Total Value ($000): $270,573 (100.0% shares, 0.0% debt)

Holdings (27)

SLX VANECK VECTORS ETF TR 12.6%

Value ($000) $34,207 Shares 847,354 Est. Cost $31.57 Unrealized —

XME SPDR SERIES TRUST 11.8%

Value ($000) $32,033 Shares 1,053,026 Est. Cost $24.97 Unrealized —

EWZ ISHARES 10.5%

Value ($000) $28,431 Shares 758,975 Est. Cost $30.78 Unrealized —

— UNITED STATES STL CORP NEW 8.8%

Value ($000) $23,844 Shares 705,245 Est. Cost $17.63 Unrealized —

IYZ ISHARES TR 8.2%

Value ($000) $22,262 Shares 688,387 Est. Cost $31.16 Unrealized —

— BARRICK GOLD CORP 6.0%

Value ($000) $16,144 Shares 850,132 Est. Cost $14.34 Unrealized —

SID COMPANHIA SIDERURGICA NACION 5.4%

Value ($000) $14,740 Shares 5,047,968 Est. Cost $2.53 Unrealized —

BVN COMPANIA DE MINAS BUENAVENTU 5.1%

Value ($000) $13,913 Shares 1,155,592 Est. Cost $12.00 Unrealized —

GDXJ VANECK VECTORS ETF TR 4.8%

Value ($000) $12,900 Shares 358,524 Est. Cost $43.58 Unrealized —

GDX VANECK VECTORS ETF TR 4.5%

Value ($000) $12,249 Shares 537,009 Est. Cost $26.16 Unrealized —

— CONSOL ENERGY INC 4.2%

Value ($000) $11,427 Shares 681,027 Est. Cost $16.31 Unrealized —

OKE ONEOK INC NEW 3.5%

Value ($000) $9,407 Shares 169,684 Est. Cost $22.86 Unrealized +39.4%

CDE COEUR MNG INC 2.7%

Value ($000) $7,286 Shares 901,762 Est. Cost $13.32 Unrealized -28.4%

EMB ISHARES TR 2.3%

Value ($000) $6,149 Shares 54,081 Est. Cost $113.71 Unrealized —

— MCEWEN MNG INC 2.2%

Value ($000) $5,875 Shares 1,932,607 Est. Cost $2.92 Unrealized —

— INVESCO DYNAMIC CR OPP FD 1.9%

Value ($000) $5,147 Shares 420,887 Est. Cost $11.73 Unrealized —

— BLACKROCK CORPOR HI YLD FD I 1.7%

Value ($000) $4,485 Shares 410,719 Est. Cost $10.75 Unrealized —

STWD STARWOOD PPTY TR INC 1.0%

Value ($000) $2,624 Shares 116,212 Est. Cost $30.00 Unrealized —

RWT REDWOOD TR INC 0.8%

Value ($000) $2,232 Shares 134,358 Est. Cost $14.71 Unrealized —

— PRUDENTIAL SHT DURATION HG Y 0.5%

Value ($000) $1,242 Shares 80,776 Est. Cost $15.44 Unrealized —

— ANNALY CAP MGMT INC 0.4%

Value ($000) $1,206 Shares 108,577 Est. Cost $10.11 Unrealized —

EDIV SPDR INDEX SHS FDS 0.4%

Value ($000) $1,123 Shares 38,214 Est. Cost $29.39 Unrealized —

— JPMORGAN CHASE & CO 0.3%

Value ($000) $936 Shares 28,980 Est. Cost $31.62 Unrealized —

AAPL APPLE INC 0.1%

Value ($000) $217 Shares 1,539 Est. Cost $30.44 Unrealized 0.0%

— SIBANYE GOLD LTD 0.1%

Value ($000) $187 Shares 21,277 Est. Cost $15.17 Unrealized —

— YAMANA GOLD INC 0.1%

Value ($000) $170 Shares 61,669 Est. Cost $5.16 Unrealized —

KGC KINROSS GOLD CORP 0.1%

Value ($000) $137 Shares 38,931 Est. Cost $4.77 Unrealized -24.8%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SLX	VANECK VECTORS ETF TR	847,354	$34,207	12.6%	$31.57	—	STEEL ETF	92189F205
XME	SPDR SERIES TRUST	1,053,026	$32,033	11.8%	$24.97	—	S&P METALS MNG	78464A755
EWZ	ISHARES	758,975	$28,431	10.5%	$30.78	—	MSCI BRZ CAP ETF	464286400
—	UNITED STATES STL CORP NEW	705,245	$23,844	8.8%	$17.63	—	COM	912909108
IYZ	ISHARES TR	688,387	$22,262	8.2%	$31.16	—	U.S. TELECOM ETF	464287713
—	BARRICK GOLD CORP	850,132	$16,144	6.0%	$14.34	—	COM	067901108
SID	COMPANHIA SIDERURGICA NACION	5,047,968	$14,740	5.4%	$2.53	—	SPONSORED ADR	20440W105
BVN	COMPANIA DE MINAS BUENAVENTU	1,155,592	$13,913	5.1%	$12.00	—	SPONSORED ADR	204448104
GDXJ	VANECK VECTORS ETF TR	358,524	$12,900	4.8%	$43.58	—	JR GOLD MINERS E	92189F791
GDX	VANECK VECTORS ETF TR	537,009	$12,249	4.5%	$26.16	—	GOLD MINERS ETF	92189F106
—	CONSOL ENERGY INC	681,027	$11,427	4.2%	$16.31	—	COM	20854P109
OKE	ONEOK INC NEW	169,684	$9,407	3.5%	$22.86	+39.4%	COM	682680103
CDE	COEUR MNG INC	901,762	$7,286	2.7%	$13.32	-28.4%	COM NEW	192108504
EMB	ISHARES TR	54,081	$6,149	2.3%	$113.71	—	JP MOR EM MK ETF	464288281
—	MCEWEN MNG INC	1,932,607	$5,875	2.2%	$2.92	—	COM	58039P107
—	INVESCO DYNAMIC CR OPP FD	420,887	$5,147	1.9%	$11.73	—	COM	46132R104
—	BLACKROCK CORPOR HI YLD FD I	410,719	$4,485	1.7%	$10.75	—	COM	09255P107
STWD	STARWOOD PPTY TR INC	116,212	$2,624	1.0%	$30.00	—	COM	85571B105
RWT	REDWOOD TR INC	134,358	$2,232	0.8%	$14.71	—	COM	758075402
—	PRUDENTIAL SHT DURATION HG Y	80,776	$1,242	0.5%	$15.44	—	COM	74442F107
—	ANNALY CAP MGMT INC	108,577	$1,206	0.4%	$10.11	—	COM	035710409
EDIV	SPDR INDEX SHS FDS	38,214	$1,123	0.4%	$29.39	—	S&P EM MKT DIV	78463X533
—	JPMORGAN CHASE & CO	28,980	$936	0.3%	$31.62	—	ALERIAN ML ETN	46625H365
AAPL	APPLE INC	1,539	$217	0.1%	$30.44	0.0%	COM	037833100
—	SIBANYE GOLD LTD	21,277	$187	0.1%	$15.17	—	SPONSORED ADR	825724206
—	YAMANA GOLD INC	61,669	$170	0.1%	$5.16	—	COM	98462Y100
KGC	KINROSS GOLD CORP	38,931	$137	0.1%	$4.77	-24.8%	COM NO PAR	496902404