Arlington Capital Management INC Quant / Systematic

Location: Arlington Heights, IL

CIK: 0001606507 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 9, 2017

Total Value: $244M (100.0% shares, 0.0% debt)

Holdings (27)

SLX VANECK VECTORS ETF TR 13.3%

Value $32.54M Shares 845,153 Share Price $38.50 Est. Cost/Share $31.08 Unrealized @ Report Date +23.9%

XME SPDR SERIES TRUST 12.6%

Value $30.77M Shares 1,026,644 Share Price $29.97 Est. Cost/Share $23.31 Unrealized @ Report Date +28.6%

EWZ ISHARES 10.3%

Value $25.05M Shares 733,725 Share Price $34.14 Est. Cost/Share $28.54 Unrealized @ Report Date +19.6%

IYZ ISHARES TR 8.8%

Value $21.53M Shares 667,355 Share Price $32.26 Est. Cost/Share $29.07 Unrealized @ Report Date +11.0%

— UNITED STATES STL CORP NEW 6.2%

Value $15.17M Shares 685,305 Share Price $22.14 Est. Cost/Share $17.63 Unrealized @ Report Date —

— BARRICK GOLD CORP 5.4%

Value $13.13M Shares 825,191 Share Price $15.91 Est. Cost/Share $14.34 Unrealized @ Report Date —

BVN COMPANIA DE MINAS BUENAVENTU 5.3%

Value $12.85M Shares 1,117,037 Share Price $11.50 Est. Cost/Share $10.07 Unrealized @ Report Date +14.2%

GDXJ VANECK VECTORS ETF TR 4.9%

Value $11.92M Shares 356,988 Share Price $33.38 Est. Cost/Share $46.61 Unrealized @ Report Date -28.4%

GDX VANECK VECTORS ETF TR 4.8%

Value $11.82M Shares 535,191 Share Price $22.08 Est. Cost/Share $28.32 Unrealized @ Report Date -22.0%

SID COMPANHIA SIDERURGICA NACION 4.3%

Value $10.54M Shares 4,901,557 Share Price $2.15 Est. Cost/Share $2.68 Unrealized @ Report Date -19.8%

— CONSOL ENERGY INC 4.0%

Value $9.832M Shares 658,072 Share Price $14.94 Est. Cost/Share $16.31 Unrealized @ Report Date —

OKE ONEOK INC NEW 3.5%

Value $8.578M Shares 164,464 Share Price $52.16 * Est. Cost/Share $22.86 Unrealized @ Report Date +34.1%

CDE COEUR MNG INC 3.1%

Value $7.464M Shares 869,928 Share Price $8.58 Est. Cost/Share $13.32 Unrealized @ Report Date -35.6%

EMB ISHARES TR 2.5%

Value $6.106M Shares 53,396 Share Price $114.35 Est. Cost/Share $112.59 Unrealized @ Report Date +1.6%

— INVESCO DYNAMIC CR OPP FD 2.2%

Value $5.275M Shares 439,255 Share Price $12.01 Est. Cost/Share $11.74 Unrealized @ Report Date —

— MCEWEN MNG INC 2.0%

Value $4.921M Shares 1,871,111 Share Price $2.63 Est. Cost/Share $2.92 Unrealized @ Report Date —

— BLACKROCK CORPOR HI YLD FD I 1.8%

Value $4.337M Shares 395,744 Share Price $10.96 Est. Cost/Share $10.75 Unrealized @ Report Date —

STWD STARWOOD PPTY TR INC 1.1%

Value $2.661M Shares 118,846 Share Price $22.39 Est. Cost/Share $29.84 Unrealized @ Report Date —

SLF SUN LIFE FINL INC 1.1%

Value $2.625M Shares 73,437 Share Price $35.74 Est. Cost/Share $34.49 Unrealized @ Report Date +3.7%

RWT REDWOOD TR INC 0.9%

Value $2.295M Shares 134,693 Share Price $17.04 Est. Cost/Share $14.71 Unrealized @ Report Date —

— PRUDENTIAL SHT DURATION HG Y 0.6%

Value $1.393M Shares 91,217 Share Price $15.27 Est. Cost/Share $15.42 Unrealized @ Report Date —

EDIV SPDR INDEX SHS FDS 0.5%

Value $1.164M Shares 38,997 Share Price $29.85 Est. Cost/Share $28.95 Unrealized @ Report Date +3.1%

— ANNALY CAP MGMT INC 0.4%

Value $1.06M Shares 87,984 Share Price $12.05 Est. Cost/Share $10.11 Unrealized @ Report Date —

— PUTNAM PREMIER INCOME TR 0.3%

Value $776K Shares 142,909 Share Price $5.43 Est. Cost/Share $5.43 Unrealized @ Report Date —

KGC KINROSS GOLD CORP 0.1%

Value $158K Shares 38,931 Share Price $4.06 Est. Cost/Share $4.77 Unrealized @ Report Date -14.7%

— YAMANA GOLD INC 0.1%

Value $150K Shares 61,669 Share Price $2.43 Est. Cost/Share $5.16 Unrealized @ Report Date —

— SIBANYE GOLD LTD 0.0%

Value $99,000 Shares 21,328 Share Price $4.64 Est. Cost/Share $15.17 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SLX	VANECK VECTORS ETF TR	845,153	$32.54M	13.3%	$38.50	$31.08	+23.9%	STEEL ETF	92189F205
XME	SPDR SERIES TRUST	1,026,644	$30.77M	12.6%	$29.97	$23.31	+28.6%	S&P METALS MNG	78464A755
EWZ	ISHARES	733,725	$25.05M	10.3%	$34.14	$28.54	+19.6%	MSCI BRZ CAP ETF	464286400
IYZ	ISHARES TR	667,355	$21.53M	8.8%	$32.26	$29.07	+11.0%	U.S. TELECOM ETF	464287713
—	UNITED STATES STL CORP NEW	685,305	$15.17M	6.2%	$22.14	$17.63	—	COM	912909108
—	BARRICK GOLD CORP	825,191	$13.13M	5.4%	$15.91	$14.34	—	COM	067901108
BVN	COMPANIA DE MINAS BUENAVENTU	1,117,037	$12.85M	5.3%	$11.50	$10.07	+14.2%	SPONSORED ADR	204448104
GDXJ	VANECK VECTORS ETF TR	356,988	$11.92M	4.9%	$33.38	$46.61	-28.4%	JR GOLD MINERS E	92189F791
GDX	VANECK VECTORS ETF TR	535,191	$11.82M	4.8%	$22.08	$28.32	-22.0%	GOLD MINERS ETF	92189F106
SID	COMPANHIA SIDERURGICA NACION	4,901,557	$10.54M	4.3%	$2.15	$2.68	-19.8%	SPONSORED ADR	20440W105
—	CONSOL ENERGY INC	658,072	$9.832M	4.0%	$14.94	$16.31	—	COM	20854P109
OKE	ONEOK INC NEW	164,464	$8.578M	3.5%	$52.16 *	$22.86	+34.1%	COM	682680103
CDE	COEUR MNG INC	869,928	$7.464M	3.1%	$8.58	$13.32	-35.6%	COM NEW	192108504
EMB	ISHARES TR	53,396	$6.106M	2.5%	$114.35	$112.59	+1.6%	JP MOR EM MK ETF	464288281
—	INVESCO DYNAMIC CR OPP FD	439,255	$5.275M	2.2%	$12.01	$11.74	—	COM	46132R104
—	MCEWEN MNG INC	1,871,111	$4.921M	2.0%	$2.63	$2.92	—	COM	58039P107
—	BLACKROCK CORPOR HI YLD FD I	395,744	$4.337M	1.8%	$10.96	$10.75	—	COM	09255P107
STWD	STARWOOD PPTY TR INC	118,846	$2.661M	1.1%	$22.39	$29.84	—	COM	85571B105
SLF	SUN LIFE FINL INC	73,437	$2.625M	1.1%	$35.74	$34.49	+3.7%	COM	866796105
RWT	REDWOOD TR INC	134,693	$2.295M	0.9%	$17.04	$14.71	—	COM	758075402
—	PRUDENTIAL SHT DURATION HG Y	91,217	$1.393M	0.6%	$15.27	$15.42	—	COM	74442F107
EDIV	SPDR INDEX SHS FDS	38,997	$1.164M	0.5%	$29.85	$28.95	+3.1%	S&P EM MKT DIV	78463X533
—	ANNALY CAP MGMT INC	87,984	$1.06M	0.4%	$12.05	$10.11	—	COM	035710409
—	PUTNAM PREMIER INCOME TR	142,909	$776K	0.3%	$5.43	$5.43	—	SH BEN INT	746853100
KGC	KINROSS GOLD CORP	38,931	$158K	0.1%	$4.06	$4.77	-14.7%	COM NO PAR	496902404
—	YAMANA GOLD INC	61,669	$150K	0.1%	$2.43	$5.16	—	COM	98462Y100
—	SIBANYE GOLD LTD	21,328	$99,000	0.0%	$4.64	$15.17	—	SPONSORED ADR	825724206