Arlington Capital Management, Inc. Quant / Systematic

CIK: 0001606507 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 9, 2017

Total Value ($000): $244,198 (100.0% shares, 0.0% debt)

Holdings (27)

SLX VANECK VECTORS ETF TR 13.3%

Value ($000) $32,538 Shares 845,153 Est. Cost $31.57 Unrealized —

XME SPDR SERIES TRUST 12.6%

Value ($000) $30,769 Shares 1,026,644 Est. Cost $24.97 Unrealized —

EWZ ISHARES 10.3%

Value ($000) $25,049 Shares 733,725 Est. Cost $30.78 Unrealized —

IYZ ISHARES TR 8.8%

Value ($000) $21,529 Shares 667,355 Est. Cost $31.16 Unrealized —

— UNITED STATES STL CORP NEW 6.2%

Value ($000) $15,173 Shares 685,305 Est. Cost $17.63 Unrealized —

— BARRICK GOLD CORP 5.4%

Value ($000) $13,129 Shares 825,191 Est. Cost $14.34 Unrealized —

BVN COMPANIA DE MINAS BUENAVENTU 5.3%

Value ($000) $12,846 Shares 1,117,037 Est. Cost $12.00 Unrealized —

GDXJ VANECK VECTORS ETF TR 4.9%

Value ($000) $11,916 Shares 356,988 Est. Cost $43.58 Unrealized —

GDX VANECK VECTORS ETF TR 4.8%

Value ($000) $11,817 Shares 535,191 Est. Cost $26.16 Unrealized —

SID COMPANHIA SIDERURGICA NACION 4.3%

Value ($000) $10,538 Shares 4,901,557 Est. Cost $2.53 Unrealized —

— CONSOL ENERGY INC 4.0%

Value ($000) $9,832 Shares 658,072 Est. Cost $16.31 Unrealized —

OKE ONEOK INC NEW 3.5%

Value ($000) $8,578 Shares 164,464 Est. Cost $22.86 Unrealized +32.6%

CDE COEUR MNG INC 3.1%

Value ($000) $7,464 Shares 869,928 Est. Cost $13.32 Unrealized -31.8%

EMB ISHARES TR 2.5%

Value ($000) $6,106 Shares 53,396 Est. Cost $113.71 Unrealized —

— INVESCO DYNAMIC CR OPP FD 2.2%

Value ($000) $5,275 Shares 439,255 Est. Cost $11.74 Unrealized —

— MCEWEN MNG INC 2.0%

Value ($000) $4,921 Shares 1,871,111 Est. Cost $2.92 Unrealized —

— BLACKROCK CORPOR HI YLD FD I 1.8%

Value ($000) $4,337 Shares 395,744 Est. Cost $10.75 Unrealized —

STWD STARWOOD PPTY TR INC 1.1%

Value ($000) $2,661 Shares 118,846 Est. Cost $29.84 Unrealized —

SLF SUN LIFE FINL INC 1.1%

Value ($000) $2,625 Shares 73,437 Est. Cost $34.49 Unrealized 0.0%

RWT REDWOOD TR INC 0.9%

Value ($000) $2,295 Shares 134,693 Est. Cost $14.71 Unrealized —

— PRUDENTIAL SHT DURATION HG Y 0.6%

Value ($000) $1,393 Shares 91,217 Est. Cost $15.42 Unrealized —

EDIV SPDR INDEX SHS FDS 0.5%

Value ($000) $1,164 Shares 38,997 Est. Cost $29.40 Unrealized —

— ANNALY CAP MGMT INC 0.4%

Value ($000) $1,060 Shares 87,984 Est. Cost $10.11 Unrealized —

— PUTNAM PREMIER INCOME TR 0.3%

Value ($000) $776 Shares 142,909 Est. Cost $5.43 Unrealized —

KGC KINROSS GOLD CORP 0.1%

Value ($000) $158 Shares 38,931 Est. Cost $4.77 Unrealized -16.6%

— YAMANA GOLD INC 0.1%

Value ($000) $150 Shares 61,669 Est. Cost $5.16 Unrealized —

— SIBANYE GOLD LTD 0.0%

Value ($000) $99 Shares 21,328 Est. Cost $15.17 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SLX	VANECK VECTORS ETF TR	845,153	$32,538	13.3%	$31.57	—	STEEL ETF	92189F205
XME	SPDR SERIES TRUST	1,026,644	$30,769	12.6%	$24.97	—	S&P METALS MNG	78464A755
EWZ	ISHARES	733,725	$25,049	10.3%	$30.78	—	MSCI BRZ CAP ETF	464286400
IYZ	ISHARES TR	667,355	$21,529	8.8%	$31.16	—	U.S. TELECOM ETF	464287713
—	UNITED STATES STL CORP NEW	685,305	$15,173	6.2%	$17.63	—	COM	912909108
—	BARRICK GOLD CORP	825,191	$13,129	5.4%	$14.34	—	COM	067901108
BVN	COMPANIA DE MINAS BUENAVENTU	1,117,037	$12,846	5.3%	$12.00	—	SPONSORED ADR	204448104
GDXJ	VANECK VECTORS ETF TR	356,988	$11,916	4.9%	$43.58	—	JR GOLD MINERS E	92189F791
GDX	VANECK VECTORS ETF TR	535,191	$11,817	4.8%	$26.16	—	GOLD MINERS ETF	92189F106
SID	COMPANHIA SIDERURGICA NACION	4,901,557	$10,538	4.3%	$2.53	—	SPONSORED ADR	20440W105
—	CONSOL ENERGY INC	658,072	$9,832	4.0%	$16.31	—	COM	20854P109
OKE	ONEOK INC NEW	164,464	$8,578	3.5%	$22.86	+32.6%	COM	682680103
CDE	COEUR MNG INC	869,928	$7,464	3.1%	$13.32	-31.8%	COM NEW	192108504
EMB	ISHARES TR	53,396	$6,106	2.5%	$113.71	—	JP MOR EM MK ETF	464288281
—	INVESCO DYNAMIC CR OPP FD	439,255	$5,275	2.2%	$11.74	—	COM	46132R104
—	MCEWEN MNG INC	1,871,111	$4,921	2.0%	$2.92	—	COM	58039P107
—	BLACKROCK CORPOR HI YLD FD I	395,744	$4,337	1.8%	$10.75	—	COM	09255P107
STWD	STARWOOD PPTY TR INC	118,846	$2,661	1.1%	$29.84	—	COM	85571B105
SLF	SUN LIFE FINL INC	73,437	$2,625	1.1%	$34.49	0.0%	COM	866796105
RWT	REDWOOD TR INC	134,693	$2,295	0.9%	$14.71	—	COM	758075402
—	PRUDENTIAL SHT DURATION HG Y	91,217	$1,393	0.6%	$15.42	—	COM	74442F107
EDIV	SPDR INDEX SHS FDS	38,997	$1,164	0.5%	$29.40	—	S&P EM MKT DIV	78463X533
—	ANNALY CAP MGMT INC	87,984	$1,060	0.4%	$10.11	—	COM	035710409
—	PUTNAM PREMIER INCOME TR	142,909	$776	0.3%	$5.43	—	SH BEN INT	746853100
KGC	KINROSS GOLD CORP	38,931	$158	0.1%	$4.77	-16.6%	COM NO PAR	496902404
—	YAMANA GOLD INC	61,669	$150	0.1%	$5.16	—	COM	98462Y100
—	SIBANYE GOLD LTD	21,328	$99	0.0%	$15.17	—	SPONSORED ADR	825724206