Arlington Capital Management, Inc. Quant / Systematic

CIK: 0001606507 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 13, 2017

Total Value ($000): $192,222 (100.0% shares, 0.0% debt)

Holdings (21)

SLX VANECK VECTORS ETF TR 18.5%

Value ($000) $35,604 Shares 843,706 Est. Cost $31.57 Unrealized —

GDX VANECK VECTORS ETF TR 11.0%

Value ($000) $21,184 Shares 922,641 Est. Cost $24.81 Unrealized —

GDXJ VANECK VECTORS ETF TR 10.7%

Value ($000) $20,632 Shares 614,216 Est. Cost $39.40 Unrealized —

EWZ ISHARES INC 10.6%

Value ($000) $20,409 Shares 489,546 Est. Cost $30.78 Unrealized —

— UNITED STATES STL CORP NEW 8.9%

Value ($000) $17,086 Shares 665,862 Est. Cost $17.63 Unrealized —

XME SPDR SERIES TRUST 8.5%

Value ($000) $16,323 Shares 507,240 Est. Cost $24.97 Unrealized —

SID COMPANHIA SIDERURGICA NACION 7.5%

Value ($000) $14,442 Shares 4,879,168 Est. Cost $2.53 Unrealized —

BVN COMPANIA DE MINAS BUENAVENTU 7.4%

Value ($000) $14,256 Shares 1,114,614 Est. Cost $12.00 Unrealized —

CDE COEUR MNG INC 4.2%

Value ($000) $7,978 Shares 868,095 Est. Cost $13.32 Unrealized -36.2%

— INVESCO DYNAMIC CR OPP FD 2.6%

Value ($000) $5,086 Shares 426,716 Est. Cost $11.74 Unrealized —

EMB ISHARES TR 2.4%

Value ($000) $4,545 Shares 39,042 Est. Cost $113.71 Unrealized —

— BLACKROCK CORPOR HI YLD FD I 2.3%

Value ($000) $4,335 Shares 383,666 Est. Cost $10.75 Unrealized —

SLF SUN LIFE FINL INC 1.5%

Value ($000) $2,841 Shares 71,356 Est. Cost $34.49 Unrealized +10.6%

STWD STARWOOD PPTY TR INC 1.3%

Value ($000) $2,541 Shares 117,009 Est. Cost $29.84 Unrealized —

RWT REDWOOD TR INC 1.1%

Value ($000) $2,181 Shares 133,877 Est. Cost $14.71 Unrealized —

— PRUDENTIAL SHT DURATION HG Y 0.5%

Value ($000) $1,024 Shares 67,075 Est. Cost $15.42 Unrealized —

— PUTNAM PREMIER INCOME TR 0.5%

Value ($000) $987 Shares 185,607 Est. Cost $5.40 Unrealized —

EDIV SPDR INDEX SHS FDS 0.2%

Value ($000) $345 Shares 11,325 Est. Cost $29.40 Unrealized —

KGC KINROSS GOLD CORP 0.1%

Value ($000) $165 Shares 38,931 Est. Cost $4.77 Unrealized -10.4%

— YAMANA GOLD INC 0.1%

Value ($000) $163 Shares 61,669 Est. Cost $5.16 Unrealized —

— SIBANYE STILLWATER 0.0%

Value ($000) $95 Shares 21,328 Est. Cost $15.17 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SLX	VANECK VECTORS ETF TR	843,706	$35,604	18.5%	$31.57	—	STEEL ETF	92189F205
GDX	VANECK VECTORS ETF TR	922,641	$21,184	11.0%	$24.81	—	GOLD MINERS ETF	92189F106
GDXJ	VANECK VECTORS ETF TR	614,216	$20,632	10.7%	$39.40	—	JR GOLD MINERS E	92189F791
EWZ	ISHARES INC	489,546	$20,409	10.6%	$30.78	—	MSCI BRZ CAP ETF	464286400
—	UNITED STATES STL CORP NEW	665,862	$17,086	8.9%	$17.63	—	COM	912909108
XME	SPDR SERIES TRUST	507,240	$16,323	8.5%	$24.97	—	S&P METALS MNG	78464A755
SID	COMPANHIA SIDERURGICA NACION	4,879,168	$14,442	7.5%	$2.53	—	SPONSORED ADR	20440W105
BVN	COMPANIA DE MINAS BUENAVENTU	1,114,614	$14,256	7.4%	$12.00	—	SPONSORED ADR	204448104
CDE	COEUR MNG INC	868,095	$7,978	4.2%	$13.32	-36.2%	COM NEW	192108504
—	INVESCO DYNAMIC CR OPP FD	426,716	$5,086	2.6%	$11.74	—	COM	46132R104
EMB	ISHARES TR	39,042	$4,545	2.4%	$113.71	—	JPMORGAN USD EMG	464288281
—	BLACKROCK CORPOR HI YLD FD I	383,666	$4,335	2.3%	$10.75	—	COM	09255P107
SLF	SUN LIFE FINL INC	71,356	$2,841	1.5%	$34.49	+10.6%	COM	866796105
STWD	STARWOOD PPTY TR INC	117,009	$2,541	1.3%	$29.84	—	COM	85571B105
RWT	REDWOOD TR INC	133,877	$2,181	1.1%	$14.71	—	COM	758075402
—	PRUDENTIAL SHT DURATION HG Y	67,075	$1,024	0.5%	$15.42	—	COM	74442F107
—	PUTNAM PREMIER INCOME TR	185,607	$987	0.5%	$5.40	—	SH BEN INT	746853100
EDIV	SPDR INDEX SHS FDS	11,325	$345	0.2%	$29.40	—	S&P EM MKT DIV	78463X533
KGC	KINROSS GOLD CORP	38,931	$165	0.1%	$4.77	-10.4%	COM NO PAR	496902404
—	YAMANA GOLD INC	61,669	$163	0.1%	$5.16	—	COM	98462Y100
—	SIBANYE STILLWATER	21,328	$95	0.0%	$15.17	—	SPONSORED ADR	825724206