Arlington Capital Management INC Quant / Systematic

Location: Arlington Heights, IL

CIK: 0001606507 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 13, 2017

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

Holdings (21)

SLX VANECK VECTORS ETF TR 18.5%

Value $35.6M Shares 843,706 Share Price $42.20 Est. Cost/Share $31.08 Unrealized @ Report Date +35.8%

GDX VANECK VECTORS ETF TR 11.0%

Value $21.18M Shares 922,641 Share Price $22.96 Est. Cost/Share $26.12 Unrealized @ Report Date -12.1%

GDXJ VANECK VECTORS ETF TR 10.7%

Value $20.63M Shares 614,216 Share Price $33.59 Est. Cost/Share $41.25 Unrealized @ Report Date -18.6%

EWZ ISHARES INC 10.6%

Value $20.41M Shares 489,546 Share Price $41.69 Est. Cost/Share $28.54 Unrealized @ Report Date +46.1%

— UNITED STATES STL CORP NEW 8.9%

Value $17.09M Shares 665,862 Share Price $25.66 Est. Cost/Share $17.63 Unrealized @ Report Date —

XME SPDR SERIES TRUST 8.5%

Value $16.32M Shares 507,240 Share Price $32.18 Est. Cost/Share $23.31 Unrealized @ Report Date +38.1%

SID COMPANHIA SIDERURGICA NACION 7.5%

Value $14.44M Shares 4,879,168 Share Price $2.96 Est. Cost/Share $2.68 Unrealized @ Report Date +10.3%

BVN COMPANIA DE MINAS BUENAVENTU 7.4%

Value $14.26M Shares 1,114,614 Share Price $12.79 Est. Cost/Share $10.07 Unrealized @ Report Date +27.0%

CDE COEUR MNG INC 4.2%

Value $7.978M Shares 868,095 Share Price $9.19 Est. Cost/Share $13.32 Unrealized @ Report Date -31.0%

— INVESCO DYNAMIC CR OPP FD 2.6%

Value $5.086M Shares 426,716 Share Price $11.92 Est. Cost/Share $11.74 Unrealized @ Report Date —

EMB ISHARES TR 2.4%

Value $4.545M Shares 39,042 Share Price $116.41 Est. Cost/Share $112.59 Unrealized @ Report Date +3.4%

— BLACKROCK CORPOR HI YLD FD I 2.3%

Value $4.335M Shares 383,666 Share Price $11.30 Est. Cost/Share $10.75 Unrealized @ Report Date —

SLF SUN LIFE FINL INC 1.5%

Value $2.841M Shares 71,356 Share Price $39.81 Est. Cost/Share $34.49 Unrealized @ Report Date +15.5%

STWD STARWOOD PPTY TR INC 1.3%

Value $2.541M Shares 117,009 Share Price $21.72 Est. Cost/Share $29.84 Unrealized @ Report Date —

RWT REDWOOD TR INC 1.1%

Value $2.181M Shares 133,877 Share Price $16.29 Est. Cost/Share $14.71 Unrealized @ Report Date —

— PRUDENTIAL SHT DURATION HG Y 0.5%

Value $1.024M Shares 67,075 Share Price $15.27 Est. Cost/Share $15.42 Unrealized @ Report Date —

— PUTNAM PREMIER INCOME TR 0.5%

Value $987K Shares 185,607 Share Price $5.32 Est. Cost/Share $5.40 Unrealized @ Report Date —

EDIV SPDR INDEX SHS FDS 0.2%

Value $345K Shares 11,325 Share Price $30.46 Est. Cost/Share $28.95 Unrealized @ Report Date +5.2%

KGC KINROSS GOLD CORP 0.1%

Value $165K Shares 38,931 Share Price $4.24 Est. Cost/Share $4.77 Unrealized @ Report Date -11.1%

— YAMANA GOLD INC 0.1%

Value $163K Shares 61,669 Share Price $2.64 Est. Cost/Share $5.16 Unrealized @ Report Date —

— SIBANYE STILLWATER 0.0%

Value $95,000 Shares 21,328 Share Price $4.45 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	843,706	$35.6M	18.5%	$42.20	$31.08	+35.8%	STEEL ETF	92189F205
GDX	VANECK VECTORS ETF TR	922,641	$21.18M	11.0%	$22.96	$26.12	-12.1%	GOLD MINERS ETF	92189F106
GDXJ	VANECK VECTORS ETF TR	614,216	$20.63M	10.7%	$33.59	$41.25	-18.6%	JR GOLD MINERS E	92189F791
EWZ	ISHARES INC	489,546	$20.41M	10.6%	$41.69	$28.54	+46.1%	MSCI BRZ CAP ETF	464286400
—	UNITED STATES STL CORP NEW	665,862	$17.09M	8.9%	$25.66	$17.63	—	COM	912909108
XME	SPDR SERIES TRUST	507,240	$16.32M	8.5%	$32.18	$23.31	+38.1%	S&P METALS MNG	78464A755
SID	COMPANHIA SIDERURGICA NACION	4,879,168	$14.44M	7.5%	$2.96	$2.68	+10.3%	SPONSORED ADR	20440W105
BVN	COMPANIA DE MINAS BUENAVENTU	1,114,614	$14.26M	7.4%	$12.79	$10.07	+27.0%	SPONSORED ADR	204448104
CDE	COEUR MNG INC	868,095	$7.978M	4.2%	$9.19	$13.32	-31.0%	COM NEW	192108504
—	INVESCO DYNAMIC CR OPP FD	426,716	$5.086M	2.6%	$11.92	$11.74	—	COM	46132R104
EMB	ISHARES TR	39,042	$4.545M	2.4%	$116.41	$112.59	+3.4%	JPMORGAN USD EMG	464288281
—	BLACKROCK CORPOR HI YLD FD I	383,666	$4.335M	2.3%	$11.30	$10.75	—	COM	09255P107
SLF	SUN LIFE FINL INC	71,356	$2.841M	1.5%	$39.81	$34.49	+15.5%	COM	866796105
STWD	STARWOOD PPTY TR INC	117,009	$2.541M	1.3%	$21.72	$29.84	—	COM	85571B105
RWT	REDWOOD TR INC	133,877	$2.181M	1.1%	$16.29	$14.71	—	COM	758075402
—	PRUDENTIAL SHT DURATION HG Y	67,075	$1.024M	0.5%	$15.27	$15.42	—	COM	74442F107
—	PUTNAM PREMIER INCOME TR	185,607	$987K	0.5%	$5.32	$5.40	—	SH BEN INT	746853100
EDIV	SPDR INDEX SHS FDS	11,325	$345K	0.2%	$30.46	$28.95	+5.2%	S&P EM MKT DIV	78463X533
KGC	KINROSS GOLD CORP	38,931	$165K	0.1%	$4.24	$4.77	-11.1%	COM NO PAR	496902404
—	YAMANA GOLD INC	61,669	$163K	0.1%	$2.64	$5.16	—	COM	98462Y100
—	SIBANYE STILLWATER	21,328	$95,000	0.0%	$4.45	$15.17	—	SPONSORED ADR	825724206