Arlington Capital Management INC Quant / Systematic

Location: Arlington Heights, IL

CIK: 0001606507 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 1, 2022

Total Value: $40.67M (100.0% shares, 0.0% debt)

Holdings (16)

CCOR LISTED FD TR 20.3%

Value $8.259M Shares 278,044 Share Price $29.70 Est. Cost/Share $31.12 Unrealized @ Report Date -4.6%

BTAL AGF INVTS TR 10.5%

Value $4.252M Shares 209,143 Share Price $20.33 Est. Cost/Share $19.91 Unrealized @ Report Date +2.1%

CTA SIMPLIFY EXCHANGE TRADED FUN 10.2%

Value $4.155M Shares 141,651 Share Price $29.33 Est. Cost/Share $29.03 Unrealized @ Report Date +1.0%

EFZ PROSHARES TR 9.8%

Value $3.987M Shares 168,423 Share Price $23.67 Est. Cost/Share $23.67 Unrealized @ Report Date —

— PROSHARES TR 9.7%

Value $3.944M Shares 232,523 Share Price $16.96 Est. Cost/Share $16.96 Unrealized @ Report Date —

— PROSHARES TR 9.6%

Value $3.916M Shares 191,973 Share Price $20.40 Est. Cost/Share $20.40 Unrealized @ Report Date —

— DIREXION SHS ETF TR 9.4%

Value $3.808M Shares 173,384 Share Price $21.96 Est. Cost/Share $21.96 Unrealized @ Report Date —

— BARCLAYS BANK PLC 7.4%

Value $3.003M Shares 99,951 Share Price $30.04 Est. Cost/Share $30.04 Unrealized @ Report Date —

KMLM KRANESHARES TR 5.2%

Value $2.122M Shares 55,314 Share Price $38.36 Est. Cost/Share $35.73 Unrealized @ Report Date +7.4%

— PROSHARES TR II 4.2%

Value $1.719M Shares 100,542 Share Price $17.10 Est. Cost/Share $17.10 Unrealized @ Report Date —

VRIG INVESCO ACTIVELY MANAGED ETF 1.9%

Value $756K Shares 30,708 Share Price $24.62 Est. Cost/Share $24.75 Unrealized @ Report Date -0.5%

TBJL INNOVATOR ETFS TR 1.2%

Value $474K Shares 24,241 Share Price $19.55 Est. Cost/Share $23.68 Unrealized @ Report Date -17.5%

ABBV ABBVIE INC 0.6%

Value $251K Shares 1,868 Share Price $134.37 * Est. Cost/Share $127.12 Unrealized @ Report Date -6.4%

TRX TRX GOLD CORPORATION 0.0%

Value $12,000 Shares 30,000 Share Price $0.40 Est. Cost/Share $0.44 Unrealized @ Report Date -11.0%

GLDG GOLDMINING INC 0.0%

Value $8,000 Shares 10,000 Share Price $0.80 Est. Cost/Share $0.92 Unrealized @ Report Date -9.6%

NAK NORTHERN DYNASTY MINERALS LT 0.0%

Value $4,000 Shares 18,300 Share Price $0.22 Est. Cost/Share $0.28 Unrealized @ Report Date -15.7%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
CCOR	LISTED FD TR	278,044	$8.259M	20.3%	$29.70	$31.12	-4.6%	CORE ALT FD	53656F847
BTAL	AGF INVTS TR	209,143	$4.252M	10.5%	$20.33	$19.91	+2.1%	AGFIQ US MK ANTI	00110G408
CTA	SIMPLIFY EXCHANGE TRADED FUN	141,651	$4.155M	10.2%	$29.33	$29.03	+1.0%	MANAGED FUTURES	82889N699
EFZ	PROSHARES TR	168,423	$3.987M	9.8%	$23.67	$23.67	—	PSHS SH MSCI EAF	74347R370
—	PROSHARES TR	232,523	$3.944M	9.7%	$16.96	$16.96	—	PSHS SH MSCI EMR	74347R396
—	PROSHARES TR	191,973	$3.916M	9.6%	$20.40	$20.40	—	SHT FTSE CHIN 50	74347X658
—	DIREXION SHS ETF TR	173,384	$3.808M	9.4%	$21.96	$21.96	—	CSI300 CHINA1X	25459Y116
—	BARCLAYS BANK PLC	99,951	$3.003M	7.4%	$30.04	$30.04	—	IPATH B MID TRM	06746P613
KMLM	KRANESHARES TR	55,314	$2.122M	5.2%	$38.36	$35.73	+7.4%	KFA MOUNT LUCAS	500767652
—	PROSHARES TR II	100,542	$1.719M	4.2%	$17.10	$17.10	—	VIX SH TRM FUTRS	74347Y854
VRIG	INVESCO ACTIVELY MANAGED ETF	30,708	$756K	1.9%	$24.62	$24.75	-0.5%	VAR RATE INVT	46090A879
TBJL	INNOVATOR ETFS TR	24,241	$474K	1.2%	$19.55	$23.68	-17.5%	INVATR 20 PLS 9	45782C235
ABBV	ABBVIE INC	1,868	$251K	0.6%	$134.37 *	$127.12	-6.4%	COM	00287Y109
TRX	TRX GOLD CORPORATION	30,000	$12,000	0.0%	$0.40	$0.44	-11.0%	COM	87283P109
GLDG	GOLDMINING INC	10,000	$8,000	0.0%	$0.80	$0.92	-9.6%	COM	38149E101
NAK	NORTHERN DYNASTY MINERALS LT	18,300	$4,000	0.0%	$0.22	$0.28	-15.7%	COM NEW	66510M204