Price Capital Management, Inc. Quant / Systematic

CIK: 0001633624 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 6, 2018

Total Value ($000): $289,967 (100.0% shares, 0.0% debt)

Holdings (154)

NPSRX Nuveen Preferred Securities Fund 12.6%
Value ($000) $36,432 Shares 2,058,318 Est. Cost $17.70 Unrealized
MA Mastercard Inc 1.7%
Value ($000) $5,032 Shares 33,246 Est. Cost $142.19 Unrealized 0.0%
Santander Consumer USA Holdings 1.3%
Value ($000) $3,865 Shares 207,510 Est. Cost $18.63 Unrealized
SCHD Schwab US Dividend Equity ETF 1.3%
Value ($000) $3,732 Shares 72,936 Est. Cost $51.17 Unrealized
XME SPDR SP Metals & Mining ETF 1.3%
Value ($000) $3,725 Shares 102,410 Est. Cost $36.37 Unrealized
QUAL iShares Edge MSCI USA Quality Factor ETF 1.3%
Value ($000) $3,691 Shares 44,528 Est. Cost $82.89 Unrealized
VIG Vanguard ETF Dividend Appreciation Index 1.2%
Value ($000) $3,574 Shares 35,035 Est. Cost $102.01 Unrealized
MTUM iShares ETF MSCI USA Momentum Factor 1.2%
Value ($000) $3,541 Shares 34,332 Est. Cost $103.14 Unrealized
CAT CATERPILLAR ORD 1.2%
Value ($000) $3,535 Shares 22,430 Est. Cost $116.31 Unrealized 0.0%
Invesco Mortgage Capital 1.2%
Value ($000) $3,530 Shares 197,966 Est. Cost $17.83 Unrealized
IWP iShares ETF Russell MidCap Growth 1.2%
Value ($000) $3,525 Shares 29,220 Est. Cost $120.64 Unrealized
XLY Consumer Discretionary Select Sector SPDR Fund 1.2%
Value ($000) $3,525 Shares 35,713 Est. Cost $98.70 Unrealized
ISHARES USA MIN VOLA 1.2%
Value ($000) $3,477 Shares 65,865 Est. Cost $52.79 Unrealized
FREEPORT MCMORAN INC 1.2%
Value ($000) $3,449 Shares 181,922 Est. Cost $18.96 Unrealized
SCHW SCWAB CORP 1.2%
Value ($000) $3,435 Shares 66,873 Est. Cost $42.12 Unrealized 0.0%
BXMT RECV BLACKSTONE MTG 1.2%
Value ($000) $3,415 Shares 106,131 Est. Cost $32.18 Unrealized
XLF SPDR ETF Financial Select Sector 1.2%
Value ($000) $3,401 Shares 121,867 Est. Cost $27.91 Unrealized
TECK TECK RESOURCES LIMITED 1.2%
Value ($000) $3,399 Shares 129,913 Est. Cost $22.79 Unrealized 0.0%
PAYX Paychex 1.2%
Value ($000) $3,373 Shares 49,539 Est. Cost $51.63 Unrealized 0.0%
IVE iShares ETF SP 500 Value 1.2%
Value ($000) $3,368 Shares 29,484 Est. Cost $114.23 Unrealized
On Assignment 1.2%
Value ($000) $3,368 Shares 52,402 Est. Cost $64.27 Unrealized
VTV Vanguard ETF Value Index Fund 1.2%
Value ($000) $3,360 Shares 31,605 Est. Cost $106.31 Unrealized
BHP BILLITON LTD-SPON ADR 1.2%
Value ($000) $3,347 Shares 72,786 Est. Cost $45.98 Unrealized
KBE SPDR ETF SP Bank 1.2%
Value ($000) $3,347 Shares 70,707 Est. Cost $47.34 Unrealized
KRE SPDR ETF SP Regional Banking 1.1%
Value ($000) $3,327 Shares 56,537 Est. Cost $56.76 Unrealized
RHI Robert Half International 1.1%
Value ($000) $3,326 Shares 59,876 Est. Cost $53.20 Unrealized 0.0%
VALE SA 1.1%
Value ($000) $3,310 Shares 270,661 Est. Cost $12.23 Unrealized
DE DEERE ORD 1.1%
Value ($000) $3,302 Shares 21,100 Est. Cost $123.74 Unrealized 0.0%
V VISA INC 1.1%
Value ($000) $3,281 Shares 28,779 Est. Cost $104.38 Unrealized 0.0%
TEX TEREX ORD 1.1%
Value ($000) $3,254 Shares 67,480 Est. Cost $46.05 Unrealized 0.0%
IYT iShares ETF Transportation Average 1.1%
Value ($000) $3,240 Shares 16,910 Est. Cost $191.60 Unrealized
MAN Manpower 1.1%
Value ($000) $3,237 Shares 25,671 Est. Cost $124.93 Unrealized 0.0%
AXP AMERICAN EXPRESS CO 1.1%
Value ($000) $3,194 Shares 32,157 Est. Cost $85.24 Unrealized 0.0%
KFY KornFerry International 1.1%
Value ($000) $3,190 Shares 77,088 Est. Cost $36.98 Unrealized 0.0%
XLP Consumer Staples SPDR 1.1%
Value ($000) $3,163 Shares 55,604 Est. Cost $56.88 Unrealized
AGCO AGCO CORP 1.1%
Value ($000) $3,126 Shares 43,760 Est. Cost $58.20 Unrealized 0.0%
NOC Northrop Grumman Corporation 1.0%
Value ($000) $2,827 Shares 9,210 Est. Cost $263.02 Unrealized 0.0%
LMT Lockheed Martin Corporation 0.9%
Value ($000) $2,746 Shares 8,552 Est. Cost $253.57 Unrealized 0.0%
HII Huntington Ingalls Industries 0.9%
Value ($000) $2,736 Shares 11,610 Est. Cost $199.61 Unrealized 0.0%
Raytheon Company 0.9%
Value ($000) $2,663 Shares 14,174 Est. Cost $187.88 Unrealized
BA Boeing Co/The 0.8%
Value ($000) $2,443 Shares 10,742 Est. Cost $257.40 Unrealized 0.0%
ACN ACCENTURE PLC 0.8%
Value ($000) $2,355 Shares 15,384 Est. Cost $128.56 Unrealized 0.0%
BLDR BUILDERS FIRSTSOURCE INC 0.7%
Value ($000) $2,017 Shares 92,575 Est. Cost $18.96 Unrealized 0.0%
ODFL OLD DOMINION FREIGHT LINE 0.7%
Value ($000) $1,924 Shares 14,628 Est. Cost $38.79 Unrealized 0.0%
KBH KB Home 0.7%
Value ($000) $1,913 Shares 59,872 Est. Cost $25.81 Unrealized 0.0%
LEN Lennar 0.7%
Value ($000) $1,911 Shares 30,321 Est. Cost $52.05 Unrealized 0.0%
ATHM AUTOHOME INC 0.7%
Value ($000) $1,911 Shares 29,549 Est. Cost $64.67 Unrealized
BC BRUNSWICK CORP 0.7%
Value ($000) $1,885 Shares 34,140 Est. Cost $46.92 Unrealized 0.0%
DHI DR Horton 0.6%
Value ($000) $1,871 Shares 36,636 Est. Cost $42.59 Unrealized 0.0%
NVDA NVIDIA Corp 0.6%
Value ($000) $1,871 Shares 9,669 Est. Cost $4.91 Unrealized 0.0%
AAPL Apple Inc 0.6%
Value ($000) $1,858 Shares 10,977 Est. Cost $39.08 Unrealized 0.0%
PRI PRIMERICA INC 0.6%
Value ($000) $1,850 Shares 18,215 Est. Cost $95.28 Unrealized 0.0%
IBKR Interactive Brokers Group 0.6%
Value ($000) $1,812 Shares 30,604 Est. Cost $12.95 Unrealized 0.0%
PHM PulteGroup 0.6%
Value ($000) $1,781 Shares 53,570 Est. Cost $28.36 Unrealized 0.0%
TDY TELEDYNE TECHNOLOGIES INC 0.6%
Value ($000) $1,778 Shares 9,816 Est. Cost $175.68 Unrealized 0.0%
TOL Toll Brothers 0.6%
Value ($000) $1,776 Shares 36,987 Est. Cost $46.01 Unrealized 0.0%
NVR NVR 0.6%
Value ($000) $1,775 Shares 506 Est. Cost $3254.55 Unrealized 0.0%
IBM INTL BUSINESS MACHINES CORP 0.6%
Value ($000) $1,770 Shares 11,538 Est. Cost $102.11 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 0.6%
Value ($000) $1,766 Shares 12,640 Est. Cost $110.98 Unrealized 0.0%
ALTRIA GROUP INC 0.6%
Value ($000) $1,765 Shares 24,704 Est. Cost $71.45 Unrealized
BLUEBIRD BIO INC 0.6%
Value ($000) $1,764 Shares 9,906 Est. Cost $178.07 Unrealized
WABCO HOLDINGS INC 0.6%
Value ($000) $1,759 Shares 12,260 Est. Cost $143.47 Unrealized
TER TERADYNE INC 0.6%
Value ($000) $1,758 Shares 41,979 Est. Cost $39.50 Unrealized 0.0%
EXPRESS SCRIPTS HOLDING CO 0.6%
Value ($000) $1,758 Shares 23,553 Est. Cost $74.64 Unrealized
MTH Meritage Homes 0.6%
Value ($000) $1,758 Shares 34,327 Est. Cost $24.78 Unrealized 0.0%
NOW SERVICENOW INC 0.6%
Value ($000) $1,749 Shares 13,410 Est. Cost $24.86 Unrealized 0.0%
ASPEN TECHNOLOGY INC 0.6%
Value ($000) $1,742 Shares 26,313 Est. Cost $66.20 Unrealized
TMHC Taylor Morrison Home 0.6%
Value ($000) $1,730 Shares 70,718 Est. Cost $23.40 Unrealized 0.0%
3M CO 0.6%
Value ($000) $1,720 Shares 7,307 Est. Cost $235.39 Unrealized
TPH TRI Pointe Homes 0.6%
Value ($000) $1,698 Shares 94,731 Est. Cost $16.85 Unrealized 0.0%
MDC Holdings 0.6%
Value ($000) $1,686 Shares 52,896 Est. Cost $31.87 Unrealized
UNH UnitedHealth Group Inc 0.6%
Value ($000) $1,678 Shares 7,612 Est. Cost $186.06 Unrealized 0.0%
OLED UNIVERSAL DISPLAY CORP 0.6%
Value ($000) $1,662 Shares 9,626 Est. Cost $151.14 Unrealized 0.0%
TTWO TAKE-TWO INTERACTIVE SOFTWRE 0.6%
Value ($000) $1,652 Shares 15,055 Est. Cost $109.19 Unrealized 0.0%
MOH MOLINA HEALTHCARE INC 0.6%
Value ($000) $1,635 Shares 21,323 Est. Cost $72.18 Unrealized 0.0%
SF Stifel Financial 0.6%
Value ($000) $1,625 Shares 27,288 Est. Cost $32.59 Unrealized 0.0%
ILMN ILLUMINA INC 0.6%
Value ($000) $1,612 Shares 7,380 Est. Cost $205.77 Unrealized 0.0%
AETNA INC 0.6%
Value ($000) $1,602 Shares 8,878 Est. Cost $180.45 Unrealized
CNC CENTENE CORP 0.5%
Value ($000) $1,587 Shares 15,736 Est. Cost $48.44 Unrealized 0.0%
ABIOMED INC 0.5%
Value ($000) $1,582 Shares 8,444 Est. Cost $187.35 Unrealized
MKTX Marketaxess Hldgs 0.5%
Value ($000) $1,577 Shares 7,816 Est. Cost $174.10 Unrealized 0.0%
LPLA LPL Financial Holdings 0.5%
Value ($000) $1,577 Shares 27,599 Est. Cost $52.62 Unrealized 0.0%
CPRT COPART INC 0.5%
Value ($000) $1,572 Shares 36,393 Est. Cost $9.73 Unrealized 0.0%
CIGNA CORP 0.5%
Value ($000) $1,565 Shares 7,707 Est. Cost $203.06 Unrealized
MAGELLAN HEALTH INC 0.5%
Value ($000) $1,559 Shares 16,152 Est. Cost $96.52 Unrealized
HUM HUMANA INC 0.5%
Value ($000) $1,551 Shares 6,253 Est. Cost $230.51 Unrealized 0.0%
PII POLARIS INDUSTRIES INC 0.5%
Value ($000) $1,551 Shares 12,507 Est. Cost $118.67 Unrealized 0.0%
CME CME Group 0.5%
Value ($000) $1,544 Shares 10,570 Est. Cost $105.45 Unrealized 0.0%
MS Morgan Stanley 0.5%
Value ($000) $1,542 Shares 29,395 Est. Cost $39.73 Unrealized 0.0%
WELLCARE HEALTH PLANS INC 0.5%
Value ($000) $1,527 Shares 7,594 Est. Cost $201.08 Unrealized
RJF Raymond James Financial 0.5%
Value ($000) $1,515 Shares 16,961 Est. Cost $50.88 Unrealized 0.0%
TD Ameritrade Holding 0.5%
Value ($000) $1,490 Shares 29,136 Est. Cost $51.14 Unrealized
BGC Partners-A 0.5%
Value ($000) $1,404 Shares 92,923 Est. Cost $15.11 Unrealized
HOLLYFRONTIER CORP 0.4%
Value ($000) $1,191 Shares 23,259 Est. Cost $51.21 Unrealized
CVI CVR ENERGY INC 0.4%
Value ($000) $1,176 Shares 31,580 Est. Cost $16.44 Unrealized 0.0%
MUR MURPHY OIL CORP 0.4%
Value ($000) $1,160 Shares 37,366 Est. Cost $20.74 Unrealized 0.0%
PBF PBF ENERGY INC-CLASS A 0.4%
Value ($000) $1,128 Shares 31,817 Est. Cost $30.91 Unrealized 0.0%
UGP ULTRAPAR PARTICPAC-SPON ADR 0.4%
Value ($000) $1,126 Shares 49,520 Est. Cost $22.74 Unrealized
VLO VALERO ENERGY CORP 0.4%
Value ($000) $1,115 Shares 12,131 Est. Cost $59.68 Unrealized 0.0%
HESS CORP 0.4%
Value ($000) $1,109 Shares 23,362 Est. Cost $47.47 Unrealized
AR ANTERO RESOURCES CORP 0.4%
Value ($000) $1,108 Shares 58,293 Est. Cost $19.18 Unrealized 0.0%
WKC WORLD FUEL SERVICES CORP 0.4%
Value ($000) $1,099 Shares 39,083 Est. Cost $30.16 Unrealized 0.0%
PHILLIPS 66 0.4%
Value ($000) $1,080 Shares 10,675 Est. Cost $101.17 Unrealized
NGL NGL ENERGY PARTNERS LP 0.4%
Value ($000) $1,078 Shares 76,729 Est. Cost $14.05 Unrealized
MUSA MURPHY USA INC 0.4%
Value ($000) $1,054 Shares 13,120 Est. Cost $73.43 Unrealized 0.0%
NDSN NORDSON CORP 0.2%
Value ($000) $688 Shares 4,797 Est. Cost $117.82 Unrealized 0.0%
MIDD MIDDLEBY CORP 0.2%
Value ($000) $675 Shares 5,002 Est. Cost $122.36 Unrealized 0.0%
HUBB HUBBELL INC 0.2%
Value ($000) $671 Shares 4,959 Est. Cost $105.53 Unrealized 0.0%
CMI CUMMINS INC 0.2%
Value ($000) $659 Shares 3,732 Est. Cost $138.21 Unrealized 0.0%
REXNORD CORP 0.2%
Value ($000) $655 Shares 25,164 Est. Cost $26.03 Unrealized
COLFAX CORP 0.2%
Value ($000) $649 Shares 16,379 Est. Cost $39.62 Unrealized
CRANE CO 0.2%
Value ($000) $648 Shares 7,258 Est. Cost $89.28 Unrealized
DOV DOVER CORP 0.2%
Value ($000) $643 Shares 6,371 Est. Cost $68.12 Unrealized 0.0%
ProShares Short VIX ShortTerm Futures ETF 0.2%
Value ($000) $641 Shares 5,000 Est. Cost $128.20 Unrealized
LII LENNOX INTERNATIONAL INC 0.2%
Value ($000) $638 Shares 3,063 Est. Cost $176.78 Unrealized 0.0%
FLS FLOWSERVE CORP 0.2%
Value ($000) $635 Shares 15,081 Est. Cost $35.32 Unrealized 0.0%
GGG GRACO INC 0.2%
Value ($000) $627 Shares 13,875 Est. Cost $39.05 Unrealized 0.0%
ITW ILLINOIS TOOL WORKS 0.2%
Value ($000) $624 Shares 3,739 Est. Cost $130.85 Unrealized 0.0%
GNRC GENERAC HOLDINGS INC 0.2%
Value ($000) $618 Shares 12,474 Est. Cost $49.67 Unrealized 0.0%
PENTAIR PLC 0.2%
Value ($000) $615 Shares 8,703 Est. Cost $70.67 Unrealized
HON HONEYWELL INTERNATIONAL INC 0.2%
Value ($000) $613 Shares 3,998 Est. Cost $113.37 Unrealized 0.0%
IEX IDEX CORP 0.2%
Value ($000) $607 Shares 4,597 Est. Cost $116.63 Unrealized 0.0%
ROP ROPER TECHNOLOGIES INC 0.2%
Value ($000) $598 Shares 2,308 Est. Cost $244.69 Unrealized 0.0%
DANAHER CORP 0.2%
Value ($000) $594 Shares 6,395 Est. Cost $92.89 Unrealized
MKSI MKS INSTRUMENTS INC 0.2%
Value ($000) $551 Shares 5,830 Est. Cost $93.43 Unrealized 0.0%
TDC RECV TERADATA 0.1%
Value ($000) $242 Shares 6,300 Est. Cost $35.75 Unrealized 0.0%
RECV ARISTA NETWORKS 0.1%
Value ($000) $236 Shares 1,000 Est. Cost $236.00 Unrealized
CDW CDW 0.1%
Value ($000) $236 Shares 3,400 Est. Cost $62.44 Unrealized 0.0%
IWM iShares Russell 2000 ETF 0.1%
Value ($000) $229 Shares 1,500 Est. Cost $152.67 Unrealized
HPQ RECV HP 0.1%
Value ($000) $210 Shares 10,000 Est. Cost $16.24 Unrealized 0.0%
XHB RECV STATE SPDR S&P HOME 0.1%
Value ($000) $177 Shares 4,000 Est. Cost $44.25 Unrealized
MDY SPDR SP MIDCAP 400 0.1%
Value ($000) $172 Shares 500 Est. Cost $344.00 Unrealized
XLK RECV STATE TECH SELECT 0.1%
Value ($000) $166 Shares 2,600 Est. Cost $63.85 Unrealized
EWC RECV ISHARES ETF MSCI CAN 0.1%
Value ($000) $166 Shares 5,600 Est. Cost $29.64 Unrealized
XLU RECV STATE UTILITES SELEC 0.1%
Value ($000) $158 Shares 3,000 Est. Cost $52.67 Unrealized
IYK iShares US Consumer Goods ETF 0.1%
Value ($000) $152 Shares 1,200 Est. Cost $126.67 Unrealized
Powershares Dynamic Leisure & Entertainment 0.1%
Value ($000) $146 Shares 3,300 Est. Cost $44.24 Unrealized
CHTR Charter Communications Inc 0.0%
Value ($000) $101 Shares 300 Est. Cost $339.74 Unrealized 0.0%
JPM JPMorgan Chase Co 0.0%
Value ($000) $96 Shares 900 Est. Cost $81.33 Unrealized 0.0%
HD Home Depot Inc 0.0%
Value ($000) $95 Shares 500 Est. Cost $141.67 Unrealized 0.0%
MSFT Microsoft Corp 0.0%
Value ($000) $94 Shares 1,100 Est. Cost $75.26 Unrealized 0.0%
BAC Bank of America Corp 0.0%
Value ($000) $94 Shares 3,200 Est. Cost $22.78 Unrealized 0.0%
CMCSA Comcast Corp 0.0%
Value ($000) $92 Shares 2,300 Est. Cost $30.68 Unrealized 0.0%
BYD Boyd Gaming Corp 0.0%
Value ($000) $88 Shares 2,500 Est. Cost $28.48 Unrealized 0.0%
PENN Penn National Gaming Inc 0.0%
Value ($000) $88 Shares 2,800 Est. Cost $26.99 Unrealized 0.0%
MTN Vail Resorts Inc 0.0%
Value ($000) $85 Shares 400 Est. Cost $223.89 Unrealized 0.0%
WYNN Wynn Resorts Ltd 0.0%
Value ($000) $84 Shares 500 Est. Cost $140.96 Unrealized 0.0%
LVS Las Vegas Sands Corp 0.0%
Value ($000) $83 Shares 1,200 Est. Cost $56.22 Unrealized 0.0%
La Quinta Holdings Inc 0.0%
Value ($000) $83 Shares 4,500 Est. Cost $18.44 Unrealized
VAC Marriott Vacations Worldwide Corp 0.0%
Value ($000) $81 Shares 600 Est. Cost $131.94 Unrealized 0.0%
CCL Carnival Corp 0.0%
Value ($000) $80 Shares 1,200 Est. Cost $60.75 Unrealized 0.0%
MGM MGM Resorts International 0.0%
Value ($000) $80 Shares 2,400 Est. Cost $30.79 Unrealized 0.0%
Caesars Entertainment Corp 0.0%
Value ($000) $77 Shares 6,100 Est. Cost $12.62 Unrealized
RCL Royal Caribbean Cruises Ltd. 0.0%
Value ($000) $72 Shares 600 Est. Cost $114.36 Unrealized 0.0%