Price Capital Management, Inc. Quant / Systematic

CIK: 0001633624 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 10, 2019

Total Value ($000): $358,109 (100.0% shares, 0.0% debt)

Holdings (26)

PHIYX PIMCO High Yield Fund 21.7%

Value ($000) $77,791 Shares 885,979 Est. Cost $87.80 Unrealized —

BHYIX BlackRock High Yield Bond Portfolio 21.3%

Value ($000) $76,199 Shares 10,092,574 Est. Cost $7.55 Unrealized —

PFF RECV ISHARES TR PFD INC 18.5%

Value ($000) $66,259 Shares 1,812,824 Est. Cost $36.55 Unrealized —

XLU Utilities Select Sector SPDR ETF 17.7%

Value ($000) $63,442 Shares 1,090,637 Est. Cost $58.17 Unrealized —

— SPDR Blmbg Barclays High Yield Bd ETF 4.7%

Value ($000) $16,911 Shares 470,144 Est. Cost $35.97 Unrealized —

HYG iShares iBoxx High Yield Corp Bd ETF 4.7%

Value ($000) $16,911 Shares 195,565 Est. Cost $86.47 Unrealized —

GLD RECV SPDR GOLD TR GOLD SH 2.5%

Value ($000) $8,781 Shares 71,967 Est. Cost $122.01 Unrealized —

MA MASTERCARD INCA 1.5%

Value ($000) $5,244 Shares 22,273 Est. Cost $207.20 Unrealized 0.0%

Value ($000) $5,172 Shares 33,115 Est. Cost $137.38 Unrealized 0.0%

— Discover Financial Services 1.4%

Value ($000) $4,960 Shares 69,704 Est. Cost $71.16 Unrealized —

AXP American Express 1.3%

Value ($000) $4,540 Shares 45,193 Est. Cost $95.83 Unrealized 0.0%

FPE RECV FIRST TR EXCHANGE TR 0.8%

Value ($000) $2,848 Shares 149,400 Est. Cost $19.06 Unrealized —

MBB iShares MBS ETF 0.4%

Value ($000) $1,595 Shares 15,000 Est. Cost $104.65 Unrealized —

IOFIX AlphaCentric Income Opportunities Fund 0.4%

Value ($000) $1,371 Shares 111,500 Est. Cost $12.30 Unrealized —

— RECV ADVSHRS NEWFLEET MUL 0.4%

Value ($000) $1,345 Shares 28,000 Est. Cost $48.04 Unrealized —

— RECV VANECK VECT HIGH YLD 0.4%

Value ($000) $1,255 Shares 20,000 Est. Cost $62.75 Unrealized —

HRSTX Rational Hedged Return Fund 0.2%

Value ($000) $815 Shares 147,330 Est. Cost $5.53 Unrealized —

— RECV PROSHARES TR II SHT 0.2%

Value ($000) $792 Shares 15,000 Est. Cost $52.80 Unrealized —

— AgeX Therapeutics 0.1%

Value ($000) $461 Shares 113,973 Est. Cost $3.40 Unrealized —

— BioTime INC 0.1%

Value ($000) $430 Shares 328,202 Est. Cost $1.31 Unrealized —

QLTA RECV ISHARES TRUST AAA 0.1%

Value ($000) $183 Shares 3,500 Est. Cost $52.29 Unrealized —

CORP RECV PIMCO ETF TR INVT GR 0.1%

Value ($000) $182 Shares 1,750 Est. Cost $104.00 Unrealized —

BOND RECV PIMCO ETF TR ACTIVE 0.0%

Value ($000) $179 Shares 1,700 Est. Cost $105.29 Unrealized —

IFLN RECV INVESCO TR II FNDMNT 0.0%

Value ($000) $177 Shares 9,500 Est. Cost $18.63 Unrealized —

RIGS RECV ALPS RIVERFRONT STR 0.0%

Value ($000) $172 Shares 7,000 Est. Cost $24.57 Unrealized —

DIAL RECV COLUMBIA ETF TR I DI 0.0%

Value ($000) $94 Shares 4,700 Est. Cost $20.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
PHIYX	PIMCO High Yield Fund	885,979	$77,791	21.7%	$87.80	—	FUND	693390841
BHYIX	BlackRock High Yield Bond Portfolio	10,092,574	$76,199	21.3%	$7.55	—	FUND	09260B630
PFF	RECV ISHARES TR PFD INC	1,812,824	$66,259	18.5%	$36.55	—	ETF	464288687
XLU	Utilities Select Sector SPDR ETF	1,090,637	$63,442	17.7%	$58.17	—	ETF	81369Y886
—	SPDR Blmbg Barclays High Yield Bd ETF	470,144	$16,911	4.7%	$35.97	—	ETF	78464A417
HYG	iShares iBoxx High Yield Corp Bd ETF	195,565	$16,911	4.7%	$86.47	—	ETF	464288513
GLD	RECV SPDR GOLD TR GOLD SH	71,967	$8,781	2.5%	$122.01	—	ETF	78463V107
MA	MASTERCARD INCA	22,273	$5,244	1.5%	$207.20	0.0%	COM	57636Q104
V	Visa	33,115	$5,172	1.4%	$137.38	0.0%	COM	92826C839
—	Discover Financial Services	69,704	$4,960	1.4%	$71.16	—	COM	254709108
AXP	American Express	45,193	$4,540	1.3%	$95.83	0.0%	COM	025816109
FPE	RECV FIRST TR EXCHANGE TR	149,400	$2,848	0.8%	$19.06	—	ETF	33739E108
MBB	iShares MBS ETF	15,000	$1,595	0.4%	$104.65	—	ETF	464288588
IOFIX	AlphaCentric Income Opportunities Fund	111,500	$1,371	0.4%	$12.30	—	FUND	62827M144
—	RECV ADVSHRS NEWFLEET MUL	28,000	$1,345	0.4%	$48.04	—	ETF	00768Y727
—	RECV VANECK VECT HIGH YLD	20,000	$1,255	0.4%	$62.75	—	FUND	92189F361
HRSTX	Rational Hedged Return Fund	147,330	$815	0.2%	$5.53	—	FUND	628255705
—	RECV PROSHARES TR II SHT	15,000	$792	0.2%	$52.80	—	ETF	74347M130
—	AgeX Therapeutics	113,973	$461	0.1%	$3.40	—	COM	00848H108
—	BioTime INC	328,202	$430	0.1%	$1.31	—	COM	09066L105
QLTA	RECV ISHARES TRUST AAA	3,500	$183	0.1%	$52.29	—	ETF	46429B291
CORP	RECV PIMCO ETF TR INVT GR	1,750	$182	0.1%	$104.00	—	ETF	72201R817
BOND	RECV PIMCO ETF TR ACTIVE	1,700	$179	0.0%	$105.29	—	FUND	72201R775
IFLN	RECV INVESCO TR II FNDMNT	9,500	$177	0.0%	$18.63	—	ETF	46138E719
RIGS	RECV ALPS RIVERFRONT STR	7,000	$172	0.0%	$24.57	—	FUND	00162Q783
DIAL	RECV COLUMBIA ETF TR I DI	4,700	$94	0.0%	$20.00	—	ETF	19761L508