Price Capital Management, Inc. Quant / Systematic

CIK: 0001633624 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Oct 30, 2019

Total Value ($000): $160,005 (100.0% shares, 0.0% debt)

Holdings (88)

PFF ISHARES 18.7%
Value ($000) $29,969 Shares 801,111 Est. Cost $37.41 Unrealized
HYD VanEck Vectors High-Yield Municipal ETF 11.7%
Value ($000) $18,681 Shares 290,077 Est. Cost $64.34 Unrealized
MUB iShares National Municipal Bond ETF 11.2%
Value ($000) $17,987 Shares 157,647 Est. Cost $113.93 Unrealized
DBLLX DOUBLELINE LOW DUR EMG 5.0%
Value ($000) $8,043 Shares 809,527 Est. Cost $9.94 Unrealized
FPE First Trust Prefrd Securities Inc ETF 4.3%
Value ($000) $6,930 Shares 351,138 Est. Cost $19.45 Unrealized
PG PROCTER & GAMBLE 1.6%
Value ($000) $2,580 Shares 20,710 Est. Cost $100.99 Unrealized 0.0%
IOFIX AlphaCentric Income Opp 1.5%
Value ($000) $2,456 Shares 190,991 Est. Cost $12.86 Unrealized
ADVSHRS NEWFLEET MUL 0.8%
Value ($000) $1,359 Shares 28,000 Est. Cost $48.04 Unrealized
MDC Holdings Inc 0.8%
Value ($000) $1,348 Shares 31,896 Est. Cost $42.26 Unrealized
TMHC Taylor Morrison Home Corp 0.8%
Value ($000) $1,320 Shares 52,050 Est. Cost $23.04 Unrealized 0.0%
ETR Entergy Corp 0.8%
Value ($000) $1,314 Shares 11,185 Est. Cost $43.44 Unrealized 0.0%
KBH KB HOME 0.8%
Value ($000) $1,313 Shares 40,377 Est. Cost $25.37 Unrealized 0.0%
JNK SPDR BLOOMBERG BARCLAYS HIGH YIELD BOND ETF 0.8%
Value ($000) $1,304 Shares 12,000 Est. Cost $108.67 Unrealized
SO Southern Co The 0.8%
Value ($000) $1,304 Shares 21,115 Est. Cost $45.27 Unrealized 0.0%
PHM PulteGroup Inc 0.8%
Value ($000) $1,301 Shares 36,174 Est. Cost $31.12 Unrealized 0.0%
MTH MERITAGE HOMES C 0.8%
Value ($000) $1,297 Shares 18,750 Est. Cost $31.22 Unrealized 0.0%
LMT LOCKHEED MARTIN 0.8%
Value ($000) $1,293 Shares 3,333 Est. Cost $316.45 Unrealized 0.0%
VMC Vulcan Materials Co 0.8%
Value ($000) $1,287 Shares 8,629 Est. Cost $133.67 Unrealized 0.0%
CB Chubb Ltd 0.8%
Value ($000) $1,266 Shares 7,883 Est. Cost $139.33 Unrealized 0.0%
KLAC KLA CORP 0.8%
Value ($000) $1,257 Shares 7,934 Est. Cost $129.13 Unrealized 0.0%
LDOS LEIDOS HOLDINGS 0.8%
Value ($000) $1,252 Shares 14,721 Est. Cost $74.65 Unrealized +3.0%
NOC NORTHROP GRUMMAN 0.8%
Value ($000) $1,251 Shares 3,369 Est. Cost $318.69 Unrealized 0.0%
KO Coca-Cola Co/The 0.8%
Value ($000) $1,250 Shares 23,022 Est. Cost $43.96 Unrealized 0.0%
ACGL ARCH CAPITAL GRP 0.8%
Value ($000) $1,243 Shares 29,551 Est. Cost $37.49 Unrealized 0.0%
MSEX MIDDLESEX WATER 0.8%
Value ($000) $1,237 Shares 19,009 Est. Cost $60.87 Unrealized 0.0%
NEE NEXTERA ENERGY 0.8%
Value ($000) $1,235 Shares 5,342 Est. Cost $46.25 Unrealized 0.0%
AEP AMERICAN ELECTRI 0.8%
Value ($000) $1,223 Shares 12,987 Est. Cost $72.44 Unrealized 0.0%
THG HANOVER INSURANCE GROUP INC 0.8%
Value ($000) $1,222 Shares 9,084 Est. Cost $110.97 Unrealized 0.0%
AVA Avista Corp 0.8%
Value ($000) $1,222 Shares 26,153 Est. Cost $34.88 Unrealized 0.0%
CMS CMS ENERGY CORP 0.8%
Value ($000) $1,222 Shares 19,098 Est. Cost $50.31 Unrealized 0.0%
CINF CINCINNATI FIN 0.8%
Value ($000) $1,222 Shares 10,553 Est. Cost $93.15 Unrealized 0.0%
XEL XCEL ENERGY INC 0.8%
Value ($000) $1,221 Shares 18,687 Est. Cost $51.21 Unrealized 0.0%
LNT ALLIANT ENERGY 0.8%
Value ($000) $1,220 Shares 22,590 Est. Cost $42.08 Unrealized 0.0%
ATO ATMOS ENERGY 0.8%
Value ($000) $1,220 Shares 10,699 Est. Cost $93.46 Unrealized 0.0%
NWE NORTHWESTERN COR 0.8%
Value ($000) $1,220 Shares 16,227 Est. Cost $54.27 Unrealized 0.0%
MLM MARTIN MAR MTLS 0.8%
Value ($000) $1,211 Shares 4,472 Est. Cost $236.37 Unrealized 0.0%
DUK DUKE ENERGY CORP 0.8%
Value ($000) $1,211 Shares 12,585 Est. Cost $70.54 Unrealized 0.0%
MAA MID-AMERICA APAR 0.8%
Value ($000) $1,211 Shares 9,289 Est. Cost $100.20 Unrealized 0.0%
WU WESTERN UNION CO 0.8%
Value ($000) $1,209 Shares 52,437 Est. Cost $23.06 Unrealized
EQR EQUITY RESIDENTI 0.8%
Value ($000) $1,208 Shares 14,000 Est. Cost $64.00 Unrealized 0.0%
HIG HARTFORD FINL SV 0.8%
Value ($000) $1,205 Shares 19,941 Est. Cost $50.80 Unrealized 0.0%
DTE DTE ENERGY CO 0.8%
Value ($000) $1,204 Shares 9,086 Est. Cost $88.96 Unrealized 0.0%
BROOKFIELD ASS 0.8%
Value ($000) $1,203 Shares 22,293 Est. Cost $53.96 Unrealized
ESS ESSEX PROPERTY 0.8%
Value ($000) $1,203 Shares 3,687 Est. Cost $249.55 Unrealized 0.0%
GNRC GENERAC HOLDINGS 0.7%
Value ($000) $1,198 Shares 15,197 Est. Cost $74.92 Unrealized 0.0%
WKC WORLD FUEL SVCS 0.7%
Value ($000) $1,195 Shares 30,551 Est. Cost $38.05 Unrealized 0.0%
TDY TELEDYNE TECHNOLOGIES INC 0.7%
Value ($000) $1,194 Shares 3,722 Est. Cost $298.57 Unrealized 0.0%
SAIA SAIA INC 0.7%
Value ($000) $1,194 Shares 12,677 Est. Cost $79.34 Unrealized 0.0%
BA BOEING CO THE 0.7%
Value ($000) $1,193 Shares 3,115 Est. Cost $352.37 Unrealized 0.0%
WRB WR BERKLEY CORP 0.7%
Value ($000) $1,193 Shares 16,631 Est. Cost $27.14 Unrealized 0.0%
STWD STARWOOD PROPERTY TRUST INC 0.7%
Value ($000) $1,191 Shares 49,000 Est. Cost $24.31 Unrealized
BLACKSTONE GRO 0.7%
Value ($000) $1,190 Shares 23,704 Est. Cost $50.20 Unrealized
EGP EASTGROUP PROP 0.7%
Value ($000) $1,190 Shares 9,518 Est. Cost $125.03 Unrealized
BCE BCE INC 0.7%
Value ($000) $1,189 Shares 24,555 Est. Cost $30.62 Unrealized 0.0%
CYPRESS SEMICON 0.7%
Value ($000) $1,189 Shares 51,226 Est. Cost $23.21 Unrealized
AFL AFLAC INC 0.7%
Value ($000) $1,183 Shares 22,801 Est. Cost $45.37 Unrealized 0.0%
NVR NVR INC 0.7%
Value ($000) $1,179 Shares 325 Est. Cost $3520.81 Unrealized 0.0%
JCI JOHNSON CONTROLS 0.7%
Value ($000) $1,178 Shares 26,977 Est. Cost $37.01 Unrealized 0.0%
ARI APOLLO COMMERCIA 0.7%
Value ($000) $1,173 Shares 61,339 Est. Cost $19.12 Unrealized
ARCC ARES CAPITAL COR 0.7%
Value ($000) $1,168 Shares 62,278 Est. Cost $10.07 Unrealized 0.0%
CPRT COPART INC 0.7%
Value ($000) $1,143 Shares 14,342 Est. Cost $19.41 Unrealized 0.0%
SITEONE LANDSCAP 0.7%
Value ($000) $1,111 Shares 15,248 Est. Cost $72.86 Unrealized
LSCC LATTICE SEMICOND 0.7%
Value ($000) $1,085 Shares 59,373 Est. Cost $18.27 Unrealized
MBB iShares MBS ETF 0.7%
Value ($000) $1,083 Shares 10,000 Est. Cost $104.65 Unrealized
MINT PIMCO Enhanced Short Maturity Active 0.6%
Value ($000) $1,017 Shares 10,000 Est. Cost $101.70 Unrealized
VRP INVESCO EXCHNG TRADE 0.5%
Value ($000) $763 Shares 30,000 Est. Cost $25.00 Unrealized
CORP PIMCO ETF TR INVT GR 0.1%
Value ($000) $192 Shares 1,750 Est. Cost $104.00 Unrealized
BOND PIMCO ETF ACTIVE 0.1%
Value ($000) $185 Shares 1,700 Est. Cost $105.29 Unrealized
RIGS ALPS RIVERFRONT STR 0.1%
Value ($000) $174 Shares 7,000 Est. Cost $24.57 Unrealized
ES EVERSOURCE ENERG 0.1%
Value ($000) $121 Shares 14,422 Est. Cost $63.14 Unrealized 0.0%
WMT WALMART INC 0.1%
Value ($000) $120 Shares 10,148 Est. Cost $34.46 Unrealized 0.0%
DIAL COLUMBIA ETF TR I DI 0.1%
Value ($000) $98 Shares 4,700 Est. Cost $20.00 Unrealized
HE Hawaiian Electric Industries Inc 0.0%
Value ($000) $64 Shares 1,400 Est. Cost $44.47 Unrealized 0.0%
EPRT Essential Properties Realty Trust Inc 0.0%
Value ($000) $64 Shares 2,800 Est. Cost $22.86 Unrealized
BIP Brookfield Infrastructure Partners LP 0.0%
Value ($000) $64 Shares 1,300 Est. Cost $49.23 Unrealized
TerraForm Power Inc 0.0%
Value ($000) $64 Shares 3,500 Est. Cost $18.29 Unrealized
COLD Americold Realty Trust 0.0%
Value ($000) $63 Shares 1,700 Est. Cost $37.06 Unrealized
FTS Fortis Inc/Canada 0.0%
Value ($000) $63 Shares 1,500 Est. Cost $32.03 Unrealized 0.0%
EXPO Exponent Inc 0.0%
Value ($000) $63 Shares 900 Est. Cost $62.89 Unrealized 0.0%
BX THE BLACKSTONE GROUP INC 0.0%
Value ($000) $63 Shares 1,300 Est. Cost $39.22 Unrealized 0.0%
WPC WP Carey Inc 0.0%
Value ($000) $63 Shares 700 Est. Cost $90.00 Unrealized
KNSL Kinsale Capital Group Inc 0.0%
Value ($000) $62 Shares 600 Est. Cost $94.71 Unrealized 0.0%
CHCT Community Healthcare Trust Inc 0.0%
Value ($000) $62 Shares 1,400 Est. Cost $44.29 Unrealized
MCO Moody's Corp 0.0%
Value ($000) $61 Shares 300 Est. Cost $179.45 Unrealized +10.7%
ABG Asbury Automotive Group Inc 0.0%
Value ($000) $61 Shares 600 Est. Cost $92.32 Unrealized 0.0%
SUI Sun Communities Inc 0.0%
Value ($000) $59 Shares 400 Est. Cost $147.50 Unrealized
Raytheon Co 0.0%
Value ($000) $59 Shares 300 Est. Cost $196.67 Unrealized
AGEX THERAPEUTICS INC 0.0%
Value ($000) $47 Shares 22,383 Est. Cost $2.10 Unrealized