Price Capital Management, Inc. Quant / Systematic

CIK: 0001633624 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 20, 2020

Total Value ($000): $425,760

Holdings (23)

PFINX PIMCO PREFER & CAP 23.0%

Value ($000) $97,870 Shares 10,700,366 Est. Cost $10.39 Unrealized —

PDSKX PRINCIPAL SPECTRUM PREF CAPT SEC INC I 16.6%

Value ($000) $70,572 Shares 7,911,558 Est. Cost $8.92 Unrealized —

— PIMCO High Yield Instl 16.3%

Value ($000) $69,256 Shares 8,788,848 Est. Cost $7.88 Unrealized —

PTCIX PIMCO LONG-TERM CREDIT BOND FD INST 16.1%

Value ($000) $68,636 Shares 5,710,108 Est. Cost $12.02 Unrealized —

PHMIX PIMCO High Yield Municipal Bond I 10.7%

Value ($000) $45,666 Shares 5,018,134 Est. Cost $9.10 Unrealized —

PHYAX PIMCO High Yield Instl 8.1%

Value ($000) $34,628 Shares 4,394,424 Est. Cost $7.88 Unrealized —

BRLMX Braddock Multi-Strat Income Cl Instl 6.5%

Value ($000) $27,556 Shares 5,503,948 Est. Cost $5.01 Unrealized —

NPSRX NUVEEN PREFERRED 1.6%

Value ($000) $7,020 Shares 478,796 Est. Cost $14.66 Unrealized —

DPIIX Destra Flaherty & Crumrine Preferred and Income 0.5%

Value ($000) $2,304 Shares 147,848 Est. Cost $30.69 Unrealized —

— Western Asset High Income Opportunity Fund Inc 0.0%

Value ($000) $166 Shares 39,460 Est. Cost $4.21 Unrealized —

— Wells Fargo Income Opportunities Fund 0.0%

Value ($000) $164 Shares 25,690 Est. Cost $6.38 Unrealized —

— Western Asset High Income Fund II Inc 0.0%

Value ($000) $164 Shares 32,586 Est. Cost $5.03 Unrealized —

— BlackRock Corporate High Yield Fund Inc 0.0%

Value ($000) $164 Shares 18,556 Est. Cost $8.84 Unrealized —

— Western Asset Global High Income Fund Inc 0.0%

Value ($000) $162 Shares 21,754 Est. Cost $7.45 Unrealized —

— Ivy High Income Opportunities Fund 0.0%

Value ($000) $162 Shares 15,544 Est. Cost $10.42 Unrealized —

— BlackRock Debt Strategies Fund Inc 0.0%

Value ($000) $162 Shares 19,276 Est. Cost $8.40 Unrealized —

— Credit Suisse High Yield Bond Fund 0.0%

Value ($000) $162 Shares 88,346 Est. Cost $1.83 Unrealized —

— BNY Mellon High Yield Strategies Fund 0.0%

Value ($000) $160 Shares 70,676 Est. Cost $2.26 Unrealized —

XPHTX Pioneer High Income Trust 0.0%

Value ($000) $158 Shares 24,540 Est. Cost $6.44 Unrealized —

— Credit Suisse Asset Management Income Fund Inc 0.0%

Value ($000) $158 Shares 65,712 Est. Cost $2.40 Unrealized —

— Calamos Convertible Opportunities and Income Fund 0.0%

Value ($000) $158 Shares 18,954 Est. Cost $8.34 Unrealized —

— First Trust High Income Long/Short Fund 0.0%

Value ($000) $158 Shares 13,046 Est. Cost $12.11 Unrealized —

— AllianceBernstein Global High Income Fund Inc 0.0%

Value ($000) $154 Shares 16,616 Est. Cost $9.27 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
PFINX	PIMCO PREFER & CAP	10,700,366	$97,870	23.0%	$10.39	—	—	72202E682
PDSKX	PRINCIPAL SPECTRUM PREF CAPT SEC INC I	7,911,558	$70,572	16.6%	$8.92	—	—	74257T309
—	PIMCO High Yield Instl	8,788,848	$69,256	16.3%	$7.88	—	—	78469X107
PTCIX	PIMCO LONG-TERM CREDIT BOND FD INST	5,710,108	$68,636	16.1%	$12.02	—	—	72201P647
PHMIX	PIMCO High Yield Municipal Bond I	5,018,134	$45,666	10.7%	$9.10	—	—	72201F672
PHYAX	PIMCO High Yield Instl	4,394,424	$34,628	8.1%	$7.88	—	—	693390650
BRLMX	Braddock Multi-Strat Income Cl Instl	5,503,948	$27,556	6.5%	$5.01	—	—	46141Q584
NPSRX	NUVEEN PREFERRED	478,796	$7,020	1.6%	$14.66	—	—	670700400
DPIIX	Destra Flaherty & Crumrine Preferred and Income	147,848	$2,304	0.5%	$30.69	—	—	25064T403
—	Western Asset High Income Opportunity Fund Inc	39,460	$166	0.0%	$4.21	—	—	95766K109
—	Wells Fargo Income Opportunities Fund	25,690	$164	0.0%	$6.38	—	—	94987B105
—	Western Asset High Income Fund II Inc	32,586	$164	0.0%	$5.03	—	—	95766J102
—	BlackRock Corporate High Yield Fund Inc	18,556	$164	0.0%	$8.84	—	—	09255P107
—	Western Asset Global High Income Fund Inc	21,754	$162	0.0%	$7.45	—	—	95766B109
—	Ivy High Income Opportunities Fund	15,544	$162	0.0%	$10.42	—	—	465893105
—	BlackRock Debt Strategies Fund Inc	19,276	$162	0.0%	$8.40	—	—	09255R202
—	Credit Suisse High Yield Bond Fund	88,346	$162	0.0%	$1.83	—	—	22544F103
—	BNY Mellon High Yield Strategies Fund	70,676	$160	0.0%	$2.26	—	—	09660L105
XPHTX	Pioneer High Income Trust	24,540	$158	0.0%	$6.44	—	—	72369H106
—	Credit Suisse Asset Management Income Fund Inc	65,712	$158	0.0%	$2.40	—	—	224916106
—	Calamos Convertible Opportunities and Income Fund	18,954	$158	0.0%	$8.34	—	—	128117108
—	First Trust High Income Long/Short Fund	13,046	$158	0.0%	$12.11	—	—	33738E109
—	AllianceBernstein Global High Income Fund Inc	16,616	$154	0.0%	$9.27	—	—	01879R106