Price Capital Management, Inc. Quant / Systematic

CIK: 0001633624 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 4, 2023

Total Value ($000): $91,300 (100.0% shares, 0.0% debt)

Holdings (6)

MINT PIMCO Enhanced Short Maturity Active ETF 68.4%

Value ($000) $62,490 Shares 627,110 Est. Cost $99.65 Unrealized —

FLOT iShares Floating Rate Bond ETF 13.5%

Value ($000) $12,327 Shares 243,110 Est. Cost $50.71 Unrealized —

USFR WisdomTree Floating Rate Treasury Fund 6.9%

Value ($000) $6,293 Shares 125,000 Est. Cost $50.29 Unrealized —

FLTR VanEck Vectors Investment Grade Floating Rate ETF 4.1%

Value ($000) $3,768 Shares 150,000 Est. Cost $25.12 Unrealized —

FPE First Trust Preferred Securities and Income ETF 4.0%

Value ($000) $3,607 Shares 225,000 Est. Cost $16.03 Unrealized —

IWM iShares Russell 2000 ETF 3.1%

Value ($000) $2,815 Shares 15,000 Est. Cost $187.65 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
MINT	PIMCO Enhanced Short Maturity Active ETF	627,110	$62,490	68.4%	$99.65	—	ETF	72201R833
FLOT	iShares Floating Rate Bond ETF	243,110	$12,327	13.5%	$50.71	—	ETF	46429B655
USFR	WisdomTree Floating Rate Treasury Fund	125,000	$6,293	6.9%	$50.29	—	ETF	97717Y527
FLTR	VanEck Vectors Investment Grade Floating Rate ETF	150,000	$3,768	4.1%	$25.12	—	ETF	92189F486
FPE	First Trust Preferred Securities and Income ETF	225,000	$3,607	4.0%	$16.03	—	ETF	33739E108
IWM	iShares Russell 2000 ETF	15,000	$2,815	3.1%	$187.65	—	ETF	464287655