PVG ASSET MANAGEMENT CORP Quant / Systematic

CIK: 0000820434 · Show all filings

Period: Q3 2016 (Next →)

Filing Date: Nov 15, 2016

Total Value ($000): $236,408,878 (100.0% shares, 0.0% debt)

Holdings (77)

ProShares UltraShort S&P 500 (sds) 22.7%
Value ($000) $53,758,446 Shares 3,279,954 Est. Cost $16390.00 Unrealized
SPY SPDR S&P 500 TRUST ETF (spy) 3.7%
Value ($000) $8,743,494 Shares 40,423 Est. Cost $216299.98 Unrealized
IVV S&P 500 INDX (ivv) 3.6%
Value ($000) $8,520,302 Shares 39,163 Est. Cost $217560.00 Unrealized
VOO Vanguard Index S&P 500 (voo) 3.6%
Value ($000) $8,463,597 Shares 42,597 Est. Cost $198689.98 Unrealized
PowerShares CEF Income ETF (pcef) 3.2%
Value ($000) $7,589,913 Shares 332,745 Est. Cost $22810.00 Unrealized
MEDLEY CAPITAL CORP (mcc) 3.1%
Value ($000) $7,437,511 Shares 974,772 Est. Cost $7630.00 Unrealized
CVS CVS Health Corp (cvs) 2.8%
Value ($000) $6,651,201 Shares 74,741 Est. Cost $70.89 Unrealized 0.0%
SLRC Solar Capital Ltd. (slrc) 2.1%
Value ($000) $4,972,468 Shares 242,323 Est. Cost $8.35 Unrealized 0.0%
FRONTIER COMMUNICATIONS CORP (ftr) 2.1%
Value ($000) $4,872,046 Shares 1,171,165 Est. Cost $4160.00 Unrealized
WFC WELLS FARGO COMPANY (wfc) 2.0%
Value ($000) $4,668,263 Shares 105,426 Est. Cost $36.83 Unrealized 0.0%
RCL Royal Caribbean Cruises Ltd. (rcl) 1.9%
Value ($000) $4,609,125 Shares 61,496 Est. Cost $63.35 Unrealized 0.0%
ERIC ERICSSON (LM) TEL-SP ADR NEW (eric) 1.9%
Value ($000) $4,527,721 Shares 627,978 Est. Cost $7210.00 Unrealized
ARCC ARES CAPITAL CORP (arcc) 1.6%
Value ($000) $3,817,991 Shares 246,322 Est. Cost $6.30 Unrealized 0.0%
Invesco Mortgage Capital (ivr) 1.5%
Value ($000) $3,596,671 Shares 236,157 Est. Cost $15230.00 Unrealized
TWO HARBORS INVT CORP (two) 1.5%
Value ($000) $3,516,498 Shares 412,250 Est. Cost $8530.01 Unrealized
OLN Olin Corp. (oln) 1.5%
Value ($000) $3,509,186 Shares 171,013 Est. Cost $16.54 Unrealized 0.0%
CBL & ASSOC PROPERTIES REIT INC (cbl) 1.3%
Value ($000) $2,968,120 Shares 244,491 Est. Cost $12140.00 Unrealized
CMTL Comtech Telecommunications Corp (cmtl) 1.2%
Value ($000) $2,913,865 Shares 227,468 Est. Cost $11.14 Unrealized 0.0%
Staples Inc. (spls) 1.2%
Value ($000) $2,835,496 Shares 331,637 Est. Cost $8550.00 Unrealized
PSEC Prospect Capital Corp. (psec) 1.2%
Value ($000) $2,787,928 Shares 344,188 Est. Cost $2.66 Unrealized 0.0%
Sr. Housing Properties Trust (snh) 1.1%
Value ($000) $2,710,661 Shares 119,359 Est. Cost $22710.15 Unrealized
New Senior Investment Group Inc. (snr) 1.1%
Value ($000) $2,678,849 Shares 232,136 Est. Cost $11540.00 Unrealized
JP Morgan Chase & Co Alerian MLP (amj) 1.1%
Value ($000) $2,622,469 Shares 83,253 Est. Cost $31499.99 Unrealized
M MACY'S INC (m) 1.1%
Value ($000) $2,615,692 Shares 70,599 Est. Cost $36.24 Unrealized 0.0%
LEXINGTON REALTY TRUST REIT (lxp) 1.1%
Value ($000) $2,586,268 Shares 251,094 Est. Cost $10300.00 Unrealized
CAT Caterpillar Inc. (cat) 1.1%
Value ($000) $2,577,436 Shares 29,035 Est. Cost $66.01 Unrealized 0.0%
AZN ASTRAZENECA PLC SPON ADR (azn) 1.1%
Value ($000) $2,523,253 Shares 76,788 Est. Cost $32859.99 Unrealized
TGT TARGET CORP (tgt) 1.0%
Value ($000) $2,471,106 Shares 35,980 Est. Cost $54.34 Unrealized 0.0%
CYS INVESTMENTS INC (cys) 1.0%
Value ($000) $2,469,303 Shares 283,177 Est. Cost $8720.00 Unrealized
SELECT INCOME REIT (sir) 1.0%
Value ($000) $2,454,920 Shares 91,261 Est. Cost $26899.99 Unrealized
JUNIPER NETWORKS INC (jnpr) 1.0%
Value ($000) $2,428,760 Shares 100,946 Est. Cost $24059.99 Unrealized
PBI PITNEY BOWES INC (pbi) 1.0%
Value ($000) $2,427,211 Shares 133,657 Est. Cost $18.35 Unrealized 0.0%
C CITIGROUP INC COM (c) 1.0%
Value ($000) $2,410,641 Shares 51,040 Est. Cost $34.15 Unrealized 0.0%
PFE Pfizer Inc. (pfe) 1.0%
Value ($000) $2,410,460 Shares 71,168 Est. Cost $22.26 Unrealized 0.0%
GLAXOSMITHKLINE PLC-ADR (gsk) 1.0%
Value ($000) $2,387,806 Shares 55,363 Est. Cost $43130.00 Unrealized
TELFY Telefonica, S.A. (tef) 1.0%
Value ($000) $2,320,305 Shares 230,189 Est. Cost $10080.00 Unrealized
FIFTH STREET FINANCE CORP (fsc) 1.0%
Value ($000) $2,313,873 Shares 398,257 Est. Cost $5810.00 Unrealized
IRT Independence Realty Trust, Inc. (irt) 0.9%
Value ($000) $2,205,799 Shares 245,088 Est. Cost $9000.03 Unrealized
Arlington Asset Investment (ai) 0.9%
Value ($000) $2,188,357 Shares 147,962 Est. Cost $14789.99 Unrealized
BlackRock Kelso Capital Corp. (bkcc) 0.9%
Value ($000) $2,097,159 Shares 253,280 Est. Cost $8280.00 Unrealized
Cypress Semiconductor (cy) 0.9%
Value ($000) $2,034,064 Shares 167,275 Est. Cost $12160.00 Unrealized
MRK Merck & Company Inc. (mrk) 0.8%
Value ($000) $1,917,110 Shares 30,718 Est. Cost $43.73 Unrealized 0.0%
AMGN Amgen Inc (amgn) 0.8%
Value ($000) $1,913,310 Shares 11,470 Est. Cost $127.72 Unrealized 0.0%
Communications Sales & Leasing Inc. (csal) 0.8%
Value ($000) $1,841,945 Shares 58,642 Est. Cost $31410.00 Unrealized
QCOM QUALCOMM INC (qcom) 0.7%
Value ($000) $1,702,225 Shares 24,850 Est. Cost $46.91 Unrealized 0.0%
STT STATE STREET CORP (stt) 0.7%
Value ($000) $1,610,263 Shares 23,126 Est. Cost $49.69 Unrealized 0.0%
BP BP PLC SPONS ADR (bp) 0.7%
Value ($000) $1,559,240 Shares 44,347 Est. Cost $35159.99 Unrealized
WSR Whitestone REIT (wsr) 0.7%
Value ($000) $1,539,305 Shares 110,901 Est. Cost $13879.99 Unrealized
KSS KOHLS CORP (kss) 0.6%
Value ($000) $1,515,587 Shares 34,642 Est. Cost $41.89 Unrealized 0.0%
TPVG Triplepoint Venture Growth Corp (tpvg) 0.6%
Value ($000) $1,420,983 Shares 134,055 Est. Cost $11.19 Unrealized 0.0%
General Electric Company (ge) 0.6%
Value ($000) $1,374,458 Shares 46,403 Est. Cost $29620.03 Unrealized
WindStream Corp (win) 0.6%
Value ($000) $1,301,505 Shares 129,503 Est. Cost $10050.00 Unrealized
MSFT Microsoft Corp. (msft) 0.5%
Value ($000) $1,268,870 Shares 22,029 Est. Cost $50.29 Unrealized 0.0%
TPG Specialty Lending Inc. (tslx) 0.5%
Value ($000) $1,267,609 Shares 69,995 Est. Cost $18109.99 Unrealized
BAC BANK OF AMERICA CORP (bac) 0.5%
Value ($000) $1,262,970 Shares 80,701 Est. Cost $12.07 Unrealized 0.0%
Fibria Celulose S.A.(fbr) 0.5%
Value ($000) $1,218,479 Shares 172,345 Est. Cost $7070.00 Unrealized
GS GOLDMAN SACHS GROUP INC (gs) 0.5%
Value ($000) $1,216,459 Shares 7,543 Est. Cost $133.80 Unrealized 0.0%
Guess INC (ges) 0.5%
Value ($000) $1,212,586 Shares 82,997 Est. Cost $14610.00 Unrealized
THL CREDIT INC (tcrd) 0.5%
Value ($000) $1,207,689 Shares 126,725 Est. Cost $9530.00 Unrealized
IYW Ishares DJ US Technology Sec (iyw) 0.4%
Value ($000) $1,055,530 Shares 8,870 Est. Cost $119000.00 Unrealized
IJR ISHARES CORE S&P SMALL CAP ETF (ijr) 0.4%
Value ($000) $1,049,067 Shares 8,450 Est. Cost $124149.94 Unrealized
Global Medical REIT, Inc. (gmre) 0.4%
Value ($000) $1,035,780 Shares 106,125 Est. Cost $9760.00 Unrealized
IWO ISHARES ETF RUSSELL 2000 GROWTH (iwo) 0.3%
Value ($000) $728,121 Shares 4,890 Est. Cost $148900.00 Unrealized
EPP ISHARES MSCI PACIFIC ETF EX-JAPAN (epp) 0.3%
Value ($000) $702,905 Shares 16,625 Est. Cost $42280.00 Unrealized
IGF ISHARES GLOBAL INFRASTRUCTURE (igf) 0.3%
Value ($000) $677,012 Shares 16,290 Est. Cost $41559.98 Unrealized
IBB ISHARES NASDAQ BIOTECH (ibb) 0.3%
Value ($000) $672,994 Shares 2,325 Est. Cost $289459.78 Unrealized
ProShares Short S&P500 (sh) 0.2%
Value ($000) $469,783 Shares 12,340 Est. Cost $38069.93 Unrealized
EEM ISHARES MSCI ETF EMERGING MARKETS (eem) 0.2%
Value ($000) $357,834 Shares 9,555 Est. Cost $37449.92 Unrealized
PowerShares DWA Healthcare ETF (pth) 0.1%
Value ($000) $353,679 Shares 6,715 Est. Cost $52669.99 Unrealized
ORI OLD REPUBLIC INTL CORP (ori) 0.1%
Value ($000) $260,035 Shares 14,758 Est. Cost $9.34 Unrealized 0.0%
Chevron Corporation (cvx) 0.1%
Value ($000) $247,008 Shares 2,400 Est. Cost $102920.00 Unrealized
GLW CORNING INC (glw) 0.1%
Value ($000) $215,688 Shares 9,120 Est. Cost $17.37 Unrealized 0.0%
LZAGY Lonza Group Ag Adr (lzagy) 0.1%
Value ($000) $212,407 Shares 11,115 Est. Cost $19109.94 Unrealized
First Tr Strategic High Income Fd (fhy) 0.1%
Value ($000) $172,241 Shares 13,958 Est. Cost $12339.95 Unrealized
TICC Capital Corp (ticc) 0.0%
Value ($000) $90,239 Shares 15,505 Est. Cost $5819.99 Unrealized
Washington Mut Mtg (93934fay8) 0.0%
Value ($000) $32,399 Shares 33,666 Est. Cost $962.37 Unrealized
Bebe Stores, Inc. (bebe) 0.0%
Value ($000) $31,329 Shares 44,750 Est. Cost $700.09 Unrealized