PVG ASSET MANAGEMENT CORP Quant / Systematic

CIK: 0000820434 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 15, 2017

Total Value ($000): $227,882,649 (100.0% shares, 0.0% debt)

Holdings (75)

ProShares UltraShort S&P 500 (sds) 11.2%
Value ($000) $25,473,652 Shares 546,059 Est. Cost $12753.10 Unrealized
SPY SPDR S&P 500 TRUST ETF (spy) 4.6%
Value ($000) $10,534,576 Shares 41,932 Est. Cost $218903.44 Unrealized
IVV S&P 500 INDX (ivv) 4.2%
Value ($000) $9,610,834 Shares 37,998 Est. Cost $220219.53 Unrealized
VOO Vanguard Index S&P 500 (voo) 4.2%
Value ($000) $9,569,386 Shares 41,469 Est. Cost $201112.19 Unrealized
BP BP PLC SPONS ADR (bp) 4.1%
Value ($000) $9,308,898 Shares 242,230 Est. Cost $34615.57 Unrealized
WSR Whitestone REIT (wsr) 4.0%
Value ($000) $9,162,052 Shares 702,073 Est. Cost $12668.20 Unrealized
General Electric Company (ge) 3.6%
Value ($000) $8,153,825 Shares 337,213 Est. Cost $27384.58 Unrealized
ARES CAPITAL CORP (arcc) 2.9%
Value ($000) $6,699,920 Shares 408,781 Est. Cost $16867.70 Unrealized
CBL & ASSOC PROPERTIES REIT INC (cbl) 2.8%
Value ($000) $6,268,152 Shares 747,098 Est. Cost $9848.45 Unrealized
M MACY'S INC (m) 2.5%
Value ($000) $5,776,146 Shares 264,718 Est. Cost $28.63 Unrealized -23.2%
INTC Intel Corp (intc) 2.3%
Value ($000) $5,342,433 Shares 140,295 Est. Cost $29.64 Unrealized -0.2%
NUE NUCOR CORP (nue) 2.3%
Value ($000) $5,187,118 Shares 92,561 Est. Cost $49.84 Unrealized -5.7%
CVS CVS Health Corp (cvs) 2.3%
Value ($000) $5,180,734 Shares 63,708 Est. Cost $69.93 Unrealized -13.0%
MRK Merck & Company Inc. (mrk) 2.3%
Value ($000) $5,166,696 Shares 80,691 Est. Cost $45.55 Unrealized +2.5%
BAC BANK OF AMERICA CORP (bac) 2.2%
Value ($000) $5,037,693 Shares 198,804 Est. Cost $19.10 Unrealized +4.5%
XOM Exxon Mobil Corporation (xom) 2.2%
Value ($000) $4,963,643 Shares 60,547 Est. Cost $55.58 Unrealized -2.2%
WFC WELLS FARGO COMPANY (wfc) 2.1%
Value ($000) $4,787,516 Shares 86,809 Est. Cost $42.16 Unrealized -0.1%
TGT TARGET CORP (tgt) 2.0%
Value ($000) $4,578,998 Shares 77,597 Est. Cost $46.29 Unrealized -4.7%
ProShares TR UltraShort QQQ New (qid) 2.0%
Value ($000) $4,497,113 Shares 290,887 Est. Cost $16801.01 Unrealized
New Senior Investment Group Inc. (snr) 1.9%
Value ($000) $4,260,011 Shares 465,575 Est. Cost $10757.30 Unrealized
SJM J M SMUCKER CO (sjm) 1.8%
Value ($000) $4,006,437 Shares 38,182 Est. Cost $99.48 Unrealized -12.0%
CYS INVESTMENTS INC (cys) 1.4%
Value ($000) $3,286,820 Shares 380,419 Est. Cost $8293.77 Unrealized
T AT&T, Inc.(t) 1.4%
Value ($000) $3,180,564 Shares 81,199 Est. Cost $16.73 Unrealized -6.8%
NTAP NETAPP INC (ntap) 1.2%
Value ($000) $2,660,826 Shares 60,805 Est. Cost $33.20 Unrealized 0.0%
TBT PROSHARES TRUST ETF ULTRASHORT 20 (tbt) 1.2%
Value ($000) $2,650,247 Shares 74,487 Est. Cost $35870.00 Unrealized
Uniti Group Inc. (unit) 1.1%
Value ($000) $2,548,904 Shares 173,868 Est. Cost $23168.41 Unrealized
Cypress Semiconductor (cy) 1.1%
Value ($000) $2,512,936 Shares 167,306 Est. Cost $15020.00 Unrealized
AZN ASTRAZENECA PLC SPON ADR (azn) 1.0%
Value ($000) $2,370,414 Shares 69,965 Est. Cost $31639.01 Unrealized
AMC Entertainment Holdings Inc (amc) 1.0%
Value ($000) $2,340,387 Shares 159,210 Est. Cost $14700.00 Unrealized
QCOM QUALCOMM INC (qcom) 1.0%
Value ($000) $2,247,056 Shares 43,346 Est. Cost $42.31 Unrealized 0.0%
GLAXOSMITHKLINE PLC-ADR (gsk) 1.0%
Value ($000) $2,213,918 Shares 54,530 Est. Cost $42707.12 Unrealized
ANADARKO PETROLEUM CORP (apc) 0.9%
Value ($000) $2,153,796 Shares 44,090 Est. Cost $48849.99 Unrealized
DIS The Walt Disney Company (dis) 0.9%
Value ($000) $1,972,188 Shares 20,008 Est. Cost $102.45 Unrealized -5.4%
CENTURYLINK INC (ctl) 0.9%
Value ($000) $1,945,282 Shares 102,925 Est. Cost $23570.00 Unrealized
CVX Chevron Corporation (cvx) 0.8%
Value ($000) $1,893,395 Shares 16,114 Est. Cost $73.20 Unrealized +4.1%
IRT Independence Realty Trust, Inc. (irt) 0.8%
Value ($000) $1,820,107 Shares 178,968 Est. Cost $9448.48 Unrealized
Oaktree Specialty Lending Corp. (ocsl) 0.8%
Value ($000) $1,780,670 Shares 325,534 Est. Cost $5470.00 Unrealized
TELFY Telefonica, S.A. (tef) 0.8%
Value ($000) $1,737,938 Shares 161,069 Est. Cost $10080.00 Unrealized
KSS KOHLS CORP (kss) 0.8%
Value ($000) $1,721,005 Shares 37,700 Est. Cost $38.33 Unrealized +7.0%
Global Medical REIT, Inc. (gmre) 0.8%
Value ($000) $1,718,430 Shares 191,362 Est. Cost $9201.43 Unrealized
PFE Pfizer Inc. (pfe) 0.8%
Value ($000) $1,717,669 Shares 48,114 Est. Cost $22.21 Unrealized +0.2%
TPVG Triplepoint Venture Growth Corp (tpvg) 0.7%
Value ($000) $1,678,743 Shares 107,548 Est. Cost $11.26 Unrealized +18.0%
Vista Outdoor Inc. (vsto) 0.7%
Value ($000) $1,650,854 Shares 71,964 Est. Cost $22940.00 Unrealized
Arlington Asset Investment (ai) 0.7%
Value ($000) $1,613,476 Shares 126,746 Est. Cost $14483.70 Unrealized
XLE SELECT SECTOR SPDR TRUST ENERG (xle) 0.7%
Value ($000) $1,608,663 Shares 23,491 Est. Cost $69900.00 Unrealized
SELECT INCOME REIT (sir) 0.7%
Value ($000) $1,578,976 Shares 67,420 Est. Cost $26899.99 Unrealized
WMT WAL-MART STORES INC (wmt) 0.7%
Value ($000) $1,560,846 Shares 19,975 Est. Cost $19.78 Unrealized +15.8%
ProShares Short S&P500 (sh) 0.6%
Value ($000) $1,357,927 Shares 42,211 Est. Cost $33608.59 Unrealized
Sr. Housing Properties Trust (snh) 0.6%
Value ($000) $1,260,355 Shares 64,468 Est. Cost $22356.26 Unrealized
TWO HARBORS INVT CORP (two) 0.5%
Value ($000) $1,214,480 Shares 120,484 Est. Cost $8530.01 Unrealized
JPM JPMorgan Chase & Co. (jpm) 0.5%
Value ($000) $1,137,524 Shares 11,910 Est. Cost $69.64 Unrealized +5.8%
CAT Caterpillar Inc. (cat) 0.5%
Value ($000) $1,117,276 Shares 8,959 Est. Cost $66.01 Unrealized +45.5%
INGERSOLL-RAND PLC SHARES (ir) 0.5%
Value ($000) $1,037,938 Shares 11,640 Est. Cost $81320.00 Unrealized
TPG Specialty Lending Inc. (tslx) 0.4%
Value ($000) $972,103 Shares 46,379 Est. Cost $18109.99 Unrealized
Solar Senior Capital Ltd. (suns) 0.4%
Value ($000) $928,938 Shares 53,914 Est. Cost $17979.99 Unrealized
XBI SPDR Ser Tr S&P Biotech ETF (xbi) 0.4%
Value ($000) $877,386 Shares 10,135 Est. Cost $86569.91 Unrealized
IGV ISHARES ETF NORTH AMERICAN TECH-SO (igv) 0.4%
Value ($000) $865,127 Shares 5,915 Est. Cost $146259.84 Unrealized
IEV Ishares S&P Europe 350 (iev) 0.4%
Value ($000) $856,080 Shares 18,265 Est. Cost $46869.97 Unrealized
IHE Ishares US Pharmaceuticals (ihe) 0.4%
Value ($000) $841,998 Shares 5,385 Est. Cost $156359.89 Unrealized
THL CREDIT INC (tcrd) 0.4%
Value ($000) $809,508 Shares 86,764 Est. Cost $9530.00 Unrealized
LEXINGTON REALTY TRUST REIT (lxp) 0.3%
Value ($000) $790,353 Shares 77,334 Est. Cost $10300.00 Unrealized
Georgia Power Co Jr (gpja) 0.3%
Value ($000) $754,200 Shares 30,000 Est. Cost $25140.00 Unrealized
PSEC Prospect Capital Corp. (psec) 0.3%
Value ($000) $719,900 Shares 107,128 Est. Cost $2.66 Unrealized +2.0%
CIEN CIENA CORPORATION (cien) 0.3%
Value ($000) $674,259 Shares 30,690 Est. Cost $23.93 Unrealized 0.0%
Global Medical REIT Inc. (gmre pra) 0.3%
Value ($000) $627,000 Shares 25,000 Est. Cost $25080.00 Unrealized
LOW LOWES COMPANIES INC (low) 0.3%
Value ($000) $615,538 Shares 7,700 Est. Cost $65.65 Unrealized 0.0%
Five Oaks Investment Corp. (oaks) 0.3%
Value ($000) $600,316 Shares 134,600 Est. Cost $4880.00 Unrealized
KELLOGG COMPANY (k) 0.2%
Value ($000) $548,856 Shares 8,800 Est. Cost $46.50 Unrealized 0.0%
HD HOME DEPOT INC (hd) 0.2%
Value ($000) $511,942 Shares 3,130 Est. Cost $114.37 Unrealized +9.4%
ROYAL DUTCH SHELL PLC SPONSORED (rds a) 0.2%
Value ($000) $385,894 Shares 6,370 Est. Cost $60579.91 Unrealized
WU The Western Union Company (wu) 0.1%
Value ($000) $268,800 Shares 14,000 Est. Cost $19200.00 Unrealized
MDXG Mimedx Group Inc. (mdxg) 0.1%
Value ($000) $126,700 Shares 10,665 Est. Cost $14.83 Unrealized 0.0%
AXSM Axsome Therapeutics Inc. (axsm) 0.0%
Value ($000) $103,923 Shares 18,725 Est. Cost $4.78 Unrealized +12.3%
MEDLEY CAPITAL CORP (mcc) 0.0%
Value ($000) $88,087 Shares 14,755 Est. Cost $7630.00 Unrealized
Kcap Financial Inc. (kcap) 0.0%
Value ($000) $60,298 Shares 16,520 Est. Cost $3650.00 Unrealized