PVG ASSET MANAGEMENT CORP Quant / Systematic

CIK: 0000820434 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 15, 2018

Total Value ($000): $218,847,312 (100.0% shares, 0.0% debt)

Holdings (78)

ProShares UltraShort S&P 500 (sds) 6.1%
Value ($000) $13,329,017 Shares 324,702 Est. Cost $12753.10 Unrealized
SPY SPDR S&P 500 TRUST ETF (spy) 5.0%
Value ($000) $10,985,025 Shares 41,164 Est. Cost $218903.44 Unrealized
VOO Vanguard Index S&P 500 (voo) 4.6%
Value ($000) $10,019,360 Shares 40,847 Est. Cost $201112.19 Unrealized
IVV S&P 500 INDX (ivv) 4.6%
Value ($000) $9,968,420 Shares 37,078 Est. Cost $220219.53 Unrealized
MEDLEY CAPITAL CORP (mcc) 3.9%
Value ($000) $8,495,779 Shares 1,627,544 Est. Cost $5241.85 Unrealized
GLAXOSMITHKLINE PLC-ADR (gsk) 3.6%
Value ($000) $7,819,361 Shares 220,450 Est. Cost $37260.16 Unrealized
BP BP PLC SPONS ADR (bp) 3.2%
Value ($000) $6,944,953 Shares 165,238 Est. Cost $34615.57 Unrealized
MRK Merck & Company Inc. (mrk) 2.9%
Value ($000) $6,312,164 Shares 112,176 Est. Cost $44.83 Unrealized -4.1%
SJM J M SMUCKER CO (sjm) 2.8%
Value ($000) $6,046,636 Shares 48,669 Est. Cost $96.53 Unrealized -11.1%
ProShares TR UltraShort QQQ New (qid) 2.7%
Value ($000) $6,010,222 Shares 448,859 Est. Cost $15600.53 Unrealized
CVS CVS Health Corp (cvs) 2.7%
Value ($000) $5,993,587 Shares 396,174 Est. Cost $58.44 Unrealized -3.8%
AMC Entertainment Holdings Inc (amc) 2.7%
Value ($000) $5,883,065 Shares 389,607 Est. Cost $14936.54 Unrealized
ARES CAPITAL CORP (arcc) 2.3%
Value ($000) $5,104,252 Shares 324,698 Est. Cost $16867.70 Unrealized
ALPS ALERIAN MLP ETF (amlp) 2.3%
Value ($000) $5,048,694 Shares 467,905 Est. Cost $10790.00 Unrealized
QCOM QUALCOMM INC (qcom) 2.1%
Value ($000) $4,693,690 Shares 73,316 Est. Cost $45.04 Unrealized +8.8%
General Electric Company (ge) 2.0%
Value ($000) $4,480,123 Shares 256,740 Est. Cost $27384.58 Unrealized
TBT PROSHARES TRUST ETF ULTRASHORT 20 (tbt) 2.0%
Value ($000) $4,457,980 Shares 131,971 Est. Cost $34959.63 Unrealized
New Senior Investment Group Inc. (snr) 1.8%
Value ($000) $4,014,133 Shares 530,970 Est. Cost $10363.51 Unrealized
Walgreens Boots Alliance Inc. (wba) 1.8%
Value ($000) $4,007,171 Shares 55,180 Est. Cost $72619.99 Unrealized
WSR Whitestone REIT (wsr) 1.8%
Value ($000) $4,000,230 Shares 277,601 Est. Cost $12668.20 Unrealized
TELFY Telefonica, S.A. (tef) 1.8%
Value ($000) $3,994,093 Shares 412,613 Est. Cost $9836.14 Unrealized
IBM INTERNATIONAL BUSINESS MACHINE CORP (ibm) 1.7%
Value ($000) $3,785,791 Shares 24,676 Est. Cost $102.11 Unrealized 0.0%
CENTURYLINK INC (ctl) 1.6%
Value ($000) $3,532,773 Shares 211,797 Est. Cost $20028.27 Unrealized
Nabors Industries Ltd. (nbr) 1.6%
Value ($000) $3,438,187 Shares 503,395 Est. Cost $6830.00 Unrealized
Uniti Group Inc. (unit) 1.5%
Value ($000) $3,196,791 Shares 179,696 Est. Cost $22993.97 Unrealized
ANADARKO PETROLEUM CORP (apc) 1.4%
Value ($000) $3,120,775 Shares 58,180 Est. Cost $50010.03 Unrealized
Apollo Investment Corp (ainv) 1.4%
Value ($000) $3,091,973 Shares 546,285 Est. Cost $5660.00 Unrealized
SLRC Solar Capital Ltd. (slrc) 1.1%
Value ($000) $2,410,487 Shares 119,272 Est. Cost $9.71 Unrealized 0.0%
M MACY'S INC (m) 1.1%
Value ($000) $2,358,489 Shares 93,628 Est. Cost $28.63 Unrealized -23.4%
Oaktree Specialty Lending Corp. (ocsl) 1.0%
Value ($000) $2,293,757 Shares 469,071 Est. Cost $5292.52 Unrealized
ProShares Tr Short S&P500 (spxu) 1.0%
Value ($000) $2,290,372 Shares 201,440 Est. Cost $11370.00 Unrealized
ProShares UltraPro Short QQQ (sqqq) 1.0%
Value ($000) $2,167,885 Shares 100,785 Est. Cost $21510.00 Unrealized
NUE NUCOR CORP (nue) 0.9%
Value ($000) $2,065,904 Shares 32,493 Est. Cost $49.84 Unrealized -1.7%
TGT TARGET CORP (tgt) 0.9%
Value ($000) $2,045,718 Shares 31,352 Est. Cost $46.29 Unrealized +3.8%
BAC BANK OF AMERICA CORP (bac) 0.9%
Value ($000) $2,007,448 Shares 68,003 Est. Cost $19.10 Unrealized +19.3%
DIS The Walt Disney Company (dis) 0.9%
Value ($000) $1,984,527 Shares 18,459 Est. Cost $102.45 Unrealized -5.0%
INTC Intel Corp (intc) 0.9%
Value ($000) $1,933,550 Shares 41,888 Est. Cost $29.64 Unrealized +23.3%
ARLP Alliance Resource Partners LP (arlp) 0.8%
Value ($000) $1,806,490 Shares 91,700 Est. Cost $19700.00 Unrealized
Arlington Asset Investment (ai) 0.8%
Value ($000) $1,730,670 Shares 146,916 Est. Cost $14112.51 Unrealized
IRT Independence Realty Trust, Inc. (irt) 0.8%
Value ($000) $1,686,342 Shares 167,130 Est. Cost $9448.48 Unrealized
Global Medical REIT, Inc. (gmre) 0.7%
Value ($000) $1,556,745 Shares 189,847 Est. Cost $9201.43 Unrealized
WFC WELLS FARGO COMPANY (wfc) 0.7%
Value ($000) $1,536,285 Shares 25,322 Est. Cost $42.16 Unrealized +6.9%
PFE Pfizer Inc. (pfe) 0.7%
Value ($000) $1,488,786 Shares 41,104 Est. Cost $22.21 Unrealized +7.1%
IJR ISHARES CORE S&P SMALL CAP ETF (ijr) 0.7%
Value ($000) $1,476,288 Shares 19,220 Est. Cost $76809.99 Unrealized
T AT&T, Inc.(t) 0.7%
Value ($000) $1,466,242 Shares 37,712 Est. Cost $16.73 Unrealized -8.9%
CBL & ASSOC PROPERTIES REIT INC (cbl) 0.7%
Value ($000) $1,443,033 Shares 254,953 Est. Cost $9848.45 Unrealized
XOM Exxon Mobil Corporation (xom) 0.7%
Value ($000) $1,439,109 Shares 17,206 Est. Cost $55.58 Unrealized +2.8%
PSEC Prospect Capital Corp. (psec) 0.7%
Value ($000) $1,437,700 Shares 213,308 Est. Cost $2.54 Unrealized -4.5%
SELECT INCOME REIT (sir) 0.6%
Value ($000) $1,407,531 Shares 56,010 Est. Cost $26899.99 Unrealized
Medley Management Inc. (mdly) 0.6%
Value ($000) $1,308,255 Shares 201,270 Est. Cost $6500.00 Unrealized
SPDR Ser Tr S&P Oil & Gas ETF (xop) 0.5%
Value ($000) $1,198,497 Shares 32,235 Est. Cost $37179.99 Unrealized
Sr. Housing Properties Trust (snh) 0.5%
Value ($000) $1,144,179 Shares 59,748 Est. Cost $22356.26 Unrealized
IBB ISHARES NASDAQ BIOTECH (ibb) 0.5%
Value ($000) $1,094,392 Shares 10,250 Est. Cost $106769.95 Unrealized
PNNT PENNANTPARK INVSTMNT CRP (pnnt) 0.5%
Value ($000) $1,038,365 Shares 150,270 Est. Cost $2.77 Unrealized 0.0%
FS Investment Corp (fsic) 0.5%
Value ($000) $1,024,590 Shares 139,400 Est. Cost $7350.00 Unrealized
ProShares Short S&P500 (sh) 0.5%
Value ($000) $1,014,349 Shares 33,610 Est. Cost $33608.59 Unrealized
TPVG Triplepoint Venture Growth Corp (tpvg) 0.4%
Value ($000) $927,182 Shares 73,064 Est. Cost $11.26 Unrealized +19.8%
TWO HARBORS INVT CORP (two) 0.4%
Value ($000) $863,796 Shares 53,124 Est. Cost $8530.01 Unrealized
IXN ISHARES GLOBAL TECH ETF (ixn) 0.4%
Value ($000) $858,191 Shares 5,585 Est. Cost $153659.98 Unrealized
Solar Senior Capital Ltd. (suns) 0.4%
Value ($000) $808,524 Shares 45,525 Est. Cost $17979.99 Unrealized
FRONTIER COMMUNICATIONS CORP (ftr) 0.4%
Value ($000) $807,313 Shares 119,425 Est. Cost $6760.00 Unrealized
TPG Specialty Lending Inc. (tslx) 0.4%
Value ($000) $768,952 Shares 38,836 Est. Cost $18109.99 Unrealized
THL CREDIT INC (tcrd) 0.3%
Value ($000) $676,442 Shares 74,745 Est. Cost $9530.00 Unrealized
LEXINGTON REALTY TRUST REIT (lxp) 0.3%
Value ($000) $649,792 Shares 67,336 Est. Cost $10300.00 Unrealized
KSS KOHLS CORP (kss) 0.3%
Value ($000) $634,491 Shares 11,700 Est. Cost $38.33 Unrealized +20.1%
KELLOGG COMPANY (k) 0.3%
Value ($000) $598,224 Shares 8,800 Est. Cost $46.50 Unrealized -3.9%
Office Depot Inc (odp) 0.3%
Value ($000) $595,428 Shares 168,200 Est. Cost $3540.00 Unrealized
JPM JPMorgan Chase & Co. (jpm) 0.3%
Value ($000) $578,545 Shares 5,410 Est. Cost $69.64 Unrealized +16.8%
IIPR Innovative Industrial Prop. (iipra) 0.3%
Value ($000) $558,800 Shares 20,000 Est. Cost $27940.00 Unrealized
WESTERN GAS PARTNERS LP (wes) 0.2%
Value ($000) $541,012 Shares 11,250 Est. Cost $48089.96 Unrealized
PAA Plains All American Pipeline,L.P. (paa) 0.2%
Value ($000) $540,768 Shares 26,200 Est. Cost $20640.00 Unrealized
Five Oaks Investment Corp. (oaks) 0.2%
Value ($000) $538,400 Shares 134,600 Est. Cost $4880.00 Unrealized
Ladenburg Thal Fin 6.5 (ltsl) 0.2%
Value ($000) $530,673 Shares 21,450 Est. Cost $24740.00 Unrealized
OHI Omega Healthcare Investors, Inc. (ohi) 0.2%
Value ($000) $520,506 Shares 18,900 Est. Cost $27540.00 Unrealized
ROYAL DUTCH SHELL PLC SPONSORED (rds a) 0.2%
Value ($000) $424,942 Shares 6,370 Est. Cost $60579.91 Unrealized
City Office Reit Inc. (cio) 0.1%
Value ($000) $304,108 Shares 23,375 Est. Cost $13009.97 Unrealized
HSBC HSBC Holdings Plc (hsbc) 0.1%
Value ($000) $275,499 Shares 5,335 Est. Cost $51639.93 Unrealized
Blackstone Group L.P. (bx) 0.1%
Value ($000) $215,494 Shares 6,730 Est. Cost $32019.91 Unrealized