PVG ASSET MANAGEMENT CORP Quant / Systematic

CIK: 0000820434 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 17, 2018

Total Value ($000): $178,929,544 (100.0% shares, 0.0% debt)

Holdings (93)

SPY SPDR S&P 500 TRUST ETF (spy) 6.2%
Value ($000) $11,167,296 Shares 42,437 Est. Cost $220230.72 Unrealized
VOO Vanguard Index S&P 500 (voo) 5.7%
Value ($000) $10,114,102 Shares 41,780 Est. Cost $202027.05 Unrealized
IVV S&P 500 INDX (ivv) 5.6%
Value ($000) $10,068,668 Shares 37,942 Est. Cost $221247.69 Unrealized
ProShares UltraShort S&P 500 (sds) 5.2%
Value ($000) $9,331,957 Shares 227,831 Est. Cost $12753.10 Unrealized
ProShares Short S&P500 (sh) 4.2%
Value ($000) $7,575,757 Shares 250,025 Est. Cost $30744.76 Unrealized
ARES CAPITAL CORP (arcc) 3.3%
Value ($000) $5,897,276 Shares 371,599 Est. Cost $16741.78 Unrealized
MEDLEY CAPITAL CORP (mcc) 3.2%
Value ($000) $5,746,220 Shares 1,443,774 Est. Cost $5241.85 Unrealized
ALPS ALERIAN MLP ETF (amlp) 3.0%
Value ($000) $5,362,797 Shares 572,337 Est. Cost $10530.90 Unrealized
WSR Whitestone REIT (wsr) 3.0%
Value ($000) $5,307,409 Shares 510,819 Est. Cost $11628.07 Unrealized
IShares S&P 100 ETF (oef) 2.5%
Value ($000) $4,561,770 Shares 39,329 Est. Cost $115989.98 Unrealized
Sr. Housing Properties Trust (snh) 2.1%
Value ($000) $3,755,383 Shares 239,807 Est. Cost $17328.39 Unrealized
SELECT INCOME REIT (sir) 1.9%
Value ($000) $3,438,609 Shares 176,520 Est. Cost $21834.37 Unrealized
PG Procter & Gamble Co. (pg) 1.8%
Value ($000) $3,294,638 Shares 41,557 Est. Cost $67.87 Unrealized 0.0%
BP BP PLC SPONS ADR (bp) 1.8%
Value ($000) $3,239,146 Shares 79,900 Est. Cost $34615.57 Unrealized
DIS The Walt Disney Company (dis) 1.7%
Value ($000) $3,044,838 Shares 30,315 Est. Cost $101.87 Unrealized -0.9%
CVS CVS Health Corp (cvs) 1.7%
Value ($000) $3,038,002 Shares 146,575 Est. Cost $58.44 Unrealized -4.4%
PEP PEPSICO INC (pep) 1.7%
Value ($000) $2,998,568 Shares 27,472 Est. Cost $89.25 Unrealized 0.0%
MRK Merck & Company Inc. (mrk) 1.6%
Value ($000) $2,928,977 Shares 53,772 Est. Cost $44.83 Unrealized -5.7%
CENTURYLINK INC (ctl) 1.6%
Value ($000) $2,887,096 Shares 175,721 Est. Cost $20028.27 Unrealized
iPath Bloomberg Coffee SubTR (jjoff) 1.6%
Value ($000) $2,884,806 Shares 201,172 Est. Cost $14340.00 Unrealized
IRT Independence Realty Trust, Inc. (irt) 1.6%
Value ($000) $2,825,720 Shares 307,812 Est. Cost $9325.78 Unrealized
CPB CAMPBELL SOUP COMPANY (cpb) 1.6%
Value ($000) $2,810,948 Shares 64,903 Est. Cost $34.67 Unrealized 0.0%
T AT&T, Inc.(t) 1.5%
Value ($000) $2,763,160 Shares 77,508 Est. Cost $16.26 Unrealized -2.8%
KMI KINDER MORGAN INC DEL (kmi) 1.3%
Value ($000) $2,354,405 Shares 156,335 Est. Cost $11.08 Unrealized 0.0%
RHHBY ROCHE HOLDINGS LTD ADR (rhhby) 1.2%
Value ($000) $2,218,151 Shares 77,490 Est. Cost $28625.00 Unrealized
C CITIGROUP INC COM (c) 1.2%
Value ($000) $2,198,340 Shares 32,568 Est. Cost $57.64 Unrealized 0.0%
New Senior Investment Group Inc. (snr) 1.2%
Value ($000) $2,170,031 Shares 265,285 Est. Cost $10363.51 Unrealized
Walgreens Boots Alliance Inc. (wba) 1.2%
Value ($000) $2,167,449 Shares 33,106 Est. Cost $72619.99 Unrealized
TELFY Telefonica, S.A. (tef) 1.2%
Value ($000) $2,158,606 Shares 218,703 Est. Cost $9836.14 Unrealized
AMC Entertainment Holdings Inc (amc) 1.2%
Value ($000) $2,068,160 Shares 147,200 Est. Cost $14936.54 Unrealized
OLN Olin Corp. (oln) 1.1%
Value ($000) $1,997,990 Shares 65,745 Est. Cost $27.28 Unrealized 0.0%
INTC Intel Corp (intc) 1.0%
Value ($000) $1,800,926 Shares 34,580 Est. Cost $29.64 Unrealized +35.2%
Global Medical REIT, Inc. (gmre) 1.0%
Value ($000) $1,734,678 Shares 249,594 Est. Cost $8662.49 Unrealized
TBT PROSHARES TRUST ETF ULTRASHORT 20 (tbt) 0.9%
Value ($000) $1,550,034 Shares 42,736 Est. Cost $34959.63 Unrealized
Uniti Group Inc. (unit) 0.9%
Value ($000) $1,537,363 Shares 94,607 Est. Cost $22993.97 Unrealized
Apollo Investment Corp (ainv) 0.9%
Value ($000) $1,531,260 Shares 293,345 Est. Cost $5660.00 Unrealized
Oaktree Specialty Lending Corp. (ocsl) 0.8%
Value ($000) $1,519,637 Shares 360,959 Est. Cost $5292.52 Unrealized
LLY Eli Lilly (lly) 0.8%
Value ($000) $1,483,724 Shares 19,177 Est. Cost $71.71 Unrealized 0.0%
GLAXOSMITHKLINE PLC-ADR (gsk) 0.7%
Value ($000) $1,304,234 Shares 33,382 Est. Cost $37260.16 Unrealized
PowerShares S&P Emerging Mkt ETF (eemo) 0.7%
Value ($000) $1,289,244 Shares 61,775 Est. Cost $20870.00 Unrealized
IBB ISHARES NASDAQ BIOTECH (ibb) 0.7%
Value ($000) $1,285,149 Shares 12,040 Est. Cost $106765.49 Unrealized
KBE SPDR S&P BANK ETF (kbe) 0.7%
Value ($000) $1,225,265 Shares 25,585 Est. Cost $47889.97 Unrealized
ACH OWENS & MINOR INC NEW (omi) 0.7%
Value ($000) $1,212,713 Shares 77,988 Est. Cost $16.81 Unrealized 0.0%
Medley Management Inc. (mdly) 0.6%
Value ($000) $1,131,678 Shares 198,540 Est. Cost $6500.00 Unrealized
NUE NUCOR CORP (nue) 0.6%
Value ($000) $1,087,096 Shares 17,795 Est. Cost $49.84 Unrealized +11.9%
M MACY'S INC (m) 0.6%
Value ($000) $1,046,907 Shares 35,202 Est. Cost $28.63 Unrealized -5.6%
HCP Inc. (hcp) 0.6%
Value ($000) $1,031,876 Shares 44,420 Est. Cost $23229.99 Unrealized
PNNT PENNANTPARK INVSTMNT CRP (pnnt) 0.6%
Value ($000) $1,004,137 Shares 150,320 Est. Cost $2.77 Unrealized -3.8%
PSEC Prospect Capital Corp. (psec) 0.6%
Value ($000) $996,930 Shares 152,203 Est. Cost $2.54 Unrealized +0.5%
TGT TARGET CORP (tgt) 0.6%
Value ($000) $995,417 Shares 14,337 Est. Cost $46.29 Unrealized +26.3%
OXY OCCIDENTAL PETROLEUM CORP (oxy) 0.5%
Value ($000) $948,416 Shares 14,600 Est. Cost $57.44 Unrealized 0.0%
CBL & ASSOC PROPERTIES REIT INC (cbl) 0.5%
Value ($000) $888,376 Shares 213,040 Est. Cost $9848.45 Unrealized
UPS UNITED PARCEL SERVICE INC (ups) 0.5%
Value ($000) $883,958 Shares 8,446 Est. Cost $85.46 Unrealized 0.0%
HESS CORPORATION (hes) 0.5%
Value ($000) $851,883 Shares 16,829 Est. Cost $50619.94 Unrealized
TIME WARNER INC (twx) 0.5%
Value ($000) $850,368 Shares 8,991 Est. Cost $94579.91 Unrealized
ANADARKO PETROLEUM CORP (apc) 0.5%
Value ($000) $842,236 Shares 13,942 Est. Cost $50010.03 Unrealized
LADR Ladder Capital Corp (ladr) 0.5%
Value ($000) $812,812 Shares 53,900 Est. Cost $15080.00 Unrealized
SJM J M SMUCKER CO (sjm) 0.4%
Value ($000) $804,452 Shares 6,487 Est. Cost $96.53 Unrealized +0.6%
KO COCA-COLA COMPANY (ko) 0.4%
Value ($000) $784,215 Shares 18,057 Est. Cost $35.07 Unrealized 0.0%
VZ Verizon Communications (vz) 0.4%
Value ($000) $754,599 Shares 15,780 Est. Cost $33.03 Unrealized 0.0%
Arlington Asset Investment (ai) 0.4%
Value ($000) $696,944 Shares 63,129 Est. Cost $14112.51 Unrealized
TPVG Triplepoint Venture Growth Corp (tpvg) 0.4%
Value ($000) $688,941 Shares 57,652 Est. Cost $11.26 Unrealized +9.6%
TWO HARBORS INVT CORP (two) 0.4%
Value ($000) $686,501 Shares 44,665 Est. Cost $8530.01 Unrealized
LOW LOWES COMPANIES INC (low) 0.4%
Value ($000) $634,432 Shares 7,230 Est. Cost $81.91 Unrealized 0.0%
Solar Senior Capital Ltd. (suns) 0.3%
Value ($000) $611,217 Shares 36,382 Est. Cost $17979.99 Unrealized
SLRC Solar Capital Ltd. (slrc) 0.3%
Value ($000) $609,949 Shares 30,032 Est. Cost $9.71 Unrealized -1.4%
Office Depot Inc (odp) 0.3%
Value ($000) $565,708 Shares 263,120 Est. Cost $3038.56 Unrealized
XOM Exxon Mobil Corporation (xom) 0.3%
Value ($000) $539,430 Shares 7,230 Est. Cost $55.58 Unrealized +0.3%
KSS KOHLS CORP (kss) 0.3%
Value ($000) $529,975 Shares 8,090 Est. Cost $38.33 Unrealized +65.5%
Ladenburg Thal Fin 6.5 (ltsl) 0.3%
Value ($000) $529,619 Shares 21,450 Est. Cost $24740.00 Unrealized
WFC WELLS FARGO COMPANY (wfc) 0.3%
Value ($000) $519,278 Shares 9,908 Est. Cost $42.16 Unrealized +13.2%
PFLT PENNANTPARK FLOATING RATE CAPITAL (pflt) 0.3%
Value ($000) $505,274 Shares 38,600 Est. Cost $5.65 Unrealized 0.0%
Marvell Tech Group (mrvl) 0.3%
Value ($000) $489,930 Shares 23,330 Est. Cost $21000.00 Unrealized
F Ford Motor (f) 0.3%
Value ($000) $483,088 Shares 43,600 Est. Cost $7.48 Unrealized 0.0%
GNL Global Net Lease Inc. (gnl) 0.3%
Value ($000) $468,420 Shares 27,750 Est. Cost $16880.00 Unrealized
KMB KIMBERLY-CLARK CORP (kmb) 0.3%
Value ($000) $457,039 Shares 4,150 Est. Cost $86.21 Unrealized 0.0%
MMLP Martin Midstream Partners LP (mmlp) 0.3%
Value ($000) $456,300 Shares 33,800 Est. Cost $13500.00 Unrealized
LEXINGTON REALTY TRUST REIT (lxp) 0.2%
Value ($000) $445,245 Shares 56,575 Est. Cost $10300.00 Unrealized
KHC Kraft Heinz Co (khc) 0.2%
Value ($000) $429,801 Shares 6,900 Est. Cost $48.97 Unrealized 0.0%
ROYAL DUTCH SHELL PLC SPONSORED (rds a) 0.2%
Value ($000) $406,469 Shares 6,370 Est. Cost $60579.91 Unrealized
ARLP Alliance Resource Partners LP (arlp) 0.2%
Value ($000) $317,700 Shares 18,000 Est. Cost $19700.00 Unrealized
JPM JPMorgan Chase & Co. (jpm) 0.1%
Value ($000) $258,209 Shares 2,348 Est. Cost $69.64 Unrealized +31.3%
PAA Plains All American Pipeline,L.P. (paa) 0.1%
Value ($000) $255,548 Shares 11,600 Est. Cost $20640.00 Unrealized
Pier 1 Imports Inc. (pir) 0.1%
Value ($000) $247,618 Shares 76,900 Est. Cost $3220.00 Unrealized
GLPI Gaming & Leisure Pptys Inc. (glpi) 0.1%
Value ($000) $235,963 Shares 7,050 Est. Cost $33469.93 Unrealized
OHI Omega Healthcare Investors, Inc. (ohi) 0.1%
Value ($000) $234,977 Shares 8,690 Est. Cost $27540.00 Unrealized
HOSPITALITY PROPERTIES REIT TRUSTCOM (hpt) 0.1%
Value ($000) $231,861 Shares 9,150 Est. Cost $25340.00 Unrealized
ProShares Tr Short S&P500 (spxu) 0.1%
Value ($000) $223,120 Shares 19,975 Est. Cost $11370.00 Unrealized
WESTERN GAS PARTNERS LP (wes) 0.1%
Value ($000) $206,949 Shares 4,850 Est. Cost $48089.96 Unrealized
Model N Inc. (modn) 0.1%
Value ($000) $190,788 Shares 10,570 Est. Cost $18049.95 Unrealized
Capital Product Partners LP (cplp) 0.1%
Value ($000) $98,592 Shares 31,600 Est. Cost $3120.00 Unrealized
Cleveland-Cliffs Inc (clf) 0.0%
Value ($000) $73,913 Shares 10,635 Est. Cost $6949.98 Unrealized
AXSM Axsome Therapeutics Inc. (axsm) 0.0%
Value ($000) $34,888 Shares 14,240 Est. Cost $2.99 Unrealized 0.0%