Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value ($000): $93,496 (97.8% shares, 2.2% debt)

Holdings (47)

ARMOUR Residential REIT Inc 13.8%
Value ($000) $12,876 Shares 768,743 Est. Cost $16.75 Unrealized
Great Ajax Corp 8.5%
Value ($000) $7,939 Shares 512,221 Est. Cost $12.40 Unrealized
Safeguard Scientifics Inc 7.8%
Value ($000) $7,249 Shares 639,275 Est. Cost $10.45 Unrealized
FS KKR Capital Corp 6.9%
Value ($000) $6,426 Shares 1,102,180 Est. Cost $5.21 Unrealized
MVC Capital Inc 6.1%
Value ($000) $5,740 Shares 644,938 Est. Cost $8.41 Unrealized
DX Dynex Capital Inc 5.0%
Value ($000) $4,639 Shares 313,898 Est. Cost $14.78 Unrealized
AGRO Adecoagro S A 4.2%
Value ($000) $3,896 Shares 668,202 Est. Cost $6.46 Unrealized -13.3%
Highland Floating Rate Opport 3.4%
Value ($000) $3,160 Shares 236,671 Est. Cost $13.30 Unrealized
EARN Ellington Residential Mortgage 3.1%
Value ($000) $2,942 Shares 279,157 Est. Cost $10.71 Unrealized
CCIF Vertical Capital Income Fund 3.0%
Value ($000) $2,768 Shares 259,136 Est. Cost $10.68 Unrealized
Oaktree Specialty Lending Corp 2.9%
Value ($000) $2,694 Shares 520,094 Est. Cost $5.18 Unrealized
Exantas Capital Corp 2.7%
Value ($000) $2,506 Shares 220,402 Est. Cost $10.05 Unrealized
BRK/A Berkshire Hathaway Inc 2.7%
Value ($000) $2,495 Shares 8 Est. Cost $313083.50 Unrealized -1.2%
XBFZX BlackRock California Municipal Income T 2.3%
Value ($000) $2,180 Shares 159,271 Est. Cost $12.57 Unrealized
BrandywineGbl Global Income Oprt 2.2%
Value ($000) $2,095 Shares 173,134 Est. Cost $11.12 Unrealized
Resource Cap Corp 2.2%
Value ($000) $2,088 Shares 2,000,000 Est. Cost $0.96 Unrealized
MTG MGIC Investment Corp 2.0%
Value ($000) $1,907 Shares 151,608 Est. Cost $11.84 Unrealized +9.1%
BlackRock Floating Rate Income Strategies 1.8%
Value ($000) $1,689 Shares 133,859 Est. Cost $12.62 Unrealized
Blue Capital Reinsurance Holdings Ltd 1.8%
Value ($000) $1,655 Shares 224,580 Est. Cost $7.37 Unrealized
Global X MLP ETF 1.7%
Value ($000) $1,608 Shares 191,916 Est. Cost $7.77 Unrealized
Front Yard Residential Corp 1.6%
Value ($000) $1,527 Shares 132,089 Est. Cost $10.70 Unrealized
Nuveen North Carolina Quality M 1.4%
Value ($000) $1,320 Shares 97,686 Est. Cost $12.19 Unrealized
Hunt Cos Finance Trust Inc 1.2%
Value ($000) $1,099 Shares 327,031 Est. Cost $2.86 Unrealized
First Trust Senior Floating Rate Income Fd 1.1%
Value ($000) $983 Shares 81,917 Est. Cost $11.61 Unrealized
BlackRock Muni New York Inter Dur 1.0%
Value ($000) $926 Shares 62,928 Est. Cost $12.43 Unrealized
XVMMX Delaware Investments Minnesota Municipal Income Fund II Inc 1.0%
Value ($000) $916 Shares 69,934 Est. Cost $13.05 Unrealized
Salient Midstream & MLP Fund 0.8%
Value ($000) $783 Shares 99,660 Est. Cost $7.39 Unrealized
Eaton Vance Floating-Rate Income Plus Fund 0.7%
Value ($000) $700 Shares 46,046 Est. Cost $15.06 Unrealized
Western Asset Gl Hi Income 0.7%
Value ($000) $667 Shares 67,197 Est. Cost $8.27 Unrealized
BlackRock Floating Rate Income Trust 0.6%
Value ($000) $586 Shares 47,721 Est. Cost $12.37 Unrealized
ClearBridge Energy Midstream Opportunity Fund Inc 0.6%
Value ($000) $559 Shares 64,300 Est. Cost $9.61 Unrealized
Alcentra Capital Corp 0.6%
Value ($000) $556 Shares 62,530 Est. Cost $8.89 Unrealized
BlackRock New York Municipal Bond 0.6%
Value ($000) $537 Shares 36,536 Est. Cost $12.79 Unrealized
CHMI Cherry Hill Mortgage Investmen 0.5%
Value ($000) $485 Shares 37,050 Est. Cost $13.09 Unrealized
Highland Global Allocation Fun 0.5%
Value ($000) $437 Shares 42,632 Est. Cost $10.25 Unrealized
Mexico Equity & Income Fund In 0.4%
Value ($000) $401 Shares 38,122 Est. Cost $10.07 Unrealized
OHA Investment Corp 0.4%
Value ($000) $342 Shares 263,394 Est. Cost $1.03 Unrealized
BlackRock Debt Strategies Fund Inc 0.4%
Value ($000) $333 Shares 30,964 Est. Cost $10.14 Unrealized
C Citigroup Inc 0.3%
Value ($000) $311 Shares 4,500 Est. Cost $49.36 Unrealized +9.7%
EPD Enterprise Products Partners L 0.3%
Value ($000) $286 Shares 10,000 Est. Cost $24.60 Unrealized
Morgan Stanley India Invs Fd 0.3%
Value ($000) $281 Shares 14,846 Est. Cost $20.95 Unrealized
XJEQX Aberdeen Japan Equity Fund Inc 0.2%
Value ($000) $202 Shares 27,700 Est. Cost $6.49 Unrealized
Templeton Dragon Fund 0.2%
Value ($000) $196 Shares 10,925 Est. Cost $19.22 Unrealized
Alps ETF TR 0.2%
Value ($000) $182 Shares 19,960 Est. Cost $8.72 Unrealized
Western Asset Corporate Loan F 0.2%
Value ($000) $172 Shares 18,086 Est. Cost $9.14 Unrealized
EQS Equus Total Return Inc 0.1%
Value ($000) $87 Shares 54,210 Est. Cost $2.01 Unrealized -17.7%
Anworth Mortgage Asset Corporation 0.1%
Value ($000) $70 Shares 21,323 Est. Cost $3.85 Unrealized