Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value ($000): $114,770 (100.0% shares, 0.0% debt)

Holdings (65)

ANNALY CAP MGMT INC 7.6%
Value ($000) $8,692 Shares 922,757 Est. Cost $9.42 Unrealized
GREAT AJAX CORP 6.6%
Value ($000) $7,626 Shares 514,921 Est. Cost $12.40 Unrealized
SAFEGUARD SCIENTIFICS INC 6.2%
Value ($000) $7,140 Shares 650,243 Est. Cost $10.46 Unrealized
FS KKR CAPITAL CORP 5.5%
Value ($000) $6,369 Shares 1,038,962 Est. Cost $5.21 Unrealized
CCIF VERTICAL CAP INCOME FUND 5.5%
Value ($000) $6,258 Shares 601,121 Est. Cost $10.53 Unrealized
MVC CAPITAL INC 5.1%
Value ($000) $5,804 Shares 644,938 Est. Cost $8.41 Unrealized
AGRO ADECOAGRO S A 5.0%
Value ($000) $5,790 Shares 691,726 Est. Cost $6.44 Unrealized -7.5%
HIGHLAND INCOME FUND 4.0%
Value ($000) $4,632 Shares 372,621 Est. Cost $12.98 Unrealized
HIGHLAND GLOBAL ALLOCATION F 3.9%
Value ($000) $4,493 Shares 481,032 Est. Cost $9.42 Unrealized
AG MTG INVT TR INC 3.4%
Value ($000) $3,853 Shares 249,846 Est. Cost $15.42 Unrealized
OAKTREE SPECIALTY LENDING CO 2.4%
Value ($000) $2,761 Shares 505,719 Est. Cost $5.18 Unrealized
BRK/A BERKSHIRE HATHAWAY INC DEL 2.4%
Value ($000) $2,717 Shares 8 Est. Cost $313083.50 Unrealized +4.0%
BLUE CAP REINS HLDGS LTD 2.3%
Value ($000) $2,689 Shares 391,961 Est. Cost $7.15 Unrealized
EXANTAS CAP CORP 2.3%
Value ($000) $2,603 Shares 220,402 Est. Cost $10.05 Unrealized
PIMCO ENRGY TACTICAL CR OPP 2.1%
Value ($000) $2,422 Shares 146,763 Est. Cost $16.50 Unrealized
EARN ELLINGTON RESIDENTIAL MTG RE 2.1%
Value ($000) $2,410 Shares 222,157 Est. Cost $10.71 Unrealized
GARRISON CAP INC 2.1%
Value ($000) $2,373 Shares 407,707 Est. Cost $5.82 Unrealized
MTG MGIC INVT CORP WIS 1.9%
Value ($000) $2,182 Shares 154,009 Est. Cost $11.87 Unrealized +16.7%
RESOURCE CAP CORP 1.8%
Value ($000) $2,091 Shares 2,000,000 Est. Cost $0.96 Unrealized
FRONT YD RESIDENTIAL CORP 1.5%
Value ($000) $1,729 Shares 140,089 Est. Cost $10.79 Unrealized
EATON VANCE FLTING RATE INC 1.4%
Value ($000) $1,626 Shares 118,533 Est. Cost $13.72 Unrealized
XBFZX BLACKROCK CALIF MUN INCOME T 1.3%
Value ($000) $1,498 Shares 110,496 Est. Cost $12.57 Unrealized
BRANDYWINEGBL GLBAL INM OPRT 1.2%
Value ($000) $1,396 Shares 110,503 Est. Cost $11.12 Unrealized
BLACKROCK FLOAT RATE OME STR 1.2%
Value ($000) $1,361 Shares 101,238 Est. Cost $12.62 Unrealized
EATON VANCE SR FLTNG RTE TR 1.2%
Value ($000) $1,341 Shares 98,943 Est. Cost $13.55 Unrealized
GLOBAL X FDS 1.2%
Value ($000) $1,323 Shares 167,916 Est. Cost $7.77 Unrealized
ASA GOLD AND PRECIOUS MTLS L 1.1%
Value ($000) $1,226 Shares 89,914 Est. Cost $13.64 Unrealized
HUNT COS FIN TR INC 0.9%
Value ($000) $1,056 Shares 327,031 Est. Cost $2.86 Unrealized
INVESCO SR INCOME TR 0.9%
Value ($000) $1,006 Shares 234,414 Est. Cost $4.29 Unrealized
GBDC GOLUB CAP BDC INC 0.8%
Value ($000) $963 Shares 52,166 Est. Cost $9.64 Unrealized 0.0%
ARMOUR RESIDENTIAL REIT INC 0.8%
Value ($000) $963 Shares 53,897 Est. Cost $16.75 Unrealized
THIRD PT REINS LTD 0.8%
Value ($000) $954 Shares 90,684 Est. Cost $10.52 Unrealized
NUVEEN CR STRATEGIES INCM FD 0.8%
Value ($000) $929 Shares 121,060 Est. Cost $7.67 Unrealized
XPHDX PIONEER FLOATING RATE TR 0.7%
Value ($000) $802 Shares 73,121 Est. Cost $10.97 Unrealized
TEMPLETON GLOBAL INCOME FD 0.7%
Value ($000) $798 Shares 130,172 Est. Cost $6.13 Unrealized
ARLINGTON ASSET INVT CORP 0.7%
Value ($000) $794 Shares 142,632 Est. Cost $5.57 Unrealized
FIRST TR SR FLG RTE INCM FD 0.7%
Value ($000) $779 Shares 62,451 Est. Cost $11.61 Unrealized
SALIENT MIDSTREAM & MLP FD 0.7%
Value ($000) $776 Shares 99,660 Est. Cost $7.39 Unrealized
BLACKROCK MUNI N Y INTER DUR 0.7%
Value ($000) $752 Shares 49,112 Est. Cost $12.43 Unrealized
CLEARBRIDGE ENERGY MIDSTRM O 0.7%
Value ($000) $751 Shares 89,300 Est. Cost $9.27 Unrealized
EATON VANCE FLTG RATE INCOM 0.6%
Value ($000) $737 Shares 46,046 Est. Cost $15.06 Unrealized
ALCENTRA CAP CORP 0.6%
Value ($000) $702 Shares 77,561 Est. Cost $8.92 Unrealized
GABELLI DIVD & INCOME TR 0.6%
Value ($000) $702 Shares 31,964 Est. Cost $21.96 Unrealized
MORGAN STANLEY INDIA INVS FD 0.6%
Value ($000) $702 Shares 35,270 Est. Cost $20.34 Unrealized
WESTERN ASSET HIGH INCM OPP 0.6%
Value ($000) $690 Shares 136,148 Est. Cost $5.07 Unrealized
MEXICO EQUITY & INCOME FD 0.6%
Value ($000) $637 Shares 54,950 Est. Cost $10.54 Unrealized
BLACKROCK NY MUNICIPAL BOND 0.5%
Value ($000) $552 Shares 36,536 Est. Cost $12.79 Unrealized
VOYA NAT RES EQUITY INCOME F 0.4%
Value ($000) $515 Shares 125,069 Est. Cost $4.12 Unrealized
WESTERN ASSET MTG CAP CORP 0.4%
Value ($000) $508 Shares 500,000 Est. Cost $1.02 Unrealized
CHMI CHERRY HILL MTG INVT CORP 0.4%
Value ($000) $407 Shares 27,868 Est. Cost $13.09 Unrealized
C CITIGROUP INC 0.3%
Value ($000) $360 Shares 4,500 Est. Cost $49.36 Unrealized +20.0%
VOYA INFRASTRUCTURE INDLS & 0.2%
Value ($000) $283 Shares 24,580 Est. Cost $11.51 Unrealized
NXDT NEXPOINT STRATEGIC OPORTUNT 0.2%
Value ($000) $282 Shares 15,900 Est. Cost $17.74 Unrealized
EPD ENTERPRISE PRODS PARTNERS L 0.2%
Value ($000) $282 Shares 10,000 Est. Cost $24.60 Unrealized
WHF WHITEHORSE FIN INC 0.2%
Value ($000) $249 Shares 18,165 Est. Cost $13.97 Unrealized 0.0%
XJEQX ABERDEEN JAPAN EQUITY FD INC 0.2%
Value ($000) $216 Shares 27,700 Est. Cost $6.49 Unrealized
TEMPLETON DRAGON FD INC 0.2%
Value ($000) $212 Shares 10,925 Est. Cost $19.22 Unrealized
TORTOISE ENERGY INDEPENDENC 0.2%
Value ($000) $210 Shares 48,381 Est. Cost $4.34 Unrealized
WESTERN ASSET CORPORATE LN F 0.2%
Value ($000) $179 Shares 18,086 Est. Cost $9.14 Unrealized
BLACKROCK DEBT STRAT FD INC 0.1%
Value ($000) $137 Shares 12,222 Est. Cost $10.14 Unrealized
ANWORTH MORTGAGE ASSET CP 0.1%
Value ($000) $136 Shares 38,506 Est. Cost $3.71 Unrealized
PORTMAN RIDGE FIN CORP 0.1%
Value ($000) $124 Shares 58,361 Est. Cost $2.12 Unrealized
EQS EQUUS TOTAL RETURN INC 0.1%
Value ($000) $99 Shares 54,210 Est. Cost $2.01 Unrealized -21.0%
VOYA PRIME RATE TR 0.1%
Value ($000) $73 Shares 14,592 Est. Cost $5.00 Unrealized
MFS GOVT MKTS INCOME TR 0.0%
Value ($000) $48 Shares 10,410 Est. Cost $4.61 Unrealized