Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 14, 2020

Total Value ($000): $45,182 (100.0% shares, 0.0% debt)

Holdings (46)

GREAT AJAX CORP 8.8%
Value ($000) $3,981 Shares 625,977 Est. Cost $11.32 Unrealized
SAFEGUARD SCIENTIFICS INC 8.0%
Value ($000) $3,609 Shares 650,243 Est. Cost $10.46 Unrealized
FS KKR CAPITAL CORP 6.6%
Value ($000) $3,000 Shares 999,985 Est. Cost $5.21 Unrealized
EARN ELLINGTON RESIDENTIAL MORTGA 6.5%
Value ($000) $2,926 Shares 552,127 Est. Cost $7.48 Unrealized
AGRO ADECOAGRO SA 5.9%
Value ($000) $2,644 Shares 679,726 Est. Cost $6.44 Unrealized -5.9%
HIGHLAND INCOME FUND 5.6%
Value ($000) $2,515 Shares 294,853 Est. Cost $12.98 Unrealized
MTG MGIC INVESTMENT CORP 5.4%
Value ($000) $2,459 Shares 387,206 Est. Cost $12.00 Unrealized +0.7%
MVC CAPITAL INC 5.2%
Value ($000) $2,335 Shares 534,428 Est. Cost $8.41 Unrealized
BRK/A BERKSHIRE HATHAWAY INC-CL A 4.8%
Value ($000) $2,176 Shares 8 Est. Cost $313083.50 Unrealized +1.8%
MMA CAPITAL HOLDINGS INC 4.7%
Value ($000) $2,105 Shares 85,102 Est. Cost $24.74 Unrealized
WESTERN ASSET HI INC OPPORT 4.2%
Value ($000) $1,881 Shares 446,697 Est. Cost $4.47 Unrealized
OAKTREE SPECIALTY LENDING CO 3.7%
Value ($000) $1,683 Shares 519,473 Est. Cost $5.13 Unrealized
GLOBAL X FDS 2.9%
Value ($000) $1,323 Shares 419,916 Est. Cost $5.00 Unrealized
XPHDX PIONEER FLOATING RATE TRUST 2.6%
Value ($000) $1,189 Shares 155,470 Est. Cost $9.21 Unrealized
HIGHLAND GLOBAL ALLOCATION 2.5%
Value ($000) $1,138 Shares 261,714 Est. Cost $9.42 Unrealized
XBFZX BLACKROCK CALIFOR MUNI IN TR 1.9%
Value ($000) $866 Shares 68,255 Est. Cost $12.57 Unrealized
WESTERN ASSET CORPORATE LOAN 1.5%
Value ($000) $667 Shares 93,959 Est. Cost $7.49 Unrealized
BRANDYWINEGLOBAL GLOBAL INCO 1.4%
Value ($000) $654 Shares 62,016 Est. Cost $11.12 Unrealized
NICHOLAS FINANCIAL INC 1.4%
Value ($000) $611 Shares 104,591 Est. Cost $5.84 Unrealized
HUNT COMPANIES FINANCE TRUST 1.3%
Value ($000) $573 Shares 309,471 Est. Cost $2.86 Unrealized
TREMONT MORTGAGE TRUST 1.2%
Value ($000) $564 Shares 268,595 Est. Cost $2.10 Unrealized
ANWORTH MORTGAGE ASSET CORP 1.2%
Value ($000) $547 Shares 483,930 Est. Cost $1.34 Unrealized
BLACKROCK MUNI NY INT DUR FD 1.2%
Value ($000) $525 Shares 35,826 Est. Cost $12.43 Unrealized
WESTERN ASSET GLOBAL HIGH IN 1.2%
Value ($000) $520 Shares 69,557 Est. Cost $7.48 Unrealized
BLACKROCK NEW YORK MUNI BOND 1.1%
Value ($000) $505 Shares 35,994 Est. Cost $12.79 Unrealized
BLACKROCK FLOAT RT INCOME ST 1.1%
Value ($000) $502 Shares 50,159 Est. Cost $12.62 Unrealized
EATON VANCE FLOATING-RATE IN 1.1%
Value ($000) $479 Shares 41,171 Est. Cost $15.06 Unrealized
MORGAN STANLEY INDIA INVEST 0.9%
Value ($000) $426 Shares 33,220 Est. Cost $20.34 Unrealized
GARRISON CAPITAL INC 0.8%
Value ($000) $345 Shares 203,123 Est. Cost $5.82 Unrealized
SALIENT MIDSTREAM & MLP FUND 0.7%
Value ($000) $336 Shares 96,441 Est. Cost $7.39 Unrealized
ORCHID ISLAND CAPITAL INC 0.5%
Value ($000) $218 Shares 73,789 Est. Cost $2.95 Unrealized
WESTERN ASSET HIGH INC II 0.4%
Value ($000) $197 Shares 39,284 Est. Cost $5.01 Unrealized
TEMPLETON DRAGON FUND INC 0.4%
Value ($000) $186 Shares 10,925 Est. Cost $19.22 Unrealized
CAPSTEAD MORTGAGE CORP 0.4%
Value ($000) $184 Shares 43,825 Est. Cost $4.20 Unrealized
MORGAN STANLEY EMERGING MARK 0.4%
Value ($000) $161 Shares 30,943 Est. Cost $5.20 Unrealized
COLONY CREDIT REAL ESTATE IN 0.3%
Value ($000) $153 Shares 38,724 Est. Cost $3.95 Unrealized
EPD ENTERPRISE PRODUCTS PARTNERS 0.3%
Value ($000) $143 Shares 10,000 Est. Cost $24.60 Unrealized
STERLING BANCORP INC/MI 0.3%
Value ($000) $142 Shares 32,977 Est. Cost $4.31 Unrealized
EFC ELLINGTON FINANCIAL INC 0.3%
Value ($000) $116 Shares 20,281 Est. Cost $5.72 Unrealized
CHMI CHERRY HILL MORTGAGE INVESTM 0.2%
Value ($000) $111 Shares 17,925 Est. Cost $13.09 Unrealized
FIRST TRUST SENIOR FLOATING 0.2%
Value ($000) $108 Shares 11,347 Est. Cost $11.61 Unrealized
XJEQX ABERDEEN JAPAN EQUITY FUND I 0.2%
Value ($000) $106 Shares 16,894 Est. Cost $6.49 Unrealized
ABERDEEN ASIA-PAC INCOME FD 0.2%
Value ($000) $98 Shares 29,066 Est. Cost $3.37 Unrealized
GDL FUND/THE 0.2%
Value ($000) $86 Shares 11,006 Est. Cost $7.81 Unrealized
EQS EQUUS TOTAL RETURN INC 0.1%
Value ($000) $51 Shares 54,210 Est. Cost $2.01 Unrealized -22.0%
TWO HARBORS INVESTMENT CORP 0.1%
Value ($000) $38 Shares 10,000 Est. Cost $3.80 Unrealized