Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $80,161 (100.0% shares, 0.0% debt)

Holdings (46)

MFA FINANCIAL INC 8.3%
Value ($000) $6,652 Shares 7,500,000 Est. Cost $0.89 Unrealized
NEW YORK MORTGAGE TRUST INC 7.6%
Value ($000) $6,097 Shares 2,335,962 Est. Cost $2.61 Unrealized
AGNC AGNC INVESTMENT CORP 7.6%
Value ($000) $6,066 Shares 470,196 Est. Cost $12.90 Unrealized
GREAT AJAX CORP 7.2%
Value ($000) $5,758 Shares 625,920 Est. Cost $11.32 Unrealized
BRANDYWINEGLOBAL GLOBAL INCO 6.6%
Value ($000) $5,279 Shares 457,424 Est. Cost $11.48 Unrealized
HIGHLAND INCOME FUND 6.1%
Value ($000) $4,901 Shares 608,796 Est. Cost $10.44 Unrealized
SAFEGUARD SCIENTIFICS INC 5.6%
Value ($000) $4,499 Shares 642,753 Est. Cost $10.46 Unrealized
WESTERN ASSET HI INC OPPORT 4.7%
Value ($000) $3,799 Shares 822,340 Est. Cost $4.54 Unrealized
MVC CAPITAL INC 4.1%
Value ($000) $3,287 Shares 503,444 Est. Cost $8.41 Unrealized
MTG MGIC INVESTMENT CORP 4.0%
Value ($000) $3,171 Shares 387,206 Est. Cost $12.00 Unrealized -37.7%
GBDC GOLUB CAPITAL BDC INC 3.9%
Value ($000) $3,162 Shares 271,387 Est. Cost $6.44 Unrealized 0.0%
MMA CAPITAL HOLDINGS INC 3.7%
Value ($000) $2,969 Shares 128,419 Est. Cost $24.19 Unrealized
AGRO ADECOAGRO SA 3.7%
Value ($000) $2,950 Shares 679,726 Est. Cost $6.44 Unrealized -42.3%
CAPSTEAD MORTGAGE CORP 3.5%
Value ($000) $2,784 Shares 507,146 Est. Cost $5.38 Unrealized
FS KKR CAPITAL CORP II 3.4%
Value ($000) $2,715 Shares 210,662 Est. Cost $12.89 Unrealized
BRK/A BERKSHIRE HATHAWAY INC-CL A 2.7%
Value ($000) $2,138 Shares 8 Est. Cost $313083.50 Unrealized -12.5%
CCIF VERTICAL CAPITAL INCOME 2.6%
Value ($000) $2,075 Shares 214,351 Est. Cost $9.68 Unrealized
WESTERN ASSET MTGE CAP 2.4%
Value ($000) $1,945 Shares 2,745,000 Est. Cost $0.71 Unrealized
CUSHING NEXTGEN INFRA INC 1.5%
Value ($000) $1,199 Shares 39,161 Est. Cost $30.62 Unrealized
TREMONT MORTGAGE TRUST 1.0%
Value ($000) $827 Shares 268,595 Est. Cost $2.10 Unrealized
HUNT COMPANIES FINANCE TRUST 1.0%
Value ($000) $820 Shares 309,271 Est. Cost $2.86 Unrealized
NICHOLAS FINANCIAL INC 0.9%
Value ($000) $699 Shares 94,503 Est. Cost $5.84 Unrealized
XPHDX PIONEER FLOATING RATE TRUST 0.6%
Value ($000) $512 Shares 53,835 Est. Cost $9.21 Unrealized
MFA FINANCIAL INC 0.6%
Value ($000) $483 Shares 193,891 Est. Cost $2.49 Unrealized
WATFORD HOLDINGS LTD 0.6%
Value ($000) $450 Shares 26,934 Est. Cost $16.71 Unrealized
XNDPX TORTOISE ENERGY INDEPENDENCE 0.5%
Value ($000) $439 Shares 37,698 Est. Cost $11.65 Unrealized
EATON VANCE SENIOR INCOME TR 0.5%
Value ($000) $425 Shares 79,687 Est. Cost $5.33 Unrealized
OAKTREE SPECIALTY LENDING CO 0.5%
Value ($000) $365 Shares 81,566 Est. Cost $5.13 Unrealized
ANWORTH MORTGAGE ASSET CORP 0.4%
Value ($000) $360 Shares 211,745 Est. Cost $1.34 Unrealized
CHMI CHERRY HILL MORTGAGE INVESTM 0.4%
Value ($000) $333 Shares 36,904 Est. Cost $11.00 Unrealized
DX DYNEX CAPITAL INC 0.4%
Value ($000) $327 Shares 22,833 Est. Cost $14.32 Unrealized
SALIENT MIDSTREAM & MLP FUND 0.4%
Value ($000) $306 Shares 74,165 Est. Cost $7.39 Unrealized
WESTERN ASSET GLOBAL HIGH IN 0.3%
Value ($000) $266 Shares 28,709 Est. Cost $7.48 Unrealized
THIRD POINT REINSURANCE LTD 0.3%
Value ($000) $259 Shares 34,500 Est. Cost $7.51 Unrealized
EFC ELLINGTON FINANCIAL INC 0.3%
Value ($000) $239 Shares 20,281 Est. Cost $5.72 Unrealized
GARRISON CAPITAL INC 0.3%
Value ($000) $238 Shares 70,513 Est. Cost $5.82 Unrealized
WESTERN ASSET CORPORATE LOAN 0.3%
Value ($000) $236 Shares 27,589 Est. Cost $7.49 Unrealized
C CITIGROUP INC 0.3%
Value ($000) $230 Shares 4,500 Est. Cost $38.68 Unrealized 0.0%
STERLING BANCORP INC/MI 0.3%
Value ($000) $211 Shares 59,028 Est. Cost $3.98 Unrealized
CUK CARNIVAL PLC-ADR 0.2%
Value ($000) $145 Shares 11,500 Est. Cost $12.61 Unrealized
EARN ELLINGTON RESIDENTIAL MORTGA 0.2%
Value ($000) $142 Shares 13,782 Est. Cost $7.48 Unrealized
MEDLEY CAP CORP 0.1%
Value ($000) $110 Shares 143,729 Est. Cost $0.77 Unrealized
ARMOUR RESIDENTIAL REIT INC 0.1%
Value ($000) $98 Shares 10,450 Est. Cost $9.38 Unrealized
KAYNE ANDERSON MIDSTREAM/ENE 0.1%
Value ($000) $82 Shares 18,000 Est. Cost $4.56 Unrealized
EQS EQUUS TOTAL RETURN INC 0.1%
Value ($000) $63 Shares 54,210 Est. Cost $2.01 Unrealized -44.1%
TWO HARBORS INVESTMENT CORP 0.1%
Value ($000) $50 Shares 10,000 Est. Cost $3.80 Unrealized