Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 13, 2020

Total Value ($000): $73,722 (100.0% shares, 0.0% debt)

Holdings (46)

MFA FINANCIAL INC 9.6%
Value ($000) $7,091 Shares 7,517,000 Est. Cost $0.89 Unrealized
GREAT AJAX CORP 9.4%
Value ($000) $6,912 Shares 833,759 Est. Cost $10.57 Unrealized
MFA FINANCIAL INC 8.8%
Value ($000) $6,493 Shares 2,422,930 Est. Cost $2.66 Unrealized
CCIF VERTICAL CAPITAL INCOME 8.1%
Value ($000) $5,954 Shares 599,573 Est. Cost $9.84 Unrealized
MVC CAPITAL INC 6.5%
Value ($000) $4,761 Shares 609,588 Est. Cost $8.30 Unrealized
SAFEGUARD SCIENTIFICS INC 4.8%
Value ($000) $3,522 Shares 642,753 Est. Cost $10.46 Unrealized
HIGHLAND INCOME FUND 4.5%
Value ($000) $3,307 Shares 384,939 Est. Cost $10.44 Unrealized
AGRO ADECOAGRO SA 4.3%
Value ($000) $3,174 Shares 679,726 Est. Cost $6.44 Unrealized -35.0%
MMA CAPITAL HOLDINGS INC 4.1%
Value ($000) $3,028 Shares 134,515 Est. Cost $24.11 Unrealized
GARRISON CAPITAL INC 3.9%
Value ($000) $2,857 Shares 748,009 Est. Cost $4.01 Unrealized
NEW YORK MORTGAGE TRUST INC 3.6%
Value ($000) $2,628 Shares 1,030,417 Est. Cost $2.61 Unrealized
BRK/A BERKSHIRE HATHAWAY INC-CL A 3.5%
Value ($000) $2,560 Shares 8 Est. Cost $313083.50 Unrealized -2.0%
MTG MGIC INVESTMENT CORP 3.3%
Value ($000) $2,424 Shares 273,600 Est. Cost $12.00 Unrealized -29.0%
FSK FS KKR CAPITAL CORP 2.7%
Value ($000) $1,983 Shares 125,052 Est. Cost $7.29 Unrealized 0.0%
KAYNE ANDERSON NEXTGEN ENERG 2.1%
Value ($000) $1,530 Shares 379,641 Est. Cost $4.06 Unrealized
ANWORTH MORTGAGE ASSET CORP 2.0%
Value ($000) $1,468 Shares 895,088 Est. Cost $1.57 Unrealized
WATFORD HOLDINGS LTD 1.7%
Value ($000) $1,254 Shares 54,655 Est. Cost $19.87 Unrealized
OAKTREE SPECIALTY LENDING CO 1.7%
Value ($000) $1,251 Shares 258,377 Est. Cost $4.93 Unrealized
HUNT COMPANIES FINANCE TRUST 1.1%
Value ($000) $844 Shares 309,271 Est. Cost $2.86 Unrealized
XTTPX TORTOISE PIPELINE & ENERGY 1.1%
Value ($000) $810 Shares 67,879 Est. Cost $11.93 Unrealized
TORTOISE POWER & ENRGY INFRA 1.1%
Value ($000) $802 Shares 94,116 Est. Cost $8.52 Unrealized
PIMCO ENRGY & TACT CRDT 1.0%
Value ($000) $768 Shares 123,991 Est. Cost $6.19 Unrealized
CUSHING NEXTGEN INFRA INC 1.0%
Value ($000) $712 Shares 26,551 Est. Cost $30.62 Unrealized
TREMONT MORTGAGE TRUST 1.0%
Value ($000) $704 Shares 241,260 Est. Cost $2.10 Unrealized
BLACKROCK CAPITAL INVESTMENT 0.9%
Value ($000) $695 Shares 284,993 Est. Cost $2.44 Unrealized
CAPSTEAD MORTGAGE CORP 0.9%
Value ($000) $651 Shares 115,863 Est. Cost $5.38 Unrealized
FRONT YARD RESIDENTIAL CORP 0.8%
Value ($000) $610 Shares 69,791 Est. Cost $8.74 Unrealized
XNDPX TORTOISE ENERGY INDEPENDENCE 0.8%
Value ($000) $567 Shares 57,028 Est. Cost $11.07 Unrealized
NICHOLAS FINANCIAL INC 0.7%
Value ($000) $544 Shares 74,892 Est. Cost $5.84 Unrealized
RDN RADIAN GROUP INC 0.7%
Value ($000) $495 Shares 33,867 Est. Cost $12.56 Unrealized 0.0%
TORTOISE ENERGY INFRASTRUCT 0.6%
Value ($000) $455 Shares 30,747 Est. Cost $14.80 Unrealized
CUSHING MLP & INFRASTRUCTURE 0.5%
Value ($000) $351 Shares 22,645 Est. Cost $15.50 Unrealized
VOYA PRIME RATE TRUST 0.4%
Value ($000) $296 Shares 67,060 Est. Cost $4.41 Unrealized
EATON VANCE SENIOR INCOME TR 0.4%
Value ($000) $283 Shares 48,294 Est. Cost $5.33 Unrealized
WESTERN ASSET GLOBAL HIGH IN 0.4%
Value ($000) $277 Shares 28,709 Est. Cost $7.48 Unrealized
AGNC AGNC INVESTMENT CORP 0.4%
Value ($000) $268 Shares 19,281 Est. Cost $12.90 Unrealized
EFC ELLINGTON FINANCIAL INC 0.3%
Value ($000) $249 Shares 20,281 Est. Cost $5.72 Unrealized
SALIENT MIDSTREAM & MLP FUND 0.3%
Value ($000) $224 Shares 63,865 Est. Cost $7.39 Unrealized
CHMI CHERRY HILL MORTGAGE INVESTM 0.3%
Value ($000) $205 Shares 22,802 Est. Cost $11.00 Unrealized
STERLING BANCORP INC/MI 0.2%
Value ($000) $181 Shares 60,228 Est. Cost $3.96 Unrealized
EATON VANCE FLOATING-RATE IN 0.2%
Value ($000) $169 Shares 12,028 Est. Cost $14.05 Unrealized
THIRD POINT REINSURANCE LTD 0.2%
Value ($000) $119 Shares 17,135 Est. Cost $7.51 Unrealized
NB MLP & ENERGY INCOME 0.1%
Value ($000) $83 Shares 35,000 Est. Cost $2.37 Unrealized
EQS EQUUS TOTAL RETURN INC 0.1%
Value ($000) $66 Shares 54,210 Est. Cost $2.01 Unrealized -33.8%
TWO HARBORS INVESTMENT CORP 0.1%
Value ($000) $51 Shares 10,000 Est. Cost $3.80 Unrealized
FIRST TRUST SPECIALTY FINANC 0.1%
Value ($000) $46 Shares 20,000 Est. Cost $2.30 Unrealized