Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 16, 2021

Total Value ($000): $98,516 (98.5% shares, 1.5% debt)

Holdings (53)

— MFA FINL INC COM 12.9%
Value ($000) $12,690 Shares 3,262,196 Est. Cost $2.98 Unrealized —
— GREAT AJAX CORP COM 7.7%
Value ($000) $7,598 Shares 726,343 Est. Cost $10.57 Unrealized —
CCIF VERTICAL CAP INCOME FD SHS BEN INT 6.2%
Value ($000) $6,102 Shares 620,080 Est. Cost $9.84 Unrealized —
BBDC BARINGS BDC INC COM 5.8%
Value ($000) $5,723 Shares 622,058 Est. Cost $4.98 Unrealized 0.0%
— MEDLEY CAP CORP 4.7%
Value ($000) $4,596 Shares 162,340 Est. Cost $28.31 Unrealized —
FSK FS KKR CAPITAL CORP COM 4.6%
Value ($000) $4,572 Shares 276,063 Est. Cost $7.71 Unrealized +4.5%
— SAFEGUARD SCIENTIFICS INC COM NEW 4.2%
Value ($000) $4,101 Shares 642,753 Est. Cost $10.46 Unrealized —
— HIGHLAND INCOME FUND SHS BEN INT 3.8%
Value ($000) $3,777 Shares 367,439 Est. Cost $10.44 Unrealized —
— NEW YORK MORTGAGE TRUST INC 3.7%
Value ($000) $3,623 Shares 981,803 Est. Cost $2.61 Unrealized —
— VOYA PRIME RATE TR 3.6%
Value ($000) $3,532 Shares 790,086 Est. Cost $4.47 Unrealized —
— MMA CAPITAL HOLDINGS INC COM 3.4%
Value ($000) $3,309 Shares 134,528 Est. Cost $24.11 Unrealized —
BRK/A BERKSHIRE HATHAWAY INC-DEL CL A 2.8%
Value ($000) $2,783 Shares 8 Est. Cost $313083.50 Unrealized +5.6%
— CUSHING NEXTGEN INFRA INCM FD COM 2.6%
Value ($000) $2,539 Shares 69,708 Est. Cost $34.21 Unrealized —
— ANWORTH MORTGAGE ASSET CORP 2.5%
Value ($000) $2,486 Shares 917,456 Est. Cost $1.60 Unrealized —
— OAKTREE SPECIALTY LENDING CORP COM 2.5%
Value ($000) $2,418 Shares 434,097 Est. Cost $5.19 Unrealized —
— KAYNE ANDERSON MDSTM ENERGY FD COM 2.4%
Value ($000) $2,384 Shares 414,541 Est. Cost $4.20 Unrealized —
RDN RADIAN GROUP INC COM USD0.001 2.0%
Value ($000) $1,997 Shares 98,617 Est. Cost $14.75 Unrealized +7.8%
— CUSHING MLP &INFRASTRUCT COM NEW 2.0%
Value ($000) $1,936 Shares 90,764 Est. Cost $19.88 Unrealized —
AGRO ADECOAGRO S A ADECOAGRO US LISTED 1.9%
Value ($000) $1,886 Shares 277,361 Est. Cost $6.44 Unrealized -23.7%
— FIRST TR SR FLOATING RATE 2022 COM SHS 1.8%
Value ($000) $1,805 Shares 200,736 Est. Cost $8.99 Unrealized —
— NEUBERGER BERMAN MLP &ENERGY COM 1.6%
Value ($000) $1,591 Shares 472,220 Est. Cost $3.30 Unrealized —
— MFA FINL INC Convertible 6.25percent 6/15/24 1.5%
Value ($000) $1,509 Shares 1,517,000 Est. Cost $0.89 Unrealized —
MRCC MONROE COM USD0.001 1.4%
Value ($000) $1,386 Shares 172,549 Est. Cost $4.18 Unrealized 0.0%
— ASA GOLD AND PRECIOUS METALS LIMITE COM STK NPV USD 1.2%
Value ($000) $1,182 Shares 54,049 Est. Cost $21.87 Unrealized —
— TORTOISE PWR &ENERGY INFRASTR COM 1.2%
Value ($000) $1,133 Shares 102,273 Est. Cost $8.73 Unrealized —
— CLEARBRIDGE ENERGY MIDSTRM OPP COM 1.1%
Value ($000) $1,115 Shares 83,047 Est. Cost $13.43 Unrealized —
LFT LUMENT FINANCE TRUST INC COM 1.0%
Value ($000) $1,011 Shares 309,271 Est. Cost $3.27 Unrealized —
XNDPX TORTOISE ENERGY INDEPENDENC FD COM 1.0%
Value ($000) $978 Shares 73,609 Est. Cost $11.57 Unrealized —
— BLACKROCK CAP INVT CORP COM 0.8%
Value ($000) $824 Shares 306,273 Est. Cost $2.46 Unrealized —
— GOLDMAN SACHS MLP ENERGY RENAI COM 0.8%
Value ($000) $801 Shares 105,061 Est. Cost $7.62 Unrealized —
— FS KKR CAP CORP II COM 0.7%
Value ($000) $673 Shares 41,036 Est. Cost $16.40 Unrealized —
VEL VELOCITY FINL INC COM 0.6%
Value ($000) $633 Shares 101,647 Est. Cost $5.46 Unrealized 0.0%
— NICHOLAS FINANCIAL INC COM NPV 0.6%
Value ($000) $628 Shares 74,892 Est. Cost $5.84 Unrealized —
MTG MGIC INVESTMENT CORP COM USD1.00 0.4%
Value ($000) $431 Shares 34,356 Est. Cost $12.00 Unrealized -5.7%
— CENTER COAST BRKFLD MLP ENRGY SHS BEN INT 0.4%
Value ($000) $417 Shares 44,024 Est. Cost $9.47 Unrealized —
— TREMONT MTG TR COM 0.4%
Value ($000) $416 Shares 109,787 Est. Cost $2.10 Unrealized —
— WESTERN ASSET MUNICIPAL DEFINED OPPORTUNITY TRUST INC 0.4%
Value ($000) $378 Shares 18,135 Est. Cost $20.84 Unrealized —
— ABERDEEN STD GLOBAL INFRASTRUC COM SHS BEN INT 0.4%
Value ($000) $361 Shares 19,487 Est. Cost $18.53 Unrealized —
— PIMCO ENRGY TACTICAL CR OPP FD COM SHS BEN INT 0.4%
Value ($000) $357 Shares 44,156 Est. Cost $6.19 Unrealized —
— DIVIDEND &INCOME FD INC COM NEW 0.3%
Value ($000) $326 Shares 29,008 Est. Cost $11.24 Unrealized —
— TORTOISE ENERGY INFRA CORP COM 0.3%
Value ($000) $322 Shares 16,000 Est. Cost $14.80 Unrealized —
EFC ELLINGTON FINANCIAL INC COM 0.3%
Value ($000) $301 Shares 20,281 Est. Cost $5.72 Unrealized —
— RMR MORTGAGE TR COM 0.3%
Value ($000) $297 Shares 28,097 Est. Cost $10.57 Unrealized —
XTTPX TORTOISE PIPELINE &ENERGY FD COM 0.3%
Value ($000) $294 Shares 17,297 Est. Cost $11.93 Unrealized —
C CITIGROUP INC COM 0.3%
Value ($000) $277 Shares 4,500 Est. Cost $42.37 Unrealized 0.0%
— STERLING BANCORP INC COM 0.3%
Value ($000) $273 Shares 60,228 Est. Cost $3.96 Unrealized —
— EATON VANCE FLOATING RATE INC PLUS SHARES OF BENEFICIAL INTEREST 0.2%
Value ($000) $184 Shares 11,831 Est. Cost $14.05 Unrealized —
— FIRST EAGLE SENIOR LOAN FUND COM NEW 0.2%
Value ($000) $174 Shares 12,470 Est. Cost $13.95 Unrealized —
— EATON VANCE SR INCOME TR SH BEN INT 0.1%
Value ($000) $108 Shares 16,998 Est. Cost $5.33 Unrealized —
— CAPSTEAD MTG CORP COM NO PAR 0.1%
Value ($000) $95 Shares 16,311 Est. Cost $5.38 Unrealized —
— ARLINGTON ASSET INVST CORP CL A NEW 0.1%
Value ($000) $68 Shares 17,941 Est. Cost $3.79 Unrealized —
— ENERGY FUELS INC $2.45 WTS EXP 09/20/2021 0.1%
Value ($000) $67 Shares 32,493 Est. Cost $2.06 Unrealized —
UUUU ENERGY FUELS INC COM NEW 0.0%
Value ($000) $49 Shares 11,500 Est. Cost $2.25 Unrealized 0.0%