Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 16, 2022

Total Value ($000): $167,637 (99.1% shares, 0.9% debt)

Holdings (85)

GREAT AJAX CORP 10.3%
Value ($000) $17,228 Shares 689,408 Est. Cost $24.99 Unrealized
PNNT PennantPark Investment Corp 9.6%
Value ($000) $16,082 Shares 2,067,140 Est. Cost $4.38 Unrealized 0.0%
AGNC AGNC Investment Corp 7.4%
Value ($000) $12,401 Shares 946,630 Est. Cost $13.10 Unrealized
FSK FS KKR Capital Corp 6.5%
Value ($000) $10,857 Shares 475,783 Est. Cost $9.69 Unrealized +28.2%
Great Ajax Corp 5.0%
Value ($000) $8,325 Shares 709,748 Est. Cost $10.57 Unrealized
Tortoise Midstream Energy Fund Inc 3.5%
Value ($000) $5,840 Shares 153,795 Est. Cost $37.97 Unrealized
Neuberger Berman MLP & Energy Income Fund Inc 3.4%
Value ($000) $5,639 Shares 875,557 Est. Cost $4.74 Unrealized
CCIF Vertical Capital Income Fund 3.3%
Value ($000) $5,462 Shares 546,229 Est. Cost $9.84 Unrealized
Tortoise Energy Infrastructure Corp 3.0%
Value ($000) $5,112 Shares 147,928 Est. Cost $32.42 Unrealized
Cushing MLP & Infrastructure Total Return Fund/The 2.6%
Value ($000) $4,402 Shares 126,230 Est. Cost $24.09 Unrealized
NXDT NexPoint Diversified Real Esta Trust 2.5%
Value ($000) $4,257 Shares 269,059 Est. Cost $15.82 Unrealized
PFX PhenixFIN Corp 2.4%
Value ($000) $4,015 Shares 98,169 Est. Cost $37.94 Unrealized 0.0%
DX Dynex Capital Inc 2.4%
Value ($000) $3,943 Shares 243,411 Est. Cost $16.20 Unrealized
Safeguard Scientifics Inc 2.2%
Value ($000) $3,659 Shares 701,020 Est. Cost $10.02 Unrealized
LADR Ladder Capital Corp 2.1%
Value ($000) $3,479 Shares 293,072 Est. Cost $11.87 Unrealized
Aberdeen Asia-Pacific Income Fund Inc 2.0%
Value ($000) $3,419 Shares 1,011,483 Est. Cost $3.38 Unrealized
BRSP BrightSpire Capital Inc 1.9%
Value ($000) $3,172 Shares 342,907 Est. Cost $9.25 Unrealized
Morgan Stanley Emerging Markets Domestic Debt Fund Inc 1.6%
Value ($000) $2,734 Shares 547,838 Est. Cost $4.99 Unrealized
BBDC Barings BDC Inc 1.6%
Value ($000) $2,714 Shares 262,500 Est. Cost $4.98 Unrealized +39.3%
PIMCO Energy & Tactical Credit Opportunities Fund 1.6%
Value ($000) $2,696 Shares 181,817 Est. Cost $12.73 Unrealized
RDN Radian Group Inc 1.5%
Value ($000) $2,486 Shares 111,917 Est. Cost $15.40 Unrealized +31.2%
New York Mortgage Trust Inc 1.5%
Value ($000) $2,458 Shares 673,425 Est. Cost $2.61 Unrealized
Templeton Global Income Fund 1.5%
Value ($000) $2,451 Shares 487,199 Est. Cost $5.03 Unrealized
BlackRock Capital Investment Corp 1.4%
Value ($000) $2,328 Shares 552,983 Est. Cost $3.24 Unrealized
ClearBridge MLP & Midstream Total Return Fund Inc 1.3%
Value ($000) $2,144 Shares 73,447 Est. Cost $29.19 Unrealized
MTG MGIC Investment Corp 1.2%
Value ($000) $2,049 Shares 151,205 Est. Cost $14.31 Unrealized +4.8%
Western Asset Emerging Markets Debt Fund Inc 1.2%
Value ($000) $2,010 Shares 187,358 Est. Cost $10.73 Unrealized
ClearBridge Energy Midstream Opportunity Fund Inc 1.2%
Value ($000) $1,968 Shares 69,803 Est. Cost $13.43 Unrealized
Goldman Sachs MLP Energy and Renaissance Fund 1.1%
Value ($000) $1,893 Shares 156,745 Est. Cost $9.09 Unrealized
SEVN Seven Hills Realty Trust 1.1%
Value ($000) $1,809 Shares 162,494 Est. Cost $11.13 Unrealized
RDI Reading International Inc 1.0%
Value ($000) $1,647 Shares 384,699 Est. Cost $4.35 Unrealized 0.0%
Center Coast Brookfield MLP & Energy Infrastructure Fund 1.0%
Value ($000) $1,644 Shares 94,393 Est. Cost $13.71 Unrealized
GBLI Global Indemnity Group LLC 1.0%
Value ($000) $1,644 Shares 63,009 Est. Cost $22.28 Unrealized 0.0%
Tortoise Power and Energy Infrastructure Fund Inc 0.7%
Value ($000) $1,208 Shares 84,841 Est. Cost $8.73 Unrealized
Kayne Anderson NextGen Energy & Infrastructure Inc 0.6%
Value ($000) $1,059 Shares 123,592 Est. Cost $4.20 Unrealized
Morgan Stanley India Investment Fund Inc 0.6%
Value ($000) $1,045 Shares 41,635 Est. Cost $25.10 Unrealized
Salient Midstream & MLP Fund 0.6%
Value ($000) $1,010 Shares 122,613 Est. Cost $8.24 Unrealized
Nicholas Financial Inc 0.6%
Value ($000) $940 Shares 91,670 Est. Cost $6.65 Unrealized
General American Investors Co Inc 0.6%
Value ($000) $930 Shares 21,901 Est. Cost $42.46 Unrealized
Western Asset Mortgage Capital Corp 0.5%
Value ($000) $851 Shares 497,608 Est. Cost $1.71 Unrealized
MFA FINANCIAL INC 0.5%
Value ($000) $774 Shares 767,000 Est. Cost $0.89 Unrealized
PIMCO Access Income Fund 0.4%
Value ($000) $731 Shares 40,000 Est. Cost $18.27 Unrealized
PFSI PennyMac Financial Services Inc 0.3%
Value ($000) $566 Shares 10,634 Est. Cost $57.48 Unrealized 0.0%
XNDPX Tortoise Energy Independence Fund Inc 0.3%
Value ($000) $533 Shares 17,965 Est. Cost $11.57 Unrealized
Cornerstone Strategic Value Fund Inc 0.3%
Value ($000) $478 Shares 33,900 Est. Cost $14.10 Unrealized
PENNYMAC CORP 0.3%
Value ($000) $477 Shares 500,000 Est. Cost $0.95 Unrealized
WESTERN ASSET MORTGAGE C 0.3%
Value ($000) $470 Shares 500,000 Est. Cost $0.94 Unrealized
Sterling Bancorp Inc/MI 0.3%
Value ($000) $427 Shares 60,105 Est. Cost $3.96 Unrealized
XHIEX Miller/Howard High Dividend Fund 0.2%
Value ($000) $396 Shares 35,520 Est. Cost $11.15 Unrealized
XTTPX Tortoise Pipeline & Energy Fund Inc 0.2%
Value ($000) $378 Shares 12,881 Est. Cost $11.93 Unrealized
Nuveen Core Plus Impact Fund 0.2%
Value ($000) $339 Shares 22,568 Est. Cost $15.02 Unrealized
XBFZX BlackRock California Municipal Income Trust 0.2%
Value ($000) $309 Shares 25,144 Est. Cost $12.29 Unrealized
ESM Acquisition Corp 0.2%
Value ($000) $297 Shares 30,000 Est. Cost $9.90 Unrealized
Kayne Anderson Energy Infrastructure Fund 0.2%
Value ($000) $293 Shares 31,805 Est. Cost $9.21 Unrealized
TWO HARBORS INV CORP 0.1%
Value ($000) $246 Shares 250,000 Est. Cost $0.98 Unrealized
C Citigroup Inc 0.1%
Value ($000) $240 Shares 4,500 Est. Cost $42.37 Unrealized +26.3%
Pine Technology Acquisition Corp 0.1%
Value ($000) $240 Shares 24,028 Est. Cost $9.99 Unrealized
Mexico Equity and Income Fund Inc/The 0.1%
Value ($000) $233 Shares 25,553 Est. Cost $9.12 Unrealized
First Eagle Alternative Capital BDC Inc 0.1%
Value ($000) $172 Shares 38,991 Est. Cost $4.41 Unrealized
Nuveen Emerging Markets Debt 2022 Target Term Fund 0.1%
Value ($000) $152 Shares 21,765 Est. Cost $6.98 Unrealized
VEL Velocity Financial Inc 0.1%
Value ($000) $150 Shares 13,717 Est. Cost $5.46 Unrealized +125.4%
InterPrivate II Acquisition Corp 0.1%
Value ($000) $121 Shares 12,300 Est. Cost $9.84 Unrealized
Western Asset High Income Opportunity Fund Inc 0.1%
Value ($000) $111 Shares 24,924 Est. Cost $4.45 Unrealized
WHEELER REIT INC 0.0%
Value ($000) $80 Shares 5,545 Est. Cost $14.43 Unrealized
InterPrivate IV InfraTech Partners Inc 0.0%
Value ($000) $59 Shares 6,000 Est. Cost $9.83 Unrealized
Cornerstone Total Return Fund Inc 0.0%
Value ($000) $58 Shares 4,211 Est. Cost $13.77 Unrealized
Priveterra Acquisition Corp 0.0%
Value ($000) $49 Shares 5,000 Est. Cost $9.80 Unrealized
Wheeler Real Estate Investment Trust Inc 0.0%
Value ($000) $36 Shares 15,691 Est. Cost $2.29 Unrealized
PAVmed Inc 0.0%
Value ($000) $36 Shares 44,196 Est. Cost $0.81 Unrealized
Kismet Acquisition Three Corp 0.0%
Value ($000) $31 Shares 3,200 Est. Cost $9.69 Unrealized
Orion Acquisition Corp 0.0%
Value ($000) $29 Shares 3,000 Est. Cost $9.67 Unrealized
Fusion Acquisition Corp II 0.0%
Value ($000) $25 Shares 2,500 Est. Cost $10.00 Unrealized
FBRT Franklin BSP Realty Trust Inc 0.0%
Value ($000) $12 Shares 885 Est. Cost $13.56 Unrealized
COVA Acquisition Corp 0.0%
Value ($000) $12 Shares 1,178 Est. Cost $10.19 Unrealized
ESM Acquisition Corp 0.0%
Value ($000) $12 Shares 30,000 Est. Cost $0.40 Unrealized
Kismet Acquisition Two Corp 0.0%
Value ($000) $10 Shares 1,000 Est. Cost $10.00 Unrealized
SVF Investment Corp 2 0.0%
Value ($000) $10 Shares 1,000 Est. Cost $10.00 Unrealized
SVF Investment Corp 3 0.0%
Value ($000) $10 Shares 1,000 Est. Cost $10.00 Unrealized
Freedom Acquisition I Corp 0.0%
Value ($000) $10 Shares 1,000 Est. Cost $10.00 Unrealized
Sculptor Capital Management Inc 0.0%
Value ($000) $8 Shares 573 Est. Cost $13.96 Unrealized
Japan Smaller Capitalization Fund Inc 0.0%
Value ($000) $3 Shares 480 Est. Cost $6.25 Unrealized
Gabelli Utility Trust/The 0.0%
Value ($000) $2 Shares 10,010 Est. Cost $0.20 Unrealized
Atlas Crest Investment Corp II 0.0%
Value ($000) $2 Shares 239 Est. Cost $8.37 Unrealized
Jack Creek Investment Corp 0.0%
Value ($000) $0 Shares 50 Est. Cost Unrealized
Virtus Total Return Fund Inc 0.0%
Value ($000) $0 Shares 10 Est. Cost Unrealized