Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 15, 2022

Total Value ($000): $193,450 (99.1% shares, 0.9% debt)

Holdings (119)

AGNC AGNC INVT CORP 11.7%
Value ($000) $22,555 Shares 2,037,519 Est. Cost $12.01 Unrealized
CORNERSTONE TOTAL RETURN FD 9.1%
Value ($000) $17,510 Shares 2,102,042 Est. Cost $8.34 Unrealized
GREAT AJAX CORP 8.7%
Value ($000) $16,907 Shares 689,508 Est. Cost $24.99 Unrealized
PNNT PENNANTPARK INVT CORP 7.8%
Value ($000) $15,129 Shares 2,448,156 Est. Cost $4.37 Unrealized -1.5%
MFA MFA FINL INC 5.0%
Value ($000) $9,673 Shares 899,794 Est. Cost $10.75 Unrealized
GREAT AJAX CORP 3.2%
Value ($000) $6,246 Shares 651,328 Est. Cost $10.57 Unrealized
TORTOISE MIDSTRM ENERGY FD I 3.2%
Value ($000) $6,241 Shares 194,016 Est. Cost $36.77 Unrealized
TEMPLETON GLOBAL INCOME FD 2.9%
Value ($000) $5,689 Shares 1,290,039 Est. Cost $4.64 Unrealized
CCIF VERTICAL CAP INCOME FD 2.6%
Value ($000) $5,108 Shares 546,229 Est. Cost $9.84 Unrealized
BLACKROCK ESG CAP ALLC TR 2.4%
Value ($000) $4,695 Shares 328,085 Est. Cost $14.31 Unrealized
CORNERSTONE STRATEGIC VALUE 2.2%
Value ($000) $4,186 Shares 487,856 Est. Cost $8.96 Unrealized
PFX PHENIXFIN CORP 1.9%
Value ($000) $3,637 Shares 99,677 Est. Cost $37.92 Unrealized -3.3%
CUSHING MLP & INFRASTRUCT 1.9%
Value ($000) $3,633 Shares 130,772 Est. Cost $24.22 Unrealized
TORTOISE ENERGY INFRA CORP 1.7%
Value ($000) $3,376 Shares 114,131 Est. Cost $32.42 Unrealized
LADR LADDER CAP CORP 1.6%
Value ($000) $3,089 Shares 293,072 Est. Cost $11.87 Unrealized
NEW YORK MTG TR 1.5%
Value ($000) $2,893 Shares 1,048,046 Est. Cost $2.66 Unrealized
ABRDN ASIA PACIFIC INCOME FU 1.5%
Value ($000) $2,860 Shares 979,427 Est. Cost $3.38 Unrealized
BRSP BRIGHTSPIRE CAPITAL INC 1.5%
Value ($000) $2,806 Shares 371,665 Est. Cost $9.12 Unrealized
SAFEGUARD SCIENTIFICS INC 1.4%
Value ($000) $2,661 Shares 713,445 Est. Cost $9.91 Unrealized
MORGAN STANLEY EMERGING MKTS 1.3%
Value ($000) $2,610 Shares 581,307 Est. Cost $4.96 Unrealized
NUVEEN CR STRATEGIES INCOME 1.3%
Value ($000) $2,530 Shares 486,542 Est. Cost $5.20 Unrealized
CLEARBRIDGE ENERGY MIDSTRM O 1.2%
Value ($000) $2,362 Shares 100,057 Est. Cost $16.50 Unrealized
CLEARBRIDGE MLP AND MIDSTRM 1.1%
Value ($000) $2,214 Shares 86,417 Est. Cost $28.66 Unrealized
RDN RADIAN GROUP INC 1.1%
Value ($000) $2,200 Shares 111,917 Est. Cost $15.40 Unrealized +20.8%
CENTER COAST BRKFLD MLP ENRG 1.1%
Value ($000) $2,119 Shares 132,344 Est. Cost $14.37 Unrealized
PIMCO ENERGY & TACTICAL CR O 1.1%
Value ($000) $2,075 Shares 161,616 Est. Cost $12.73 Unrealized
NEUBERGER BERMAN MLP & ENERG 1.0%
Value ($000) $1,935 Shares 322,537 Est. Cost $4.74 Unrealized
MTG MGIC INVT CORP WIS 1.0%
Value ($000) $1,905 Shares 151,205 Est. Cost $14.31 Unrealized -8.1%
GENERAL AMERN INVS CO INC 0.9%
Value ($000) $1,767 Shares 49,983 Est. Cost $38.47 Unrealized
GOLDMAN SACHS MLP ENERGY REN 0.9%
Value ($000) $1,749 Shares 156,945 Est. Cost $9.09 Unrealized
NEUBERGER BERMAN NEXT GENERA 0.9%
Value ($000) $1,674 Shares 168,776 Est. Cost $9.92 Unrealized
DX DYNEX CAP INC 0.9%
Value ($000) $1,663 Shares 104,425 Est. Cost $16.20 Unrealized
SALIENT MIDSTREAM & MLP FD 0.8%
Value ($000) $1,644 Shares 217,168 Est. Cost $7.95 Unrealized
GUGGENHEIM ACTIVE ALLOC FD 0.8%
Value ($000) $1,469 Shares 103,464 Est. Cost $14.20 Unrealized
RDI READING INTL INC 0.7%
Value ($000) $1,388 Shares 384,699 Est. Cost $4.35 Unrealized -13.5%
WESTERN ASSET MTG CAP CORP 0.7%
Value ($000) $1,382 Shares 1,142,708 Est. Cost $1.43 Unrealized
SEVN SEVEN HILLS REALTY TRUST 0.7%
Value ($000) $1,362 Shares 127,550 Est. Cost $11.13 Unrealized
EARN ELLINGTON RESIDENTIAL MTG RE 0.7%
Value ($000) $1,330 Shares 177,996 Est. Cost $7.47 Unrealized
NUVEEN CORE PLUS IMPACT FUND 0.6%
Value ($000) $1,112 Shares 94,824 Est. Cost $12.51 Unrealized
NUVEEN OHIO QLTY MUN INCOME 0.6%
Value ($000) $1,099 Shares 86,743 Est. Cost $12.67 Unrealized
BLACKROCK CAP INVT CORP 0.5%
Value ($000) $1,037 Shares 282,493 Est. Cost $3.24 Unrealized
MORGAN STANLEY INDIA INVT FD 0.5%
Value ($000) $952 Shares 42,604 Est. Cost $25.04 Unrealized
NUVEEN SHORT DURATION CR OPP 0.5%
Value ($000) $948 Shares 78,785 Est. Cost $12.03 Unrealized
NICHOLAS FINL INC BC 0.4%
Value ($000) $854 Shares 91,670 Est. Cost $6.65 Unrealized
TORTOISE PWR & ENERGY INFRAS 0.4%
Value ($000) $854 Shares 68,312 Est. Cost $8.73 Unrealized
KAYNE ANDERSON NEXTGEN ENRGY 0.4%
Value ($000) $838 Shares 111,633 Est. Cost $4.20 Unrealized
PIMCO DYNAMIC INCOME OPRNTS 0.4%
Value ($000) $800 Shares 57,735 Est. Cost $13.86 Unrealized
FSK FS KKR CAP CORP 0.4%
Value ($000) $728 Shares 37,520 Est. Cost $9.69 Unrealized +26.2%
MFA FINL INC 0.4%
Value ($000) $694 Shares 767,000 Est. Cost $0.89 Unrealized
AGRO ADECOAGRO S A 0.3%
Value ($000) $638 Shares 75,482 Est. Cost $9.67 Unrealized 0.0%
PFSI PENNYMAC FINL SVCS INC NEW 0.2%
Value ($000) $465 Shares 10,634 Est. Cost $57.48 Unrealized -21.6%
PENNYMAC CORP 0.2%
Value ($000) $434 Shares 500,000 Est. Cost $0.95 Unrealized
WESTERN ASSET MORTGAGE CAPIT 0.2%
Value ($000) $413 Shares 500,000 Est. Cost $0.94 Unrealized
BLACKROCK ENHANCED INTL DIV 0.2%
Value ($000) $351 Shares 69,376 Est. Cost $5.06 Unrealized
CUSHING NEXTGEN INFRA INCM F 0.2%
Value ($000) $342 Shares 9,202 Est. Cost $37.17 Unrealized
MPV BARINGS PARTN INVS 0.2%
Value ($000) $335 Shares 27,386 Est. Cost $12.23 Unrealized
XNDPX TORTOISE ENERGY INDEPENDENC 0.2%
Value ($000) $334 Shares 12,295 Est. Cost $11.57 Unrealized
XBFZX BLACKROCK CALIF MUN INCOME T 0.2%
Value ($000) $330 Shares 29,133 Est. Cost $12.16 Unrealized
ESM ACQUISITION CORPORATION 0.2%
Value ($000) $295 Shares 30,000 Est. Cost $9.90 Unrealized
TIPT TIPTREE INC 0.1%
Value ($000) $290 Shares 27,300 Est. Cost $11.24 Unrealized 0.0%
XPHDX PIONEER FLOATING RATE FUND I 0.1%
Value ($000) $266 Shares 29,946 Est. Cost $8.88 Unrealized
COHEN & STEERS LTD DURATION 0.1%
Value ($000) $243 Shares 12,300 Est. Cost $19.76 Unrealized
NUVEEN EMERGING MKTS DEBT 20 0.1%
Value ($000) $237 Shares 35,462 Est. Cost $6.87 Unrealized
PINE TECHNOLOGY ACQUISITN CO 0.1%
Value ($000) $235 Shares 24,028 Est. Cost $9.99 Unrealized
XEVMX EATON VANCE CALIF MUN BD FD 0.1%
Value ($000) $235 Shares 25,361 Est. Cost $9.27 Unrealized
TWO HARBORS INVENTMENT CORPO 0.1%
Value ($000) $227 Shares 250,000 Est. Cost $0.98 Unrealized
FIRST TR 0.1%
Value ($000) $220 Shares 15,169 Est. Cost $14.50 Unrealized
C CITIGROUP INC 0.1%
Value ($000) $207 Shares 4,500 Est. Cost $42.37 Unrealized +3.3%
MEXICO EQUITY & INCOME FD 0.1%
Value ($000) $205 Shares 25,553 Est. Cost $9.12 Unrealized
BLACKROCK ENHANCED GLOBAL DI 0.1%
Value ($000) $203 Shares 20,801 Est. Cost $9.76 Unrealized
BLACKROCK CAP ALLOCATION TR 0.1%
Value ($000) $188 Shares 12,817 Est. Cost $14.67 Unrealized
STERLING BANCORP INC 0.1%
Value ($000) $181 Shares 31,847 Est. Cost $3.96 Unrealized
WESTERN ASSET INTER MUNI FD 0.1%
Value ($000) $174 Shares 21,600 Est. Cost $8.06 Unrealized
NMIH NMI HLDGS INC 0.1%
Value ($000) $167 Shares 10,000 Est. Cost $18.17 Unrealized 0.0%
COHEN & STEERS REAL ESTATE O 0.1%
Value ($000) $160 Shares 9,922 Est. Cost $16.13 Unrealized
IVR INVESCO MORTGAGE CAPITAL INC 0.1%
Value ($000) $150 Shares 10,202 Est. Cost $14.70 Unrealized
PIMCO ACCESS INCOME FUND 0.1%
Value ($000) $148 Shares 9,357 Est. Cost $18.27 Unrealized
VEL VELOCITY FINL INC 0.1%
Value ($000) $133 Shares 12,120 Est. Cost $5.46 Unrealized +94.3%
GBLI GLOBAL INDEMNITY GROUP LLC 0.1%
Value ($000) $127 Shares 4,922 Est. Cost $22.28 Unrealized +1.3%
INTERPRIVATE II ACQUISITION 0.1%
Value ($000) $120 Shares 12,300 Est. Cost $9.84 Unrealized
MCI BARINGS CORPORATE INVS 0.1%
Value ($000) $115 Shares 8,617 Est. Cost $13.35 Unrealized
BLACKROCK CR ALLOCATION INCO 0.1%
Value ($000) $113 Shares 10,386 Est. Cost $10.88 Unrealized
TAIWAN FD INC 0.1%
Value ($000) $108 Shares 4,280 Est. Cost $25.23 Unrealized
WESTERN ASSET DIVERSIFIED IN 0.1%
Value ($000) $105 Shares 7,561 Est. Cost $13.89 Unrealized
WHEELER REAL ESTATE INVT TR 0.0%
Value ($000) $73 Shares 5,545 Est. Cost $14.43 Unrealized
INTERPRIVATE IV INFRATECH PR 0.0%
Value ($000) $59 Shares 6,000 Est. Cost $9.83 Unrealized
NEUBERGER BRMAN CLIFRN MUNI 0.0%
Value ($000) $56 Shares 5,000 Est. Cost $11.20 Unrealized
XNBOX NEUBERGER BERMAN N Y MUN FD 0.0%
Value ($000) $53 Shares 5,349 Est. Cost $9.91 Unrealized
INVESCO PA VALUE MUN INC TR 0.0%
Value ($000) $53 Shares 5,100 Est. Cost $10.39 Unrealized
PRIVETERRA ACQUISITION CORP 0.0%
Value ($000) $49 Shares 5,000 Est. Cost $9.80 Unrealized
BBDC BARINGS BDC INC 0.0%
Value ($000) $42 Shares 4,559 Est. Cost $4.98 Unrealized +34.0%
DESTRA MULTI-ALTERNATIVE FD 0.0%
Value ($000) $41 Shares 5,975 Est. Cost $6.86 Unrealized
EUROPEAN EQUITY FD INC 0.0%
Value ($000) $38 Shares 5,200 Est. Cost $7.31 Unrealized
MFS MUN INCOME TR 0.0%
Value ($000) $35 Shares 6,383 Est. Cost $5.48 Unrealized
KISMET ACQUISITION THREE COR 0.0%
Value ($000) $31 Shares 3,200 Est. Cost $9.69 Unrealized
ORION ACQUISITION CORP 0.0%
Value ($000) $30 Shares 3,000 Est. Cost $9.67 Unrealized
WESTERN ASSET EMERGING MKTS 0.0%
Value ($000) $28 Shares 3,239 Est. Cost $10.73 Unrealized
SPPP SPROTT PHYSICAL PLAT PALLAD 0.0%
Value ($000) $27 Shares 2,050 Est. Cost $13.17 Unrealized
FUSION ACQUISITION CORP II 0.0%
Value ($000) $25 Shares 2,500 Est. Cost $10.00 Unrealized
PAVMED INC 0.0%
Value ($000) $22 Shares 44,196 Est. Cost $0.81 Unrealized
MFS INVT GRADE MUN TR 0.0%
Value ($000) $14 Shares 1,800 Est. Cost $7.78 Unrealized
COVA ACQUISITION CORP 0.0%
Value ($000) $12 Shares 1,178 Est. Cost $10.19 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
FREEDOM ACQUISITION I CORP 0.0%
Value ($000) $10 Shares 1,000 Est. Cost $10.00 Unrealized
WHEELER REAL ESTATE INVT TR 0.0%
Value ($000) $7 Shares 1,483 Est. Cost $4.72 Unrealized
DELAWARE IVY HIGH INCOME OPP 0.0%
Value ($000) $7 Shares 700 Est. Cost $10.00 Unrealized
NUVEEN MORTGAGE AND INCOME F 0.0%
Value ($000) $6 Shares 333 Est. Cost $18.02 Unrealized
XTTPX TORTOISE PIPELINE & ENERGY F 0.0%
Value ($000) $5 Shares 200 Est. Cost $11.93 Unrealized
GLRE GREENLIGHT CAPITAL RE LTD 0.0%
Value ($000) $5 Shares 711 Est. Cost $7.34 Unrealized 0.0%
ESM ACQUISITION CORPORATION 0.0%
Value ($000) $5 Shares 30,000 Est. Cost $0.40 Unrealized
SCULPTOR CAP MGMT 0.0%
Value ($000) $5 Shares 573 Est. Cost $13.96 Unrealized
JAPAN SMALLER CAPITALIZATION 0.0%
Value ($000) $3 Shares 480 Est. Cost $6.25 Unrealized
CUK CARNIVAL PLC 0.0%
Value ($000) $3 Shares 418 Est. Cost $7.18 Unrealized
ATLAS CREST INVESTMENT CORP 0.0%
Value ($000) $2 Shares 239 Est. Cost $8.37 Unrealized
NUVEEN MUNICIPAL CREDIT INC 0.0%
Value ($000) $1 Shares 103 Est. Cost $9.71 Unrealized
REDBOX ENTERTAINMENT INC 0.0%
Value ($000) $1 Shares 2,000 Est. Cost $0.50 Unrealized
VIRTUS GLOBAL DIVID & INCOME 0.0%
Value ($000) $0 Shares 10 Est. Cost Unrealized
JACK CREEK INVESTMENT CORP 0.0%
Value ($000) $0 Shares 50 Est. Cost Unrealized