Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 14, 2022

Total Value ($000): $133,927 (100.0% shares, 0.0% debt)

Holdings (87)

GREAT AJAX CORP 7.25 CV SR NT 24 12.3%
Value ($000) $16,448 Shares 689,408 Est. Cost $24.99 Unrealized
PNNT PENNANTPARK INVT CORP 10.7%
Value ($000) $14,385 Shares 2,634,738 Est. Cost $4.34 Unrealized -9.8%
ORC ORCHID IS CAP INC 7.1%
Value ($000) $9,548 Shares 1,164,408 Est. Cost $8.20 Unrealized
TORTOISE MIDSTRM ENERGY FD I 6.1%
Value ($000) $8,111 Shares 251,125 Est. Cost $35.75 Unrealized
MFA MFA FINL INC 5.2%
Value ($000) $7,013 Shares 901,293 Est. Cost $10.75 Unrealized
BLACKROCK CAP ALLOCATION TR 4.1%
Value ($000) $5,486 Shares 403,113 Est. Cost $13.64 Unrealized
BLACKROCK ESG CAP ALLC TR 3.9%
Value ($000) $5,166 Shares 403,260 Est. Cost $14.03 Unrealized
GREAT AJAX CORP 3.7%
Value ($000) $4,991 Shares 664,619 Est. Cost $10.51 Unrealized
CCIF VERTICAL CAP INCOME FD 3.6%
Value ($000) $4,872 Shares 546,229 Est. Cost $9.84 Unrealized
NUVEEN CORE PLUS IMPACT FUND 2.8%
Value ($000) $3,705 Shares 361,747 Est. Cost $10.84 Unrealized
CENTER COAST BRKFLD MLP ENRG 2.8%
Value ($000) $3,686 Shares 222,596 Est. Cost $15.26 Unrealized
NEW YORK MTG TR 2.4%
Value ($000) $3,237 Shares 1,383,046 Est. Cost $2.59 Unrealized
TORTOISE ENERGY INFRA CORP 2.2%
Value ($000) $2,992 Shares 99,898 Est. Cost $32.42 Unrealized
CUSHING MLP & INFRASTRUCT 2.1%
Value ($000) $2,808 Shares 86,195 Est. Cost $24.22 Unrealized
SAFEGUARD SCIENTIFICS INC 2.0%
Value ($000) $2,661 Shares 713,445 Est. Cost $9.91 Unrealized
LADR LADDER CAP CORP 2.0%
Value ($000) $2,626 Shares 293,072 Est. Cost $11.87 Unrealized
BRSP BRIGHTSPIRE CAPITAL INC 1.8%
Value ($000) $2,345 Shares 371,665 Est. Cost $9.12 Unrealized
RDN RADIAN GROUP INC 1.6%
Value ($000) $2,159 Shares 111,917 Est. Cost $15.40 Unrealized +23.6%
CUSHING NEXTGEN INFRA INCM F 1.5%
Value ($000) $2,043 Shares 55,700 Est. Cost $36.76 Unrealized
TEMPLETON GLOBAL INCOME FD 1.4%
Value ($000) $1,912 Shares 469,597 Est. Cost $4.64 Unrealized
MTG MGIC INVT CORP WIS 1.3%
Value ($000) $1,746 Shares 136,205 Est. Cost $14.31 Unrealized -2.2%
CLEARBRIDGE MLP AND MIDSTRM 1.1%
Value ($000) $1,525 Shares 57,941 Est. Cost $28.66 Unrealized
ABRDN ASIA PACIFIC INCOME FU 1.1%
Value ($000) $1,516 Shares 601,595 Est. Cost $3.38 Unrealized
MPV BARINGS PARTN INVS SH BEN INT 1.1%
Value ($000) $1,483 Shares 130,993 Est. Cost $11.51 Unrealized
EARN ELLINGTON RESIDENTIAL MTG RE 1.1%
Value ($000) $1,475 Shares 238,993 Est. Cost $7.14 Unrealized
MORGAN STANLEY EMERGING MKTS 1.1%
Value ($000) $1,455 Shares 362,116 Est. Cost $4.96 Unrealized
NUVEEN CR STRATEGIES INCOME 1.1%
Value ($000) $1,439 Shares 281,553 Est. Cost $5.20 Unrealized
NUVEEN EMERGING MKTS DEBT 20 1.1%
Value ($000) $1,438 Shares 223,482 Est. Cost $6.50 Unrealized
RDI READING INTL INC 0.9%
Value ($000) $1,266 Shares 384,699 Est. Cost $4.35 Unrealized -6.7%
WESTERN ASSET MTG CAP CORP 0.9%
Value ($000) $1,242 Shares 110,958 Est. Cost $11.19 Unrealized
GENERAL AMERN INVS CO INC 0.7%
Value ($000) $986 Shares 29,110 Est. Cost $38.47 Unrealized
MORGAN STANLEY INDIA INVT FD 0.7%
Value ($000) $934 Shares 40,146 Est. Cost $25.04 Unrealized
NUVEEN MORTGAGE AND INCOME F 0.6%
Value ($000) $852 Shares 52,929 Est. Cost $16.11 Unrealized
SEVN SEVEN HILLS REALTY TRUST 0.6%
Value ($000) $790 Shares 86,621 Est. Cost $11.13 Unrealized
FIRST EAGLE ALTR CAP BDC INC 0.5%
Value ($000) $678 Shares 237,099 Est. Cost $2.86 Unrealized
NUVEEN OHIO QLTY MUN INCOME 0.5%
Value ($000) $646 Shares 54,990 Est. Cost $12.67 Unrealized
AGRO ADECOAGRO S A 0.5%
Value ($000) $625 Shares 75,482 Est. Cost $9.67 Unrealized -21.6%
MCI BARINGS CORPORATE INVS 0.4%
Value ($000) $595 Shares 45,945 Est. Cost $13.02 Unrealized
BLACKROCK CAP INVT CORP 0.4%
Value ($000) $569 Shares 167,779 Est. Cost $3.24 Unrealized
PFX PHENIXFIN CORP 0.4%
Value ($000) $535 Shares 15,337 Est. Cost $37.92 Unrealized -9.0%
NICHOLAS FINL INC BC 0.4%
Value ($000) $522 Shares 91,670 Est. Cost $6.65 Unrealized
GOLDMAN SACHS MLP ENERGY REN 0.3%
Value ($000) $461 Shares 38,397 Est. Cost $9.09 Unrealized
TORTOISE PWR & ENERGY INFRAS 0.3%
Value ($000) $427 Shares 34,191 Est. Cost $8.73 Unrealized
GLRE GREENLIGHT CAPITAL RE LTD 0.3%
Value ($000) $367 Shares 49,322 Est. Cost $7.62 Unrealized +0.1%
XNDPX TORTOISE ENERGY INDEPENDENC 0.3%
Value ($000) $349 Shares 12,295 Est. Cost $11.57 Unrealized
PIMCO ENERGY & TACTICAL CR O 0.3%
Value ($000) $343 Shares 25,323 Est. Cost $12.73 Unrealized
ESM ACQUISITION CORPORATION 0.2%
Value ($000) $297 Shares 30,000 Est. Cost $9.90 Unrealized
TIPT TIPTREE INC 0.2%
Value ($000) $294 Shares 27,300 Est. Cost $11.24 Unrealized +1.5%
SRH TOTAL RETURN FUND INC 0.2%
Value ($000) $281 Shares 25,790 Est. Cost $10.90 Unrealized
DELAWARE ENHANCED GLOBAL DIV 0.2%
Value ($000) $257 Shares 37,459 Est. Cost $6.86 Unrealized
WESTERN ASSET DIVERSIFIED IN 0.2%
Value ($000) $239 Shares 18,990 Est. Cost $13.10 Unrealized
PINE TECHNOLOGY ACQUISITN CO 0.2%
Value ($000) $235 Shares 24,028 Est. Cost $9.99 Unrealized
MEXICO EQUITY & INCOME FD 0.1%
Value ($000) $193 Shares 25,553 Est. Cost $9.12 Unrealized
C CITIGROUP INC 0.1%
Value ($000) $188 Shares 4,500 Est. Cost $42.37 Unrealized +3.1%
ESNT ESSENT GROUP LTD 0.1%
Value ($000) $150 Shares 4,305 Est. Cost $37.69 Unrealized 0.0%
TAIWAN FD INC 0.1%
Value ($000) $150 Shares 7,178 Est. Cost $23.48 Unrealized
DELAWARE IVY HIGH INCOME OPP 0.1%
Value ($000) $147 Shares 14,582 Est. Cost $10.08 Unrealized
FIRST TR 0.1%
Value ($000) $134 Shares 47,000 Est. Cost $2.85 Unrealized
VEL VELOCITY FINL INC 0.1%
Value ($000) $131 Shares 12,120 Est. Cost $5.46 Unrealized +109.7%
INTERPRIVATE II ACQUISITION 0.1%
Value ($000) $121 Shares 12,300 Est. Cost $9.84 Unrealized
GBLI GLOBAL INDEMNITY GROUP LLC 0.1%
Value ($000) $109 Shares 4,922 Est. Cost $22.28 Unrealized -2.2%
WHEELER REAL ESTATE INVT TR 0.0%
Value ($000) $65 Shares 5,545 Est. Cost $11.72 Unrealized
INTERPRIVATE IV INFRATECH PR 0.0%
Value ($000) $59 Shares 6,000 Est. Cost $9.83 Unrealized
PRIVETERRA ACQUISITION CORP 0.0%
Value ($000) $49 Shares 5,000 Est. Cost $9.80 Unrealized
DESTRA MULTI-ALTERNATIVE FD 0.0%
Value ($000) $48 Shares 7,375 Est. Cost $6.79 Unrealized
XHITX INVESCO HIG INCM 2023 TARG T 0.0%
Value ($000) $42 Shares 5,221 Est. Cost $8.04 Unrealized
WESTERN ASSET INTER MUNI FD 0.0%
Value ($000) $35 Shares 4,762 Est. Cost $8.06 Unrealized
CION CION INVT CORP 0.0%
Value ($000) $34 Shares 3,987 Est. Cost $5.55 Unrealized 0.0%
KISMET ACQUISITION THREE COR 0.0%
Value ($000) $31 Shares 3,200 Est. Cost $9.69 Unrealized
NEUBERGER BERMAN MLP & ENERG 0.0%
Value ($000) $30 Shares 4,800 Est. Cost $4.74 Unrealized
ORION ACQUISITION CORP 0.0%
Value ($000) $30 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
EUROPEAN EQUITY FD INC 0.0%
Value ($000) $22 Shares 3,523 Est. Cost $7.31 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
FREEDOM ACQUISITION I 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
WESTERN ASSET EMERGING MKTS 0.0%
Value ($000) $7 Shares 908 Est. Cost $10.73 Unrealized
WESTERN AST INFL LKD OPP & I 0.0%
Value ($000) $6 Shares 600 Est. Cost $10.00 Unrealized
SCULPTOR CAP MGMT 0.0%
Value ($000) $5 Shares 573 Est. Cost $13.96 Unrealized
WHEELER REAL ESTATE INVT TR 0.0%
Value ($000) $4 Shares 1,483 Est. Cost $4.72 Unrealized
FIRST TR 0.0%
Value ($000) $4 Shares 352 Est. Cost $11.36 Unrealized
JAPAN SMALLER CAPITALIZATION 0.0%
Value ($000) $3 Shares 480 Est. Cost $6.25 Unrealized
ATLAS CREST INVESTMENT CORP 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 FD INC 0.0%
Value ($000) $0 Shares 4 Est. Cost Unrealized
NUVEEN MUNICIPAL CREDIT INC 0.0%
Value ($000) $0 Shares 3 Est. Cost $9.71 Unrealized