Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q4 2018 (Next →)

Filing Date: Feb 14, 2019

Total Value ($000): $148,478 (98.7% shares, 1.3% debt)

Holdings (85)

Ellington Financial LLC 9.8%
Value ($000) $14,485 Shares 944,911 Est. Cost $15.33 Unrealized
BlackRock MuniHoldings California Ql 7.2%
Value ($000) $10,639 Shares 862,826 Est. Cost $12.33 Unrealized
FS KKR Capital Corp 6.7%
Value ($000) $9,925 Shares 1,916,114 Est. Cost $5.18 Unrealized
Owens Realty Mortgage Inc 5.7%
Value ($000) $8,420 Shares 448,096 Est. Cost $18.79 Unrealized
MFA Financial Inc 5.0%
Value ($000) $7,480 Shares 1,119,758 Est. Cost $6.68 Unrealized
Great Ajax Corp 4.6%
Value ($000) $6,775 Shares 562,217 Est. Cost $12.05 Unrealized
BlackRock Debt Strategies Fund Inc 3.2%
Value ($000) $4,767 Shares 487,939 Est. Cost $9.77 Unrealized
MVC Capital Inc 2.8%
Value ($000) $4,122 Shares 502,035 Est. Cost $8.21 Unrealized
AGRO Adecoagro S A 2.7%
Value ($000) $4,056 Shares 582,797 Est. Cost $6.50 Unrealized 0.0%
Alliance California Municipal Income Fd 2.5%
Value ($000) $3,706 Shares 270,919 Est. Cost $13.68 Unrealized
BlackRock 2022 Global Income Opp 2.3%
Value ($000) $3,415 Shares 410,476 Est. Cost $8.32 Unrealized
Third Point Reinsurance Ltd 2.2%
Value ($000) $3,274 Shares 339,589 Est. Cost $9.64 Unrealized
First Trust High Income L/S Fd 2.1%
Value ($000) $3,098 Shares 233,279 Est. Cost $13.28 Unrealized
Highland Floating Rate Opport 1.9%
Value ($000) $2,853 Shares 222,929 Est. Cost $12.80 Unrealized
Nuveen Michigan Quality Mun Inc 1.8%
Value ($000) $2,643 Shares 212,147 Est. Cost $12.46 Unrealized
Eaton Vance California Municipal Income T 1.7%
Value ($000) $2,462 Shares 222,399 Est. Cost $11.07 Unrealized
BRK/A Berkshire Hathaway Inc 1.6%
Value ($000) $2,448 Shares 8 Est. Cost $313083.50 Unrealized 0.0%
Western Asset Emerging Market Debt 1.5%
Value ($000) $2,171 Shares 176,678 Est. Cost $12.29 Unrealized
Safeguard Scientifics Inc 1.4%
Value ($000) $2,124 Shares 246,418 Est. Cost $8.62 Unrealized
Exantas Capital Corp 1.4%
Value ($000) $2,082 Shares 207,802 Est. Cost $10.02 Unrealized
Resource Cap Corp 1.3%
Value ($000) $1,930 Shares 2,000,000 Est. Cost $0.96 Unrealized
XBFZX BlackRock California Municipal Income T 1.3%
Value ($000) $1,857 Shares 155,178 Est. Cost $11.97 Unrealized
Morgan Stanley Em Markets Dm De 1.2%
Value ($000) $1,798 Shares 296,733 Est. Cost $6.06 Unrealized
Eaton Vance Limited Duration Income F 1.2%
Value ($000) $1,795 Shares 150,581 Est. Cost $11.92 Unrealized
Franklin Universal Trust 1.2%
Value ($000) $1,718 Shares 270,592 Est. Cost $6.35 Unrealized
Western Asset Corporate Loan F 1.1%
Value ($000) $1,694 Shares 188,599 Est. Cost $8.98 Unrealized
BlackRock Muni New York Inter Dur 1.1%
Value ($000) $1,586 Shares 127,587 Est. Cost $12.43 Unrealized
Western Asset Hgh Yld Dfndfd 1.1%
Value ($000) $1,583 Shares 120,404 Est. Cost $13.15 Unrealized
XXCHNXX China Fund Inc 1.0%
Value ($000) $1,498 Shares 88,692 Est. Cost $16.89 Unrealized
Invesco Senior Income Trust 1.0%
Value ($000) $1,451 Shares 371,083 Est. Cost $3.91 Unrealized
Eaton Vance High Income 2021 T 1.0%
Value ($000) $1,435 Shares 160,840 Est. Cost $8.92 Unrealized
MTG MGIC Investment Corp 0.9%
Value ($000) $1,380 Shares 131,900 Est. Cost $11.70 Unrealized 0.0%
Global X MLP ETF 0.9%
Value ($000) $1,345 Shares 175,400 Est. Cost $7.67 Unrealized
Nuveen Emerging Markets Debt 20 0.9%
Value ($000) $1,344 Shares 176,199 Est. Cost $7.63 Unrealized
Western Asset Gl Hi Income 0.8%
Value ($000) $1,179 Shares 142,598 Est. Cost $8.27 Unrealized
Hunt Cos Finance Trust Inc 0.8%
Value ($000) $1,154 Shares 403,334 Est. Cost $2.86 Unrealized
XPHDX Pioneer Floating Rate Trust 0.8%
Value ($000) $1,148 Shares 116,656 Est. Cost $9.84 Unrealized
Nuveen Inter Duration Mn TMF 0.8%
Value ($000) $1,146 Shares 92,544 Est. Cost $12.38 Unrealized
Nuveen California AMT Qlty Muni 0.7%
Value ($000) $1,094 Shares 86,264 Est. Cost $12.68 Unrealized
Front Yard Residential Corp 0.7%
Value ($000) $1,048 Shares 120,000 Est. Cost $8.73 Unrealized
Nuveen North Carolina Quality M 0.6%
Value ($000) $931 Shares 78,908 Est. Cost $11.80 Unrealized
MFS California Municipal Fd 0.6%
Value ($000) $928 Shares 92,806 Est. Cost $10.00 Unrealized
BlackRock New York Municipal Bond 0.6%
Value ($000) $874 Shares 68,355 Est. Cost $12.79 Unrealized
Salient Midstream & MLP Fund 0.6%
Value ($000) $858 Shares 116,154 Est. Cost $7.39 Unrealized
Invesco Dynamic Credit Opp Fd 0.5%
Value ($000) $717 Shares 69,838 Est. Cost $10.27 Unrealized
BlackRock Floating Rate Income 0.5%
Value ($000) $697 Shares 58,572 Est. Cost $11.90 Unrealized
Mexico Fund Inc 0.5%
Value ($000) $692 Shares 52,241 Est. Cost $13.25 Unrealized
Voya Prime Rate Trust 0.4%
Value ($000) $654 Shares 145,755 Est. Cost $4.49 Unrealized
Nuveen New York AMT Qlty Muni 0.4%
Value ($000) $638 Shares 54,767 Est. Cost $11.65 Unrealized
NorthStar Realty Europe Corp 0.4%
Value ($000) $627 Shares 43,119 Est. Cost $14.54 Unrealized
BlackRock Limited Duration Inc T 0.4%
Value ($000) $597 Shares 44,632 Est. Cost $13.38 Unrealized
BlackRock MuniYield California Qlty 0.4%
Value ($000) $588 Shares 46,483 Est. Cost $12.65 Unrealized
Aberdeen Emerging Markets Equity Income 0.4%
Value ($000) $582 Shares 91,677 Est. Cost $6.35 Unrealized
Mexico Equity & Income Fund In 0.4%
Value ($000) $581 Shares 57,700 Est. Cost $10.07 Unrealized
First Trust Senior Floating Rate Income Fd 0.3%
Value ($000) $504 Shares 44,977 Est. Cost $11.21 Unrealized
Nuveen Inter Duration Qual Mun TRM 0.3%
Value ($000) $494 Shares 40,004 Est. Cost $12.35 Unrealized
General American Investors Co 0.3%
Value ($000) $472 Shares 16,608 Est. Cost $28.42 Unrealized
Morgan Stanley Asia-Pacific Fd 0.3%
Value ($000) $464 Shares 28,226 Est. Cost $16.44 Unrealized
XEVMX Eaton Vance California Municipal Bond Fd 0.3%
Value ($000) $455 Shares 45,971 Est. Cost $9.90 Unrealized
BKLN Invesco Exchange Traded Fd TR 0.3%
Value ($000) $447 Shares 20,522 Est. Cost $21.78 Unrealized
Capstead Mortgage Corp 0.2%
Value ($000) $334 Shares 50,000 Est. Cost $6.68 Unrealized
Nuveen Georgia Quality Municip 0.2%
Value ($000) $309 Shares 28,245 Est. Cost $10.94 Unrealized
OHA Investment Corp 0.2%
Value ($000) $308 Shares 304,671 Est. Cost $1.01 Unrealized
EARN Ellington Residential Mortgage 0.2%
Value ($000) $304 Shares 29,700 Est. Cost $10.24 Unrealized
Morgan Stanley India Invs Fd 0.2%
Value ($000) $298 Shares 14,846 Est. Cost $20.07 Unrealized
Western Asset Mtg Cap Corp 0.2%
Value ($000) $292 Shares 34,953 Est. Cost $8.35 Unrealized
BlackRock MuniYield Michigan Qlty 0.2%
Value ($000) $255 Shares 20,564 Est. Cost $12.40 Unrealized
Dividend and Income Fund 0.2%
Value ($000) $246 Shares 25,786 Est. Cost $9.54 Unrealized
EPD Enterprise Products Partners L 0.2%
Value ($000) $246 Shares 10,000 Est. Cost $24.60 Unrealized
Templeton Dragon Fund Inc 0.2%
Value ($000) $240 Shares 14,125 Est. Cost $16.99 Unrealized
XXHYBXX New America High Income Fund Inc 0.2%
Value ($000) $240 Shares 31,795 Est. Cost $7.55 Unrealized
C Citigroup Inc 0.2%
Value ($000) $234 Shares 4,500 Est. Cost $49.36 Unrealized 0.0%
Neuberger Berman California Muni 0.2%
Value ($000) $233 Shares 19,184 Est. Cost $12.15 Unrealized
Aberdeen Asia-Pacific Income 0.2%
Value ($000) $226 Shares 58,355 Est. Cost $3.87 Unrealized
Western Asset Mun Def Opp TR 0.1%
Value ($000) $195 Shares 10,000 Est. Cost $19.50 Unrealized
GLRE Greenlight Capital Re Ltd 0.1%
Value ($000) $192 Shares 22,220 Est. Cost $10.91 Unrealized 0.0%
Western Asset High Incm Opp 0.1%
Value ($000) $180 Shares 41,066 Est. Cost $4.38 Unrealized
XJEQX Aberdeen Japan Equity Fund Inc 0.1%
Value ($000) $179 Shares 27,600 Est. Cost $6.49 Unrealized
Alps ETF TR 0.1%
Value ($000) $174 Shares 19,960 Est. Cost $8.72 Unrealized
BrandywineGbl Global Income Oprt 0.1%
Value ($000) $171 Shares 16,496 Est. Cost $10.37 Unrealized
XMUIX BlackRock Muni Intermediate Dr FD I 0.1%
Value ($000) $161 Shares 12,745 Est. Cost $12.63 Unrealized
XHNWX Pioneer Diversified High Incom Trust 0.1%
Value ($000) $154 Shares 11,869 Est. Cost $12.97 Unrealized
Nuveen Credit Strategies Incom 0.1%
Value ($000) $137 Shares 18,506 Est. Cost $7.40 Unrealized
Nuveen Real Asset Income and G 0.1%
Value ($000) $136 Shares 10,000 Est. Cost $13.60 Unrealized
EQS Equus Total Return Inc 0.1%
Value ($000) $106 Shares 54,210 Est. Cost $2.01 Unrealized 0.0%