Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 14, 2019

Total Value ($000): $140,047 (98.6% shares, 1.4% debt)

Holdings (60)

EFC Ellington Financial Inc 12.0%
Value ($000) $16,781 Shares 937,512 Est. Cost $17.90 Unrealized
BlackRock MuniHoldings California Ql 8.5%
Value ($000) $11,866 Shares 895,558 Est. Cost $12.36 Unrealized
FS KKR Capital Corp 7.1%
Value ($000) $9,952 Shares 1,644,990 Est. Cost $5.18 Unrealized
RC Ready Capital Corp 7.0%
Value ($000) $9,790 Shares 667,357 Est. Cost $14.67 Unrealized
BlackRock Debt Strategies Fund Inc 6.1%
Value ($000) $8,562 Shares 798,659 Est. Cost $10.14 Unrealized
Great Ajax Corp 4.5%
Value ($000) $6,322 Shares 460,121 Est. Cost $12.05 Unrealized
MVC Capital Inc 3.7%
Value ($000) $5,135 Shares 566,180 Est. Cost $8.31 Unrealized
Safeguard Scientifics Inc 3.1%
Value ($000) $4,373 Shares 402,998 Est. Cost $9.49 Unrealized
XBFZX BlackRock California Municipal Income T 3.1%
Value ($000) $4,353 Shares 339,250 Est. Cost $12.44 Unrealized
AGRO Adecoagro S A 3.0%
Value ($000) $4,211 Shares 611,129 Est. Cost $6.50 Unrealized -2.5%
First Trust High Income L/S Fd 2.6%
Value ($000) $3,707 Shares 253,711 Est. Cost $13.39 Unrealized
MFA Financial Inc 2.6%
Value ($000) $3,699 Shares 508,794 Est. Cost $6.68 Unrealized
Nuveen Michigan Quality Mun Inc 2.1%
Value ($000) $2,961 Shares 223,654 Est. Cost $12.50 Unrealized
BrandywineGbl Global Income Oprt 2.0%
Value ($000) $2,737 Shares 245,662 Est. Cost $11.09 Unrealized
Western Asset Corporate Loan F 1.9%
Value ($000) $2,651 Shares 279,965 Est. Cost $9.14 Unrealized
Highland Floating Rate Opport 1.8%
Value ($000) $2,512 Shares 180,843 Est. Cost $12.80 Unrealized
Alliance California Municipal Income Fd 1.8%
Value ($000) $2,510 Shares 169,819 Est. Cost $13.68 Unrealized
BRK/A Berkshire Hathaway Inc 1.7%
Value ($000) $2,410 Shares 8 Est. Cost $313083.50 Unrealized -3.3%
Exantas Capital Corp 1.7%
Value ($000) $2,343 Shares 220,402 Est. Cost $10.05 Unrealized
Franklin Universal Trust 1.7%
Value ($000) $2,314 Shares 328,755 Est. Cost $6.47 Unrealized
Eaton Vance California Municipal Income T 1.5%
Value ($000) $2,041 Shares 170,088 Est. Cost $11.07 Unrealized
Resource Cap Corp 1.4%
Value ($000) $1,963 Shares 2,000,000 Est. Cost $0.96 Unrealized
MTG MGIC Investment Corp 1.3%
Value ($000) $1,818 Shares 137,800 Est. Cost $11.73 Unrealized +6.1%
XPHDX Pioneer Floating Rate Trust 1.2%
Value ($000) $1,745 Shares 167,762 Est. Cost $10.01 Unrealized
Nuveen North Carolina Quality M 1.2%
Value ($000) $1,722 Shares 135,139 Est. Cost $12.19 Unrealized
Global X MLP ETF 1.2%
Value ($000) $1,702 Shares 191,916 Est. Cost $7.77 Unrealized
Front Yard Residential Corp 1.2%
Value ($000) $1,678 Shares 180,982 Est. Cost $8.91 Unrealized
MBB iShares MBS ETF 1.0%
Value ($000) $1,415 Shares 13,300 Est. Cost $106.39 Unrealized
Nuveen Inter Duration Qual Mun TRM 0.9%
Value ($000) $1,312 Shares 100,270 Est. Cost $12.79 Unrealized
Hunt Cos Finance Trust Inc 0.9%
Value ($000) $1,303 Shares 373,217 Est. Cost $2.86 Unrealized
BlackRock Muni New York Inter Dur 0.8%
Value ($000) $1,089 Shares 80,009 Est. Cost $12.43 Unrealized
First Trust Senior Floating Rate Income Fd 0.7%
Value ($000) $1,017 Shares 86,079 Est. Cost $11.50 Unrealized
XEVMX Eaton Vance California Municipal Bond Fd 0.7%
Value ($000) $982 Shares 93,069 Est. Cost $10.23 Unrealized
Salient Midstream & MLP Fund 0.7%
Value ($000) $916 Shares 99,660 Est. Cost $7.39 Unrealized
Eaton Vance Floating-Rate Income Plus Fund 0.6%
Value ($000) $832 Shares 56,170 Est. Cost $14.81 Unrealized
BlackRock MuniYield California Qlty 0.6%
Value ($000) $795 Shares 59,051 Est. Cost $12.82 Unrealized
Mexico Fund Inc 0.5%
Value ($000) $744 Shares 53,741 Est. Cost $13.26 Unrealized
General American Investors Co 0.5%
Value ($000) $733 Shares 22,008 Est. Cost $29.62 Unrealized
Aberdeen Emerging Markets Equity Income 0.5%
Value ($000) $666 Shares 91,632 Est. Cost $6.35 Unrealized
BlackRock New York Municipal Bond 0.5%
Value ($000) $638 Shares 45,088 Est. Cost $12.79 Unrealized
Western Asset Gl Hi Income 0.5%
Value ($000) $631 Shares 67,197 Est. Cost $8.27 Unrealized
ClearBridge Energy Midstream Opportunity Fund Inc 0.4%
Value ($000) $618 Shares 64,300 Est. Cost $9.61 Unrealized
Anworth Mortgage Asset Corporation 0.3%
Value ($000) $461 Shares 114,058 Est. Cost $4.04 Unrealized
Mexico Equity & Income Fund In 0.3%
Value ($000) $401 Shares 37,722 Est. Cost $10.07 Unrealized
Eaton Vance New York Municipal Income Trust 0.3%
Value ($000) $398 Shares 32,245 Est. Cost $12.34 Unrealized
BlackRock New York Municipal Income Quality Trust 0.3%
Value ($000) $361 Shares 28,223 Est. Cost $12.79 Unrealized
BlackRock MuniHoldings New York Quality Fund Inc 0.2%
Value ($000) $318 Shares 24,636 Est. Cost $12.91 Unrealized
Dividend and Income Fund 0.2%
Value ($000) $293 Shares 25,786 Est. Cost $9.54 Unrealized
EPD Enterprise Products Partners L 0.2%
Value ($000) $291 Shares 10,000 Est. Cost $24.60 Unrealized
OHA Investment Corp 0.2%
Value ($000) $290 Shares 241,561 Est. Cost $1.01 Unrealized
C Citigroup Inc 0.2%
Value ($000) $280 Shares 4,500 Est. Cost $49.36 Unrealized -1.2%
Central Securities Corp 0.2%
Value ($000) $246 Shares 8,579 Est. Cost $28.67 Unrealized
Neuberger Berman California Muni 0.2%
Value ($000) $243 Shares 18,649 Est. Cost $12.15 Unrealized
Alps ETF TR 0.1%
Value ($000) $200 Shares 19,960 Est. Cost $8.72 Unrealized
XJEQX Aberdeen Japan Equity Fund Inc 0.1%
Value ($000) $193 Shares 27,700 Est. Cost $6.49 Unrealized
Nuveen New York AMT Qlty Muni 0.1%
Value ($000) $166 Shares 13,028 Est. Cost $11.65 Unrealized
Western Asset Inflation-Linked Opportunities & Income Fund 0.1%
Value ($000) $111 Shares 10,358 Est. Cost $10.72 Unrealized
EQS Equus Total Return Inc 0.1%
Value ($000) $104 Shares 54,210 Est. Cost $2.01 Unrealized -4.7%
Oaktree Specialty Lending Corp 0.1%
Value ($000) $72 Shares 13,939 Est. Cost $5.17 Unrealized
Portman Ridge Finance Corp 0.0%
Value ($000) $70 Shares 19,408 Est. Cost $3.61 Unrealized