Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 14, 2019

Total Value ($000): $96,336 (97.9% shares, 2.1% debt)

Holdings (55)

FS KKR Capital Corp 10.6%
Value ($000) $10,186 Shares 1,709,030 Est. Cost $5.21 Unrealized
Great Ajax Corp 8.1%
Value ($000) $7,825 Shares 558,952 Est. Cost $12.40 Unrealized
Safeguard Scientifics Inc 8.1%
Value ($000) $7,758 Shares 642,792 Est. Cost $10.45 Unrealized
XBFZX BlackRock California Municipal Income T 5.6%
Value ($000) $5,394 Shares 407,083 Est. Cost $12.57 Unrealized
MVC Capital Inc 5.1%
Value ($000) $4,961 Shares 538,669 Est. Cost $8.31 Unrealized
Highland Floating Rate Opport 5.0%
Value ($000) $4,820 Shares 348,273 Est. Cost $13.30 Unrealized
AGRO Adecoagro S A 4.9%
Value ($000) $4,765 Shares 667,362 Est. Cost $6.46 Unrealized -5.9%
Two Harbors Investment Corp 4.4%
Value ($000) $4,222 Shares 333,252 Est. Cost $12.67 Unrealized
BlackRock MuniHoldings California Ql 3.6%
Value ($000) $3,493 Shares 255,934 Est. Cost $12.36 Unrealized
BrandywineGbl Global Income Oprt 3.2%
Value ($000) $3,047 Shares 259,525 Est. Cost $11.12 Unrealized
RC Ready Capital Corp 2.7%
Value ($000) $2,644 Shares 177,470 Est. Cost $14.67 Unrealized
BRK/A Berkshire Hathaway Inc 2.6%
Value ($000) $2,547 Shares 8 Est. Cost $313083.50 Unrealized -0.7%
Exantas Capital Corp 2.6%
Value ($000) $2,493 Shares 220,402 Est. Cost $10.05 Unrealized
EARN Ellington Residential Mortgage 2.4%
Value ($000) $2,267 Shares 210,659 Est. Cost $10.76 Unrealized
Resource Cap Corp 2.1%
Value ($000) $2,053 Shares 2,000,000 Est. Cost $0.96 Unrealized
MTG MGIC Investment Corp 1.9%
Value ($000) $1,811 Shares 137,800 Est. Cost $11.73 Unrealized +18.4%
Global X MLP ETF 1.8%
Value ($000) $1,693 Shares 191,916 Est. Cost $7.77 Unrealized
Anworth Mortgage Asset Corporation 1.8%
Value ($000) $1,692 Shares 446,353 Est. Cost $3.85 Unrealized
BlackRock Debt Strategies Fund Inc 1.7%
Value ($000) $1,655 Shares 153,698 Est. Cost $10.14 Unrealized
Western Asset Corporate Loan F 1.5%
Value ($000) $1,477 Shares 154,306 Est. Cost $9.14 Unrealized
MBB iShares MBS ETF 1.5%
Value ($000) $1,431 Shares 13,300 Est. Cost $106.39 Unrealized
Nuveen North Carolina Quality M 1.4%
Value ($000) $1,329 Shares 99,686 Est. Cost $12.19 Unrealized
First Trust Senior Floating Rate Income Fd 1.4%
Value ($000) $1,305 Shares 108,292 Est. Cost $11.61 Unrealized
Nuveen Michigan Quality Mun Inc 1.2%
Value ($000) $1,175 Shares 86,668 Est. Cost $12.50 Unrealized
BlackRock Muni New York Inter Dur 1.2%
Value ($000) $1,143 Shares 79,839 Est. Cost $12.43 Unrealized
Hunt Cos Finance Trust Inc 1.2%
Value ($000) $1,136 Shares 333,217 Est. Cost $2.86 Unrealized
EFC Ellington Financial Inc 1.0%
Value ($000) $970 Shares 53,957 Est. Cost $17.90 Unrealized
Nuveen Inter Duration Qual Mun TRM 1.0%
Value ($000) $943 Shares 70,824 Est. Cost $12.79 Unrealized
Salient Midstream & MLP Fund 0.9%
Value ($000) $856 Shares 99,660 Est. Cost $7.39 Unrealized
General American Investors Co 0.8%
Value ($000) $781 Shares 22,008 Est. Cost $29.62 Unrealized
XPHDX Pioneer Floating Rate Trust 0.7%
Value ($000) $694 Shares 64,962 Est. Cost $10.01 Unrealized
Eaton Vance California Municipal Income T 0.7%
Value ($000) $689 Shares 55,618 Est. Cost $11.07 Unrealized
Western Asset Gl Hi Income 0.7%
Value ($000) $667 Shares 67,197 Est. Cost $8.27 Unrealized
ClearBridge Energy Midstream Opportunity Fund Inc 0.6%
Value ($000) $592 Shares 64,300 Est. Cost $9.61 Unrealized
BlackRock New York Municipal Bond 0.6%
Value ($000) $540 Shares 36,536 Est. Cost $12.79 Unrealized
Front Yard Residential Corp 0.5%
Value ($000) $525 Shares 42,937 Est. Cost $8.91 Unrealized
GLRE Greenlight Capital Re Ltd 0.5%
Value ($000) $467 Shares 55,000 Est. Cost $10.29 Unrealized 0.0%
Franklin Universal Trust 0.4%
Value ($000) $431 Shares 58,827 Est. Cost $6.47 Unrealized
Mexico Equity & Income Fund In 0.4%
Value ($000) $419 Shares 37,722 Est. Cost $10.07 Unrealized
BlackRock Floating Rate Income Trust 0.4%
Value ($000) $358 Shares 28,792 Est. Cost $12.43 Unrealized
Aberdeen Emerging Markets Equity Income 0.3%
Value ($000) $329 Shares 45,037 Est. Cost $6.35 Unrealized
C Citigroup Inc 0.3%
Value ($000) $315 Shares 4,500 Est. Cost $49.36 Unrealized +7.2%
Morgan Stanley India Invs Fd 0.3%
Value ($000) $311 Shares 14,846 Est. Cost $20.95 Unrealized
EPD Enterprise Products Partners L 0.3%
Value ($000) $289 Shares 10,000 Est. Cost $24.60 Unrealized
OHA Investment Corp 0.3%
Value ($000) $265 Shares 241,561 Est. Cost $1.01 Unrealized
Eaton Vance Floating-Rate Income Plus Fund 0.3%
Value ($000) $254 Shares 16,964 Est. Cost $14.81 Unrealized
XVMMX Delaware Investments Minnesota Municipal Income Fund II Inc 0.2%
Value ($000) $216 Shares 16,760 Est. Cost $12.89 Unrealized
Western Asset Mortgage Capital 0.2%
Value ($000) $211 Shares 21,106 Est. Cost $10.00 Unrealized
Templeton Dragon Fund 0.2%
Value ($000) $210 Shares 10,925 Est. Cost $19.22 Unrealized
Alps ETF TR 0.2%
Value ($000) $197 Shares 19,960 Est. Cost $8.72 Unrealized
XJEQX Aberdeen Japan Equity Fund Inc 0.2%
Value ($000) $194 Shares 27,700 Est. Cost $6.49 Unrealized
EQS Equus Total Return Inc 0.1%
Value ($000) $89 Shares 54,210 Est. Cost $2.01 Unrealized -13.4%
Oaktree Specialty Lending Corp 0.1%
Value ($000) $76 Shares 13,939 Est. Cost $5.17 Unrealized
Voya Prime Rate Trust 0.1%
Value ($000) $75 Shares 15,708 Est. Cost $4.77 Unrealized
Aberdeen Asia-Pacific Income 0.1%
Value ($000) $51 Shares 12,145 Est. Cost $4.20 Unrealized