Almitas Capital LLC — Q2 2020 13F Holdings

Name: Almitas Capital LLC — 13F Holdings, Q2 2020
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001596468

Total reported value

$442.5M

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	MFA 6.25 06-15-24	Mfa Financial INC	Stock-Other	8.30%	—	—
2	NYMTEUR	Adamas Trust INC	Stock-Other	7.61%	—	—
3	AGNC	Agnc Investment CORP	Stock-Real Estate	7.57%	—	—
4	RPT-PC	Rithm Property Trust Inc.	Stock-Other	7.18%	—	-0.01%
5	BWG	Brandywineglobal Global Inco	Stock-Other	6.59%	—	+637.59%
6	HFRO	Highland Opport & Income	Stock-Other	6.11%	—	+106.47%
7	SAC-WT	Safeguard Acquisition Corp. WT	Stock-Other	5.61%	—	-1.15%
8	HIO	Western Asset Hi INC Opport	Stock-Other	4.74%	—	+84.09%
9	MVC	Mvc Capital INC	Stock-Other	4.10%	—	-5.80%
10	MTG	Mgic Investment CORP	Stock-Financials	3.96%	—	—
11	GBDC	Golub Capital Bdc INC	Stock-Financials	3.94%	—	—
12	MMAC	Mma Capital Holdings INC	Stock-Other	3.70%	—	+50.90%
13	✓	Adecoagro SA	Stock-Other	3.68%	—	—
14	CMO	Capstead Mortgage CORP	Stock-Other	3.47%	—	+1057.21%
15	FSKR	Fs Kkr Capital CORP Ii	Stock-Other	3.39%	—	—
16	BRK-A	Berkshire Hathaway Inc-cl A	Stock-Other	2.67%	—	—
17	CCIF	Carlyle Credit Income Fund	Stock-Other	2.59%	—	—
18	WMC 6.75 10-01-22	Western Asset Mtge Cap	Stock-Other	2.43%	—	—
19	NXG	Nxg Nextgen Infrastr INC	Stock-Other	1.50%	—	—
20	✓	Tremont Mortgage Trust	Stock-Other	1.03%	—	—
21	OAKSUSD	Hunt Companies Finance Trust	Stock-Other	1.02%	—	-0.06%
22	ONB	Old National Bancorp	Stock-Financials	0.87%	—	-9.65%
23	XPHDX	Pioneer Floating Rate Fund	Stock-Other	0.64%	—	-65.37%
24	MFAUSD	Mfa Financial INC	Stock-Other	0.60%	—	—
25	✓	Watford Holdings LTD	Stock-Other	0.56%	—	—
26	XNDPX	Tortoise Energy Independence	Stock-Other	0.55%	—	—
27	EVF	Eaton Vance Senior Income Tr	Stock-Other	0.53%	—	—
28	FSC1EUR	Oaktree Specialty Lending Co	Stock-Other	0.46%	—	-84.30%
29	ANH	Anworth Mortgage Asset CORP	Stock-Other	0.45%	—	-56.24%
30	CHMI	Cherry Hill Mortgage Investm	Stock-Other	0.42%	—	+105.88%
31	DX	Dynex Capital INC	Stock-Other	0.41%	—	—
32	✓	Salient Midstream & Mlp Fd	Stock-Other	0.38%	—	-23.10%
33	EHI	Western Asset Global High In	Stock-Other	0.33%	—	-58.73%
34	✓	Third Pt Reins LTD	Stock-Other	0.32%	—	—
35	EFC	Ellington Financial INC	Stock-Other	0.30%	—	—
36	GARSUSD	Garrison Capital INC	Stock-Other	0.30%	—	-65.29%
37	TLI	Western Asset Corporate Loan	Stock-Other	0.29%	—	-70.64%
38	C	Citigroup INC	Stock-Financials	0.29%	—	—
39	SBTEUR	Sterling Bancorp Inc/mi	Stock-Other	0.26%	—	+79.00%
40	POH3	Carnival Plc-adr	Stock-Other	0.18%	—	—
41	EARN	Ellington Credit Co	Stock-Other	0.18%	—	-97.50%
42	MCCUSD	Medley Capital CORP	Stock-Other	0.14%	—	—
43	ARRUSD	Armour Residential Reit INC	Stock-Other	0.12%	—	—
44	KYN	Kayne Anderson Energy Infrastructure Fund, Inc.	Stock-Other	0.10%	—	—
45	EQS	Equus Total Return INC	Stock-Other	0.08%	—	—
46	TWOEUR	Two Harbors Investment CORP	Stock-Other	0.06%	—	—

Holding changes this quarter

Position changes disclosed by Almitas Capital LLC for the quarter ending Q2 2020, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	BWG	Brandywineglobal Global Inco	+5.1%	+637.59%	Add
2	CMO	Capstead Mortgage CORP	+3.1%	+1057.21%	Add
3	HIO	Western Asset Hi INC Opport	+0.6%	+84.09%	Add
4	HFRO	Highland Opport & Income	+0.5%	+106.47%	Add
5	CHMI	Cherry Hill Mortgage Investm	+0.2%	+105.88%	Add
6	✓	Tremont Mortgage Trust	-0.2%	—	Unchanged
7	OAKSUSD	Hunt Companies Finance Trust	-0.3%	-0.06%	Trim
8	ANH	Anworth Mortgage Asset CORP	-0.8%	-56.24%	Trim
9	EHI	Western Asset Global High In	-0.8%	-58.73%	Trim
10	MMAC	Mma Capital Holdings INC	-1%	+50.90%	Add
11	MVC	Mvc Capital INC	-1.1%	-5.80%	Trim
12	TLI	Western Asset Corporate Loan	-1.2%	-70.64%	Trim
13	MTG	Mgic Investment CORP	-1.5%	—	Unchanged
14	RPT-PC	Rithm Property Trust Inc.	-1.6%	-0.01%	Trim
15	XPHDX	Pioneer Floating Rate Fund	-2%	-65.37%	Trim
16	✓	Adecoagro SA	-2.2%	—	Unchanged
17	SAC-WT	Safeguard Acquisition Corp. WT	-2.4%	-1.15%	Trim
18	FSC1EUR	Oaktree Specialty Lending Co	-3.3%	-84.30%	Trim
19	EARN	Ellington Credit Co	-6.3%	-97.50%	Trim
20	MFA 6.25 06-15-24	Mfa Financial INC	—	NEW	New buy
21	NYMTEUR	Adamas Trust INC	—	NEW	New buy
22	AGNC	Agnc Investment CORP	—	NEW	New buy
23	GBDC	Golub Capital Bdc INC	—	NEW	New buy
24	FSICUSD	Fs Kkr Capital CORP	—	EXIT	Sold out
25	FSKR	Fs Kkr Capital CORP Ii	—	NEW	New buy
26	CCIF	Carlyle Credit Income Fund	—	NEW	New buy
27	WMC 6.75 10-01-22	Western Asset Mtge Cap	—	NEW	New buy
28	MLPAUSD	Global X Mlp ETF	—	EXIT	Sold out
29	NXG	Nxg Nextgen Infrastr INC	—	NEW	New buy
30	HGLB	Highland Global Allocation	—	EXIT	Sold out
31	XBFZX	Blackrock Ca Muni INC Tr	—	EXIT	Sold out
32	✓	Blackrock Muni N Y Inter Dur	—	EXIT	Sold out
33	BQH	Blackrock New York Muni Bond	—	EXIT	Sold out
34	XFRAX	Blackrock Fltng Rt INC Strat	—	EXIT	Sold out
35	MFAUSD	Mfa Financial INC	—	NEW	New buy
36	EFF	Eaton Vance Floating-rate In	—	EXIT	Sold out
37	✓	Watford Holdings LTD	—	NEW	New buy
38	XNDPX	Tortoise Energy Independence	—	NEW	New buy
39	IIF	Morgan Stanley India Invest	—	EXIT	Sold out
40	EVF	Eaton Vance Senior Income Tr	—	NEW	New buy
41	DX	Dynex Capital INC	—	NEW	New buy
42	✓	Third Pt Reins LTD	—	NEW	New buy
43	C	Citigroup INC	—	NEW	New buy
44	ORC1USD	Orchid Island Capital INC	—	EXIT	Sold out
45	HIX	Western Asset High INC Ii	—	EXIT	Sold out
46	TDF	Templeton Dragon Fund INC	—	EXIT	Sold out
47	EDD	Morgan Stanley Emrg Mrk Dom	—	EXIT	Sold out
48	CLNCGBP	Brightspire Capital INC	—	EXIT	Sold out
49	POH3	Carnival Plc-adr	—	NEW	New buy
50	EPD	Enterprise Products Partners	—	EXIT	Sold out