Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 14, 2023

Total Value ($000): $217,005 (96.3% shares, 3.7% debt)

Holdings (128)

BLACKROCK ESG CAP ALLC TR 10.8%
Value ($000) $23,492 Shares 1,749,189 Est. Cost $13.57 Unrealized
GREAT AJAX CORP 7.6%
Value ($000) $16,504 Shares 689,408 Est. Cost $24.99 Unrealized
PNNT PENNANTPARK INVT CORP 6.5%
Value ($000) $14,021 Shares 2,438,368 Est. Cost $4.34 Unrealized -14.4%
BLACKROCK CAP ALLOCATION TR 5.9%
Value ($000) $12,841 Shares 925,786 Est. Cost $13.77 Unrealized
TEMPLETON GLOBAL INCOME FD 3.8%
Value ($000) $8,350 Shares 1,928,378 Est. Cost $4.41 Unrealized
MFA MFA FINL INC 3.6%
Value ($000) $7,870 Shares 798,941 Est. Cost $10.75 Unrealized
NUVEEN INTER DURATION MUN TE 2.7%
Value ($000) $5,830 Shares 444,384 Est. Cost $13.12 Unrealized
TORTOISE MIDSTRM ENERGY FD I 2.6%
Value ($000) $5,642 Shares 163,155 Est. Cost $35.75 Unrealized
ORC ORCHID IS CAP INC 2.4%
Value ($000) $5,286 Shares 503,403 Est. Cost $8.20 Unrealized
CENTER COAST BRKFLD MLP ENRG 2.4%
Value ($000) $5,130 Shares 295,700 Est. Cost $15.78 Unrealized
GREAT AJAX CORP 2.2%
Value ($000) $4,776 Shares 658,781 Est. Cost $10.51 Unrealized
CCIF VERTICAL CAP INCOME FD 2.2%
Value ($000) $4,758 Shares 546,229 Est. Cost $9.84 Unrealized
NUVEEN CORE PLUS IMPACT FUND 2.1%
Value ($000) $4,653 Shares 449,125 Est. Cost $10.74 Unrealized
DX DYNEX CAP INC 1.8%
Value ($000) $3,816 Shares 300,027 Est. Cost $12.72 Unrealized
TWO HARBORS INVENTMENT CORPO 1.7%
Value ($000) $3,633 Shares 4,250,000 Est. Cost $0.85 Unrealized
NEW YORK MTG TR INC 1.6%
Value ($000) $3,541 Shares 1,383,046 Est. Cost $2.59 Unrealized
GENERAL AMERN INVS CO INC 1.4%
Value ($000) $3,008 Shares 83,198 Est. Cost $36.96 Unrealized
CLEARBRIDGE MLP AND MIDSTRM 1.4%
Value ($000) $2,945 Shares 104,171 Est. Cost $28.48 Unrealized
WESTERN AST INFL LKD OPP & I 1.2%
Value ($000) $2,679 Shares 293,457 Est. Cost $9.13 Unrealized
LADR LADDER CAP CORP 1.2%
Value ($000) $2,643 Shares 263,256 Est. Cost $11.87 Unrealized
MPV BARINGS PARTN INVS SH BEN INT 1.2%
Value ($000) $2,587 Shares 210,011 Est. Cost $11.82 Unrealized
SAFEGUARD SCIENTIFICS INC 1.1%
Value ($000) $2,470 Shares 796,632 Est. Cost $9.20 Unrealized
XENWX EATON VANCE NEW YORK MUN BD 1.1%
Value ($000) $2,384 Shares 264,560 Est. Cost $9.01 Unrealized
WESTERN ASSET MORTGAGE CAPIT 1.1%
Value ($000) $2,376 Shares 2,750,000 Est. Cost $0.86 Unrealized
ASA GOLD AND PRECIOUS MTLS L 1.1%
Value ($000) $2,330 Shares 162,811 Est. Cost $14.31 Unrealized
BLACKROCK CAP INVT CORP 1.0%
Value ($000) $2,234 Shares 617,014 Est. Cost $3.52 Unrealized
RDN RADIAN GROUP INC 1.0%
Value ($000) $2,134 Shares 111,917 Est. Cost $15.40 Unrealized +14.0%
WHEELER REAL ESTATE INVT TR 1.0%
Value ($000) $2,121 Shares 165,197 Est. Cost $12.84 Unrealized
XEVMX EATON VANCE CALIF MUN BD FD 1.0%
Value ($000) $2,069 Shares 239,478 Est. Cost $8.64 Unrealized
FS CREDIT OPPORTUNITIES CORP 0.9%
Value ($000) $1,979 Shares 420,254 Est. Cost $4.71 Unrealized
MORGAN STANLEY INDIA INVT FD 0.9%
Value ($000) $1,870 Shares 92,137 Est. Cost $22.36 Unrealized
MORGAN STANLEY EMERGING MKTS 0.8%
Value ($000) $1,791 Shares 407,084 Est. Cost $4.90 Unrealized
MTG MGIC INVT CORP WIS 0.8%
Value ($000) $1,771 Shares 136,205 Est. Cost $14.31 Unrealized -8.1%
MAINSTAY CBRE GBL INFRSTR ME 0.8%
Value ($000) $1,731 Shares 126,849 Est. Cost $13.65 Unrealized
GOLDMAN SACHS MLP ENERGY REN 0.8%
Value ($000) $1,712 Shares 133,984 Est. Cost $11.72 Unrealized
BRSP BRIGHTSPIRE CAPITAL INC 0.8%
Value ($000) $1,681 Shares 269,846 Est. Cost $9.12 Unrealized
MFA FINL INC 0.7%
Value ($000) $1,581 Shares 1,767,000 Est. Cost $0.90 Unrealized
FIRST EAGLE ALTR CAP BDC INC 0.7%
Value ($000) $1,513 Shares 355,232 Est. Cost $3.33 Unrealized
CCAP CRESCENT CAP BDC INC 0.7%
Value ($000) $1,474 Shares 115,336 Est. Cost $9.30 Unrealized 0.0%
NUVEEN INT DUR QUAL MUN TRM 0.7%
Value ($000) $1,414 Shares 113,184 Est. Cost $12.49 Unrealized
CUSHING MLP & INFRASTRUCT 0.6%
Value ($000) $1,410 Shares 41,998 Est. Cost $24.22 Unrealized
ABRDN ASIA PACIFIC INCOME FU 0.6%
Value ($000) $1,377 Shares 523,421 Est. Cost $3.38 Unrealized
NUVEEN NEW YORK AMT QLT MUNI 0.6%
Value ($000) $1,303 Shares 126,972 Est. Cost $10.26 Unrealized
TAIWAN FD INC 0.6%
Value ($000) $1,289 Shares 55,824 Est. Cost $23.14 Unrealized
NUVEEN CA QUALTY MUN INCOME 0.6%
Value ($000) $1,243 Shares 112,256 Est. Cost $11.07 Unrealized
ADAMS DIVERSIFIED EQUITY FD 0.6%
Value ($000) $1,225 Shares 84,247 Est. Cost $14.54 Unrealized
WESTERN ASSET MTG CAP CORP 0.5%
Value ($000) $1,188 Shares 130,357 Est. Cost $10.88 Unrealized
FSK FS KKR CAP CORP 0.5%
Value ($000) $1,086 Shares 62,035 Est. Cost $11.47 Unrealized 0.0%
XHIEX MILLER HOWARD HIGH INC EQTY 0.5%
Value ($000) $1,055 Shares 100,966 Est. Cost $10.45 Unrealized
RDI READING INTL INC 0.5%
Value ($000) $1,033 Shares 372,975 Est. Cost $4.35 Unrealized -26.3%
CLEARBRIDGE MLP AND MIDSTRM 0.5%
Value ($000) $1,016 Shares 30,444 Est. Cost $33.36 Unrealized
MCI BARINGS CORPORATE INVS 0.5%
Value ($000) $1,011 Shares 72,435 Est. Cost $13.37 Unrealized
NXG NEXTGEN INFRASTR INCM FD 0.5%
Value ($000) $982 Shares 25,669 Est. Cost $36.76 Unrealized
FIRST TR HIGH YIELD OPPRT 20 0.4%
Value ($000) $959 Shares 71,131 Est. Cost $13.48 Unrealized
EARN ELLINGTON RESIDENTIAL MTG RE 0.4%
Value ($000) $892 Shares 130,078 Est. Cost $7.14 Unrealized
MFS INVT GRADE MUN TR 0.4%
Value ($000) $862 Shares 121,048 Est. Cost $7.12 Unrealized
NUVEEN MORTGAGE AND INCOME F 0.4%
Value ($000) $856 Shares 52,929 Est. Cost $16.11 Unrealized
WESTERN ASSET INTER MUNI FD 0.4%
Value ($000) $844 Shares 111,237 Est. Cost $7.61 Unrealized
BLACKROCK MUNIYIELD PA QLTY 0.3%
Value ($000) $758 Shares 68,875 Est. Cost $11.01 Unrealized
KAYNE ANDERSON ENERGY INFRST 0.3%
Value ($000) $685 Shares 80,052 Est. Cost $8.56 Unrealized
MEXICO FD INC 0.3%
Value ($000) $642 Shares 43,569 Est. Cost $14.74 Unrealized
NUVEEN CORPORATE INCOME 2023 0.3%
Value ($000) $640 Shares 70,519 Est. Cost $9.07 Unrealized
BLACKSTONE STRATEGIC CREDIT 0.3%
Value ($000) $607 Shares 57,362 Est. Cost $10.58 Unrealized
DELAWARE ENHANCED GLOBAL DIV 0.3%
Value ($000) $594 Shares 76,178 Est. Cost $7.34 Unrealized
CENTRAL SECS CORP 0.3%
Value ($000) $586 Shares 17,536 Est. Cost $33.39 Unrealized
NICHOLAS FINL INC BC 0.3%
Value ($000) $578 Shares 91,670 Est. Cost $6.65 Unrealized
AGRO ADECOAGRO S A 0.3%
Value ($000) $577 Shares 69,592 Est. Cost $9.67 Unrealized -22.7%
JAPAN SMALLER CAPITALIZATION 0.2%
Value ($000) $531 Shares 81,958 Est. Cost $6.48 Unrealized
PFX PHENIXFIN CORP 0.2%
Value ($000) $476 Shares 15,337 Est. Cost $37.92 Unrealized -13.0%
NUVEEN FLOATING RATE INCOME 0.2%
Value ($000) $472 Shares 59,595 Est. Cost $7.92 Unrealized
PIMCO ENERGY & TACTICAL CR O 0.2%
Value ($000) $471 Shares 31,550 Est. Cost $13.17 Unrealized
EATON VANCE CALIF MUN INCOM SH BEN INT 0.2%
Value ($000) $459 Shares 45,995 Est. Cost $9.98 Unrealized
NUVEEN PENNSYLVANIA QLT MUN 0.2%
Value ($000) $446 Shares 40,083 Est. Cost $11.13 Unrealized
FIRST TR ENERGY INFRASTRCTR 0.2%
Value ($000) $433 Shares 30,019 Est. Cost $14.38 Unrealized
PENNYMAC CORP 0.2%
Value ($000) $405 Shares 500,000 Est. Cost $0.81 Unrealized
TIPT TIPTREE INC 0.2%
Value ($000) $378 Shares 27,300 Est. Cost $11.24 Unrealized +14.6%
KAYNE ANDERSON NEXTGEN ENRGY 0.2%
Value ($000) $373 Shares 49,699 Est. Cost $7.51 Unrealized
DWS STRATEGIC MUN INCOME TR 0.2%
Value ($000) $357 Shares 43,696 Est. Cost $8.17 Unrealized
BLACKROCK INNOVATION AND GRW 0.2%
Value ($000) $347 Shares 50,957 Est. Cost $6.81 Unrealized
SRH TOTAL RETURN FUND INC 0.2%
Value ($000) $344 Shares 27,090 Est. Cost $10.98 Unrealized
MORGAN STANLEY CHINA A SH FD 0.2%
Value ($000) $338 Shares 23,800 Est. Cost $14.20 Unrealized
BLACKROCK MUNIHLDNGS CALI QL 0.2%
Value ($000) $331 Shares 30,800 Est. Cost $10.74 Unrealized
NUVEEN OHIO QLTY MUN INCOME 0.2%
Value ($000) $328 Shares 25,840 Est. Cost $12.67 Unrealized
BLACKSTONE LONG SHORT CR INC 0.1%
Value ($000) $265 Shares 24,429 Est. Cost $10.84 Unrealized
CLEARBRIDGE ENERGY MIDSTRM O 0.1%
Value ($000) $252 Shares 8,800 Est. Cost $28.60 Unrealized
ABRDN GLOBAL INFRA INCOME FU 0.1%
Value ($000) $252 Shares 14,780 Est. Cost $17.02 Unrealized
PINE TECHNOLOGY ACQUISITN CO 0.1%
Value ($000) $240 Shares 24,028 Est. Cost $9.99 Unrealized
XTTPX TORTOISE PIPELINE & ENERGY F 0.1%
Value ($000) $236 Shares 8,785 Est. Cost $26.86 Unrealized
PGIM GLOBAL HIGH YIELD FD FO 0.1%
Value ($000) $226 Shares 20,811 Est. Cost $10.84 Unrealized
MEXICO EQUITY & INCOME FD 0.1%
Value ($000) $224 Shares 25,553 Est. Cost $9.12 Unrealized
C CITIGROUP INC 0.1%
Value ($000) $204 Shares 4,500 Est. Cost $42.37 Unrealized -4.3%
FST TR NEW OPPORT MLP & ENE 0.1%
Value ($000) $175 Shares 28,890 Est. Cost $6.05 Unrealized
WESTERN ASSET INVT GRADE DEF 0.1%
Value ($000) $174 Shares 10,700 Est. Cost $16.28 Unrealized
CALAMOS LNG SHR EQT DYNAMIC 0.1%
Value ($000) $173 Shares 11,408 Est. Cost $15.19 Unrealized
ESNT ESSENT GROUP LTD 0.1%
Value ($000) $167 Shares 4,305 Est. Cost $37.69 Unrealized -4.6%
DELAWARE IVY HIGH INCOME OPP 0.1%
Value ($000) $160 Shares 14,582 Est. Cost $10.08 Unrealized
GPMT GRANITE PT MTG TR 0.1%
Value ($000) $136 Shares 25,353 Est. Cost $5.36 Unrealized
FIRST TR MLP & ENERGY INCOM 0.1%
Value ($000) $127 Shares 16,246 Est. Cost $7.81 Unrealized
NEW GERMANY FD INC 0.1%
Value ($000) $119 Shares 15,100 Est. Cost $7.89 Unrealized
VEL VELOCITY FINL INC 0.1%
Value ($000) $117 Shares 12,120 Est. Cost $5.46 Unrealized +83.3%
GBLI GLOBAL INDEMNITY GROUP LLC 0.1%
Value ($000) $115 Shares 4,922 Est. Cost $22.28 Unrealized -8.4%
MORGAN STANLEY EMKT DBT FD I 0.1%
Value ($000) $111 Shares 16,900 Est. Cost $6.54 Unrealized
XTEAX ECOFIN SUSTAINABLE AND SOCIA 0.0%
Value ($000) $104 Shares 8,100 Est. Cost $12.85 Unrealized
TEMPLETON DRAGON FD INC 0.0%
Value ($000) $102 Shares 10,000 Est. Cost $10.22 Unrealized
PGIM SHORT DUR HIG YLD OPP F 0.0%
Value ($000) $87 Shares 5,920 Est. Cost $14.69 Unrealized
FEDERATED HERMES PREM MUNI I 0.0%
Value ($000) $86 Shares 8,200 Est. Cost $10.50 Unrealized
INVESCO PA VALUE MUN INC TR 0.0%
Value ($000) $85 Shares 8,633 Est. Cost $9.80 Unrealized
VOYA INFRASTRUCTURE INDLS & 0.0%
Value ($000) $84 Shares 9,200 Est. Cost $9.17 Unrealized
NEUBERGER BERMAN MLP & ENERG 0.0%
Value ($000) $74 Shares 11,137 Est. Cost $5.83 Unrealized
LMP CAP & INCOME FD INC 0.0%
Value ($000) $67 Shares 5,575 Est. Cost $12.04 Unrealized
DTF TAX-FREE INCOME 2028 TER 0.0%
Value ($000) $66 Shares 6,079 Est. Cost $10.91 Unrealized
NUVEEN MULTI ASSET INCOME FU 0.0%
Value ($000) $62 Shares 5,411 Est. Cost $11.49 Unrealized
DESTRA MULTI-ALTERNATIVE FD 0.0%
Value ($000) $50 Shares 7,375 Est. Cost $6.79 Unrealized
XBNYX BLACKROCK N Y MUN INCOME TRU SH BEN INT 0.0%
Value ($000) $42 Shares 4,200 Est. Cost $10.07 Unrealized
TORTOISE ENERGY INFRA CORP 0.0%
Value ($000) $38 Shares 1,200 Est. Cost $32.42 Unrealized
KISMET ACQUISITION THREE COR 0.0%
Value ($000) $32 Shares 3,200 Est. Cost $9.69 Unrealized
PMT PENNYMAC MTG INVT TR 0.0%
Value ($000) $28 Shares 2,241 Est. Cost $12.39 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 2,923 Est. Cost $7.31 Unrealized
WESTERN ASST INFLTN LKD INM 0.0%
Value ($000) $20 Shares 2,331 Est. Cost $8.61 Unrealized
WESTERN ASSET MTG DEFINED OP 0.0%
Value ($000) $11 Shares 1,030 Est. Cost $10.77 Unrealized
ADAM NAT RES FD INC 0.0%
Value ($000) $7 Shares 300 Est. Cost $21.80 Unrealized
WESTERN ASSET GLOBAL CORP DE 0.0%
Value ($000) $6 Shares 477 Est. Cost $12.77 Unrealized
SCULPTOR CAP MGMT 0.0%
Value ($000) $5 Shares 573 Est. Cost $13.96 Unrealized
CUK CARNIVAL PLC 0.0%
Value ($000) $3 Shares 418 Est. Cost $7.19 Unrealized
GETRW GETAROUND INC 0.0%
Value ($000) $0 Shares 2,459 Est. Cost $0.05 Unrealized
CSSLQ CHICKEN SOUP FOR THE SOUL EN 0.0%
Value ($000) $0 Shares 2,000 Est. Cost $0.02 Unrealized
VIRTUS TOTAL RETURN FD INC 0.0%
Value ($000) $0 Shares 4 Est. Cost Unrealized