Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 15, 2023

Total Value ($000): $209,284 (96.1% shares, 3.9% debt)

Holdings (97)

Great Ajax Corp 9.1%
Value ($000) $19,021 Shares 786,337 Est. Cost $24.89 Unrealized
BlackRock ESG Capital Allocation Term Trust 8.2%
Value ($000) $17,169 Shares 1,099,880 Est. Cost $13.57 Unrealized
BRSP BrightSpire Capital Inc 5.8%
Value ($000) $12,129 Shares 2,055,715 Est. Cost $6.32 Unrealized
Nuveen Core Plus Impact Fund 5.2%
Value ($000) $10,886 Shares 1,065,181 Est. Cost $10.44 Unrealized
XBFZX BlackRock California Municipal Income Trust 4.2%
Value ($000) $8,754 Shares 748,173 Est. Cost $11.70 Unrealized
Templeton Global Income Fund 3.2%
Value ($000) $6,664 Shares 1,514,599 Est. Cost $4.41 Unrealized
PNNT PennantPark Investment Corp 3.1%
Value ($000) $6,527 Shares 1,236,092 Est. Cost $4.34 Unrealized -14.6%
Nuveen Intermediate Duration Quality Municipal Term Fund 2.9%
Value ($000) $6,168 Shares 482,996 Est. Cost $12.70 Unrealized
Center Coast Brookfield MLP & Energy Infrastructure Fund 2.7%
Value ($000) $5,692 Shares 295,700 Est. Cost $15.78 Unrealized
CCIF Vertical Capital Income Fund 2.6%
Value ($000) $5,359 Shares 546,229 Est. Cost $9.84 Unrealized
Tortoise Midstream Energy Fund Inc 2.4%
Value ($000) $5,086 Shares 152,698 Est. Cost $35.75 Unrealized
FS Credit Opportunities Corp 2.4%
Value ($000) $4,981 Shares 1,121,867 Est. Cost $4.54 Unrealized
MFA MFA Financial Inc 2.3%
Value ($000) $4,813 Shares 485,131 Est. Cost $10.75 Unrealized
NLY Annaly Capital Management Inc 2.1%
Value ($000) $4,348 Shares 227,532 Est. Cost $19.11 Unrealized
Great Ajax Corp 2.1%
Value ($000) $4,335 Shares 658,781 Est. Cost $10.51 Unrealized
General American Investors Co Inc 2.0%
Value ($000) $4,271 Shares 109,764 Est. Cost $37.43 Unrealized
ADAM New York Mortgage Trust Inc 1.9%
Value ($000) $4,072 Shares 408,845 Est. Cost $9.96 Unrealized
Two Harbors Investment Corp 1.7%
Value ($000) $3,651 Shares 4,250,000 Est. Cost $0.85 Unrealized
ClearBridge MLP & Midstream Total Return Fund Inc 1.7%
Value ($000) $3,593 Shares 124,337 Est. Cost $28.55 Unrealized
XENWX Eaton Vance New York Municipal Bond Fund 1.7%
Value ($000) $3,517 Shares 361,813 Est. Cost $9.20 Unrealized
Nuveen Corporate Income 2023 Target Term Fund 1.3%
Value ($000) $2,741 Shares 298,310 Est. Cost $9.16 Unrealized
RDN Radian Group Inc 1.2%
Value ($000) $2,473 Shares 111,917 Est. Cost $15.40 Unrealized +26.0%
MFS Investment Grade Municipal Trust 1.2%
Value ($000) $2,448 Shares 331,202 Est. Cost $7.29 Unrealized
Western Asset Mortgage Capital Corp 1.1%
Value ($000) $2,377 Shares 2,750,000 Est. Cost $0.86 Unrealized
XEVMX Eaton Vance California Municipal Bond Fund 1.1%
Value ($000) $2,345 Shares 259,943 Est. Cost $8.67 Unrealized
XHIEX Miller/Howard High Dividend Fund 1.1%
Value ($000) $2,212 Shares 220,093 Est. Cost $10.23 Unrealized
DX Dynex Capital Inc 1.0%
Value ($000) $2,070 Shares 170,808 Est. Cost $12.72 Unrealized
MPV Barings Participation Investors 0.9%
Value ($000) $1,894 Shares 147,690 Est. Cost $11.82 Unrealized
Wheeler Real Estate Investment Trust Inc 0.9%
Value ($000) $1,885 Shares 150,197 Est. Cost $12.84 Unrealized
Goldman Sachs MLP Energy and Renaissance Fund 0.9%
Value ($000) $1,880 Shares 143,484 Est. Cost $11.81 Unrealized
CCAP Crescent Capital BDC Inc 0.9%
Value ($000) $1,863 Shares 136,780 Est. Cost $9.45 Unrealized +8.5%
LADR Ladder Capital Corp 0.9%
Value ($000) $1,861 Shares 196,940 Est. Cost $11.87 Unrealized
MTG MGIC Investment Corp 0.9%
Value ($000) $1,828 Shares 136,205 Est. Cost $14.31 Unrealized -5.9%
MFA Financial Inc 0.8%
Value ($000) $1,679 Shares 1,767,000 Est. Cost $0.90 Unrealized
Morgan Stanley India Investment Fund Inc 0.8%
Value ($000) $1,672 Shares 85,937 Est. Cost $22.36 Unrealized
ClearBridge Energy Midstream Opportunity Fund Inc 0.8%
Value ($000) $1,592 Shares 56,373 Est. Cost $28.30 Unrealized
Morgan Stanley Emerging Markets Domestic Debt Fund Inc 0.7%
Value ($000) $1,508 Shares 333,683 Est. Cost $4.90 Unrealized
MCI Barings Corporate Investors 0.7%
Value ($000) $1,485 Shares 104,971 Est. Cost $13.61 Unrealized
Taiwan Fund Inc/The/MD 0.7%
Value ($000) $1,458 Shares 54,065 Est. Cost $23.14 Unrealized
SRH Total Return Fund Inc 0.7%
Value ($000) $1,445 Shares 117,681 Est. Cost $11.98 Unrealized
ORC Orchid Island Capital Inc 0.7%
Value ($000) $1,421 Shares 132,419 Est. Cost $8.20 Unrealized
XXHYBXX New America High Income Fund Inc/The 0.7%
Value ($000) $1,383 Shares 203,051 Est. Cost $6.81 Unrealized
Safeguard Scientifics Inc 0.7%
Value ($000) $1,370 Shares 796,632 Est. Cost $9.20 Unrealized
RDI Reading International Inc 0.6%
Value ($000) $1,212 Shares 372,975 Est. Cost $4.35 Unrealized -21.6%
Mexico Fund Inc/The 0.6%
Value ($000) $1,209 Shares 71,023 Est. Cost $15.62 Unrealized
Western Asset Mortgage Capital Corp 0.6%
Value ($000) $1,190 Shares 130,357 Est. Cost $10.88 Unrealized
Western Asset Inflation-Linked Opportunities & Income Fund 0.5%
Value ($000) $1,132 Shares 123,734 Est. Cost $9.13 Unrealized
Central Securities Corp 0.5%
Value ($000) $1,022 Shares 29,376 Est. Cost $33.95 Unrealized
Nuveen Senior Income Fund 0.5%
Value ($000) $999 Shares 216,713 Est. Cost $4.61 Unrealized
Nuveen Mortgage and Income Fund 0.5%
Value ($000) $956 Shares 59,890 Est. Cost $16.09 Unrealized
First Trust Senior Floating Rate Income Fund II 0.4%
Value ($000) $878 Shares 88,191 Est. Cost $9.95 Unrealized
NXG NextGen Infrastructure Income Fund 0.4%
Value ($000) $825 Shares 22,499 Est. Cost $36.76 Unrealized
BBDC Barings BDC Inc 0.4%
Value ($000) $820 Shares 103,332 Est. Cost $5.97 Unrealized 0.0%
Nuveen Pennsylvania Quality Municipal Income Fund 0.4%
Value ($000) $786 Shares 68,789 Est. Cost $11.26 Unrealized
Japan Smaller Capitalization Fund Inc 0.3%
Value ($000) $694 Shares 100,490 Est. Cost $6.56 Unrealized
EARN Ellington Residential Mortgage REIT 0.3%
Value ($000) $693 Shares 94,994 Est. Cost $7.14 Unrealized
BlackRock MuniYield Pennsylvania Quality Fund 0.3%
Value ($000) $648 Shares 55,167 Est. Cost $11.01 Unrealized
Templeton Emerging Markets Income Fund 0.3%
Value ($000) $619 Shares 121,994 Est. Cost $5.07 Unrealized
First Trust High Yield Opportunities 2027 Term Fund 0.3%
Value ($000) $618 Shares 44,293 Est. Cost $13.48 Unrealized
Nicholas Financial Inc 0.3%
Value ($000) $564 Shares 91,670 Est. Cost $6.65 Unrealized
AGRO Adecoagro SA 0.3%
Value ($000) $563 Shares 69,592 Est. Cost $9.67 Unrealized -23.6%
PFX PhenixFIN Corp 0.3%
Value ($000) $552 Shares 15,337 Est. Cost $37.92 Unrealized -11.3%
BlackRock Capital Investment Corp 0.2%
Value ($000) $517 Shares 149,801 Est. Cost $3.52 Unrealized
Western Asset Emerging Markets Debt Fund Inc 0.2%
Value ($000) $510 Shares 59,346 Est. Cost $8.59 Unrealized
Tortoise Energy Infrastructure Corp 0.2%
Value ($000) $448 Shares 15,244 Est. Cost $29.64 Unrealized
Western Asset Intermediate Muni Fund Inc 0.2%
Value ($000) $443 Shares 55,971 Est. Cost $7.61 Unrealized
PennyMac Corp 0.2%
Value ($000) $434 Shares 500,000 Est. Cost $0.81 Unrealized
Kayne Anderson NextGen Energy & Infrastructure Inc 0.2%
Value ($000) $428 Shares 55,699 Est. Cost $7.53 Unrealized
Nuveen Floating Rate Income Opportunity Fund 0.2%
Value ($000) $413 Shares 51,500 Est. Cost $8.02 Unrealized
MainStay CBRE Global Infrastructure Megatrends Fund 0.2%
Value ($000) $340 Shares 23,972 Est. Cost $13.65 Unrealized
XTEAX Ecofin Sustainable and Social 0.2%
Value ($000) $332 Shares 25,603 Est. Cost $12.93 Unrealized
Eaton Vance California Municipal Income Trust 0.2%
Value ($000) $327 Shares 31,947 Est. Cost $9.98 Unrealized
BNY Mellon Municipal Income Inc 0.2%
Value ($000) $319 Shares 49,149 Est. Cost $6.49 Unrealized
Calamos Long/Short Equity & Dynamic Income Trust 0.2%
Value ($000) $317 Shares 20,500 Est. Cost $15.31 Unrealized
Morgan Stanley China A Share Fund Inc 0.1%
Value ($000) $306 Shares 21,300 Est. Cost $14.20 Unrealized
DTF Tax-Free Income 2028 Term Fund Inc 0.1%
Value ($000) $288 Shares 25,989 Est. Cost $11.04 Unrealized
XDCFX BNY Mellon Alcentra Global Credit Income 2024 Target Term Fund Inc 0.1%
Value ($000) $284 Shares 37,460 Est. Cost $7.58 Unrealized
XTTPX Tortoise Pipeline & Energy Fund Inc 0.1%
Value ($000) $268 Shares 10,412 Est. Cost $26.68 Unrealized
DWS Strategic Municipal Income Trust 0.1%
Value ($000) $264 Shares 31,151 Est. Cost $8.17 Unrealized
Mexico Equity and Income Fund Inc/The 0.1%
Value ($000) $257 Shares 25,553 Est. Cost $9.12 Unrealized
Special Opportunities Fund Inc 0.1%
Value ($000) $245 Shares 22,361 Est. Cost $10.94 Unrealized
RiverNorth/DoubleLine Strategic Opportunity Fund Inc 0.1%
Value ($000) $233 Shares 27,200 Est. Cost $8.56 Unrealized
Clough Global Equity Fund 0.1%
Value ($000) $222 Shares 36,637 Est. Cost $6.06 Unrealized
Morgan Stanley Emerging Markets Debt Fund Inc 0.1%
Value ($000) $213 Shares 33,060 Est. Cost $6.49 Unrealized
Apollo Senior Floating Rate Fund Inc 0.1%
Value ($000) $212 Shares 16,801 Est. Cost $12.63 Unrealized
C Citigroup Inc 0.1%
Value ($000) $211 Shares 4,500 Est. Cost $42.37 Unrealized +4.5%
PGIM Short Duration High Yield Opportunities Fund 0.1%
Value ($000) $202 Shares 13,654 Est. Cost $14.76 Unrealized
First Trust Specialty Finance and Financial Opportunities Fund 0.1%
Value ($000) $192 Shares 61,254 Est. Cost $3.14 Unrealized
TIPT Tiptree Inc 0.1%
Value ($000) $191 Shares 13,120 Est. Cost $11.24 Unrealized +35.4%
Nuveen Credit Strategies Income Fund 0.1%
Value ($000) $183 Shares 35,850 Est. Cost $5.11 Unrealized
Nuveen California Quality Municipal Income Fund 0.1%
Value ($000) $150 Shares 13,600 Est. Cost $11.07 Unrealized
New Germany Fund Inc/The 0.1%
Value ($000) $137 Shares 15,100 Est. Cost $7.89 Unrealized
VEL Velocity Financial Inc 0.1%
Value ($000) $109 Shares 12,120 Est. Cost $5.46 Unrealized +74.8%
Clough Global Dividend and Income Fund 0.1%
Value ($000) $106 Shares 18,338 Est. Cost $5.78 Unrealized
DWS Municipal Income Trust 0.0%
Value ($000) $95 Shares 10,708 Est. Cost $8.90 Unrealized
Credit Suisse High Yield Bond Fund 0.0%
Value ($000) $95 Shares 50,000 Est. Cost $1.89 Unrealized
XPHDX Pioneer Floating Rate Fund Inc 0.0%
Value ($000) $87 Shares 10,000 Est. Cost $8.70 Unrealized