Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 11, 2023

Total Value ($000): $233,944 (96.3% shares, 3.7% debt)

Holdings (92)

Great Ajax Corp 8.3%
Value ($000) $19,367 Shares 786,337 Est. Cost $24.89 Unrealized
BlackRock ESG Capital Allocation Term Trust 7.4%
Value ($000) $17,391 Shares 1,086,262 Est. Cost $13.57 Unrealized
Nuveen Core Plus Impact Fund 6.0%
Value ($000) $13,995 Shares 1,378,772 Est. Cost $10.37 Unrealized
NLY Annaly Capital Management Inc 5.8%
Value ($000) $13,649 Shares 679,400 Est. Cost $19.76 Unrealized
Templeton Global Income Fund 4.5%
Value ($000) $10,640 Shares 2,480,094 Est. Cost $4.36 Unrealized
XHIEX Miller/Howard High Dividend Fund 4.5%
Value ($000) $10,633 Shares 1,014,629 Est. Cost $10.43 Unrealized
XBFZX BlackRock California Municipal Income Trust 3.7%
Value ($000) $8,559 Shares 738,499 Est. Cost $11.70 Unrealized
BRSP BrightSpire Capital Inc 2.8%
Value ($000) $6,546 Shares 889,397 Est. Cost $6.32 Unrealized
Center Coast Brookfield MLP & Energy Infrastructure Fund 2.6%
Value ($000) $6,115 Shares 295,700 Est. Cost $15.78 Unrealized
Tortoise Midstream Energy Fund Inc 2.5%
Value ($000) $5,937 Shares 166,623 Est. Cost $35.74 Unrealized
BBDC Barings BDC Inc 2.2%
Value ($000) $5,071 Shares 607,352 Est. Cost $5.68 Unrealized -1.0%
Great Ajax Corp 2.1%
Value ($000) $4,969 Shares 720,209 Est. Cost $10.20 Unrealized
ClearBridge MLP & Midstream Total Return Fund Inc 2.1%
Value ($000) $4,954 Shares 146,706 Est. Cost $29.35 Unrealized
General American Investors Co Inc 2.0%
Value ($000) $4,685 Shares 109,864 Est. Cost $37.43 Unrealized
XENWX Eaton Vance New York Municipal Bond Fund 1.9%
Value ($000) $4,380 Shares 451,498 Est. Cost $9.30 Unrealized
ADAM New York Mortgage Trust Inc 1.8%
Value ($000) $4,150 Shares 408,845 Est. Cost $9.96 Unrealized
MFS Investment Grade Municipal Trust 1.7%
Value ($000) $3,907 Shares 513,340 Est. Cost $7.40 Unrealized
Nuveen Corporate Income 2023 Target Term Fund 1.7%
Value ($000) $3,883 Shares 413,984 Est. Cost $9.22 Unrealized
Two Harbors Investment Corp 1.7%
Value ($000) $3,871 Shares 4,250,000 Est. Cost $0.85 Unrealized
MPV Barings Participation Investors 1.5%
Value ($000) $3,625 Shares 272,182 Est. Cost $12.50 Unrealized
NXG NextGen Infrastructure Income Fund 1.5%
Value ($000) $3,479 Shares 87,784 Est. Cost $38.89 Unrealized
XEVMX Eaton Vance California Municipal Bond Fund 1.4%
Value ($000) $3,219 Shares 360,526 Est. Cost $8.74 Unrealized
PGIM Short Duration High Yield Opportunities Fund 1.2%
Value ($000) $2,807 Shares 183,807 Est. Cost $15.23 Unrealized
Tortoise Energy Infrastructure Corp 1.1%
Value ($000) $2,620 Shares 85,273 Est. Cost $30.53 Unrealized
Western Asset Mortgage Capital Corp 1.1%
Value ($000) $2,565 Shares 2,750,000 Est. Cost $0.86 Unrealized
Mexico Fund Inc/The 1.1%
Value ($000) $2,522 Shares 140,329 Est. Cost $16.78 Unrealized
Goldman Sachs MLP Energy and Renaissance Fund 1.1%
Value ($000) $2,493 Shares 159,089 Est. Cost $12.19 Unrealized
MFA MFA Financial Inc 1.1%
Value ($000) $2,483 Shares 220,471 Est. Cost $10.75 Unrealized
Western Asset Inflation-Linked Opportunities & Income Fund 1.0%
Value ($000) $2,416 Shares 270,274 Est. Cost $9.03 Unrealized
Morgan Stanley India Investment Fund Inc 1.0%
Value ($000) $2,408 Shares 107,037 Est. Cost $22.39 Unrealized
Aberdeen Total Dynamic Dividend Fund 1.0%
Value ($000) $2,350 Shares 280,447 Est. Cost $8.38 Unrealized
Taiwan Fund Inc/The/MD 0.9%
Value ($000) $2,214 Shares 66,452 Est. Cost $25.04 Unrealized
XXHYBXX New America High Income Fund Inc/The 0.9%
Value ($000) $2,209 Shares 324,886 Est. Cost $6.81 Unrealized
REDWOOD TRUST INC 0.8%
Value ($000) $1,842 Shares 2,000,000 Est. Cost $0.92 Unrealized
SRH Total Return Fund Inc 0.8%
Value ($000) $1,822 Shares 132,881 Est. Cost $12.18 Unrealized
BlackRock Capital Investment Corp 0.7%
Value ($000) $1,703 Shares 470,334 Est. Cost $3.59 Unrealized
Nuveen Pennsylvania Quality Municipal Income Fund 0.7%
Value ($000) $1,604 Shares 141,974 Est. Cost $11.28 Unrealized
Morgan Stanley Emerging Markets Domestic Debt Fund Inc 0.7%
Value ($000) $1,598 Shares 326,122 Est. Cost $4.90 Unrealized
Wheeler Real Estate Investment Trust Inc 0.6%
Value ($000) $1,513 Shares 129,187 Est. Cost $12.84 Unrealized
Nuveen Short Duration Credit Opportunities Fund 0.6%
Value ($000) $1,508 Shares 129,962 Est. Cost $11.60 Unrealized
BlackRock Resources & Commodities Strategy Trust 0.6%
Value ($000) $1,474 Shares 149,634 Est. Cost $9.85 Unrealized
Calamos Long/Short Equity & Dynamic Income Trust 0.6%
Value ($000) $1,371 Shares 87,130 Est. Cost $15.64 Unrealized
Safeguard Scientifics Inc 0.5%
Value ($000) $1,227 Shares 796,632 Est. Cost $9.20 Unrealized
ClearBridge Energy Midstream Opportunity Fund Inc 0.5%
Value ($000) $1,152 Shares 35,874 Est. Cost $28.30 Unrealized
Central Securities Corp 0.5%
Value ($000) $1,090 Shares 29,376 Est. Cost $33.95 Unrealized
Clough Global Dividend and Income Fund 0.5%
Value ($000) $1,078 Shares 188,205 Est. Cost $5.73 Unrealized
Nuveen Senior Income Fund 0.5%
Value ($000) $1,055 Shares 229,436 Est. Cost $4.61 Unrealized
PIMCO Energy & Tactical Credit Opportunities Fund 0.4%
Value ($000) $1,052 Shares 62,786 Est. Cost $16.75 Unrealized
FS Credit Opportunities Corp 0.4%
Value ($000) $1,036 Shares 205,615 Est. Cost $4.54 Unrealized
RDI Reading International Inc 0.4%
Value ($000) $992 Shares 372,975 Est. Cost $4.35 Unrealized -31.5%
BNY Mellon Municipal Income Inc 0.4%
Value ($000) $941 Shares 147,271 Est. Cost $6.42 Unrealized
Eaton Vance California Municipal Income Trust 0.4%
Value ($000) $934 Shares 91,887 Est. Cost $10.10 Unrealized
RDN Radian Group Inc 0.4%
Value ($000) $890 Shares 33,059 Est. Cost $15.40 Unrealized +46.9%
XJPIX Nuveen Preferred & Income Term Fund 0.4%
Value ($000) $865 Shares 49,056 Est. Cost $17.63 Unrealized
MTG MGIC Investment Corp 0.4%
Value ($000) $844 Shares 50,426 Est. Cost $14.31 Unrealized +3.6%
Eaton Vance Ltd Duration Income Fund 0.4%
Value ($000) $828 Shares 87,167 Est. Cost $9.50 Unrealized
DWS Strategic Municipal Income Trust 0.3%
Value ($000) $784 Shares 92,106 Est. Cost $8.40 Unrealized
Voya Infrastructure Industrials and Materials Fund 0.3%
Value ($000) $781 Shares 75,926 Est. Cost $10.29 Unrealized
VMware Inc 0.3%
Value ($000) $751 Shares 4,762 Est. Cost $157.63 Unrealized
Neuberger Berman California Municipal Fund Inc 0.3%
Value ($000) $733 Shares 67,716 Est. Cost $10.83 Unrealized
DTF Tax-Free Income 2028 Term Fund Inc 0.3%
Value ($000) $691 Shares 62,493 Est. Cost $11.05 Unrealized
Kayne Anderson NextGen Energy & Infrastructure Inc 0.3%
Value ($000) $688 Shares 91,193 Est. Cost $7.53 Unrealized
Blackstone Strategic Credit 2027 Term Fund 0.3%
Value ($000) $684 Shares 61,400 Est. Cost $11.14 Unrealized
Arlington Asset Investment Corp 0.3%
Value ($000) $673 Shares 145,907 Est. Cost $4.61 Unrealized
Morgan Stanley China A Share Fund Inc 0.3%
Value ($000) $658 Shares 48,425 Est. Cost $13.85 Unrealized
Nuveen Floating Rate Income Opportunity Fund 0.3%
Value ($000) $596 Shares 75,648 Est. Cost $7.98 Unrealized
Japan Smaller Capitalization Fund Inc 0.3%
Value ($000) $589 Shares 79,124 Est. Cost $6.56 Unrealized
PFX PhenixFIN Corp 0.2%
Value ($000) $552 Shares 15,337 Est. Cost $37.92 Unrealized -10.5%
Nicholas Financial Inc 0.2%
Value ($000) $505 Shares 103,024 Est. Cost $6.46 Unrealized
Western Asset Intermediate Muni Fund Inc 0.2%
Value ($000) $503 Shares 65,425 Est. Cost $7.62 Unrealized
LADR Ladder Capital Corp 0.2%
Value ($000) $495 Shares 45,031 Est. Cost $11.87 Unrealized
XTTPX Tortoise Pipeline & Energy Fund Inc 0.2%
Value ($000) $472 Shares 16,131 Est. Cost $27.59 Unrealized
PennyMac Corp 0.2%
Value ($000) $444 Shares 500,000 Est. Cost $0.81 Unrealized
XTEAX Ecofin Sustainable and Social 0.2%
Value ($000) $421 Shares 32,613 Est. Cost $12.93 Unrealized
TWO Two Harbors Investment Corp 0.2%
Value ($000) $387 Shares 28,845 Est. Cost $13.41 Unrealized
Blackstone Senior Floating Rate 2027 Term Fund 0.2%
Value ($000) $384 Shares 29,302 Est. Cost $13.09 Unrealized
Nuveen Preferred & Income Opportunities Fund 0.2%
Value ($000) $356 Shares 53,916 Est. Cost $6.60 Unrealized
Special Opportunities Fund Inc 0.1%
Value ($000) $315 Shares 27,258 Est. Cost $11.05 Unrealized
EARN Ellington Residential Mortgage REIT 0.1%
Value ($000) $308 Shares 42,343 Est. Cost $7.14 Unrealized
Mexico Equity and Income Fund Inc/The 0.1%
Value ($000) $274 Shares 25,653 Est. Cost $9.12 Unrealized
WHEELER REIT INC 0.1%
Value ($000) $264 Shares 5,272 Est. Cost $50.00 Unrealized
DX Dynex Capital Inc 0.1%
Value ($000) $261 Shares 19,968 Est. Cost $12.72 Unrealized
Western Asset Mortgage Capital Corp 0.1%
Value ($000) $246 Shares 24,855 Est. Cost $10.88 Unrealized
XNBOX Neuberger Berman New York Municipal Fund Inc 0.1%
Value ($000) $245 Shares 25,412 Est. Cost $9.63 Unrealized
XFDEX First Trust Dynamic Europe Equity Income Fund 0.1%
Value ($000) $234 Shares 17,198 Est. Cost $13.59 Unrealized
Western Asset Investment Grade Defined Opportunity Trust Inc 0.1%
Value ($000) $217 Shares 13,118 Est. Cost $16.51 Unrealized
C Citigroup Inc 0.1%
Value ($000) $214 Shares 4,500 Est. Cost $42.37 Unrealized +0.9%
TIPT Tiptree Inc 0.1%
Value ($000) $194 Shares 13,120 Est. Cost $11.24 Unrealized +23.9%
Highland Opportunities and Income Fund 0.1%
Value ($000) $188 Shares 22,078 Est. Cost $8.51 Unrealized
VEL Velocity Financial Inc 0.1%
Value ($000) $150 Shares 12,120 Est. Cost $5.46 Unrealized +76.7%
Nuveen Floating Rate Income Fund/Closed-end Fund 0.0%
Value ($000) $88 Shares 10,941 Est. Cost $8.08 Unrealized
Clough Global Opportunities Fund 0.0%
Value ($000) $67 Shares 13,140 Est. Cost $5.13 Unrealized