Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 21, 2023

Total Value ($000): $208,819 (97.9% shares, 2.1% debt)

Holdings (88)

Great Ajax Corp 10.3%
Value ($000) $21,555 Shares 893,646 Est. Cost $24.80 Unrealized
BlackRock ESG Capital Allocation Term Trust 7.1%
Value ($000) $14,758 Shares 997,868 Est. Cost $13.57 Unrealized
Nuveen Core Plus Impact Fund 6.7%
Value ($000) $13,969 Shares 1,524,947 Est. Cost $10.26 Unrealized
Templeton Global Income Fund 5.7%
Value ($000) $11,958 Shares 3,097,815 Est. Cost $4.26 Unrealized
XHIEX Miller/Howard High Dividend Fund 5.0%
Value ($000) $10,528 Shares 1,061,308 Est. Cost $10.40 Unrealized
Center Coast Brookfield MLP & Energy Infrastructure Fund 3.0%
Value ($000) $6,269 Shares 295,700 Est. Cost $15.78 Unrealized
PIMCO Energy & Tactical Credit Opportunities Fund 2.9%
Value ($000) $6,045 Shares 304,821 Est. Cost $19.20 Unrealized
Tortoise Midstream Energy Fund Inc 2.7%
Value ($000) $5,538 Shares 162,123 Est. Cost $35.74 Unrealized
XBFZX BlackRock California Municipal Income Trust 2.6%
Value ($000) $5,437 Shares 528,375 Est. Cost $11.70 Unrealized
Great Ajax Corp 2.5%
Value ($000) $5,201 Shares 807,622 Est. Cost $9.79 Unrealized
XENWX Eaton Vance New York Municipal Bond Fund 2.3%
Value ($000) $4,762 Shares 574,428 Est. Cost $9.08 Unrealized
BRSP BrightSpire Capital Inc 2.3%
Value ($000) $4,731 Shares 755,710 Est. Cost $6.32 Unrealized
General American Investors Co Inc 2.2%
Value ($000) $4,663 Shares 119,406 Est. Cost $37.56 Unrealized
ClearBridge MLP & Midstream Total Return Fund Inc 1.9%
Value ($000) $4,049 Shares 126,266 Est. Cost $29.35 Unrealized
Nuveen Corporate Income 2023 Target Term Fund 1.9%
Value ($000) $3,949 Shares 413,984 Est. Cost $9.22 Unrealized
XFDEX First Trust Dynamic Europe Equity Income Fund 1.9%
Value ($000) $3,937 Shares 317,469 Est. Cost $12.46 Unrealized
Two Harbors Investment Corp 1.9%
Value ($000) $3,910 Shares 4,250,000 Est. Cost $0.85 Unrealized
MFS Investment Grade Municipal Trust 1.8%
Value ($000) $3,836 Shares 542,641 Est. Cost $7.39 Unrealized
Nuveen Pennsylvania Quality Municipal Income Fund 1.7%
Value ($000) $3,501 Shares 344,236 Est. Cost $10.63 Unrealized
NXG NextGen Infrastructure Income Fund 1.7%
Value ($000) $3,463 Shares 92,355 Est. Cost $38.83 Unrealized
ADAM New York Mortgage Trust Inc 1.6%
Value ($000) $3,335 Shares 392,845 Est. Cost $9.96 Unrealized
XEVMX Eaton Vance California Municipal Bond Fund 1.6%
Value ($000) $3,309 Shares 407,541 Est. Cost $8.67 Unrealized
BlackRock Capital Investment Corp 1.5%
Value ($000) $3,167 Shares 853,697 Est. Cost $3.64 Unrealized
PGIM Short Duration High Yield Opportunities Fund 1.3%
Value ($000) $2,784 Shares 192,161 Est. Cost $15.20 Unrealized
VMware Inc 1.2%
Value ($000) $2,565 Shares 15,408 Est. Cost $163.74 Unrealized
Mexico Fund Inc/The 1.2%
Value ($000) $2,563 Shares 155,646 Est. Cost $16.75 Unrealized
Morgan Stanley India Investment Fund Inc 1.2%
Value ($000) $2,540 Shares 113,652 Est. Cost $22.39 Unrealized
Tortoise Energy Infrastructure Corp 1.2%
Value ($000) $2,464 Shares 85,273 Est. Cost $30.53 Unrealized
Taiwan Fund Inc/The/MD 1.1%
Value ($000) $2,366 Shares 78,924 Est. Cost $25.82 Unrealized
Morgan Stanley Emerging Markets Domestic Debt Fund Inc 1.1%
Value ($000) $2,338 Shares 548,796 Est. Cost $4.64 Unrealized
Destra Multi-Alternative Fund 1.0%
Value ($000) $2,129 Shares 356,014 Est. Cost $5.98 Unrealized
MFA MFA Financial Inc 1.0%
Value ($000) $2,119 Shares 220,471 Est. Cost $10.75 Unrealized
BNY Mellon Municipal Income Inc 0.9%
Value ($000) $1,943 Shares 342,744 Est. Cost $5.99 Unrealized
XJPIX Nuveen Preferred & Income Term Fund 0.9%
Value ($000) $1,907 Shares 111,076 Est. Cost $17.37 Unrealized
XXHYBXX New America High Income Fund Inc/The 0.8%
Value ($000) $1,725 Shares 266,198 Est. Cost $6.81 Unrealized
SRH Total Return Fund Inc 0.8%
Value ($000) $1,725 Shares 132,881 Est. Cost $12.18 Unrealized
BlackRock Health Sciences Term Trust 0.7%
Value ($000) $1,501 Shares 104,194 Est. Cost $14.41 Unrealized
Western Asset Inflation-Linked Opportunities & Income Fund 0.6%
Value ($000) $1,356 Shares 164,733 Est. Cost $9.03 Unrealized
Calamos Long/Short Equity & Dynamic Income Trust 0.6%
Value ($000) $1,289 Shares 87,130 Est. Cost $15.64 Unrealized
Central Securities Corp 0.6%
Value ($000) $1,250 Shares 36,483 Est. Cost $34.01 Unrealized
Arlington Asset Investment Corp 0.6%
Value ($000) $1,224 Shares 285,885 Est. Cost $4.45 Unrealized
Eaton Vance California Municipal Income Trust 0.6%
Value ($000) $1,201 Shares 131,118 Est. Cost $9.82 Unrealized
DWS Strategic Municipal Income Trust 0.5%
Value ($000) $1,119 Shares 148,543 Est. Cost $8.07 Unrealized
MFS High Income Municipal Trust 0.5%
Value ($000) $1,081 Shares 346,618 Est. Cost $3.12 Unrealized
abrdn National Municipal Income Fund 0.4%
Value ($000) $930 Shares 108,001 Est. Cost $8.61 Unrealized
CCIF Carlyle Credit Income Fund 0.4%
Value ($000) $870 Shares 106,297 Est. Cost $8.18 Unrealized
DWS Municipal Income Trust 0.3%
Value ($000) $720 Shares 93,546 Est. Cost $7.70 Unrealized
ClearBridge Energy Midstream Opportunity Fund Inc 0.3%
Value ($000) $696 Shares 21,953 Est. Cost $28.30 Unrealized
Clough Global Dividend and Income Fund 0.3%
Value ($000) $687 Shares 138,223 Est. Cost $5.73 Unrealized
RDI Reading International Inc 0.3%
Value ($000) $680 Shares 320,584 Est. Cost $4.35 Unrealized -43.8%
Japan Smaller Capitalization Fund Inc 0.3%
Value ($000) $655 Shares 92,088 Est. Cost $6.64 Unrealized
BlackRock Municipal 2030 Target Term Trust 0.3%
Value ($000) $648 Shares 33,400 Est. Cost $19.41 Unrealized
RDN Radian Group Inc 0.3%
Value ($000) $637 Shares 25,359 Est. Cost $15.40 Unrealized +59.4%
MTG MGIC Investment Corp 0.3%
Value ($000) $633 Shares 37,926 Est. Cost $14.31 Unrealized +18.7%
Voya Infrastructure Industrials and Materials Fund 0.3%
Value ($000) $605 Shares 64,159 Est. Cost $10.29 Unrealized
Morgan Stanley China A Share Fund Inc 0.3%
Value ($000) $603 Shares 48,425 Est. Cost $13.85 Unrealized
PFX PhenixFIN Corp 0.3%
Value ($000) $581 Shares 15,337 Est. Cost $37.92 Unrealized -6.5%
BlackRock MuniHoldings California Quality Fund Inc 0.3%
Value ($000) $570 Shares 59,661 Est. Cost $9.56 Unrealized
Blackstone Strategic Credit 2027 Term Fund 0.3%
Value ($000) $529 Shares 48,111 Est. Cost $11.14 Unrealized
Invesco Pennsylvania Value Municipal Income Trust 0.2%
Value ($000) $501 Shares 56,029 Est. Cost $8.95 Unrealized
Nicholas Financial Inc 0.2%
Value ($000) $492 Shares 103,024 Est. Cost $6.46 Unrealized
MPV Barings Participation Investors 0.2%
Value ($000) $473 Shares 35,183 Est. Cost $12.50 Unrealized
PennyMac Corp 0.2%
Value ($000) $449 Shares 500,000 Est. Cost $0.81 Unrealized
Kayne Anderson NextGen Energy & Infrastructure Inc 0.2%
Value ($000) $443 Shares 62,228 Est. Cost $7.53 Unrealized
Neuberger Berman California Municipal Fund Inc 0.2%
Value ($000) $425 Shares 43,410 Est. Cost $10.83 Unrealized
LADR Ladder Capital Corp 0.2%
Value ($000) $415 Shares 40,431 Est. Cost $11.87 Unrealized
Western Asset Intermediate Muni Fund Inc 0.2%
Value ($000) $405 Shares 56,603 Est. Cost $7.62 Unrealized
XTEAX Ecofin Sustainable and Social 0.2%
Value ($000) $391 Shares 32,613 Est. Cost $12.93 Unrealized
Blackstone Senior Floating Rate 2027 Term Fund 0.2%
Value ($000) $350 Shares 26,436 Est. Cost $13.09 Unrealized
WHEELER REIT INC 0.1%
Value ($000) $290 Shares 5,272 Est. Cost $50.00 Unrealized
Gabelli Healthcare & WellnessRx Trust/The 0.1%
Value ($000) $273 Shares 31,790 Est. Cost $8.58 Unrealized
DTF Tax-Free Income 2028 Term Fund Inc 0.1%
Value ($000) $260 Shares 24,372 Est. Cost $11.05 Unrealized
Safeguard Scientifics Inc 0.1%
Value ($000) $257 Shares 257,491 Est. Cost $9.20 Unrealized
MFS Municipal Income Trust 0.1%
Value ($000) $257 Shares 56,434 Est. Cost $4.55 Unrealized
Special Opportunities Fund Inc 0.1%
Value ($000) $252 Shares 23,058 Est. Cost $11.05 Unrealized
Mexico Equity and Income Fund Inc/The 0.1%
Value ($000) $241 Shares 25,653 Est. Cost $9.12 Unrealized
Western Asset Investment Grade Defined Opportunity Trust Inc 0.1%
Value ($000) $222 Shares 14,018 Est. Cost $16.47 Unrealized
EARN Ellington Residential Mortgage REIT 0.1%
Value ($000) $194 Shares 31,192 Est. Cost $7.14 Unrealized
Clough Global Equity Fund 0.1%
Value ($000) $172 Shares 31,323 Est. Cost $5.48 Unrealized
Nuveen New Jersey Quality Municipal Income Fund 0.1%
Value ($000) $168 Shares 15,888 Est. Cost $10.58 Unrealized
VEL Velocity Financial Inc 0.1%
Value ($000) $137 Shares 12,120 Est. Cost $5.46 Unrealized +122.6%
BNY Mellon Strategic Municipals Inc 0.1%
Value ($000) $125 Shares 23,538 Est. Cost $5.33 Unrealized
BlackRock MuniYield Pennsylvania Quality Fund 0.1%
Value ($000) $119 Shares 11,469 Est. Cost $10.37 Unrealized
BBDC Barings BDC Inc 0.1%
Value ($000) $105 Shares 11,747 Est. Cost $5.68 Unrealized +14.6%
Western Asset Mortgage Capital Corp 0.0%
Value ($000) $100 Shares 10,608 Est. Cost $10.88 Unrealized
BNY Mellon Strategic Municipal Bond Fund Inc 0.0%
Value ($000) $80 Shares 16,024 Est. Cost $4.97 Unrealized
Templeton Emerging Markets Income Fund 0.0%
Value ($000) $79 Shares 17,088 Est. Cost $4.61 Unrealized
First Trust Specialty Finance and Financial Opportunities Fund 0.0%
Value ($000) $41 Shares 12,134 Est. Cost $3.37 Unrealized