Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 14, 2024

Total Value ($000): $290,240 (98.4% shares, 1.6% debt)

Holdings (116)

Great Ajax Corp 7.6%
Value ($000) $21,966 Shares 893,646 Est. Cost $24.80 Unrealized
BlackRock Health Sciences Term Trust 6.5%
Value ($000) $18,946 Shares 1,293,211 Est. Cost $14.63 Unrealized
Nuveen Core Plus Impact Fund 5.9%
Value ($000) $17,263 Shares 1,712,647 Est. Cost $10.24 Unrealized
XHIEX Miller/Howard High Dividend Fund 4.0%
Value ($000) $11,556 Shares 1,089,168 Est. Cost $10.41 Unrealized
BlackRock Capital Investment Corp 3.9%
Value ($000) $11,326 Shares 2,926,685 Est. Cost $3.80 Unrealized
Nuveen Pennsylvania Quality Municipal Income Fund 3.7%
Value ($000) $10,598 Shares 915,235 Est. Cost $11.22 Unrealized
BlackRock ESG Capital Allocation Term Trust 3.5%
Value ($000) $10,052 Shares 623,201 Est. Cost $13.57 Unrealized
PGIM Short Duration High Yield Opportunities Fund 2.8%
Value ($000) $8,024 Shares 534,905 Est. Cost $15.07 Unrealized
XENWX Eaton Vance New York Municipal Bond Fund 2.7%
Value ($000) $7,770 Shares 805,172 Est. Cost $9.25 Unrealized
PIMCO Energy & Tactical Credit Opportunities Fund 2.4%
Value ($000) $6,828 Shares 333,376 Est. Cost $19.31 Unrealized
Great Ajax Corp 2.2%
Value ($000) $6,281 Shares 1,185,097 Est. Cost $8.36 Unrealized
XBFZX BlackRock California Municipal Income Trust 1.9%
Value ($000) $5,640 Shares 468,805 Est. Cost $11.70 Unrealized
ORC Orchid Island Capital Inc 1.9%
Value ($000) $5,374 Shares 637,430 Est. Cost $8.43 Unrealized
XJPIX Nuveen Preferred & Income Term Fund 1.7%
Value ($000) $4,986 Shares 272,766 Est. Cost $17.91 Unrealized
XXHYBXX New America High Income Fund Inc/The 1.7%
Value ($000) $4,976 Shares 706,870 Est. Cost $6.95 Unrealized
MainStay MacKay DefinedTerm Municipal Opportunities Fund 1.7%
Value ($000) $4,826 Shares 297,003 Est. Cost $16.25 Unrealized
Tortoise Midstream Energy Fund Inc 1.6%
Value ($000) $4,614 Shares 132,739 Est. Cost $35.74 Unrealized
XEVMX Eaton Vance California Municipal Bond Fund 1.5%
Value ($000) $4,373 Shares 477,953 Est. Cost $8.74 Unrealized
DWS Municipal Income Trust 1.4%
Value ($000) $4,157 Shares 467,648 Est. Cost $8.65 Unrealized
ASA Gold and Precious Metals Ltd 1.4%
Value ($000) $4,064 Shares 269,849 Est. Cost $15.06 Unrealized
Two Harbors Investment Corp 1.4%
Value ($000) $4,048 Shares 4,250,000 Est. Cost $0.85 Unrealized
ClearBridge MLP & Midstream Total Return Fund Inc 1.4%
Value ($000) $4,029 Shares 111,195 Est. Cost $29.35 Unrealized
BNY Mellon Municipal Income Inc 1.4%
Value ($000) $3,942 Shares 606,458 Est. Cost $6.21 Unrealized
General American Investors Co Inc 1.3%
Value ($000) $3,780 Shares 88,016 Est. Cost $37.56 Unrealized
DTF Tax-Free Income 2028 Term Fund Inc 1.3%
Value ($000) $3,774 Shares 351,091 Est. Cost $10.77 Unrealized
MFS Investment Grade Municipal Trust 1.3%
Value ($000) $3,724 Shares 491,954 Est. Cost $7.39 Unrealized
Morgan Stanley India Investment Fund Inc 1.3%
Value ($000) $3,653 Shares 170,163 Est. Cost $22.08 Unrealized
Mexico Fund Inc/The 1.1%
Value ($000) $3,069 Shares 160,856 Est. Cost $16.83 Unrealized
Taiwan Fund Inc/The/MD 1.1%
Value ($000) $3,048 Shares 88,124 Est. Cost $26.73 Unrealized
Nuveen New Jersey Quality Municipal Income Fund 1.0%
Value ($000) $2,828 Shares 240,075 Est. Cost $11.70 Unrealized
Destra Multi-Alternative Fund 1.0%
Value ($000) $2,814 Shares 451,699 Est. Cost $6.03 Unrealized
DSGN Design Therapeutics Inc 0.9%
Value ($000) $2,719 Shares 1,026,068 Est. Cost $2.29 Unrealized 0.0%
NLY Annaly Capital Management Inc 0.9%
Value ($000) $2,702 Shares 139,493 Est. Cost $19.37 Unrealized
MFS High Income Municipal Trust 0.9%
Value ($000) $2,648 Shares 745,919 Est. Cost $3.35 Unrealized
Calamos Long/Short Equity & Dynamic Income Trust 0.9%
Value ($000) $2,552 Shares 176,596 Est. Cost $15.04 Unrealized
Morgan Stanley Emerging Markets Domestic Debt Fund Inc 0.9%
Value ($000) $2,508 Shares 538,182 Est. Cost $4.64 Unrealized
BRSP BrightSpire Capital Inc 0.9%
Value ($000) $2,470 Shares 332,001 Est. Cost $6.32 Unrealized
ADAM New York Mortgage Trust Inc 0.8%
Value ($000) $2,400 Shares 281,326 Est. Cost $9.96 Unrealized
Japan Smaller Capitalization Fund Inc 0.8%
Value ($000) $2,265 Shares 298,460 Est. Cost $7.30 Unrealized
SRH Total Return Fund Inc 0.8%
Value ($000) $2,251 Shares 162,267 Est. Cost $12.49 Unrealized
XTTPX Tortoise Pipeline & Energy Fund Inc 0.8%
Value ($000) $2,209 Shares 78,585 Est. Cost $28.11 Unrealized
Tortoise Energy Infrastructure Corp 0.7%
Value ($000) $2,091 Shares 72,664 Est. Cost $30.53 Unrealized
BlackRock MuniHoldings California Quality Fund Inc 0.7%
Value ($000) $1,935 Shares 173,834 Est. Cost $10.59 Unrealized
Central Securities Corp 0.6%
Value ($000) $1,873 Shares 49,584 Est. Cost $35.00 Unrealized
BlackRock Municipal 2030 Target Term Trust 0.6%
Value ($000) $1,812 Shares 87,115 Est. Cost $20.27 Unrealized
Western Asset Inflation-Linked Opportunities & Income Fund 0.6%
Value ($000) $1,783 Shares 205,674 Est. Cost $8.96 Unrealized
Clough Global Dividend and Income Fund 0.6%
Value ($000) $1,681 Shares 326,583 Est. Cost $5.40 Unrealized
BNY Mellon Strategic Municipals Inc 0.6%
Value ($000) $1,676 Shares 285,933 Est. Cost $5.82 Unrealized
Eaton Vance California Municipal Income Trust 0.6%
Value ($000) $1,656 Shares 160,109 Est. Cost $9.92 Unrealized
Invesco Trust for Investment Grade New York Municipals 0.5%
Value ($000) $1,593 Shares 152,979 Est. Cost $10.41 Unrealized
BlackRock MuniHoldings Fund Inc 0.5%
Value ($000) $1,552 Shares 130,301 Est. Cost $11.91 Unrealized
First Trust Energy Income and Growth Fund 0.5%
Value ($000) $1,475 Shares 101,846 Est. Cost $14.48 Unrealized
First Trust MLP and Energy Income Fund 0.5%
Value ($000) $1,467 Shares 171,191 Est. Cost $8.57 Unrealized
DWS Strategic Municipal Income Trust 0.5%
Value ($000) $1,413 Shares 163,393 Est. Cost $8.12 Unrealized
ABRDN National Municipal Income Fund 0.5%
Value ($000) $1,376 Shares 134,773 Est. Cost $8.93 Unrealized
Invesco Pennsylvania Value Municipal Income Trust 0.5%
Value ($000) $1,336 Shares 133,606 Est. Cost $9.56 Unrealized
XMIOX Pioneer Municipal High Income Opportunities Fund Inc 0.4%
Value ($000) $1,287 Shares 121,792 Est. Cost $10.57 Unrealized
Virtus Dividend Interest & Premium Strategy Fund 0.4%
Value ($000) $1,185 Shares 94,063 Est. Cost $12.60 Unrealized
Voya Infrastructure Industrials and Materials Fund 0.4%
Value ($000) $1,096 Shares 107,662 Est. Cost $10.25 Unrealized
First Trust Energy Infrastructure Fund 0.4%
Value ($000) $1,052 Shares 63,927 Est. Cost $16.46 Unrealized
Flaherty & Crumrine Preferred and Income Securities Fund Inc 0.4%
Value ($000) $1,037 Shares 74,631 Est. Cost $13.90 Unrealized
Brookfield Real Assets Income Fund Inc 0.3%
Value ($000) $951 Shares 74,208 Est. Cost $12.81 Unrealized
NXG NextGen Infrastructure Income Fund 0.3%
Value ($000) $917 Shares 25,799 Est. Cost $38.83 Unrealized
Blackstone Strategic Credit 2027 Term Fund 0.3%
Value ($000) $907 Shares 80,158 Est. Cost $11.21 Unrealized
John Hancock Tax-Advantaged Global Shareholder Yield Fund 0.3%
Value ($000) $834 Shares 163,125 Est. Cost $5.11 Unrealized
BNY Mellon Strategic Municipal Bond Fund Inc 0.3%
Value ($000) $789 Shares 138,197 Est. Cost $5.62 Unrealized
Central and Eastern Europe Fund Inc 0.3%
Value ($000) $769 Shares 78,923 Est. Cost $9.75 Unrealized
PFX PhenixFIN Corp 0.3%
Value ($000) $753 Shares 17,818 Est. Cost $37.62 Unrealized -5.1%
Clough Global Opportunities Fund 0.3%
Value ($000) $741 Shares 157,689 Est. Cost $4.70 Unrealized
MTG MGIC Investment Corp 0.3%
Value ($000) $732 Shares 37,926 Est. Cost $14.31 Unrealized +23.7%
RDN Radian Group Inc 0.2%
Value ($000) $724 Shares 25,359 Est. Cost $15.40 Unrealized +60.2%
MainStay CBRE Global Infrastructure Megatrends Term Fund 0.2%
Value ($000) $686 Shares 52,856 Est. Cost $12.98 Unrealized
Nicholas Financial Inc 0.2%
Value ($000) $665 Shares 96,324 Est. Cost $6.46 Unrealized
Neuberger Berman Municipal Fund Inc 0.2%
Value ($000) $653 Shares 63,057 Est. Cost $10.35 Unrealized
Neuberger Berman Next Generation Connectivity Fund Inc 0.2%
Value ($000) $642 Shares 58,712 Est. Cost $10.93 Unrealized
Morgan Stanley China A Share Fund Inc 0.2%
Value ($000) $617 Shares 48,425 Est. Cost $13.85 Unrealized
XDCFX BNY Mellon Alcentra Global Credit Income 2024 Target Term Fund Inc 0.2%
Value ($000) $608 Shares 74,631 Est. Cost $8.15 Unrealized
XBNYX BlackRock New York Municipal Income Trust 0.2%
Value ($000) $599 Shares 56,906 Est. Cost $10.53 Unrealized
Western Asset Intermediate Muni Fund Inc 0.2%
Value ($000) $568 Shares 73,762 Est. Cost $7.64 Unrealized
Nuveen California Quality Municipal Income Fund 0.2%
Value ($000) $529 Shares 47,674 Est. Cost $11.09 Unrealized
XPMAX Pioneer Municipal High Income Advantage Fund Inc 0.2%
Value ($000) $516 Shares 64,392 Est. Cost $8.02 Unrealized
BlackRock MuniYield Pennsylvania Quality Fund 0.2%
Value ($000) $472 Shares 40,620 Est. Cost $11.27 Unrealized
LADR Ladder Capital Corp 0.2%
Value ($000) $465 Shares 40,431 Est. Cost $11.87 Unrealized
PennyMac Corp 0.2%
Value ($000) $456 Shares 500,000 Est. Cost $0.81 Unrealized
BlackRock Credit Allocation Income Trust 0.2%
Value ($000) $440 Shares 42,622 Est. Cost $10.32 Unrealized
Western Asset Investment Grade Defined Opportunity Trust Inc 0.1%
Value ($000) $415 Shares 23,579 Est. Cost $16.92 Unrealized
Blackstone Senior Floating Rate 2027 Term Fund 0.1%
Value ($000) $370 Shares 27,709 Est. Cost $13.10 Unrealized
Korea Fund Inc/The 0.1%
Value ($000) $360 Shares 15,400 Est. Cost $23.40 Unrealized
Mexico Equity and Income Fund Inc/The 0.1%
Value ($000) $359 Shares 32,088 Est. Cost $9.54 Unrealized
WHEELER REIT INC 0.1%
Value ($000) $316 Shares 5,272 Est. Cost $50.00 Unrealized
Gabelli Healthcare & WellnessRx Trust/The 0.1%
Value ($000) $312 Shares 33,418 Est. Cost $8.62 Unrealized
Invesco Quality Municipal Income Trust 0.1%
Value ($000) $306 Shares 32,173 Est. Cost $9.51 Unrealized
XMUIX BlackRock Municipal Income Fund Inc 0.1%
Value ($000) $297 Shares 25,491 Est. Cost $11.64 Unrealized
CCIF Carlyle Credit Income Fund 0.1%
Value ($000) $281 Shares 35,291 Est. Cost $8.18 Unrealized
Special Opportunities Fund Inc 0.1%
Value ($000) $280 Shares 23,616 Est. Cost $11.07 Unrealized
New Germany Fund Inc/The 0.1%
Value ($000) $276 Shares 31,573 Est. Cost $8.74 Unrealized
XMHIX Pioneer Municipal High Income Fund Trust 0.1%
Value ($000) $264 Shares 30,632 Est. Cost $8.63 Unrealized
Nuveen New York AMT-Free Quality Municipal Income Fund 0.1%
Value ($000) $263 Shares 25,000 Est. Cost $10.53 Unrealized
MFS High Yield Municipal Trust 0.1%
Value ($000) $256 Shares 77,289 Est. Cost $3.31 Unrealized
BlackRock MuniHoldings New York Quality Fund Inc 0.1%
Value ($000) $249 Shares 23,647 Est. Cost $10.51 Unrealized
C Citigroup Inc 0.1%
Value ($000) $231 Shares 4,500 Est. Cost $41.35 Unrealized 0.0%
BlackRock MuniYield New York Quality Fund Inc 0.1%
Value ($000) $217 Shares 21,036 Est. Cost $10.33 Unrealized
VEL Velocity Financial Inc 0.1%
Value ($000) $209 Shares 12,120 Est. Cost $5.46 Unrealized +148.0%
Federated Hermes Premier Municipal Income Fund 0.1%
Value ($000) $196 Shares 17,873 Est. Cost $10.99 Unrealized
First Trust Specialty Finance and Financial Opportunities Fund 0.1%
Value ($000) $165 Shares 45,984 Est. Cost $3.52 Unrealized
PIMCO New York Municipal Income Fund 0.1%
Value ($000) $161 Shares 20,428 Est. Cost $7.86 Unrealized
Nuveen Arizona Quality Municipal Income Fund 0.0%
Value ($000) $128 Shares 11,964 Est. Cost $10.71 Unrealized
Invesco Municipal Trust 0.0%
Value ($000) $127 Shares 13,365 Est. Cost $9.53 Unrealized
XTEAX Ecofin Sustainable and Social 0.0%
Value ($000) $121 Shares 10,292 Est. Cost $12.93 Unrealized
SPPP Sprott Physical Platinum & Palladium Trust 0.0%
Value ($000) $119 Shares 11,800 Est. Cost $10.09 Unrealized
Nuveen Virginia Quality Municipal Income Fund 0.0%
Value ($000) $114 Shares 10,571 Est. Cost $10.78 Unrealized
Templeton Emerging Markets Income Fund 0.0%
Value ($000) $87 Shares 17,010 Est. Cost $4.61 Unrealized
Western Asset Inflation-Linked Income Fund 0.0%
Value ($000) $84 Shares 10,379 Est. Cost $8.12 Unrealized
BNY Mellon High Yield Strategies Fund 0.0%
Value ($000) $81 Shares 35,268 Est. Cost $2.29 Unrealized
EARN Ellington Residential Mortgage REIT 0.0%
Value ($000) $72 Shares 11,683 Est. Cost $7.14 Unrealized
XPCKX PIMCO California Municipal Income Fund II 0.0%
Value ($000) $62 Shares 10,663 Est. Cost $5.80 Unrealized