Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: May 14, 2024

Total Value ($000): $242,073 (98.8% shares, 1.2% debt)

Holdings (69)

Great Ajax Corp 9.2%
Value ($000) $22,261 Shares 893,646 Est. Cost $24.80 Unrealized
Nuveen Core Plus Impact Fund 6.9%
Value ($000) $16,629 Shares 1,606,702 Est. Cost $10.24 Unrealized
BlackRock Health Sciences Term Trust 6.3%
Value ($000) $15,258 Shares 930,918 Est. Cost $14.63 Unrealized
Nuveen Pennsylvania Quality Municipal Income Fund 4.7%
Value ($000) $11,417 Shares 965,867 Est. Cost $11.25 Unrealized
XHIEX Miller/Howard High Dividend Fund 4.4%
Value ($000) $10,536 Shares 950,061 Est. Cost $10.41 Unrealized
BlackRock ESG Capital Allocation Term Trust 3.3%
Value ($000) $7,896 Shares 454,826 Est. Cost $13.57 Unrealized
XENWX Eaton Vance New York Municipal Bond Fund 3.2%
Value ($000) $7,833 Shares 806,643 Est. Cost $9.25 Unrealized
First Trust Energy Infrastructure Fund 3.1%
Value ($000) $7,584 Shares 417,641 Est. Cost $17.90 Unrealized
PGIM Short Duration High Yield Opportunities Fund 2.9%
Value ($000) $6,904 Shares 448,869 Est. Cost $15.07 Unrealized
PIMCO Energy & Tactical Credit Opportunities Fund 2.8%
Value ($000) $6,872 Shares 324,019 Est. Cost $19.31 Unrealized
First Trust Energy Income and Growth Fund 2.6%
Value ($000) $6,333 Shares 387,572 Est. Cost $15.85 Unrealized
XBFZX BlackRock California Municipal Income Trust 2.3%
Value ($000) $5,481 Shares 463,705 Est. Cost $11.70 Unrealized
XJPIX Nuveen Preferred & Income Term Fund 2.2%
Value ($000) $5,251 Shares 272,937 Est. Cost $17.91 Unrealized
Tortoise Midstream Energy Fund Inc 2.1%
Value ($000) $5,142 Shares 134,139 Est. Cost $35.77 Unrealized
Great Ajax Corp 1.9%
Value ($000) $4,696 Shares 1,235,835 Est. Cost $8.17 Unrealized
XXHYBXX New America High Income Fund Inc/The 1.8%
Value ($000) $4,467 Shares 613,549 Est. Cost $6.95 Unrealized
BNY Mellon Municipal Income Inc 1.8%
Value ($000) $4,299 Shares 629,435 Est. Cost $6.24 Unrealized
DWS Municipal Income Trust 1.7%
Value ($000) $4,223 Shares 467,648 Est. Cost $8.65 Unrealized
DSGN Design Therapeutics Inc 1.7%
Value ($000) $4,135 Shares 1,026,068 Est. Cost $2.29 Unrealized +16.6%
DTF Tax-Free Income 2028 Term Fund Inc 1.5%
Value ($000) $3,751 Shares 348,973 Est. Cost $10.77 Unrealized
MFS Investment Grade Municipal Trust 1.5%
Value ($000) $3,749 Shares 491,954 Est. Cost $7.39 Unrealized
MainStay MacKay DefinedTerm Municipal Opportunities Fund 1.5%
Value ($000) $3,673 Shares 224,621 Est. Cost $16.25 Unrealized
XTTPX Tortoise Pipeline & Energy Fund Inc 1.5%
Value ($000) $3,660 Shares 115,755 Est. Cost $29.24 Unrealized
General American Investors Co Inc 1.5%
Value ($000) $3,585 Shares 77,073 Est. Cost $37.56 Unrealized
SRH Total Return Fund Inc 1.4%
Value ($000) $3,424 Shares 227,390 Est. Cost $13.22 Unrealized
Nuveen New Jersey Quality Municipal Income Fund 1.3%
Value ($000) $3,212 Shares 265,919 Est. Cost $11.74 Unrealized
XEVMX Eaton Vance California Municipal Bond Fund 1.3%
Value ($000) $3,084 Shares 326,340 Est. Cost $8.74 Unrealized
Two Harbors Investment Corp 1.2%
Value ($000) $2,971 Shares 3,113,000 Est. Cost $0.85 Unrealized
ClearBridge MLP & Midstream Fund 1.2%
Value ($000) $2,860 Shares 62,472 Est. Cost $45.78 Unrealized
John Hancock Tax-Advantaged Global Shareholder Yield Fund 1.2%
Value ($000) $2,821 Shares 538,822 Est. Cost $5.20 Unrealized
MFS High Income Municipal Trust 1.2%
Value ($000) $2,784 Shares 766,961 Est. Cost $3.36 Unrealized
ClearBridge MLP & Midstream Total Return Fund Inc 1.1%
Value ($000) $2,718 Shares 65,535 Est. Cost $29.35 Unrealized
Destra Multi-Alternative Fund 1.1%
Value ($000) $2,700 Shares 345,331 Est. Cost $6.03 Unrealized
Morgan Stanley India Investment Fund Inc 1.1%
Value ($000) $2,574 Shares 112,191 Est. Cost $22.08 Unrealized
Mexico Fund Inc/The 1.0%
Value ($000) $2,341 Shares 121,781 Est. Cost $16.83 Unrealized
Japan Smaller Capitalization Fund Inc 0.9%
Value ($000) $2,282 Shares 285,943 Est. Cost $7.30 Unrealized
Central Securities Corp 0.9%
Value ($000) $2,072 Shares 49,605 Est. Cost $35.00 Unrealized
First Trust MLP and Energy Income Fund 0.8%
Value ($000) $2,045 Shares 211,517 Est. Cost $8.78 Unrealized
Voya Infrastructure Industrials and Materials Fund 0.8%
Value ($000) $1,950 Shares 185,341 Est. Cost $10.36 Unrealized
Eaton Vance California Municipal Income Trust 0.8%
Value ($000) $1,909 Shares 179,967 Est. Cost $9.99 Unrealized
Calamos Long/Short Equity & Dynamic Income Trust 0.7%
Value ($000) $1,809 Shares 117,221 Est. Cost $15.04 Unrealized
Invesco Trust for Investment Grade New York Municipals 0.7%
Value ($000) $1,662 Shares 154,579 Est. Cost $10.41 Unrealized
XMHIX Pioneer Municipal High Income Fund Trust 0.7%
Value ($000) $1,634 Shares 184,859 Est. Cost $8.81 Unrealized
XMIOX Pioneer Municipal High Income Opportunities Fund Inc 0.6%
Value ($000) $1,571 Shares 138,868 Est. Cost $10.66 Unrealized
Taiwan Fund Inc/The/MD 0.6%
Value ($000) $1,557 Shares 39,295 Est. Cost $26.73 Unrealized
Invesco Pennsylvania Value Municipal Income Trust 0.6%
Value ($000) $1,534 Shares 149,619 Est. Cost $9.63 Unrealized
BNY Mellon Strategic Municipal Bond Fund Inc 0.6%
Value ($000) $1,343 Shares 229,209 Est. Cost $5.72 Unrealized
ADAM New York Mortgage Trust Inc 0.6%
Value ($000) $1,333 Shares 185,139 Est. Cost $9.96 Unrealized
Morgan Stanley Emerging Markets Domestic Debt Fund Inc 0.5%
Value ($000) $1,247 Shares 262,519 Est. Cost $4.64 Unrealized
DWS Strategic Municipal Income Trust 0.5%
Value ($000) $1,171 Shares 130,986 Est. Cost $8.12 Unrealized
ASA Gold and Precious Metals Ltd 0.4%
Value ($000) $1,033 Shares 67,273 Est. Cost $15.06 Unrealized
Nektar Therapeutics 0.4%
Value ($000) $860 Shares 920,225 Est. Cost $0.93 Unrealized
abrdn National Municipal Income Fund 0.3%
Value ($000) $805 Shares 77,710 Est. Cost $8.93 Unrealized
Clough Global Dividend and Income Fund 0.3%
Value ($000) $792 Shares 141,649 Est. Cost $5.40 Unrealized
Western Asset Inflation-Linked Opportunities & Income Fund 0.3%
Value ($000) $730 Shares 84,641 Est. Cost $8.96 Unrealized
First Trust New Opportunities MLP & Energy Fund 0.3%
Value ($000) $707 Shares 92,346 Est. Cost $7.66 Unrealized
XPMAX Pioneer Municipal High Income Advantage Fund Inc 0.3%
Value ($000) $664 Shares 81,492 Est. Cost $8.05 Unrealized
OMCC Nicholas Financial 0.3%
Value ($000) $651 Shares 96,324 Est. Cost $6.96 Unrealized 0.0%
Central and Eastern Europe Fund Inc 0.2%
Value ($000) $574 Shares 60,250 Est. Cost $9.75 Unrealized
Nuveen AMT-Free Quality Municipal Income Fund 0.2%
Value ($000) $563 Shares 50,885 Est. Cost $11.07 Unrealized
AllianceBernstein National Municipal Income Fund 0.2%
Value ($000) $451 Shares 41,054 Est. Cost $10.99 Unrealized
Neuberger Berman Municipal Fund Inc 0.2%
Value ($000) $381 Shares 36,402 Est. Cost $10.35 Unrealized
Clough Global Opportunities Fund 0.2%
Value ($000) $379 Shares 74,688 Est. Cost $4.70 Unrealized
Tortoise Energy Infrastructure Corp 0.1%
Value ($000) $305 Shares 9,881 Est. Cost $30.53 Unrealized
MFS High Yield Municipal Trust 0.1%
Value ($000) $289 Shares 86,729 Est. Cost $3.31 Unrealized
XBNYX BlackRock New York Municipal Income Trust 0.1%
Value ($000) $211 Shares 19,915 Est. Cost $10.53 Unrealized
Federated Hermes Premier Municipal Income Fund 0.1%
Value ($000) $198 Shares 17,873 Est. Cost $10.99 Unrealized
Mexico Equity and Income Fund Inc/The 0.1%
Value ($000) $156 Shares 13,526 Est. Cost $9.54 Unrealized
XMFVX MFS Special Value Trust 0.0%
Value ($000) $81 Shares 18,154 Est. Cost $4.45 Unrealized