Almitas Capital LLC Quant / Systematic

CIK: 0001596468 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 15, 2024

Total Value ($000): $240,506 (99.3% shares, 0.7% debt)

Holdings (76)

BlackRock Health Sciences Term Trust 11.3%
Value ($000) $27,063 Shares 1,761,943 Est. Cost $14.97 Unrealized
Nuveen Core Plus Impact Fund 6.7%
Value ($000) $16,057 Shares 1,475,812 Est. Cost $10.24 Unrealized
BlackRock ESG Capital Allocation Term Trust 6.1%
Value ($000) $14,718 Shares 839,103 Est. Cost $15.39 Unrealized
Nuveen Pennsylvania Quality Municipal Income Fund 6.0%
Value ($000) $14,437 Shares 1,183,331 Est. Cost $11.43 Unrealized
XHIEX Miller/Howard High Dividend Fund 5.2%
Value ($000) $12,398 Shares 1,105,965 Est. Cost $10.52 Unrealized
XJPIX Nuveen Preferred & Income Term Fund 4.1%
Value ($000) $9,762 Shares 501,903 Est. Cost $18.61 Unrealized
MainStay MacKay DefinedTerm Municipal Opportunities Fund 3.4%
Value ($000) $8,297 Shares 500,407 Est. Cost $16.43 Unrealized
PGIM Short Duration High Yield Opportunities Fund 3.4%
Value ($000) $8,071 Shares 526,474 Est. Cost $15.11 Unrealized
Tortoise Midstream Energy Fund Inc 3.2%
Value ($000) $7,762 Shares 180,717 Est. Cost $37.62 Unrealized
XENWX Eaton Vance New York Municipal Bond Fund 3.0%
Value ($000) $7,199 Shares 730,155 Est. Cost $9.25 Unrealized
BNY Mellon Municipal Income Inc 2.4%
Value ($000) $5,688 Shares 791,104 Est. Cost $6.43 Unrealized
XXHYBXX New America High Income Fund Inc/The 1.8%
Value ($000) $4,449 Shares 606,917 Est. Cost $6.95 Unrealized
AVIR Atea Pharmaceuticals Inc 1.8%
Value ($000) $4,271 Shares 1,290,187 Est. Cost $3.73 Unrealized 0.0%
XTTPX Tortoise Pipeline & Energy Fund Inc 1.8%
Value ($000) $4,219 Shares 116,622 Est. Cost $29.24 Unrealized
DSGN Design Therapeutics Inc 1.7%
Value ($000) $4,198 Shares 1,253,248 Est. Cost $2.58 Unrealized +50.9%
Destra Multi-Alternative Fund 1.7%
Value ($000) $4,154 Shares 514,703 Est. Cost $6.70 Unrealized
BlackRock Innovation and Growth Term Trust 1.6%
Value ($000) $3,928 Shares 543,246 Est. Cost $7.23 Unrealized
DTF Tax-Free Income 2028 Term Fund Inc 1.6%
Value ($000) $3,872 Shares 353,247 Est. Cost $10.77 Unrealized
MFS Investment Grade Municipal Trust 1.6%
Value ($000) $3,772 Shares 477,454 Est. Cost $7.39 Unrealized
AMLX Amylyx Pharmaceuticals Inc 1.5%
Value ($000) $3,617 Shares 1,903,851 Est. Cost $1.94 Unrealized 0.0%
Western Asset Investment Grade Defined Opportunity Trust Inc 1.5%
Value ($000) $3,575 Shares 209,335 Est. Cost $17.08 Unrealized
General American Investors Co Inc 1.4%
Value ($000) $3,334 Shares 67,058 Est. Cost $37.56 Unrealized
BNY Mellon Strategic Municipal Bond Fund Inc 1.4%
Value ($000) $3,323 Shares 559,398 Est. Cost $5.85 Unrealized
SRH Total Return Fund Inc 1.3%
Value ($000) $3,199 Shares 219,890 Est. Cost $13.22 Unrealized
Morgan Stanley India Investment Fund Inc 1.3%
Value ($000) $3,070 Shares 114,751 Est. Cost $22.19 Unrealized
Japan Smaller Capitalization Fund Inc 1.1%
Value ($000) $2,735 Shares 360,847 Est. Cost $7.35 Unrealized
DWS Strategic Municipal Income Trust 1.1%
Value ($000) $2,727 Shares 276,617 Est. Cost $9.04 Unrealized
MFS High Income Municipal Trust 1.1%
Value ($000) $2,681 Shares 722,553 Est. Cost $3.36 Unrealized
Western Asset Global Corporate Defined Opportunity Fund Inc 1.0%
Value ($000) $2,475 Shares 202,723 Est. Cost $12.21 Unrealized
Virtus Convertible & Income 2024 Target Term Fund 1.0%
Value ($000) $2,449 Shares 271,764 Est. Cost $9.01 Unrealized
XBFZX BlackRock California Municipal Income Trust 0.8%
Value ($000) $1,976 Shares 165,065 Est. Cost $11.70 Unrealized
Clough Global Opportunities Fund 0.8%
Value ($000) $1,954 Shares 363,149 Est. Cost $5.24 Unrealized
Eaton Vance California Municipal Income Trust 0.8%
Value ($000) $1,929 Shares 177,280 Est. Cost $9.99 Unrealized
XEVMX Eaton Vance California Municipal Bond Fund 0.7%
Value ($000) $1,741 Shares 183,109 Est. Cost $8.74 Unrealized
Mexico Fund Inc/The 0.7%
Value ($000) $1,732 Shares 108,252 Est. Cost $16.83 Unrealized
XMHIX Pioneer Municipal High Income Fund Trust 0.7%
Value ($000) $1,690 Shares 184,859 Est. Cost $8.81 Unrealized
Invesco Pennsylvania Value Municipal Income Trust 0.7%
Value ($000) $1,666 Shares 153,384 Est. Cost $9.66 Unrealized
AllianceBernstein National Municipal Income Fund 0.7%
Value ($000) $1,665 Shares 149,896 Est. Cost $11.08 Unrealized
ACELYRIN Inc 0.7%
Value ($000) $1,659 Shares 376,116 Est. Cost $4.41 Unrealized
Great Ajax Corp 0.7%
Value ($000) $1,629 Shares 456,181 Est. Cost $8.17 Unrealized
XMIOX Pioneer Municipal High Income Opportunities Fund Inc 0.7%
Value ($000) $1,618 Shares 138,868 Est. Cost $10.66 Unrealized
BlackRock Municipal 2030 Target Term Trust 0.7%
Value ($000) $1,607 Shares 77,392 Est. Cost $20.77 Unrealized
Two Harbors Investment Corp 0.7%
Value ($000) $1,567 Shares 1,613,000 Est. Cost $0.85 Unrealized
Clough Global Dividend and Income Fund 0.5%
Value ($000) $1,273 Shares 223,367 Est. Cost $5.51 Unrealized
Taiwan Fund Inc/The/MD 0.5%
Value ($000) $1,215 Shares 27,644 Est. Cost $26.73 Unrealized
PIMCO Energy & Tactical Credit Opportunities Fund 0.5%
Value ($000) $1,186 Shares 53,223 Est. Cost $19.31 Unrealized
Nektar Therapeutics 0.5%
Value ($000) $1,141 Shares 920,225 Est. Cost $0.93 Unrealized
Voya Infrastructure Industrials and Materials Fund 0.5%
Value ($000) $1,134 Shares 110,821 Est. Cost $10.36 Unrealized
Invesco Trust for Investment Grade New York Municipals 0.5%
Value ($000) $1,087 Shares 96,688 Est. Cost $10.41 Unrealized
ADAM New York Mortgage Trust Inc 0.4%
Value ($000) $1,081 Shares 185,139 Est. Cost $9.96 Unrealized
Western Asset Inflation-Linked Income Fund 0.4%
Value ($000) $951 Shares 118,716 Est. Cost $8.01 Unrealized
XDCFX BNY Mellon Alcentra Global Credit Income 2024 Target Term Fund Inc 0.4%
Value ($000) $951 Shares 107,409 Est. Cost $8.85 Unrealized
Tortoise Energy Infrastructure Corp 0.4%
Value ($000) $888 Shares 25,457 Est. Cost $33.19 Unrealized
Thornburg Income Builder Opportunities Trust 0.4%
Value ($000) $882 Shares 54,685 Est. Cost $16.13 Unrealized
XPMAX Pioneer Municipal High Income Advantage Fund Inc 0.3%
Value ($000) $749 Shares 91,192 Est. Cost $8.06 Unrealized
BlackRock Capital Allocation Term Trust 0.3%
Value ($000) $728 Shares 44,339 Est. Cost $16.41 Unrealized
Neuberger Berman Municipal Fund Inc 0.3%
Value ($000) $673 Shares 62,971 Est. Cost $10.49 Unrealized
Nuveen New Jersey Quality Municipal Income Fund 0.3%
Value ($000) $664 Shares 54,402 Est. Cost $11.74 Unrealized
Morgan Stanley Emerging Markets Domestic Debt Fund Inc 0.3%
Value ($000) $634 Shares 138,991 Est. Cost $4.64 Unrealized
OMCC Nicholas Financial 0.3%
Value ($000) $633 Shares 96,324 Est. Cost $6.96 Unrealized -4.6%
Central and Eastern Europe Fund Inc 0.2%
Value ($000) $579 Shares 54,358 Est. Cost $9.75 Unrealized
DWS Municipal Income Trust 0.2%
Value ($000) $569 Shares 60,033 Est. Cost $8.65 Unrealized
XNDPX Tortoise Energy Independence Fund Inc 0.2%
Value ($000) $546 Shares 15,093 Est. Cost $36.19 Unrealized
BNY Mellon Municipal Bond Infrastructure Fund Inc 0.2%
Value ($000) $464 Shares 43,847 Est. Cost $10.58 Unrealized
John Hancock Tax-Advantaged Dividend Income Fund 0.2%
Value ($000) $434 Shares 21,471 Est. Cost $20.21 Unrealized
BNY Mellon Strategic Municipals Inc 0.1%
Value ($000) $351 Shares 57,374 Est. Cost $6.12 Unrealized
MFS High Yield Municipal Trust 0.1%
Value ($000) $314 Shares 91,488 Est. Cost $3.32 Unrealized
Calamos Long/Short Equity & Dynamic Income Trust 0.1%
Value ($000) $231 Shares 15,151 Est. Cost $15.04 Unrealized
Highland Opportunities and Income Fund 0.1%
Value ($000) $215 Shares 34,333 Est. Cost $6.25 Unrealized
Spruce Biosciences Inc 0.1%
Value ($000) $205 Shares 396,506 Est. Cost $0.52 Unrealized
Federated Hermes Premier Municipal Income Fund 0.1%
Value ($000) $204 Shares 17,873 Est. Cost $10.99 Unrealized
Invesco Quality Municipal Income Trust 0.1%
Value ($000) $177 Shares 17,854 Est. Cost $9.92 Unrealized
Rallybio Corp 0.1%
Value ($000) $135 Shares 100,876 Est. Cost $1.34 Unrealized
Invesco Trust for Investment Grade Municipals 0.1%
Value ($000) $129 Shares 12,534 Est. Cost $10.27 Unrealized
BlackRock Enhanced International Dividend Trust 0.0%
Value ($000) $90 Shares 16,118 Est. Cost $5.58 Unrealized
XPCKX PIMCO California Municipal Income Fund II 0.0%
Value ($000) $64 Shares 10,891 Est. Cost $5.85 Unrealized