Location: Boston, MA
CIK: 0001533497 · Show all filings
Period: Q2 2022 (← Previous) (Next →)
Filing Date: Aug 11, 2022
Total Value: $668M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 460,990 | $174M | 26.0% | $352.38 | — | TR UNIT | 78462F103 |
| EFA | ISHARES TR | 839,704 | $52.47M | 7.9% | $69.20 | — | MSCI EAFE ETF | 464287465 |
| EEM | ISHARES TR | 773,828 | $31.03M | 4.6% | $46.54 | — | MSCI EMG MKT ETF | 464287234 |
| OWL | BLUE OWL CAPITAL INC | 2,950,421 | $29.59M | 4.4% | $11.33 | +5.8% | COM CL A | 09581B103 |
| — | ALTUS POWER INC | 3,000,000 | $18.93M | 2.8% | $10.45 | — | COM CL A | 02217A102 |
| AMT | AMERICAN TOWER CORP NEW | 73,574 | $18.8M | 2.8% | $216.50 | +2.6% | COM | 03027X100 |
| HYG | ISHARES TR | 238,254 | $17.54M | 2.6% | $82.29 | — | IBOXX HI YD ETF | 464288513 |
| PLD | PROLOGIS INC. | 111,918 | $13.17M | 2.0% | $135.45 | -8.9% | COM | 74340W103 |
| — | AVAYA HLDGS CORP | 12,645,000 | $12.18M | 1.8% | $1.00 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| EQIX | EQUINIX INC | 15,809 | $10.39M | 1.6% | $664.62 | -3.2% | COM | 29444U700 |
| EWC | ISHARES INC | 255,358 | $8.6M | 1.3% | $32.76 | — | MSCI CDA ETF | 464286509 |
| — | CARNIVAL CORP | 6,780,000 | $7.549M | 1.1% | $2.11 | — | NOTE 5.750% 4/0 | 143658BE1 |
| EXR | EXTRA SPACE STORAGE INC | 44,270 | $7.531M | 1.1% | $168.93 | -6.1% | COM | 30225T102 |
| CCI | CROWN CASTLE INTL CORP NEW | 44,078 | $7.422M | 1.1% | $145.74 | +3.0% | COM | 22822V101 |
| VICI | VICI PPTYS INC | 240,737 | $7.172M | 1.1% | $22.76 | +6.2% | COM | 925652109 |
| MAA | MID-AMER APT CMNTYS INC | 39,147 | $6.838M | 1.0% | $181.55 | -10.8% | COM | 59522J103 |
| REXR | REXFORD INDL RLTY INC | 117,499 | $6.767M | 1.0% | $73.99 | — | COM | 76169C100 |
| WELL | WELLTOWER INC | 76,124 | $6.269M | 0.9% | $78.71 | +3.1% | COM | 95040Q104 |
| SUI | SUN CMNTYS INC | 38,838 | $6.189M | 0.9% | $175.28 | — | COM | 866674104 |
| — | DISH NETWORK CORPORATION | 8,830,000 | $5.965M | 0.9% | $0.92 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| UDR | UDR INC | 129,063 | $5.942M | 0.9% | $48.72 | -10.6% | COM | 902653104 |
| AVB | AVALONBAY CMNTYS INC | 29,817 | $5.792M | 0.9% | $212.68 | -10.8% | COM | 053484101 |
| — | OUTFRONT MEDIA INC | 338,868 | $5.744M | 0.9% | $25.87 | — | COM | 69007J106 |
| PSA | PUBLIC STORAGE | 17,255 | $5.395M | 0.8% | $297.28 | -2.8% | COM | 74460D109 |
| DDOG | DATADOG INC | 56,117 | $5.345M | 0.8% | $139.81 | -21.4% | CL A COM | 23804L103 |
| INVH | INVITATION HOMES INC | 141,158 | $5.022M | 0.8% | $35.88 | -6.3% | COM | 46187W107 |
| — | VMG CONSUMER ACQUISITION COR | 500,000 | $4.99M | 0.7% | $9.91 | — | CLASS A COM | 91842V102 |
| — | KORE GROUP HLDGS INC | 1,598,000 | $4.906M | 0.7% | $6.69 | — | COMMON STOCK | 50066V107 |
| — | RXR ACQUISITION CORP | 500,000 | $4.895M | 0.7% | $9.71 | — | CLASS A COM | 74981W107 |
| — | JAZZ INVESTMENTS I LTD | 4,150,000 | $4.866M | 0.7% | $1.13 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | ACROPOLIS INFRASTRUCTURE ACQ | 500,000 | $4.835M | 0.7% | $9.68 | — | CL A | 005029103 |
| — | ROYAL CARIBBEAN GROUP | 5,325,000 | $4.815M | 0.7% | $1.18 | — | NOTE 2.875%11/1 | 780153BF8 |
| — | SPLUNK INC | 5,550,000 | $4.579M | 0.7% | $0.93 | — | NOTE 1.125% 6/1 | 848637AF1 |
| SPG | SIMON PPTY GROUP INC NEW | 45,815 | $4.349M | 0.7% | $114.46 | -18.5% | COM | 828806109 |
| — | FORD MTR CO DEL | 4,729,000 | $4.334M | 0.6% | $1.18 | — | NOTE 3/1 | 345370CZ1 |
| — | AIRBNB INC | 5,150,000 | $4.28M | 0.6% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| VTR | VENTAS INC | 75,892 | $3.903M | 0.6% | $47.59 | +3.2% | COM | 92276F100 |
| — | UBER TECHNOLOGIES INC | 4,700,000 | $3.749M | 0.6% | $0.98 | — | NOTE 12/1 | 90353TAJ9 |
| EPR | EPR PPTYS | 79,720 | $3.741M | 0.6% | $54.72 | — | COM SH BEN INT | 26884U109 |
| — | DEXCOM INC | 4,075,000 | $3.729M | 0.6% | $1.16 | — | NOTE 0.250%11/1 | 252131AK3 |
| BXP | BOSTON PROPERTIES INC | 40,130 | $3.571M | 0.5% | $97.37 | -8.0% | COM | 101121101 |
| — | PHYSICIANS RLTY TR | 195,416 | $3.41M | 0.5% | $17.45 | — | COM | 71943U104 |
| — | TWITTER INC | 3,375,000 | $3.311M | 0.5% | $1.09 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| HST | HOST HOTELS & RESORTS INC | 211,024 | $3.309M | 0.5% | $15.13 | +4.3% | COM | 44107P104 |
| PCH | POTLATCHDELTIC CORPORATION | 71,610 | $3.164M | 0.5% | $52.73 | — | COM | 737630103 |
| CUZ | COUSINS PPTYS INC | 105,633 | $3.088M | 0.5% | $39.46 | — | COM NEW | 222795502 |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | 21,082 | $3.058M | 0.5% | $159.91 | -11.1% | COM | 015271109 |
| — | PEBBLEBROOK HOTEL TR | 3,350,000 | $2.983M | 0.4% | $1.10 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | BLOCK INC | 4,000,000 | $2.932M | 0.4% | $1.06 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | RINGCENTRAL INC | 3,575,000 | $2.923M | 0.4% | $0.94 | — | NOTE 3/0 | 76680RAF4 |
| — | EURONET WORLDWIDE INC | 2,825,000 | $2.857M | 0.4% | $1.08 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | ENPHASE ENERGY INC | 2,800,000 | $2.779M | 0.4% | $1.04 | — | NOTE 3/0 | 29355AAK3 |
| DLR | DIGITAL RLTY TR INC | 20,380 | $2.646M | 0.4% | $125.50 | -3.6% | COM | 253868103 |
| — | SPIRIT RLTY CAP INC NEW | 69,588 | $2.629M | 0.4% | $46.02 | — | COM NEW | 84860W300 |
| — | INTEGRA LIFESCIENCES HLDGS C | 2,800,000 | $2.621M | 0.4% | $1.08 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | ETSY INC | 3,600,000 | $2.613M | 0.4% | $0.73 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | INSULET CORP | 2,247,000 | $2.562M | 0.4% | $1.32 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | ENVESTNET INC | 3,000,000 | $2.545M | 0.4% | $0.85 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | BENTLEY SYS INC | 2,900,000 | $2.498M | 0.4% | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | CONCORD ACQUISITION CORP III | 250,000 | $2.485M | 0.4% | $9.90 | — | COM CL A | 20607V106 |
| RBLX | ROBLOX CORP | 75,329 | $2.475M | 0.4% | $60.34 | -44.3% | CL A | 771049103 |
| ADC | AGREE RLTY CORP | 33,583 | $2.422M | 0.4% | $69.95 | — | COM | 008492100 |
| — | JETBLUE AIRWAYS CORP | 3,150,000 | $2.314M | 0.3% | $0.73 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | CERIDIAN HCM HLDG INC | 2,900,000 | $2.287M | 0.3% | $0.87 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | SEA LTD | 3,104,000 | $2.266M | 0.3% | $0.92 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | LUMENTUM HLDGS INC | 2,163,000 | $2.216M | 0.3% | $1.23 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | ON SEMICONDUCTOR CORP | 1,825,000 | $2.113M | 0.3% | $1.16 | — | NOTE 5/0 | 682189AS4 |
| SLG | SL GREEN RLTY CORP | 45,335 | $2.092M | 0.3% | $74.77 | — | COM | 78440X887 |
| REG | REGENCY CTRS CORP | 35,222 | $2.089M | 0.3% | $59.50 | -4.4% | COM | 758849103 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 27,056 | $2.057M | 0.3% | $76.03 | — | COM | 78377T107 |
| — | CABLE ONE INC | 2,375,000 | $1.957M | 0.3% | $0.87 | — | NOTE 3/1 | 12685JAE5 |
| — | RAPID7 INC | 2,100,000 | $1.911M | 0.3% | $1.26 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | SHIFT4 PMTS INC | 2,175,000 | $1.753M | 0.3% | $1.05 | — | NOTE 12/1 | 82452JAB5 |
| STAG | STAG INDL INC | 55,077 | $1.701M | 0.3% | $40.78 | — | COM | 85254J102 |
| FRT | FEDERAL RLTY INVT TR NEW | 17,710 | $1.696M | 0.3% | $103.62 | -7.9% | SH BEN INT NEW | 313745101 |
| AFRM | AFFIRM HLDGS INC | 92,854 | $1.677M | 0.3% | $114.71 | -76.3% | COM CL A | 00827B106 |
| — | SHOPIFY INC | 1,875,000 | $1.561M | 0.2% | $0.99 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | PEGASYSTEMS INC | 1,900,000 | $1.523M | 0.2% | $1.03 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | OKTA INC | 1,800,000 | $1.498M | 0.2% | $1.19 | — | NOTE 0.375% 6/1 | 679295AF2 |
| CNDA | CONCORD ACQUISITION CORP II | 150,000 | $1.448M | 0.2% | $9.80 | -1.2% | COM CL A | 20607U108 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 105,540 | $1.344M | 0.2% | $30.39 | — | COM UNIT LTD | 866142409 |
| LZ | LEGALZOOM COM INC | 113,301 | $1.245M | 0.2% | $13.21 | 0.0% | COM | 52466B103 |
| — | CYBERARK SOFTWARE LTD | 1,150,000 | $1.214M | 0.2% | $1.06 | — | NOTE 11/1 | 23248VAB1 |
| — | DROPBOX INC | 1,350,000 | $1.18M | 0.2% | $0.87 | — | NOTE 3/0 | 26210CAD6 |
| CHCT | COMMUNITY HEALTHCARE TR INC | 30,056 | $1.088M | 0.2% | $42.22 | — | COM | 20369C106 |
| — | EXACT SCIENCES CORP | 1,400,000 | $1.02M | 0.2% | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | LCI INDS | 1,025,000 | $929K | 0.1% | $1.04 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | DRAFTKINGS INC NEW | 1,478,000 | $890K | 0.1% | $0.71 | — | NOTE 3/1 | 26142RAB0 |
| — | TELADOC HEALTH INC | 1,200,000 | $879K | 0.1% | $0.91 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| BKD | BROOKDALE SR LIVING INC | 182,660 | $829K | 0.1% | $6.09 | -3.0% | COM | 112463104 |
| — | REDFIN CORP | 1,775,000 | $826K | 0.1% | $0.47 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| BRZE | BRAZE INC | 22,797 | $826K | 0.1% | $36.56 | 0.0% | COM CL A | 10576N102 |
| — | WESTERN DIGITAL CORP. | 750,000 | $713K | 0.1% | $1.01 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | HUDSON PAC PPTYS INC | 47,704 | $708K | 0.1% | $26.29 | — | COM | 444097109 |
| — | ALARM COM HLDGS INC | 825,000 | $674K | 0.1% | $0.84 | — | NOTE 1/1 | 011642AB1 |
| — | SPOTIFY USA INC | 825,000 | $651K | 0.1% | $0.85 | — | NOTE 3/1 | 84921RAB6 |
| — | PURE STORAGE INC | 575,000 | $644K | 0.1% | $1.12 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | SOUTHWEST AIRLS CO | 540,000 | $636K | 0.1% | $1.35 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | CRACKER BARREL OLD CTRY STOR | 775,000 | $632K | 0.1% | $0.82 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | BOOKING HOLDINGS INC | 525,000 | $629K | 0.1% | $1.47 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | SOLAREDGE TECHNOLOGIES INC | 520,000 | $625K | 0.1% | $1.36 | — | NOTE 9/1 | 83417MAD6 |
| — | ILLUMINA INC | 650,000 | $618K | 0.1% | $1.14 | — | NOTE 8/1 | 452327AK5 |
| — | MICROCHIP TECHNOLOGY INC. | 600,000 | $597K | 0.1% | $1.24 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | OKTA INC | 660,000 | $578K | 0.1% | $1.07 | — | NOTE 0.125% 9/0 | 679295AD7 |
| MPT | MEDICAL PPTYS TRUST INC | 37,359 | $570K | 0.1% | $21.14 | — | COM | 58463J304 |
| — | MIDDLEBY CORP | 500,000 | $565K | 0.1% | $1.60 | — | NOTE 1.000% 9/0 | 596278AB7 |
| TXG | 10X GENOMICS INC | 12,216 | $553K | 0.1% | $98.95 | -47.6% | CL A COM | 88025U109 |
| — | LIVONGO HEALTH INC | 625,000 | $526K | 0.1% | $1.01 | — | NOTE 0.875% 6/0 | 539183AA1 |
| — | FTI CONSULTING INC | 250,000 | $450K | 0.1% | $1.55 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | PIONEER NAT RES CO | 200,000 | $432K | 0.1% | $1.78 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | BLOCK INC | 385,000 | $361K | 0.1% | $0.94 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | NUVASIVE INC | 400,000 | $356K | 0.1% | $0.96 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | PALO ALTO NETWORKS INC | 200,000 | $343K | 0.1% | $1.90 | — | NOTE 0.375% 6/0 | 697435AF2 |
| REPX | RILEY EXPLORATION PERMIAN IN | 13,599 | $329K | 0.0% | $21.96 | -3.4% | COM | 76665T102 |
| WMS | ADVANCED DRAIN SYS INC DEL | 3,575 | $322K | 0.0% | $101.05 | 0.0% | COM | 00790R104 |
| — | SHAKE SHACK INC | 450,000 | $304K | 0.0% | $0.80 | — | NOTE 3/0 | 819047AB7 |
| — | JOHN BEAN TECHNOLOGIES CORP | 325,000 | $302K | 0.0% | $0.93 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | GUIDEWIRE SOFTWARE INC | 325,000 | $298K | 0.0% | $1.16 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | HANNON ARMSTRONG SUST INFR C | 300,000 | $294K | 0.0% | $1.20 | — | NOTE 8/1 | 41068XAD2 |
| — | MAXEON SOLAR TECHNOLOGIES LT | 275,000 | $282K | 0.0% | $1.09 | — | NOTE 6.500% 7/1 | 57779BAB0 |
| — | BANDWIDTH INC | 350,000 | $241K | 0.0% | $1.06 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | ETSY INC | 203,000 | $229K | 0.0% | $1.61 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | WORKDAY INC | 200,000 | $209K | 0.0% | $1.86 | — | NOTE 0.250%10/0 | 98138HAF8 |
| OPEN | OPENDOOR TECHNOLOGIES INC | 41,711 | $196K | 0.0% | $16.71 | -59.3% | COM | 683712103 |
| — | VMG CONSUMER ACQUISITION COR | 250,000 | $38,000 | 0.0% | $0.48 | — | *W EXP 11/03/202 | 91842V110 |
| — | ACROPOLIS INFRASTRUCTURE ACQ | 166,666 | $33,000 | 0.0% | $0.92 | — | *W EXP 03/30/202 | 005029111 |
| — | CONCORD ACQUISITION CORP III | 125,000 | $27,000 | 0.0% | $0.69 | — | *W EXP 99/99/999 | 20607V114 |
| — | RXR ACQUISITION CORP | 100,000 | $15,000 | 0.0% | $1.03 | — | *W EXP 03/08/202 | 74981W115 |
| CNDAW | CONCORD ACQUISITION CORP II | 50,000 | $11,000 | 0.0% | $0.94 | — | *W EXP 99/99/999 | 20607U116 |