Location: Boston, MA
CIK: 0001533497 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Nov 8, 2022
Total Value: $333M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALTUS POWER INC | 3,000,000 | $33.03M | 9.9% | $10.45 | — | COM CL A | 02217A102 |
| OWL | BLUE OWL CAPITAL INC | 2,950,421 | $27.23M | 8.2% | $11.33 | -2.0% | COM CL A | 09581B103 |
| HYG | ISHARES TR | 238,254 | $17.01M | 5.1% | $82.29 | — | IBOXX HI YD ETF | 464288513 |
| AMT | AMERICAN TOWER CORP NEW | 56,677 | $12.17M | 3.7% | $216.50 | +5.7% | COM | 03027X100 |
| PLD | PROLOGIS INC. | 85,727 | $8.71M | 2.6% | $135.45 | -17.7% | COM | 74340W103 |
| EQIX | EQUINIX INC | 12,119 | $6.894M | 2.1% | $664.62 | -8.3% | COM | 29444U700 |
| — | CARNIVAL CORP | 6,780,000 | $6.824M | 2.0% | $2.11 | — | NOTE 5.750% 4/0 | 143658BE1 |
| EXR | EXTRA SPACE STORAGE INC | 31,751 | $5.484M | 1.6% | $168.93 | -3.3% | COM | 30225T102 |
| — | DISH NETWORK CORPORATION | 7,930,000 | $5.456M | 1.6% | $0.92 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| VICI | VICI PPTYS INC | 179,661 | $5.363M | 1.6% | $22.76 | +20.3% | COM | 925652109 |
| — | VMG CONSUMER ACQUISITION COR | 500,000 | $5.015M | 1.5% | $9.91 | — | CLASS A COM | 91842V102 |
| — | RXR ACQUISITION CORP | 500,000 | $4.92M | 1.5% | $9.71 | — | CLASS A COM | 74981W107 |
| CCI | CROWN CASTLE INC | 33,652 | $4.864M | 1.5% | $145.74 | -2.2% | COM | 22822V101 |
| — | ACROPOLIS INFRASTRUCTURE ACQ | 500,000 | $4.853M | 1.5% | $9.68 | — | CL A | 005029103 |
| MAA | MID-AMER APT CMNTYS INC | 29,546 | $4.582M | 1.4% | $181.55 | -16.8% | COM | 59522J103 |
| REXR | REXFORD INDL RLTY INC | 87,617 | $4.556M | 1.4% | $73.99 | — | COM | 76169C100 |
| — | JAZZ INVESTMENTS I LTD | 4,150,000 | $4.441M | 1.3% | $1.13 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | FORD MTR CO DEL | 4,729,000 | $4.325M | 1.3% | $1.18 | — | NOTE 3/1 | 345370CZ1 |
| UDR | UDR INC | 101,044 | $4.215M | 1.3% | $48.72 | -18.0% | COM | 902653104 |
| SUI | SUN CMNTYS INC | 31,022 | $4.198M | 1.3% | $175.28 | — | COM | 866674104 |
| AVB | AVALONBAY CMNTYS INC | 22,550 | $4.153M | 1.2% | $212.68 | -16.2% | COM | 053484101 |
| — | SPLUNK INC | 5,175,000 | $4.072M | 1.2% | $0.93 | — | NOTE 1.125% 6/1 | 848637AF1 |
| PSA | PUBLIC STORAGE | 13,639 | $3.994M | 1.2% | $297.28 | -5.4% | COM | 74460D109 |
| — | DEXCOM INC | 4,075,000 | $3.754M | 1.1% | $1.16 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | OUTFRONT MEDIA INC | 246,959 | $3.751M | 1.1% | $25.87 | — | COM | 69007J106 |
| — | AIRBNB INC | 4,500,000 | $3.726M | 1.1% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| INVH | INVITATION HOMES INC | 103,180 | $3.484M | 1.0% | $35.88 | -8.4% | COM | 46187W107 |
| — | TWITTER INC | 3,375,000 | $3.424M | 1.0% | $1.09 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | BLOCK INC | 3,760,000 | $3.408M | 1.0% | $0.91 | — | NOTE 0.125% 3/0 | 852234AF0 |
| SPG | SIMON PPTY GROUP INC NEW | 35,130 | $3.153M | 0.9% | $114.46 | -26.1% | COM | 828806109 |
| — | UBER TECHNOLOGIES INC | 3,750,000 | $3.112M | 0.9% | $0.98 | — | NOTE 12/1 | 90353TAJ9 |
| — | KORE GROUP HLDGS INC | 1,598,000 | $3.052M | 0.9% | $6.69 | — | COMMON STOCK | 50066V107 |
| — | INSULET CORP | 2,472,000 | $2.913M | 0.9% | $1.31 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | PEBBLEBROOK HOTEL TR | 3,350,000 | $2.858M | 0.9% | $1.10 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | ETSY INC | 3,600,000 | $2.776M | 0.8% | $0.73 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| WELL | WELLTOWER INC | 43,033 | $2.768M | 0.8% | $78.71 | -8.7% | COM | 95040Q104 |
| — | AVAYA HLDGS CORP | 6,145,000 | $2.627M | 0.8% | $1.00 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | ROYAL CARIBBEAN GROUP | 2,775,000 | $2.593M | 0.8% | $1.18 | — | NOTE 2.875%11/1 | 780153BF8 |
| ADC | AGREE RLTY CORP | 37,684 | $2.547M | 0.8% | $69.70 | — | COM | 008492100 |
| — | EURONET WORLDWIDE INC | 2,825,000 | $2.539M | 0.8% | $1.08 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | ENVESTNET INC | 3,000,000 | $2.509M | 0.8% | $0.85 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | CONCORD ACQUISITION CORP III | 250,000 | $2.508M | 0.8% | $9.90 | — | COM CL A | 20607V106 |
| — | INTEGRA LIFESCIENCES HLDGS C | 2,800,000 | $2.442M | 0.7% | $1.08 | — | NOTE 0.500% 8/1 | 457985AM1 |
| HST | HOST HOTELS & RESORTS INC | 153,517 | $2.438M | 0.7% | $15.13 | -4.3% | COM | 44107P104 |
| — | ENPHASE ENERGY INC | 2,050,000 | $2.433M | 0.7% | $1.04 | — | NOTE 3/0 | 29355AAK3 |
| — | BENTLEY SYS INC | 2,900,000 | $2.42M | 0.7% | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| BXP | BOSTON PROPERTIES INC | 32,170 | $2.412M | 0.7% | $97.37 | -28.6% | COM | 101121101 |
| — | ON SEMICONDUCTOR CORP | 1,825,000 | $2.406M | 0.7% | $1.16 | — | NOTE 5/0 | 682189AS4 |
| VTR | VENTAS INC | 59,282 | $2.381M | 0.7% | $47.59 | -8.6% | COM | 92276F100 |
| EPR | EPR PPTYS | 65,790 | $2.359M | 0.7% | $54.72 | — | COM SH BEN INT | 26884U109 |
| — | CERIDIAN HCM HLDG INC | 2,900,000 | $2.339M | 0.7% | $0.87 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | PHYSICIANS RLTY TR | 154,252 | $2.32M | 0.7% | $17.45 | — | COM | 71943U104 |
| — | SOUTHWEST AIRLS CO | 1,990,000 | $2.272M | 0.7% | $1.20 | — | NOTE 1.250% 5/0 | 844741BG2 |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | 16,162 | $2.266M | 0.7% | $159.91 | -18.9% | COM | 015271109 |
| — | JETBLUE AIRWAYS CORP | 3,150,000 | $2.237M | 0.7% | $0.73 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | BOOKING HOLDINGS INC | 1,850,000 | $2.222M | 0.7% | $1.28 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | ZILLOW GROUP INC | 2,275,000 | $2.199M | 0.7% | $0.97 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| PCH | POTLATCHDELTIC CORPORATION | 52,957 | $2.173M | 0.7% | $52.73 | — | COM | 737630103 |
| — | MIDDLEBY CORP | 1,830,000 | $2.087M | 0.6% | $1.27 | — | NOTE 1.000% 9/0 | 596278AB7 |
| CUZ | COUSINS PPTYS INC | 87,027 | $2.032M | 0.6% | $39.46 | — | COM NEW | 222795502 |
| — | LUMENTUM HLDGS INC | 2,163,000 | $2.017M | 0.6% | $1.23 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | SHIFT4 PMTS INC | 2,175,000 | $1.919M | 0.6% | $1.05 | — | NOTE 12/1 | 82452JAB5 |
| — | SPIRIT RLTY CAP INC NEW | 52,579 | $1.901M | 0.6% | $46.02 | — | COM NEW | 84860W300 |
| — | RAPID7 INC | 2,450,000 | $1.859M | 0.6% | $1.19 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | CABLE ONE INC | 2,375,000 | $1.804M | 0.5% | $0.87 | — | NOTE 3/1 | 12685JAE5 |
| — | CYBERARK SOFTWARE LTD | 1,450,000 | $1.649M | 0.5% | $1.07 | — | NOTE 11/1 | 23248VAB1 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 105,540 | $1.585M | 0.5% | $30.39 | — | COM UNIT LTD | 866142409 |
| — | PEGASYSTEMS INC | 1,900,000 | $1.527M | 0.5% | $1.03 | — | NOTE 0.750% 3/0 | 705573AB9 |
| SLG | SL GREEN RLTY CORP | 37,793 | $1.518M | 0.5% | $74.77 | — | COM | 78440X887 |
| REG | REGENCY CTRS CORP | 27,983 | $1.507M | 0.5% | $59.50 | -10.8% | COM | 758849103 |
| CNDA | CONCORD ACQUISITION CORP II | 150,000 | $1.454M | 0.4% | $9.80 | -1.1% | COM CL A | 20607U108 |
| — | OKTA INC | 1,800,000 | $1.398M | 0.4% | $1.19 | — | NOTE 0.375% 6/1 | 679295AF2 |
| DLR | DIGITAL RLTY TR INC | 13,639 | $1.353M | 0.4% | $125.50 | -13.5% | COM | 253868103 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 18,155 | $1.336M | 0.4% | $76.03 | — | COM | 78377T107 |
| STAG | STAG INDL INC | 42,843 | $1.218M | 0.4% | $40.78 | — | COM | 85254J102 |
| FRT | FEDERAL RLTY INVT TR NEW | 13,460 | $1.213M | 0.4% | $103.62 | -15.7% | SH BEN INT NEW | 313745101 |
| — | SOLAREDGE TECHNOLOGIES INC | 1,070,000 | $1.165M | 0.3% | $1.22 | — | NOTE 9/1 | 83417MAD6 |
| — | SEA LTD | 1,679,000 | $1.163M | 0.3% | $0.92 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | DROPBOX INC | 1,350,000 | $1.148M | 0.3% | $0.87 | — | NOTE 3/0 | 26210CAD6 |
| — | RINGCENTRAL INC | 1,225,000 | $1.031M | 0.3% | $0.94 | — | NOTE 3/0 | 76680RAF4 |
| — | EXACT SCIENCES CORP | 1,400,000 | $969K | 0.3% | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | LCI INDS | 1,025,000 | $875K | 0.3% | $1.04 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | REDFIN CORP | 1,775,000 | $865K | 0.3% | $0.47 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | SEA LTD | 775,000 | $761K | 0.2% | $0.98 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | AVALARA INC | 775,000 | $749K | 0.2% | $0.97 | — | NOTE 0.250% 8/0 | 05338GAB2 |
| OHI | OMEGA HEALTHCARE INVS INC | 25,265 | $745K | 0.2% | $29.49 | — | COM | 681936100 |
| CHCT | COMMUNITY HEALTHCARE TR INC | 22,075 | $723K | 0.2% | $42.22 | — | COM | 20369C106 |
| — | WESTERN DIGITAL CORP. | 750,000 | $710K | 0.2% | $1.01 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | ALARM COM HLDGS INC | 825,000 | $674K | 0.2% | $0.84 | — | NOTE 1/1 | 011642AB1 |
| — | PURE STORAGE INC | 575,000 | $649K | 0.2% | $1.12 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | SPOTIFY USA INC | 825,000 | $648K | 0.2% | $0.85 | — | NOTE 3/1 | 84921RAB6 |
| — | CRACKER BARREL OLD CTRY STOR | 775,000 | $643K | 0.2% | $0.82 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | ILLUMINA INC | 650,000 | $621K | 0.2% | $1.14 | — | NOTE 8/1 | 452327AK5 |
| — | SHOPIFY INC | 750,000 | $613K | 0.2% | $0.99 | — | NOTE 0.125%11/0 | 82509LAA5 |
| BKD | BROOKDALE SR LIVING INC | 143,387 | $612K | 0.2% | $6.09 | -22.2% | COM | 112463104 |
| — | MICROCHIP TECHNOLOGY INC. | 600,000 | $608K | 0.2% | $1.24 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | ETSY INC | 428,000 | $571K | 0.2% | $1.46 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | OKTA INC | 660,000 | $551K | 0.2% | $1.07 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | LIVONGO HEALTH INC | 625,000 | $521K | 0.2% | $1.01 | — | NOTE 0.875% 6/0 | 539183AA1 |
| — | HUDSON PAC PPTYS INC | 43,633 | $478K | 0.1% | $26.29 | — | COM | 444097109 |
| — | PIONEER NAT RES CO | 200,000 | $433K | 0.1% | $1.78 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | FTI CONSULTING INC | 250,000 | $412K | 0.1% | $1.55 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | MAXEON SOLAR TECHNOLOGIES LT | 275,000 | $404K | 0.1% | $1.09 | — | NOTE 6.500% 7/1 | 57779BAB0 |
| — | NUVASIVE INC | 400,000 | $349K | 0.1% | $0.96 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | PALO ALTO NETWORKS INC | 200,000 | $338K | 0.1% | $1.90 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | SHAKE SHACK INC | 450,000 | $298K | 0.1% | $0.80 | — | NOTE 3/0 | 819047AB7 |
| — | GUIDEWIRE SOFTWARE INC | 325,000 | $292K | 0.1% | $1.16 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | HANNON ARMSTRONG SUST INFR C | 300,000 | $282K | 0.1% | $1.20 | — | NOTE 8/1 | 41068XAD2 |
| — | DRAFTKINGS INC NEW | 428,000 | $276K | 0.1% | $0.71 | — | NOTE 3/1 | 26142RAB0 |
| — | JOHN BEAN TECHNOLOGIES CORP | 325,000 | $269K | 0.1% | $0.93 | — | NOTE 0.250% 5/1 | 477839AB0 |
| REPX | RILEY EXPLORATION PERMIAN IN | 13,599 | $258K | 0.1% | $21.96 | -6.5% | COM | 76665T102 |
| — | TELADOC HEALTH INC | 350,000 | $256K | 0.1% | $0.91 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | BANDWIDTH INC | 350,000 | $226K | 0.1% | $1.06 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| OPEN | OPENDOOR TECHNOLOGIES INC | 41,711 | $129K | 0.0% | $16.71 | -71.6% | COM | 683712103 |
| — | CONCORD ACQUISITION CORP III | 125,000 | $20,000 | 0.0% | $0.69 | — | *W EXP 99/99/999 | 20607V114 |
| — | VMG CONSUMER ACQUISITION COR | 250,000 | $18,000 | 0.0% | $0.48 | — | *W EXP 11/03/202 | 91842V110 |
| — | ACROPOLIS INFRASTRUCTURE ACQ | 166,666 | $17,000 | 0.0% | $0.92 | — | *W EXP 03/30/202 | 005029111 |
| CNDAW | CONCORD ACQUISITION CORP II | 50,000 | $11,000 | 0.0% | $0.94 | — | *W EXP 99/99/999 | 20607U116 |
| — | RXR ACQUISITION CORP | 100,000 | $3,000 | 0.0% | $1.03 | — | *W EXP 03/08/202 | 74981W115 |