CIK: 0001533497 · Show all filings
Period: Q3 2023 (← Previous) (Next →)
Filing Date: Feb 14, 2025
Total Value ($000): $360,257 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IGLB | ISHARES TR | 2,463,599 | $116,134 | 32.2% | $51.55 | — | 10+ YR INVST GRD | 464289511 |
| HYG | ISHARES TR | 238,254 | $17,564 | 4.9% | $82.29 | — | IBOXX HI YD ETF | 464288513 |
| — | ALTUS POWER INC | 3,000,000 | $15,750 | 4.4% | $10.45 | — | COM CL A | 02217A102 |
| AMT | AMERICAN TOWER CORP NEW | 60,952 | $10,024 | 2.8% | $211.96 | -20.9% | COM | 03027X100 |
| PLD | PROLOGIS INC. | 83,173 | $9,333 | 2.6% | $134.33 | -15.9% | COM | 74340W103 |
| EQIX | EQUINIX INC | 11,502 | $8,353 | 2.3% | $664.93 | +10.7% | COM | 29444U700 |
| VICI | VICI PPTYS INC | 197,134 | $5,737 | 1.6% | $23.17 | +16.6% | COM | 925652109 |
| EXR | EXTRA SPACE STORAGE INC | 45,368 | $5,516 | 1.5% | $148.87 | -18.6% | COM | 30225T102 |
| REXR | REXFORD INDL RLTY INC | 99,426 | $4,907 | 1.4% | $71.31 | — | COM | 76169C100 |
| DLR | DIGITAL RLTY TR INC | 39,619 | $4,795 | 1.3% | $102.56 | +10.8% | COM | 253868103 |
| WELL | WELLTOWER INC | 55,046 | $4,509 | 1.3% | $71.59 | +9.2% | COM | 95040Q104 |
| — | FORD MTR CO DEL | 4,054,000 | $3,983 | 1.1% | $1.18 | — | NOTE 3/1 | 345370CZ1 |
| — | JAZZ INVESTMENTS I LTD | 3,870,000 | $3,940 | 1.1% | $1.13 | — | NOTE 2.000% 6/1 | 472145AF8 |
| SPG | SIMON PPTY GROUP INC NEW | 36,348 | $3,927 | 1.1% | $113.90 | -9.4% | COM | 828806109 |
| — | DEXCOM INC | 4,075,000 | $3,841 | 1.1% | $1.16 | — | NOTE 0.250%11/1 | 252131AK3 |
| INVH | INVITATION HOMES INC | 119,859 | $3,798 | 1.1% | $34.52 | -9.1% | COM | 46187W107 |
| — | UBER TECHNOLOGIES INC | 3,750,000 | $3,498 | 1.0% | $0.98 | — | NOTE 12/1 | 90353TAJ9 |
| — | BLOCK INC | 3,760,000 | $3,489 | 1.0% | $0.91 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | SOUTHWEST AIRLS CO | 3,340,000 | $3,315 | 0.9% | $1.19 | — | NOTE 1.250% 5/0 | 844741BG2 |
| REG | REGENCY CTRS CORP | 54,781 | $3,256 | 0.9% | $57.31 | -0.3% | COM | 758849103 |
| — | ZILLOW GROUP INC | 2,575,000 | $3,068 | 0.9% | $0.99 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| SUI | SUN CMNTYS INC | 25,476 | $3,015 | 0.8% | $172.42 | — | COM | 866674104 |
| EQR | EQUITY RESIDENTIAL | 51,089 | $2,999 | 0.8% | $54.77 | +6.6% | SH BEN INT | 29476L107 |
| — | BENTLEY SYS INC | 3,100,000 | $2,992 | 0.8% | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| PSA | PUBLIC STORAGE | 10,978 | $2,893 | 0.8% | $282.42 | -10.2% | COM | 74460D109 |
| VTR | VENTAS INC | 67,728 | $2,853 | 0.8% | $41.54 | 0.0% | COM | 92276F100 |
| — | CERIDIAN HCM HLDG INC | 3,125,000 | $2,748 | 0.8% | $0.87 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | ETSY INC | 3,600,000 | $2,720 | 0.8% | $0.73 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| CCI | CROWN CASTLE INC | 28,707 | $2,642 | 0.7% | $145.17 | -37.7% | COM | 22822V101 |
| — | EURONET WORLDWIDE INC | 2,825,000 | $2,595 | 0.7% | $1.08 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | INTEGRA LIFESCIENCES HLDGS C | 2,800,000 | $2,554 | 0.7% | $1.08 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | ZSCALER INC | 2,125,000 | $2,552 | 0.7% | $1.13 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | BOOKING HOLDINGS INC | 1,510,000 | $2,522 | 0.7% | $1.29 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | MIDDLEBY CORP | 2,180,000 | $2,441 | 0.7% | $1.26 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | JETBLUE AIRWAYS CORP | 3,150,000 | $2,435 | 0.7% | $0.73 | — | NOTE 0.500% 4/0 | 477143AP6 |
| EPR | EPR PPTYS | 57,402 | $2,384 | 0.7% | $52.61 | — | COM SH BEN INT | 26884U109 |
| STAG | STAG INDL INC | 65,455 | $2,259 | 0.6% | $38.85 | — | COM | 85254J102 |
| BXP | BOSTON PROPERTIES INC | 36,440 | $2,167 | 0.6% | $90.25 | -38.1% | COM | 101121101 |
| — | SHIFT4 PMTS INC | 2,200,000 | $2,165 | 0.6% | $1.05 | — | NOTE 12/1 | 82452JAB5 |
| — | ENVESTNET INC | 2,250,000 | $2,072 | 0.6% | $0.85 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| WY | WEYERHAEUSER CO MTN BE | 62,735 | $1,923 | 0.5% | $27.96 | +9.5% | COM NEW | 962166104 |
| — | AIRBNB INC | 2,175,000 | $1,914 | 0.5% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | BILL HOLDINGS INC | 1,900,000 | $1,910 | 0.5% | $1.01 | — | NOTE 12/0 | 090043AB6 |
| — | MONGODB INC | 1,110,000 | $1,897 | 0.5% | $1.27 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | SOLAREDGE TECHNOLOGIES INC | 2,055,000 | $1,873 | 0.5% | $1.23 | — | NOTE 9/1 | 83417MAD6 |
| — | PHYSICIANS RLTY TR | 152,937 | $1,864 | 0.5% | $16.99 | — | COM | 71943U104 |
| — | LUMENTUM HLDGS INC | 2,163,000 | $1,813 | 0.5% | $1.23 | — | NOTE 0.500%12/1 | 55024UAD1 |
| HST | HOST HOTELS & RESORTS INC | 112,223 | $1,803 | 0.5% | $14.48 | 0.0% | COM | 44107P104 |
| — | SPIRIT RLTY CAP INC NEW | 52,579 | $1,763 | 0.5% | $46.02 | — | COM NEW | 84860W300 |
| SLG | SL GREEN RLTY CORP | 46,739 | $1,743 | 0.5% | $60.69 | — | COM | 78440X887 |
| — | RAPID7 INC | 1,975,000 | $1,682 | 0.5% | $1.19 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | CYBERARK SOFTWARE LTD | 1,450,000 | $1,671 | 0.5% | $1.07 | — | NOTE 11/1 | 23248VAB1 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 19,845 | $1,653 | 0.5% | $79.84 | — | COM | 78377T107 |
| — | DATADOG INC | 1,400,000 | $1,643 | 0.5% | $1.23 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | ENPHASE ENERGY INC | 1,975,000 | $1,634 | 0.5% | $1.04 | — | NOTE 3/0 | 29355AAK3 |
| UDR | UDR INC | 44,548 | $1,589 | 0.4% | $48.72 | -25.8% | COM | 902653104 |
| — | EXACT SCIENCES CORP | 1,750,000 | $1,584 | 0.4% | $1.03 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| FRT | FEDERAL RLTY INVT TR NEW | 17,419 | $1,579 | 0.4% | $98.53 | -10.1% | SH BEN INT NEW | 313745101 |
| BRX | BRIXMOR PPTY GROUP INC | 71,657 | $1,489 | 0.4% | $20.78 | — | COM | 11120U105 |
| AFRM | AFFIRM HLDGS INC | 69,374 | $1,476 | 0.4% | $14.93 | +22.4% | COM CL A | 00827B106 |
| OHI | OMEGA HEALTHCARE INVS INC | 44,044 | $1,460 | 0.4% | $28.76 | — | COM | 681936100 |
| MAA | MID-AMER APT CMNTYS INC | 11,209 | $1,442 | 0.4% | $135.38 | -3.0% | COM | 59522J103 |
| — | ALNYLAM PHARMACEUTICALS INC | 1,525,000 | $1,407 | 0.4% | $0.92 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | SNAP INC | 2,009,000 | $1,384 | 0.4% | $0.70 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| CUZ | COUSINS PPTYS INC | 66,865 | $1,362 | 0.4% | $36.97 | — | COM NEW | 222795502 |
| — | SEA LTD | 1,679,000 | $1,339 | 0.4% | $0.92 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | PEBBLEBROOK HOTEL TR | 1,575,000 | $1,306 | 0.4% | $1.10 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | SPLUNK INC | 1,375,000 | $1,297 | 0.4% | $0.93 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | POST HLDGS INC | 1,299,000 | $1,288 | 0.4% | $0.99 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | DROPBOX INC | 1,350,000 | $1,278 | 0.4% | $0.87 | — | NOTE 3/0 | 26210CAD6 |
| — | CABLE ONE INC | 1,525,000 | $1,247 | 0.3% | $0.87 | — | NOTE 3/1 | 12685JAE5 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 84,840 | $1,175 | 0.3% | $30.39 | — | COM UNIT LTD | 866142409 |
| — | SEA LTD | 1,225,000 | $1,168 | 0.3% | $0.99 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | ON SEMICONDUCTOR CORP | 635,000 | $1,143 | 0.3% | $1.16 | — | NOTE 5/0 | 682189AS4 |
| — | PEGASYSTEMS INC | 1,175,000 | $1,074 | 0.3% | $1.03 | — | NOTE 0.750% 3/0 | 705573AB9 |
| CXM | SPRINKLR INC | 77,461 | $1,072 | 0.3% | $14.32 | 0.0% | CL A | 85208T107 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,025,000 | $1,015 | 0.3% | $1.07 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | KORE GROUP HLDGS INC | 1,598,000 | $967 | 0.3% | $6.69 | — | COMMON STOCK | 50066V107 |
| — | LCI INDS | 1,025,000 | $952 | 0.3% | $1.04 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | ZTO EXPRESS CAYMAN INC | 925,000 | $898 | 0.2% | $0.97 | — | NOTE 1.500% 9/0 | 98980AAB1 |
| — | INSULET CORP | 867,000 | $848 | 0.2% | $1.31 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | REDFIN CORP | 1,275,000 | $740 | 0.2% | $0.47 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | WESTERN DIGITAL CORP. | 750,000 | $737 | 0.2% | $1.01 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | OKTA INC | 825,000 | $718 | 0.2% | $1.19 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | ALARM COM HLDGS INC | 825,000 | $713 | 0.2% | $0.84 | — | NOTE 1/1 | 011642AB1 |
| — | SPOTIFY USA INC | 825,000 | $702 | 0.2% | $0.85 | — | NOTE 3/1 | 84921RAB6 |
| — | SHOPIFY INC | 750,000 | $669 | 0.2% | $0.99 | — | NOTE 0.125%11/0 | 82509LAA5 |
| VTMX | VESTA REAL ESTATE CORP | 20,222 | $665 | 0.2% | $32.23 | — | ADS | 92540K109 |
| — | ROYAL CARIBBEAN GROUP | 325,000 | $641 | 0.2% | $1.97 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | CRACKER BARREL OLD CTRY STOR | 775,000 | $640 | 0.2% | $0.82 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | MICROCHIP TECHNOLOGY INC. | 600,000 | $630 | 0.2% | $1.24 | — | NOTE 0.125%11/1 | 595017AU8 |
| VRE | VERIS RESIDENTIAL INC | 36,623 | $604 | 0.2% | $16.50 | — | COM | 554489104 |
| — | LIVONGO HEALTH INC | 625,000 | $571 | 0.2% | $1.01 | — | NOTE 0.875% 6/0 | 539183AA1 |
| — | PIONEER NAT RES CO | 200,000 | $490 | 0.1% | $1.78 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | PALO ALTO NETWORKS INC | 200,000 | $471 | 0.1% | $1.90 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | ASCENDIS PHARMA A/S | 512,000 | $467 | 0.1% | $0.91 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | LUMENTUM HLDGS INC | 600,000 | $436 | 0.1% | $0.76 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | SHAKE SHACK INC | 450,000 | $334 | 0.1% | $0.80 | — | NOTE 3/0 | 819047AB7 |
| — | GUIDEWIRE SOFTWARE INC | 325,000 | $329 | 0.1% | $1.16 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | DIGITALOCEAN HLDGS INC | 425,000 | $325 | 0.1% | $0.75 | — | NOTE 12/0 | 25402DAB8 |
| — | DRAFTKINGS INC NEW | 428,000 | $324 | 0.1% | $0.71 | — | NOTE 3/1 | 26142RAB0 |
| — | JOHN BEAN TECHNOLOGIES CORP | 325,000 | $292 | 0.1% | $0.93 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | BANDWIDTH INC | 350,000 | $279 | 0.1% | $1.06 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | TELADOC HEALTH INC | 350,000 | $279 | 0.1% | $0.91 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | 3D SYS CORP DEL | 375,000 | $271 | 0.1% | $0.76 | — | NOTE 11/1 | 88554DAD8 |
| — | ETSY INC | 228,000 | $231 | 0.1% | $1.46 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | MAXEON SOLAR TECHNOLOGIES LT | 200,000 | $206 | 0.1% | $1.09 | — | NOTE 6.500% 7/1 | 57779BAB0 |
| OPEN | OPENDOOR TECHNOLOGIES INC | 41,711 | $110 | 0.0% | $16.71 | -77.7% | COM | 683712103 |
| — | CONCORD ACQUISITION CORP III | 125,000 | $8 | 0.0% | $0.69 | — | *W EXP 99/99/999 | 20607V114 |
| CNDAW | CONCORD ACQUISITION CORP II | 50,000 | $5 | 0.0% | $0.94 | — | *W EXP 99/99/999 | 20607U116 |