CIK: 0001533497 · Show all filings
Period: Q4 2023 (← Previous) (Next →)
Filing Date: Feb 14, 2025
Total Value ($000): $345,728 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| VCIT | VANGUARD SCOTTSDALE FDS | 890,000 | $72,339 | 20.9% | $81.28 | — | INT-TERM CORP | 92206C870 |
| — | ALTUS POWER INC | 3,000,000 | $20,490 | 5.9% | $10.45 | — | COM CL A | 02217A102 |
| HYG | ISHARES TR | 238,254 | $18,438 | 5.3% | $82.29 | — | IBOXX HI YD ETF | 464288513 |
| AMT | AMERICAN TOWER CORP NEW | 60,399 | $13,039 | 3.8% | $211.96 | -17.4% | COM | 03027X100 |
| PLD | PROLOGIS INC. | 83,173 | $11,087 | 3.2% | $134.33 | -21.4% | COM | 74340W103 |
| EQIX | EQUINIX INC | 11,728 | $9,446 | 2.7% | $666.26 | +10.1% | COM | 29444U700 |
| EXR | EXTRA SPACE STORAGE INC | 51,274 | $8,221 | 2.4% | $145.05 | -20.3% | COM | 30225T102 |
| VICI | VICI PPTYS INC | 208,176 | $6,637 | 1.9% | $23.32 | +11.2% | COM | 925652109 |
| REXR | REXFORD INDL RLTY INC | 108,779 | $6,103 | 1.8% | $70.00 | — | COM | 76169C100 |
| WELL | WELLTOWER INC | 63,733 | $5,747 | 1.7% | $73.15 | +13.5% | COM | 95040Q104 |
| DLR | DIGITAL RLTY TR INC | 40,404 | $5,438 | 1.6% | $102.91 | +17.2% | COM | 253868103 |
| REG | REGENCY CTRS CORP | 70,396 | $4,717 | 1.4% | $57.15 | -1.0% | COM | 758849103 |
| INVH | INVITATION HOMES INC | 126,416 | $4,312 | 1.2% | $34.28 | -12.5% | COM | 46187W107 |
| — | DEXCOM INC | 4,075,000 | $4,254 | 1.2% | $1.16 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | FORD MTR CO DEL | 4,054,000 | $4,034 | 1.2% | $1.18 | — | NOTE 3/1 | 345370CZ1 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 35,426 | $3,899 | 1.1% | $93.13 | — | COM | 78377T107 |
| UDR | UDR INC | 101,455 | $3,885 | 1.1% | $39.28 | -18.8% | COM | 902653104 |
| SPG | SIMON PPTY GROUP INC NEW | 26,637 | $3,800 | 1.1% | $113.90 | -4.9% | COM | 828806109 |
| — | ZILLOW GROUP INC | 2,575,000 | $3,510 | 1.0% | $0.99 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| CCI | CROWN CASTLE INC | 30,382 | $3,500 | 1.0% | $142.17 | -36.1% | COM | 22822V101 |
| AFRM | AFFIRM HLDGS INC | 69,374 | $3,409 | 1.0% | $14.93 | +93.6% | COM CL A | 00827B106 |
| SUI | SUN CMNTYS INC | 25,283 | $3,379 | 1.0% | $172.42 | — | COM | 866674104 |
| — | SOUTHWEST AIRLS CO | 3,340,000 | $3,375 | 1.0% | $1.19 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | ZSCALER INC | 2,125,000 | $3,220 | 0.9% | $1.13 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | BENTLEY SYS INC | 3,100,000 | $3,063 | 0.9% | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| FRT | FEDERAL RLTY INVT TR NEW | 28,551 | $2,942 | 0.9% | $93.51 | -8.4% | SH BEN INT NEW | 313745101 |
| — | ETSY INC | 3,600,000 | $2,882 | 0.8% | $0.73 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | CERIDIAN HCM HLDG INC | 3,125,000 | $2,805 | 0.8% | $0.87 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| PSA | PUBLIC STORAGE | 9,193 | $2,804 | 0.8% | $282.42 | -14.0% | COM | 74460D109 |
| BXP | BOSTON PROPERTIES INC | 38,946 | $2,733 | 0.8% | $87.81 | -40.3% | COM | 101121101 |
| — | JAZZ INVESTMENTS I LTD | 2,695,000 | $2,718 | 0.8% | $1.13 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | MIDDLEBY CORP | 2,180,000 | $2,655 | 0.8% | $1.26 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | INTEGRA LIFESCIENCES HLDGS C | 2,800,000 | $2,629 | 0.8% | $1.08 | — | NOTE 0.500% 8/1 | 457985AM1 |
| STAG | STAG INDL INC | 65,455 | $2,570 | 0.7% | $38.85 | — | COM | 85254J102 |
| — | BOOKING HOLDINGS INC | 1,310,000 | $2,468 | 0.7% | $1.29 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | SHIFT4 PMTS INC | 2,200,000 | $2,441 | 0.7% | $1.05 | — | NOTE 12/1 | 82452JAB5 |
| — | PHYSICIANS RLTY TR | 181,036 | $2,410 | 0.7% | $16.41 | — | COM | 71943U104 |
| EPR | EPR PPTYS | 48,430 | $2,346 | 0.7% | $52.61 | — | COM SH BEN INT | 26884U109 |
| — | DATADOG INC | 1,610,000 | $2,248 | 0.7% | $1.25 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | MONGODB INC | 1,110,000 | $2,192 | 0.6% | $1.27 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| WY | WEYERHAEUSER CO MTN BE | 62,735 | $2,181 | 0.6% | $27.96 | +4.2% | COM NEW | 962166104 |
| ENSG | ENSIGN GROUP INC | 19,252 | $2,160 | 0.6% | $102.90 | 0.0% | COM | 29358P101 |
| SLG | SL GREEN RLTY CORP | 46,739 | $2,111 | 0.6% | $60.69 | — | COM | 78440X887 |
| — | BLOCK INC | 2,160,000 | $2,110 | 0.6% | $0.91 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | UBER TECHNOLOGIES INC | 2,050,000 | $2,085 | 0.6% | $0.98 | — | NOTE 12/1 | 90353TAJ9 |
| — | JETBLUE AIRWAYS CORP | 2,875,000 | $2,070 | 0.6% | $0.73 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | CYBERARK SOFTWARE LTD | 1,450,000 | $2,053 | 0.6% | $1.07 | — | NOTE 11/1 | 23248VAB1 |
| — | EURONET WORLDWIDE INC | 2,125,000 | $1,987 | 0.6% | $1.08 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | LUMENTUM HLDGS INC | 2,163,000 | $1,927 | 0.6% | $1.23 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | INSULET CORP | 1,642,000 | $1,887 | 0.5% | $1.23 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | BILL HOLDINGS INC | 1,900,000 | $1,787 | 0.5% | $1.01 | — | NOTE 12/0 | 090043AB6 |
| — | RAPID7 INC | 1,975,000 | $1,774 | 0.5% | $1.19 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | NORTHERN OIL & GAS INC | 1,500,000 | $1,769 | 0.5% | $1.18 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | ENPHASE ENERGY INC | 1,975,000 | $1,757 | 0.5% | $1.04 | — | NOTE 3/0 | 29355AAK3 |
| CUZ | COUSINS PPTYS INC | 70,972 | $1,728 | 0.5% | $36.24 | — | COM NEW | 222795502 |
| — | SITE CTRS CORP | 124,949 | $1,703 | 0.5% | $13.63 | — | COM | 82981J109 |
| — | AXON ENTERPRISE INC | 1,350,000 | $1,702 | 0.5% | $1.26 | — | NOTE 0.500%12/1 | 05464CAB7 |
| — | EXACT SCIENCES CORP | 1,750,000 | $1,693 | 0.5% | $1.03 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| DOC | HEALTHPEAK PROPERTIES INC | 83,128 | $1,646 | 0.5% | $15.38 | 0.0% | COM | 42250P103 |
| — | KORE GROUP HLDGS INC | 1,598,000 | $1,566 | 0.5% | $6.69 | — | COMMON STOCK | 50066V107 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 84,840 | $1,519 | 0.4% | $30.39 | — | COM UNIT LTD | 866142409 |
| MAA | MID-AMER APT CMNTYS INC | 11,209 | $1,507 | 0.4% | $135.38 | -13.7% | COM | 59522J103 |
| — | ALNYLAM PHARMACEUTICALS INC | 1,525,000 | $1,498 | 0.4% | $0.92 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| VTMX | VESTA REAL ESTATE CORP | 36,971 | $1,465 | 0.4% | $35.58 | — | ADS | 92540K109 |
| — | SOLAREDGE TECHNOLOGIES INC | 1,605,000 | $1,460 | 0.4% | $1.23 | — | NOTE 9/1 | 83417MAD6 |
| — | PEBBLEBROOK HOTEL TR | 1,575,000 | $1,403 | 0.4% | $1.10 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | AIRBNB INC | 1,525,000 | $1,370 | 0.4% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | DROPBOX INC | 1,350,000 | $1,358 | 0.4% | $0.87 | — | NOTE 3/0 | 26210CAD6 |
| — | POST HLDGS INC | 1,299,000 | $1,313 | 0.4% | $0.99 | — | NOTE 2.500% 8/1 | 737446AT1 |
| CTRE | CARETRUST REIT INC | 58,010 | $1,298 | 0.4% | $22.38 | — | COM | 14174T107 |
| — | SNAP INC | 1,559,000 | $1,219 | 0.4% | $0.70 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | SEA LTD | 1,225,000 | $1,164 | 0.3% | $0.99 | — | NOTE 2.375%12/0 | 81141RAF7 |
| EQR | EQUITY RESIDENTIAL | 18,307 | $1,120 | 0.3% | $54.77 | -3.5% | SH BEN INT | 29476L107 |
| — | ENVESTNET INC | 1,075,000 | $1,060 | 0.3% | $0.99 | — | NOTE 2.625%12/0 | 29404KAG1 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,025,000 | $1,053 | 0.3% | $1.07 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | ON SEMICONDUCTOR CORP | 635,000 | $1,038 | 0.3% | $1.16 | — | NOTE 5/0 | 682189AS4 |
| — | LANTHEUS HLDGS INC | 925,000 | $1,037 | 0.3% | $1.12 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | MARRIOTT VACATIONS WORLDWIDE | 1,160,000 | $1,026 | 0.3% | $0.88 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | LCI INDS | 1,025,000 | $1,002 | 0.3% | $1.04 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | ZTO EXPRESS CAYMAN INC | 925,000 | $883 | 0.3% | $0.97 | — | NOTE 1.500% 9/0 | 98980AAB1 |
| HST | HOST HOTELS & RESORTS INC | 42,760 | $833 | 0.2% | $14.48 | +4.2% | COM | 44107P104 |
| — | REDFIN CORP | 1,275,000 | $818 | 0.2% | $0.47 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | SPIRIT RLTY CAP INC NEW | 17,908 | $782 | 0.2% | $46.02 | — | COM NEW | 84860W300 |
| — | ALARM COM HLDGS INC | 825,000 | $732 | 0.2% | $0.84 | — | NOTE 1/1 | 011642AB1 |
| — | OKTA INC | 825,000 | $729 | 0.2% | $1.19 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | SPOTIFY USA INC | 825,000 | $726 | 0.2% | $0.85 | — | NOTE 3/1 | 84921RAB6 |
| — | SHOPIFY INC | 750,000 | $707 | 0.2% | $0.99 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | SEA LTD | 854,000 | $702 | 0.2% | $0.92 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | UNITY SOFTWARE INC | 830,000 | $690 | 0.2% | $0.83 | — | NOTE 11/1 | 91332UAB7 |
| — | CRACKER BARREL OLD CTRY STOR | 775,000 | $668 | 0.2% | $0.82 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | MICROCHIP TECHNOLOGY INC. | 600,000 | $656 | 0.2% | $1.24 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | CABLE ONE INC | 725,000 | $615 | 0.2% | $0.87 | — | NOTE 3/1 | 12685JAE5 |
| — | PALO ALTO NETWORKS INC | 200,000 | $593 | 0.2% | $1.90 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | LIVONGO HEALTH INC | 625,000 | $584 | 0.2% | $1.01 | — | NOTE 0.875% 6/0 | 539183AA1 |
| — | LUMENTUM HLDGS INC | 600,000 | $472 | 0.1% | $0.76 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | ROYAL CARIBBEAN GROUP | 175,000 | $466 | 0.1% | $1.97 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | SHAKE SHACK INC | 450,000 | $365 | 0.1% | $0.80 | — | NOTE 3/0 | 819047AB7 |
| — | GUIDEWIRE SOFTWARE INC | 325,000 | $356 | 0.1% | $1.16 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | DIGITALOCEAN HLDGS INC | 425,000 | $350 | 0.1% | $0.75 | — | NOTE 12/0 | 25402DAB8 |
| — | DRAFTKINGS INC NEW | 428,000 | $343 | 0.1% | $0.71 | — | NOTE 3/1 | 26142RAB0 |
| — | PEGASYSTEMS INC | 350,000 | $323 | 0.1% | $1.03 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | PIONEER NAT RES CO | 125,000 | $304 | 0.1% | $1.78 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | JOHN BEAN TECHNOLOGIES CORP | 325,000 | $293 | 0.1% | $0.93 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | BANDWIDTH INC | 350,000 | $289 | 0.1% | $1.06 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | TELADOC HEALTH INC | 350,000 | $288 | 0.1% | $0.91 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | 3D SYS CORP DEL | 375,000 | $285 | 0.1% | $0.76 | — | NOTE 11/1 | 88554DAD8 |
| — | ETSY INC | 228,000 | $262 | 0.1% | $1.46 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| CRGY | CRESCENT ENERGY COMPANY | 18,262 | $241 | 0.1% | $10.70 | 0.0% | CL A COM | 44952J104 |
| PATH | UIPATH INC | 8,837 | $220 | 0.1% | $19.52 | 0.0% | CL A | 90364P105 |
| OPEN | OPENDOOR TECHNOLOGIES INC | 41,711 | $187 | 0.1% | $16.71 | -82.7% | COM | 683712103 |
| — | MAXEON SOLAR TECHNOLOGIES LT | 200,000 | $160 | 0.0% | $1.09 | — | NOTE 6.500% 7/1 | 57779BAB0 |
| — | CONCORD ACQUISITION CORP III | 125,000 | $13 | 0.0% | $0.69 | — | *W EXP 99/99/999 | 20607V114 |
| CNDAW | CONCORD ACQUISITION CORP II | 50,000 | $7 | 0.0% | $0.94 | — | *W EXP 99/99/999 | 20607U116 |