Location: Hartford, CT
CIK: 0002079921 · Show all filings
Period: Q2 2026 (← Previous)
Filing Date: Aug 13, 2026
Total Value: $158M (88.0% shares, 12.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MKS INC. | 256,000 | $754K | 0.5% | $2.94 | — | NOTE 1.250% 6/0 | 55306NAB0 |
| JBBB | JANUS DETROIT STR TR | 13,535 | $641K | 0.4% | $47.35 | — | B-BBB CLO ETF | 47103U753 |
| — | SNOWFLAKE INC | 354,000 | $626K | 0.4% | $1.77 | — | NOTE 10/0 | 833445AD1 |
| — | BOEING CO | 8,850 | $600K | 0.4% | $67.78 | — | DEP CONV PFD A | 097023204 |
| — | SNOWFLAKE INC | 355,000 | $590K | 0.4% | $1.66 | — | NOTE 10/0 | 833445AB5 |
| — | MACOM TECH SOLUTIONS HLDGS I | 211,000 | $486K | 0.3% | $2.30 | — | NOTE 12/1 | 55405YAD2 |
| — | RUBRIK INC. | 451,000 | $460K | 0.3% | $1.02 | — | NOTE 6/1 | 781154AD1 |
| — | SPHERE ENTERTAINMENT CO | 88,000 | $431K | 0.3% | $4.90 | — | NOTE 3.500%12/0 | 55826TAB8 |
| — | ALIGNMENT HEALTHCARE INC | 234,000 | $399K | 0.3% | $1.70 | — | NOTE 4.250%11/1 | 01625VAB0 |
| — | HEWLETT PACKARD ENTERPRISE C | 3,350 | $392K | 0.2% | $116.90 | — | 7.625 MAND CONV | 42824C208 |
| — | GUARDANT HEALTH INC | 136,000 | $342K | 0.2% | $2.51 | — | DEBT 1.250% 2/1 | 40131MAD1 |
| — | LCI INDS | 301,000 | $336K | 0.2% | $1.12 | — | NOTE 3.000% 3/0 | 501812AD3 |
| — | SOLARIS ENERGY INFRAS INC | 201,000 | $327K | 0.2% | $1.63 | — | NOTE 0.250%10/0 | 83419XAB4 |
| — | VARONIS SYS INC | 332,000 | $321K | 0.2% | $0.97 | — | NOTE 1.000% 9/1 | 922280AD4 |
| — | WELLS FARGO & CO | 272 | $315K | 0.2% | $1156.95 | — | PERP PFD CNV A | 949746804 |
| — | OSI SYSTEMS INC | 233,000 | $311K | 0.2% | $1.33 | — | NOTE 2.250% 8/0 | 671044AF2 |
| — | BLACKLINE INC | 306,000 | $282K | 0.2% | $0.92 | — | NOTE 1.000% 6/0 | 09239BAF6 |
| — | ENCORE CAP GROUP INC | 184,000 | $281K | 0.2% | $1.53 | — | NOTE 4.000% 3/1 | 292554AP7 |
| — | NEXTERA ENERGY CAP HLDGS INC | 192,000 | $252K | 0.2% | $1.31 | — | NOTE 3.000% 3/0 | 65339KCY4 |
| — | RIVIAN AUTOMOTIVE INC | 212,000 | $251K | 0.2% | $1.18 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | ALBEMARLE CORP | 4,500 | $249K | 0.2% | $55.39 | — | 7.25% DEP SHS A | 012653200 |
| — | HERBALIFE LTD | 205,000 | $235K | 0.1% | $1.15 | — | NOTE 4.250% 6/1 | 42703MAF0 |
| — | EVERGY INC | 162,000 | $230K | 0.1% | $1.42 | — | NOTE 4.500%12/1 | 30034WAD8 |
| — | LIVE NATION ENTERTAINMENT IN | 193,000 | $230K | 0.1% | $1.19 | — | NOTE 2.875% 1/1 | 538034BC2 |
| — | GREENBRIER COS INC | 199,000 | $227K | 0.1% | $1.14 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | HALOZYME THERAPEUTICS INC | 152,000 | $222K | 0.1% | $1.46 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | NCL CORP LTD | 199,000 | $222K | 0.1% | $1.11 | — | NOTE 0.875% 4/1 | 62886HBT7 |
| — | LIVANOVA PLC | 162,000 | $220K | 0.1% | $1.36 | — | NOTE 2.500% 3/1 | 53802LAB8 |
| — | CONMED CORP | 218,000 | $213K | 0.1% | $0.98 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | ENOVIS CORPORATION | 219,000 | $210K | 0.1% | $0.96 | — | NOTE 3.875%10/1 | 194014AB2 |
| — | STRIDE INC | 119,000 | $201K | 0.1% | $1.69 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | EPR PPTYS | 7,750 | $199K | 0.1% | $25.68 | — | PFD C CV 5.75% | 26884U208 |
| — | BRIGHTSPRING HEALTH SVCS INC | 859 | $199K | 0.1% | $231.21 | — | UNIT 02/01/2027 | 10950A205 |
| — | IRHYTHM HOLDINGS INC | 177,000 | $194K | 0.1% | $1.10 | — | NOTE 1.500% 9/0 | 450056AB2 |
| — | ALNYLAM PHARMACEUTICALS INC | 161,000 | $194K | 0.1% | $1.20 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | PACIRA BIOSCIENCES INC | 191,000 | $190K | 0.1% | $1.00 | — | NOTE 2.125% 5/1 | 695127AJ9 |
| — | ALARM COM HLDGS INC | 201,000 | $190K | 0.1% | $0.95 | — | NOTE 2.250% 6/0 | 011642AD7 |
| — | ENVISTA HOLDINGS CORPORATION | 190,000 | $190K | 0.1% | $1.00 | — | NOTE 1.750% 8/1 | 29415FAD6 |
| — | INNOVIVA INC | 174,000 | $186K | 0.1% | $1.07 | — | NOTE 2.125% 3/1 | 45781MAD3 |
| — | PROGRESS SOFTWARE CORP | 194,000 | $185K | 0.1% | $0.96 | — | NOTE 3.500% 3/0 | 743312AD2 |
| — | AKAMAI TECHNOLOGIES INC | 127,000 | $185K | 0.1% | $1.46 | — | NOTE 0.250% 5/1 | 00971TAQ4 |
| — | BRIDGEBIO PHARMA INC | 167,000 | $185K | 0.1% | $1.11 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | AFFIRM HLDGS INC | 151,000 | $176K | 0.1% | $1.17 | — | NOTE 0.750%12/1 | 00827BAD8 |
| — | GAMESTOP CORP | 162,000 | $164K | 0.1% | $1.01 | — | NOTE 6/1 | 36467WAG4 |
| — | COINBASE GLOBAL INC | 182,000 | $163K | 0.1% | $0.90 | — | NOTE 0.250% 4/0 | 19260QAF4 |
| — | UNITY SOFTWARE INC | 144,000 | $163K | 0.1% | $1.13 | — | NOTE 3/1 | 91332UAH4 |
| — | APOLLO GLOBAL MGMT INC | 2,450 | $149K | 0.1% | $60.79 | — | SER A MAND CNV | 03769M304 |
| — | CLOUDFLARE INC | 117,000 | $148K | 0.1% | $1.26 | — | NOTE 6/1 | 18915MAF4 |
| — | KKR & CO INC | 3,600 | $143K | 0.1% | $39.62 | — | 6.25 CON SER D | 48251W500 |
| — | STARWOOD PPTY TR INC | 140,000 | $142K | 0.1% | $1.01 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| — | PG&E CORP | 136,000 | $139K | 0.1% | $1.02 | — | NOTE 4.250%12/0 | 69331CAL2 |
| — | ARES MANAGEMENT CORPORATION | 3,600 | $135K | 0.1% | $37.63 | — | 6.75 SE B PFD | 03990B309 |
| — | GUIDEWIRE SOFTWARE INC | 137,000 | $132K | 0.1% | $0.96 | — | NOTE 1.250%11/0 | 40171VAC4 |
| — | BRIDGEBIO PHARMA INC | 71,000 | $126K | 0.1% | $1.78 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | AKAMAI TECHNOLOGIES INC | 105,000 | $126K | 0.1% | $1.20 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | SITIME CORP | 107,000 | $118K | 0.1% | $1.11 | — | NOTE 6/1 | 82982TAA4 |
| — | BANK OF AMER CORP | 94 | $118K | 0.1% | $1254.41 | — | 7.25%CNV PFD L | 060505682 |
| — | STRATEGY INC | 1,780 | $105K | 0.1% | $58.73 | — | SERIES A PERP PF | 594972887 |
| — | STRATEGY INC | 101,000 | $103K | 0.1% | $1.02 | — | NOTE 0.625% 3/1 | 594972AJ0 |
| — | ON SEMICONDUCTOR CORP | 48,000 | $87,302 | 0.1% | $1.82 | — | NOTE 5/0 | 682189AS4 |
| — | ALPHATEC HLDGS INC | 65,000 | $61,913 | 0.0% | $0.95 | — | NOTE 0.750% 3/1 | 02081GAD4 |
| — | ALPHABET INC | 393 | $19,733 | 0.0% | $50.21 | — | DEP SHS RP1/20 A | 02079K404 |
| — | ALPHABET INC | 393 | $19,705 | 0.0% | $50.14 | — | DEP SHS RP1/20 B | 02079K602 |
| VGIT | VANGUARD SCOTTSDALE FDS | 4 | $236 | 0.0% | $59.00 | — | INTER TERM TREAS | 92206C706 |
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| VABS | VIRTUS ETF TR II | 4,012,617 (+49.7%) | $96.98M (+49.6%) | 61.2% | $24.35 | — | NEWFLEET ABS MBS | 92790A603 |
| BKLN | INVESCO EXCH TRADED FD TR II | 54,195 (+132.2%) | $1.104M (+131.8%) | 0.7% | $20.63 | — | SR LN ETF | 46138G508 |
| HYG | ISHARES TR | 19,253 (+48.9%) | $1.54M (+49.7%) | 1.0% | $80.43 | — | IBOXX HI YD ETF | 464288513 |
| SPTL | SPDR SERIES TRUST | 162 (+11.0%) | $4,249 (+10.7%) | 0.0% | $26.53 | — | ST LON TREAS ETF | 78464A664 |
| SDCP | VIRTUS ETF TR II | 552 (+1.8%) | $14,120 (+1.7%) | 0.0% | $25.91 | — | NEWF SHOR BD ETF | 92790A884 |
| SPBO | SPDR SERIES TRUST | 243 (+1.7%) | $7,057 (+1.7%) | 0.0% | $29.24 | — | ST STR CORPO ETF | 78464A144 |
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WINNEBAGO INDS INC | 2,950,000 | $2.661M | 1.7% | $0.94 | — | — | 974637AF7 |
| — | LUMENTUM HLDGS INC | 119,000 | $1.204M | 0.8% | $10.11 | — | — | 55024UAH2 |
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CABLE ONE INC | 2,895,000 (-78.4%) | $1.882M (-81.3%) | 1.2% | $0.76 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| JNK | SPDR SERIES TRUST | 44,363 (-27.3%) | $4.275M (-26.8%) | 2.7% | $96.23 | — | ST BLOO HIGH ETF | 78468R622 |
| — | WESTERN DIGITAL CORP | 71,000 (-33.6%) | $1.196M (+56.1%) | 0.8% | $7.16 | — | NOTE 3.000%11/1 | 958102AT2 |
| — | GRANITE CONSTR INC | 334,000 (-4.0%) | $699K (+22.1%) | 0.4% | $1.65 | — | NOTE 3.250% 6/1 | 387328AF4 |
| — | SEAGATE HDD CAYMAN | 35,000 (-67.3%) | $408K (-19.6%) | 0.3% | $4.75 | — | NOTE 3.500% 6/0 | 81180WBL4 |
| JPMB | J P MORGAN EXCHANGE TRADED F | 13 (-31.6%) | $524 (-29.8%) | 0.0% | $38.96 | — | USD EMRNG MKT | 46641Q746 |
| VEMY | VIRTUS ETF TR II | 52 (-16.1%) | $1,499 (-12.6%) | 0.0% | $27.21 | — | STONE HARBOR EMG | 92790A801 |
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| VSHY | VIRTUS ETF TR II | 1,134,074 | $24.64M | 15.6% | $21.85 | — | VIRTUS NEWFLEET | 92790A207 |
| SEIX | VIRTUS ETF TR II | 386,766 | $8.946M | 5.6% | $23.56 | — | SEIX SR LN ETF | 92790A405 |
| PCLO | VIRTUS ETF TR II | 48,000 | $1.195M | 0.8% | $24.94 | — | SEIX AAA PRIVAAT | 92790A850 |
| NFLT | ETFIS SER TR I | 181 | $4,154 | 0.0% | $22.83 | — | VIRTUS NEWFLEET | 26923G707 |
| SPMB | SPDR SERIES TRUST | 211 | $4,707 | 0.0% | $22.22 | — | ST STR BACKE ETF | 78464A383 |
| EMLC | VANECK ETF TRUST | 21 | $537 | 0.0% | $25.29 | — | JP MRGAN EM LOC | 92189H300 |
| SPSB | SPDR SERIES TRUST | 61 | $1,831 | 0.0% | $30.19 | — | ST SHOR CORP ETF | 78464A474 |
| SPTS | SPDR SERIES TRUST | 10 | $290 | 0.0% | $29.32 | — | ST SHO TREAS ETF | 78468R101 |