Liberty Mutual Group Asset Management Inc. Q2 2023 Filing

Filed August 11, 2023

Portfolio Value

$393.8M

Holdings

113

Report Date

Q2 2023

Filing Type

13F-HR

All Holdings (113 positions)

#	Stock	Shares	Value	% Portfolio
1	CABO 0 03/15/26CABLE ONE INC	2,375,000	$1.0B	253.91%
2	LITE 0.5 12/15/26LUMENTUM HLDGS INC	2,163,000	$1.0B	253.91%
3	SNAP 0.125 03/01/28SNAP INC	2,009,000	$1.0B	253.91%
4	IGLBISHARES TR	2,444,703	$126.0M	31.99%
5	HYGISHARES TR	238,254	$17.0M	4.32%
6	AMPSUSDALTUS POWER INC	3,000,000	$16.0M	4.06%
7	AMTAMERICAN TOWER CORP NEW	55,988	$10.0M	2.54%
8	PLDPROLOGIS INC.	82,446	$10.0M	2.54%
9	WELLWELLTOWER INC	89,989	$7.0M	1.78%
10	EXREXTRA SPACE STORAGE INC	38,971	$5.0M	1.27%
11	REXRREXFORD INDL RLTY INC	96,039	$5.0M	1.27%
12	VICIVICI PPTYS INC	189,993	$5.0M	1.27%
13	SPGSIMON PPTY GROUP INC NEW	36,348	$4.0M	1.02%
14	F 0 03/15/26FORD MTR CO DEL	4,054,000	$4.0M	1.02%
15	FQIDIGITAL RLTY TR INC	39,836	$4.0M	1.02%
16	DXCM 0.25 11/15/25DEXCOM INC	4,075,000	$4.0M	1.02%
17	SUISUN CMNTYS INC	33,248	$4.0M	1.02%
18	INVHINVITATION HOMES INC	119,859	$4.0M	1.02%
19	REGREGENCY CTRS CORP	54,781	$3.0M	0.76%
20	ABNB 0 03/15/26AIRBNB INC	4,125,000	$3.0M	0.76%
21	PSAPUBLIC STORAGE	13,221	$3.0M	0.76%
22	BSY 0.125 01/15/26BENTLEY SYS INC	3,100,000	$3.0M	0.76%
23	BKNG 0.75 05/01/25BOOKING HOLDINGS INC	2,350,000	$3.0M	0.76%
24	CNDACONCORD ACQUISITION CORP III	125,000	$3.0M	0.76%
25	EQREQUITY RESIDENTIAL	49,956	$3.0M	0.76%
26	UBER 0 12/15/25UBER TECHNOLOGIES INC	3,750,000	$3.0M	0.76%
27	SPLK 1.125 06/15/27SPLUNK INC	3,650,000	$3.0M	0.76%
28	LUV 1.25 05/01/25SOUTHWEST AIRLS CO	3,340,000	$3.0M	0.76%
29	XYZ 0.125 03/01/25BLOCK INC	3,760,000	$3.0M	0.76%
30	JAZZ 2 06/15/26JAZZ INVESTMENTS I LTD	3,870,000	$3.0M	0.76%
31	8CWCROWN CASTLE INC	31,044	$3.0M	0.76%
32	EPREPR PPTYS	67,298	$3.0M	0.76%
33	Z 1.375 09/01/26ZILLOW GROUP INC	2,575,000	$3.0M	0.76%
34	GTMZOOMINFO TECHNOLOGIES INC	108,858	$2.1M	0.54%
35	MIDD 1 09/01/25MIDDLEBY CORP	2,180,000	$2.0M	0.51%
36	WYWEYERHAEUSER CO MTN BE	59,785	$2.0M	0.51%
37	FOUR 0 12/15/25SHIFT4 PMTS INC	2,200,000	$2.0M	0.51%
38	IART 0.5 08/15/25INTEGRA LIFESCIENCES HLDGS C	2,800,000	$2.0M	0.51%
39	BXPBOSTON PROPERTIES INC	38,720	$2.0M	0.51%
40	EEFT 0.75 03/15/49EURONET WORLDWIDE INC	2,825,000	$2.0M	0.51%
41	RPD 0.25 03/15/27RAPID7 INC	2,450,000	$2.0M	0.51%
42	JBLU 0.5 04/01/26JETBLUE AIRWAYS CORP	3,150,000	$2.0M	0.51%
43	MDB 0.25 01/15/26MONGODB INC	1,110,000	$2.0M	0.51%
44	DAY 0.25 03/15/26CERIDIAN HCM HLDG INC	3,125,000	$2.0M	0.51%
45	STAGSTAG INDL INC	65,455	$2.0M	0.51%
46	SRCUSDSPIRIT RLTY CAP INC NEW	52,579	$2.0M	0.51%
47	RHPRYMAN HOSPITALITY PPTYS INC	24,596	$2.0M	0.51%
48	SEDG 0 09/15/25SOLAREDGE TECHNOLOGIES INC	2,055,000	$2.0M	0.51%
49	ENV 0.75 08/15/25ENVESTNET INC	3,000,000	$2.0M	0.51%
50	CNDAWCONCORD ACQUISITION CORP II	50,000	$2.0M	0.51%
51	ETSY 0.25 06/15/28ETSY INC	3,600,000	$2.0M	0.51%
52	HOODROBINHOOD MKTS INC	147,143	$1.5M	0.37%
53	SMCSUMMIT MIDSTREAM PARTNERS LP	84,840	$1.4M	0.35%
54	UDRUDR INC	44,548	$1.0M	0.25%
55	BMRN 1.25 05/15/27BIOMARIN PHARMACEUTICAL INC	1,025,000	$1.0M	0.25%
56	EXAS 0.375 03/15/27EXACT SCIENCES CORP	1,750,000	$1.0M	0.25%
57	MAAMID-AMER APT CMNTYS INC	11,209	$1.0M	0.25%
58	PODD 0.375 09/01/26INSULET CORP	867,000	$1.0M	0.25%
59	HLTHILTON WORLDWIDE HLDGS INC	11,653	$1.0M	0.25%
60	CNDACONCORD ACQUISITION CORP II	150,000	$1.0M	0.25%
61	PEB 1.75 12/15/26PEBBLEBROOK HOTEL TR	1,575,000	$1.0M	0.25%
62	RDFN 0.5 04/01/27REDFIN CORP	1,775,000	$1.0M	0.25%
63	CUZCOUSINS PPTYS INC	69,281	$1.0M	0.25%
64	SEALTD 0.25 09/15/26SEA LTD	1,679,000	$1.0M	0.25%
65	SEALTD 2.375 12/01/25SEA LTD	1,225,000	$1.0M	0.25%
66	OHIOMEGA HEALTHCARE INVS INC	44,717	$1.0M	0.25%
67	FRTFEDERAL RLTY INVT TR NEW	17,419	$1.0M	0.25%
68	DOCUSDPHYSICIANS RLTY TR	140,365	$1.0M	0.25%
69	ZS 0.125 07/01/25ZSCALER INC	1,525,000	$1.0M	0.25%
70	ENPH 0 03/01/28ENPHASE ENERGY INC	1,975,000	$1.0M	0.25%
71	DDOG 0.125 06/15/25DATADOG INC	1,200,000	$1.0M	0.25%
72	DBX 0 03/01/28DROPBOX INC	1,350,000	$1.0M	0.25%
73	KOREKORE GROUP HLDGS INC	1,598,000	$1.0M	0.25%
74	PEGA 0.75 03/01/25PEGASYSTEMS INC	1,900,000	$1.0M	0.25%
75	OKTA 0.375 06/15/26OKTA INC	1,400,000	$1.0M	0.25%
76	ON 0 05/01/27ON SEMICONDUCTOR CORP	635,000	$1.0M	0.25%
77	SLGSL GREEN RLTY CORP	53,634	$1.0M	0.25%
78	CYBR 0 11/15/24CYBERARK SOFTWARE LTD	1,450,000	$1.0M	0.25%
79	LCII 1.125 05/15/26LCI INDS	1,025,000	$987K	0.25%
80	RNG 0 03/01/25RINGCENTRAL INC	1,000,000	$920K	0.23%
81	WDC 1.5 02/01/24WESTERN DIGITAL CORP.	750,000	$727K	0.18%
82	AFRMAFFIRM HLDGS INC	46,312	$709K	0.18%
83	ALRM 0 01/15/26ALARM COM HLDGS INC	825,000	$703K	0.18%
84	CHCTCOMMUNITY HEALTHCARE TR INC	21,269	$702K	0.18%
85	SPOT 0 03/15/26SPOTIFY USA INC	825,000	$701K	0.18%
86	SHOPCN 0.125 11/01/25SHOPIFY INC	750,000	$680K	0.17%
87	CFLTCONFLUENT INC	19,270	$680K	0.17%
88	MCHP 0.125 11/15/24MICROCHIP TECHNOLOGY INC.	600,000	$679K	0.17%
89	CBRL 0.625 06/15/26CRACKER BARREL OLD CTRY STOR	775,000	$657K	0.17%
90	ILMN 0 08/15/23ILLUMINA INC	650,000	$645K	0.16%
91	VTMXVESTA REAL ESTATE CORPORATIO	19,799	$638K	0.16%
92	BILL 0 12/01/25BILL HOLDINGS INC	575,000	$601K	0.15%
93	TDOC 0.875 06/01/25LIVONGO HEALTH INC	625,000	$565K	0.14%
94	PANW 0.375 06/01/25PALO ALTO NETWORKS INC	200,000	$515K	0.13%
95	LITE 0.5 06/15/28LUMENTUM HLDGS INC	600,000	$472K	0.12%
96	ASND 2.25 04/01/28ASCENDIS PHARMA A/S	512,000	$465K	0.12%
97	PXD 0.25 05/15/25PIONEER NAT RES CO	200,000	$440K	0.11%
98	SHAK 0 03/01/28SHAKE SHACK INC	450,000	$365K	0.09%
99	GMED 0.375 03/15/25NUVASIVE INC	400,000	$361K	0.09%
100	DOCN 0 12/01/26DIGITALOCEAN HLDGS INC	425,000	$332K	0.08%

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