Liberty Mutual Group Asset Management Inc. Q2 2024 Filing

Filed August 14, 2024

Portfolio Value

$679.4M

Holdings

118

Report Date

Q2 2024

Filing Type

13F-HR

All Holdings (118 positions)

#	Stock	Shares	Value	% Portfolio
1	BKLNINVESCO EXCH TRADED FD TR II	14,112,500	$296.0M	43.57%
2	VCITVANGUARD SCOTTSDALE FDS	890,000	$71.0M	10.45%
3	VOOVANGUARD INDEX FDS	88,517	$44.0M	6.48%
4	GCTS/WSGCT SEMICONDUCTOR HLDG INC	125,000	$19.0M	2.80%
5	SRLNSSGA ACTIVE ETF TR	430,500	$17.0M	2.50%
6	AMTAMERICAN TOWER CORP NEW	57,924	$11.0M	1.62%
7	AMPSUSDALTUS POWER INC	2,920,124	$11.0M	1.62%
8	PLDPROLOGIS INC.	85,277	$9.0M	1.32%
9	WELLWELLTOWER INC	87,163	$9.0M	1.32%
10	AVBAVALONBAY CMNTYS INC	37,490	$7.0M	1.03%
11	CNDAWCONCORD ACQUISITION CORP II	50,000	$6.0M	0.88%
12	EXREXTRA SPACE STORAGE INC	41,622	$6.0M	0.88%
13	MAAMID-AMER APT CMNTYS INC	44,991	$6.0M	0.88%
14	ADCAGREE RLTY CORP	86,753	$5.0M	0.74%
15	VICIVICI PPTYS INC	198,020	$5.0M	0.74%
16	DXCM 0.25 11/15/25DEXCOM INC	4,075,000	$4.0M	0.59%
17	SUISUN CMNTYS INC	33,293	$4.0M	0.59%
18	REGREGENCY CTRS CORP	79,888	$4.0M	0.59%
19	SPGSIMON PPTY GROUP INC NEW	27,035	$4.0M	0.59%
20	FQIDIGITAL RLTY TR INC	26,760	$4.0M	0.59%
21	F 0 03/15/26FORD MTR CO DEL	3,854,000	$3.0M	0.44%
22	DOCHEALTHPEAK PROPERTIES INC	155,206	$3.0M	0.44%
23	Z 1.375 09/01/26ZILLOW GROUP INC	2,575,000	$3.0M	0.44%
24	INVHINVITATION HOMES INC	108,501	$3.0M	0.44%
25	LUV 1.25 05/01/25SOUTHWEST AIRLS CO	3,340,000	$3.0M	0.44%
26	RHPRYMAN HOSPITALITY PPTYS INC	32,491	$3.0M	0.44%
27	BSY 0.125 01/15/26BENTLEY SYS INC	3,100,000	$3.0M	0.44%
28	REXRREXFORD INDL RLTY INC	86,747	$3.0M	0.44%
29	SO 3.875 12/15/25SOUTHERN CO	3,150,000	$3.0M	0.44%
30	BXPBOSTON PROPERTIES INC	40,738	$2.0M	0.29%
31	PCHPOTLATCHDELTIC CORPORATION	50,928	$2.0M	0.29%
32	DAY 0.25 03/15/26DAYFORCE INC	2,825,000	$2.0M	0.29%
33	DUK 4.125 04/15/26DUKE ENERGY CORP NEW	2,987,000	$2.0M	0.29%
34	MIDD 1 09/01/25MIDDLEBY CORP	1,930,000	$2.0M	0.29%
35	DDOG 0.125 06/15/25DATADOG INC	1,610,000	$2.0M	0.29%
36	EPREPR PPTYS	65,327	$2.0M	0.29%
37	SMCSUMMIT MIDSTREAM PARTNERS LP	84,840	$2.0M	0.29%
38	8CWCROWN CASTLE INC	27,773	$2.0M	0.29%
39	EPRTESSENTIAL PPTYS RLTY TR INC	85,188	$2.0M	0.29%
40	FRTFEDERAL RLTY INVT TR NEW	28,551	$2.0M	0.29%
41	ETSY 0.25 06/15/28ETSY INC	3,325,000	$2.0M	0.29%
42	CUBECUBESMART	59,383	$2.0M	0.29%
43	STAGSTAG INDL INC	72,194	$2.0M	0.29%
44	FOUR 0 12/15/25SHIFT4 PMTS INC	2,200,000	$2.0M	0.29%
45	UBER 0 12/15/25UBER TECHNOLOGIES INC	2,050,000	$2.0M	0.29%
46	IONS 1.75 06/15/28IONIS PHARMACEUTICALS INC	2,020,000	$2.0M	0.29%
47	JAZZ 2 06/15/26JAZZ INVESTMENTS I LTD	2,170,000	$2.0M	0.29%
48	AFRMAFFIRM HLDGS INC	69,374	$1.5M	0.22%
49	EGPEASTGROUP PPTYS INC	9,993	$1.0M	0.15%
50	EXAS 0.375 03/15/27EXACT SCIENCES CORP	1,750,000	$1.0M	0.15%
51	PODD 0.375 09/01/26INSULET CORP	1,642,000	$1.0M	0.15%
52	ABNB 0 03/15/26AIRBNB INC	1,300,000	$1.0M	0.15%
53	PEB 1.75 12/15/26PEBBLEBROOK HOTEL TR	1,575,000	$1.0M	0.15%
54	POST 2.5 08/15/27POST HLDGS INC	1,299,000	$1.0M	0.15%
55	VAC 3.25 12/15/27MARRIOTT VACATIONS WORLDWIDE	1,160,000	$1.0M	0.15%
56	CUZCOUSINS PPTYS INC	68,848	$1.0M	0.15%
57	BILL 0 12/01/25BILL HOLDINGS INC	1,225,000	$1.0M	0.15%
58	CTRECARETRUST REIT INC	60,087	$1.0M	0.15%
59	LITE 0.5 12/15/26LUMENTUM HLDGS INC	1,763,000	$1.0M	0.15%
60	SEALTD 2.375 12/01/25SEA LTD	1,225,000	$1.0M	0.15%
61	OHIOMEGA HEALTHCARE INVS INC	50,573	$1.0M	0.15%
62	VENVENTAS INC	25,290	$1.0M	0.15%
63	IART 0.5 08/15/25INTEGRA LIFESCIENCES HLDGS C	1,475,000	$1.0M	0.15%
64	ZS 0.125 07/01/25ZSCALER INC	775,000	$1.0M	0.15%
65	ENPH 0 03/01/28ENPHASE ENERGY INC	1,975,000	$1.0M	0.15%
66	SNAP 0.125 03/01/28SNAP INC	1,559,000	$1.0M	0.15%
67	ON 0.5 03/01/29ON SEMICONDUCTOR CORP	1,955,000	$1.0M	0.15%
68	BKNG 0.75 05/01/25BOOKING HOLDINGS INC	710,000	$1.0M	0.15%
69	DBX 0 03/01/28DROPBOX INC	1,350,000	$1.0M	0.15%
70	MDB 0.25 01/15/26MONGODB INC	950,000	$1.0M	0.15%
71	LYV 3.125 01/15/29LIVE NATION ENTERTAINMENT IN	1,575,000	$1.0M	0.15%
72	NOG 3.625 04/15/29NORTHERN OIL & GAS INC	1,500,000	$1.0M	0.15%
73	ALNY 1 09/15/27ALNYLAM PHARMACEUTICALS INC	1,270,000	$1.0M	0.15%
74	ENV 2.625 12/01/27ENVESTNET INC	1,075,000	$1.0M	0.15%
75	SEDG 0 09/15/25SOLAREDGE TECHNOLOGIES INC	1,605,000	$1.0M	0.15%
76	SLGSL GREEN RLTY CORP	24,746	$1.0M	0.15%
77	VTR 3.75 06/01/26VENTAS RLTY LTD PARTNERSHIP	1,660,000	$1.0M	0.15%
78	SITCUSDSITE CTRS CORP	124,949	$1.0M	0.15%
79	WYWEYERHAEUSER CO MTN BE	38,307	$1.0M	0.15%
80	BMRN 1.25 05/15/27BIOMARIN PHARMACEUTICAL INC	1,025,000	$979K	0.14%
81	LCII 1.125 05/15/26LCI INDS	1,025,000	$962K	0.14%
82	CYBR 0 11/15/24CYBERARK SOFTWARE LTD	550,000	$955K	0.14%
83	ZTO 1.5 09/01/27ZTO EXPRESS CAYMAN INC	925,000	$899K	0.13%
84	ON 0 05/01/27ON SEMICONDUCTOR CORP	635,000	$887K	0.13%
85	ITGR 2.125 02/15/28INTEGER HLDGS CORP	575,000	$821K	0.12%
86	AREALEXANDRIA REAL ESTATE EQ IN	6,693	$783K	0.12%
87	HSTHOST HOTELS & RESORTS INC	43,166	$776K	0.11%
88	SEALTD 0.25 09/15/26SEA LTD	854,000	$742K	0.11%
89	U 0 11/15/26UNITY SOFTWARE INC	830,000	$715K	0.11%
90	RPD 0.25 03/15/27RAPID7 INC	800,000	$715K	0.11%
91	XYZ 0.125 03/01/25BLOCK INC	735,000	$708K	0.10%
92	SHOPCN 0.125 11/01/25SHOPIFY INC	750,000	$700K	0.10%
93	RDFN 0.5 04/01/27REDFIN CORP	1,275,000	$697K	0.10%
94	DKNG 0 03/15/28DRAFTKINGS INC NEW	828,000	$686K	0.10%
95	CBRL 0.625 06/15/26CRACKER BARREL OLD CTRY STOR	775,000	$685K	0.10%
96	PANW 0.375 06/01/25PALO ALTO NETWORKS INC	200,000	$681K	0.10%
97	JBLU 0.5 04/01/26JETBLUE AIRWAYS CORP	725,000	$636K	0.09%
98	TDOC 0.875 06/01/25LIVONGO HEALTH INC	625,000	$595K	0.09%
99	RCL 6 08/15/25ROYAL CARIBBEAN GROUP	175,000	$564K	0.08%
100	EEFT 0.75 03/15/49EURONET WORLDWIDE INC	500,000	$485K	0.07%

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