Liberty Mutual Group Asset Management Inc. Q3 2023 Filing

Filed November 8, 2023

Portfolio Value

$360.3M

Holdings

110

Report Date

Q3 2023

Filing Type

13F-HR

All Holdings (110 positions)

#	Stock	Shares	Value	% Portfolio
1	ABNB 0 03/15/26AIRBNB INC	2,175,000	$1.0B	277.58%
2	LITE 0.5 12/15/26LUMENTUM HLDGS INC	2,163,000	$1.0B	277.58%
3	SEDG 0 09/15/25SOLAREDGE TECHNOLOGIES INC	2,055,000	$1.0B	277.58%
4	SNAP 0.125 03/01/28SNAP INC	2,009,000	$1.0B	277.58%
5	IGLBISHARES TR	2,463,599	$116.0M	32.20%
6	HYGISHARES TR	238,254	$17.0M	4.72%
7	AMPSUSDALTUS POWER INC	3,000,000	$15.0M	4.16%
8	AMTAMERICAN TOWER CORP NEW	60,952	$10.0M	2.78%
9	PLDPROLOGIS INC.	83,173	$9.0M	2.50%
10	CNDACONCORD ACQUISITION CORP III	125,000	$8.0M	2.22%
11	VICIVICI PPTYS INC	197,134	$5.0M	1.39%
12	EXREXTRA SPACE STORAGE INC	45,368	$5.0M	1.39%
13	CNDAWCONCORD ACQUISITION CORP II	50,000	$5.0M	1.39%
14	FQIDIGITAL RLTY TR INC	39,619	$4.0M	1.11%
15	WELLWELLTOWER INC	55,046	$4.0M	1.11%
16	REXRREXFORD INDL RLTY INC	99,426	$4.0M	1.11%
17	SPGSIMON PPTY GROUP INC NEW	36,348	$3.0M	0.83%
18	Z 1.375 09/01/26ZILLOW GROUP INC	2,575,000	$3.0M	0.83%
19	REGREGENCY CTRS CORP	54,781	$3.0M	0.83%
20	SUISUN CMNTYS INC	25,476	$3.0M	0.83%
21	DXCM 0.25 11/15/25DEXCOM INC	4,075,000	$3.0M	0.83%
22	INVHINVITATION HOMES INC	119,859	$3.0M	0.83%
23	F 0 03/15/26FORD MTR CO DEL	4,054,000	$3.0M	0.83%
24	UBER 0 12/15/25UBER TECHNOLOGIES INC	3,750,000	$3.0M	0.83%
25	XYZ 0.125 03/01/25BLOCK INC	3,760,000	$3.0M	0.83%
26	LUV 1.25 05/01/25SOUTHWEST AIRLS CO	3,340,000	$3.0M	0.83%
27	JAZZ 2 06/15/26JAZZ INVESTMENTS I LTD	3,870,000	$3.0M	0.83%
28	BXPBOSTON PROPERTIES INC	36,440	$2.0M	0.56%
29	EEFT 0.75 03/15/49EURONET WORLDWIDE INC	2,825,000	$2.0M	0.56%
30	DAY 0.25 03/15/26CERIDIAN HCM HLDG INC	3,125,000	$2.0M	0.56%
31	ZS 0.125 07/01/25ZSCALER INC	2,125,000	$2.0M	0.56%
32	PSAPUBLIC STORAGE	10,978	$2.0M	0.56%
33	JBLU 0.5 04/01/26JETBLUE AIRWAYS CORP	3,150,000	$2.0M	0.56%
34	IART 0.5 08/15/25INTEGRA LIFESCIENCES HLDGS C	2,800,000	$2.0M	0.56%
35	MIDD 1 09/01/25MIDDLEBY CORP	2,180,000	$2.0M	0.56%
36	STAGSTAG INDL INC	65,455	$2.0M	0.56%
37	EQREQUITY RESIDENTIAL	51,089	$2.0M	0.56%
38	EPREPR PPTYS	57,402	$2.0M	0.56%
39	FOUR 0 12/15/25SHIFT4 PMTS INC	2,200,000	$2.0M	0.56%
40	ENV 0.75 08/15/25ENVESTNET INC	2,250,000	$2.0M	0.56%
41	8CWCROWN CASTLE INC	28,707	$2.0M	0.56%
42	VENVENTAS INC	67,728	$2.0M	0.56%
43	BKNG 0.75 05/01/25BOOKING HOLDINGS INC	1,510,000	$2.0M	0.56%
44	ETSY 0.25 06/15/28ETSY INC	3,600,000	$2.0M	0.56%
45	BSY 0.125 01/15/26BENTLEY SYS INC	3,100,000	$2.0M	0.56%
46	AFRMAFFIRM HLDGS INC	69,374	$1.3M	0.37%
47	SMCSUMMIT MIDSTREAM PARTNERS LP	84,840	$1.2M	0.33%
48	CXMSPRINKLR INC	77,461	$1.1M	0.30%
49	SEALTD 0.25 09/15/26SEA LTD	1,679,000	$1.0M	0.28%
50	BMRN 1.25 05/15/27BIOMARIN PHARMACEUTICAL INC	1,025,000	$1.0M	0.28%
51	EXAS 0.375 03/15/27EXACT SCIENCES CORP	1,750,000	$1.0M	0.28%
52	MAAMID-AMER APT CMNTYS INC	11,209	$1.0M	0.28%
53	PEB 1.75 12/15/26PEBBLEBROOK HOTEL TR	1,575,000	$1.0M	0.28%
54	POST 2.5 08/15/27POST HLDGS INC	1,299,000	$1.0M	0.28%
55	CUZCOUSINS PPTYS INC	66,865	$1.0M	0.28%
56	BILL 0 12/01/25BILL HOLDINGS INC	1,900,000	$1.0M	0.28%
57	UDRUDR INC	44,548	$1.0M	0.28%
58	RHPRYMAN HOSPITALITY PPTYS INC	19,845	$1.0M	0.28%
59	CABO 0 03/15/26CABLE ONE INC	1,525,000	$1.0M	0.28%
60	BRXBRIXMOR PPTY GROUP INC	71,657	$1.0M	0.28%
61	SEALTD 2.375 12/01/25SEA LTD	1,225,000	$1.0M	0.28%
62	OHIOMEGA HEALTHCARE INVS INC	44,044	$1.0M	0.28%
63	FRTFEDERAL RLTY INVT TR NEW	17,419	$1.0M	0.28%
64	DOCUSDPHYSICIANS RLTY TR	152,937	$1.0M	0.28%
65	ENPH 0 03/01/28ENPHASE ENERGY INC	1,975,000	$1.0M	0.28%
66	DDOG 0.125 06/15/25DATADOG INC	1,400,000	$1.0M	0.28%
67	DBX 0 03/01/28DROPBOX INC	1,350,000	$1.0M	0.28%
68	MDB 0.25 01/15/26MONGODB INC	1,110,000	$1.0M	0.28%
69	PEGA 0.75 03/01/25PEGASYSTEMS INC	1,175,000	$1.0M	0.28%
70	HSTHOST HOTELS & RESORTS INC	112,223	$1.0M	0.28%
71	SRCUSDSPIRIT RLTY CAP INC NEW	52,579	$1.0M	0.28%
72	RPD 0.25 03/15/27RAPID7 INC	1,975,000	$1.0M	0.28%
73	ALNY 1 09/15/27ALNYLAM PHARMACEUTICALS INC	1,525,000	$1.0M	0.28%
74	SPLK 1.125 06/15/27SPLUNK INC	1,375,000	$1.0M	0.28%
75	ON 0 05/01/27ON SEMICONDUCTOR CORP	635,000	$1.0M	0.28%
76	SLGSL GREEN RLTY CORP	46,739	$1.0M	0.28%
77	CYBR 0 11/15/24CYBERARK SOFTWARE LTD	1,450,000	$1.0M	0.28%
78	WYWEYERHAEUSER CO MTN BE	62,735	$1.0M	0.28%
79	KOREKORE GROUP HLDGS INC	1,598,000	$967K	0.27%
80	LCII 1.125 05/15/26LCI INDS	1,025,000	$952K	0.26%
81	ZTO 1.5 09/01/27ZTO EXPRESS CAYMAN INC	925,000	$898K	0.25%
82	PODD 0.375 09/01/26INSULET CORP	867,000	$848K	0.24%
83	RDFN 0.5 04/01/27REDFIN CORP	1,275,000	$740K	0.21%
84	WDC 1.5 02/01/24WESTERN DIGITAL CORP.	750,000	$737K	0.20%
85	OKTA 0.375 06/15/26OKTA INC	825,000	$718K	0.20%
86	ALRM 0 01/15/26ALARM COM HLDGS INC	825,000	$713K	0.20%
87	SPOT 0 03/15/26SPOTIFY USA INC	825,000	$702K	0.19%
88	SHOPCN 0.125 11/01/25SHOPIFY INC	750,000	$669K	0.19%
89	VTMXVESTA REAL ESTATE CORP	20,222	$665K	0.18%
90	RCL 6 08/15/25ROYAL CARIBBEAN GROUP	325,000	$641K	0.18%
91	CBRL 0.625 06/15/26CRACKER BARREL OLD CTRY STOR	775,000	$640K	0.18%
92	MCHP 0.125 11/15/24MICROCHIP TECHNOLOGY INC.	600,000	$630K	0.17%
93	VREVERIS RESIDENTIAL INC	36,623	$604K	0.17%
94	TDOC 0.875 06/01/25LIVONGO HEALTH INC	625,000	$571K	0.16%
95	PXD 0.25 05/15/25PIONEER NAT RES CO	200,000	$490K	0.14%
96	PANW 0.375 06/01/25PALO ALTO NETWORKS INC	200,000	$471K	0.13%
97	ASND 2.25 04/01/28ASCENDIS PHARMA A/S	512,000	$467K	0.13%
98	LITE 0.5 06/15/28LUMENTUM HLDGS INC	600,000	$436K	0.12%
99	SHAK 0 03/01/28SHAKE SHACK INC	450,000	$334K	0.09%
100	GWRE 1.25 03/15/25GUIDEWIRE SOFTWARE INC	325,000	$329K	0.09%

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