Liberty Mutual Group Asset Management Inc. Q1 2024 Filing

Filed May 15, 2024

Portfolio Value

$351.0M

Holdings

119

Report Date

Q1 2024

Filing Type

13F-HR

All Holdings (119 positions)

#	Stock	Shares	Value	% Portfolio
1	LITE 0.5 12/15/26LUMENTUM HLDGS INC	2,163,000	$1.0B	284.87%
2	VCITVANGUARD SCOTTSDALE FDS	890,000	$71.0M	20.23%
3	GCTS/WSGCT SEMICONDUCTOR HLDG INC	125,000	$48.0M	13.67%
4	HYGISHARES TR	238,254	$18.0M	5.13%
5	AMPSUSDALTUS POWER INC	3,000,000	$14.0M	3.99%
6	AMTAMERICAN TOWER CORP NEW	57,899	$11.0M	3.13%
7	PLDPROLOGIS INC.	83,173	$10.0M	2.85%
8	WELLWELLTOWER INC	84,296	$7.0M	1.99%
9	EXREXTRA SPACE STORAGE INC	51,274	$7.0M	1.99%
10	CNDAWCONCORD ACQUISITION CORP II	50,000	$6.0M	1.71%
11	AVBAVALONBAY CMNTYS INC	33,171	$6.0M	1.71%
12	VICIVICI PPTYS INC	208,176	$6.0M	1.71%
13	FQIDIGITAL RLTY TR INC	40,272	$5.0M	1.42%
14	REXRREXFORD INDL RLTY INC	108,779	$5.0M	1.42%
15	REGREGENCY CTRS CORP	79,888	$4.0M	1.14%
16	SUISUN CMNTYS INC	31,628	$4.0M	1.14%
17	DXCM 0.25 11/15/25DEXCOM INC	4,075,000	$4.0M	1.14%
18	ADCAGREE RLTY CORP	86,753	$4.0M	1.14%
19	SPGSIMON PPTY GROUP INC NEW	26,637	$4.0M	1.14%
20	F 0 03/15/26FORD MTR CO DEL	4,054,000	$4.0M	1.14%
21	RHPRYMAN HOSPITALITY PPTYS INC	32,792	$3.0M	0.85%
22	MAAMID-AMER APT CMNTYS INC	24,291	$3.0M	0.85%
23	UDRUDR INC	101,455	$3.0M	0.85%
24	LUV 1.25 05/01/25SOUTHWEST AIRLS CO	3,340,000	$3.0M	0.85%
25	Z 1.375 09/01/26ZILLOW GROUP INC	2,575,000	$3.0M	0.85%
26	SO 3.875 12/15/25SOUTHERN CO	3,150,000	$3.0M	0.85%
27	8CWCROWN CASTLE INC	30,382	$3.0M	0.85%
28	DOCHEALTHPEAK PROPERTIES INC	177,654	$3.0M	0.85%
29	BSY 0.125 01/15/26BENTLEY SYS INC	3,100,000	$3.0M	0.85%
30	INVHINVITATION HOMES INC	105,218	$3.0M	0.85%
31	MIDD 1 09/01/25MIDDLEBY CORP	2,180,000	$2.0M	0.57%
32	PSAPUBLIC STORAGE	9,193	$2.0M	0.57%
33	BXPBOSTON PROPERTIES INC	38,946	$2.0M	0.57%
34	PCHPOTLATCHDELTIC CORPORATION	47,383	$2.0M	0.57%
35	DAY 0.25 03/15/26DAYFORCE INC	3,125,000	$2.0M	0.57%
36	ETSY 0.25 06/15/28ETSY INC	3,325,000	$2.0M	0.57%
37	FRTFEDERAL RLTY INVT TR NEW	28,551	$2.0M	0.57%
38	STAGSTAG INDL INC	65,455	$2.0M	0.57%
39	FOUR 0 12/15/25SHIFT4 PMTS INC	2,200,000	$2.0M	0.57%
40	DDOG 0.125 06/15/25DATADOG INC	1,610,000	$2.0M	0.57%
41	UBER 0 12/15/25UBER TECHNOLOGIES INC	2,050,000	$2.0M	0.57%
42	JAZZ 2 06/15/26JAZZ INVESTMENTS I LTD	2,470,000	$2.0M	0.57%
43	EPREPR PPTYS	48,430	$2.0M	0.57%
44	EPRTESSENTIAL PPTYS RLTY TR INC	94,644	$2.0M	0.57%
45	SMCSUMMIT MIDSTREAM PARTNERS LP	84,840	$2.0M	0.56%
46	UUNITY SOFTWARE INC	60,306	$1.6M	0.46%
47	AFRMAFFIRM HLDGS INC	69,374	$1.6M	0.46%
48	XYZ 0.125 03/01/25BLOCK INC	1,935,000	$1.0M	0.28%
49	BMRN 1.25 05/15/27BIOMARIN PHARMACEUTICAL INC	1,025,000	$1.0M	0.28%
50	EXAS 0.375 03/15/27EXACT SCIENCES CORP	1,750,000	$1.0M	0.28%
51	PODD 0.375 09/01/26INSULET CORP	1,642,000	$1.0M	0.28%
52	ENSGENSIGN GROUP INC	11,741	$1.0M	0.28%
53	ABNB 0 03/15/26AIRBNB INC	1,300,000	$1.0M	0.28%
54	PEB 1.75 12/15/26PEBBLEBROOK HOTEL TR	1,575,000	$1.0M	0.28%
55	POST 2.5 08/15/27POST HLDGS INC	1,299,000	$1.0M	0.28%
56	VAC 3.25 12/15/27MARRIOTT VACATIONS WORLDWIDE	1,160,000	$1.0M	0.28%
57	CUZCOUSINS PPTYS INC	67,966	$1.0M	0.28%
58	BILL 0 12/01/25BILL HOLDINGS INC	1,675,000	$1.0M	0.28%
59	AXON 0.5 12/15/27AXON ENTERPRISE INC	1,350,000	$1.0M	0.28%
60	CTRECARETRUST REIT INC	60,087	$1.0M	0.28%
61	ITGR 2.125 02/15/28INTEGER HLDGS CORP	1,150,000	$1.0M	0.28%
62	SEALTD 2.375 12/01/25SEA LTD	1,225,000	$1.0M	0.28%
63	EEFT 0.75 03/15/49EURONET WORLDWIDE INC	1,625,000	$1.0M	0.28%
64	IART 0.5 08/15/25INTEGRA LIFESCIENCES HLDGS C	1,475,000	$1.0M	0.28%
65	ZS 0.125 07/01/25ZSCALER INC	875,000	$1.0M	0.28%
66	VTMXVESTA REAL ESTATE CORP	25,931	$1.0M	0.28%
67	ENPH 0 03/01/28ENPHASE ENERGY INC	1,975,000	$1.0M	0.28%
68	SNAP 0.125 03/01/28SNAP INC	1,559,000	$1.0M	0.28%
69	ON 0.5 03/01/29ON SEMICONDUCTOR CORP	1,955,000	$1.0M	0.28%
70	BKNG 0.75 05/01/25BOOKING HOLDINGS INC	885,000	$1.0M	0.28%
71	DBX 0 03/01/28DROPBOX INC	1,350,000	$1.0M	0.28%
72	AHRAMERICAN HEALTHCARE REIT INC	75,135	$1.0M	0.28%
73	KOREKORE GROUP HLDGS INC	1,598,000	$1.0M	0.28%
74	MDB 0.25 01/15/26MONGODB INC	950,000	$1.0M	0.28%
75	JBLU 0.5 04/01/26JETBLUE AIRWAYS CORP	1,675,000	$1.0M	0.28%
76	NOG 3.625 04/15/29NORTHERN OIL & GAS INC	1,500,000	$1.0M	0.28%
77	RPD 0.25 03/15/27RAPID7 INC	1,975,000	$1.0M	0.28%
78	ALNY 1 09/15/27ALNYLAM PHARMACEUTICALS INC	1,525,000	$1.0M	0.28%
79	ENV 2.625 12/01/27ENVESTNET INC	1,075,000	$1.0M	0.28%
80	SEDG 0 09/15/25SOLAREDGE TECHNOLOGIES INC	1,605,000	$1.0M	0.28%
81	SLGSL GREEN RLTY CORP	27,508	$1.0M	0.28%
82	LCII 1.125 05/15/26LCI INDS	1,025,000	$1.0M	0.28%
83	SITCUSDSITE CTRS CORP	124,949	$1.0M	0.28%
84	WYWEYERHAEUSER CO MTN BE	41,159	$1.0M	0.28%
85	CYBR 0 11/15/24CYBERARK SOFTWARE LTD	550,000	$937K	0.27%
86	ON 0 05/01/27ON SEMICONDUCTOR CORP	635,000	$932K	0.27%
87	HSTHOST HOTELS & RESORTS INC	44,903	$929K	0.26%
88	ZTO 1.5 09/01/27ZTO EXPRESS CAYMAN INC	925,000	$895K	0.25%
89	LNTH 2.625 12/15/27LANTHEUS HLDGS INC	725,000	$802K	0.23%
90	WEAVWEAVE COMMUNICATIONS INC	66,979	$769K	0.22%
91	ALRM 0 01/15/26ALARM COM HLDGS INC	825,000	$755K	0.22%
92	SEALTD 0.25 09/15/26SEA LTD	854,000	$730K	0.21%
93	DKNG 0 03/15/28DRAFTKINGS INC NEW	828,000	$714K	0.20%
94	SHOPCN 0.125 11/01/25SHOPIFY INC	750,000	$712K	0.20%
95	U 0 11/15/26UNITY SOFTWARE INC	830,000	$703K	0.20%
96	RDFN 0.5 04/01/27REDFIN CORP	1,275,000	$701K	0.20%
97	CBRL 0.625 06/15/26CRACKER BARREL OLD CTRY STOR	775,000	$680K	0.19%
98	MCHP 0.125 11/15/24MICROCHIP TECHNOLOGY INC.	600,000	$637K	0.18%
99	CABO 0 03/15/26CABLE ONE INC	725,000	$631K	0.18%
100	TDOC 0.875 06/01/25LIVONGO HEALTH INC	625,000	$591K	0.17%

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