Liberty Mutual Group Asset Management Inc. Q2 2024 Filing

Filed August 14, 2024

Portfolio Value

$679.4B

Holdings

118

Report Date

Q2 2024

Filing Type

13F-HR

All Holdings (118 positions)

#StockSharesValue% PortfolioType
1
BKLNINVESCO EXCH TRADED FD TR II
14,112,500$296.9B43.71%
2
VCITVANGUARD SCOTTSDALE FDS
890,000$71.1B10.47%
3
VOOVANGUARD INDEX FDS
88,517$44.3B6.52%
4
SRLNSSGA ACTIVE ETF TR
430,500$18.0B2.65%
5
AMPSUSDALTUS POWER INC
2,920,124$11.4B1.68%
6
AMTAMERICAN TOWER CORP NEW
57,924$11.3B1.66%
7
EQIXEQUINIX INC
14,634$11.1B1.63%
8
PLDPROLOGIS INC.
85,277$9.6B1.41%
9
WELLWELLTOWER INC
87,163$9.1B1.34%
10
AVBAVALONBAY CMNTYS INC
37,490$7.8B1.14%
11
EXREXTRA SPACE STORAGE INC
41,622$6.5B0.95%
12
MAAMID-AMER APT CMNTYS INC
44,991$6.4B0.94%
13
VICIVICI PPTYS INC
198,020$5.7B0.83%
14
ADCAGREE RLTY CORP
86,753$5.4B0.79%
15
REGREGENCY CTRS CORP
79,888$5.0B0.73%
16
SPGSIMON PPTY GROUP INC NEW
27,035$4.1B0.60%
174,075,000$4.1B0.60%
18
FQIDIGITAL RLTY TR INC
26,760$4.1B0.60%
19
SUISUN CMNTYS INC
33,293$4.0B0.59%
20
INVHINVITATION HOMES INC
108,501$3.9B0.57%
21
F 0 03/15/26FORD MTR CO DEL
3,854,000$3.9B0.57%
22
REXRREXFORD INDL RLTY INC
86,747$3.9B0.57%
23
LUV 1.25 05/01/25SOUTHWEST AIRLS CO
3,340,000$3.3B0.49%
24
RHPRYMAN HOSPITALITY PPTYS INC
32,491$3.2B0.48%
253,150,000$3.2B0.47%
26
Z 1.375 09/01/26ZILLOW GROUP INC
2,575,000$3.1B0.46%
27
BSY 0.125 01/15/26BENTLEY SYS INC
3,100,000$3.1B0.45%
28
DOCHEALTHPEAK PROPERTIES INC
155,206$3.0B0.45%
29
SMCSUMMIT MIDSTREAM PARTNERS LP
84,840$3.0B0.44%
30
DUK 4.125 04/15/26DUKE ENERGY CORP NEW
2,987,000$3.0B0.44%
31
FRTFEDERAL RLTY INVT TR NEW
28,551$2.9B0.42%
32
EPREPR PPTYS
65,327$2.7B0.40%
33
8CWCROWN CASTLE INC
27,773$2.7B0.40%
34
CUBECUBESMART
59,383$2.7B0.39%
353,325,000$2.6B0.38%
36
STAGSTAG INDL INC
72,194$2.6B0.38%
37
DAY 0.25 03/15/26DAYFORCE INC
2,825,000$2.6B0.38%
38
BXPBOSTON PROPERTIES INC
40,738$2.5B0.37%
39
FOUR 0 12/15/25SHIFT4 PMTS INC
2,200,000$2.5B0.36%
40
EPRTESSENTIAL PPTYS RLTY TR INC
85,188$2.4B0.35%
411,610,000$2.3B0.34%
42
IONS 1.75 06/15/28IONIS PHARMACEUTICALS INC
2,020,000$2.2B0.33%
43
UBER 0 12/15/25UBER TECHNOLOGIES INC
2,050,000$2.2B0.32%
44
AFRMAFFIRM HLDGS INC
69,374$2.1B0.31%
45
JAZZ 2 06/15/26JAZZ INVESTMENTS I LTD
2,170,000$2.1B0.31%
46
MIDD 1 09/01/25MIDDLEBY CORP
1,930,000$2.1B0.30%
47
PCHPOTLATCHDELTIC CORPORATION
50,928$2.0B0.30%
48
ON 0.5 03/01/29ON SEMICONDUCTOR CORP
1,955,000$1.9B0.28%
49
SITCUSDSITE CTRS CORP
124,949$1.8B0.27%
501,642,000$1.8B0.26%
51
VTR 3.75 06/01/26VENTAS RLTY LTD PARTNERSHIP
1,660,000$1.7B0.26%
52
LYV 3.125 01/15/29LIVE NATION ENTERTAINMENT IN
1,575,000$1.7B0.26%
53
OHIOMEGA HEALTHCARE INVS INC
50,573$1.7B0.25%
54
NOG 3.625 04/15/29NORTHERN OIL & GAS INC
1,500,000$1.7B0.25%
55
EGPEASTGROUP PPTYS INC
9,993$1.7B0.25%
56
ENPH 0 03/01/28ENPHASE ENERGY INC
1,975,000$1.6B0.24%
57
CUZCOUSINS PPTYS INC
68,848$1.6B0.23%
58
LITE 0.5 12/15/26LUMENTUM HLDGS INC
1,763,000$1.6B0.23%
59
EXAS 0.375 03/15/27EXACT SCIENCES CORP
1,750,000$1.5B0.22%
60
CTRECARETRUST REIT INC
60,087$1.5B0.22%
61
BKNG 0.75 05/01/25BOOKING HOLDINGS INC
710,000$1.5B0.22%
62
SEDG 0 09/15/25SOLAREDGE TECHNOLOGIES INC
1,605,000$1.5B0.22%
63
POST 2.5 08/15/27POST HLDGS INC
1,299,000$1.4B0.21%
64
SLGSL GREEN RLTY CORP
24,746$1.4B0.21%
65
PEB 1.75 12/15/26PEBBLEBROOK HOTEL TR
1,575,000$1.4B0.20%
66
IART 0.5 08/15/25INTEGRA LIFESCIENCES HLDGS C
1,475,000$1.4B0.20%
67
ALNY 1 09/15/27ALNYLAM PHARMACEUTICALS INC
1,270,000$1.4B0.20%
681,225,000$1.3B0.19%
69
VENVENTAS INC
25,290$1.3B0.19%
70950,000$1.3B0.18%
711,559,000$1.2B0.18%
72
DBX 0 03/01/28DROPBOX INC
1,350,000$1.2B0.18%
73
ABNB 0 03/15/26AIRBNB INC
1,300,000$1.2B0.17%
74
ENV 2.625 12/01/27ENVESTNET INC
1,075,000$1.2B0.17%
75
BILL 0 12/01/25BILL HOLDINGS INC
1,225,000$1.1B0.17%
76
WYWEYERHAEUSER CO MTN BE
38,307$1.1B0.16%
77
VAC 3.25 12/15/27MARRIOTT VACATIONS WORLDWIDE
1,160,000$1.1B0.16%
78775,000$1.0B0.15%
79
BMRN 1.25 05/15/27BIOMARIN PHARMACEUTICAL INC
1,025,000$979.0M0.14%
801,025,000$962.0M0.14%
81
CYBR 0 11/15/24CYBERARK SOFTWARE LTD
550,000$955.0M0.14%
82
ZTO 1.5 09/01/27ZTO EXPRESS CAYMAN INC
925,000$899.0M0.13%
83
ON 0 05/01/27ON SEMICONDUCTOR CORP
635,000$887.0M0.13%
84
ITGR 2.125 02/15/28INTEGER HLDGS CORP
575,000$821.0M0.12%
85
AREALEXANDRIA REAL ESTATE EQ IN
6,693$783.0M0.12%
86
HSTHOST HOTELS & RESORTS INC
43,166$776.0M0.11%
87854,000$742.0M0.11%
88
U 0 11/15/26UNITY SOFTWARE INC
830,000$715.0M0.11%
89800,000$715.0M0.11%
90735,000$708.0M0.10%
91750,000$700.0M0.10%
921,275,000$697.0M0.10%
93
DKNG 0 03/15/28DRAFTKINGS INC NEW
828,000$686.0M0.10%
94
CBRL 0.625 06/15/26CRACKER BARREL OLD CTRY STOR
775,000$685.0M0.10%
95
PANW 0.375 06/01/25PALO ALTO NETWORKS INC
200,000$681.0M0.10%
96
JBLU 0.5 04/01/26JETBLUE AIRWAYS CORP
725,000$636.0M0.09%
97
TDOC 0.875 06/01/25LIVONGO HEALTH INC
625,000$595.0M0.09%
98
RCL 6 08/15/25ROYAL CARIBBEAN GROUP
175,000$564.0M0.08%
99
EEFT 0.75 03/15/49EURONET WORLDWIDE INC
500,000$485.0M0.07%
100
LITE 0.5 06/15/28LUMENTUM HLDGS INC
600,000$472.0M0.07%
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