0000950123-23-009626.txt : 20231108 0000950123-23-009626.hdr.sgml : 20231108 20231108152158 ACCESSION NUMBER: 0000950123-23-009626 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231108 DATE AS OF CHANGE: 20231108 EFFECTIVENESS DATE: 20231108 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Liberty Mutual Group Asset Management Inc. CENTRAL INDEX KEY: 0001533497 IRS NUMBER: 452105640 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14589 FILM NUMBER: 231387480 BUSINESS ADDRESS: STREET 1: 175 BERKELEY STREET CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 617-357-9500 MAIL ADDRESS: STREET 1: 175 BERKELEY STREET CITY: BOSTON STATE: MA ZIP: 02116 13F-HR 1 primary_doc.xml X0202 13F-HR LIVE 0001533497 XXXXXXXX 09-30-2023 09-30-2023 false Liberty Mutual Group Asset Management Inc.

175 Berkeley Street Boston MA 02116

13F HOLDINGS REPORT 028-14589 028-14589 N Scott D. Fitzhenry 617-357-9500 /s/ Scott D. Fitzhenry Boston MA 11-07-2023 1 110 360257 false 7 028-00169 Liberty Mutual Retirement Plan Master Trust INFORMATION TABLE 2 27878.xml INFORMATION TABLE FOR FORM 13F MAXEON SOLAR TECHNOLOGIES LT NOTE 6.500% 7/1 57779BAB0 206 200000 SH DFND 200000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 630 600000 SH DFND 600000 0 0 MID-AMER APT CMNTYS INC COM 59522J103 1442 11209 SH DFND 7 11209 0 0 MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 2441 2180000 SH DFND 2180000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 1897 1110000 SH DFND 1110000 0 0 OKTA INC NOTE 0.375% 6/1 679295AF2 718 825000 SH DFND 825000 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 1460 44044 SH DFND 7 44044 0 0 ON SEMICONDUCTOR CORP NOTE 5/0 682189AS4 1143 635000 SH DFND 635000 0 0 OPENDOOR TECHNOLOGIES INC COM 683712103 28 10428 SH DFND 7 10428 0 0 OPENDOOR TECHNOLOGIES INC COM 683712103 83 31283 SH DFND 31283 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 471 200000 SH DFND 200000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1306 1575000 SH DFND 1575000 0 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 1074 1175000 SH DFND 1175000 0 0 PHYSICIANS RLTY TR COM 71943U104 1864 152937 SH DFND 7 152937 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 2165 2200000 SH DFND 2200000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 669 750000 SH DFND 750000 0 0 SIMON PPTY GROUP INC NEW COM 828806109 3927 36348 SH DFND 7 36348 0 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 1384 2009000 SH DFND 2009000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 1873 2055000 SH DFND 2055000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 3315 3340000 SH DFND 3340000 0 0 SPIRIT RLTY CAP INC NEW COM NEW 84860W300 1763 52579 SH DFND 7 52579 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 1297 1375000 SH DFND 1375000 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 702 825000 SH DFND 825000 0 0 SPRINKLR INC CL A 85208T107 144 10422 SH DFND 7 10422 0 0 SPRINKLR INC CL A 85208T107 928 67039 SH DFND 67039 0 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 3489 3760000 SH DFND 3760000 0 0 STAG INDL INC COM 85254J102 2259 65455 SH DFND 7 65455 0 0 SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142409 705 50940 SH DFND 50940 0 0 SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142409 469 33900 SH DFND 33900 0 0 SUN CMNTYS INC COM 866674104 3015 25476 SH DFND 7 25476 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 279 350000 SH DFND 350000 0 0 3D SYS CORP DEL NOTE 11/1 88554DAD8 271 375000 SH DFND 375000 0 0 UDR INC COM 902653104 1589 44548 SH DFND 7 44548 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 3498 3750000 SH DFND 3750000 0 0 VENTAS INC COM 92276F100 2853 67728 SH DFND 7 67728 0 0 VESTA REAL ESTATE CORP ADS 92540K109 665 20222 SH DFND 7 20222 0 0 VICI PPTYS INC COM 925652109 5737 197134 SH DFND 7 197134 0 1 WELLTOWER INC COM 95040Q104 4509 55046 SH DFND 7 55046 0 2 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 737 750000 SH DFND 750000 0 3 WEYERHAEUSER CO MTN BE COM NEW 962166104 1923 62735 SH DFND 7 62735 0 4 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 3068 2575000 SH DFND 2575000 0 5 ZTO EXPRESS CAYMAN INC NOTE 1.500% 9/0 98980AAB1 898 925000 SH DFND 925000 0 6 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 2552 2125000 SH DFND 2125000 0 7 DROPBOX INC NOTE 3/0 26210CAD6 1278 1350000 SH DFND 1350000 0 8 EPR PPTYS COM SH BEN INT 26884U109 2384 57402 SH DFND 7 57402 0 9 ENPHASE ENERGY INC NOTE 3/0 29355AAK3 1634 1975000 SH DFND 1975000 0 10 ENVESTNET INC NOTE 0.750% 8/1 29404KAE6 2072 2250000 SH DFND 2250000 0 11 EQUINIX INC COM 29444U700 8353 11502 SH DFND 7 11502 0 12 EQUITY RESIDENTIAL SH BEN INT 29476L107 2999 51089 SH DFND 7 51089 0 13 ETSY INC NOTE 0.125%10/0 29786AAJ5 231 228000 SH DFND 228000 0 14 ETSY INC NOTE 0.250% 6/1 29786AAN6 2720 3600000 SH DFND 3600000 0 15 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 2595 2825000 SH DFND 2825000 0 16 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 1584 1750000 SH DFND 1750000 0 17 EXTRA SPACE STORAGE INC COM 30225T102 5516 45368 SH DFND 7 45368 0 18 FEDERAL RLTY INVT TR NEW SH BEN INT NEW 313745101 1579 17419 SH DFND 7 17419 0 19 FORD MTR CO DEL NOTE 3/1 345370CZ1 3983 4054000 SH DFND 4054000 0 20 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 329 325000 SH DFND 325000 0 21 AFFIRM HLDGS INC COM CL A 00827B106 344 16190 SH DFND 7 16190 0 22 AFFIRM HLDGS INC COM CL A 00827B106 1131 53184 SH DFND 53184 0 23 AIRBNB INC NOTE 3/1 009066AB7 1914 2175000 SH DFND 2175000 0 24 ALARM COM HLDGS INC NOTE 1/1 011642AB1 713 825000 SH DFND 825000 0 25 ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3 1407 1525000 SH DFND 1525000 0 26 ALTUS POWER INC COM CL A 02217A102 15750 3000000 SH DFND 3000000 0 27 AMERICAN TOWER CORP NEW COM 03027X100 10024 60952 SH DFND 7 60952 0 28 ASCENDIS PHARMA A/S NOTE 2.250% 4/0 04351PAD3 467 512000 SH DFND 512000 0 29 BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 279 350000 SH DFND 350000 0 30 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 2992 3100000 SH DFND 3100000 0 31 BILL HOLDINGS INC NOTE 12/0 090043AB6 1910 1900000 SH DFND 1900000 0 32 BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 1015 1025000 SH DFND 1025000 0 33 BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 2522 1510000 SH DFND 1510000 0 34 BOSTON PROPERTIES INC COM 101121101 2167 36440 SH DFND 7 36440 0 35 HOST HOTELS & RESORTS INC COM 44107P104 1803 112223 SH DFND 7 112223 0 36 INSULET CORP NOTE 0.375% 9/0 45784PAK7 848 867000 SH DFND 867000 0 37 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 2554 2800000 SH DFND 2800000 0 38 INVITATION HOMES INC COM 46187W107 3798 119859 SH DFND 7 119859 0 39 ISHARES TR IBOXX HI YD ETF 464288513 17564 238254 SH DFND 238254 0 40 ISHARES TR 10+ YR INVST GRD 464289511 116134 2463599 SH DFND 7 2463599 0 41 JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 3940 3870000 SH DFND 3870000 0 42 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 2435 3150000 SH DFND 3150000 0 43 JOHN BEAN TECHNOLOGIES CORP NOTE 0.250% 5/1 477839AB0 292 325000 SH DFND 325000 0 44 KORE GROUP HLDGS INC COMMON STOCK 50066V107 967 1598000 SH DFND 1598000 0 45 LCI INDS NOTE 1.125% 5/1 501812AB7 952 1025000 SH DFND 1025000 0 46 LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1 571 625000 SH DFND 625000 0 47 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 1813 2163000 SH DFND 2163000 0 48 LUMENTUM HLDGS INC NOTE 0.500% 6/1 55024UAF6 436 600000 SH DFND 600000 0 49 VERIS RESIDENTIAL INC COM 554489104 604 36623 SH DFND 7 36623 0 50 BRIXMOR PPTY GROUP INC COM 11120U105 1489 71657 SH DFND 7 71657 0 51 CABLE ONE INC NOTE 3/1 12685JAE5 1247 1525000 SH DFND 1525000 0 52 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 2748 3125000 SH DFND 3125000 0 53 CONCORD ACQUISITION CORP II *W EXP 99/99/999 20607U116 5 50000 SH DFND 50000 0 54 CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114 8 125000 SH DFND 125000 0 55 COUSINS PPTYS INC COM NEW 222795502 1362 66865 SH DFND 7 66865 0 56 CRACKER BARREL OLD CTRY STOR NOTE 0.625% 6/1 22410JAB2 640 775000 SH DFND 775000 0 57 CROWN CASTLE INC COM 22822V101 2642 28707 SH DFND 7 28707 0 58 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 1671 1450000 SH DFND 1450000 0 59 DATADOG INC NOTE 0.125% 6/1 23804LAB9 1643 1400000 SH DFND 1400000 0 60 DEXCOM INC NOTE 0.250%11/1 252131AK3 3841 4075000 SH DFND 4075000 0 61 DIGITAL RLTY TR INC COM 253868103 4795 39619 SH DFND 7 39619 0 62 DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8 325 425000 SH DFND 425000 0 63 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 324 428000 SH DFND 428000 0 64 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 490 200000 SH DFND 200000 0 65 POST HLDGS INC NOTE 2.500% 8/1 737446AT1 1288 1299000 SH DFND 1299000 0 66 PROLOGIS INC. COM 74340W103 9333 83173 SH DFND 7 83173 0 67 PUBLIC STORAGE COM 74460D109 2893 10978 SH DFND 7 10978 0 68 RAPID7 INC NOTE 0.250% 3/1 753422AF1 1682 1975000 SH DFND 1975000 0 69 REDFIN CORP NOTE 0.500% 4/0 75737FAE8 740 1275000 SH DFND 1275000 0 70 REGENCY CTRS CORP COM 758849103 3256 54781 SH DFND 7 54781 0 71 REXFORD INDL RLTY INC COM 76169C100 4907 99426 SH DFND 7 99426 0 72 ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4 641 325000 SH DFND 325000 0 73 RYMAN HOSPITALITY PPTYS INC COM 78377T107 1653 19845 SH DFND 7 19845 0 74 SL GREEN RLTY CORP COM 78440X887 1743 46739 SH DFND 7 46739 0 75 SEA LTD NOTE 2.375%12/0 81141RAF7 1168 1225000 SH DFND 1225000 0 76 SEA LTD NOTE 0.250% 9/1 81141RAG5 1339 1679000 SH DFND 1679000 0 77 SHAKE SHACK INC NOTE 3/0 819047AB7 334 450000 SH DFND 450000 0 78