0000950123-24-001455.txt : 20240212 0000950123-24-001455.hdr.sgml : 20240212 20240212101132 ACCESSION NUMBER: 0000950123-24-001455 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240212 DATE AS OF CHANGE: 20240212 EFFECTIVENESS DATE: 20240212 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Liberty Mutual Group Asset Management Inc. CENTRAL INDEX KEY: 0001533497 ORGANIZATION NAME: 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: 24617842 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 12-31-2023 12-31-2023 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 02-07-2024 1 113 345728 false 7 028-00169 Liberty Mutual Retirement Plan Master Trust INFORMATION TABLE 2 30134.xml INFORMATION TABLE FOR FORM 13F AFFIRM HLDGS INC COM CL A 00827B106 796 16190 SH DFND 7 16190 0 0 AFFIRM HLDGS INC COM CL A 00827B106 2613 53184 SH DFND 53184 0 0 AIRBNB INC NOTE 3/1 009066AB7 1370 1525000 SH DFND 1525000 0 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 732 825000 SH DFND 825000 0 0 ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3 1498 1525000 SH DFND 1525000 0 0 ALTUS POWER INC COM CL A 02217A102 20490 3000000 SH DFND 3000000 0 0 AMERICAN TOWER CORP NEW COM 03027X100 13039 60399 SH DFND 7 60399 0 0 AXON ENTERPRISE INC NOTE 0.500%12/1 05464CAB7 1702 1350000 SH DFND 1350000 0 0 BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 289 350000 SH DFND 350000 0 0 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 3063 3100000 SH DFND 3100000 0 0 BILL HOLDINGS INC NOTE 12/0 090043AB6 1787 1900000 SH DFND 1900000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 1053 1025000 SH DFND 1025000 0 0 BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 2468 1310000 SH DFND 1310000 0 0 BOSTON PROPERTIES INC COM 101121101 2733 38946 SH DFND 7 38946 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 615 725000 SH DFND 725000 0 0 CARETRUST REIT INC COM 14174T107 1298 58010 SH DFND 7 58010 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 2805 3125000 SH DFND 3125000 0 0 CONCORD ACQUISITION CORP II *W EXP 99/99/999 20607U116 7 50000 SH DFND 50000 0 0 CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114 13 125000 SH DFND 125000 0 0 COUSINS PPTYS INC COM NEW 222795502 1728 70972 SH DFND 7 70972 0 0 CRACKER BARREL OLD CTRY STOR NOTE 0.625% 6/1 22410JAB2 668 775000 SH DFND 775000 0 0 CROWN CASTLE INC COM 22822V101 3500 30382 SH DFND 7 30382 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 2053 1450000 SH DFND 1450000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 2248 1610000 SH DFND 1610000 0 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 4254 4075000 SH DFND 4075000 0 0 DIGITAL RLTY TR INC COM 253868103 5438 40404 SH DFND 7 40404 0 0 DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8 350 425000 SH DFND 425000 0 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 343 428000 SH DFND 428000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 1358 1350000 SH DFND 1350000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 2441 2200000 SH DFND 2200000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 707 750000 SH DFND 750000 0 0 SIMON PPTY GROUP INC NEW COM 828806109 3800 26637 SH DFND 7 26637 0 0 SITE CTRS CORP COM 82981J109 1703 124949 SH DFND 7 124949 0 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 1219 1559000 SH DFND 1559000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 1460 1605000 SH DFND 1605000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 3375 3340000 SH DFND 3340000 0 0 SPIRIT RLTY CAP INC NEW COM NEW 84860W300 782 17908 SH DFND 7 17908 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 726 825000 SH DFND 825000 0 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 2110 2160000 SH DFND 2160000 0 0 STAG INDL INC COM 85254J102 2570 65455 SH DFND 7 65455 0 0 SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142409 912 50940 SH DFND 50940 0 0 SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142409 607 33900 SH DFND 33900 0 0 SUN CMNTYS INC COM 866674104 3379 25283 SH DFND 7 25283 0 0 EPR PPTYS COM SH BEN INT 26884U109 2346 48430 SH DFND 7 48430 0 0 ENPHASE ENERGY INC NOTE 3/0 29355AAK3 1757 1975000 SH DFND 1975000 0 0 ENSIGN GROUP INC COM 29358P101 2160 19252 SH DFND 7 19252 0 0 ENVESTNET INC NOTE 2.625%12/0 29404KAG1 1060 1075000 SH DFND 1075000 0 0 EQUINIX INC COM 29444U700 9446 11728 SH DFND 7 11728 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 1120 18307 SH DFND 7 18307 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 262 228000 SH DFND 228000 0 0 ETSY INC NOTE 0.250% 6/1 29786AAN6 2882 3600000 SH DFND 3600000 0 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 1987 2125000 SH DFND 2125000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 1693 1750000 SH DFND 1750000 0 0 EXTRA SPACE STORAGE INC COM 30225T102 8221 51274 SH DFND 7 51274 0 0 FEDERAL RLTY INVT TR NEW SH BEN INT NEW 313745101 2942 28551 SH DFND 7 28551 0 0 FORD MTR CO DEL NOTE 3/1 345370CZ1 4034 4054000 SH DFND 4054000 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 356 325000 SH DFND 325000 0 0 PHYSICIANS RLTY TR COM 71943U104 2410 181036 SH DFND 7 181036 0 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 304 125000 SH DFND 125000 0 0 POST HLDGS INC NOTE 2.500% 8/1 737446AT1 1313 1299000 SH DFND 1299000 0 0 PROLOGIS INC. COM 74340W103 11087 83173 SH DFND 7 83173 0 0 PUBLIC STORAGE COM 74460D109 2804 9193 SH DFND 7 9193 0 0 RAPID7 INC NOTE 0.250% 3/1 753422AF1 1774 1975000 SH DFND 1975000 0 0 REDFIN CORP NOTE 0.500% 4/0 75737FAE8 818 1275000 SH DFND 1275000 0 0 REGENCY CTRS CORP COM 758849103 4717 70396 SH DFND 7 70396 0 0 REXFORD INDL RLTY INC COM 76169C100 6103 108779 SH DFND 7 108779 0 0 ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4 466 175000 SH DFND 175000 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 3899 35426 SH DFND 7 35426 0 0 SL GREEN RLTY CORP COM 78440X887 2111 46739 SH DFND 7 46739 0 0 SEA LTD NOTE 2.375%12/0 81141RAF7 1164 1225000 SH DFND 1225000 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 702 854000 SH DFND 854000 0 0 SHAKE SHACK INC NOTE 3/0 819047AB7 365 450000 SH DFND 450000 0 0 HEALTHPEAK PROPERTIES INC COM 42250P103 1646 83128 SH DFND 7 83128 0 0 HOST HOTELS & RESORTS INC COM 44107P104 833 42760 SH DFND 7 42760 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 1887 1642000 SH DFND 1642000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 2629 2800000 SH DFND 2800000 0 0 INVITATION HOMES INC COM 46187W107 4312 126416 SH DFND 7 126416 0 0 ISHARES TR IBOXX HI YD ETF 464288513 18438 238254 SH DFND 238254 0 0 JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 2718 2695000 SH DFND 2695000 0 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 2070 2875000 SH DFND 2875000 0 0 JOHN BEAN TECHNOLOGIES CORP NOTE 0.250% 5/1 477839AB0 293 325000 SH DFND 325000 0 0 KORE GROUP HLDGS INC COMMON STOCK 50066V107 1566 1598000 SH DFND 1598000 0 0 LCI INDS NOTE 1.125% 5/1 501812AB7 1002 1025000 SH DFND 1025000 0 0 LANTHEUS HLDGS INC NOTE 2.625%12/1 516544AB9 1037 925000 SH DFND 925000 0 0 LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1 584 625000 SH DFND 625000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 1927 2163000 SH DFND 2163000 0 0 LUMENTUM HLDGS INC NOTE 0.500% 6/1 55024UAF6 472 600000 SH DFND 600000 0 0 MARRIOTT VACATIONS WORLDWIDE NOTE 3.250%12/1 57164YAF4 1026 1160000 SH DFND 1160000 0 0 MAXEON SOLAR TECHNOLOGIES LT NOTE 6.500% 7/1 57779BAB0 160 200000 SH DFND 200000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 656 600000 SH DFND 600000 0 0 MID-AMER APT CMNTYS INC COM 59522J103 1507 11209 SH DFND 7 11209 0 0 MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 2655 2180000 SH DFND 2180000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 2192 1110000 SH DFND 1110000 0 0 NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8 1769 1500000 SH DFND 1500000 0 0 OKTA INC NOTE 0.375% 6/1 679295AF2 729 825000 SH DFND 825000 0 0 ON SEMICONDUCTOR CORP NOTE 5/0 682189AS4 1038 635000 SH DFND 635000 0 0 OPENDOOR TECHNOLOGIES INC COM 683712103 47 10428 SH DFND 7 10428 0 0 OPENDOOR TECHNOLOGIES INC COM 683712103 140 31283 SH DFND 31283 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 593 200000 SH DFND 200000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1403 1575000 SH DFND 1575000 0 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 323 350000 SH DFND 350000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 288 350000 SH DFND 350000 0 0 3D SYS CORP DEL NOTE 11/1 88554DAD8 285 375000 SH DFND 375000 0 0 UDR INC COM 902653104 3885 101455 SH DFND 7 101455 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 2085 2050000 SH DFND 2050000 0 0 UIPATH INC CL A 90364P105 84 3398 SH DFND 7 3398 0 0 UIPATH INC CL A 90364P105 135 5439 SH DFND 5439 0 0 UNITY SOFTWARE INC NOTE 11/1 91332UAB7 690 830000 SH DFND 830000 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 72339 890000 SH DFND 7 890000 0 0 VESTA REAL ESTATE CORP ADS 92540K109 1465 36971 SH DFND 7 36971 0 0 VICI PPTYS INC COM 925652109 6637 208176 SH DFND 7 208176 0 0 WELLTOWER INC COM 95040Q104 5747 63733 SH DFND 7 63733 0 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 2181 62735 SH DFND 7 62735 0 0 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 3510 2575000 SH DFND 2575000 0 0 ZTO EXPRESS CAYMAN INC NOTE 1.500% 9/0 98980AAB1 883 925000 SH DFND 925000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 3220 2125000 SH DFND 2125000 0 0 CRESCENT ENERGY COMPANY CL A COM 44952J104 241 18262 SH DFND 18262 0 0