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
Chief Compliance Officer, Investments
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