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Liberty Mutual Group Asset Management

Filed: 16 May 22, 5:19pm

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
10X GENOMICS INCCL A COM88025U1092493,276SH DFND73,27600
10X GENOMICS INCCL A COM88025U1092,51233,025SH DFND533,02500
10X GENOMICS INCCL A COM88025U1096428,439SH DFND 8,43900
ACROPOLIS INFRASTRUCTURE ACQCL A0050291034,855500,000SH DFND 500,00000
ACROPOLIS INFRASTRUCTURE ACQ*W EXP 03/30/20200502911179166,666SH DFND 166,66600
AFFIRM HLDGS INCCOM CL A00827B10696220,780SH DFND720,78000
AFFIRM HLDGS INCCOM CL A00827B1063,33672,074SH DFND 72,07400
AGREE RLTY CORPCOM00849210083312,559SH DFND712,55900
AIRBNB INCCOM CL A0090661018544,970SH DFND74,97000
AIRBNB INCCOM CL A0090661013,26319,000SH DFND519,00000
AIRBNB INCCOM CL A0090661012,23813,029SH DFND 13,02900
AIRBNB INCNOTE 3/1009066AB74,9785,150,000SH DFND25,150,00000
ALARM COM HLDGS INCNOTE 1/1011642AB1697825,000SH DFND2825,00000
ALEXANDRIA REAL ESTATE EQ INCOM0152711093,68218,294SH DFND718,29400
ALTUS POWER INCCOM CL A02217A10222,2903,000,000SH DFND33,000,00000
AMERICAN TOWER CORP NEWCOM03027X10014,36657,186SH DFND757,18600
AMPLITUDE INCCOM CL A03213A1041,45879,114SH DFND579,11400
ANTERO MIDSTREAM CORPCOM03676B10235132,312SH DFND332,31200
ASCENDIS PHARMA A/SSPONSORED ADR04351P1012,91024,795SH DFND524,79500
AVALONBAY CMNTYS INCCOM0534841017,44929,991SH DFND729,99100
AVAYA HLDGS CORPNOTE 2.250% 6/105351XAB76,2136,415,000SH DFND36,415,00000
AVAYA HLDGS CORPNOTE 2.250% 6/105351XAB73,5933,710,000SH DFND63,710,00000
AVAYA HLDGS CORPNOTE 2.250% 6/105351XAB72,0532,120,000SH DFND52,120,00000
AVAYA HLDGS CORPNOTE 2.250% 6/105351XAB7387400,000SH DFND 400,00000
BANDWIDTH INCNOTE 0.250% 3/005988JAB9267350,000SH DFND2350,00000
BENTLEY SYS INCNOTE 0.125% 1/108265TAB52,8552,900,000SH DFND22,900,00000
BLOCK INCNOTE 0.250%11/0852234AK93,6234,000,000SH DFND24,000,00000
BLUE OWL CAPITAL INCCOM CL A09581B10314,9651,180,169SH DFND31,180,16900
BLUE OWL CAPITAL INCCOM CL A09581B1033,741295,042SH DFND2295,04200
BLUE OWL CAPITAL INCCOM CL A09581B1033,741295,042SH DFND9295,04200
BLUE OWL CAPITAL INCCOM CL A09581B1033,741295,042SH DFND6295,04200
BLUE OWL CAPITAL INCCOM CL A09581B1032,993236,034SH DFND4236,03400
BLUE OWL CAPITAL INCCOM CL A09581B1038,230649,092SH DFND5649,09200
BOOKING HOLDINGS INCNOTE 0.750% 5/009857LAN8758525,000SH DFND2525,00000
BOSTON PROPERTIES INCCOM1011211015,46942,458SH DFND742,45800
BROOKDALE SR LIVING INCCOM1124631041,193169,165SH DFND7169,16500
CABLE ONE INCNOTE 3/112685JAE52,0732,375,000SH DFND22,375,00000
CARNIVAL CORPNOTE 5.750% 4/0143658BE16,2652,994,000SH DFND32,994,00000
CARNIVAL CORPNOTE 5.750% 4/0143658BE13,2891,572,000SH DFND61,572,00000
CARNIVAL CORPNOTE 5.750% 4/0143658BE12,8251,350,000SH DFND41,350,00000
CARNIVAL CORPNOTE 5.750% 4/0143658BE11,808864,000SH DFND5864,00000
CERIDIAN HCM HLDG INCNOTE 0.250% 3/115677JAD02,5292,900,000SH DFND22,900,00000
CLOUDFLARE INCCL A COM18915M1073,35328,010SH DFND528,01000
COINBASE GLOBAL INCCOM CL A19260Q1072,76814,580SH DFND514,58000
COMMUNITY HEALTHCARE TR INCCOM20369C1061,26930,056SH DFND730,05600
CONCORD ACQUISITION CORP IICOM CL A20607U1081,452150,000SH DFND 150,00000
CONCORD ACQUISITION CORP II*W EXP 99/99/99920607U1163050,000SH DFND 50,00000
CONCORD ACQUISITION CORP IIICOM CL A20607V1062,485250,000SH DFND 250,00000
CONCORD ACQUISITION CORP III*W EXP 99/99/99920607V11449125,000SH DFND 125,00000
CONFLUENT INCCLASS A COM20717M1031,78343,490SH DFND543,49000
COUSINS PPTYS INCCOM NEW2227955023,93597,666SH DFND797,66600
CROWDSTRIKE HLDGS INCCL A22788C105211929SH DFND792900
CROWDSTRIKE HLDGS INCCL A22788C1053,80916,775SH DFND516,77500
CROWDSTRIKE HLDGS INCCL A22788C1058443,717SH DFND 3,71700
CROWN CASTLE INTL CORP NEWCOM22822V1018,28244,863SH DFND744,86300
DADA NEXUS LTDADS23344D108545,878SH DFND75,87800
DADA NEXUS LTDADS23344D10810711,756SH DFND 11,75600
DATADOG INCCL A COM23804L10312,03979,484SH DFND779,48400
DATADOG INCCL A COM23804L1032,97619,650SH DFND519,65000
DATADOG INCCL A COM23804L10331,515208,064SH DFND 208,06400
DEXCOM INCNOTE 0.250%11/1252131AK34,2533,725,000SH DFND23,725,00000
DIGITAL RLTY TR INCCOM2538681034,97835,109SH DFND735,10900
DISH NETWORK CORPORATIONNOTE 3.375% 8/125470MAB51,2591,400,000SH DFND31,400,00000
DISH NETWORK CORPORATIONNOTE 3.375% 8/125470MAB53,9354,375,000SH DFND24,375,00000
DISH NETWORK CORPORATIONNOTE 3.375% 8/125470MAB51,1511,280,000SH DFND61,280,00000
DISH NETWORK CORPORATIONNOTE 3.375% 8/125470MAB51,5971,775,000SH DFND51,775,00000
DOORDASH INCCL A25809K1053,59130,640SH DFND530,64000
DRAFTKINGS INCNOTE 3/126142RAB01,0521,478,000SH DFND21,478,00000
DUN & BRADSTREET HLDGS INCCOM26484T1062,694153,770SH DFND5153,77000
ENPHASE ENERGY INCNOTE 3/029355AAK32,9092,800,000SH DFND22,800,00000
EPR PPTYSCOM SH BEN INT26884U1094,58683,815SH DFND783,81500
EQUINIX INCCOM29444U70013,01617,551SH DFND717,55100
ETSY INCNOTE 0.125%10/029786AAJ5326203,000SH DFND2203,00000
EURONET WORLDWIDE INCNOTE 0.750% 3/1298736AL33,1432,825,000SH DFND22,825,00000
EXACT SCIENCES CORPNOTE 0.375% 3/130063PAB11,3201,400,000SH DFND21,400,00000
EXTRA SPACE STORAGE INCCOM30225T1029,10244,270SH DFND744,27000
FEDERAL RLTY INVT TR NEWSH BEN INT NEW3137451012,11117,292SH DFND717,29200
FORD MTR CO DELNOTE 3/1345370CZ15,2664,404,000SH DFND24,404,00000
FRESHWORKS INCCLASS A COM3580541042,435135,870SH DFND5135,87000
FTI CONSULTING INCNOTE 2.000% 8/1302941AP4397250,000SH DFND2250,00000
FULL TRUCK ALLIANCE CO LTDSPONSORED ADS35969L1082,408361,011SH DFND5361,01100
GUIDEWIRE SOFTWARE INCNOTE 1.250% 3/140171VAA8340325,000SH DFND2325,00000
HANNON ARMSTRONG SUST INFR CNOTE 8/141068XAD2329300,000SH DFND2300,00000
HILTON GRAND VACATIONS INCCOM43283X1053,23362,157SH DFND762,15700
HOST HOTELS & RESORTS INCCOM44107P1043,096159,321SH DFND7159,32100
HUDSON PAC PPTYS INCCOM4440971091,17442,293SH DFND742,29300
ILLUMINA INCNOTE 8/1452327AK5710650,000SH DFND2650,00000
INSULET CORPNOTE 0.375% 9/045784PAK72,9782,247,000SH DFND22,247,00000
INTEGRA LIFESCIENCES HLDGS CNOTE 0.500% 8/1457985AM12,9382,800,000SH DFND22,800,00000
INVITATION HOMES INCCOM46187W1075,833145,164SH DFND7145,16400
ISHARES INCMSCI CDA ETF46428650931,049772,178SH DFND3772,17800
ISHARES INCMSCI CDA ETF4642865098,183203,511SH DFND2203,51100
ISHARES INCMSCI CDA ETF4642865097,296181,450SH DFND9181,45000
ISHARES INCMSCI CDA ETF4642865092,56663,821SH DFND663,82100
ISHARES INCMSCI CDA ETF4642865092,56663,821SH DFND463,82100
ISHARES INCMSCI CDA ETF4642865092,03850,685SH DFND550,68500
ISHARES INCMSCI CDA ETF46428650919,249478,700SH DFND10478,70000
ISHARES INCMSCI JPN ETF NEW46434G8227,431120,620SH DFND 120,62000
ISHARES INCMSCI JPN ETF NEW46434G8227,054114,500SH DFND10114,50000
ISHARES TRCORE US AGGBD ET4642872261,86917,450SH DFND 17,45000
ISHARES TRMSCI EMG MKT ETF464287234108,2762,398,137SH DFND32,398,13700
ISHARES TRMSCI EMG MKT ETF46428723426,249581,363SH DFND2581,36300
ISHARES TRMSCI EMG MKT ETF46428723429,045643,292SH DFND9643,29200
ISHARES TRMSCI EMG MKT ETF4642872349,761216,196SH DFND6216,19600
ISHARES TRMSCI EMG MKT ETF4642872349,761216,196SH DFND4216,19600
ISHARES TRMSCI EMG MKT ETF46428723410,547233,596SH DFND5233,59600
ISHARES TRIBOXX INV CP ETF4642872421,90215,726SH DFND 15,72600
ISHARES TRMSCI EAFE ETF464287465257,3253,496,260SH DFND33,496,26000
ISHARES TRMSCI EAFE ETF46428746548,022652,469SH DFND2652,46900
ISHARES TRMSCI EAFE ETF46428746554,125735,394SH DFND9735,39400
ISHARES TRMSCI EAFE ETF46428746520,476278,204SH DFND6278,20400
ISHARES TRMSCI EAFE ETF46428746520,284275,604SH DFND4275,60400
ISHARES TRMSCI EAFE ETF46428746528,547387,871SH DFND5387,87100
ISHARES TRIBOXX HI YD ETF464288513180,9792,199,279SH DFND52,199,27900
ISHARES TRIBOXX HI YD ETF46428851317,595213,818SH DFND 213,81800
ISHARES TRIBOXX HI YD ETF4642885132,01124,436SH DFND 24,43600
ISHARES TRMBS ETF4642885882,21021,695SH DFND 21,69500
ISHARES TR0-5YR INVT GR CP46434V1001,68834,203SH DFND 34,20300
JAZZ INVESTMENTS I LTDNOTE 2.000% 6/1472145AF85,0324,150,000SH DFND24,150,00000
KORE GROUP HOLDINGS INCCOMMON STOCK50066V1079,5881,598,000SH DFND 1,598,00000
LCI INDSNOTE 1.125% 5/1501812AB79371,025,000SH DFND21,025,00000
LIVONGO HEALTH INCNOTE 0.875% 6/0539183AA1629625,000SH DFND2625,00000
LUMENTUM HLDGS INCNOTE 0.500%12/155024UAD12,5072,163,000SH DFND22,163,00000
MAXEON SOLAR TECHNOLOGIES LTNOTE 6.500% 7/157779BAB0302275,000SH DFND2275,00000
MEDICAL PPTYS TRUST INCCOM58463J3045,159244,025SH DFND7244,02500
MICROCHIP TECHNOLOGY INC.NOTE 0.125%11/1595017AU8681600,000SH DFND2600,00000
MID-AMER APT CMNTYS INCCOM59522J1038,19939,147SH DFND739,14700
MIDDLEBY CORPNOTE 1.000% 9/0596278AB7688500,000SH DFND2500,00000
MONDAY COM LTDSHSM7S64H1062,41915,305SH DFND515,30500
NATERA INCCOM6323071041,74442,870SH DFND542,87000
NCINO INCCOM63947X1012,73266,670SH DFND566,67000
NU HLDGS LTDORD SHS CL AG6683N1032,981386,100SH DFND5386,10000
NUVASIVE INCNOTE 0.375% 3/1670704AJ4385400,000SH DFND2400,00000
OKTA INCNOTE 0.125% 9/0679295AD7708660,000SH DFND2660,00000
OKTA INCNOTE 0.375% 6/1679295AF21,7551,800,000SH DFND21,800,00000
OPENDOOR TECHNOLOGIES INCCOM6837121039010,428SH DFND710,42800
OPENDOOR TECHNOLOGIES INCCOM68371210327131,283SH DFND 31,28300
OUTFRONT MEDIA INCCOM69007J1067,486263,318SH DFND7263,31800
PAGERDUTY INCCOM69553P1003,16092,420SH DFND592,42000
PALO ALTO NETWORKS INCNOTE 0.375% 6/0697435AF2421200,000SH DFND2200,00000
PEBBLEBROOK HOTEL TRNOTE 1.750%12/170509VAA83,8413,350,000SH DFND23,350,00000
PEGASYSTEMS INCNOTE 0.750% 3/0705573AB91,7851,900,000SH DFND21,900,00000
PIONEER NAT RES CONOTE 0.250% 5/1723787AP2475200,000SH DFND2200,00000
POTLATCHDELTIC CORPORATIONCOM7376301033,77071,502SH DFND771,50200
PROLOGIS INC.COM74340W10321,070130,478SH DFND7130,47800
PUBLIC STORAGECOM74460D1094,60411,796SH DFND711,79600
RADIUS GLOBAL INFRASTRCTRE ICOM CL A7504811032,298160,923SH DFND7160,92300
RAPID7 INCNOTE 0.250% 3/1753422AF12,6412,100,000SH DFND22,100,00000
REALTY INCOME CORPCOM7561091041,75325,290SH DFND725,29000
REGENCY CTRS CORPCOM7588491032,61836,692SH DFND736,69200
REXFORD INDL RLTY INCCOM76169C1008,455113,348SH DFND7113,34800
RILEY EXPLORATION PERMIAN INCOM76665T10234113,599SH DFND313,59900
RINGCENTRAL INCNOTE 3/076680RAF43,4563,975,000SH DFND23,975,00000
ROBLOX CORPCL A7710491034,35794,220SH DFND794,22000
ROBLOX CORPCL A7710491032,20047,575SH DFND547,57500
ROBLOX CORPCL A77104910310,173220,014SH DFND 220,01400
ROYAL CARIBBEAN GROUPNOTE 2.875%11/1780153BF81,5561,287,000SH DFND31,287,00000
ROYAL CARIBBEAN GROUPNOTE 2.875%11/1780153BF83,4462,850,000SH DFND22,850,00000
ROYAL CARIBBEAN GROUPNOTE 2.875%11/1780153BF81,4361,188,000SH DFND51,188,00000
RXR ACQUISITION CORPCLASS A COM74981W1074,870500,000SH DFND 500,00000
RXR ACQUISITION CORP*W EXP 03/08/20274981W11545100,000SH DFND 100,00000
SALESFORCE COM INCCOM79466L3022,93513,825SH DFND513,82500
SEA LTDNOTE 0.250% 9/181141RAG52,8363,554,000SH DFND23,554,00000
SENTINELONE INCCL A81730H109932,393SH DFND72,39300
SENTINELONE INCCL A81730H1093719,575SH DFND 9,57500
SHAKE SHACK INCNOTE 3/0819047AB7361450,000SH DFND2450,00000
SHIFT4 PMTS INCNOTE 12/182452JAB52,2772,175,000SH DFND22,175,00000
SHOPIFY INCNOTE 0.125%11/082509LAA51,7711,875,000SH DFND21,875,00000
SIMON PPTY GROUP INC NEWCOM8288061096,29047,813SH DFND747,81300
SL GREEN RLTY CORPCOM78440X8873,00637,023SH DFND737,02300
SNOWFLAKE INCCL A8334451092,34410,230SH DFND510,23000
SOLAREDGE TECHNOLOGIES INCNOTE 9/183417MAD6708520,000SH DFND2520,00000
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG2733540,000SH DFND2540,00000
SPDR S&P 500 ETF TRTR UNIT78462F103194,447430,536SH DFND3430,53600
SPDR S&P 500 ETF TRTR UNIT78462F103156,063345,547SH DFND2345,54700
SPDR S&P 500 ETF TRTR UNIT78462F103160,694355,800SH DFND9355,80000
SPDR S&P 500 ETF TRTR UNIT78462F103131,938292,130SH DFND6292,13000
SPDR S&P 500 ETF TRTR UNIT78462F10377,929172,547SH DFND4172,54700
SPDR S&P 500 ETF TRTR UNIT78462F103245,644543,893SH DFND5543,89300
SPDR S&P 500 ETF TRTR UNIT78462F1031,0752,380SH DFND 2,38000
SPDR S&P 500 ETF TRTR UNIT78462F10359,165131,000SH DFND 131,00000
SPDR S&P 500 ETF TRTR UNIT78462F10353,294118,000SH DFND 118,00000
SPDR S&P 500 ETF TRTR UNIT78462F103262,764581,800SH DFND10581,80000
SPDR SER TRPORTFOLIO INTRMD78464A37574121,710SH DFND 21,71000
SPDR SER TRPORTFOLIO AGRGTE78464A6492,14577,200SH DFND 77,20000
SPIRIT RLTY CAP INC NEWCOM NEW84860W3003,43974,735SH DFND774,73500
SPLUNK INCNOTE 1.125% 6/1848637AF15,3005,550,000SH DFND25,550,00000
SPOTIFY USA INCNOTE 3/184921RAB6703825,000SH DFND2825,00000
STAG INDL INCCOM85254J1022,15352,063SH DFND752,06300
SUMMIT MIDSTREAM PARTNERS LPCOM UNIT LTD86614240975850,940SH DFND350,94000
SUMMIT MIDSTREAM PARTNERS LPCOM UNIT LTD86614240950433,900SH DFND633,90000
SUMMIT MIDSTREAM PARTNERS LPCOM UNIT LTD86614240930820,700SH DFND 20,70000
SUN CMNTYS INCCOM8666741047,18841,008SH DFND741,00800
TELADOC HEALTH INCNOTE 1.250% 6/087918AAF21,3921,650,000SH DFND21,650,00000
TWILIO INCCL A90138F1022,52515,320SH DFND515,32000
TWITTER INCNOTE 0.250% 6/190184LAF93,4343,375,000SH DFND23,375,00000
UBER TECHNOLOGIES INCNOTE 12/190353TAJ94,2074,700,000SH DFND24,700,00000
UDR INCCOM9026531047,404129,063SH DFND7129,06300
UIPATH INCCL A90364P1051,82784,602SH DFND584,60200
UNITY SOFTWARE INCCOM91332U1012,81628,380SH DFND528,38000
VENTAS INCCOM92276F1004,67075,613SH DFND775,61300
VICI PPTYS INCCOM9256521096,493228,147SH DFND7228,14700
VMG CONSUMER ACQUISITION CORCLASS A COM91842V1024,955500,000SH DFND 500,00000
VMG CONSUMER ACQUISITION COR*W EXP 11/03/20291842V110120250,000SH DFND 250,00000
WELLTOWER INCCOM95040Q1047,21375,029SH DFND775,02900
WESTERN DIGITAL CORP.NOTE 1.500% 2/0958102AP0724750,000SH DFND2750,00000
WORKDAY INCNOTE 0.250%10/098138HAF8328200,000SH DFND2200,00000
ZOOMINFO TECHNOLOGIES INCCOM CL A98980F1043,42757,370SH DFND557,37000
ZYNGA INCNOTE 0.250% 6/098986TAB42,5222,075,000SH DFND22,075,00000