Form 13F-HR Liberty Mutual Group For: Jun 30
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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 COVER PAGE
|
OMB APPROVAL |
OMB Number: |
3235-0006 |
Expires: |
July 31, 2015 |
Estimated average burden |
hours per response: |
23.8 |
|
|
Report for the Calendar Year or Quarter Ended: |
06-30-2022 |
Check here if Amendment |
|
Amendment Number: |
|
This Amendment (Check only one.): |
|
is a restatement. |
|
|
adds new holdings entries. |
Institutional Investment Manager Filing
this Report: |
Name: |
Liberty Mutual Group Asset Management Inc. |
Address: |
175 Berkeley Street |
|
|
|
Boston
,
MA02116
|
Form 13F File Number: |
028-14589 |
The institutional investment manager filing this report and
the person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all information
contained herein is true, correct and complete, and that it is
understood that all required items, statements, schedules, lists, and
tables, are considered integral parts of this form.
Person Signing this Report on Behalf of
Reporting Manager: |
Name: |
Scott D. Fitzhenry |
Title: |
Chief Compliance Officer, Investments |
Phone: |
617-357-9500 |
Signature, Place, and Date of Signing: |
/s/ Scott D. Fitzhenry |
Boston
,
MA
|
08-09-2022 |
[Signature] |
[City, State] |
[Date] |
|
Report Type (Check only one.): |
X |
13F HOLDINGS REPORT. (Check here if all holdings of
this reporting manager are reported in this report.) |
|
13F NOTICE. (Check here if no holdings reported are in
this report, and all holdings are reported by other reporting
manager(s).) |
|
13F COMBINATION REPORT. (Check here if a portion of
the holdings for this reporting manager are reported in this
report and a portion are reported by other reporting manager(s).) |
Form 13F Summary Page |
|
Report Summary: |
|
Number of Other Included
Managers: |
3 |
|
|
|
Form 13F Information Table Entry Total: |
129 |
|
Form 13F Information Table Value Total: |
667,829 |
|
(thousands) |
|
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
|
|
|
Form 13F File Number |
Name |
|
028-14033 |
Liberty Mutual Fire Insurance Co |
|
028-00033 |
Liberty Mutual Insurance Co |
|
028-00169 |
Liberty Mutual Retirement Plan Master Trust |
List of Other Included
Managers: |
Provide a numbered list of the name(s) and Form 13F file number(s)
of all institutional investment managers with respect to which this
report is filed, other than the
manager filing this report.
|
[If there are no entries in this list, state “NONE” and omit the
column headings and list entries.]
|
|
No. |
Form 13F File Number |
Name |
|
2 |
028-14033 |
Liberty Mutual Fire Insurance Co |
|
3 |
028-00033 |
Liberty Mutual Insurance Co |
|
7 |
028-00169 |
Liberty Mutual Retirement Plan Master Trust |
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: |
July 31, 2015 |
Estimated average
burden |
hours per response:
|
23.8 |
|
|
COLUMN 1 |
COLUMN 2 |
COLUMN 3 |
COLUMN 4 |
COLUMN 5 |
COLUMN 6 |
COLUMN 7 |
COLUMN 8 |
|
|
|
VALUE |
SHRS OR |
SH/ |
PUT/ |
INVESTMENT |
OTHER |
VOTING AUTHORITY |
NAME OF ISSUER |
TITLE OF CLASS |
CUSIP |
(x$1000) |
PRN AMT |
PRN |
CALL |
DISCRETION |
MANAGER |
SOLE |
SHARED |
NONE |
ACROPOLIS INFRASTRUCTURE ACQ |
CL A |
005029103 |
4,835 |
500,000 |
SH |
|
DFND |
|
500,000 |
0 |
0 |
ACROPOLIS INFRASTRUCTURE ACQ |
*W EXP 03/30/202 |
005029111 |
33 |
166,666 |
SH |
|
DFND |
|
166,666 |
0 |
0 |
ADVANCED DRAIN SYS INC DEL |
COM |
00790R104 |
322 |
3,575 |
SH |
|
DFND |
|
3,575 |
0 |
0 |
AFFIRM HLDGS INC |
COM CL A |
00827B106 |
375 |
20,780 |
SH |
|
DFND |
7 |
20,780 |
0 |
0 |
AFFIRM HLDGS INC |
COM CL A |
00827B106 |
1,302 |
72,074 |
SH |
|
DFND |
|
72,074 |
0 |
0 |
AGREE RLTY CORP |
COM |
008492100 |
2,422 |
33,583 |
SH |
|
DFND |
7 |
33,583 |
0 |
0 |
AIRBNB INC |
NOTE 3/1 |
009066AB7 |
4,280 |
5,150,000 |
SH |
|
DFND |
2 |
5,150,000 |
0 |
0 |
ALARM COM HLDGS INC |
NOTE 1/1 |
011642AB1 |
674 |
825,000 |
SH |
|
DFND |
2 |
825,000 |
0 |
0 |
ALEXANDRIA REAL ESTATE EQ IN |
COM |
015271109 |
3,058 |
21,082 |
SH |
|
DFND |
7 |
21,082 |
0 |
0 |
ALTUS POWER INC |
COM CL A |
02217A102 |
18,930 |
3,000,000 |
SH |
|
DFND |
3 |
3,000,000 |
0 |
0 |
AMERICAN TOWER CORP NEW |
COM |
03027X100 |
18,805 |
73,574 |
SH |
|
DFND |
7 |
73,574 |
0 |
0 |
AVALONBAY CMNTYS INC |
COM |
053484101 |
5,792 |
29,817 |
SH |
|
DFND |
7 |
29,817 |
0 |
0 |
AVAYA HLDGS CORP |
NOTE 2.250% 6/1 |
05351XAB7 |
6,181 |
6,415,000 |
SH |
|
DFND |
3 |
6,415,000 |
0 |
0 |
AVAYA HLDGS CORP |
NOTE 2.250% 6/1 |
05351XAB7 |
3,575 |
3,710,000 |
SH |
|
DFND |
|
3,710,000 |
0 |
0 |
AVAYA HLDGS CORP |
NOTE 2.250% 6/1 |
05351XAB7 |
2,043 |
2,120,000 |
SH |
|
DFND |
|
2,120,000 |
0 |
0 |
AVAYA HLDGS CORP |
NOTE 2.250% 6/1 |
05351XAB7 |
385 |
400,000 |
SH |
|
DFND |
|
400,000 |
0 |
0 |
BANDWIDTH INC |
NOTE 0.250% 3/0 |
05988JAB9 |
241 |
350,000 |
SH |
|
DFND |
2 |
350,000 |
0 |
0 |
BENTLEY SYS INC |
NOTE 0.125% 1/1 |
08265TAB5 |
2,498 |
2,900,000 |
SH |
|
DFND |
2 |
2,900,000 |
0 |
0 |
BLUE OWL CAPITAL INC |
COM CL A |
09581B103 |
11,837 |
1,180,169 |
SH |
|
DFND |
3 |
1,180,169 |
0 |
0 |
BLUE OWL CAPITAL INC |
COM CL A |
09581B103 |
2,959 |
295,042 |
SH |
|
DFND |
2 |
295,042 |
0 |
0 |
BLUE OWL CAPITAL INC |
COM CL A |
09581B103 |
2,959 |
295,042 |
SH |
|
DFND |
|
295,042 |
0 |
0 |
BLUE OWL CAPITAL INC |
COM CL A |
09581B103 |
2,959 |
295,042 |
SH |
|
DFND |
|
295,042 |
0 |
0 |
BLUE OWL CAPITAL INC |
COM CL A |
09581B103 |
2,367 |
236,034 |
SH |
|
DFND |
|
236,034 |
0 |
0 |
BLUE OWL CAPITAL INC |
COM CL A |
09581B103 |
6,510 |
649,092 |
SH |
|
DFND |
|
649,092 |
0 |
0 |
BOOKING HOLDINGS INC |
NOTE 0.750% 5/0 |
09857LAN8 |
629 |
525,000 |
SH |
|
DFND |
2 |
525,000 |
0 |
0 |
BOSTON PROPERTIES INC |
COM |
101121101 |
3,571 |
40,130 |
SH |
|
DFND |
7 |
40,130 |
0 |
0 |
BRAZE INC |
COM CL A |
10576N102 |
826 |
22,797 |
SH |
|
DFND |
|
22,797 |
0 |
0 |
BROOKDALE SR LIVING INC |
COM |
112463104 |
829 |
182,660 |
SH |
|
DFND |
7 |
182,660 |
0 |
0 |
CABLE ONE INC |
NOTE 3/1 |
12685JAE5 |
1,957 |
2,375,000 |
SH |
|
DFND |
2 |
2,375,000 |
0 |
0 |
CARNIVAL CORP |
NOTE 5.750% 4/0 |
143658BE1 |
3,334 |
2,994,000 |
SH |
|
DFND |
3 |
2,994,000 |
0 |
0 |
CARNIVAL CORP |
NOTE 5.750% 4/0 |
143658BE1 |
1,750 |
1,572,000 |
SH |
|
DFND |
|
1,572,000 |
0 |
0 |
CARNIVAL CORP |
NOTE 5.750% 4/0 |
143658BE1 |
1,503 |
1,350,000 |
SH |
|
DFND |
|
1,350,000 |
0 |
0 |
CARNIVAL CORP |
NOTE 5.750% 4/0 |
143658BE1 |
962 |
864,000 |
SH |
|
DFND |
|
864,000 |
0 |
0 |
CERIDIAN HCM HLDG INC |
NOTE 0.250% 3/1 |
15677JAD0 |
2,287 |
2,900,000 |
SH |
|
DFND |
2 |
2,900,000 |
0 |
0 |
COMMUNITY HEALTHCARE TR INC |
COM |
20369C106 |
1,088 |
30,056 |
SH |
|
DFND |
7 |
30,056 |
0 |
0 |
CONCORD ACQUISITION CORP II |
COM CL A |
20607U108 |
1,448 |
150,000 |
SH |
|
DFND |
|
150,000 |
0 |
0 |
CONCORD ACQUISITION CORP II |
*W EXP 99/99/999 |
20607U116 |
11 |
50,000 |
SH |
|
DFND |
|
50,000 |
0 |
0 |
CONCORD ACQUISITION CORP III |
COM CL A |
20607V106 |
2,485 |
250,000 |
SH |
|
DFND |
|
250,000 |
0 |
0 |
CONCORD ACQUISITION CORP III |
*W EXP 99/99/999 |
20607V114 |
27 |
125,000 |
SH |
|
DFND |
|
125,000 |
0 |
0 |
COUSINS PPTYS INC |
COM NEW |
222795502 |
3,088 |
105,633 |
SH |
|
DFND |
7 |
105,633 |
0 |
0 |
CRACKER BARREL OLD CTRY STOR |
NOTE 0.625% 6/1 |
22410JAB2 |
632 |
775,000 |
SH |
|
DFND |
2 |
775,000 |
0 |
0 |
CROWN CASTLE INTL CORP NEW |
COM |
22822V101 |
7,422 |
44,078 |
SH |
|
DFND |
7 |
44,078 |
0 |
0 |
CYBERARK SOFTWARE LTD |
NOTE 11/1 |
23248VAB1 |
1,214 |
1,150,000 |
SH |
|
DFND |
2 |
1,150,000 |
0 |
0 |
DATADOG INC |
CL A COM |
23804L103 |
1,732 |
18,181 |
SH |
|
DFND |
7 |
18,181 |
0 |
0 |
DATADOG INC |
CL A COM |
23804L103 |
3,613 |
37,936 |
SH |
|
DFND |
|
37,936 |
0 |
0 |
DEXCOM INC |
NOTE 0.250%11/1 |
252131AK3 |
3,729 |
4,075,000 |
SH |
|
DFND |
2 |
4,075,000 |
0 |
0 |
DIGITAL RLTY TR INC |
COM |
253868103 |
2,646 |
20,380 |
SH |
|
DFND |
7 |
20,380 |
0 |
0 |
DISH NETWORK CORPORATION |
NOTE 3.375% 8/1 |
25470MAB5 |
946 |
1,400,000 |
SH |
|
DFND |
3 |
1,400,000 |
0 |
0 |
DISH NETWORK CORPORATION |
NOTE 3.375% 8/1 |
25470MAB5 |
2,955 |
4,375,000 |
SH |
|
DFND |
2 |
4,375,000 |
0 |
0 |
DISH NETWORK CORPORATION |
NOTE 3.375% 8/1 |
25470MAB5 |
865 |
1,280,000 |
SH |
|
DFND |
|
1,280,000 |
0 |
0 |
DISH NETWORK CORPORATION |
NOTE 3.375% 8/1 |
25470MAB5 |
1,199 |
1,775,000 |
SH |
|
DFND |
|
1,775,000 |
0 |
0 |
DRAFTKINGS INC NEW |
NOTE 3/1 |
26142RAB0 |
890 |
1,478,000 |
SH |
|
DFND |
2 |
1,478,000 |
0 |
0 |
DROPBOX INC |
NOTE 3/0 |
26210CAD6 |
1,180 |
1,350,000 |
SH |
|
DFND |
2 |
1,350,000 |
0 |
0 |
EPR PPTYS |
COM SH BEN INT |
26884U109 |
3,741 |
79,720 |
SH |
|
DFND |
7 |
79,720 |
0 |
0 |
ENPHASE ENERGY INC |
NOTE 3/0 |
29355AAK3 |
2,779 |
2,800,000 |
SH |
|
DFND |
2 |
2,800,000 |
0 |
0 |
ENVESTNET INC |
NOTE 0.750% 8/1 |
29404KAE6 |
2,545 |
3,000,000 |
SH |
|
DFND |
2 |
3,000,000 |
0 |
0 |
EQUINIX INC |
COM |
29444U700 |
10,387 |
15,809 |
SH |
|
DFND |
7 |
15,809 |
0 |
0 |
ETSY INC |
NOTE 0.125%10/0 |
29786AAJ5 |
229 |
203,000 |
SH |
|
DFND |
2 |
203,000 |
0 |
0 |
ETSY INC |
NOTE 0.250% 6/1 |
29786AAN6 |
2,613 |
3,600,000 |
SH |
|
DFND |
2 |
3,600,000 |
0 |
0 |
EURONET WORLDWIDE INC |
NOTE 0.750% 3/1 |
298736AL3 |
2,857 |
2,825,000 |
SH |
|
DFND |
2 |
2,825,000 |
0 |
0 |
EXACT SCIENCES CORP |
NOTE 0.375% 3/1 |
30063PAB1 |
1,020 |
1,400,000 |
SH |
|
DFND |
2 |
1,400,000 |
0 |
0 |
EXTRA SPACE STORAGE INC |
COM |
30225T102 |
7,531 |
44,270 |
SH |
|
DFND |
7 |
44,270 |
0 |
0 |
FTI CONSULTING INC |
NOTE 2.000% 8/1 |
302941AP4 |
450 |
250,000 |
SH |
|
DFND |
2 |
250,000 |
0 |
0 |
FEDERAL RLTY INVT TR NEW |
SH BEN INT NEW |
313745101 |
1,696 |
17,710 |
SH |
|
DFND |
7 |
17,710 |
0 |
0 |
FORD MTR CO DEL |
NOTE 3/1 |
345370CZ1 |
4,334 |
4,729,000 |
SH |
|
DFND |
2 |
4,729,000 |
0 |
0 |
GUIDEWIRE SOFTWARE INC |
NOTE 1.250% 3/1 |
40171VAA8 |
298 |
325,000 |
SH |
|
DFND |
2 |
325,000 |
0 |
0 |
HANNON ARMSTRONG SUST INFR C |
NOTE 8/1 |
41068XAD2 |
294 |
300,000 |
SH |
|
DFND |
2 |
300,000 |
0 |
0 |
HOST HOTELS & RESORTS INC |
COM |
44107P104 |
3,309 |
211,024 |
SH |
|
DFND |
7 |
211,024 |
0 |
0 |
HUDSON PAC PPTYS INC |
COM |
444097109 |
708 |
47,704 |
SH |
|
DFND |
7 |
47,704 |
0 |
0 |
ILLUMINA INC |
NOTE 8/1 |
452327AK5 |
618 |
650,000 |
SH |
|
DFND |
2 |
650,000 |
0 |
0 |
INSULET CORP |
NOTE 0.375% 9/0 |
45784PAK7 |
2,562 |
2,247,000 |
SH |
|
DFND |
2 |
2,247,000 |
0 |
0 |
INTEGRA LIFESCIENCES HLDGS C |
NOTE 0.500% 8/1 |
457985AM1 |
2,621 |
2,800,000 |
SH |
|
DFND |
2 |
2,800,000 |
0 |
0 |
INVITATION HOMES INC |
COM |
46187W107 |
5,022 |
141,158 |
SH |
|
DFND |
7 |
141,158 |
0 |
0 |
ISHARES INC |
MSCI CDA ETF |
464286509 |
8,600 |
255,358 |
SH |
|
DFND |
3 |
255,358 |
0 |
0 |
ISHARES TR |
MSCI EMG MKT ETF |
464287234 |
31,031 |
773,828 |
SH |
|
DFND |
3 |
773,828 |
0 |
0 |
ISHARES TR |
MSCI EAFE ETF |
464287465 |
12,449 |
199,223 |
SH |
|
DFND |
3 |
199,223 |
0 |
0 |
ISHARES TR |
MSCI EAFE ETF |
464287465 |
36,386 |
582,277 |
SH |
|
DFND |
|
582,277 |
0 |
0 |
ISHARES TR |
MSCI EAFE ETF |
464287465 |
3,637 |
58,204 |
SH |
|
DFND |
|
58,204 |
0 |
0 |
ISHARES TR |
IBOXX HI YD ETF |
464288513 |
17,538 |
238,254 |
SH |
|
DFND |
3 |
238,254 |
0 |
0 |
JAZZ INVESTMENTS I LTD |
NOTE 2.000% 6/1 |
472145AF8 |
4,866 |
4,150,000 |
SH |
|
DFND |
2 |
4,150,000 |
0 |
0 |
JETBLUE AIRWAYS CORP |
NOTE 0.500% 4/0 |
477143AP6 |
2,314 |
3,150,000 |
SH |
|
DFND |
2 |
3,150,000 |
0 |
0 |
JOHN BEAN TECHNOLOGIES CORP |
NOTE 0.250% 5/1 |
477839AB0 |
302 |
325,000 |
SH |
|
DFND |
2 |
325,000 |
0 |
0 |
KORE GROUP HLDGS INC |
COMMON STOCK |
50066V107 |
4,906 |
1,598,000 |
SH |
|
DFND |
|
1,598,000 |
0 |
0 |
LCI INDS |
NOTE 1.125% 5/1 |
501812AB7 |
929 |
1,025,000 |
SH |
|
DFND |
2 |
1,025,000 |
0 |
0 |
LEGALZOOM COM INC |
COM |
52466B103 |
249 |
22,660 |
SH |
|
DFND |
7 |
22,660 |
0 |
0 |
LEGALZOOM COM INC |
COM |
52466B103 |
996 |
90,641 |
SH |
|
DFND |
|
90,641 |
0 |
0 |
LIVONGO HEALTH INC |
NOTE 0.875% 6/0 |
539183AA1 |
526 |
625,000 |
SH |
|
DFND |
2 |
625,000 |
0 |
0 |
LUMENTUM HLDGS INC |
NOTE 0.500%12/1 |
55024UAD1 |
2,216 |
2,163,000 |
SH |
|
DFND |
2 |
2,163,000 |
0 |
0 |
MAXEON SOLAR TECHNOLOGIES LT |
NOTE 6.500% 7/1 |
57779BAB0 |
282 |
275,000 |
SH |
|
DFND |
2 |
275,000 |
0 |
0 |
MEDICAL PPTYS TRUST INC |
COM |
58463J304 |
570 |
37,359 |
SH |
|
DFND |
7 |
37,359 |
0 |
0 |
MICROCHIP TECHNOLOGY INC. |
NOTE 0.125%11/1 |
595017AU8 |
597 |
600,000 |
SH |
|
DFND |
2 |
600,000 |
0 |
0 |
MID-AMER APT CMNTYS INC |
COM |
59522J103 |
6,838 |
39,147 |
SH |
|
DFND |
7 |
39,147 |
0 |
0 |
MIDDLEBY CORP |
NOTE 1.000% 9/0 |
596278AB7 |
565 |
500,000 |
SH |
|
DFND |
2 |
500,000 |
0 |
0 |
NUVASIVE INC |
NOTE 0.375% 3/1 |
670704AJ4 |
356 |
400,000 |
SH |
|
DFND |
2 |
400,000 |
0 |
0 |
OKTA INC |
NOTE 0.125% 9/0 |
679295AD7 |
578 |
660,000 |
SH |
|
DFND |
2 |
660,000 |
0 |
0 |
OKTA INC |
NOTE 0.375% 6/1 |
679295AF2 |
1,498 |
1,800,000 |
SH |
|
DFND |
2 |
1,800,000 |
0 |
0 |
ON SEMICONDUCTOR CORP |
NOTE 5/0 |
682189AS4 |
2,113 |
1,825,000 |
SH |
|
DFND |
2 |
1,825,000 |
0 |
0 |
OPENDOOR TECHNOLOGIES INC |
COM |
683712103 |
49 |
10,428 |
SH |
|
DFND |
7 |
10,428 |
0 |
0 |
OPENDOOR TECHNOLOGIES INC |
COM |
683712103 |
147 |
31,283 |
SH |
|
DFND |
|
31,283 |
0 |
0 |
OUTFRONT MEDIA INC |
COM |
69007J106 |
5,744 |
338,868 |
SH |
|
DFND |
7 |
338,868 |
0 |
0 |
PALO ALTO NETWORKS INC |
NOTE 0.375% 6/0 |
697435AF2 |
343 |
200,000 |
SH |
|
DFND |
2 |
200,000 |
0 |
0 |
PEBBLEBROOK HOTEL TR |
NOTE 1.750%12/1 |
70509VAA8 |
2,983 |
3,350,000 |
SH |
|
DFND |
2 |
3,350,000 |
0 |
0 |
PEGASYSTEMS INC |
NOTE 0.750% 3/0 |
705573AB9 |
1,523 |
1,900,000 |
SH |
|
DFND |
2 |
1,900,000 |
0 |
0 |
PHYSICIANS RLTY TR |
COM |
71943U104 |
3,410 |
195,416 |
SH |
|
DFND |
7 |
195,416 |
0 |
0 |
PIONEER NAT RES CO |
NOTE 0.250% 5/1 |
723787AP2 |
432 |
200,000 |
SH |
|
DFND |
2 |
200,000 |
0 |
0 |
POTLATCHDELTIC CORPORATION |
COM |
737630103 |
3,164 |
71,610 |
SH |
|
DFND |
7 |
71,610 |
0 |
0 |
PROLOGIS INC. |
COM |
74340W103 |
13,167 |
111,918 |
SH |
|
DFND |
7 |
111,918 |
0 |
0 |
PUBLIC STORAGE |
COM |
74460D109 |
5,395 |
17,255 |
SH |
|
DFND |
7 |
17,255 |
0 |
0 |
PURE STORAGE INC |
NOTE 0.125% 4/1 |
74624MAB8 |
644 |
575,000 |
SH |
|
DFND |
2 |
575,000 |
0 |
0 |
RXR ACQUISITION CORP |
CLASS A COM |
74981W107 |
4,895 |
500,000 |
SH |
|
DFND |
|
500,000 |
0 |
0 |
RXR ACQUISITION CORP |
*W EXP 03/08/202 |
74981W115 |
15 |
100,000 |
SH |
|
DFND |
|
100,000 |
0 |
0 |
RAPID7 INC |
NOTE 0.250% 3/1 |
753422AF1 |
1,911 |
2,100,000 |
SH |
|
DFND |
2 |
2,100,000 |
0 |
0 |
REDFIN CORP |
NOTE 0.500% 4/0 |
75737FAE8 |
826 |
1,775,000 |
SH |
|
DFND |
2 |
1,775,000 |
0 |
0 |
REGENCY CTRS CORP |
COM |
758849103 |
2,089 |
35,222 |
SH |
|
DFND |
7 |
35,222 |
0 |
0 |
REXFORD INDL RLTY INC |
COM |
76169C100 |
6,767 |
117,499 |
SH |
|
DFND |
7 |
117,499 |
0 |
0 |
RILEY EXPLORATION PERMIAN IN |
COM |
76665T102 |
329 |
13,599 |
SH |
|
DFND |
3 |
13,599 |
0 |
0 |
RINGCENTRAL INC |
NOTE 3/0 |
76680RAF4 |
2,923 |
3,575,000 |
SH |
|
DFND |
2 |
3,575,000 |
0 |
0 |
ROBLOX CORP |
CL A |
771049103 |
765 |
23,286 |
SH |
|
DFND |
7 |
23,286 |
0 |
0 |
ROBLOX CORP |
CL A |
771049103 |
1,710 |
52,043 |
SH |
|
DFND |
|
52,043 |
0 |
0 |
ROYAL CARIBBEAN GROUP |
NOTE 2.875%11/1 |
780153BF8 |
1,164 |
1,287,000 |
SH |
|
DFND |
3 |
1,287,000 |
0 |
0 |
ROYAL CARIBBEAN GROUP |
NOTE 2.875%11/1 |
780153BF8 |
2,577 |
2,850,000 |
SH |
|
DFND |
2 |
2,850,000 |
0 |
0 |
ROYAL CARIBBEAN GROUP |
NOTE 2.875%11/1 |
780153BF8 |
1,074 |
1,188,000 |
SH |
|
DFND |
|
1,188,000 |
0 |
0 |
RYMAN HOSPITALITY PPTYS INC |
COM |
78377T107 |
2,057 |
27,056 |
SH |
|
DFND |
7 |
27,056 |
0 |
0 |
SL GREEN RLTY CORP |
COM |
78440X887 |
2,092 |
45,335 |
SH |
|
DFND |
7 |
45,335 |
0 |
0 |
SPDR S&P 500 ETF TR |
TR UNIT |
78462F103 |
173,908 |
460,990 |
SH |
|
DFND |
3 |
460,990 |
0 |
0 |
SEA LTD |
NOTE 0.250% 9/1 |
81141RAG5 |
2,266 |
3,104,000 |
SH |
|
DFND |
2 |
3,104,000 |
0 |
0 |
SHAKE SHACK INC |
NOTE 3/0 |
819047AB7 |
304 |
450,000 |
SH |
|
DFND |
2 |
450,000 |
0 |
0 |
SHIFT4 PMTS INC |
NOTE 12/1 |
82452JAB5 |
1,753 |
2,175,000 |
SH |
|
DFND |
2 |
2,175,000 |
0 |
0 |
SHOPIFY INC |
NOTE 0.125%11/0 |
82509LAA5 |
1,561 |
1,875,000 |
SH |
|
DFND |
2 |
1,875,000 |
0 |
0 |
SIMON PPTY GROUP INC NEW |
COM |
828806109 |
4,349 |
45,815 |
SH |
|
DFND |
7 |
45,815 |
0 |
0 |
SOLAREDGE TECHNOLOGIES INC |
NOTE 9/1 |
83417MAD6 |
625 |
520,000 |
SH |
|
DFND |
2 |
520,000 |
0 |
0 |
SOUTHWEST AIRLS CO |
NOTE 1.250% 5/0 |
844741BG2 |
636 |
540,000 |
SH |
|
DFND |
2 |
540,000 |
0 |
0 |
SPIRIT RLTY CAP INC NEW |
COM NEW |
84860W300 |
2,629 |
69,588 |
SH |
|
DFND |
7 |
69,588 |
0 |
0 |
SPLUNK INC |
NOTE 1.125% 6/1 |
848637AF1 |
4,579 |
5,550,000 |
SH |
|
DFND |
2 |
5,550,000 |
0 |
0 |
SPOTIFY USA INC |
NOTE 3/1 |
84921RAB6 |
651 |
825,000 |
SH |
|
DFND |
2 |
825,000 |
0 |
0 |
BLOCK INC |
NOTE 0.125% 3/0 |
852234AF0 |
361 |
385,000 |
SH |
|
DFND |
2 |
385,000 |
0 |
0 |
BLOCK INC |
NOTE 0.250%11/0 |
852234AK9 |
2,932 |
4,000,000 |
SH |
|
DFND |
2 |
4,000,000 |
0 |
0 |
STAG INDL INC |
COM |
85254J102 |
1,701 |
55,077 |
SH |
|
DFND |
7 |
55,077 |
0 |
0 |
SUMMIT MIDSTREAM PARTNERS LP |
COM UNIT LTD |
866142409 |
648 |
50,940 |
SH |
|
DFND |
3 |
50,940 |
0 |
0 |
SUMMIT MIDSTREAM PARTNERS LP |
COM UNIT LTD |
866142409 |
432 |
33,900 |
SH |
|
DFND |
|
33,900 |
0 |
0 |
SUMMIT MIDSTREAM PARTNERS LP |
COM UNIT LTD |
866142409 |
264 |
20,700 |
SH |
|
DFND |
|
20,700 |
0 |
0 |
SUN CMNTYS INC |
COM |
866674104 |
6,189 |
38,838 |
SH |
|
DFND |
7 |
38,838 |
0 |
0 |
TELADOC HEALTH INC |
NOTE 1.250% 6/0 |
87918AAF2 |
879 |
1,200,000 |
SH |
|
DFND |
2 |
1,200,000 |
0 |
0 |
10X GENOMICS INC |
CL A COM |
88025U109 |
155 |
3,415 |
SH |
|
DFND |
7 |
3,415 |
0 |
0 |
10X GENOMICS INC |
CL A COM |
88025U109 |
398 |
8,801 |
SH |
|
DFND |
|
8,801 |
0 |
0 |
TWITTER INC |
NOTE 0.250% 6/1 |
90184LAF9 |
3,311 |
3,375,000 |
SH |
|
DFND |
2 |
3,375,000 |
0 |
0 |
UDR INC |
COM |
902653104 |
5,942 |
129,063 |
SH |
|
DFND |
7 |
129,063 |
0 |
0 |
UBER TECHNOLOGIES INC |
NOTE 12/1 |
90353TAJ9 |
3,749 |
4,700,000 |
SH |
|
DFND |
2 |
4,700,000 |
0 |
0 |
VMG CONSUMER ACQUISITION COR |
CLASS A COM |
91842V102 |
4,990 |
500,000 |
SH |
|
DFND |
|
500,000 |
0 |
0 |
VMG CONSUMER ACQUISITION COR |
*W EXP 11/03/202 |
91842V110 |
38 |
250,000 |
SH |
|
DFND |
|
250,000 |
0 |
0 |
VENTAS INC |
COM |
92276F100 |
3,903 |
75,892 |
SH |
|
DFND |
7 |
75,892 |
0 |
0 |
VICI PPTYS INC |
COM |
925652109 |
7,172 |
240,737 |
SH |
|
DFND |
7 |
240,737 |
0 |
0 |
WELLTOWER INC |
COM |
95040Q104 |
6,269 |
76,124 |
SH |
|
DFND |
7 |
76,124 |
0 |
0 |
WESTERN DIGITAL CORP. |
NOTE 1.500% 2/0 |
958102AP0 |
713 |
750,000 |
SH |
|
DFND |
2 |
750,000 |
0 |
0 |
WORKDAY INC |
NOTE 0.250%10/0 |
98138HAF8 |
209 |
200,000 |
SH |
|
DFND |
2 |
200,000 |
0 |
0 |