Liberty Mutual Group Asset Management Inc. Diversified Active

Location: Boston, MA

CIK: 0001533497 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 10, 2019

Total Value: $2.479B (100.0% shares, 0.0% debt)

Holdings (26)

SPY SPDR S&P 500 ETF TR 44.7%

Value $1.107B Shares 3,919,264 Share Price $282.48 Est. Cost/Share $283.35 Unrealized @ Report Date —

EFA ISHARES TR 24.8%

Value $615M Shares 9,484,695 Share Price $64.86 Est. Cost/Share $67.12 Unrealized @ Report Date —

EEM ISHARES TR 9.6%

Value $238M Shares 5,536,439 Share Price $42.92 Est. Cost/Share $43.19 Unrealized @ Report Date —

MBB ISHARES TR 5.8%

Value $143M Shares 1,342,348 Share Price $106.36 Est. Cost/Share $106.45 Unrealized @ Report Date —

IGSB ISHARES TR 3.9%

Value $95.71M Shares 1,812,010 Share Price $52.82 Est. Cost/Share $89.14 Unrealized @ Report Date —

HYG ISHARES TR 3.8%

Value $93.34M Shares 1,079,404 Share Price $86.47 Est. Cost/Share $87.14 Unrealized @ Report Date —

EWC ISHARES INC 2.5%

Value $62.04M Shares 2,244,699 Share Price $27.64 Est. Cost/Share $28.81 Unrealized @ Report Date —

GIGB GOLDMAN SACHS ETF TR 2.0%

Value $49.52M Shares 999,000 Share Price $49.57 Est. Cost/Share $50.18 Unrealized @ Report Date —

IGIB ISHARES TR 1.6%

Value $39.15M Shares 710,000 Share Price $55.14 Est. Cost/Share $55.14 Unrealized @ Report Date —

DOCU DOCUSIGN INC 0.3%

Value $7.084M Shares 136,652 Share Price $51.84 Est. Cost/Share $51.03 Unrealized @ Report Date 0.0%

PLG PLATINUM GROUP METALS LTD 0.2%

Value $5.295M Shares 2,687,745 Share Price $1.97 * Est. Cost/Share $1.59 Unrealized @ Report Date +1.6%

— DISH NETWORK CORP 0.2%

Value $4.248M Shares 5,000,000 Share Price $0.85 Est. Cost/Share $0.85 Unrealized @ Report Date —

— CHESAPEAKE ENERGY CORP 0.1%

Value $3.707M Shares 4,000,000 Share Price $0.93 Est. Cost/Share $0.81 Unrealized @ Report Date —

BABA ALIBABA GROUP HLDG LTD 0.1%

Value $3.193M Shares 17,500 Share Price $182.46 Est. Cost/Share $95.45 Unrealized @ Report Date —

CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.1%

Value $3.137M Shares 43,300 Share Price $72.45 * Est. Cost/Share $46.38 Unrealized @ Report Date +36.3%

YUMC YUM CHINA HLDGS INC 0.1%

Value $2.987M Shares 66,500 Share Price $44.92 * Est. Cost/Share $34.65 Unrealized @ Report Date +13.7%

BIDU BAIDU INC 0.1%

Value $1.632M Shares 9,898 Share Price $164.88 Est. Cost/Share $149.30 Unrealized @ Report Date —

— HALCON RES CORP 0.0%

Value $1.09M Shares 807,420 Share Price $1.35 Est. Cost/Share $4.47 Unrealized @ Report Date —

— LINE CORP 0.0%

Value $958K Shares 27,200 Share Price $35.22 Est. Cost/Share $35.22 Unrealized @ Report Date —

TFX TELEFLEX INC 0.0%

Value $870K Shares 2,880 Share Price $302.08 * Est. Cost/Share $97.52 Unrealized @ Report Date +174.7%

— WELLCARE HEALTH PLANS INC 0.0%

Value $747K Shares 2,772 Share Price $269.48 Est. Cost/Share $67.39 Unrealized @ Report Date —

— ON DECK CAP INC 0.0%

Value $649K Shares 119,787 Share Price $5.42 Est. Cost/Share $6.83 Unrealized @ Report Date —

UNH UNITEDHEALTH GROUP INC 0.0%

Value $479K Shares 1,939 Share Price $247.03 * Est. Cost/Share $97.76 Unrealized @ Report Date +132.8%

ATO ATMOS ENERGY CORP 0.0%

Value $450K Shares 4,367 Share Price $103.05 * Est. Cost/Share $42.73 Unrealized @ Report Date +93.1%

— ZUORA INC 0.0%

Value $417K Shares 20,847 Share Price $20.00 Est. Cost/Share $20.00 Unrealized @ Report Date —

— HALCON RES CORP (WARR) 0.0%

Value $10,000 Shares 189,474 Share Price $0.05 Est. Cost/Share $0.04 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	3,919,264	$1.107B	44.7%	$282.48	$283.35	—	TR UNIT	78462F103
EFA	ISHARES TR	9,484,695	$615M	24.8%	$64.86	$67.12	—	MSCI EAFE ETF	464287465
EEM	ISHARES TR	5,536,439	$238M	9.6%	$42.92	$43.19	—	MSCI EMG MKT ETF	464287234
MBB	ISHARES TR	1,342,348	$143M	5.8%	$106.36	$106.45	—	MBS ETF	464288588
IGSB	ISHARES TR	1,812,010	$95.71M	3.9%	$52.82	$89.14	—	SH TR CRPORT ETF	464288646
HYG	ISHARES TR	1,079,404	$93.34M	3.8%	$86.47	$87.14	—	IBOXX HI YD ETF	464288513
EWC	ISHARES INC	2,244,699	$62.04M	2.5%	$27.64	$28.81	—	MSCI CDA ETF	464286509
GIGB	GOLDMAN SACHS ETF TR	999,000	$49.52M	2.0%	$49.57	$50.18	—	ACCESS INVT GR	381430479
IGIB	ISHARES TR	710,000	$39.15M	1.6%	$55.14	$55.14	—	INTRM TR CRP ETF	464288638
DOCU	DOCUSIGN INC	136,652	$7.084M	0.3%	$51.84	$51.03	0.0%	COM	256163106
PLG	PLATINUM GROUP METALS LTD	2,687,745	$5.295M	0.2%	$1.97 *	$1.59	+1.6%	COM	72765Q882
—	DISH NETWORK CORP	5,000,000	$4.248M	0.2%	$0.85	$0.85	—	NOTE 3.375% 8/1	25470MAB5
—	CHESAPEAKE ENERGY CORP	4,000,000	$3.707M	0.1%	$0.93	$0.81	—	NOTE 5.500% 9/1	165167CY1
BABA	ALIBABA GROUP HLDG LTD	17,500	$3.193M	0.1%	$182.46	$95.45	—	SPONSORED ADS	01609W102
CTSH	COGNIZANT TECHNOLOGY SOLUTIO	43,300	$3.137M	0.1%	$72.45 *	$46.38	+36.3%	CL A	192446102
YUMC	YUM CHINA HLDGS INC	66,500	$2.987M	0.1%	$44.92 *	$34.65	+13.7%	COM	98850P109
BIDU	BAIDU INC	9,898	$1.632M	0.1%	$164.88	$149.30	—	SPON ADR REP A	056752108
—	HALCON RES CORP	807,420	$1.09M	0.0%	$1.35	$4.47	—	COM	40537Q605
—	LINE CORP	27,200	$958K	0.0%	$35.22	$35.22	—	SPONSORED ADR	53567X101
TFX	TELEFLEX INC	2,880	$870K	0.0%	$302.08 *	$97.52	+174.7%	COM	879369106
—	WELLCARE HEALTH PLANS INC	2,772	$747K	0.0%	$269.48	$67.39	—	COM	94946T106
—	ON DECK CAP INC	119,787	$649K	0.0%	$5.42	$6.83	—	COM	682163100
UNH	UNITEDHEALTH GROUP INC	1,939	$479K	0.0%	$247.03 *	$97.76	+132.8%	COM	91324P102
ATO	ATMOS ENERGY CORP	4,367	$450K	0.0%	$103.05 *	$42.73	+93.1%	COM	049560105
—	ZUORA INC	20,847	$417K	0.0%	$20.00	$20.00	—	COM CL A	98983V106
—	HALCON RES CORP (WARR)	189,474	$10,000	0.0%	$0.05	$0.04	—	COM	40537Q118