Liberty Mutual Group Asset Management Inc. Diversified Active

Location: Boston, MA

CIK: 0001533497 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 8, 2019

Total Value: $2.052B (100.0% shares, 0.0% debt)

Holdings (26)

SPY SPDR S&P 500 ETF TR 41.0%

Value $842M Shares 2,873,823 Share Price $293.00 Est. Cost/Share $283.35 Unrealized @ Report Date —

EFA ISHARES TR 29.2%

Value $599M Shares 9,114,107 Share Price $65.73 Est. Cost/Share $67.12 Unrealized @ Report Date —

EEM ISHARES TR 14.7%

Value $302M Shares 7,042,823 Share Price $42.91 Est. Cost/Share $43.13 Unrealized @ Report Date —

HYG ISHARES TR 3.9%

Value $79.84M Shares 915,872 Share Price $87.18 Est. Cost/Share $87.14 Unrealized @ Report Date —

IGIB ISHARES TR 3.7%

Value $75.17M Shares 1,320,000 Share Price $56.95 Est. Cost/Share $55.98 Unrealized @ Report Date —

EWC ISHARES INC 3.1%

Value $64.24M Shares 2,244,699 Share Price $28.62 Est. Cost/Share $28.81 Unrealized @ Report Date —

GIGB GOLDMAN SACHS ETF TR 2.5%

Value $51.35M Shares 999,000 Share Price $51.40 Est. Cost/Share $50.18 Unrealized @ Report Date —

— DISH NETWORK CORP 0.4%

Value $8.75M Shares 9,000,000 Share Price $0.97 Est. Cost/Share $0.90 Unrealized @ Report Date —

BABA ALIBABA GROUP HLDG LTD 0.2%

Value $4.626M Shares 27,300 Share Price $169.45 Est. Cost/Share $122.02 Unrealized @ Report Date —

PLG PLATINUM GROUP METALS LTD 0.2%

Value $3.52M Shares 2,687,745 Share Price $1.31 * Est. Cost/Share $1.59 Unrealized @ Report Date -10.5%

CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.2%

Value $3.512M Shares 55,400 Share Price $63.39 * Est. Cost/Share $49.23 Unrealized @ Report Date +20.7%

— CHESAPEAKE ENERGY CORP 0.2%

Value $3.192M Shares 4,000,000 Share Price $0.80 Est. Cost/Share $0.81 Unrealized @ Report Date —

YUMC YUM CHINA HLDGS INC 0.1%

Value $3.072M Shares 66,500 Share Price $46.20 * Est. Cost/Share $34.65 Unrealized @ Report Date +25.3%

DOCU DOCUSIGN INC 0.1%

Value $2.696M Shares 54,232 Share Price $49.71 * Est. Cost/Share $51.03 Unrealized @ Report Date +4.6%

CRM SALESFORCE COM INC 0.1%

Value $2.174M Shares 14,331 Share Price $151.70 * Est. Cost/Share $154.83 Unrealized @ Report Date 0.0%

MDB MONGODB INC 0.1%

Value $1.165M Shares 7,662 Share Price $152.05 * Est. Cost/Share $145.16 Unrealized @ Report Date 0.0%

— LINE CORP 0.0%

Value $982K Shares 34,900 Share Price $28.14 Est. Cost/Share $33.66 Unrealized @ Report Date —

TFX TELEFLEX INC 0.0%

Value $953K Shares 2,880 Share Price $330.90 * Est. Cost/Share $97.52 Unrealized @ Report Date +197.8%

— WELLCARE HEALTH PLANS INC 0.0%

Value $789K Shares 2,772 Share Price $284.63 Est. Cost/Share $67.39 Unrealized @ Report Date —

— ON DECK CAP INC 0.0%

Value $497K Shares 119,787 Share Price $4.15 Est. Cost/Share $6.83 Unrealized @ Report Date —

UNH UNITEDHEALTH GROUP INC 0.0%

Value $473K Shares 1,939 Share Price $243.94 * Est. Cost/Share $97.76 Unrealized @ Report Date +120.4%

ATO ATMOS ENERGY CORP 0.0%

Value $461K Shares 4,367 Share Price $105.56 * Est. Cost/Share $42.73 Unrealized @ Report Date +103.9%

TLK P T TELEKOMUNIKASI INDONESIA 0.0%

Value $421K Shares 14,400 Share Price $29.24 Est. Cost/Share $29.24 Unrealized @ Report Date —

— EPIZYME INC 0.0%

Value $221K Shares 17,623 Share Price $12.54 Est. Cost/Share $12.54 Unrealized @ Report Date —

— HALCON RES CORP 0.0%

Value $143K Shares 807,420 Share Price $0.18 Est. Cost/Share $4.47 Unrealized @ Report Date —

— HALCON RES CORP (WARR) 0.0%

Value $0 Shares 189,474 Share Price $0.00 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	2,873,823	$842M	41.0%	$293.00	$283.35	—	TR UNIT	78462F103
EFA	ISHARES TR	9,114,107	$599M	29.2%	$65.73	$67.12	—	MSCI EAFE ETF	464287465
EEM	ISHARES TR	7,042,823	$302M	14.7%	$42.91	$43.13	—	MSCI EMG MKT ETF	464287234
HYG	ISHARES TR	915,872	$79.84M	3.9%	$87.18	$87.14	—	IBOXX HI YD ETF	464288513
IGIB	ISHARES TR	1,320,000	$75.17M	3.7%	$56.95	$55.98	—	INTRM TR CRP ETF	464288638
EWC	ISHARES INC	2,244,699	$64.24M	3.1%	$28.62	$28.81	—	MSCI CDA ETF	464286509
GIGB	GOLDMAN SACHS ETF TR	999,000	$51.35M	2.5%	$51.40	$50.18	—	ACCESS INVT GR	381430479
—	DISH NETWORK CORP	9,000,000	$8.75M	0.4%	$0.97	$0.90	—	NOTE 3.375% 8/1	25470MAB5
BABA	ALIBABA GROUP HLDG LTD	27,300	$4.626M	0.2%	$169.45	$122.02	—	SPONSORED ADS	01609W102
PLG	PLATINUM GROUP METALS LTD	2,687,745	$3.52M	0.2%	$1.31 *	$1.59	-10.5%	COM	72765Q882
CTSH	COGNIZANT TECHNOLOGY SOLUTIO	55,400	$3.512M	0.2%	$63.39 *	$49.23	+20.7%	CL A	192446102
—	CHESAPEAKE ENERGY CORP	4,000,000	$3.192M	0.2%	$0.80	$0.81	—	NOTE 5.500% 9/1	165167CY1
YUMC	YUM CHINA HLDGS INC	66,500	$3.072M	0.1%	$46.20 *	$34.65	+25.3%	COM	98850P109
DOCU	DOCUSIGN INC	54,232	$2.696M	0.1%	$49.71 *	$51.03	+4.6%	COM	256163106
CRM	SALESFORCE COM INC	14,331	$2.174M	0.1%	$151.70 *	$154.83	0.0%	COM	79466L302
MDB	MONGODB INC	7,662	$1.165M	0.1%	$152.05 *	$145.16	0.0%	CL A	60937P106
—	LINE CORP	34,900	$982K	0.0%	$28.14	$33.66	—	SPONSORED ADR	53567X101
TFX	TELEFLEX INC	2,880	$953K	0.0%	$330.90 *	$97.52	+197.8%	COM	879369106
—	WELLCARE HEALTH PLANS INC	2,772	$789K	0.0%	$284.63	$67.39	—	COM	94946T106
—	ON DECK CAP INC	119,787	$497K	0.0%	$4.15	$6.83	—	COM	682163100
UNH	UNITEDHEALTH GROUP INC	1,939	$473K	0.0%	$243.94 *	$97.76	+120.4%	COM	91324P102
ATO	ATMOS ENERGY CORP	4,367	$461K	0.0%	$105.56 *	$42.73	+103.9%	COM	049560105
TLK	P T TELEKOMUNIKASI INDONESIA	14,400	$421K	0.0%	$29.24	$29.24	—	SPONSORED ADR	715684106
—	EPIZYME INC	17,623	$221K	0.0%	$12.54	$12.54	—	COM	29428V104
—	HALCON RES CORP	807,420	$143K	0.0%	$0.18	$4.47	—	COM	40537Q605
—	HALCON RES CORP (WARR)	189,474	$0	0.0%	$0.00	$0.04	—	COM	40537Q118