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: 03-31-2022
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 05-16-2022
[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: 8
Form 13F Information Table Entry Total: 149
Form 13F Information Table Value Total: 2,834,935
(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
028-14959 Safeco Insurance Company of America
028-14524 Peerless Insurance Co
028-14960 Ohio Casualty Insurance Co
028-00169 Liberty Mutual Retirement Plan Master Trust
028-20721 Employers Insurance Co of Wausau
State Auto Property & Casualty Insurance Company

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
4 028-14959 Safeco Insurance Company of America
5 028-14524 Peerless Insurance Co
6 028-14960 Ohio Casualty Insurance Co
7 028-00169 Liberty Mutual Retirement Plan Master Trust
9 028-20721 Employers Insurance Co of Wausau
10 State Auto Property & Casualty Insurance Company
SEC FORM 13F-HR

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
10X GENOMICS INC CL A COM 88025U109 249 3,276 SH DFND 7 3,276 0 0
10X GENOMICS INC CL A COM 88025U109 2,512 33,025 SH DFND 5 33,025 0 0
10X GENOMICS INC CL A COM 88025U109 642 8,439 SH DFND 8,439 0 0
ACROPOLIS INFRASTRUCTURE ACQ CL A 005029103 4,855 500,000 SH DFND 500,000 0 0
ACROPOLIS INFRASTRUCTURE ACQ *W EXP 03/30/202 005029111 79 166,666 SH DFND 166,666 0 0
AFFIRM HLDGS INC COM CL A 00827B106 962 20,780 SH DFND 7 20,780 0 0
AFFIRM HLDGS INC COM CL A 00827B106 3,336 72,074 SH DFND 72,074 0 0
AGREE RLTY CORP COM 008492100 833 12,559 SH DFND 7 12,559 0 0
AIRBNB INC COM CL A 009066101 854 4,970 SH DFND 7 4,970 0 0
AIRBNB INC COM CL A 009066101 3,263 19,000 SH DFND 5 19,000 0 0
AIRBNB INC COM CL A 009066101 2,238 13,029 SH DFND 13,029 0 0
AIRBNB INC NOTE 3/1 009066AB7 4,978 5,150,000 SH DFND 2 5,150,000 0 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1 697 825,000 SH DFND 2 825,000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,682 18,294 SH DFND 7 18,294 0 0
ALTUS POWER INC COM CL A 02217A102 22,290 3,000,000 SH DFND 3 3,000,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 14,366 57,186 SH DFND 7 57,186 0 0
AMPLITUDE INC COM CL A 03213A104 1,458 79,114 SH DFND 5 79,114 0 0
ANTERO MIDSTREAM CORP COM 03676B102 351 32,312 SH DFND 3 32,312 0 0
ASCENDIS PHARMA A/S SPONSORED ADR 04351P101 2,910 24,795 SH DFND 5 24,795 0 0
AVALONBAY CMNTYS INC COM 053484101 7,449 29,991 SH DFND 7 29,991 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 6,213 6,415,000 SH DFND 3 6,415,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 3,593 3,710,000 SH DFND 6 3,710,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 2,053 2,120,000 SH DFND 5 2,120,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 387 400,000 SH DFND 400,000 0 0
BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 267 350,000 SH DFND 2 350,000 0 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 2,855 2,900,000 SH DFND 2 2,900,000 0 0
BLOCK INC NOTE 0.250%11/0 852234AK9 3,623 4,000,000 SH DFND 2 4,000,000 0 0
BLUE OWL CAPITAL INC COM CL A 09581B103 14,965 1,180,169 SH DFND 3 1,180,169 0 0
BLUE OWL CAPITAL INC COM CL A 09581B103 3,741 295,042 SH DFND 2 295,042 0 0
BLUE OWL CAPITAL INC COM CL A 09581B103 3,741 295,042 SH DFND 9 295,042 0 0
BLUE OWL CAPITAL INC COM CL A 09581B103 3,741 295,042 SH DFND 6 295,042 0 0
BLUE OWL CAPITAL INC COM CL A 09581B103 2,993 236,034 SH DFND 4 236,034 0 0
BLUE OWL CAPITAL INC COM CL A 09581B103 8,230 649,092 SH DFND 5 649,092 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 758 525,000 SH DFND 2 525,000 0 0
BOSTON PROPERTIES INC COM 101121101 5,469 42,458 SH DFND 7 42,458 0 0
BROOKDALE SR LIVING INC COM 112463104 1,193 169,165 SH DFND 7 169,165 0 0
CABLE ONE INC NOTE 3/1 12685JAE5 2,073 2,375,000 SH DFND 2 2,375,000 0 0
CARNIVAL CORP NOTE 5.750% 4/0 143658BE1 6,265 2,994,000 SH DFND 3 2,994,000 0 0
CARNIVAL CORP NOTE 5.750% 4/0 143658BE1 3,289 1,572,000 SH DFND 6 1,572,000 0 0
CARNIVAL CORP NOTE 5.750% 4/0 143658BE1 2,825 1,350,000 SH DFND 4 1,350,000 0 0
CARNIVAL CORP NOTE 5.750% 4/0 143658BE1 1,808 864,000 SH DFND 5 864,000 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 2,529 2,900,000 SH DFND 2 2,900,000 0 0
CLOUDFLARE INC CL A COM 18915M107 3,353 28,010 SH DFND 5 28,010 0 0
COINBASE GLOBAL INC COM CL A 19260Q107 2,768 14,580 SH DFND 5 14,580 0 0
COMMUNITY HEALTHCARE TR INC COM 20369C106 1,269 30,056 SH DFND 7 30,056 0 0
CONCORD ACQUISITION CORP II COM CL A 20607U108 1,452 150,000 SH DFND 150,000 0 0
CONCORD ACQUISITION CORP II *W EXP 99/99/999 20607U116 30 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 49 125,000 SH DFND 125,000 0 0
CONFLUENT INC CLASS A COM 20717M103 1,783 43,490 SH DFND 5 43,490 0 0
COUSINS PPTYS INC COM NEW 222795502 3,935 97,666 SH DFND 7 97,666 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 211 929 SH DFND 7 929 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 3,809 16,775 SH DFND 5 16,775 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 844 3,717 SH DFND 3,717 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 8,282 44,863 SH DFND 7 44,863 0 0
DADA NEXUS LTD ADS 23344D108 54 5,878 SH DFND 7 5,878 0 0
DADA NEXUS LTD ADS 23344D108 107 11,756 SH DFND 11,756 0 0
DATADOG INC CL A COM 23804L103 12,039 79,484 SH DFND 7 79,484 0 0
DATADOG INC CL A COM 23804L103 2,976 19,650 SH DFND 5 19,650 0 0
DATADOG INC CL A COM 23804L103 31,515 208,064 SH DFND 208,064 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 4,253 3,725,000 SH DFND 2 3,725,000 0 0
DIGITAL RLTY TR INC COM 253868103 4,978 35,109 SH DFND 7 35,109 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 1,259 1,400,000 SH DFND 3 1,400,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 3,935 4,375,000 SH DFND 2 4,375,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 1,151 1,280,000 SH DFND 6 1,280,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 1,597 1,775,000 SH DFND 5 1,775,000 0 0
DOORDASH INC CL A 25809K105 3,591 30,640 SH DFND 5 30,640 0 0
DRAFTKINGS INC NOTE 3/1 26142RAB0 1,052 1,478,000 SH DFND 2 1,478,000 0 0
DUN & BRADSTREET HLDGS INC COM 26484T106 2,694 153,770 SH DFND 5 153,770 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3 2,909 2,800,000 SH DFND 2 2,800,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 4,586 83,815 SH DFND 7 83,815 0 0
EQUINIX INC COM 29444U700 13,016 17,551 SH DFND 7 17,551 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 326 203,000 SH DFND 2 203,000 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 3,143 2,825,000 SH DFND 2 2,825,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 1,320 1,400,000 SH DFND 2 1,400,000 0 0
EXTRA SPACE STORAGE INC COM 30225T102 9,102 44,270 SH DFND 7 44,270 0 0
FEDERAL RLTY INVT TR NEW SH BEN INT NEW 313745101 2,111 17,292 SH DFND 7 17,292 0 0
FORD MTR CO DEL NOTE 3/1 345370CZ1 5,266 4,404,000 SH DFND 2 4,404,000 0 0
FRESHWORKS INC CLASS A COM 358054104 2,435 135,870 SH DFND 5 135,870 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 397 250,000 SH DFND 2 250,000 0 0
FULL TRUCK ALLIANCE CO LTD SPONSORED ADS 35969L108 2,408 361,011 SH DFND 5 361,011 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 340 325,000 SH DFND 2 325,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 329 300,000 SH DFND 2 300,000 0 0
HILTON GRAND VACATIONS INC COM 43283X105 3,233 62,157 SH DFND 7 62,157 0 0
HOST HOTELS & RESORTS INC COM 44107P104 3,096 159,321 SH DFND 7 159,321 0 0
HUDSON PAC PPTYS INC COM 444097109 1,174 42,293 SH DFND 7 42,293 0 0
ILLUMINA INC NOTE 8/1 452327AK5 710 650,000 SH DFND 2 650,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 2,978 2,247,000 SH DFND 2 2,247,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 2,938 2,800,000 SH DFND 2 2,800,000 0 0
INVITATION HOMES INC COM 46187W107 5,833 145,164 SH DFND 7 145,164 0 0
ISHARES INC MSCI CDA ETF 464286509 31,049 772,178 SH DFND 3 772,178 0 0
ISHARES INC MSCI CDA ETF 464286509 8,183 203,511 SH DFND 2 203,511 0 0
ISHARES INC MSCI CDA ETF 464286509 7,296 181,450 SH DFND 9 181,450 0 0
ISHARES INC MSCI CDA ETF 464286509 2,566 63,821 SH DFND 6 63,821 0 0
ISHARES INC MSCI CDA ETF 464286509 2,566 63,821 SH DFND 4 63,821 0 0
ISHARES INC MSCI CDA ETF 464286509 2,038 50,685 SH DFND 5 50,685 0 0
ISHARES INC MSCI CDA ETF 464286509 19,249 478,700 SH DFND 10 478,700 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 7,431 120,620 SH DFND 120,620 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 7,054 114,500 SH DFND 10 114,500 0 0
ISHARES TR CORE US AGGBD ET 464287226 1,869 17,450 SH DFND 17,450 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 108,276 2,398,137 SH DFND 3 2,398,137 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 26,249 581,363 SH DFND 2 581,363 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 29,045 643,292 SH DFND 9 643,292 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 9,761 216,196 SH DFND 6 216,196 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 9,761 216,196 SH DFND 4 216,196 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 10,547 233,596 SH DFND 5 233,596 0 0
ISHARES TR IBOXX INV CP ETF 464287242 1,902 15,726 SH DFND 15,726 0 0
ISHARES TR MSCI EAFE ETF 464287465 257,325 3,496,260 SH DFND 3 3,496,260 0 0
ISHARES TR MSCI EAFE ETF 464287465 48,022 652,469 SH DFND 2 652,469 0 0
ISHARES TR MSCI EAFE ETF 464287465 54,125 735,394 SH DFND 9 735,394 0 0
ISHARES TR MSCI EAFE ETF 464287465 20,476 278,204 SH DFND 6 278,204 0 0
ISHARES TR MSCI EAFE ETF 464287465 20,284 275,604 SH DFND 4 275,604 0 0
ISHARES TR MSCI EAFE ETF 464287465 28,547 387,871 SH DFND 5 387,871 0 0
ISHARES TR IBOXX HI YD ETF 464288513 180,979 2,199,279 SH DFND 5 2,199,279 0 0
ISHARES TR IBOXX HI YD ETF 464288513 17,595 213,818 SH DFND 213,818 0 0
ISHARES TR IBOXX HI YD ETF 464288513 2,011 24,436 SH DFND 24,436 0 0
ISHARES TR MBS ETF 464288588 2,210 21,695 SH DFND 21,695 0 0
ISHARES TR 0-5YR INVT GR CP 46434V100 1,688 34,203 SH DFND 34,203 0 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 5,032 4,150,000 SH DFND 2 4,150,000 0 0
KORE GROUP HOLDINGS INC COMMON STOCK 50066V107 9,588 1,598,000 SH DFND 1,598,000 0 0
LCI INDS NOTE 1.125% 5/1 501812AB7 937 1,025,000 SH DFND 2 1,025,000 0 0
LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1 629 625,000 SH DFND 2 625,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 2,507 2,163,000 SH DFND 2 2,163,000 0 0
MAXEON SOLAR TECHNOLOGIES LT NOTE 6.500% 7/1 57779BAB0 302 275,000 SH DFND 2 275,000 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 5,159 244,025 SH DFND 7 244,025 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 681 600,000 SH DFND 2 600,000 0 0
MID-AMER APT CMNTYS INC COM 59522J103 8,199 39,147 SH DFND 7 39,147 0 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 688 500,000 SH DFND 2 500,000 0 0
MONDAY COM LTD SHS M7S64H106 2,419 15,305 SH DFND 5 15,305 0 0
NATERA INC COM 632307104 1,744 42,870 SH DFND 5 42,870 0 0
NCINO INC COM 63947X101 2,732 66,670 SH DFND 5 66,670 0 0
NU HLDGS LTD ORD SHS CL A G6683N103 2,981 386,100 SH DFND 5 386,100 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 385 400,000 SH DFND 2 400,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 708 660,000 SH DFND 2 660,000 0 0
OKTA INC NOTE 0.375% 6/1 679295AF2 1,755 1,800,000 SH DFND 2 1,800,000 0 0
OPENDOOR TECHNOLOGIES INC COM 683712103 90 10,428 SH DFND 7 10,428 0 0
OPENDOOR TECHNOLOGIES INC COM 683712103 271 31,283 SH DFND 31,283 0 0
OUTFRONT MEDIA INC COM 69007J106 7,486 263,318 SH DFND 7 263,318 0 0
PAGERDUTY INC COM 69553P100 3,160 92,420 SH DFND 5 92,420 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 421 200,000 SH DFND 2 200,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 3,841 3,350,000 SH DFND 2 3,350,000 0 0
PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 1,785 1,900,000 SH DFND 2 1,900,000 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 475 200,000 SH DFND 2 200,000 0 0
POTLATCHDELTIC CORPORATION COM 737630103 3,770 71,502 SH DFND 7 71,502 0 0
PROLOGIS INC. COM 74340W103 21,070 130,478 SH DFND 7 130,478 0 0
PUBLIC STORAGE COM 74460D109 4,604 11,796 SH DFND 7 11,796 0 0
RADIUS GLOBAL INFRASTRCTRE I COM CL A 750481103 2,298 160,923 SH DFND 7 160,923 0 0
RAPID7 INC NOTE 0.250% 3/1 753422AF1 2,641 2,100,000 SH DFND 2 2,100,000 0 0
REALTY INCOME CORP COM 756109104 1,753 25,290 SH DFND 7 25,290 0 0
REGENCY CTRS CORP COM 758849103 2,618 36,692 SH DFND 7 36,692 0 0
REXFORD INDL RLTY INC COM 76169C100 8,455 113,348 SH DFND 7 113,348 0 0
RILEY EXPLORATION PERMIAN IN COM 76665T102 341 13,599 SH DFND 3 13,599 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 3,456 3,975,000 SH DFND 2 3,975,000 0 0
ROBLOX CORP CL A 771049103 4,357 94,220 SH DFND 7 94,220 0 0
ROBLOX CORP CL A 771049103 2,200 47,575 SH DFND 5 47,575 0 0
ROBLOX CORP CL A 771049103 10,173 220,014 SH DFND 220,014 0 0
ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 1,556 1,287,000 SH DFND 3 1,287,000 0 0
ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 3,446 2,850,000 SH DFND 2 2,850,000 0 0
ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 1,436 1,188,000 SH DFND 5 1,188,000 0 0
RXR ACQUISITION CORP CLASS A COM 74981W107 4,870 500,000 SH DFND 500,000 0 0
RXR ACQUISITION CORP *W EXP 03/08/202 74981W115 45 100,000 SH DFND 100,000 0 0
SALESFORCE COM INC COM 79466L302 2,935 13,825 SH DFND 5 13,825 0 0
SEA LTD NOTE 0.250% 9/1 81141RAG5 2,836 3,554,000 SH DFND 2 3,554,000 0 0
SENTINELONE INC CL A 81730H109 93 2,393 SH DFND 7 2,393 0 0
SENTINELONE INC CL A 81730H109 371 9,575 SH DFND 9,575 0 0
SHAKE SHACK INC NOTE 3/0 819047AB7 361 450,000 SH DFND 2 450,000 0 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5 2,277 2,175,000 SH DFND 2 2,175,000 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 1,771 1,875,000 SH DFND 2 1,875,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 6,290 47,813 SH DFND 7 47,813 0 0
SL GREEN RLTY CORP COM 78440X887 3,006 37,023 SH DFND 7 37,023 0 0
SNOWFLAKE INC CL A 833445109 2,344 10,230 SH DFND 5 10,230 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 708 520,000 SH DFND 2 520,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 733 540,000 SH DFND 2 540,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 194,447 430,536 SH DFND 3 430,536 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 156,063 345,547 SH DFND 2 345,547 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 160,694 355,800 SH DFND 9 355,800 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 131,938 292,130 SH DFND 6 292,130 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 77,929 172,547 SH DFND 4 172,547 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 245,644 543,893 SH DFND 5 543,893 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,075 2,380 SH DFND 2,380 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 59,165 131,000 SH DFND 131,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 53,294 118,000 SH DFND 118,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 262,764 581,800 SH DFND 10 581,800 0 0
SPDR SER TR PORTFOLIO INTRMD 78464A375 741 21,710 SH DFND 21,710 0 0
SPDR SER TR PORTFOLIO AGRGTE 78464A649 2,145 77,200 SH DFND 77,200 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 3,439 74,735 SH DFND 7 74,735 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1 5,300 5,550,000 SH DFND 2 5,550,000 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 703 825,000 SH DFND 2 825,000 0 0
STAG INDL INC COM 85254J102 2,153 52,063 SH DFND 7 52,063 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142409 758 50,940 SH DFND 3 50,940 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142409 504 33,900 SH DFND 6 33,900 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142409 308 20,700 SH DFND 20,700 0 0
SUN CMNTYS INC COM 866674104 7,188 41,008 SH DFND 7 41,008 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 1,392 1,650,000 SH DFND 2 1,650,000 0 0
TWILIO INC CL A 90138F102 2,525 15,320 SH DFND 5 15,320 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 3,434 3,375,000 SH DFND 2 3,375,000 0 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 4,207 4,700,000 SH DFND 2 4,700,000 0 0
UDR INC COM 902653104 7,404 129,063 SH DFND 7 129,063 0 0
UIPATH INC CL A 90364P105 1,827 84,602 SH DFND 5 84,602 0 0
UNITY SOFTWARE INC COM 91332U101 2,816 28,380 SH DFND 5 28,380 0 0
VENTAS INC COM 92276F100 4,670 75,613 SH DFND 7 75,613 0 0
VICI PPTYS INC COM 925652109 6,493 228,147 SH DFND 7 228,147 0 0
VMG CONSUMER ACQUISITION COR CLASS A COM 91842V102 4,955 500,000 SH DFND 500,000 0 0
VMG CONSUMER ACQUISITION COR *W EXP 11/03/202 91842V110 120 250,000 SH DFND 250,000 0 0
WELLTOWER INC COM 95040Q104 7,213 75,029 SH DFND 7 75,029 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 724 750,000 SH DFND 2 750,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 328 200,000 SH DFND 2 200,000 0 0
ZOOMINFO TECHNOLOGIES INC COM CL A 98980F104 3,427 57,370 SH DFND 5 57,370 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 2,522 2,075,000 SH DFND 2 2,075,000 0 0