Stocks/Funds/CIK 1533497

Liberty Mutual Group Asset Management Inc.

long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1533497
Assets
$1.25B
+315.1% YoY
Holdings
26
Lifetime alpha vs market
+0.53% annual
Average hold time
1.7 yr
median 1.1 yr

Quarterly history

Cum return +268% vs S&P +249% · α +19% lifetimeAUM $1.2B · peak $4.8BFlow $-175M (-17%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-12.21%
trims when stocks drop
when a holding falls −10%+
Middle response
-1.16%
baseline attrition
Rally response
-0.58%
trims into rallies
when a holding rises +10%+

Top positions · 26

Ticker$ value% portYoYHold time
CRGYCrescent Energy Company$498M39.8%+26.2%2.5 yr
VOOVanguard S&P 500 ETF$127M10.2%1.3 yr
SRLNState Street Blackstone $121M9.7%1.0 yr
IEFiShares 7-10 Year Treasu$113M9.0%0.5 yr
HYGiShares iBoxx $ High Yie$85M6.8%5.0 yr
QXOQXO, Inc.$79M6.3%+43.4%1.8 yr
USHYiShares Broad USD High Y$55M4.4%0.8 yr
USIGiShares Broad USD Invest$37M2.9%0.3 yr
SPYState Street SPDR S&P 50$34M2.7%+17.6%6.8 yr
OBDCBlue Owl Capital Corpora$30M2.4%-17.8%0.5 yr
BKLNInvesco Senior Loan ETF$25M2.0%1.0 yr
EWYiShares MSCI South Korea$12M1.0%0.3 yr
ARCCAres Capital Corporation$5M0.4%-10.7%1.8 yr
PLPlanet Labs PBC$4M0.4%+726.9%0.3 yr
CCLCarnival Corporation & p$4M0.3%+33.1%3.5 yr

Portfolio composition (YoY)

Industry mix
Oil & Gas Exploration & Production39.8%+39.7pp$498M
Asset Management26.0%-47.3pp$325M
Asset Management - Bonds23.2%$289M
Industrial - Distribution6.3%-12.0pp$79M
Financial - Credit Services2.4%$30M
Aerospace & Defense0.4%$4M
Leisure0.3%$4M
Software - Infrastructure0.3%-1.1pp$3M
Software - Application0.3%-0.1pp$3M
Unknown0.2%-0.0pp$3M
Country
US99.8%+0.0pp
Unknown0.2%-0.0pp
Top 5: 75.5% · Top 10: 94.3% · Top 25: 100.0%

Winners

TickerPrev $PnLYoY %
QXO$55M+0.02B43.4%
OPEN$0M+0.00B358.8%
CRGY$0M+0.00B26.2%
AFRM$3M+0.00B1.4%
RBRK$1M-0.00B-19.7%

Losers

TickerPrev $PnLYoY %
SMC$3M-0.00B-10.8%
RBRK$1M-0.00B-19.7%

Top buys this quarter · 13

BKLN Invesco Senior Loan ETF+$0M
EWY iShares MSCI South Korea ETFnew+$0M
IEF iShares 7-10 Year Treasury Bon+$0M
USIG iShares Broad USD Investment Gnew+$0M
USHY iShares Broad USD High Yield C+$0M
SRLN State Street Blackstone Senior+$0M
VOO Vanguard S&P 500 ETF+$0M
OBDC Blue Owl Capital Corporation+$20M
PL Planet Labs PBCnew+$4M
NINE Nine Energy Service, Inc.new+$2M

Top sells this quarter · 12

HYG iShares iBoxx $ High Yield Cor$0M
IGLB iShares 10+ Year Investment Grexit$0M
DXJ WisdomTree Japan Hedged Equityexit$0M
SPY State Street SPDR S&P 500 ETF $133M
DDOG Datadog, Inc.exit$3M
ARCC Ares Capital Corporation$2M
MSDL Morgan Stanley Direct Lending $2M
ABNB Airbnb, Inc.exit$2M
HOOD Robinhood Markets, Inc.exit$2M
BRZE Braze, Inc.exit$1M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$1.25B26+115.19%+17.59%+97.60%-0.18B
2025-12-31$1.05B27+35.58%+17.72%+17.87%+0.69B
2025-09-30$315M11+17.50%+17.52%-0.02%-0.10B
2025-06-30$461M18+29.81%+14.94%+14.87%+0.00B
2025-03-31$301M14-16.06%+8.30%-24.36%-0.06B
2024-12-31$420M13-5.31%+24.89%-30.19%-0.24B
2024-09-30$660M49+15.00%+36.04%-21.03%+0.08B
2024-06-30$586M48+3.97%+24.49%-20.53%+0.34B
2024-03-31$253M48+7.07%+29.62%-22.55%+0.02B
2023-12-31$246M44+13.33%+26.18%-12.85%-0.07B
2023-09-30$261M43-6.89%+21.57%-28.46%+0.00B
2023-06-30$285M45-5.44%+19.42%-24.87%-0.06B
2023-03-31$337M52-23.95%-7.82%-16.13%+0.07B
2022-12-31$261M54-28.87%-18.17%-10.70%+0.04B
2022-09-30$217M53-20.68%-15.51%-5.17%-0.28B
2022-06-30$541M64-12.96%-10.62%-2.34%-1.66B