Freyr

'''"Why, Heimdall.Don't get so worked up.The battle between the gods is a glorious thing.You should really learn to savor it." -'Frey to Heimdall''

Introduction
 Mysterious Thief Frey or Phantom Thief Frey is Freya's older brother. He was brought to Earth to aid Heimdall in the destruction of Loki, but quickly drops that mission to search for Freya once he realizes she is there, too. Somewhere along the line, he decides to get Loki's attention by becoming a master jewel thief; the natural enemy of any great detective. His primary agenda is to find Freya, or at least ensure that Loki isn't corrupting her. However, in the course of his plans, Frey runs into Mayura, falls in love at first sight.

He loves acting out, and while he tags along with Heimdall in his quest to kill Loki, he doesn't seem to particularly care. Instead, Frey seems content with rushing around, swooping in at the most opportune times to make a heroic rescue... or a gigantic blunder.

Personality
Impulsive and quixotic, Frey seems to think of everything in terms of Romantic cliché, dramatic stereotypes, and absurd non sequiturs.

Frey is quite ignorant to what is happening, such as not knowing that Loki is in the form of a boy, 'Asgard' isn't the address of his apartment, Reya being his sister and that Loki has no interest in Freya whatsoever.

As a person, he seems to be a very happy individual, in direct contrast to his roommate Heimdall.

Mayura Daidouji
At the manga, he was already fell in love with Mayura, everytime he saw her, he often chase her and call her "Mayura-chan", however, Mayura sometimes ignores him, the only time Mayura was attracted to him in the manga is when the time Frey became little/like a doll, hugged him sometime... But that only...

Freya
Their relationship were different in the anime and manga, both were shown from the very start.

At their first meeting in the anime, Freya hits Frey with her infamous metal basin and scolds him for interrupting her chance with Loki.

In the manga, she still hits him with a metal basin but they laugh about how they haven't changed and how good it is to finally see each other. Freya and Frey were called as the moronic siblings because of this.

Like Freya, Frey is also hopeless in romance, failing in all his attempts to win Mayura over.

Some showed his side taking care of Freya, but however no one actually knows if he had brotherly or a romantic feeling in Freya, but however he likes to interfere with Loki alone with Freya everytime.

Loki
Frey teamed up with Heimdallr to kill Loki but is unaware of his child status. So when Heimdallr captures Loki (in his child form) he casts a rune on Loki which temporarily makes him hurt instead of making him unable to go back to Asgard.

Frey still tried to assassinate Loki until he discovers that Freya was in Midgard as well and he falls for Mayura.

In his-self proclaim, he is Loki's love rival (but not often fight for Mayura), and always fight everytime he saw Loki.

Trivia

 * Frey runs into Mayura, falls in  love  at first sight, and renames her Yamato Nadeshiko (大和撫子 Yamato Nadeshiko , a name for the prototypical ideal woman; a sort of Japanese  Dulcinea ), and in the English anime, his "Classic Japanese Beauty."
 * In the anime, when Frey dresses up as a student in order to help Mayura, he introduces himself as 'Bob Burglarstein' which may be a pun for him being the 'Phantom Thief'.