0001752724-21-174414.txt : 20210818 0001752724-21-174414.hdr.sgml : 20210818 20210818140408 ACCESSION NUMBER: 0001752724-21-174414 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210818 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Guardian Variable Products Trust CENTRAL INDEX KEY: 0001668512 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23148 FILM NUMBER: 211186378 BUSINESS ADDRESS: STREET 1: 10 HUDSON YARDS, 22 FLOOR CITY: NEW YORK STATE: NY ZIP: 10001 BUSINESS PHONE: (212)598-8000 MAIL ADDRESS: STREET 1: 10 HUDSON YARDS, 22 FLOOR CITY: NEW YORK STATE: NY ZIP: 10001 0001668512 S000061842 Guardian Total Return Bond VIP Fund C000200220 Guardian Total Return Bond VIP Fund NPORT-P 1 primary_doc.xml NPORT-P false 0001668512 XXXXXXXX S000061842 C000200220 Guardian Variable Products Trust 811-23148 0001668512 549300S9PVDT6IL3OT03 10 Hudson Yards NEW YORK 10001 212-598-8000 Guardian Total Return Bond VIP Fund S000061842 54930002T2KKRLW2UR56 2021-12-31 2021-06-30 N 375289819.81 6304592.48 368985227.33 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1618622.78000000 USD N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 91831AAC5 1599000.00000000 PA USD 1638463.32000000 0.444045777077 Long DBT CORP CA N 2 2025-04-15 Fixed 6.12500000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2016-C3 17325GAF3 1125000.00000000 PA USD 1211271.63000000 0.328271036421 Long ABS-MBS CORP US N 2 2049-11-15 Variable 3.36600000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YCB3 2150000.00000000 PA USD 2577828.50000000 0.698626478532 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N PETSMART INC/PETSMART FI N/A PetSmart Inc / PetSmart Finance Corp 71677KAB4 1500000.00000000 PA USD 1654440.00000000 0.448375673999 Long DBT CORP US N 2 2029-02-15 Fixed 7.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAQ6 4450000.00000000 PA USD 4837951.00000000 1.311150323010 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397A86 1000000.00000000 PA USD 1061360.00000000 0.287642951908 Long DBT CORP US N 2 2027-08-17 Fixed 4.12500000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903BG7 5350000.00000000 PA USD 5436777.00000000 1.473440289016 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N Gracechurch Mortgage Finance Plc N/A Grace Trust 2020-GRCE 38406JAG3 1100000.00000000 PA USD 1121287.32000000 0.303884068235 Long ABS-MBS CORP US N 2 2040-12-10 Variable 2.76900000 N N N N N N Team Health Holdings Inc 549300PVTQ4UDTTMQT11 Team Health Holdings Inc 88047PAA2 500000.00000000 PA USD 475940.00000000 0.128986193686 Long DBT CORP US N 2 2025-02-01 Fixed 6.37500000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 Post Holdings Inc 737446AM6 1000000.00000000 PA USD 1047280.00000000 0.283827080985 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US LONG BOND(CBT) SEP21 XCBT 20210921 000000000 346.00000000 NC USD 1285829.95000000 0.348477352143 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Long Bond USU1 Comdty 2021-09-21 54333670.05000000 USD 1285829.95000000 N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 Boyd Gaming Corp 103304BU4 500000.00000000 PA USD 517445.00000000 0.140234611489 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N N Ares CLO Ltd N/A Ares XXXIIR CLO Ltd 04017EAL6 1200000.00000000 PA USD 1190280.00000000 0.322582020048 Long ABS-CBDO CORP KY N 2 2030-05-15 Floating 1.95600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJT7 4850000.00000000 PA USD 4995888.00000000 1.353953391616 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N ARES CLO Ltd 549300VDFIIXSFET0S73 Ares XXXIV CLO Ltd 04015GAR0 450000.00000000 PA USD 453877.20000000 0.123006875718 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 1.79000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A NXP BV / NXP Funding LLC / NXP USA Inc 62954HAB4 4300000.00000000 PA USD 4934766.00000000 1.337388500810 Long DBT CORP XX N 2 2029-06-18 Fixed 4.30000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A NXP BV / NXP Funding LLC / NXP USA Inc 62954HAD0 900000.00000000 PA USD 981126.00000000 0.265898449945 Long DBT CORP XX N 2 2030-05-01 Fixed 3.40000000 N N N N N N FEDERAL FARM CREDIT BANK N/A Federal Farm Credit Banks Funding Corp 3133ELHR8 6750000.00000000 PA USD 6807105.00000000 1.844817758493 Long DBT USGSE US N 2 2022-01-21 Fixed 1.60000000 N N N N N N Elmwood CLO IX Ltd N/A Elmwood CLO IX Ltd 29003UAE9 3000000.00000000 PA USD 2998500.00000000 0.812634159285 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 0.00000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680AS2 2100000.00000000 PA USD 2320626.00000000 0.628921113398 Long DBT CORP US N 2 2027-07-13 Fixed 4.00000000 N N N N N N SCRIPPS ESCROW INC N/A Scripps Escrow Inc 81104PAA7 325000.00000000 PA USD 336514.75000000 0.091200060347 Long DBT CORP US N 2 2027-07-15 Fixed 5.87500000 N N N N N N ENTERCOM MEDIA CORP 549300S5JUSXRHNCHD80 Audacy Capital Corp 29365DAB5 500000.00000000 PA USD 519685.00000000 0.140841681863 Long DBT CORP US N 2 2029-03-31 Fixed 6.75000000 N N N N N N Stack Infrastructure Issuer LLC N/A Stack Infrastructure Issuer LLC 85236KAE2 1250000.00000000 PA USD 1266120.00000000 0.343135688428 Long ABS-O CORP US N 2 2046-03-26 Fixed 1.87700000 N N N N N N MAGIC MERGERCO INC N/A Magic Mergeco Inc 55916AAB0 500000.00000000 PA USD 515195.00000000 0.139624830979 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2017-FARM 36254XAA2 1200000.00000000 PA USD 1318813.12000000 0.357416238461 Long ABS-MBS CORP US N 2 2043-01-10 Variable 3.65900000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2017-C42 95001GAL7 500000.00000000 PA USD 551625.61000000 0.149498020284 Long ABS-MBS CORP US N 2 2050-12-15 Variable 4.00200000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 Sprint Corp 85207UAK1 500000.00000000 PA USD 611670.00000000 0.165770864168 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 Kohl's Corp 500255AV6 1050000.00000000 PA USD 1259118.00000000 0.341238051482 Long DBT CORP US N 2 2045-07-17 Fixed 5.55000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CCD1 500000.00000000 PA USD 498945.32000000 0.135220947356 Long DBT UST US N 2 2023-05-31 Fixed 0.12500000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LBF2 2650000.00000000 PA USD 3016044.50000000 0.817388956686 Long DBT CORP US N 2 2031-03-01 Fixed 4.25000000 N N N N N N Bank N/A BANK 2019-BNK24 06540VBE4 1413000.00000000 PA USD 1527165.36000000 0.413882520731 Long ABS-MBS CORP US N 2 2062-11-15 Variable 3.28300000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AF5 6900000.00000000 PA USD 7593312.00000000 2.057890516361 Long DBT CORP CH N 2 2029-01-12 Fixed 3.86900000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT SEP21 XCBT 20210921 000000000 73.00000000 NC USD 320803.14000000 0.086942000990 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond WNU1 Comdty 2021-09-21 13745384.36000000 USD 320803.14000000 N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 iHeartCommunications Inc 45174HBE6 1900000.00000000 PA USD 1988768.00000000 0.538983095445 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 2YR NOTE (CBT) SEP21 XCBT 20210930 000000000 220.00000000 NC USD -85907.24000000 -0.02328202693 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUU1 Comdty 2021-09-30 48556375.88000000 USD -85907.24000000 N N N NVR INC 529900RWXR4JI3JYTV70 NVR Inc 62944TAF2 2800000.00000000 PA USD 2967216.00000000 0.804155771078 Long DBT CORP US N 2 2030-05-15 Fixed 3.00000000 N N N N N N Neuberger Berman CLO Ltd 549300XVEYZNG956Y145 Neuberger Berman CLO XVII Ltd 64129UBU8 1100000.00000000 PA USD 1096920.00000000 0.297280194098 Long ABS-CBDO CORP KY N 2 2029-04-22 Floating 1.68400000 N N N N N N Cenovus Energy Inc 549300EIRQ0Z2B9C1W06 Cenovus Energy Inc 15135UAR0 1300000.00000000 PA USD 1614158.00000000 0.437458705780 Long DBT CORP CA N 2 2047-06-15 Fixed 5.40000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 American Airlines Inc 023771S58 1700000.00000000 PA USD 2133177.00000000 0.578119892613 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 Sinclair Television Group Inc 829259AY6 1750000.00000000 PA USD 1782935.00000000 0.483199561375 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 Cornerstone Building Brands Inc 21925DAA7 1500000.00000000 PA USD 1611450.00000000 0.436724801060 Long DBT CORP US N 2 2029-01-15 Fixed 6.12500000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 Owens Corning 690742AJ0 3200000.00000000 PA USD 3616832.00000000 0.980210515789 Long DBT CORP US N 2 2029-08-15 Fixed 3.95000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDP3 1925000.00000000 PA USD 1737890.00000000 0.470991755571 Long DBT CORP US N 2 2052-08-15 Fixed 2.45000000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 Discover Bank 25466AAR2 5300000.00000000 PA USD 5548994.00000000 1.503852617665 Long DBT CORP US N 2 2030-02-06 Fixed 2.70000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 KLA Corp 482480AG5 2700000.00000000 PA USD 3112965.00000000 0.843655726416 Long DBT CORP US N 2 2029-03-15 Fixed 4.10000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 Simon Property Group LP 828807DM6 5500000.00000000 PA USD 5432955.00000000 1.472404475190 Long DBT US N 2 2031-02-01 Fixed 2.20000000 N N N N N N Greywolf CLO Ltd 549300DX0ZYWEZ6TY764 Greywolf CLO II Ltd 398079BL6 2700000.00000000 PA USD 2695909.50000000 0.730628030695 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 4.38400000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JPMCC Commercial Mortgage Securities Trust 2017-JP5 46647TAY4 675000.00000000 PA USD 744213.14000000 0.201691852377 Long ABS-MBS CORP US N 2 2050-03-15 Variable 4.07700000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp 56585ABE1 1150000.00000000 PA USD 1315186.00000000 0.356433239757 Long DBT CORP US N 2 2048-04-01 Fixed 4.50000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 Viking Cruises Ltd 92676XAE7 1365000.00000000 PA USD 1605294.60000000 0.435056604194 Long DBT CORP BM N 2 2025-05-15 Fixed 13.00000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264AAV7 1650000.00000000 PA USD 1766935.50000000 0.478863479924 Long DBT CORP US N 2 2028-02-01 Fixed 4.75000000 N N N N N N Jackson Park Trust N/A Jackson Park Trust 2019-LIC 46868RAG9 680000.00000000 PA USD 700747.32000000 0.189912025766 Long ABS-MBS CORP US N 2 2039-10-14 Fixed 2.91400000 N N N N N N Aimco 549300MMTPNJGGRMPB33 AIMCO CLO Series 2017-A 00900CAS3 2000000.00000000 PA USD 2009256.00000000 0.544535621260 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 3.33800000 N N N N N N Battalion CLO LTD 549300RYHI0ZPOOD3O84 Battalion Clo XIX Ltd 07133VAG1 2200000.00000000 PA USD 2196682.40000000 0.595330717138 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 3.42800000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 Amcor Flexibles North America Inc 02344AAA6 3600000.00000000 PA USD 3670164.00000000 0.994664210965 Long DBT CORP US N 2 2031-05-25 Fixed 2.69000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 92553PAP7 1100000.00000000 PA USD 1269829.00000000 0.344140877722 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 General Mills Inc 370334CL6 1700000.00000000 PA USD 1802595.00000000 0.488527687962 Long DBT CORP US N 2 2030-04-15 Fixed 2.87500000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FirstEnergy Corp 337932AL1 5000000.00000000 PA USD 4972500.00000000 1.347614926478 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61772BAC7 800000.00000000 PA USD 846504.00000000 0.229414062488 Long DBT CORP US N 2 2042-04-22 Fixed 3.21700000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 Willis North America Inc 970648AJ0 2160000.00000000 PA USD 2271823.20000000 0.615694892838 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Riserva CLO, Ltd. 549300640C8OB2I8SN35 Riserva Clo Ltd 76761RBC2 3000000.00000000 PA USD 2939700.00000000 0.796698561964 Long ABS-CBDO CORP KY N 2 2034-01-18 Floating 1.99000000 N N N N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 Expedia Group Inc 30212PBH7 4100000.00000000 PA USD 4171340.00000000 1.130489702849 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DBJ7 2450000.00000000 PA USD 2674714.00000000 0.724883762787 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N Aimco N/A Aimco CLO 14 Ltd 00144GAJ0 2200000.00000000 PA USD 2196550.40000000 0.595294943348 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 3.08800000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 071734AJ6 500000.00000000 PA USD 466490.00000000 0.126425115546 Long DBT CORP CA N 2 2030-01-30 Fixed 5.25000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 Univision Communications Inc 914906AV4 200000.00000000 PA USD 201504.00000000 0.054610316369 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 Caterpillar Inc 149123CK5 3300000.00000000 PA USD 3306369.00000000 0.896070832950 Long DBT CORP US N 2 2031-03-12 Fixed 1.90000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 Aon Corp 037389BE2 1740000.00000000 PA USD 1830549.60000000 0.496103763623 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2014-GC21 17322MAW6 1330000.00000000 PA USD 1434916.76000000 0.388881899251 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.85500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397B36 1650000.00000000 PA USD 1730850.00000000 0.469083820109 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 TEGNA Inc 87901JAH8 2250000.00000000 PA USD 2355345.00000000 0.638330433183 Long DBT CORP US N 2 2029-09-15 Fixed 5.00000000 N N N N N N Cenovus Energy Inc 549300EIRQ0Z2B9C1W06 Cenovus Energy Inc 15135UAM1 740000.00000000 PA USD 827460.60000000 0.224253042862 Long DBT CORP CA N 2 2027-04-15 Fixed 4.25000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 Antero Resources Corp 03674XAN6 2430000.00000000 PA USD 2763371.70000000 0.748911201674 Long DBT CORP US N 2 2026-07-15 Fixed 8.37500000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807BU5 800000.00000000 PA USD 1124944.00000000 0.304875078100 Long DBT CORP US N 2 2050-05-01 Fixed 5.25000000 N N N N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 Surgery Center Holdings Inc 86881WAD4 650000.00000000 PA USD 713882.00000000 0.193471702150 Long DBT CORP US N 2 2027-04-15 Fixed 10.00000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2013-GC16 36248GAD2 750000.00000000 PA USD 805499.94000000 0.218301406218 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 4.27100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SJ8 5900000.00000000 PA USD 6110187.50000000 1.655943665878 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671DBC8 900000.00000000 PA USD 1100304.00000000 0.298197303984 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828YH7 23850000.00000000 PA USD 24610218.75000000 6.669702992740 Long DBT UST US N 2 2024-09-30 Fixed 1.50000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBL6 4750000.00000000 PA USD 4591112.50000000 1.244253742411 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2021-SAVE 95003LAA8 1181728.38000000 PA USD 1186860.47000000 0.321655281049 Long ABS-MBS CORP US N 2 2040-02-15 Floating 1.22300000 N N N N N N Neuberger Berman CLO Ltd 549300UHUHCR3388B324 Neuberger Berman CLO XVI-S Ltd 64131TAQ7 1000000.00000000 PA USD 999498.00000000 0.270877511067 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 1.60000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 Level 3 Financing Inc 527298BN2 1000000.00000000 PA USD 1037610.00000000 0.281206379861 Long DBT CORP US N 2 2027-09-15 Fixed 4.62500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680AY9 1700000.00000000 PA USD 1812506.00000000 0.491213703354 Long DBT CORP US N 2 2029-09-01 Fixed 3.40000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 Liberty Mutual Group Inc 53079EBJ2 600000.00000000 PA USD 665736.00000000 0.180423483296 Long DBT CORP US N 2 2050-10-15 Fixed 3.95100000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 Air Lease Corp 00912XBF0 5400000.00000000 PA USD 6102594.00000000 1.653885724411 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 92556HAC1 300000.00000000 PA USD 379086.00000000 0.102737446358 Long DBT CORP US N 2 2050-05-19 Fixed 4.95000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 Hess Corp 42809HAG2 7400000.00000000 PA USD 8243304.00000000 2.234047162172 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 Waste Connections Inc 94106BAA9 3000000.00000000 PA USD 3102870.00000000 0.840919844529 Long DBT CORP CA N 2 2030-02-01 Fixed 2.60000000 N N N N N N SPDR Blackstone Senior Loan ETF 549300ME4SR63Y3TRD06 SPDR Blackstone Senior Loan ETF 78467V608 206000.00000000 NS USD 9535740.00000000 2.584314843442 Long EC RF US N 1 N N N BB-UBS Trust N/A BB-UBS Trust 2012-SHOW 05538UAA1 2500000.00000000 PA USD 2649526.95000000 0.718057730704 Long ABS-MBS CORP US N 2 2036-11-05 Fixed 3.43000000 N N N N N N CNA FINANCIAL CORP 549300YX2GSZD7YG1R84 CNA Financial Corp 126117AW0 4705000.00000000 PA USD 4625250.25000000 1.253505535565 Long DBT CORP US N 2 2030-08-15 Fixed 2.05000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 Constellation Brands Inc 21036PBF4 6950000.00000000 PA USD 7299237.50000000 1.978192339248 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N ICG US CLO Ltd N/A ICG US CLO 2018-2 LTD 44932TAC1 2500000.00000000 PA USD 2501317.50000000 0.677890960052 Long ABS-CBDO CORP KY N 2 2031-07-22 Floating 1.93400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CAT8 4500000.00000000 PA USD 4399804.71000000 1.192406737212 Long DBT UST US N 2 2025-10-31 Fixed 0.25000000 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 MDC Holdings Inc 552676AU2 1450000.00000000 PA USD 1412532.00000000 0.382815325757 Long DBT CORP US N 2 2031-01-15 Fixed 2.50000000 N N N N N N Bluemountain CLO Ltd 549300NUS8PQQUZMPR50 BlueMountain CLO 2014-2 Ltd 09626QBC0 800000.00000000 PA USD 799596.80000000 0.216701575232 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 1.93800000 N N N N N N Voya CLO Ltd 549300001G5S0D8B8343 Voya CLO 2016-3 Ltd 92915HAQ6 955000.00000000 PA USD 961880.78000000 0.260682734363 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 1.94000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 Waste Management Inc 94106LBM0 200000.00000000 PA USD 186492.00000000 0.050541860808 Long DBT CORP US N 2 2050-11-15 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBH3 2000000.00000000 PA USD 1960156.26000000 0.531228925933 Long DBT UST US N 2 2026-01-31 Fixed 0.37500000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 Waste Management Inc 94106LBP3 1500000.00000000 PA USD 1419615.00000000 0.384734914801 Long DBT CORP US N 2 2031-03-15 Fixed 1.50000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Corp II Series 2005-ROCK 36228CUV3 1800000.00000000 PA USD 2052679.95000000 0.556304100533 Long ABS-MBS CORP US N 2 2032-05-03 Fixed 5.36600000 N N N N N N Octagon Loan Funding Ltd 549300HJJWTCMWFILG24 Octagon Loan Funding Ltd 67590RBE4 3200000.00000000 PA USD 3184000.00000000 0.862907174642 Long ABS-CBDO CORP KY N 2 2031-11-18 Floating 2.35500000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 AMC Networks Inc 00164VAF0 2000000.00000000 PA USD 2020680.00000000 0.547631680168 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBK5 3150000.00000000 PA USD 3664269.00000000 0.993066586029 Long DBT CORP GB N 2 2028-05-30 Fixed 4.37500000 N N N N N N WF-RBS Commercial Mortgage Trust 549300FCX3YXSYSLU895 WFRBS Commercial Mortgage Trust 2014-C19 92938VAS4 1500000.00000000 PA USD 1617140.79000000 0.438267082317 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 4.27100000 N N N N N N CARGO AIRCRAFT MANAGEMEN 549300GH5J7LOMV44F11 Cargo Aircraft Management Inc 14180LAA4 800000.00000000 PA USD 819128.00000000 0.221994795273 Long DBT CORP US N 2 2028-02-01 Fixed 4.75000000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 Chubb INA Holdings Inc 171239AG1 2600000.00000000 PA USD 2473458.00000000 0.670340657781 Long DBT CORP US N 2 2030-09-15 Fixed 1.37500000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 Ford Motor Co 345370CX6 875000.00000000 PA USD 1254251.25000000 0.339919096240 Long DBT CORP US N 2 2030-04-22 Fixed 9.62500000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 Sherwin-Williams Co/The 824348BL9 3600000.00000000 PA USD 3650328.00000000 0.989288385991 Long DBT CORP US N 2 2030-05-15 Fixed 2.30000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807BS0 1400000.00000000 PA USD 1655766.00000000 0.448735037980 Long DBT CORP US N 2 2030-05-01 Fixed 4.40000000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 Aramark Services Inc 038522AR9 1650000.00000000 PA USD 1752745.50000000 0.475017797509 Long DBT CORP US N 2 2025-05-01 Fixed 6.37500000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 Nutrien Ltd 67077MAW8 4600000.00000000 PA USD 4855668.00000000 1.315951870251 Long DBT CORP CA N 2 2030-05-13 Fixed 2.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CCE9 1600000.00000000 PA USD 1604250.00000000 0.434773503429 Long DBT UST US N 2 2028-05-31 Fixed 1.25000000 N N N N N N Battalion CLO LTD 549300CDYR56PY734566 Battalion CLO XX Ltd 07134UAN7 2000000.00000000 PA USD 1997000.00000000 0.541214079070 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 3.21900000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT)SEP21 XCBT 20210921 000000000 47.00000000 NC USD 18957.11000000 0.005137633866 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 10 Year US Treasury Note TYU1 Comdty 2021-09-21 6208542.89000000 USD 18957.11000000 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCY0 5750000.00000000 PA USD 6232770.00000000 1.689165185582 Long DBT CORP US N 2 2030-06-21 Fixed 3.60000000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 Cinemark USA Inc 172441BF3 650000.00000000 PA USD 666542.50000000 0.180642055733 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MD0 450000.00000000 PA USD 589428.00000000 0.159742980570 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BX1 3500000.00000000 PA USD 3370955.00000000 0.913574514728 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N Life Financial Services Trust N/A Life 2021-BMR Mortgage Trust 53218CAE0 1500000.00000000 PA USD 1503200.75000000 0.407387786464 Long ABS-MBS CORP US N 2 2038-03-15 Floating 1.17300000 N N N N N N SLG Office Trust N/A SLG Office Trust 2021-OVA 78449RAA3 1800000.00000000 PA USD 1873170.00000000 0.507654469951 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.58500000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2020-L4 61770KBA2 750000.00000000 PA USD 795479.78000000 0.215585806986 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.88000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CY9 3550000.00000000 PA USD 4206927.50000000 1.140134397911 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) SEP21 XCBT 20210930 000000000 -8.00000000 NC USD 3532.42000000 0.000957333719 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 5 Year US Treasury Note FVU1 Comdty 2021-09-30 -990969.92000000 USD 3532.42000000 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CQ6 1150000.00000000 PA USD 1186282.50000000 0.321498643342 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N TECHNIPFMC PLC 549300D5I93QWCJTCK36 TechnipFMC PLC 87854XAE1 300000.00000000 PA USD 323646.00000000 0.087712454599 Long DBT CORP GB N 2 2026-02-01 Fixed 6.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RMC3 2500000.00000000 PA USD 2507300.00000000 0.679512298674 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 7366265.41000000 PA USD 7366265.41000000 1.996357811748 Long RA CORP US N 2 Repurchase N 0.00000000 2021-07-01 6968400.00000000 USD 7513678.13620800 USD UST N N N General Motors Co 54930070NSV60J38I987 General Motors Co 37045VAT7 150000.00000000 PA USD 204222.00000000 0.055346931224 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N ONE Park Mortgage Trust N/A ONE 2021-PARK Mortgage Trust 682413AC3 1500000.00000000 PA USD 1498093.10000000 0.406003544055 Long ABS-MBS CORP US N 2 2036-03-15 Floating 1.02300000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MS7 1100000.00000000 PA USD 1130459.00000000 0.306369717882 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N JEFFERIES GRP LLC / CAP N/A Jefferies Group LLC / Jefferies Group Capital Finance Inc 47233JBH0 3100000.00000000 PA USD 3484524.00000000 0.944353253709 Long DBT CORP US N 2 2030-01-23 Fixed 4.15000000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 Caterpillar Inc 149123CJ8 1300000.00000000 PA USD 1440803.00000000 0.390477150108 Long DBT CORP US N 2 2050-04-09 Fixed 3.25000000 N N N N N N Oak Hill Credit Partners N/A OHA Credit Funding 3 LTD 67112RAW4 3000000.00000000 PA USD 2998500.00000000 0.812634159285 Long ABS-CBDO CORP KY N 2 2035-07-02 Floating 0.00000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 MGM Resorts International 552953CF6 1650000.00000000 PA USD 1811568.00000000 0.490959492635 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AY3 1500000.00000000 PA USD 1642800.00000000 0.445221076162 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CAV3 2200000.00000000 PA USD 2092406.25000000 0.567070466517 Long DBT UST US N 2 2030-11-15 Fixed 0.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZQ6 700000.00000000 PA USD 654390.63000000 0.177348734185 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 Invesco Senior Loan ETF 46138G508 423000.00000000 NS USD 9369450.00000000 2.539247998571 Long EC RF US N 1 N N N FORTUNE BRANDS HOME & SE 54930032LHW54PQUJD44 Fortune Brands Home & Security Inc 34964CAE6 3500000.00000000 PA USD 3769710.00000000 1.021642526796 Long DBT CORP US N 2 2029-09-15 Fixed 3.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR ULTRA FUT SEP21 XCBT 20210921 000000000 -981.00000000 NC USD -1894604.47000000 -0.51346350196 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US 10 Year Ultra Bond UXYU1 Comdty 2021-09-21 -142511661.16000000 USD -1894604.47000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FAS0 4450000.00000000 PA USD 5066859.00000000 1.373187494974 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 00206RGQ9 3500000.00000000 PA USD 4046700.00000000 1.096710572746 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N Carlyle Global Market Strategies N/A CARLYLE US CLO 2017-3 Ltd 14314FAS7 3000000.00000000 PA USD 2998485.00000000 0.812630094081 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 2.18800000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 Sirius XM Radio Inc 82967NBC1 500000.00000000 PA USD 544745.00000000 0.147633281674 Long DBT CORP US N 2 2029-07-01 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468X0 1800000.00000000 PA USD 1750626.00000000 0.474443384269 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJM2 1500000.00000000 PA USD 1466175.00000000 0.397353306149 Long DBT CORP US N 2 2051-10-24 Fixed 2.83100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CCB5 1060000.00000000 PA USD 1076562.50000000 0.291763035552 Long DBT UST US N 2 2031-05-15 Fixed 1.62500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PCC8 4000000.00000000 PA USD 4109560.00000000 1.113746485120 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 Waste Connections Inc 94106BAB7 750000.00000000 PA USD 763335.00000000 0.206874135727 Long DBT CORP CA N 2 2050-04-01 Fixed 3.05000000 N N N N N N COMMONBOND STUDENT LOAN TRUST N/A Commonbond Student Loan Trust 2021-A-GS 20268WAA2 1579414.80000000 PA USD 1571619.33000000 0.425930149391 Long ABS-O CORP US N 2 2052-03-25 Fixed 1.20000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAR4 700000.00000000 PA USD 808668.00000000 0.219159993437 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N CIFC Funding Ltd 549300QSQ98IRWUWDV20 CIFC Funding 2013-IV Ltd 12549FBP3 800000.00000000 PA USD 797600.00000000 0.216160415356 Long ABS-CBDO CORP KY N 2 2031-04-27 Floating 1.78100000 N N N N N N 2021-07-20 Guardian Variable Products Trust John Walter John Walter Treasurer