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