0001752724-23-033148.txt : 20230222
0001752724-23-033148.hdr.sgml : 20230222
20230222122044
ACCESSION NUMBER: 0001752724-23-033148
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230222
DATE AS OF CHANGE: 20230222
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FRANKLIN TEMPLETON VARIABLE INSURANCE PRODUCTS TRUST
CENTRAL INDEX KEY: 0000837274
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05583
FILM NUMBER: 23651813
BUSINESS ADDRESS:
STREET 1: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
BUSINESS PHONE: 650-312-2000
MAIL ADDRESS:
STREET 1: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
FORMER COMPANY:
FORMER CONFORMED NAME: FRANKLIN VALUEMARK FUNDS
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FRANKLIN VALUEMARK ANNUITY FUNDS
DATE OF NAME CHANGE: 19881129
0000837274
S000007320
FRANKLIN MUTUAL SHARES VIP FUND
C000020108
Class 1
C000020109
Class 2
C000061782
Class 4
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000837274
XXXXXXXX
S000007320
C000020108
C000061782
C000020109
Franklin Templeton Variable Insurance Products Trust
811-05583
0000837274
549300PIBKZH7YTTWU55
One Franklin Parkway
San Mateo
94403-1906
650-312-2000
Franklin Mutual Shares VIP Fund
S000007320
1DP83FR2CH0PKYUU1X44
2022-12-31
2022-12-31
N
2004448629.14
7500502.49
1996948126.65
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
25133088.51000000
N
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
593625.00000000
NS
USD
45685380.00000000
2.287759976852
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2080.02000000
-0.00010415994
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
135394.53000000
EUR
142901.34000000
USD
2023-01-09
-2080.02000000
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
534295.00000000
NS
USD
43673273.30000000
2.187000889866
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co. (The)
9845007488EC87F5AF14
Kraft Heinz Co. (The)
500754106
1313778.00000000
NS
USD
53483902.38000000
2.678282007741
Long
EC
CORP
US
N
1
N
N
N
Wayne Services Legacy, Inc.
N/A
Wayne Services Legacy, Inc.
N/A
2039.44500000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
Y
3
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
2422671.00000000
NS
29509575.82000000
1.477733719077
Long
EC
CORP
NL
N
2
N
N
N
Gen Digital, Inc.
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc.
668771108
1404750.00000000
NS
USD
30103792.50000000
1.507489959215
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
64599.00000000
NS
USD
23632898.16000000
1.183450778946
Long
EC
CORP
US
N
1
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
66895.00000000
NS
USD
47403803.85000000
2.373812480022
Long
EC
CORP
US
N
1
N
N
N
Windstream Holdings, Inc.
529900M9WS6K57ZMIJ19
Windstream Holdings, Inc.
N/A
609467.00000000
NS
USD
5844739.16000000
0.292683574600
Long
EC
CORP
US
Y
3
N
N
N
GSK plc
5493000HZTVUYLO1D793
GSK plc
N/A
2211423.00000000
NS
38218961.35000000
1.913868509650
Long
EC
CORP
GB
N
2
N
N
N
Everest Re Group Ltd.
549300N24XF2VV0B3570
Everest Re Group Ltd.
N/A
79159.00000000
NS
USD
26223001.93000000
1.313153886174
Long
EC
CORP
BM
N
1
N
N
N
British American Tobacco plc
213800FKA5MF17RJKT63
British American Tobacco plc
N/A
718730.00000000
NS
28430455.26000000
1.423695231768
Long
EC
CORP
GB
N
2
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
433626.00000000
NS
USD
43826579.82000000
2.194677930544
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3710.64000000
-0.00018581554
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
52497.08000000
GBP
59776.96000000
USD
2023-01-17
-3710.64000000
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp.
25470MAG4
14352000.00000000
PA
USD
14799064.80000000
0.741084087388
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
252040.00000000
NS
USD
27963838.00000000
1.400328712940
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
180.75000000
0.000009051311
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
66361.32000000
USD
62142.00000000
EUR
2023-01-09
180.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
309.52000000
0.000015499651
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
128546.04000000
USD
106549.00000000
GBP
2023-01-17
309.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5943.85000000
0.000297646690
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
265484.49000000
USD
224440.59000000
GBP
2023-01-17
5943.85000000
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
798897.00000000
NS
USD
51129408.00000000
2.560377373736
Long
EC
CORP
IE
N
1
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35908MAA8
2949278.00000000
PA
USD
2285619.20000000
0.114455612016
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.87500000
N
N
N
N
N
N
FHLB
2549001DPIFGXC1TOL40
FHLB
313384AC3
10500000.00000000
PA
USD
10500000.00000000
0.525802341076
Long
STIV
USGA
US
N
2
2023-01-03
None
0.00000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
1072739.00000000
NS
USD
35293113.10000000
1.767352523032
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1677.35000000
-0.00008399567
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
102768.00000000
EUR
108367.31000000
USD
2023-01-09
-1677.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2413.31000000
0.000120849909
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
532990.00000000
USD
500000.00000000
EUR
2023-01-09
2413.31000000
N
N
N
Veritas US, Inc.
549300RFUWCPWS8FQ104
Veritas US, Inc., Term Loan B
G9341JAN0
14791675.29000000
PA
USD
10510003.00000000
0.526303255439
Long
LON
CORP
US
N
2
2025-09-01
Variable
9.72986000
N
N
N
N
N
N
Ashland, Inc.
529900E4L9R04SB8HB11
Ashland, Inc.
044186104
294600.00000000
NS
USD
31678338.00000000
1.586337550647
Long
EC
CORP
US
N
1
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
5196046.00000000
NS
29979641.92000000
1.501272943443
Long
EC
CORP
GB
N
2
N
N
N
Avaya Holdings Corp.
549300NZS2OZN6Q63A60
Avaya Holdings Corp.
05351X101
116.00000000
NS
USD
22.74000000
0.000001138737
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
524.81000000
0.000026280602
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
70148.43000000
USD
66000.00000000
EUR
2023-01-09
524.81000000
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2013-2, Class A
02377UAB0
1808415.86100000
PA
USD
1806000.36000000
0.090438020692
Long
ABS-O
CORP
US
N
2
2023-01-15
Fixed
4.95000000
N
N
N
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146103
664644.00000000
NS
USD
23016621.72000000
1.152589865146
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc., Class A
30303M102
303489.00000000
NS
USD
36521866.26000000
1.828884074283
Long
EC
CORP
US
N
1
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
440353.00000000
NS
USD
34224235.16000000
1.713826949396
Long
EC
CORP
IE
N
1
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
112972.00000000
NS
USD
10501877.12000000
0.525896340513
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2134.13000000
-0.00010686957
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
46075.60000000
GBP
53587.63000000
USD
2023-01-17
-2134.13000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20027.91000000
-0.00100292590
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
346583.85000000
EUR
351096.37000000
USD
2023-01-09
-20027.91000000
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
112739.00000000
NS
USD
25945753.46000000
1.299270277166
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson plc
549300WHC56FF48KL350
Willis Towers Watson plc
N/A
192950.00000000
NS
USD
47191711.00000000
2.363191630779
Long
EC
CORP
IE
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
887231.00000000
NS
USD
31026468.07000000
1.553694242526
Long
EC
CORP
US
N
1
N
N
N
Veritas US, Inc. / Veritas Bermuda Ltd.
N/A
Veritas US, Inc. / Veritas Bermuda Ltd.
92346LAE3
21124000.00000000
PA
USD
14593912.53000000
0.730810797498
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.50000000
N
N
N
N
N
N
Bausch Health Americas, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc.
91911XAW4
3434000.00000000
PA
USD
1801922.82000000
0.090233832113
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
Banff Guarantor, Inc.
N/A
Banff Guarantor, Inc., Second Lien Term Loan
10318UAB5
6640700.00000000
PA
USD
6140588.88000000
0.307498667494
Long
LON
CORP
US
N
2
2026-02-27
Variable
9.88357000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
6845000.00000000
PA
USD
5905455.30000000
0.295724021129
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
566470.00000000
NS
USD
43363278.50000000
2.171477462098
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6189.85000000
0.000309965487
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
314289.21000000
USD
265000.00000000
GBP
2023-01-17
6189.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1304.75000000
-0.00006533720
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
75000.00000000
EUR
79005.75000000
USD
2023-01-09
-1304.75000000
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
1096804.00000000
NS
USD
45287037.16000000
2.267812396107
Long
EC
CORP
US
N
1
N
N
N
Walter Energy Corp.
N/A
Walter Energy, Inc., Litigation Trust, Contingent Distribution
N/A
6301000.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
International Automotive Components Group BVBA
N/A
International Automotive Components Group Brazil LLC
N/A
1730515.00000000
NS
USD
60910.67000000
0.003050187893
Long
EC
CORP
BR
Y
3
N
N
N
KBR, Inc.
254900OFQDXZRKRCV808
KBR, Inc.
48242W106
695116.00000000
NS
USD
36702124.80000000
1.837910775457
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
402339.00000000
NS
USD
53953659.90000000
2.701805779527
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-26283.09000000
-0.00131616288
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
701862.68000000
EUR
725276.12000000
USD
2023-01-09
-26283.09000000
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
290605.00000000
NS
USD
40684700.00000000
2.037343857712
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7857.46000000
0.000393473415
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
81460.59000000
USD
83411.93000000
EUR
2023-01-09
7857.46000000
N
N
N
Schlumberger Ltd.
213800ZUA17OK3QLGM62
Schlumberger Ltd.
806857108
950004.00000000
NS
USD
50787213.84000000
2.543241517504
Long
EC
CORP
CW
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-60208.74000000
-0.00301503775
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
818013.35000000
EUR
815725.37000000
USD
2023-01-09
-60208.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
14109.67000000
0.000706561668
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
695913.51000000
USD
587109.00000000
GBP
2023-01-17
14109.67000000
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
172150.00000000
NS
USD
30899203.50000000
1.547321289303
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
711.45000000
0.000035626864
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
50000.00000000
GBP
61179.20000000
USD
2023-01-17
711.45000000
N
N
N
Flex Ltd.
549300EAQH74YHD07T53
Flex Ltd.
N/A
1981179.00000000
NS
USD
42516101.34000000
2.129053868380
Long
EC
CORP
SG
N
1
N
N
N
SS&C Technologies Holdings, Inc.
529900POY8H7NPPNKK71
SS&C Technologies Holdings, Inc.
78467J100
561101.00000000
NS
USD
29210918.06000000
1.462778009612
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZG7
2000000.00000000
PA
USD
1962770.70000000
0.098288517052
Long
STIV
UST
US
N
2
2023-06-01
None
0.00000000
N
N
N
N
N
N
Citgo Holding, Inc.
549300NYHOALWZ2BSL72
Citgo Holding, Inc.
17302WAB4
13861000.00000000
PA
USD
13857283.45000000
0.693923055139
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
N/A
N/A
Foreign Exchange EUR/USD
N/A
-39.00000000
NC
USD
-68455.83000000
-0.00342802244
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange EUR/USD
2023-03-13
-5242575.00000000
USD
-68455.83000000
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
411166.00000000
NS
USD
40837007.12000000
2.044970852022
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1364653.73000000
-0.06833696438
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
14551397.67000000
EUR
14217079.31000000
USD
2023-01-09
-1364653.73000000
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771S58
2592000.00000000
PA
USD
2785957.42000000
0.139510755578
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
Quest Software US Holdings, Inc.
N/A
Quest Software US Holdings, Inc., Second Lien Term Loan
G7314UAB8
13032127.00000000
PA
USD
8041930.09000000
0.402711016008
Long
LON
CORP
US
N
2
2030-02-01
Variable
11.59421000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
380752.00000000
NS
USD
33079733.76000000
1.656514424112
Long
EC
CORP
US
N
1
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
61977.00000000
NS
USD
31743999.63000000
1.589625649578
Long
EC
CORP
US
N
1
N
N
N
Alcoa Corp.
549300T12EZ1F6PWWU29
Alcoa Corp.
013872106
506080.00000000
NS
USD
23011457.60000000
1.152331264538
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
1380714.00000000
NS
USD
45729247.68000000
2.289956712932
Long
EC
CORP
US
N
1
N
N
N
First Horizon Corp.
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp.
320517105
695096.00000000
NS
USD
17029852.00000000
0.852793909502
Long
EC
CORP
US
N
1
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AP7
21435000.00000000
PA
USD
15469210.80000000
0.774642595546
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
Tapestry, Inc.
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030107
1380395.00000000
NS
USD
52565441.60000000
2.632288785997
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2290.15000000
0.000114682498
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
345722.00000000
USD
325000.00000000
EUR
2023-01-09
2290.15000000
N
N
N
Bosgaerde BV
724500SEMY2K987RV910
Bosgen Liquidating Trust c/o Verdolino and Lowey P.C., Contingent Distribution
N/A
347093.15000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
NL
N
3
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
72710.00000000
NS
USD
37298048.70000000
1.867752507050
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1349.03000000
-0.00006755458
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
25393.63000000
GBP
29360.88000000
USD
2023-01-17
-1349.03000000
N
N
N
Windstream Holdings, Inc.
529900M9WS6K57ZMIJ19
Windstream Holdings, Inc.
N/A
34368.00000000
NS
USD
329586.34000000
0.016504501824
Long
CORP
US
Y
3
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
548355.00000000
NS
USD
17300600.25000000
0.866352010806
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
45797.77000000
0.002293388064
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
2277358.47000000
GBP
2799932.53000000
USD
2023-01-17
45797.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
206735.02000000
0.010352548333
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
2427449.28000000
USD
2460000.00000000
EUR
2023-01-09
206735.02000000
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
997366.00000000
NS
USD
33551392.24000000
1.680133389157
Long
EC
CORP
US
N
1
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
631558.00000000
NS
USD
38834501.42000000
1.944692548681
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
176537.00000000
NS
USD
51372267.00000000
2.572538881427
Long
EC
CORP
US
N
1
N
N
N
Bread Financial Holdings, Inc.
549300G8S4PO686J7H97
Bread Financial Holdings, Inc.
018581108
516079.00000000
NS
USD
19435535.14000000
0.973261893016
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health, Inc.
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414H103
2041057.00000000
NS
USD
24941716.54000000
1.248991709255
Long
EC
CORP
US
N
1
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
109010.00000000
NS
USD
36965291.00000000
1.851089194891
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAP7
340000.00000000
PA
USD
268848.20000000
0.013462953614
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
512554.00000000
NS
USD
47764907.26000000
2.391895243675
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
787.63000000
0.000039441685
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
138288.19000000
USD
115000.00000000
GBP
2023-01-17
787.63000000
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
66987V109
488139.00000000
NS
USD
44283970.08000000
2.217582394305
Long
EC
CORP
CH
N
1
N
N
N
Brixmor Property Group, Inc.
5299007UXW6Y0W2EGZ95
Brixmor Property Group, Inc.
11120U105
1306872.00000000
NS
USD
29626788.24000000
1.483603296681
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2744.89000000
0.000137454246
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
159447.34000000
GBP
195573.32000000
USD
2023-01-17
2744.89000000
N
N
N
DR Horton, Inc.
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
588282.00000000
NS
USD
52439457.48000000
2.625979953118
Long
EC
CORP
US
N
1
N
N
N
Carnival Holdings Bermuda Ltd.
N/A
Carnival Holdings Bermuda Ltd.
14366RAA7
2650200.00000000
PA
USD
2725425.93000000
0.136479555659
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
10.37500000
N
N
N
N
N
N
N/A
N/A
Foreign Exchange GBP/USD
N/A
-131.00000000
NC
USD
179801.43000000
0.009003810745
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange GBP/USD
2023-03-13
-9893775.00000000
USD
179801.43000000
N
N
N
2023-01-30
Franklin Templeton Variable Insurance Products Trust
Ryan Wheeler
Ryan Wheeler
Assistant Treasurer