0001752724-23-033190.txt : 20230222
0001752724-23-033190.hdr.sgml : 20230222
20230222122208
ACCESSION NUMBER: 0001752724-23-033190
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: 23651859
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
S000007319
FRANKLIN MUTUAL GLOBAL DISCOVERY VIP FUND
C000020106
Class 1
C000020107
Class 2
C000061781
Class 4
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000837274
XXXXXXXX
S000007319
C000020106
C000061781
C000020107
Franklin Templeton Variable Insurance Products Trust
811-05583
0000837274
549300PIBKZH7YTTWU55
One Franklin Parkway
San Mateo
94403-1906
650-312-2000
Franklin Mutual Global Discovery VIP Fund
S000007319
YODRUTY3CCY05H8LZY15
2022-12-31
2022-12-31
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426605536.95
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423518023.78
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0.00000000
0.00000000
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3898531.13000000
UST
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
94115.00000000
NS
USD
7243090.40000000
1.710220107128
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1300.26000000
0.000307014088
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
124717.50000000
USD
117684.89000000
EUR
2023-01-09
1300.26000000
N
N
N
Kraft Heinz Co. (The)
9845007488EC87F5AF14
Kraft Heinz Co. (The)
500754106
237959.00000000
NS
USD
9687310.89000000
2.287343240681
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10813.19000000
0.002553182956
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
170590.05000000
USD
150000.00000000
GBP
2023-01-17
10813.19000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZQ5
1000000.00000000
PA
USD
978627.22000000
0.231070973382
Long
STIV
UST
US
N
2
2023-06-22
None
0.00000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
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NS
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1.768863585340
Long
EC
CORP
NL
N
2
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
197491.00000000
NS
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1.906758146424
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
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N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
678270975.00000000
KRW
490310.46000000
USD
2023-05-12
-50622.85000000
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
12407.00000000
NS
USD
8791972.41000000
2.075938193026
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
40963.79000000
0.009672266042
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
321842.70000000
USD
300000.00000000
GBP
2023-01-17
40963.79000000
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
N/A
160348.00000000
NS
8450863.57000000
1.995396440173
Long
EC
CORP
FR
N
2
N
N
N
GSK plc
5493000HZTVUYLO1D793
GSK plc
N/A
538177.00000000
NS
9301054.55000000
2.196141374807
Long
EC
CORP
GB
N
2
N
N
N
Everest Re Group Ltd.
549300N24XF2VV0B3570
Everest Re Group Ltd.
N/A
23799.00000000
NS
USD
7883894.73000000
1.861525197826
Long
EC
CORP
BM
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-23114.65000000
-0.00545777244
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
400000.00000000
EUR
405208.00000000
USD
2023-01-09
-23114.65000000
N
N
N
British American Tobacco plc
213800FKA5MF17RJKT63
British American Tobacco plc
N/A
193273.00000000
NS
7645206.66000000
1.805166777027
Long
EC
CORP
GB
N
2
N
N
N
Check Point Software Technologies Ltd.
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd.
N/A
47254.00000000
NS
USD
5961564.64000000
1.407629499871
Long
EC
CORP
IL
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
66605.00000000
NS
USD
6731767.35000000
1.589487807370
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-25123.08000000
-0.00593199783
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
61290000.00000000
JPY
444563.40000000
USD
2023-02-17
-25123.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2307.67000000
0.000544881178
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
236986.82000000
USD
300049016.00000000
KRW
2023-05-12
2307.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1496726.71000000
-0.35340330894
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
15959701.13000000
EUR
15593027.00000000
USD
2023-01-09
-1496726.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-252185.75000000
-0.05954545871
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
627699423.00000000
JPY
4558092.11000000
USD
2023-02-17
-252185.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1526.71000000
0.000360482887
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
204068.16000000
USD
192000.00000000
EUR
2023-01-09
1526.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
636.60000000
0.000150312374
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
36979.40000000
GBP
45357.82000000
USD
2023-01-17
636.60000000
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
50518.00000000
NS
USD
5604972.10000000
1.323431775104
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1435.45000000
0.000338934807
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
113958.74000000
USD
15057938.00000000
JPY
2023-02-17
1435.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
845.88000000
0.000199727036
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
37781.63000000
USD
31940.59000000
GBP
2023-01-17
845.88000000
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
134170.00000000
NS
USD
8586880.00000000
2.027512294130
Long
EC
CORP
IE
N
1
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
N/A
63047.00000000
NS
7496095.68000000
1.769959071185
Long
EC
CORP
NL
N
2
N
N
N
FHLB
2549001DPIFGXC1TOL40
FHLB
313384AC3
1500000.00000000
PA
USD
1500000.00000000
0.354176189861
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
202478.00000000
NS
USD
6661526.20000000
1.572902645451
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1351.46000000
0.000319103302
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
298474.40000000
USD
280000.00000000
EUR
2023-01-09
1351.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-518.03000000
-0.00012231592
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
18093.49000000
EUR
18856.60000000
USD
2023-01-09
-518.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
21003.14000000
0.004959208066
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
190633.98000000
USD
175000.00000000
GBP
2023-01-17
21003.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1582.39000000
0.000373629907
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
238879.13000000
USD
224561.11000000
EUR
2023-01-09
1582.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-406.02000000
-0.00009586841
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7762.39000000
GBP
8981.46000000
USD
2023-01-17
-406.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-176.54000000
-0.00004168417
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
3323.17000000
GBP
3842.35000000
USD
2023-01-17
-176.54000000
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
1995757.00000000
NS
11514925.04000000
2.718874851470
Long
EC
CORP
GB
N
2
N
N
N
Avaya Holdings Corp.
549300NZS2OZN6Q63A60
Avaya Holdings Corp.
05351X101
4.00000000
NS
USD
0.78000000
0.000000184171
Long
EC
CORP
US
N
1
N
N
N
Tower Semiconductor Ltd.
54930086ZSNXZOUX0C54
Tower Semiconductor Ltd.
N/A
104822.00000000
NS
USD
4528310.40000000
1.069213149320
Long
EC
CORP
IL
N
1
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc., Class A
30303M102
65477.00000000
NS
USD
7879502.18000000
1.860488040077
Long
EC
CORP
US
N
1
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
99787.00000000
NS
USD
7755445.64000000
1.831196124967
Long
EC
CORP
IE
N
1
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
23820.00000000
NS
USD
2214307.20000000
0.522836591519
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11620.69000000
-0.00274384780
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
179601786.00000000
KRW
131614.97000000
USD
2023-05-12
-11620.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3050.58000000
0.000720295200
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
101531.53000000
USD
13647056.00000000
JPY
2023-02-17
3050.58000000
N
N
N
Willis Towers Watson plc
549300WHC56FF48KL350
Willis Towers Watson plc
N/A
38606.00000000
NS
USD
9442255.48000000
2.229481379735
Long
EC
CORP
IE
N
1
N
N
N
Reckitt Benckiser Group plc
5493003JFSMOJG48V108
Reckitt Benckiser Group plc
N/A
84171.00000000
NS
5834186.58000000
1.377553315896
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2906.60000000
-0.00068629900
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
86118582.00000000
KRW
65774.52000000
USD
2023-05-12
-2906.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
775.76000000
0.000183170480
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
90242.80000000
USD
85000.00000000
EUR
2023-01-09
775.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-276.37000000
-0.00006525578
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
5966.74000000
GBP
6939.54000000
USD
2023-01-17
-276.37000000
N
N
N
Veritas US, Inc. / Veritas Bermuda Ltd.
N/A
Veritas US, Inc. / Veritas Bermuda Ltd.
92346LAE3
402000.00000000
PA
USD
277729.26000000
0.065576727413
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
784000.00000000
PA
USD
411388.32000000
0.097135965154
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
109659.00000000
NS
USD
8394396.45000000
1.982063567230
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
179033.00000000
NS
USD
7392272.57000000
1.745444622172
Long
EC
CORP
US
N
1
N
N
N
Walter Energy Corp.
N/A
Walter Energy, Inc., Litigation Trust, Contingent Distribution
N/A
966000.00000000
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
424073.00000000
NS
USD
14926.52000000
0.003524411987
Long
EC
CORP
BR
Y
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10817.58000000
-0.00255421951
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
25009933.00000000
JPY
180842.19000000
USD
2023-02-17
-10817.58000000
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
66966.00000000
NS
USD
8980140.60000000
2.120367988084
Long
EC
CORP
US
N
1
N
N
N
Haleon plc
549300PSB3WWEODCUP19
Haleon plc
N/A
2267494.00000000
NS
8971231.94000000
2.118264497914
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
33715.24000000
0.007960756828
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
349536.00000000
USD
357908.92000000
EUR
2023-01-09
33715.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9480.44000000
-0.00223849741
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
23201663.00000000
JPY
168321.93000000
USD
2023-02-17
-9480.44000000
N
N
N
Schlumberger Ltd.
213800ZUA17OK3QLGM62
Schlumberger Ltd.
806857108
179446.00000000
NS
USD
9593183.16000000
2.265118040167
Long
EC
CORP
CW
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-420334.42000000
-0.09924829556
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
5631856615.00000000
KRW
4071172.60000000
USD
2023-05-12
-420334.42000000
N
N
N
Denso Corp.
549300RYPA10CQM3QK38
Denso Corp.
N/A
142872.00000000
NS
7004016.48000000
1.653770580408
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1242.81000000
0.000293449140
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
191441.97000000
USD
179943.58000000
EUR
2023-01-09
1242.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4443.02000000
-0.00104907459
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
12010379.00000000
JPY
87596.67000000
USD
2023-02-17
-4443.02000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796X95
1000000.00000000
PA
USD
999798.33000000
0.236069842099
Long
STIV
UST
US
N
2
2023-01-05
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Foreign Exchange EUR/USD
N/A
-68.00000000
NC
USD
-125202.46000000
-0.02956248682
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange EUR/USD
2023-03-13
-9140900.00000000
USD
-125202.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
26363.33000000
0.006224842514
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
327291.71000000
USD
330269.75000000
EUR
2023-01-09
26363.33000000
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
71699.00000000
NS
USD
7121144.68000000
1.681426593475
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Americas, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc.
91911XAV6
1707000.00000000
PA
USD
1197594.99000000
0.282773087036
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
44.11000000
0.000010415141
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3100.00000000
GBP
3793.11000000
USD
2023-01-17
44.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
579.11000000
0.000136737982
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
212618.49000000
USD
199100.00000000
EUR
2023-01-09
579.11000000
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
N/A
69823.00000000
NS
9624743.05000000
2.272569881228
Long
EC
CORP
DE
N
2
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771S58
484000.00000000
PA
USD
520217.36000000
0.122832401643
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
54343.00000000
NS
USD
4721319.84000000
1.114786048031
Long
EC
CORP
US
N
1
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
13792.00000000
NS
USD
7064124.48000000
1.667963128688
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-19500.93000000
-0.00460451005
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
41759777.00000000
JPY
300518.69000000
USD
2023-02-17
-19500.93000000
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
N/A
43326.00000000
NS
5374326.08000000
1.268972222724
Long
EP
CORP
DE
N
2
N
N
N
Renesas Electronics Corp.
5299000EPC47VJQOFB81
Renesas Electronics Corp.
N/A
751901.00000000
NS
6643221.84000000
1.568580666463
Long
EC
CORP
JP
N
2
N
N
N
Rio Tinto plc
213800YOEO5OQ72G2R82
Rio Tinto plc
N/A
129382.00000000
NS
9106051.19000000
2.150097676770
Long
EC
CORP
GB
N
2
N
N
N
First Horizon Corp.
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp.
320517105
125693.00000000
NS
USD
3079478.50000000
0.727118641259
Long
EC
CORP
US
N
1
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
N/A
207548.00000000
NS
8084872.94000000
1.908979662268
Long
EC
CORP
DE
N
2
N
N
N
Fresenius SE & Co. KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co. KGaA
N/A
310528.00000000
NS
8673237.59000000
2.047902828925
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2541.96000000
0.000600201138
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
216005.06000000
GBP
263768.75000000
USD
2023-01-17
2541.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-33124.25000000
-0.00782121377
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
447389608.00000000
KRW
323677.02000000
USD
2023-05-12
-33124.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-26881.71000000
-0.00634724108
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
65576135.00000000
JPY
475650.90000000
USD
2023-02-17
-26881.71000000
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
14607.00000000
NS
USD
7492952.79000000
1.769216979982
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
18402.95000000
0.004345257808
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
271842.24000000
USD
240000.00000000
GBP
2023-01-17
18402.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
57482.42000000
0.013572602999
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
674949.31000000
USD
684000.00000000
EUR
2023-01-09
57482.42000000
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
157314.00000000
NS
USD
4963256.70000000
1.171911564873
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-34051.98000000
-0.00804026702
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
545227.52000000
EUR
549781.26000000
USD
2023-01-09
-34051.98000000
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
187978.00000000
NS
USD
6323579.92000000
1.493107628232
Long
EC
CORP
US
N
1
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
1297971.00000000
NS
5088838.16000000
1.201563540219
Long
EC
CORP
ES
N
2
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
N/A
552902.00000000
NS
11000348.36000000
2.597374312861
Long
EC
CORP
DE
N
2
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
146195.00000000
NS
USD
8989530.55000000
2.122585119227
Long
EC
CORP
US
N
1
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
N/A
173498.00000000
NS
USD
10118403.36000000
2.389131699683
Long
EC
CORP
NL
N
1
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
34625.00000000
NS
USD
10075875.00000000
2.379090011346
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796W47
1000000.00000000
PA
USD
983089.84000000
0.232124675881
Long
STIV
UST
US
N
2
2023-05-18
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
59635.74000000
0.014081039448
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
707573.16000000
USD
716477.54000000
EUR
2023-01-09
59635.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1328.98000000
-0.00031379538
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
81424.09000000
EUR
85860.48000000
USD
2023-01-09
-1328.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1918.99000000
-0.00045310704
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
3788094.00000000
JPY
27110.49000000
USD
2023-02-17
-1918.99000000
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
25731.00000000
NS
USD
8725382.10000000
2.060215058174
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAP7
65000.00000000
PA
USD
51397.45000000
0.012135835339
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
95573.00000000
NS
USD
8906447.87000000
2.102967847863
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18018.89000000
-0.00425457453
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
33546390.00000000
JPY
239058.70000000
USD
2023-02-17
-18018.89000000
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
N/A
40896.00000000
NS
6836518.22000000
1.614221316718
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
41758.77000000
0.009859974701
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
2076513.77000000
GBP
2553001.00000000
USD
2023-01-17
41758.77000000
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
66987V109
114942.00000000
NS
USD
10427538.24000000
2.462123842317
Long
EC
CORP
CH
N
1
N
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224107
201272.00000000
NS
6384514.33000000
1.507495306342
Long
EC
CORP
CA
N
1
N
N
N
Mitsubishi Electric Corp.
549300TRXM9Y6561AX39
Mitsubishi Electric Corp.
N/A
654693.00000000
NS
6485090.23000000
1.531243032378
Long
EC
CORP
JP
N
2
N
N
N
DR Horton, Inc.
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
104537.00000000
NS
USD
9318428.18000000
2.200243592192
Long
EC
CORP
US
N
1
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
N/A
158379.00000000
NS
6981000.42000000
1.648336086783
Long
EC
CORP
KR
N
2
N
N
N
N/A
N/A
Foreign Exchange GBP/USD
N/A
-7.00000000
NC
USD
9607.71000000
0.002268548080
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange GBP/USD
2023-03-13
-528675.00000000
USD
9607.71000000
N
N
N
2023-01-30
Franklin Templeton Variable Insurance Products Trust
Ryan Wheeler
Ryan Wheeler
Assistant Treasurer