0001752724-24-033119.txt : 20240222
0001752724-24-033119.hdr.sgml : 20240222
20240222110648
ACCESSION NUMBER: 0001752724-24-033119
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240222
DATE AS OF CHANGE: 20240222
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FRANKLIN TEMPLETON VARIABLE INSURANCE PRODUCTS TRUST
CENTRAL INDEX KEY: 0000837274
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: FL
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05583
FILM NUMBER: 24663081
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
2023-12-31
2023-12-31
N
440819915.89
1945547.17
438874368.72
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
332383.11000000
0.00000000
0.00000000
37546.71000000
N
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
85373.00000000
NS
USD
7947372.57000000
1.810853660280
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1520.93000000
0.000346552477
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
119707.49000000
USD
95088.20000000
GBP
2024-01-17
1520.93000000
N
N
N
Kraft Heinz Co. (The)
9845007488EC87F5AF14
Kraft Heinz Co. (The)
500754106
228622.00000000
NS
USD
8454441.56000000
1.926392189331
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10388.89000000
0.002367167175
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
229073.83000000
USD
216810.38000000
EUR
2024-01-11
10388.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6184.48000000
0.001409168646
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
136366.93000000
USD
129066.54000000
EUR
2024-01-11
6184.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-75691.77000000
-0.01724679666
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
7132589942.00000000
KRW
5471665.79000000
USD
2024-05-07
-75691.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4583.10000000
-0.00104428518
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
17420335.00000000
JPY
119940.07000000
USD
2024-02-20
-4583.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-963.24000000
-0.00021947966
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
43518.56000000
EUR
47102.14000000
USD
2024-01-11
-963.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1217.42000000
-0.00027739601
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
135000.00000000
EUR
147887.37000000
USD
2024-01-11
-1217.42000000
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
227742.00000000
NS
9001783.57000000
2.051107153114
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12373.85000000
-0.00281945150
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
101600000.00000000
JPY
713878.19000000
USD
2024-02-20
-12373.85000000
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
9017.00000000
NS
USD
7320000.60000000
1.667903418773
Long
EC
CORP
US
N
1
N
N
N
FHLB
2549001DPIFGXC1TOL40
Federal Home Loan Banks
313384RG6
9800000.00000000
PA
USD
9794337.76000000
2.231695095014
Long
STIV
USGA
US
N
2
2024-01-02
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1533.64000000
0.000349448523
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
31050.62000000
USD
25558.19000000
GBP
2024-01-17
1533.64000000
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
N/A
123017.00000000
NS
7982250.27000000
1.818800740922
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5113.76000000
-0.00116519905
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
16514395.00000000
JPY
112933.61000000
USD
2024-02-20
-5113.76000000
N
N
N
GSK plc
5493000HZTVUYLO1D793
GSK plc
N/A
480173.00000000
NS
8869456.87000000
2.020955768245
Long
EC
CORP
GB
N
2
N
N
N
Everest Group Ltd.
549300N24XF2VV0B3570
Everest Group Ltd.
N/A
20689.00000000
NS
USD
7315216.62000000
1.666813361950
Long
EC
CORP
BM
N
1
N
N
N
British American Tobacco plc
213800FKA5MF17RJKT63
British American Tobacco plc
N/A
246939.00000000
NS
7226084.45000000
1.646504094343
Long
EC
CORP
GB
N
2
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
58368.00000000
NS
USD
7753605.12000000
1.766702654022
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Foreign Exchange EUR/USD
N/A
-68.00000000
NC
USD
-229327.96000000
-0.05225366900
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange EUR/USD
2024-03-18
-9413750.00000000
USD
-229327.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-23779.95000000
-0.00541839571
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9076446.14000000
EUR
10000972.94000000
USD
2024-01-11
-23779.95000000
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
80224.00000000
NS
USD
8746020.48000000
1.992830090649
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7748.22000000
0.001765475624
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
170186.38000000
USD
161102.61000000
EUR
2024-01-11
7748.22000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
133288.00000000
NS
9257536.59000000
2.109381921072
Long
EC
CORP
FR
N
2
N
N
N
Neptune BidCo US, Inc.
N/A
Neptune BidCo US, Inc., First Lien Term Loan B
64069JAC6
1242877.19000000
PA
USD
1138612.22000000
0.259439215673
Long
LON
CORP
US
N
2
2029-04-11
Variable
10.50674000
N
N
N
N
N
N
Capri Holdings Ltd.
549300LPG8W0H1OX3A26
Capri Holdings Ltd.
N/A
48442.00000000
NS
USD
2433726.08000000
0.554538212632
Long
EC
CORP
VG
N
1
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
51987.00000000
NS
USD
8173916.01000000
1.862472860704
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
123661.00000000
NS
USD
7127820.04000000
1.624113994350
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4600.35000000
-0.00104821569
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
117809.66000000
EUR
125518.06000000
USD
2024-01-11
-4600.35000000
N
N
N
Michaels Cos., Inc. (The)
549300H9LWMBP7HYLR98
Michaels Cos., Inc. (The), Term Loan B
59408UAB3
2527617.20000000
PA
USD
2108032.74000000
0.480327148324
Long
LON
CORP
US
N
2
2028-04-15
Variable
9.85975000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-398855.03000000
-0.09088136797
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
947384921.00000000
JPY
6373194.49000000
USD
2024-02-20
-398855.03000000
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
N/A
43344.00000000
NS
6697054.40000000
1.525961613919
Long
EC
CORP
NL
N
2
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
200998.00000000
NS
USD
7000760.34000000
1.595162725136
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475105
41775.00000000
NS
USD
6468858.75000000
1.473965948129
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2718.59000000
0.000619446063
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
70851.92000000
USD
66611.00000000
EUR
2024-01-11
2718.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
23663.48000000
0.005391857371
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
597731.30000000
USD
562613.00000000
EUR
2024-01-11
23663.48000000
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
N/A
51361.00000000
NS
7093771.31000000
1.616355799198
Long
EC
CORP
CH
N
2
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
1218486.00000000
NS
7224122.70000000
1.646057098542
Long
EC
CORP
GB
N
2
N
N
N
Neptune BidCo US, Inc.
N/A
Neptune BidCo US Inc., First Lien Term Loan A
64069JAF9
2380736.50000000
PA
USD
2180076.12000000
0.496742638755
Long
LON
CORP
US
N
2
2028-10-11
Variable
10.25674000
N
N
N
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc., Class A
30303M102
10857.00000000
NS
USD
3842943.72000000
0.875636399365
Long
EC
CORP
US
N
1
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
125141.00000000
NS
USD
10309115.58000000
2.348990124455
Long
EC
CORP
IE
N
1
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
61184.00000000
NS
USD
8022446.08000000
1.827959582920
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3784.65000000
0.000862353846
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
620429.92000000
EUR
689037.06000000
USD
2024-01-11
3784.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9544.37000000
0.002174738531
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
184910.11000000
USD
176059.76000000
EUR
2024-01-11
9544.37000000
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
N/A
306239.00000000
NS
7745013.52000000
1.764745009508
Long
EC
CORP
SG
N
2
N
N
N
Reckitt Benckiser Group plc
5493003JFSMOJG48V108
Reckitt Benckiser Group plc
N/A
94147.00000000
NS
6497228.38000000
1.480430128318
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Foreign Exchange GBP/USD
N/A
-7.00000000
NC
USD
-8395.41000000
-0.00191294151
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange GBP/USD
2024-03-18
-557856.25000000
USD
-8395.41000000
N
N
N
Veritas US, Inc. / Veritas Bermuda Ltd.
N/A
Veritas US, Inc. / Veritas Bermuda Ltd.
92346LAE3
402000.00000000
PA
USD
332190.89000000
0.075691567718
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
431167.35000000
0.098243912319
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
CoreLogic, Inc.
54930086CD8K2UIL0516
CoreLogic, Inc.
21871DAD5
614000.00000000
PA
USD
538468.79000000
0.122693150563
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1204.81000000
-0.00027452275
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
38229.60000000
EUR
41019.02000000
USD
2024-01-11
-1204.81000000
N
N
N
Walter Energy, Inc.
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 Brazil LLC
N/A
International Automotive Components Group Brazil LLC
N/A
424073.00000000
NS
USD
12511.43000000
0.002850799885
Long
EC
CORP
BR
Y
3
N
N
N
Seven & i Holdings Co. Ltd.
52990037G8JRM3TWGY86
Seven & i Holdings Co. Ltd.
N/A
209673.00000000
NS
8293945.25000000
1.889822199958
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
46187.00000000
NS
USD
7856408.70000000
1.790127029499
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-429.51000000
-0.00009786627
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
73547.83000000
EUR
80802.59000000
USD
2024-01-11
-429.51000000
N
N
N
Haleon plc
549300PSB3WWEODCUP19
Haleon plc
N/A
1917703.00000000
NS
7852522.04000000
1.789241432098
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1509.90000000
-0.00034403923
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
229574.57000000
EUR
252050.61000000
USD
2024-01-11
-1509.90000000
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
148970.00000000
NS
USD
7752398.80000000
1.766427787207
Long
EC
CORP
CW
N
1
N
N
N
Denso Corp.
549300RYPA10CQM3QK38
Denso Corp.
N/A
543539.00000000
NS
8161241.95000000
1.859585004656
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-164.33000000
-0.00003744351
N/A
DFE
N/A
N
2
Wells Fargo Bank
VYVVCKR63DVZZN70PB21
21176.71000000
EUR
23224.92000000
USD
2024-01-11
-164.33000000
N
N
N
Shell plc
21380068P1DRHMJ8KU70
Shell plc
N/A
331812.00000000
NS
10862841.61000000
2.475159723198
Long
EC
CORP
GB
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FS1
1000000.00000000
PA
USD
977152.27000000
0.222649655492
Long
STIV
UST
US
N
2
2024-06-13
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-54.81000000
-0.00001248876
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
16191.19000000
GBP
20587.42000000
USD
2024-01-17
-54.81000000
N
N
N
Kenvue, Inc.
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177J102
338931.00000000
NS
USD
7297184.43000000
1.662704625764
Long
EC
CORP
US
N
1
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
77677.00000000
NS
USD
9864979.00000000
2.247791099938
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Americas, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc.
91911XAV6
1707000.00000000
PA
USD
1563810.83000000
0.356323116923
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
N/A
49345.00000000
NS
9258839.19000000
2.109678725828
Long
EC
CORP
DE
N
2
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
86216.00000000
NS
USD
7784442.64000000
1.773729156866
Long
EC
CORP
US
N
1
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
13219.00000000
NS
USD
6051790.39000000
1.378934570193
Long
EC
CORP
US
N
1
N
N
N
Renesas Electronics Corp.
5299000EPC47VJQOFB81
Renesas Electronics Corp.
N/A
335935.00000000
NS
6007907.42000000
1.368935587995
Long
EC
CORP
JP
N
2
N
N
N
Rio Tinto plc
213800YOEO5OQ72G2R82
Rio Tinto plc
N/A
101801.00000000
NS
7572962.88000000
1.725542300883
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
718.79000000
0.000163780355
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
31764.58000000
USD
29410.56000000
EUR
2024-01-11
718.79000000
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
N/A
129339.00000000
NS
7537849.83000000
1.717541594416
Long
EC
CORP
DE
N
2
N
N
N
Fresenius SE & Co. KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co. KGaA
N/A
234955.00000000
NS
7283547.79000000
1.659597440434
Long
EC
CORP
DE
N
2
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
19823.00000000
NS
USD
9347733.88000000
2.129933882277
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-78037.60000000
-0.01778130726
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1368241.44000000
GBP
1666340.20000000
USD
2024-01-17
-78037.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4931.94000000
-0.00112377034
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
447389608.00000000
KRW
343024.43000000
USD
2024-05-07
-4931.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2945.51000000
-0.00067115106
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
222387.76000000
EUR
242677.31000000
USD
2024-01-11
-2945.51000000
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
242240.00000000
NS
USD
8701260.80000000
1.982631345133
Long
EC
CORP
US
N
1
N
N
N
CoreLogic, Inc. / First American Corp., (The)
54930086CD8K2UIL0516
CoreLogic, Inc. / First American Corp., (The), First Lien Term Loan
21870FBA6
1982653.67000000
PA
USD
1934742.84000000
0.440842067319
Long
LON
CORP
US
N
2
2028-06-02
Variable
8.97044000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
N/A
472596.00000000
NS
11364312.48000000
2.589422689036
Long
EC
CORP
DE
N
2
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
112504.00000000
NS
USD
8208291.84000000
1.870305587437
Long
EC
CORP
US
N
1
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
N/A
132344.00000000
NS
USD
9835806.08000000
2.241143885592
Long
EC
CORP
NL
N
1
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
12807.00000000
NS
USD
5900184.90000000
1.344390404299
Long
EC
CORP
US
N
1
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
22228.00000000
NS
USD
8639579.04000000
1.968576808255
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAP7
65000.00000000
PA
USD
60806.20000000
0.013855035594
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
125722.00000000
NS
USD
9927009.12000000
2.261925012607
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-403955.61000000
-0.09204356389
N/A
DFE
N/A
N
2
Wells Fargo Bank
VYVVCKR63DVZZN70PB21
965051922.00000000
JPY
6494380.29000000
USD
2024-02-20
-403955.61000000
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
N/A
39200.00000000
NS
8193584.04000000
1.866954332260
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
18503.92000000
0.004216222527
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
391750.25000000
USD
371445.55000000
EUR
2024-01-11
18503.92000000
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
66987V109
102211.00000000
NS
USD
10320244.67000000
2.351525950376
Long
EC
CORP
CH
N
1
N
N
N
Ferguson plc
213800DU1LGY3R2S2X42
Ferguson plc
N/A
39419.00000000
NS
USD
7610626.33000000
1.734124130373
Long
EC
CORP
JE
N
1
N
N
N
Mitsubishi Electric Corp.
549300TRXM9Y6561AX39
Mitsubishi Electric Corp.
N/A
507007.00000000
NS
7172421.66000000
1.634276725004
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1875.30000000
-0.00042729768
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
138602.99000000
EUR
151208.93000000
USD
2024-01-11
-1875.30000000
N
N
N
DR Horton, Inc.
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
39992.00000000
NS
USD
6077984.16000000
1.384902968411
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
32.23000000
0.000007343787
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
5634.60000000
USD
4444.90000000
GBP
2024-01-17
32.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20113.01000000
-0.00458286275
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
56770871.00000000
JPY
385693.69000000
USD
2024-02-20
-20113.01000000
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
N/A
144656.00000000
NS
8732968.03000000
1.989856016306
Long
EC
CORP
KR
N
2
N
N
N
2024-01-30
Franklin Templeton Variable Insurance Products Trust
Monica Krogh
Monica Krogh
Assistant Treasurer