0001752724-23-081709.txt : 20230419
0001752724-23-081709.hdr.sgml : 20230419
20230419112701
ACCESSION NUMBER: 0001752724-23-081709
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230228
FILED AS OF DATE: 20230419
DATE AS OF CHANGE: 20230419
PERIOD START: 20230831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FRANKLIN STRATEGIC SERIES
CENTRAL INDEX KEY: 0000872625
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06243
FILM NUMBER: 23829092
BUSINESS ADDRESS:
STREET 1: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
BUSINESS PHONE: 650-570-3000
MAIL ADDRESS:
STREET 1: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
FORMER COMPANY:
FORMER CONFORMED NAME: FRANKLIN CALIFORNIA 250 GROWTH FUND
DATE OF NAME CHANGE: 19911216
FORMER COMPANY:
FORMER CONFORMED NAME: FRANKLIN CALIFORNIA 250 GROWTH INDEX FUND
DATE OF NAME CHANGE: 19910917
0000872625
S000065651
Franklin Templeton SMACS: Series I
C000212376
Advisor Class
FGTIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000872625
XXXXXXXX
S000065651
C000212376
Franklin Strategic Series
811-06243
0000872625
549300NDWC0J6DXVSX36
One Franklin Parkway
San Mateo
94403-1906
650-312-2000
Franklin Templeton SMACS Series I
S000065651
5493003KSFL8D4N0NQ52
2023-08-31
2023-02-28
N
49516530.99
383298.28
49133232.71
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
198000.00000000
0.00000000
0.00000000
0.00000000
USD
N
Bloomberg High Yield VLI Index
BA4860ST
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAW5
700000.00000000
PA
USD
656488.00000000
1.336138421574
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
CITGO Petroleum Corp.
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp.
17302XAK2
300000.00000000
PA
USD
295644.00000000
0.601719007061
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
Hanesbrands, Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AQ5
250000.00000000
PA
USD
253112.50000000
0.515155396946
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
9.00000000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BL7
500000.00000000
PA
USD
471907.50000000
0.960464992778
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BB2
750000.00000000
PA
USD
728114.21000000
1.481917980641
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.37500000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AP9
200000.00000000
PA
USD
183270.86000000
0.373007941654
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
Shea Homes LP / Shea Homes Funding Corp.
N/A
Shea Homes LP / Shea Homes Funding Corp.
82088KAJ7
500000.00000000
PA
USD
439200.00000000
0.893895996203
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.75000000
N
N
N
N
N
N
Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
N/A
Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
03969AAP5
900000.00000000
PA
USD
740389.50000000
1.506901661386
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
1375209 BC Ltd.
N/A
1375209 BC Ltd.
68251PAA5
2000000.00000000
PA
USD
1998760.00000000
4.068040895654
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
9.00000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAN2
1500000.00000000
PA
USD
1306275.00000000
2.658638416303
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
APX Group, Inc.
549300OMQVKPRU98OE64
APX Group, Inc.
00213MAV6
450000.00000000
PA
USD
432498.38000000
0.880256307482
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
Cloud Software Group Holdings, Inc.
N/A
Cloud Software Group Holdings, Inc.
88632QAE3
600000.00000000
PA
USD
520359.12000000
1.059077718478
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.50000000
N
N
N
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AU6
950000.00000000
PA
USD
902870.50000000
1.837596368488
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.62500000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DU1
50000.00000000
PA
USD
49243.51000000
0.100224445418
Long
DBT
CORP
US
N
2
2033-02-21
Fixed
5.25000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBW9
250000.00000000
PA
USD
222827.26000000
0.453516383331
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.05000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZR7
800000.00000000
PA
USD
732000.00000000
1.489826660339
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11300000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
500000.00000000
PA
USD
446727.50000000
0.909216583888
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
GSK Consumer Healthcare Capital US LLC
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAM3
250000.00000000
PA
USD
218533.95000000
0.444778285381
Long
DBT
CORP
US
N
2
2032-03-24
Fixed
3.62500000
N
N
N
N
N
N
TK Elevator US Newco, Inc.
549300C2AFWPAYWS5574
TK Elevator U.S. Newco, Inc.
92537RAA7
200000.00000000
PA
USD
181398.36000000
0.369196875505
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397C68
250000.00000000
PA
USD
253457.50000000
0.515857569348
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.35000000
N
N
N
N
N
N
Dornoch Debt Merger Sub, Inc.
N/A
Dornoch Debt Merger Sub, Inc.
25830JAA9
200000.00000000
PA
USD
151250.00000000
0.307836451333
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
N
CommScope Technologies LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
1500000.00000000
PA
USD
1439028.81000000
2.928829899090
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
20338QAD5
500000.00000000
PA
USD
482246.28000000
0.981507328952
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
McAfee Corp.
2549009UKR8UEZYVCR93
McAfee Corp.
579063AB4
275000.00000000
PA
USD
218269.12000000
0.444239281563
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.37500000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAB3
450000.00000000
PA
USD
453231.00000000
0.922453042475
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.87500000
N
N
N
N
N
N
Delta Air Lines, Inc. / SkyMiles IP Ltd.
N/A
Delta Air Lines, Inc. / SkyMiles IP Ltd.
830867AB3
400000.00000000
PA
USD
380239.96000000
0.773895669035
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Calumet Specialty Products Partners LP / Calumet Finance Corp.
N/A
Calumet Specialty Products Partners LP / Calumet Finance Corp.
131477AT8
600000.00000000
PA
USD
622680.00000000
1.267329596803
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
11.00000000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBC3
2700000.00000000
PA
USD
2635821.00000000
5.364639887543
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDK3
1650000.00000000
PA
USD
1527735.00000000
3.109372039526
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
BellRing Brands, Inc.
549300S3BOK5CMTS8054
BellRing Brands, Inc.
07831CAA1
100000.00000000
PA
USD
99013.75000000
0.201520935095
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.00000000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370DB3
1400000.00000000
PA
USD
1305102.82000000
2.656252699070
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.10000000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBD1
1900000.00000000
PA
USD
1844919.00000000
3.754931027822
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.00000000
N
N
N
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840MAB8
450000.00000000
PA
USD
432492.75000000
0.880244848843
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.00000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
50000.00000000
PA
USD
45074.85000000
0.091740045410
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
300000.00000000
PA
USD
250312.50000000
0.509456606442
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
983130AX3
1750000.00000000
PA
USD
1631520.98000000
3.320605809981
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BM2
150000.00000000
PA
USD
150034.12000000
0.305361792262
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AL5
150000.00000000
PA
USD
136712.24000000
0.278248005391
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.87500000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BS0
700000.00000000
PA
USD
678562.50000000
1.381066261210
Long
DBT
CORP
PA
N
2
2030-06-01
Fixed
10.50000000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBL3
1124000.00000000
PA
USD
771232.60000000
1.569676077599
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.12500000
N
N
N
N
N
N
Kinetik Holdings LP
549300RD6AJIMYC0HY12
Kinetik Holdings LP
49461MAA8
200000.00000000
PA
USD
185149.00000000
0.376830486796
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.87500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
400000.00000000
PA
USD
387936.00000000
0.789559283203
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
Calumet Specialty Products Partners LP / Calumet Finance Corp.
N/A
Calumet Specialty Products Partners LP / Calumet Finance Corp.
131477AV3
450000.00000000
PA
USD
440552.25000000
0.896648206724
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.12500000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
400000.00000000
PA
USD
354974.36000000
0.722473039979
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
400000.00000000
PA
USD
348378.18000000
0.709047951426
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAF8
200000.00000000
PA
USD
155206.00000000
0.315888028202
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAC1
1500000.00000000
PA
USD
1411650.00000000
2.873106291075
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
9.25000000
N
N
N
N
N
N
Weatherford International Ltd.
549300A2JKMG5PGOGF82
Weatherford International Ltd.
947075AT4
200000.00000000
PA
USD
196708.00000000
0.400356315166
Long
DBT
CORP
BM
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAA8
600000.00000000
PA
USD
513726.00000000
1.045577446597
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBE9
425000.00000000
PA
USD
289006.38000000
0.588209576409
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.87500000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
1100000.00000000
PA
USD
831749.71000000
1.692845481813
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBF0
400000.00000000
PA
USD
405299.53000000
0.824898968875
Long
DBT
CORP
LU
N
2
2032-11-29
Fixed
6.80000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
20338QAA1
150000.00000000
PA
USD
127664.25000000
0.259832791287
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
SCIH Salt Holdings, Inc.
N/A
SCIH Salt Holdings, Inc.
78433BAB4
300000.00000000
PA
USD
243969.63000000
0.496547075255
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.62500000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457CJ7
50000.00000000
PA
USD
50007.96000000
0.101780316990
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.65000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
250000.00000000
PA
USD
203286.23000000
0.413744870401
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BR7
400000.00000000
PA
USD
398500.00000000
0.811060005662
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
FMG Resources August 2006 Pty. Ltd.
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty. Ltd.
30251GBC0
800000.00000000
PA
USD
675908.86000000
1.375665354627
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JM0
200000.00000000
PA
USD
180807.45000000
0.367994206827
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167DG9
100000.00000000
PA
USD
93639.50000000
0.190582819072
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAK8
250000.00000000
PA
USD
252727.50000000
0.514371813252
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
Olin Corp.
549300GKK294V7W57P06
Olin Corp.
680665AK2
100000.00000000
PA
USD
91111.44000000
0.185437503243
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
Directv Financing LLC / Directv Financing Co-Obligor, Inc.
N/A
Directv Financing LLC / Directv Financing Co-Obligor, Inc.
25461LAA0
200000.00000000
PA
USD
179036.73000000
0.364390291713
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BR1
850000.00000000
PA
USD
724752.50000000
1.475075951704
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
American Airlines Inc/AAdvantage Loyalty IP Ltd.
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd.
00253XAA9
700000.00000000
PA
USD
682001.92000000
1.388066451937
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC
N/A
Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC
76174LAA1
100000.00000000
PA
USD
87325.00000000
0.177731028844
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
ADT Security Corp. (The)
5493009JEEDYLVRA0J13
ADT Security Corp. (The)
00109LAA1
100000.00000000
PA
USD
86149.00000000
0.175337536832
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.12500000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAJ0
150000.00000000
PA
USD
132138.92000000
0.268940008038
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.80000000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BZ5
200000.00000000
PA
USD
193901.51000000
0.394644315680
Long
DBT
CORP
US
N
2
2033-02-09
Fixed
5.87500000
N
N
N
N
N
N
Weatherford International Ltd.
549300A2JKMG5PGOGF82
Weatherford International Ltd.
947075AU1
700000.00000000
PA
USD
699870.50000000
1.424434056946
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.62500000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EL7
60000.00000000
PA
USD
57784.05000000
0.117606855508
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
5.00000000
N
N
N
N
N
N
Mineral Resources Ltd.
5299007V1ACKFFX2P066
Mineral Resources Ltd.
603051AD5
100000.00000000
PA
USD
100248.00000000
0.204032982302
Long
DBT
CORP
AU
N
2
2030-05-01
Fixed
8.50000000
N
N
N
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331CAH1
200000.00000000
PA
USD
182834.00000000
0.372118808219
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Par Pharmaceutical, Inc.
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
300000.00000000
PA
USD
226125.00000000
0.460228215258
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
Y
N
N
N
N
N
SCIH Salt Holdings, Inc.
N/A
SCIH Salt Holdings, Inc.
78433BAA6
375000.00000000
PA
USD
324600.00000000
0.660652642002
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.87500000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp.
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPBT9
400000.00000000
PA
USD
370522.00000000
0.754116876833
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAL9
600000.00000000
PA
USD
599040.00000000
1.219215522690
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260QAD9
125000.00000000
PA
USD
75505.00000000
0.153673991788
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
Hilcorp Energy I LP / Hilcorp Finance Co.
N/A
Hilcorp Energy I LP / Hilcorp Finance Co.
431318AY0
100000.00000000
PA
USD
90857.00000000
0.184919646008
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAD8
300000.00000000
PA
USD
243282.00000000
0.495147554071
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDP2
650000.00000000
PA
USD
620039.88000000
1.261956207236
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.12500000
N
N
N
N
N
N
Rocket Software, Inc.
549300PVG26ISP5X1556
Rocket Software, Inc.
77314EAA6
150000.00000000
PA
USD
122919.95000000
0.250176801362
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Notes
N/A
45.00000000
NC
USD
-4595.31000000
-0.00935275321
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Notes
2023-06-21
5024531.25000000
USD
-4595.31000000
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PBB5
100000.00000000
PA
USD
80784.72000000
0.164419712573
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAF9
250000.00000000
PA
USD
232500.00000000
0.473203140066
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750AD5
250000.00000000
PA
USD
244579.71000000
0.497788760295
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.05000000
N
N
N
N
N
N
Roller Bearing Co. of America, Inc.
254900U9XW6S76H2P167
Roller Bearing Co. of America, Inc.
775631AD6
100000.00000000
PA
USD
86560.00000000
0.176174037867
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAU0
500000.00000000
PA
USD
492610.25000000
1.002600933888
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAF6
100000.00000000
PA
USD
96092.50000000
0.195575366610
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
6.50000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAJ0
100000.00000000
PA
USD
87314.00000000
0.177708640738
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
Camelot Return Merger Sub, Inc.
N/A
Camelot Return Merger Sub, Inc.
13323NAA0
200000.00000000
PA
USD
190279.00000000
0.387271485112
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.75000000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd.
335934AR6
400000.00000000
PA
USD
382000.00000000
0.777477847335
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
Consolidated Energy Finance SA
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAF3
300000.00000000
PA
USD
256846.94000000
0.522756036664
Long
DBT
CORP
LU
N
2
2028-10-15
Fixed
5.62500000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAY1
200000.00000000
PA
USD
155451.00000000
0.316386672372
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AD4
900000.00000000
PA
USD
682942.50000000
1.389980797784
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAR0
300000.00000000
PA
USD
253056.00000000
0.515040403495
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Institutional Fiduciary Trust - Money Market Portfolio
549300M4TP89K77LG374
Institutional Fiduciary Trust - Money Market Portfolio
457756500
540560.17000000
NS
USD
540560.17000000
1.100192558447
Long
STIV
RF
US
N
1
N
N
N
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.
31556TAC3
600000.00000000
PA
USD
498006.00000000
1.013582808481
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
700000.00000000
PA
USD
637971.23000000
1.298451566917
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Rain CII Carbon LLC / CII Carbon Corp.
N/A
Rain CII Carbon LLC / CII Carbon Corp.
75079RAC2
200000.00000000
PA
USD
190609.00000000
0.387943128279
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.25000000
N
N
N
N
N
N
Vibrantz Technologies, Inc.
549300GYZ1T3S8OPH343
Vibrantz Technologies, Inc.
69357VAA3
100000.00000000
PA
USD
77590.57000000
0.157918715542
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
9.00000000
N
N
N
N
N
N
athenahealth Group, Inc.
254900AA3KZN4Q7A5Z33
AthenaHealth Group, Inc.
60337JAA4
100000.00000000
PA
USD
79220.40000000
0.161235879730
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CP9
450000.00000000
PA
USD
380324.07000000
0.774066856632
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738ECA1
750000.00000000
PA
USD
723872.90000000
1.473285717372
Long
DBT
CORP
GB
N
2
2033-08-09
Fixed
5.74600000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
850000.00000000
PA
USD
698683.00000000
1.422017159188
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
300000.00000000
PA
USD
287479.50000000
0.585101944536
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
Penn Entertainment, Inc.
N/A
Penn Entertainment, Inc.
707569AV1
100000.00000000
PA
USD
81246.03000000
0.165358608662
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.12500000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAB6
250000.00000000
PA
USD
252168.75000000
0.513234599254
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.00000000
N
N
N
N
N
N
MPT Operating Partnership LP / MPT Finance Corp.
N/A
MPT Operating Partnership LP / MPT Finance Corp.
55342UAH7
700000.00000000
PA
USD
574974.69000000
1.170235822653
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.
N/A
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.
46590XAH9
225000.00000000
PA
USD
210424.50000000
0.428273265148
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
2023-03-30
Franklin Strategic Series
Ryan Wheeler
Ryan Wheeler
Assistant Treasurer