0001752724-21-180523.txt : 20210824
0001752724-21-180523.hdr.sgml : 20210824
20210824091745
ACCESSION NUMBER: 0001752724-21-180523
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210824
PERIOD START: 20211231
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: 211198856
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
S000007329
FRANKLIN INCOME VIP FUND
C000020129
CLASS 1
C000020130
CLASS 2
C000061791
CLASS 4
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000837274
XXXXXXXX
S000007329
C000020129
C000061791
C000020130
Franklin Templeton Variable Insurance Products Trust
811-05583
0000837274
549300PIBKZH7YTTWU55
One Franklin Parkway
San Mateo
94403-1906
650-312-2000
Franklin Income VIP Fund
S000007329
EC5RL2TXCF76ZEXHFH77
2021-12-31
2021-06-30
N
3594943204.11
7915500.24
3587027703.87
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
0.00000000
USD
N
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
983130AV7
13200000.00000000
PA
USD
14246628.00000000
0.397170838257
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAW5
9400000.00000000
PA
USD
10105000.00000000
0.281709561069
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
JP Morgan Structured Products BV into Amazon.com, Inc.
XZYUUT6IYN31D9K77X08
JP Morgan Structured Products BV into Amazon.com, Inc.
N/A
8000.00000000
NS
USD
26671501.87000000
0.743554387417
Long
SN
CORP
NL
N
2
2021-12-07
Fixed
9.50000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
1250000.00000000
NS
USD
78850000.00000000
2.198198801613
Long
EC
CORP
US
N
1
N
N
N
Citigroup Global Markets Holdings, Inc. into Texas Instruments, Inc.
82VOJDD5PTRDMVVMGV31
Citigroup Global Markets Holdings, Inc. into Texas Instruments, Inc.
17329B418
234000.00000000
NS
USD
42166664.60000000
1.175532169838
Long
SN
CORP
US
N
2
2022-01-27
Fixed
8.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BN8
10400000.00000000
PA
USD
11495687.32000000
0.320479468491
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
UBS AG into Morgan Stanley
BFM8T61CT2L1QCEMIK50
UBS AG into Morgan Stanley, Series 0001
90278V867
200000.00000000
NS
USD
16488541.74000000
0.459671435551
Long
SN
CORP
CH
N
2
2022-02-11
Fixed
8.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CP1
8000000.00000000
PA
USD
8974676.64000000
0.250198141216
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
750000.00000000
NS
USD
50115000.00000000
1.397117729141
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
80000.00000000
NS
USD
18361600.00000000
0.511888993223
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAN2
11000000.00000000
PA
USD
11299750.00000000
0.315017081909
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
Cummins, Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
100000.00000000
NS
USD
24381000.00000000
0.679699238834
Long
EC
CORP
US
N
1
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
250000.00000000
NS
USD
14035000.00000000
0.391271023216
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International Bank into AbbVie, Inc.
N9FYJ29MC81JI74MJE92
Goldman Sachs International Bank into AbbVie, Inc.
N/A
348000.00000000
NS
USD
38307047.23000000
1.067932851164
Long
SN
CORP
GB
N
2
2021-07-22
Fixed
10.00000000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
199679.00000000
NS
USD
29270944.61000000
0.816022262064
Long
EC
CORP
US
N
1
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AU6
8500000.00000000
PA
USD
9220800.00000000
0.257059625997
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.62500000
N
N
N
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
055622104
550000.00000000
NS
USD
14531000.00000000
0.405098627599
Long
EC
CORP
GB
N
1
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CX6
8000000.00000000
PA
USD
9197842.72000000
0.256419617559
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Utah Acquisition Sub, Inc.
254900JOFV74IJ7H9933
Utah Acquisition Sub, Inc.
62854AAN4
10000000.00000000
PA
USD
11023124.20000000
0.307305242948
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAF2
12500000.00000000
PA
USD
14216575.00000000
0.396333013672
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331842
400000.00000000
NS
USD
19772000.00000000
0.551208455364
Long
EP
CORP
US
N
1
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RCT7
12000000.00000000
PA
USD
13497801.36000000
0.376294873480
Long
DBT
CORP
US
N
2
2026-02-17
Fixed
4.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284S6
50000000.00000000
PA
USD
52408203.00000000
1.461048180460
Long
DBT
UST
US
N
2
2023-05-31
Fixed
2.75000000
N
N
N
N
N
N
Sprint Communications, Inc.
549300JKU50UT08ZWD77
Sprint Communications, Inc.
852061AM2
15000000.00000000
PA
USD
15578047.50000000
0.434288463487
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
11.50000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp.
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPBR3
10000000.00000000
PA
USD
10362350.00000000
0.288884024754
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599ED3
6000000.00000000
PA
USD
7207500.00000000
0.200932376190
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
770000.00000000
NS
USD
44521400.00000000
1.241178035841
Long
EC
CORP
US
N
1
N
N
N
CHS/Community Health Systems, Inc.
N/A
CHS/Community Health Systems, Inc.
203668108
1000000.00000000
NS
USD
15440000.00000000
0.430439942890
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
250000.00000000
NS
USD
41185000.00000000
1.148165093778
Long
EC
CORP
US
N
1
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
950000.00000000
NS
USD
73881500.00000000
2.059685792788
Long
EC
CORP
US
N
1
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
12500000.00000000
NS
29665618.78000000
0.827025081183
Long
EC
CORP
GB
N
2
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331107
100000.00000000
NS
USD
12960000.00000000
0.361301920975
Long
EC
CORP
US
N
1
N
N
N
Calumet Specialty Products Partners LP / Calumet Finance Corp.
N/A
Calumet Specialty Products Partners LP / Calumet Finance Corp.
131477AT8
15000000.00000000
PA
USD
16353075.00000000
0.455894861987
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
12500000.00000000
PA
USD
13484562.50000000
0.375925797435
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91831AAC5
9110000.00000000
PA
USD
9349137.50000000
0.260637448936
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.12500000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CR9
7000000.00000000
PA
USD
7507570.00000000
0.209297798059
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
4.34600000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBD1
10000000.00000000
PA
USD
11138550.00000000
0.310523110484
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.00000000
N
N
N
N
N
N
Royal Bank of Canada into Schlumberger NV
N/A
Royal Bank of Canada into Schlumberger NV
N/A
900000.00000000
NS
USD
27471158.76000000
0.765847409830
Long
SN
CORP
US
N
2
2022-03-01
Fixed
10.00000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The), Series 2019
842587602
350000.00000000
NS
USD
17720500.00000000
0.494016256994
Long
EP
CORP
US
N
1
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
157700.00000000
NS
USD
32796869.00000000
0.914318809542
Long
EC
CORP
US
N
1
N
N
N
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
983130AX3
6000000.00000000
PA
USD
6461700.00000000
0.180140788793
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537127
300000.00000000
NS
USD
14739000.00000000
0.410897300405
Long
EP
CORP
US
N
1
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBL3
33500000.00000000
PA
USD
34044375.00000000
0.949097074529
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.12500000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBJ8
70000000.00000000
PA
USD
73456950.00000000
2.047850088270
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076102
32000.00000000
NS
USD
10204480.00000000
0.284482887851
Long
EC
CORP
US
N
1
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
12429TAE4
11500000.00000000
PA
USD
11293000.00000000
0.314828903825
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.25000000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
Credit Suisse AG, Series N106
N/A
10332.00000000
NS
USD
39041218.44000000
1.088400248425
Long
SN
CORP
CH
N
2
2022-09-06
None
0.00000000
N
Y
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
149700.00000000
NS
USD
7137696.00000000
0.198986363899
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Honeywell International, Inc.
00C89T7Q4
-3000.00000000
NC
USD
-534000.00000000
-0.01488697729
N/A
DE
US
N
1
Options Clearing
549300CII6SLYGKNHA04
Call
Written
Honeywell International, Inc.
Honeywell International, Inc.
100.00000000
240.00000000
USD
2021-09-17
XXXX
1289886.56000000
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KU4
12500000.00000000
PA
USD
14093425.88000000
0.392899833608
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series R
48126HAA8
3200000.00000000
PA
USD
3404000.00000000
0.094897510725
Long
DBT
CORP
US
N
2
2023-08-01
Variable
6.00000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAP5
7500000.00000000
PA
USD
9169014.30000000
0.255615932101
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series AA
060505EN0
8000000.00000000
PA
USD
8988520.00000000
0.250584069654
Long
DBT
CORP
US
N
2
2025-03-17
Variable
6.10000000
N
N
N
N
N
N
BNP Paribas Issuance BV into Apple, Inc.
7245009UXRIGIRYOBR48
BNP Paribas Issuance BV into Apple, Inc.
N/A
164000.00000000
NS
USD
21948089.04000000
0.611873976226
Long
SN
CORP
NL
N
2
2021-12-22
Fixed
10.00000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587107
900000.00000000
NS
USD
54459000.00000000
1.518220780431
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
500000.00000000
NS
USD
35375000.00000000
0.986192550501
Long
EC
CORP
US
N
1
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBE9
10000000.00000000
PA
USD
9905750.00000000
0.276154822816
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCJ8
20000000.00000000
PA
USD
19991406.20000000
0.557325112890
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
Bonanza Creek Energy, Inc.
IIVIHPH28S64K95M2381
Bonanza Creek Energy, Inc.
097793400
427400.00000000
NS
USD
20117718.00000000
0.560846462888
Long
EC
CORP
US
N
1
N
N
N
Calumet Specialty Products Partners LP / Calumet Finance Corp.
N/A
Calumet Specialty Products Partners LP / Calumet Finance Corp.
131477AU5
5185000.00000000
PA
USD
5726625.10000000
0.159648198251
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
9.25000000
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAH8
8200000.00000000
PA
USD
9471000.00000000
0.264034760305
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
JP Morgan Structured Products BV into CVS Health Corp.
XZYUUT6IYN31D9K77X08
JP Morgan Structured Products BV into CVS Health Corp.
N/A
451000.00000000
NS
USD
35613434.66000000
0.992839687900
Long
SN
CORP
NL
N
2
2022-01-25
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
313586810
475.00000000
NS
USD
3028125.00000000
0.084418779278
Long
EP
CORP
US
N
2
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167DG9
9500000.00000000
PA
USD
10295625.00000000
0.287023849547
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F770
400000.00000000
NS
USD
19584000.00000000
0.545967347251
Long
EP
CORP
US
N
1
N
N
N
KKR & Co., Inc.
549300JOHU21WRN2Z451
KKR & Co., Inc., Series C
48251W401
85000.00000000
NS
USD
6550100.00000000
0.182605224736
Long
EP
CORP
US
N
1
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158106
7500.00000000
NS
USD
2157600.00000000
0.060150079066
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
427900.00000000
NS
USD
42409169.00000000
1.182292764403
Long
EC
CORP
US
N
1
N
N
N
BCE, Inc.
5493001I9203PRB5KR45
BCE, Inc.
05534B760
466000.00000000
NS
22977680.98000000
0.640577181916
Long
EC
CORP
CA
N
1
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017DD8
7500000.00000000
PA
USD
8344615.05000000
0.232633136370
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
Royal Bank of Canada into Analog Devices, Inc.
N/A
Royal Bank of Canada into Analog Devices, Inc.
N/A
270000.00000000
NS
USD
37131314.54000000
1.035155499355
Long
SN
CORP
US
N
2
2021-09-10
Fixed
8.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
500000.00000000
NS
USD
28510000.00000000
0.794808469676
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389B100
67500.00000000
NS
USD
4446900.00000000
0.123971721634
Long
EC
CORP
US
N
1
N
N
N
National Bank of Canada into General Motors Co.
BSGEFEIOM18Y80CKCV46
National Bank of Canada into General Motors Co.
63306A387
1123500.00000000
NS
USD
57521246.19000000
1.603590798251
Long
SN
CORP
CA
N
2
2022-01-26
Fixed
10.00000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDJ6
9000000.00000000
PA
USD
9616410.00000000
0.268088534404
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
325000.00000000
NS
USD
18515250.00000000
0.516172483976
Long
EC
CORP
US
N
1
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
12429TAD6
10000000.00000000
PA
USD
10112500.00000000
0.281918647828
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
Sprint Communications, Inc.
549300JKU50UT08ZWD77
Sprint Communications, Inc.
852061AS9
6300000.00000000
PA
USD
6678000.00000000
0.186170850947
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.00000000
N
N
N
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp.
25470MAD1
4555000.00000000
PA
USD
4432584.38000000
0.123572627421
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.37500000
N
N
N
N
Y
DISH Network Corp.
DISH Network Corp.
USD
XXXX
N
N
N
National Bank of Canada into Air Products & Chemicals, Inc.
N/A
National Bank of Canada into Air Products & Chemicals, Inc.
N/A
106000.00000000
NS
USD
30548494.32000000
0.851638092648
Long
SN
CORP
US
N
2
2022-04-13
Fixed
8.50000000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBF6
10000000.00000000
PA
USD
10587400.00000000
0.295158021460
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.62500000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
450000.00000000
NS
USD
66676500.00000000
1.858823112184
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
400000.00000000
NS
USD
62216000.00000000
1.734472246558
Long
EC
CORP
US
N
1
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
18000000.00000000
PA
USD
18112230.00000000
0.504936997850
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
N
Weatherford International Ltd.
549300A2JKMG5PGOGF82
Weatherford International Ltd.
947075AP2
25000000.00000000
PA
USD
26031750.00000000
0.725719234672
Long
DBT
CORP
BM
N
2
2024-12-01
Fixed
11.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
416500.00000000
NS
USD
38188885.00000000
1.064638696790
Long
EC
CORP
US
N
1
N
N
N
Unilever plc
549300MKFYEKVRWML317
Unilever plc
N/A
300000.00000000
NS
17531344.44000000
0.488742933908
Long
EC
CORP
GB
N
2
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
100000.00000000
NS
USD
17216000.00000000
0.479951687616
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZF0
25000000.00000000
PA
USD
24880859.50000000
0.693634439264
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.50000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AN7
4500000.00000000
PA
USD
4611375.00000000
0.128556994277
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
300000.00000000
NS
USD
13293000.00000000
0.370585373111
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
700000.00000000
NS
USD
73318000.00000000
2.043976407567
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series A
25746U133
175000.00000000
NS
USD
16997750.00000000
0.473867262905
Long
EP
CORP
US
N
1
N
N
N
Par Pharmaceutical, Inc.
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
8429000.00000000
PA
USD
8628472.29000000
0.240546575112
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
89151E109
550000.00000000
NS
USD
24893000.00000000
0.693972894972
Long
EC
CORP
FR
N
1
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAN4
14000000.00000000
PA
USD
15147300.00000000
0.422279983610
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537101
350000.00000000
NS
USD
29606500.00000000
0.825376953962
Long
EC
CORP
US
N
1
N
N
N
Citigroup Global Markets Holdings, Inc. into Microsoft Corp.
82VOJDD5PTRDMVVMGV31
Citigroup Global Markets Holdings, Inc. into Microsoft Corp.
17327Y337
80000.00000000
NS
USD
20050758.27000000
0.558979743824
Long
SN
CORP
US
N
2
2021-09-24
Fixed
8.00000000
N
N
N
N
N
N
Rio Tinto plc
213800YOEO5OQ72G2R82
Rio Tinto plc
767204100
400000.00000000
NS
USD
33556000.00000000
0.935482041685
Long
EC
CORP
GB
N
1
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AG0
7500000.00000000
PA
USD
8159625.00000000
0.227475940350
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.87500000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCX6
29000000.00000000
PA
USD
30305000.00000000
0.844849900860
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCX5
10500000.00000000
PA
USD
11491192.97000000
0.320354173947
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAJ2
11000000.00000000
PA
USD
12268164.15000000
0.342014758814
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
325000.00000000
NS
25657588.63000000
0.715288276204
Long
EC
CORP
DE
N
2
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216100
1150000.00000000
NS
USD
62226500.00000000
1.734764968022
Long
EC
CORP
US
N
1
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2020-1, Class A
90931GAA7
9516500.00000000
PA
USD
10579220.88000000
0.294930002034
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAL9
21000000.00000000
PA
USD
22029840.00000000
0.614153048671
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series X
060505EH3
6000000.00000000
PA
USD
6641250.00000000
0.185146325823
Long
DBT
CORP
US
N
2
2024-09-05
Variable
6.25000000
N
N
N
N
N
N
BOFA SECURITIES INC .
549300HN4UKV1E2R3U73
BOFA SECURITIES INC .
N/A
1013000.00000000
PA
USD
1013000.00000000
0.028240651693
Long
RA
CORP
US
N
2
Repurchase
Y
0.05000000
2021-07-01
1013000.00000000
USD
1033260.85294600
USD
UST
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
560000.00000000
NS
USD
75560800.00000000
2.106501712224
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
495000.00000000
NS
USD
27472500.00000000
0.765884801234
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBJ3
8000000.00000000
PA
USD
8937449.20000000
0.249160305908
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
805108.00000000
NS
USD
48185713.80000000
1.343332635764
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
950000.00000000
NS
USD
53228500.00000000
1.483916612703
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWQ3
9000000.00000000
PA
USD
9631193.58000000
0.268500674516
Long
DBT
CORP
US
N
2
2025-09-29
Variable
3.27200000
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AG6
5000000.00000000
PA
USD
5400000.00000000
0.150542467073
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
70000.00000000
NS
USD
17062500.00000000
0.475672378598
Long
EC
CORP
US
N
1
N
N
N
Calumet Specialty Products Partners LP / Calumet Finance Corp.
N/A
Calumet Specialty Products Partners LP / Calumet Finance Corp.
131477AQ4
2000000.00000000
PA
USD
1997200.00000000
0.055678410229
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
7.75000000
N
N
N
N
N
N
Bonanza Creek Energy, Inc.
IIVIHPH28S64K95M2381
Bonanza Creek Energy, Inc.
097793AD5
6877144.00000000
PA
USD
6961320.24000000
0.194069319076
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
7.50000000
N
N
N
N
N
N
Credit Suisse Group AG into Pfizer, Inc.
N/A
Credit Suisse Group AG into Pfizer, Inc.
N/A
1642000.00000000
NS
USD
64138492.16000000
1.788067934094
Long
SN
CORP
US
N
2
2021-08-27
Fixed
8.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
1500000.00000000
NS
USD
61845000.00000000
1.724129421506
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International into Union Pacific Corp.
W22LROWP2IHZNBB6K528
Goldman Sachs International into Union Pacific Corp.
N/A
33000.00000000
NS
USD
7333032.29000000
0.204431994826
Long
SN
CORP
GB
N
2
2022-02-09
Fixed
8.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHD4
5000000.00000000
PA
USD
5449184.10000000
0.151913632953
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.41900000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy, Series B
816851505
200000.00000000
NS
USD
19754000.00000000
0.550706647140
Long
EP
CORP
US
N
1
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
300000.00000000
NS
USD
65805000.00000000
1.834527230693
Long
EC
CORP
US
N
1
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
22000000.00000000
PA
USD
25603160.00000000
0.713770902086
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
Institutional Fiduciary Trust Money Market Portfolio
N/A
Institutional Fiduciary Trust Money Market Portfolio
457756500
4051000.00000000
NS
USD
4051000.00000000
0.112934728539
Long
STIV
RF
US
N
1
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAH5
18000000.00000000
PA
USD
19102500.00000000
0.532543977270
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DY8
5000000.00000000
PA
USD
5993900.00000000
0.167099350627
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.00000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513E101
300000.00000000
NS
USD
25593000.00000000
0.713487659222
Long
EC
CORP
US
N
1
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAK1
7500000.00000000
PA
USD
9169725.00000000
0.255635745163
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
225000.00000000
NS
USD
25344000.00000000
0.706545978796
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
106500.00000000
NS
USD
23422545.00000000
0.652979205449
Long
EC
CORP
US
N
1
N
N
N
Calumet Specialty Products Partners LP / Calumet Finance Corp.
N/A
Calumet Specialty Products Partners LP / Calumet Finance Corp.
131477AL5
1501000.00000000
PA
USD
1503874.42000000
0.041925363954
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
7.62500000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc., Series A
11135F200
25000.00000000
NS
USD
37996750.00000000
1.059282312177
Long
EP
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
125000.00000000
NS
USD
16560000.00000000
0.461663565690
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3140QBMZ8
2607439.34000000
PA
USD
2830267.53000000
0.078902862304
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.00000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCN8
24000000.00000000
PA
USD
26220000.00000000
0.730967312343
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
520000.00000000
NS
USD
51334400.00000000
1.431112448465
Long
EC
CORP
US
N
1
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AS1
7140000.00000000
PA
USD
7306040.70000000
0.203679516947
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.12500000
N
N
N
N
N
N
Ashtead Capital, Inc.
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AL7
4500000.00000000
PA
USD
4871250.00000000
0.135801850505
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F739
230200.00000000
NS
USD
11371880.00000000
0.317027938973
Long
EP
CORP
US
N
1
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BG8
11300000.00000000
PA
USD
11997775.00000000
0.334476786645
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CW8
1225000.00000000
PA
USD
1359232.17000000
0.037892993369
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.10000000
N
N
N
N
N
N
Institutional Fiduciary Trust - Money Market Portfolio
549300M4TP89K77LG374
Institutional Fiduciary Trust - Money Market Portfolio
457756500
101593748.20100000
NS
USD
101593748.20000000
2.832254350597
Long
STIV
RF
US
N
1
N
N
N
Weatherford International plc
529900LPBDSCQDJKHQ39
Weatherford International plc
N/A
700000.00000000
NS
USD
12740000.00000000
0.355168709353
Long
EC
CORP
IE
N
1
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
20000000.00000000
PA
USD
21428820.40000000
0.597397683237
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series I
46625HHA1
10559000.00000000
PA
USD
10598596.25000000
0.295470153145
Long
DBT
CORP
US
N
2
2021-07-30
Variable
3.65550120
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAP7
5000000.00000000
PA
USD
5367750.00000000
0.149643394005
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
706638.00000000
NS
USD
51987357.66000000
1.449315755323
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
250000.00000000
NS
USD
20860000.00000000
0.581539974656
Long
EC
CORP
US
N
1
N
N
N
Diamond Sports Group LLC / Diamond Sports Finance Co.
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co.
25277LAA4
15000000.00000000
PA
USD
9732000.00000000
0.271310979547
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAJ4
14000000.00000000
PA
USD
14622300.00000000
0.407643910422
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.87500000
N
N
N
N
N
N
Endo Dac / Endo Finance LLC / Endo Finco, Inc.
N/A
Endo Dac / Endo Finance LLC / Endo Finco, Inc.
29273DAC4
7094000.00000000
PA
USD
4793061.10000000
0.133622082004
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
6.00000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A60
20000000.00000000
PA
USD
22050000.00000000
0.614715073881
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
Royal Dutch Shell plc
21380068P1DRHMJ8KU70
Royal Dutch Shell plc, Class A
780259206
450000.00000000
NS
USD
18180000.00000000
0.506826305812
Long
EC
CORP
GB
N
1
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
100000.00000000
NS
USD
37835000.00000000
1.054773007723
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
85000.00000000
NS
USD
16345500.00000000
0.455683684359
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AM9
5000000.00000000
PA
USD
4668850.00000000
0.130159295813
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
Royal Bank of Canada into Intel Corp.
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada into Intel Corp.
78014V267
782000.00000000
NS
USD
40363981.16000000
1.125276537910
Long
SN
CORP
CA
N
2
2021-12-14
Fixed
8.50000000
N
N
N
N
N
N
2021-07-30
Franklin Templeton Variable Insurance Products Trust
Robert Kubilis
Robert Kubilis
Chief Financial Officer, Chief Accounting Officer and Treasurer