FTSIIF - Franklin Floating Rate II Fund

Transcription

1 FTSIIF - Franklin Floating II Fund February 28, 2019 Portfolio Holdings The following portfolio data for the Franklin Templeton funds is made available to the public under our Portfolio Holdings Release Policy and is "as of" the date indicated. This portfolio data should not be relied upon as a complete listing of a fund's holdings (or of a fund's top holdings) as information on particular holdings may be withheld if it is in the fund's interest to do so. Additionally, foreign currency forwards are not included in the portfolio data. Instead, the net market value of all currency forward contracts is included in cash and other net assets of the fund. Further, portfolio holdings data of over-the-counter derivative investments such as Credit Default Swaps, Interest Swaps or other Swap contracts list only the name of counterparty to the derivative contract, not the details of the derivative. Complete portfolio data can be found in the annual financial statements of the fund. DDD HOUR FITNESS WORLDWIDE INC 2,063,552 $2,064, % FLOATER 05/30/25 DDD CENTS ONLY STORES 5,424,183 $4,746, % FLOATER 01/13/22 DDD AECOM 1,000,000 $990, % FLOATER 03/13/25 DDD AIR CANADA 2,150,248 $2,148, % FLOATER 10/06/23 DDD AIR MEDICAL GROUP HOLDINGS INC 3,370,264 $3,281, % FLOATER 03/14/25 DDD ALLEGIANT TRAVEL CO 1,000,000 $1,001, % FLOATER 02/05/24 DDD ALLFLEX HOLDINGS III INC 1,418,818 $1,420, % FLOATER 07/19/21 DDD ALLISON TRANSMISSION INC 1,121,551 $1,121, % FLOATER 09/23/22 DDD ALTRA INDUSTRIAL MOTION CORP 2,310,566 $2,287, % FLOATER 10/01/25 DDD AMC ENTERTAINMENT HOLDINGS INC 433,409 $430, % FLOATER 12/15/23 DDD AMC ENTERTAINMENT HOLDINGS INC 971,242 $967, % FLOATER 12/15/22 DDD AMERICAN AIRLINES INC 3,422,862 $3,362, % FLOATER 06/27/25 DDD AMERICAN AXLE & MANUFACTURING INC 616,710 $604, % FLOATER 04/06/24 DDD ANCESTRYCOM OPERATIONS INC 385,116 $384, % FLOATER 10/19/23 DDD APPVION OPERATIONS INC 5,929,367 $5,889, % FLOATER 06/15/26 DDD APPVION OPERATIONS INC 151,177 $1,605, % N/A N/A DDD ARAMARK CORPORATION 2,092,637 $2,086, % FLOATER 03/11/25 DDD ARISTOCRAT TECHNOLOGIES INC 2,800,855 $2,787, % FLOATER 10/19/24 DDD ASCENA RETAIL GROUP INC 13,063,356 $12,032, % FLOATER 08/21/22 DDD ASURION LLC 1,744,151 $1,746, % FLOATER 11/03/23 DDD AVIS BUDGET CAR RENTAL LLC 5,822,191 $5,771, % FLOATER 02/13/25 DDD AXALTA COATING SYSTEMS U.S. HOLDINGS INC 5,814,501 $5,767, % FLOATER 06/01/24 DDD BERRY GLOBAL INC 3,040,965 $3,037, % FLOATER 10/01/22 DDD BI - LO, LLC (SOUTHEASTERN GROCERS) 6,212,500 $6,150, % FLOATER 05/31/ CAG0 BLUEMOUNTAIN FUJI US CLO I LTD 2,250,000 $2,251, % 5.11% 07/20/29 DDD BOWIE RESOURCE HOLDINGS LLC 7,502,446 $7,389, % FLOATER 08/14/20 DDD BOWIE RESOURCE HOLDINGS LLC 579,222 $548, % FLOATER 02/16/21 1

2 DDD BOYD GAMING CORP 593,253 $590, % FLOATER 09/15/21 DDD BOYD GAMING CORP 1,999,952 $1,993, % FLOATER 09/15/ PAC9 BRISTOL PARK CLO LTD 1,000,000 $1,006, % 5.39% 04/15/29 DDD CAESARS RESORT COLLECTION LLC 2,832,187 $2,829, % FLOATER 12/22/24 DDD CANTIUM LLC 4,294,278 $4,244, % FLOATER 06/13/20 DDD CATALENT PHARMA SOLUTIONS INC 3,058,310 $3,052, % FLOATER 05/20/24 DDD CDX.NA.HY.26-1,056,000 -$57, % 5.00% 06/20/21 DDD CDX.NA.HY.26-2,400,000 -$130, % 5.00% 06/20/21 DDD CDX.NA.HY.26-4,896,000 -$266, % 5.00% 06/20/21 DDD CENTURION PIPELINE CO LLC 1,390,809 $1,390, % FLOATER 09/28/25 DDD CEOC LLC 2,455,687 $2,437, % FLOATER 10/06/24 DDD CHARTER COMMUNICATIONS OPERATING LLC 992,481 $991, % FLOATER 04/30/25 DDD CIENA CORP 2,820,959 $2,822, % FLOATER 09/28/25 DDD COMMSCOPE INC 838,337 $837, % FLOATER 12/29/22 DDD COMMSCOPE INC 774,928 $779, % FLOATER 02/06/26 DDD CSC HOLDINGS LLC 6,684,390 $6,630, % FLOATER 07/17/25 DDD CSM BAKERY SUPPLIES LLC 2,944,912 $2,746, % FLOATER 07/03/21 DDD CSM BAKERY SUPPLIES LLC 1,476,921 $1,386, % FLOATER 07/03/20 DDD DAVITA HEALTHCARE PARTNERS INC 3,203,813 $3,204, % FLOATER 06/24/21 DDD DAVITA HEALTHCARE PARTNERS INC 917,897 $918, % FLOATER 06/24/19 DDD DONCASTERS US FINANCE LLC 2,822,889 $2,252, % FLOATER 10/09/20 DDD DONCASTERS US FINANCE LLC 4,421,477 $4,127, % FLOATER 04/09/20 DDD EFS COGEN HOLDINGS I LLC (LINDEN) 1,486,638 $1,483, % FLOATER 06/28/23 DDD ELDORADO RESORTS INC 1,847,428 $1,840, % FLOATER 04/17/24 DDD ENDO LUXEMBOURG FINANCE CO I SARL AND ENDO LLC 4,999,377 $5,011, % FLOATER 04/29/24 DDD EQUINOX HOLDINGS INC 992,449 $988, % FLOATER 03/08/24 DDD EVERGREEN ACQCO 1 LP (SAVERS) 9,182,758 $8,723, % FLOATER 07/09/19 DDD DDD DDD ,090 $108, % FLOATER 05/15/21 8,936,692 $8,624, % FLOATER 05/15/22 1,090,909 $1,084, % FLOATER 05/15/21 DDD FIELDWOOD ENERGY LLC 28,005,277 $25,659, % FLOATER 04/11/22 DDD FLYING FORTRESS HOLDINGS LLC 2,504,707 $2,505, % FLOATER 10/30/22 DDD FORESIGHT ENERGY LLC 7,789,101 $7,704, % FLOATER 03/28/22 BQ8NLL0 FTSIIF-FRANKLIN UPPER TIER FLOATING RATE FUND 0 $0 0.00% N/A N/A DDD GENERAL NUTRITION CTRS INC 6,346,820 $6,221, % FLOATER 03/04/21 DDD GENERAL NUTRITION CTRS INC 5,784,255 $5,880, % FLOATER 12/31/22 DDD GLOBAL TEL*LINK CORP 1,455,441 $1,452, % FLOATER 11/29/25 2

3 DDD GLOBAL TEL*LINK CORP 1,124,014 $1,105, % FLOATER 11/29/26 DDD GO DADDY OPERATING CO LLC 3,072,395 $3,070, % FLOATER 02/15/24 DDD GRAY TELEVISION INC 6,612,946 $6,592, % FLOATER 02/07/24 DDD GRIFOLS WORLDWIDE OPERATIONS USA INC 4,412,903 $4,403, % FLOATER 01/31/25 DDD HARBOR FREIGHT TOOLS USA INC 2,114,882 $2,094, % FLOATER 08/19/23 DDD HARSCO CORP 4,103,871 $4,101, % FLOATER 12/10/24 DDD HERTZ CORP 6,363,605 $6,272, % FLOATER 06/30/23 DDD HORIZON PHARMA INC 7,755,929 $7,763, % FLOATER 03/29/24 DDD INEOS US FINANCE LLC 3,448,861 $3,412, % FLOATER 03/31/24 DDD INNOVIVA INC 167,679 $167, % FLOATER 08/18/22 DDD INTERNATIONAL SEAWAYS OPERATING CORP 1,142,563 $1,148, % FLOATER 06/22/22 DDD IQVIA INC 2,560,416 $2,557, % FLOATER 03/07/24 DDD IRON MOUNTAIN INFORMATION MANAGEMENT LLC 1,960,923 $1,926, % FLOATER 01/26/26 DDD JBS USA LUX SA 10,314,214 $10,300, % FLOATER 10/30/22 DDD JO-ANN STORES INC 1,806,376 $1,808, % FLOATER 10/23/23 DDD KFC HLDG/PIZZA HUT/TACO BELL 2,661,170 $2,654, % FLOATER 04/03/25 DDD LAS VEGAS SANDS LLC 2,664,500 $2,648, % FLOATER 03/27/25 DDD LEGALZOOM.COM INC 1,001,424 $1,004, % FLOATER 11/21/24 DDD LIVE NATION ENTERTAINMENT INC 2,315,656 $2,308, % FLOATER 10/31/23 DDD MALLINCKRODT INTERNATIONAL FINANCE SA/MALLINCKRODT CB LLC 3,033,687 $2,917, % FLOATER 09/24/24 DDD MICHAELS STORES INC 3,961,472 $3,940, % FLOATER 01/28/23 DDD MISSION BROADCASTING INC 330,655 $326, % FLOATER 01/17/24 DDD MKS INSTRUMENTS INC 761,721 $761, % FLOATER 02/01/26 DDD NATIONAL MENTOR HOLDINGS INC 16,045 $16, % FLOATER 03/08/26 DDD NATIONAL MENTOR HOLDINGS INC 258,332 $258, % FLOATER 03/08/26 DDD NAVIOS MARITIME PARTNERS LP 2,469,437 $2,461, % FLOATER 09/14/20 DDD NAVISTAR INC 10,445,189 $10,436, % FLOATER 11/06/24 DDD NEUSTAR INC 1,300,000 $1,277, % FLOATER 08/08/24 DDD NEXSTAR BROADCASTING INC 1,825,602 $1,800, % FLOATER 07/17/24 DDD NEXSTAR BROADCASTING INC 3,997,304 $3,957, % FLOATER 10/26/23 DDD NPC INTERNATIONAL INC 1,485,287 $1,366, % FLOATER 04/20/25 DDD NRG ENERGY INC 8,081,701 $8,059, % FLOATER 06/30/23 DDD NUTRACEUTICAL INTERNATIONAL CORP 1,481,287 $1,447, % FLOATER 08/22/23 DDD NVA HOLDINGS INC/UNITED STATES 3,643,712 $3,566, % FLOATER 02/02/ GBL BAW0 OCTAGON INVESTMENT PARTNERS XVII LTD OCTAGON INVESTMENT PARTNERS XVI LTD 1,250,000 $1,222, % 4.17% 01/25/31 1,000,000 $962, % 4.62% 07/17/30 DDD ON SEMICONDUCTOR CORP 3,307,278 $3,302, % FLOATER 03/31/23 3

4 DDD DDD ONSITE RENTAL GROUP OPERATIONS PTY LTD ONSITE RENTAL GROUP OPERATIONS PTY LTD 2,249,877 $2,227, % FLOATER 10/25/22 3,076,070 $2,383, % 6.10% 10/26/23 VMGNUSD OTC SECURITIZED MARGIN CASH - USD 732,057 $732, % N/A 02/20/49 DDD OXBOW CARBON LLC 2,700,000 $2,686, % FLOATER 01/04/22 DDD OXBOW CARBON LLC 1,553,435 $1,555, % FLOATER 01/04/23 DDD OXBOW CARBON LLC 1,602,833 $1,606, % FLOATER 01/04/24 DDD PETCO ANIMAL SUPPLIES STORES INC 596,923 $468, % FLOATER 01/26/23 DDD POST HOLDINGS INC 3,506,978 $3,502, % FLOATER 05/24/24 DDD PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC 1,986,139 $1,983, % FLOATER 05/02/22 DDD RBS GLOBAL INC (REXNORD) 1,812,500 $1,810, % FLOATER 08/21/ V104 REMINGTON OUTDOOR CO INC 294,867 $1,657, % N/A N/A DDD REMINGTON OUTDOOR CO INC 27,760 $0 0.00% N/A N/A DDD RESIDEO FUNDING INC 391,349 $391, % FLOATER 10/25/25 DDD RESIDEO FUNDING INC 4,000,000 $4,002, % FLOATER 10/25/23 DDD REYNOLDS GROUP HOLDINGS INC 1,028,940 $1,026, % FLOATER 02/05/23 DDD SABRE GLBL INC 1,733,264 $1,707, % FLOATER 07/01/22 DDD SABRE GLBL INC 328,866 $328, % FLOATER 02/22/24 DDD SAMSON RESOURCES II LLC 53,083 $1,201, % N/A N/A DDD SECURUS TECHNOLOGIES HOLDINGS INC 704,278 $689, % FLOATER 11/01/25 DDD SINCLAIR TELEVISION GROUP INC 5,745,906 $5,738, % FLOATER 01/03/24 DDD STATION CASINOS LLC 2,659,947 $2,652, % FLOATER 06/08/23 DDD STRIKE LLC 1,495,209 $1,497, % FLOATER 11/30/22 DDD SYNEOS HEALTH INC 1,526,834 $1,496, % FLOATER 08/01/24 DDD THOR INDUSTRIES INC 915,137 $894, % FLOATER 02/01/26 DDD TIBCO SOFTWARE INC 1,777,813 $1,777, % FLOATER 12/04/20 DDD TI GROUP AUTOMOTIVE SYSTEMS LLC 4,350,659 $4,283, % FLOATER 06/30/22 DDD TRANS UNION LLC 2,973,740 $2,947, % FLOATER 08/09/22 DDD UNIVAR USA INC 895,703 $895, % FLOATER 07/01/24 DDD U.S. FOODS INC 1,930,533 $1,922, % FLOATER 06/27/23 DDD US RENAL CARE INC 2,462,032 $2,462, % FLOATER 12/31/22 DDD UTEX INDUSTRIES INC 6,026,327 $5,807, % FLOATER 05/21/21 DDD VALEANT PHARMACEUTICALS INTERNATIONAL 2,580,580 $2,585, % FLOATER 06/02/25 DDD VENTIA PTY LTD 2,174,020 $2,174, % FLOATER 05/21/ QAJ2 VOYA CLO LTD 1,672,507 $1,654, % 5.11% 07/20/30 DDD WEX INC 2,963,851 $2,954, % FLOATER 07/01/23 DDD WXXA-TV LLC AND WLAJ-TV LLC 110,633 $108, % FLOATER 10/26/23 DDD XPO LOGISTICS INC 2,435,000 $2,415, % FLOATER 02/24/25 DDD ZAYO GROUP LLC 1,056,961 $1,055, % FLOATER 01/19/21 4

5 LUXEMBOURG PUBLIC DISCLAIMER This information is intended to be of general information and interest only and does not constitute legal or neither tax advice nor is it an offer for shares or invitation to apply for shares of the Luxembourg-domiciled Franklin Templeton Series II Funds (the Fund ). Nothing in this information should be construed as investment advice. Information and data provided at publication date are subject to change without prior notice especially given the rapidly changing market environment. Franklin Templeton Investments disclaims responsibility for updating this data and should not be liable to any user of this information or to any other person or entity for the inaccuracy of information or any errors or omissions in its content, regardless of the cause of such inaccuracy, error or omission. Subscriptions to shares of the Fund can only be made on the basis of the current prospectus of the Fund and where available, accompanied by the latest available audited annual report and the latest semi-annual report if published thereafter. The value of shares in the Fund and income received from it can go down as well as up, and investors may not get back the full amount invested. Past performance is not an indication or a guarantee of future performance. Currency fluctuations may affect the value of overseas investments. When investing in a fund denominated in a foreign currency, your performance may also be affected by currency fluctuations. An investment in the Fund entails risks which are described in the Fund s prospectus and where available. In emerging markets, the risks can be greater than in developed markets. Investments in derivative instruments entail specific risks more fully described in the Fund s prospectus and where available. No shares of the Fund may be directly or indirectly offered or sold to nationals or residents of the United States of America. Shares of the Fund are not available for distribution in all jurisdictions and prospective investors should confirm availability with their local Franklin Templeton Investments representative before making any plans to invest. Any research and analysis contained in this document has been procured by Franklin Templeton Investments for its own purposes and is provided to you only incidentally. References to particular industries, sectors or companies are for general information and are not necessarily indicative of a fund s future performance. Please consult your financial advisor before deciding to invest. A copy of the latest prospectus, the annual report and semi-annual report, if published, thereafter can be found on our website or can be obtained, free of charge, from Franklin Templeton International Services S.à r.l.- Supervised by the Commission de Surveillance du Secteur Financier - 8A,rue Albert Borschette L-1246 Luxembourg - Tel: Fax: Issued by Franklin Templeton International Services S.à r.l. Franklin Templeton International Services S.à.r.l. 8A, rue Albert Borschette L-1246 Luxembourg Franklin Templeton Investments. All rights reserved. 5