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FTIF - Franklin Strategic Income Fund
June 30, 2016
FTIF - Franklin Strategic Income
Fund
June 30, 2016
Portfolio Holdings
Les données de portefeuille des fonds de Franklin Templeton Investments sont mis à la disposition du public et
soumis à notre politique de distribution des titres en portefeuilles. Ils sont présentés à la date indiquée.
Ces données de portefeuille ne doivent pas être considérées comme une liste complète des titres d’un fonds
(ou des principaux titres d’un fonds) car l’information sur des titres en particulier peut être dissimulée si cela
est dans l’intérêt du fonds. De plus, les contrats à terme sur devises ne sont pas inclus dans les données de
portefeuille. A la place, la valeur de marché nette de tous les contrats à terme sur devises est inclue en
liquidités et autres actifs nets du fonds.Les avoirs en portefeuille en instruments financiers dérivés de
gré à gré tels que les swaps sur défaillance de crédits, les swaps de taux d’intérêts ou autres contrats de
swaps, listent uniquement le nom de la contrepartie et non les détails des instruments financiers dérivés.
Les données complètes du portefeuille peuvent être consultées dans les rapports annuels et semi-annuels
du fonds.
Security
Identifier
Security
Name
Shares/
Positions Held
Market
Value
% of
TNA
Coupon
Rate
Maturity
Date
68245XAA7
1011778 BC ULC/NEW RED FINANCE INC
3,000,000
$3,119,070
0.26%
6.00%
04/01/22
90131HAR6
21ST CENTURY FOX AMERICA INC
1,200,000
$1,254,777
0.11%
3.00%
09/15/22
00287YAQ2
ABBVIE INC
3,000,000
$3,149,427
0.27%
3.60%
05/14/25
00507UAS0
ACTAVIS FUNDING SCS
4,000,000
$4,169,512
0.35%
3.80%
03/15/25
00772BAM3
AERCAP IRELAND CAPITAL LTD/
AERCAP GLOBAL AVIATIO
1,800,000
$1,883,205
0.16%
5.00%
10/01/21
00772BAN1
AERCAP IRELAND CAPITAL LTD/
AERCAP GLOBAL AVIATIO
4,000,000
$4,097,600
0.35%
4.25%
07/01/20
02155FAC9
ALTICE US FINANCE I CORP
2,200,000
$2,205,500
0.19%
5.50%
05/15/26
03027XAK6
AMERICAN TOWER CORP
2,500,000
$2,519,675
0.21%
3.38%
10/15/26
035242AL0
ANHEUSER-BUSCH INBEV FINANCE INC
2,400,000
$2,528,628
0.21%
3.30%
02/01/23
037411BD6
APACHE CORP
3,200,000
$3,175,606
0.27%
2.63%
01/15/23
03938LAU8
ARCELORMITTAL
3,700,000
$3,820,157
0.32%
6.50%
03/01/21
03969AAA8
ARDAGH PACKAGING FINANCE PLC/MP
HOLDINGS USA INC
217,993
$214,723
0.02%
7.00%
11/15/20
03969AAE0
ARDAGH PACKAGING FINANCE PLC/MP
HOLDINGS USA INC
500,000
$503,750
0.04%
6.75%
01/31/21
03969AAG5
ARDAGH PACKAGING FINANCE PLC/MP
HOLDINGS USA INC
2,300,000
$2,294,250
0.19%
6.00%
06/30/21
04964RAG1
ATRIUM X
1,860,000
$1,787,906
0.15%
3.23%
07/16/25
04964WAE5
ATRIUM XI
3,630,000
$3,606,985
0.31%
3.84%
10/23/25
00206RCN0
AT&T INC
3,000,000
$3,075,885
0.26%
3.40%
05/15/25
06054AAW9
BANC OF AMERICA COMMERCIAL
MORTGAGE TRUST
1,000,000
$1,081,549
0.09%
3.44%
09/15/48
06054AAX7
BANC OF AMERICA COMMERCIAL
MORTGAGE TRUST
1,130,000
$1,244,446
0.11%
3.71%
09/15/48
06051GDX4
BANK OF AMERICA CORP
1,500,000
$1,608,174
0.14%
5.65%
05/01/18
06051GFX2
BANK OF AMERICA CORP
7,800,000
$8,085,331
0.69%
3.50%
04/19/26
59018YJ69
BANK OF AMERICA CORP
1,500,000
$1,583,187
0.13%
6.40%
08/28/17
067687AA1
BARMINCO FINANCE PTY LTD
2,500,000
$2,077,350
0.18%
9.00%
06/01/18
franklintempleton.com
1
FTIF - Franklin Strategic Income Fund
Security
Identifier
Security
Name
07177MAB9
June 30, 2016
Shares/
Positions Held
Market
Value
% of
TNA
Coupon
Rate
Maturity
Date
BAXALTA INC
5,200,000
$5,430,240
0.46%
4.00%
06/23/25
05531WAH9
BCAP LLC TRUST
1,880,000
$1,764,633
0.15%
2.90%
05/26/35
07384MU42
BEAR STEARNS ADJUSTABLE RATE
MORTGAGE TRUST
2,623,317
$2,605,006
0.22%
2.98%
06/25/34
07387MAH2
BEAR STEARNS COMMERCIAL
MORTGAGE SECURITIES TRUS
2,760,000
$2,655,855
0.23%
5.56%
03/11/39
07388YAG7
BEAR STEARNS COMMERCIAL
MORTGAGE SECURITIES TRUS
1,530,000
$1,581,695
0.13%
5.91%
06/11/40
09062XAE3
BIOGEN INC
2,500,000
$2,657,802
0.23%
3.63%
09/15/22
05578MAA0
BMC SOFTWARE FINANCE INC
4,000,000
$3,020,000
0.26%
8.13%
07/15/21
097751BM2
BOMBARDIER INC
800,000
$696,000
0.06%
7.50%
03/15/25
106777AD7
BREITBURN ENERGY PARTNERS LP/
BREITBURN FINANCE C
5,500,000
$1,182,500
0.10%
7.88%
04/15/22
13057QAG2
CALIFORNIA RESOURCES CORP
1,518,000
$1,079,677
0.09%
8.00%
12/15/22
131347CC8
CALPINE CORP
700,000
$731,500
0.06%
5.88%
01/15/24
131347CE4
CALPINE CORP
1,600,000
$1,568,000
0.13%
5.38%
01/15/23
131347CF1
CALPINE CORP
2,000,000
$1,952,500
0.17%
5.75%
01/15/25
131477AR2
CALUMET SPECIALTY PRODUCTS
PARTNERS LP/FINANCE C
1,500,000
$1,691,250
0.14%
11.50%
01/15/21
14040HBG9
CAPITAL ONE FINANCIAL CORP
1,300,000
$1,315,181
0.11%
3.20%
02/05/25
14889EAE6
CATAMARAN CLO LTD
1,500,000
$1,431,285
0.12%
3.23%
01/27/25
1248EPAY9
CCO HOLDINGS LLC/CAPITAL CORP
3,000,000
$3,086,250
0.26%
5.25%
09/30/22
1248EPBG7
CCO HOLDINGS LLC/CAPITAL CORP
3,000,000
$3,052,500
0.26%
5.38%
05/01/25
14986DAJ9
CD MORTGAGE TRUST
3,340,000
$2,006,839
0.17%
5.69%
10/15/48
12516UAD7
CEMEX FINANCE LLC
800,000
$777,672
0.07%
6.00%
04/01/24
151290BH5
CEMEX SAB DE CV
1,500,000
$1,537,800
0.13%
5.88%
03/25/19
151290BM4
CEMEX SAB DE CV
2,500,000
$2,378,550
0.20%
5.70%
01/11/25
151290BS1
CEMEX SAB DE CV
1,000,000
$974,460
0.08%
6.13%
05/05/25
15132HAD3
CENCOSUD SA
2,000,000
$2,059,050
0.17%
4.88%
01/20/23
15132HAF8
CENCOSUD SA
3,000,000
$3,087,450
0.26%
5.15%
02/12/25
15132VAJ9
CENT CDO LTD
88,014
$82,863
0.01%
1.00%
03/11/21
15136PAG4
CENT CLO
1,176,471
$1,147,376
0.10%
3.64%
01/30/25
156700AS5
CENTURYLINK INC
1,000,000
$974,690
0.08%
5.80%
03/15/22
156700AX4
CENTURYLINK INC
2,500,000
$2,465,625
0.21%
6.75%
12/01/23
156700AZ9
CENTURYLINK INC
2,100,000
$1,876,875
0.16%
5.63%
04/01/25
BCKG0F6
CERAMTEC GROUP GMBH
2,400,000
$2,821,834
0.24%
8.25%
08/15/21
DDD549002
CEVA HOLDINGS LLC
97
$33,985
0.00%
N/A
02/20/49
DDD550072
CEVA HOLDINGS LLC
44
$15,701
0.00%
N/A
N/A
12531TAB5
CGG SA
1,000,000
$440,000
0.04%
6.88%
01/15/22
B764RC5
CGG SA
3,000,000
$1,335,000
0.11%
6.50%
06/01/21
15941RAN0
CHAPARRAL ENERGY INC
1,000,000
$610,000
0.05%
9.88%
10/01/20
15942RAB5
CHAPARRAL ENERGY INC
1,500,000
$900,000
0.08%
8.25%
09/01/21
15942RAD1
CHAPARRAL ENERGY INC
1,000,000
$602,500
0.05%
7.63%
11/15/22
franklintempleton.com
2
FTIF - Franklin Strategic Income Fund
Security
Identifier
Security
Name
12545DAB4
June 30, 2016
Shares/
Positions Held
Market
Value
% of
TNA
Coupon
Rate
Maturity
Date
CHC HELICOPTER SA
3,528,000
$1,587,600
0.13%
9.25%
10/15/20
12545DAF5
CHC HELICOPTER SA
1,500,000
$217,500
0.02%
9.38%
06/01/21
163851AB4
CHEMOURS CO
4,500,000
$3,847,500
0.33%
6.63%
05/15/23
16412XAA3
CHENIERE CORPUS CHRISTI HLDGS
LLC
1,400,000
$1,439,382
0.12%
7.00%
06/30/24
165167CQ8
CHESAPEAKE ENERGY CORP
1,590,000
$1,355,475
0.11%
8.00%
12/15/22
12543DAL4
CHS/COMMUNITY HEALTH SYSTEMS
INC
1,000,000
$981,250
0.08%
8.00%
11/15/19
12543DAQ3
CHS/COMMUNITY HEALTH SYSTEMS
INC
1,500,000
$1,398,135
0.12%
7.13%
07/15/20
12543DAR1
CHS/COMMUNITY HEALTH SYSTEMS
INC
81,000
$82,518
0.01%
5.13%
08/15/18
12543DAV2
CHS/COMMUNITY HEALTH SYSTEMS
INC
2,000,000
$1,760,000
0.15%
6.88%
02/01/22
17178NAC3
CIFC FUNDING LTD
640,000
$632,236
0.05%
1.04%
07/26/21
125581GQ5
CIT GROUP INC
4,500,000
$4,590,000
0.39%
5.00%
08/15/22
17310MAH3
CITIGROUP COMMERCIAL MORTGAGE
TRUST
1,610,000
$1,441,055
0.12%
5.48%
10/15/49
17311QBM1
CITIGROUP COMMERCIAL MORTGAGE
TRUST
2,731,000
$2,743,557
0.23%
5.90%
12/10/49
172967GK1
CITIGROUP INC
1,000,000
$1,058,501
0.09%
4.05%
07/30/22
172967HB0
CITIGROUP INC
1,500,000
$1,685,272
0.14%
5.50%
09/13/25
172967HD6
CITIGROUP INC
3,500,000
$3,762,234
0.32%
3.88%
10/25/23
172967JP7
CITIGROUP INC
400,000
$410,701
0.03%
3.30%
04/27/25
172967KN0
CITIGROUP INC
5,600,000
$5,758,704
0.49%
3.40%
05/01/26
969490AE1
CLAYTON WILLIAMS ENERGY INC
2,900,000
$2,204,000
0.19%
7.75%
04/01/19
18451QAH1
CLEAR CHANNEL WORLDWIDE HLDGS
INC
1,900,000
$1,817,350
0.15%
7.63%
03/15/20
18451QAM0
CLEAR CHANNEL WORLDWIDE HLDGS
INC
500,000
$502,500
0.04%
6.50%
11/15/22
DDD631982
COLLATERAL CASH - BANK OF
AMERICA N.A. - USD
160,000
$160,000
0.01%
N/A
02/20/49
DDD631984
COLLATERAL CASH - BNP PARIBAS USD
260,000
$260,000
0.02%
N/A
02/20/49
DDD631893
COLLATERAL CASH - CITIBANK NA -USD
790,000
$790,000
0.07%
N/A
02/20/49
DDD498893
COLLATERAL CASH - DEUTSCHE BANK
AG - USD
2,070,000
$2,070,000
0.18%
.00%
02/20/49
DDD631897
COLLATERAL CASH - GOLDMAN SACHS
BANK USA - USD
830,000
$830,000
0.07%
N/A
02/20/49
DDD631985
COLLATERAL CASH - HSBC BANK USA
NA - USD
710,000
$710,000
0.06%
N/A
02/20/49
DDD631896
COLLATERAL CASH - JPMORGAN
CHASE BANK N.A - USD
870,000
$870,000
0.07%
N/A
02/20/49
DDD631983
COLLATERAL CASH - MORGAN
STANLEY AND CO LLC - US
270,000
$270,000
0.02%
N/A
02/20/49
DDD631899
COLLATERAL CASH -MORGAN STANLEY
& CO INTERNATION
320,000
$320,000
0.03%
N/A
02/20/49
DDD498980
COLLATERAL CASH - UBS AG - USD
410,000
$410,000
0.03%
.00%
02/20/49
franklintempleton.com
3
FTIF - Franklin Strategic Income Fund
Security
Identifier
Security
Name
20337YAA5
June 30, 2016
Shares/
Positions Held
Market
Value
% of
TNA
Coupon
Rate
Maturity
Date
COMMSCOPE TECHNOLOGIES FINANCE
LLC
2,400,000
$2,472,000
0.21%
6.00%
06/15/25
20854PAL3
CONSOL ENERGY INC
2,500,000
$2,196,875
0.19%
5.88%
04/15/22
20854PAN9
CONSOL ENERGY INC
2,000,000
$1,780,000
0.15%
8.00%
04/01/23
126281AZ7
CSAIL COMMERCIAL MORTGAGE
TRUST
2,015,000
$2,184,051
0.19%
3.51%
04/15/50
126307AF4
CSC HOLDINGS LLC
4,000,000
$4,090,000
0.35%
6.75%
11/15/21
126307AH0
CSC HOLDINGS LLC
1,000,000
$910,000
0.08%
5.25%
06/01/24
12642VAA8
CT CDO IV LTD/CT CDO IV CORP
21,284
$21,238
0.00%
.76%
10/20/43
23076RAC5
CUMBERLAND PARK CLO LTD
3,610,000
$3,603,285
0.31%
2.73%
07/20/26
23076RAE1
CUMBERLAND PARK CLO LTD
500,000
$488,985
0.04%
3.48%
07/20/26
23918KAQ1
DAVITA HEALTHCARE PARTNERS INC
2,500,000
$2,532,437
0.21%
5.13%
07/15/24
23918KAR9
DAVITA HEALTHCARE PARTNERS INC
1,900,000
$1,888,125
0.16%
5.00%
05/01/25
B9ZT6L7
DEUTSCHE BANK AG
4,600,000
$4,053,290
0.34%
4.30%
05/24/28
25272KAU7
DIAMOND 1 FINANCE CORP/DIAMOND 2
FINANCE CORP
400,000
$410,312
0.03%
5.88%
06/15/21
25272KAW3
DIAMOND 1 FINANCE CORP/DIAMOND 2
FINANCE CORP
400,000
$418,400
0.04%
7.13%
06/15/24
25380WAF3
DIGICEL GROUP LTD
500,000
$370,887
0.03%
7.13%
04/01/22
25380QAG4
DIGICEL LTD
3,000,000
$2,583,750
0.22%
6.00%
04/15/21
25380QAH2
DIGICEL LTD
800,000
$684,868
0.06%
6.75%
03/01/23
25470XAL9
DISH DBS CORP
2,000,000
$1,825,000
0.15%
5.00%
03/15/23
25470XAW5
DISH DBS CORP
2,100,000
$1,968,750
0.17%
5.88%
11/15/24
30706VAA3
DOLLAR TREE INC
1,500,000
$1,601,250
0.14%
5.75%
03/01/23
27830DAA8
EATON VANCE CDO LTD
4,000,000
$3,974,280
0.34%
2.08%
07/15/26
27830DAC4
EATON VANCE CDO LTD
912,800
$898,879
0.08%
2.68%
07/15/26
27830DAE0
EATON VANCE CDO LTD
334,300
$323,545
0.03%
3.63%
07/15/26
B8825H5
EDCON LTD
2,000,000
$677,069
0.06%
9.50%
03/01/18
268317AF1
EDF SA
5,000,000
$4,799,575
0.41%
5.25%
01/29/49
556227AA4
ELEVEN MADISON TRUST MORTGAGE
TRUST
1,900,000
$2,071,928
0.18%
3.67%
09/10/35
29273EAA6
ENDO FINANCE LLC / ENDO LTD / ENDO
FINCO INC
2,400,000
$2,094,000
0.18%
6.00%
02/01/25
29273EAC2
ENDO FINANCE LLC / ENDO LTD / ENDO
FINCO INC
800,000
$708,000
0.06%
6.00%
07/15/23
29273VAC4
ENERGY TRANSFER EQUITY LP
3,700,000
$3,940,500
0.33%
7.50%
10/15/20
29273RAQ2
ENERGY TRANSFER PARTNERS LP
1,500,000
$1,582,333
0.13%
5.20%
02/01/22
29276KAP6
ENERGY XXI GULF COAST INC
1,500,000
$172,500
0.01%
9.25%
12/15/17
29276KAS0
ENERGY XXI GULF COAST INC
600,000
$69,000
0.01%
7.50%
12/15/21
29276KAU5
ENERGY XXI GULF COAST INC
3,000,000
$345,000
0.03%
6.88%
03/15/24
29276KAV3
ENERGY XXI GULF COAST INC
1,000,000
$405,000
0.03%
11.00%
03/15/20
29357JAA4
ENQUEST PLC
2,200,000
$1,344,750
0.11%
7.00%
04/15/22
29444UAM8
EQUINIX INC
4,000,000
$4,150,000
0.35%
5.38%
04/01/23
30161NAN1
EXELON CORP
3,000,000
$3,214,644
0.27%
3.95%
06/15/25
franklintempleton.com
4
FTIF - Franklin Strategic Income Fund
Security
Identifier
Security
Name
01F030678
June 30, 2016
Shares/
Positions Held
Market
Value
% of
TNA
Coupon
Rate
Maturity
Date
FANNIE MAE
11,050,000
$11,467,828
0.97%
3.00%
07/01/46
01F032674
FANNIE MAE
10,170,000
$10,729,746
0.91%
3.50%
07/01/46
01F040677
FANNIE MAE
14,551,000
$15,599,411
1.32%
4.00%
07/01/46
01F042673
FANNIE MAE
1,470,000
$1,604,740
0.14%
4.50%
07/01/46
31371NBG9
FANNIE MAE
8,319
$9,233
0.00%
5.00%
02/01/27
31371NL45
FANNIE MAE
787
$803
0.00%
5.50%
10/01/17
31371NNU5
FANNIE MAE
19,621
$22,114
0.00%
5.50%
12/01/37
31371NU45
FANNIE MAE
10,273
$11,402
0.00%
5.00%
05/01/28
3138A8XB7
FANNIE MAE
95,555
$101,342
0.01%
3.50%
02/01/26
3138AF2E9
FANNIE MAE
577,322
$631,723
0.05%
4.50%
05/01/41
3138LY2D8
FANNIE MAE
497,583
$516,487
0.04%
2.50%
06/01/27
31403DVZ9
FANNIE MAE
5,847
$6,771
0.00%
6.50%
11/01/36
31404ML97
FANNIE MAE
22,962
$26,090
0.00%
5.50%
03/01/34
31409ELR0
FANNIE MAE
11,489
$13,171
0.00%
6.00%
05/01/36
31410GNP4
FANNIE MAE
7,702
$8,886
0.00%
6.50%
10/01/37
31410KG24
FANNIE MAE
33,948
$38,238
0.00%
5.50%
02/01/38
31410KJY1
FANNIE MAE
4,707
$5,389
0.00%
6.00%
05/01/38
31410PAV5
FANNIE MAE
12,493
$14,595
0.00%
6.50%
08/01/36
31410WMK1
FANNIE MAE
7,639
$8,603
0.00%
5.50%
06/01/37
31410YV76
FANNIE MAE
15,705
$17,946
0.00%
6.00%
12/01/36
31411AS30
FANNIE MAE
31,339
$35,811
0.00%
6.00%
11/01/36
31411ATU9
FANNIE MAE
3,084
$3,463
0.00%
5.50%
11/01/36
31411NU21
FANNIE MAE
24,340
$27,813
0.00%
6.00%
02/01/37
31412S5S0
FANNIE MAE
53,820
$61,578
0.01%
6.00%
05/01/38
31412X5A8
FANNIE MAE
2,502
$2,815
0.00%
5.50%
07/01/37
31413BSU6
FANNIE MAE
2,009
$2,420
0.00%
6.50%
10/01/37
31413ERY3
FANNIE MAE
20,923
$23,568
0.00%
5.50%
07/01/37
31413T4N9
FANNIE MAE
19,944
$22,790
0.00%
6.00%
12/01/37
31413Y4X6
FANNIE MAE
1,300
$1,394
0.00%
5.00%
11/01/22
31413YRR4
FANNIE MAE
22,264
$25,441
0.00%
6.00%
11/01/37
31414EQ72
FANNIE MAE
7,432
$7,935
0.00%
5.00%
07/01/23
31414FWW7
FANNIE MAE
86,122
$94,940
0.01%
5.50%
09/01/23
31414PKT5
FANNIE MAE
88,089
$99,055
0.01%
5.50%
02/01/38
31415AUC3
FANNIE MAE
9,477
$10,684
0.00%
5.50%
04/01/38
31415QKZ8
FANNIE MAE
8,672
$9,738
0.00%
5.50%
06/01/38
31415RE91
FANNIE MAE
179,699
$203,917
0.02%
5.50%
07/01/38
31415RVD3
FANNIE MAE
4,102
$4,211
0.00%
4.50%
07/01/23
31415V2L8
FANNIE MAE
1,231
$1,251
0.00%
5.50%
09/01/23
31416CC53
FANNIE MAE
22,776
$24,391
0.00%
4.50%
05/01/24
31416H4F9
FANNIE MAE
2,755
$2,960
0.00%
5.00%
12/01/23
franklintempleton.com
5
FTIF - Franklin Strategic Income Fund
Security
Identifier
Security
Name
31416HYD1
June 30, 2016
Shares/
Positions Held
Market
Value
% of
TNA
Coupon
Rate
Maturity
Date
FANNIE MAE
3,897
$4,175
0.00%
5.00%
01/01/24
31417KVY0
FANNIE MAE
8,578
$9,134
0.00%
4.50%
09/01/24
31418NX21
FANNIE MAE
87,095
$98,052
0.01%
5.00%
02/01/40
31418RU90
FANNIE MAE
7,060
$7,841
0.00%
5.00%
07/01/40
31418V4Y5
FANNIE MAE
654,029
$730,651
0.06%
5.00%
08/01/40
313384A74
FEDERAL HOME LOAN BANK DISCOUNT
NOTES
71,000,000
$70,983,883
6.02%
N/A
08/04/16
313384YV5
FEDERAL HOME LOAN BANK DISCOUNT
NOTES
100,000,000
$100,000,000
8.48%
N/A
07/01/16
02R030673
FEDERAL HOME LOAN MORTGAGE
CORP
11,000,000
$11,401,615
0.97%
3.00%
07/01/46
02R032679
FEDERAL HOME LOAN MORTGAGE
CORP
6,684,000
$7,047,337
0.60%
3.50%
07/01/46
02R040672
FEDERAL HOME LOAN MORTGAGE
CORP
14,990,000
$16,044,109
1.36%
4.00%
07/01/46
3128KUZE0
FEDERAL HOME LOAN MORTGAGE
CORP
23,037
$26,792
0.00%
6.00%
08/01/37
3128M5ED8
FEDERAL HOME LOAN MORTGAGE
CORP
17,995
$20,198
0.00%
5.50%
11/01/37
3128M5H45
FEDERAL HOME LOAN MORTGAGE
CORP
24,746
$28,235
0.00%
6.00%
11/01/37
3128M5J27
FEDERAL HOME LOAN MORTGAGE
CORP
2,706
$3,074
0.00%
6.00%
11/01/37
3128M5KF6
FEDERAL HOME LOAN MORTGAGE
CORP
5,457
$6,130
0.00%
5.50%
05/01/37
3128M7H58
FEDERAL HOME LOAN MORTGAGE
CORP
2,819
$3,212
0.00%
6.00%
02/01/39
3128MBUV7
FEDERAL HOME LOAN MORTGAGE
CORP
7,170
$7,875
0.00%
5.50%
03/01/23
3128P7JH7
FEDERAL HOME LOAN MORTGAGE
CORP
83,900
$92,582
0.01%
5.00%
03/01/28
3128PJRC3
FEDERAL HOME LOAN MORTGAGE
CORP
4,608
$4,953
0.00%
5.00%
02/01/23
312926NZ7
FEDERAL HOME LOAN MORTGAGE
CORP
17,450
$19,830
0.00%
6.00%
01/01/38
312929S94
FEDERAL HOME LOAN MORTGAGE
CORP
14,872
$16,562
0.00%
5.50%
11/01/38
31292K4A2
FEDERAL HOME LOAN MORTGAGE
CORP
161,039
$176,975
0.01%
4.50%
09/01/40
31292LCD5
FEDERAL HOME LOAN MORTGAGE
CORP
158,245
$174,620
0.01%
5.00%
05/01/41
312943DQ3
FEDERAL HOME LOAN MORTGAGE
CORP
145,862
$160,298
0.01%
4.50%
10/01/40
31294LSK0
FEDERAL HOME LOAN MORTGAGE
CORP
6,707
$7,218
0.00%
5.50%
05/01/22
31562QAF4
FIAT CHRYSLER AUTOMOBILES NV
5,000,000
$4,979,625
0.42%
5.25%
04/15/23
32008DAB2
FIRST DATA CORP
4,600,000
$4,577,000
0.39%
5.75%
01/15/24
335934AD7
FIRST QUANTUM MINERALS LTD
1,200,000
$1,008,000
0.09%
6.75%
02/15/20
335934AF2
FIRST QUANTUM MINERALS LTD
2,200,000
$1,779,250
0.15%
7.00%
02/15/21
franklintempleton.com
6
FTIF - Franklin Strategic Income Fund
Security
Identifier
Security
Name
340630AB8
FLORIDA EAST COAST HOLDINGS
CORP
30251GAS6
FMG RESOURCES AUGUST 2006 PTY
LTD
34460XAA7
FONTAINEBLEAU LAS VEGAS
3137G0AL3
June 30, 2016
Shares/
Positions Held
Market
Value
% of
TNA
Coupon
Rate
Maturity
Date
600,000
$513,000
0.04%
9.75%
05/01/20
2,800,000
$3,108,000
0.26%
9.75%
03/01/22
150,000
$296
0.00%
11.00%
02/20/49
FREDDIE MAC STRUCTURED AGENCY
CREDIT RISK DEBT N
3,500,000
$3,549,161
0.30%
2.65%
02/25/24
3137G0CG2
FREDDIE MAC STRUCTURED AGENCY
CREDIT RISK DEBT N
1,700,000
$1,702,102
0.14%
2.65%
09/25/24
3137G0EF2
FREDDIE MAC STRUCTURED AGENCY
CREDIT RISK DEBT N
2,800,000
$2,813,217
0.24%
2.65%
03/25/25
35671DBL8
FREEPORT-MCMORAN INC
5,000,000
$4,400,000
0.37%
4.55%
11/14/24
726505AP5
FREEPORT-MCMORAN OIL & GAS LLC /
FCX OIL & GAS I
454,000
$440,380
0.04%
6.88%
02/15/23
368266AS1
GAZ CAPITAL SA (OJSC GAZPROM)
3,500,000
$3,543,347
0.30%
3.85%
02/06/20
36170UAE1
G-FORCE 2005-RR LLC
1,300,000
$1,258,049
0.11%
5.20%
08/22/36
375558BF9
GILEAD SCIENCES INC
5,000,000
$5,446,635
0.46%
3.65%
03/01/26
98417EAK6
GLENCORE FINANCE CANADA
1,300,000
$1,301,514
0.11%
4.95%
11/15/21
378272AF5
GLENCORE FUNDING LLC
1,000,000
$921,351
0.08%
4.13%
05/30/23
378272AH1
GLENCORE FUNDING LLC
1,000,000
$937,000
0.08%
4.63%
04/29/24
38148LAC0
GOLDMAN SACHS GROUP INC
6,100,000
$6,281,926
0.53%
3.50%
01/23/25
DDD627953
GOLDMAN SACHS GROUP INC
25,000,000
$1,409,542
0.12%
N/A
09/20/16
DDD629649
GOLDMAN SACHS GROUP INC
66,000,000
$1,540,588
0.13%
N/A
09/20/16
382550BF7
GOODYEAR TIRE & RUBBER CO/THE
1,700,000
$1,736,125
0.15%
5.00%
05/31/26
21H030674
GOVT NATL MORTG ASSN
7,850,000
$8,205,089
0.70%
3.00%
07/01/46
21H032670
GOVT NATL MORTG ASSN
7,748,000
$8,222,565
0.70%
3.50%
07/01/46
36294S2Q9
GOVT NATL MORTG ASSN
8,794
$9,791
0.00%
5.00%
06/15/37
36295QJ35
GOVT NATL MORTG ASSN
28,707
$33,206
0.00%
5.50%
06/15/38
20173MAH3
GREENWICH CAPITAL COMMERCIAL
FUNDING CORP
2,595,000
$2,398,441
0.20%
6.06%
07/10/38
398435AC1
GRIFOLS WORLDWIDE OPERATIONS
LTD
1,200,000
$1,227,000
0.10%
5.25%
04/01/22
40537QAB6
HALCON RESOURCES CORP
900,000
$207,000
0.02%
9.75%
07/15/20
40537QAD2
HALCON RESOURCES CORP
1,800,000
$369,000
0.03%
8.88%
05/15/21
40537QAK6
HALCON RESOURCES CORP
2,000,000
$1,070,000
0.09%
13.00%
02/15/22
410345AL6
HANESBRANDS INC
2,300,000
$2,319,780
0.20%
4.88%
05/15/26
404119BN8U HCA INC
2,000,000
$2,075,000
0.18%
5.00%
03/15/24
404119BR9
HCA INC
1,500,000
$1,541,250
0.13%
5.38%
02/01/25
404121AG0
HCA INC
2,500,000
$2,671,875
0.23%
5.88%
05/01/23
184502BL5
IHEARTCOMMUNICATIONS INC
500,000
$381,875
0.03%
9.00%
12/15/19
45174HAA5
IHEARTCOMMUNICATIONS INC
2,300,000
$1,604,250
0.14%
9.00%
09/15/22
B5MC2T1
IHEARTCOMMUNICATIONS INC
3,000,000
$2,126,250
0.18%
9.00%
03/01/21
452152GS4
ILLINOIS ST
1,100,000
$1,222,826
0.10%
7.35%
07/01/35
452570AE4
IMPAC SECURED ASSETS TRUST 2007-2
650,361
$606,283
0.05%
.70%
04/25/37
franklintempleton.com
7
FTIF - Franklin Strategic Income Fund
Security
Identifier
Security
Name
B0BSGY8
June 30, 2016
Shares/
Positions Held
Market
Value
% of
TNA
Coupon
Rate
Maturity
Date
INDONESIA GOVERNMENT
1,278,000,000
$110,268
0.01%
11.00%
11/15/20
B0Y51T6
INDONESIA GOVERNMENT
6,470,000,000
$601,091
0.05%
12.80%
06/15/21
B114G54
INDONESIA GOVERNMENT
1,132,000,000
$108,466
0.01%
12.90%
06/15/22
B1377F8
INDONESIA GOVERNMENT
4,800,000,000
$407,614
0.03%
11.50%
09/15/19
B17FWD1
INDONESIA GOVERNMENT
1,000,000,000
$99,602
0.01%
12.00%
09/15/26
B1W6P30
INDONESIA GOVERNMENT
2,126,000,000
$186,090
0.02%
10.00%
09/15/24
B23GK97
INDONESIA GOVERNMENT
1,100,000,000
$93,037
0.01%
9.50%
07/15/23
B2490L7
INDONESIA GOVERNMENT
2,776,000,000
$250,548
0.02%
10.00%
02/15/28
B44K553
INDONESIA GOVERNMENT
39,000,000,000
$3,074,249
0.26%
8.25%
07/15/21
B4QWH17
INDONESIA GOVERNMENT
70,000,000,000
$4,667,551
0.40%
6.13%
05/15/28
B71C1X3
INDONESIA GOVERNMENT
16,920,000,000
$1,261,076
0.11%
7.00%
05/15/22
Y39814DS7
INDONESIA GOVERNMENT
230,000,000
$21,520
0.00%
11.75%
08/15/23
Y39814DU2
INDONESIA GOVERNMENT
5,381,000,000
$502,973
0.04%
11.00%
09/15/25
Y39814JK8
INDONESIA GOVERNMENT
80,000,000,000
$6,395,456
0.54%
8.38%
03/15/24
45824TAM7
INTELSAT JACKSON HOLDINGS SA
1,500,000
$1,020,000
0.09%
6.63%
12/15/22
45824TAP0
INTELSAT JACKSON HOLDINGS SA
3,500,000
$2,240,000
0.19%
5.50%
08/01/23
45867XAG9
INTERGEN NV
5,000,000
$3,562,500
0.30%
7.00%
06/30/23
460599AC7
INTERNATIONAL GAME TECHNOLOGY
PLC
4,000,000
$4,040,000
0.34%
6.50%
02/15/25
46186RAA7
INVISTA FINANCE LLC
5,000,000
$4,900,000
0.42%
4.25%
10/15/19
B4PY7Y7
ISHARES $ HIGH YIELD CORPORATE
BOND UCITS ETF
245,000
$24,708,250
2.09%
N/A
N/A
47010DAA8
JAGUAR HOLDING CO II/
PHARMACEUTICAL PRODUCT DEVE
2,500,000
$2,562,500
0.22%
6.38%
08/01/23
466112AP4
JBS USA LLC/FINANCE INC
2,000,000
$1,947,500
0.17%
5.88%
07/15/24
466112AR0
JBS USA LLC/FINANCE INC
1,500,000
$1,417,500
0.12%
5.75%
06/15/25
46625HJE1
JPMORGAN CHASE & CO
1,000,000
$1,046,449
0.09%
3.25%
09/23/22
46625HJJ0
JPMORGAN CHASE & CO
2,000,000
$2,042,442
0.17%
3.38%
05/01/23
46625HJY7
JPMORGAN CHASE & CO
3,000,000
$3,109,335
0.26%
3.88%
09/10/24
46625HQW3
JPMORGAN CHASE & CO
1,800,000
$1,865,921
0.16%
3.30%
04/01/26
48126HAA8
JPMORGAN CHASE & CO
2,000,000
$2,047,500
0.17%
6.00%
12/29/49
46628FAN1
JP MORGAN CHASE COMMERCIAL
MORTGAGE SECURITIES T
920,000
$693,030
0.06%
6.18%
04/17/45
46630EAG5
JP MORGAN CHASE COMMERCIAL
MORTGAGE SECURITIES T
5,880,000
$5,739,397
0.49%
5.46%
12/12/43
48666KAR0
KB HOME
1,500,000
$1,552,500
0.13%
7.50%
09/15/22
48666KAT6
KB HOME
1,500,000
$1,515,000
0.13%
7.00%
12/15/21
48666KAU3
KB HOME
1,600,000
$1,612,000
0.14%
4.75%
05/15/19
48250NAA3
KFC HLDG/PIZZA HUT/TACO BELL
1,500,000
$1,541,250
0.13%
5.00%
06/01/24
48250NAB1
KFC HLDG/PIZZA HUT/TACO BELL
1,500,000
$1,541,250
0.13%
5.25%
06/01/26
49456AAA1
KINDER MORGAN FINANCE CO LLC
2,000,000
$2,105,168
0.18%
6.00%
01/15/18
28336LBQ1
KINDER MORGAN INC
600,000
$625,005
0.05%
7.00%
06/15/17
28336LBV0
KINDER MORGAN INC
200,000
$220,641
0.02%
6.50%
09/15/20
franklintempleton.com
8
FTIF - Franklin Strategic Income Fund
Security
Identifier
Security
Name
49456BAA9
June 30, 2016
Shares/
Positions Held
Market
Value
% of
TNA
Coupon
Rate
Maturity
Date
KINDER MORGAN INC
200,000
$211,023
0.02%
5.00%
02/15/21
49456BAB7
KINDER MORGAN INC
500,000
$536,550
0.05%
5.63%
11/15/23
SPB84VMH
LCDX.NA.19
19,834,000
$386,947
0.03%
2.50%
12/20/17
DDD546611
LCDX.NA.20
960,000
$20,408
0.00%
2.50%
06/20/18
DDD551318
LCDX.NA.20
4,800,000
$102,041
0.01%
2.50%
06/20/18
DDD561938
LCDX.NA.21
14,700,000
$334,438
0.03%
2.50%
12/20/18
DDD566389
LCDX.NA.21
14,700,000
$334,438
0.03%
2.50%
12/20/18
DDD573805
LCDX.NA.21
24,500,000
$557,397
0.05%
2.50%
12/20/18
SPG30001
LCDX.NA.21
12,740,000
$289,846
0.02%
2.50%
12/20/18
BZHJDV6
LINCOLN FINANCE LTD
1,100,000
$1,310,776
0.11%
6.88%
04/15/21
536022AM8
LINN ENERGY LLC/FINANCE CORP
3,500,000
$1,216,250
0.10%
12.00%
12/15/20
549876AH3
LUKOIL INTERNATIONAL FINANCE BV
4,000,000
$4,059,560
0.34%
4.56%
04/24/23
B4PDW94
MALAYSIA GOVT
40,600,000
$10,221,320
0.87%
4.01%
09/15/17
B84XNT0
MALAYSIA GOVT
59,100,000
$14,677,490
1.24%
3.17%
07/15/16
BKWB0W2
MALAYSIA GOVT
35,500,000
$8,857,327
0.75%
3.39%
03/15/17
571903AP8
MARRIOTT INTERNATIONAL INC
5,000,000
$5,354,810
0.45%
3.75%
10/01/25
573334AD1
MARTIN MIDSTREAM PARTNERS LP/
MARTIN MIDSTREAM FI
4,000,000
$3,720,000
0.32%
7.25%
02/15/21
DDD631005
MCDX.NA.26
17,500,000
$55,593
0.00%
1.00%
06/20/21
59001KAB6
MERITOR INC
1,500,000
$1,410,000
0.12%
6.75%
06/15/21
59020UZJ7
MERRILL LYNCH MORTGAGE
INVESTORS TRUST
646,803
$623,681
0.05%
.83%
08/25/35
59156RBH0
METLIFE INC
3,500,000
$3,696,647
0.31%
3.60%
04/10/24
B1QJKS5
MEXICAN FIXED RATE BONDS
2,264,200
$12,546,065
1.06%
7.25%
12/15/16
B2PGD74
MEXICAN FIXED RATE BONDS
582,800
$3,338,620
0.28%
7.75%
12/14/17
B3SRS09
MEXICAN FIXED RATE BONDS
1,648,000
$9,747,369
0.83%
8.50%
12/13/18
B81WLQ3
MEXICAN FIXED RATE BONDS
1,750,000
$9,625,052
0.82%
5.00%
06/15/17
59804VAD7
MIDSTATES PETROLEUM CO INC/LLC
3,000,000
$45,000
0.00%
9.25%
06/01/21
600814AL1
MILLICOM INTERNATIONAL CELLULAR
SA
3,900,000
$4,018,755
0.34%
6.63%
10/15/21
61746BDZ6
MORGAN STANLEY
5,700,000
$6,080,794
0.52%
3.88%
01/27/26
61761JZN2
MORGAN STANLEY
1,500,000
$1,516,324
0.13%
3.95%
04/23/27
DDD637033
MORGAN STANLEY
43,900,000
-$320,109
-0.03%
N/A
12/20/16
61756UAF8
MORGAN STANLEY CAPITAL I TRUST
2007-IQ16
2,170,000
$2,275,096
0.19%
6.26%
12/12/49
61756UAG6
MORGAN STANLEY CAPITAL I TRUST
2007-IQ16
3,610,000
$3,770,893
0.32%
6.25%
12/12/49
61913PAF9
MORTGAGEIT TR 2004-1
785,274
$745,249
0.06%
1.35%
11/25/34
61915RAU0
MORTGAGEIT TRUST
691,047
$622,423
0.05%
.71%
12/25/35
62443PAF6
MOUNTAIN VIEW CLO II LTD
1,000,000
$959,800
0.08%
1.33%
01/12/21
553283AB8
MPH ACQUISITION HOLDINGS LLC
600,000
$631,500
0.05%
7.13%
06/01/24
63938CAC2
NAVIENT CORP
1,200,000
$1,137,744
0.10%
5.88%
03/25/21
78442FER5
NAVIENT CORP
2,500,000
$2,520,625
0.21%
5.50%
01/15/19
franklintempleton.com
9
FTIF - Franklin Strategic Income Fund
Security
Identifier
Security
Name
78442FET1
June 30, 2016
Shares/
Positions Held
Market
Value
% of
TNA
Coupon
Rate
Maturity
Date
NAVIENT CORP
2,500,000
$2,206,250
0.19%
6.13%
03/25/24
63934EAM0
NAVISTAR INTERNATIONAL CORP
1,300,000
$919,750
0.08%
8.25%
11/01/21
64110LAL0
NETFLIX INC
3,500,000
$3,688,125
0.31%
5.88%
02/15/25
65105LAA8
NEWCASTLE CDO LTD
3,164
$3,158
0.00%
.98%
12/24/39
645918U35
NEW JERSEY ECONOMIC DEV AUTH
REV
770,000
$851,458
0.07%
5.00%
03/01/30
DDD540331
NEWPAGE CORP
1,500,000
$0
0.00%
N/A
N/A
64966WDS3
NEW YORK N Y CITY HSG DEV CORP
REV
750,000
$898,725
0.08%
5.00%
07/01/33
654579AD3
NIPPON LIFE INSURANCE CO
6,000,000
$6,488,310
0.55%
5.10%
10/16/44
B39VBY5
NOTA DO TESOURO NACIONAL NTNB
200
$179,554
0.02%
6.00%
05/15/17
B6R2RF4
NOTA DO TESOURO NACIONAL NTNB
513
$461,472
0.04%
6.00%
08/15/16
BKXH223
NOTA DO TESOURO NACIONAL NTNB
5,500
$4,885,383
0.41%
6.00%
05/15/23
P8T64ZKW9
NOTA DO TESOURO NACIONAL NTNB
5,490
$4,914,824
0.42%
6.00%
08/15/18
B1VRLR0
NOTA DO TESOURO NACIONAL NTNF
8,500
$2,599,940
0.22%
9.61%
01/01/17
B4Q5YM6
NOTA DO TESOURO NACIONAL NTNF
12,000
$3,409,708
0.29%
9.61%
01/01/23
B62L3V4
NOTA DO TESOURO NACIONAL NTNF
9,500
$2,762,817
0.23%
9.61%
01/01/21
B9LDZM7
NOTA DO TESOURO NACIONAL NTNF
21,000
$6,248,252
0.53%
9.61%
01/01/19
67000XAL0
NOVELIS INC
1,300,000
$1,330,062
0.11%
8.38%
12/15/17
67000XAM8
NOVELIS INC
2,000,000
$2,085,900
0.18%
8.75%
12/15/20
68383NCA9
OPTEUM MORTGAGE ACCEPTANCE
CORP TRUST
1,115,599
$1,047,712
0.09%
.76%
11/25/35
690872AA4
OWENS-BROCKWAY GLASS
CONTAINER INC
3,200,000
$3,216,000
0.27%
5.00%
01/15/22
69318FAB4
PBF HOLDING CO LLC
3,000,000
$3,127,500
0.27%
8.25%
02/15/20
704549AQ7
PEABODY ENERGY CORP
6,000,000
$810,000
0.07%
10.00%
03/15/22
BCZLXW4
PENN VIRGINIA CORP
3,000,000
$1,170,000
0.10%
8.50%
05/01/20
B1MT4D2
PHILIPPINE GOVERNMENT
5,330,000
$114,325
0.01%
9.13%
09/04/16
BN1GCH8
PHILIPPINE GOVERNMENT
145,000,000
$3,094,240
0.26%
2.88%
05/22/17
73358WXP4
PORT AUTH NY & NJ CONS
4,825,000
$5,330,515
0.45%
4.82%
06/01/45
737446AE4
POST HOLDINGS INC
1,000,000
$1,060,000
0.09%
6.75%
12/01/21
737446AG9
POST HOLDINGS INC
3,000,000
$3,086,250
0.26%
6.00%
12/15/22
737446AH7
POST HOLDINGS INC
1,000,000
$1,101,250
0.09%
7.75%
03/15/24
74432QBZ7
PRUDENTIAL FINANCIAL INC
1,400,000
$1,457,881
0.12%
3.50%
05/15/24
74526QA69
PUERTO RICO ELEC PWR AUTH PWR
REV
5,850,000
$3,861,000
0.33%
6.75%
07/01/36
74526QVX7
PUERTO RICO ELEC PWR AUTH PWR
REV
3,000,000
$1,980,000
0.17%
5.25%
07/01/40
74736KAC5
QORVO INC
2,900,000
$3,074,000
0.26%
7.00%
12/01/25
75886AAQ1
REGENCY ENERGY PARTNERS LP/
REGENCY ENERGY FINANC
2,500,000
$2,568,867
0.22%
5.00%
10/01/22
445545AH9
REPUBLIC OF HUNGARY
3,000,000
$3,331,275
0.28%
5.38%
02/21/23
761735AT6
REYNOLDS GROUP ISSUER INC/LLC/SA
700,000
$709,625
0.06%
5.13%
07/15/23
761735AV1
REYNOLDS GROUP ISSUER INC/LLC/SA
300,000
$309,412
0.03%
7.00%
07/15/24
franklintempleton.com
10
FTIF - Franklin Strategic Income Fund
Security
Identifier
Security
Name
B81BTQ6
June 30, 2016
Shares/
Positions Held
Market
Value
% of
TNA
Coupon
Rate
Maturity
Date
REYNOLDS GROUP ISSUER INC/LLC/SA
3,500,000
$3,662,050
0.31%
8.25%
02/15/21
780099CE5
ROYAL BANK OF SCOTLAND GROUP
PLC
2,000,000
$2,098,910
0.18%
6.13%
12/15/22
780099CH8
ROYAL BANK OF SCOTLAND GROUP
PLC
500,000
$489,482
0.04%
5.13%
05/28/24
785592AD8
SABINE PASS LIQUEFACTION LLC
2,000,000
$2,017,500
0.17%
5.63%
04/15/23
785592AJ5
SABINE PASS LIQUEFACTION LLC
2,000,000
$1,995,000
0.17%
5.75%
05/15/24
785592AM8
SABINE PASS LIQUEFACTION LLC
1,000,000
$1,000,000
0.08%
5.63%
03/01/25
79970YAB1
SANCHEZ ENERGY CORP
800,000
$682,000
0.06%
7.75%
06/15/21
79970YAD7
SANCHEZ ENERGY CORP
1,500,000
$1,166,250
0.10%
6.13%
01/15/23
81211KAV2
SEALED AIR CORP
1,500,000
$1,548,750
0.13%
4.88%
12/01/22
81211KAW0
SEALED AIR CORP
2,000,000
$2,062,500
0.17%
5.13%
12/01/24
81211KAX8
SEALED AIR CORP
600,000
$626,250
0.05%
5.50%
09/15/25
816851AV1
SEMPRA ENERGY
1,200,000
$1,260,406
0.11%
3.55%
06/15/24
816851AY5
SEMPRA ENERGY
2,000,000
$2,141,574
0.18%
3.75%
11/15/25
B5N7JP0
SERBIA INTERNATIONAL BOND
2,000,000
$2,295,130
0.19%
7.25%
09/28/21
B8YVN38
SERBIA INTERNATIONAL BOND
5,075,000
$5,243,312
0.44%
4.88%
02/25/20
82967NAS7
SIRIUS XM RADIO INC
2,000,000
$2,072,500
0.18%
6.00%
07/15/24
82967NAU2
SIRIUS XM RADIO INC
2,000,000
$1,996,250
0.17%
5.38%
04/15/25
842587CV7
SOUTHERN CO/THE
3,600,000
$3,750,328
0.32%
3.25%
07/01/26
852061AS9
SPRINT COMMUNICATIONS INC
5,500,000
$4,355,450
0.37%
6.00%
11/15/22
85207UAF2
SPRINT CORP
900,000
$740,250
0.06%
7.88%
09/15/23
85207UAH8
SPRINT CORP
1,000,000
$796,250
0.07%
7.13%
06/15/24
Y2835MY88
SRI LANKA GOVERNMENT BOND
2,100,000
$14,389
0.00%
6.40%
08/01/16
858119BC3
STEEL DYNAMICS INC
1,600,000
$1,642,000
0.14%
5.13%
10/01/21
858119BD1
STEEL DYNAMICS INC
2,100,000
$2,152,500
0.18%
5.50%
10/01/24
85858EAA1
STENA INTERNATIONAL SA
2,800,000
$2,310,000
0.20%
5.75%
03/01/24
86358HTY5
STRUCTURED ASSET MORTGAGE
INVESTMENTS TRUST
1,120,742
$1,078,390
0.09%
1.19%
12/19/33
86359B2J9
STRUCTURED ASSET SECURITIES
CORP
754,611
$722,687
0.06%
1.94%
02/25/35
863667AN1
STRYKER CORP
800,000
$850,851
0.07%
3.50%
03/15/26
882330AM5
TCEH CO LLC/TCEH FINANCE INC
6,000,000
$2,055,000
0.17%
11.50%
10/01/20
364725BE0
TEGNA INC
3,000,000
$3,198,750
0.27%
6.38%
10/15/23
88033GCE8
TENET HEALTHCARE CORP
1,500,000
$1,544,700
0.13%
8.13%
04/01/22
88033GCJ7
TENET HEALTHCARE CORP
2,700,000
$2,673,000
0.23%
5.50%
03/01/19
88033GCN8
TENET HEALTHCARE CORP
1,100,000
$1,057,375
0.09%
6.75%
06/15/23
885220HB2
THORNBURG MORTGAGE SECURITIES
TRUST
1,656,548
$1,660,691
0.14%
2.54%
04/25/45
885220HM8
THORNBURG MORTGAGE SECURITIES
TRUST
629,879
$610,347
0.05%
2.62%
07/25/45
88732JBA5
TIME WARNER CABLE INC
2,000,000
$2,126,992
0.18%
4.00%
09/01/21
87264AAF2
T-MOBILE USA INC
1,000,000
$1,031,260
0.09%
6.54%
04/28/20
franklintempleton.com
11
FTIF - Franklin Strategic Income Fund
Security
Identifier
Security
Name
87264AAJ4
June 30, 2016
Shares/
Positions Held
Market
Value
% of
TNA
Coupon
Rate
Maturity
Date
T-MOBILE USA INC
1,000,000
$1,056,250
0.09%
6.50%
01/15/24
87264AAN5
T-MOBILE USA INC
3,500,000
$3,670,625
0.31%
6.38%
03/01/25
87264AAQ8
T-MOBILE USA INC
800,000
$834,000
0.07%
6.00%
04/15/24
88947EAQ3
TOLL BROS FINANCE CORP
1,800,000
$1,876,500
0.16%
5.63%
01/15/24
893647AW7
TRANSDIGM INC
700,000
$707,126
0.06%
6.00%
07/15/22
893647AX5
TRANSDIGM INC
700,000
$707,000
0.06%
6.50%
07/15/24
893647AZ0
TRANSDIGM INC
500,000
$503,125
0.04%
6.50%
05/15/25
893647BA4
TRANSDIGM INC
700,000
$699,125
0.06%
6.38%
06/15/26
BYSRJ25
UKRAINE GOVERNMENT
1,923,000
$1,860,550
0.16%
7.75%
09/01/23
BYSRS62
UKRAINE GOVERNMENT
1,923,000
$1,831,705
0.16%
7.75%
09/01/26
BYSRW26
UKRAINE GOVERNMENT
1,923,000
$1,839,378
0.16%
7.75%
09/01/25
BZ1MW14
UKRAINE GOVERNMENT
1,923,000
$1,824,927
0.15%
7.75%
09/01/27
X5S005UJ8
UKRAINE GOVERNMENT
1,923,000
$1,847,204
0.16%
7.75%
09/01/24
X5S005UN9
UKRAINE GOVERNMENT
3,904,000
$1,283,440
0.11%
N/A
05/31/40
911365BE3
UNITED RENTALS NORTH AMERICA INC
1,000,000
$997,500
0.08%
5.88%
09/15/26
B9B9CK2
UNITYMEDIA HESSEN GMBH & CO. KG/
UNITYMEDIA NRW G
972,000
$1,141,888
0.10%
5.75%
01/15/23
B9QN511
UNITYMEDIA HESSEN GMBH & CO. KG/
UNITYMEDIA NRW G
640,000
$751,892
0.06%
5.63%
04/15/23
91337DAB0
UNITYMEDIA KABELBW GMBH
2,500,000
$2,525,250
0.21%
6.13%
01/15/25
760942AT9
URUGUAY REPUBLIC OF
80,402,541
$2,615,302
0.22%
5.00%
09/14/18
917288BD3
URUGUAY REPUBLIC OF
310,901,385
$9,161,938
0.78%
4.38%
12/15/28
B9DKRY2
US COATINGS ACQUISITION INC/FLASH
DUTCH 2 BV
1,500,000
$1,733,603
0.15%
5.75%
02/01/21
912810EB0
U S TREASURY BOND
300,000
$359,566
0.03%
9.00%
11/15/18
912810ED6
U S TREASURY BOND
200,000
$245,640
0.02%
8.13%
08/15/19
912810EM6
U S TREASURY BOND
80,000
$108,995
0.01%
7.25%
08/15/22
912810EQ7
U S TREASURY BOND
6,400,000
$8,584,249
0.73%
6.25%
08/15/23
912810EY0
U S TREASURY BOND
5,500,000
$8,152,353
0.69%
6.50%
11/15/26
912828F96
U S TREASURY NOTE/BOND
1,500,000
$1,571,806
0.13%
2.00%
10/31/21
912828HA1
U S TREASURY NOTE/BOND
130,000
$136,129
0.01%
4.75%
08/15/17
912828JR2
U S TREASURY NOTE/BOND
2,000,000
$2,147,500
0.18%
3.75%
11/15/18
912828KQ2
U S TREASURY NOTE/BOND
1,000,000
$1,069,355
0.09%
3.13%
05/15/19
912828LU2
U S TREASURY NOTE/BOND
300,000
$302,760
0.03%
3.13%
10/31/16
912828ND8
U S TREASURY NOTE/BOND
900,000
$989,631
0.08%
3.50%
05/15/20
912828PX2
U S TREASURY NOTE/BOND
1,900,000
$2,127,257
0.18%
3.63%
02/15/21
912828WN6
U S TREASURY NOTE/BOND
7,000,000
$7,333,046
0.62%
2.00%
05/31/21
912828B25
U S TREASURY NOTE/BOND I/L
8,786,436
$9,210,144
0.78%
.63%
01/15/24
912828PP9
U S TREASURY NOTE/BOND I/L
1,968,443
$2,107,581
0.18%
1.13%
01/15/21
912828QV5
U S TREASURY NOTE/BOND I/L
742,983
$782,947
0.07%
.63%
07/15/21
912828WU0
U S TREASURY NOTE/BOND I/L
8,603,927
$8,702,123
0.74%
.13%
07/15/24
franklintempleton.com
12
FTIF - Franklin Strategic Income Fund
Security
Identifier
Security
Name
91829KAA1
June 30, 2016
Shares/
Positions Held
Market
Value
% of
TNA
Coupon
Rate
Maturity
Date
VALEANT PHARMACEUTICALS
INTERNATIONAL
2,000,000
$1,730,000
0.15%
6.38%
10/15/20
91831AAC5
VALEANT PHARMACEUTICALS
INTERNATIONAL INC
600,000
$483,000
0.04%
6.13%
04/15/25
91911KAD4
VALEANT PHARMACEUTICALS
INTERNATIONAL INC
2,000,000
$1,660,000
0.14%
5.63%
12/01/21
91911KAE2
VALEANT PHARMACEUTICALS
INTERNATIONAL INC
1,500,000
$1,212,187
0.10%
5.50%
03/01/23
92343VBR4
VERIZON COMMUNICATIONS INC
3,000,000
$3,500,589
0.30%
5.15%
09/15/23
92531XBB7
VERSO PAPER HOLDINGS LLC/INC
270,000
$46,575
0.00%
11.75%
01/15/19
BR05XW6
VIRGIN MEDIA FINANCE PLC
2,000,000
$2,668,786
0.23%
6.38%
10/15/24
92769XAJ4
VIRGIN MEDIA SECURED FINANCE PLC
2,500,000
$2,465,625
0.21%
5.50%
01/15/25
44986RAC0
VOYA CLO LTD
380,000
$372,666
0.03%
3.53%
04/15/24
44986WAE5
VOYA CLO LTD
1,430,000
$1,378,920
0.12%
3.32%
04/25/25
931427AH1
WALGREENS BOOTS ALLIANCE INC
5,000,000
$5,309,045
0.45%
3.80%
11/18/24
947075AJ6
WEATHERFORD INTERNATIONAL LTD/
BERMUDA
1,400,000
$1,368,500
0.12%
7.75%
06/15/21
947075AK3
WEATHERFORD INTERNATIONAL LTD/
BERMUDA
1,700,000
$1,619,250
0.14%
8.25%
06/15/23
949746RG8
WELLS FARGO & CO
5,000,000
$5,150,000
0.44%
5.90%
12/29/49
949746RW3
WELLS FARGO & CO
5,000,000
$5,103,080
0.43%
3.00%
04/22/26
94974BGM6
WELLS FARGO & CO
2,000,000
$2,056,806
0.17%
2.60%
07/22/20
94980QAJ8
WELLS FARGO MORTGAGE BACKED
SECURITIES TRUST
103,351
$104,704
0.01%
2.76%
11/25/34
94985TBC1
WELLS FARGO MORTGAGE BACKED
SECURITIES TRUST
27,773
$28,471
0.00%
5.50%
04/25/22
95736XAA6
WESTCHESTER CLO LTD
175,665
$174,092
0.01%
.86%
08/01/22
958102AK1
WESTERN DIGITAL CORP
3,600,000
$3,861,000
0.33%
10.50%
04/01/24
BLM7VW4
WIND ACQUISITION FINANCE SA
3,000,000
$3,264,917
0.28%
7.00%
04/23/21
BNK0839
WIND ACQUISITION FINANCE SA
2,300,000
$2,531,798
0.21%
4.00%
07/15/20
98212BAG8
WPX ENERGY INC
2,200,000
$2,216,500
0.19%
8.25%
08/01/23
92922PAC0
W&T OFFSHORE INC
4,500,000
$1,125,000
0.10%
8.50%
06/15/19
983130AV7
WYNN LAS VEGAS LLC/CAPITAL CORP
1,800,000
$1,748,250
0.15%
5.50%
03/01/25
BFPK4N0
WYNN MACAU LTD
2,600,000
$2,515,500
0.21%
5.25%
10/15/21
98978VAB9
ZOETIS INC
5,000,000
$5,103,035
0.43%
3.25%
02/01/23
franklintempleton.com
13
FTIF - Franklin Strategic Income Fund
June 30, 2016
•
Les données communiquées sont à caractère purement informatif, et ne sauraient être considérées
commedu conseil juridique ou fiscal ou comme une offre d'achat d'actions ou une sollicitation pour
l'acquisition d'actions de la SICAV de droit luxembourgeois Franklin Templeton Investment Funds
(la « SICAV»). Rien dans ces données ne doit être interprété comme du conseil en investissement.
•
Les informations et les données communiquées peuvent être modifiées sans préavis étant donné la
rapidité des changements pouvant intervenir sur les marchés. Franklin Templeton France S.A.et le
Groupe Franklin Templeton déclinent toute responsabilité vis-à-vis de toute utilisateur de ces
informations ou toute personne ou entité, en relation avec la non mise à jour des informations ou la
fourniture d’informations erronées ou d’omissions dans le contenu, quelle que soit la cause de telles
inexactitudes, erreurs ou omissions.
•
Toute souscription aux actions de la SICAV ne peut être effectuée que sur la base des prospectus
complet et simplifié en vigueur de la SICAV, accompagnés du dernier rapport annuel audité disponible
et du rapport semi-annuel publié par la suite.
•
Le cours des actions de la SICAV, ainsi que les revenus afférents, peuvent fluctuer à la hausse
comme à la baisse, et il est possible que les investisseurs ne puissent pas récupérer l'intégralité
des montants investis. Les performances passées ne constituent pas un indicateur ou une garantie
des performances futures. Les fluctuations de change peuvent affecter la valeur des investissements
à l'étranger. En cas d’investissement dans un compartiment libellé en devise étrangère, la
performance peut être affectée par les fluctuations de change.
•
Investir dans les compartiments de la SICAV comporte des risques, lesquels sont décrits dans les
prospectus complet et simplifié en vigueur de la SICAV. Les marchés émergents peuvent être plus
risqués que les marchés développés. Les investissements en instruments financiers dérivés entraînent
des risques spécifiques plus amplement décrits dans les prospectus de la SICAV.
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Aucune action de la SICAV ne peut être, directement ou indirectement, proposée ou vendue à
des ressortissants ou résidents des Etats Unis d'Amérique.
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Les éléments de recherche et d'analyse contenus dans le présent document ont été obtenus par
Franklin Templeton Investments pour ses besoins propres, et ne vous sont communiqués qu'à titre
indicatif. Les références à des industries, secteurs d’activité ou entreprises spécifiques, sont faites
à titre d’information générale et ne désignent pas nécessairement des titres de portefeuille détenus
par l’un des compartiments de la SICAV à tout moment.
•
Veuillez consulter votre conseiller financier avant de prendre une décision d'investissement. Un
exemplaire du dernier prospectus de la SICAV, du dernier rapport annuel audité et du dernier
rapport semi-annuel publié par la suite sont disponibles sur le site internet ftidocuments.com,
ou peuvent être obtenus, sans frais, auprès de Franklin Templeton France S.A 20, rue de la
Paix 75002 Paris - Tél: +33 (0)1 40 73 86 00 / Fax: +33 (0)140 73 86 10.
•
Correspondant centralisateur de la SICAV de droit luxembourgeois Franklin Templeton Investment
Funds en France : CACEIS Bank,1-3, Place Valhubert - 75013 Paris.
Franklin Templeton France SA.
20,rue de la Paix
75002 Paris
www.franklintempleton.fr
© 2016 Franklin Templeton Investments. All rights reserved.
franklintempleton.com
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