0001752724-22-040029.txt : 20220223
0001752724-22-040029.hdr.sgml : 20220223
20220223110912
ACCESSION NUMBER: 0001752724-22-040029
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220223
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FRANKLIN MUTUAL SERIES FUNDS
CENTRAL INDEX KEY: 0000825063
IRS NUMBER: 222894171
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05387
FILM NUMBER: 22661508
BUSINESS ADDRESS:
STREET 1: 101 JOHN F KENNEDY PARKWAY
CITY: SHORT HILLS
STATE: NJ
ZIP: 07078
BUSINESS PHONE: 973-912-2000
MAIL ADDRESS:
STREET 1: 101 JOHN F KENNEDY PARKWAY
CITY: SHORT HILLS
STATE: NJ
ZIP: 07078
FORMER COMPANY:
FORMER CONFORMED NAME: FRANKLIN MUTUAL SERIES FUND INC
DATE OF NAME CHANGE: 19970227
FORMER COMPANY:
FORMER CONFORMED NAME: MUTUAL SERIES FUND INC
DATE OF NAME CHANGE: 19920703
0000825063
S000007863
FRANKLIN MUTUAL QUEST FUND
C000021386
CLASS A
TEQIX
C000021388
CLASS C
TEMQX
C000021389
CLASS Z
MQIFX
C000078832
CLASS R
FMQSX
C000128730
Class R6
FMQRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000825063
XXXXXXXX
S000007863
C000021389
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C000021386
C000021388
C000078832
Franklin Mutual Series Funds
811-05387
0000825063
549300DW3N5FG4OTT022
101 John F. Kennedy Parkway
Short Hills
07078-2791
973-912-2000
Franklin Mutual Quest Fund
S000007863
NWF7KZ3BJ6U1TY06BL48
2021-12-31
2021-12-31
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
93604096.87000000
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
83915.00000000
NS
USD
7318227.15000000
0.228058636894
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796P37
25000000.00000000
PA
USD
24994310.00000000
0.778900155991
Long
STIV
UST
US
N
1
2022-04-28
None
0.00000000
N
N
N
N
N
N
Tenerity, Inc.
549300KQQ3W775I3BX27
Tenerity, Inc.
N/A
48381.00000000
NS
USD
183988.44000000
0.005733649963
Long
CORP
US
Y
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3101426.25000000
0.096650053148
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
90900959.85000000
GBP
126034271.73000000
USD
2022-01-18
3101426.25000000
N
N
N
Wayne Services Legacy, Inc.
N/A
Wayne Services Legacy, Inc.
N/A
7103.78100000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
Y
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10608.09000000
-0.00033058095
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
1000000.00000000
EUR
1129656.00000000
USD
2022-04-19
-10608.09000000
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
1097984.00000000
NS
59332358.72000000
1.848980166378
Long
EC
CORP
NL
N
2
N
N
N
NortonLifeLock, Inc.
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc.
668771108
1021404.00000000
NS
USD
26536075.92000000
0.826946359930
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
74917.00000000
NS
USD
20693573.74000000
0.644875886315
Long
EC
CORP
US
N
1
N
N
N
China Pacific Insurance Group Co. Ltd.
529900BA5ILEL308WX03
China Pacific Insurance Group Co. Ltd., Class H
N/A
5709039.00000000
NS
15512954.42000000
0.483431733767
Long
EC
CORP
CN
N
2
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
N/A
524898.00000000
NS
32601592.40000000
1.015966650246
Long
EC
CORP
FR
N
2
N
N
N
Frontier Communications Parent, Inc.
N/A
Frontier Communications Parent, Inc.
35909D109
309203.00000000
NS
USD
9118396.47000000
0.284157491559
Long
EC
CORP
US
N
1
N
N
N
Windstream Holdings, Inc.
529900M9WS6K57ZMIJ19
Windstream Holdings, Inc.
N/A
1623438.00000000
NS
USD
28576119.33000000
0.890520434601
Long
EC
CORP
US
Y
3
N
N
N
Everest Re Group Ltd.
549300N24XF2VV0B3570
Everest Re Group Ltd.
N/A
334566.00000000
NS
USD
91644318.72000000
2.855920973481
Long
EC
CORP
BM
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
12187.05000000
0.000379786245
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9744483.88000000
USD
7214432.80000000
GBP
2022-01-18
12187.05000000
N
N
N
Royal Dutch Shell plc
21380068P1DRHMJ8KU70
Royal Dutch Shell plc, Class A
N/A
704604.00000000
NS
15400909.10000000
0.479940054372
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10787.94000000
0.000336185641
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
441524.83000000
EUR
513413.90000000
USD
2022-02-07
10787.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
25512.56000000
0.000795050432
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1028177.36000000
EUR
1195975.91000000
USD
2022-02-07
25512.56000000
N
N
N
British American Tobacco plc
213800FKA5MF17RJKT63
British American Tobacco plc
N/A
3030835.00000000
NS
112448678.74000000
3.504249303604
Long
EC
CORP
GB
N
2
N
N
N
Check Point Software Technologies Ltd.
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd.
N/A
844613.00000000
NS
USD
98448091.28000000
3.067947611076
Long
EC
CORP
IL
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
86269.00000000
NS
USD
8953859.51000000
0.279030009992
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796R43
23000000.00000000
PA
USD
22982246.76000000
0.716198030127
Long
STIV
UST
US
N
1
2022-06-23
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
55611.30000000
0.001733020445
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
6706300.00000000
USD
5000000.00000000
GBP
2022-01-18
55611.30000000
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
N/A
21517736.00000000
NS
32384466.66000000
1.009200339323
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11699.00000000
0.000364577094
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
1878056.62000000
USD
1397353.16000000
GBP
2022-01-18
11699.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9109.79000000
-0.00028388928
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
347738.29000000
GBP
461165.30000000
USD
2022-01-18
-9109.79000000
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
1023644.00000000
NS
USD
78452076.16000000
2.444809813067
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
147068.00000000
NS
10160399.51000000
0.316629535413
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10140.24000000
-0.00031600130
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
389690.63000000
GBP
516870.45000000
USD
2022-01-18
-10140.24000000
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453H106
7615460.00000000
NS
USD
25207172.60000000
0.785533614259
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
79537.61000000
0.002478638411
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
5329214.36000000
USD
3999425.41000000
GBP
2022-01-18
79537.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20471.79000000
-0.00063796441
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
2180381.29000000
EUR
2465738.69000000
USD
2022-04-19
-20471.79000000
N
N
N
N/A
N/A
Foreign Exchange EUR/USD
N/A
-243.00000000
NC
USD
-184672.71000000
-0.00575497393
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange EUR/USD
2022-03-14
-34635093.75000000
USD
-184672.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
298380.32000000
0.009298455440
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
8351353.71000000
EUR
9802777.23000000
USD
2022-01-24
298380.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
142887.14000000
0.004452806084
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2825231.27000000
EUR
3358188.55000000
USD
2022-01-24
142887.14000000
N
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515104
1100626.00000000
NS
USD
75987219.04000000
2.367997226712
Long
EC
CORP
US
N
1
N
N
N
Avaya Holdings Corp.
549300NZS2OZN6Q63A60
Avaya Holdings Corp.
05351X119
235873.00000000
NS
USD
660444.40000000
0.020581494195
Long
CORP
US
N
1
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35908MAA8
9628717.00000000
PA
USD
9642245.35000000
0.300482246047
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.87500000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
N/A
189371.00000000
NS
24209703.20000000
0.754449376637
Long
EC
CORP
NL
N
2
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912108
138519.00000000
NS
USD
8261273.16000000
0.257446873028
Long
EC
CORP
US
N
1
N
N
N
FHLB
2549001DPIFGXC1TOL40
FHLB
313385RH1
26100000.00000000
PA
USD
26100000.00000000
0.813356882881
Long
STIV
USGA
US
N
2
2022-01-03
None
0.00000000
N
N
N
N
N
N
M&G plc
254900TWUJUQ44TQJY84
M&G plc
N/A
6099665.00000000
NS
16488113.52000000
0.513820713303
Long
EC
CORP
GB
N
2
N
N
N
Canadian Pacific Railway Ltd.
N/A
Canadian Pacific Railway Ltd.
13645T100
-209018.00000000
NS
USD
-15036754.92000000
-0.46859188162
Short
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5328.87000000
0.000166064103
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
1101303.38000000
USD
818283.62000000
GBP
2022-01-18
5328.87000000
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
2890319.00000000
NS
USD
75263906.76000000
2.345456574550
Long
EC
CORP
US
N
1
N
N
N
Aon plc
635400FALWQYX5E6QC64
Aon plc, Class A
N/A
-108215.00000000
NS
USD
-32525100.40000000
-1.01358292248
Short
EC
CORP
IE
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796L80
50000000.00000000
PA
USD
49998437.50000000
1.558106255706
Long
STIV
UST
US
N
1
2022-02-17
None
0.00000000
N
N
N
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
-1117280.00000000
NS
USD
-160776592.00000000
-5.01029684710
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4191244.63000000
0.130612171174
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
153791675.93000000
GBP
212176378.82000000
USD
2022-01-18
4191244.63000000
N
N
N
Imperial Brands plc
549300DFVPOB67JL3A42
Imperial Brands plc
N/A
3675409.00000000
NS
80480394.17000000
2.508018487937
Long
EC
CORP
GB
N
2
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
1494845.00000000
NS
USD
70840704.55000000
2.207615886356
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
93743.80000000
0.002921347316
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
4435816.21000000
EUR
5143417.61000000
USD
2022-02-07
93743.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1080.04000000
-0.00003365739
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
500000.00000000
EUR
569052.00000000
USD
2022-04-19
-1080.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
158289.88000000
0.004932803194
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
6650169.63000000
EUR
7728753.99000000
USD
2022-02-07
158289.88000000
N
N
N
Veritas US, Inc.
549300RFUWCPWS8FQ104
Veritas US, Inc., Term Loan B
G9341JAN0
21253658.30000000
PA
USD
21280225.37000000
0.663157769116
Long
LON
CORP
US
N
2
2025-09-01
Variable
6.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
48749.83000000
0.001519195776
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2035080.80000000
GBP
2800957.00000000
USD
2022-01-18
48749.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
300200.91000000
0.009355190666
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
8351353.72000000
EUR
9804597.83000000
USD
2022-01-24
300200.91000000
N
N
N
N/A
N/A
Foreign Exchange GBP/USD
N/A
-735.00000000
NC
USD
-1345006.07000000
-0.04191455726
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange GBP/USD
2022-03-14
-62158031.25000000
USD
-1345006.07000000
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
11228588.00000000
NS
50270194.87000000
1.566575057520
Long
EC
CORP
GB
N
2
N
N
N
NGL Energy Partners LP
5299005YSRP46BE8Z459
NGL Energy Partners LP, Series B
62913M206
288263.00000000
NS
USD
4035682.00000000
0.125764357540
Long
EP
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
134116.98000000
0.004179500720
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
6500000.00000000
EUR
7533630.00000000
USD
2022-02-07
134116.98000000
N
N
N
Xilinx, Inc.
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919101
648300.00000000
NS
USD
137459049.00000000
4.283649947067
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-19481.07000000
-0.00060709051
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
694308.09000000
GBP
919488.87000000
USD
2022-01-18
-19481.07000000
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2013-2, Class A
02377UAB0
2531339.24500000
PA
USD
2588152.62000000
0.080654856223
Long
ABS-O
CORP
US
N
2
2023-01-15
Fixed
4.95000000
N
N
N
N
N
N
Canadian Pacific Railway Ltd.
N/A
Canadian Pacific Railway Ltd.
13645T100
209018.00000000
NS
USD
15036754.92000000
0.468591881623
Long
EC
CORP
CA
N
1
N
N
N
Lee Enterprises, Inc.
N/A
Lee Enterprises, Inc.
N/A
1110000.00000000
NS
USD
802265.82000000
0.025001089141
Long
CORP
US
N
2
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
N/A
3919425.00000000
NS
29204179.81000000
0.910092745492
Long
EC
CORP
GB
N
2
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
401102.00000000
NS
USD
41494001.90000000
1.293081687496
Long
EC
CORP
IE
N
1
N
N
N
Conduit Holdings Ltd.
21380085AE62D1BXSF19
Conduit Holdings Ltd.
N/A
2455000.00000000
NS
14360144.55000000
0.447506605705
Long
EC
CORP
BM
N
1
N
N
N
Willis Towers Watson plc
549300WHC56FF48KL350
Willis Towers Watson plc
N/A
378196.00000000
NS
USD
89817768.04000000
2.798999993883
Long
EC
CORP
IE
N
1
N
N
N
American Airlines Inc/AAdvantage Loyalty IP Ltd.
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd.
00253XAA9
3180945.00000000
PA
USD
3312731.55000000
0.103234981123
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
GlaxoSmithKline plc
5493000HZTVUYLO1D793
GlaxoSmithKline plc
N/A
4704705.00000000
NS
102351164.42000000
3.189579465590
Long
EC
CORP
GB
N
2
N
N
N
Reckitt Benckiser Group plc
5493003JFSMOJG48V108
Reckitt Benckiser Group plc
N/A
577825.00000000
NS
49700859.30000000
1.548832796810
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
101610.12000000
0.003166486224
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2700000.00000000
EUR
3174390.00000000
USD
2022-01-24
101610.12000000
N
N
N
Dufry AG
549300X53WDBVW7TIF57
Dufry AG
N/A
782210.00000000
NS
38514311.99000000
1.200225315957
Long
EC
CORP
CH
N
2
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
364466.00000000
NS
USD
18343573.78000000
0.571642605003
Long
EC
CORP
US
N
1
N
N
N
Banff Guarantor, Inc.
N/A
Banff Guarantor, Inc., Second Lien Term Loan
10318UAB5
7871500.00000000
PA
USD
7961668.03000000
0.248110248713
Long
LON
CORP
US
N
2
2026-02-27
Variable
6.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-21074.74000000
-0.00065675420
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
813751.14000000
GBP
1079427.87000000
USD
2022-01-18
-21074.74000000
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
544949.00000000
NS
USD
26146653.02000000
0.814810735560
Long
EC
CORP
US
N
1
N
N
N
Walter Energy Corp.
N/A
Walter Energy Corp.
N/A
7443000.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Boxer Parent Co., Inc.
5493006T045HLTF7YX04
Boxer Parent Co., Inc., Term Loan
05988HAE7
7478359.71000000
PA
USD
7440967.91000000
0.231883619344
Long
LON
CORP
US
N
2
2025-10-02
Variable
3.97375000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-16440.09000000
-0.00051232415
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1710000.00000000
EUR
1933411.50000000
USD
2022-04-19
-16440.09000000
N
N
N
International Automotive Components Group BVBA
N/A
International Automotive Components Group BVBA
N/A
2548299.00000000
NS
USD
96476.05000000
0.003006492693
Long
EC
CORP
BR
Y
3
N
N
N
KBR, Inc.
254900OFQDXZRKRCV808
KBR, Inc.
48242W106
429100.00000000
NS
USD
20433742.00000000
0.636778724088
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions Corp.
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp., Class A
192446102
736989.00000000
NS
USD
65385664.08000000
2.037619920353
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413106
329450.00000000
NS
USD
61521493.00000000
1.917200374585
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
245609.00000000
NS
USD
28485731.82000000
0.887703679682
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
173166.34000000
0.005396399790
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
22198218.71000000
EUR
25484997.96000000
USD
2022-04-19
173166.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11769.65000000
-0.00036677876
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
430409.21000000
GBP
570308.13000000
USD
2022-01-18
-11769.65000000
N
N
N
Direct Line Insurance Group plc
213800FF2R23ALJQOP04
Direct Line Insurance Group plc
N/A
15785064.00000000
NS
59597005.60000000
1.857227383290
Long
EC
CORP
GB
N
2
N
N
N
Flex Ltd.
549300EAQH74YHD07T53
Flex Ltd.
N/A
1095712.00000000
NS
USD
20084400.96000000
0.625892174688
Long
EC
CORP
SG
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
20176.69000000
0.000628768187
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
500000.00000000
EUR
589210.00000000
USD
2022-01-24
20176.69000000
N
N
N
Uniti Group, Inc.
549300V3NU625PJUVA84
Uniti Group, Inc.
91325V108
459880.00000000
NS
USD
6442918.80000000
0.200781316161
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5721.11000000
-0.00017828751
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
195846.29000000
GBP
259137.94000000
USD
2022-01-18
-5721.11000000
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
149763.00000000
NS
10502863.03000000
0.327301759977
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6412.66000000
0.000199838358
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
1029432.12000000
USD
765940.82000000
GBP
2022-01-18
6412.66000000
N
N
N
Citgo Holding, Inc.
549300NYHOALWZ2BSL72
Citgo Holding, Inc.
17302WAB4
40476000.00000000
PA
USD
40723510.74000000
1.269070795228
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
373064.00000000
NS
USD
50430791.52000000
1.571579746817
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
105373.46000000
0.003283763561
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2800000.00000000
EUR
3291960.00000000
USD
2022-01-24
105373.46000000
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
195298.00000000
NS
USD
30249707.22000000
0.942674619637
Long
EC
CORP
US
N
1
N
N
N
Renesas Electronics Corp.
5299000EPC47VJQOFB81
Renesas Electronics Corp.
N/A
1323418.00000000
NS
16427786.73000000
0.511940743576
Long
EC
CORP
JP
N
2
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034W106
243171.00000000
NS
USD
16683962.31000000
0.519923968527
Long
EC
CORP
US
N
1
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
N/A
654493.00000000
NS
40250919.87000000
1.254343399178
Long
EC
CORP
DE
N
2
N
N
N
Sorenson Communications of Canada ULC
N/A
Sorenson Communications of Canada ULC
N/A
224278.89800000
NS
USD
168209173.50000000
5.241919119922
Long
EC
CORP
CA
Y
3
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AP7
48058000.00000000
PA
USD
45344645.32000000
1.413079669457
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
Bosgaerde BV
724500SEMY2K987RV910
Bosgaerde BV
N/A
159827.84000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
NL
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
383757.44000000
0.011959071079
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
9900000.00000000
EUR
11650617.00000000
USD
2022-01-24
383757.44000000
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752103
18500.00000000
NS
USD
8575490.00000000
0.267238843508
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
545055.00000000
NS
USD
22816002.30000000
0.711017337568
Long
EC
CORP
US
N
1
N
N
N
Windstream Holdings, Inc.
529900M9WS6K57ZMIJ19
Windstream Holdings, Inc.
N/A
91545.00000000
NS
USD
1611395.60000000
0.050216080548
Long
CORP
US
Y
3
N
N
N
Tribune Media Net, Inc.
N/A
Tribune Media Net, Inc.
N/A
1531469.99000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
488082.00000000
NS
USD
31827827.22000000
0.991853729369
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796Q36
20000000.00000000
PA
USD
19992929.40000000
0.623041637411
Long
STIV
UST
US
N
1
2022-05-26
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
28894.61000000
0.000900445590
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1282916.18000000
USD
970000.00000000
GBP
2022-01-18
28894.61000000
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
N/A
344814.00000000
NS
38774608.52000000
1.208336962481
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
77258.19000000
0.002407604620
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1844867.01000000
EUR
2176839.76000000
USD
2022-01-24
77258.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
33168.67000000
0.001033638545
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
13896368.60000000
USD
10300000.00000000
GBP
2022-01-18
33168.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
173838.08000000
0.005417333290
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
22198958.28000000
EUR
25486513.01000000
USD
2022-04-19
173838.08000000
N
N
N
Avast plc
213800IR8G8LCZH4BO27
Avast plc
N/A
64698.00000000
NS
531304.91000000
0.016557107488
Long
EC
CORP
GB
N
1
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
5789256.00000000
NS
15801669.91000000
0.492429003153
Long
EC
CORP
ES
N
2
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
N/A
2957039.00000000
NS
54595505.20000000
1.701365131371
Long
EC
CORP
DE
N
2
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
1360348.00000000
NS
USD
90204675.88000000
2.811057241190
Long
EC
CORP
US
N
1
N
N
N
Brighthouse Financial, Inc.
5493003T8SZSHOGGAW52
Brighthouse Financial, Inc.
10922N103
225284.00000000
NS
USD
11669711.20000000
0.363664364971
Long
EC
CORP
US
N
1
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA, Term Loan B3
L5137LAF2
8000000.00000000
PA
USD
8001640.00000000
0.249355899170
Long
LON
CORP
LU
N
2
2023-11-27
Variable
8.00000000
N
N
N
N
N
N
Alliance Data Systems Corp.
549300G8S4PO686J7H97
Alliance Data Systems Corp.
018581108
305371.00000000
NS
USD
20328547.47000000
0.633500536540
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health, Inc.
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414H103
1799077.00000000
NS
USD
51057805.26000000
1.591119438047
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
33779.05000000
0.001052659877
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
1645612.37000000
GBP
2259276.03000000
USD
2022-01-18
33779.05000000
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
18819.00000000
NS
USD
12269423.43000000
0.382353256543
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
158196.74000000
0.004929900663
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
6650168.28000000
EUR
7728659.32000000
USD
2022-02-07
158196.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3954.98000000
-0.00012324943
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
643285.72000000
EUR
729560.63000000
USD
2022-04-19
-3954.98000000
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364G103
103152.00000000
NS
USD
11620072.80000000
0.362117478600
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1995.53000000
0.000062186898
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
77909.69000000
EUR
90686.88000000
USD
2022-02-07
1995.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2461.87000000
0.000076719498
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
3035924.99000000
EUR
3464218.11000000
USD
2022-04-19
2461.87000000
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
66987V109
1225978.00000000
NS
USD
107236295.66000000
3.341815293860
Long
EC
CORP
CH
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796K65
9000000.00000000
PA
USD
9000000.72000000
0.280467913086
Long
STIV
UST
US
N
1
2022-01-06
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9090.96000000
-0.00028330248
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2347211.83000000
EUR
2667350.40000000
USD
2022-04-19
-9090.96000000
N
N
N
American Airlines Inc/AAdvantage Loyalty IP Ltd.
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd.
00253XAB7
1267420.00000000
PA
USD
1357096.30000000
0.042291326296
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Intelsat Connect Finance SA
549300T8SOCBO2H77X11
Intelsat Connect Finance SA
45827AAD5
48845000.00000000
PA
USD
7502103.55000000
0.233788795344
Long
DBT
CORP
LU
N
2
2023-02-15
Fixed
9.50000000
Y
N
N
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
N/A
1089181.00000000
NS
50120721.41000000
1.561917001294
Long
EC
CORP
NL
N
2
N
N
N
Loyalty Ventures, Inc.
549300Q3YKVWNY6JIJ44
Loyalty Ventures, Inc.
54911Q107
122148.00000000
NS
USD
3672990.36000000
0.114461762071
Long
EC
CORP
US
N
1
N
N
N
2022-01-31
Franklin Mutual Series Funds
Jeffrey W. White
Jeffrey W. White
Assistant Treasurer