0001752724-22-040041.txt : 20220223 0001752724-22-040041.hdr.sgml : 20220223 20220223110921 ACCESSION NUMBER: 0001752724-22-040041 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: 22661520 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 S000007861 FRANKLIN MUTUAL GLOBAL DISCOVERY FUND C000021377 CLASS A TEDIX C000021379 CLASS C TEDSX C000021380 CLASS Z MDISX C000021381 CLASS R TEDRX C000128728 Class R6 FMDRX NPORT-P 1 primary_doc.xml NPORT-P false 0000825063 XXXXXXXX S000007861 C000021377 C000021380 C000021381 C000128728 C000021379 Franklin Mutual Series Funds 811-05387 0000825063 549300DW3N5FG4OTT022 101 John F. Kennedy Parkway Short Hills 07078-2791 973-912-2000 Franklin Mutual Global Discovery Fund S000007861 MCWMYIJMNSM9HLUJFK91 2021-12-31 2021-12-31 N 10352321461.41 237751119.35 10114570342.06 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 64312869.59000000 N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -7803.36000000 -0.00007714969 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1240976.11000000 EUR 1407237.13000000 USD 2022-04-19 -7803.36000000 N N N Kraft Heinz Co. (The) N/A Kraft Heinz Co. (The) 500754106 3899800.00000000 NS USD 140002820.00000000 1.384169720169 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796P37 30000000.00000000 PA USD 29993172.00000000 0.296534316196 Long STIV UST US N 1 2022-04-28 None 0.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 51999.58000000 0.000514105673 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 4419937242.00000000 KRW 3759089.34000000 USD 2022-05-16 51999.58000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 169114.22000000 0.001671986196 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 7220197.29000000 EUR 8388490.19000000 USD 2022-02-07 169114.22000000 N N N Canadian Natural Resources Ltd. 549300T15RIMIKZC5Q38 Canadian Natural Resources Ltd. 136385101 4280811.00000000 NS 180948476.04000000 1.788988260702 Long EC CORP CA N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 381183.97000000 0.003768662010 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 18474139.01000000 EUR 21411896.60000000 USD 2022-02-07 381183.97000000 N N N ING Groep NV 549300NYKK9MWM7GGW15 ING Groep NV N/A 18847842.00000000 NS 261834563.05000000 2.588686955502 Long EC CORP NL N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -14558.22000000 -0.00014393315 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 6739641.79000000 EUR 7670413.28000000 USD 2022-04-19 -14558.22000000 N N N NN Group NV 724500OHYNDT9OY6Q215 NN Group NV N/A 4070867.00000000 NS 219979654.70000000 2.174878885218 Long EC CORP NL N 2 N N N RWE AG 529900GB7KCA94ACC940 RWE AG N/A 2728819.00000000 NS 110474998.97000000 1.092236202170 Long EC CORP DE N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -103020.48000000 -0.00101853540 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 6471277.10000000 USD 4708917.60000000 GBP 2022-01-18 -103020.48000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 26140.99000000 0.000258448842 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2285622.05000000 USD 2108017.79000000 CHF 2022-01-20 26140.99000000 N N N China Pacific Insurance Group Co. Ltd. 529900BA5ILEL308WX03 China Pacific Insurance Group Co. Ltd., Class H N/A 46728965.00000000 NS 126974838.38000000 1.255365616985 Long EC CORP CN N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 310668.68000000 0.003071496558 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 7963132.01000000 EUR 9373243.43000000 USD 2022-01-24 310668.68000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 191900.10000000 0.001897263981 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2000155487.00000000 JPY 17571411.14000000 USD 2022-01-18 191900.10000000 N N N Danone SA 969500KMUQ2B6CBAF162 Danone SA N/A 2536137.00000000 NS 157520327.26000000 1.557360539626 Long EC CORP FR N 2 N N N Frontier Communications Parent, Inc. N/A Frontier Communications Parent, Inc. 35909D109 495483.00000000 NS USD 14611793.67000000 0.144462821215 Long EC CORP US N 1 N N N Everest Re Group Ltd. 549300N24XF2VV0B3570 Everest Re Group Ltd. N/A 633300.00000000 NS USD 173473536.00000000 1.715085566004 Long EC CORP BM N 1 N N N British American Tobacco plc 213800FKA5MF17RJKT63 British American Tobacco plc N/A 5861984.00000000 NS 217488697.19000000 2.150251467287 Long EC CORP GB N 2 N N N Check Point Software Technologies Ltd. 2549003ZVBH73EPNS513 Check Point Software Technologies Ltd. N/A 1913931.00000000 NS USD 223087797.36000000 2.205608244497 Long EC CORP IL N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 28529.41000000 0.000282062500 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2053090.23000000 USD 1898157.88000000 CHF 2022-01-20 28529.41000000 N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 Fiserv, Inc. 337738108 1373503.00000000 NS USD 142555876.37000000 1.409411092601 Long EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 141818.82000000 0.001402124017 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 1323489695.00000000 JPY 11641726.66000000 USD 2022-01-18 141818.82000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796R43 5000000.00000000 PA USD 4996140.60000000 0.049395480292 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 511676.58000000 0.005058806876 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 13200000.00000000 EUR 15534156.00000000 USD 2022-01-24 511676.58000000 N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 Merck & Co., Inc. 58933Y105 2526315.00000000 NS USD 193616781.60000000 1.914236344720 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA N/A 3529909.00000000 NS 243868725.28000000 2.411063614495 Long EC CORP FR N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 38035.40000000 0.000376045632 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 1948136.87000000 USD 1468647.09000000 GBP 2022-01-18 38035.40000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -5579.74000000 -0.00005516536 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1178630.27000000 EUR 1338370.03000000 USD 2022-04-19 -5579.74000000 N N N Catcher Technology Co. Ltd. 5299006PRSCU66N5JF55 Catcher Technology Co. Ltd. N/A 13524000.00000000 NS 76321313.27000000 0.754568021071 Long EC CORP TW N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -91191.48000000 -0.00090158530 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 7399450.41000000 EUR 8346136.10000000 USD 2022-04-19 -91191.48000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -7498.81000000 -0.00007413869 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1454643.13000000 EUR 1651178.51000000 USD 2022-04-19 -7498.81000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -68020.54000000 -0.00067250053 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 17562353.21000000 EUR 19957700.13000000 USD 2022-04-19 -68020.54000000 N N N N/A N/A Foreign Exchange EUR/USD N/A -2929.00000000 NC USD -2225952.13000000 -0.02200738197 N/A DFE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Foreign Exchange EUR/USD 2022-03-14 -417474031.25000000 USD -2225952.13000000 N N N Cie Generale des Etablissements Michelin SCA 549300SOSI58J6VIW052 Cie Generale des Etablissements Michelin SCA N/A 1058149.00000000 NS 173171182.24000000 1.712096276792 Long EC CORP FR N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 83078.09000000 0.000821370430 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 2092469.05000000 EUR 2464447.27000000 USD 2022-01-24 83078.09000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 6274.19000000 0.000062031206 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 3797136.38000000 CHF 4170413.40000000 USD 2022-01-20 6274.19000000 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 Johnson Controls International plc N/A 2422107.00000000 NS USD 196941520.17000000 1.947107128723 Long EC CORP IE N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 646406.30000000 0.006390842894 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 82545474.34000000 EUR 94770046.36000000 USD 2022-04-19 646406.30000000 N N N Hartford Financial Services Group, Inc. (The) IU7C3FTM7Y3BQM112U94 Hartford Financial Services Group, Inc. (The) 416515104 2061059.00000000 NS USD 142295513.36000000 1.406836954490 Long EC CORP US N 1 N N N Avaya Holdings Corp. 549300NZS2OZN6Q63A60 Avaya Holdings Corp. 05351X119 280051.00000000 NS USD 784142.80000000 0.007752606126 Long CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 172546.59000000 0.001705921103 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 4681974.88000000 EUR 5500945.93000000 USD 2022-01-24 172546.59000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 144550.18000000 0.001429128228 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1506632034.00000000 JPY 13235796.45000000 USD 2022-01-18 144550.18000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 643908.49000000 0.006366147727 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 82542724.27000000 EUR 94764412.74000000 USD 2022-04-19 643908.49000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 26209.37000000 0.000259124897 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2146499.60000000 USD 1981219.13000000 CHF 2022-01-20 26209.37000000 N N N Airbus SE MINO79WLOO247M1IL051 Airbus SE N/A 1275231.00000000 NS 163028996.06000000 1.611823246530 Long EC CORP NL N 2 N N N FHLB 2549001DPIFGXC1TOL40 FHLB 313385RH1 15700000.00000000 PA USD 15700000.00000000 0.155221620583 Long STIV USGA US N 2 2022-01-03 None 0.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 22871.40000000 0.000226123297 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 734711894.00000000 TWD 26688457.86000000 USD 2022-03-30 22871.40000000 N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 Williams Cos., Inc. (The) 969457100 9186656.00000000 NS USD 239220522.24000000 2.365108098020 Long EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 184240.21000000 0.001821532737 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 4800000.00000000 EUR 5646960.00000000 USD 2022-01-24 184240.21000000 N N N Alstom SA 96950032TUYMW11FB530 Alstom SA N/A 2772805.00000000 NS 98385758.45000000 0.972713176365 Long EC CORP FR N 2 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796L80 27000000.00000000 PA USD 26999156.25000000 0.266933298567 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 -1368208.00000000 NS USD -196885131.20000000 -1.94654962634 Short EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 3332317.87000000 0.032945718476 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 139999344.00000000 EUR 162705697.60000000 USD 2022-02-07 3332317.87000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 60173.08000000 0.000594914840 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 517901830.00000000 JPY 4560263.51000000 USD 2022-01-18 60173.08000000 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 Altria Group, Inc. 02209S103 2606727.00000000 NS USD 123532792.53000000 1.221335047879 Long EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 47057.54000000 0.000465245071 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 508000000.00000000 JPY 4461110.18000000 USD 2022-01-18 47057.54000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 3330357.20000000 0.032926333866 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 139999315.39000000 EUR 162703704.36000000 USD 2022-02-07 3330357.20000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 2339531.49000000 0.023130310145 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 65481044.80000000 EUR 76861322.98000000 USD 2022-01-24 2339531.49000000 N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 Cie Financiere Richemont SA N/A 689240.00000000 NS 102877943.71000000 1.017126187577 Long EC CORP CH N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 149998.05000000 0.001482989834 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1468048048.00000000 JPY 12905984.98000000 USD 2022-01-18 149998.05000000 N N N N/A N/A Foreign Exchange GBP/USD N/A -2262.00000000 NC USD -4099231.01000000 -0.04052797965 N/A DFE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Foreign Exchange GBP/USD 2022-03-14 -191294512.50000000 USD -4099231.01000000 N N N BP plc 213800LH1BZH3DI6G760 BP plc N/A 58180054.00000000 NS 260471098.64000000 2.575206754525 Long EC CORP GB N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 40923.91000000 0.000404603543 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 3409468.68000000 USD 3146295.20000000 CHF 2022-01-20 40923.91000000 N N N Avaya Holdings Corp. 549300NZS2OZN6Q63A60 Avaya Holdings Corp. 05351X101 537.00000000 NS USD 10632.60000000 0.000105121618 Long EC CORP US N 1 N N N Xilinx, Inc. 6EY4K7ZMF9UX1CU6KC79 Xilinx, Inc. 983919101 793900.00000000 NS USD 168330617.00000000 1.664238927678 Long EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 387951.27000000 0.003835568460 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 11992910.87000000 EUR 14040520.51000000 USD 2022-02-07 387951.27000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 13462.55000000 0.000133100562 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 146429201.00000000 JPY 1285797.59000000 USD 2022-01-18 13462.55000000 N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 BAE Systems plc N/A 21813405.00000000 NS 162534709.01000000 1.606936365197 Long EC CORP GB N 2 N N N Medtronic plc 549300GX3ZBSQWUXY261 Medtronic plc N/A 1830177.00000000 NS USD 189331810.65000000 1.871872004910 Long EC CORP IE N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 21214.23000000 0.000209739309 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2556005623.00000000 KRW 2164987.27000000 USD 2022-05-16 21214.23000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 48382.67000000 0.000478346270 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 1888960.34000000 EUR 2198749.84000000 USD 2022-02-07 48382.67000000 N N N Willis Towers Watson plc 549300WHC56FF48KL350 Willis Towers Watson plc N/A 743147.00000000 NS USD 176489981.03000000 1.744908335810 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 4006686.00000000 PA USD 4172683.00000000 0.041254179454 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 13830653.00000000 NS 300886758.94000000 2.974785371641 Long EC CORP GB N 2 N N N Reckitt Benckiser Group plc 5493003JFSMOJG48V108 Reckitt Benckiser Group plc N/A 2088264.00000000 NS 179619288.29000000 1.775846943721 Long EC CORP GB N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 15260.16000000 0.000150873042 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2120543905.00000000 KRW 1793802.74000000 USD 2022-05-16 15260.16000000 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 949746101 5207432.00000000 NS USD 249852587.36000000 2.470224427833 Long EC CORP US N 1 N N N Walter Energy Corp. N/A Walter Energy Corp. N/A 30996000.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 95603.80000000 0.000945208711 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 556074456.00000000 JPY 4927379.23000000 USD 2022-01-18 95603.80000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -27705.96000000 -0.00027392127 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 5697927.85000000 CHF 6220941.02000000 USD 2022-01-20 -27705.96000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 72480.83000000 0.000716598209 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 2659579.62000000 GBP 3669249.13000000 USD 2022-01-18 72480.83000000 N N N International Automotive Components Group BVBA N/A International Automotive Components Group BVBA N/A 3819425.00000000 NS USD 144599.61000000 0.001429616929 Long EC CORP BR Y 3 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 112163.81000000 0.001108933016 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 4590596.99000000 EUR 5338037.99000000 USD 2022-02-07 112163.81000000 N N N Cognizant Technology Solutions Corp. 5493006IEVQEFQO40L83 Cognizant Technology Solutions Corp., Class A 192446102 2794761.00000000 NS USD 247951195.92000000 2.451425888936 Long EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -1875336.24000000 -0.01854093823 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 137586814.81000000 CHF 149009592.12000000 USD 2022-01-20 -1875336.24000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 205821.11000000 0.002034897213 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 1874471827.00000000 JPY 16493256.77000000 USD 2022-01-18 205821.11000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 301280.21000000 0.002978675315 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 2743845208.00000000 JPY 24142770.73000000 USD 2022-01-18 301280.21000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 240575.55000000 0.002378504888 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 40479977554.00000000 KRW 34174738.33000000 USD 2022-06-17 240575.55000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 72780.41000000 0.000719560075 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 2970219.74000000 EUR 3453088.36000000 USD 2022-01-24 72780.41000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1301466.00000000 0.012867239595 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 38145194.90000000 GBP 52888350.87000000 USD 2022-01-18 1301466.00000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -47550.80000000 -0.00047012179 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 5755996.48000000 EUR 6515805.28000000 USD 2022-04-19 -47550.80000000 N N N Accor SA 969500QZC2Q0TK11NV07 Accor SA N/A 3979284.00000000 NS 128880260.33000000 1.274204004435 Long EC CORP FR N 2 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG N/A 15731476.00000000 NS 152350854.28000000 1.506251369338 Long EC CORP CH N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -119210.16000000 -0.00117859835 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 8067550.81000000 USD 914750543.00000000 JPY 2022-01-18 -119210.16000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 81585.85000000 0.000806617060 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 8721359.47000000 USD 7735000.00000000 EUR 2022-01-24 81585.85000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 81855.65000000 0.000809284499 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 911574337.00000000 JPY 8002597.99000000 USD 2022-01-18 81855.65000000 N N N BASF SE 529900PM64WH8AF1E917 BASF SE N/A 2207699.00000000 NS 154825692.66000000 1.530719421824 Long EC CORP DE N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 28231.70000000 0.000279119122 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2876010120.00000000 KRW 2440398.91000000 USD 2022-05-16 28231.70000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 143708.67000000 0.001420808448 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 3561255.21000000 EUR 4196654.36000000 USD 2022-01-24 143708.67000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 64663.59000000 0.000639311288 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 556551118.00000000 JPY 4900580.78000000 USD 2022-01-18 64663.59000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 32118.45000000 0.000317546360 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 1048671.94000000 GBP 1450323.78000000 USD 2022-01-18 32118.45000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 17394.54000000 0.000171975075 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 504276.88000000 GBP 699369.65000000 USD 2022-01-18 17394.54000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 44405.29000000 0.000439022998 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 555093689.00000000 JPY 4867658.76000000 USD 2022-01-18 44405.29000000 N N N Global Payments, Inc. 549300NOMHGVQBX6S778 Global Payments, Inc. 37940X102 870837.00000000 NS USD 117719745.66000000 1.163863037962 Long EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 70685.33000000 0.000698846590 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 560177573.00000000 JPY 4938113.08000000 USD 2022-01-18 70685.33000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 123133.50000000 0.001217387351 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 5140256.13000000 GBP 7074724.70000000 USD 2022-01-18 123133.50000000 N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 Walt Disney Co. (The) 254687106 963642.00000000 NS USD 149258509.38000000 1.475678198206 Long EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -84640.51000000 -0.00083681765 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 6023310.95000000 USD 4391266.15000000 GBP 2022-01-18 -84640.51000000 N N N Renesas Electronics Corp. 5299000EPC47VJQOFB81 Renesas Electronics Corp. N/A 15502134.00000000 NS 192430321.52000000 1.902506137307 Long EC CORP JP N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -97885.68000000 -0.00096776903 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 10181483.16000000 EUR 11511693.93000000 USD 2022-04-19 -97885.68000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 288878.70000000 0.002856064965 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 6898204.04000000 EUR 8139494.47000000 USD 2022-01-24 288878.70000000 N N N Covestro AG 3912005AWHKLQ1CPLV11 Covestro AG N/A 3156038.00000000 NS 194094409.93000000 1.918958525829 Long EC CORP DE N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -6731.51000000 -0.00006655260 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1070518.73000000 EUR 1213942.55000000 USD 2022-04-19 -6731.51000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 245307.20000000 0.002425285421 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 8747418.41000000 EUR 10203251.26000000 USD 2022-02-07 245307.20000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -31467.93000000 -0.00031111484 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 5760098.18000000 EUR 6536565.17000000 USD 2022-04-19 -31467.93000000 N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 Anthem, Inc. 036752103 569556.00000000 NS USD 264011988.24000000 2.610214564845 Long EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 496440.35000000 0.004908170423 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 78805125918.00000000 KRW 66558383.38000000 USD 2022-06-17 496440.35000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 117441.76000000 0.001161114669 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 4463195.21000000 EUR 5198283.46000000 USD 2022-02-07 117441.76000000 N N N Tribune Media Net, Inc. N/A Tribune Media Net, Inc. N/A 1297977.78000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 6234.84000000 0.000061642163 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 303742.09000000 GBP 417010.25000000 USD 2022-01-18 6234.84000000 N N N Western Digital Corp. 549300QQXOOYEF89IC56 Western Digital Corp. 958102105 2953597.00000000 NS USD 192604060.37000000 1.904223845960 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 0.197664643419 Long STIV UST US N 1 2022-05-26 None 0.00000000 N N N N N N Heineken NV 724500K5PTPSST86UQ23 Heineken NV N/A 1242920.00000000 NS 139767342.46000000 1.381841617916 Long EC CORP NL N 2 N N N HeidelbergCement AG LZ2C6E0W5W7LQMX5ZI37 HeidelbergCement AG N/A 2396662.00000000 NS 162070797.36000000 1.602349797163 Long EC CORP DE N 2 N N N General Motors Co. 54930070NSV60J38I987 General Motors Co. 37045V100 2998830.00000000 NS USD 175821402.90000000 1.738298286076 Long EC CORP US N 1 N N N CaixaBank SA 7CUNS533WID6K7DGFI87 CaixaBank SA N/A 9750316.00000000 NS 26613311.79000000 0.263118559562 Long EC CORP ES N 2 N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 Deutsche Telekom AG N/A 14148132.00000000 NS 261215497.70000000 2.582566425128 Long EC CORP DE N 2 N N N Voya Financial, Inc. 549300T065Z4KJ686G75 Voya Financial, Inc. 929089100 3206753.00000000 NS USD 212639791.43000000 2.102311657725 Long EC CORP US N 1 N N N General Electric Co. 3C7474T6CDKPR9K6YT90 General Electric Co. 369604301 1707120.00000000 NS USD 161271626.40000000 1.594448611715 Long EC CORP US N 1 N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 Kinder Morgan, Inc. 49456B101 6799738.00000000 NS USD 107843844.68000000 1.066222696890 Long EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 2353806.36000000 0.023271441894 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 65481044.80000000 EUR 76875597.85000000 USD 2022-01-24 2353806.36000000 N N N Charter Communications, Inc. 0J0XRGZE3PBRFEZ7MV65 Charter Communications, Inc., Class A 16119P108 410308.00000000 NS USD 267508506.76000000 2.644783690391 Long EC CORP US N 1 N N N Alleghany Corp. 549300DCJE6AYX159479 Alleghany Corp. 017175100 104329.00000000 NS USD 69648997.11000000 0.688600649899 Long EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 110615.46000000 0.001093624902 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 4671185.63000000 EUR 5428230.67000000 USD 2022-02-07 110615.46000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 11931.95000000 0.000117967937 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 625158.04000000 USD 580940.61000000 CHF 2022-01-20 11931.95000000 N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650100 3058731.00000000 NS USD 315538689.96000000 3.119645019896 Long EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 557556.69000000 0.005512411018 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 22470000.00000000 EUR 26137104.00000000 USD 2022-02-07 557556.69000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 43998.07000000 0.000434996925 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1319544.35000000 EUR 1545727.45000000 USD 2022-01-24 43998.07000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 5157.07000000 0.000050986545 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 6359591.20000000 EUR 7256770.53000000 USD 2022-04-19 5157.07000000 N N N Capgemini SE 96950077L0TN7BAROX36 Capgemini SE N/A 705592.00000000 NS 172790289.18000000 1.708330490930 Long EC CORP FR N 2 N N N Novartis AG 5493007HIVTX6SY6XD66 Novartis AG 66987V109 3178290.00000000 NS USD 278005026.30000000 2.748559918002 Long EC CORP CH N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 103424.20000000 0.001022526874 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 688796431.00000000 JPY 6088431.49000000 USD 2022-01-18 103424.20000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 21088.24000000 0.000208493680 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1354746106.00000000 TWD 49190156.71000000 USD 2022-03-30 21088.24000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 158235.34000000 0.001564429675 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 923319039.00000000 JPY 8181028.34000000 USD 2022-01-18 158235.34000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796K65 25000000.00000000 PA USD 25000002.00000000 0.247168205415 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 314229.34000000 0.003106699833 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 14918275.83000000 EUR 17296994.91000000 USD 2022-02-07 314229.34000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 151127.52000000 0.001494156596 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 881844216.00000000 JPY 7813542.46000000 USD 2022-01-18 151127.52000000 N N N American Airlines Inc/AAdvantage Loyalty IP Ltd. N/A American Airlines Inc/AAdvantage Loyalty IP Ltd. 00253XAB7 1596282.00000000 PA USD 1709226.93000000 0.016898660765 Long DBT CORP US N 2 2029-04-20 Fixed 5.75000000 N N N N N N Mitsubishi Electric Corp. 549300TRXM9Y6561AX39 Mitsubishi Electric Corp. N/A 11794558.00000000 NS 149617737.65000000 1.479229790195 Long EC CORP JP N 2 N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 Samsung Electronics Co. Ltd. N/A 2392712.00000000 NS 157128072.27000000 1.553482421458 Long EC CORP KR N 2 N N N 2022-01-31 Franklin Mutual Series Funds Jeffrey W. White Jeffrey W. White Assistant Treasurer