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
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2021-12-31
2021-12-31
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United States of America
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U.S. Treasury Bills
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US
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2022-04-28
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Forward Foreign Currency Contract
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2022-02-07
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Canadian Natural Resources Ltd.
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Canadian Natural Resources Ltd.
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Forward Foreign Currency Contract
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UBS AG
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USD
2022-04-19
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N
NN Group NV
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NN Group NV
N/A
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EC
CORP
NL
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N
N
N
RWE AG
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RWE AG
N/A
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NS
110474998.97000000
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EC
CORP
DE
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2
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N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
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DFE
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Bank of America
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6471277.10000000
USD
4708917.60000000
GBP
2022-01-18
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Forward Foreign Currency Contract
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UBS AG
BFM8T61CT2L1QCEMIK50
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USD
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CHF
2022-01-20
26140.99000000
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N
N
China Pacific Insurance Group Co. Ltd.
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China Pacific Insurance Group Co. Ltd., Class H
N/A
46728965.00000000
NS
126974838.38000000
1.255365616985
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EC
CORP
CN
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2
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N
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N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
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DFE
N/A
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Bank of America
B4TYDEB6GKMZO031MB27
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EUR
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USD
2022-01-24
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Forward Foreign Currency Contract
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DFE
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UBS AG
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JPY
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2022-01-18
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N
Danone SA
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Danone SA
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NS
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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
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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
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Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
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DFE
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UBS AG
BFM8T61CT2L1QCEMIK50
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USD
1898157.88000000
CHF
2022-01-20
28529.41000000
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
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NS
USD
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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
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DFE
N/A
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Bank of America
B4TYDEB6GKMZO031MB27
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JPY
11641726.66000000
USD
2022-01-18
141818.82000000
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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
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N/A
DFE
N/A
N
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Bank of America
B4TYDEB6GKMZO031MB27
13200000.00000000
EUR
15534156.00000000
USD
2022-01-24
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N
N
N
Merck & Co., Inc.
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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
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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
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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
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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
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N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
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EUR
1651178.51000000
USD
2022-04-19
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N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
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N/A
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DFE
N/A
N
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UBS AG
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EUR
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USD
2022-04-19
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N
N
N/A
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USD
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N/A
DFE
US
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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
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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
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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