0001752724-22-040073.txt : 20220223
0001752724-22-040073.hdr.sgml : 20220223
20220223110948
ACCESSION NUMBER: 0001752724-22-040073
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: 22661554
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
S000007864
FRANKLIN MUTUAL SHARES FUND
C000021390
CLASS A
TESIX
C000021392
CLASS C
TEMTX
C000021393
CLASS Z
MUTHX
C000021394
CLASS R
TESRX
C000128731
Class R6
FMSHX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000825063
XXXXXXXX
S000007864
C000021392
C000021390
C000021393
C000128731
C000021394
Franklin Mutual Series Funds
811-05387
0000825063
549300DW3N5FG4OTT022
101 John F. Kennedy Parkway
Short Hills
07078-2791
973-912-2000
Franklin Mutual Shares Fund
S000007864
QOET654RR8JMYG00F771
2021-12-31
2021-12-31
N
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
64510309.10000000
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
18354.80000000
0.000216962989
N/A
DFE
N/A
N
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UBS AG
BFM8T61CT2L1QCEMIK50
2211484881.00000000
KRW
1873171.40000000
USD
2022-05-16
18354.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16213.96000000
0.000191657181
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
785812.01000000
EUR
910771.84000000
USD
2022-02-07
16213.96000000
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
1385464.00000000
NS
USD
120826315.44000000
1.428227965171
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co. (The)
N/A
Kraft Heinz Co. (The)
500754106
6082387.00000000
NS
USD
218357693.30000000
2.581098023603
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796P37
17000000.00000000
PA
USD
16996130.80000000
0.200902834948
Long
STIV
UST
US
N
1
2022-04-28
None
0.00000000
N
N
N
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483102
1596954.00000000
NS
USD
107938120.86000000
1.275883007430
Long
EC
CORP
US
N
1
N
N
N
Wayne Services Legacy, Inc.
N/A
Wayne Services Legacy, Inc.
N/A
7468.52600000
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
76112.57000000
0.000899688950
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9756881.83000000
EUR
11201534.54000000
USD
2022-04-19
76112.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
80318.51000000
0.000949405282
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1917944.90000000
EUR
2263067.58000000
USD
2022-01-24
80318.51000000
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
15397217.00000000
NS
213898417.94000000
2.528387140627
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
240380.46000000
0.002841418229
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
8820413.97000000
GBP
12168951.83000000
USD
2022-01-18
240380.46000000
N
N
N
NortonLifeLock, Inc.
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc.
668771108
7208153.00000000
NS
USD
187267814.94000000
2.213599986889
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
388119.00000000
NS
USD
107206230.18000000
1.267231690597
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
485259.35000000
0.005736010168
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
67431420062.00000000
KRW
57041339.98000000
USD
2022-05-16
485259.35000000
N
N
N
Frontier Communications Parent, Inc.
N/A
Frontier Communications Parent, Inc.
35909D109
343602.00000000
NS
USD
10132822.98000000
0.119775076261
Long
EC
CORP
US
N
1
N
N
N
Windstream Holdings, Inc.
529900M9WS6K57ZMIJ19
Windstream Holdings, Inc.
N/A
2123740.00000000
NS
USD
37382547.20000000
0.441880554959
Long
EC
CORP
US
Y
3
N
N
N
Everest Re Group Ltd.
549300N24XF2VV0B3570
Everest Re Group Ltd.
N/A
492581.00000000
NS
USD
134927787.52000000
1.594914474657
Long
EC
CORP
BM
N
1
N
N
N
British American Tobacco plc
213800FKA5MF17RJKT63
British American Tobacco plc
N/A
3655087.00000000
NS
135609396.03000000
1.602971430890
Long
EC
CORP
GB
N
2
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
2058401.00000000
NS
USD
213641439.79000000
2.525349529334
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796R43
5000000.00000000
PA
USD
4996140.60000000
0.059056900782
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
16046.97000000
0.000189683275
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
609840.50000000
EUR
710281.23000000
USD
2022-02-07
16046.97000000
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
2848676.00000000
NS
USD
218322528.64000000
2.580682359593
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
108664.04000000
0.001284463737
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
4487212.38000000
EUR
5216846.57000000
USD
2022-02-07
108664.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
18132.21000000
0.000214331863
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
707919.30000000
EUR
824018.07000000
USD
2022-02-07
18132.21000000
N
N
N
N/A
N/A
Foreign Exchange EUR/USD
N/A
-52.00000000
NC
USD
-39518.44000000
-0.00046712788
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange EUR/USD
2022-03-14
-7411625.00000000
USD
-39518.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20239.89000000
-0.00023924570
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
772595.62000000
GBP
1024604.72000000
USD
2022-01-18
-20239.89000000
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
2542999.00000000
NS
USD
206771248.69000000
2.444140406807
Long
EC
CORP
IE
N
1
N
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515104
1900525.00000000
NS
USD
131212246.00000000
1.550994900637
Long
EC
CORP
US
N
1
N
N
N
Avaya Holdings Corp.
549300NZS2OZN6Q63A60
Avaya Holdings Corp.
05351X119
193072.00000000
NS
USD
540601.60000000
0.006390183465
Long
CORP
US
N
1
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35908MAA8
10568178.00000000
PA
USD
10583026.29000000
0.125096706363
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
1044869.00000000
NS
133578892.05000000
1.578969850133
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
67399.33000000
0.000796694061
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
5728908444.00000000
KRW
4872349.42000000
USD
2022-05-16
67399.33000000
N
N
N
FHLB
2549001DPIFGXC1TOL40
FHLB
313385RH1
16200000.00000000
PA
USD
16200000.00000000
0.191492167509
Long
STIV
USGA
US
N
2
2022-01-03
None
0.00000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
8113684.00000000
NS
USD
211280331.36000000
2.497440037298
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796L80
32000000.00000000
PA
USD
31999000.00000000
0.378244312847
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
-1385441.00000000
NS
USD
-199364959.90000000
-2.35659433930
Short
EC
CORP
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
2481360.00000000
NS
USD
117591650.40000000
1.389992593586
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1238.95000000
0.000014645013
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
136985.78000000
EUR
157181.73000000
USD
2022-02-07
1238.95000000
N
N
N
Veritas US, Inc.
549300RFUWCPWS8FQ104
Veritas US, Inc., Term Loan B
G9341JAN0
47474231.16000000
PA
USD
47533573.95000000
0.561870808960
Long
LON
CORP
US
N
2
2025-09-01
Variable
6.00000000
N
N
N
N
N
N
Ashland Global Holdings, Inc.
529900E4L9R04SB8HB11
Ashland Global Holdings, Inc.
044186104
1440789.00000000
NS
USD
155115343.74000000
1.833541567082
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Foreign Exchange GBP/USD
N/A
-445.00000000
NC
USD
-805305.40000000
-0.00951911583
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange GBP/USD
2022-03-14
-37633093.75000000
USD
-805305.40000000
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
38411250.00000000
NS
171966503.98000000
2.032730776922
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7699.82000000
0.000091015754
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
223221.68000000
GBP
309580.86000000
USD
2022-01-18
7699.82000000
N
N
N
Avaya Holdings Corp.
549300NZS2OZN6Q63A60
Avaya Holdings Corp.
05351X101
364.00000000
NS
USD
7207.20000000
0.000085192737
Long
EC
CORP
US
N
1
N
N
N
Xilinx, Inc.
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919101
803900.00000000
NS
USD
170450917.00000000
2.014815774709
Long
EC
CORP
US
N
1
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2013-2, Class A
02377UAB0
6309302.45100000
PA
USD
6450908.44000000
0.076252990097
Long
ABS-O
CORP
US
N
2
2023-01-15
Fixed
4.95000000
N
N
N
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146103
1837937.00000000
NS
USD
86346280.26000000
1.020656565639
Long
EC
CORP
US
N
1
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
1501831.00000000
NS
USD
155364416.95000000
1.836485737999
Long
EC
CORP
IE
N
1
N
N
N
Willis Towers Watson plc
549300WHC56FF48KL350
Willis Towers Watson plc
N/A
593171.00000000
NS
USD
140872180.79000000
1.665180200077
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
3211353.00000000
PA
USD
3344399.35000000
0.039532486453
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
8009460.00000000
NS
174246325.19000000
2.059679413036
Long
EC
CORP
GB
N
2
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
2787000.00000000
NS
USD
140269710.00000000
1.658058691593
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
14581.77000000
0.000172363873
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
608721.98000000
GBP
837806.58000000
USD
2022-01-18
14581.77000000
N
N
N
Banff Guarantor, Inc.
N/A
Banff Guarantor, Inc., Second Lien Term Loan
10318UAB5
20487800.00000000
PA
USD
20722487.75000000
0.244950252804
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
42925.17000000
0.000507397150
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
4372857440.00000000
KRW
3710528.16000000
USD
2022-05-16
42925.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9056.29000000
-0.00010704991
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
644476.46000000
USD
469852.49000000
GBP
2022-01-18
-9056.29000000
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
3726503.00000000
NS
USD
178797613.94000000
2.113477940671
Long
EC
CORP
US
N
1
N
N
N
Walter Energy Corp.
N/A
Walter Energy Corp.
N/A
20046000.00000000
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
31916.51000000
0.000377269239
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
899680.64000000
EUR
1055813.02000000
USD
2022-01-24
31916.51000000
N
N
N
International Automotive Components Group BVBA
N/A
International Automotive Components Group BVBA
N/A
7234813.00000000
NS
USD
273902.79000000
0.003237669070
Long
EC
CORP
BR
Y
3
N
N
N
KBR, Inc.
254900OFQDXZRKRCV808
KBR, Inc.
48242W106
2517409.00000000
NS
USD
119879016.58000000
1.417030415049
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions Corp.
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp., Class A
192446102
2194550.00000000
NS
USD
194700476.00000000
2.301457787923
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
731264.00000000
NS
USD
115795654.40000000
1.368763015384
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413106
643353.00000000
NS
USD
120139739.22000000
1.420112288102
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1403.38000000
0.000016588659
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1730624.35000000
EUR
1974772.18000000
USD
2022-04-19
1403.38000000
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
1310062.00000000
NS
USD
151940990.76000000
1.796019114454
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5749.50000000
-0.00006796198
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
546702.40000000
USD
400000.00000000
GBP
2022-01-18
-5749.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
382811.59000000
0.004525025994
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
64413049545.00000000
KRW
54379948.96000000
USD
2022-06-17
382811.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
915314.28000000
0.010819476261
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
38454734.42000000
EUR
44691669.34000000
USD
2022-02-07
915314.28000000
N
N
N
Flex Ltd.
549300EAQH74YHD07T53
Flex Ltd.
N/A
3176273.00000000
NS
USD
58221084.09000000
0.688202567107
Long
EC
CORP
SG
N
1
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp., Class A
526057104
1364544.00000000
NS
USD
158505431.04000000
1.873614108139
Long
EC
CORP
US
N
1
N
N
N
Uniti Group, Inc.
549300V3NU625PJUVA84
Uniti Group, Inc.
91325V108
601603.00000000
NS
USD
8428458.03000000
0.099628623267
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-15453.78000000
-0.00018267147
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
877444.14000000
GBP
1171186.11000000
USD
2022-01-18
-15453.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
127255.81000000
0.001504227832
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3816524.27000000
EUR
4470714.70000000
USD
2022-01-24
127255.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
25290.25000000
0.000298943505
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2703474.47000000
USD
2397719.66000000
EUR
2022-01-24
25290.25000000
N
N
N
Citgo Holding, Inc.
549300NYHOALWZ2BSL72
Citgo Holding, Inc.
17302WAB4
41442000.00000000
PA
USD
41695417.83000000
0.492860860214
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
1929863.00000000
NS
USD
120597138.87000000
1.425518982571
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
818102.00000000
NS
USD
126715818.78000000
1.497844863945
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
92856.50000000
0.001097610645
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
2583195.13000000
EUR
3032704.66000000
USD
2022-01-24
92856.50000000
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
2411359.00000000
NS
USD
107281361.91000000
1.268119785525
Long
EC
CORP
US
N
1
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034W106
1147757.00000000
NS
USD
78747607.77000000
0.930836425806
Long
EC
CORP
US
N
1
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AP7
63292000.00000000
PA
USD
59718533.68000000
0.705903176226
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
914775.72000000
0.010813110210
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
38454726.58000000
EUR
44691121.86000000
USD
2022-02-07
914775.72000000
N
N
N
Tapestry, Inc.
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030107
3917214.00000000
NS
USD
159038888.40000000
1.879919843086
Long
EC
CORP
US
N
1
N
N
N
Bosgaerde BV
724500SEMY2K987RV910
Bosgaerde BV
N/A
555154.19000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
NL
N
3
N
N
N
Pinnacle West Capital Corp.
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp.
723484101
1205815.00000000
NS
USD
85118480.85000000
1.006143357597
Long
EC
CORP
US
N
1
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752103
488644.00000000
NS
USD
226506039.76000000
2.677415586889
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
3924117.00000000
NS
USD
164263537.62000000
1.941677830964
Long
EC
CORP
US
N
1
N
N
N
Windstream Holdings, Inc.
529900M9WS6K57ZMIJ19
Windstream Holdings, Inc.
N/A
119757.00000000
NS
USD
2107989.54000000
0.024917499142
Long
CORP
US
Y
3
N
N
N
Tribune Media Net, Inc.
N/A
Tribune Media Net, Inc.
N/A
1005034.37000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
2897164.00000000
NS
USD
188924064.44000000
2.233177691006
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796Q36
3000000.00000000
PA
USD
2998939.41000000
0.035448975793
Long
STIV
UST
US
N
1
2022-05-26
None
0.00000000
N
N
N
N
N
N
Sylvamo Corp.
5493001AOYU1ZOWOC971
Sylvamo Corp.
871332102
167085.00000000
NS
USD
4660000.65000000
0.055083557102
Long
EC
CORP
US
N
1
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
2685168.00000000
NS
USD
157431399.84000000
1.860918517864
Long
EC
CORP
US
N
1
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
2584730.00000000
NS
USD
171393446.30000000
2.025956946228
Long
EC
CORP
US
N
1
N
N
N
Alliance Data Systems Corp.
549300G8S4PO686J7H97
Alliance Data Systems Corp.
018581108
1298031.00000000
NS
USD
86409923.67000000
1.021408862832
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7219.30000000
0.000085335765
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
235711.04000000
GBP
325990.73000000
USD
2022-01-18
7219.30000000
N
N
N
Elanco Animal Health, Inc.
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414H103
3553587.00000000
NS
USD
100850799.06000000
1.192107290559
Long
EC
CORP
US
N
1
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
369604301
1406350.00000000
NS
USD
132857884.50000000
1.570447177384
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
76407.83000000
0.000903179072
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
9757206.90000000
EUR
11202200.46000000
USD
2022-04-19
76407.83000000
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
381924.00000000
NS
USD
249002990.28000000
2.943340884262
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
163613.20000000
0.001933990512
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
25972019912.00000000
KRW
21935827.63000000
USD
2022-06-17
163613.20000000
N
N
N
Alleghany Corp.
549300DCJE6AYX159479
Alleghany Corp.
017175100
170350.00000000
NS
USD
113723956.50000000
1.344274501724
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
2774475.00000000
NS
USD
286214841.00000000
3.383203720768
Long
EC
CORP
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
66987V109
1965544.00000000
NS
USD
171926133.68000000
2.032253579623
Long
EC
CORP
CH
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796K65
10000000.00000000
PA
USD
10000000.80000000
0.118205051128
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
92293.37000000
0.001090954164
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
2583195.14000000
EUR
3032141.54000000
USD
2022-01-24
92293.37000000
N
N
N
American Airlines Inc/AAdvantage Loyalty IP Ltd.
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd.
00253XAB7
1279672.00000000
PA
USD
1370215.19000000
0.016196634363
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
33470.65000000
0.000395639957
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1034692.99000000
EUR
1211351.30000000
USD
2022-02-07
33470.65000000
N
N
N
Sensata Technologies Holding plc
529900MS7KFYCY9MS037
Sensata Technologies Holding plc
N/A
3304770.00000000
NS
USD
203871261.30000000
2.409861093778
Long
EC
CORP
GB
N
1
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
N/A
2325988.00000000
NS
152746344.13000000
1.805538797320
Long
EC
CORP
KR
N
2
N
N
N
Loyalty Ventures, Inc.
549300Q3YKVWNY6JIJ44
Loyalty Ventures, Inc.
54911Q107
519212.00000000
NS
USD
15612704.84000000
0.184550042623
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
1677906.00000000
NS
USD
170475249.60000000
2.015103398309
Long
EC
CORP
US
N
1
N
N
N
2022-01-31
Franklin Mutual Series Funds
Jeffrey W. White
Jeffrey W. White
Assistant Treasurer