0001752724-22-040086.txt : 20220223 0001752724-22-040086.hdr.sgml : 20220223 20220223110958 ACCESSION NUMBER: 0001752724-22-040086 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: 22661569 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 S000007862 FRANKLIN MUTUAL EUROPEAN FUND C000021382 CLASS A TEMIX C000021384 CLASS C TEURX C000021385 CLASS Z MEURX C000082422 CLASS R FMURX C000128729 Class R6 FMEUX NPORT-P 1 primary_doc.xml NPORT-P false 0000825063 XXXXXXXX S000007862 C000021385 C000128729 C000021382 C000082422 C000021384 Franklin Mutual Series Funds 811-05387 0000825063 549300DW3N5FG4OTT022 101 John F. Kennedy Parkway Short Hills 07078-2791 973-912-2000 Franklin Mutual European Fund S000007862 RLTH36HD42VD8KSXLM66 2021-12-31 2021-12-31 N 813465210.64 13010394.17 800454816.47 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 7672754.38999999 N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -4493.32000000 -0.00056134586 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2080152.60000000 EUR 2367429.99000000 USD 2022-04-19 -4493.32000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796P37 1500000.00000000 PA USD 1499658.60000000 0.187350812206 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 18904.44000000 0.002361712317 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1266643.66000000 USD 950580.42000000 GBP 2022-01-18 18904.44000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 25147.40000000 0.003141638913 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1013461.13000000 EUR 1178857.99000000 USD 2022-02-07 25147.40000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -16055.77000000 -0.00200583089 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2497677.22000000 USD 1835000.00000000 GBP 2022-01-18 -16055.77000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -4770.92000000 -0.00059602614 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 233061.46000000 USD 168806.22000000 GBP 2022-01-18 -4770.92000000 N N N ING Groep NV 549300NYKK9MWM7GGW15 ING Groep NV N/A 1786921.00000000 NS 24823938.95000000 3.101229256071 Long EC CORP NL N 2 N N N NN Group NV 724500OHYNDT9OY6Q215 NN Group NV N/A 481477.00000000 NS 26017834.58000000 3.250381413749 Long EC CORP NL N 2 N N N RWE AG 529900GB7KCA94ACC940 RWE AG N/A 482808.00000000 NS 19546262.79000000 2.441894581407 Long EC CORP DE N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 32439.80000000 0.004052670973 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 3467747.42000000 USD 3075555.64000000 EUR 2022-01-24 32439.80000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 159.48000000 0.000019923672 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 196660.41000000 EUR 224404.28000000 USD 2022-04-19 159.48000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -11989.13000000 -0.00149778972 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 669280.20000000 USD 486024.62000000 GBP 2022-01-18 -11989.13000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 10553.62000000 0.001318452932 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 864322.29000000 USD 797769.47000000 CHF 2022-01-20 10553.62000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 178300.69000000 0.022274922497 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 3722867.29000000 EUR 4415171.69000000 USD 2022-01-24 178300.69000000 N N N Danone SA 969500KMUQ2B6CBAF162 Danone SA N/A 357075.00000000 NS 22178049.07000000 2.770680944591 Long EC CORP FR N 2 N N N Berkeley Group Holdings plc 2138009OQSSLVVHQAL78 Berkeley Group Holdings plc N/A 118413.00000000 NS 7661620.52000000 0.957158400743 Long EC CORP GB N 2 N N N Software AG 529900M1LIO0SLOBAS50 Software AG N/A 408632.00000000 NS 16267240.72000000 2.032249714198 Long EC CORP DE N 2 N N N British American Tobacco plc 213800FKA5MF17RJKT63 British American Tobacco plc N/A 580351.00000000 NS 21531922.10000000 2.689960964312 Long EC CORP GB N 2 N N N adidas AG 549300JSX0Z4CW0V5023 adidas AG N/A 58815.00000000 NS 16922118.57000000 2.114062932949 Long EC CORP DE N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -280.12000000 -0.00003499510 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 103018.83000000 EUR 117188.55000000 USD 2022-04-19 -280.12000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -8624.28000000 -0.00107742246 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 630445.02000000 USD 459796.58000000 GBP 2022-01-18 -8624.28000000 N N N Rexel SA 969500N6AVPA51648T62 Rexel SA N/A 1103893.00000000 NS 22338892.58000000 2.790774959480 Long EC CORP FR N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA N/A 392420.00000000 NS 27110887.33000000 3.386935373761 Long EC CORP FR N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 244.94000000 0.000030600103 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 195850.49000000 USD 145000.00000000 GBP 2022-01-18 244.94000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -767.43000000 -0.00009587424 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 290288.94000000 USD 214082.60000000 GBP 2022-01-18 -767.43000000 N N N N/A N/A Foreign Exchange EUR/USD N/A -1104.00000000 NC USD -839006.88000000 -0.10481626979 N/A DFE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Foreign Exchange EUR/USD 2022-03-14 -157354500.00000000 USD -839006.88000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -4100.76000000 -0.00051230374 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 334429.49000000 USD 244256.92000000 GBP 2022-01-18 -4100.76000000 N N N Cie Generale des Etablissements Michelin SCA 549300SOSI58J6VIW052 Cie Generale des Etablissements Michelin SCA N/A 150695.00000000 NS 24661962.83000000 3.080993745375 Long EC CORP FR N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 987.96000000 0.000123424830 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 65282.17000000 GBP 89274.41000000 USD 2022-01-18 987.96000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 2374.10000000 0.000296593880 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 421245.66000000 EUR 482705.40000000 USD 2022-04-19 2374.10000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -762244.47000000 -0.09522642056 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 55923192.04000000 CHF 60566065.49000000 USD 2022-01-20 -762244.47000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 34258.29000000 0.004279853065 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 993165.47000000 GBP 1377397.65000000 USD 2022-01-18 34258.29000000 N N N Airbus SE MINO79WLOO247M1IL051 Airbus SE N/A 153607.00000000 NS 19637536.26000000 2.453297282487 Long EC CORP NL N 2 N N N FHLB 2549001DPIFGXC1TOL40 FHLB 313385RH1 1700000.00000000 PA USD 1700000.00000000 0.212379258019 Long STIV USGA US N 2 2022-01-03 None 0.00000000 N N N N N N Alstom SA 96950032TUYMW11FB530 Alstom SA N/A 217688.00000000 NS 7724091.30000000 0.964962811275 Long EC CORP FR N 2 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796L80 3000000.00000000 PA USD 2999906.25000000 0.374775213825 Long STIV UST US N 1 2022-02-17 None 0.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -51753.58000000 -0.00646552171 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 2814060.69000000 USD 2042549.06000000 GBP 2022-01-18 -51753.58000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -3621.38000000 -0.00045241529 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 293846.38000000 EUR 331441.09000000 USD 2022-04-19 -3621.38000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -428.00000000 -0.00005346960 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 239636.82000000 USD 176879.59000000 GBP 2022-01-18 -428.00000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 4694.87000000 0.000586525298 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 112109.99000000 EUR 132283.51000000 USD 2022-01-24 4694.87000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -26637.80000000 -0.00332783305 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2285314.56000000 CHF 2479558.19000000 USD 2022-01-20 -26637.80000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 3489.18000000 0.000435899682 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 385784.18000000 EUR 442660.73000000 USD 2022-02-07 3489.18000000 N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 Cie Financiere Richemont SA N/A 134000.00000000 NS 20001225.20000000 2.498732569091 Long EC CORP CH N 2 N N N N/A N/A Foreign Exchange GBP/USD N/A -1182.00000000 NC USD -2143772.79000000 -0.26781933794 N/A DFE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Foreign Exchange GBP/USD 2022-03-14 -99960262.50000000 USD -2143772.79000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 575805.13000000 0.071934744866 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 16018446.62000000 EUR 18805864.57000000 USD 2022-01-24 575805.13000000 N N N BP plc 213800LH1BZH3DI6G760 BP plc N/A 4474679.00000000 NS 20033060.73000000 2.502709749233 Long EC CORP GB N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -1845.83000000 -0.00023059765 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 269750.85000000 USD 198098.59000000 GBP 2022-01-18 -1845.83000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 413287.08000000 0.051631531411 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 17363265.77000000 EUR 20179396.48000000 USD 2022-02-07 413287.08000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -3603.82000000 -0.00045022153 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 374847.91000000 EUR 423821.79000000 USD 2022-04-19 -3603.82000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1027.26000000 0.000128334539 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 254869.18000000 USD 224851.90000000 EUR 2022-01-24 1027.26000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 7562.92000000 0.000944827845 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 630085.46000000 USD 581449.79000000 CHF 2022-01-20 7562.92000000 N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 BAE Systems plc N/A 2234016.00000000 NS 16645963.36000000 2.079563145538 Long EC CORP GB N 2 N N N Conduit Holdings Ltd. 21380085AE62D1BXSF19 Conduit Holdings Ltd. N/A 1190000.00000000 NS 6960721.80000000 0.869595841861 Long EC CORP BM N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 409866.30000000 0.051204176871 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 52540821.69000000 EUR 60320278.45000000 USD 2022-04-19 409866.30000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 9232.20000000 0.001153369285 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 194368.66000000 EUR 230436.68000000 USD 2022-01-24 9232.20000000 N N N GlaxoSmithKline plc 5493000HZTVUYLO1D793 GlaxoSmithKline plc N/A 1369794.00000000 NS 29799957.90000000 3.722878204595 Long EC CORP GB N 2 N N N Reckitt Benckiser Group plc 5493003JFSMOJG48V108 Reckitt Benckiser Group plc N/A 233301.00000000 NS 20067079.43000000 2.506959670565 Long EC CORP GB N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 2084.30000000 0.000260389463 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 782739.53000000 USD 715654.06000000 CHF 2022-01-20 2084.30000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1144.43000000 0.000142972467 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 45926.49000000 GBP 63254.60000000 USD 2022-01-18 1144.43000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -7293.84000000 -0.00091121195 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 999879.15000000 USD 733953.22000000 GBP 2022-01-18 -7293.84000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 413043.92000000 0.051601153681 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 17363262.21000000 EUR 20179149.26000000 USD 2022-02-07 413043.92000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 12371.27000000 0.001545530084 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 535242.98000000 EUR 621684.72000000 USD 2022-02-07 12371.27000000 N N N Royal Dutch Shell plc 21380068P1DRHMJ8KU70 Royal Dutch Shell plc, Class A N/A 973315.00000000 NS 21312287.79000000 2.662522275021 Long EC CORP GB N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 2725.63000000 0.000340510162 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 124584.64000000 GBP 171211.69000000 USD 2022-01-18 2725.63000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -24867.58000000 -0.00310668128 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 4528300.50000000 USD 3330000.00000000 GBP 2022-01-18 -24867.58000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -3322.04000000 -0.00041501905 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 219546.89000000 USD 159884.42000000 GBP 2022-01-18 -3322.04000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 52024.12000000 0.006499320002 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 2534456.04000000 GBP 3479577.51000000 USD 2022-01-18 52024.12000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 16640.85000000 0.002078924338 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1653840.60000000 USD 1523255.00000000 CHF 2022-01-20 16640.85000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 572313.11000000 0.071498490386 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 16018446.62000000 EUR 18802372.55000000 USD 2022-01-24 572313.11000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 46614.53000000 0.005823505467 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2146281.21000000 GBP 2949207.16000000 USD 2022-01-18 46614.53000000 N N N Vossloh AG 5299003HAEOUVX3HWX43 Vossloh AG N/A 413802.00000000 NS 21213979.54000000 2.650240726085 Long EC CORP DE N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 31789.43000000 0.003971420915 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 3553726.31000000 EUR 4077303.91000000 USD 2022-02-07 31789.43000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 18372.45000000 0.002295251352 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 792141.77000000 EUR 920136.04000000 USD 2022-02-07 18372.45000000 N N N Direct Line Insurance Group plc 213800FF2R23ALJQOP04 Direct Line Insurance Group plc N/A 5181143.00000000 NS 19561568.36000000 2.443806690584 Long EC CORP GB N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 23157.83000000 0.002893083972 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 846265.38000000 GBP 1167632.12000000 USD 2022-01-18 23157.83000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 8819.21000000 0.001101774868 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 344320.57000000 EUR 400789.14000000 USD 2022-02-07 8819.21000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 28638.84000000 0.003577820935 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 620245.76000000 EUR 734519.84000000 USD 2022-01-24 28638.84000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -4407.97000000 -0.00055068317 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 1221552.00000000 USD 900000.00000000 GBP 2022-01-18 -4407.97000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1693.77000000 0.000211600950 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 503709.85000000 USD 373713.58000000 GBP 2022-01-18 1693.77000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 34590.35000000 0.004321336980 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1069306.80000000 EUR 1251874.90000000 USD 2022-02-07 34590.35000000 N N N Accor SA 969500QZC2Q0TK11NV07 Accor SA N/A 385893.00000000 NS 12498225.89000000 1.561390553575 Long EC CORP FR N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 4264.49000000 0.000532758365 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 162065.24000000 EUR 188757.39000000 USD 2022-02-07 4264.49000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -5629.83000000 -0.00070332889 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 263871.67000000 USD 190953.29000000 GBP 2022-01-18 -5629.83000000 N N N BASF SE 529900PM64WH8AF1E917 BASF SE N/A 198530.00000000 NS 13922887.48000000 1.739372066171 Long EC CORP DE N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1710.85000000 0.000213734737 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 82916.76000000 EUR 96102.18000000 USD 2022-02-07 1710.85000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1958.42000000 0.000244663403 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 266650.06000000 USD 236021.75000000 EUR 2022-01-24 1958.42000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1766.56000000 0.000220694530 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 115210.47000000 EUR 132920.62000000 USD 2022-02-07 1766.56000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1392266.39000000 0.173934413455 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 40806500.43000000 GBP 56578253.65000000 USD 2022-01-18 1392266.39000000 N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 Cie Financiere Richemont SA N/A 472886.00000000 NS 518373.25000000 0.064759838948 Long CORP CH N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -745.25000000 -0.00009310331 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 417260.16000000 USD 307986.08000000 GBP 2022-01-18 -745.25000000 N N N Persimmon plc 213800XI72Y57UWN6F31 Persimmon plc N/A 186692.00000000 NS 7230124.34000000 0.903252025128 Long EC CORP GB N 2 N N N Siemens AG W38RGI023J3WT1HWRP32 Siemens AG N/A 111048.00000000 NS 19218629.48000000 2.400963687713 Long EC CORP DE N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 5547.51000000 0.000693044739 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 891830.09000000 USD 818288.00000000 CHF 2022-01-20 5547.51000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 4793.31000000 0.000598823306 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 691465.90000000 USD 634895.00000000 CHF 2022-01-20 4793.31000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 37622.21000000 0.004700104144 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 785000.00000000 EUR 931004.51000000 USD 2022-01-24 37622.21000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 41385.39000000 0.005170234365 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 897470.24000000 EUR 1062766.31000000 USD 2022-01-24 41385.39000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 7588.92000000 0.000948075999 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2151669.04000000 USD 1968953.61000000 CHF 2022-01-20 7588.92000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 14026.87000000 0.001752362495 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 500184.78000000 EUR 583430.53000000 USD 2022-02-07 14026.87000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -4409.16000000 -0.00055083184 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 252564.65000000 USD 183495.08000000 GBP 2022-01-18 -4409.16000000 N N N Covestro AG 3912005AWHKLQ1CPLV11 Covestro AG N/A 275899.00000000 NS 16967620.04000000 2.119747384971 Long EC CORP DE N 2 N N N Fresenius SE & Co. KGaA XDFJ0CYCOO1FXRFTQS51 Fresenius SE & Co. KGaA N/A 445374.00000000 NS 17886954.94000000 2.234598951990 Long EC CORP DE N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 12376.55000000 0.001546189709 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 404096.27000000 GBP 558869.18000000 USD 2022-01-18 12376.55000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -5477.17000000 -0.00068425723 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 334691.51000000 USD 243432.90000000 GBP 2022-01-18 -5477.17000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796Q36 2000000.00000000 PA USD 1999292.94000000 0.249769618329 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 145140.00000000 NS 16321108.42000000 2.038979350761 Long EC CORP NL N 2 N N N HeidelbergCement AG LZ2C6E0W5W7LQMX5ZI37 HeidelbergCement AG N/A 278881.00000000 NS 18858923.80000000 2.356026025699 Long EC CORP DE N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1585.66000000 0.000198094878 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 104776.20000000 GBP 143283.13000000 USD 2022-01-18 1585.66000000 N N N Avast plc 213800IR8G8LCZH4BO27 Avast plc N/A 2156101.00000000 NS 17706065.53000000 2.212000623356 Long EC CORP GB N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 21679.30000000 0.002708372734 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 870000.00000000 GBP 1198251.87000000 USD 2022-01-18 21679.30000000 N N N CaixaBank SA 7CUNS533WID6K7DGFI87 CaixaBank SA N/A 8415839.00000000 NS 22970880.87000000 2.869728608955 Long EC CORP ES N 2 N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 Deutsche Telekom AG N/A 1286312.00000000 NS 23749045.41000000 2.966943907556 Long EC CORP DE N 2 N N N Novartis AG 5493007HIVTX6SY6XD66 Novartis AG N/A 348036.00000000 NS 30547428.57000000 3.816258949469 Long EC CORP CH N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 17166.76000000 0.002144625736 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 724935.87000000 EUR 842424.05000000 USD 2022-02-07 17166.76000000 N N N AerCap Holdings NV 549300SZYINBBLJQU475 AerCap Holdings NV N/A 253601.00000000 NS USD 16590577.42000000 2.072643836808 Long EC CORP NL N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 3633.39000000 0.000453915689 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 575662.54000000 USD 428352.21000000 GBP 2022-01-18 3633.39000000 N N N Anheuser-Busch InBev SA 5493008H3828EMEXB082 Anheuser-Busch InBev SA N/A 270235.00000000 NS 16279580.59000000 2.033791321513 Long EC CORP BE N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 13609.18000000 0.001700180912 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1189910.47000000 USD 1097448.48000000 CHF 2022-01-20 13609.18000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -6043.71000000 -0.00075503449 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 296418.75000000 USD 214713.73000000 GBP 2022-01-18 -6043.71000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 4959.72000000 0.000619612737 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1474972.59000000 USD 1094315.09000000 GBP 2022-01-18 4959.72000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -31071.17000000 -0.00388168942 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1837397.89000000 USD 1335662.83000000 GBP 2022-01-18 -31071.17000000 N N N Capgemini SE 96950077L0TN7BAROX36 Capgemini SE N/A 94330.00000000 NS 23100188.17000000 2.885882837443 Long EC CORP FR N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -16054.44000000 -0.00200566473 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1515718.34000000 USD 1108905.33000000 GBP 2022-01-18 -16054.44000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796K65 3000000.00000000 PA USD 3000000.24000000 0.374786955899 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 25811.25000000 0.003224573013 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 621607.64000000 EUR 733242.16000000 USD 2022-01-24 25811.25000000 N N N Hellenic Telecommunications Organization SA ELPUFM0XZRZO4LFXW404 Hellenic Telecommunications Organization SA N/A 1303460.00000000 NS 24061271.52000000 3.005949995542 Long EC CORP GR N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 60015.69000000 0.007497698653 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 1548257.51000000 EUR 1822035.89000000 USD 2022-01-24 60015.69000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 22194.40000000 0.002772723649 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 1075655.08000000 EUR 1246705.75000000 USD 2022-02-07 22194.40000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 17644.16000000 0.002204266828 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 924441.51000000 USD 859055.76000000 CHF 2022-01-20 17644.16000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 119163.31000000 0.014886950212 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 7397869.99000000 USD 6854526.03000000 CHF 2022-01-20 119163.31000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 411456.23000000 0.051402805196 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 52542572.19000000 EUR 60323864.42000000 USD 2022-04-19 411456.23000000 N N N ASR Nederland NV 7245000G0HS48PZWUD53 ASR Nederland NV N/A 517151.00000000 NS 23797680.28000000 2.973019812029 Long EC CORP NL N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -6014.08000000 -0.00075133285 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 824443.99000000 USD 605176.46000000 GBP 2022-01-18 -6014.08000000 N N N Taylor Wimpey plc 21380089BTRXTD8S3R66 Taylor Wimpey plc N/A 3206027.00000000 NS 7637373.39000000 0.954129231638 Long EC CORP GB N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -23216.03000000 -0.00290035483 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1915747.75000000 CHF 2077693.58000000 USD 2022-01-20 -23216.03000000 N N N N/A N/A MSCI EAFE Index N/A 92.00000000 NC USD 302475.76000000 0.037787986751 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI EAFE Index MSDUEAFE Index 2022-03-18 10680280.00000000 USD 302475.76000000 N N N 2022-01-31 Franklin Mutual Series Funds Jeffrey W. White Jeffrey W. White Assistant Treasurer