0001752724-22-187906.txt : 20220823
0001752724-22-187906.hdr.sgml : 20220823
20220823163803
ACCESSION NUMBER: 0001752724-22-187906
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220823
DATE AS OF CHANGE: 20220823
PERIOD START: 20221231
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: 221187990
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
2022-12-31
2022-06-30
N
7053792721.45
29653190.09
7024139531.36
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
42336225.85999999
N
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
915856.00000000
NS
USD
67416160.16000000
0.959778202853
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
1968182.00000000
NS
USD
137516876.34000000
1.957775407593
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co. (The)
9845007488EC87F5AF14
Kraft Heinz Co. (The)
500754106
5121851.00000000
NS
USD
195347397.14000000
2.781086512701
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
208029.51000000
0.002961636924
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2285367.89000000
EUR
2606119.27000000
USD
2022-07-25
208029.51000000
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
99083.89000000
0.001410619614
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
13500000.00000000
EUR
14351445.00000000
USD
2022-10-12
99083.89000000
N
N
N
FHLB
2549001DPIFGXC1TOL40
Federal Home Loan Banks
313385YU4
26300000.00000000
PA
USD
26300000.00000000
0.374423086024
Long
STIV
USGA
US
N
2
2022-07-01
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
49330.71000000
0.000702302535
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2156859.39000000
EUR
2326392.85000000
USD
2022-10-12
49330.71000000
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
11863076.00000000
NS
116864769.86000000
1.663759231123
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-58536.46000000
-0.00083336129
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
11748343.79000000
USD
11129225.00000000
EUR
2022-08-08
-58536.46000000
N
N
N
NortonLifeLock, Inc.
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc.
668771108
4835464.00000000
NS
USD
106186789.44000000
1.511740889626
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
495692.00000000
NS
USD
160718217.16000000
2.288084062716
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796W96
10000000.00000000
PA
USD
9997081.90000000
0.142324648526
Long
STIV
UST
US
N
2
2022-07-12
None
0.00000000
N
N
N
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
241272.00000000
NS
USD
146944298.88000000
2.091990032714
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5269.82000000
0.000075024420
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
1798125.57000000
USD
1718627.04000000
EUR
2022-07-25
5269.82000000
N
N
N
Windstream Holdings, Inc.
529900M9WS6K57ZMIJ19
Windstream Holdings, Inc.
N/A
2123740.00000000
NS
USD
30482108.18000000
0.433962167805
Long
EC
CORP
US
Y
3
N
N
N
Everest Re Group Ltd.
549300N24XF2VV0B3570
Everest Re Group Ltd.
N/A
420715.00000000
NS
USD
117918000.20000000
1.678753670446
Long
EC
CORP
BM
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
209682.74000000
0.002985173330
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
2285452.53000000
EUR
2607861.32000000
USD
2022-07-25
209682.74000000
N
N
N
British American Tobacco plc
213800FKA5MF17RJKT63
British American Tobacco plc
N/A
3067236.00000000
NS
131453238.18000000
1.871449699897
Long
EC
CORP
GB
N
2
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
1903379.00000000
NS
USD
169343629.63000000
2.410880775843
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1245962.78000000
0.017738297686
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
13107573.65000000
EUR
15000045.13000000
USD
2022-07-25
1245962.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5529.96000000
0.000078727934
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
850237.82000000
GBP
1041158.72000000
USD
2022-08-15
5529.96000000
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
1317878.00000000
NS
USD
120150937.26000000
1.710543145157
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
1222813.00000000
NS
58486765.60000000
0.832653812454
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31599.55000000
0.000449870761
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1168642.00000000
EUR
1265370.50000000
USD
2022-10-12
31599.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-59498.46000000
-0.00084705692
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
5711238.71000000
USD
5386081.00000000
EUR
2022-07-25
-59498.46000000
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
2618630.00000000
NS
USD
125380004.40000000
1.784987383012
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24846.51000000
0.000353730302
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
1078429.00000000
EUR
1163376.85000000
USD
2022-10-12
24846.51000000
N
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515104
1728148.00000000
NS
USD
113072723.64000000
1.609773312947
Long
EC
CORP
US
N
1
N
N
N
Avaya Holdings Corp.
549300NZS2OZN6Q63A60
Avaya Holdings Corp.
05351X119
193072.00000000
NS
USD
10136.28000000
0.000144306358
Long
CORP
US
N
1
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35908MAA8
10568178.00000000
PA
USD
8149544.78000000
0.116021966016
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.87500000
N
N
N
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912108
1789250.00000000
NS
USD
78458612.50000000
1.116985392299
Long
EC
CORP
US
N
1
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
3481487.00000000
NS
USD
108657209.27000000
1.546911316110
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-32399.79000000
-0.00046126347
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
6502680.80000000
USD
6160000.00000000
EUR
2022-08-08
-32399.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
27699.29000000
0.000394344244
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
6000000.00000000
EUR
6362082.00000000
USD
2022-10-12
27699.29000000
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
2403075.00000000
NS
USD
100376442.75000000
1.429021196145
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
49374.15000000
0.000702920973
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
849335.27000000
EUR
941490.69000000
USD
2022-08-08
49374.15000000
N
N
N
Veritas US, Inc.
549300RFUWCPWS8FQ104
Veritas US, Inc., Term Loan B
G9341JAN0
47538431.87000000
PA
USD
39258663.19000000
0.558910639726
Long
LON
CORP
US
N
2
2025-09-01
Variable
7.25043000
N
N
N
N
N
N
Ashland Global Holdings, Inc.
529900E4L9R04SB8HB11
Ashland Global Holdings, Inc.
044186104
1387496.00000000
NS
USD
142981462.80000000
2.035572644330
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
46744.64000000
0.000665485641
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
2156859.39000000
EUR
2323806.78000000
USD
2022-10-12
46744.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7240.07000000
0.000103074119
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
744479.52000000
GBP
914050.36000000
USD
2022-08-15
7240.07000000
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
45045698.00000000
NS
211477094.76000000
3.010718876181
Long
EC
CORP
GB
N
2
N
N
N
Avaya Holdings Corp.
549300NZS2OZN6Q63A60
Avaya Holdings Corp.
05351X101
364.00000000
NS
USD
815.36000000
0.000011607969
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
5948557.72100000
PA
USD
5841155.92000000
0.083158312757
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
2951090.00000000
NS
USD
123444094.70000000
1.757426573730
Long
EC
CORP
US
N
1
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
1624407.00000000
NS
USD
145790528.25000000
2.075564239564
Long
EC
CORP
IE
N
1
N
N
N
Willis Towers Watson plc
549300WHC56FF48KL350
Willis Towers Watson plc
N/A
722815.00000000
NS
USD
142676452.85000000
2.031230333808
Long
EC
CORP
IE
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
2787000.00000000
NS
USD
109361880.00000000
1.556943444983
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6592.29000000
0.000093851922
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
63308.51000000
EUR
73089.67000000
USD
2022-08-08
6592.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-106167.26000000
-0.00151146285
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
2791520.53000000
USD
2559128.62000000
EUR
2022-07-25
-106167.26000000
N
N
N
Veritas US, Inc. / Veritas Bermuda Ltd.
N/A
Veritas US, Inc. / Veritas Bermuda Ltd.
92346LAE3
65747000.00000000
PA
USD
49468042.80000000
0.704257689915
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.50000000
N
N
N
N
N
N
Bausch Health Americas, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc.
91911XAW4
12778000.00000000
PA
USD
8991239.70000000
0.128004856108
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
Banff Guarantor, Inc.
N/A
Banff Guarantor, Inc., Second Lien Term Loan
10318UAB5
20487800.00000000
PA
USD
19322658.81000000
0.275089336191
Long
LON
CORP
US
N
2
2026-02-27
Variable
7.16614000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
21151000.00000000
PA
USD
17595516.90000000
0.250500674444
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20053.10000000
-0.00028548834
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4278134.51000000
USD
4057930.89000000
EUR
2022-07-25
-20053.10000000
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
2008632.00000000
NS
USD
156392087.52000000
2.226494602246
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
3358794.00000000
NS
USD
131563960.98000000
1.873026018242
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
364884.14000000
0.005194716568
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
9896626.19000000
EUR
10813053.78000000
USD
2022-10-12
364884.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
20893.12000000
0.000297447394
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
515395.61000000
GBP
648668.67000000
USD
2022-08-15
20893.12000000
N
N
N
N/A
N/A
Foreign Exchange EUR/USD
N/A
-52.00000000
NC
USD
150857.81000000
0.002147705200
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange EUR/USD
2022-09-19
-6849700.00000000
USD
150857.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
513200.09000000
0.007306234275
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
5905027.27000000
GBP
7705794.86000000
USD
2022-08-15
513200.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
51731.50000000
0.000736481668
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
788954.31000000
EUR
880425.67000000
USD
2022-08-08
51731.50000000
N
N
N
International Automotive Components Group BVBA
N/A
International Automotive Components Group BVBA
N/A
7234813.00000000
NS
USD
170104.92000000
0.002421718976
Long
EC
CORP
BR
Y
3
N
N
N
KBR, Inc.
254900OFQDXZRKRCV808
KBR, Inc.
48242W106
2623730.00000000
NS
USD
126962294.70000000
1.807513847541
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions Corp.
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp., Class A
192446102
1413496.00000000
NS
USD
95396845.04000000
1.358128559577
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
94173.81000000
0.001340716675
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1339985.81000000
EUR
1501655.10000000
USD
2022-08-08
94173.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6523.16000000
-0.00009286774
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
810131.86000000
USD
765835.19000000
EUR
2022-07-25
-6523.16000000
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
1542509.00000000
NS
USD
207529160.86000000
2.954513644460
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24290.41000000
0.000345813318
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
600000.00000000
GBP
755118.00000000
USD
2022-08-15
24290.41000000
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
3354142.00000000
NS
USD
119944117.92000000
1.707598736962
Long
EC
CORP
CW
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
367853.12000000
0.005236984805
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
9896626.20000000
EUR
10816022.77000000
USD
2022-10-12
367853.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31622.94000000
0.000450203756
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
495574.10000000
EUR
552159.25000000
USD
2022-08-08
31622.94000000
N
N
N
Flex Ltd.
549300EAQH74YHD07T53
Flex Ltd.
N/A
7809214.00000000
NS
USD
112999326.58000000
1.608728386950
Long
EC
CORP
SG
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
78601.16000000
0.001119014786
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1227784.19000000
EUR
1368229.20000000
USD
2022-08-08
78601.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
23006.94000000
0.000327541044
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
389685.73000000
EUR
432321.25000000
USD
2022-08-08
23006.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3535.72000000
0.000050336699
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1799859.67000000
USD
1718627.04000000
EUR
2022-07-25
3535.72000000
N
N
N
Citgo Holding, Inc.
549300NYHOALWZ2BSL72
Citgo Holding, Inc.
17302WAB4
42922000.00000000
PA
USD
41605153.04000000
0.592316722272
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
1555621.00000000
NS
USD
172113907.44000000
2.450320166215
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Americas, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc.
91911XAV6
27812000.00000000
PA
USD
19962202.06000000
0.284194269929
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
Quest Software US Holdings, Inc.
N/A
Quest Software US Holdings, Inc., Second Lien Term Loan
G7314UAB8
40126436.00000000
PA
USD
36189029.47000000
0.515209433247
Long
LON
CORP
US
N
2
2030-02-01
Variable
8.72403000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
962146.00000000
NS
USD
90826582.40000000
1.293063470543
Long
EC
CORP
US
N
1
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
343988.00000000
NS
USD
161010463.16000000
2.292244657742
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
512048.62000000
0.007289841235
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
5905027.38000000
GBP
7704643.52000000
USD
2022-08-15
512048.62000000
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
4417762.00000000
NS
USD
137524931.06000000
1.957890079574
Long
EC
CORP
US
N
1
N
N
N
First Horizon Corp.
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp.
320517105
2287185.00000000
NS
USD
49997864.10000000
0.711800554029
Long
EC
CORP
US
N
1
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AP7
66378000.00000000
PA
USD
43989696.27000000
0.626264556300
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
Tapestry, Inc.
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030107
4717564.00000000
NS
USD
143980053.28000000
2.049789196771
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
940600.00000000
NS
USD
68776672.00000000
0.979147291891
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-285.10000000
-0.00000405886
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
60665.01000000
USD
57484.40000000
EUR
2022-08-08
-285.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
49974.65000000
0.000711470063
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
849335.42000000
EUR
942091.34000000
USD
2022-08-08
49974.65000000
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
287693.00000000
NS
USD
138834887.94000000
1.976539436896
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
4301939.00000000
NS
USD
122992436.01000000
1.750996480933
Long
EC
CORP
US
N
1
N
N
N
Windstream Holdings, Inc.
529900M9WS6K57ZMIJ19
Windstream Holdings, Inc.
N/A
119757.00000000
NS
USD
1718876.05000000
0.024470983845
Long
CORP
US
Y
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-60250.84000000
-0.00085776826
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
1605027.12000000
USD
1472164.29000000
EUR
2022-07-25
-60250.84000000
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
2974994.00000000
NS
USD
133368981.02000000
1.898723401273
Long
EC
CORP
US
N
1
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
4194942.00000000
NS
USD
133231357.92000000
1.896764113599
Long
EC
CORP
US
N
1
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
2460824.00000000
NS
USD
146492852.72000000
2.085562965626
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Foreign Exchange GBP/USD
N/A
-395.00000000
NC
USD
766805.60000000
0.010916719358
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange GBP/USD
2022-09-19
-30116281.25000000
USD
766805.60000000
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
477328.00000000
NS
USD
117446554.40000000
1.672041876099
Long
EC
CORP
US
N
1
N
N
N
Bread Financial Holdings, Inc.
549300G8S4PO686J7H97
Bread Financial Holdings, Inc.
018581108
1899251.00000000
NS
USD
70386242.06000000
1.002062127976
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health, Inc.
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414H103
5723243.00000000
NS
USD
112347260.09000000
1.599445164612
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3303218.30000000
0.047026661205
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
34906779.41000000
EUR
39968262.42000000
USD
2022-08-08
3303218.30000000
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
485539.00000000
NS
USD
227489587.67000000
3.238682640832
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAP7
1057000.00000000
PA
USD
783850.06000000
0.011159374845
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
2094181.00000000
NS
USD
194046811.46000000
2.762570569585
Long
EC
CORP
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
66987V109
1875149.00000000
NS
USD
158506344.97000000
2.256594480538
Long
EC
CORP
CH
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3045.05000000
-0.00004335121
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
836325.27000000
GBP
1015637.59000000
USD
2022-08-15
-3045.05000000
N
N
N
DR Horton, Inc.
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
2250103.00000000
NS
USD
148934317.57000000
2.120321171085
Long
EC
CORP
US
N
1
N
N
N
Sensata Technologies Holding plc
529900MS7KFYCY9MS037
Sensata Technologies Holding plc
N/A
2082608.00000000
NS
USD
86032536.48000000
1.224812464158
Long
EC
CORP
GB
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
98643.02000000
0.001404343116
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1468345.51000000
EUR
1640949.52000000
USD
2022-08-08
98643.02000000
N
N
N
Loyalty Ventures, Inc.
549300Q3YKVWNY6JIJ44
Loyalty Ventures, Inc.
54911Q107
778818.00000000
NS
USD
2780380.26000000
0.039583215105
Long
EC
CORP
US
N
1
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642103
2095629.00000000
NS
USD
87324860.43000000
1.243210788170
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3317637.19000000
0.047231937452
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
34907906.33000000
EUR
39983864.99000000
USD
2022-08-08
3317637.19000000
N
N
N
2022-08-01
Franklin Mutual Series Funds
Jeffrey W. White
Jeffrey W. White
Assistant Treasurer