0001752724-23-033159.txt : 20230222
0001752724-23-033159.hdr.sgml : 20230222
20230222122104
ACCESSION NUMBER: 0001752724-23-033159
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230222
DATE AS OF CHANGE: 20230222
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: 23651822
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
S000007863
FRANKLIN MUTUAL QUEST FUND
C000021386
CLASS A
TEQIX
C000021388
CLASS C
TEMQX
C000021389
CLASS Z
MQIFX
C000078832
CLASS R
FMQSX
C000128730
Class R6
FMQRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000825063
XXXXXXXX
S000007863
C000021389
C000128730
C000021386
C000021388
C000078832
Franklin Mutual Series Funds
811-05387
0000825063
549300DW3N5FG4OTT022
101 John F. Kennedy Parkway
Short Hills
07078-2791
973-912-2000
Franklin Mutual Quest Fund
S000007863
NWF7KZ3BJ6U1TY06BL48
2022-12-31
2022-12-31
N
2816575724.70
80360028.18
2736215696.52
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
31252477.53000000
0.00000000
0.00000000
192378998.56000000
CAD
EUR
GBP
HKD
JPY
USD
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
272648.00000000
NS
USD
22286247.52000000
0.814491618783
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-174991.88000000
-0.00639539785
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3000000.00000000
EUR
3037428.00000000
USD
2023-01-09
-174991.88000000
N
N
N
Tenerity, Inc.
549300KQQ3W775I3BX27
Tenerity, Inc.
N/A
48380.00000000
NS
USD
792275.96000000
0.028955171955
Long
CORP
US
Y
3
N
N
N
N/A
N/A
Macy's, Inc.
00PA17591
3000.00000000
NC
USD
126000.00000000
0.004604900123
N/A
DE
US
N
1
Options Clearing
549300CII6SLYGKNHA04
Put
Purchased
Macy's, Inc.
Macy's, Inc.
100.00000000
17.00000000
USD
2023-02-17
XXXX
-120864.44000000
N
N
N
Wayne Services Legacy, Inc.
N/A
Wayne Services Legacy, Inc.
N/A
7103.78100000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
Y
3
N
N
N
Spirit Airlines, Inc.
549300DCAFIXFNFR3304
Spirit Airlines, Inc.
848577102
121860.00000000
NS
USD
2373832.80000000
0.086756055197
Long
EC
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
2028745.00000000
NS
24711322.50000000
0.903120413037
Long
EC
CORP
NL
N
2
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
893024.00000000
NS
36516011.07000000
1.334544316679
Long
EC
CORP
NL
N
2
N
N
N
Gen Digital, Inc.
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc.
668771108
249469.00000000
NS
USD
5346120.67000000
0.195383743935
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
54420.93000000
0.001988912280
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
1820400.00000000
GBP
2255930.70000000
USD
2023-01-17
54420.93000000
N
N
N
Envision Healthcare Corp.
549300OL60X0LPKY8N60
Envision Healthcare Corp.
29373TAA2
10000000.00000000
PA
USD
2769678.10000000
0.101222944650
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.75000000
N
N
N
N
N
N
China Pacific Insurance Group Co. Ltd.
529900BA5ILEL308WX03
China Pacific Insurance Group Co. Ltd., Class H
N/A
13018000.00000000
NS
28787274.09000000
1.052083508131
Long
EC
CORP
CN
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796YW3
10000000.00000000
PA
USD
9849226.20000000
0.359957959912
Long
STIV
UST
US
N
2
2023-05-04
None
0.00000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
N/A
533582.00000000
NS
28121514.98000000
1.027752125527
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
146500.99000000
0.005354146246
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1329708.88000000
USD
1220658.88000000
GBP
2023-01-17
146500.99000000
N
N
N
Windstream Holdings, Inc.
529900M9WS6K57ZMIJ19
Windstream Holdings, Inc.
N/A
1623438.00000000
NS
USD
15568638.92000000
0.568984343588
Long
EC
CORP
US
Y
3
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796XS3
1000000.00000000
PA
USD
998393.33000000
0.036488107690
Long
STIV
UST
US
N
2
2023-01-19
None
0.00000000
N
N
N
N
N
N
GSK plc
5493000HZTVUYLO1D793
GSK plc
N/A
2275516.00000000
NS
39326649.88000000
1.437264245286
Long
EC
CORP
GB
N
2
N
N
N
Everest Re Group Ltd.
549300N24XF2VV0B3570
Everest Re Group Ltd.
N/A
169207.00000000
NS
USD
56053202.89000000
2.048566674085
Long
EC
CORP
BM
N
1
N
N
N
British American Tobacco plc
213800FKA5MF17RJKT63
British American Tobacco plc
N/A
515046.00000000
NS
20373425.72000000
0.744584052562
Long
EC
CORP
GB
N
2
N
N
N
Check Point Software Technologies Ltd.
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd.
N/A
295398.00000000
NS
USD
37267411.68000000
1.362005624315
Long
EC
CORP
IL
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
316289.00000000
NS
USD
31967329.23000000
1.168304431213
Long
EC
CORP
US
N
1
N
N
N
Gen Digital, Inc.
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc.
668771108
6783.00000000
NS
USD
145359.69000000
0.005312435353
Long
EC
CORP
US
N
1
N
N
N
Tenerity, Inc.
549300KQQ3W775I3BX27
Tenerity, Inc.
N/A
1.00000000
NS
USD
43.67000000
0.000001595999
Long
EC
CORP
US
Y
3
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp.
25470MAG4
23267000.00000000
PA
USD
23991767.05000000
0.876822944934
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-16438.19000000
-0.00060076367
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
354898.76000000
GBP
412760.39000000
USD
2023-01-17
-16438.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-73912.68000000
-0.00270127388
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1045693.00000000
GBP
1190701.34000000
USD
2023-01-17
-73912.68000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
224333.00000000
NS
12772743.15000000
0.466803226304
Long
EC
CORP
FR
N
2
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453H106
7186793.00000000
NS
USD
7546132.65000000
0.275787199802
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10320.80000000
-0.00037719248
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
194273.98000000
GBP
224625.40000000
USD
2023-01-17
-10320.80000000
N
N
N
Intelsat SA
549300YV2L21F4K80V46
Intelsat SA
N/A
106029.00000000
NS
USD
2565901.80000000
0.093775567593
Long
EC
CORP
LU
N
1
N
N
N
Sorenson Holdings LLC
N/A
Sorenson Holdings LLC, Term Loan A
N/A
24165475.03000000
PA
USD
22611917.72000000
0.826393831040
Long
LON
CORP
US
Y
3
2030-04-01
Variable
10.00000000
N
N
N
N
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515104
542054.00000000
NS
USD
41103954.82000000
1.502219100353
Long
EC
CORP
US
N
1
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35908MAA8
34628717.00000000
PA
USD
26836419.05000000
0.980785947691
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-66229.20000000
-0.00242046707
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2823916.46000000
GBP
3348888.18000000
USD
2023-01-17
-66229.20000000
N
N
N
Sorenson Communications LLC
549300H02Z2SUR0GB419
Sorenson Communications LLC, Membership Interests, Class B
N/A
106532.48000000
NS
USD
9476129.08000000
0.346322444244
Long
EC
CORP
US
Y
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3804.48000000
0.000139041670
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
1115343.23000000
GBP
1352650.35000000
USD
2023-01-17
3804.48000000
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912108
166163.00000000
NS
USD
8289872.07000000
0.302968515257
Long
EC
CORP
US
N
1
N
N
N
Intelsat SA
549300YV2L21F4K80V46
Intelsat Emergence SA
N/A
262161.00000000
NS
USD
1026884.64000000
0.037529374650
Long
CORP
LU
N
1
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co., Term Loan
05604XAP1
18236836.82000000
PA
USD
17841735.75000000
0.652058818779
Long
LON
CORP
US
N
2
2024-04-03
Variable
7.37014000
N
N
N
N
N
N
FHLB
2549001DPIFGXC1TOL40
FHLB
313384AC3
68000000.00000000
PA
USD
68000000.00000000
2.485184193866
Long
STIV
USGA
US
N
2
2023-01-03
None
0.00000000
N
N
N
N
N
N
M&G plc
254900TWUJUQ44TQJY84
M&G plc
N/A
4380252.00000000
NS
9904473.47000000
0.361977072297
Long
EC
CORP
GB
N
2
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
516337.00000000
NS
USD
16987487.30000000
0.620838748992
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734107
1877525.00000000
NS
USD
11790857.00000000
0.430918403654
Long
EC
CORP
CA
N
1
N
N
N
Aon plc
635400FALWQYX5E6QC64
Aon plc, Class A
N/A
-27760.00000000
NS
USD
-8331886.40000000
-0.30450400568
Short
EC
CORP
IE
N
1
N
N
N
Sorenson Communications LLC
549300H02Z2SUR0GB419
Sorenson Communications LLC, Membership Interests
N/A
224278.89800000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
Y
3
N
N
N
Carvana Co.
5493003WEAK2PJ5WS063
Carvana Co.
146869102
130400.00000000
NS
USD
618096.00000000
0.022589447198
Long
EC
CORP
US
N
1
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5779.83000000
0.000211234443
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
447526.86000000
GBP
546998.66000000
USD
2023-01-17
5779.83000000
N
N
N
Veritas US, Inc.
549300RFUWCPWS8FQ104
Veritas US, Inc., Term Loan B
G9341JAN0
22423379.95000000
PA
USD
15932596.27000000
0.582285829668
Long
LON
CORP
US
N
2
2025-09-01
Variable
9.72986000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17396.63000000
-0.00063579161
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1000000.00000000
EUR
1053410.00000000
USD
2023-01-09
-17396.63000000
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
4939342.00000000
NS
28498536.09000000
1.041531050576
Long
EC
CORP
GB
N
2
N
N
N
Uniti Group, Inc.
549300V3NU625PJUVA84
Uniti Group, Inc.
91325V108
2434828.00000000
NS
USD
13464598.84000000
0.492088356087
Long
EC
CORP
US
N
1
N
N
N
NGL Energy Partners LP
5299005YSRP46BE8Z459
NGL Energy Partners LP, Series B
62913M206
298684.00000000
NS
USD
2759840.16000000
0.100863399165
Long
EP
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-36331.18000000
-0.00132778932
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
400000.00000000
GBP
447410.80000000
USD
2023-01-17
-36331.18000000
N
N
N
Tower Semiconductor Ltd.
54930086ZSNXZOUX0C54
Tower Semiconductor Ltd.
N/A
1467438.00000000
NS
USD
63393321.60000000
2.316824718191
Long
EC
CORP
IL
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
115990.27000000
0.004239076259
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
7000000.00000000
GBP
8581475.00000000
USD
2023-01-17
115990.27000000
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2013-2, Class A
02377UAB0
2237602.48500000
PA
USD
2234613.72000000
0.081668039652
Long
ABS-O
CORP
US
N
2
2023-01-15
Fixed
4.95000000
N
N
N
N
N
N
CVET Midco 2 LP
N/A
CVET Midco 2 LP, First Lien Term Loan
22304EAC0
10251962.80000000
PA
USD
9631719.05000000
0.352008763864
Long
LON
CORP
US
N
2
2029-10-13
Variable
9.58023000
N
N
N
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc., Class A
30303M102
36010.00000000
NS
USD
4333443.40000000
0.158373603569
Long
EC
CORP
US
N
1
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
648225.00000000
NS
USD
50380047.00000000
1.841230830744
Long
EC
CORP
IE
N
1
N
N
N
Conduit Holdings Ltd.
21380085AE62D1BXSF19
Conduit Holdings Ltd.
N/A
3154832.00000000
NS
16323390.57000000
0.596568121100
Long
EC
CORP
BM
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
78283.00000000
NS
USD
18016049.62000000
0.658429437522
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson plc
549300WHC56FF48KL350
Willis Towers Watson plc
N/A
222979.00000000
NS
USD
54536203.82000000
1.993125172454
Long
EC
CORP
IE
N
1
N
N
N
Cedar Fair LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150185106
388265.00000000
NS
USD
16050875.10000000
0.586608545532
Long
US
N
1
N
N
N
Reckitt Benckiser Group plc
5493003JFSMOJG48V108
Reckitt Benckiser Group plc
N/A
244399.00000000
NS
16940149.99000000
0.619108720542
Long
EC
CORP
GB
N
2
N
N
N
Carvana Co.
5493003WEAK2PJ5WS063
Carvana Co.
146869AB8
15000000.00000000
PA
USD
6763737.45000000
0.247193138267
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.62500000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
1252116.00000000
NS
USD
43786496.52000000
1.600257486121
Long
EC
CORP
US
N
1
N
N
N
Sorenson Holdings LLC
N/A
Sorenson Holdings LLC, Term Loan B
N/A
98424746.74000000
PA
USD
76812607.39000000
2.807257026106
Long
LON
CORP
US
Y
3
2030-04-01
Variable
8.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24064.08000000
0.000879465753
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2000000.00000000
GBP
2442774.00000000
USD
2023-01-17
24064.08000000
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AP2
30000000.00000000
PA
USD
20726400.00000000
0.757484142290
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.12500000
N
N
N
N
N
N
Veritas US, Inc. / Veritas Bermuda Ltd.
N/A
Veritas US, Inc. / Veritas Bermuda Ltd.
92346LAE3
85772000.00000000
PA
USD
59257198.71000000
2.165662553042
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
35481000.00000000
PA
USD
18617945.13000000
0.680426808225
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
16581000.00000000
PA
USD
14305091.94000000
0.522805711486
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
1028492.00000000
NS
USD
78731062.60000000
2.877370475585
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
647768.00000000
NS
USD
26746340.72000000
0.977493870604
Long
EC
CORP
US
N
1
N
N
N
Walter Energy Corp.
N/A
Walter Energy, Inc., Litigation Trust, Contingent Distribution
N/A
7443000.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
International Automotive Components Group BVBA
N/A
International Automotive Components Group Brazil LLC
N/A
2548299.00000000
NS
USD
89695.03000000
0.003278068688
Long
EC
CORP
BR
Y
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
165674.90000000
0.006054891805
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
1506428.82000000
USD
1382640.97000000
GBP
2023-01-17
165674.90000000
N
N
N
Cognizant Technology Solutions Corp.
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp., Class A
192446102
433512.00000000
NS
USD
24792551.28000000
0.906089067156
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
51285.00000000
NS
USD
6877318.50000000
0.251344165182
Long
EC
CORP
US
N
1
N
N
N
Haleon plc
549300PSB3WWEODCUP19
Haleon plc
N/A
7852289.00000000
NS
31067207.21000000
1.135407828027
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9520.92000000
0.000347959410
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1045560.71000000
GBP
1273974.95000000
USD
2023-01-17
9520.92000000
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
66455.00000000
NS
USD
9303700.00000000
0.340020708595
Long
EC
CORP
US
N
1
N
N
N
Savills plc
213800WXICGMBWHTA933
Savills plc
N/A
895320.00000000
NS
8916921.05000000
0.325885165461
Long
EC
CORP
GB
N
2
N
N
N
Windstream Escrow LLC / Windstream Escrow Finance Corp.
N/A
Windstream Escrow LLC / Windstream Escrow Finance Corp.
97382WAA1
49363000.00000000
PA
USD
40338963.30000000
1.474261088089
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-239470.88000000
-0.00875190067
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
3000000.00000000
EUR
2972949.00000000
USD
2023-01-09
-239470.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-26649.75000000
-0.00097396378
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
2693264.47000000
GBP
3230463.00000000
USD
2023-01-17
-26649.75000000
N
N
N
Direct Line Insurance Group plc
213800FF2R23ALJQOP04
Direct Line Insurance Group plc
N/A
28884875.00000000
NS
76985950.69000000
2.813592173596
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2665494.18000000
-0.09741535301
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
28422350.01000000
EUR
27769346.52000000
USD
2023-01-09
-2665494.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
494502.89000000
0.018072511265
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
24589852.89000000
GBP
30232363.48000000
USD
2023-01-17
494502.89000000
N
N
N
Denso Corp.
549300RYPA10CQM3QK38
Denso Corp.
N/A
251284.00000000
NS
12318699.79000000
0.450209382457
Long
EC
CORP
JP
N
2
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AN7
10000000.00000000
PA
USD
6379118.30000000
0.233136528970
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
34705.04000000
0.001268359071
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
1000000.00000000
GBP
1244060.00000000
USD
2023-01-17
34705.04000000
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
12429TAE4
-35000000.00000000
PA
USD
-32437184.85000000
-1.18547616298
Short
DBT
CORP
US
N
2
2025-04-15
Fixed
7.25000000
N
N
N
N
N
N
Flex Ltd.
549300EAQH74YHD07T53
Flex Ltd.
N/A
806364.00000000
NS
USD
17304571.44000000
0.632427168004
Long
EC
CORP
SG
N
1
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AF4
80000000.00000000
PA
USD
38754000.00000000
1.416335709545
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
13689.94000000
0.000500323860
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1592520.00000000
USD
1500000.00000000
EUR
2023-01-09
13689.94000000
N
N
N
Carvana Co.
5493003WEAK2PJ5WS063
Carvana Co.
146869AJ1
11000000.00000000
PA
USD
5189288.06000000
0.189652009766
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
10.25000000
N
N
N
N
N
N
Bausch + Lomb Corp.
549300NY6OZM39SO6475
Bausch + Lomb Corp.
071705107
467514.00000000
NS
USD
7251142.14000000
0.265006232850
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Macy's, Inc.
00PA298G7
3000.00000000
NC
USD
240000.00000000
0.008771238331
N/A
DE
US
N
1
Options Clearing
549300CII6SLYGKNHA04
Put
Purchased
Macy's, Inc.
Macy's, Inc.
100.00000000
17.00000000
USD
2023-03-17
XXXX
-107304.44000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796X95
1000000.00000000
PA
USD
999798.33000000
0.036539455981
Long
STIV
UST
US
N
2
2023-01-05
None
0.00000000
N
N
N
N
N
N
Cushman & Wakefield plc
N/A
Cushman & Wakefield plc
N/A
1233535.00000000
NS
USD
15369846.10000000
0.561719096909
Long
EC
CORP
GB
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
907.33000000
0.000033160031
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
476379.72000000
USD
445726.65000000
EUR
2023-01-09
907.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
35355.12000000
0.001292117432
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
3000000.00000000
GBP
3663420.00000000
USD
2023-01-17
35355.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4725.24000000
0.000172692525
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
707361.17000000
USD
665000.00000000
EUR
2023-01-09
4725.24000000
N
N
N
ODP Corp. (The)
N/A
ODP Corp. (The)
88337F105
170654.00000000
NS
USD
7771583.16000000
0.284026700449
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Carvana Co.
N/A
-2250.00000000
NC
USD
-686250.00000000
-0.02508025960
N/A
DE
US
N
1
Options Clearing
549300CII6SLYGKNHA04
Put
Written
Carvana Co.
Carvana Co.
100.00000000
7.50000000
USD
2023-01-20
XXXX
-284300.13000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
463518.31000000
0.016940123199
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
3515317.77000000
USD
3290048.17000000
GBP
2023-01-17
463518.31000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZG7
5000000.00000000
PA
USD
4906926.75000000
0.179332599993
Long
STIV
UST
US
N
2
2023-06-01
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Foreign Exchange EUR/USD
N/A
-143.00000000
NC
USD
-274848.21000000
-0.01004482981
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange EUR/USD
2023-03-13
-19222775.00000000
USD
-274848.21000000
N
N
N
ACI Worldwide, Inc.
5493003BPVMZUJ6F5C02
ACI Worldwide, Inc.
004498101
670870.00000000
NS
USD
15430010.00000000
0.563917896517
Long
EC
CORP
US
N
1
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
227446.00000000
NS
USD
22589936.72000000
0.825590495249
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-32643.25000000
-0.00119300719
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
2000000.00000000
EUR
2108970.00000000
USD
2023-01-09
-32643.25000000
N
N
N
Bausch Health Americas, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc.
91911XAV6
55459000.00000000
PA
USD
38908858.11000000
1.421995282005
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA, Series B
N/A
128313.00000000
NS
USD
681662.81000000
0.024912612367
Long
CORP
LU
N
2
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771S58
30260000.00000000
PA
USD
32524333.11000000
1.188661155308
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
Quest Software US Holdings, Inc.
N/A
Quest Software US Holdings, Inc., Second Lien Term Loan
G7314UAB8
46841437.00000000
PA
USD
28905148.15000000
1.056391430937
Long
LON
CORP
US
N
2
2030-02-01
Variable
11.59421000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
516979.00000000
NS
USD
44915135.52000000
1.641505659700
Long
EC
CORP
US
N
1
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
13988.00000000
NS
USD
7164513.72000000
0.261840239024
Long
EC
CORP
US
N
1
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
N/A
170275.00000000
NS
21121575.35000000
0.771926547196
Long
EP
CORP
DE
N
2
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAD8
19000000.00000000
PA
USD
13986755.00000000
0.511171506609
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
Rio Tinto plc
213800YOEO5OQ72G2R82
Rio Tinto plc
N/A
246997.00000000
NS
17383927.63000000
0.635327384902
Long
EC
CORP
GB
N
2
N
N
N
First Horizon Corp.
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp.
320517105
4109613.00000000
NS
USD
100685518.50000000
3.679736163638
Long
EC
CORP
US
N
1
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
N/A
1281394.00000000
NS
49915719.09000000
1.824261119234
Long
EC
CORP
DE
N
2
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AP7
79226000.00000000
PA
USD
57175819.68000000
2.089594755001
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
Bosgaerde BV
724500SEMY2K987RV910
Bosgen Liquidating Trust c/o Verdolino and Lowey P.C., Contingent Distribution
N/A
159827.84000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
NL
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-26254.71000000
-0.00095952632
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
501935.39000000
GBP
580763.34000000
USD
2023-01-17
-26254.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-230918.68000000
-0.00843934490
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3630000.00000000
GBP
4159039.83000000
USD
2023-01-17
-230918.68000000
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
1355788.00000000
NS
USD
28213948.28000000
1.031130269294
Long
EC
CORP
US
N
1
N
N
N
Windstream Holdings, Inc.
529900M9WS6K57ZMIJ19
Windstream Holdings, Inc.
N/A
91545.00000000
NS
USD
877909.13000000
0.032084792551
Long
CORP
US
Y
3
N
N
N
N/A
N/A
Carvana Co.
N/A
2000.00000000
NC
USD
250000.00000000
0.009136706595
N/A
DE
US
N
1
Options Clearing
549300CII6SLYGKNHA04
Put
Purchased
Carvana Co.
Carvana Co.
100.00000000
2.50000000
USD
2024-01-19
XXXX
85775.70000000
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
239743.00000000
NS
USD
7563891.65000000
0.276436234892
Long
EC
CORP
US
N
1
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
N/A
303951.00000000
NS
28628496.99000000
1.046280709024
Long
EC
CORP
NL
N
2
N
N
N
Quest Software US Holdings, Inc.
549300LMV4JEXTGLE324
Quest Software US Holdings, Inc., First Lien Term Loan
74834YAN2
18279773.15000000
PA
USD
14184007.18000000
0.518380447785
Long
LON
CORP
US
N
2
2029-02-01
Variable
8.49421000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAC0
31000000.00000000
PA
USD
22670433.92000000
0.828532412442
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
638311.00000000
NS
USD
21472782.04000000
0.784762037119
Long
EC
CORP
US
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
N/A
558741.00000000
NS
11116519.11000000
0.406273493867
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-36529.01000000
-0.00133501938
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1379339.88000000
GBP
1631582.52000000
USD
2023-01-17
-36529.01000000
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
835978.00000000
NS
USD
51404287.22000000
1.878663560236
Long
EC
CORP
US
N
1
N
N
N
Bread Financial Holdings, Inc.
549300G8S4PO686J7H97
Bread Financial Holdings, Inc.
018581108
559265.00000000
NS
USD
21061919.90000000
0.769746329822
Long
EC
CORP
US
N
1
N
N
N
Loyalty Ventures, Inc.
N/A
Loyalty Ventures, Inc., Term Loan B
54912FAD2
28277562.50000000
PA
USD
11823555.82000000
0.432113441752
Long
LON
CORP
US
N
2
2027-11-03
Variable
8.57143000
N
N
N
N
N
N
Elanco Animal Health, Inc.
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414H103
3317228.00000000
NS
USD
40536526.16000000
1.481481383633
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796W47
1000000.00000000
PA
USD
983089.84000000
0.035928813698
Long
STIV
UST
US
N
2
2023-05-18
None
0.00000000
N
N
N
N
N
N
Institutional Fiduciary Trust Money Market Portfolio
N/A
Institutional Fiduciary Trust Money Market Portfolio
457756500
531648.50000000
NS
USD
531648.50000000
0.019430065424
Long
STIV
RF
US
N
1
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
64499.49000000
0.002357251662
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
3746694.53000000
GBP
4595583.11000000
USD
2023-01-17
64499.49000000
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
132419.00000000
NS
USD
44903282.90000000
1.641072484055
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAP7
17107000.00000000
PA
USD
13527018.11000000
0.494369582310
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
Intelsat SA
549300YV2L21F4K80V46
Intelsat Emergence SA
N/A
61215.00000000
NS
USD
122430.00000000
0.004474427953
Long
CORP
LU
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
66987V109
633877.00000000
NS
USD
57505321.44000000
2.101636998615
Long
EC
CORP
CH
N
1
N
N
N
Avient Corp.
SM8L9RZYIB34LNTWO040
Avient Corp.
05368V106
697245.00000000
NS
USD
23538991.20000000
0.860275424555
Long
EC
CORP
US
N
1
N
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224107
914653.00000000
NS
29013549.74000000
1.060353165026
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-15377.63000000
-0.00056200357
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1000000.00000000
EUR
1055429.00000000
USD
2023-01-09
-15377.63000000
N
N
N
DR Horton, Inc.
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
274802.00000000
NS
USD
24495850.28000000
0.895245587223
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16723.30000000
0.000611183541
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
173375.53000000
USD
177528.63000000
EUR
2023-01-09
16723.30000000
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
N/A
404631.00000000
NS
19224751.67000000
0.702603661489
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15772.66000000
0.000576440666
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1108483.77000000
GBP
1356323.01000000
USD
2023-01-17
15772.66000000
N
N
N
Carnival Holdings Bermuda Ltd.
N/A
Carnival Holdings Bermuda Ltd.
14366RAA7
3697300.00000000
PA
USD
3802247.86000000
0.138960092394
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
10.37500000
N
N
N
N
N
N
Loyalty Ventures, Inc.
549300Q3YKVWNY6JIJ44
Loyalty Ventures, Inc.
54911Q107
329767.00000000
NS
USD
794738.47000000
0.029045168880
Long
EC
CORP
US
N
1
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642103
290949.00000000
NS
USD
12065655.03000000
0.440961399547
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Foreign Exchange GBP/USD
N/A
-275.00000000
NC
USD
377445.75000000
0.013794444293
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange GBP/USD
2023-03-13
-20769375.00000000
USD
377445.75000000
N
N
N
2023-01-30
Franklin Mutual Series Funds
Ryan Wheeler
Ryan Wheeler
Assistant Treasurer