# EDGAR Filing Document

**Accession Number:** 0000872625
**File Stem:** 0002071691-25-003366
**Filing Date:** 2025-10
**Character Count:** 53838
**Document Hash:** fa0d0e42c3b8fecea66f4ac04689755d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-003366.hdr.sgml**: 20251027

**ACCESSION NUMBER**: 0002071691-25-003366

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251027

**DATE AS OF CHANGE**: 20251027

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FRANKLIN STRATEGIC SERIES
- **CENTRAL INDEX KEY:** 0000872625

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** FL
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06243
- **FILM NUMBER:** 251418360

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906
- **BUSINESS PHONE:** 650-570-3000

**MAIL ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN CALIFORNIA 250 GROWTH FUND
- **DATE OF NAME CHANGE:** 19911216

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN CALIFORNIA 250 GROWTH INDEX FUND
- **DATE OF NAME CHANGE:** 19910917

## Series and Classes Contracts Data

### Franklin Templeton SMACS: Series E (Series ID: S000065649)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000212374 | Advisor Class | FQTEX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Franklin Strategic Series

- **b. Investment Company Act file number:** 811-06243

- **c. CIK number of Registrant:** 0000872625

- **d. LEI of Registrant:** 549300NDWC0J6DXVSX36

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Franklin Parkway

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94403-1906

  - **Telephone number:** 650-312-2000

**Item A.2. Information about the Series.**

- **a. Name of Series:** Franklin Templeton SMACS Series E

- **b. EDGAR series identifier (if any):** S000065649

- **c. LEI of Series:** 5493002LDOGYQ9HN4Y13

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $413003631.08

**Total Liabilities:** $63561.96

**Net Assets:** $412940069.12

**Cash Not Reported:** $117.53

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** -155.85000000 | **5-Year:** -64.09000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** -611.42000000 | **5-Year:** -203.05000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000212374 | 4.82%                | 0.09%                | 3.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1093495.82              | $15166985.99                               |
| Month 2  | $837929.97               | $-1608359.04                               |
| Month 3  | $182981.81               | $14098221.48                               |

**Designated Index Information**

- **Index Name:** MSUSIMIHDYD - MSCI USA IMI High Dividend Yield Index

- **Index Identifier:** MSUSIMIHDYD

### Schedule of Portfolio Investments

| Name                                                                                | Title                                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UBS AG into Bank of America Corp.                                                   | UBS AG into Bank of America Corp.                                                   | CUSIP: 90301T830<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | SN               | CORP              | CH        |     78000 | NS      | $3825885.81   | 0.93%             | 2026-01-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA into Alphabet, Inc.                                             | Wells Fargo Bank NA into Alphabet, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     36000 | NS      | $6664871.16   | 1.61%             | 2026-03-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada into NIKE, Inc.                                                | Royal Bank of Canada into NIKE, Inc.                                                | CUSIP: 779942606<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |     43000 | NS      | $3314344.86   | 0.80%             | 2025-12-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Merrill Lynch BV into Comcast Corp.                                                 | Merrill Lynch BV into Comcast Corp.                                                 | CUSIP: N/A<br>LEI: 549300RQ1D1WIE085245       | Long             | SN               | CORP              | NL        |     64923 | NS      | $2213548.34   | 0.54%             | 2026-06-22      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                                                     | BlackRock, Inc.                                                                     | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      2500 | NS      | $2817850.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                                      | Alphabet, Inc., Class A                                                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     20000 | NS      | $4258200.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Markets Cayman LP into Exxon Mobil Corp.                                     | Mizuho Markets Cayman LP into Exxon Mobil Corp.                                     | CUSIP: 60701E246<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     20000 | NS      | $2301934.82   | 0.56%             | 2026-04-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc. into Boeing Co. (The)                       | Citigroup Global Markets Holdings, Inc. into Boeing Co. (The)                       | CUSIP: 17331V485<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |     24452 | NS      | $4332228.21   | 1.05%             | 2025-12-08      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into United Parcel Service, Inc.                        | Toronto-Dominion Bank (The) into United Parcel Service, Inc.                        | CUSIP: 89112B145<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |     10000 | NS      | $907576.08    | 0.22%             | 2026-08-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                              | Northrop Grumman Corp.                                                              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     10000 | NS      | $5900400.00   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     36987 | NS      | $1745046.66   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc. into Intel Corp.                            | Citigroup Global Markets Holdings, Inc. into Intel Corp.                            | CUSIP: 17332B207<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |     19000 | NS      | $469578.38    | 0.11%             | 2026-03-03      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UBS AG into Marvell Technology, Inc.                                                | UBS AG into Marvell Technology, Inc.                                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     67000 | NS      | $4196681.51   | 1.02%             | 2026-05-14      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc into Home Depot, Inc. (The)                                       | Barclays Bank plc into Home Depot, Inc. (The)                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |      7000 | NS      | $2870812.24   | 0.70%             | 2026-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch BV into Microsoft Corp                                                | Merrill Lynch BV into Microsoft Corp                                                | CUSIP: 59027W237<br>LEI: 549300RQ1D1WIE085245 | Long             | SN               | CORP              | NL        |      5000 | NS      | $2338008.67   | 0.57%             | 2025-10-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                                | NextEra Energy, Inc.                                                                | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     25002 | NS      | $1801394.10   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     15000 | NS      | $3520200.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG into Target Corp.                                                            | UBS AG into Target Corp.                                                            | CUSIP: 90301T681<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | SN               | CORP              | CH        |      7300 | NS      | $696914.47    | 0.17%             | 2025-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into Caterpillar, Inc.                                  | Toronto-Dominion Bank (The) into Caterpillar, Inc.                                  | CUSIP: 89116B646<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |     15000 | NS      | $5805671.61   | 1.41%             | 2026-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP into Intel Corp.                                           | Mizuho Markets Cayman LP into Intel Corp.                                           | CUSIP: 6068FR816<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |    125200 | NS      | $3038257.51   | 0.74%             | 2025-12-08      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     80000 | NS      | $6729600.00   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada into Texas Instruments, Inc.                                   | Royal Bank of Canada into Texas Instruments, Inc.                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      7000 | NS      | $1457782.60   | 0.35%             | 2026-07-21      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                        | Pfizer, Inc.                                                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    150000 | NS      | $3714000.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc. into Newmont Corp.                          | Citigroup Global Markets Holdings, Inc. into Newmont Corp.                          | CUSIP: 17332B173<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |     19000 | NS      | $942639.04    | 0.23%             | 2026-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP into US Bancorp                                            | Mizuho Markets Cayman LP into US Bancorp                                            | CUSIP: 60701E212<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     65000 | NS      | $3168160.21   | 0.77%             | 2026-02-25      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA into International Paper Co.                                         | BNP Paribas SA into International Paper Co.                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | SN               | CORP              | FR        |     26000 | NS      | $1292941.25   | 0.31%             | 2025-10-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada into Cisco Systems, Inc.                                       | Royal Bank of Canada into Cisco Systems, Inc.                                       | CUSIP: 779942879<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |     30000 | NS      | $2015430.91   | 0.49%             | 2026-03-18      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA into Schlumberger NV                                            | Wells Fargo Bank NA into Schlumberger NV                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     25000 | NS      | $936059.82    | 0.23%             | 2025-11-26      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV into Freeport-McMoRan, Inc.                                 | BNP Paribas Issuance BV into Freeport-McMoRan, Inc.                                 | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     19000 | NS      | $817833.04    | 0.20%             | 2026-08-28      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UBS AG into Alphabet, Inc.                                                          | UBS AG into Alphabet, Inc.                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     20000 | NS      | $3483838.37   | 0.84%             | 2026-04-16      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                            | Marvell Technology, Inc.                                                            | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62000 | NS      | $3897630.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch BV into UnitedHealth Group, Inc.                                      | Merrill Lynch BV into UnitedHealth Group, Inc.                                      | CUSIP: N/A<br>LEI: 549300RQ1D1WIE085245       | Long             | SN               | CORP              | NL        |      1854 | NS      | $581535.07    | 0.14%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                       | Newmont Corp.                                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     35000 | NS      | $2604000.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG into Accenture plc                                                           | UBS AG into Accenture plc                                                           | CUSIP: 90304M253<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | SN               | CORP              | CH        |     12400 | NS      | $3327983.67   | 0.81%             | 2026-07-13      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA into QUALCOMM, Inc.                                             | Wells Fargo Bank NA into QUALCOMM, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |      7500 | NS      | $1214552.13   | 0.29%             | 2025-10-22      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA into RTX Corp.                                               | Goldman Sachs Bank USA into RTX Corp.                                               | CUSIP: 38151L308<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | SN               | CORP              | US        |     25000 | NS      | $3520980.32   | 0.85%             | 2026-03-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV into Applied Materials, Inc.                                | BNP Paribas Issuance BV into Applied Materials, Inc.                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | SN               | CORP              | FR        |     26000 | NS      | $4253648.11   | 1.03%             | 2025-12-10      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc into Micron Technology, Inc.                                      | Barclays Bank plc into Micron Technology, Inc.                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     32500 | NS      | $3848811.08   | 0.93%             | 2026-09-08      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into Starbucks Corp.                                    | Toronto-Dominion Bank (The) into Starbucks Corp.                                    | CUSIP: 891160A52<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |     50000 | NS      | $4486787.62   | 1.09%             | 2026-01-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                                               | TransDigm Group, Inc.                                                               | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $13988800.00  | 3.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                                                     | Albemarle Corp.                                                                     | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |    225000 | NS      | $8883000.00   | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA into CVS Health Corp.                                        | JPMorgan Chase Bank NA into CVS Health Corp.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     30000 | NS      | $2056781.51   | 0.50%             | 2025-11-25      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA into Microchip Technology, Inc.                                  | Bank of America NA into Microchip Technology, Inc.                                  | CUSIP: 59027W401<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | SN               | CORP              | US        |     19651 | NS      | $1278508.09   | 0.31%             | 2026-09-03      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc. into Freeport-McMoRan, Inc.                 | Citigroup Global Markets Holdings, Inc. into Freeport-McMoRan, Inc.                 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |    149300 | NS      | $6283230.78   | 1.52%             | 2026-06-09      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                     | AstraZeneca plc                                                                     | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     45000 | NS      | $3595500.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| BofA Finance LLC into Albemarle Corp.                                               | BofA Finance LLC into Albemarle Corp.                                               | CUSIP: N/A<br>LEI: 549300CGZYSEY3ZSIW16       | Long             | SN               | CORP              | US        |      5000 | NS      | $414339.15    | 0.10%             | 2026-08-28      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc into Halliburton Co.                                              | Barclays Bank plc into Halliburton Co.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |    186567 | NS      | $4052491.24   | 0.98%             | 2026-05-21      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc into Salesforce, Inc.                                             | Barclays Bank plc into Salesforce, Inc.                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | SN               | CORP              | US        |     10000 | NS      | $2625171.60   | 0.64%             | 2026-04-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                      | Broadcom, Inc.                                                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     20000 | NS      | $5947800.00   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                                 | Abbott Laboratories                                                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     20000 | NS      | $2653200.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                                                       | Medtronic plc                                                                       | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     65000 | NS      | $6032650.00   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada into Microchip Technology, Inc.                                | Royal Bank of Canada into Microchip Technology, Inc.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     62000 | NS      | $3366230.79   | 0.82%             | 2026-05-05      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                   | Philip Morris International, Inc.                                                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     80000 | NS      | $13370400.00  | 3.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International Bank into Texas Instruments, Inc.                       | Goldman Sachs International Bank into Texas Instruments, Inc.                       | CUSIP: 38149C675<br>LEI: W22LROWP2IHZNBB6K528 | Long             | SN               | CORP              | GB        |      8000 | NS      | $1422479.99   | 0.34%             | 2025-11-10      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA into Salesforce, Inc.                                           | Wells Fargo Bank NA into Salesforce, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     12000 | NS      | $3100306.79   | 0.75%             | 2026-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp., Class A                                                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     70000 | NS      | $2377900.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                                                   | Xcel Energy, Inc.                                                                   | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     40000 | NS      | $2895600.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch BV into Freeport-McMoRan, Inc.                                        | Merrill Lynch BV into Freeport-McMoRan, Inc.                                        | CUSIP: 59027W351<br>LEI: 549300RQ1D1WIE085245 | Long             | SN               | CORP              | NL        |     22869 | NS      | $950466.44    | 0.23%             | 2026-05-12      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| US Bancorp                                                                          | US Bancorp                                                                          | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     50000 | NS      | $2441500.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance BV into Advanced Micro Devices, Inc.                           | BNP Paribas Issuance BV into Advanced Micro Devices, Inc.                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | SN               | CORP              | FR        |     27000 | NS      | $3616388.14   | 0.88%             | 2026-03-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    135000 | NS      | $6178950.00   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc. into International Business Machines Corp.  | Citigroup Global Markets Holdings, Inc. into International Business Machines Corp.  | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |     13500 | NS      | $3300886.64   | 0.80%             | 2026-08-21      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                                | Analog Devices, Inc.                                                                | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     21200 | NS      | $5327772.00   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Structured Products BV into Taiwan Semiconductor Manufacturing Co. Ltd. | J.P. Morgan Structured Products BV into Taiwan Semiconductor Manufacturing Co. Ltd. | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     15000 | NS      | $3070012.92   | 0.74%             | 2026-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Schlumberger NV                                                                     | Schlumberger NV                                                                     | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    245000 | NS      | $9025800.00   | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Markets Cayman LP into Amgen, Inc.                                           | Mizuho Markets Cayman LP into Amgen, Inc.                                           | CUSIP: 60701E352<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     10400 | NS      | $2983370.36   | 0.72%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada into Cisco Systems, Inc.                                       | Royal Bank of Canada into Cisco Systems, Inc.                                       | CUSIP: 779942424<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |     15000 | NS      | $818930.32    | 0.20%             | 2025-09-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV into Microchip Technology, Inc.                             | BNP Paribas Issuance BV into Microchip Technology, Inc.                             | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |    153820 | NS      | $9135148.71   | 2.21%             | 2026-05-18      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                                | NextEra Energy, Inc.                                                                | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    175000 | NS      | $7959000.00   | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc into Dell Technologies Inc                                        | Barclays Bank plc into Dell Technologies Inc                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     18000 | NS      | $2386107.07   | 0.58%             | 2025-09-03      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                       | Chevron Corp.                                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25000 | NS      | $4015000.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada into Texas Instruments, Inc.                                   | Royal Bank of Canada into Texas Instruments, Inc.                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     12500 | NS      | $2428793.54   | 0.59%             | 2026-08-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                    | TotalEnergies SE                                                                    | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    130000 | NS      | $8157500.00   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA into Exxon Mobil Corp.                                       | JPMorgan Chase Bank NA into Exxon Mobil Corp.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |      2500 | NS      | $286663.55    | 0.07%             | 2025-11-03      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                           | Shell plc                                                                           | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    225000 | NS      | $8284358.18   | 2.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV into Home Depot, Inc. (The)                      | J.P. Morgan Structured Products BV into Home Depot, Inc. (The)                      | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |      4100 | NS      | $1633397.20   | 0.40%             | 2025-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International Bank into NIKE, Inc.                                    | Goldman Sachs International Bank into NIKE, Inc.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     50000 | NS      | $3863131.17   | 0.94%             | 2026-03-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch BV into Dell Technologies, Inc.                                       | Merrill Lynch BV into Dell Technologies, Inc.                                       | CUSIP: 59027W310<br>LEI: 549300RQ1D1WIE085245 | Long             | SN               | CORP              | NL        |      7000 | NS      | $859814.10    | 0.21%             | 2026-03-09      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into Intel Corp.                                        | Toronto-Dominion Bank (The) into Intel Corp.                                        | CUSIP: 89112B160<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |     23000 | NS      | $562998.05    | 0.14%             | 2026-09-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc into Alphabet, Inc.                                               | Barclays Bank plc into Alphabet, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |      4850 | NS      | $861346.75    | 0.21%             | 2026-04-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                   | Caterpillar, Inc.                                                                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      6000 | NS      | $2514240.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     15000 | NS      | $4199700.00   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Bank NA into CVS Health Corp.                                           | Wells Fargo Bank NA into CVS Health Corp.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     33000 | NS      | $2384218.59   | 0.58%             | 2026-04-09      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                              | Truist Financial Corp.                                                              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     69000 | NS      | $3230580.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc. into UnitedHealth Group, Inc.               | Citigroup Global Markets Holdings, Inc. into UnitedHealth Group, Inc.               | CUSIP: 17332B132<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      1780 | NS      | $576557.19    | 0.14%             | 2026-01-27      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC into Freeport-McMoRan, Inc.                              | Morgan Stanley Finance LLC into Freeport-McMoRan, Inc.                              | CUSIP: 61772E180<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |    142593 | NS      | $5891955.94   | 1.43%             | 2026-11-18      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into Target Corp.                                       | Toronto-Dominion Bank (The) into Target Corp.                                       | CUSIP: 89112B103<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |     25000 | NS      | $2425151.12   | 0.59%             | 2026-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA into Analog Devices, Inc.                                    | JPMorgan Chase Bank NA into Analog Devices, Inc.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     13000 | NS      | $2983288.11   | 0.72%             | 2026-02-19      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV into Freeport-McMoRan, Inc.                      | J.P. Morgan Structured Products BV into Freeport-McMoRan, Inc.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |    107000 | NS      | $4471015.64   | 1.08%             | 2026-05-19      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Merrill Lynch BV into Advanced Micro Devices, Inc.                                  | Merrill Lynch BV into Advanced Micro Devices, Inc.                                  | CUSIP: 59027W336<br>LEI: 549300RQ1D1WIE085245 | Long             | SN               | CORP              | NL        |     53614 | NS      | $5924979.90   | 1.43%             | 2026-05-06      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    300000 | NS      | $22326000.00  | 5.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The) into Amazon.com, Inc.                                   | Toronto-Dominion Bank (The) into Amazon.com, Inc.                                   | CUSIP: 89116B638<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |     22800 | NS      | $4901808.22   | 1.19%             | 2026-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                        | AbbVie, Inc.                                                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     20000 | NS      | $4208000.00   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc into Microchip Technology, Inc.                                   | Barclays Bank plc into Microchip Technology, Inc.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     16000 | NS      | $1053976.43   | 0.26%             | 2026-06-23      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                            | UnitedHealth Group, Inc.                                                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     33000 | NS      | $10225710.00  | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The) into Medtronic plc                                      | Toronto-Dominion Bank (The) into Medtronic plc                                      | CUSIP: 89116B620<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |      8000 | NS      | $747128.63    | 0.18%             | 2026-04-13      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch BV into NIKE, Inc.                                                    | Merrill Lynch BV into NIKE, Inc.                                                    | CUSIP: 59027W377<br>LEI: 549300RQ1D1WIE085245 | Long             | SN               | CORP              | NL        |     23000 | NS      | $1784950.55   | 0.43%             | 2026-08-10      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA into Applied Materials, Inc.                                 | Goldman Sachs Bank USA into Applied Materials, Inc.                                 | CUSIP: 38151L407<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | SN               | CORP              | US        |     29000 | NS      | $4426724.48   | 1.07%             | 2026-05-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     20000 | NS      | $6270800.00   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Institutional Fiduciary Trust - Money Market Portfolio                              | Institutional Fiduciary Trust - Money Market Portfolio                              | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |   9964811 | NS      | $9964811.21   | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA into Truist Financial Corp.                                  | JPMorgan Chase Bank NA into Truist Financial Corp.                                  | CUSIP: 4662AA448<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |     12000 | NS      | $545529.48    | 0.13%             | 2026-03-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP into Analog Devices, Inc.                                  | Mizuho Markets Cayman LP into Analog Devices, Inc.                                  | CUSIP: 60701E345<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     13000 | NS      | $2904748.54   | 0.70%             | 2026-05-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc into Amazon.com, Inc.                                             | Barclays Bank plc into Amazon.com, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     12500 | NS      | $2711190.31   | 0.66%             | 2026-03-25      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Accenture plc                                                                       | Accenture plc, Class A                                                              | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |     25000 | NS      | $6499250.00   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Markets Cayman LP into Freeport-McMoRan, Inc.                                | Mizuho Markets Cayman LP into Freeport-McMoRan, Inc.                                | CUSIP: 60701E139<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     20000 | NS      | $880286.68    | 0.21%             | 2025-12-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada into Oracle Corp.                                              | Royal Bank of Canada into Oracle Corp.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     31000 | NS      | $5082631.74   | 1.23%             | 2026-05-13      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA into Starbucks Corp.                                            | Wells Fargo Bank NA into Starbucks Corp.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     25500 | NS      | $2320511.47   | 0.56%             | 2026-08-10      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP into Hewlett Packard Enterprise Co.                        | Mizuho Markets Cayman LP into Hewlett Packard Enterprise Co.                        | CUSIP: 6068FR667<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     64000 | NS      | $1305112.62   | 0.32%             | 2025-09-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                    | Salesforce, Inc.                                                                    | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     10000 | NS      | $2562500.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA into Home Depot, Inc. (The)                                  | Goldman Sachs Bank USA into Home Depot, Inc. (The)                                  | CUSIP: 38151L506<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | SN               | CORP              | US        |     10000 | NS      | $3902245.16   | 0.94%             | 2027-05-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** Franklin Strategic Series

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer