# EDGAR Filing Document

**Accession Number:** 0000872625
**File Stem:** 0002071691-26-001231
**Filing Date:** 2026-1
**Character Count:** 55864
**Document Hash:** b62f40bddf0c2943d4ada6014439261d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-001231.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0002071691-26-001231

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20260831

**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:** 26562792

**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:** 2026-08-31

- **b. Date as of which information is reported:** 2025-11-30

**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:** $466077052.33

**Total Liabilities:** $11180.25

**Net Assets:** $466065872.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -196.31000000 | **5-Year:** -58.35000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -208.91000000 | **5-Year:** -19.68000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000212374 | 0.82%                | 1.02%                | 2.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1280733.75              | $653423.77                                 |
| Month 2  | $1890949.23              | $1320990.85                                |
| Month 3  | $2651455.42              | $7071431.34                                |

**Designated Index Information**

- **Index Name:** MSUSHDYD

- **Index Identifier:** MSUSHDYD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Abbott Laboratories                                                                 | Abbott Laboratories                                                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     20000 | NS      | $2578000.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                        | AbbVie, Inc.                                                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     20000 | NS      | $4554000.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                                                     | Albemarle Corp.                                                                     | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |    225000 | NS      | $12246750.00  | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                                      | Alphabet, Inc., Class A                                                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     20000 | NS      | $6403600.00   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                                                | Analog Devices, Inc.                                                                | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     21200 | NS      | $5625208.00   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                                                     | BlackRock, Inc.                                                                     | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      2500 | NS      | $2618250.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     15000 | NS      | $2835000.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    300000 | NS      | $18966000.00  | 4.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     36987 | NS      | $1819760.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                                      | Broadcom, Inc.                                                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     20000 | NS      | $8059200.00   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                                   | Caterpillar, Inc.                                                                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      6000 | NS      | $3454560.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                                                       | Chevron Corp.                                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25000 | NS      | $3778250.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp., Class A                                                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    175000 | NS      | $4670750.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc., Class A                                                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      9000 | NS      | $5831550.00   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    135000 | NS      | $5867100.00   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Institutional U.S. Government Money Market Fund                            | Franklin Institutional U.S. Government Money Market Fund                            | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |   5278562 | NS      | $5278562.18   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                                                             | International Paper Co.                                                             | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     26000 | NS      | $1026480.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                                                            | Marvell Technology, Inc.                                                            | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62000 | NS      | $5542800.00   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     20000 | NS      | $6236400.00   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     80000 | NS      | $8386400.00   | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp.                                                                       | Newmont Corp.                                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     35000 | NS      | $3175550.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                                                | NextEra Energy, Inc.                                                                | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     25002 | NS      | $2157422.58   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                                                | NextEra Energy, Inc.                                                                | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    350000 | NS      | $17948000.00  | 3.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     15000 | NS      | $4381350.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                                                              | Northrop Grumman Corp.                                                              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     10000 | NS      | $5722500.00   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     25000 | NS      | $5048750.00   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                                                        | Pfizer, Inc.                                                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    140000 | NS      | $3603600.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                                   | Philip Morris International, Inc.                                                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     75000 | NS      | $11811000.00  | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                                                      | QUALCOMM, Inc.                                                                      | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      7497 | NS      | $1260170.73   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                                                    | Salesforce, Inc.                                                                    | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     10000 | NS      | $2305400.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd.                                                                            | SLB Ltd.                                                                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    245000 | NS      | $8878800.00   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                                                             | Texas Instruments, Inc.                                                             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      8000 | NS      | $1346160.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                                    | TotalEnergies SE                                                                    | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    130000 | NS      | $8541000.00   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                                              | Truist Financial Corp.                                                              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     69000 | NS      | $3208500.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                          | US Bancorp                                                                          | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     50000 | NS      | $2452500.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                                                            | UnitedHealth Group, Inc.                                                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     45000 | NS      | $14839650.00  | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                                                   | Xcel Energy, Inc.                                                                   | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     40000 | NS      | $3284400.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell plc                                                                           | Shell plc                                                                           | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    225000 | NS      | $8268958.08   | 1.77%             |  |  |  | No            |                  2 | 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      | $546776.31    | 0.12%             | 2026-03-02      | Fixed         | 9.50%                 | 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      | $4335036.54   | 0.93%             | 2025-12-08      | Fixed         | 8.50%                 | 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      | $3908697.64   | 0.84%             | 2025-12-08      | Fixed         | 10.00%                | 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      | $5384585.90   | 1.16%             | 2025-12-10      | Fixed         | 10.00%                | No            |                  2 | 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      | $857825.81    | 0.18%             | 2025-12-24      | Fixed         | 10.00%                | 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      | $2784004.86   | 0.60%             | 2025-12-24      | 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      | $4404516.25   | 0.95%             | 2026-01-12      | Fixed         | 9.00%                 | No            |                  2 | 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      | $597073.88    | 0.13%             | 2026-01-27      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| 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      | $3960089.94   | 0.85%             | 2026-01-28      | Fixed         | 8.00%                 | No            |                  2 | 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      | $939812.71    | 0.20%             | 2026-02-18      | Fixed         | 9.50%                 | 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      | $3039230.04   | 0.65%             | 2026-02-19      | Fixed         | 9.00%                 | 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      | $3187882.02   | 0.68%             | 2026-02-25      | Fixed         | 9.00%                 | 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      | $2527567.21   | 0.54%             | 2026-02-25      | Fixed         | 7.00%                 | No            |                  2 | 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      | $3784500.33   | 0.81%             | 2026-03-02      | Fixed         | 10.00%                | No            |                  2 | 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      | $632053.70    | 0.14%             | 2026-03-03      | 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      | $6091586.12   | 1.31%             | 2026-02-25      | Fixed         | 7.50%                 | 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      | $909130.05    | 0.20%             | 2026-03-09      | Fixed         | 12.00%                | 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      | $2118568.31   | 0.45%             | 2026-03-18      | Fixed         | 7.50%                 | 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      | $2713988.52   | 0.58%             | 2026-03-25      | Fixed         | 10.00%                | 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      | $3282333.29   | 0.70%             | 2026-03-31      | Fixed         | 9.00%                 | 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      | $6905326.42   | 1.48%             | 2026-03-31      | Fixed         | 9.00%                 | No            |                  2 | 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      | $4901483.55   | 1.05%             | 2026-03-31      | 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      | $3578617.30   | 0.77%             | 2026-03-31      | Fixed         | 7.50%                 | No            |                  2 | 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      | $801682.38    | 0.17%             | 2026-04-13      | Fixed         | 8.00%                 | 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      | $2366925.19   | 0.51%             | 2026-04-01      | Fixed         | 10.00%                | No            |                  2 | 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      | $2324031.26   | 0.50%             | 2026-04-07      | Fixed         | 8.50%                 | No            |                  2 | 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      | $2506251.46   | 0.54%             | 2026-04-09      | Fixed         | 10.00%                | No            |                  2 | 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      | $3181369.73   | 0.68%             | 2026-04-15      | 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      | $3573775.05   | 0.77%             | 2026-04-16      | Fixed         | 9.00%                 | No            |                  2 | 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      | $3115718.96   | 0.67%             | 2026-05-05      | Fixed         | 11.00%                | 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      | $6022897.33   | 1.29%             | 2026-05-06      | Fixed         | 11.00%                | 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      | $4880777.78   | 1.05%             | 2026-05-05      | Fixed         | 10.00%                | No            |                  2 | 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      | $933660.80    | 0.20%             | 2026-05-12      | 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      | $4897021.01   | 1.05%             | 2026-05-14      | Fixed         | 12.00%                | 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      | $2943685.64   | 0.63%             | 2026-05-18      | Fixed         | 8.50%                 | 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      | $4885189.40   | 1.05%             | 2026-05-13      | Fixed         | 10.00%                | 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      | $8158792.61   | 1.75%             | 2026-05-18      | Fixed         | 11.00%                | 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      | $4385226.87   | 0.94%             | 2026-05-19      | Fixed         | 10.00%                | 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      | $5728321.71   | 1.23%             | 2026-11-18      | Fixed         | 10.00%                | 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      | $4411656.87   | 0.95%             | 2026-05-21      | Fixed         | 10.00%                | No            |                  2 | 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      | $3629476.01   | 0.78%             | 2027-05-18      | Fixed         | 8.00%                 | 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      | $6128181.54   | 1.31%             | 2026-06-09      | Fixed         | 12.00%                | No            |                  2 | 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      | $3206361.77   | 0.69%             | 2026-06-15      | Fixed         | 10.00%                | 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      | $2826077.26   | 0.61%             | 2026-06-15      | Fixed         | 9.00%                 | 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      | $1785254.03   | 0.38%             | 2026-06-22      | Fixed         | 8.50%                 | No            |                  2 | 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      | $889518.59    | 0.19%             | 2026-06-23      | 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      | $2307681.16   | 0.50%             | 2026-06-30      | Fixed         | 12.00%                | No            |                  2 | 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      | $602673.72    | 0.13%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UBS AG into Accenture plc                                                           | UBS AG into Accenture plc                                                           | CUSIP: 90304M253<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | SN               | CORP              | CH        |     12400 | NS      | $3184079.17   | 0.68%             | 2026-07-13      | Fixed         | 8.00%                 | No            |                  2 | 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      | $1230580.55   | 0.26%             | 2026-07-21      | Fixed         | 9.00%                 | 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      | $973755.85    | 0.21%             | 2026-08-05      | Fixed         | 10.00%                | 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      | $1544735.01   | 0.33%             | 2026-08-10      | Fixed         | 9.00%                 | 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      | $2268089.74   | 0.49%             | 2026-08-10      | Fixed         | 9.00%                 | No            |                  2 | 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      | $3660139.98   | 0.79%             | 2026-08-21      | Fixed         | 8.50%                 | No            |                  2 | 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      | $2121862.70   | 0.46%             | 2026-08-20      | Fixed         | 8.50%                 | 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      | $795708.03    | 0.17%             | 2026-08-28      | Fixed         | 10.00%                | No            |                  2 | 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      | $484406.15    | 0.10%             | 2026-08-28      | Fixed         | 12.50%                | 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      | $686770.31    | 0.15%             | 2026-09-01      | Fixed         | 10.50%                | 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      | $1096685.78   | 0.24%             | 2026-09-03      | Fixed         | 11.00%                | 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      | $4634078.76   | 0.99%             | 2026-09-08      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc into Merck & Co., Inc.                                            | Barclays Bank plc into Merck & Co., Inc.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     29000 | NS      | $2716110.31   | 0.58%             | 2026-10-02      | Fixed         | 8.50%                 | 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        |    130000 | NS      | $4613242.87   | 0.99%             | 2026-10-02      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc. into NextEra Energy, Inc.                   | Citigroup Global Markets Holdings, Inc. into NextEra Energy, Inc.                   | CUSIP: 17333F769<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |     65000 | NS      | $4941116.74   | 1.06%             | 2026-10-05      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada into BP plc                                                    | Royal Bank of Canada into BP plc                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |    100000 | NS      | $3549654.43   | 0.76%             | 2026-10-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV into Target Corp.                                           | BNP Paribas Issuance BV into Target Corp.                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     16000 | NS      | $1441319.47   | 0.31%             | 2026-10-07      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC into International Business Machines Corp.               | Morgan Stanley Finance LLC into International Business Machines Corp.               | CUSIP: 61772E198<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |     30000 | NS      | $8728726.41   | 1.87%             | 2027-04-08      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV into Microsoft Corp.                             | J.P. Morgan Structured Products BV into Microsoft Corp.                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      8000 | NS      | $3982649.76   | 0.85%             | 2026-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into Amazon.com, Inc.                                   | Toronto-Dominion Bank (The) into Amazon.com, Inc.                                   | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      5500 | NS      | $1225895.54   | 0.26%             | 2026-10-13      | Fixed         | 10.00%                | 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: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      9000 | NS      | $3310288.09   | 0.71%             | 2026-10-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA into NextEra Energy, Inc.                                       | Wells Fargo Bank NA into NextEra Energy, Inc.                                       | CUSIP: 95004P449<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |     12000 | NS      | $1021277.26   | 0.22%             | 2026-10-22      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP into Dell Technologies, Inc.                               | Mizuho Markets Cayman LP into Dell Technologies, Inc.                               | CUSIP: 60701E485<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     39000 | NS      | $5469723.00   | 1.17%             | 2026-11-09      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada into Microsoft Corp.                                           | Royal Bank of Canada into Microsoft Corp.                                           | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      3200 | NS      | $1615337.70   | 0.35%             | 2026-11-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into QUALCOMM, Inc.                                     | Toronto-Dominion Bank (The) into QUALCOMM, Inc.                                     | CUSIP: 89112B194<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |      4500 | NS      | $773261.82    | 0.17%             | 2026-11-25      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP into Meta Platforms, Inc.                                  | Mizuho Markets Cayman LP into Meta Platforms, Inc.                                  | CUSIP: 60701B523<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      1500 | NS      | $932606.05    | 0.20%             | 2026-12-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EURO                                                                                | EURO                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |       100 | OU      | $116.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                                       | Accenture plc, Class A                                                              | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |     25000 | NS      | $6250000.00   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                                                       | Medtronic plc                                                                       | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     65000 | NS      | $6846450.00   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

**Name of Applicant:** Franklin Strategic Series

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer