# EDGAR Filing Document

**Accession Number:** 0000872625
**File Stem:** 0002071691-26-008615
**Filing Date:** 2026-4
**Character Count:** 57771
**Document Hash:** 8d2554cc72a9864618996f2afbb14b38
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-008615.hdr.sgml**: 20260423

**ACCESSION NUMBER**: 0002071691-26-008615

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260423

**DATE AS OF CHANGE**: 20260423

**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:** 26887692

**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:** 2026-02-28

**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:** $531015380.11

**Total Liabilities:** $26240.72

**Net Assets:** $530989139.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -786.58000000 | **5-Year:** -149.30000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -0.27000000 | **1-Year:** -377.32000000 | **5-Year:** -72.44000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000212374 | 2.24%                | 3.63%                | 0.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9577518.74              | $-137126.12                                |
| Month 2  | $5622627.37              | $11000291.23                               |
| Month 3  | $9612675.54              | $-7444772.05                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AbbVie, Inc.                                                                        | AbbVie, Inc.                                                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     25000 | NS      | $5802000.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                                                     | Albemarle Corp.                                                                     | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |    225000 | NS      | $15990750.00  | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                                                | Analog Devices, Inc.                                                                | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     21200 | NS      | $7542748.00   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp.                                                               | Ares Management Corp., Series B                                                     | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |    500000 | NS      | $18800000.00  | 3.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     26000 | NS      | $1295580.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                                                     | BlackRock, Inc.                                                                     | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      2500 | NS      | $2658075.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     15000 | NS      | $3412950.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    315000 | NS      | $22972950.00  | 4.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     36987 | NS      | $2306879.19   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                                      | Broadcom, Inc.                                                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     20000 | NS      | $6391000.00   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                                   | Caterpillar, Inc.                                                                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      6000 | NS      | $4456980.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                                                       | Chevron Corp.                                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40000 | NS      | $7470400.00   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp., Class A                                                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    175000 | NS      | $5418000.00   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    135000 | NS      | $6678450.00   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                              | Freeport-McMoRan, Inc.                                                              | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     19962 | NS      | $1359012.96   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      6990 | NS      | $2661232.80   | 0.50%             |  |  |  | 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        |  10671517 | NS      | $10671516.92  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     20000 | NS      | $6821200.00   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                                                | NextEra Energy, Inc.                                                                | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    350000 | NS      | $18396000.00  | 3.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                                                          | NIKE, Inc., Class B                                                                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     43000 | NS      | $2673740.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     15000 | NS      | $4721100.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                                                              | Northrop Grumman Corp.                                                              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     10000 | NS      | $7243800.00   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     25000 | NS      | $3635000.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                                                           | PPL Corp.                                                                           | CUSIP: 69351T866<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EP               | CORP              | US        |     50000 | NS      | $2500500.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                                                        | Pfizer, Inc.                                                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    150000 | NS      | $4147500.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                                   | Philip Morris International, Inc.                                                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     67500 | NS      | $12611025.00  | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                                                      | QUALCOMM, Inc.                                                                      | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      7497 | NS      | $1067272.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                                                    | Salesforce, Inc.                                                                    | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     16200 | NS      | $3155598.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd.                                                                            | SLB Ltd.                                                                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    150000 | NS      | $7701000.00   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                                                     | Starbucks Corp.                                                                     | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     30000 | NS      | $2940600.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                                              | Truist Financial Corp.                                                              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     69000 | NS      | $3402390.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                          | US Bancorp                                                                          | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     50000 | NS      | $2733000.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc., Class B                                                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     44000 | NS      | $5102240.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                                                            | UnitedHealth Group, Inc.                                                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     54279 | NS      | $15918402.33  | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                                                   | Xcel Energy, Inc.                                                                   | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     40000 | NS      | $3334400.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell plc                                                                           | Shell plc                                                                           | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    225000 | NS      | $9423646.86   | 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      | $580013.15    | 0.11%             | 2026-03-02      | Fixed         | 9.50%                 | 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      | $3798123.53   | 0.72%             | 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      | $661905.08    | 0.12%             | 2026-03-03      | Fixed         | 10.00%                | 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      | $1009073.06   | 0.19%             | 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      | $2157004.94   | 0.41%             | 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      | $2623420.53   | 0.49%             | 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      | $3117299.60   | 0.59%             | 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      | $6805632.96   | 1.28%             | 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      | $4767019.86   | 0.90%             | 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      | $3591831.79   | 0.68%             | 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      | $778718.15    | 0.15%             | 2026-04-13      | Fixed         | 8.00%                 | 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      | $2527051.02   | 0.48%             | 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      | $2556259.29   | 0.48%             | 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      | $3208824.04   | 0.60%             | 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      | $3511113.01   | 0.66%             | 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      | $3547824.64   | 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      | $5921318.56   | 1.12%             | 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      | $4874003.05   | 0.92%             | 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      | $1040703.99   | 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      | $4913052.78   | 0.93%             | 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      | $3039657.97   | 0.57%             | 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      | $4300865.48   | 0.81%             | 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      | $9842563.28   | 1.85%             | 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      | $4912444.93   | 0.93%             | 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      | $6392758.53   | 1.20%             | 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      | $4693278.36   | 0.88%             | 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      | $3736239.34   | 0.70%             | 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      | $6805827.64   | 1.28%             | 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      | $3255720.68   | 0.61%             | 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      | $2402955.51   | 0.45%             | 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      | $2031697.78   | 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      | $1154791.48   | 0.22%             | 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      | $2669206.60   | 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      | $550762.19    | 0.10%             | 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      | $2659915.06   | 0.50%             | 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      | $1482036.17   | 0.28%             | 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      | $1119879.23   | 0.21%             | 2026-08-05      | 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      | $2485512.89   | 0.47%             | 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      | $3191541.23   | 0.60%             | 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      | $2474929.93   | 0.47%             | 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      | $916894.73    | 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      | $519354.54    | 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      | $702139.94    | 0.13%             | 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      | $1361962.33   | 0.26%             | 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      | $4854852.04   | 0.91%             | 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      | $2816694.98   | 0.53%             | 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      | $5386887.67   | 1.01%             | 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      | $5048650.25   | 0.95%             | 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      | $3652105.60   | 0.69%             | 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      | $1623506.41   | 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      | $7410221.20   | 1.40%             | 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      | $3284735.03   | 0.62%             | 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      | $1149744.90   | 0.22%             | 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      | $3441717.67   | 0.65%             | 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      | $1068274.97   | 0.20%             | 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      | $5786939.23   | 1.09%             | 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      | $1326448.63   | 0.25%             | 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      | $676008.04    | 0.13%             | 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      | $935829.82    | 0.18%             | 2026-12-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC into Amgen, Inc.                                         | Morgan Stanley Finance LLC into Amgen, Inc.                                         | CUSIP: 61772E206<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |     12500 | NS      | $4467957.85   | 0.84%             | 2026-12-16      | Fixed         | 8.00%                 | 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        |     78000 | NS      | $6621557.13   | 1.25%             | 2026-12-16      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into Albemarle Corp.                                    | Toronto-Dominion Bank (The) into Albemarle Corp.                                    | CUSIP: 89112B202<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |      6884 | NS      | $1017736.79   | 0.19%             | 2026-12-23      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc into AbbVie, Inc.                                                 | Barclays Bank plc into AbbVie, Inc.                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     11000 | NS      | $2502411.45   | 0.47%             | 2026-12-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch BV into Alphabet, Inc.                                                | Merrill Lynch BV into Alphabet, Inc.                                                | CUSIP: 59028A218<br>LEI: 549300RQ1D1WIE085245 | Long             | SN               | CORP              | NL        |     17200 | NS      | $5380930.41   | 1.01%             | 2026-12-23      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc. into Alphabet, Inc.                         | Citigroup Global Markets Holdings, Inc. into Alphabet, Inc.                         | CUSIP: 17333P346<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |     16800 | NS      | $5242209.95   | 0.99%             | 2026-12-23      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV into Meta Platforms, Inc.                                   | BNP Paribas Issuance BV into Meta Platforms, Inc.                                   | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      8000 | NS      | $5185597.91   | 0.98%             | 2026-12-29      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| National Bank of Canada into Meta Platforms, Inc.                                   | National Bank of Canada into Meta Platforms, Inc.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |      8000 | NS      | $5195765.62   | 0.98%             | 2026-12-29      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA into Marvell Technology, Inc.                                | JPMorgan Chase Bank NA into Marvell Technology, Inc.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     55000 | NS      | $4527367.13   | 0.85%             | 2027-01-07      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP into Microsoft Corp.                                       | Mizuho Markets Cayman LP into Microsoft Corp.                                       | CUSIP: 60701B747<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      8500 | NS      | $3493888.44   | 0.66%             | 2027-01-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc into Freeport-McMoRan, Inc.                                       | Barclays Bank plc into Freeport-McMoRan, Inc.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     17000 | NS      | $985864.06    | 0.19%             | 2027-01-27      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc. into Halliburton Co.                        | Citigroup Global Markets Holdings, Inc. into Halliburton Co.                        | CUSIP: 17333P122<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |     50000 | NS      | $1692867.69   | 0.32%             | 2027-01-21      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into Starbucks Corp.                                    | Toronto-Dominion Bank (The) into Starbucks Corp.                                    | CUSIP: 89112B244<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |     60000 | NS      | $5722225.68   | 1.08%             | 2027-01-27      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch BV into NIKE, Inc.                                                    | Merrill Lynch BV into NIKE, Inc.                                                    | CUSIP: 59028A234<br>LEI: 549300RQ1D1WIE085245 | Long             | SN               | CORP              | NL        |     50000 | NS      | $3122414.56   | 0.59%             | 2027-02-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV into NextEra Energy, Inc.                                   | BNP Paribas Issuance BV into NextEra Energy, Inc.                                   | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     48000 | NS      | $4304806.28   | 0.81%             | 2027-02-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS AG into Schlumberger NV                                                         | UBS AG into Schlumberger NV                                                         | CUSIP: 90304M428<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | SN               | CORP              | CH        |     55000 | NS      | $2754599.61   | 0.52%             | 2027-02-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc. into Workday, Inc.                          | Citigroup Global Markets Holdings, Inc. into Workday, Inc.                          | CUSIP: 17333Q310<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      9450 | NS      | $1306594.67   | 0.25%             | 2027-02-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UBS AG into Texas Instruments, Inc.                                                 | UBS AG into Texas Instruments, Inc.                                                 | CUSIP: 90304M477<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | SN               | CORP              | CH        |     22500 | NS      | $4881844.15   | 0.92%             | 2027-02-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA into Amazon.com, Inc.                                           | Wells Fargo Bank NA into Amazon.com, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     25000 | NS      | $5094389.92   | 0.96%             | 2027-02-26      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch BV into Charles Schwab Corp. (The)                                    | Merrill Lynch BV into Charles Schwab Corp. (The)                                    | CUSIP: 59028A267<br>LEI: 549300RQ1D1WIE085245 | Long             | SN               | CORP              | NL        |     39000 | NS      | $3721145.70   | 0.70%             | 2027-03-03      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                | EURO                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |       118 | OU      | $138.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                                    | TotalEnergies SE                                                                    | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    130000 | NS      | $10444200.00  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                                       | Accenture plc, Class A                                                              | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |     25000 | NS      | $5218000.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                                                       | Medtronic plc                                                                       | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     65000 | NS      | $6347900.00   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Franklin Strategic Series

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer