Franklin ActiveQuant Canadian Fund June 30, 2021

Franklin ActiveQuant Canadian June 30, 2021 Fund

Portfolio Holdings

The following portfolio data for the Franklin Templeton funds is made available to the public under our Portfolio Holdings Release Policy and is "as of" the date indicated. This portfolio data should not be relied upon as a complete listing of a fund's holdings (or of a fund's top holdings) as information on particular holdings may be withheld if it is in the fund's interest to do so. The portfolio holdings list excludes cash and other net items as foreign currency forwards. Further, portfolio holdings data of over-the-counter derivative investments such as Credit Default Swaps, Interest Rate Swaps or other Swap contracts list only the name of counterparty to the derivative contract, not the details of the derivative. Complete portfolio data can be found in the semi- and annual financial statements of the fund.

Security Security Shares/ Market % of Coupon Maturity Identifier Name Positions Held Value TNA Rate Date

2009823 AGNICO EAGLE MINES LTD 15,385 $1,153,259 1.79% N/A N/A

2011646 ALIMENTATION COUCHE-TARD INC 38,296 $1,744,382 2.71% N/A N/A

2076009 BANK OF 16,362 $2,078,955 3.23% N/A N/A

2076281 BANK OF NOVA SCOTIA/THE 18,314 $1,476,474 2.29% N/A N/A

B188TH2 BCE INC 23,202 $1,418,338 2.20% N/A N/A

CANADIAN IMPERIAL BANK OF 2170525 12,186 $1,719,566 2.67% N/A N/A COMMERCE

2180632 CANADIAN NATIONAL RAILWAY CO 10,709 $1,400,630 2.18% N/A N/A

2793115 LTD 20,233 $1,928,609 3.00% N/A N/A

2172286 CORP LTD 9,397 $1,843,315 2.86% N/A N/A

14179V503 CARGOJET INC 6,287 $1,156,996 1.80% N/A N/A

124900309 CCL INDUSTRIES INC 22,390 $1,528,565 2.37% N/A N/A

12532H104 CGI INC 15,754 $1,770,592 2.75% N/A N/A

19239C106 COMMUNICATIONS INC 13,440 $1,629,062 2.53% N/A N/A

CONSTELLATION SOFTWARE INC/ 21037X100 942 $1,768,520 2.75% N/A N/A

25675T107 DOLLARAMA INC 28,559 $1,620,437 2.52% N/A N/A

291843407 EMPIRE CO LTD 45,336 $1,772,637 2.75% N/A N/A

2466149 INC 33,441 $1,659,676 2.58% N/A N/A

349553107 FORTIS INC/CANADA 23,459 $1,287,195 2.00% N/A N/A

B29NF31 FRANCO-NEVADA CORP 8,222 $1,479,055 2.30% N/A N/A

2384951 GREAT-WEST LIFECO INC 49,606 $1,826,492 2.84% N/A N/A

B04YJV1 INTACT FINANCIAL CORP 12,882 $2,169,457 3.37% N/A N/A

B03Z841 CORP 149,665 $1,176,366 1.83% N/A N/A

539481101 LOBLAW COS LTD 20,498 $1,563,792 2.43% N/A N/A

2554475 INC 13,234 $1,518,866 2.36% N/A N/A

59162N109 METRO INC/CN 20,987 $1,247,257 1.94% N/A N/A

2077303 17,991 $1,669,025 2.59% N/A N/A

2260824 OPEN TEXT CORP 26,496 $1,667,923 2.59% N/A N/A

2715777 INC 39,380 $1,301,902 2.02% N/A N/A franklintempleton.ca 1 Franklin ActiveQuant Canadian Fund June 30, 2021

Security Security Shares/ Market % of Coupon Maturity Identifier Name Positions Held Value TNA Rate Date

RESTAURANT BRANDS INTERNATIONAL 76131D103 18,083 $1,444,289 2.24% N/A N/A INC

2169051 INC 21,640 $1,426,076 2.22% N/A N/A

2754383 16,087 $2,020,366 3.14% N/A N/A

BX865C7 INC 1,031 $1,869,068 2.90% N/A N/A

2854238 STANTEC INC 33,210 $1,836,845 2.85% N/A N/A

2566124 INC 25,495 $1,629,640 2.53% N/A N/A

BJMY6G0 TC ENERGY CORP 23,709 $1,454,310 2.26% N/A N/A

2381093 CORP 59,105 $1,643,119 2.55% N/A N/A

87262K105 TMX GROUP LTD 10,188 $1,334,016 2.07% N/A N/A

2897222 -DOMINION BANK/THE 19,178 $1,665,992 2.59% N/A N/A

94106B101 WASTE CONNECTIONS INC 11,214 $1,660,793 2.58% N/A N/A

2221984 CORP 23,126 $1,263,604 1.96% N/A N/A

franklintempleton.ca 2 Franklin ActiveQuant Canadian Fund June 30, 2021

Important Legal Information

• Portfolio holdings are subject to change without notice and may not represent current or future portfolio composition. The portfolio data is “as of” the date indicated and we disclaim any responsibility to update the information.

• The net market value of any Credit Default, Interest Rate and/or other Swap contract positions is displayed as exposure to the issuing counterparty (i.e. "Citibank") .

• Unlike the fund's regulatory filings, the portfolio data and its presentation in this document are not required to conform to International Financing Reporting Principles (IFRP). Therefore, the content of this document may differ from the complete schedule of investments in the fund's annual and semi-annual reports.

• The portfolio data is for information only. It does not constitute a recommendation or an offer for a particular security or fund, nor should it be taken as a solicitation or a recommendation to buy or sell securities or other investments.TNA = Total Net Assets.

The information presented herein is considered reliable at the present time; however, we do not represent that it is accurate or complete, or that it should be relied upon as such. The information presented herein is not a recommendation or solicitation to buy or sell securities. Commissions, trailing commissions, management fees and expenses all may be associated with mutual fund investments. Please read the prospectus or fund facts document before investing. Mutual funds are not guaranteed, their values change frequently and past performance may not be repeated.

Investors should carefully consider a fund's investment objectives, risks, fees and expenses before investing. To obtain a prospectus or fund facts document, which contains this and other information, talk to your financial advisor, call us at (800) 387-0830 or visit franklintempleton.ca.

Franklin Templeton Investments Canada 200 King Street West, Suite 1500 Toronto, ON M5H 3T4 Tel: 800.387.0830 Fax: 866.850.8241 franklintempleton.ca

© 2021 Franklin Templeton. All rights reserved. Franklin Templeton Canada is a business name used by Franklin Templeton Investments Corp

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