Wells Fargo Bank NA into International Business Machines Corp.

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(The) 097023105 15000.00000000 NS USD 3116700.00000000 0.450965848513 Long EC CORP US N 1 N N N Morgan Stanley Finance LLC into International Business Machines Corp. 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC into International Business Machines Corp. 61772E271 34000.00000000 NS USD 8180556.58000000 1.183672358397 Long SN CORP US N 2 2027-09-03 Fixed 10.00000000 N N N N N N Barclays Bank plc into Freeport-McMoRan, Inc. N/A Barclays Bank plc into Freeport-McMoRan, Inc. N/A 17000.00000000 NS USD 1066908.46000000 0.154374588170 Long SN CORP US N 2 2027-01-27 Fixed 10.00000000 N N N N N N Barclays Bank plc into Merck & Co., Inc. N/A Barclays Bank plc into Merck & Co., Inc. 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BFM8T61CT2L1QCEMIK50 UBS AG into Texas Instruments, Inc. 90304M477 22500.00000000 NS USD 5408714.99000000 0.782605237859 Long SN CORP CH N 2 2027-02-24 Fixed 10.00000000 N N N N N N UBS AG into Schlumberger NV BFM8T61CT2L1QCEMIK50 UBS AG into Schlumberger NV 90304M428 55000.00000000 NS USD 3003885.14000000 0.434642285429 Long SN CORP CH N 2 2027-02-11 Fixed 10.00000000 N N N N N N Royal Bank of Canada into BP plc ES7IP3U3RHIGC71XBU11 Royal Bank of Canada into BP plc N/A 100000.00000000 NS USD 3845616.84000000 0.556435287743 Long SN CORP CA N 2 2026-10-07 Fixed 10.00000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 Home Depot, Inc. (The) 437076102 20000.00000000 NS USD 6556600.00000000 0.948696596517 Long EC CORP US N 1 N N N KKR & Co., Inc. 54930013V5I303TF9571 KKR & Co., Inc., Series D 48251W500 635000.00000000 NS USD 30873700.00000000 4.467219917626 Long EP CORP US N 1 N N N Wells Fargo Bank NA into Salesforce, Inc. KB1H1DSPRFMYMCUFXT09 Wells Fargo Bank NA into Salesforce, Inc. 95004Y473 45000.00000000 NS USD 9215164.23000000 1.333373233284 Long SN CORP US N 2 2027-07-22 Fixed 10.00000000 N N N N N N Barclays Bank plc into Micron Technology, Inc. G5GSEF7VJP5I7OUK5573 Barclays Bank plc into Micron Technology, Inc. N/A 32500.00000000 NS USD 4862329.27000000 0.703546842814 Long SN CORP GB N 2 2026-09-08 Fixed 10.00000000 N N N N N N National Bank of Canada into Meta Platforms, Inc. BSGEFEIOM18Y80CKCV46 National Bank of Canada into Meta Platforms, Inc. 63306B526 11900.00000000 NS USD 6755627.39000000 0.977494541719 Long SN CORP CA N 2 2027-09-15 Fixed 10.00000000 N N N N N N BNP Paribas Issuance BV into Comcast Corp. 7245009UXRIGIRYOBR48 BNP Paribas Issuance BV into Comcast Corp. N/A 306000.00000000 NS USD 7970830.61000000 1.153326399525 Long SN CORP NL N 2 2027-07-26 Fixed 9.50000000 N N N N N N Toronto-Dominion Bank (The) into Boston Scientific Corp. 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N/A 34000.00000000 NS USD 6325101.14000000 0.915200244661 Long SN CORP US N 2 2027-04-27 Fixed 12.50000000 N N N N N N Wells Fargo Bank NA into Amazon.com, Inc. N/A Wells Fargo Bank NA into Amazon.com, Inc. N/A 25000.00000000 NS USD 5645706.90000000 0.816896397670 Long SN CORP US N 2 2027-02-26 Fixed 9.00000000 N N N N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 Analog Devices, Inc. 032654105 21200.00000000 NS USD 7677368.00000000 1.110864303421 Long EC CORP US N 1 N N N SLB Ltd. 213800ZUA17OK3QLGM62 SLB Ltd. 806857108 150000.00000000 NS USD 9015000.00000000 1.304410794864 Long EC CORP CW N 1 N N N NextEra Energy, Inc. 254900RHL9MEUS5NKX63 NextEra Energy, Inc. 65339F119 175000.00000000 NS USD 8380750.00000000 1.212639020416 Long EP CORP US N 1 N N N Morgan Stanley Finance LLC into Cisco Systems, Inc. 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC into Cisco Systems, Inc. 61772E297 53000.00000000 NS USD 5878710.89000000 0.850610531869 Long SN CORP US N 2 2028-03-01 Fixed 10.00000000 N N N N N N Citigroup Global Markets Holdings, Inc. into International Business Machines Corp. 82VOJDD5PTRDMVVMGV31 Citigroup Global Markets Holdings, Inc. into International Business Machines Corp. N/A 51250.00000000 NS USD 12090529.22000000 1.749419504180 Long SN CORP US N 2 2028-02-29 Fixed 10.00000000 N N N N N N BNP Paribas Issuance BV into Target Corp. 7245009UXRIGIRYOBR48 BNP Paribas Issuance BV into Target Corp. N/A 16000.00000000 NS USD 1739290.38000000 0.251663798899 Long SN CORP NL N 2 2026-10-07 Fixed 11.00000000 N N N N N N Shell plc 21380068P1DRHMJ8KU70 Shell plc N/A 450000.00000000 NS 20617300.56000000 2.983186845416 Long EC CORP GB N 2 N N N Toronto-Dominion Bank (The) into Intel Corp. PT3QB789TSUIDF371261 Toronto-Dominion Bank (The) into Intel Corp. 89112B160 23000.00000000 NS USD 726993.62000000 0.105191162032 Long SN CORP CA N 2 2026-09-01 Fixed 10.50000000 N N N N N N Morgan Stanley Finance LLC into Amgen, Inc. 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC into Amgen, Inc. 61772E206 12500.00000000 NS USD 4694278.78000000 0.679231049887 Long SN CORP US N 2 2026-12-16 Fixed 8.00000000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 Coca-Cola Co. (The) 191216100 125000.00000000 NS USD 11083750.00000000 1.603745218810 Long EC CORP US N 1 N N N Royal Bank of Canada into Objective Corp. Ltd. ES7IP3U3RHIGC71XBU11 Royal Bank of Canada into Objective Corp. Ltd. 78017W791 35000.00000000 NS USD 5260878.28000000 0.761214245024 Long SN CORP CA N 2 2028-02-29 Fixed 12.50000000 N N N N N N Caterpillar, Inc. WRJR7GS4GTRECRRTVX92 Caterpillar, Inc. 149123101 6000.00000000 NS USD 4784820.00000000 0.692331764779 Long EC CORP US N 1 N N N Norfolk Southern Corp. 54930036C8MWP850MI84 Norfolk Southern Corp. 655844108 15000.00000000 NS USD 5141850.00000000 0.743991641217 Long EC CORP US N 1 N N N Citigroup Global Markets Holdings, Inc. into NextEra Energy, Inc. 82VOJDD5PTRDMVVMGV31 Citigroup Global Markets Holdings, Inc. into NextEra Energy, Inc. 17333F769 65000.00000000 NS USD 5040039.34000000 0.729260312993 Long SN CORP US N 2 2026-10-05 Fixed 9.00000000 N N N N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 Procter & Gamble Co. (The) 742718109 20000.00000000 NS USD 2902400.00000000 0.419958057794 Long EC CORP US N 1 N N N Toronto-Dominion Bank (The) into Workday, Inc. PT3QB789TSUIDF371261 Toronto-Dominion Bank (The) into Workday, Inc. 89112B277 60000.00000000 NS USD 10346975.70000000 1.497138857157 Long SN CORP CA N 2 2027-06-02 Fixed 12.50000000 N N N N N N Toronto-Dominion Bank (The) into Starbucks Corp. PT3QB789TSUIDF371261 Toronto-Dominion Bank (The) into Starbucks Corp. 89112B244 60000.00000000 NS USD 6105653.74000000 0.883447659252 Long SN CORP CA N 2 2027-01-27 Fixed 9.00000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 Truist Financial Corp. 89832Q109 69000.00000000 NS USD 3421020.00000000 0.494998937043 Long EC CORP US N 1 N N N Wells Fargo Bank NA into Alphabet, Inc. KB1H1DSPRFMYMCUFXT09 Wells Fargo Bank NA into Alphabet, Inc. 95004Y572 11500.00000000 NS USD 3959494.19000000 0.572912586094 Long SN CORP US N 2 2028-03-02 Fixed 10.00000000 N N N N N N Citigroup Global Markets Holdings, Inc. into Workday, Inc. 82VOJDD5PTRDMVVMGV31 Citigroup Global Markets Holdings, Inc. into Workday, Inc. 17333Q310 9450.00000000 NS USD 1666274.43000000 0.241098874508 Long SN CORP US N 2 2027-02-24 Fixed 10.00000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343V104 140000.00000000 NS USD 7002800.00000000 1.013258781394 Long EC CORP US N 1 N N N Merrill Lynch BV into Charles Schwab Corp. (The) 549300RQ1D1WIE085245 Merrill Lynch BV into Charles Schwab Corp. (The) 59028A267 39000.00000000 NS USD 4052187.61000000 0.586324710072 Long SN CORP NL N 2 2027-03-03 Fixed 8.00000000 N N N N N N Morgan Stanley Finance LLC into Freeport-McMoRan, Inc. 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC into Freeport-McMoRan, Inc. 61772E180 142593.00000000 NS USD 6548841.22000000 0.947573952437 Long SN CORP US N 2 2026-11-18 Fixed 10.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 060505104 26000.00000000 NS USD 1610440.00000000 0.233020002271 Long EC CORP US N 1 N N N Mizuho Markets Cayman LP into Dell Technologies, Inc. 549300KHUXLS6Q30KT26 Mizuho Markets Cayman LP into Dell Technologies, Inc. 60701E485 39000.00000000 NS USD 7682432.14000000 1.111597050940 Long SN CORP KY N 2 2026-11-09 Fixed 12.00000000 N N N N N N Morgan Stanley Finance LLC into JPMorgan Chase & Co. 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC into JPMorgan Chase & Co. 61772E222 23000.00000000 NS USD 7294872.37000000 1.055519718977 Long SN CORP US N 2 2027-03-30 Fixed 8.00000000 N N N N N N Mizuho Markets Cayman LP into Meta Platforms, Inc. 549300KHUXLS6Q30KT26 Mizuho Markets Cayman LP into Meta Platforms, Inc. 60701B523 1500.00000000 NS USD 860984.97000000 0.124578822971 Long SN CORP KY N 2 2026-12-07 Fixed 10.00000000 N N N N N N BNP Paribas Issuance BV into Lowe's Cos., Inc. 7245009UXRIGIRYOBR48 BNP Paribas Issuance BV into Lowe's Cos., Inc. N/A 25000.00000000 NS USD 5225183.67000000 0.756049471358 Long SN CORP NL N 2 2027-09-15 Fixed 8.50000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 Nestle SA N/A 60000.00000000 NS 5836466.99000000 0.844498119315 Long EC CORP CH N 2 N N N Mizuho Markets Cayman LP into Palo Alto Networks, Inc. PT3QB789TSUIDF371261 Mizuho Markets Cayman LP into Palo Alto Networks, Inc. N/A 45000.00000000 NS USD 9083531.72000000 1.314326880871 Long SN CORP CA N 2 2027-04-28 Fixed 10.00000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 Boeing Co. (The) 097023204 250000.00000000 NS USD 16210000.00000000 2.345479643344 Long EP CORP US N 1 N N N UBS AG into Marvell Technology, Inc. BFM8T61CT2L1QCEMIK50 UBS AG into Marvell Technology, Inc. N/A 78000.00000000 NS USD 9966784.94000000 1.442127772138 Long SN CORP CH N 2 2026-12-16 Fixed 12.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287Y109 25000.00000000 NS USD 6410500.00000000 0.927556894118 Long EC CORP US N 1 N N N Merrill Lynch BV into Alphabet, Inc. 549300RQ1D1WIE085245 Merrill Lynch BV into Alphabet, Inc. 59028A218 17200.00000000 NS USD 5787894.10000000 0.837469943823 Long SN CORP NL N 2 2026-12-23 Fixed 9.00000000 N N N N N N BNP Paribas Issuance BV into Medtronic plc 7245009UXRIGIRYOBR48 BNP Paribas Issuance BV into Medtronic plc N/A 52266.00000000 NS USD 4596318.13000000 0.665056792612 Long SN CORP NL N 2 2027-04-27 Fixed 7.25000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324P102 35000.00000000 NS USD 13629350.00000000 1.972076679643 Long EC CORP US N 1 N N N Franklin Institutional U.S. Government Money Market Fund 549300M4TP89K77LG374 Franklin Institutional U.S. Government Money Market Fund 457756500 5131665.73100000 NS USD 5131665.73000000 0.742518044797 Long STIV RF US N 1 N N N Royal Bank of Canada into NIKE, Inc. ES7IP3U3RHIGC71XBU11 Royal Bank of Canada into NIKE, Inc. 78017W825 159000.00000000 NS USD 6334745.93000000 0.916595781898 Long SN CORP CA N 2 2027-09-08 Fixed 10.00000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650100 32981.00000000 NS USD 3097245.71000000 0.448150941594 Long EC CORP US N 1 N N N Toronto-Dominion Bank (The) into QUALCOMM, Inc. PT3QB789TSUIDF371261 Toronto-Dominion Bank (The) into QUALCOMM, Inc. 89112B251 50000.00000000 NS USD 7494971.55000000 1.084472745093 Long SN CORP CA N 2 2027-03-24 Fixed 10.00000000 N N N N N N BNP Paribas Issuance BV into Meta Platforms, Inc. 7245009UXRIGIRYOBR48 BNP Paribas Issuance BV into Meta Platforms, Inc. N/A 11440.00000000 NS USD 6532157.28000000 0.945159896814 Long SN CORP NL N 2 2027-09-15 Fixed 10.00000000 N N N N N N EURO N/A EURO N/A 117.56000000 OU Currencies 136.55000000 0.000019757880 Long STIV XX N 1 N N N Royal Bank of Canada into Microsoft Corp. ES7IP3U3RHIGC71XBU11 Royal Bank of Canada into Microsoft Corp. 78017W320 6600.00000000 NS USD 2904597.71000000 0.420276051876 Long SN CORP CA N 2 2027-04-05 Fixed 8.00000000 N N N N N N Mizuho Markets Cayman LP into Amazon.com, Inc. 549300KHUXLS6Q30KT26 Mizuho Markets Cayman LP into Amazon.com, Inc. 60701E659 35000.00000000 NS USD 8772188.15000000 1.269277528279 Long SN CORP KY N 2 2027-07-06 Fixed 10.00000000 N N N N N N Goldman Sachs Bank USA into Dell Technologies, Inc. KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA into Dell Technologies, Inc. 38152A285 38000.00000000 NS USD 8143044.83000000 1.178244656607 Long SN CORP US N 2 2027-04-14 Fixed 12.50000000 N N N N N N Ares Management Corp. 529900JUV61FH7B8VW38 Ares Management Corp., Series B 03990B309 150000.00000000 NS USD 6855000.00000000 0.991873100254 Long EP CORP US N 1 N N N Citigroup Global Markets Holdings, Inc. into Microsoft Corp. 82VOJDD5PTRDMVVMGV31 Citigroup Global Markets Holdings, Inc. into Microsoft Corp. 17333Q153 8000.00000000 NS USD 3584386.34000000 0.518636964488 Long SN CORP US N 2 2027-03-25 Fixed 9.00000000 N N N N N N Goldman Sachs Bank USA into Home Depot, Inc. (The) KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA into Home Depot, Inc. (The) 38152A343 13500.00000000 NS USD 4443712.53000000 0.642975772979 Long SN CORP US N 2 2027-10-19 Fixed 8.25000000 N N N N N N 2026-09-30 Franklin Strategic Series Monica Krogh Monica Krogh Assistant Treasurer