JPMorgan Chase Bank NA into Bank of America Corp.

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(The) 808513105 22000.00000000 NS USD 1349040.00000000 1.422564169128 Long EC CORP US N 1 N N N J.P. Morgan Structured Products BV into Johnson Controls International plc N/A J.P. Morgan Structured Products BV into Johnson Controls International plc N/A 15000.00000000 NS USD 819227.80000000 0.863876619399 Long SN CORP US N 2 2024-09-09 Fixed 8.00000000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 Coca-Cola Co. (The) 191216100 55000.00000000 NS USD 3214200.00000000 3.389377447973 Long EC CORP US N 1 N N N Caterpillar, Inc. WRJR7GS4GTRECRRTVX92 Caterpillar, Inc. 149123101 7000.00000000 NS USD 1755040.00000000 1.850691617289 Long EC CORP US N 1 N N N Barclays Bank plc into Northrop Grumman Corp. G5GSEF7VJP5I7OUK5573 Barclays Bank plc into Northrop Grumman Corp. 06748J516 1800.00000000 NS USD 871427.81000000 0.918921587564 Long SN CORP GB N 2 2024-11-08 Fixed 7.00000000 N N N N N N Merrill Lynch International & Co. CV into RTX Corp. 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(The) 90301T103 8100.00000000 NS USD 475045.71000000 0.500936225571 Long SN CORP CH N 2 2024-07-17 Fixed 10.00000000 N N N N N N Citigroup Global Markets Holdings, Inc. into MetLife, Inc. 82VOJDD5PTRDMVVMGV31 Citigroup Global Markets Holdings, Inc. into MetLife, Inc. 17331M295 4500.00000000 NS USD 266637.58000000 0.281169622436 Long SN CORP US N 2 2024-07-17 Fixed 9.50000000 N N N N N N N/A N/A TotalEnergies SE N/A -350.00000000 NC USD -7000.00000000 -0.00738150772 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written TotalEnergies SE TotalEnergies SE 100.00000000 75.00000000 USD 2024-01-19 XXXX 17419.56000000 N N N N/A N/A International Business Machines Corp. 00CAVXCP1 -70.00000000 NC USD -63000.00000000 -0.06643356954 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written International Business Machines Corp. International Business Machines Corp. 100.00000000 150.00000000 USD 2023-12-15 XXXX -55785.11000000 N N N Royal Bank of Canada into Barrick Gold Corp. 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(The) N/A 1500.00000000 NS USD 498524.13000000 0.525694245377 Long SN CORP US N 2 2024-07-12 Fixed 8.50000000 N N N N N N Mizuho Markets Cayman LP into Cisco Systems, Inc. 549300KHUXLS6Q30KT26 Mizuho Markets Cayman LP into Cisco Systems, Inc. 6068FR709 12000.00000000 NS USD 590619.14000000 0.622808535081 Long SN CORP KY N 2 2024-07-23 Fixed 7.50000000 N N N N N N Alcoa Nederland Holding BV 5493000UL1QLQLT1VQ42 Alcoa Nederland Holding BV 013822AG6 1000000.00000000 PA USD 892870.30000000 0.941532716938 Long DBT CORP NL N 2 2029-03-31 Fixed 4.12500000 N N N N N N Institutional Fiduciary Trust - Money Market Portfolio 549300M4TP89K77LG374 Institutional Fiduciary Trust - Money Market Portfolio 457756500 2989128.16100000 NS USD 2989128.16000000 3.152038944249 Long STIV RF US N 1 N N N N/A N/A Shell plc N/A -155.00000000 NC USD -465.00000000 -0.00049034301 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Shell plc Shell plc 100.00000000 75.00000000 USD 2023-12-15 XXXX 5708.71000000 N N N Barclays Bank plc into General Motors Co. N/A Barclays Bank plc into General Motors Co. N/A 11000.00000000 NS USD 361614.60000000 0.381322994865 Long SN CORP US N 2 2024-07-17 Fixed 10.00000000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 QUALCOMM, Inc. 747525103 6500.00000000 NS USD 838825.00000000 0.884541888431 Long EC CORP US N 1 N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp. 539830109 300.00000000 NS USD 134331.00000000 0.141652187780 Long EC CORP US N 1 N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 Texas Instruments, Inc. 882508104 10000.00000000 NS USD 1527100.00000000 1.610328635679 Long EC CORP US N 1 N N N UBS AG into Texas Instruments, Inc. BFM8T61CT2L1QCEMIK50 UBS AG into Texas Instruments, Inc. 90301T202 700.00000000 NS USD 109933.24000000 0.115924722929 Long SN CORP CH N 2 2024-08-07 Fixed 8.50000000 N N N N N N Mizuho Markets Cayman LP into Microchip Technology, Inc. 549300KHUXLS6Q30KT26 Mizuho Markets Cayman LP into Microchip Technology, Inc. 6068FR121 9000.00000000 NS USD 732987.80000000 0.772936444203 Long SN CORP KY N 2 2024-11-12 Fixed 10.00000000 N N N N N N 2024-01-02 Franklin Strategic Series Monica Krogh Monica Krogh Assistant Treasurer XXXX