AbbVie, Inc.

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N/A 11000.00000000 NS USD 2502411.45000000 0.471273565571 Long SN CORP GB N 2 2026-12-11 Fixed 8.50000000 N N N N N N Merrill Lynch BV into Alphabet, Inc. 549300RQ1D1WIE085245 Merrill Lynch BV into Alphabet, Inc. 59028A218 17200.00000000 NS USD 5380930.41000000 1.013378619416 Long SN CORP NL N 2 2026-12-23 Fixed 9.00000000 N N N N N N Citigroup Global Markets Holdings, Inc. into Alphabet, Inc. 82VOJDD5PTRDMVVMGV31 Citigroup Global Markets Holdings, Inc. into Alphabet, Inc. 17333P346 16800.00000000 NS USD 5242209.95000000 0.987253704665 Long SN CORP US N 2 2026-12-23 Fixed 9.00000000 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 8000.00000000 NS USD 5185597.91000000 0.976592085472 Long SN CORP NL N 2 2026-12-29 Fixed 10.00000000 N N N N N N National Bank of Canada into Meta Platforms, Inc. N/A National Bank of Canada into Meta Platforms, Inc. 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N/A 17000.00000000 NS USD 985864.06000000 0.185665578985 Long SN CORP US N 2 2027-01-27 Fixed 10.00000000 N N N N N N Citigroup Global Markets Holdings, Inc. into Halliburton Co. 82VOJDD5PTRDMVVMGV31 Citigroup Global Markets Holdings, Inc. into Halliburton Co. 17333P122 50000.00000000 NS USD 1692867.69000000 0.318813995319 Long SN CORP US N 2 2027-01-21 Fixed 10.00000000 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 5722225.68000000 1.077653996195 Long SN CORP CA N 2 2027-01-27 Fixed 9.00000000 N N N N N N Merrill Lynch BV into NIKE, Inc. 549300RQ1D1WIE085245 Merrill Lynch BV into NIKE, Inc. 59028A234 50000.00000000 NS USD 3122414.56000000 0.588037368068 Long SN CORP NL N 2 2027-02-02 Fixed 10.00000000 N N N N N N BNP Paribas Issuance BV into NextEra Energy, Inc. 7245009UXRIGIRYOBR48 BNP Paribas Issuance BV into NextEra Energy, Inc. N/A 48000.00000000 NS USD 4304806.28000000 0.810714562814 Long SN CORP NL N 2 2027-02-10 Fixed 8.00000000 N N N N N N UBS AG into Schlumberger NV BFM8T61CT2L1QCEMIK50 UBS AG into Schlumberger NV 90304M428 55000.00000000 NS USD 2754599.61000000 0.518767599119 Long SN CORP CH N 2 2027-02-11 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 1306594.67000000 0.246068059226 Long SN CORP US N 2 2027-02-24 Fixed 10.00000000 N N N N N N UBS AG into Texas Instruments, Inc. BFM8T61CT2L1QCEMIK50 UBS AG into Texas Instruments, Inc. 90304M477 22500.00000000 NS USD 4881844.15000000 0.919386817517 Long SN CORP CH N 2 2027-02-24 Fixed 10.00000000 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 5094389.92000000 0.959415088197 Long SN CORP US N 2 2027-02-26 Fixed 9.00000000 N N N 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 3721145.70000000 0.700795067913 Long SN CORP NL N 2 2027-03-03 Fixed 8.00000000 N N N N N N EURO N/A EURO N/A 117.56000000 OU Currencies 138.91000000 0.000026160610 Long STIV XX N 1 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 TotalEnergies SE N/A 130000.00000000 NS USD 10444200.00000000 1.966932885293 Long EC CORP FR N 1 N N N Accenture plc 5493000EWHDSR3MZWH98 Accenture plc, Class A N/A 25000.00000000 NS USD 5218000.00000000 0.982694298793 Long EC CORP IE N 1 N N N Medtronic plc 549300GX3ZBSQWUXY261 Medtronic plc N/A 65000.00000000 NS USD 6347900.00000000 1.195485845019 Long EC CORP IE N 1 N N N 2026-03-30 Franklin Strategic Series Monica Krogh Monica Krogh Assistant Treasurer