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Original filing (PDF)20251014232847NAL0005080832001
OWENS CORNING
Form 5500
FILING_RECEIVED
OWENS CORNING MERGED RETIREMENT PLAN
Defined-benefit pension plan
Signals · 2
No recordkeeper disclosed11 service providers
Active participants
2,251
Accounts w/ balance
—
Plan assets (EOY)
$336.7M
Net assets (EOY)
$336.2M
How this plan invests
This plan
9 pooled trusts
Schedule D
180 securities
funds · stocks · CUSIPs
Holdings are itemized directly on this plan's Schedule of Assets, below.
Plan health score (directional)
89
/ 100
Grade A
Top-tier plan health
Directional indicator computed from public Form 5500 data — compliance, concentration, cost, vendor stack and participation. Not a fiduciary tool.
Compliance & disclosures
100
Concentration risk
100
Total plan cost
65
Vendor stack
80
Participation health
100
Knocking points off
- 53 bps in Schedule C fees — 433% above peer band of 10 bps.
- No recordkeeper disclosed on Schedule C.
Decision-maker contacts
CFO / Head of HR / Benefits Manager — verified email + LinkedIn for OWENS CORNING.
Plan sponsor
Name
OWENS CORNING
EIN
43-2109021
Address
ONE OWENS CORNING PARKWAY · TOLEDO, OH · 436591000
Phone
(419) 248-8000
Industry
Manufacturingsee all
Plan administrator
Same as plan sponsor.
Plan characteristics
Plan number
001
Plan year
2024
Plan year begin
2024-01-01
Tax period
2024-12-31
Filed
2025-10-15
Pension benefit codes
1A · Pay-related DB formula
1B · Flat-dollar DB formula
1C · Cash balance or similar hybrid DB
Audit & trust (Schedule H)
Auditor
GJC CPA'S & ADVISORS
Trustee / custodian
—
Trustee phone
—
Service providers (Schedule C)
11 rowsTrustee
1| Name | EIN | Location | Relation | Direct comp | Indirect comp |
|---|---|---|---|---|---|
| NORTHERN TRUST COMPANY | 36-1561860 | — | TRUSTEE | $139K | — |
Accountant / Auditor
1| Name | EIN | Location | Relation | Direct comp | Indirect comp |
|---|---|---|---|---|---|
| GJC CPA'S & ADVISORS | 87-4342306 | — | AUDITOR | $25K | — |
Other
9| Name | EIN | Location | Relation | Direct comp | Indirect comp |
|---|---|---|---|---|---|
| FIDELITY INSTITUTIONAL ASSET MGT. | 04-3532603 | — | NONE | $620K | — |
| AON CONSULTING | 22-2232264 | — | NONE | $410K | — |
| SUN LIFE INVESTMENT MGT. US, INC. | 68-0635051 | — | NONE | $191K | — |
| WILSHIRE ASSOCIATES INCORPORATED | 95-2755361 | — | NONE | $173K | — |
| OC SALES, LLC | 43-2109021 | — | AFFILIATE OF PLAN SPONSOR | $115K | — |
| BLACKROCK FINANCIAL MANAGEMENT | 13-3806691 | — | NONE | $44K | — |
| RYAN LABS ASSET MANAGEMENT | 47-3503928 | — | NONE | $36K | — |
| THE CULPEPPER GROUP, LLC | — | SOUTHPORT, CT | NONE | $29K | — |
| NISA INVESTMENT ADVISORS LLC | 48-1140940 | — | NONE | $12K | — |
Investments
170 direct securities · 9 pooled funds· $341.7M(100% of reported assets)
Rows tagged as a trust or pooled fund hold many underlying securities. Click one to drill into its own Schedule of Assets — where the individual funds, shares, and CUSIPs live.
Uncategorized
$177.1M
170 holdings
Common Collective Trust
$164.6M
9 holdings
| PI | Investment | Type | Shares / units | Cost | Current value | % of plan |
|---|---|---|---|---|---|---|
| REAL ASSETS MULTI-STRATEGY FUND A COHEN & STEERS CAPITAL MANAGEMENT, INC. · EIN 13-3353336 / PN 000 | Common Collective Trust | 3,272,156.25 | $49.2M | $50.8M | 15.1% | |
| SLC MANAGEMENT U.S. INV. GRADE SUN LIFE CAPITAL MANAGEMENT U.S. LLC · EIN 68-0635051 / PN 001 | Common Collective Trust | 40,000,000 | $40.0M | $36.6M | 10.9% | |
| RUSSELL 3000 INDEX FUND BLACKROCK INSTITUTIONAL TRUST CO. · EIN 94-3302956 / PN 001 | Common Collective Trust | 458,060.3 | $18.8M | $33.3M | 9.9% | |
| MFO AMERICAN CENTY INVT TR HIGH INCOME R6 CUSIP : 024932121 | — | 2,947,153.29 | $26.2M | $25.5M | 7.6% | |
| BLACKROCK MSCI ACWI EX-U.S. FUND BLACKROCK INSTITUTIONAL TRUST CO. · EIN 94-3112180 / PN 000 | Common Collective Trust | 945,946.87 | $16.2M | $22.2M | 6.6% | |
| WEATHERLOW OFFSHORE FUND II LTD. EVANSTON CAPITAL MANAGEMENT, LLC · EIN 98-0464288 / PN 000 | Common Collective Trust | — | — | $11.4M | 3.4% | |
| CF WEATHER OFFSHORE FD II CLASS A CUSIP : 748996N27 | — | 5,379 | $5.9M | $11.4M | 3.4% | |
| U.S. DEBT INDEX FUND E BLACKROCK INSTITUTIONAL TRUST CO. · EIN 94-3149397 / PN 001 | Common Collective Trust | 187,154.1 | $8.1M | $8.3M | 2.5% | |
| US TREASURY N/B 4.25% 08-15-2054 CUSIP : 912810UC0 | — | 5,480,000 | $5.4M | $5.0M | 1.5% | |
| UNITED STATES TREAS BDS 1.375% 11-15-2040 CUSIP : 912810ST6 | — | 6,465,000 | $4.9M | $4.0M | 1.2% | |
| UNITED STATES TREAS BDS 4.625% 05-15-2044 CUSIP : 912810UB2 | — | 3,970,000 | $4.1M | $3.9M | 1.1% | |
| UNITED STATES OF AMER TREAS BONDS 4.125% 08-15-2044 CUSIP : 912810UD8 | — | 4,221,000 | $4.1M | $3.8M | 1.1% | |
| UNITED STATES TREAS BDS 2.0% 02-15-2052 CUSIP : 912810TD0 | — | 5,045,000 | $3.5M | $3.1M | 0.9% | |
| UNITED STATES TREAS BDS .. 3.125% DUE 11-15-2041 REG CUSIP : 912810QT8 | — | 3,255,000 | $2.8M | $2.6M | 0.8% | |
| UNITED STATES TREAS BDS 4.625% 11-15-2044 CUSIP : 912810UF3 | — | 2,690,000 | $2.7M | $2.6M | 0.8% | |
| AT&T INC CORP 4.65% 06-01-2044 CUSIP : 00206RJK9 | — | 2,650,000 | $2.7M | $2.3M | 0.7% | |
| COLLECTIVE SHORT TERM INV. FUND BLACKROCK INSTITUTIONAL TRUST CO. · EIN 45-6138589 / PN 084 | Common Collective Trust | 1,909,950.63 | $1.9M | $1.9M | 0.6% | |
| UNITED STATES TREAS BDS BD 3.125% DUE 02-15-2043 REG CUSIP : 912810QZ4 | — | 2,340,000 | $2.0M | $1.9M | 0.5% | |
| UNITED STATES TREAS BDS 2.25% DUE 05-15-2051 REG CUSIP : 912810SX7 | — | 2,915,000 | $2.0M | $1.8M | 0.5% | |
| UNITED STATES TREAS BDS 1.25% DUE 05-15-2050 CUSIP : 912810SN9 | — | 3,850,000 | $2.0M | $1.8M | 0.5% | |
| CVS HEALTH CORP 5.05% DUE 03-25-2048 CUSIP : 126650CZ1 | — | 2,192,000 | $2.0M | $1.8M | 0.5% | |
| COMCAST CORP NEW 3.4% DUE 07-15-2046 CUSIP : 20030NBU4 | — | 2,560,000 | $2.2M | $1.8M | 0.5% | |
| UNITEDHEALTH GROUP INC 4.75% 05-15-2052 CUSIP : 91324PEK4 | — | 2,060,000 | $1.9M | $1.8M | 0.5% | |
| BANK OF AMERICA CORP 5.425% 08-15-2035 CUSIP : 06051GMB2 | — | 1,810,000 | $1.8M | $1.8M | 0.5% | |
| UNITED STATES TREAS BDS 2.875 DUE 05-15-2043 CUSIP : 912810RB6 | — | 2,285,000 | $2.1M | $1.7M | 0.5% | |
| UNITED STATES TREAS BDS TBOND FIXED 3% 02-15-2049 CUSIP : 912810SF6 | — | 2,305,000 | $1.9M | $1.7M | 0.5% | |
| FLORIDA POWER & LIGHT COMPANY 2.875% 12-04-2051 CUSIP : 341081GE1 | — | 2,385,000 | $1.6M | $1.5M | 0.4% | |
| US TREASURY N/B 3.875% 08-15-2034 CUSIP : 91282CLF6 | — | 1,540,000 | $1.5M | $1.5M | 0.4% | |
| UNITED STATES TREAS BDS 3.0% DUE 02-15-2048 CUSIP : 912810SA7 | — | 1,965,000 | $1.7M | $1.4M | 0.4% | |
| UTD MEXICAN STS TRANCHE # TR 00026 4.75 DUE 03-08-2044 CUSIP : 91086QBB3 | — | 1,900,000 | $1.7M | $1.4M | 0.4% | |
| UNITED STATES TREAS BDS 3% DUE 11-15-2044 REG CUSIP : 912810RJ9 | — | 1,835,000 | $1.5M | $1.4M | 0.4% | |
| BURLINGTON NORTHN SANTA FE LLC 5.2% 04-15-2054 CUSIP : 12189LBK6 | — | 1,470,000 | $1.5M | $1.4M | 0.4% | |
| JPMORGAN CHASE & FLTG RT 2.525% DUE 11-19-2041 CUSIP : 46647PBV7 | — | 2,030,000 | $1.4M | $1.4M | 0.4% | |
| UNITED STATES TREAS BDS 0 DEB 15/02/2040USD1000 4.625 DUE 02-15-2040REG CUSIP : 912810QE1 | — | 1,300,000 | $1.4M | $1.3M | 0.4% | |
| WELLS FARGO & CO MEDIUM TERM SR NTS 6.491% 10-23-2034 CUSIP : 95000U3H4 | — | 1,205,000 | $1.3M | $1.3M | 0.4% | |
| CISCO SYS INC 5.3% 02-26-2054 CUSIP : 17275RBU5 | — | 1,265,000 | $1.3M | $1.2M | 0.4% | |
| M & T BK CORP SR MEDIUM TERM NT SER A FXD 5.385% 01-16-2036 CUSIP : 55261FAV6 | — | 1,260,000 | $1.3M | $1.2M | 0.4% | |
| LILLY ELI & CO 3.95% 03-15-2049 CUSIP : 532457BT4 | — | 1,540,000 | $1.3M | $1.2M | 0.4% | |
| PVTPL ROCHE HLDGS INC 5.21% DUE 03-08-2054 BEO CUSIP : 771196CM2 | — | 1,260,000 | $1.3M | $1.2M | 0.4% | |
| ENTERPRISE PRODS 3.7% DUE 01-31-2051 CUSIP : 29379VBY8 | — | 1,675,000 | $1.3M | $1.2M | 0.4% | |
| ELEVANCE HEALTH INC 5.65% 06-15-2054 CUSIP : 036752BA0 | — | 1,210,000 | $1.2M | $1.2M | 0.3% | |
| CALIFORNIA STATE 7.55 MUN BDS DUE 04-01-2039 USD5000 CUSIP : 13063A5G5 | — | 960,000 | $1.3M | $1.1M | 0.3% | |
| ALEXANDRIA REAL ESTATE EQUITIES INC 3.0% 05-18-2051 CUSIP : 015271AX7 | — | 1,845,000 | $1.1M | $1.1M | 0.3% | |
| VIRGINIA ELECTRIC & POWER CO 5.7% 08-15-2053 CUSIP : 927804GN8 | — | 1,140,000 | $1.2M | $1.1M | 0.3% | |
| KENTUCKY UTILS CO 4.375% DUE 10-01-2045 CUSIP : 491674BL0 | — | 1,355,000 | $1.1M | $1.1M | 0.3% | |
| AMEREN ILL CO 3.7% 12-01-2047 CUSIP : 02361DAR1 | — | 1,490,000 | $1.2M | $1.1M | 0.3% | |
| GEN DYNAMICS CORP FIXED 4.25% DUE 04-01-2040 CUSIP : 369550BH0 | — | 1,280,000 | $1.3M | $1.1M | 0.3% | |
| UNITED STATES OF AMER TREAS BONDS DTD 05/15/2016 2.5% DUE 05-15-2046 REG CUSIP : 912810RS9 | — | 1,600,000 | $1.2M | $1.1M | 0.3% | |
| UNIV CALIF REGTS MED CTR POOLED REV 6.548% 05-15-2048 BEO TAXABLE CUSIP : 913366EP1 | — | 1,010,000 | $1.1M | $1.1M | 0.3% | |
| ORACLE CORP 5.5% 09-27-2064 CUSIP : 68389XCV5 | — | 1,170,000 | $1.2M | $1.1M | 0.3% | |
| VIATRIS INC SR NT 3.85% 06-22-2040 CUSIP : 92556VAE6 | — | 1,395,000 | $960K | $1.0M | 0.3% | |
| TELEFONICA 7.045% DUE 06-20-2036 CUSIP : 87938WAC7 | — | 945,000 | $1.1M | $1.0M | 0.3% | |
| APPLE INC 2.65% 02-08-2051 CUSIP : 037833EF3 | — | 1,680,000 | $1.1M | $1.0M | 0.3% | |
| CONOCOPHILLIPS 5.3% 05-15-2053 CUSIP : 20826FBE5 | — | 1,120,000 | $1.1M | $1.0M | 0.3% | |
| UNITED STATES TREAS BDS DTD 08/15/2020 1.375% 08-15-2050 CUSIP : 912810SP4 | — | 2,120,000 | $1.6M | $1.0M | 0.3% | |
| ANHEUSER BUSCH INBEV WORLDWIDE INC 5.45% 01-23-2039 CUSIP : 03523TBU1 | — | 1,025,000 | $1.1M | $1.0M | 0.3% | |
| PATTERSON-UTI ENERGY INC 7.15% 10-01-2033 CUSIP : 703481AD3 | — | 980,000 | $1.0M | $1.0M | 0.3% | |
| UNITED PARCEL SVC INC 5.5% 05-22-2054 CUSIP : 911312CE4 | — | 1,050,000 | $1.1M | $1.0M | 0.3% | |
| KINDER MORGAN 6.5% DUE 09-01-2039 CUSIP : 494550BD7 | — | 980,000 | $1.1M | $1.0M | 0.3% | |
| NORTHROP GRUMMAN 4.75% DUE 06-01-2043 CUSIP : 666807BH4 | — | 1,140,000 | $1.1M | $1.0M | 0.3% | |
| NEWMONT CORP/NEWCREST FIN PTY LTD 5.35% 03-15-2034 CUSIP : 65163LAR0 | — | 1,025,000 | $1.1M | $1.0M | 0.3% | |
| PROLOGIS L P 5.0% 03-15-2034 CUSIP : 74340XCJ8 | — | 1,040,000 | $1.0M | $1.0M | 0.3% | |
| ALLSTATE CORP 3.85% DUE 08-10-2049 CUSIP : 020002BG5 | — | 1,345,000 | $1.1M | $1.0M | 0.3% | |
| CANADIAN NATL RY CO 3.65% 02-03-2048 CUSIP : 136375CP5 | — | 1,329,000 | $1.0M | $1.0M | 0.3% | |
| MASSACHUSETTS ST TAXABLE-CONS LN-SER E- 5.456% DUE 12-01-2039 REG TAXABLE CUSIP : 57582PUE8 | — | 1,005,000 | $1.1M | $999K | 0.3% | |
| STATOIL ASA 3.95 DUE 05-15-2043 CUSIP : 85771PAL6 | — | 1,210,000 | $1.1M | $992K | 0.3% | |
| ASTRAZENECA PLC NT 3% 05-28-2051 CUSIP : 046353AZ1 | — | 1,510,000 | $1.1M | $989K | 0.3% | |
| SHELL FINANCE US INC 3.75% 09-12-2046 CUSIP : 822905AH8 | — | 1,310,000 | $1.1M | $985K | 0.3% | |
| HOME DEPOT INC SR NT 2.75% 09-15-2051 CUSIP : 437076CK6 | — | 1,610,000 | $1.1M | $983K | 0.3% | |
| BP CAP MKTS AMER 2.939% DUE 06-04-2051 CUSIP : 10373QBP4 | — | 1,580,000 | $1.1M | $980K | 0.3% | |
| EXXON MOBIL CORP 3.452% DUE 04-15-2051 REG CUSIP : 30231GBM3 | — | 1,390,000 | $1.1M | $976K | 0.3% | |
| RTX CORPORATION 3.125% 07-01-2050 CUSIP : 75513EAC5 | — | 1,460,000 | $966K | $958K | 0.3% | |
| PFIZER INC 2.55% DUE 05-28-2040 CUSIP : 717081EZ2 | — | 1,370,000 | $970K | $950K | 0.3% | |
| VODAFONE GROUP PLC 5.75% 06-28-2054 CUSIP : 92857WCA6 | — | 975,000 | $972K | $941K | 0.3% | |
| T-MOBILE USA INC FIXED 5.65% DUE 01-15-2053 CUSIP : 87264ACW3 | — | 945,000 | $951K | $917K | 0.3% | |
| DTE ELEC CO 2.95% DUE 03-01-2050 CUSIP : 23338VAL0 | — | 1,405,000 | $1.2M | $914K | 0.3% | |
| PVTPL GLENCORE FUNDING LLC 5.893% 04-04-2054 CUSIP : 378272BV9 | — | 940,000 | $937K | $913K | 0.3% | |
| RIO TINTO FIN USA 5.125% DUE 03-09-2053 CUSIP : 76720AAP1 | — | 985,000 | $975K | $913K | 0.3% | |
| CHARTER COMMUNICATIONS OPER LLC CAP 5.125% DUE 07-01-2049 BEO CUSIP : 161175BS2 | — | 1,155,000 | $962K | $908K | 0.3% | |
| OMEGA HEALTHCARE FIXED 3.25% DUE 04-15-2033 CUSIP : 681936BN9 | — | 1,078,000 | $892K | $902K | 0.3% | |
| TEXAS INSTRS INC 4.1% DUE 08-16-2052 CUSIP : 882508BQ6 | — | 1,135,000 | $999K | $895K | 0.3% | |
| PEPSICO INC SR NT 2.75% 10-21-2051 CUSIP : 713448FG8 | — | 1,420,000 | $874K | $887K | 0.3% | |
| EASTERN ENERGY GAS 5.65% 10-15-2054 CUSIP : 27636AAA0 | — | 935,000 | $938K | $883K | 0.3% | |
| SIMON PPTY GROUP L 3.8% DUE 07-15-2050 CUSIP : 828807DJ3 | — | 1,170,000 | $836K | $863K | 0.3% | |
| MARKEL GROUP INC 6.0% 05-16-2054 CUSIP : 570535AY0 | — | 865,000 | $876K | $859K | 0.3% | |
| UNITED STATES OF AMER TREAS BONDS DTD 4.0% 11-15-2052 CUSIP : 912810TL2 | — | 975,000 | $1.0M | $851K | 0.3% | |
| AGREE LTD PARTNERSHIP 5.625% 06-15-2034 CUSIP : 008513AE3 | — | 815,000 | $808K | $818K | 0.2% | |
| PRUDENTIAL FINL FIXED 4.35% DUE 02-25-2050 CUSIP : 74432QCE3 | — | 995,000 | $838K | $812K | 0.2% | |
| UNITED STATES OF AMER TREAS BONDS 3.625%02-15-2053 CUSIP : 912810TN8 | — | 995,000 | $933K | $810K | 0.2% | |
| NY N Y CY MUN WTR FIN AUTH WTR&TAXABLE 2ND GENSER EE 6.011 6-15-2042BEO TAXABLE CUSIP : 64972FL20 | — | 790,000 | $832K | $800K | 0.2% | |
| PAC GAS & ELEC CO FIXED 4.95% DUE 07-01-2050 CUSIP : 694308JN8 | — | 920,000 | $929K | $798K | 0.2% | |
| JPMORGAN CHASE & CO 5.53% 07-22-2035 CUSIP : 46647PEK8 | — | 790,000 | $792K | $782K | 0.2% | |
| MICROSOFT CORP SR NT 2.5% 09-15-2050 CUSIP : 594918CW2 | — | 1,270,000 | $804K | $770K | 0.2% | |
| PRESIDENT & FELLOWS HARVARD COLLEGE 2.517% DUE 10-15-2050/04-21-2020 REG CUSIP : 740816AP8 | — | 1,240,000 | $816K | $750K | 0.2% | |
| GOLDMAN SACHS GROUP INC 5.561% 11-19-2045 CUSIP : 38141GB86 | — | 775,000 | $775K | $749K | 0.2% | |
| LOCKHEED MARTIN CORP SR NT 4.15% 06-15-2053 CUSIP : 539830BS7 | — | 935,000 | $838K | $748K | 0.2% | |
| UNITED STATES OF AMER TREAS BONDS 3.625% 05-15-2053 CUSIP : 912810TR9 | — | 890,000 | $732K | $725K | 0.2% | |
| PVTPL VISTRA OPERATIONS CO LLC 6.0% 04-15-2034 CUSIP : 92840VAS1 | — | 695,000 | $720K | $704K | 0.2% | |
| DUKE ENERGY PROGRESS LLC 3.6% 09-15-2047 CUSIP : 26442UAE4 | — | 966,000 | $784K | $704K | 0.2% | |
| DOMINION ENERGY INC 6.625% 05-15-2055 CUSIP : 25746UDV8 | — | 685,000 | $688K | $696K | 0.2% | |
| WELLS FARGO & CO 3.068% 04-30-2041 CUSIP : 95000U2Q5 | — | 865,000 | $652K | $630K | 0.2% | |
| UNITED STATES TREAS BDS DTD 00300 4.75% 11-15-2053 CUSIP : 912810TV0 | — | 615,000 | $645K | $609K | 0.2% | |
| LYB INTL FIN III 3.375% DUE 10-01-2040 CUSIP : 50249AAH6 | — | 825,000 | $652K | $602K | 0.2% | |
| UNITED STATES TREAS BDS 3.0% DUE 08-15-2048 CUSIP : 912810SD1 | — | 785,000 | $832K | $574K | 0.2% | |
| BRISTOL MYERS 2.55% DUE 11-13-2050 CUSIP : 110122DS4 | — | 975,000 | $605K | $565K | 0.2% | |
| NORFOLK SOUTHN CORP SR NT 2.9% 08-25-2051 CUSIP : 655844CL0 | — | 900,000 | $569K | $555K | 0.2% | |
| UNITED STATES TREAS BDS 2% 11-15-2041 CUSIP : 912810TC2 | — | 825,000 | $636K | $555K | 0.2% | |
| BERKSHIRE HATHAWAY 4.3% DUE 05-15-2043 CUSIP : 084664BV2 | — | 630,000 | $666K | $546K | 0.2% | |
| UNITED STATES TREAS BDS BD 3.75% DUE 08-15-2041 REG CUSIP : 912810QS0 | — | 615,000 | $631K | $542K | 0.2% | |
| TEXAS ST 5.517% 04-01-2039 BEO TAXABLE CUSIP : 882722KF7 | — | 540,000 | $572K | $540K | 0.2% | |
| UNITED STATES TREAS BDS 3.0% 02-15-2047 CUSIP : 912810RV2 | — | 720,000 | $699K | $534K | 0.2% | |
| UNITED STATES TREAS BDS DTD 00206 4.5% DUE 05-15-2038 REG CUSIP : 912810PX0 | — | 530,000 | $562K | $522K | 0.2% | |
| VERIZON COMMUNICATIONS 3.4% DUE 03-22-2041 BEO CUSIP : 92343VGK4 | — | 660,000 | $522K | $500K | 0.1% | |
| COCA-COLA CO/THE 5.2% 01-14-2055 CUSIP : 191216DZ0 | — | 525,000 | $531K | $499K | 0.1% | |
| PVTPL NESTLE HLDGS INC 4.7% DUE 01-15-2053 CUSIP : 641062BE3 | — | 560,000 | $555K | $495K | 0.1% | |
| UNITED STATES OF AMER TREAS BONDS DTD 4.125% 08-15-2053 CUSIP : 912810TT5 | — | 540,000 | $516K | $482K | 0.1% | |
| META PLATFORMS INC 5.4% 08-15-2054 CUSIP : 30303M8V7 | — | 485,000 | $478K | $470K | 0.1% | |
| INTEL CORP 3.734% 12-08-2047 BEO CUSIP : 458140BG4 | — | 710,000 | $627K | $469K | 0.1% | |
| UNITED STATES TREAS BDS 2.25% DUE 08-15-2046 CUSIP : 912810RT7 | — | 725,000 | $633K | $469K | 0.1% | |
| SAN DIEGO CNTY CALIF REGL TRANSN COMMN SALES TAX REV 5.911% 04-01-2048 REG CUSIP : 797400FN3 | — | 460,000 | $547K | $467K | 0.1% | |
| WASTE MANAGEMENT INC 5.35% 10-15-2054 CUSIP : 94106LCF4 | — | 485,000 | $476K | $467K | 0.1% | |
| COMMONWEALTH EDISON CO 1ST MTG BD SER 113 3.8 DUE 10-01-2042 CUSIP : 202795JA9 | — | 585,000 | $616K | $462K | 0.1% | |
| GOLDMAN SACHS GROUP INC 5.016% 10-23-2035 CUSIP : 38141GB78 | — | 465,000 | $465K | $445K | 0.1% | |
| COCA COLA CO FIXED 2.5% DUE 06-01-2040 CUSIP : 191216CW8 | — | 610,000 | $436K | $428K | 0.1% | |
| DUKE ENERGY 3.95% 03-15-2048 CUSIP : 26442CAU8 | — | 535,000 | $422K | $410K | 0.1% | |
| BALT GAS & ELEC CO 4.55% DUE 06-01-2052 CUSIP : 059165EP1 | — | 485,000 | $484K | $405K | 0.1% | |
| UNITED STATES TREAS BDS 2.25% 08-15-2049 CUSIP : 912810SJ8 | — | 650,000 | $650K | $403K | 0.1% | |
| WALMART INC 2.5% DUE 09-22-2041 BEO CUSIP : 931142EU3 | — | 565,000 | $411K | $389K | 0.1% | |
| PVTPL SAUDI ARABIAN OIL CO GLOBAL 5.75%07-17-2054 CUSIP : 80414L2P9 | — | 415,000 | $404K | $388K | 0.1% | |
| UNITED STATES OF AMER TREAS BONDS 3% DUE08-15-2052 CUSIP : 912810TJ7 | — | 500,000 | $433K | $359K | 0.1% | |
| WARNERMEDIA HLDGS INC 5.141% 03-15-2052 CUSIP : 55903VBE2 | — | 465,000 | $367K | $347K | 0.1% | |
| ARTHUR J GALLAGHER & CO 5.55% 02-15-2055 CUSIP : 04316JAP4 | — | 345,000 | $343K | $333K | <0.1% | |
| BOEING CO 6.858% 05-01-2054 CUSIP : 097023DT9 | — | 310,000 | $337K | $330K | <0.1% | |
| NORTHERN STS PWR CO MINN 2.6% DUE 06-01-2051 REG CUSIP : 665772CS6 | — | 527,000 | $329K | $315K | <0.1% | |
| NATIONAL RURAL UTIL COOP 4.4% DUE 11-01-2048 BEO CUSIP : 637432NR2 | — | 380,000 | $365K | $312K | <0.1% | |
| UNITED STATES OF AMER TREAS NOTES 4.25% 11-15-2034 CUSIP : 91282CLW9 | — | 320,000 | $320K | $312K | <0.1% | |
| UNITED STATES TREAS BDS DTD 2.75% 11-15-2047 CUSIP : 912810RZ3 | — | 430,000 | $344K | $302K | <0.1% | |
| FNMA NT 5.625 07-15-2037 CUSIP : 31398AFD9 | — | 280,000 | $387K | $300K | <0.1% | |
| ONEOK INC NEW 4.85% 02-01-2049 CUSIP : 682680BZ5 | — | 360,000 | $305K | $299K | <0.1% | |
| WALMART INC 4.05% DUE 06-29-2048 REG CUSIP : 931142EC3 | — | 360,000 | $318K | $296K | <0.1% | |
| UNITED STATES TREAS BDS DTD 11/15/2023 4.75% 11-15-2043 CUSIP : 912810TW8 | — | 295,000 | $302K | $292K | <0.1% | |
| DUKE ENERGY CORP 6.45% 09-01-2054 CUSIP : 26441CCG8 | — | 280,000 | $283K | $284K | <0.1% | |
| REPUBLICA ORIENTAL DEL URUGUAY SR NT 5.1% DUE 06-18-2050 REG CUSIP : 760942BA9 | — | 310,000 | $298K | $284K | <0.1% | |
| UNITED STATES TREAS BDS DTD 3.125% 05-15-2048 CUSIP : 912810SC3 | — | 365,000 | $349K | $274K | <0.1% | |
| PROGRESS ENERGY 6.5% DUE 02-01-2042 CUSIP : 29273RAR0 | — | 260,000 | $274K | $269K | <0.1% | |
| UNITED STATES TREAS BDS 2.875% DUE 11-15-2046 CUSIP : 912810RU4 | — | 355,000 | $346K | $258K | <0.1% | |
| US TREAS SEC 4.5 DUE 08-15-2039 REG CUSIP : 912810QC5 | — | 245,000 | $239K | $239K | <0.1% | |
| UNITED STATES OF AMER TREAS BONDS 2.875% 05-15-2052 CUSIP : 912810TG3 | — | 310,000 | $255K | $217K | <0.1% | |
| UNITED STATES OF AMER TREAS BONDS 2.5% 02-15-2045 CUSIP : 912810RK6 | — | 305,000 | $223K | $212K | <0.1% | |
| LOWES COS INC 3% DUE 10-15-2050 CUSIP : 548661DZ7 | — | 315,000 | $215K | $196K | <0.1% | |
| PRES & FELLOWS OF HARVARD 3.745% 11-15-2052 CUSIP : 740816AQ6 | — | 195,000 | $160K | $150K | <0.1% | |
| UNITED STATES TREAS BDS DTD 00209 3.5% DUE 02-15-2039 REG CUSIP : 912810QA9 | — | 170,000 | $183K | $149K | <0.1% | |
| DUKE UNIV HLTH SYS 3.92% DUE 06-01-2047 CUSIP : 26443CAA1 | — | 175,000 | $144K | $138K | <0.1% | |
| UNITED STATES TREAS BDS DTD 02/15/2006 4.5% DUE 02-15-2036 REG CUSIP : 912810FT0 | — | 135,000 | $150K | $135K | <0.1% | |
| UNITED STATES TREAS BDS 2.875% 05-15-2049 REG CUSIP : 912810SH2 | — | 180,000 | $205K | $128K | <0.1% | |
| NEW YORK N Y CITY MUN WTR FIN AUTH WTR &SWR SYS REV 5.44% 06-15-2043 BEO TAXABLE CUSIP : 64972FT63 | — | 90,000 | $93K | $85K | <0.1% | |
| CHF - Swiss franc | — | 84,226.8 | $84K | $84K | <0.1% | |
| AT&T INC 3.5% DUE 09-15-2053 REG CUSIP : 00206RKJ0 | — | 115,000 | $75K | $77K | <0.1% | |
| PHILIP MORRIS INTL INC 4.9% 11-01-2034 CUSIP : 718172DQ9 | — | 75,000 | $73K | $72K | <0.1% | |
| ATMOS ENERGY CORP 5.0% 12-15-2054 CUSIP : 049560BB0 | — | 75,000 | $74K | $68K | <0.1% | |
| JPY - Japanese yen | — | 48,247.65 | $48K | $48K | <0.1% | |
| EUR - Euro | — | 42,978.11 | $43K | $43K | <0.1% | |
| GBP - British pound sterling | — | 24,708.19 | $25K | $25K | <0.1% | |
| ESC CB LEHMAN BROS SUB NTS D07/19/07 6.500 JJ17 ESCROW CUSIP : 524ESCR36 | — | 1,950,000 | $195 | $20K | <0.1% | |
| US TREASURY N/B 2% DUE 02-15-2050 REG CUSIP : 912810SL3 | — | 30,000 | $28K | $17K | <0.1% | |
| AUD - Australian dollar | — | 13,354.82 | $13K | $13K | <0.1% | |
| HKD - Hong Kong dollar | — | 6,540.31 | $7K | $7K | <0.1% | |
| NZD - New Zealand dollar | — | 1,814.43 | $2K | $2K | <0.1% | |
| USD - United States dollar | — | 0 | $2K | $2K | <0.1% | |
| SGD - Singapore dollar | — | 631.87 | $632 | $632 | <0.1% | |
| CAD - Canadian dollar | — | 510.24 | $510 | $510 | <0.1% | |
| BLACKROCK MONEY MARKET FUND BLACKROCK INSTITUTIONAL TRUST CO. · EIN 94-3112180 / PN 000 | Common Collective Trust | 223.95 | $224 | $224 | <0.1% | |
| SEK - Swedish krona | — | 83.4 | $83 | $83 | <0.1% | |
| DKK - Danish krone | — | 69.77 | $70 | $70 | <0.1% | |
| NOK - Norwegian krone | — | 36.96 | $37 | $37 | <0.1% | |
| ESC GCB LEHMAN BRTH HLD D12/21/07 6.750% JD17 ESCROW CUSIP : 524ESC7M6 | — | 295,000 | $30 | $3 | <0.1% | |
| KRW - South Korean won | — | 1.42 | $1 | $1 | <0.1% | |
| LIGHTHOUSE GLOBAL LONG/SHORT FUND L LIGHTHOUSE INVESTMENT PARTNERS, LLC · EIN 20-3528185 / PN 000 | Common Collective Trust | — | — | $0 | <0.1% | |
| Pending trade purchases: United States dollar | — | 0 | -$143K | -$143K | <0.1% |