2020-06-18T15:02:22-05:00 2019-12-31 990PF 2019-01-01 526057178 THE WILLIAM G BAKER JR MEMORIAL FUND WILL 2162576118 PO BOX 609 PITTSBURGH PA 152309738 PNC BANK N A BY VICE PRESIDENT 2162576118 2020-06-15 2019 2022-09-23 18:48:47Z X 27464227 X 549406 549406 2052151 15814515 2052151 0 1503 503 2603060 2602060 93199 83879 9320 0 0 0 0 0 0 0 0 31048 1304 0 0 0 0 0 0 0 1183 1183 125430 86366 0 9320 1231479 1231479 1356909 86366 0 1240799 1246151 2515694 0 809649 1578424 1578424 0 0 0 14360757 5137046 5380837 6830601 5360666 5497406 233283 11399745 15007560 22234290 23475881 27464227 0 X 22234290 23475881 22234290 23475881 22234290 23475881 22234290 1246151 1 23480442 4561 23475881 220.08 FEDERAL NATL MTG ASSN POOL AS5327 2017-02-08 2019-01-01 220 226 -6 -6 733.21 FEDERAL NATL MTG ASSN POOL AS8018 2017-05-17 2019-01-01 733 754 -21 -21 609.84 FEDERAL NATL MTG ASSN POOL BC4777 2016-11-09 2019-01-01 610 621 -11 -11 877.68 FEDERAL NATL MTG ASSN POOL BM4202 2019-11-20 2019-01-01 878 914 -36 -36 516.61 FEDERAL NATL MTG ASSN POOL BM5017 2019-11-14 2019-01-01 517 532 -15 -15 1360.26 FEDERAL NATL MTG ASSN POOL CA0549 2019-08-27 2019-01-01 1360 1424 -64 -64 37.79 FEDERAL NATL MTG ASSN POOL FM0008 2019-09-19 2019-01-01 38 39 -1 -1 222.04 FEDERAL NATL MTG ASSN POOL FM1221 2019-11-15 2019-01-01 222 230 -8 -8 870.73 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2019-01-01 871 903 -32 -32 470.97 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2019-01-01 471 502 -31 -31 1014.62 FEDERAL NATL MTG ASSN POOL MA2803 2019-11-19 2019-01-01 1015 1027 -12 -12 1026.06 FEDERAL NATL MTG ASSN POOL MA3238 2019-11-18 2019-01-01 1026 1064 -38 -38 1066.79 FEDERAL NATL MTG ASSN POOL MA3283 2019-10-18 2019-01-01 1067 1094 -27 -27 619.67 FEDERAL NATL MTG ASSN POOL MA3827 2019-10-21 2019-01-01 620 624 -4 -4 194.41 FEDERAL NATL MTG ASSN POOL MA3896 2019-12-18 2019-01-01 194 196 -2 -2 5000. DR PEPPER SNAPPLE GROUP CALL 10/15/2023 COGT 2018-05-14 2019-01-04 4747 4757 -10 -10 1. MERCK & CO XXX-XX-XXXX 2001-01-01 2019-01-07 152 25 127 127 25000. JOHN DEERE CAPITAL CORP UNSC 2016-01-05 2019-01-08 25000 25000 75. APPLE INC 2013-07-10 2019-01-09 11509 4518 6991 6991 5. CATERPILLAR INC 2018-01-19 2019-01-09 659 844 -185 -185 70. CATERPILLAR INC 2018-01-19 2019-01-09 9174 11820 -2646 -2646 20000. GENERAL MILLS INC SR UNSEC CALL 9/15/21 @100 2019-01-09 19808 19815 -7 -7 20000. TOYOTA MOTOR CREDIT CORP SER MTN UNSC 2017-01-04 2019-01-09 20000 19993 7 7 75000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2019-01-09 69838 70860 -1022 -1022 50000. USA TREASURY NOTES TREASURY INFLATION PROTECTN SECS 2019-01-09 54462 52638 1824 1824 5000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-01-10 2019-01-09 4903 4907 -4 -4 50000. USA TREASURY BOND TREASURY INFLAT PROTECTN SECS 2018-05-30 2019-01-09 51375 50917 458 458 20000. ANHEUSER-BUSCH INBEV WOR CALL 12/12/2023 COGT 2018-03-20 2019-01-10 19796 19901 -105 -105 15000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2019-01-10 13997 13640 357 357 50000. USA TREASURY NOTES TREASURY INFLATION PROTECTN SECS 2017-04-11 2019-01-10 54469 52635 1834 1834 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2018-12-27 2019-01-10 9784 9735 49 49 35000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-03-17 2019-01-11 34664 35050 -386 -386 5000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2018-10-03 2019-01-14 4944 4895 49 49 5000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2018-10-04 2019-01-14 4949 4881 68 68 651.76 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-08-05 2019-01-15 652 653 -1 -1 793.45 JOHN DEERE OWNER TRUST SERIES 2016 A CLASS A3 2016-02-23 2019-01-15 793 793 1030.93 NISSAN AUTO RECEIVABLES OWNER SERIES 2015 C CLASS A3 2015-10-06 2019-01-15 1031 1031 5000. ANHEUSER-BUSCH INBEV FIN COGT 2019-01-04 2019-01-17 4980 4908 72 72 25000. DR PEPPER SNAPPLE GROUP CALL 06/15/2026 @ 100.000 COGT 2019-01-18 21844 24295 -2451 -2451 15000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-01-10 2019-01-18 14688 14722 -34 -34 10000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2019-01-23 9962 9907 55 55 558.37 BMW VEHICLE OWNER TRUST SERIES 2016 A CLASS A3 2016-07-12 2019-01-24 558 558 398. CAPITAL ONE FINANCIAL CORP 2019-01-24 31849 38226 -6377 -6377 15000. JOHN DEERE CAPITAL CORP SER MTN UNSC 2019-01-04 2019-01-24 15085 14986 99 99 5000. KRAFT FOODS GROUP INC UNSC 2015-06-23 2019-01-24 5008 4993 15 15 5000. KRAFT FOODS GROUP INC UNSC 2015-06-23 2019-01-24 4996 4993 3 3 20000. TOYOTA MOTOR CREDIT CORP UNSC 2019-01-03 2019-01-24 20043 19988 55 55 45000. BANK OF MONTREAL SEDOL BDSV2S7 ISIN US06367VHL27 2017-03-21 2019-01-25 45000 45000 10000. CVS HEALTH CORP SER 7YR CALL 05/20/22 @100 UNSC 2016-05-16 2019-01-25 10041 10350 -309 -309 10000. CVS HEALTH CORP SER 7YR CALL 05/20/22 @100 UNSC 2018-03-06 2019-01-25 10041 9948 93 93 230.31 FEDERAL NATL MTG ASSN POOL AS5327 2017-02-08 2019-01-25 230 237 -7 -7 260.6 FEDERAL NATL MTG ASSN POOL AS8018 2017-05-17 2019-01-25 261 268 -7 -7 707.14 FEDERAL NATL MTG ASSN POOL BC4777 2016-11-09 2019-01-25 707 721 -14 -14 887.51 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2019-01-25 888 923 -35 -35 276.48 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2019-01-25 276 295 -19 -19 466.69 FEDERAL NATL MTG ASSN POOL MA2803 2017-02-03 2019-01-25 467 468 -1 -1 5000. KRAFT FOODS GROUP INC UNSC 2015-06-23 2019-01-25 4997 4993 4 4 45000. NISSAN AUTO RECEIVABLES OWNER SERIES 2017 B CLASS A3 2017-08-16 2019-01-25 44503 44997 -494 -494 15000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-01-10 2019-01-28 14695 14722 -27 -27 25000. CHEVRON CORP CALL 01/03/2024 UNSC 2019-01-29 24732 25107 -375 -375 10000. HOME DEPOT INC CALL 09/06/2028 UNSC 2018-11-27 2019-01-29 10368 9931 437 437 18. MCCORMICK & CO INC COM NON VTG 2018-10-10 2019-01-29 2173 2461 -288 -288 262. MCCORMICK & CO INC COM NON VTG 2019-01-29 31641 31582 59 59 1110. MORGAN STANLEY 2019-01-29 47037 41478 5559 5559 15000. SHELL INTERNATIONAL FIN SEDOL ISIN US822582BD31 2018-11-07 2019-01-29 15037 14526 511 511 10000. TIME WARNER INC CALL 04/15/2025 @ 100.000 COGT 2016-10-25 2019-01-29 9775 10373 -598 -598 5000. TIME WARNER INC CALL 04/15/2025 @ 100.000 COGT 2018-10-11 2019-01-29 4887 4771 116 116 250. TOTAL FINA S A 2019-01-29 13519 11842 1677 1677 20000. US BANCORP SER MTN CALL 08/11/24 @100 NTS 2019-01-29 20178 20707 -529 -529 5000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2019-01-31 2019-01-30 4946 4949 -3 -3 15000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2019-01-24 2019-01-30 14852 14839 13 13 430.18 FEDERAL NATL MTG ASSN POOL AS5327 2017-02-08 2019-01-31 430 443 -13 -13 456.91 FEDERAL NATL MTG ASSN POOL AS8018 2017-05-17 2019-01-31 457 471 -14 -14 516.57 FEDERAL NATL MTG ASSN POOL BC4777 2016-11-09 2019-01-31 517 527 -10 -10 524.1 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2019-01-31 524 545 -21 -21 255.91 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2019-01-31 256 273 -17 -17 388.53 FEDERAL NATL MTG ASSN POOL MA2803 2017-02-03 2019-01-31 389 390 -1 -1 10000. GOLDMAN SACHS GROUP INC SR UNSEC 2015-05-27 2019-01-31 10723 10732 -9 -9 5000. GOLDMAN SACHS GROUP INC SR UNSEC 2018-11-07 2019-01-31 5362 5266 96 96 5000. KINDER MORGAN INC/DELAWA CALL 03/01/2025 @ 100.000 COGT 2018-09-07 2019-01-31 5125 5043 82 82 25000. NISSAN AUTO RECEIVABLES OWNER SERIES 2017 B CLASS A3 2017-08-16 2019-01-31 24759 24999 -240 -240 25000. USA TREASURY NOTES 02.000% DUE 01/31/2020 2019-01-25 2019-01-31 24861 24854 7 7 15000. USA TREASURY NOTES 02.000% DUE 01/31/2020 2019-01-25 2019-01-31 14920 14913 7 7 40000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2019-01-31 39655 39530 125 125 45000. USA TREASURY NOTES 01.625% DUE 06/30/2019 2018-12-28 2019-01-31 44845 44800 45 45 20000. CVS HEALTH CORP SER 7YR CALL 05/20/22 @100 UNSC 2019-01-09 2019-02-01 20152 19858 294 294 15000. CITIGROUP INC SUB 2019-02-01 15217 15429 -212 -212 20000. ROYAL BANK OF CANADA SEDOL ISIN US78013XW204 2018-10-01 2019-02-04 20293 19958 335 335 10000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2019-01-31 2019-02-05 9895 9902 -7 -7 15000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2019-01-31 2019-02-05 14853 14868 -15 -15 100000. AMERICAN EXPRESS CREDIT ACCOUN SERIES 2017 1 CLASS A 2017-02-13 2019-02-06 99129 99976 -847 -847 290. ABBVIE INC 2017-07-12 2019-02-07 22818 20857 1961 1961 430. SERVICE CORP INTL COM 2019-02-07 18682 16456 2226 2226 100000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-02-07 98340 97855 485 485 10000. FEDEX CORP CALL 11/15/2027 COGT 2018-01-29 2019-02-08 9610 9981 -371 -371 530. ALTRIA GROUP INC 2018-02-20 2019-02-11 25814 34241 -8427 -8427 20000. ANHEUSER-BUSCH INBEV FIN CALL 11/01/2025 @ 100.000 COGT 2016-01-13 2019-02-11 19399 19967 -568 -568 25000. MASTERCARD INC UNSC 2015-03-02 2019-02-12 25522 25684 -162 -162 599.23 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-02-15 599 599 648.11 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-08-05 2019-02-15 648 649 -1 -1 849.7 JOHN DEERE OWNER TRUST SERIES 2016 A CLASS A3 2016-02-23 2019-02-15 850 850 1060.35 NISSAN AUTO RECEIVABLES OWNER SERIES 2015 C CLASS A3 2015-10-06 2019-02-15 1060 1060 1. COUNTRYWIDE CAPITAL PFD 7.0% 11/01/36 2001-01-01 2019-02-20 13 13 13 692. ARCHER DANIELS MIDLAND CO 2019-02-21 29382 34819 -5437 -5437 20. ARCHER DANIELS MIDLAND CO 2019-02-04 2019-02-21 847 889 -42 -42 57. OCCIDENTAL PETE CORP COM 2018-05-31 2019-02-21 3861 4799 -938 -938 360. OCCIDENTAL PETE CORP COM 2018-01-16 2019-02-21 24095 27300 -3205 -3205 105. OCCIDENTAL PETE CORP COM 2019-02-21 7028 8630 -1602 -1602 41. SERVICE CORP INTL COM 2018-04-05 2019-02-21 1743 1564 179 179 489. SERVICE CORP INTL COM 2019-02-21 20695 18520 2175 2175 10000. VEREIT OPERATING PARTNER CALL 05/15/2027 COGT 2017-08-08 2019-02-22 9598 9933 -335 -335 556.65 BMW VEHICLE OWNER TRUST SERIES 2016 A CLASS A3 2016-07-12 2019-02-24 557 557 325. MORGAN STANLEY 2016-10-03 2019-02-25 13801 10348 3453 3453 76. PRICE T ROWE GROUP INC COM 2016-05-18 2019-02-25 7495 5652 1843 1843 9. PRICE T ROWE GROUP INC COM 2016-05-18 2019-02-25 888 669 219 219 35. PRUDENTIAL FINANCIAL INC COM 2019-02-25 3356 3735 -379 -379 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2019-02-25 14702 14457 245 245 2. PRICE T ROWE GROUP INC COM 2019-02-04 2019-02-26 197 190 7 7 380. PRICE T ROWE GROUP INC COM 2019-02-26 37487 31931 5556 5556 20000. USA TREASURY NOTES 02.000% DUE 01/31/2020 2019-02-06 2019-02-27 19908 19898 10 10 401.68 FEDERAL NATL MTG ASSN POOL AS5327 2017-02-08 2019-02-28 402 413 -11 -11 415.23 FEDERAL NATL MTG ASSN POOL AS8018 2017-05-17 2019-02-28 415 428 -13 -13 379.4 FEDERAL NATL MTG ASSN POOL BC4777 2016-11-09 2019-02-28 379 387 -8 -8 1235.05 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2019-02-28 1235 1284 -49 -49 306.36 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2019-02-28 306 327 -21 -21 468.81 FEDERAL NATL MTG ASSN POOL MA2803 2017-02-03 2019-02-28 469 470 -1 -1 199. EOG RES INC 2019-03-01 19072 25583 -6511 -6511 25000. 21ST CENTY FOX AMER INC 06.900% DUE 03/01/2019 2018-03-27 2019-03-01 25000 25000 20000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-01-31 2019-03-05 20270 20348 -78 -78 45000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2019-03-05 44517 44550 -33 -33 20000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2018-09-24 2019-03-05 19634 19336 298 298 5000. VEREIT OPERATING PARTNER CALL 05/15/2027 COGT 2018-05-11 2019-03-07 4824 4614 210 210 5000. VEREIT OPERATING PARTNER CALL 05/15/2027 COGT 2017-08-08 2019-03-07 4824 4967 -143 -143 185. OCCIDENTAL PETE CORP COM 2018-01-17 2019-03-12 11881 14022 -2141 -2141 10000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC 2019-01-31 2019-03-13 9808 9771 37 37 5000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC 2019-01-31 2019-03-13 4909 4885 24 24 15000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2019-03-13 14800 14772 28 28 25000. DOW CHEMICAL CO/THE SR UNSEC CALL 08/15/20 @ 100 2019-03-14 25469 25270 199 199 2309.63 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-03-15 2310 2310 608.72 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-08-05 2019-03-15 609 612 -3 -3 15000. JPMORGAN CHASE & CO NTS 2016-06-08 2019-03-15 15066 15147 -81 -81 465.92 JOHN DEERE OWNER TRUST SERIES 2016 A CLASS A3 2016-02-23 2019-03-15 466 466 978.56 NISSAN AUTO RECEIVABLES OWNER SERIES 2015 C CLASS A3 2015-10-06 2019-03-15 979 978 1 1 15000. HONDA AUTO RECEIVABLES OWNER T SERIES 2016 3 CLASS A4 2016-08-15 2019-03-19 14863 14996 -133 -133 1. PFIZER INC XXX-XX-XXXX 2001-01-01 2019-03-20 2269 25 2244 2244 486.42 BMW VEHICLE OWNER TRUST SERIES 2016 A CLASS A3 2016-07-12 2019-03-24 486 486 15000. AT&T INC CALL 11/15/2020 @ 100.000 UNSC 2010-08-10 2019-03-27 15453 14990 463 463 10000. AMERICAN CAMPUS CMNTYS CALL 01/15/2023 @ 100.000 COGT 2013-05-30 2019-03-28 10160 10016 144 144 1. BANK OF AMERICA XXX-XX-XXXX 2001-01-01 2019-03-28 918 25 893 893 25000. NEXTERA ENERGY CAPITAL SER H COGT 2018-08-06 2019-03-28 25216 25049 167 167 60000. USA TREASURY NOTES 02.000% DUE 01/31/2020 2019-02-06 2019-03-28 59805 59693 112 112 30000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2019-03-28 30376 29973 403 403 386.92 FEDERAL NATL MTG ASSN POOL AS5327 2017-02-08 2019-03-31 387 398 -11 -11 445.72 FEDERAL NATL MTG ASSN POOL AS8018 2017-05-17 2019-03-31 446 459 -13 -13 689.76 FEDERAL NATL MTG ASSN POOL BC4777 2016-11-09 2019-03-31 690 704 -14 -14 1205.29 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2019-03-31 1205 1253 -48 -48 254.7 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2019-03-31 255 272 -17 -17 577.36 FEDERAL NATL MTG ASSN POOL MA2803 2017-02-03 2019-03-31 577 579 -2 -2 270. CISCO SYS INC COM 2019-04-05 14913 5637 9276 9276 4. EASTMAN CHEM CO 2019-02-04 2019-04-08 327 331 -4 -4 250. EASTMAN CHEM CO 2019-04-08 20460 24984 -4524 -4524 102. LYONDELLBASELL INDUSTRIES N.V. ISIN NL0009434992 SEDOL B3SPXZ3 2018-07-09 2019-04-08 9312 11157 -1845 -1845 39. LYONDELLBASELL INDUSTRIES N.V. ISIN NL0009434992 SEDOL B3SPXZ3 2018-07-09 2019-04-08 3571 4266 -695 -695 88. LYONDELLBASELL INDUSTRIES N.V. ISIN NL0009434992 SEDOL B3SPXZ3 2019-04-09 7940 9428 -1488 -1488 20000. KINDER MORGAN INC/DELAWA CALL 03/01/2025 @ 100.000 COGT 2019-04-12 20920 19949 971 971 30000. USA TREASURY NOTES TREASURY INFLATION PROTECT SECS 2019-04-12 30581 29686 895 895 57. BOEING CO 2019-02-07 2019-04-15 21409 23218 -1809 -1809 2488.56 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-04-15 2489 2489 630.98 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-08-05 2019-04-15 631 634 -3 -3 569.71 JOHN DEERE OWNER TRUST SERIES 2016 A CLASS A3 2016-02-23 2019-04-15 570 570 1000.12 NISSAN AUTO RECEIVABLES OWNER SERIES 2015 C CLASS A3 2015-10-06 2019-04-15 1000 1000 305. TRANSCANADA CORP (HOLDING CO) NAME CHANGE 05/09/2019 2019-04-16 14185 14415 -230 -230 15000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2019-04-16 14146 13969 177 177 25000. WAL-MART STORES INC CALL 11/15/2022 UNSC 2017-10-11 2019-04-16 24695 24998 -303 -303 120. LYONDELLBASELL INDUSTRIES N.V. ISIN NL0009434992 SEDOL B3SPXZ3 2019-04-16 10981 13524 -2543 -2543 33. BOEING CO 2017-12-19 2019-04-17 12531 9785 2746 2746 7. BOEING CO 2017-12-19 2019-04-17 2659 2076 583 583 5. TRANSCANADA CORP (HOLDING CO) NAME CHANGE 05/09/2019 2017-01-30 2019-04-17 234 236 -2 -2 15000. LAM RESEARCH CORP CALL 01/15/2026 UNSC 2019-02-25 2019-04-18 15320 14983 337 337 54. MARATHON PETROLEUM CORP 2018-09-05 2019-04-18 3259 4471 -1212 -1212 252. MARATHON PETROLEUM CORP 2019-04-18 15116 20765 -5649 -5649 50. UNITEDHEALTH GROUP INC COM 2017-06-13 2019-04-18 10857 9017 1840 1840 35000. AMERIPRISE FINANCIAL INC SR UNSEC 2019-04-23 35788 35763 25 25 130. BANK NEW YORK MELLON CORP COM 2018-05-03 2019-04-23 6271 6963 -692 -692 699. BANK NEW YORK MELLON CORP COM 2016-04-27 2019-04-23 33717 28870 4847 4847 101. BANK NEW YORK MELLON CORP COM 2016-04-27 2019-04-23 4822 4172 650 650 150. RAYTHEON COMPANY 2015-12-03 2019-04-23 28071 18447 9624 9624 512.74 BMW VEHICLE OWNER TRUST SERIES 2016 A CLASS A3 2016-07-12 2019-04-24 513 513 5000. FORD MOTOR COMPANY CALL 09/08/2026 UNSC 2016-12-05 2019-04-24 4801 5000 -199 -199 10000. FORD MOTOR COMPANY CALL 09/08/2026 UNSC 2016-12-05 2019-04-24 9593 10000 -407 -407 5000. CAPITAL ONE FINANCIAL CO CALL 09/30/2024 UNSC 2017-10-26 2019-04-25 4993 4985 8 8 10000. AMPHENOL CORP CALL 02/01/2024 UNSC 2017-04-07 2019-04-26 10090 10027 63 63 5000. AMPHENOL CORP CALL 02/01/2024 UNSC 2017-04-07 2019-04-26 5045 5013 32 32 15000. CAPITAL ONE FINANCIAL CO CALL 09/30/2024 UNSC 2017-10-26 2019-04-26 14974 14956 18 18 15000. CAPITAL ONE FINANCIAL CO CALL 09/30/2024 UNSC 2018-09-19 2019-04-26 14962 14275 687 687 20000. CONSOLIDATED EDISON CO O SER D CALL 09/01/2028 2018-11-27 2019-04-26 21368 19985 1383 1383 20000. DUKE ENERGY FLORIDA LLC CALL 04/15/2028 MORT 2019-04-26 20928 19982 946 946 20000. INTEL CORP CALL 03/11/2024 UNSC 2017-05-08 2019-04-26 20136 19995 141 141 25000. USA TREASURY NOTES 02.000% DUE 01/31/2020 2019-04-29 24924 24869 55 55 5000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2019-03-28 2019-04-29 4957 4958 -1 -1 577.61 FEDERAL NATL MTG ASSN POOL AS5327 2017-02-08 2019-04-30 578 594 -16 -16 420.88 FEDERAL NATL MTG ASSN POOL AS8018 2017-05-17 2019-04-30 421 433 -12 -12 689.42 FEDERAL NATL MTG ASSN POOL BC4777 2016-11-09 2019-04-30 689 703 -14 -14 1115.35 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2019-04-30 1115 1159 -44 -44 388.96 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2019-04-30 389 415 -26 -26 617.08 FEDERAL NATL MTG ASSN POOL MA2803 2017-02-03 2019-04-30 617 619 -2 -2 25000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-04-30 24759 24277 482 482 1. AMERICAN INTERNATIONAL GROUP, INC., SECURITIES LITIGATION 2001-01-01 2019-05-02 2050 2050 2050 5000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-03-17 2019-05-02 5002 5007 -5 -5 10000. AMPHENOL CORP CALL 02/01/2024 UNSC 2017-04-07 2019-05-03 10067 10027 40 40 5000. DIGITAL REALTY TRUST LP COGT 2019-01-18 2019-05-03 5136 5027 109 109 20000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-05-03 19570 19854 -284 -284 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-03-28 2019-05-07 10361 10414 -53 -53 680. AT&T INC 2019-05-09 20620 22583 -1963 -1963 860. AT&T INC 2015-07-30 2019-05-09 26078 29927 -3849 -3849 200. CLOROX CO 2019-02-21 2019-05-09 29438 31608 -2170 -2170 5000. DIGITAL REALTY TRUST LP COGT 2019-01-18 2019-05-10 5155 5027 128 128 5000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-03-28 2019-05-10 5059 5069 -10 -10 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2019-05-14 19955 19386 569 569 5000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-07-28 2019-05-14 4916 4948 -32 -32 2466.37 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-05-15 2466 2466 585.7 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-08-05 2019-05-15 586 588 -2 -2 55.96 JOHN DEERE OWNER TRUST SERIES 2016 A CLASS A3 2016-02-23 2019-05-15 56 56 56 1028.88 NISSAN AUTO RECEIVABLES OWNER SERIES 2015 C CLASS A3 2015-10-06 2019-05-15 1029 1029 15000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-05-15 14901 14620 281 281 5000. MARRIOTT INTERNATIONAL SER Z CALL 11/01/2023 2018-11-13 2019-05-16 5243 4992 251 251 15000. MARRIOTT INTERNATIONAL SER Z CALL 11/01/2023 2018-11-13 2019-05-17 15663 14975 688 688 2179. VANGUARD GROWTH ETF 2013-02-04 2019-05-17 346990 162640 184350 184350 30. ABBOTT LABORATORIES INC 2016-06-07 2019-05-20 2269 1177 1092 1092 20. ABBVIE INC 2017-06-20 2019-05-20 1585 1434 151 151 15. AIR PRODUCTS & CHEMICALS INC 2018-10-26 2019-05-20 3121 2245 876 876 15. ALLSTATE CORP 2019-02-25 2019-05-20 1431 1426 5 5 25. ALTRIA GROUP INC 2015-01-13 2019-05-20 1304 1280 24 24 20. AMERICAN ELECTRIC POWER INC 2015-12-17 2019-05-20 1721 1151 570 570 25. AMERICAN WATER WORKS CO INC 2015-12-17 2019-05-20 2795 1488 1307 1307 15. AMERIPRISE FINANCIAL INC 2017-03-31 2019-05-20 2136 1954 182 182 15. AMGEN INC 2017-06-27 2019-05-20 2538 2585 -47 -47 35. BB&T CORP 2018-02-23 2019-05-20 1675 1925 -250 -250 35. BP PLC SPONSORED ADR 2019-03-12 2019-05-20 1489 1487 2 2 150. BANK OF AMERICA CORP 2019-05-20 4242 3580 662 662 30. BRISTOL MYERS SQUIBB CO 2018-10-26 2019-05-20 1388 1513 -125 -125 5. BROADCOM INC 2017-12-11 2019-05-20 1380 1305 75 75 50. CARNIVAL CORP SEDOL 2523044 2016-05-10 2019-05-20 2636 2491 145 145 20. CELANESE CORP 2018-06-28 2019-05-20 2005 2209 -204 -204 15. CHEVRON CORPORATION 2018-06-28 2019-05-20 1809 1886 -77 -77 90. CISCO SYS INC COM 2019-05-20 5024 1379 3645 3645 80. COMCAST CORPORATION CL A 2019-05-20 3461 3068 393 393 30. CONOCOPHILLIPS 2018-05-11 2019-05-20 1859 2084 -225 -225 15. CULLEN FROST BANKERS INC 2017-05-25 2019-05-20 1460 1414 46 46 15. DUKE ENERGY HOLDING CORP 2018-12-10 2019-05-20 1308 1349 -41 -41 10. ESSEX PPTY TR INC REIT 2018-02-23 2019-05-20 2852 2262 590 590 25. EXTRA SPACE STORAGE INC 2019-05-20 2647 1453 1194 1194 20. FMC CORPORATION NEW 2019-04-17 2019-05-20 1489 1620 -131 -131 15. HOME DEPOT INC COM 2011-02-22 2019-05-20 2866 573 2293 2293 20. HONEYWELL INTL INC 2015-01-13 2019-05-20 3386 1887 1499 1499 210. HUNTINGTON BANCSHARES INC 2014-07-24 2019-05-20 2768 2095 673 673 40. INTEL CORP 2010-02-05 2019-05-20 1756 773 983 983 140. INTEL CORP 2018-05-29 2019-05-20 6136 7732 -1596 -1596 420. INTEL CORP 2015-10-22 2019-05-20 18409 14418 3991 3991 55. J P MORGAN CHASE & CO COM 2008-12-04 2019-05-20 6080 1745 4335 4335 15. JOHNSON & JOHNSON COM 2010-08-02 2019-05-20 2079 881 1198 1198 15. KIMBERLY-CLARK CORP COM 2017-02-22 2019-05-20 1928 2028 -100 -100 30. KOHLS CORP COM 2018-05-24 2019-05-20 1904 1916 -12 -12 15. LILLY ELI & CO 2018-10-15 2019-05-20 1738 1665 73 73 5. LOCKHEED MARTIN CORP 2014-10-14 2019-05-20 1686 884 802 802 10. M&T BK CORP 2019-01-09 2019-05-20 1632 1522 110 110 15. MARSH & MCLENNAN COS INC COM 2019-02-25 2019-05-20 1433 1394 39 39 15. MCDONALDS CORP COM 2018-05-24 2019-05-20 2996 2425 571 571 55. MERCK & CO INC 2017-06-20 2019-05-20 4316 3561 755 755 15. NASDAQ INC 2018-12-11 2019-05-20 1347 1333 14 14 15. NEXTERA ENERGY INC 2011-02-22 2019-05-20 2988 817 2171 2171 10. NORFOLK SOUTHN CORP COM 2019-04-17 2019-05-20 2027 1970 57 57 20. OMNICOM GROUP INC 2017-06-27 2019-05-20 1582 1664 -82 -82 25. PAYCHEX INC COM 2015-12-02 2019-05-20 2126 1351 775 775 30. PEPSICO INC COM 2017-06-27 2019-05-20 3903 3496 407 407 100. PFIZER INC COM 2017-11-13 2019-05-20 4136 3530 606 606 15. PRICE T ROWE GROUP INC COM 2016-05-18 2019-05-20 1554 1116 438 438 45. PROCTER & GAMBLE CO 2019-04-16 2019-05-20 4835 4775 60 60 25. PRUDENTIAL FINANCIAL INC COM 2016-11-28 2019-05-20 2458 2500 -42 -42 55. ROYAL DUTCH SHELL PLC ADR A 2017-11-02 2019-05-20 3540 3511 29 29 10. SIMON PROPERTY GROUP INC 2018-06-18 2019-05-20 1742 1648 94 94 50. SUNCOR ENERGY INC ISIN CA8672241079 SEDOL B3NB1P2 2018-03-13 2019-05-20 1612 1631 -19 -19 60. SUNTRUST BANKS INC COM 2017-12-19 2019-05-20 3708 3960 -252 -252 35. SYNOVUS FINANCIAL CORP 2018-06-05 2019-05-20 1194 1950 -756 -756 35. TC ENERGY CORPORATION SEDOL BJMY6F9 2017-01-30 2019-05-20 1700 1650 50 50 30. TEXAS INSTRS INC COM 2015-04-17 2019-05-20 3128 1726 1402 1402 60. TOTAL FINA S A 2015-08-07 2019-05-20 3287 3010 277 277 55. US BANCORP DEL COM NEW 2011-02-22 2019-05-20 2829 1521 1308 1308 5. UNITEDHEALTH GROUP INC COM 2018-12-27 2019-05-20 1202 1203 -1 -1 45. VERIZON COMMUNICATIONS COM 2018-11-19 2019-05-20 2666 2733 -67 -67 25. WASTE MANAGEMENT INC 2019-04-17 2019-05-20 2695 2633 62 62 45. XCEL ENERGY INC COM 2015-03-13 2019-05-20 2621 1521 1100 1100 40. ZIONS BANCORP 2019-05-20 1800 1947 -147 -147 10. ACCENTURE PLC CLASS A SEDOL B4BNMY3 2019-04-05 2019-05-20 1765 1779 -14 -14 20. INGERSOLL-RAND PLC EXCHANGE 3/02/2020 2019-04-17 2019-05-20 2402 2277 125 125 30. ALLSTATE CORP 2019-02-26 2019-05-21 2892 2835 57 57 40. AMERICAN WATER WORKS CO INC 2019-05-21 4462 1945 2517 2517 10. AMGEN INC 2018-01-11 2019-05-21 1698 1822 -124 -124 70. BP PLC SPONSORED ADR 2019-03-01 2019-05-21 2997 2981 16 16 200. BANK OF AMERICA CORP 2018-07-25 2019-05-21 5712 6175 -463 -463 80. BANK OF AMERICA CORP 2016-12-21 2019-05-21 2285 1811 474 474 40. BAXTER INTERNATIONAL INC 2018-05-03 2019-05-21 3031 2791 240 240 40. BERRY GLOBAL GROUP INC 2019-04-08 2019-05-21 1928 2244 -316 -316 50. BRISTOL MYERS SQUIBB CO 2018-10-15 2019-05-21 2327 2895 -568 -568 10. BROADCOM INC 2018-11-05 2019-05-21 2771 2188 583 583 20. CDW CORP/DE 2014-07-10 2019-05-21 2106 637 1469 1469 40. CSX CORP COM 2018-07-25 2019-05-21 3134 2801 333 333 30. CELANESE CORP 2018-05-17 2019-05-21 3010 3419 -409 -409 10. CENTENE CORP 2019-02-04 2019-05-21 559 646 -87 -87 30. CENTENE CORP 2018-04-19 2019-05-21 1678 1675 3 3 30. CHEVRON CORPORATION 2018-06-12 2019-05-21 3631 3838 -207 -207 40. CHURCH & DWIGHT INC 2018-11-07 2019-05-21 2962 2659 303 303 90. CISCO SYS INC COM 2018-10-22 2019-05-21 5096 4098 998 998 110. CITIZENS FINANCIAL GROUP 2019-04-23 2019-05-21 3870 3922 -52 -52 110. COMCAST CORPORATION CL A 2019-05-09 2019-05-21 4725 4707 18 18 60. CONOCOPHILLIPS 2017-11-06 2019-05-21 3761 3214 547 547 20. CULLEN FROST BANKERS INC 2018-05-31 2019-05-21 1987 2314 -327 -327 30. DANAHER CORP 2019-05-21 3939 3148 791 791 60. DISCOVERY INC CLASS A 2018-07-05 2019-05-21 1645 1656 -11 -11 40. DUKE ENERGY HOLDING CORP 2018-12-11 2019-05-21 3487 3603 -116 -116 40. E*TRADE FINANCIAL CORP 2019-04-23 2019-05-21 1941 2029 -88 -88 30. FMC CORPORATION NEW 2019-04-08 2019-05-21 2193 2420 -227 -227 17. HOME DEPOT INC COM 2017-06-19 2019-05-21 3179 2694 485 485 3. HOME DEPOT INC COM 2019-02-04 2019-05-21 561 558 3 3 10. HONEYWELL INTL INC 2019-04-23 2019-05-21 1698 1716 -18 -18 50. INTEL CORP 2015-10-22 2019-05-21 2216 1716 500 500 10. INTERNATIONAL FLAVORS & FRAGRANCES INC 2019-02-04 2019-05-21 1351 1420 -69 -69 70. J P MORGAN CHASE & CO COM 2019-04-23 2019-05-21 7792 7926 -134 -134 10. J P MORGAN CHASE & CO COM 2009-03-17 2019-05-21 1113 242 871 871 50. KOHLS CORP COM 2018-03-13 2019-05-21 2764 3220 -456 -456 20. LILLY ELI & CO 2019-05-21 2338 1888 450 450 10. LOCKHEED MARTIN CORP 2018-11-30 2019-05-21 3443 2989 454 454 20. M&T BK CORP 2019-01-24 2019-05-21 3314 3366 -52 -52 150. MARATHON OIL CORP COM 2019-04-18 2019-05-21 2340 2647 -307 -307 20. MARSH & MCLENNAN COS INC COM 2019-05-20 2019-05-21 1927 1917 10 10 10. MCDONALDS CORP COM 2018-10-26 2019-05-21 2010 1738 272 272 40. MERCK & CO INC 2016-11-28 2019-05-21 3165 2475 690 690 30. MICROSOFT CORP 2018-10-26 2019-05-21 3824 3207 617 617 50. MONDELEZ INTERNATIONAL 2019-05-09 2019-05-21 2618 2571 47 47 10. MOTOROLA SOLUTIONS INC 2018-03-12 2019-05-21 1476 1091 385 385 10. NORFOLK SOUTHN CORP COM 2018-11-30 2019-05-21 2063 1714 349 349 10. NORTHROP GRUMMAN CORPORATION 2015-01-29 2019-05-21 3151 1571 1580 1580 30. OMNICOM GROUP INC 2019-05-09 2019-05-21 2390 2385 5 5 120. PFIZER INC COM 2018-10-10 2019-05-21 5011 5458 -447 -447 20. PHILIP MORRIS INTERNAT-W/I 2019-02-11 2019-05-21 1729 1585 144 144 50. PROCTER & GAMBLE CO 2019-01-29 2019-05-21 5368 4664 704 704 40. PROGRESSIVE CORP OHIO 2019-05-21 3148 2628 520 520 30. PRUDENTIAL FINANCIAL INC COM 2017-05-02 2019-05-21 2997 3223 -226 -226 140. REGIONS FINANCIAL CORP 2018-03-16 2019-05-21 2029 2750 -721 -721 40. ROYAL DUTCH SHELL PLC ADR A 2019-05-09 2019-05-21 2590 2527 63 63 10. S&P GLOBAL INC 2016-05-23 2019-05-21 2155 1087 1068 1068 30. SIMON PROPERTY GROUP INC 2018-11-28 2019-05-21 5133 5465 -332 -332 60. SUNTRUST BANKS INC COM 2016-05-23 2019-05-21 3755 2547 1208 1208 30. T-MOBILE US INC 2017-05-12 2019-05-21 2344 1978 366 366 34. TOTAL FINA S A 2016-02-23 2019-05-21 1877 1496 381 381 16. TOTAL FINA S A 2019-02-04 2019-05-21 883 888 -5 -5 20. UNITED RENTALS INC COM 2017-02-03 2019-05-21 2507 2570 -63 -63 10. UNITEDHEALTH GROUP INC COM 2016-11-28 2019-05-21 2470 1515 955 955 30. WEC ENERGY GROUP INC 2009-05-20 2019-05-21 2439 561 1878 1878 30. WASTE MANAGEMENT INC 2018-03-12 2019-05-21 3273 2603 670 670 40. XCEL ENERGY INC COM 2015-02-26 2019-05-21 2336 1418 918 918 70. ZIONS BANCORP 2017-10-20 2019-05-21 3173 3276 -103 -103 20. INGERSOLL-RAND PLC EXCHANGE 3/02/2020 2019-04-15 2019-05-21 2444 2280 164 164 20. ROYAL CARRIBEAN CRUISES LTD SEDOL 2754907 ISIN LR0008862868 2019-02-21 2019-05-21 2481 2459 22 22 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2019-02-01 2019-05-22 5017 4919 98 98 280. BP PLC SPONSORED ADR 2019-05-23 11545 11876 -331 -331 30. KOHLS CORP COM 2018-05-24 2019-05-23 1533 1916 -383 -383 190. KOHLS CORP COM 2019-05-23 9706 11957 -2251 -2251 570. KOHLS CORP COM 2018-03-13 2019-05-23 29117 36710 -7593 -7593 477.22 BMW VEHICLE OWNER TRUST SERIES 2016 A CLASS A3 2016-07-12 2019-05-24 477 477 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-05-30 2019-05-28 5255 5275 -20 -20 5000. AMERICAN CAMPUS CMNTYS CALL 04/01/2024 @ 100.000 COGT 2019-03-28 2019-05-30 5194 5129 65 65 55000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2019-05-30 54678 54390 288 288 5000. DIGITAL REALTY TRUST LP COGT 2019-01-18 2019-05-31 5170 5027 143 143 709.41 FEDERAL NATL MTG ASSN POOL AS5327 2017-02-08 2019-05-31 709 729 -20 -20 598.44 FEDERAL NATL MTG ASSN POOL AS8018 2017-05-17 2019-05-31 598 616 -18 -18 810.4 FEDERAL NATL MTG ASSN POOL BC4777 2016-11-09 2019-05-31 810 826 -16 -16 1009.34 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2019-05-31 1009 1049 -40 -40 272.04 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2019-05-31 272 290 -18 -18 617.62 FEDERAL NATL MTG ASSN POOL MA2803 2017-02-03 2019-05-31 618 619 -1 -1 5000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-07-28 2019-05-31 4953 4948 5 5 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-05-30 2019-06-03 10679 10548 131 131 140. SIMON PROPERTY GROUP INC 2019-06-04 22610 24503 -1893 -1893 160. SIMON PROPERTY GROUP INC 2019-06-04 25840 25726 114 114 20000. TIME WARNER INC CALL 04/15/2025 @ 100.000 COGT 2019-03-27 2019-06-05 20 20 20 20000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-05-30 2019-06-07 21324 21095 229 229 410. CENTENE CORP 2018-04-19 2019-06-10 22519 22890 -371 -371 260. CISCO SYS INC COM 2019-06-10 14670 11644 3026 3026 130. CISCO SYS INC COM 2011-09-13 2019-06-10 7335 2109 5226 5226 510. INTEL CORP 2019-06-10 23914 16596 7318 7318 5000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-07-28 2019-06-10 4963 4948 15 15 205. BRISTOL MYERS SQUIBB CO 2018-10-26 2019-06-11 9598 10341 -743 -743 589. BRISTOL MYERS SQUIBB CO 2019-06-11 27575 33952 -6377 -6377 434. DUKE ENERGY HOLDING CORP 2019-06-11 37410 38863 -1453 -1453 253. INTEL CORP 2010-02-05 2019-06-11 11836 4888 6948 6948 22. INTEL CORP 2010-02-05 2019-06-11 1028 425 603 603 1570. REGIONS FINANCIAL CORP 2018-03-16 2019-06-11 22627 30843 -8216 -8216 100. TEXAS INSTRS INC COM 2015-04-17 2019-06-11 11259 5753 5506 5506 15000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2019-06-12 15361 14702 659 659 15000. RYDER SYSTEM INC SER MTN CALL 05/01/2022 2019-05-15 2019-06-13 15128 14991 137 137 10000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-07-28 2019-06-13 9941 9896 45 45 10000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2019-01-31 2019-06-14 10017 9899 118 118 15000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-06-14 15016 14654 362 362 2412.74 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-06-15 2413 2413 558.56 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-08-05 2019-06-15 559 561 -2 -2 108.14 NISSAN AUTO RECEIVABLES OWNER SERIES 2015 C CLASS A3 2015-10-06 2019-06-15 108 108 108 10000. DIGITAL REALTY TRUST LP CO GUARNT 2019-05-29 2019-06-17 10440 10336 104 104 270. PHILIP MORRIS INTERNAT-W/I 2019-02-11 2019-06-18 20756 21399 -643 -643 20000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-06-20 21477 21201 276 276 35000. ANHEUSER-BUSCH INBEV WOR CALL 12/23/2024 COGT 2019-01-10 2019-06-21 37627 34965 2662 2662 45. BROADCOM INC 2017-12-11 2019-06-21 12443 11742 701 701 55. CISCO SYS INC COM 2011-06-27 2019-06-21 3167 830 2337 2337 25. JOHNSON & JOHNSON COM 2010-08-02 2019-06-21 3534 1469 2065 2065 105. MERCK & CO INC 2019-06-21 8842 6539 2303 2303 25000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2019-01-31 2019-06-21 25071 24747 324 324 10000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-07-28 2019-06-21 9959 9896 63 63 15000. WASTE MANAGEMENT INC CALL 04/15/2026 COGT 2019-05-14 2019-06-21 15563 14996 567 567 5000. BB&T CORPORATION SER MTN CALL 11/06/2023 2018-11-29 2019-06-24 5297 4992 305 305 461.06 BMW VEHICLE OWNER TRUST SERIES 2016 A CLASS A3 2016-07-12 2019-06-24 461 461 10000. HOME DEPOT INC CALL 03/15/2029 UNSC 2019-06-03 2019-06-24 10219 9943 276 276 35000. JOHNSON & JOHNSON CALL 12/01/2025 @ 100.000 UNSC 2016-02-25 2019-06-24 35139 34951 188 188 20000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-06-24 19947 19772 175 175 5000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-06-24 2019-06-24 4987 4987 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2018-12-27 2019-06-25 5174 4868 306 306 12000. BB&T CORPORATION SER MTN CALL 11/06/2023 2018-11-29 2019-06-26 12700 11982 718 718 3000. BB&T CORPORATION SER MTN CALL 11/06/2023 2018-11-29 2019-06-26 3171 2995 176 176 45000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2019-06-27 44926 44106 820 820 302.02 FEDERAL NATL MTG ASSN POOL AS5327 2017-02-08 2019-06-30 302 311 -9 -9 531.51 FEDERAL NATL MTG ASSN POOL AS8018 2017-05-17 2019-06-30 532 547 -15 -15 642.61 FEDERAL NATL MTG ASSN POOL BC4777 2016-11-09 2019-06-30 643 655 -12 -12 1313.15 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2019-06-30 1313 1364 -51 -51 515.79 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2019-06-30 516 550 -34 -34 547.96 FEDERAL NATL MTG ASSN POOL MA2803 2017-02-03 2019-06-30 548 549 -1 -1 20000. ABBVIE INC CALL 08/14/2028 UNSC 2019-07-08 21482 19846 1636 1636 270. CARNIVAL CORP SEDOL 2523044 2019-07-08 12535 12922 -387 -387 116. CISCO SYS INC COM 2011-06-27 2019-07-08 6524 1752 4772 4772 115. DUKE ENERGY HOLDING CORP 2018-12-10 2019-07-08 10277 10341 -64 -64 90. CARNIVAL CORP SEDOL 2523044 2016-07-14 2019-07-09 4137 4189 -52 -52 74. CISCO SYS INC COM 2011-06-27 2019-07-09 4171 1117 3054 3054 90. BROADCOM INC 2018-11-05 2019-07-10 24839 19691 5148 5148 74. CULLEN FROST BANKERS INC 2018-05-31 2019-07-10 6846 8560 -1714 -1714 7. CULLEN FROST BANKERS INC 2019-02-04 2019-07-11 644 695 -51 -51 116. CULLEN FROST BANKERS INC 2018-05-31 2019-07-11 10671 13418 -2747 -2747 5000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2019-01-31 2019-07-12 5008 4949 59 59 20000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2018-05-16 2019-07-12 19944 19553 391 391 15000. BANK OF NOVA SCOTIA SEDOL ISIN US064159KT26 2018-09-25 2019-07-15 15047 14723 324 324 2151.02 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-07-15 2151 2151 . HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2000-12-31 2019-07-15 56.42 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-08-05 2019-07-15 56 56 56 30000. MONSANTO CO UNSC 2016-11-10 2019-07-15 30000 30000 15000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-06-29 2019-07-15 14914 14824 90 90 35000. AMERICAN INTL GROUP SER NOTE CALL 06/16/19 @100 UNSC 2019-07-16 35000 35000 15000. BANK OF NOVA SCOTIA SEDOL ISIN US06416CAC29 2016-04-19 2019-07-16 14933 14920 13 13 15000. ROYAL BANK OF CANADA SEDOL ISIN US780082AA14 2019-07-16 14962 14974 -12 -12 20000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2019-07-16 19519 18773 746 746 45000. INTL BK RECON & DEVELOP SER EMTN UNSC 2016-09-13 2019-07-17 44518 44928 -410 -410 20000. KROGER CO BONDS 2017-03-29 2019-07-17 20353 20374 -21 -21 10000. KROGER CO CALL 07/01/2022 UNSC 2019-07-17 10102 9758 344 344 15000. FEDEX CORP CALL 11/15/2027 COGT 2018-01-29 2019-07-18 15466 14971 495 495 601. ZIONS BANCORP 2019-07-23 25570 27005 -1435 -1435 199. ZIONS BANCORP 2019-07-23 8492 8863 -371 -371 424.05 BMW VEHICLE OWNER TRUST SERIES 2016 A CLASS A3 2016-07-12 2019-07-24 424 424 35000. SOUTHERN CO CALL 05/15/2020 @ 100.000 UNSC 2016-11-14 2019-07-24 35102 35155 -53 -53 20000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-06-27 2019-07-24 21393 21448 -55 -55 246. M&T BK CORP 2019-07-29 40540 41370 -830 -830 10000. ROYAL BANK OF CANADA SER GMTN UNSC 2016-08-04 2019-07-29 10000 10000 10000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-06-27 2019-07-29 10300 10334 -34 -34 10000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-06-27 2019-07-29 10298 10334 -36 -36 20000. NEXEN INC ISIN US65334HAK86 2015-07-14 2019-07-30 20000 20000 100000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-07-30 99410 98580 830 830 400. BERRY GLOBAL GROUP INC 2019-07-31 18020 22406 -4386 -4386 571.54 FEDERAL NATL MTG ASSN POOL AS5327 2017-02-08 2019-07-31 572 587 -15 -15 533.62 FEDERAL NATL MTG ASSN POOL AS8018 2017-05-17 2019-07-31 534 549 -15 -15 686.62 FEDERAL NATL MTG ASSN POOL BC4777 2016-11-09 2019-07-31 687 700 -13 -13 1032.66 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2019-07-31 1033 1072 -39 -39 885.11 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2019-07-31 885 944 -59 -59 593.39 FEDERAL NATL MTG ASSN POOL MA2803 2017-02-03 2019-07-31 593 595 -2 -2 20000. MERCK & CO INC CALL 12/07/2028 UNSC 2019-03-05 2019-08-02 21515 19888 1627 1627 10000. PRINCIPAL FINANCIAL GRP CALL 02/15/2029 COGT 2019-05-07 2019-08-05 10764 9960 804 804 20000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-08-07 2019-08-06 20158 20173 -15 -15 161. INTERNATIONAL FLAVORS & FRAGRANCES INC 2019-08-07 19071 22298 -3227 -3227 1530. MARATHON OIL CORP COM 2019-04-18 2019-08-07 18072 26997 -8925 -8925 99. MARATHON OIL CORP COM 2019-04-18 2019-08-07 1166 1747 -581 -581 41. MARATHON OIL CORP COM 2019-04-18 2019-08-07 483 723 -240 -240 150. PIONEER NAT RES CO 2019-05-23 2019-08-07 17928 21717 -3789 -3789 25000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-08-07 27409 27215 194 194 10000. VALERO ENERGY CORP CALL 06/15/2026 @ 100.000 UNSC 2018-11-16 2019-08-07 10342 9183 1159 1159 5000. CVS HEALTH CORP CALL 02/09/2023 UNSC 2019-02-01 2019-08-08 5184 5030 154 154 39. PRUDENTIAL FINANCIAL INC COM 2017-05-02 2019-08-08 3353 4190 -837 -837 13. PRUDENTIAL FINANCIAL INC COM 2019-02-04 2019-08-08 1116 1208 -92 -92 281. PRUDENTIAL FINANCIAL INC COM 2019-08-08 24127 29441 -5314 -5314 15000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2019-07-17 2019-08-08 15554 15390 164 164 2324.18 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-08-15 2324 2324 5000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-08-08 2019-08-15 5026 5009 17 17 5000. FEDEX CORP COGT 2019-01-14 2019-08-20 5158 4994 164 164 5000. FEDEX CORP COGT 2019-01-14 2019-08-20 5160 4994 166 166 10000. OCCIDENTAL PETROLEUM COR UNSC 2019-08-06 2019-08-21 10081 9989 92 92 10000. OCCIDENTAL PETROLEUM COR UNSC 2019-08-06 2019-08-22 10079 9989 90 90 1. AMGEN INC XXX-XX-XXXX 2001-01-01 2019-08-23 1057 25 1032 1032 430.03 BMW VEHICLE OWNER TRUST SERIES 2016 A CLASS A3 2016-07-12 2019-08-24 430 430 35000. DISCOVER CARD EXECUTION NOTE SERIES 18-A5 CLASS A5 2018-10-04 2019-08-26 36114 34999 1115 1115 25248. FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-08-26 25214 25247 -33 -33 149. NORFOLK SOUTHN CORP COM 2019-08-27 25383 25523 -140 -140 55000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-08-27 55511 55496 15 15 15000. CVS HEALTH CORP CALL 07/15/2024 UNSC 2019-08-08 2019-08-28 15140 14923 217 217 30000. CONSTELLATION BRANDS INC COGT 2019-08-28 30093 30100 -7 -7 10000. EQT CORP CALL 07/01/2027 UNSC 2017-10-06 2019-08-28 8893 9944 -1051 -1051 5000. SHERWIN-WILLIAMS CO CALL 05/01/2022 UNSC 2017-08-23 2019-08-28 5118 5018 100 100 20000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2019-07-30 2019-08-28 19978 19961 17 17 547.42 FEDERAL NATL MTG ASSN POOL AS5327 2017-02-08 2019-08-31 547 563 -16 -16 652.83 FEDERAL NATL MTG ASSN POOL AS8018 2017-05-17 2019-08-31 653 672 -19 -19 634.14 FEDERAL NATL MTG ASSN POOL BC4777 2016-11-09 2019-08-31 634 646 -12 -12 1218.99 FEDERAL NATL MTG ASSN POOL CA0549 2019-08-27 2019-08-31 1219 1277 -58 -58 1171.64 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2019-08-31 1172 1216 -44 -44 785.54 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2019-08-31 786 838 -52 -52 677.4 FEDERAL NATL MTG ASSN POOL MA2803 2017-02-03 2019-08-31 677 679 -2 -2 10000. EQT CORP CALL 07/01/2027 UNSC 2017-10-06 2019-09-04 8725 9944 -1219 -1219 20000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-09-04 20156 20064 92 92 20000. BMW VEHICLE OWNER TRUST SERIES 2018 A CLASS A4 2018-01-17 2019-09-05 20241 19997 244 244 15000. HONDA AUTO RECEIVABLES OWNER T SERIES 2017 1 CLASS A4 2017-03-21 2019-09-05 15004 14999 5 5 25000. KINDER MORGAN ENER PART SR UNSEC 2019-06-21 2019-09-05 26103 25928 175 175 5000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2019-05-30 2019-09-05 5218 5074 144 144 15000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-03-17 2019-09-05 15655 15020 635 635 10000. MPLX LP CALL 09/09/2020 UNSC 2019-09-04 2019-09-06 10017 10000 17 17 146. PRUDENTIAL FINANCIAL INC COM 2019-09-06 12008 14579 -2571 -2571 65. SIMON PROPERTY GROUP INC 2018-06-18 2019-09-06 9805 10714 -909 -909 10000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-03-17 2019-09-06 10442 10013 429 429 36. PRUDENTIAL FINANCIAL INC COM 2016-11-28 2019-09-09 3018 3593 -575 -575 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2019-06-25 2019-09-09 10405 10247 158 158 5000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2019-01-18 2019-09-09 5017 4640 377 377 25000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2019-07-17 2019-09-09 25963 25636 327 327 90000. BANK OF AMERICA CREDIT CARD TR SERIES 2018 A1 CLASS A1 2018-02-16 2019-09-11 90998 89988 1010 1010 15000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-09-11 15008 15060 -52 -52 25000. GM FINANCIAL SECURITIZED TERM SERIES 2018 1 CLASS A3 2018-01-09 2019-09-12 25057 24994 63 63 25000. DUKE ENERGY CORP SR UNSEC 2016-03-15 2019-09-15 25000 25000 2987.71 TOYOTA AUTO RECEIVABLES OWNER SERIES 2017 C CLASS A3 2017-07-25 2019-09-15 2988 2987 1 1 10000. KRAFT FOODS GROUP INC UNSC 2018-06-04 2019-09-16 10243 9927 316 316 10000. OCCIDENTAL PETROLEUM COR CALL 06/15/2026 UNSC 2019-08-06 2019-09-16 10062 9993 69 69 15000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-08-28 2019-09-16 16262 16724 -462 -462 350. DISCOVERY INC CLASS A 2019-07-10 2019-09-17 9493 11069 -1576 -1576 680. DISCOVERY INC CLASS A 2018-07-05 2019-09-17 18444 18773 -329 -329 450. E*TRADE FINANCIAL CORP 2019-09-17 20256 22807 -2551 -2551 30. S&P GLOBAL INC 2019-09-17 7572 3259 4313 4313 15000. KLA-TENCOR CORP CALL 12/15/2028 UNSC 2019-03-13 2019-09-18 16482 14928 1554 1554 5000. PRUDENTIAL FINANCIAL INC SER MTN SR UNSEC 2014-08-15 2019-09-18 5265 5165 100 100 5000. PRUDENTIAL FINANCIAL INC SER MTN SR UNSEC 2014-08-15 2019-09-18 5265 5165 100 100 25000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-09-09 2019-09-18 25000 25083 -83 -83 5000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-11-30 2019-09-18 5000 4902 98 98 45000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-09-19 44916 44102 814 814 10000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2019-09-19 10303 10188 115 115 5000. ENTERPRISE PRODUCTS OPER CALL 09/15/2019 @ 100.000 COGT 2014-10-02 2019-09-20 5000 4999 1 1 5000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-03-17 2019-09-20 5169 5007 162 162 5000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-03-17 2019-09-20 5175 5007 168 168 10000. MPLX LP SER WI CALL 03/01/25 @100 COGT 2019-09-06 2019-09-23 10999 11058 -59 -59 15000. MPLX LP SER WI CALL 03/01/25 @100 COGT 2018-02-05 2019-09-23 16498 15667 831 831 10000. PETROLEOS MEXICANOS COM GTD ISIN US71654QAW24 2014-02-04 2019-09-23 10161 10094 67 67 25000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2019-09-23 26246 26104 142 142 408.76 BMW VEHICLE OWNER TRUST SERIES 2016 A CLASS A3 2016-07-12 2019-09-24 409 409 15000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2019-09-23 2019-09-24 15564 15525 39 39 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2019-09-16 2019-09-24 5189 5136 53 53 5000. HOST HOTELS & RESORTS SER D CALL 07/15/23 @100 UNSC 2019-09-25 5211 5086 125 125 5000. HOST HOTELS & RESORTS SER D CALL 07/15/23 @100 UNSC 2015-10-08 2019-09-25 5211 4855 356 356 250. ROYAL CARRIBEAN CRUISES LTD SEDOL 2754907 ISIN LR0008862868 2019-09-25 27215 30589 -3374 -3374 20000. MORGAN STANLEY UNSC 2019-09-26 20101 20010 91 91 15000. MORGAN STANLEY UNSC 2017-05-17 2019-09-27 15081 15006 75 75 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-08-28 2019-09-27 5485 5573 -88 -88 15000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2019-07-30 2019-09-27 14989 14971 18 18 5000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-12-05 2019-09-27 5004 4893 111 111 5000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-12-05 2019-09-27 5006 4893 113 113 5000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2019-09-25 2019-09-27 5169 5166 3 3 175. ALTRIA GROUP INC 2015-01-13 2019-09-30 7146 8959 -1813 -1813 25000. CIGNA CORP SR UNSEC CALL 11/15/21 @100 2019-06-14 2019-09-30 25892 25671 221 221 549.09 FEDERAL NATL MTG ASSN POOL AS5327 2017-02-08 2019-09-30 549 564 -15 -15 371.08 FEDERAL NATL MTG ASSN POOL AS8018 2017-05-17 2019-09-30 371 382 -11 -11 598.44 FEDERAL NATL MTG ASSN POOL BC4777 2016-11-09 2019-09-30 598 610 -12 -12 1968.76 FEDERAL NATL MTG ASSN POOL CA0549 2019-08-27 2019-09-30 1969 2062 -93 -93 95.34 FEDERAL NATL MTG ASSN POOL FM0008 2019-09-19 2019-09-30 95 99 -4 -4 100.63 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2019-09-30 101 104 -3 -3 955.77 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2019-09-30 956 992 -36 -36 543.3 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2019-09-30 543 579 -36 -36 619.1 FEDERAL NATL MTG ASSN POOL MA2803 2017-02-03 2019-09-30 619 621 -2 -2 89. NORFOLK SOUTHN CORP COM 2019-09-30 16056 14410 1646 1646 15000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-08-28 2019-10-01 16516 16716 -200 -200 10000. XCEL ENERGY INC CALL 12/15/2027 UNSC 2018-06-20 2019-10-01 11040 9931 1109 1109 185. CSX CORP COM 2019-10-03 12336 12168 168 168 320. CSX CORP COM 2019-10-03 21338 22354 -1016 -1016 25000. CONAGRA BRANDS INC UNSC 2019-10-03 25896 24980 916 916 240. UNITED RENTALS INC COM 2019-10-03 27319 30835 -3516 -3516 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2019-07-12 2019-10-03 5245 5080 165 165 15000. EUROPEAN INVESTMENT BANK UNSC 2017-03-07 2019-10-04 15369 14971 398 398 15000. KFW SEDOL ISIN US500769HR85 2018-01-11 2019-10-04 15447 14925 522 522 45000. CITIGROUP INC CALL 09/27/2022 UNSC 2019-10-07 45867 44144 1723 1723 10000. KFW SEDOL ISIN US500769HR85 2018-01-11 2019-10-07 10285 9950 335 335 20000. FISERV INC CO GUARNT CALL 07/01/22 @100 2019-01-30 2019-10-08 20861 19889 972 972 499. BP PLC SPONSORED ADR 2019-02-21 2019-10-10 18534 21097 -2563 -2563 10. PFIZER INC COM 2018-10-10 2019-10-10 358 455 -97 -97 790. PFIZER INC COM 2019-10-10 28294 19902 8392 8392 5000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2019-10-03 2019-10-10 5056 5068 -12 -12 5000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-10-08 2019-10-10 5019 5036 -17 -17 21. BP PLC SPONSORED ADR 2019-02-21 2019-10-11 787 888 -101 -101 518. PFIZER INC COM 2019-10-11 18775 7758 11017 11017 3040.89 TOYOTA AUTO RECEIVABLES OWNER SERIES 2017 C CLASS A3 2017-07-25 2019-10-15 3041 3041 3169.64 TOYOTA AUTO RECEIVABLES OWNER SERIES 2017 D CLASS A3 2017-11-07 2019-10-15 3170 3169 1 1 5000. ABBVIE INC CALL 02/14/2025 @ 100.000 UNSC 2019-09-24 2019-10-16 5229 5198 31 31 35000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2019-07-30 2019-10-16 34997 34932 65 65 10000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2019-10-03 2019-10-17 10096 10135 -39 -39 20000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-10-18 20048 20136 -88 -88 45000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-10-18 45311 45352 -41 -41 20000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2019-10-22 2019-10-21 20683 20715 -32 -32 30000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-10-21 30034 29438 596 596 40000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-12-28 2019-10-21 40045 39034 1011 1011 20000. DELTA AIR LINES INC CALL 09/28/2024 UNSC 2019-10-21 2019-10-22 19958 19921 37 37 15000. REGIONS FINANCIAL CORP SER FXD CALL 07/14/2022 2019-10-22 15287 15131 156 156 5000. REGIONS FINANCIAL CORP SER FXD CALL 07/14/2022 2017-08-07 2019-10-22 5096 4997 99 99 35000. FIFTH THIRD BANCORP CALL 06/27/2020 @ 100.000 UNSC 2018-10-10 2019-10-23 35217 34729 488 488 5000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2019-09-23 2019-10-23 5177 5172 5 5 10000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-03-17 2019-10-23 10355 10013 342 342 217.55 BMW VEHICLE OWNER TRUST SERIES 2016 A CLASS A3 2016-07-12 2019-10-24 218 5 213 213 165. SYNOVUS FINANCIAL CORP 2019-10-24 5614 9180 -3566 -3566 10000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2019-10-24 10355 10356 -1 -1 90. SYNOVUS FINANCIAL CORP 2018-06-04 2019-10-25 3073 5002 -1929 -1929 95000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2019-10-30 95427 94808 619 619 15000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2019-07-30 2019-10-30 14999 14971 28 28 733.54 FEDERAL NATL MTG ASSN POOL AS5327 2017-02-08 2019-10-31 734 754 -20 -20 540.84 FEDERAL NATL MTG ASSN POOL AS8018 2017-05-17 2019-10-31 541 556 -15 -15 867.38 FEDERAL NATL MTG ASSN POOL BC4777 2016-11-09 2019-10-31 867 884 -17 -17 2390.12 FEDERAL NATL MTG ASSN POOL CA0549 2019-08-27 2019-10-31 2390 2503 -113 -113 209.22 FEDERAL NATL MTG ASSN POOL FM0008 2019-09-19 2019-10-31 209 217 -8 -8 58.51 FEDERAL NATL MTG ASSN POOL FM1221 2019-11-15 2019-10-31 59 61 -2 -2 1465.23 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2019-10-31 1465 1520 -55 -55 579.39 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2019-10-31 579 618 -39 -39 683.35 FEDERAL NATL MTG ASSN POOL MA2803 2019-11-19 2019-10-31 683 692 -9 -9 1212.43 FEDERAL NATL MTG ASSN POOL MA3283 2019-10-18 2019-10-31 1212 1243 -31 -31 453.26 FEDERAL NATL MTG ASSN POOL MA3827 2019-10-21 2019-10-31 453 457 -4 -4 15000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2019-01-31 2019-10-31 15084 14848 236 236 13. CELANESE CORP 2019-02-04 2019-11-04 1609 1289 320 320 310. CELANESE CORP 2019-11-04 38370 33095 5275 5275 610. CISCO SYS INC COM 2011-09-13 2019-11-04 28994 9894 19100 19100 25000. GLOBAL PAYMENTS INC CALL 05/15/2029 UNSC 2019-08-07 2019-11-07 25184 24922 262 262 10000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-09-30 2019-11-08 10041 10055 -14 -14 20000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-11-14 20119 20099 20 20 10000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2019-05-17 2019-11-14 10324 10118 206 206 3071.46 TOYOTA AUTO RECEIVABLES OWNER SERIES 2017 C CLASS A3 2017-07-25 2019-11-15 3071 3071 3217.56 TOYOTA AUTO RECEIVABLES OWNER SERIES 2017 D CLASS A3 2017-11-07 2019-11-15 3218 3217 1 1 5000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-10-22 2019-11-15 5002 5006 -4 -4 50000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-09-11 2019-11-18 50287 50222 65 65 10000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2019-11-18 10320 10099 221 221 25000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2019-11-18 25792 25198 594 594 15000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-10-22 2019-11-19 15012 15019 -7 -7 15000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2019-11-19 15480 15107 373 373 10000. ROYAL BANK OF CANADA SEDOL ISIN US780082AA14 2017-01-10 2019-11-20 9998 9950 48 48 25000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-09-11 2019-11-20 25151 25111 40 40 15000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2018-07-27 2019-11-20 15497 14757 740 740 25000. KEYCORP SER MTN UNSC 2019-11-21 25193 25145 48 48 30000. DOW CHEMICAL SR UNSECD CALL 08/15/22 @100 2019-11-22 30704 30375 329 329 35000. USA TREASURY NOTES 02.000% DUE 01/31/2020 2019-10-23 2019-11-26 35019 35021 -2 -2 5000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2019-01-31 2019-11-26 5021 4949 72 72 394.78 FEDERAL NATL MTG ASSN POOL AS5327 2017-02-08 2019-11-30 395 406 -11 -11 247.73 FEDERAL NATL MTG ASSN POOL AS8018 2017-05-17 2019-11-30 248 255 -7 -7 777.08 FEDERAL NATL MTG ASSN POOL BC4777 2016-11-09 2019-11-30 777 792 -15 -15 1010.29 FEDERAL NATL MTG ASSN POOL BM4202 2019-11-20 2019-11-30 1010 1053 -43 -43 503.71 FEDERAL NATL MTG ASSN POOL BM5017 2019-11-14 2019-11-30 504 518 -14 -14 1556.02 FEDERAL NATL MTG ASSN POOL CA0549 2019-08-27 2019-11-30 1556 1629 -73 -73 160.27 FEDERAL NATL MTG ASSN POOL FM0008 2019-09-19 2019-11-30 160 166 -6 -6 45.9 FEDERAL NATL MTG ASSN POOL FM1221 2019-11-15 2019-11-30 46 48 -2 -2 862.21 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2019-11-30 862 895 -33 -33 492.96 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2019-11-30 493 526 -33 -33 976.13 FEDERAL NATL MTG ASSN POOL MA2803 2019-11-19 2019-11-30 976 988 -12 -12 1072.79 FEDERAL NATL MTG ASSN POOL MA3238 2019-11-18 2019-11-30 1073 1113 -40 -40 1058.21 FEDERAL NATL MTG ASSN POOL MA3283 2019-10-18 2019-11-30 1058 1085 -27 -27 565.77 FEDERAL NATL MTG ASSN POOL MA3827 2019-10-21 2019-11-30 566 570 -4 -4 5000. UNIONBANCAL CORP SR UNSEC 2019-09-05 2019-12-02 5170 5155 15 15 25000. UNIONBANCAL CORP SR UNSEC 2019-12-02 25850 25025 825 825 15000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2019-10-30 2019-12-02 15481 15505 -24 -24 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2019-07-12 2019-12-02 5147 5078 69 69 260. BP PLC SPONSORED ADR 2019-03-12 2019-12-03 9566 11046 -1480 -1480 63. CELANESE CORP 2018-06-28 2019-12-03 7717 6958 759 759 180. SUNTRUST BANKS INC COM 2019-12-03 12359 7992 4367 4367 39. INGERSOLL-RAND PLC EXCHANGE 3/02/2020 2019-06-21 2019-12-03 4998 4897 101 101 6. INGERSOLL-RAND PLC EXCHANGE 3/02/2020 2019-12-03 770 695 75 75 54. CELANESE CORP 2019-12-04 6645 5564 1081 1081 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2018-12-27 2019-12-04 5230 4868 362 362 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2018-08-30 2019-12-04 5230 4816 414 414 33. CELANESE CORP 2019-12-05 4046 3133 913 913 10280.812 T ROWE PRICE REAL ESTATE FUND FD 122 2008-12-03 2019-12-06 307705 97976 209729 209729 4276. VANGUARD GROWTH ETF 2013-02-04 2019-12-06 757096 319160 437936 437936 10000. SPIRIT AEROSYSTEMS INC CALL 03/15/2028 COGT 2018-12-11 2019-12-09 10882 9485 1397 1397 10000. SPIRIT AEROSYSTEMS INC CALL 03/15/2028 COGT 2018-12-07 2019-12-09 10882 9495 1387 1387 29525.966 FEDERATED SMALL CAP CORE-R6 2015-02-26 2019-12-11 585795 550000 35795 35795 13. TOUCHSTONE SANDS CAPITAL SELECT GROWTH FD CLASS Y 2014-12-12 2019-12-11 163 237 -74 -74 68689.776 TOUCHSTONE SANDS CAPITAL SELECT GROWTH FD CLASS Y 2019-12-11 862057 1257521 -395464 -395464 310. AGCO CORP 2019-10-03 2019-12-12 23826 22277 1549 1549 95. ABBOTT LABORATORIES INC 2016-06-07 2019-12-12 8081 3727 4354 4354 65. ABBVIE INC 2017-06-20 2019-12-12 5648 4660 988 988 30. AIR PRODUCTS & CHEMICALS INC 2019-12-03 2019-12-12 6898 6897 1 1 25. AIR PRODUCTS & CHEMICALS INC 2019-12-12 5748 3661 2087 2087 180. AIR PRODUCTS & CHEMICALS INC 2019-12-12 41387 39359 2028 2028 55. ALLSTATE CORP 2019-02-25 2019-12-12 6025 5230 795 795 370. ALLSTATE CORP 2019-02-26 2019-12-12 40529 34969 5560 5560 75. AMERICAN ELECTRIC POWER INC 2015-12-17 2019-12-12 6881 4317 2564 2564 80. AMERICAN WATER WORKS CO INC 2015-12-17 2019-12-12 9620 4761 4859 4859 420. AMERICAN WATER WORKS CO INC 2019-12-12 50507 20343 30164 30164 20. AMERIPRISE FINANCIAL INC 2019-06-11 2019-12-12 3313 3035 278 278 30. AMERIPRISE FINANCIAL INC 2017-03-31 2019-12-12 4970 3907 1063 1063 240. AMERIPRISE FINANCIAL INC 2019-12-12 39760 34625 5135 5135 50. AMGEN INC 2019-12-12 11774 6831 4943 4943 130. AMGEN INC 2018-01-11 2019-12-12 30612 23682 6930 6930 43. AUTOZONE INC 2018-10-12 2019-12-12 53388 33147 20241 20241 405. BANK OF AMERICA CORP 2019-12-12 13813 12323 1490 1490 275. BANK OF AMERICA CORP 2017-08-22 2019-12-12 9379 6563 2816 2816 3220. BANK OF AMERICA CORP 2019-12-12 109822 68312 41510 41510 440. BAXTER INTERNATIONAL INC 2019-12-12 36453 30179 6274 6274 270. CDW CORP/DE 2019-12-12 36818 8598 28220 28220 590. CVS CAREMARK CORP 2019-12-12 43558 37302 6256 6256 45. CHEVRON CORPORATION 2018-06-28 2019-12-12 5292 5659 -367 -367 100. CHEVRON CORPORATION 2019-06-11 2019-12-12 11760 12272 -512 -512 290. CHEVRON CORPORATION 2019-12-12 34104 36632 -2528 -2528 180. CHURCH & DWIGHT INC 2019-12-12 12520 11512 1008 1008 300. CHURCH & DWIGHT INC 2019-12-12 20867 19936 931 931 180. CISCO SYS INC COM 2011-06-27 2019-12-12 8069 2718 5351 5351 75. CITIGROUP INC 2019-12-03 2019-12-12 5726 5481 245 245 5000. CITIGROUP INC SUB 2015-10-23 2019-12-12 5491 5010 481 481 1140. CITIZENS FINANCIAL GROUP 2019-12-12 45264 28769 16495 16495 60. CITIZENS FINANCIAL GROUP 2019-04-23 2019-12-12 2382 2139 243 243 125. COMCAST CORPORATION CL A 2019-06-11 2019-12-12 5323 5175 148 148 185. COMCAST CORPORATION CL A 2019-12-12 7878 7068 810 810 1062. COMCAST CORPORATION CL A 2019-12-12 45223 15266 29957 29957 170. COMCAST CORPORATION CL A 2019-05-09 2019-12-12 7239 7275 -36 -36 105. CONOCOPHILLIPS 2018-05-11 2019-12-12 6537 7296 -759 -759 620. CONOCOPHILLIPS 2019-12-12 38597 32825 5772 5772 35. CROWN CASTLE INTL CORP 2019-09-06 2019-12-12 4637 5139 -502 -502 50. CULLEN FROST BANKERS INC 2019-12-12 4813 4705 108 108 321. DANAHER CORP 2019-12-12 48196 32485 15711 15711 60. DARDEN RESTAURANTS INC W I 2019-07-08 2019-12-12 6999 7470 -471 -471 80. DISCOVER FINANCIAL W/I 2019-12-12 6806 6583 223 223 420. DISCOVER FINANCIAL W/I 2019-12-12 35730 38521 -2791 -2791 170. DOLLAR GENERAL CORP 2019-09-25 2019-12-12 26260 27099 -839 -839 25. ESSEX PPTY TR INC REIT 2018-02-23 2019-12-12 7641 5655 1986 1986 80. ESSEX PPTY TR INC REIT 2019-08-07 2019-12-12 24452 24034 418 418 75. EXTRA SPACE STORAGE INC 2014-11-18 2019-12-12 7872 4358 3514 3514 100. FMC CORPORATION NEW 2019-12-12 9891 9224 667 667 430. FMC CORPORATION NEW 2019-12-12 42531 37127 5404 5404 40. GENERAL DYNAMICS CORP 2019-09-30 2019-12-12 7261 7335 -74 -74 170. GENERAL DYNAMICS CORP 2019-10-03 2019-12-12 30861 29629 1232 1232 40. HERSHEY FOODS CORP COM 2019-07-08 2019-12-12 5940 5544 396 396 170. HERSHEY FOODS CORP COM 2019-12-12 25246 23350 1896 1896 50. HOME DEPOT INC COM 2011-02-22 2019-12-12 10658 1909 8749 8749 193. HOME DEPOT INC COM 2019-12-12 41139 26410 14729 14729 35. HONEYWELL INTL INC 2019-12-03 2019-12-12 6189 6049 140 140 50. HONEYWELL INTL INC 2015-01-13 2019-12-12 8841 4719 4122 4122 210. HONEYWELL INTL INC 2019-12-12 37131 36230 901 901 675. HUNTINGTON BANCSHARES INC 2014-07-24 2019-12-12 10409 6733 3676 3676 1340. INVITATION HOMES INC 2019-12-12 39412 35003 4409 4409 55. J P MORGAN CHASE & CO COM 2019-12-12 7456 6528 928 928 140. J P MORGAN CHASE & CO COM 2008-12-04 2019-12-12 18980 4441 14539 14539 915. J P MORGAN CHASE & CO COM 2009-03-17 2019-12-12 124045 22108 101937 101937 40. JOHNSON & JOHNSON COM 2010-08-02 2019-12-12 5662 2350 3312 3312 55. KIMBERLY-CLARK CORP COM 2017-02-22 2019-12-12 7543 7436 107 107 110. L3 HARRIS TECHNOLOGIES INC 2019-08-27 2019-12-12 21945 23222 -1277 -1277 45. LILLY ELI & CO 2018-10-15 2019-12-12 5448 4994 454 454 264. LILLY ELI & CO 2018-07-09 2019-12-12 31962 23244 8718 8718 15. LOCKHEED MARTIN CORP 2014-10-14 2019-12-12 5804 2651 3153 3153 20. LOCKHEED MARTIN CORP 2019-06-21 2019-12-12 7739 7206 533 533 8. LOCKHEED MARTIN CORP 2019-02-04 2019-12-12 3095 2372 723 723 70. LOCKHEED MARTIN CORP 2018-11-30 2019-12-12 27085 20919 6166 6166 30. M&T BK CORP 2019-01-09 2019-12-12 5076 4566 510 510 55. MARSH & MCLENNAN COS INC COM 2019-02-25 2019-12-12 6014 5111 903 903 240. MARSH & MCLENNAN COS INC COM 2019-05-20 2019-12-12 26244 23002 3242 3242 45. MCDONALDS CORP COM 2019-12-12 8835 5550 3285 3285 120. MCDONALDS CORP COM 2019-12-12 23559 20828 2731 2731 120. MERCK & CO INC 2019-12-12 10718 5057 5661 5661 410. MERCK & CO INC 2019-12-12 36619 24321 12298 12298 70. MERCK & CO INC 2019-10-10 2019-12-12 6252 5887 365 365 310. MICROSOFT CORP 2019-12-12 47237 31329 15908 15908 520. MONDELEZ INTERNATIONAL 2019-05-09 2019-12-12 27809 26739 1070 1070 170. MOTOROLA SOLUTIONS INC 2018-03-12 2019-12-12 27530 18547 8983 8983 90. MOTOROLA SOLUTIONS INC 2019-11-04 2019-12-12 14575 15061 -486 -486 55. NASDAQ INC 2019-12-12 5676 4865 811 811 280. NASDAQ INC 2019-09-17 2019-12-12 28896 28649 247 247 50. NEXTERA ENERGY INC 2011-02-22 2019-12-12 11758 2722 9036 9036 90. NORTHROP GRUMMAN CORPORATION 2015-01-29 2019-12-12 31383 14139 17244 17244 100. OMNICOM GROUP INC 2017-06-27 2019-12-12 8125 8319 -194 -194 330. OMNICOM GROUP INC 2019-12-12 26812 26208 604 604 75. PAYCHEX INC COM 2015-12-02 2019-12-12 6322 4054 2268 2268 90. PEPSICO INC COM 2019-12-12 12366 8885 3481 3481 250. PEPSICO INC COM 2019-12-12 34349 33223 1126 1126 330. PFIZER INC COM 2019-12-12 12652 8260 4392 4392 45. PHILIP MORRIS INTERNAT-W/I 2019-09-30 2019-12-12 3802 3416 386 386 290. PHILLIPS 66 2019-12-12 32595 30728 1867 1867 50. PRICE T ROWE GROUP INC COM 2019-12-12 6227 3699 2528 2528 260. PRICE T ROWE GROUP INC COM 2019-08-08 2019-12-12 32381 28520 3861 3861 155. PROCTER & GAMBLE CO 2019-12-12 19396 15960 3436 3436 510. PROCTER & GAMBLE CO 2019-12-12 63819 45828 17991 17991 80. PROCTER & GAMBLE CO 2019-01-29 2019-12-12 10011 7463 2548 2548 499. PROGRESSIVE CORP OHIO 2019-01-29 2019-12-12 35873 32774 3099 3099 70. REALTY INCOME CORP COM 2019-06-21 2019-12-12 5242 5071 171 171 710. REALTY INCOME CORP COM 2019-12-12 53169 50243 2926 2926 175. ROYAL DUTCH SHELL PLC ADR A 2017-11-02 2019-12-12 10093 11170 -1077 -1077 75. ROYAL DUTCH SHELL PLC ADR A 2019-12-12 4326 4738 -412 -412 400. ROYAL DUTCH SHELL PLC ADR A 2017-10-24 2019-12-12 23071 24736 -1665 -1665 80. S&P GLOBAL INC 2016-07-08 2019-12-12 21705 8683 13022 13022 300. SEMPRA ENERGY 2019-06-11 2019-12-12 44406 40251 4155 4155 155. SUNCOR ENERGY INC ISIN CA8672241079 SEDOL B3NB1P2 2018-03-13 2019-12-12 4954 5058 -104 -104 160. T-MOBILE US INC 2019-06-10 2019-12-12 11971 12367 -396 -396 310. T-MOBILE US INC 2019-12-12 23194 20361 2833 2833 90. TARGET CORP 2019-12-12 11320 7465 3855 3855 450. TARGET CORP 2019-12-12 56600 37089 19511 19511 110. TC ENERGY CORPORATION SEDOL BJMY6F9 2019-12-12 5713 5159 554 554 45. TEXAS INSTRS INC COM 2015-04-17 2019-12-12 5634 2589 3045 3045 180. TEXAS INSTRS INC COM 2019-12-12 22538 22913 -375 -375 185. TOTAL FINA S A 2019-12-12 9821 8995 826 826 536. TOTAL FINA S A 2019-12-12 28454 23244 5210 5210 260. TRUIST FINANCIAL CORP 2019-12-12 14398 13840 558 558 854. TRUIST FINANCIAL CORP 2016-05-23 2019-12-12 47293 27997 19296 19296 45. US BANCORP DEL COM NEW 2011-02-22 2019-12-12 2689 1244 1445 1445 250. US BANCORP DEL COM NEW 2019-12-12 14942 14199 743 743 870. US BANCORP DEL COM NEW 2019-12-12 51997 49226 2771 2771 15000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2019-10-30 2019-12-12 15417 15502 -85 -85 20. UNITEDHEALTH GROUP INC COM 2018-12-27 2019-12-12 5621 4813 808 808 140. UNITEDHEALTH GROUP INC COM 2016-11-28 2019-12-12 39344 21212 18132 18132 145. VERIZON COMMUNICATIONS COM 2019-12-12 8895 7995 900 900 540. VERIZON COMMUNICATIONS COM 2019-09-17 2019-12-12 33128 32248 880 880 310. WEC ENERGY GROUP INC 2009-05-20 2019-12-12 27609 5795 21814 21814 50. WASTE MANAGEMENT INC 2018-08-13 2019-12-12 5554 4498 1056 1056 25. WASTE MANAGEMENT INC 2019-04-17 2019-12-12 2777 2632 145 145 300. WASTE MANAGEMENT INC 2019-12-12 33322 26027 7295 7295 140. XCEL ENERGY INC COM 2015-03-13 2019-12-12 8651 4733 3918 3918 450. XCEL ENERGY INC COM 2015-02-26 2019-12-12 27807 15952 11855 11855 115. ZIONS BANCORP 2018-11-19 2019-12-12 5813 5588 225 225 30. ACCENTURE PLC CLASS A SEDOL B4BNMY3 2019-04-05 2019-12-12 6079 5338 741 741 70. EATON CORP PLC SEDOL B8KQN82 2019-12-12 6565 5557 1008 1008 65. INGERSOLL-RAND PLC EXCHANGE 3/02/2020 2019-12-12 8674 6524 2150 2150 270. INGERSOLL-RAND PLC EXCHANGE 3/02/2020 2019-12-12 36031 31012 5019 5019 .01 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-12-15 .26 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-12-15 2747. TOYOTA AUTO RECEIVABLES OWNER SERIES 2017 C CLASS A3 2017-07-25 2019-12-15 2747 2747 2906.93 TOYOTA AUTO RECEIVABLES OWNER SERIES 2017 D CLASS A3 2017-11-07 2019-12-15 2907 2907 30000.339 PRINCIPAL MIDCAP FUND-R6 2019-12-16 924310 507206 417104 417104 24421.129 CAMBIAR INTL EQUITY FUND-INS 2018-09-24 2019-12-17 670116 675000 -4884 -4884 35156.25 BNY MELLON INTERNATIONAL STOCK FUND - CLASS I FD 6157 2018-09-24 2019-12-17 756211 675000 81211 81211 15000. 3M COMPANY SER MTN CALL 01/14/2024 2019-02-12 2019-12-17 15682 15145 537 537 15000. HOST HOTELS & RESORTS LP SER E CALL 03/15/25 @100 UNSC 2019-12-18 16047 15237 810 810 5000. HOST HOTELS & RESORTS LP SER E CALL 03/15/25 @100 UNSC 2019-03-07 2019-12-18 5355 4925 430 430 5000. SHELL INTERNATIONAL FIN SEDOL ISIN US822582BD31 2018-11-07 2019-12-18 5276 4842 434 434 5000. SHERWIN-WILLIAMS CO CALL 05/01/2022 UNSC 2017-08-23 2019-12-18 5079 5016 63 63 10000. USA TREASURY NTS 02.375% DUE 05/15/2029 2019-11-26 2019-12-18 10395 10547 -152 -152 15000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-12-02 2019-12-18 15065 15074 -9 -9 15000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-12-17 2019-12-18 15478 15504 -26 -26 .8 TRUIST FINANCIAL CORP 2016-07-26 2019-12-19 45 26 19 19 .7 TRUIST FINANCIAL CORP 2016-05-23 2019-12-19 39 23 16 16 5000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2019-12-18 2019-12-20 5141 5142 -1 -1 5000. VALERO ENERGY CORP CALL 06/15/2026 @ 100.000 UNSC 2019-10-03 2019-12-20 5223 5140 83 83 5000. VALERO ENERGY CORP CALL 06/15/2026 @ 100.000 UNSC 2018-11-16 2019-12-20 5223 4592 631 631 5000. VALERO ENERGY CORP CALL 06/15/2026 @ 100.000 UNSC 2018-11-16 2019-12-20 5224 4592 632 632 15000. VEREIT OPERATING PARTNER CALL 05/01/2021 @ 100.000 COGT 2019-10-31 2019-12-20 15411 15000 411 411 30000. XCEL ENERGY INC SR UNSEC CALL 11/15/19 @100 2016-03-16 2019-12-23 30000 30000 40. PHILLIPS 66 2019-12-19 2019-12-24 4519 4517 2 2 5000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2019-01-31 2019-12-30 5021 4949 72 72 .5 CALLON PETE CO DEL 2019-12-16 2019-12-31 2 2 CAPITAL GAIN DIVIDENDS P 246396 2052151 false 1242307 25923991 0.047921 1166354 25062017 0.046539 1205409 23512141 0.051268 1174748 24632689 0.047691 1098266 24859162 0.04418 0.237599 0.04752 25768810 1224534 25157 1249691 1240799 50314 0 50314 0 50314 32616 0 32616 X 0 17698 0 0 false false false false false false false true true MD true false false false false true pncsites.com/pncfoundation/charitable_trusts. PNC BANK NA 2162576118 PO BOX 609 PITTSBURGH PA 152309738 false false false false true false false false false false false false false false false false false false false false false false CONSTANCE IMBODEN 2005 RUXTON ROAD TOWSON MD 21204 CO-TRUSTEE 1 0 PNC BANK 116 ALLEGHENY CENTER MALL PITTSBURGH PA 15212 CO-TRUSTEE 18 93199 NONE 0 NONE 0 26161228 0 0 26161228 0 0 26161228 392418 25768810 1288441 1288441 50314 50314 1238127 0 1238127 0 1238127 1240799 0 0 0 0 1240799 0 1240799 1238127 1230479 0 0 0 0 0 0 0 1240799 1230479 0 0 10320 0 0 0 0 0 0 0 0 1227807 0 0 0 0 0 0 0 0 PNC CHARITABLE TRUST GRANT COMMITTE 300 FIFTH AVE PITTSBURGH PA 15222 4127625157 Please reference the name of the trust in all communications. See footnote See website: www.pncsites.com/pncfoundation/charitable_trusts.html for specific information See website: www.pncsites.com/pncfoundation/charitable_trusts.html for specific information ARTSCENTRIC INC 2224 DECKMAN LANE SILVER SPRING MD 21201 NONE PC PROGRAM CAPACITY 10000 ARTSCENTRIC INC 2224 DECKMAN LANE SILVER SPRINGS MD 21201 NONE PC GENERAL OPERATING 1000 AUDREY HERMAN SPOTLIGHTERS THEATRE INC 817 ST PAUL ST BALTIMORE MD 21202 NONE PC AUDIENCE DEVELOPMENT - 15000 AUDREY HERMAN SPOTLIGHTERS THEATRE INC 817 ST PAUL ST BALTIMORE MD 21202 NONE PC GENERAL OPERATING 1000 BACH CONCERT SERIES 701 S CHARLES ST BALTIMORE MD 21230 NONE PC FY20 CORE OPERATIONS 10000 BACH CONCERT SERIES 701 S CHARLES ST BALTIMORE MD 21230 NONE PC RESERVE FUND 3000 BALTIMORE CHORAL ARTS SOCIETY INC 1316 PARK AVE BALTIMORE MD 21217 NONE PC GENERAL OPERATING 1000 BALTIMORE CHORAL ARTS SOCIETY INC 1316 PARK AVE BALTIMORE MD 21217 NONE PC CONCERT PRESENTATION WITH 10000 BALTIMORE CLASSICAL GUITAR SOCIETY 4607 MAPLE AVE BALTIMORE MD 21202 NONE PC GENERAL SUPPORT 1000 BALTIMORE COMMUNITY FOUNDATION INC 2 E READ ST FL 9 BALTIMORE MD 21202 NONE PC 2019 ADMIN COST 205700 BALTIMORE COMMUNITY FOUNDTION 2 E READ ST FL 9 BALTIMORE MD 21202 NONE PC PEALE CTR - IDENTIFYING NEW 10000 BALTIMORE COMMUNITY FOUNDATION 2 E READ ST FL 9 BALTIMORE MD 21202 NONE PC STRATEGIC PLANNING 5000 BALTIMORE COMMUNITY FOUNDATION 2 READ ST FL 9 BALTIMORE MD 21202 NONE PC BAKER CONDITIONAL FUND 5000 BALTIMORE CONCERT OPERA INC 11 WEST MOUNT VERNON PLACE STE 30 BALTIMORE MD 21201 NONE PC STAFFING CAPACITY 14500 BALTIMORE CONCERT OPERA INC 11 WEST MOUNT VERNON PLACE BALTIMORE MD 21201 NONE PC GENERAL OPERATING 1000 BALTIMORE COUNTY HISTORICAL SOCIETY 9811 VAN BUREN LN COCKEYSVILLE MD 21030 NONE PC VISUAL ARTISTS INITIAIVE 5400 BALTIMORE DESIGN SCHOOL INC 1500 BARCLAY ST BALTIMORE MD 21202 NONE PC GENERAL OPERATING 1000 BALTIMORE IMPROV GROUP INC 1727 N CHARLES ST BALTIMORE MD 21201 NONE PC GENERAL OPERATING 1000 BALTIMORE IMPROV GROUP INC 1727 N CHARLES ST BALTIMORE MD 21201 NONE PC MARKETING ASSOC POSITION 10000 BALTIMORE JEWELRY CENTER INC 10 E NORTH AVE STE 13 BALTIMORE MD 21202 NONE PC SYMPOSIUM / MDHS & MICA 8000 BALTIMORE JEWELRY CENTER INC 10 E NORTH AVE STE 13 BALTIMORE MD 21202 NONE PC GENERAL OPERATING 1000 BALTIMORE MUSEUM OF INDUSTRY 1415 KEY HWY BALTIMORE MD 212305115 NONE PC BETHLEHEM STEEL LEGACY 20000 BALTIMORE MUSEUM OF INDUSTRY 1415 KEY HWY BALTIMORE MD 212305115 NONE PC GENERAL OPERATING 1000 BALTIMORE ROCK OPERA SOCIETY INC 1539 N CALVERT ST BALTIMORE MD 212022801 NONE PC DEVELOPMENT POSITION 5000 BALTIMORE ROCK OPERA SOCIETY 1539 N CALVERT ST BALTIMORE MD 21202 NONE PC GENERAL OPERATING 1000 BALTIMORE SCHOOL FOR THE ARTS FDN INC 712 CATHEDRAL ST BALTIMORE MD 21201 NONE PC EQUITY AUDIT REPORT 17250 BALTIMORE SCHOOL FOR THE ARTS 712 CATHEDRAL ST BALTIMORE MD 21201 NONE PC GENERAL OPERATING 1000 BALTIMORE THEATRE PROJECT 45 W PRESTON ST BALTIMORE MD 212015717 NONE PC FY19 CORE OPERATIONS 20000 BALTIMORE THEATRE PROJECT 45 W PRESTON ST BALTIMORE MD 21201 NONE PC RESERVE FUND 3000 CENTER STAGE ASSOCIATES 700 CALVERT ST BALTIMORE MD 212023602 NONE PC FY-19 CORE OPERATIONS 35000 CENTER STAGE ASSOCIATES INC 700 N CALVERT ST BALIMORE MD 212023602 NONE PC VISUAL ARTISTS INITIATIVE 15000 CENTER STAGE ASSOCIATES 700 N CALVERT ST BALTIMORE MD 21202 NONE PC GENERAL OPERATING 1000 CHARM CITY FRINGE 2842 SAINT PAUL ST APT 3 BALTIMORE MD 212184571 NONE PC FY19 CORE OPERATIONS 6500 CHARM CITY FRINGE 2842 SAINT PAUL ST APT 3 BALTIMORE MD 21218 NONE PC GENERAL OPERATING 1000 CHESAPEAKE ARTS CENTER INC 194 HAMMONDS LN BROOKLYN PARK MD 21225 NONE PC DEVELOPMENT DIRECTOR 10000 CHESAPEAKE SHAKESPEARE COMPANY 75 CALVERT ST BALTIMORE MD 212021513 NONE PC STRATEGIC PLANNING 20000 CHESAPEAKE SHAKESPEARE COMPANY 7 S CALVERT ST BALTIMORE MD 21202 NONE PC RESERVE FUND 3000 COMMUNITY CONCERTS AT SECOND 4200 SAINT PAUL ST BALTIMORE MD 212180019 NONE PC GENERAL OPERATING 1000 CONTEMPORARY ARTS INC 7221 CROYDON RD GWYNN OAK MD 212074410 NONE PC FY20 CORE OPERATIONS 7000 CONTEMPORARY ARTS INC 7221 CROYDON RD GWYNN OAK MD 21207 NONE PC F.A. POE PROJECT 9500 ENOCH PRATT FREE LIBRARY OF BALTIMORE 400 CATHEDRAL ST BALTIMORE MD 212014401 NONE PC FY20 CORE OPERATIONS 30000 FELLS POINT CREATIVE ALLIANCE INC 3134 EASTERN AVE BALTIMORE MD 212243963 NONE PC FY20 CORE OPERATIONS 30000 FELLS POINT CREATIVE ALLIANCE INC 7221 CROYDON RD GWYNN OAK MD 21207 NONE PC GENERAL OPERATIONS 1000 FIRE MUSEUM OF MARYLAND INC 1301 YORK RD LUTHERVILLE MD 210936035 NONE PC RESERVE FUND 1000 FRACTURED ATLAS PRODUCTIONS INC 248 W 35TH ST 10TH FL NEW YORK NY 10001 NONE PC SUBMERSIVE PRODUCTIONS 1500 GRANTMAKERS IN THE ARTS 522 COURTLAND AVE 1ST FL BRONX NY 104515008 NONE PC 2019 RENEWAL 1000 GRANTMAKERS IN THE ARTS 522 COURTLAND AVE 1ST FL BRONX NY 10451 NONE PC FY20 MEMBERSHIP 1100 GREATER BALTIMORE CULTURAL ALLIANCE 120 W NORTH AVE STE 305 BALTIMORE MD 21201 NONE PC 2020 BAKER ARTIST PORTFOLIO 239286 GREATER BALTIMORE CULTURAL ALLIANCE 120 W NORTH AVE STE 305 BALTIMORE MD 21201 NONE PC FY-19 CORE OPERATIONS 40000 GREATER BALTIMORE CULTURAL ALLIANCE 120 W NORTH AVE STE 305 BALTIMORE MD 21201 NONE PC RESERVE FUND 3000 HANDEL CHOIR OF BALTIMORE INC 6200 N CHARLES ST STE 104 BALTIMORE MD 21212 NONE PC GENERAL OPERATING 1000 HIGH ZERO FOUNDATION INC 3618 FALLS ROAD STE 300 BALTIMORE MD 21211 NONE PC FESTIVAL / GRANTWRITER 6000 HIGH ZERO FOUNDATION INC 3618 FALLS ROAD STE 300 BALTIMORE MD 21211 NONE PC GENERAL OPERATING 1000 IRON CROW THEATRE COMPANY PO BOX 50074 BALTIMORE MD 212114074 NONE PC ARTIST EQUITY SALARY 3500 JEWISH MUSEUM OF MARYLAND INC 15 LLOYD ST BALTIMORE MD 21202 NONE PC WEBSITE DEVELOPMENT 20000 JEWISH MUSEUM OF MARYLAND INC 15 LLOYD ST BALTIMORE MD 21202 NONE PC GENERAL OPERATING 1000 MARYLAND CITIZENS FOR THE ARTS INC 3600 CLIPPER MILL RD STE 215 BALTIMORE MD 21211 NONE PC GENERAL OPERATING 1000 MARYLAND CITIZENS FOR THE ARTS INC 3600 CLIPPER MILL RD STE 215 BALTIMORE MD 212112149 NONE PC FY20 CORE OPERATIONS 27000 MARYLAND LAWYERS FOR THE ARTS INC 1500 UNION AVE STE 1330 BALTIMORE MD 21211 NONE PC FY20 CORE OPERATIONS 17000 MARYLAND LAWYERS FOR THE ARTS INC 1500 UNION AVE STE 1330 BALTIMORE MD 21211 NONE PC GENERAL SUPPORT 1000 MUSEUM FOR CONTEMPORARY ARTS PO BOX 1572 BALTIMORE MD 21203 NONE PC GENERAL OPERATING 500 NEW WAVE SINGERS OF BALTIMORE INC PO BOX 2012 BALTIMORE MD 21203 NONE PC JAZZ CONCERT 1000 SHRIVER HALL CONCERT SERIES INC 3400 NORTH CHARLES ST BALTIMORE MD 21218 NONE PC GENERAL OPERATING 1500 SINGLE CARROT THEATRE INC 2600 N HOWARD ST BALTIMORE MD 21218 NONE PC HOLIDAY RESERVE 5000 SINGLE CARROT THEATRE INC 2600 N HOWARD ST BALTIMORE MD 21218 NONE PC RESERVE FUND 1000 SINGLE CARROT THEATRE INC 2600 N HOWARD ST BALTIMORE MD 21218 NONE PC FY20 CORE OPERATIONS 15000 SOUTHERN METHODIST UNIVERSITY PO BOX 7540402 DALLAS TX 75275 NONE PC DATA COLLECTION EDUC 6000 STATION NORTH ARTS & ENT INC 1800 N CHARLES ST STE 810 BALTIMORE MD 21201 NONE PC YNOT LOT PROG / 17500 STRAND THEATER COMPANY INC PO BOX 42258 BALTIMORE MD 21284 NONE PC GENERAL OPERATING 1000 STRONG CITY BALTIMORE 3503 NORTH CHARLES ST BALTIMORE MD 21218 NONE PC IN THE STACKS 1500 STRONG CITY BALTIMORE 3503 NORTH CHARLES ST BALTIMORE MD 21218 NONE PC BALTIMORE THYTHM FESTIVAL 1500 THE EVERYMAN THEATRE INC 315 W FAYETTE ST BALTIMORE MD 212015801 NONE PC FY20 CORE OPERATIONS 35000 THE EVERYMAN THEATRE INC 315 W FAYETTE ST BALTIMORE MD 21201 NONE PC GENERAL OPERATING 1500 THE PEALE CTR FOR BALTIMORE HIST & ARCH 225 HOLIDAY ST BALTIMORE MD 21202 NONE PC FY-19 CORE OPERATIONS 30000 THE PEALE CTR FOR BALTIMORE HIST & ARCH 225 HOLIDAY ST BALTIMORE MD 21202 NONE PC NO WALLS, NO BANS, NO 1500 THE PEALE CTR FOR BALTIMORE HIST & ARCH 225 HOLIDAY ST BALTIMORE MD 21202 NONE PC THE SECRET SOCIETY PROGRAM 1500 THE PEALE CTR FOR BALTIMORE HIST & ARCH 225 HOLIDAY ST BALTIMORE MD 21202 NONE PC SIMAETHA 1500 THE PEALE CTR FOR BALTIMORE HIST & ARCH 225 HOLIDAY ST BALTIMORE MD 21202 NONE PC SPOTLIGHTERS 3000 THE PEALE CTR FOR BALTIMORE HIST & ARCH 225 HOLIDAY ST BALTIMORE MD 21202 NONE PC FY20 CORE OPERATIONS 24743 THE PRODUCERS CLUB OF MARYLAND INC 34 E 25TH ST BALTIMORE MD 21117 NONE PC 2019 OPENING NIGHTS SHORTS 35000 THE PRODUCERS CLUB OF MARYLAND INC 34 E 25TH ST BALTIMORE MD 21117 NONE PC SPECIAL PROJECT 15000 THE PRODUCERS CLUB OF MARYLAND 34 E 25TH ST BALTIMORE MD 21117 NONE PC RESERVE FUND 3000 THE PRODUCERS CLUB OF MARYLAND 34 E 25TH ST BALTIMORE MD 21117 NONE PC FY20 PROGRAMMING 25000 TRUSTEES OF LADEW TOPIARY GARDENS INC 3535 JARRETTSVL PIKE MONKTON MD 211111910 NONE PC STRATEGIC PLANNING PROCESS 10000 TOWSON UNIVERSITY PUBLIC MEDIA 1 OLYMPIC PL STE 100 TOWSON MD 212015118 NONE PC 1ST THURS & MPT EVENT 25000 WALTERS ART MUSEUM FOUNDATION 600 N CHARLES ST BALTIMORE MD 212015118 NONE PC FY19 CORE OPERATIONS 45000 1231479 RECOVERY OF GRANTS 1000 14 549406 0 18 2052151 ROYAL DUTCH SHELL 14 503 2602060 1000 2603060 false false false false false false false false false false MUTUAL FUNDS - FIXED AT COST 1492049 1496154 MUTUAL FUNDS - EQUITY AT COST 9907696 13511406 POSTED SUBSEQ YR TAXED CURR YR 4561 MAP MANAGEMENT FEES 651 651 0 ADR SERVICE FEES 532 532 0 ROYAL DUTCH SHELL PLC ADR A 503 503 RECOVERY OF GRANTS 1000 0 ROUNDING ADJ FOR SALES & TRANSACTIONS 1 FOREIGN TAXES 1304 1304 0 FEDERAL TAX PAYMENT - PRIOR YE 8000 0 0 FEDERAL ESTIMATES - PRINCIPAL 21744 0 0