2017-11-11T11:00:14-06:00 2016-12-31 990PF 2016-01-01 526057178 THE WILLIAM G BAKER JR MEMORIAL FUND WILL 2162576118 PO BOX 609 PITTSBURGH PA 152309738 PNC BANK N A BY VICE PRESIDENT 2162576118 2017-11-10 161.150.176.3 P 4F3B603CCC7AD3C72368539BB494DC4C1D38368F 4F3B603CCC7AD3C72368539BB494DC4C1D38368F 2016 2017-02-10 21:41:12Z X 24015818 X 469864 469864 571281 8962960 571281 0 584 1456 1041729 1042601 88149 79334 8815 0 0 0 0 0 0 0 0 8304 4304 0 0 0 0 0 0 0 118 112 5 96571 83750 0 8820 1206178 1206178 1302749 83750 0 1214998 -261020 958851 0 584912 516072 516072 0 0 0 2390742 2413016 2379240 3286581 2790785 3574346 3061456 3043529 3042085 45089 12248395 12592490 14504075 21617175 21355892 24015818 0 X 21556715 21355161 60460 731 21617175 21355892 21617175 21355892 21617175 -261020 0 21356155 263 21355892 3825.85 GS MTG SEC CORP SERIES 2011-GC5 CLASS A2 2015-07-02 2016-01-01 3826 3890 -64 -64 10000. FREEPORT - MCMORGAN C & G SR UNSECD CALL 12/01/21 @100 2012-02-08 2016-01-07 5400 9994 -4594 -4594 15000. CONTINENTAL RESOURCES CO GUARNT CALL 03/15/17 @102.5 2013-12-17 2016-01-08 10706 15482 -4776 -4776 10000. FREEPORT - MCMORGAN C & G SR UNSECD CALL 12/01/21 @100 2016-01-08 5400 9822 -4422 -4422 5000. FREEPORT - MCMORGAN C & G SR UNSECD CALL 12/01/21 @100 2014-11-10 2016-01-08 2725 4835 -2110 -2110 15000. SOUTHWESTERN ENERGY CO CALL 12/15/2021 @ 100.000 COGT 2016-01-08 9263 14561 -5298 -5298 10000. CONTINENTAL RESOURCES CO GUARNT CALL 03/15/17 @102.5 2014-01-24 2016-01-11 7050 10267 -3217 -3217 5000. DIGITAL REALTY TRUST LP CO GUARNT 2015-06-10 2016-01-11 5448 5399 49 49 25000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2015-08-26 2016-01-12 25073 24899 174 174 10000. DISCOVERY COMMUNICTIONS COMP GUARNT 2011-06-13 2016-01-13 10355 9951 404 404 10000. DISCOVERY COMMUNICTIONS COMP GUARNT 2015-04-24 2016-01-13 10355 10740 -385 -385 20000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2015-08-26 2016-01-13 20070 19920 150 150 170. ENTERPRISE PRODS PARTNERS L P COM UNIT 2015-06-18 2016-01-14 3856 5201 -1345 -1345 220. ENTERPRISE PRODS PARTNERS L P COM UNIT 2010-09-29 2016-01-14 4990 3479 1511 1511 60. OCCIDENTAL PETE CORP COM 2016-01-14 3828 4724 -896 -896 572.68 HONDA AUTO RECEIVABLES OWNER T SERIES 2013 3 CLASS A3 2013-07-17 2016-01-15 573 573 1093.43 TOYOTA AUTO RECEIVABLES OWNER SERIES 2013 B CLASS A3 2013-09-11 2016-01-15 1093 1093 35000. USA TREASURY NOTES 00.375% DUE 01/15/2016 2013-02-11 2016-01-15 35000 34993 7 7 240. CHUBB CORP COM 2016-01-19 31149 14256 16893 16893 300. SVB FINANCIAL GROUP 2016-01-19 28845 42355 -13510 -13510 15000. LOCKHEED MARTIN CORP SER 10YR CALL 10/15/25 @100 UNSC 2015-11-16 2016-01-20 15072 14884 188 188 5000. PRICELINE GROUP INC/THE CALL 12/15/2024 @ 100.000 UNSC 2015-03-16 2016-01-20 4944 5006 -62 -62 15000. VERIZON COMMUNICATIONS UNSC 2016-01-20 16511 16524 -13 -13 10000. EBAY INC SR UNSEC 2014-02-04 2016-01-21 9461 9388 73 73 10000. KINDER MORGAN ENER PART SR UNSEC 2013-04-01 2016-01-21 9975 11348 -1373 -1373 15000. PACKAGING CORP OF AMERIC CALL 08/01/2023 @ 100.000 UNSC 2014-12-02 2016-01-21 15733 15675 58 58 10000. QUALCOMM INC UNSC 2015-05-15 2016-01-21 10005 10065 -60 -60 10000. TIME WARNER INC COM GTD 2013-04-17 2016-01-21 9988 10397 -409 -409 340. BLACKSTONE GROUP LP THE 2014-04-02 2016-01-22 8833 10927 -2094 -2094 5840. HUNTINGTON BANCSHARES INC 2016-01-27 48493 58948 -10455 -10455 15000. INTEL CORP SR UNSECD 2012-12-04 2016-01-27 15044 14984 60 60 20000. MICROSOFT CORP CALL 01/12/2022 @ 100.000 UNSC 2016-01-27 19985 20006 -21 -21 15000. NBCUNIVERSAL MEDIA LLC WI SR UNSEC 2015-05-26 2016-01-27 16409 16316 93 93 5000. ORACLE CORP SR UNSECD 2013-04-15 2016-01-27 4909 4999 -90 -90 20000. PEPSICO INC SR UNSECD 2014-09-22 2016-01-27 20358 19687 671 671 60000. USA TREASURY NOTES 01.250% DUE 01/31/2019 2014-06-02 2016-01-27 60300 59414 886 886 20000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2016-01-27 19839 19886 -47 -47 35000. USA TREASURY NOTES 00.375% DUE 03/15/2016 2016-01-27 35001 35009 -8 -8 25000. USA TREASURY NOTES 00.375% DUE 05/31/2016 2016-01-14 2016-01-27 24994 24998 -4 -4 .456 CHUBB LTD SEDOL B3BQMF6 2014-02-20 2016-01-27 50 44 6 6 20. AMERIPRISE FINANCIAL INC 2014-06-20 2016-01-28 1762 2382 -620 -620 270. APPLE INC 2013-10-03 2016-01-28 25353 18658 6695 6695 70. CISCO SYS INC COM 2011-09-13 2016-01-28 1618 1135 483 483 10. CONSTELLATION BRANDS INC CL A 2014-07-09 2016-01-28 1503 903 600 600 20. EXTRA SPACE STORAGE INC 2014-12-03 2016-01-28 1806 1202 604 604 70. GENERAL ELEC CO COM 2009-06-10 2016-01-28 1973 939 1034 1034 50. LINCOLN NATIONAL CORP 2013-04-15 2016-01-28 1932 1612 320 320 20. PPG INDS INC COM 2015-03-05 2016-01-28 1857 2353 -496 -496 50. REYNOLDS AMERICAN INC MERGED 07/25/17 @ $29.44 P/S 2014-10-10 2016-01-28 2395 1500 895 895 493. TOTAL SYSTEMS SERVICES INC 2016-01-28 18799 20605 -1806 -1806 115000. USA TREASURY NOTES 00.375% DUE 01/31/2016 2015-12-14 2016-01-28 114996 115004 -8 -8 30. VALERO ENERGY CORP NEW COM 2015-07-17 2016-01-28 1921 2026 -105 -105 40. WELLS FARGO & CO NEW COM 2009-04-22 2016-01-28 1962 789 1173 1173 247. TOTAL SYSTEMS SERVICES INC 2015-06-16 2016-01-29 9651 10306 -655 -655 1782.81 GS MTG SEC CORP SERIES 2011-GC5 CLASS A2 2015-07-02 2016-02-01 1783 1813 -30 -30 220. BOEING CO 2012-07-30 2016-02-04 27241 16438 10803 10803 417. INVESCO LTD ISIN BMG491BT1088 SEDOL B28XP76 2014-09-22 2016-02-04 11723 16937 -5214 -5214 213. INVESCO LTD ISIN BMG491BT1088 SEDOL B28XP76 2014-09-22 2016-02-05 5768 8651 -2883 -2883 70. INVESCO LTD ISIN BMG491BT1088 SEDOL B28XP76 2014-09-22 2016-02-08 1804 2843 -1039 -1039 5000. AMERICAN CAMPUS CMNTYS CALL 04/01/2024 @ 100.000 COGT 2014-06-17 2016-02-09 5128 4993 135 135 100. CONSTELLATION BRANDS INC CL A 2014-07-09 2016-02-09 13671 9029 4642 4642 680. MONDELEZ INTERNATIONAL 2015-08-05 2016-02-09 25042 31604 -6562 -6562 10000. DEUTSCHE BANK AG LONDON SEDOL ISIN US25152RVR10 2014-02-07 2016-02-10 9915 10007 -92 -92 420. AMERIPRISE FINANCIAL INC 2014-06-20 2016-02-11 32189 50017 -17828 -17828 280. JONES LANG LASALLE INC 2016-02-11 27729 45048 -17319 -17319 420. BB&T CORP 2016-02-12 13197 13545 -348 -348 490. VALERO ENERGY CORP NEW COM 2016-02-12 28183 32477 -4294 -4294 464.28 HONDA AUTO RECEIVABLES OWNER T SERIES 2013 3 CLASS A3 2013-07-17 2016-02-15 464 464 1049.76 TOYOTA AUTO RECEIVABLES OWNER SERIES 2013 B CLASS A3 2013-09-11 2016-02-15 1050 1050 5000. CONOCOPHILLIPS COMPANY CALL 09/15/2021 @ 100.000 COGT 2015-05-06 2016-02-17 4456 5092 -636 -636 5000. CONOCOPHILLIPS COMPANY CALL 09/15/2021 @ 100.000 COGT 2015-05-06 2016-02-17 4456 5092 -636 -636 10000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2016-01-27 2016-02-17 10338 10259 79 79 10000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2016-01-27 2016-02-17 10284 10120 164 164 112. APARTMENT INVT & MGMT CO CL A REIT 2015-01-26 2016-02-23 4102 4585 -483 -483 267. APARTMENT INVT & MGMT CO CL A REIT 2016-02-23 9659 10924 -1265 -1265 15000. USA TREASURY NOTES 01.000% DUE 12/15/2017 2016-02-25 2016-02-23 15066 15073 -7 -7 500. VALERO ENERGY CORP NEW COM 2015-06-17 2016-02-23 28882 29810 -928 -928 711. APARTMENT INVT & MGMT CO CL A REIT 2016-02-24 25490 29020 -3530 -3530 25000. JOHN DEERE CAPITAL CORP SERIES MTN SR UNSECD 2016-02-25 25000 25000 40000. JOHNSON & JOHNSON SER 3YR UNSC 2014-11-18 2016-02-25 40213 39968 245 245 35000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2016-02-25 36248 35337 911 911 560. REYNOLDS AMERICAN INC MERGED 07/25/17 @ $29.44 P/S 2014-10-10 2016-02-26 28147 16795 11352 11352 50000. USA TREASURY NOTES 03.000% DUE 09/30/2016 2016-01-28 2016-02-26 50707 50722 -15 -15 10000. USA TREASURY NOTES 00.375% DUE 05/31/2016 2016-01-14 2016-02-26 10000 9999 1 1 5000. APPLE INC CALL 01/23/2021 @ 100.000 UNSC 2016-02-16 2016-02-29 5080 4996 84 84 10000. APPLE INC CALL 11/23/2025 @ 100.000 UNSC 2016-02-16 2016-02-29 10330 9978 352 352 15000. USA TREASURY NOTES 03.000% DUE 09/30/2016 2016-01-28 2016-02-29 15209 15214 -5 -5 5000. CITIGROUP INC UNSC 2015-07-23 2016-03-01 4981 4999 -18 -18 1645.9 GS MTG SEC CORP SERIES 2011-GC5 CLASS A2 2015-07-02 2016-03-01 1646 1673 -27 -27 5000. CITIGROUP INC UNSC 2015-12-11 2016-03-02 4960 4988 -28 -28 5000. APPLE INC CALL 01/23/2021 @ 100.000 UNSC 2016-02-16 2016-03-04 5065 4996 69 69 250. EXTRA SPACE STORAGE INC 2014-12-03 2016-03-04 20989 15028 5961 5961 435. LINCOLN NATIONAL CORP 2013-04-15 2016-03-04 17206 14023 3183 3183 15. LINCOLN NATIONAL CORP 2013-04-15 2016-03-04 600 484 116 116 15000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2016-02-26 2016-03-04 15404 15545 -141 -141 25. VENTAS INC 2015-08-26 2016-03-04 1409 1389 20 20 285. VENTAS INC 2016-03-04 16066 14024 2042 2042 10000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2016-01-21 2016-03-07 9986 9936 50 50 500. GENERAL ELEC CO COM 2009-06-10 2016-03-08 15025 6705 8320 8320 80. NORTHROP GRUMMAN CORPORATION 2015-05-18 2016-03-08 14959 12647 2312 2312 10000. VIACOM INC CALL 12/15/2022 @ 100.000 UNSC 2013-03-11 2016-03-08 9263 9915 -652 -652 150. BOEING CO 2016-03-09 18410 12733 5677 5677 20000. USA TREASURY NOTES 01.000% DUE 12/15/2017 2016-02-25 2016-03-09 20034 20096 -62 -62 10000. WELLS FARGO & COMPANY SER M SUBR 2013-02-06 2016-03-09 10112 9994 118 118 10000. WELLS FARGO & COMPANY SUBORDINATED 2014-04-16 2016-03-09 10523 10189 334 334 25000. GILEAD SCIENCES INC CALL 01/01/2024 @ 100.000 UNSC 2016-03-10 26326 25006 1320 1320 15000. USA TREASURY NOTE 01.500% DUE 08/31/2018 2015-10-13 2016-03-10 15182 15217 -35 -35 5000. QUALCOMM INC UNSC 2015-05-15 2016-03-11 5104 5032 72 72 15000. USA TREASURY NOTES 01.000% DUE 12/15/2017 2016-03-14 15011 15019 -8 -8 20000. VERIZON COMMUNICATIONS UNSC 2016-03-14 22879 21744 1135 1135 557.79 HONDA AUTO RECEIVABLES OWNER T SERIES 2013 3 CLASS A3 2013-07-17 2016-03-15 558 558 4110.65 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2 2015-07-15 2016-03-15 4111 4111 1050.21 TOYOTA AUTO RECEIVABLES OWNER SERIES 2013 B CLASS A3 2013-09-11 2016-03-15 1050 1050 25000. USA TREASURY NOTES 01.125% DUE 10/31/2019 2015-04-13 2016-03-15 24953 24930 23 23 15000. KINDER MORGAN ENER PART SR UNSEC 2014-11-24 2016-03-16 15436 16369 -933 -933 30000. USA TREASURY NOTES 02.625% DUE 08/15/2020 2015-09-30 2016-03-16 31534 31563 -29 -29 5000. VIACOM INC CALL 12/15/2022 @ 100.000 UNSC 2013-03-11 2016-03-16 4705 4957 -252 -252 15000. WALGREENS BOOTS ALLIANCE CALL 08/18/2024 @ 100.000 COGT 2015-08-19 2016-03-16 15217 14582 635 635 10000. BURLINGTN NORTH SANTA FE SR UNSCED CALL 12/15/21 @100 2015-05-19 2016-03-17 10401 10102 299 299 15000. BURLINGTN NORTH SANTA FE SR UNSCED CALL 12/15/21 @100 2014-03-19 2016-03-17 15601 14653 948 948 10000. BURLINGTN NORTH SANTA FE CALL 06/01/2025 @ 100.000 UNSC 2015-08-13 2016-03-17 10691 9978 713 713 20000. CATERPILLAR INC CALL 02/15/2024 @ 100.000 UNSC 2015-09-23 2016-03-17 20818 20279 539 539 15000. CATERPILLAR INC CALL 02/15/2024 @ 100.000 UNSC 2014-05-05 2016-03-17 15613 14997 616 616 430. D R HORTON INC 2016-03-18 13037 12549 488 488 650. PFIZER INC COM 2015-10-22 2016-03-18 19160 21570 -2410 -2410 5000. HEWLETT-PACKARD CO SENIOR NTS 2013-05-17 2016-03-22 5149 5047 102 102 10000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2016-02-29 2016-03-28 10216 10331 -115 -115 80. KIMBERLY-CLARK CORP COM 2016-03-29 10771 5526 5245 5245 20000. ROWAN COMPANIES INC COM GTD CALL 3/1/22 @ 100 2016-03-29 14100 20705 -6605 -6605 30000. BB&T CORPORATION SER MTN CALL 01/02/19 @100 UNSC 2015-03-06 2016-03-30 30470 30194 276 276 .787 CALIFORNIA RESOURCES CORP REV SPLIT 05/31/16 2013-01-07 2016-03-30 1 1 1 25000. KROGER CO/THE SR NTS CALL 1/15/22 @ 100 2016-01-27 2016-03-30 26384 25631 753 753 385. GENERAL ELEC CO COM 2010-05-03 2016-03-31 12271 7424 4847 4847 10000. OMNICOM GROUP INC CALL 01/15/2026 @ 100.000 COGT 2016-03-28 2016-03-31 10209 9991 218 218 45000. USA TREASURY NOTES 03.000% DUE 09/30/2016 2016-01-28 2016-03-31 45575 45548 27 27 15000. USA TREASURY NOTES 03.000% DUE 09/30/2016 2011-05-27 2016-03-31 15192 15088 104 104 30000. USA TREASURY NOTES 00.875% DUE 12/31/2016 2013-12-12 2016-03-31 30064 30037 27 27 17. CALIFORNIA RESOURCES CORP REV SPLIT 05/31/16 2013-01-07 2016-04-01 16 10 6 6 27026.78 GS MTG SEC CORP SERIES 2011-GC5 CLASS A2 2015-07-02 2016-04-01 27027 27478 -451 -451 5000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2016-03-30 2016-04-05 5065 5033 32 32 20000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2016-04-12 20666 20025 641 641 20000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2015-06-05 2016-04-13 20420 19961 459 459 40000. USA TREASURY NOTE 01.625% DUE 07/31/2019 2015-02-18 2016-04-13 40853 40119 734 734 15000. USA TREASURY NOTE 01.625% DUE 07/31/2019 2015-09-03 2016-04-13 15320 15147 173 173 15000. DIAGEO CAPITAL PLC SEDOL B8NXVL9 ISIN US25243YAU38 2016-04-14 15304 15011 293 293 160. FOOT LOCKER INC 2014-03-13 2016-04-14 9839 7336 2503 2503 16. L BRANDS INC 2014-10-15 2016-04-14 1282 1056 226 226 384. L BRANDS INC 2016-04-14 30974 25343 5631 5631 15000. QUALCOMM INC UNSC 2015-05-13 2016-04-14 15608 14994 614 614 5000. USA TREASURY NOTES 02.625% DUE 08/15/2020 2015-09-30 2016-04-14 5302 5256 46 46 55000. USA TREASURY NOTE 01.625% DUE 07/31/2019 2015-02-18 2016-04-14 56134 55163 971 971 528.52 HONDA AUTO RECEIVABLES OWNER T SERIES 2013 3 CLASS A3 2013-07-17 2016-04-15 529 528 1 1 4537.57 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2 2015-07-15 2016-04-15 4538 4537 1 1 1062.89 TOYOTA AUTO RECEIVABLES OWNER SERIES 2013 B CLASS A3 2013-09-11 2016-04-15 1063 1063 15000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2016-02-26 2016-04-19 15518 15532 -14 -14 193. EXTRA SPACE STORAGE INC 2016-04-21 16497 9401 7096 7096 17. EXTRA SPACE STORAGE INC 2013-10-11 2016-04-21 1480 806 674 674 980. GENERAL ELEC CO COM 2009-06-10 2016-04-21 30327 13142 17185 17185 410. PFIZER INC COM 2015-10-22 2016-04-21 13603 13606 -3 -3 155. LILLY ELI & CO 2011-02-22 2016-04-26 11822 5332 6490 6490 320. MICROSOFT CORP 2016-04-27 16267 17825 -1558 -1558 130. THE TRAVELERS COS INC 2016-01-19 2016-04-27 14213 13754 459 459 10. THE TRAVELERS COS INC 2014-04-29 2016-04-27 1093 907 186 186 10000. USA TREASURY NOTES 01.000% DUE 12/15/2017 2015-12-15 2016-04-27 10034 9995 39 39 1069.81 FEDERAL NATL MTG ASSN POOL AS0037 2016-04-13 2016-04-30 1070 1125 -55 -55 275.33 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2016-04-30 275 295 -20 -20 3041.28 GS MTG SEC CORP SERIES 2011-GC5 CLASS A2 2015-07-02 2016-05-01 3041 3092 -51 -51 241. APTARGROUP INC 2016-05-03 18287 17293 994 994 840. PRINCIPAL FINANCIAL GROUP COM 2016-05-03 34990 42781 -7791 -7791 190. EVEREST RE GROUP LTD 2016-03-04 2016-05-03 35112 36619 -1507 -1507 99. APTARGROUP INC 2015-11-13 2016-05-04 7478 7056 422 422 1570. CISCO SYS INC COM 2011-09-13 2016-05-04 41408 25464 15944 15944 360. MICROSOFT CORP 2016-05-04 17953 19763 -1810 -1810 15000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2016-01-20 2016-05-04 15974 15765 209 209 10000. DEUTSCHE BANK AG LONDON SEDOL ISIN US25152RWY51 2016-02-10 2016-05-09 9957 9818 139 139 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2016-05-09 15673 15629 44 44 10000. USA TREASURY NOTE 01.625% DUE 07/31/2019 2015-02-18 2016-05-09 10229 10029 200 200 10000. WELLS FARGO & COMPANY SER MTN SUB 2015-03-02 2016-05-09 10554 10403 151 151 160. L BRANDS INC 2015-04-10 2016-05-10 11086 15144 -4058 -4058 30000. USA TREASURY NOTES 01.250% DUE 01/31/2019 2016-03-30 2016-05-11 30334 30290 44 44 15000. USA TREASURY NOTES 01.250% DUE 01/31/2019 2014-06-02 2016-05-11 15167 14854 313 313 10000. USA TREASURY NOTE 01.625% DUE 07/31/2019 2015-02-18 2016-05-11 10225 10029 196 196 1. COUNTRYWIDE CAPITAL PFD 7.0% 11/01/36 2001-01-01 2016-05-12 562 562 562 10000. DISCOVERY COMMUNICATIONS CALL 12/11/2025 @ 100.000 COGT 2016-03-08 2016-05-12 10568 9963 605 605 290. DISNEY WALT CO 2012-06-04 2016-05-13 29220 12886 16334 16334 10000. VENTAS REALTY LP CALL 11/01/2024 @ 100.000 COGT 2015-01-13 2016-05-13 10047 10052 -5 -5 487.18 HONDA AUTO RECEIVABLES OWNER T SERIES 2013 3 CLASS A3 2013-07-17 2016-05-15 487 487 738.82 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2015-06-22 2016-05-15 739 739 4128.05 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2 2015-07-15 2016-05-15 4128 4128 933.91 TOYOTA AUTO RECEIVABLES OWNER SERIES 2013 B CLASS A3 2013-09-11 2016-05-15 934 934 5000. MONDELEZ INTERNATIONAL CALL 01/01/2019 @ 100.000 UNSC 2014-06-25 2016-05-16 5094 5019 75 75 15000. MONDELEZ INTERNATIONAL CALL 01/01/2019 @ 100.000 UNSC 2014-06-25 2016-05-16 15272 15057 215 215 25000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2016-04-14 2016-05-16 25240 25209 31 31 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2016-05-12 2016-05-18 10354 10441 -87 -87 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2016-04-27 2016-05-18 5163 5160 3 3 440. INVESCO LTD ISIN BMG491BT1088 SEDOL B28XP76 2016-05-18 12651 14660 -2009 -2009 20000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2016-05-20 20052 20073 -21 -21 15000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2016-03-14 2016-05-20 15835 15743 92 92 262. LINCOLN NATIONAL CORP 2013-04-15 2016-05-23 11629 8446 3183 3183 120. PUBLIC STORAGE INC 2016-05-23 30277 24930 5347 5347 76. THE TRAVELERS COS INC 2014-04-29 2016-05-23 8487 6896 1591 1591 474. THE TRAVELERS COS INC 2014-04-29 2016-05-23 52838 43007 9831 9831 120000. USA TREASURY NOTES TREASURY INFLATION PROTECT SECS 2016-05-23 120297 116463 3834 3834 468. LINCOLN NATIONAL CORP 2013-04-15 2016-05-24 21106 15087 6019 6019 15000. SOUTHERN CO CALL 05/01/2023 @ 100.000 UNSC 2016-05-20 2016-05-26 15133 15025 108 108 140000. USA TREASURY NOTES 01.000% DUE 12/15/2017 2015-12-15 2016-05-26 140361 139929 432 432 10000. SOUTHERN CO CALL 05/01/2023 @ 100.000 UNSC 2016-05-27 10126 10004 122 122 10000. SOUTHERN CO CALL 05/01/2023 @ 100.000 UNSC 2016-05-27 10134 9992 142 142 719.53 FEDERAL NATL MTG ASSN POOL AS0037 2016-04-13 2016-05-31 720 756 -36 -36 675.72 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2016-05-31 676 708 -32 -32 997.1 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2016-05-31 997 1068 -71 -71 15000. CINTAS CORP NO.2 COMP GUARNT 2011-05-19 2016-06-01 15000 14988 12 12 1507.63 GS MTG SEC CORP SERIES 2011-GC5 CLASS A2 2015-07-02 2016-06-01 1508 1533 -25 -25 883. HORMEL FOODS CORP 2016-02-09 2016-06-06 30028 36424 -6396 -6396 57. HORMEL FOODS CORP 2016-02-09 2016-06-06 1944 2351 -407 -407 5000. JPMORGAN CHASE & CO NTS 2013-04-24 2016-06-07 5074 4973 101 101 10000. JPMORGAN CHASE & CO NTS 2016-01-27 2016-06-07 10133 9675 458 458 5000. JPMORGAN CHASE & CO NTS 2014-01-24 2016-06-07 5066 4657 409 409 225. MERCK & CO INC 2016-06-07 12836 7804 5032 5032 220. TEVA PHARMA INDS ADR 1 ADR REPRESENTS 10 SHS 2011-08-23 2016-06-07 11886 8559 3327 3327 5000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2016-03-31 2016-06-07 5177 5168 9 9 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2016-05-26 2016-06-07 20939 20706 233 233 5000. USA TREASURY NOTE 01.500% DUE 08/31/2018 2015-10-13 2016-06-07 5074 5065 9 9 15000. USA TREASURY NOTE 01.500% DUE 08/31/2018 2016-06-07 15223 15058 165 165 20000. USA TREASURY NOTES 01.250% DUE 01/31/2019 2016-05-16 2016-06-07 20193 20188 5 5 5000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2016-05-13 2016-06-07 5186 5173 13 13 50. VALERO ENERGY CORP NEW COM 2015-09-09 2016-06-07 2784 3095 -311 -311 15000. JPMORGAN CHASE & CO SUB NT 2011-01-12 2016-06-08 15720 15271 449 449 450. TEVA PHARMA INDS ADR 1 ADR REPRESENTS 10 SHS 2015-09-04 2016-06-08 24226 28550 -4324 -4324 10000. USA TREASURY NOTES 02.125% DUE 08/15/2021 2016-05-26 2016-06-08 10416 10350 66 66 15000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2016-06-07 2016-06-08 16016 16009 7 7 102. MYLAN N V 2016-01-28 2016-06-08 4774 5163 -389 -389 438. MYLAN N V 2016-01-28 2016-06-08 20368 22170 -1802 -1802 40. AT&T INC 2015-07-30 2016-06-09 1592 1392 200 200 20. ABBOTT LABORATORIES INC 2016-06-08 2016-06-09 777 779 -2 -2 10. AETNA INC NEW 2013-05-14 2016-06-09 1223 594 629 629 20. ALASKA AIR GROUP INC 2014-12-12 2016-06-09 1328 1123 205 205 20. AMERICAN ELECTRIC POWER INC 2016-02-11 2016-06-09 1324 1231 93 93 30. AMERICAN WATER WORKS CO INC 2016-02-04 2016-06-09 2294 1928 366 366 10. AMGEN INC 2014-03-04 2016-06-09 1577 1256 321 321 50. AMTRUST FINANCIAL SERVICES 2016-01-28 2016-06-09 1317 1424 -107 -107 30. BP PLC SPONSORED ADR 2016-06-08 2016-06-09 981 1002 -21 -21 30. BANK NEW YORK MELLON CORP COM 2016-04-27 2016-06-09 1254 1239 15 15 30. CDW CORP/DE 2014-07-09 2016-06-09 1285 960 325 325 10. CIGNA CORP 2015-01-09 2016-06-09 1305 1084 221 221 20. CVS CAREMARK CORP 2013-05-14 2016-06-09 1960 1192 768 768 10. CARLISLE COMPANIES INC 2016-03-10 2016-06-09 1006 946 60 60 30. CARNIVAL CORP SEDOL 2523044 2015-11-13 2016-06-09 1430 1551 -121 -121 10. CELANESE CORP-SERIES A 2016-05-03 2016-06-09 714 709 5 5 20. CHEVRON CORPORATION 2014-10-10 2016-06-09 2043 2289 -246 -246 20. CINCINNATI FINANCIAL CORP 2016-02-23 2016-06-09 1404 1256 148 148 30. CISCO SYS INC COM 2011-09-13 2016-06-09 869 487 382 382 20. COMCAST CORPORATION CL A 2009-09-04 2016-06-09 1257 324 933 933 10. CONSTELLATION BRANDS INC CL A 2014-07-09 2016-06-09 1542 903 639 639 30. D R HORTON INC 2016-06-09 954 870 84 84 30. DISCOVER FINANCIAL W/I 2016-05-03 2016-06-09 1713 1663 50 50 40. DOW CHEMICAL CO 2015-04-29 2016-06-09 2130 2071 59 59 10. EQUIFAX INC 2015-05-22 2016-06-09 1255 1004 251 251 10. EXTRA SPACE STORAGE INC 2013-10-11 2016-06-09 910 474 436 436 50. EXXON MOBIL CORP 2014-11-18 2016-06-09 4506 4754 -248 -248 10. FOOT LOCKER INC 2014-03-13 2016-06-09 551 459 92 92 10. GENERAL DYNAMICS CORP 2015-05-21 2016-06-09 1412 1406 6 6 30. GENERAL ELEC CO COM 2009-06-10 2016-06-09 905 402 503 503 10. HONEYWELL INTL INC 2015-05-21 2016-06-09 1156 1067 89 89 10. ILLINOIS TOOL WORKS INC COM 2016-04-21 2016-06-09 1085 1058 27 27 60. INTEL CORP 2015-12-22 2016-06-09 1902 2080 -178 -178 60. J P MORGAN CHASE & CO COM 2016-01-19 2016-06-09 3889 3424 465 465 20. JOHNSON & JOHNSON COM 2016-02-11 2016-06-09 2315 2020 295 295 30. KROGER CO 2014-07-09 2016-06-09 1095 739 356 356 10. LAM RESEARCH CORP 2016-01-28 2016-06-09 827 696 131 131 20. MARSH & MCLENNAN COMPANIES INC 2016-05-24 2016-06-09 1328 1309 19 19 10. MICROSOFT CORP 2015-11-30 2016-06-09 518 545 -27 -27 20. NORTHERN TRUST CORP 2016-04-21 2016-06-09 1445 1436 9 9 10. NORTHROP GRUMMAN CORPORATION 2015-01-29 2016-06-09 2172 1571 601 601 10. PPG INDS INC COM 2015-03-05 2016-06-09 1101 1176 -75 -75 10. PEPSICO INC COM 2016-06-06 2016-06-09 1029 1027 2 2 70. PFIZER INC COM 2015-10-22 2016-06-09 2462 2323 139 139 10. PRUDENTIAL FINANCIAL INC COM 2015-09-10 2016-06-09 762 790 -28 -28 10. PUBLIC STORAGE INC 2015-03-11 2016-06-09 2503 1863 640 640 10. RAYTHEON COMPANY 2016-02-04 2016-06-09 1358 1263 95 95 30. REYNOLDS AMERICAN INC MERGED 07/25/17 @ $29.44 P/S 2014-10-10 2016-06-09 1518 900 618 618 1547.988 ROWE T PRICE VALUE FD INC COM 2014-02-11 2016-06-09 50000 52105 -2105 -2105 10. S&P GLOBAL INC 2016-05-24 2016-06-09 1096 1111 -15 -15 30. SCHLUMBERGER LTD COM 2014-04-01 2016-06-09 2384 2930 -546 -546 10. SCRIPPS NETWORKS INTERAC CL A 2016-03-18 2016-06-09 643 658 -15 -15 10. SIMON PROPERTY GROUP INC 2016-02-11 2016-06-09 2013 1814 199 199 30. SUNTRUST BANKS INC COM 2016-05-23 2016-06-09 1294 1274 20 20 20. TEXAS INSTRS INC COM 2016-05-04 2016-06-09 1233 1132 101 101 50. TOTAL FINA S A 2015-08-14 2016-06-09 2422 2458 -36 -36 10. TYSON FDS INC COM 2016-02-26 2016-06-09 598 656 -58 -58 1149. VANGUARD GROWTH ETF 2013-02-04 2016-06-09 124882 85761 39121 39121 20. VERIZON COMMUNICATIONS COM 2015-05-08 2016-06-09 1032 1003 29 29 30. WEC ENERGY GROUP INC 2009-03-18 2016-06-09 1848 579 1269 1269 70. WELLS FARGO & CO NEW COM 2009-04-22 2016-06-09 3472 1380 2092 2092 10. WYNDHAM WORLDWIDE CORP 2010-11-01 2016-06-09 682 293 389 389 40. XCEL ENERGY INC COM 2015-02-26 2016-06-09 1686 1418 268 268 20. AMDOCS LIMITED ISIN BG0022569080 2015-03-31 2016-06-09 1153 1093 60 60 10. ACCENTURE PLC CLASS A SEDOL B4BNMY3 2016-05-04 2016-06-09 1183 1136 47 47 10. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH0102993182 2014-01-27 2016-06-09 621 575 46 46 10000. BANK OF AMERICA CORP SER MTN SUB 2016-06-10 10312 10102 210 210 5000. BANK OF AMERICA CORP SER MTN SUB 2015-06-30 2016-06-10 5156 4995 161 161 15000. METLIFE INC SER D UNSC 2015-03-02 2016-06-10 16586 16406 180 180 5000. TIME WARNER INC CALL 04/15/2025 @ 100.000 COGT 2015-05-28 2016-06-10 5251 4988 263 263 20000. ANHEUSER-BUSCH INBEV FIN COGT 2016-06-13 21505 20217 1288 1288 5000. MORGAN STANLEY SUB NOTES 2013-06-04 2016-06-13 5445 5103 342 342 90. ALASKA AIR GROUP INC 2014-12-12 2016-06-15 5573 5054 519 519 173. ALASKA AIR GROUP INC 2014-12-12 2016-06-15 10668 9714 954 954 2300.58 FORD CREDIT AUTO OWNER TRUST SERIES 2014 C CLASS A3 2015-06-30 2016-06-15 2301 2302 -1 -1 15000. GOLDMAN SACHS GROUP INC SR NOTES 2016-03-14 2016-06-15 15919 15757 162 162 462.23 HONDA AUTO RECEIVABLES OWNER T SERIES 2013 3 CLASS A3 2013-07-17 2016-06-15 462 462 3794.3 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2013 B CLASS A4 2015-06-23 2016-06-15 3794 3795 -1 -1 15000. INTEL CORP SR UNSECD 2015-07-23 2016-06-15 15626 14484 1142 1142 2125.72 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2015-06-22 2016-06-15 2126 2126 4329.5 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2 2015-07-15 2016-06-15 4330 4329 1 1 889.76 TOYOTA AUTO RECEIVABLES OWNER SERIES 2013 B CLASS A3 2013-09-11 2016-06-15 890 890 60. ALASKA AIR GROUP INC 2014-12-12 2016-06-16 3624 3369 255 255 10000. BNP PARIBAS SEDOL ISIN US05574LPT97 2013-08-13 2016-06-16 10239 9981 258 258 55000. USA TREASURY NOTES 01.125% DUE 10/31/2019 2015-02-26 2016-06-16 55696 54409 1287 1287 137. ALASKA AIR GROUP INC 2014-12-12 2016-06-17 8203 7693 510 510 40. ALASKA AIR GROUP INC 2014-12-12 2016-06-20 2393 2246 147 147 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2016-06-24 15903 15509 394 394 20000. AMERICAN EXPRESS CREDIT UNSC 2016-06-27 20009 20003 6 6 10000. COCA-COLA CO/THE UNSC 2015-10-23 2016-06-27 10002 10001 1 1 15000. COCA-COLA CO/THE UNSC 2013-12-03 2016-06-27 15003 15002 1 1 10000. USA TREASURY NOTES 00.875% DUE 08/15/2017 2016-05-09 2016-06-28 10037 10027 10 10 5000. USA TREASURY NOTES 01.000% DUE 12/15/2017 2015-12-15 2016-06-28 5029 4997 32 32 10000. USA TREASURY NOTE 01.500% DUE 08/31/2018 2016-06-16 2016-06-28 10182 10170 12 12 165000. USA TREASURY NOTE 01.500% DUE 08/31/2018 2016-06-28 168004 164809 3195 3195 15000. USA TREASURY NOTES 01.000% DUE 03/31/2017 2016-06-08 2016-06-28 15055 15044 11 11 15000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2016-06-29 15806 15464 342 342 958.83 FEDERAL NATL MTG ASSN POOL AS0037 2016-04-13 2016-06-30 959 1008 -49 -49 512.34 FEDERAL NATL MTG ASSN POOL AS6727 2016-06-07 2016-06-30 512 538 -26 -26 221.34 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-16 2016-06-30 221 229 -8 -8 391.04 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2016-06-30 391 409 -18 -18 421.11 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2016-06-30 421 451 -30 -30 315. FOOT LOCKER INC 2014-03-13 2016-06-30 17304 14444 2860 2860 29. FOOT LOCKER INC 2014-03-13 2016-06-30 1595 1330 265 265 106. FOOT LOCKER INC 2014-03-13 2016-07-01 5816 4860 956 956 935.41 GS MTG SEC CORP SERIES 2011-GC5 CLASS A2 2015-07-02 2016-07-01 935 951 -16 -16 630. DOW CHEMICAL CO 2016-07-08 30757 32514 -1757 -1757 430. PRUDENTIAL FINANCIAL INC COM 2015-09-10 2016-07-08 30552 33966 -3414 -3414 350. AETNA INC NEW 2013-05-14 2016-07-12 40480 20798 19682 19682 20000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2015-12-30 2016-07-12 20362 20068 294 294 10000. USA TREASURY NOTES 00.875% DUE 07/15/2018 2016-06-27 2016-07-12 10034 10053 -19 -19 100. AMERICAN WATER WORKS CO INC 2016-02-04 2016-07-13 8196 6425 1771 1771 430. MICROSOFT CORP 2016-07-13 23056 23429 -373 -373 151. FOOT LOCKER INC 2013-09-27 2016-07-14 8724 5158 3566 3566 135. HERSHEY FOODS CORP COM 2016-07-14 14612 12393 2219 2219 59. FOOT LOCKER INC 2013-09-27 2016-07-15 3418 2016 1402 1402 4516.29 FORD CREDIT AUTO OWNER TRUST SERIES 2014 C CLASS A3 2015-06-30 2016-07-15 4516 4519 -3 -3 442.8 HONDA AUTO RECEIVABLES OWNER T SERIES 2013 3 CLASS A3 2013-07-17 2016-07-15 443 443 4331.74 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2013 B CLASS A4 2015-06-23 2016-07-15 4332 4332 1617.04 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2015-06-22 2016-07-15 1617 1618 -1 -1 4201.37 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2 2015-07-15 2016-07-15 4201 4201 871.51 TOYOTA AUTO RECEIVABLES OWNER SERIES 2013 B CLASS A3 2013-09-11 2016-07-15 872 871 1 1 40000. USA TREASURY NOTES 01.625% DUE 04/30/2019 2016-05-26 2016-07-19 40902 40661 241 241 5000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2016-05-23 2016-07-19 5255 5126 129 129 460. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH0102993182 2014-01-27 2016-07-19 27343 26462 881 881 15000. CONOCOPHILLIPS COMPANY CALL 09/15/2021 @ 100.000 COGT 2016-07-21 15418 15134 284 284 10000. ACTAVIS FUNDING SCS SEDOL ISIN US00507UAR23 2016-07-25 10508 10180 328 328 10000. ACTAVIS FUNDING SCS SEDOL ISIN US00507UAR23 2016-01-27 2016-07-25 10513 10087 426 426 150. CAPITAL ONE FINANCIAL CORP 2016-07-26 10149 10054 95 95 20000. MCDONALD'S CORP UNSC 2015-05-21 2016-07-26 20458 19974 484 484 35. CHUBB LTD SEDOL B3BQMF6 2016-01-19 2016-07-26 4478 3888 590 590 5000. USA TREASURY NOTES 00.875% DUE 07/15/2018 2016-06-27 2016-07-28 5014 5026 -12 -12 320. EXTRA SPACE STORAGE INC 2013-10-11 2016-07-29 27607 15166 12441 12441 437.92 FEDERAL NATL MTG ASSN POOL AS0037 2016-04-13 2016-07-31 438 460 -22 -22 646.27 FEDERAL NATL MTG ASSN POOL AS6727 2016-06-07 2016-07-31 646 679 -33 -33 296.51 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-16 2016-07-31 297 306 -9 -9 881.45 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2016-07-31 881 923 -42 -42 870.57 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2016-07-31 871 933 -62 -62 230. CIGNA CORP 2015-01-09 2016-08-01 29153 24936 4217 4217 3218.75 GS MTG SEC CORP SERIES 2011-GC5 CLASS A2 2015-07-02 2016-08-01 3219 3272 -53 -53 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2016-04-27 2016-08-02 15917 15470 447 447 30000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2016-08-02 30195 30326 -131 -131 60000. USA TREASURY NOTES 02.125% DUE 08/15/2021 2016-06-28 2016-08-02 62974 63153 -179 -179 30000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2016-05-23 2016-08-02 31527 30751 776 776 15000. EXELON GENERATION CO LLC SR UNSEC CALL 07/01/20 @100 2011-01-21 2016-08-04 16108 13935 2173 2173 5000. ROYAL BANK OF CANADA ISIN US78011DAC83 SEDOL B6W2NM8 2012-09-12 2016-08-04 5008 5000 8 8 10000. AT&T INC CALL 11/15/2020 @ 100.000 UNSC 2014-08-21 2016-08-05 11020 10675 345 345 10000. USA TREASURY NOTES 00.875% DUE 07/15/2018 2016-08-05 10030 10051 -21 -21 10000. AMERICAN HONDA FINANCE UNSC 2013-10-03 2016-08-08 10209 9961 248 248 10000. AMERICAN HONDA FINANCE SER MTN UNSC 2014-09-04 2016-08-08 10279 9982 297 297 10000. CITIGROUP INC SUB 2016-08-10 10748 9970 778 778 5000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2016-06-10 2016-08-11 5338 5311 27 27 150. AMERICAN WATER WORKS CO INC 2016-08-12 11673 9638 2035 2035 50. AMERICAN WATER WORKS CO INC 2014-08-14 2016-08-12 3891 2458 1433 1433 363. CELANESE CORP-SERIES A 2016-05-03 2016-08-12 23826 25724 -1898 -1898 47. CELANESE CORP-SERIES A 2016-05-03 2016-08-12 3113 3331 -218 -218 10000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2016-05-23 2016-08-12 10542 10250 292 292 380. XCEL ENERGY INC COM 2015-02-26 2016-08-12 16272 13471 2801 2801 4040.13 FORD CREDIT AUTO OWNER TRUST SERIES 2014 C CLASS A3 2015-06-30 2016-08-15 4040 4042 -2 -2 . HONDA AUTO RECEIVABLES OWNER T SERIES 2013 3 CLASS A3 2000-12-31 2016-08-15 36.59 HONDA AUTO RECEIVABLES OWNER T SERIES 2013 3 CLASS A3 2013-07-17 2016-08-15 37 37 4148.18 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2013 B CLASS A4 2015-06-23 2016-08-15 4148 4149 -1 -1 393.96 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2015 A CLASS A3 2015-01-14 2016-08-15 394 394 1817.7 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2015-06-22 2016-08-15 1818 1818 3844.94 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2 2015-07-15 2016-08-15 3845 3845 791.27 TOYOTA AUTO RECEIVABLES OWNER SERIES 2013 B CLASS A3 2013-09-11 2016-08-15 791 791 220. METLIFE INC COM 2012-06-27 2016-08-16 8894 6560 2334 2334 43. WEC ENERGY GROUP INC 2014-11-14 2016-08-16 2582 2058 524 524 42. WEC ENERGY GROUP INC 2014-11-14 2016-08-16 2523 2010 513 513 550. EXXON MOBIL CORP 2016-08-17 48371 46651 1720 1720 340. FORD MTR CO DEL COM PAR $0.01 2016-07-14 2016-08-17 4183 4642 -459 -459 865. FORD MTR CO DEL COM PAR $0.01 2016-08-17 10642 12237 -1595 -1595 20. METLIFE INC COM 2012-06-27 2016-08-17 806 596 210 210 55000. USA TREASURY NOTES 02.125% DUE 08/15/2021 2016-08-17 57484 57131 353 353 170. WEC ENERGY GROUP INC 2016-08-17 10237 4138 6099 6099 840. REYNOLDS AMERICAN INC MERGED 07/25/17 @ $29.44 P/S 2014-10-10 2016-08-22 42445 25192 17253 17253 690. WELLS FARGO & CO NEW COM 2016-08-23 33421 13425 19996 19996 5000. USA TREASURY NOTES 00.875% DUE 07/15/2018 2016-06-27 2016-08-30 5006 5024 -18 -18 1393.96 FEDERAL NATL MTG ASSN POOL AS0037 2016-04-13 2016-08-31 1394 1465 -71 -71 1805.58 FEDERAL NATL MTG ASSN POOL AS6727 2016-06-07 2016-08-31 1806 1897 -91 -91 355.73 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-16 2016-08-31 356 368 -12 -12 888.69 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2016-08-31 889 930 -41 -41 1264.65 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2016-08-31 1265 1355 -90 -90 15000. CAPITAL ONE FINANCIAL CO SUB NTS 2013-05-17 2016-09-01 15000 15000 310. DOLLAR GENERAL CORP 2016-06-30 2016-09-01 22883 29089 -6206 -6206 128.67 GS MTG SEC CORP SERIES 2011-GC5 CLASS A2 2015-07-02 2016-09-01 129 131 -2 -2 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2016-08-30 2016-09-07 5305 5290 15 15 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2016-08-30 2016-09-07 10607 10580 27 27 15000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2016-09-09 2016-09-07 15751 15594 157 157 10000. BERKSHIRE HATHAWAY INC SR UNSEC 2012-01-20 2016-09-09 10923 10308 615 615 5000. GENERAL ELEC CAP CORP SR UNSEC 2014-04-02 2016-09-09 5696 5343 353 353 10000. STATE STREET CORP UNSC 2015-08-13 2016-09-09 10345 9977 368 368 15000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2015-06-05 2016-09-09 15297 14971 326 326 60000. USA TREASURY NOTES TREASURY INFLATION PROTECT SECS 2016-08-02 2016-09-09 61412 61324 88 88 55000. USA TREASURY NOTES TREASURY INFLATION PROTECT SECS 2016-08-02 2016-09-09 56303 56214 89 89 10000. WELLS FARGO & COMPANY SER MTN UNSC 2016-03-09 2016-09-09 10461 10126 335 335 45000. USA TREASURY NOTES 02.125% DUE 08/15/2021 2016-09-13 46844 46483 361 361 850. KROGER CO 2014-07-09 2016-09-14 26200 20951 5249 5249 4644.48 FORD CREDIT AUTO OWNER TRUST SERIES 2014 C CLASS A3 2015-06-30 2016-09-15 4644 4647 -3 -3 469.89 HONDA AUTO RECEIVABLES OWNER T SERIES 2015 1 CLASS A3 2015-01-21 2016-09-15 470 470 3927.85 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2013 B CLASS A4 2015-06-23 2016-09-15 3928 3928 1026.69 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2015 A CLASS A3 2015-01-14 2016-09-15 1027 1027 1534.52 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2015-06-22 2016-09-15 1535 1535 4143.9 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2 2015-07-15 2016-09-15 4144 4144 682.39 TOYOTA AUTO RECEIVABLES OWNER SERIES 2013 B CLASS A3 2013-09-11 2016-09-15 682 682 230. VALERO ENERGY CORP NEW COM 2016-09-15 12971 13896 -925 -925 15000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2016-03-31 2016-09-20 15531 15476 55 55 10000. WELLS FARGO & COMPANY SER MTN SUB 2016-06-24 2016-09-21 10622 10549 73 73 30000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2016-09-09 2016-09-23 31298 31182 116 116 10000. WELLS FARGO & COMPANY SER MTN UNSC 2014-09-02 2016-09-26 10469 9973 496 496 960. D R HORTON INC 2015-08-05 2016-09-27 28852 27671 1181 1181 49450.55 EATON VANCE FLOATING RATE FUND CLASS I 2016-09-28 435659 450000 -14341 -14341 35000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2015-12-30 2016-09-29 35540 35108 432 432 165000. USA TREASURY NOTES 01.250% DUE 01/31/2019 2016-09-29 166695 163061 3634 3634 15000. USA TREASURY NOTES 00.875% DUE 07/15/2018 2016-06-27 2016-09-29 15033 15070 -37 -37 100. AMGEN INC 2016-09-30 16693 11466 5227 5227 787.62 FEDERAL NATL MTG ASSN POOL AS0037 2016-04-13 2016-09-30 788 828 -40 -40 1157.87 FEDERAL NATL MTG ASSN POOL AS6727 2016-06-07 2016-09-30 1158 1217 -59 -59 410.27 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-16 2016-09-30 410 424 -14 -14 1305.05 FEDERAL NATL MTG ASSN POOL MA2498 2016-05-11 2016-09-30 1305 1365 -60 -60 1137.18 FEDERAL NATL MTG ASSN POOL MA2484 2016-04-14 2016-09-30 1137 1218 -81 -81 420. WYNDHAM WORLDWIDE CORP 2010-11-01 2016-09-30 28228 12314 15914 15914 141.01 GS MTG SEC CORP SERIES 2011-GC5 CLASS A2 2015-07-02 2016-10-01 141 143 -2 -2 310. WELLS FARGO & CO NEW COM 2016-10-03 13544 12140 1404 1404 109.456 CHUBB LTD SEDOL B3BQMF6 2016-01-19 2016-10-03 13589 12158 1431 1431 .544 CHUBB LTD SEDOL B3BQMF6 2014-05-23 2016-10-03 68 56 12 12 519. WELLS FARGO & CO NEW COM 2009-04-16 2016-10-04 22716 10061 12655 12655 76. WELLS FARGO & CO NEW COM 2009-04-16 2016-10-04 3324 1473 1851 1851 45. WELLS FARGO & CO NEW COM 2009-04-16 2016-10-04 1971 872 1099 1099 650. CVS CAREMARK CORP 2013-05-14 2016-10-10 56394 38728 17666 17666 180. HONEYWELL INTL INC 2016-10-10 19219 18811 408 408 570. WEC ENERGY GROUP INC 2016-10-10 32635 10858 21777 21777 54498. 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CONSTELLATION BRANDS INC CL A 2014-07-09 2016-10-28 6653 3611 3042 3042 35. DTE ENERGY CO 2016-08-17 2016-10-28 3290 3287 3 3 50. DTE ENERGY CO 2016-08-12 2016-10-28 4699 4826 -127 -127 190. DEVON ENERGY CORP NEW 2016-08-17 2016-10-28 7473 8197 -724 -724 150. DISCOVER FINANCIAL W/I 2016-05-03 2016-10-28 8491 8317 174 174 85. DOW CHEMICAL CO 2016-04-26 2016-10-28 4589 4569 20 20 10. DOW CHEMICAL CO 2016-02-04 2016-10-28 540 473 67 67 100. DOW CHEMICAL CO 2016-10-28 5399 5152 247 247 50. EQUIFAX INC 2015-05-22 2016-10-28 6118 5021 1097 1097 45. EXTRA SPACE STORAGE INC 2014-11-18 2016-10-28 3244 2620 624 624 100. EXXON MOBIL CORP 2016-10-28 8481 8479 2 2 130. EXXON MOBIL CORP 2016-02-12 2016-10-28 11025 10497 528 528 60. EXXON MOBIL CORP 2015-07-07 2016-10-28 5088 4908 180 180 25. GENERAL DYNAMICS CORP 2016-10-28 3791 3288 503 503 40. GENERAL DYNAMICS CORP 2015-05-21 2016-10-28 6066 5623 443 443 155. GENERAL ELEC CO COM 2010-05-03 2016-10-28 4543 2989 1554 1554 170. 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JOHNSON & JOHNSON COM 2016-04-26 2016-10-28 5768 5642 126 126 20. JOHNSON & JOHNSON COM 2015-05-18 2016-10-28 2307 2077 230 230 150. JOHNSON & JOHNSON COM 2016-08-01 2016-10-28 17304 18817 -1513 -1513 110. KRAFT HEINZ CO/THE 2016-08-22 2016-10-28 9720 9902 -182 -182 70. LAM RESEARCH CORP 2016-01-28 2016-10-28 6752 4869 1883 1883 55. LAMAR ADVERTISING CO-A 2016-01-22 2016-10-28 3473 3066 407 407 20. LOCKHEED MARTIN CORP 2016-03-09 2016-10-28 4970 4328 642 642 35. MAGELLAN MIDSTREAM PARTNERS LP 2016-01-14 2016-10-28 2368 2308 60 60 120. MARSH & MCLENNAN COMPANIES INC 2016-10-28 7622 7745 -123 -123 20. MCDONALDS CORP COM 2015-10-28 2016-10-28 2241 2248 -7 -7 70. MERCK & CO INC 2016-08-17 2016-10-28 4112 4413 -301 -301 80. MORGAN STANLEY 2016-10-03 2016-10-28 2686 2547 139 139 250. MORGAN STANLEY 2016-10-27 2016-10-28 8392 8472 -80 -80 140. NEWMONT MINING CORPORATION(NEW) 2016-10-20 2016-10-28 4953 5157 -204 -204 35. NEXTERA ENERGY INC 2016-03-04 2016-10-28 4404 3983 421 421 140. 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ABBVIE INC COGT 2016-03-09 2016-12-17 20125 19982 143 143 2528.7 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3 2015-06-22 2016-12-20 2529 2530 -1 -1 170. CINCINNATI FINANCIAL CORP 2016-02-23 2016-12-21 13002 10679 2323 2323 85. J P MORGAN CHASE & CO COM 2016-12-21 7328 2838 4490 4490 200. J P MORGAN CHASE & CO COM 2009-03-18 2016-12-21 17290 5160 12130 12130 10000. USA TREASURY NOTES 01.500% DUE 10/31/2019 2016-09-29 2016-12-29 10018 10170 -152 -152 40000. USA TREASURY NOTES 01.000% DUE 11/30/2019 2016-12-29 39495 39926 -431 -431 CAPITAL GAIN DIVIDENDS P 176293 571281 false 1174748 24632689 0.047691 1098266 24859162 0.04418 1064436 23285459 0.045712 1076248 21699302 0.049598 1017614 21714365 0.046864 0.234045 0.046809 23512141 1100580 9589 1110169 1214998 X 9589 0 9589 0 9589 12142 0 12142 0 2553 2553 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 CONSTANCE IMBODEN 2005 RUXTON ROAD TOWSON MD 21204 CO-TRUSTEE 1 0 PNC BANK 116 ALLEGHENY CENTER MALL PITTSBURGH PA 15212 CO-TRUSTEE 18 88149 NONE 0 NONE 0 23870194 0 0 23870194 0 0 23870194 358053 23512141 1175607 1175607 9589 9589 1166018 0 1166018 0 1166018 1214998 0 0 0 0 1214998 9589 1205409 1166018 1206178 2014 0 0 0 0 0 0 0 1214998 1206178 0 0 8820 0 0 0 0 0 0 0 0 1157198 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 BALTIMORE ROCK OPERA SOCIETY INC 1539 N CALVERT ST 1ST FL BALTIMORE MD 21202 NONE PC FOR STAFF SALARIES 5000 BALTIMORE SCHOOL FOR THE ARTS 712 CATHEDRAL ST BALTIMORE MD 21201 NONE PC WEBSITE REDESIGN 25000 QUEST ARTS FOR EVERYONE INC 7414 NEWBURG DR LANHAM MD 20706 NONE PC "FAIRYTALES & OTHER 10000 STATION NORTH ARTS AND ENTERTAINMENT INC 1 W NORTH AVENUE BALTIMORE MD 21201 NONE PC FY15 CORE OPERATIONS 30000 FIRE MUSEUM OF MARYLAND INC 1301 YORK RD LUTHERVILLE MD 21093 NONE PC FY16 CORE OPER/DEV DIR POS 10000 BALTIMORE COMMUNITY FOUNDATION INC 2 EAST READ STREET 9TH FLOOR BALTIMORE MD 21202 NONE PC MULTI PURPOSES FOR 7 DIFF 341758 GREATER BALITMORE CULTURAL ALLIANCE 1800 N CHARLES ST STE 810 BALTIMORE MD 21201 NONE PC BAKER ARTIST AWARDS PROGRAM 282920 SINGLE CARROT THEATRE INC 2600 N HOWARD ST BALTIMORE MD 212184507 NONE PC COMMUNITY ENGAGE MANAGER 22000 BALTIMORE CONCERT OPERA INC 11 WEST MOUNT VERNON PLACE SUITE 30 BALTIMORE MD 212015103 NONE PC SUPPORT MANAGING DIR 12000 BALTIMORE ANNEX THEATRE 405 W FRANKLIN ST FL 5 BALTIMORE MD 212011804 NONE PC FULL-TIME ARTIST DIR 3000 BALTIMORE DESIGN SCHOOL INC 1500 BARCLAY ST BALTIMORE MD 21202 NONE PC UPDATE THE WEBSITE 25000 YOUR PUBLIC RADIO CORPORATION 2218 NORTH CHARLES STREET BALTIMORE MD 21218 NONE PC OUT OF THE BLOCKS 15000 GRANTMAKERS IN THE ARTS 4055 21ST AVENUE WEST SUITE 100 SEATTLE WA 981991247 NONE PC 2017 MEMBERSHIP 1000 CONTEMPORARY ARTS INC 7221 CROYDON RD GWYNN OAK MD 212074410 NONE PC '16 PROG OPER & SUPPORT FT 21000 DEEP VISION DANCE COMPANY INC 5214A FORGE ROAD PERRY HALL MD 211289574 NONE PC 2016 AKIMBO ARTWALK 5000 CULTURAL DATA PROJECT 400 MARKET STREET PHILADELPHIA PA 191062513 NONE PC SUPPORT DATA ARTS SERVICES 6000 TOWSON UNIVERSITY PUBLIC MEDIA 1 OLYMPIC PLACE STE 100 TOWSON MD 21204 NONE PC PURCH OF ONLINE PIM 13000 FULL CIRCLE DANCE COMPANY 3600 CLIPPER MILL RD STE 108 BALTIMORE MD 21211 NONE PC ANNUAL CONCERT FALL 2016 1500 JEWISH COMMUNITY CENTER OF BALTIMORE 3506 GWYNNBROOK AVENUE OWINGS MD 21117 NONE PC GORDON CENTER SOUND EQUIP / 30000 BALTIMORE SYMPHONY ORCHESTRA INC 1212 CATHEDRAL STREET BALTIMORE MD 212015545 NONE PC FY16 CORE OPERATIONS 30000 CENTER STAGE ASSOCIATES INC 700 NORTH CALVERT STREET BALTIMORE MD 21202 NONE PC FY16 CORE OPERATIONS & DEV 40000 WALTERS ART GALLERY ENDOWMENT FOUNDATION INC 600 N CHARLES ST BALTIMORE MD 212015185 NONE PC FY16 CORE OPERATING 5000 BALTIMORE MUSEUM OF INDUSTRY 1415 KEY HWY BALTIMORE MD 212305115 NONE PC STRATEGIC PLANNING CONSULT 10000 MARYLAND ART PLACE INC 218 WEST SARATOGA STREET BALTIMORE MD 212013528 NONE PC FIN. ASSESSMENT & GEN. 15000 BALTIMORE THEATRE PROJECT INC 45 W PRESTON ST BALTIMORE MD 212015717 NONE PC FY16 CORE OPERATIONS 10000 MARYLAND LAWYERS FOR THE ARTS INC 1500 UNION AVE STE 1330 BALTIMORE MD 21211 NONE PC FY17 CORE OPERATIONS 6000 BALTIMORE CLAYWORKS INC 5707 SMITH AVENUE BALTIMORE MD 21209 NONE PC FY16 CORE OPERATING 25000 B & O RAILROAD MUSEUM 901 WEST PRATT ST BALTIMORE MD 21223 NONE MD FULL-TIME ARTIST DIR 20000 THE EVERYMAN THEATRE INCORPORATED 315 W FAYETTE STREET BALTIMORE MD 212015801 NONE PC FY16 CORE OPERATION 30000 MARYLAND CITIZENS FOR THE ARTS INC 3600 CLIPPER MILL RD STE 215 BALTIMORE MD 212112149 NONE PC FY17 CORE OPERATING 20000 THE PRODUCER'S CLUB OF MARYLAND INC 107 E READ ST BALTIMORE MD 212022403 NONE PC 2015 OPENING NIGHT SHORTS & 30000 FELLS POINT CREATIVE ALLIANCE INC 3134 EASTERN AVENUE BALTIMORE MD 212243963 NONE PC CY16 CORE OPER & 35000 THE BALTIMORE MUSEUM OF ART 10 ART MUSEUM DRIVE BALTIMORE MD 212183898 NONE PC FY16 & 17 CORE OPER & DEV 65000 BALTIMORE OFFICE OF PROMOTION & THE ARTS 7 E REDWOOD ST BALTIMORE MD 21202 NONE PC MURAL PROG INTERACTIVE 6000 1206178 14 468202 18 571281 1039483 1039483 false false false false false false false false false false CORPORATE BONDS 2236671 2237642 ASSET BACKED SECURITIES 786918 785193 OTHER BONDS 19940 19250 2413016 2379240 MUTUAL FUNDS - FIXED AT COST 2143317 2003903 MUTUAL FUNDS - EQUITY AT COST 10439720 12489206 PARTNERSHIPS AT COST 9453 10966 MUTUAL FUNDS - ALTERNATIVE ETF EQUITY COST BASIS ADJ FOR FORCED MERGERS 263 OTHER NON-ALLOCABLE EXPENSE - 5 0 5 ADR SERVICE FEES 113 113 0 PARTNERSHIP - EXPENSE -1 0 ENTERPRISE PRODUCTS PARTNERS LP 1429 PARTNERSHIPS - ORDINARY INCOME 3 PARTNERSHIPS - CAPITAL GAINS 24 MAGELLAN MIDSTREAM PARTNERS LP 584 0 FOREIGN TAXES 1377 1377 0 FEDERAL ESTIMATES - PRINCIPAL 4000 0 0 FOREIGN TAXES ON QUALIFIED FOR 1475 1475 0 FOREIGN TAXES ON NONQUALIFIED 1452 1452 0