0001145549-16-010671.txt : 20160331 0001145549-16-010671.hdr.sgml : 20160331 20160205165929 ACCESSION NUMBER: 0001145549-16-010671 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20160131 FILED AS OF DATE: 20160205 DATE AS OF CHANGE: 20160205 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 161392954 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004513 Schwab New York Municipal Money Fund C000012394 Sweep Shares SWNXX C000012395 Value Advantage Shares SWYXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2016-01-31 0000857156 S000004513 2 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Single State Fund 31 31 1960285089.82 32456636.31 21881928.50 1970859797.63 0.0008 1.0011 2016-01-31 1.0011 2016-01-31 C000012394 1.00 1766948066.69 1.00 38820766.18 391566340.67 352745574.49 0.0001 1.0011 2016-01-31 1.0011 2016-01-31 C000012395 25000.00 203911730.94 1.00 -5749642.36 794297.33 6543939.69 0.0001 1.0011 2016-01-31 1.0011 2016-01-31 AMHERST DEVELOPMENT CORPORATION REV PHA (UBF FAC-STUDENT HSG CORP) SERIES 2010B 0.050000% 031358AX2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y HSBC Bank USA NA N/A N/A Y HSBC BANK USA NA N/A N/A N 5380000.00 5380000.00 0.0027 N 5380000.00 5380000.00 AMHERST N Y INDL DEV AGY REV UNIVERSITY (DAEMEN COLLEGE) SERIES 2006B 0.060000% 031362EJ1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A N 3265000.00 3265000.00 0.0017 N 3265000.00 3265000.00 BAY SHORE N Y UN FREE SCH DIST GO TAX ANTICIPATION NOTE SERIES 2015-16 2.000000% 072581KP5 Other Municipal Debt N Unrated Security N/A N/A 2016-06-24 2016-06-24 N N N 10000000.00 10063241.79 0.0051 N 10063800.00 10063800.00 BAYPORT-BLUE POINT N Y UN FREE SCH DIST GO TAX ANTICIPATION NOTE SERIES 2015-16 1.500000% 073059NT0 Other Municipal Debt N Unrated Security N/A N/A 2016-06-28 2016-06-28 N N N 10500000.00 10550378.04 0.0054 N 10551345.00 10551345.00 BEACON N Y GO BOND ANTICIPATION NOTE SERIES 2015A 2.000000% 073653MZ7 Other Municipal Debt N Unrated Security N/A N/A 2016-05-27 2016-05-27 N N N 1000000.00 1005145.32 0.0005 N 1005130.00 1005130.00 BUILD NYC RESOURCE CORP REV SCHOOL SERIES 2015 0.010000% 12008EJF4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 BURNT HILLS-BALLSTON LAKE N Y CENT SCH DIST GO BOND ANTICIPATION NOTE SERIES 2015 1.500000% 122547KX9 Other Municipal Debt N Unrated Security N/A N/A 2016-06-24 2016-06-24 N N N 2000000.00 2008695.23 0.0010 N 2009420.00 2009420.00 CHEEKTOWAGA-MARYVALE N Y UN FREE SCH DIST GO BOND ANTICIPATION NOTE SERIES 2015 1.750000% 162866GU5 Other Municipal Debt N Unrated Security N/A N/A 2016-06-23 2016-06-23 N N N 5540000.00 5566696.73 0.0028 N 5568697.20 5568697.20 CLINTON CNTY N Y GO BOND ANTICIPATION NOTE SERIES 2015B 1.500000% 187468JE4 Other Municipal Debt N Unrated Security N/A N/A 2016-06-10 2016-06-10 N N N 9800000.00 9832801.32 0.0050 N 9836260.00 9836260.00 COLONIE N Y LOC DEV CORP REV IDB & PCR (SHAKER POINTE AT CARONDELET INC) SERIES 2011 0.010000% 196220AA5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A N 10000000.00 10000000.00 0.0051 N 10000000.00 10000000.00 COLONIE N Y LOC DEV CORP REV HEALTHCARE (SHAKER POINTE AT CARONDELET INC) SERIES 2013 0.010000% 196220AB3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A N 12000000.00 12000000.00 0.0061 N 12000000.00 12000000.00 COLUMBIA CNTY N Y GO BOND ANTICIPATION NOTE SERIES 2015A 1.250000% 197504PG2 Other Municipal Debt N Unrated Security N/A N/A 2016-02-03 2016-02-03 N N N 8600000.00 8600476.89 0.0044 N 8600430.00 8600430.00 EAST HAMPTON TWN N Y GO BOND ANTICIPATION NOTE SERIES 2015 2.000000% 272731R36 Other Municipal Debt N Unrated Security N/A N/A 2016-08-26 2016-08-26 N N N 2895623.00 2918235.75 0.0015 N 2917195.39 2917195.39 EASTPORT SOUTH MANOR CENT SCH DIST N Y GO TAX ANTICIPATION NOTE SERIES 2015-16 1.500000% 27779THQ4 Other Municipal Debt N Unrated Security N/A N/A 2016-06-24 2016-06-24 N N N 7000000.00 7033163.97 0.0036 N 7032340.00 7032340.00 FRANKLIN CNTY NY CIVIC DEV CORP REVENUE REV HOSPITAL (ALICE HYDE HOSPITAL ASSOCIATION) SERIES 2013A 0.010000% 35313PAA0 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y HSBC Bank USA NA N/A N/A Y HSBC BANK USA NA N/A N/A N 4265000.00 4265000.00 0.0022 N 4265000.00 4265000.00 HAMPTON BAYS N Y UN FREE SCH DIST GO BOND ANTICIPATION NOTE SERIES 2015 1.750000% 409095FB7 Other Municipal Debt N Unrated Security N/A N/A 2016-06-24 2016-06-24 N N N 4711250.00 4736342.25 0.0024 N 4738104.13 4738104.13 ISLIP N Y UN FREE SCH DIST GO TAX ANTICIPATION NOTE SERIES 2015-16 1.500000% 464776PJ6 Other Municipal Debt N Unrated Security N/A N/A 2016-06-24 2016-06-24 N N N 6000000.00 6028412.31 0.0031 N 6027720.00 6027720.00 JERICHO N Y UN FREE SCH DIST GO TAX ANTICIPATION NOTE SERIES 2015-16 2.000000% 476358EQ5 Other Municipal Debt N Unrated Security N/A N/A 2016-06-19 2016-06-19 N N N 3330000.00 3351788.33 0.0017 N 3351578.40 3351578.40 LANCASTER TOWN N Y INDL DEV AGY REV IDB & PCR (2000 GREENFIELD MANOR INC) SERIES 2000 0.060000% 514502AA1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A N 8635000.00 8635000.00 0.0044 N 8635000.00 8635000.00 LONGWOOD CENT SCH DIST SUFFOLK CNTY N Y GO TAX ANTICIPATION NOTE SERIES 2015-16 1.750000% 543364FN8 Other Municipal Debt N Unrated Security N/A N/A 2016-06-24 2016-06-24 N N N 2000000.00 2011644.72 0.0010 N 2011360.00 2011360.00 MATTITUCK CUTCHOGUE UNION FREE SCHOOL DISTRICT NY GO TAX ANTICIPATION NOTE SERIES 2015 1.500000% 577156GQ9 Other Municipal Debt N Unrated Security N/A N/A 2016-06-17 2016-06-17 N N N 9400000.00 9440642.10 0.0048 N 9441454.00 9441454.00 METROPOLITAN TRANS AUTH NY DEDICATED TAX FD REV TRANSPORTATION SERIES 2004B2 0.020000% 46636YNQ9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 8055000.00 8055000.00 0.0041 N 8055000.00 8055000.00 METROPOLITAN TRANS AUTH NY DEDICATED TAX FD REV TRANSPORTATION SERIES 2012B2 5.000000% 59259NN66 Other Municipal Debt N Unrated Security N/A N/A 2016-11-01 2016-11-01 N N N 210000.00 217142.68 0.0001 N 217253.40 217253.40 METROPOLITAN TRANS AUTH NY DEDICATED TAX FD REV TRANSPORTATION SERIES 2002B-1 0.010000% 59259NP49 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y STATE STREET BANK AND TRUST COMPANY N/A N/A Y STATE STREET BANK AND TRUST COMPANY N/A N/A N 7625000.00 7625000.00 0.0039 N 7625000.00 7625000.00 METROPOLITAN TRANS AUTH NY DEDICATED TAX FD REV TRANSPORTATION SERIES 2012A 0.020000% 59259NT37 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Citibank NA N/A N/A N N 8000000.00 8000000.00 0.0041 N 8000000.00 8000000.00 METROPOLITAN TRANS AUTH NY DEDICATED TAX FD REV TRANSPORTATION SERIES 2012A 0.010000% 59259NT78 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Credit Suisse AG N/A N/A N Y Corporate Underlier METROPOLITAN TRANS AUTH NY DEDICATED TAX FD N/A N/A 6665000.00 6665000.00 0.0034 N 6665000.00 6665000.00 METROPOLITAN TRANS AUTH NY DEDICATED TAX FD REV TRANSPORTATION SERIES 2006B 0.020000% 59259NUJ0 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Citibank NA N/A N/A N N 5000000.00 5000000.00 0.0025 N 5000000.00 5000000.00 METROPOLITAN TRANS AUTH NY DEDICATED TAX FD REV TRANSPORTATION BOND ANTICIPATION NOTE SERIES 2015 A3 0.750000% 59259NZ48 Other Municipal Debt N First Tier Security N/A N/A 2016-06-01 2016-06-01 N N N 10000000.00 10016225.73 0.0051 N 10020400.00 10020400.00 METROPOLITAN TRANS AUTH NY DEDICATED TAX FD REV TRANSPORTATION SERIES 2009B 0.020000% 88033LZY8 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 3165000.00 3165000.00 0.0016 N 3165000.00 3165000.00 METROPOLITAN TRANS AUTH NY TRANSPORTATION REV REV TRANSPORTATION REVENUE ANTICIPATION NOTE SERIES 2015A 0.500000% 59259Y5P0 Other Municipal Debt N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 4000000.00 4000000.00 0.0020 N 4001280.00 4001280.00 METROPOLITAN TRANS AUTH NY TRANSPORTATION REV REV TRANSPORTATION SERIES 2015 0.010000% 59259Y7B9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y BANK OF TOKYO-MITSUBISHI UFJ LTD N/A N/A Y BANK OF TOKYO-MITSUBISHI UFJ LTD N/A N/A N 5675000.00 5675000.00 0.0029 N 5675000.00 5675000.00 METROPOLITAN TRANS AUTH NY TRANSPORTATION REV REV TRANSPORTATION SERIES 2015 0.020000% 59259Y7E3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Bank of the West N/A N/A Y Bank of the West N/A N/A N 7000000.00 7000000.00 0.0036 N 7000000.00 7000000.00 METROPOLITAN TRANS AUTH NY TRANSPORTATION REV REV TRANSPORTATION SERIES 2012G1 0.010000% 59259Y7Q6 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 3275000.00 3275000.00 0.0017 N 3275000.00 3275000.00 METROPOLITAN TRANS AUTH NY TRANSPORTATION REV REV TRANSPORTATION SERIES 2012G-2 0.010000% 59259Y7S2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 10000000.00 10000000.00 0.0051 N 10000000.00 10000000.00 METROPOLITAN TRANS AUTH NY TRANSPORTATION REV REV TRANSPORTATION SERIES 2012C 4.000000% 59259YNH8 Other Municipal Debt N Unrated Security N/A N/A 2016-11-15 2016-11-15 N N N 375000.00 385281.60 0.0002 N 385575.00 385575.00 METROPOLITAN TRANS AUTH NY TRANSPORTATION REV REV TRANSPORTATION SERIES 2007A 0.020000% 59259YX87 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Citibank NA N/A N/A Y Berkshire Hathaway Assurance Corp N/A N/A N 29500000.00 29500000.00 0.0150 N 29500000.00 29500000.00 MIDDLE CTRY CENT SCH DIST N Y CENTEREACH GO BOND ANTICIPATION NOTE SERIES 2015 1.500000% 595685MR6 Other Municipal Debt N Unrated Security N/A N/A 2016-08-26 2016-08-26 N N N 8000000.00 8052862.84 0.0041 N 8048960.00 8048960.00 MILLER PLACE N Y UN FREE SCH DIST GO TAX ANTICIPATION NOTE SERIES TAXES 20 1.500000% 600582KZ2 Other Municipal Debt N Unrated Security N/A N/A 2016-06-27 2016-06-27 N N N 11000000.00 11044810.09 0.0056 N 11049280.00 11049280.00 MONROE CNTY N Y INDL DEV CORP REV COUNTY SERIES 2004 0.110000% 610752CU9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A N 1100000.00 1100000.00 0.0006 N 1100000.00 1100000.00 NASSAU HEALTH CARE CORP N Y REV HOSPITAL SERIES 2009 C-2 0.010000% 63167NAW6 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 485000.00 485000.00 0.0002 N 485000.00 485000.00 NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY REV IDB & PCR (GARY PLASTIC PACKAGING CORP) SERIES 1998 0.200000% 649705NS5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A Y JPMorgan Chase Bank NA N/A N/A N 1050000.00 1050000.00 0.0005 N 1050000.00 1050000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES Fiscal 2009GG2 0.020000% 46632P5H2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 7295000.00 7295000.00 0.0037 N 7295000.00 7295000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2001 F-2 0.010000% 64970KRN9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 4650000.00 4650000.00 0.0024 N 4650000.00 4650000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2006 BB 3.800000% 64972FAU0 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N N 125000.00 126589.48 0.0001 N 126643.75 126643.75 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2006BB 5.000000% 64972FBE5 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N N 995000.00 1012029.93 0.0005 N 1012452.30 1012452.30 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2003F1 A 0.010000% 64972FG26 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Wells Fargo Bank NA N/A N/A N N 6500000.00 6500000.00 0.0033 N 6500000.00 6500000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2007 BB 5.000000% 64972FGU4 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N Y UNITED STATES TREASURY N/A N/A N 2780000.00 2828413.70 0.0014 N 2827732.60 2827732.60 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2007 BB 5.000000% 64972FGX8 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N Y UNITED STATES TREASURY N/A N/A N 150000.00 152544.91 0.0001 N 152575.50 152575.50 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2010BB 3.250000% 64972FH74 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N N 100000.00 101012.83 0.0001 N 101113.00 101113.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2007CC-2 0.010000% 64972FHJ8 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 Y Bank of Nova Scotia N/A N/A N N 700000.00 700000.00 0.0004 N 700000.00 700000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2010FF 3.000000% 64972FM45 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N N 100000.00 100938.57 0.0001 N 101022.00 101022.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2012FF 5.000000% 64972FN44 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N N 475000.00 483025.44 0.0002 N 483331.50 483331.50 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2011BB 4.000000% 64972FU46 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N N 300000.00 303914.25 0.0002 N 304164.00 304164.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2009AA 5.000000% 64972FVV5 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N N 1295000.00 1317277.03 0.0007 N 1317714.30 1317714.30 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES Fiscal 2009DD 0.020000% 64972FYV2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-04 2016-02-05 Y Citibank NA N/A N/A N N 8125000.00 8125000.00 0.0041 N 8125000.00 8125000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2009 FF1 4.000000% 64972FZY5 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N N 225000.00 228039.91 0.0001 N 228123.00 228123.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2009 FF1 5.000000% 64972FZZ2 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N N 410000.00 416946.88 0.0002 N 417191.40 417191.40 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2013 AA2 0.010000% 64972GAS3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y BANK OF TOKYO-MITSUBISHI UFJ LTD N/A N/A N N 33300000.00 33300000.00 0.0169 N 33300000.00 33300000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES AA-1B 0.010000% 64972GAW4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 Y STATE STREET BANK AND TRUST COMPANY N/A N/A N N 3645000.00 3645000.00 0.0018 N 3645000.00 3645000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES Fiscal 2011EE 0.020000% 64972GCZ5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Morgan Stanley Bank NA N/A N/A N N 6175000.00 6175000.00 0.0031 N 6175000.00 6175000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2015BB-4 0.010000% 64972GEN0 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 Y Wells Fargo Bank NA N/A N/A N N 700000.00 700000.00 0.0004 N 700000.00 700000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2016 AA1 0.010000% 64972GJN5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 Y Bank of America NA N/A N/A N N 6000000.00 6000000.00 0.0030 N 6000000.00 6000000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2016 AA2 0.010000% 64972GJQ8 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 Y PNC BANK NATIONAL ASSOCIATION N/A N/A N N 14250000.00 14250000.00 0.0072 N 14250000.00 14250000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2016 AA3 0.010000% 64972GJS4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 Y Royal Bank of Canada N/A N/A N N 5000000.00 5000000.00 0.0025 N 5000000.00 5000000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES Fiscal 2007A 0.010000% 74703YTU4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Bank of America NA N/A N/A N N 11500000.00 11500000.00 0.0058 N 11500000.00 11500000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES Fiscal 2012BB 0.010000% 74926YVE8 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Royal Bank of Canada N/A N/A N N 10515000.00 10515000.00 0.0053 N 10515000.00 10515000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES Fiscal 2013CC 0.020000% 76252PBK4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Barclays Bank PLC N/A N/A N N 10540000.00 10540000.00 0.0053 N 10540000.00 10540000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES Fiscal 2012BB 0.020000% 76252PCN7 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Barclays Bank PLC N/A N/A N N 4000000.00 4000000.00 0.0020 N 4000000.00 4000000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES Fiscal 2014DD 0.020000% 88033LC80 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 4000000.00 4000000.00 0.0020 N 4000000.00 4000000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES Fiscal 2012FF 0.020000% 88033LRU5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 19640000.00 19640000.00 0.0100 N 19640000.00 19640000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2016 BB-1 0.010000% 88033MLB1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y STATE STREET BANK AND TRUST COMPANY N/A N/A N N 10130000.00 10130000.00 0.0051 N 10130000.00 10130000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY REV WATER & SEWER SERIES 2011HH 0.010000% 88033MMY0 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Royal Bank of Canada N/A N/A N N 14700000.00 14700000.00 0.0075 N 14700000.00 14700000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES Fiscal 2007B 0.020000% 46632PSE4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 7495000.00 7495000.00 0.0038 N 7495000.00 7495000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES Fiscal 2010A1 0.020000% 46633VDB2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 11000000.00 11000000.00 0.0056 N 11000000.00 11000000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES Fiscal 2011D1 0.020000% 46633VQ36 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 3750000.00 3750000.00 0.0019 N 3750000.00 3750000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES Fiscal 2013F1 0.020000% 46636Y7R5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 3240000.00 3240000.00 0.0016 N 3240000.00 3240000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV SPECIAL TAX SERIES 2001A 0.010000% 649716WE3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 10100000.00 10100000.00 0.0051 N 10100000.00 10100000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY 0.010000% 64971KGF7 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 Y Royal Bank of Canada N/A N/A N N 2500000.00 2500000.00 0.0013 N 2500000.00 2500000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES C1 0.010000% 64971MNB4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Credit Suisse AG N/A N/A N N 6000000.00 6000000.00 0.0030 N 6000000.00 6000000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES Fiscal 2012F1 0.020000% 64971Q6S7 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Morgan Stanley Bank NA N/A N/A N N 7500000.00 7500000.00 0.0038 N 7500000.00 7500000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES Fiscal 2012F1 0.020000% 64971Q6W8 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Morgan Stanley Bank NA N/A N/A N N 3400000.00 3400000.00 0.0017 N 3400000.00 3400000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES 2011E 5.000000% 64971QCP6 Other Municipal Debt N Unrated Security N/A N/A 2016-11-01 2016-11-01 N N N 175000.00 180952.23 0.0001 N 181030.50 181030.50 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES 2012C 4.000000% 64971QNP4 Other Municipal Debt N Unrated Security N/A N/A 2016-11-01 2016-11-01 N N N 235000.00 241314.77 0.0001 N 241298.00 241298.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES 2014D-1 2.000000% 64971WDQ0 Other Municipal Debt N Unrated Security N/A N/A 2016-02-01 2016-02-01 N N N 450000.00 450000.00 0.0002 N 450000.00 450000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES 2015 A-1 4.000000% 64971WFN5 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 100000.00 101781.75 0.0001 N 101832.00 101832.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES Fiscal 2014A1 0.020000% 64971WGY0 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Morgan Stanley Bank NA N/A N/A N N 5780000.00 5780000.00 0.0029 N 5780000.00 5780000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES Fiscal 2015A1 0.020000% 64971WHA1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Morgan Stanley Bank NA N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES 2003B 5.000000% 64971WHH6 Other Municipal Debt N Unrated Security N/A N/A 2016-02-01 2016-02-01 N N N 1920000.00 1920000.00 0.0010 N 1920000.00 1920000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES FY2014B1 5.000000% 64971WSK7 Other Municipal Debt N Unrated Security N/A N/A 2016-11-01 2016-11-01 N N N 225000.00 232549.57 0.0001 N 232701.75 232701.75 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES 2016A5 0.010000% 64971WUR9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 Y Royal Bank of Canada N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY (NEW YORK STATE OF) SERIES 2007S-1 5.000000% 64972HAR3 Other Municipal Debt N Unrated Security N/A N/A 2016-07-15 2016-07-15 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 100000.00 102082.93 0.0001 N 102130.00 102130.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY (NEW YORK STATE OF) SERIES S-1 5.000000% 64972HJD5 Other Municipal Debt N Unrated Security N/A N/A 2016-07-15 2016-07-15 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 100000.00 102087.34 0.0001 N 102130.00 102130.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY (NEW YORK STATE OF) SERIES 2011 S1A 5.000000% 64972HQE5 Other Municipal Debt N Unrated Security N/A N/A 2016-07-15 2016-07-15 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 250000.00 255141.52 0.0001 N 255325.00 255325.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY (NEW YORK STATE OF) SERIES Fiscal 2008S1 0.020000% 64972HRC8 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Citibank NA N/A N/A N Y Corporate Underlier NEW YORK STATE OF N/A N/A 6000000.00 6000000.00 0.0030 N 6000000.00 6000000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY (NEW YORK STATE OF) SERIES 2012 S1A 5.000000% 64972HSP8 Other Municipal Debt N Unrated Security N/A N/A 2016-07-15 2016-07-15 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 350000.00 357307.90 0.0002 N 357455.00 357455.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY (NEW YORK STATE OF) SERIES 2013 S-1 5.000000% 64972HTZ5 Other Municipal Debt N Unrated Security N/A N/A 2016-07-15 2016-07-15 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 1040000.00 1062029.30 0.0005 N 1062152.00 1062152.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY (NEW YORK STATE OF) SERIES Fiscal 2015S1 0.020000% 64972HWC2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Morgan Stanley Bank NA N/A N/A N Y Corporate Underlier NEW YORK STATE OF N/A N/A 4000000.00 4000000.00 0.0020 N 4000000.00 4000000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES E1 0.010000% 74926YC82 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Royal Bank of Canada N/A N/A N N 4835000.00 4835000.00 0.0025 N 4835000.00 4835000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY (NEW YORK STATE OF) SERIES Fiscal 2015S2 0.020000% 88033MBG1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Toronto-Dominion Bank/The N/A N/A N Y Corporate Underlier NEW YORK STATE OF N/A N/A 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY (NEW YORK STATE OF) SERIES Fiscal 2015S2 0.020000% 88033MEU7 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Citibank NA N/A N/A N Y Corporate Underlier NEW YORK STATE OF N/A N/A 8000000.00 8000000.00 0.0041 N 8000000.00 8000000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES 2016A-1 0.020000% 88033MGQ4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 1500000.00 1500000.00 0.0008 N 1500000.00 1500000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY SERIES 2016C 0.020000% 88033MKK2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Morgan Stanley Bank NA N/A N/A N N 10000000.00 10000000.00 0.0051 N 10000000.00 10000000.00 NEW YORK CITY TRANSITIONAL FIN AUTH REV CITY (NEW YORK STATE OF) REVENUE ANTICIPATION NOTE SERIES Fiscal 2009S4 0.030000% 94985NHA2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Wells Fargo & Company N/A N/A N Y Corporate Underlier NEW YORK STATE OF N/A N/A 16435000.00 16435000.00 0.0083 N 16435000.00 16435000.00 NEW YORK CITY TRUST FOR CULTURAL RESOURCES (NY) REV EDUCATIONAL INSTITUTION (AMERICAN MUSEUM OF NATURAL HISTORY) SERIES 2014B2 0.020000% 64972SAC2 Other Municipal Debt N First Tier Security N/A N/A 2016-02-04 2016-06-10 N N Y Corporate Underlier American Museum of Natural History N/A N/A 13490000.00 13490000.00 0.0068 N 13478128.80 13478128.80 NEW YORK LIBERTY DEVELOPMENT CORP REV CITY (PORT AUTHORITY OF NEW YORK & NEW JERSEY) SERIES 2011 0.030000% 46636YEJ5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier PORT AUTHORITY OF NEW YORK & NEW JERSEY N/A N/A 5815000.00 5815000.00 0.0030 N 5815000.00 5815000.00 NEW YORK N Y REV CITY SERIES Fiscal 2008E 0.010000% 18886PM51 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y STATE STREET BANK AND TRUST COMPANY N/A N/A N N 18695000.00 18695000.00 0.0095 N 18695000.00 18695000.00 NEW YORK N Y GO SERIES Fiscal 2013A1 0.020000% 46640KAC8 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 3750000.00 3750000.00 0.0019 N 3750000.00 3750000.00 NEW YORK N Y GO SERIES 2006I-1 5.000000% 64966FC51 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N N 100000.00 100758.77 0.0001 N 100797.00 100797.00 NEW YORK N Y GO SERIES 2006J-1 4.000000% 64966FK86 Other Municipal Debt N Unrated Security N/A N/A 2016-06-01 2016-06-01 N N N 100000.00 101162.60 0.0001 N 101244.00 101244.00 NEW YORK N Y GO SERIES 2008L-1 5.000000% 64966G3S9 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N N 465000.00 468487.08 0.0002 N 468706.05 468706.05 NEW YORK N Y GO SERIES Fiscal 2008L1 0.020000% 64966G6D9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-04 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 6660000.00 6660000.00 0.0034 N 6660000.00 6660000.00 NEW YORK N Y GO SERIES 2009 A-1 4.000000% 64966G6Y3 Other Municipal Debt N Unrated Security N/A N/A 2016-08-15 2016-08-15 N N N 200000.00 203787.25 0.0001 N 203962.00 203962.00 NEW YORK N Y GO SERIES 2003 G-5 5.000000% 64966G7T3 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 100000.00 102281.96 0.0001 N 102331.00 102331.00 NEW YORK N Y GO SERIES 2007D 5.000000% 64966GAJ1 Other Municipal Debt N Unrated Security N/A N/A 2016-02-01 2016-02-01 N N N 300000.00 300000.00 0.0002 N 300000.00 300000.00 NEW YORK N Y GO SERIES 2009 G 4.000000% 64966GD41 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 100000.00 101776.93 0.0001 N 101837.00 101837.00 NEW YORK N Y GO SERIES 2008A-1 4.150000% 64966GLN0 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 200000.00 203716.47 0.0001 N 203822.00 203822.00 NEW YORK N Y GO SERIES 2008A-1 4.500000% 64966GLP5 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 335000.00 341848.50 0.0002 N 341981.40 341981.40 NEW YORK N Y GO SERIES 2008 A-1 5.000000% 64966GLQ3 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 375000.00 383412.80 0.0002 N 383741.25 383741.25 NEW YORK N Y GO SERIES 2008A1 5.000000% 64966GM90 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 100000.00 102286.67 0.0001 N 102331.00 102331.00 NEW YORK N Y GO SERIES 2008I-1 4.500000% 64966GR38 Other Municipal Debt N Unrated Security N/A N/A 2016-02-01 2016-02-01 N N N 265000.00 265000.00 0.0001 N 265000.00 265000.00 NEW YORK N Y GO SERIES 2008i-1 5.000000% 64966GR46 Other Municipal Debt N Unrated Security N/A N/A 2016-02-01 2016-02-01 N N N 635000.00 635000.00 0.0003 N 635000.00 635000.00 NEW YORK N Y GO SERIES 2008A-1 5.000000% 64966GSW3 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 1085000.00 1109987.68 0.0006 N 1110291.35 1110291.35 NEW YORK N Y GO SERIES 2008J-1 5.000000% 64966GX80 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 400000.00 409150.14 0.0002 N 409324.00 409324.00 NEW YORK N Y GO SERIES 2008 E 5.000000% 64966GYZ9 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 280000.00 286374.17 0.0001 N 286526.80 286526.80 NEW YORK N Y GO SERIES 2008 D-4 0.010000% 64966GZR6 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y BANK OF MONTREAL N/A N/A N N 7050000.00 7050000.00 0.0036 N 7050000.00 7050000.00 NEW YORK N Y GO SERIES 2011E 5.000000% 64966H2Y5 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 350000.00 357986.34 0.0002 N 358158.50 358158.50 NEW YORK N Y GO SERIES 2009 B1 5.250000% 64966HAS9 Other Municipal Debt N Unrated Security N/A N/A 2016-09-01 2016-09-01 N N N 130000.00 133648.20 0.0001 N 133695.90 133695.90 NEW YORK N Y GO SERIES 2009 C 5.250000% 64966HBP4 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 175000.00 179242.21 0.0001 N 179294.50 179294.50 NEW YORK N Y GO SERIES 2011 B 4.000000% 64966HC65 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 400000.00 407117.36 0.0002 N 407348.00 407348.00 NEW YORK N Y GO SERIES 2009H-1 5.000000% 64966HGN4 Other Municipal Debt N Unrated Security N/A N/A 2016-03-01 2016-03-01 N N N 615000.00 617264.41 0.0003 N 617466.15 617466.15 NEW YORK N Y GO SERIES Fiscal 2009 H1 0.020000% 64966HHH6 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-04 2016-02-05 Y Morgan Stanley Bank NA N/A N/A N N 15000000.00 15000000.00 0.0076 N 15000000.00 15000000.00 NEW YORK N Y GO SERIES Fiscal 2009J1 0.010000% 64966HMA5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Citibank NA N/A N/A N N 23225000.00 23225000.00 0.0118 N 23225000.00 23225000.00 NEW YORK N Y GO SERIES Fiscal 2005C3 0.010000% 64966HMG2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-04 2016-02-05 Y Credit Suisse AG N/A N/A N N 8700000.00 8700000.00 0.0044 N 8700000.00 8700000.00 NEW YORK N Y GO SERIES FY2010B 4.000000% 64966HNF3 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 100000.00 101756.40 0.0001 N 101837.00 101837.00 NEW YORK N Y GO SERIES 2009C 5.000000% 64966HPM6 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 100000.00 102235.47 0.0001 N 102331.00 102331.00 NEW YORK N Y GO SERIES 2010 E 4.000000% 64966HSA9 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 400000.00 407172.90 0.0002 N 407348.00 407348.00 NEW YORK N Y GO SERIES 2010 E 5.000000% 64966HSB7 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 350000.00 357979.85 0.0002 N 358158.50 358158.50 NEW YORK N Y REV PUBLIC SERVICES SERIES 2010G-4 0.010000% 64966HXT2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Barclays Bank PLC N/A N/A N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 NEW YORK N Y GO SERIES 2010H-2 3.000000% 64966HZG8 Other Municipal Debt N Unrated Security N/A N/A 2016-06-01 2016-06-01 N N N 100000.00 100821.63 0.0001 N 100917.00 100917.00 NEW YORK N Y GO SERIES 2010H-2 5.000000% 64966HZV5 Other Municipal Debt N Unrated Security N/A N/A 2016-06-01 2016-06-01 N N N 300000.00 304540.75 0.0002 N 304716.00 304716.00 NEW YORK N Y GO SERIES 2013B 5.000000% 64966J3J3 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 135000.00 138094.41 0.0001 N 138146.85 138146.85 NEW YORK N Y GO SERIES F1994 A5 5.000000% 64966J3T1 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 335000.00 342651.05 0.0002 N 342808.85 342808.85 NEW YORK N Y GO SERIES 2012G-3 0.010000% 64966JB47 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Citibank NA N/A N/A Y Citibank NA N/A N/A N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 NEW YORK N Y GO SERIES 2012 G-4 0.010000% 64966JB54 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 Y Citibank NA N/A N/A Y Citibank NA N/A N/A N 9600000.00 9600000.00 0.0049 N 9600000.00 9600000.00 NEW YORK N Y GO SERIES 2012G-1 5.000000% 64966JC95 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N N 140000.00 141041.99 0.0001 N 141115.80 141115.80 NEW YORK N Y GO SERIES 2011 I-1 4.000000% 64966JEJ1 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 150000.00 152608.54 0.0001 N 152755.50 152755.50 NEW YORK N Y GO SERIES 2011 I-1 5.000000% 64966JEQ5 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 410000.00 419281.04 0.0002 N 419557.10 419557.10 NEW YORK N Y GO SERIES 2012-I 5.000000% 64966JM60 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 235000.00 240403.41 0.0001 N 240477.85 240477.85 NEW YORK N Y GO SERIES 2012B 4.000000% 64966JNM4 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 410000.00 417340.92 0.0002 N 417531.70 417531.70 NEW YORK N Y GO SERIES 2004 H-A 5.000000% 64966JSY3 Other Municipal Debt N Unrated Security N/A N/A 2016-03-01 2016-03-01 N N N 150000.00 150545.16 0.0001 N 150601.50 150601.50 NEW YORK N Y GO SERIES 2012E 5.000000% 64966JUC8 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 550000.00 562613.38 0.0003 N 562820.50 562820.50 NEW YORK N Y GO SERIES 2012F 5.000000% 64966JVN3 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 2570000.00 2629222.44 0.0013 N 2629906.70 2629906.70 NEW YORK N Y GO SERIES 2003 C-A 5.000000% 64966K4E0 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 420000.00 429694.31 0.0002 N 429790.20 429790.20 NEW YORK N Y GO SERIES 2002C 4.000000% 64966K4K6 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 245000.00 249282.64 0.0001 N 249500.65 249500.65 NEW YORK N Y GO SERIES 2014E 5.000000% 64966K4R1 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 335000.00 342650.35 0.0002 N 342808.85 342808.85 NEW YORK N Y GO SERIES 2014F 3.000000% 64966K5M1 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 500000.00 506454.87 0.0003 N 506715.00 506715.00 NEW YORK N Y GO SERIES fiscal 2012D1 0.020000% 64966K6J7 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Morgan Stanley Bank NA N/A N/A N N 2500000.00 2500000.00 0.0013 N 2500000.00 2500000.00 NEW YORK N Y GO SERIES 2013D 5.000000% 64966KDP5 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 1150000.00 1176367.69 0.0006 N 1176806.50 1176806.50 NEW YORK N Y GO SERIES D&E 0.010000% 64966KNG4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Citibank NA N/A N/A N N 13500000.00 13500000.00 0.0068 N 13500000.00 13500000.00 NEW YORK N Y GO SERIES 2013 F-1 5.000000% 64966KQF3 Other Municipal Debt N Unrated Security N/A N/A 2016-03-01 2016-03-01 N N N 685000.00 687526.69 0.0003 N 687746.85 687746.85 NEW YORK N Y GO SERIES H 3.000000% 64966KRM7 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 125000.00 126581.67 0.0001 N 126678.75 126678.75 NEW YORK N Y GO SERIES 2014-1 4.000000% 64966KS46 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 1590000.00 1618892.55 0.0008 N 1619208.30 1619208.30 NEW YORK N Y GO SERIES Fiscal 2014A1 0.010000% 64966KT60 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Citibank NA N/A N/A N N 8000000.00 8000000.00 0.0041 N 8000000.00 8000000.00 NEW YORK N Y GO SERIES 2014B 4.000000% 64966KT94 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 825000.00 839748.22 0.0004 N 840155.25 840155.25 NEW YORK N Y GO SERIES Fiscal 2013F1 0.010000% 64966KWR0 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Credit Suisse AG N/A N/A N N 7300000.00 7300000.00 0.0037 N 7300000.00 7300000.00 NEW YORK N Y GO SERIES 2013I 4.000000% 64966KXU2 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 225000.00 229027.49 0.0001 N 229133.25 229133.25 NEW YORK N Y GO SERIES 2013J 5.000000% 64966KYP2 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 515000.00 526838.19 0.0003 N 527004.65 527004.65 NEW YORK N Y GO SERIES 2014 G 5.000000% 64966LDR9 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 360000.00 368114.21 0.0002 N 368391.60 368391.60 NEW YORK N Y GO SERIES 2014 H 5.000000% 64966LEF4 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 200000.00 204665.29 0.0001 N 204662.00 204662.00 NEW YORK N Y GO SERIES 2014J 3.000000% 64966LMW8 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 485000.00 491487.84 0.0002 N 491513.55 491513.55 NEW YORK N Y GO SERIES Fiscal 2014I1 0.020000% 88033LA41 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 2635000.00 2635000.00 0.0013 N 2635000.00 2635000.00 NEW YORK N Y GO SERIES Fiscal 2009I1 0.020000% 88033LH69 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Morgan Stanley Bank NA N/A N/A N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 NEW YORK N Y GO SERIES Fiscal 2010E 0.020000% 88033LZU6 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 3445000.00 3445000.00 0.0017 N 3445000.00 3445000.00 NEW YORK N Y CITY HSG DEV CORP REV MULTI FAM HOUSING (NAGLE AVENUE LIMITED PARTNERSHIP) SERIES 2004 A 0.020000% 64970VCJ0 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A N 4200000.00 4200000.00 0.0021 N 4200000.00 4200000.00 NEW YORK N Y CITY HSG DEV CORP REV MULTI FAM HOUSING SERIES 2005A 0.020000% 64970VCQ4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A N 4035000.00 4035000.00 0.0020 N 4035000.00 4035000.00 NEW YORK N Y CITY HSG DEV CORP REV MULTI FAM HOUSING (WEST TREMONT AVE ASSOCS LP) SERIES 2005A 0.020000% 64970VCR2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A N 3490000.00 3490000.00 0.0018 N 3490000.00 3490000.00 NEW YORK N Y CITY HSG DEV CORP REV MULTI FAM HOUSING SERIES 2013 E-2 0.010000% 64972B3A1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 32670000.00 32670000.00 0.0166 N 32670000.00 32670000.00 NEW YORK N Y CITY HSG DEV CORP REV MULTI FAM HOUSING SERIES C-3 0.010000% 64972B7N9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y TD Bank NA N/A N/A N N 3800000.00 3800000.00 0.0019 N 3800000.00 3800000.00 NEW YORK N Y CITY HSG DEV CORP REV MULTI FAM HOUSING SERIES J 0.370000% 64972CRG0 Other Municipal Debt N First Tier Security N/A N/A 2016-07-01 2016-07-01 N N N 5000000.00 5000000.00 0.0025 N 5000100.00 5000100.00 NEW YORK N Y CITY HSG DEV CORP REV MULTI FAM HOUSING SERIES 2009C1 0.020000% 88033LAX7 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 8000000.00 8000000.00 0.0041 N 8000000.00 8000000.00 NEW YORK ST ENVIRONMENTAL FACS CORP REV WATER & SEWER SERIES 2010C 0.020000% 46633VY78 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 6600000.00 6600000.00 0.0033 N 6600000.00 6600000.00 NEW YORK ST ENVIRONMENTAL FACS CORP REV WATER & SEWER (NEW YORK ST EFC NYCMWFA PROG) SERIES 2013A 0.020000% 46640KBE3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier NEW YORK ST EFC NYCMWFA PROG N/A N/A 2500000.00 2500000.00 0.0013 N 2500000.00 2500000.00 NEW YORK ST ENVIRONMENTAL FACS CORP REV WATER & SEWER SERIES 2011C 5.000000% 64985HEP8 Other Municipal Debt N Unrated Security N/A N/A 2016-05-15 2016-05-15 N N N 150000.00 151945.26 0.0001 N 152064.00 152064.00 NEW YORK ST ENVIRONMENTAL FACS CORP REV WATER & SEWER SERIES 2012B 5.000000% 64985HGB7 Other Municipal Debt N Unrated Security N/A N/A 2016-08-15 2016-08-15 N N N 200000.00 204952.20 0.0001 N 205028.00 205028.00 NEW YORK ST ENVIRONMENTAL FACS CORP REV WATER & SEWER SERIES 2012E 5.000000% 64985HJQ1 Other Municipal Debt N Unrated Security N/A N/A 2016-05-15 2016-05-15 N N N 165000.00 167167.24 0.0001 N 167270.40 167270.40 NEW YORK ST ENVIRONMENTAL FACS CORP REV WATER & SEWER SERIES 2014B 2.000000% 64985HMQ7 Other Municipal Debt N Unrated Security N/A N/A 2016-05-15 2016-05-15 N N N 375000.00 376728.58 0.0002 N 376976.25 376976.25 NEW YORK ST ENVIRONMENTAL FACS CORP REV WATER & SEWER SERIES 2011A 3.000000% 64985HPJ0 Other Municipal Debt N Unrated Security N/A N/A 2016-02-15 2016-02-15 N N N 350000.00 350349.40 0.0002 N 350399.00 350399.00 NEW YORK ST ENVIRONMENTAL FACS CORP REV WATER & SEWER (NEW YORK ST EFC NYCMWFA PROG) SERIES 2002K 5.500000% 64985WEU4 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N Y Corporate Underlier NEW YORK ST EFC NYCMWFA PROG N/A N/A 500000.00 509436.10 0.0003 N 509705.00 509705.00 NEW YORK ST ENVIRONMENTAL FACS CORP REV WATER & SEWER (NEW YORK ST EFC NYCMWFA PROG) SERIES 2013A 5.000000% 64986A2H3 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N Y Corporate Underlier NEW YORK ST EFC NYCMWFA PROG N/A N/A 100000.00 101697.67 0.0001 N 101758.00 101758.00 NEW YORK ST ENVIRONMENTAL FACS CORP REV WATER & SEWER (NEW YORK ST EFC NYCMWFA PROG) SERIES 2014A 4.000000% 64986A3P4 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N Y Corporate Underlier NEW YORK ST EFC NYCMWFA PROG N/A N/A 200000.00 202679.42 0.0001 N 202784.00 202784.00 NEW YORK ST ENVIRONMENTAL FACS CORP REV WATER & SEWER (NEW YORK ST EFC NYCMWFA PROG) SERIES 2012A 5.000000% 64986AT92 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N Y Corporate Underlier NEW YORK ST EFC NYCMWFA PROG N/A N/A 250000.00 254239.85 0.0001 N 254395.00 254395.00 NEW YORK ST ENVIRONMENTAL FACS CORP REV WATER & SEWER (NEW YORK ST EFC NYCMWFA PROG) SERIES 2007B 5.000000% 64986ATK7 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N Y Corporate Underlier NEW YORK ST EFC NYCMWFA PROG N/A N/A 415000.00 422007.55 0.0002 N 422295.70 422295.70 NEW YORK ST ENVIRONMENTAL FACS CORP REV WATER & SEWER (NEW YORK ST EFC NYCMWFA PROG) SERIES 2007C 5.000000% 64986AUZ2 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N Y Corporate Underlier NEW YORK ST EFC NYCMWFA PROG N/A N/A 650000.00 660979.47 0.0003 N 661427.00 661427.00 NEW YORK ST ENVIRONMENTAL FACS CORP REV WATER & SEWER (NEW YORK ST EFC NYCMWFA PROG) SERIES 2008A 5.000000% 64986AXS5 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N Y Corporate Underlier NEW YORK ST EFC NYCMWFA PROG N/A N/A 100000.00 101718.23 0.0001 N 101758.00 101758.00 NEW YORK ST ENVIRONMENTAL FACS CORP REV WATER & SEWER (NEW YORK ST EFC NYCMWFA PROG) SERIES 2013A 3.000000% 64986AY62 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N Y Corporate Underlier NEW YORK ST EFC NYCMWFA PROG N/A N/A 445000.00 449260.32 0.0002 N 449565.70 449565.70 NEW YORK ST ENVIRONMENTAL FACS CORP REV WATER & SEWER (NEW YORK ST EFC NYCMWFA PROG) SERIES SUB SRF 5.000000% 64986AYR6 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N Y Corporate Underlier NEW YORK ST EFC NYCMWFA PROG N/A N/A 225000.00 228756.53 0.0001 N 228955.50 228955.50 NEW YORK ST HSG FIN AGY REV MULTI FAM HOUSING (LIBERTY STREET REALTY LLC) SERIES 2003A 0.010000% 64986MC78 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y FEDERAL HOME LOAN MORTGAGE CORPORATION N/A N/A Y FEDERAL HOME LOAN MORTGAGE CORPORATION N/A N/A N 7625000.00 7625000.00 0.0039 N 7625000.00 7625000.00 NEW YORK ST HSG FIN AGY REV MULTI FAM HOUSING (BLUE CASSEL SITE A REALTY LLC) SERIES 2006A1 0.020000% 64986MF34 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A Y JPMorgan Chase Bank NA N/A N/A N 5700000.00 5700000.00 0.0029 N 5700000.00 5700000.00 NEW YORK ST HSG FIN AGY REV HOUSING (CAPITOL GREEN APARTMENTS NY) SERIES 2006A 0.010000% 64986MJ22 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A N 10900000.00 10900000.00 0.0055 N 10900000.00 10900000.00 NEW YORK ST HSG FIN AGY REV MULTI FAM HOUSING SERIES 2004A 0.010000% 64986MJ55 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A N 29000000.00 29000000.00 0.0147 N 29000000.00 29000000.00 NEW YORK ST HSG FIN AGY REV MULTI FAM HOUSING SERIES 2000 A 0.010000% 64986MJY2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A N 5300000.00 5300000.00 0.0027 N 5300000.00 5300000.00 NEW YORK ST HSG FIN AGY REV MULTI FAM HOUSING SERIES 2007A 0.010000% 64986MK79 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A N 42500000.00 42500000.00 0.0216 N 42500000.00 42500000.00 NEW YORK ST HSG FIN AGY REV HOUSING SERIES 2000A 0.010000% 64986MLE3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A N 21000000.00 21000000.00 0.0107 N 21000000.00 21000000.00 NEW YORK ST HSG FIN AGY REV MULTI FAM HOUSING (MAIDEN LANE PROPERTIES LLC) SERIES 2004A 0.010000% 64986MM28 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A N 53675000.00 53675000.00 0.0272 N 53675000.00 53675000.00 NEW YORK ST HSG FIN AGY REV MULTI FAM HOUSING SERIES 2008A 0.020000% 64986MS89 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Citibank NA N/A N/A Y Citibank NA N/A N/A N 6100000.00 6100000.00 0.0031 N 6100000.00 6100000.00 NEW YORK ST HSG FIN AGY REV MULTI FAM HOUSING (BILTMORE TOWER LLC) SERIES 2002A 0.010000% 64986MYC3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A N 16700000.00 16700000.00 0.0085 N 16700000.00 16700000.00 NEW YORK ST HSG FIN AGY REV PHA (BILTMORE TOWER LLC) SERIES 2003A 0.010000% 64986MYE9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A N 43300000.00 43300000.00 0.0220 N 43300000.00 43300000.00 NEW YORK ST HSG FIN AGY REV HOUS SINGL (RIP VAN WINKLE LLC) SERIES 2004 A 0.010000% 64986MZN8 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y FEDERAL HOME LOAN MORTGAGE CORPORATION N/A N/A Y FEDERAL HOME LOAN MORTGAGE CORPORATION N/A N/A N 10700000.00 10700000.00 0.0054 N 10700000.00 10700000.00 NEW YORK ST HSG FIN AGY REV MULTI FAM HOUSING (OCEAN PARK ACQUISITION LP) SERIES 2005 A 0.020000% 64986MZQ1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A N 28400000.00 28400000.00 0.0144 N 28400000.00 28400000.00 NEW YORK ST HSG FIN AGY REV MULTI FAM HOUSING SERIES 2014A 0.010000% 64986U2E6 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y BANK OF NEW YORK MELLON/THE N/A N/A Y BANK OF NEW YORK MELLON/THE N/A N/A N 4200000.00 4200000.00 0.0021 N 4200000.00 4200000.00 NEW YORK ST HSG FIN AGY REV MULTI FAM HOUSING (625 WEST 57th STREET HOUSING NY) SERIES 2015 A-1 0.010000% 64986U2F3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y BANK OF NEW YORK MELLON/THE N/A N/A Y BANK OF NEW YORK MELLON/THE N/A N/A N 15715000.00 15715000.00 0.0080 N 15715000.00 15715000.00 NEW YORK ST HSG FIN AGY REV MULTI FAM HOUSING (625 WEST 57th STREET HOUSING NY) SERIES A-2 0.010000% 64986U2H9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y BANK OF NEW YORK MELLON/THE N/A N/A Y BANK OF NEW YORK MELLON/THE N/A N/A N 11500000.00 11500000.00 0.0058 N 11500000.00 11500000.00 NEW YORK ST HSG FIN AGY REV MULTI FAM HOUSING SERIES 2014A 0.010000% 64986U4D6 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A N 15075000.00 15075000.00 0.0076 N 15075000.00 15075000.00 NEW YORK ST HSG FIN AGY REV MULTI FAM HOUSING (RIVERSIDE CENTER PARCEL 2 BIT ASSOCIATES LLC) SERIES 2015A-1 0.010000% 64986U6G7 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Bank of America NA N/A N/A Y Bank of America NA N/A N/A N 10000000.00 10000000.00 0.0051 N 10000000.00 10000000.00 NEW YORK ST HSG FIN AGY REV HOUS SINGL SERIES 2014A 0.010000% 64986UL62 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 3150000.00 3150000.00 0.0016 N 3150000.00 3150000.00 NEW YORK ST HSG FIN AGY REV MULTI FAM HOUSING (RIVER PLACE II LLC) SERIES 2008 A 0.010000% 64986UMP9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A N 26055000.00 26055000.00 0.0132 N 26055000.00 26055000.00 NEW YORK ST HSG FIN AGY REV MULTI FAM HOUSING (160 MADISON AVE LLC) SERIES 2014A 0.010000% 64986UR25 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 Y PNC BANK NATIONAL ASSOCIATION N/A N/A Y PNC BANK NATIONAL ASSOCIATION N/A N/A N 600000.00 600000.00 0.0003 N 600000.00 600000.00 NEW YORK ST HSG FIN AGY REV HOUSING (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2005C 0.010000% 649870JH6 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 11000000.00 11000000.00 0.0056 N 11000000.00 11000000.00 NEW YORK ST HSG FIN AGY REV HOUS SINGL SERIES 2015 A 0.010000% 64987BFF0 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 3500000.00 3500000.00 0.0018 N 3500000.00 3500000.00 NEW YORK ST LOC GOVT ASSISTANCE CORP REV PUBLIC SERVICES SERIES 2007A 5.000000% 649876G45 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N N 570000.00 574305.99 0.0003 N 574662.60 574662.60 NEW YORK ST LOC GOVT ASSISTANCE CORP REV PUBLIC SERVICES SERIES 2008A 5.000000% 649876H85 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N N 865000.00 871695.83 0.0004 N 872075.70 872075.70 NEW YORK ST LOC GOVT ASSISTANCE CORP REV PUBLIC SERVICES SERIES 2008C 5.000000% 649876N88 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N N 370000.00 372780.48 0.0002 N 373026.60 373026.60 NEW YORK ST LOC GOVT ASSISTANCE CORP REV PUBLIC SERVICES SERIES 2010A 5.000000% 649876T66 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N N 450000.00 453435.86 0.0002 N 453681.00 453681.00 NEW YORK ST LOC GOVT ASSISTANCE CORP REV PUBLIC SERVICES SERIES 2010B 5.000000% 649876V55 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N N 200000.00 201492.48 0.0001 N 201636.00 201636.00 NEW YORK ST LOC GOVT ASSISTANCE CORP REV PUBLIC SERVICES SERIES 2011A 5.000000% 649876X46 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N N 440000.00 443335.20 0.0002 N 443599.20 443599.20 NEW YORK ST MORTGAGE AGENCY REV HOUS SINGL (NEW YORK ST MTG AGY HOMEOWNER MTG) SERIES 183 0.850000% 649883XY6 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N Y Corporate Underlier NEW YORK ST MTG AGY HOMEOWNER MTG N/A N/A 150000.00 150085.07 0.0001 N 150087.00 150087.00 NEW YORK ST MTG AGY HOMEOWNER MTG REV HOUS SINGL SERIES 144 0.010000% 649883DQ5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 Y JPMorgan Chase Bank NA N/A N/A N N 600000.00 600000.00 0.0003 N 600000.00 600000.00 NEW YORK ST MTG AGY HOMEOWNER MTG REV HOUS SINGL SERIES 147 0.010000% 649883EN1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 18880000.00 18880000.00 0.0096 N 18880000.00 18880000.00 NEW YORK ST MTG AGY HOMEOWNER MTG REV HOUS SINGL SERIES 153 0.020000% 649883HT5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Barclays Bank PLC N/A N/A N N 19490000.00 19490000.00 0.0099 N 19490000.00 19490000.00 NEW YORK ST MTG AGY HOMEOWNER MTG REV HOUS SINGL SERIES 132 0.020000% 64988P2T2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 Y Royal Bank of Canada N/A N/A N N 17580000.00 17580000.00 0.0089 N 17580000.00 17580000.00 NEW YORK ST PWR AUTH REV & GEN PURP REV SERIES 2 0.040000% 64985G3A5 Other Commercial Paper N First Tier Security N/A N/A 2016-03-22 2016-03-22 N N N 13500000.00 13500000.00 0.0068 N 13499730.00 13499730.00 NEW YORK ST PWR AUTH REV & GEN PURP REV POWER SERIES 1 0.030000% 64989MFV9 Other Commercial Paper N First Tier Security N/A N/A 2016-02-11 2016-02-11 N N N 26000000.00 26000000.00 0.0132 N 26000260.26 26000260.26 NEW YORK ST PWR AUTH REV & GEN PURP REV POWER SERIES 1&2&3 0.020000% 64989MFW7 Other Commercial Paper N First Tier Security N/A N/A 2016-02-08 2016-02-08 N N N 26500000.00 26500000.00 0.0134 N 26500000.27 26500000.27 NEW YORK ST PWR AUTH REV & GEN PURP REV POWER SERIES 1&2&3 0.030000% 64989MFY3 Other Commercial Paper N First Tier Security N/A N/A 2016-02-10 2016-02-10 N N N 20000000.00 20000000.00 0.0101 N 20000200.20 20000200.20 NEW YORK ST PWR AUTH REV & GEN PURP REV SERIES 1 0.050000% 64989MGG1 Other Commercial Paper N First Tier Security N/A N/A 2016-03-10 2016-03-10 N N N 10000000.00 10000000.00 0.0051 N 9999800.00 9999800.00 NEW YORK ST TWY AUTH GO SERIES H 0.020000% 27884FYT1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y US BANK NATIONAL ASSOCIATION N/A N/A Y US BANK NATIONAL ASSOCIATION N/A N/A N 19260000.00 19260000.00 0.0098 N 19260000.00 19260000.00 NEW YORK ST TWY AUTH REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2006A 5.000000% 650014HS5 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N Y Corporate Underlier NEW YORK ST TWY AUTH HWY & BRD N/A N/A 150000.00 151114.73 0.0001 N 151191.00 151191.00 NEW YORK ST TWY AUTH REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2006A 5.000000% 650014JC8 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N Y UNITED STATES TREASURY N/A N/A N 975000.00 982539.44 0.0005 N 982546.50 982546.50 NEW YORK ST TWY AUTH REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2007A 5.000000% 650014KG7 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N Y Corporate Underlier NEW YORK ST TWY AUTH HWY & BRD N/A N/A 990000.00 997442.85 0.0005 N 997860.60 997860.60 NEW YORK ST TWY AUTH REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2008A 5.000000% 650014MM2 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N Y Corporate Underlier NEW YORK ST TWY AUTH HWY & BRD N/A N/A 620000.00 624682.59 0.0003 N 624922.80 624922.80 NEW YORK ST TWY AUTH REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2008 B 5.000000% 650014NR0 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N Y Corporate Underlier NEW YORK ST TWY AUTH HWY & BRD N/A N/A 2325000.00 2342509.37 0.0012 N 2343460.50 2343460.50 NEW YORK ST TWY AUTH REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2010A 4.000000% 650014SS3 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N Y Corporate Underlier NEW YORK ST TWY AUTH HWY & BRD N/A N/A 125000.00 125745.89 0.0001 N 125790.00 125790.00 NEW YORK ST TWY AUTH REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2010A 5.000000% 650014ST1 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N Y Corporate Underlier NEW YORK ST TWY AUTH HWY & BRD N/A N/A 145000.00 146064.95 0.0001 N 146151.30 146151.30 NEW YORK ST TWY AUTH REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2011A-2 4.000000% 650014VC4 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N Y Corporate Underlier NEW YORK ST TWY AUTH HWY & BRD N/A N/A 195000.00 196130.20 0.0001 N 196232.40 196232.40 NEW YORK ST TWY AUTH REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2012 A 4.000000% 650014WG4 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N Y Corporate Underlier NEW YORK ST TWY AUTH HWY & BRD N/A N/A 795000.00 799733.14 0.0004 N 800024.40 800024.40 NEW YORK ST TWY AUTH REV TRANSPORTATION (NEW YORK STATE OF) SERIES 2007 5.000000% 650017VX1 Other Municipal Debt N Unrated Security N/A N/A 2016-04-01 2016-04-01 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 275000.00 277072.85 0.0001 N 277183.50 277183.50 NEW YORK ST TWY AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2007A 4.000000% 650028LY7 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 350000.00 351524.76 0.0002 N 351603.00 351603.00 NEW YORK ST TWY AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2007A 5.000000% 650028LZ4 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 350000.00 351879.60 0.0002 N 352009.00 352009.00 NEW YORK ST TWY AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2008A 5.000000% 650028NT6 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 325000.00 326808.94 0.0002 N 326868.75 326868.75 NEW YORK ST TWY AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2009A 5.000000% 650028QY2 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 345000.00 346863.61 0.0002 N 346980.30 346980.30 NEW YORK ST TWY AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2010A 5.000000% 650028SF1 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 710000.00 713883.13 0.0004 N 714075.40 714075.40 NEW YORK ST TWY AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2011A 4.000000% 650028SV6 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 225000.00 225968.97 0.0001 N 226030.50 226030.50 NEW YORK ST TWY AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2012A 5.000000% 650028UW1 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 225000.00 226226.05 0.0001 N 226291.50 226291.50 NEW YORK ST URBAN DEV CORP REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2007B 0.020000% 06740GAL0 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Barclays Bank PLC N/A N/A N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 6670000.00 6670000.00 0.0034 N 6670000.00 6670000.00 NEW YORK ST URBAN DEV CORP REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2009A1 0.020000% 46632PUA9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 4995000.00 4995000.00 0.0025 N 4995000.00 4995000.00 NEW YORK ST URBAN DEV CORP REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2013A1 0.020000% 46636Y4B3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 4700000.00 4700000.00 0.0024 N 4700000.00 4700000.00 NEW YORK ST URBAN DEV CORP REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2004A2 5.500000% 650034X71 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 100000.00 100596.42 0.0001 N 100632.00 100632.00 NEW YORK ST URBAN DEV CORP REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2007B 5.000000% 650035CQ9 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 100000.00 100551.67 0.0001 N 100574.00 100574.00 NEW YORK ST URBAN DEV CORP REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2013D 5.000000% 650035D39 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 910000.00 914930.56 0.0005 N 915223.40 915223.40 NEW YORK ST URBAN DEV CORP REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2007C 5.000000% 650035FV5 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 475000.00 477610.61 0.0002 N 477726.50 477726.50 NEW YORK ST URBAN DEV CORP REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2004A-3C 0.010000% 650035MJ4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 650000.00 650000.00 0.0003 N 650000.00 650000.00 NEW YORK ST URBAN DEV CORP REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2009A-1 5.000000% 650035PX0 Other Municipal Debt N Unrated Security N/A N/A 2016-12-15 2016-12-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 250000.00 259525.32 0.0001 N 260050.00 260050.00 NEW YORK ST URBAN DEV CORP REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2009B1 5.000000% 650035QX9 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 200000.00 201106.85 0.0001 N 201148.00 201148.00 NEW YORK ST URBAN DEV CORP REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2010A 5.000000% 650035VM7 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 3620000.00 3640090.74 0.0018 N 3640778.80 3640778.80 NEW YORK ST URBAN DEV CORP REV SPECIAL TAX (NEW YORK STATE OF) SERIES 2011A 4.000000% 650035VY1 Other Municipal Debt N Unrated Security N/A N/A 2016-09-15 2016-09-15 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 100000.00 102225.72 0.0001 N 102234.00 102234.00 NEW YORK ST URBAN DEV CORP REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2011A 5.000000% 650035WK0 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 2600000.00 2614991.98 0.0013 N 2614924.00 2614924.00 NEW YORK ST URBAN DEV CORP REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2013A1 0.020000% 88033LA25 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 NEW YORK ST URBAN DEV CORP REV PUBLIC SERVICES (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2014A 0.020000% 88033LWS4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 7500000.00 7500000.00 0.0038 N 7500000.00 7500000.00 NEW YORK STATE OF GO SERIES 2008A 4.000000% 6497875W4 Other Municipal Debt N Unrated Security N/A N/A 2016-03-01 2016-03-01 N N N 100000.00 100290.94 0.0001 N 100321.00 100321.00 NEW YORK STATE OF GO SERIES 2009A 5.000000% 6497877J1 Other Municipal Debt N Unrated Security N/A N/A 2016-02-15 2016-02-15 N N N 260000.00 260461.07 0.0001 N 260491.40 260491.40 NEW YORK STATE OF GO SERIES 2006A 5.000000% 649787U89 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N N 640000.00 643597.37 0.0003 N 643795.20 643795.20 NEW YORK STATE OF GO SERIES 2009C 3.000000% 649791AH3 Other Municipal Debt N Unrated Security N/A N/A 2016-02-01 2016-02-01 N N N 1140000.00 1140000.00 0.0006 N 1140000.00 1140000.00 NEW YORK STATE OF GO SERIES 2010A 3.000000% 649791BD1 Other Municipal Debt N Unrated Security N/A N/A 2016-03-01 2016-03-01 N N N 595000.00 596262.87 0.0003 N 596422.05 596422.05 NEW YORK STATE OF GO SERIES 2011A 5.000000% 649791DC1 Other Municipal Debt N Unrated Security N/A N/A 2016-02-15 2016-02-15 N N N 100000.00 100172.40 0.0001 N 100189.00 100189.00 NEW YORK STATE OF GO SERIES 2013A 5.000000% 649791GZ7 Other Municipal Debt N Unrated Security N/A N/A 2016-03-01 2016-03-01 N N N 1000000.00 1003788.43 0.0005 N 1004040.00 1004040.00 NEW YORK STATE OF GO SERIES 2013C 5.000000% 649791HY9 Other Municipal Debt N Unrated Security N/A N/A 2016-04-15 2016-04-15 N N N 3000000.00 3029053.04 0.0015 N 3029790.00 3029790.00 NIAGARA CNTY N Y GO BOND ANTICIPATION NOTE SERIES 2015B 1.250000% 653352T46 Other Municipal Debt N Unrated Security N/A N/A 2016-05-12 2016-05-12 N N N 9017615.00 9040172.38 0.0046 N 9032854.77 9032854.77 NORTH HEMPSTEAD N Y GO BOND ANTICIPATION NOTE SERIES A 0.850000% 659666QC8 Other Municipal Debt N Unrated Security N/A N/A 2016-04-06 2016-04-06 N N N 22000000.00 22023546.03 0.0112 N 22026400.00 22026400.00 NORTH SYRACUSE N Y CENT SCH DIST GO BOND ANTICIPATION NOTE SERIES 2015 1.500000% 662735NP0 Other Municipal Debt N Unrated Security N/A N/A 2016-08-12 2016-08-12 N N N 9956585.00 10010379.83 0.0051 N 10008060.54 10008060.54 NY ST DORM AUTH GO (ST JOHNS UNIV N Y) SERIES 2007C 0.010000% 18886PUB9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y STATE STREET BANK AND TRUST COMPANY N/A N/A Y STATE STREET BANK AND TRUST COMPANY N/A N/A N 26020000.00 26020000.00 0.0132 N 26020000.00 26020000.00 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2013A 0.020000% 46640KDH4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 NY ST DORM AUTH REV UNIVERSITY (CORNELL UNIVERSITY) 0.080000% 64983LUQ1 Other Commercial Paper N First Tier Security N/A N/A 2016-03-02 2016-03-02 N N Y Corporate Underlier Cornell University N/A N/A 16890000.00 16890000.00 0.0086 N 16890337.97 16890337.97 NY ST DORM AUTH REV HEALTHCARE (NEW YORK STATE OF) SERIES 2008F 4.750000% 64983M5Q7 Other Municipal Debt N Unrated Security N/A N/A 2016-02-15 2016-02-15 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 250000.00 250409.46 0.0001 N 250437.50 250437.50 NY ST DORM AUTH REV HEALTHCARE (NEW YORK STATE OF) SERIES 2009 A-1 5.000000% 64983M6T0 Other Municipal Debt N Unrated Security N/A N/A 2016-02-15 2016-02-15 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 2720000.00 2724894.57 0.0014 N 2725032.00 2725032.00 NY ST DORM AUTH REV HEALTHCARE (NEW YORK STATE OF) SERIES 2009A-1 5.000000% 64983M6V5 Other Municipal Debt N Unrated Security N/A N/A 2016-02-15 2016-02-15 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 100000.00 100174.92 0.0001 N 100183.00 100183.00 NY ST DORM AUTH REV STATE (NEW YORK STATE OF) SERIES 2009A 4.000000% 64983M8A9 Other Municipal Debt N Unrated Security N/A N/A 2016-07-01 2016-07-01 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 330000.00 334811.10 0.0002 N 334778.40 334778.40 NY ST DORM AUTH REV STATE (NEW YORK STATE OF) SERIES 2009A 5.000000% 64983M8B7 Other Municipal Debt N Unrated Security N/A N/A 2016-07-01 2016-07-01 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 990000.00 1008496.52 0.0005 N 1008394.20 1008394.20 NY ST DORM AUTH REV UNIVERSITY (CORNELL UNIVERSITY) SERIES 2004A 0.010000% 64983MF37 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y BANK OF NEW YORK MELLON/THE N/A N/A N Y Corporate Underlier Cornell University N/A N/A 5000000.00 5000000.00 0.0025 N 5000000.00 5000000.00 NY ST DORM AUTH REV UNIVERSITY (CORNELL UNIVERSITY) SERIES 2004B 0.010000% 64983MF45 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y BANK OF NEW YORK MELLON/THE N/A N/A N Y Corporate Underlier Cornell University N/A N/A 5000000.00 5000000.00 0.0025 N 5000000.00 5000000.00 NY ST DORM AUTH REV HOSPITAL (NEW YORK STATE OF) SERIES 2008D 5.000000% 64983MQ50 Other Municipal Debt N Unrated Security N/A N/A 2016-08-15 2016-08-15 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 665000.00 681431.83 0.0003 N 681458.75 681458.75 NY ST DORM AUTH REV SALES TAX (NEW YORK STATE SALES TAX BONDS) SERIES 2014A 0.020000% 64983PA84 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Morgan Stanley Bank NA N/A N/A N Y Corporate Underlier NEW YORK STATE SALES TAX BONDS N/A N/A 3300000.00 3300000.00 0.0017 N 3300000.00 3300000.00 NY ST DORM AUTH REV UNIVERSITY (COLUMBIA UNIVERSITY) SERIES 2006A 0.020000% 64983PGM7 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Citibank NA N/A N/A N Y Corporate Underlier COLUMBIA UNIVERSITY N/A N/A 8535000.00 8535000.00 0.0043 N 8535000.00 8535000.00 NY ST DORM AUTH REV UNIVERSITY (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2006C 0.020000% 64983PJT9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Citibank NA N/A N/A N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 25500000.00 25500000.00 0.0129 N 25500000.00 25500000.00 NY ST DORM AUTH REV UNIVERSITY (NEW YORK UNIVERSITY) SERIES 2009A 0.020000% 64983PZC8 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Citibank NA N/A N/A N Y Corporate Underlier New York University N/A N/A 9900000.00 9900000.00 0.0050 N 9900000.00 9900000.00 NY ST DORM AUTH REV UNIVERSITY (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2011A 0.020000% 64983PZY0 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Morgan Stanley Bank NA N/A N/A N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 5935000.00 5935000.00 0.0030 N 5935000.00 5935000.00 NY ST DORM AUTH REV HOSPITAL (CATHOLIC HEALTH SYSTEM INC) SERIES 2006B 0.010000% 64983Q5S4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y HSBC Bank USA NA N/A N/A Y HSBC BANK USA NA N/A N/A N 7200000.00 7200000.00 0.0037 N 7200000.00 7200000.00 NY ST DORM AUTH REV UNIVERSITY (CULINARY INSTITUTE OF AMERICA) SERIES 2006 0.020000% 64983QV30 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 3125000.00 3125000.00 0.0016 N 3125000.00 3125000.00 NY ST DORM AUTH REV UNIVERSITY (CULINARY INSTITUTE OF AMERICA) SERIES 2004 D 0.020000% 64983TZS5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 5400000.00 5400000.00 0.0027 N 5400000.00 5400000.00 NY ST DORM AUTH REV UNIVERSITY (CULINARY INSTITUTE OF AMERICA) SERIES 2004C 0.020000% 64983U7T1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 12800000.00 12800000.00 0.0065 N 12800000.00 12800000.00 NY ST DORM AUTH REV HOSPITAL (NEW YORK STATE OF) SERIES 2003D-2F 0.010000% 64983UKT6 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier NEW YORK STATE OF N/A N/A 5760000.00 5760000.00 0.0029 N 5760000.00 5760000.00 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2011A 5.000000% 6499023M3 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 450000.00 452460.38 0.0002 N 452583.00 452583.00 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2011C 5.000000% 6499025T6 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 350000.00 351936.99 0.0002 N 352009.00 352009.00 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2009G 4.000000% 649902K28 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 150000.00 150629.03 0.0001 N 150687.00 150687.00 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2007A 4.500000% 649902LE1 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 150000.00 150722.72 0.0001 N 150775.50 150775.50 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2007A 5.000000% 649902LF8 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 450000.00 452462.92 0.0002 N 452587.50 452587.50 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2007C 5.000000% 649902MV2 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 2520000.00 2534441.45 0.0013 N 2534490.00 2534490.00 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2008A 5.000000% 649902QU0 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 150000.00 150834.23 0.0001 N 150862.50 150862.50 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2008B 5.000000% 649902SD6 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 1450000.00 1457906.85 0.0007 N 1458337.50 1458337.50 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2010E 3.000000% 649902U27 Other Municipal Debt N Unrated Security N/A N/A 2016-02-15 2016-02-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 100000.00 100102.02 0.0001 N 100108.00 100108.00 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2009D 4.000000% 649902ZE6 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 575000.00 582779.45 0.0003 N 583280.00 583280.00 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2009D 5.000000% 649902ZK2 Other Municipal Debt N Unrated Security N/A N/A 2016-06-15 2016-06-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 600000.00 610364.30 0.0003 N 610842.00 610842.00 NY ST DORM AUTH REV UNIVERSITY (UNIVERSITY OF ROCHESTER) SERIES 2006 A-1 0.010000% 6499032J9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Barclays Bank PLC N/A N/A Y Barclays Bank Plc N/A N/A N 5400000.00 5400000.00 0.0027 N 5400000.00 5400000.00 NY ST DORM AUTH REV UNIVERSITY (UNIVERSITY OF ROCHESTER) SERIES 2006 B-1 0.010000% 6499032L4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Barclays Bank PLC N/A N/A Y Barclays Bank Plc N/A N/A N 4530000.00 4530000.00 0.0023 N 4530000.00 4530000.00 NY ST DORM AUTH REV UNIVERSITY (NEW YORK UNIVERSITY) SERIES 2008A 5.000000% 649903R29 Other Municipal Debt N Unrated Security N/A N/A 2016-07-01 2016-07-01 N N Y Corporate Underlier New York University N/A N/A 200000.00 203785.48 0.0001 N 203892.00 203892.00 NY ST DORM AUTH REV UNIVERSITY (NEW YORK UNIVERSITY) SERIES 2008B 5.000000% 649903T35 Other Municipal Debt N Unrated Security N/A N/A 2016-07-01 2016-07-01 N N Y Corporate Underlier New York University N/A N/A 200000.00 203815.98 0.0001 N 203892.00 203892.00 NY ST DORM AUTH REV MULTI FAM HOUSING (ROYAL CHARTER PROPERTIES-EAST INC) SERIES 2006A 0.010000% 649903ZG9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCIATION N/A N/A N 5800000.00 5800000.00 0.0029 N 5800000.00 5800000.00 NY ST DORM AUTH REV UNIVERSITY (CORNELL UNIVERSITY) SERIES 2009A 3.000000% 649905BY1 Other Municipal Debt N Unrated Security N/A N/A 2016-07-01 2016-07-01 N N Y Corporate Underlier Cornell University N/A N/A 250000.00 252677.65 0.0001 N 252822.50 252822.50 NY ST DORM AUTH REV SCHOOL (CORNELL UNIVERSITY) SERIES 2009A 5.000000% 649905BZ8 Other Municipal Debt N Unrated Security N/A N/A 2016-07-01 2016-07-01 N N Y Corporate Underlier Cornell University N/A N/A 275000.00 280066.26 0.0001 N 280362.50 280362.50 NY ST DORM AUTH REV SCHOOL (NEW YORK UNIVERSITY) SERIES 2009A 5.000000% 649905UH7 Other Municipal Debt N Unrated Security N/A N/A 2016-07-01 2016-07-01 N N Y Corporate Underlier New York University N/A N/A 475000.00 484088.58 0.0002 N 484243.50 484243.50 NY ST DORM AUTH REV HOSPITAL (NEW YORK STATE OF) SERIES 2015 2.000000% 6499073P5 Other Municipal Debt N Unrated Security N/A N/A 2016-02-15 2016-02-15 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 3300000.00 3302118.83 0.0017 N 3302409.00 3302409.00 NY ST DORM AUTH REV SALES TAX (NEW YORK STATE SALES TAX BONDS) SERIES 2013A 3.000000% 64990AAB1 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE SALES TAX BONDS N/A N/A 2000000.00 2006715.68 0.0010 N 2006860.00 2006860.00 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2012D 1.500000% 64990EFQ5 Other Municipal Debt N Unrated Security N/A N/A 2016-02-15 2016-02-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 150000.00 150068.33 0.0001 N 150079.50 150079.50 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2012D 5.000000% 64990EM95 Other Municipal Debt N Unrated Security N/A N/A 2016-02-15 2016-02-15 N Y UNITED STATES TREASURY N/A N/A N 35000.00 35063.71 0.0000 N 35055.30 35055.30 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2010E 5.000000% 64990EPA9 Other Municipal Debt N Unrated Security N/A N/A 2016-02-15 2016-02-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 100000.00 100171.41 0.0001 N 100186.00 100186.00 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2012D 5.000000% 64990EQ67 Other Municipal Debt N Unrated Security N/A N/A 2016-02-15 2016-02-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 1115000.00 1117029.67 0.0006 N 1117073.90 1117073.90 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2010A 5.000000% 64990ES73 Other Municipal Debt N Unrated Security N/A N/A 2016-02-15 2016-02-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 845000.00 846505.50 0.0004 N 846571.70 846571.70 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2009A 5.000000% 64990EXF9 Other Municipal Debt N Unrated Security N/A N/A 2016-02-15 2016-02-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 1425000.00 1427598.30 0.0007 N 1427650.50 1427650.50 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2006D 5.000000% 64990EZ59 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N Y UNITED STATES TREASURY N/A N/A N 80000.00 80429.28 0.0000 N 80444.00 80444.00 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2006D 5.000000% 64990EZ75 Other Municipal Debt N Unrated Security N/A N/A 2016-03-15 2016-03-15 N N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 20000.00 20107.32 0.0000 N 20114.80 20114.80 NY ST DORM AUTH REV HEALTHCARE (NEW YORK STATE OF) SERIES 2008A 5.000000% 64990HD72 Other Municipal Debt N Unrated Security N/A N/A 2016-02-15 2016-02-15 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 2740000.00 2745031.55 0.0014 N 2745069.00 2745069.00 NY ST DORM AUTH REV UNIVERSITY (NEW YORK STATE OF) SERIES 2010 5.000000% 64990HGH7 Other Municipal Debt N Unrated Security N/A N/A 2016-07-01 2016-07-01 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 450000.00 458499.66 0.0002 N 458361.00 458361.00 NY ST DORM AUTH REV HEALTHCARE (NEW YORK STATE OF) SERIES 2007 D 5.000000% 64990HTU4 Other Municipal Debt N Unrated Security N/A N/A 2016-02-15 2016-02-15 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 295000.00 295499.48 0.0001 N 295539.85 295539.85 NY ST DORM AUTH REV SPECIAL TAX (CORNELL UNIVERSITY) SERIES 2006A 0.040000% 74703YMF4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-04 2016-02-05 Y Bank of America NA N/A N/A N Y Corporate Underlier Cornell University N/A N/A 9865000.00 9865000.00 0.0050 N 9865000.00 9865000.00 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2010F 0.040000% 74703YXU9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Bank of America NA N/A N/A N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 5000000.00 5000000.00 0.0025 N 5000000.00 5000000.00 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2014C 0.020000% 88033LSG5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 8000000.00 8000000.00 0.0041 N 8000000.00 8000000.00 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2015B 0.020000% 88033MGT8 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 5210000.00 5210000.00 0.0026 N 5210000.00 5210000.00 NY ST DORM AUTH REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2015B 0.020000% 88033MGW1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier NEW YORK STATE PERSONAL INCOME TAX BONDS N/A N/A 1875000.00 1875000.00 0.0010 N 1875000.00 1875000.00 OCEANSIDE N Y UN FREE SCH DIST GO TAX ANTICIPATION NOTE SERIES 2015-16 2.000000% 675498JK6 Other Municipal Debt N Unrated Security N/A N/A 2016-06-21 2016-06-21 N N N 13500000.00 13575496.57 0.0069 N 13577220.00 13577220.00 PATCHOGUE-MEDFORD N Y UN FREE SCH DIST GO TAX ANTICIPATION NOTE SERIES 2015-16 1.750000% 703023PT2 Other Municipal Debt N Unrated Security N/A N/A 2016-06-24 2016-06-24 N N N 10000000.00 10055227.59 0.0051 N 10054100.00 10054100.00 PORT AUTHORITY OF NEW YORK & NEW JERSEY REV TRANSPORTATION SERIES 148th 0.020000% 73358T4P3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Morgan Stanley Bank NA N/A N/A N N 9990500.00 9990500.00 0.0051 N 9990500.00 9990500.00 PORT AUTHORITY OF NEW YORK & NEW JERSEY REV TRANSPORTATION SERIES 144th 0.020000% 73358TWC1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-04 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 750000.00 750000.00 0.0004 N 750000.00 750000.00 PORT AUTHORITY OF NEW YORK & NEW JERSEY REV TRANSPORTATION SERIES 179th 0.020000% 73358WRM8 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Citibank NA N/A N/A N N 2580000.00 2580000.00 0.0013 N 2580000.00 2580000.00 PORT AUTHORITY OF NEW YORK & NEW JERSEY REV PUBLIC SERVICES SERIES 185 5.000000% 73358WTF1 Other Municipal Debt N Unrated Security N/A N/A 2016-09-01 2016-09-01 N N N 245000.00 251384.34 0.0001 N 251409.20 251409.20 PORT AUTHORITY OF NEW YORK & NEW JERSEY REV TRANSPORTATION SERIES 186 4.000000% 73358WUK8 Other Municipal Debt N Unrated Security N/A N/A 2016-10-15 2016-10-15 N N N 100000.00 102495.26 0.0001 N 102442.00 102442.00 PORT AUTHORITY OF NEW YORK & NEW JERSEY REV TRANSPORTATION SERIES B 0.040000% 73359BJG5 Other Commercial Paper N First Tier Security N/A N/A 2016-03-08 2016-03-08 N N N 10530000.00 10530000.00 0.0053 N 10530526.61 10530526.61 PORT AUTHORITY OF NEW YORK & NEW JERSEY REV TRANSPORTATION SERIES B 0.040000% 73359BJN0 Other Commercial Paper N First Tier Security N/A N/A 2016-04-12 2016-04-12 N N N 1045000.00 1045000.00 0.0005 N 1045167.21 1045167.21 PORT AUTHORITY OF NEW YORK & NEW JERSEY REV TRANSPORTATION SERIES B 0.050000% 73359BJQ3 Other Commercial Paper N First Tier Security N/A N/A 2016-04-26 2016-04-26 N N N 14360000.00 14360000.00 0.0073 N 14362728.54 14362728.54 PORT AUTHORITY OF NEW YORK & NEW JERSEY REV TRANSPORTATION SERIES 194th 0.010000% 88033MHJ9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Citibank NA N/A N/A N N 1220000.00 1220000.00 0.0006 N 1220000.00 1220000.00 PORT AUTHORITY OF NEW YORK & NEW JERSEY REV TRANSPORTATION SERIES 194th 0.020000% 88033MHQ3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Morgan Stanley Bank NA N/A N/A N N 8500000.00 8500000.00 0.0043 N 8500000.00 8500000.00 PORT AUTHORITY OF NEW YORK & NEW JERSEY REV TRANSPORTATION SERIES 194TH 0.020000% 88033MJS7 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Morgan Stanley Bank NA N/A N/A N N 3300000.00 3300000.00 0.0017 N 3300000.00 3300000.00 RENSSELAER CNTY N Y GO BOND ANTICIPATION NOTE SERIES 2015 2.000000% 759897XE6 Other Municipal Debt N Unrated Security N/A N/A 2016-08-12 2016-08-12 N N N 11500000.00 11592002.84 0.0059 N 11591655.00 11591655.00 ROCKLAND CNTY N Y INDL DEV AGY REV HOSPITAL (ASSISTED LIVING AT NORTHERN RIVERVIEW INC) SERIES 1999 0.110000% 773561AD7 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A N 7265000.00 7265000.00 0.0037 N 7265000.00 7265000.00 ROTTERDAM-MOHONASEN N Y CENT SCH DIST GO BOND ANTICIPATION NOTE SERIES 2015 2.000000% 778850KC0 Other Municipal Debt N Unrated Security N/A N/A 2016-04-08 2016-04-08 N N N 17000000.00 17052737.26 0.0087 N 17055930.00 17055930.00 SALES TAX ASSET RECEIVABLE CORP N Y REV SALES TAX SERIES Fiscal 2015A 0.020000% 88033LRF8 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 3140000.00 3140000.00 0.0016 N 3140000.00 3140000.00 SUFFOLK CNTY N Y INDL DEV AGY REV SCHOOL (GUIDE DOG FNDTN FOR BLIND) SERIES 2001 0.060000% 864768FD3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A Y JPMorgan Chase Bank NA N/A N/A N 2765000.00 2765000.00 0.0014 N 2765000.00 2765000.00 SULLIVAN CNTY N Y GO TAX ANTICIPATION NOTE SERIES 2015 1.250000% 865270WZ1 Other Municipal Debt N Unrated Security N/A N/A 2016-03-04 2016-03-04 N N N 4250000.00 4253517.37 0.0022 N 4253910.00 4253910.00 SULLIVAN CNTY N Y GO BOND ANTICIPATION NOTE SERIES 2015 1.250000% 865270XB3 Other Municipal Debt N Unrated Security N/A N/A 2016-03-04 2016-03-04 N N N 7070000.00 7075575.45 0.0036 N 7076504.40 7076504.40 SYRACUSE N Y INDL DEV AGY REV HEALTHCARE (CROUSE HEALTH SYSTEM INC) SERIES 2003A 0.010000% 871720BR8 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y HSBC Bank USA NA N/A N/A Y HSBC BANK USA NA N/A N/A N 6100000.00 6100000.00 0.0031 N 6100000.00 6100000.00 THREE VLG CENT SCH DIST N Y BROOKHAVEN & SMITHTOWN GO BOND ANTICIPATION NOTE SERIES 2015 2.000000% 885766NE1 Other Municipal Debt N Unrated Security N/A N/A 2016-08-26 2016-08-26 N N N 2850000.00 2877315.49 0.0015 N 2876334.00 2876334.00 THREE VLG CENT SCH DIST N Y BROOKHAVEN & SMITHTOWN GO TAX ANTICIPATION NOTE SERIES 2015-16 1.750000% 885766NF8 Other Municipal Debt N Unrated Security N/A N/A 2016-06-27 2016-06-27 N N N 13000000.00 13076815.94 0.0066 N 13077610.00 13077610.00 THREE VLG CENT SCH DIST N Y BROOKHAVEN & SMITHTOWN GO BOND ANTICIPATION NOTE SERIES 2015 1.750000% 885766NG6 Other Municipal Debt N Unrated Security N/A N/A 2016-08-26 2016-08-26 N N N 10000000.00 10080588.22 0.0051 N 10077100.00 10077100.00 TOBACCO SETTLEMENT FING CORP N Y REV APPR/TOB (NEW YORK STATE OF) SERIES 2011A 5.000000% 88880TMK9 Other Municipal Debt N Unrated Security N/A N/A 2016-06-01 2016-06-01 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 2095000.00 2127202.07 0.0011 N 2127786.75 2127786.75 TOBACCO SETTLEMENT FING CORP N Y REV APPR/TOB (NEW YORK STATE OF) SERIES 2011B 5.000000% 88880TMR4 Other Municipal Debt N Unrated Security N/A N/A 2016-06-01 2016-06-01 N N Y Corporate Underlier NEW YORK STATE OF N/A N/A 1920000.00 1949121.91 0.0010 N 1950048.00 1950048.00 TONAWANDA N Y GO BOND ANTICIPATION NOTE SERIES 2015 1.125000% 890159J23 Other Municipal Debt N Unrated Security N/A N/A 2016-06-09 2016-06-09 N N N 7756482.00 7763821.47 0.0039 N 7760049.98 7760049.98 TRIBOROUGH BRIDGE & TUNNEL AUTHORITY REV TRANSPORTATION SERIES 2008C 0.060000% 05248RAE1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-04 2016-02-05 Y Bank of America NA N/A N/A N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 TRIBOROUGH BRIDGE & TUNNEL AUTHORITY REV TRANSPORTATION SERIES 2005B-2 0.010000% 89602N2B9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2890000.00 2890000.00 0.0015 N 2890000.00 2890000.00 TRIBOROUGH BRIDGE & TUNNEL AUTHORITY REV TRANSPORTATION SERIES 2002 F 0.020000% 89602NCG7 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 Y LANDESBANK HESSEN THUERINGEN GIROZENTRALE N/A N/A Y LANDESBANK HESSEN THUERINGEN GIROZENTRALE N/A N/A N 4235000.00 4235000.00 0.0021 N 4235000.00 4235000.00 TRIBOROUGH BRIDGE & TUNNEL AUTHORITY REV TRANSPORTATION SERIES 2005B-3 0.010000% 89602NGX6 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y BANK OF TOKYO-MITSUBISHI UFJ LTD N/A N/A Y BANK OF TOKYO-MITSUBISHI UFJ LTD N/A N/A N 7620000.00 7620000.00 0.0039 N 7620000.00 7620000.00 TRIBOROUGH BRIDGE & TUNNEL AUTHORITY REV TRANSPORTATION SERIES 2001C 0.010000% 89602NSQ8 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y BANK OF TOKYO-MITSUBISHI UFJ LTD N/A N/A Y BANK OF TOKYO-MITSUBISHI UFJ LTD N/A N/A N 12445000.00 12445000.00 0.0063 N 12445000.00 12445000.00 TRIBOROUGH BRIDGE & TUNNEL AUTHORITY REV TRANSPORTATION SERIES 2009A2 0.010000% 89602NUR3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-04 2016-02-05 Y Credit Suisse AG N/A N/A N N 6500000.00 6500000.00 0.0033 N 6500000.00 6500000.00 TRIBOROUGH BRIDGE & TUNNEL AUTHORITY REV TRANSPORTATION SERIES 2003B-1 0.010000% 89602NWU4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y PNC BANK NATIONAL ASSOCIATION N/A N/A Y PNC BANK NATIONAL ASSOCIATION N/A N/A N 2885000.00 2885000.00 0.0015 N 2885000.00 2885000.00 TRIBOROUGH BRIDGE & TUNNEL AUTHORITY REV TRANSPORTATION SERIES 2003 B-3 0.010000% 89602NWW0 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 955000.00 955000.00 0.0005 N 955000.00 955000.00 TRIBOROUGH BRIDGE & TUNNEL AUTHORITY REV TRANSPORTATION SERIES 2013C 0.020000% 89602NZ23 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Morgan Stanley Bank NA N/A N/A N N 6665000.00 6665000.00 0.0034 N 6665000.00 6665000.00 TRIBOROUGH BRIDGE & TUNNEL AUTHORITY REV TRANSPORTATION SERIES 2012B 4.000000% 89602NZQ0 Other Municipal Debt N Unrated Security N/A N/A 2016-11-15 2016-11-15 N N N 300000.00 308425.73 0.0002 N 308556.00 308556.00 TRIBOROUGH BRIDGE & TUNNEL AUTHORITY REV TRANSPORTATION SERIES 2012B 5.000000% 89602NZT4 Other Municipal Debt N Unrated Security N/A N/A 2016-11-15 2016-11-15 N N N 430000.00 445450.04 0.0002 N 445626.20 445626.20 UTILITY DEBT SECURITIZATION AUTHORITY REV POWER SERIES 2013TE17 0.010000% 18886EBQ2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y STATE STREET BANK AND TRUST COMPANY N/A N/A N N 21665000.00 21665000.00 0.0110 N 21665000.00 21665000.00 UTILITY DEBT SECURITIZATION AUTHORITY REV POWER SERIES 2013TE17 0.010000% 74926YH20 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Royal Bank of Canada N/A N/A N N 6650000.00 6650000.00 0.0034 N 6650000.00 6650000.00 UTILITY DEBT SECURITIZATION AUTHORITY REV POWER SERIES 2013TE 0.020000% 88033LZE2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y JPMorgan Chase Bank NA N/A N/A N N 3355000.00 3355000.00 0.0017 N 3355000.00 3355000.00 VESTAL N Y GO BOND ANTICIPATION NOTE SERIES 2015 1.250000% 925428SX3 Other Municipal Debt N Unrated Security N/A N/A 2016-05-13 2016-05-13 N N N 5215000.00 5228611.58 0.0027 N 5228976.20 5228976.20 WEST SENECA N Y GO BOND ANTICIPATION NOTE SERIES 2015 2.000000% 955771QY9 Other Municipal Debt N First Tier Security N/A N/A 2016-07-28 2016-07-28 N N N 13180000.00 13279176.43 0.0067 N 13281617.80 13281617.80