0001145549-16-015928.txt : 20160708
0001145549-16-015928.hdr.sgml : 20160708
20160708151602
ACCESSION NUMBER: 0001145549-16-015928
CONFORMED SUBMISSION TYPE: N-MFP1
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20160630
FILED AS OF DATE: 20160708
DATE AS OF CHANGE: 20160708
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-MFP1
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 161759141
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-MFP1
1
primary_doc.xml
N-MFP1
0000857156
XXXXXXXX
2016-06-30
0000857156
S000004513
2
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
084-00896
N
N
N
Single State
Y
30
31
1410405855.11
1443063676.28
1570697943.24
1496137284.83
0.00
0.7307
0.7508
0.7975
0.8150
0.0000
44579.64
1890595877.45
1890593749.06
8538909.87
66754200.06
1832423038.51
1830165268.7280
1.0000
0.0048
1.0011
1.0012
1.0012
1.0012
0.0000
C000012394
1.00
1635333164.12
1633312213.4700
1.0011
1.0012
1.0012
1.0012
0.0000
66386917.71
73633549.94
48195832.85
79977387.24
85627357.34
86430132.99
63486776.01
102938070.69
0.00
0.00
361564474.55
443667913.13
0.0001
Y
Investment Advisor and its affiliates Contractual 84,835 Investment Advisor and its affiliates Voluntary 260,991
C000012395
25000.00
197089874.39
196853055.2580
1.0011
1.0011
1.0012
1.0012
0.0000
232393.00
277680.29
1201007.97
1753749.18
167497.03
1104061.28
85783.60
2261062.08
0.00
0.00
1942087.95
5845551.44
0.0003
Y
Investment Advisor and its affiliates Contractual 21,552 Investment Advisor and its affiliates Voluntary 1,949
Amherst Central SD
BAN Series 2016 2.000000%
031321JN3
US031321JN35
Other Municipal Security
Unrated Security
N/A
N/A
2017-06-22
2017-06-22
2017-06-22
N
N
N
0.0079
13309925.20
13309925.20
0.0073
N
N
N
N
Amherst Development Corp
Student Housing Facility Refunding RB Series 2010B 0.500000%
031358AX2
US031358AX20
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2035-10-01
Y
HSBC Bank USA NA
N/A
N/A
1.0000
7
N
N
N
0.0050
14290000.00
14290000.00
0.0078
N
N
Y
N
Amherst IDA
Civic Facility RB (Daemen College) Series 2006B 0.460000%
031362EJ1
US031362EJ10
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2036-10-01
Y
MANUFACTURERS AND TRADERS TRUST CO
N/A
N/A
1.0000
7
N
N
N
0.0046
3265000.00
3265000.00
0.0018
N
N
Y
N
New York State Urban Development Corp
State Personal Income Tax RB Series 2007B 0.440000%
06740GAL0
US06740GAL05
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2037-03-15
Y
Barclays Bank PLC
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
N/A
N/A
1.0000
0.0044
6670000.00
6670000.00
0.0036
N
N
Y
N
Clarence CSD
BAN Series 2016 2.000000%
180312LR9
US180312LR90
Other Municipal Security
Unrated Security
N/A
N/A
2017-07-13
2017-07-13
2017-07-13
N
N
N
0.0074
2288250.00
2288250.00
0.0012
N
N
N
N
Clinton Cnty
BAN Series 2016B 2.000000%
187468JH7
US187468JH77
Other Municipal Security
Unrated Security
N/A
N/A
2017-06-09
2017-06-09
2017-06-09
N
N
N
0.0088
8083360.00
8083360.00
0.0044
N
N
N
N
Clinton Cnty
BAN Series 2016A 2.000000%
187468JJ3
US187468JJ34
Other Municipal Security
Unrated Security
N/A
N/A
2017-06-09
2017-06-09
2017-06-09
N
N
N
0.0100
1069847.40
1069847.40
0.0006
N
N
N
N
New York City
GO Bonds Fiscal 2008 Series E 0.440000%
18886PM51
549300ABYZD2SFD5JB29
US18886PM518
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2019-08-01
Y
STATE STREET BANK AND TRUST COMPANY
N/A
N/A
1.0000
7
Y
N
N
0.0044
18695000.00
18695000.00
0.0102
N
N
Y
N
New York State Dormitory Auth
Insured RB (St. John's Univ) Series 2007C 0.440000%
18886PUB9
549300C8XO7EXTX2XU71
US18886PUB92
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2025-07-01
Y
STATE STREET BANK AND TRUST COMPANY
N/A
N/A
1.0000
7
N
N
N
0.0044
26020000.00
26020000.00
0.0142
N
N
Y
N
Colonie Local Development Corp
RB (Shaker Pointe at Carondelet) Series 2011 0.410000%
196220AA5
US196220AA57
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2041-12-01
Y
MANUFACTURERS AND TRADERS TRUST CO
N/A
N/A
1.0000
7
N
N
N
0.0041
9770000.00
9770000.00
0.0053
N
N
Y
N
Colonie Local Development Corp
RB (Shaker Pointe at Carondelet) Series 2013 0.410000%
196220AB3
US196220AB31
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2041-12-01
Y
MANUFACTURERS AND TRADERS TRUST CO
N/A
N/A
1.0000
7
N
N
N
0.0041
12000000.00
12000000.00
0.0065
N
N
Y
N
Connetquot CSD
BANS 2015 1.500000%
208201KZ5
549300XA14FOSW1Q5F60
US208201KZ52
Other Municipal Security
Unrated Security
N/A
N/A
2016-09-02
2016-09-02
2016-09-02
N
N
N
0.0056
7311534.00
7311534.00
0.0040
N
N
N
N
Corning City SD
BAN Series 2016 2.000000%
219417RQ7
US219417RQ79
Other Municipal Security
First Tier Security
N/A
N/A
2017-06-22
2017-06-22
2017-06-22
N
N
N
0.0077
10119000.00
10119000.00
0.0055
N
N
N
N
East Hampton
BAN Series 2015 2.000000%
272731R36
US272731R366
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-26
2016-08-26
2016-08-26
N
N
N
0.0080
2900864.08
2900864.08
0.0016
N
N
N
N
East Rochester Housing Auth
Housing RB (Park Ridge Nursing Home) Series 2008 0.440000%
274722DX2
085BLH03476
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2041-01-01
Y
MANUFACTURERS AND TRADERS TRUST CO
N/A
N/A
1.0000
7
N
N
N
0.0044
12880000.00
12880000.00
0.0070
N
N
Y
N
New York State Thruway Auth
General RB Series H 0.410000%
27884FYT1
US27884FYT10
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2017-06-22
Y
US BANK NATIONAL ASSOCIATION
N/A
N/A
1.0000
7
N
N
N
0.0041
19260000.00
19260000.00
0.0105
N
N
Y
N
Erie Cnty IDA
IDRB (Hydro-Air Components) Series 2006 0.480000%
295088FP8
US295088FP80
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2026-04-01
Y
HSBC Bank USA NA
N/A
N/A
1.0000
7
N
N
N
0.0048
4835000.00
4835000.00
0.0026
N
N
Y
N
Fairpoint CSD
BAN Series 2016 1.950000%
305585ML2
US305585ML23
Other Municipal Security
Unrated Security
N/A
N/A
2017-07-14
2017-07-14
2017-07-14
N
N
N
0.0079
11126830.00
11126830.00
0.0061
N
N
N
N
Franklin Cnty Civic Development Corp
RB (Alice Hyde Medical Center) Series 2013A 0.460000%
35313PAA0
US35313PAA03
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2038-10-01
Y
HSBC Bank USA NA
N/A
N/A
1.0000
7
N
N
N
0.0046
8530000.00
8530000.00
0.0047
N
N
Y
N
Grand Island CSD
BAN 2016 2.000000%
385730JH0
US385730JH04
Other Municipal Security
Unrated Security
N/A
N/A
2016-12-02
2016-12-02
2016-12-02
N
N
N
0.0066
3263172.00
3263172.00
0.0018
N
N
N
N
Homer CSD
BAN 2016 2.000000%
437560GE9
US437560GE95
Other Municipal Security
Unrated Security
N/A
N/A
2017-06-30
2017-06-30
2017-06-30
N
N
N
0.0074
3467387.26
3467387.26
0.0019
N
N
N
N
Irondequoit
BAN 2.000000%
463074ZX5
US463074ZX52
Other Municipal Security
Unrated Security
N/A
N/A
2017-04-21
2017-04-21
2017-04-21
N
N
N
0.0078
5048850.00
5048850.00
0.0028
N
N
N
N
Islip
BAN 2016 1.500000%
464723AA3
US464723AA36
Other Municipal Security
Unrated Security
N/A
N/A
2016-11-29
2016-11-29
2016-11-29
N
N
N
0.0050
4317630.00
4317630.00
0.0024
N
N
N
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2007 Series B 0.440000%
46632PSE4
5493003476LG35QAKM08
US46632PSE42
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2020-11-01
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
7495000.00
7495000.00
0.0041
N
N
Y
N
New York State Urban Development Corp
State Personal Income Tax RB Series 2009A1 0.440000%
46632PUA9
US46632PUA91
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2024-12-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
N/A
N/A
1.0000
0.0044
4995000.00
4995000.00
0.0027
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2010 Series A1 0.440000%
46633VDB2
5493003476LG35QAKM08
US46633VDB27
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2017-05-01
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
11000000.00
11000000.00
0.0060
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2011 Series D1 0.440000%
46633VQ36
5493003476LG35QAKM08
US46633VQ360
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2019-02-01
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
3750000.00
3750000.00
0.0020
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2013 Series F1 0.440000%
46636Y7R5
5493003476LG35QAKM08
US46636Y7R59
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2021-02-01
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
3240000.00
3240000.00
0.0018
N
N
Y
N
Metropolitan Transportation Auth
Dedicated Tax Fund Bonds Series 2004B2 0.440000%
46636YNQ9
US46636YNQ97
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2019-11-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
8055000.00
8055000.00
0.0044
N
N
Y
N
New York City
GO Bonds Fiscal 2013 Series A1 0.440000%
46640KAC8
549300ABYZD2SFD5JB29
US46640KAC80
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2020-10-01
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
3750000.00
3750000.00
0.0020
N
N
Y
N
New York State Environmental Facilities Corp
Clean Water & Drinking Water Revolving Funds Sub RB Series 2013A 0.440000%
46640KBE3
549300QJ33JJW73OQO60
US46640KBE38
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2021-06-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK ST EFC NYCMWFA PROG
Corporate Underlier
N/A
N/A
1.0000
0.0044
2500000.00
2500000.00
0.0014
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2013A 0.440000%
46640KDH4
549300C8XO7EXTX2XU71
US46640KDH41
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2021-02-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
N/A
N/A
1.0000
0.0044
2000000.00
2000000.00
0.0011
N
N
Y
N
Kingston SD
BAN 2016 2.000000%
496602NK5
US496602NK52
Other Municipal Security
First Tier Security
N/A
N/A
2017-06-15
2017-06-15
2017-06-15
N
N
N
0.0079
10114700.00
10114700.00
0.0055
N
N
N
N
Lancaster IDA
Civic Facility RB (2000 GreenField Manor) 0.480000%
514502AA1
US514502AA19
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2032-11-01
Y
MANUFACTURERS AND TRADERS TRUST CO
N/A
N/A
1.0000
7
N
N
N
0.0048
8635000.00
8635000.00
0.0047
N
N
Y
N
Lancaster IDA
IDRB (Sealing Devices) Series 2007 0.480000%
514509AA6
US514509AA61
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2027-12-01
Y
HSBC Bank USA NA
N/A
N/A
1.0000
7
N
N
N
0.0048
1690000.00
1690000.00
0.0009
N
N
Y
N
Metropolitan Transportation Auth
Dedicated Tax Fund RB Series 2002B1 0.400000%
59259N2Z5
US59259N2Z52
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2022-11-01
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
N/A
N/A
1.0000
7
N
N
N
0.0040
10000000.00
10000000.00
0.0055
N
N
Y
N
Metropolitan Transportation Auth
Dedicated Tax Fund Bonds Subseries 2002B2 5.000000%
59259NN66
US59259NN669
Other Municipal Security
Unrated Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0047
213032.40
213032.40
0.0001
N
N
N
N
Metropolitan Transportation Auth
Dedicated Tax Fund Refunding Bonds Series 2012A 0.430000%
59259NT37
US59259NT377
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2020-05-15
Y
Citibank NA
N/A
N/A
1.0000
7
Y
N
N
0.0043
8000000.00
8000000.00
0.0044
N
N
Y
N
Metropolitan Transportation Auth
Dedicated Tax Fund Refunding Bonds Series 2012A 0.450000%
59259NT78
US59259NT781
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2020-05-15
Y
Credit Suisse AG
N/A
N/A
1.0000
7
Y
N
Y
METROPOLITAN TRANS AUTH NY DEDICATED TAX FD
Corporate Underlier
N/A
N/A
1.0000
0.0045
6665000.00
6665000.00
0.0036
N
N
Y
N
Metropolitan Transportation Auth
Dedicated Tax Fund Bonds Series 2006B 0.440000%
59259NUJ0
US59259NUJ08
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2036-11-15
Y
Citibank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
5000000.00
5000000.00
0.0027
N
N
Y
N
Metropolitan Transportation Auth
Transportation RB Series 2015E2 0.400000%
59259Y7B9
US59259Y7B94
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2050-11-15
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
N/A
N/A
1.0000
7
N
N
N
0.0040
23000000.00
23000000.00
0.0126
N
N
Y
N
Metropolitan Transportation Auth
Transportation RB Series 2015E4 0.430000%
59259Y7E3
US59259Y7E34
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2045-11-15
Y
Bank of the West
N/A
N/A
1.0000
7
N
N
N
0.0043
7000000.00
7000000.00
0.0038
N
N
Y
N
Metropolitan Transportation Auth
BAN Series 2015B1B 0.750000%
59259Y7U7
US59259Y7U75
Other Municipal Security
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0045
2110358.70
2110358.70
0.0012
N
N
N
N
Metropolitan Transportation Auth
BAN Series 2015B1I 1.000000%
59259Y7V5
US59259Y7V58
Other Municipal Security
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0045
3000960.00
3000960.00
0.0016
N
N
N
N
Metropolitan Transportation Auth
Revenue BAN Series 2015B1f 0.500000%
59259Y7W3
US59259Y7W32
Other Municipal Security
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0045
10000300.00
10000300.00
0.0055
N
N
N
N
Metropolitan Transportation Auth
Transportation RB Series 2013C 4.000000%
59259YD55
US59259YD550
Other Municipal Security
Unrated Security
N/A
N/A
2016-11-15
2016-11-15
2016-11-15
N
N
N
0.0049
789789.00
789789.00
0.0004
N
N
N
N
Metropolitan Transportation Auth
Transportation RB Series 2012C 4.000000%
59259YNH8
US59259YNH89
Other Municipal Security
Unrated Security
N/A
N/A
2016-11-15
2016-11-15
2016-11-15
N
N
N
0.0049
480961.25
480961.25
0.0003
N
N
N
N
Metropolitan Transportation Auth
Revenue BAN Series 2016A1e 2.000000%
59261AEE3
US59261AEE38
Other Municipal Security
First Tier Security
N/A
N/A
2016-10-01
2016-10-01
2016-10-01
N
N
N
0.0050
13048620.00
13048620.00
0.0071
N
N
N
N
Middle Cnty CSD
BAN 1.500000%
595685MR6
US595685MR63
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-26
2016-08-26
2016-08-26
N
N
N
0.0054
8011680.00
8011680.00
0.0044
N
N
N
N
Middletown City SD
BAN Series 2016A 2.000000%
597103WB2
US597103WB28
Other Municipal Security
Unrated Security
N/A
N/A
2017-06-22
2017-06-22
2017-06-22
N
N
N
0.0082
4046360.00
4046360.00
0.0022
N
N
N
N
Monroe Cnty IDA
Civic Facility RB Series 2004 0.530000%
610752CU9
US610752CU99
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2024-11-01
Y
MANUFACTURERS AND TRADERS TRUST CO
N/A
N/A
1.0000
7
N
N
N
0.0053
1100000.00
1100000.00
0.0006
N
N
Y
N
Nassau Cnty Interim Finance Auth
Sales Tax Secured Bonds Series 2008B 0.410000%
631663KG5
549300DP7LB76W78BR41
US631663KG59
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2021-11-15
Y
SUMITOMO MITSUI BANKING CORPORATION
N/A
N/A
1.0000
7
N
N
N
0.0041
9200000.00
9200000.00
0.0050
N
N
Y
N
Nassau Health Care Corp
Cnty Guaranteed Bonds Series 2009C2 0.420000%
63167NAW6
549300L7UKCJQEMTLX26
US63167NAW65
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2029-08-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0042
4455000.00
4455000.00
0.0024
N
N
Y
N
New York City IDA
Civic Facility RB ( Auditory-Oral School of NY) Series 2006 0.420000%
649438BN7
549300XR20ZR5DHL9534
US649438BN73
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2032-12-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0042
4120000.00
4120000.00
0.0022
N
N
Y
N
New York City
GO Bonds Fiscal 2004 Series H 0.410000%
64966CG62
549300ABYZD2SFD5JB29
US64966CG628
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2034-03-01
Y
CALIFORNIA PUBLIC EMPLOYEES' RETIREMENT SYSTEM
N/A
N/A
1.0000
7
N
N
N
0.0041
15600000.00
15600000.00
0.0085
N
N
Y
N
New York City
GO Bonds Fiscal 2004 Series H3 0.410000%
64966CG70
549300ABYZD2SFD5JB29
US64966CG701
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2034-03-01
Y
CALIFORNIA PUBLIC EMPLOYEES' RETIREMENT SYSTEM
N/A
N/A
1.0000
7
N
N
N
0.0041
22600000.00
22600000.00
0.0123
N
N
Y
N
New York City
GO Bonds Fiscal 2006 Series G 5.250000%
64966FSN5
549300ABYZD2SFD5JB29
US64966FSN59
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
100402.00
100402.00
0.0001
N
N
N
N
New York City
GO Bonds Fiscal 2008 Series J10 0.430000%
64966G2L5
549300ABYZD2SFD5JB29
US64966G2L55
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2027-08-01
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
N/A
N/A
1.0000
7
N
N
N
0.0043
6600000.00
6600000.00
0.0036
N
N
Y
N
New York City
GO Bonds Fiscal 2008 Series L1 0.440000%
64966G6D9
549300ABYZD2SFD5JB29
US64966G6D93
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2017-10-01
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
6660000.00
6660000.00
0.0036
N
N
Y
N
New York City
GO Bonds Fiscal 2009 Series A-1 4.000000%
64966G6Y3
549300ABYZD2SFD5JB29
US64966G6Y31
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-15
2016-08-15
2016-08-15
N
N
N
0.0041
200876.00
200876.00
0.0001
N
N
N
N
New York City
GO Bonds Fiscal 2003 Series G5 5.000000%
64966G7T3
549300ABYZD2SFD5JB29
US64966G7T37
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
351337.00
351337.00
0.0002
N
N
N
N
New York City
GO Bonds Fiscal 2008 Series G 4.000000%
64966GD41
549300ABYZD2SFD5JB29
US64966GD410
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
100298.00
100298.00
0.0001
N
N
N
N
New York City
GO Bonds Fiscal 2008 Series G 5.000000%
64966GD58
549300ABYZD2SFD5JB29
US64966GD584
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
150573.00
150573.00
0.0001
N
N
N
N
New York City
GO Bonds Fiscal 2008 Series A1 4.150000%
64966GLN0
549300ABYZD2SFD5JB29
US64966GLN06
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
200622.00
200622.00
0.0001
N
N
N
N
New York City
GO Bonds Fiscal 2008 Series A1 4.500000%
64966GLP5
549300ABYZD2SFD5JB29
US64966GLP53
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
336139.00
336139.00
0.0002
N
N
N
N
New York City
GO Bonds Fiscal 2008 Series A-1 5.000000%
64966GLQ3
549300ABYZD2SFD5JB29
US64966GLQ37
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
476814.50
476814.50
0.0003
N
N
N
N
New York City
GO Bonds Fiscal 2008 Series A1 5.000000%
64966GM90
549300ABYZD2SFD5JB29
US64966GM908
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
100382.00
100382.00
0.0001
N
N
N
N
New York City
GO Bonds Fiscal 2008 Series A1 5.000000%
64966GSW3
549300ABYZD2SFD5JB29
US64966GSW32
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
1741627.70
1741627.70
0.0010
N
N
N
N
New York City
GO Bonds Fiscal 2008 Series J1 5.000000%
64966GX80
549300ABYZD2SFD5JB29
US64966GX806
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
401528.00
401528.00
0.0002
N
N
N
N
New York City
GO Bonds Fiscal 2008 Series E 5.000000%
64966GYZ9
549300ABYZD2SFD5JB29
US64966GYZ98
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
968686.30
968686.30
0.0005
N
N
N
N
New York City
GO Bonds Fiscal 2011 Series E 5.000000%
64966H2Y5
549300ABYZD2SFD5JB29
US64966H2Y58
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
552101.00
552101.00
0.0003
N
N
N
N
New York City
GO Bonds Fiscal 2009 Series B1 5.250000%
64966HAS9
549300ABYZD2SFD5JB29
US64966HAS94
Other Municipal Security
Unrated Security
N/A
N/A
2016-09-01
2016-09-01
2016-09-01
N
N
N
0.0042
131042.60
131042.60
0.0001
N
N
N
N
New York City
GO Bonds Fiscal 2009 Series C 5.250000%
64966HBP4
549300ABYZD2SFD5JB29
US64966HBP47
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
175703.50
175703.50
0.0001
N
N
N
N
New York City
GO Bonds Fiscal 2011 Series B 4.000000%
64966HC65
549300ABYZD2SFD5JB29
US64966HC659
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
601788.00
601788.00
0.0003
N
N
N
N
New York City
GO Bonds Fiscal 2011 Series B 5.000000%
64966HD98
549300ABYZD2SFD5JB29
US64966HD988
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
426623.50
426623.50
0.0002
N
N
N
N
New York City
GO Bonds Fiscal 2009 Series H1 0.450000%
64966HHH6
549300ABYZD2SFD5JB29
US64966HHH66
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2017-03-01
Y
Morgan Stanley Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0045
15000000.00
15000000.00
0.0082
N
N
Y
N
New York City
GO Bonds Fiscal 2009 Series J1 0.430000%
64966HMA5
549300ABYZD2SFD5JB29
US64966HMA58
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2017-05-15
Y
Citibank NA
N/A
N/A
1.0000
7
Y
N
N
0.0043
23225000.00
23225000.00
0.0127
N
N
Y
N
New York City
GO Bonds Fiscal 2005 Series C3 0.450000%
64966HMG2
549300ABYZD2SFD5JB29
US64966HMG29
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2017-02-15
Y
Credit Suisse AG
N/A
N/A
1.0000
7
Y
N
N
0.0045
8700000.00
8700000.00
0.0047
N
N
Y
N
New York City
GO Bonds Fiscal 2010 Series B 4.000000%
64966HNF3
549300ABYZD2SFD5JB29
US64966HNF37
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
100298.00
100298.00
0.0001
N
N
N
N
New York City
GO Bonds Fiscal 2010 Series C 5.000000%
64966HPM6
549300ABYZD2SFD5JB29
US64966HPM69
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
326241.50
326241.50
0.0002
N
N
N
N
New York City
GO Bonds Fiscal 2010 Series E 4.000000%
64966HSA9
549300ABYZD2SFD5JB29
US64966HSA94
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
401192.00
401192.00
0.0002
N
N
N
N
New York City
GO Bonds Fiscal 2010 Series E 5.000000%
64966HSB7
549300ABYZD2SFD5JB29
US64966HSB77
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
451719.00
451719.00
0.0002
N
N
N
N
New York City
GO Bonds Fiscal 2010 Series G4 0.440000%
64966HXT2
549300ABYZD2SFD5JB29
US64966HXT21
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2039-03-01
Y
Barclays Bank PLC
N/A
N/A
1.0000
7
Y
N
N
0.0044
14000000.00
14000000.00
0.0076
N
N
Y
N
New York City
GO Bonds Fiscal 2013 Series B 5.000000%
64966J3J3
549300ABYZD2SFD5JB29
US64966J3J37
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
737807.70
737807.70
0.0004
N
N
N
N
New York City
GO Bonds Fiscal 1994 Series A5 5.000000%
64966J3T1
549300ABYZD2SFD5JB29
US64966J3T19
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
2459359.00
2459359.00
0.0013
N
N
N
N
New York City
GO Bonds Fiscal 2011 Series I-1 4.000000%
64966JEJ1
549300ABYZD2SFD5JB29
US64966JEJ16
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
150447.00
150447.00
0.0001
N
N
N
N
New York City
GO Bonds Fiscal 2011 Series I1 5.000000%
64966JEQ5
549300ABYZD2SFD5JB29
US64966JEQ58
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
913476.20
913476.20
0.0005
N
N
N
N
New York City
GO Bonds Fiscal 2012 Series H 5.000000%
64966JH90
549300ABYZD2SFD5JB29
US64966JH902
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
100382.00
100382.00
0.0001
N
N
N
N
New York City
GO Bonds Fiscal 2012 Series I 5.000000%
64966JM60
549300ABYZD2SFD5JB29
US64966JM605
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
968686.30
968686.30
0.0005
N
N
N
N
New York City
GO Bonds Fiscal 2012 Series B 4.000000%
64966JNM4
549300ABYZD2SFD5JB29
US64966JNM44
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
411221.80
411221.80
0.0002
N
N
N
N
New York City
GO Bonds Fiscal 2012 Series E 5.000000%
64966JUC8
549300ABYZD2SFD5JB29
US64966JUC88
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
1555921.00
1555921.00
0.0008
N
N
N
N
New York City
GO Bonds Fiscal 2012 Series F 5.000000%
64966JVN3
549300ABYZD2SFD5JB29
US64966JVN35
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
2880963.40
2880963.40
0.0016
N
N
N
N
New York City
GO Bonds Fiscal 2003 Series C-A 5.000000%
64966K4E0
549300ABYZD2SFD5JB29
US64966K4E05
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
421604.40
421604.40
0.0002
N
N
N
N
New York City
GO Bonds Fiscal 2003 Series C-A 4.000000%
64966K4K6
549300ABYZD2SFD5JB29
US64966K4K64
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
671996.60
671996.60
0.0004
N
N
N
N
New York City
GO Bonds Fiscal 2014 Series E 5.000000%
64966K4R1
549300ABYZD2SFD5JB29
US64966K4R18
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
476814.50
476814.50
0.0003
N
N
N
N
New York City
GO Bonds Fiscal 2014 Series F 3.000000%
64966K5M1
549300ABYZD2SFD5JB29
US64966K5M12
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
501075.00
501075.00
0.0003
N
N
N
N
New York City
GO Bonds Fiscal 2012 Series D1 0.450000%
64966K6J7
549300ABYZD2SFD5JB29
US64966K6J73
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2019-10-01
Y
Morgan Stanley Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0045
2500000.00
2500000.00
0.0014
N
N
Y
N
New York City
GO Bonds Fiscal 2013 Series D 5.000000%
64966KDP5
549300ABYZD2SFD5JB29
US64966KDP57
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
1380252.50
1380252.50
0.0008
N
N
N
N
New York City
GO Bonds Fiscal 2013 Series D&E 0.430000%
64966KNG4
549300ABYZD2SFD5JB29
US64966KNG49
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2020-08-01
Y
Citibank NA
N/A
N/A
1.0000
7
Y
N
N
0.0043
13500000.00
13500000.00
0.0074
N
N
Y
N
New York City
GO Bonds Fiscal 2013 Series F 3.000000%
64966KRM7
549300ABYZD2SFD5JB29
US64966KRM70
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
125268.75
125268.75
0.0001
N
N
N
N
New York City
GO Bonds Fiscal 2014 Series A1 0.430000%
64966KT60
549300ABYZD2SFD5JB29
US64966KT608
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2021-08-01
Y
Citibank NA
N/A
N/A
1.0000
7
Y
N
N
0.0043
8000000.00
8000000.00
0.0044
N
N
Y
N
New York City
GO Bonds Fiscal 2014 Series B 4.000000%
64966KT94
549300ABYZD2SFD5JB29
US64966KT947
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
1930736.50
1930736.50
0.0011
N
N
N
N
New York City
GO Bonds Fiscal 2013 Series F1 0.450000%
64966KWR0
549300ABYZD2SFD5JB29
US64966KWR03
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2021-03-01
Y
Credit Suisse AG
N/A
N/A
1.0000
7
Y
N
N
0.0045
7300000.00
7300000.00
0.0040
N
N
Y
N
New York City
GO Bonds Fiscal 2013 Series I 4.000000%
64966KXU2
549300ABYZD2SFD5JB29
US64966KXU23
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
225670.50
225670.50
0.0001
N
N
N
N
New York City
GO Bonds Fiscal 2013 Series J 5.000000%
64966KYP2
549300ABYZD2SFD5JB29
US64966KYP29
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
2589855.60
2589855.60
0.0014
N
N
N
N
New York City
GO Bonds Fiscal 2014 Series G 5.000000%
64966LDR9
549300ABYZD2SFD5JB29
US64966LDR96
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
953629.00
953629.00
0.0005
N
N
N
N
New York City
GO Bonds Fiscal 2014 Series H 5.000000%
64966LEF4
549300ABYZD2SFD5JB29
US64966LEF40
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
200764.00
200764.00
0.0001
N
N
N
N
New York City
GO Bonds Fiscal 2014 Series J 3.000000%
64966LMW8
549300ABYZD2SFD5JB29
US64966LMW80
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
1488192.75
1488192.75
0.0008
N
N
N
N
New York City Housing Development Corp
M/F Mortgage RB (Las Casas) Series 2008A 0.460000%
64966TBK9
549300SQWVHKBRF8D702
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2040-10-01
Y
Bank of America NA
N/A
N/A
1.0000
7
N
N
N
0.0046
3155000.00
3155000.00
0.0017
N
N
Y
N
New York City IDA
IDRB (Gary Plastic Packaging Corp) Series 1998 0.600000%
649705NS5
549300XR20ZR5DHL9534
US649705NS54
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2018-09-30
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0060
1050000.00
1050000.00
0.0006
N
N
Y
N
New York City Housing Development Corp
M/F Rental Housing RB (1133 Manhattan Ave) Series 2012A 0.410000%
64970HDW1
549300SQWVHKBRF8D702
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2046-06-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
N/A
N/A
1.0000
7
N
N
N
0.0041
7000000.00
7000000.00
0.0038
N
N
Y
N
New York City Housing Development Corp
M/F Mortgage RB (Nagle Courtyard Apts) Series 2004A 0.440000%
64970VCJ0
549300SQWVHKBRF8D702
US64970VCJ08
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2038-01-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
N/A
N/A
1.0000
7
N
N
N
0.0044
4200000.00
4200000.00
0.0023
N
N
Y
N
New York City Housing Development Corp
M/F Mortgage RB (1904 Vyse Ave Apts) Series 2005A 0.440000%
64970VCQ4
549300SQWVHKBRF8D702
US64970VCQ41
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2038-01-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
N/A
N/A
1.0000
7
N
N
N
0.0044
4035000.00
4035000.00
0.0022
N
N
Y
N
New York City Housing Development Corp
M/F Mortgage RB (33 W Tremont Ave Apts) Series 2005A 0.440000%
64970VCR2
549300SQWVHKBRF8D702
US64970VCR24
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2038-02-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
N/A
N/A
1.0000
7
N
N
N
0.0044
3490000.00
3490000.00
0.0019
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Bonds Fiscal 2001 Series A 0.460000%
649716WE3
5493003476LG35QAKM08
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2030-02-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0046
8200000.00
8200000.00
0.0045
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2007 Series C1 0.450000%
64971MNB4
5493003476LG35QAKM08
US64971MNB45
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2017-05-01
Y
Credit Suisse AG
N/A
N/A
1.0000
7
Y
N
N
0.0045
6000000.00
6000000.00
0.0033
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2012 Series F1 0.450000%
64971Q6S7
5493003476LG35QAKM08
US64971Q6S79
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2020-05-01
Y
Morgan Stanley Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0045
7500000.00
7500000.00
0.0041
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2012 Series F1 0.450000%
64971Q6W8
5493003476LG35QAKM08
US64971Q6W81
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2020-05-01
Y
Morgan Stanley Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0045
3400000.00
3400000.00
0.0019
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2011 Series E 5.000000%
64971QCP6
5493003476LG35QAKM08
US64971QCP63
Other Municipal Security
Unrated Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0045
684787.50
684787.50
0.0004
N
N
N
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2012 Series C 4.000000%
64971QNP4
5493003476LG35QAKM08
US64971QNP45
Other Municipal Security
Unrated Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0045
237657.85
237657.85
0.0001
N
N
N
N
New York City Transitional Finance Auth
Future Tax Secured Sub Bonds Fiscal 2014 Series D4 0.390000%
64971WFA3
5493003476LG35QAKM08
US64971WFA36
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2044-02-01
Y
Mizuho Bank Ltd
N/A
N/A
1.0000
1
Y
N
Y
NEW YORK CITY TRANSITIONAL FIN AUTH
Corporate Underlier
N/A
N/A
1.0000
0.0039
3650000.00
3650000.00
0.0020
N
Y
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2015 Series A1 4.000000%
64971WFN5
5493003476LG35QAKM08
US64971WFN56
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0040
100299.00
100299.00
0.0001
N
N
N
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2014 Series A1 0.450000%
64971WGY0
5493003476LG35QAKM08
US64971WGY03
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2021-11-01
Y
Morgan Stanley Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0045
5780000.00
5780000.00
0.0032
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2015 Series A1 0.450000%
64971WHA1
5493003476LG35QAKM08
US64971WHA18
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2022-08-01
Y
Morgan Stanley Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0045
2000000.00
2000000.00
0.0011
N
N
Y
N
New York City Transitional Finance Auth
Building Aid RB Fiscal Series 2013 S-1 5.000000%
64971WKY5
5493003476LG35QAKM08
US64971WKY56
Other Municipal Security
Unrated Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0045
410872.50
410872.50
0.0002
N
N
N
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2014 Series B1 5.000000%
64971WSK7
5493003476LG35QAKM08
US64971WSK70
Other Municipal Security
Unrated Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0045
228262.50
228262.50
0.0001
N
N
N
N
New York City Housing Development Corp
M/F Housing RB Series 2013E2 0.420000%
64972B3A1
549300SQWVHKBRF8D702
US64972B3A15
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2018-11-01
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0042
24775000.00
24775000.00
0.0135
N
N
Y
N
New York City Housing Development Corp
M/F Housing RB Series 2013E3 0.420000%
64972B3B9
549300SQWVHKBRF8D702
US64972B3B97
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2018-11-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0042
8000000.00
8000000.00
0.0044
N
N
Y
N
New York City Housing Development Corp
M/F Housing RB Series 2014C3 0.410000%
64972B7N9
549300SQWVHKBRF8D702
US64972B7N99
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2019-05-01
Y
TD Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0041
5000000.00
5000000.00
0.0027
N
N
Y
N
New York City Housing Development Corp
M/F Housing RB Series 2015D3 0.400000%
64972CJC8
549300SQWVHKBRF8D702
US64972CJC82
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2020-05-01
Y
Citibank NA
N/A
N/A
1.0000
7
Y
N
N
0.0040
6500000.00
6500000.00
0.0035
N
N
Y
N
New York City Housing Development Corp
M/F Housing RB (Sustainable Neighborhood Bonds) Series 2015D4 0.400000%
64972CJD6
549300SQWVHKBRF8D702
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2020-05-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0040
4000000.00
4000000.00
0.0022
N
N
Y
N
New York City Housing Development Corp
M/F Housing RB Series 2016B 0.430000%
64972CSM6
549300SQWVHKBRF8D702
US64972CSM63
Other Municipal Security
First Tier Security
N/A
N/A
2016-10-03
2016-10-03
2047-05-01
N
N
N
0.0065
5996760.00
5996760.00
0.0033
N
N
N
N
New York City Municipal Water Finance Auth
Water & Sewer System RB Fiscal 2003 Series F1A 0.390000%
64972FG26
549300Q2EHQ6RJPQKP05
US64972FG264
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2035-06-15
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0039
17520000.00
17520000.00
0.0096
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System RB Fiscal 2013 Series AA2 0.420000%
64972GAS3
549300Q2EHQ6RJPQKP05
US64972GAS30
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2046-06-15
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
N/A
N/A
1.0000
7
Y
N
N
0.0042
5000000.00
5000000.00
0.0027
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System RB Fiscal 2006 Series AA1B 0.380000%
64972GAW4
549300Q2EHQ6RJPQKP05
US64972GAW42
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2032-06-15
Y
STATE STREET BANK AND TRUST COMPANY
N/A
N/A
1.0000
1
Y
N
N
0.0038
5500000.00
5500000.00
0.0030
N
Y
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2011 Series EE 0.450000%
64972GCZ5
549300Q2EHQ6RJPQKP05
US64972GCZ54
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2019-06-15
Y
Morgan Stanley Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0045
6175000.00
6175000.00
0.0034
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System RB Series 2015BB-4 0.380000%
64972GEN0
549300Q2EHQ6RJPQKP05
US64972GEN07
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2050-06-15
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
1
Y
N
N
0.0038
8340000.00
8340000.00
0.0046
N
Y
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System RB Fiscal 2016 Series AA2 0.390000%
64972GJQ8
549300Q2EHQ6RJPQKP05
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2048-06-15
Y
PNC BANK NATIONAL ASSOCIATION
N/A
N/A
1.0000
1
Y
N
N
0.0039
22700000.00
22700000.00
0.0124
N
Y
Y
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2007 Series S1 5.000000%
64972HAR3
5493003476LG35QAKM08
US64972HAR30
Other Municipal Security
Unrated Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
N
Y
NEW YORK STATE OF
Corporate Underlier
N/A
N/A
1.0000
0.0040
100178.00
100178.00
0.0001
N
N
N
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2009 Series S1 5.000000%
64972HJD5
5493003476LG35QAKM08
US64972HJD52
Other Municipal Security
Unrated Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
N
Y
NEW YORK STATE OF
Corporate Underlier
N/A
N/A
1.0000
0.0040
100178.00
100178.00
0.0001
N
N
N
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2009 Series S2 5.000000%
64972HKB7
5493003476LG35QAKM08
US64972HKB77
Other Municipal Security
Unrated Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
N
Y
NEW YORK STATE OF
Corporate Underlier
N/A
N/A
1.0000
0.0040
275489.50
275489.50
0.0002
N
N
N
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2011 Series S1A 5.000000%
64972HQE5
5493003476LG35QAKM08
US64972HQE52
Other Municipal Security
Unrated Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
N
Y
NEW YORK STATE OF
Corporate Underlier
N/A
N/A
1.0000
0.0040
250445.00
250445.00
0.0001
N
N
N
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2008 Series S1 0.430000%
64972HRC8
5493003476LG35QAKM08
US64972HRC87
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2029-01-15
Y
Citibank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE OF
Corporate Underlier
N/A
N/A
1.0000
0.0043
6000000.00
6000000.00
0.0033
N
N
Y
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2012 Series S1A 5.000000%
64972HSP8
5493003476LG35QAKM08
US64972HSP81
Other Municipal Security
Unrated Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
N
Y
NEW YORK STATE OF
Corporate Underlier
N/A
N/A
1.0000
0.0040
350623.00
350623.00
0.0002
N
N
N
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2012 Series S1A 0.430000%
64972HUN0
5493003476LG35QAKM08
US64972HUN06
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2019-07-15
Y
Citibank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE OF
Corporate Underlier
N/A
N/A
1.0000
0.0043
5625000.00
5625000.00
0.0031
N
N
Y
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2015 Series S1 0.450000%
64972HWC2
5493003476LG35QAKM08
US64972HWC23
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2023-01-15
Y
Morgan Stanley Bank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE OF
Corporate Underlier
N/A
N/A
1.0000
0.0045
4000000.00
4000000.00
0.0022
N
N
Y
N
New York City Trust for Cultural Resources
Refunding RB (American Museum of Natural History) Series 2014B2 0.490000%
64972SAD0
US64972SAD09
Other Municipal Security
First Tier Security
N/A
N/A
2016-07-07
2016-12-09
2044-04-01
N
N
Y
American Museum of Natural History
Corporate Underlier
N/A
N/A
1.0000
0.0037
13493642.30
13493642.30
0.0074
N
N
N
N
New York State Dormitory Auth
RB Series 1998A 5.750000%
649838FQ7
549300C8XO7EXTX2XU71
US649838FQ72
Other Municipal Security
Unrated Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
Y
New York University
Corporate Underlier
N/A
N/A
1.0000
0.0575
1500000.00
1500000.00
0.0008
N
Y
Y
N
New York State Dormitory Auth
Consolidated Service Contract Refunding RB Series 2009A 4.000000%
64983M8A9
549300C8XO7EXTX2XU71
US64983M8A97
Other Municipal Security
Unrated Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
Y
NEW YORK STATE OF
Corporate Underlier
N/A
N/A
1.0000
0.0400
430000.00
430000.00
0.0002
N
Y
Y
N
New York State Dormitory Auth
Consolidated Service Contract Refunding RB Series 2009A 5.000000%
64983M8B7
549300C8XO7EXTX2XU71
US64983M8B70
Other Municipal Security
Unrated Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
Y
NEW YORK STATE OF
Corporate Underlier
N/A
N/A
1.0000
0.0500
1605000.00
1605000.00
0.0009
N
Y
Y
N
New York State Dormitory Auth
RB (Cornell Univ) Series 2004A 0.410000%
64983MF37
549300C8XO7EXTX2XU71
US64983MF376
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2033-07-01
Y
BANK OF NEW YORK MELLON/THE
N/A
N/A
1.0000
7
Y
N
Y
Cornell University
Corporate Underlier
N/A
N/A
1.0000
0.0041
5000000.00
5000000.00
0.0027
N
N
Y
N
New York State Dormitory Auth
RB (Cornell Univ) Series 2004B 0.410000%
64983MF45
549300C8XO7EXTX2XU71
US64983MF459
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2033-07-01
Y
BANK OF NEW YORK MELLON/THE
N/A
N/A
1.0000
7
Y
N
Y
Cornell University
Corporate Underlier
N/A
N/A
1.0000
0.0041
1000000.00
1000000.00
0.0005
N
N
Y
N
New York State Dormitory Auth
Mental Health Services Facilities RB Series 2008D 5.000000%
64983MQ50
549300C8XO7EXTX2XU71
US64983MQ506
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-15
2016-08-15
2016-08-15
N
N
Y
NEW YORK STATE OF
Corporate Underlier
N/A
N/A
1.0000
0.0051
894868.30
894868.30
0.0005
N
N
N
N
New York State Dormitory Auth
State Sales Tax RB Series 2014A 0.450000%
64983PA84
549300C8XO7EXTX2XU71
US64983PA842
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2022-03-15
Y
Morgan Stanley Bank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE SALES TAX BONDS
Corporate Underlier
N/A
N/A
1.0000
0.0045
3300000.00
3300000.00
0.0018
N
N
Y
N
New York State Dormitory Auth
RB (Columbia Univ) Series 2006A 0.430000%
64983PGM7
549300C8XO7EXTX2XU71
US64983PGM77
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2026-07-01
Y
Citibank NA
N/A
N/A
1.0000
7
Y
N
Y
COLUMBIA UNIVERSITY
Corporate Underlier
N/A
N/A
1.0000
0.0043
8535000.00
8535000.00
0.0047
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2006C 0.440000%
64983PJT9
549300C8XO7EXTX2XU71
US64983PJT93
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2035-12-15
Y
Citibank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
N/A
N/A
1.0000
0.0044
25500000.00
25500000.00
0.0139
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2006D 0.440000%
64983PKJ9
549300C8XO7EXTX2XU71
US64983PKJ92
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2036-03-15
Y
Citibank NA
N/A
N/A
1.0000
7
Y
Y
UNITED STATES TREASURY
N/A
N/A
1.0000
N
0.0044
15200000.00
15200000.00
0.0083
N
N
Y
N
New York State Dormitory Auth
RB (NYU) Series 2009A 0.430000%
64983PZC8
549300C8XO7EXTX2XU71
US64983PZC84
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2017-07-01
Y
Citibank NA
N/A
N/A
1.0000
7
Y
N
Y
New York University
Corporate Underlier
N/A
N/A
1.0000
0.0043
9900000.00
9900000.00
0.0054
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2011A 0.450000%
64983PZY0
549300C8XO7EXTX2XU71
US64983PZY05
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2019-09-15
Y
Morgan Stanley Bank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
N/A
N/A
1.0000
0.0045
5935000.00
5935000.00
0.0032
N
N
Y
N
New York State Dormitory Auth
RB (Catholic Health) Series 2006B 0.460000%
64983Q5S4
549300C8XO7EXTX2XU71
US64983Q5S42
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2025-07-01
Y
HSBC Bank USA NA
N/A
N/A
1.0000
7
N
N
N
0.0046
7200000.00
7200000.00
0.0039
N
N
Y
N
New York State Dormitory Auth
RB (Culinary Institute of America) Series 2006 0.420000%
64983QV30
549300C8XO7EXTX2XU71
US64983QV309
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2036-07-01
Y
TD Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0042
3125000.00
3125000.00
0.0017
N
N
Y
N
New York State Dormitory Auth
RB (Culinary Institute of America) Series 2004D 0.420000%
64983TZS5
549300C8XO7EXTX2XU71
US64983TZS58
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2034-07-01
Y
TD Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0042
5400000.00
5400000.00
0.0029
N
N
Y
N
New York State Dormitory Auth
RB (Culinary Institute of America) Series 2004C 0.420000%
64983U7T1
549300C8XO7EXTX2XU71
US64983U7T17
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2033-07-01
Y
TD Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0042
12800000.00
12800000.00
0.0070
N
N
Y
N
New York State Power Auth
CP Series 1&2 0.440000%
64985G4X4
I5P1GEYFGGMMDOFX2L30
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-08-04
N
N
N
0.0040
3900156.04
3900156.04
0.0021
N
N
N
N
New York State Power Auth
CP Series 1&2 0.480000%
64985G5D7
I5P1GEYFGGMMDOFX2L30
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-09
2016-08-09
2016-08-09
N
N
N
0.0047
10000100.10
10000100.10
0.0055
N
N
N
N
New York State Environmental Facilities Corp
Clean Water & Drinking Water Revolving Funds RB Series 2012B 5.000000%
64985HGB7
549300QJ33JJW73OQO60
US64985HGB78
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-15
2016-08-15
2016-08-15
N
N
N
0.0050
970288.20
970288.20
0.0005
N
N
N
N
New York State Environmental Facilities Corp
State Clean Water & Drinking Water Revolving RB Series 2008A 0.440000%
64986AZL8
549300QJ33JJW73OQO60
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2017-06-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK ST EFC NYCMWFA PROG
Corporate Underlier
N/A
N/A
1.0000
0.0044
7245000.00
7245000.00
0.0040
N
N
Y
N
New York State HFA
Housing RB (Gateway to New Cassel) Series 2006A 0.460000%
64986MF34
5493000LS7KCDB02O506
US64986MF346
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2039-11-01
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0046
5700000.00
5700000.00
0.0031
N
N
Y
N
New York State HFA
Housing RB (Capitol Green Apts) Series 2006A 0.500000%
64986MJ22
5493000LS7KCDB02O506
US64986MJ223
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2036-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
N/A
N/A
1.0000
7
N
N
N
0.0050
10900000.00
10900000.00
0.0059
N
N
Y
N
New York State HFA
Housing RB (North End Ave) Series 2004A 0.460000%
64986MJ55
5493000LS7KCDB02O506
US64986MJ553
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2036-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
N/A
N/A
1.0000
7
N
N
N
0.0046
12000000.00
12000000.00
0.0065
N
N
Y
N
New York State HFA
Hsg RB (39th St) Series 2000A 0.490000%
64986MJY2
5493000LS7KCDB02O506
US64986MJY21
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2031-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
N/A
N/A
1.0000
7
N
N
N
0.0049
5300000.00
5300000.00
0.0029
N
N
Y
N
New York State HFA
Hsg RB (316 11th Ave) Series 2007A 0.490000%
64986MK79
5493000LS7KCDB02O506
US64986MK791
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2041-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
N/A
N/A
1.0000
7
N
N
N
0.0049
42500000.00
42500000.00
0.0232
N
N
Y
N
New York State HFA
Hsg RB (301 West End Ave) Series 2000A 0.420000%
64986MLE3
5493000LS7KCDB02O506
US64986MLE39
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2031-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
N/A
N/A
1.0000
7
N
N
N
0.0042
20500000.00
20500000.00
0.0112
N
N
Y
N
New York State HFA
Housing RB (100 Maiden Lane) Series 2004A 0.450000%
64986MM28
5493000LS7KCDB02O506
US64986MM284
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2037-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
N/A
N/A
1.0000
7
N
N
N
0.0045
52500000.00
52500000.00
0.0287
N
N
Y
N
New York State HFA
Housing RB (West Village Apts) Series 2008A 0.470000%
64986MS89
5493000LS7KCDB02O506
US64986MS893
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2039-11-01
Y
Citibank NA
N/A
N/A
1.0000
7
N
N
N
0.0047
6000000.00
6000000.00
0.0033
N
N
Y
N
New York State HFA
Housing RB (Biltmore Tower) Series 2002A 0.490000%
64986MYC3
5493000LS7KCDB02O506
US64986MYC36
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2034-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
N/A
N/A
1.0000
7
N
N
N
0.0049
16700000.00
16700000.00
0.0091
N
N
Y
N
New York State HFA
Hsg RB (Biltmore Tower) Series 2003A 0.490000%
64986MYE9
5493000LS7KCDB02O506
US64986MYE91
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2034-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
N/A
N/A
1.0000
7
N
N
N
0.0049
43300000.00
43300000.00
0.0236
N
N
Y
N
New York State HFA
Hsg RB (The Victory) Series 2002A 0.490000%
64986MZG3
5493000LS7KCDB02O506
US64986MZG31
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2033-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
N/A
N/A
1.0000
7
N
N
N
0.0049
10900000.00
10900000.00
0.0059
N
N
Y
N
New York State HFA
Housing RB (Rip Van Winkle House) Series 2004A 0.500000%
64986MZN8
5493000LS7KCDB02O506
US64986MZN81
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2034-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
N/A
N/A
1.0000
7
N
N
N
0.0050
10700000.00
10700000.00
0.0058
N
N
Y
N
New York State HFA
Housing RB (Ocean Park Apts) Series 2005A 0.450000%
64986MZQ1
5493000LS7KCDB02O506
US64986MZQ13
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2035-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
N/A
N/A
1.0000
7
N
N
N
0.0045
21400000.00
21400000.00
0.0117
N
N
Y
N
New York State HFA
Housing RB (625 W 57th St) Series 2014A 0.400000%
64986U2E6
5493000LS7KCDB02O506
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
N/A
N/A
1.0000
7
N
N
N
0.0040
2385000.00
2385000.00
0.0013
N
N
Y
N
New York State HFA
Housing RB (625 W 57th St) Series 2015A2 0.410000%
64986U2H9
5493000LS7KCDB02O506
US64986U2H92
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
N/A
N/A
1.0000
7
N
N
N
0.0041
18000000.00
18000000.00
0.0098
N
N
Y
N
New York State HFA
Housing RB (606 W 57th St) Series 2014A 0.410000%
64986U2N6
5493000LS7KCDB02O506
US64986U2N60
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2049-05-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0041
17400000.00
17400000.00
0.0095
N
N
Y
N
New York State HFA
Housing RB (33 Bond St) Series 2014A 0.420000%
64986U4D6
5493000LS7KCDB02O506
US64986U4D60
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2049-11-01
Y
MANUFACTURERS AND TRADERS TRUST CO
N/A
N/A
1.0000
7
N
N
N
0.0042
19875000.00
19875000.00
0.0108
N
N
Y
N
New York State HFA
Housing RB (Riverside Center 2) Series 2015A2 0.400000%
64986U6C6
5493000LS7KCDB02O506
US64986U6C69
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2046-11-01
Y
Bank of America NA
N/A
N/A
1.0000
7
N
N
N
0.0040
1040000.00
1040000.00
0.0006
N
N
Y
N
New York State HFA
855 6th Avenue Housing RB Series 2015A 0.460000%
64986U6E2
5493000LS7KCDB02O506
US64986U6E26
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2047-11-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0046
2000000.00
2000000.00
0.0011
N
N
Y
N
New York State HFA
Housing RB (Riverside Center 2) Series 2015A1 0.420000%
64986U6G7
5493000LS7KCDB02O506
US64986U6G73
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2046-11-01
Y
Bank of America NA
N/A
N/A
1.0000
7
N
N
N
0.0042
5000000.00
5000000.00
0.0027
N
N
Y
N
New York State HFA
Housing RB (Navy Pier Court) Series 2014A 0.410000%
64986UR58
5493000LS7KCDB02O506
US64986UR583
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2048-05-01
Y
PNC BANK NATIONAL ASSOCIATION
N/A
N/A
1.0000
7
N
N
N
0.0041
12000000.00
12000000.00
0.0065
N
N
Y
N
New York State HFA
Housing RB (Related-42nd & 10th) Series 2010A 0.400000%
64986URC3
5493000LS7KCDB02O506
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2041-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
N/A
N/A
1.0000
7
N
N
N
0.0040
4760000.00
4760000.00
0.0026
N
N
Y
N
New York State HFA
Hsg RB (Riverside Center 2) Series 2012A 0.420000%
64986UUW5
5493000LS7KCDB02O506
US64986UUW51
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2046-11-01
Y
Bank of America NA
N/A
N/A
1.0000
7
N
N
N
0.0042
3000000.00
3000000.00
0.0016
N
N
Y
N
New York State HFA
State Personal Income Tax RB Series 2005C 0.460000%
649870JH6
5493000LS7KCDB02O506
US649870JH60
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2033-03-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
N/A
N/A
1.0000
0.0046
16200000.00
16200000.00
0.0088
N
N
Y
N
New York State Mortgage Agency
Homeowner Mortgage RB Series 147 0.490000%
649883EN1
549300ZQWNLLIG564027
US649883EN13
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2037-04-01
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0049
2995000.00
2995000.00
0.0016
N
N
Y
N
New York State Mortgage Agency
Homeowner Mortgage RB Series 153 0.430000%
649883HT5
549300ZQWNLLIG564027
US649883HT55
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2047-04-01
Y
Barclays Bank PLC
N/A
N/A
1.0000
7
Y
N
N
0.0043
18600000.00
18600000.00
0.0102
N
N
Y
N
New York State Mortgage Agency
Homeowner Mortgage RB Series 129 0.420000%
64988P2L9
549300ZQWNLLIG564027
US64988P2L92
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2035-10-01
Y
Royal Bank of Canada
N/A
N/A
1.0000
7
Y
N
N
0.0042
17000000.00
17000000.00
0.0093
N
N
Y
N
New York State Mortgage Agency
Homeowner Mortgage RB Series 132 0.430000%
64988P2T2
549300ZQWNLLIG564027
US64988P2T29
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2037-04-01
Y
Royal Bank of Canada
N/A
N/A
1.0000
1
Y
N
N
0.0043
16995000.00
16995000.00
0.0093
N
Y
Y
N
New York State Power Auth
CP Series 1&2 0.480000%
64989MHN5
I5P1GEYFGGMMDOFX2L30
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
2016-07-06
N
N
N
0.0043
51560516.12
51560516.12
0.0281
N
N
Y
N
New York State Power Auth
CP Series 1&2 0.450000%
64989MHZ8
I5P1GEYFGGMMDOFX2L30
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-18
2016-07-18
2016-07-18
N
N
N
0.0045
7000000.07
7000000.07
0.0038
N
N
N
N
New York State Power Auth
CP Series 1&2 0.450000%
64989MJC7
I5P1GEYFGGMMDOFX2L30
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-18
2016-07-18
2016-07-18
N
N
N
0.0044
1556000.02
1556000.02
0.0008
N
N
N
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2011E 5.000000%
6499026H1
549300C8XO7EXTX2XU71
US6499026H15
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-15
2016-08-15
2016-08-15
N
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
N/A
N/A
1.0000
0.0049
1457975.00
1457975.00
0.0008
N
N
N
N
New York State Dormitory Auth
RB (Univ of Rochester) Series 2006A1 0.410000%
6499032J9
549300C8XO7EXTX2XU71
US6499032J98
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2027-07-01
Y
Barclays Bank PLC
N/A
N/A
1.0000
7
N
N
N
0.0041
11540000.00
11540000.00
0.0063
N
N
Y
N
New York State Dormitory Auth
RB (Univ of Rochester) Series 2006B1 0.410000%
6499032L4
549300C8XO7EXTX2XU71
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2024-07-01
Y
Barclays Bank PLC
N/A
N/A
1.0000
7
N
N
N
0.0041
1530000.00
1530000.00
0.0008
N
N
Y
N
New York State Dormitory Auth
RB (NYU) Series 2008A 5.000000%
649903R29
549300C8XO7EXTX2XU71
US649903R292
Other Municipal Security
Unrated Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
Y
New York University
Corporate Underlier
N/A
N/A
1.0000
0.0500
200000.00
200000.00
0.0001
N
Y
Y
N
New York State Dormitory Auth
RB (NYU) Series 2008B 5.000000%
649903T35
549300C8XO7EXTX2XU71
US649903T355
Other Municipal Security
Unrated Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
Y
New York University
Corporate Underlier
N/A
N/A
1.0000
0.0500
200000.00
200000.00
0.0001
N
Y
Y
N
New York State Dormitory Auth
RB (Cornell Univ) Series 2009A 3.000000%
649905BY1
549300C8XO7EXTX2XU71
US649905BY17
Other Municipal Security
Unrated Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
Y
Cornell University
Corporate Underlier
N/A
N/A
1.0000
0.0300
250000.00
250000.00
0.0001
N
Y
Y
N
New York State Dormitory Auth
RB (Cornell Univ) Series 2009A 5.000000%
649905BZ8
549300C8XO7EXTX2XU71
US649905BZ81
Other Municipal Security
Unrated Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
Y
Cornell University
Corporate Underlier
N/A
N/A
1.0000
0.0500
400000.00
400000.00
0.0002
N
Y
Y
N
New York State Dormitory Auth
RB (NYU) Series 2009A 5.000000%
649905UH7
549300C8XO7EXTX2XU71
US649905UH72
Other Municipal Security
Unrated Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
Y
New York University
Corporate Underlier
N/A
N/A
1.0000
0.0500
475000.00
475000.00
0.0003
N
Y
Y
N
New York State Dormitory Auth
RB (Cornell Univ) Series 2008B 5.000000%
649905ZU3
549300C8XO7EXTX2XU71
US649905ZU39
Other Municipal Security
Unrated Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
Y
Cornell University
Corporate Underlier
N/A
N/A
1.0000
0.0500
125000.00
125000.00
0.0001
N
Y
Y
N
New York State Dormitory Auth
Consolidated Service Contract Refunding RB Series 2010 5.000000%
64990HGH7
549300C8XO7EXTX2XU71
US64990HGH75
Other Municipal Security
Unrated Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
Y
NEW YORK STATE OF
Corporate Underlier
N/A
N/A
1.0000
0.0500
1150000.00
1150000.00
0.0006
N
Y
Y
N
New York State Urban Development Corp
State Personal Income Tax RB Series 2009A1 5.000000%
650035PX0
US650035PX05
Other Municipal Security
Unrated Security
N/A
N/A
2016-12-15
2016-12-15
2016-12-15
N
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
N/A
N/A
1.0000
0.0034
255137.50
255137.50
0.0001
N
N
N
N
New York State Urban Development Corp
State Personal Income Tax RB Series 2009B1 0.450000%
650035RU4
US650035RU48
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2030-09-15
Y
Morgan Stanley Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0045
5000000.00
5000000.00
0.0027
N
N
Y
N
New York State Urban Development Corp
Service Contract Refunding RB Series 2011A 4.000000%
650035VY1
US650035VY14
Other Municipal Security
Unrated Security
N/A
N/A
2016-09-15
2016-09-15
2016-09-15
N
N
Y
NEW YORK STATE OF
Corporate Underlier
N/A
N/A
1.0000
0.0061
100695.00
100695.00
0.0001
N
N
N
N
North Syracuse CSD
BAN 2015 1.500000%
662735NP0
US662735NP05
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-12
2016-08-12
2016-08-12
N
N
N
0.0064
9966242.89
9966242.89
0.0054
N
N
N
N
Nuveen New York AMT-Free Municipal Fund
Variable Rate Demand Preferred Shares Series 5 0.500000%
670656875
US6706568754
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2046-06-01
Y
Toronto-Dominion Bank/The
N/A
N/A
1.0000
7
N
N
N
0.0050
40000000.00
40000000.00
0.0218
N
N
Y
N
Oswego City SD
BAN 2016A 1.000000%
688715KN0
US688715KN09
Other Municipal Security
Unrated Security
N/A
N/A
2016-07-21
2016-07-21
2016-07-21
N
N
N
0.0046
14264278.00
14264278.00
0.0078
N
N
N
N
Port Auth of New York & New Jersey
Consolidated Bonds 148th Series 0.450000%
73358T4P3
US73358T4P36
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2017-03-16
Y
Morgan Stanley Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0045
9990500.00
9990500.00
0.0055
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 179th Series 0.430000%
73358WRM8
US73358WRM81
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2021-06-01
Y
Citibank NA
N/A
N/A
1.0000
7
Y
N
N
0.0043
2580000.00
2580000.00
0.0014
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 185th Series 5.000000%
73358WTF1
US73358WTF13
Other Municipal Security
Unrated Security
N/A
N/A
2016-09-01
2016-09-01
2016-09-01
N
N
N
0.0054
246815.45
246815.45
0.0001
N
N
N
N
Port Auth of New York & New Jersey
Consolidated Bonds 186th Series 4.000000%
73358WUK8
US73358WUK88
Other Municipal Security
Unrated Security
N/A
N/A
2016-10-15
2016-10-15
2016-10-15
N
N
N
0.0048
100966.00
100966.00
0.0001
N
N
N
N
Port Auth of New York & New Jersey
Consolidated Bonds 194th Series 1.500000%
73358WYM0
US73358WYM09
Other Municipal Security
Unrated Security
N/A
N/A
2016-10-15
2016-10-15
2016-10-15
N
N
N
0.0043
4417906.65
4417906.65
0.0024
N
N
N
N
Port Chester
BAN Series 2016A 2.000000%
733760UT7
US733760UT74
Other Municipal Security
First Tier Security
N/A
N/A
2017-02-23
2017-02-23
2017-02-23
N
N
N
0.0063
5763419.12
5763419.12
0.0031
N
N
N
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2010F 0.440000%
74703YXU9
549300C8XO7EXTX2XU71
US74703YXU99
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2018-04-05
Y
Bank of America NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
N/A
N/A
1.0000
0.0044
5000000.00
5000000.00
0.0027
N
N
Y
N
Queensbury UFSD
GO BANs Series 2016 2.000000%
748267SP7
US748267SP78
Other Municipal Security
Unrated Security
N/A
N/A
2017-04-28
2017-04-28
2017-04-28
N
N
N
0.0075
9012261.83
9012261.83
0.0049
N
N
N
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2012 Series E1 0.430000%
74926YC82
5493003476LG35QAKM08
US74926YC821
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2020-02-01
Y
Royal Bank of Canada
N/A
N/A
1.0000
7
Y
N
N
0.0043
4835000.00
4835000.00
0.0026
N
N
Y
N
Utility Debt Securitization Auth
Restructuring Bonds Series 2013TE17 0.430000%
74926YH20
US74926YH200
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2021-12-15
Y
Royal Bank of Canada
N/A
N/A
1.0000
7
Y
N
N
0.0043
6650000.00
6650000.00
0.0036
N
N
Y
N
Rensselaer Cnty
GO BAN 2015 2.000000%
759897XE6
US759897XE61
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-12
2016-08-12
2016-08-12
N
N
N
0.0061
11518055.00
11518055.00
0.0063
N
N
N
N
New York City Municipal Water Finance Auth
Water & Sewer System RB Fiscal 2013 Series CC 0.440000%
76252PBK4
549300Q2EHQ6RJPQKP05
US76252PBK49
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2047-06-15
Y
Barclays Bank PLC
N/A
N/A
1.0000
7
Y
N
N
0.0044
10540000.00
10540000.00
0.0058
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2012 Series BB 0.440000%
76252PCN7
549300Q2EHQ6RJPQKP05
US76252PCN78
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2044-06-15
Y
Barclays Bank PLC
N/A
N/A
1.0000
7
Y
N
N
0.0044
4000000.00
4000000.00
0.0022
N
N
Y
N
Rochester
BAN Series 2016I 2.000000%
771694MJ2
US771694MJ28
Other Municipal Security
First Tier Security
N/A
N/A
2017-03-14
2017-03-14
2017-03-14
N
N
N
0.0063
14497281.60
14497281.60
0.0079
N
N
N
N
Rockland Cnty IDA
RB (Northern Riverview) Series 1999 0.510000%
773561AD7
US773561AD73
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2029-02-01
Y
MANUFACTURERS AND TRADERS TRUST CO
N/A
N/A
1.0000
7
N
N
N
0.0051
6965000.00
6965000.00
0.0038
N
N
Y
N
Suffolk County IDA
Civic Facility RB (Guide Dog Foundation for the Blind) Series 2001 0.440000%
864768FD3
US864768FD35
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2021-01-01
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0044
2765000.00
2765000.00
0.0015
N
N
Y
N
Sullivan Cnty
GO TAN 2016 2.000000%
865270XS6
US865270XS67
Other Municipal Security
Unrated Security
N/A
N/A
2017-03-03
2017-03-03
2017-03-03
N
N
N
0.0077
6351597.00
6351597.00
0.0035
N
N
N
N
Sullivan Cnty
GO TAN 2016 2.000000%
865270XT4
US865270XT41
Other Municipal Security
Unrated Security
N/A
N/A
2017-03-03
2017-03-03
2017-03-03
N
N
N
0.0077
3204531.92
3204531.92
0.0017
N
N
N
N
Syracuse IDA
Civic Facility Refunding RB (Crouse Health) Series 2003A 0.450000%
871720BR8
US871720BR84
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2023-01-01
Y
HSBC Bank USA NA
N/A
N/A
1.0000
7
N
N
N
0.0045
6100000.00
6100000.00
0.0033
N
N
Y
N
Syracuse IDA
Civic Facility RB (Syracuse Univ) Series 2005B 0.400000%
871720CD8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2035-12-01
Y
US BANK NATIONAL ASSOCIATION
N/A
N/A
1.0000
7
N
N
N
0.0040
1000000.00
1000000.00
0.0005
N
N
Y
N
New York State Urban Development Corp
State Personal Income Tax RB Series 2013A1 0.440000%
88033LA25
US88033LA250
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2021-03-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
N/A
N/A
1.0000
0.0044
3000000.00
3000000.00
0.0016
N
N
Y
N
New York City
GO Bonds Fiscal 2014 Series I1 0.440000%
88033LA41
549300ABYZD2SFD5JB29
US88033LA417
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2022-03-01
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
2635000.00
2635000.00
0.0014
N
N
Y
N
New York State Dormitory Auth
RB (Memorial Sloan Kettering) 2006 Series 1 0.440000%
88033LAK5
549300C8XO7EXTX2XU71
US88033LAK52
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2030-01-01
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
Y
UNITED STATES TREASURY
N/A
N/A
1.0000
N
0.0044
10025000.00
10025000.00
0.0055
N
N
Y
N
New York City Housing Development Corp
M/F Housing RB Series 2009C1 0.440000%
88033LAX7
549300SQWVHKBRF8D702
US88033LAX73
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2029-05-01
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
8000000.00
8000000.00
0.0044
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2014 Series DD 0.440000%
88033LC80
549300Q2EHQ6RJPQKP05
US88033LC801
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2022-03-19
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
4000000.00
4000000.00
0.0022
N
N
Y
N
New York City
GO Bonds Fiscal 2009 Series I1 0.450000%
88033LH69
549300ABYZD2SFD5JB29
US88033LH693
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2028-10-01
Y
Morgan Stanley Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0045
3000000.00
3000000.00
0.0016
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System RB Fiscal 2011 Series EE 0.440000%
88033LK57
549300Q2EHQ6RJPQKP05
US88033LK572
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2019-06-15
Y
Toronto-Dominion Bank/The
N/A
N/A
1.0000
7
Y
N
N
0.0044
10000000.00
10000000.00
0.0055
N
N
Y
N
Sales Tax Asset Receivable Corp
Sales Tax Asset RB Fiscal 2015 Series A 0.440000%
88033LRF8
US88033LRF84
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2022-10-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
3140000.00
3140000.00
0.0017
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2012 Series FF 0.440000%
88033LRU5
549300Q2EHQ6RJPQKP05
US88033LRU51
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2021-06-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
19640000.00
19640000.00
0.0107
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2014C 0.440000%
88033LSG5
549300C8XO7EXTX2XU71
US88033LSG58
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2022-03-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
N/A
N/A
1.0000
0.0044
8000000.00
8000000.00
0.0044
N
N
Y
N
New York State Urban Development Corp
State Personal Income Tax RB Series 2014A 0.440000%
88033LWS4
US88033LWS41
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2022-03-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
N/A
N/A
1.0000
0.0044
7500000.00
7500000.00
0.0041
N
N
Y
N
Utility Debt Securitization Auth
Restructuring Bonds Series 2013TE 0.440000%
88033LZE2
US88033LZE28
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2021-12-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
3355000.00
3355000.00
0.0018
N
N
Y
N
New York City
GO Bonds Fiscal 2010 Series E 0.440000%
88033LZU6
549300ABYZD2SFD5JB29
US88033LZU69
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2018-02-01
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
3445000.00
3445000.00
0.0019
N
N
Y
N
Metropolitan Transportation Auth
Dedicated Tax Fund Bonds Series 2009B 0.440000%
88033LZY8
US88033LZY81
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2018-05-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
3165000.00
3165000.00
0.0017
N
N
Y
N
Utility Debt Securitization Auth
Restructuring Bonds Series 2013TE 0.420000%
88033M2A4
US88033M2A40
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2021-11-01
Y
Credit Suisse AG
N/A
N/A
1.0000
7
Y
N
N
0.0042
21665000.00
21665000.00
0.0118
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd General Resolution RB Fiscal 2009 Series GG-2 0.440000%
88033M4M6
549300Q2EHQ6RJPQKP05
US88033M4M69
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2017-06-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
7300000.00
7300000.00
0.0040
N
N
Y
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2016 Series S-1 0.440000%
88033M8J9
5493003476LG35QAKM08
US88033M8J94
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2024-01-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE OF
Corporate Underlier
N/A
N/A
1.0000
0.0044
3330000.00
3330000.00
0.0018
N
N
Y
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2015 Series S2 0.440000%
88033MBG1
5493003476LG35QAKM08
US88033MBG15
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2024-01-15
Y
Toronto-Dominion Bank/The
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE OF
Corporate Underlier
N/A
N/A
1.0000
0.0044
3000000.00
3000000.00
0.0016
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System RB Fiscal 2007 Series A 0.410000%
88033MD53
549300Q2EHQ6RJPQKP05
US88033MD534
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2017-03-03
Y
Bank of America NA
N/A
N/A
1.0000
7
Y
N
N
0.0041
11500000.00
11500000.00
0.0063
N
N
Y
N
Metropolitan Transportation Auth
Dedicated Tax Fund Refunding Bonds Series 2016A 0.490000%
88033ME52
US88033ME524
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2024-05-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0049
5345000.00
5345000.00
0.0029
N
N
Y
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2015 Series S2 0.430000%
88033MEU7
5493003476LG35QAKM08
US88033MEU71
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2023-07-15
Y
Citibank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE OF
Corporate Underlier
N/A
N/A
1.0000
0.0043
8000000.00
8000000.00
0.0044
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2016 Series A1 0.440000%
88033MGQ4
5493003476LG35QAKM08
US88033MGQ42
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2023-08-01
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
1500000.00
1500000.00
0.0008
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2015B 0.440000%
88033MGT8
549300C8XO7EXTX2XU71
US88033MGT80
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2023-02-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
N/A
N/A
1.0000
0.0044
10420000.00
10420000.00
0.0057
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2015B 0.440000%
88033MGW1
549300C8XO7EXTX2XU71
US88033MGW10
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2023-02-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
N/A
N/A
1.0000
0.0044
1875000.00
1875000.00
0.0010
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 194th Series 0.430000%
88033MHJ9
US88033MHJ99
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2023-10-15
Y
Citibank NA
N/A
N/A
1.0000
7
Y
N
N
0.0043
1220000.00
1220000.00
0.0007
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 194th Series 0.450000%
88033MHQ3
US88033MHQ33
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2023-10-15
Y
Morgan Stanley Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0045
8500000.00
8500000.00
0.0046
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 194th Series 0.450000%
88033MJS7
US88033MJS70
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2023-10-15
Y
Morgan Stanley Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0045
3300000.00
3300000.00
0.0018
N
N
Y
N
New York Liberty Development Corp
Liberty RB Series 1WTC-2011 0.460000%
88033MK71
US88033MK711
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2019-06-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
Y
PORT AUTHORITY OF NEW YORK AND NEW JERSEY
Corporate Underlier
N/A
N/A
1.0000
0.0046
5815000.00
5815000.00
0.0032
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2016 Series C 0.450000%
88033MKK2
5493003476LG35QAKM08
US88033MKK26
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2023-11-01
Y
Morgan Stanley Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0045
10000000.00
10000000.00
0.0055
N
N
Y
N
New York State Urban Development Corp
State Personal Income Tax RB Series 2013A1 0.440000%
88033ML70
US88033ML701
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2021-03-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
N/A
N/A
1.0000
0.0044
4700000.00
4700000.00
0.0026
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System RB Fiscal 2016 Series BB1 0.430000%
88033MLB1
549300Q2EHQ6RJPQKP05
US88033MLB18
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2023-06-15
Y
STATE STREET BANK AND TRUST COMPANY
N/A
N/A
1.0000
7
Y
N
N
0.0043
10130000.00
10130000.00
0.0055
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System RB Fiscal 2011 Series HH 0.430000%
88033MMY0
549300Q2EHQ6RJPQKP05
US88033MMY02
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2019-06-15
Y
Royal Bank of Canada
N/A
N/A
1.0000
7
Y
N
N
0.0043
14700000.00
14700000.00
0.0080
N
N
Y
N
New York State Environmental Facilities Corp
Clean Water & Drinking Water Revolving Funds RB Series 2010C 0.440000%
88033MTX5
549300QJ33JJW73OQO60
US88033MTX55
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2018-04-15
Y
JPMorgan Chase Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0044
6600000.00
6600000.00
0.0036
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer RB Fiscal 2012 Series BB 0.430000%
88033MYA9
549300Q2EHQ6RJPQKP05
US88033MYA97
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2019-12-19
Y
Royal Bank of Canada
N/A
N/A
1.0000
7
Y
N
N
0.0043
10515000.00
10515000.00
0.0057
N
N
Y
N
Three Village CSD
BAN 2015 2.000000%
885766NE1
US885766NE15
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-26
2016-08-26
2016-08-26
N
N
N
0.0052
2856412.50
2856412.50
0.0016
N
N
N
N
Three Village CSD
BAN 2015 1.750000%
885766NG6
US885766NG62
Other Municipal Security
Unrated Security
N/A
N/A
2016-08-26
2016-08-26
2016-08-26
N
N
N
0.0051
2705076.00
2705076.00
0.0015
N
N
N
N
Triborough Bridge & Tunnel Auth
General Refunding RB Series 2005B3 0.420000%
89602NGX6
54930020ZN4LQF7K3456
US89602NGX66
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2032-01-01
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
N/A
N/A
1.0000
7
N
N
N
0.0042
4285000.00
4285000.00
0.0023
N
N
Y
N
Triborough Bridge & Tunnel Auth
General RB Series 2001C 0.420000%
89602NSQ8
54930020ZN4LQF7K3456
US89602NSQ87
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2032-01-01
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
N/A
N/A
1.0000
7
N
N
N
0.0042
13680000.00
13680000.00
0.0075
N
N
Y
N
Triborough Bridge & Tunnel Auth
General RB Series 2009A2 0.450000%
89602NUR3
54930020ZN4LQF7K3456
US89602NUR33
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-11-15
Y
Credit Suisse AG
N/A
N/A
1.0000
7
Y
N
N
0.0045
6500000.00
6500000.00
0.0035
N
N
Y
N
Triborough Bridge & Tunnel Auth
General RB Series 2003B3 0.380000%
89602NWW0
54930020ZN4LQF7K3456
US89602NWW00
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2033-01-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
1
N
N
N
0.0038
8000000.00
8000000.00
0.0044
N
Y
Y
N
Triborough Bridge & Tunnel Auth
General RB Series 2013C 0.450000%
89602NZ23
54930020ZN4LQF7K3456
US89602NZ239
Tender Option Bond
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2021-05-15
Y
Morgan Stanley Bank NA
N/A
N/A
1.0000
7
Y
N
N
0.0045
6665000.00
6665000.00
0.0036
N
N
Y
N
Triborough Bridge & Tunnel Auth
General Refunding RB Series 2012B 4.000000%
89602NZQ0
54930020ZN4LQF7K3456
US89602NZQ05
Other Municipal Security
Unrated Security
N/A
N/A
2016-11-15
2016-11-15
2016-11-15
N
N
N
0.0044
303819.00
303819.00
0.0002
N
N
N
N
Triborough Bridge & Tunnel Auth
General Refunding RB Series 2012B 5.000000%
89602NZT4
54930020ZN4LQF7K3456
US89602NZT44
Other Municipal Security
Unrated Security
N/A
N/A
2016-11-15
2016-11-15
2016-11-15
N
N
N
0.0044
437009.00
437009.00
0.0002
N
N
N
N
Vestal
BAN 2016 2.000000%
925428TD6
US925428TD63
Other Municipal Security
Unrated Security
N/A
N/A
2017-05-12
2017-05-12
2017-05-12
N
N
N
0.0097
6052800.00
6052800.00
0.0033
N
N
N
N
West Seneca
BAN 2015 2.000000%
955771QY9
US955771QY95
Other Municipal Security
First Tier Security
N/A
N/A
2016-07-28
2016-07-28
2016-07-28
N
N
N
0.0062
13193443.60
13193443.60
0.0072
N
N
N
N
The Charles Schwab Family of Funds
2016-07-08
Mark Fischer
Mark Fischer
Chief Financial Officer