0001145549-17-004563.txt : 20170710 0001145549-17-004563.hdr.sgml : 20170710 20170710152439 ACCESSION NUMBER: 0001145549-17-004563 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170710 DATE AS OF CHANGE: 20170710 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-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 17957716 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-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2017-06-30 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 23 25 1455429020.52 1385987735.69 1460620707.24 1436153599.35 1492271842.19 0.8661 0.8199 0.8462 0.8686 0.9013 1135.31 1641732244.25 1641764317.92 13848971.20 35590707.79 1620023716.64 1617480299.6480 1.0000 0.0093 1.0015 1.0015 1.0015 1.0015 1.0016 C000012394 1.00 1363515960.11 1361374726.0400 1.0015 1.0015 1.0015 1.0015 1.0016 64379785.75 62413924.29 55495642.71 57294182.92 77249581.15 71976163.37 59334689.44 75744259.86 44093865.65 63685830.01 278332157.45 293897524.08 0.0029 Y Investment Advisor and its affiliates Contractual 71,758 C000012395 25000.00 256507756.53 256105573.6080 1.0015 1.0014 1.0014 1.0014 1.0016 1931878.04 1401654.60 11892282.05 2806734.25 1222507.82 2104515.91 4575529.00 2448938.30 2436904.50 1883091.08 20529143.41 9906034.72 0.0049 Y Investment Advisor and its affiliates Contractual 27,648 Amherst Development Corp Student Housing Facility Refunding RB Series 2010B 0.940000% 031358AX2 US031358AX20 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2035-10-01 Y HSBC Bank USA NA 1.0000 7 N N N 0.0094 13935000.00 13935000.00 0.0086 N N Y N Amherst IDA Civic Facility RB (Daemen College) Series 2006B 0.960000% 031362EJ1 US031362EJ10 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2036-10-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0096 3135000.00 3135000.00 0.0019 N N Y N Brewster CSD BAN 2016 1.500000% 107745JQ5 US107745JQ53 Other Municipal Security Y 2017-07-14 2017-07-14 2017-07-14 N N N 0.0102 7000980.00 7000980.00 0.0043 N N N N Burnt Hills - Ballston Lake CSD BAN 2017 2.500000% 122547KZ4 US122547KZ41 Other Municipal Security Y 2018-06-22 2018-06-22 2018-06-22 N N N 0.0110 16215520.00 16215520.00 0.0100 N N N N Clinton Cnty Airport BAN Series 2017B 2.375000% 187468JL8 US187468JL89 Other Municipal Security Y 2018-06-08 2018-06-08 2018-06-08 N N N 0.0120 14904246.00 14904246.00 0.0092 N N N N Metropolitan Transportation Auth Transportation RB Series 2006B 0.950000% 18886PD36 5493000TKYODLXADQD60 US18886PD368 Tender Option Bond Y 2017-07-07 2017-07-07 2022-11-15 Y STATE STREET BANK AND TRUST COMPANY 1.0000 7 N N N 0.0095 25615000.00 25615000.00 0.0158 N N Y N New York State Dormitory Auth RB (St. John's Univ) Series 2007C 0.950000% 18886PUB9 549300C8XO7EXTX2XU71 US18886PUB92 Tender Option Bond Y 2017-07-07 2017-07-07 2025-07-01 Y STATE STREET BANK AND TRUST COMPANY 1.0000 7 N N N 0.0095 26020000.00 26020000.00 0.0161 N N Y N Colonie Local Development Corp RB (Shaker Pointe at Carondelet) Series 2011 0.960000% 196220AA5 US196220AA57 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2041-12-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0096 9530000.00 9530000.00 0.0059 N N Y N Colonie Local Development Corp RB (Shaker Pointe at Carondelet) Series 2013 0.960000% 196220AB3 US196220AB31 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2041-12-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0096 11710000.00 11710000.00 0.0072 N N Y N Columbia Cnty IDA Civic Facility RB (Columbia Memorial Hospital) Series 2008A 0.930000% 197511AR9 US197511AR96 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2033-07-01 Y HSBC Bank USA NA 1.0000 7 N N N 0.0093 1360000.00 1360000.00 0.0008 N N Y N East Rochester Hsg Auth Housing RB (Park Ridge Nursing Home) Series 2008 0.960000% 274722DX2 US274722DX22 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2041-01-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0096 12605000.00 12605000.00 0.0078 N N Y N New York State Dormitory Auth RB (New York Univ) Series 2017A 1.060000% 27884F2K5 549300C8XO7EXTX2XU71 US27884F2K59 Tender Option Bond Y 2017-07-06 2017-08-31 2037-07-01 N N Y New York University Corporate Underlier 1.0000 US BANK NATIONAL ASSOCIATION Standby Purchase Agreement 1.0000 0.0106 4399384.00 4399384.00 0.0027 N N N Y Erie Cnty IDA IDRB (Hydro-Air Components) Series 2006 0.980000% 295088FP8 US295088FP80 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2026-04-01 Y HSBC Bank USA NA 1.0000 7 N N N 0.0098 4420000.00 4420000.00 0.0027 N N Y N Franklin Cnty Civic Development Corp RB (Alice Hyde Medical Center) Series 2013A 0.930000% 35313PAA0 US35313PAA03 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2038-10-01 Y HSBC Bank USA NA 1.0000 7 N N N 0.0093 8260000.00 8260000.00 0.0051 N N Y N Gates Chili CSD BAN 2017 2.500000% 367352RQ6 US367352RQ65 Other Municipal Security Y 2018-06-22 2018-06-22 2018-06-22 N N N 0.0116 7520708.25 7520708.25 0.0046 N N N N Indian River CSD BAN 2016 2.000000% 454354HB0 US454354HB01 Other Municipal Security Y 2017-07-14 2017-07-14 2017-07-14 N N N 0.0097 7002170.00 7002170.00 0.0043 N N N N Lancaster IDA IDRB (Sealing Devices) Series 2016 0.960000% 514226AF6 US514226AF68 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2037-01-01 Y HSBC Bank USA NA 1.0000 7 N N N 0.0096 3140000.00 3140000.00 0.0019 N N Y N Lancaster IDA Civic Facility RB (2000 GreenField Manor) 0.970000% 514502AA1 US514502AA19 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2032-11-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0097 13500000.00 13500000.00 0.0083 N N Y N Lancaster IDA IDRB (Sealing Devices) Series 2007 0.980000% 514509AA6 US514509AA61 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2027-12-01 Y HSBC Bank USA NA 1.0000 7 N N N 0.0098 1580000.00 1580000.00 0.0010 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Refunding Bonds Series 2012A 0.930000% 59259NT37 5493000TKYODLXADQD60 US59259NT377 Tender Option Bond Y 2017-07-07 2017-07-07 2020-05-15 Y Citibank NA 1.0000 7 Y N N 0.0093 8000000.00 8000000.00 0.0049 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Refunding Bonds Series 2012A 0.940000% 59259NT78 5493000TKYODLXADQD60 US59259NT781 Tender Option Bond Y 2017-07-07 2017-07-07 2020-05-15 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0094 6665000.00 6665000.00 0.0041 N N Y N Metropolitan Transportation Auth Transportation RB Series 2015E4 0.950000% 59259Y7E3 5493000TKYODLXADQD60 US59259Y7E34 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2045-11-15 Y Bank of the West 1.0000 7 N N N 0.0095 6890000.00 6890000.00 0.0043 N N Y N Middletown City SD BAN 2017 2.500000% 597103WC0 US597103WC01 Other Municipal Security Y 2018-06-21 2018-06-21 2018-06-21 N N N 0.0110 16214880.00 16214880.00 0.0100 N N N N Monroe Cnty IDA Civic Facility RB Series 2004 1.010000% 610752CU9 US610752CU99 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2024-11-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0101 985000.00 985000.00 0.0006 N N Y N Monroe Cnty IDA Civic Facility RB (Margaret Woodbury Strong Museum) Series 2005 0.960000% 610752CW5 US610752CW55 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2035-04-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0096 17875000.00 17875000.00 0.0110 N N Y N Nassau Cnty Interim Finance Auth Sales Tax Secured Bonds Series 2008B 0.910000% 631663KG5 549300DP7LB76W78BR41 US631663KG59 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2021-11-15 Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 7 Y N N 0.0091 5400000.00 5400000.00 0.0033 N N Y N Nassau Health Care Corp Cnty Guaranteed Bonds Series 2009C2 0.910000% 63167NAW6 549300L7UKCJQEMTLX26 US63167NAW65 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2029-08-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0091 8600000.00 8600000.00 0.0053 N N Y N New York City IDA Civic Facility RB ( Auditory-Oral School of NY) Series 2006 0.920000% 649438BN7 549300XR20ZR5DHL9534 US649438BN73 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2032-12-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0092 3950000.00 3950000.00 0.0024 N N Y N New York City GO Bonds Fiscal 2004 Series H 0.920000% 64966CG62 549300ABYZD2SFD5JB29 US64966CG628 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2034-03-01 Y CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM 1.0000 7 N N N 0.0092 21260000.00 21260000.00 0.0131 N N Y N New York City GO Bonds Fiscal 2004 Series H3 0.910000% 64966CG70 549300ABYZD2SFD5JB29 US64966CG701 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2034-03-01 Y CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM 1.0000 7 N N N 0.0091 1175000.00 1175000.00 0.0007 N N Y N New York City GO Bonds Fiscal 2011 Series A 3.000000% 64966HA75 549300ABYZD2SFD5JB29 US64966HA752 Other Municipal Security Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0079 100153.00 100153.00 0.0001 N N N N New York City GO Bonds Fiscal 2009 Series H1 0.940000% 64966HHH6 549300ABYZD2SFD5JB29 US64966HHH66 Tender Option Bond Y 2017-07-07 2017-07-07 2018-09-01 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0094 15000000.00 15000000.00 0.0093 N N Y N New York City GO Bonds Fiscal 2009 Series J1 0.940000% 64966HMA5 549300ABYZD2SFD5JB29 US64966HMA58 Tender Option Bond Y 2017-07-07 2017-07-07 2018-12-01 Y Citibank NA 1.0000 7 Y Y UNITED STATES TREASURY 0.0110 N 0.0094 23225000.00 23225000.00 0.0143 N N Y N New York City GO Bonds Fiscal 2005 Series C3 0.970000% 64966HMG2 549300ABYZD2SFD5JB29 US64966HMG29 Tender Option Bond Y 2017-07-07 2017-07-07 2018-09-06 Y Bank of America NA 1.0000 7 Y N N 0.0097 8700000.00 8700000.00 0.0054 N N Y N New York City GO Bonds Fiscal 2003 Series CA 5.000000% 64966K4F7 549300ABYZD2SFD5JB29 US64966K4F79 Other Municipal Security Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0079 100291.00 100291.00 0.0001 N N N N New York City GO Bonds Fiscal 2012 Series D1 0.940000% 64966K6J7 549300ABYZD2SFD5JB29 US64966K6J73 Tender Option Bond Y 2017-07-07 2017-07-07 2019-10-01 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0094 2500000.00 2500000.00 0.0015 N N Y N New York City GO Bonds Fiscal 2013 Series D&E 0.940000% 64966KNG4 549300ABYZD2SFD5JB29 US64966KNG49 Tender Option Bond Y 2017-07-07 2017-07-07 2020-08-01 Y Citibank NA 1.0000 7 Y N N 0.0094 13500000.00 13500000.00 0.0083 N N Y N New York City GO Bonds Fiscal 2014 Series A1 0.940000% 64966KT60 549300ABYZD2SFD5JB29 US64966KT608 Tender Option Bond Y 2017-07-07 2017-07-07 2021-08-01 Y Citibank NA 1.0000 7 Y N N 0.0094 8000000.00 8000000.00 0.0049 N N Y N New York City GO Bonds Fiscal 2013 Series F1 0.940000% 64966KWR0 549300ABYZD2SFD5JB29 US64966KWR03 Tender Option Bond Y 2017-07-07 2017-07-07 2021-03-01 Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 7 Y N N 0.0094 7300000.00 7300000.00 0.0045 N N Y N New York City GO Bonds Fiscal 2015 Series F4 0.950000% 64966LT84 549300ABYZD2SFD5JB29 US64966LT846 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2044-06-01 Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 7 N N N 0.0095 600000.00 600000.00 0.0004 N N Y N New York City GO Bonds Fiscal 2017 Series A7 0.990000% 64966MFW4 549300ABYZD2SFD5JB29 US64966MFW47 Variable Rate Demand Note Y 2017-07-03 2017-07-03 2044-08-01 Y Bank of the West 1.0000 3 N N N 0.0099 3890000.00 3890000.00 0.0024 N Y Y N New York City GO Bonds Fiscal 2017 Series A6 1.000000% 64966MGA1 549300ABYZD2SFD5JB29 US64966MGA18 Variable Rate Demand Note Y 2017-07-03 2017-07-03 2044-08-01 Y LANDESBANK HESSEN THUERINGEN GIROZENTRALE 1.0000 3 Y N N 0.0100 3000000.00 3000000.00 0.0019 N Y Y N New York City Housing Development Corp M/F Mortgage RB (Susan's Court) Series 2007A 0.950000% 64966TAZ7 549300SQWVHKBRF8D702 US64966TAZ75 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2039-11-01 Y Citibank NA 1.0000 7 N N N 0.0095 24000000.00 24000000.00 0.0148 N N Y N New York City Housing Development Corp M/F Mortgage RB (Las Casas) Series 2008A 0.960000% 64966TBK9 549300SQWVHKBRF8D702 US64966TBK97 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2040-10-01 Y Bank of America NA 1.0000 7 N N N 0.0096 19200000.00 19200000.00 0.0119 N N Y N New York City IDA IDRB (Gary Plastic Packaging Corp) Series 1998 1.310000% 649705NS5 549300XR20ZR5DHL9534 US649705NS54 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2018-09-30 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0131 700000.00 700000.00 0.0004 N N Y N New York City Housing Development Corp M/F Rental Housing RB (1133 Manhattan Ave) Series 2012A 0.950000% 64970HDW1 549300SQWVHKBRF8D702 US64970HDW16 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2046-06-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0095 7000000.00 7000000.00 0.0043 N N Y N New York City Housing Development Corp M/F Mortgage RB (Nagle Courtyard Apts) Series 2004A 0.970000% 64970VCJ0 549300SQWVHKBRF8D702 US64970VCJ08 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2038-01-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0097 4200000.00 4200000.00 0.0026 N N Y N New York City Housing Development Corp M/F Mortgage RB (1904 Vyse Ave Apts) Series 2005A 0.970000% 64970VCQ4 549300SQWVHKBRF8D702 US64970VCQ41 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2038-01-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0097 4035000.00 4035000.00 0.0025 N N Y N New York City Housing Development Corp M/F Mortgage RB (33 W Tremont Ave Apts) Series 2005A 0.970000% 64970VCR2 549300SQWVHKBRF8D702 US64970VCR24 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2038-02-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0097 3490000.00 3490000.00 0.0022 N N Y N New York City Housing Development Corp M/F Mortgage RB (1090 Franklin Ave Apts) 2005A 0.950000% 64970VDG5 549300SQWVHKBRF8D702 US64970VDG59 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2037-12-01 Y Citibank NA 1.0000 7 N N N 0.0095 2320000.00 2320000.00 0.0014 N N Y N New York City Transitional Finance Auth Future Tax Secured Bonds Fiscal 2001 Series A 0.910000% 649716WE3 5493003476LG35QAKM08 US649716WE31 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2030-02-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0091 1600000.00 1600000.00 0.0010 N N Y N New York City Transitional Finance Auth Future Tax Secured Sub Bonds Fiscal 2010 Series A1 0.930000% 64971M2B7 5493003476LG35QAKM08 US64971M2B71 Variable Rate Demand Note Y 2017-07-03 2017-07-03 2034-05-01 Y Barclays Bank PLC 1.0000 3 Y N N 0.0093 8835000.00 8835000.00 0.0055 N Y Y N New York City Transitional Finance Auth Future Tax Secured Sub RB Fiscal 2012 Series F1 0.940000% 64971Q6S7 5493003476LG35QAKM08 US64971Q6S79 Tender Option Bond Y 2017-07-07 2017-07-07 2020-05-01 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0094 7500000.00 7500000.00 0.0046 N N Y N New York City Transitional Finance Auth Future Tax Secured Sub RB Fiscal 2012 Series F1 0.940000% 64971Q6W8 5493003476LG35QAKM08 US64971Q6W81 Tender Option Bond Y 2017-07-07 2017-07-07 2020-05-01 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0094 3400000.00 3400000.00 0.0021 N N Y N New York City Transitional Finance Auth Future Tax Secured Sub RB Fiscal 2014 Series A1 0.940000% 64971WGY0 5493003476LG35QAKM08 US64971WGY03 Tender Option Bond Y 2017-07-07 2017-07-07 2021-11-01 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0094 5780000.00 5780000.00 0.0036 N N Y N New York City Transitional Finance Auth Future Tax Secured Sub RB Fiscal 2015 Series A1 0.940000% 64971WHA1 5493003476LG35QAKM08 US64971WHA18 Tender Option Bond Y 2017-07-07 2017-07-07 2022-08-01 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0094 2000000.00 2000000.00 0.0012 N N Y N New York City Housing Development Corp M/F Housing RB Series 2017C4 0.890000% 64972CM42 549300SQWVHKBRF8D702 US64972CM426 Other Municipal Security Y 2017-07-07 2017-07-07 2057-05-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0089 18500000.00 18500000.00 0.0114 N N Y N New York City Municipal Water Finance Auth Water & Sewer System 2nd Resolution RB Fiscal 2011 Series EE 0.940000% 64972GCZ5 549300Q2EHQ6RJPQKP05 US64972GCZ54 Tender Option Bond Y 2017-07-07 2017-07-07 2019-06-15 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0094 6175000.00 6175000.00 0.0038 N N Y N New York City Municipal Water Finance Auth Water & Sewer System 2nd Resolution RB Fiscal 2017 Series BB1A 0.950000% 64972GMJ0 549300Q2EHQ6RJPQKP05 US64972GMJ03 Variable Rate Demand Note Y 2017-07-03 2017-07-03 2049-06-15 Y STATE STREET BANK AND TRUST COMPANY 1.0000 3 Y N N 0.0095 1930000.00 1930000.00 0.0012 N Y Y N New York City Transitional Finance Auth Building Aid RB Fiscal 2008 Series S1 0.940000% 64972HRC8 5493003476LG35QAKM08 US64972HRC87 Tender Option Bond Y 2017-07-07 2017-07-07 2029-01-15 Y Citibank NA 1.0000 7 Y N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0094 6000000.00 6000000.00 0.0037 N N Y N New York City Transitional Finance Auth Building Aid RB Fiscal 2012 Series S1A 0.940000% 64972HUN0 5493003476LG35QAKM08 US64972HUN06 Tender Option Bond Y 2017-07-07 2017-07-07 2019-07-15 Y Citibank NA 1.0000 7 Y N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0094 5625000.00 5625000.00 0.0035 N N Y N New York City Transitional Finance Auth Building Aid RB Fiscal 2013 Series S1 0.940000% 64972HUQ3 5493003476LG35QAKM08 US64972HUQ37 Tender Option Bond Y 2017-07-07 2017-07-07 2020-07-15 Y Citibank NA 1.0000 7 Y N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0094 6250000.00 6250000.00 0.0039 N N Y N New York City Transitional Finance Auth Building Aid RB Fiscal 2015 Series S1 0.940000% 64972HWC2 5493003476LG35QAKM08 US64972HWC23 Tender Option Bond Y 2017-07-07 2017-07-07 2023-01-15 Y Morgan Stanley Bank NA 1.0000 7 Y N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0094 4000000.00 4000000.00 0.0025 N N Y N New York City Trust for Cultural Resources RB (American Museum of Natural History) Series 2014B2 0.960000% 64972SAJ7 US64972SAJ78 Other Municipal Security Y 2017-07-06 2018-01-05 2044-04-01 N N Y American Museum of Natural History Corporate Underlier 1.0000 0.0106 10993840.00 10993840.00 0.0068 N N N N New York State Dormitory Auth CP (Cornell Univ) 0.900000% 64983LWB2 549300C8XO7EXTX2XU71 Non-Financial Company Commercial Paper Y 2017-07-13 2017-07-13 2017-07-13 N N Y Cornell University Corporate Underlier 1.0000 0.0092 14889851.25 14889851.25 0.0092 N N N N New York State Dormitory Auth CP (Cornell Univ) 0.880000% 64983LWD8 549300C8XO7EXTX2XU71 Non-Financial Company Commercial Paper Y 2017-07-20 2017-07-20 2017-07-20 N N Y Cornell University Corporate Underlier 1.0000 0.0093 4999850.00 4999850.00 0.0031 N N N N New York State Dormitory Auth Consolidated Service Contract Refunding RB Series 2009 5.000000% 64983M8D3 549300C8XO7EXTX2XU71 US64983M8D37 Other Municipal Security Y 2017-07-01 2017-07-01 2017-07-01 N N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0500 350000.00 350000.00 0.0002 N Y Y N New York State Dormitory Auth Mental Health Services Facilities RB Series 2008D 5.250000% 64983MQ76 549300C8XO7EXTX2XU71 US64983MQ761 Other Municipal Security Y 2017-08-15 2017-08-15 2017-08-15 N N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0093 2190137.00 2190137.00 0.0014 N N N N New York State Dormitory Auth State Sales Tax RB Series 2014A 0.940000% 64983PA84 549300C8XO7EXTX2XU71 US64983PA842 Tender Option Bond Y 2017-07-07 2017-07-07 2022-03-15 Y Morgan Stanley Bank NA 1.0000 7 Y N Y NEW YORK STATE SALES TAX BONDS Corporate Underlier 1.0000 0.0094 3300000.00 3300000.00 0.0020 N N Y N New York State Dormitory Auth RB (NYU) Series 2009A 0.940000% 64983PZC8 549300C8XO7EXTX2XU71 US64983PZC84 Tender Option Bond Y 2017-07-07 2017-07-07 2019-02-04 Y Citibank NA 1.0000 7 Y N Y New York University Corporate Underlier 1.0000 0.0094 9900000.00 9900000.00 0.0061 N N Y N New York State Dormitory Auth State Personal Income Tax RB Series 2011A 0.940000% 64983PZY0 549300C8XO7EXTX2XU71 US64983PZY05 Tender Option Bond Y 2017-07-07 2017-07-07 2019-09-15 Y Morgan Stanley Bank NA 1.0000 7 Y N Y NEW YORK STATE PERSONAL INCOME TAX BONDS Corporate Underlier 1.0000 0.0094 5935000.00 5935000.00 0.0037 N N Y N New York State Dormitory Auth RB (Catholic Health) Series 2006B 0.920000% 64983Q5S4 549300C8XO7EXTX2XU71 US64983Q5S42 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2025-07-01 Y HSBC Bank USA NA 1.0000 7 N N N 0.0092 6530000.00 6530000.00 0.0040 N N Y N New York State Dormitory Auth Court Facilities Lease RB Series 2005B 0.950000% 64983QJG5 549300C8XO7EXTX2XU71 US64983QJG55 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2039-05-15 Y Mizuho Bank Ltd 1.0000 7 Y N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0095 10000000.00 10000000.00 0.0062 N N Y N New York State Dormitory Auth RB (Culinary Institute of America) Series 2006 0.920000% 64983QV30 549300C8XO7EXTX2XU71 US64983QV309 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2036-07-01 Y TD Bank NA 1.0000 7 N N N 0.0092 11800000.00 11800000.00 0.0073 N N Y N New York State Dormitory Auth RB (Culinary Institute of America) Series 2004D 0.920000% 64983TZS5 549300C8XO7EXTX2XU71 US64983TZS58 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2034-07-01 Y TD Bank NA 1.0000 7 N N N 0.0092 5200000.00 5200000.00 0.0032 N N Y N New York State Energy Research & Development Auth Facilities RB (Consolidated Edison) Series 2005A3 0.940000% 64984EDH5 US64984EDH53 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2039-05-01 Y Mizuho Bank Ltd 1.0000 7 N N N 0.0094 5500000.00 5500000.00 0.0034 N N Y N New York State Energy Research & Development Auth Facilities RB (Consolidated Edison) Series 2010A3 0.950000% 64984EDS1 US64984EDS19 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2036-06-01 Y Bank of Nova Scotia 1.0000 7 N N N 0.0095 6515000.00 6515000.00 0.0040 N N Y N New York State Power Auth CP Series 1&2 0.830000% 64985NBC7 I5P1GEYFGGMMDOFX2L30 Non-Financial Company Commercial Paper Y 2017-07-06 2017-07-06 2017-07-06 N N N 0.0092 60216397.83 60216397.83 0.0372 N N Y N NEW YORK STATE HFA Service Contract Refunding RB Series 2003 M2 0.970000% 64986BBF5 5493000LS7KCDB02O506 US64986BBF58 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2021-09-15 Y Bank of America NA 1.0000 7 N N N 0.0097 8910000.00 8910000.00 0.0055 N N Y N NEW YORK STATE HFA Housing RB (Gateway to New Cassel) Series 2006A 0.880000% 64986MF34 5493000LS7KCDB02O506 US64986MF346 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2039-11-01 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0088 5700000.00 5700000.00 0.0035 N N Y N NEW YORK STATE HFA Housing RB (North End Ave) Series 2004A 0.910000% 64986MJ55 5493000LS7KCDB02O506 US64986MJ553 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2036-11-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0091 19800000.00 19800000.00 0.0122 N N Y N NEW YORK STATE HFA Housing RB (39th St) Series 2000A 0.930000% 64986MJY2 5493000LS7KCDB02O506 US64986MJY21 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2031-11-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0093 5300000.00 5300000.00 0.0033 N N Y N NEW YORK STATE HFA Housing RB (316 11th Ave) Series 2007A 0.930000% 64986MK79 5493000LS7KCDB02O506 US64986MK791 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2041-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0093 42500000.00 42500000.00 0.0262 N N Y N NEW YORK STATE HFA Housing RB (301 West End Ave) Series 2000A 0.980000% 64986MLE3 5493000LS7KCDB02O506 US64986MLE39 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2031-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0098 17300000.00 17300000.00 0.0107 N N Y N NEW YORK STATE HFA RB (Weyant Green Apts Housing) Series 2007 A 0.930000% 64986MN27 5493000LS7KCDB02O506 US64986MN274 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2037-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0093 500000.00 500000.00 0.0003 N N Y N NEW YORK STATE HFA Housing RB (West Village Apts) Series 2008A 0.880000% 64986MS89 5493000LS7KCDB02O506 US64986MS893 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2039-11-01 Y Citibank NA 1.0000 7 N N N 0.0088 5900000.00 5900000.00 0.0036 N N Y N NEW YORK STATE HFA Housing RB (Biltmore Tower) Series 2002A 0.930000% 64986MYC3 5493000LS7KCDB02O506 US64986MYC36 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2034-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0093 42000000.00 42000000.00 0.0259 N N Y N NEW YORK STATE HFA Housing RB (Biltmore Tower) Series 2003A 0.930000% 64986MYE9 5493000LS7KCDB02O506 US64986MYE91 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2034-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0093 43300000.00 43300000.00 0.0267 N N Y N NEW YORK STATE HFA Housing RB (10 Barclay St) Series 2004A 0.930000% 64986MYY5 5493000LS7KCDB02O506 US64986MYY55 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2037-11-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0093 13000000.00 13000000.00 0.0080 N N Y N NEW YORK STATE HFA Housing RB (Rip Van Winkle House) Series 2004A 0.930000% 64986MZN8 5493000LS7KCDB02O506 US64986MZN81 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2034-11-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0093 10700000.00 10700000.00 0.0066 N N Y N NEW YORK STATE HFA Housing RB (625 W 57th St) Series 2015A2 0.920000% 64986U2H9 5493000LS7KCDB02O506 US64986U2H92 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2049-05-01 Y BANK OF NEW YORK MELLON/THE 1.0000 7 N N N 0.0092 41355000.00 41355000.00 0.0255 N N Y N NEW YORK STATE HFA Housing RB (606 W 57th St) Series 2014A 0.950000% 64986U2N6 5493000LS7KCDB02O506 US64986U2N60 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2049-05-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0095 4650000.00 4650000.00 0.0029 N N Y N NEW YORK STATE HFA Housing RB (33 Bond St) Series 2014A 0.940000% 64986U4D6 5493000LS7KCDB02O506 US64986U4D60 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2049-11-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0094 25040000.00 25040000.00 0.0155 N N Y N NEW YORK STATE HFA Housing RB (855 6th Ave) Series 2015A 0.910000% 64986U6E2 5493000LS7KCDB02O506 US64986U6E26 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2047-11-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0091 2000000.00 2000000.00 0.0012 N N Y N NEW YORK STATE HFA Housing RB (Riverside Center 2) Series 2015A1 0.930000% 64986U6G7 5493000LS7KCDB02O506 US64986U6G73 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2046-11-01 Y Bank of America NA 1.0000 7 N N N 0.0093 5000000.00 5000000.00 0.0031 N N Y N NEW YORK STATE HFA Housing RB (25 Washington St) Series 2010A 0.910000% 64986UFE2 5493000LS7KCDB02O506 US64986UFE29 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2044-11-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0091 15415000.00 15415000.00 0.0095 N N Y N NEW YORK STATE HFA Housing RB (600 W 42nd St) Series 2008A 0.970000% 64986UMP9 5493000LS7KCDB02O506 US64986UMP92 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2041-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0097 35145000.00 35145000.00 0.0217 N N Y N NEW YORK STATE HFA Housing RB (Riverside Center 2) Series 2012A 0.930000% 64986UUW5 5493000LS7KCDB02O506 US64986UUW51 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2046-11-01 Y Bank of America NA 1.0000 7 N N N 0.0093 3000000.00 3000000.00 0.0019 N N Y N NEW YORK STATE HFA State Personal Income Tax RB Series 2005C 0.910000% 649870JH6 5493000LS7KCDB02O506 US649870JH60 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2033-03-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N Y NEW YORK STATE PERSONAL INCOME TAX BONDS Corporate Underlier 1.0000 0.0091 7000000.00 7000000.00 0.0043 N N Y N NEW YORK STATE HFA Housing RB (Mastro West Chelsea) Series 2015A 0.930000% 64987BFF0 5493000LS7KCDB02O506 US64987BFF04 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2047-11-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0093 15000000.00 15000000.00 0.0093 N N Y N New York State Mortgage Agency Homeowner Mortgage RB Series 147 0.930000% 649883EN1 549300ZQWNLLIG564027 US649883EN13 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2037-04-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 2690000.00 2690000.00 0.0017 N N Y N New York State Mortgage Agency Homeowner Mortgage RB Series 153 0.940000% 649883HT5 549300ZQWNLLIG564027 US649883HT55 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2047-04-01 Y Barclays Bank PLC 1.0000 7 Y N N 0.0094 20080000.00 20080000.00 0.0124 N N Y N New York State Mortgage Agency Homeowner Mortgage RB Series 202 1.020000% 649883T39 549300ZQWNLLIG564027 US649883T391 Variable Rate Demand Note Y 2017-07-03 2017-07-03 2034-10-01 Y JPMorgan Chase Bank NA 1.0000 3 Y N N 0.0102 2800000.00 2800000.00 0.0017 N Y Y N New York State Mortgage Agency Homeowner Mortgage RB Series 201 1.100000% 649883T70 549300ZQWNLLIG564027 US649883T706 Other Municipal Security Y 2017-10-01 2017-10-01 2017-10-01 N N N 0.0106 1065095.85 1065095.85 0.0007 N N N N New York State Mortgage Agency Homeowner Mortgage RB Series 129 0.980000% 64988P2L9 549300ZQWNLLIG564027 US64988P2L92 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2035-10-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0098 1465000.00 1465000.00 0.0009 N N Y N New York State Mortgage Agency Homeowner Mortgage RB Series 132 1.000000% 64988P2T2 549300ZQWNLLIG564027 US64988P2T29 Variable Rate Demand Note Y 2017-07-03 2017-07-03 2037-04-01 Y Royal Bank of Canada 1.0000 3 Y N N 0.0100 600000.00 600000.00 0.0004 N Y Y N New York State Power Auth CP Series 1&2 0.920000% 64989MPN6 I5P1GEYFGGMMDOFX2L30 Non-Financial Company Commercial Paper Y 2017-07-13 2017-07-13 2017-07-13 N N N 0.0092 6391000.00 6391000.00 0.0039 N N N N New York State Power Auth Extendible CP Series 1 0.960000% 64989VTC6 I5P1GEYFGGMMDOFX2L30 Non-Financial Company Commercial Paper Y 2017-08-16 2018-03-16 2018-03-16 N N N 0.0117 4998600.00 4998600.00 0.0031 N N N N New York State Urban Development Corp State Personal Income Tax RB Series 2009B1 0.940000% 650035RU4 US650035RU48 Tender Option Bond Y 2017-07-07 2017-07-07 2030-09-15 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0094 5000000.00 5000000.00 0.0031 N N Y N Nuveen New York AMT-Free Quality Municipal Income Fund Variable Rate Demand Preferred Shares Series 3 0.990000% 670656602 549300V4X2BF3UXSCQ58 US6706566022 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2040-12-01 Y Citibank NA 1.0000 7 N N N 0.0099 2700000.00 2700000.00 0.0017 N N Y N Nuveen New York AMT-Free Quality Municipal Income Fund Variable Rate Demand Preferred Shares Series 5 0.990000% 670656875 549300V4X2BF3UXSCQ58 US6706568754 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2046-06-01 Y Toronto-Dominion Bank/The 1.0000 7 N N N 0.0099 40000000.00 40000000.00 0.0247 N N Y N Oneida Cnty Industrial Development Agency Civic Facility RB (Mohawk Valley Community College) Series 2004A 0.950000% 682462JU1 US682462JU19 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2038-08-01 Y Citibank NA 1.0000 7 N N N 0.0095 6460000.00 6460000.00 0.0040 N N Y N Pittsford CSD GO BAN 2017 2.000000% 725635FK7 US725635FK71 Other Municipal Security Y 2018-02-09 2018-02-09 2018-02-09 N N N 0.0103 11973830.53 11973830.53 0.0074 N N N N Port Auth of New York & New Jersey Consolidated Bonds 148th Series 0.940000% 73358T4P3 US73358T4P36 Tender Option Bond Y 2017-07-07 2017-07-07 2017-08-15 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0094 9990500.00 9990500.00 0.0062 N N Y N Port Auth of New York & New Jersey Consolidated Bonds 179th Series 0.940000% 73358WRM8 US73358WRM81 Tender Option Bond Y 2017-07-07 2017-07-07 2021-06-01 Y Citibank NA 1.0000 7 Y N N 0.0094 2580000.00 2580000.00 0.0016 N N Y N Port Auth of New York & New Jersey Consolidated Bonds 193rd Series 4.000000% 73358WXS8 US73358WXS87 Other Municipal Security Y 2017-10-15 2017-10-15 2017-10-15 N N N 0.0093 3862172.00 3862172.00 0.0024 N N N N Port Auth of New York & New Jersey CP Series A 0.950000% 73359ANK3 Non-Financial Company Commercial Paper Y 2017-09-06 2017-09-06 2017-09-06 N N N 0.0098 4999700.00 4999700.00 0.0031 N N N N Port Auth of New York & New Jersey CP Series B 0.930000% 73359BNZ8 Non-Financial Company Commercial Paper Y 2017-07-19 2017-07-19 2017-07-19 N N N 0.0096 1384972.30 1384972.30 0.0009 N N N N Rockland Cnty IDA RB (Northern Riverview) Series 1999 1.010000% 773561AD7 US773561AD73 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2029-02-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0101 6565000.00 6565000.00 0.0041 N N Y N Suffolk County IDA Civic Facility RB (Guide Dog Foundation for the Blind) Series 2001 0.970000% 864768FD3 US864768FD35 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2021-01-01 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0097 2265000.00 2265000.00 0.0014 N N Y N Syracuse IDA Civic Facility Refunding RB (Crouse Health) Series 2003A 0.910000% 871720BR8 US871720BR84 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2023-01-01 Y HSBC Bank USA NA 1.0000 7 N N N 0.0091 5350000.00 5350000.00 0.0033 N N Y N New York State Urban Development Corp State Personal Income Tax RB Series 2013A1 0.930000% 88033LA25 US88033LA250 Tender Option Bond Y 2017-07-07 2017-07-07 2021-03-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N Y NEW YORK STATE PERSONAL INCOME TAX BONDS Corporate Underlier 1.0000 0.0093 3000000.00 3000000.00 0.0019 N N Y N New York City GO Bonds Fiscal 2014 Series I1 0.930000% 88033LA41 549300ABYZD2SFD5JB29 US88033LA417 Tender Option Bond Y 2017-07-07 2017-07-07 2022-03-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 2635000.00 2635000.00 0.0016 N N Y N New York City Housing Development Corp M/F Housing RB Series 2009C1 0.930000% 88033LAX7 549300SQWVHKBRF8D702 US88033LAX73 Tender Option Bond Y 2017-07-07 2017-07-07 2029-05-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 8000000.00 8000000.00 0.0049 N N Y N New York City Municipal Water Finance Auth Water & Sewer System 2nd Resolution RB Fiscal 2014 Series DD 0.930000% 88033LC80 549300Q2EHQ6RJPQKP05 US88033LC801 Tender Option Bond Y 2017-07-07 2017-07-07 2022-03-19 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 4000000.00 4000000.00 0.0025 N N Y N New York City GO Bonds Fiscal 2009 Series I1 0.940000% 88033LH69 549300ABYZD2SFD5JB29 US88033LH693 Tender Option Bond Y 2017-07-07 2017-07-07 2028-10-01 Y Morgan Stanley Bank NA 1.0000 7 Y Y UNITED STATES TREASURY 0.7670 N 0.0094 3000000.00 3000000.00 0.0019 N N Y N New York City Municipal Water Finance Auth Water & Sewer System RB Fiscal 2011 Series EE 0.950000% 88033LK57 549300Q2EHQ6RJPQKP05 US88033LK572 Tender Option Bond Y 2017-07-07 2017-07-07 2019-06-15 Y Toronto-Dominion Bank/The 1.0000 7 Y N N 0.0095 10000000.00 10000000.00 0.0062 N N Y N New York City Municipal Water Finance Auth Water & Sewer System 2nd Resolution RB Fiscal 2012 Series FF 0.930000% 88033LRU5 549300Q2EHQ6RJPQKP05 US88033LRU51 Tender Option Bond Y 2017-07-07 2017-07-07 2021-06-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 20040000.00 20040000.00 0.0124 N N Y N New York State Dormitory Auth State Personal Income Tax RB Series 2014C 0.930000% 88033LSG5 549300C8XO7EXTX2XU71 US88033LSG58 Tender Option Bond Y 2017-07-07 2017-07-07 2022-03-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N Y NEW YORK STATE PERSONAL INCOME TAX BONDS Corporate Underlier 1.0000 0.0093 8000000.00 8000000.00 0.0049 N N Y N New York State Urban Development Corp State Personal Income Tax RB Series 2014A 0.930000% 88033LWS4 US88033LWS41 Tender Option Bond Y 2017-07-07 2017-07-07 2022-03-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N Y NEW YORK STATE PERSONAL INCOME TAX BONDS Corporate Underlier 1.0000 0.0093 7500000.00 7500000.00 0.0046 N N Y N Utility Debt Securitization Auth Restructuring Bonds Series 2013TE 0.930000% 88033LZE2 US88033LZE28 Tender Option Bond Y 2017-07-07 2017-07-07 2021-12-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 3355000.00 3355000.00 0.0021 N N Y N New York City GO Bonds Fiscal 2010 Series E 0.930000% 88033LZU6 549300ABYZD2SFD5JB29 US88033LZU69 Tender Option Bond Y 2017-07-07 2017-07-07 2018-02-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 3445000.00 3445000.00 0.0021 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Bonds Series 2009B 0.930000% 88033LZY8 5493000TKYODLXADQD60 US88033LZY81 Tender Option Bond Y 2017-07-07 2017-07-07 2018-05-15 Y JPMorgan Chase Bank NA 1.0000 7 Y Y UNITED STATES TREASURY 1.0000 N 0.0093 3165000.00 3165000.00 0.0020 N N Y N Utility Debt Securitization Auth Restructuring Bonds Series 2013TE 0.920000% 88033M2A4 US88033M2A40 Tender Option Bond Y 2017-07-07 2017-07-07 2021-11-01 Y Credit Suisse AG 1.0000 7 Y N N 0.0092 21665000.00 21665000.00 0.0134 N N Y N New York City Municipal Water Finance Auth Water & Sewer System 2nd Resolution RB Fiscal 2009 Series GG2 0.930000% 88033M4M6 549300Q2EHQ6RJPQKP05 US88033M4M69 Tender Option Bond Y 2017-07-07 2017-07-07 2018-12-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 7300000.00 7300000.00 0.0045 N N Y N New York City Transitional Finance Auth Building Aid RB Fiscal 2016 Series S1 0.930000% 88033M8J9 5493003476LG35QAKM08 US88033M8J94 Tender Option Bond Y 2017-07-07 2017-07-07 2024-01-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0093 3330000.00 3330000.00 0.0021 N N Y N New York City Transitional Finance Auth Building Aid RB Fiscal 2015 Series S2 0.950000% 88033MBG1 5493003476LG35QAKM08 US88033MBG15 Tender Option Bond Y 2017-07-07 2017-07-07 2024-01-15 Y Toronto-Dominion Bank/The 1.0000 7 Y N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0095 8000000.00 8000000.00 0.0049 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Refunding Bonds Series 2016A 0.930000% 88033ME52 5493000TKYODLXADQD60 US88033ME524 Tender Option Bond Y 2017-07-07 2017-07-07 2024-05-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 5345000.00 5345000.00 0.0033 N N Y N New York City Transitional Finance Auth Building Aid RB Fiscal 2015 Series S2 0.940000% 88033MEU7 5493003476LG35QAKM08 US88033MEU71 Tender Option Bond Y 2017-07-07 2017-07-07 2023-07-15 Y Citibank NA 1.0000 7 Y N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0094 8000000.00 8000000.00 0.0049 N N Y N New York State Dormitory Auth State Personal Income Tax RB Series 2015E 0.930000% 88033MGE1 549300C8XO7EXTX2XU71 US88033MGE12 Tender Option Bond Y 2017-07-07 2017-07-07 2023-09-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N Y NEW YORK STATE PERSONAL INCOME TAX BONDS Corporate Underlier 1.0000 0.0093 6250000.00 6250000.00 0.0039 N N Y N New York City Transitional Finance Auth Future Tax Secured Sub RB Fiscal 2016 Series A1 0.930000% 88033MGQ4 5493003476LG35QAKM08 US88033MGQ42 Tender Option Bond Y 2017-07-07 2017-07-07 2023-08-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 1500000.00 1500000.00 0.0009 N N Y N New York State Dormitory Auth State Personal Income Tax RB Series 2015B 0.930000% 88033MGW1 549300C8XO7EXTX2XU71 US88033MGW10 Tender Option Bond Y 2017-07-07 2017-07-07 2023-02-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N Y NEW YORK STATE PERSONAL INCOME TAX BONDS Corporate Underlier 1.0000 0.0093 1875000.00 1875000.00 0.0012 N N Y N Port Auth of New York & New Jersey Consolidated Bonds 194th Series 0.940000% 88033MHJ9 US88033MHJ99 Tender Option Bond Y 2017-07-07 2017-07-07 2023-10-15 Y Citibank NA 1.0000 7 Y N N 0.0094 1220000.00 1220000.00 0.0008 N N Y N Port Auth of New York & New Jersey Consolidated Bonds 194th Series 0.940000% 88033MHQ3 US88033MHQ33 Tender Option Bond Y 2017-07-07 2017-07-07 2023-10-15 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0094 8500000.00 8500000.00 0.0052 N N Y N Port Auth of New York & New Jersey Consolidated Bonds 194th Series 0.940000% 88033MJS7 US88033MJS70 Tender Option Bond Y 2017-07-07 2017-07-07 2023-10-15 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0094 3300000.00 3300000.00 0.0020 N N Y N New York Liberty Development Corp Liberty RB Series 1WTC 2011 0.960000% 88033MK71 US88033MK711 Tender Option Bond Y 2017-07-07 2017-07-07 2019-06-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N Y PORT AUTHORITY OF NEW YORK AND NEW JERSEY Corporate Underlier 1.0000 0.0096 5815000.00 5815000.00 0.0036 N N Y N New York State Dormitory Auth State Sales Tax RB Series 2015B 0.930000% 88033MKH9 549300C8XO7EXTX2XU71 US88033MKH96 Tender Option Bond Y 2017-07-07 2017-07-07 2023-09-15 Y Wells Fargo Bank NA 1.0000 7 Y N Y NEW YORK STATE SALES TAX BONDS Corporate Underlier 1.0000 0.0093 5790000.00 5790000.00 0.0036 N N Y N New York State Urban Development Corp State Personal Income Tax RB Series 2013A1 0.930000% 88033ML70 US88033ML701 Tender Option Bond Y 2017-07-07 2017-07-07 2021-03-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N Y NEW YORK STATE PERSONAL INCOME TAX BONDS Corporate Underlier 1.0000 0.0093 4700000.00 4700000.00 0.0029 N N Y N New York City Municipal Water Finance Auth Water & Sewer System RB Fiscal 2016 Series BB1 0.940000% 88033MLB1 549300Q2EHQ6RJPQKP05 US88033MLB18 Tender Option Bond Y 2017-07-07 2017-07-07 2023-06-15 Y STATE STREET BANK AND TRUST COMPANY 1.0000 7 Y N N 0.0094 10130000.00 10130000.00 0.0063 N N Y N New York State Dormitory Auth Mental Health Services Facilities RB Series 2008C 1.010000% 88033MMA2 549300C8XO7EXTX2XU71 US88033MMA26 Tender Option Bond Y 2017-07-07 2017-07-07 2018-02-15 Y Toronto-Dominion Bank/The 1.0000 7 Y N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0101 7835000.00 7835000.00 0.0048 N N Y N New York City Municipal Water Finance Auth Water & Sewer System RB Fiscal 2011 Series HH 0.940000% 88033MMY0 549300Q2EHQ6RJPQKP05 US88033MMY02 Tender Option Bond Y 2017-07-07 2017-07-07 2019-06-15 Y Royal Bank of Canada 1.0000 7 Y N N 0.0094 14700000.00 14700000.00 0.0091 N N Y N New York State Environmental Facilities Corp State Clean Water & Drinking Water Revolving Funds RB Series 2010C 0.930000% 88033MTX5 549300QJ33JJW73OQO60 US88033MTX55 Tender Option Bond Y 2017-07-07 2017-07-07 2018-04-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 6600000.00 6600000.00 0.0041 N N Y N New York City Municipal Water Finance Auth Water & Sewer System 2nd Resolution RB Fiscal 2012 Series BB 0.940000% 88033MYA9 549300Q2EHQ6RJPQKP05 US88033MYA97 Tender Option Bond Y 2017-07-07 2017-07-07 2019-12-19 Y Royal Bank of Canada 1.0000 7 Y N N 0.0094 10515000.00 10515000.00 0.0065 N N Y N New York City GO Bonds Fiscal 2008 Series L1 0.930000% 88033S5F7 549300ABYZD2SFD5JB29 US88033S5F72 Tender Option Bond Y 2017-07-07 2017-07-07 2017-10-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 7500000.00 7500000.00 0.0046 N N Y N Port Auth of New York & New Jersey Consolidated Bonds 193rd Series 0.940000% 88033S8D9 US88033S8D97 Tender Option Bond Y 2017-07-07 2017-07-07 2023-10-15 Y Citibank NA 1.0000 7 Y N N 0.0094 2400000.00 2400000.00 0.0015 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Bonds Series 2004B 0.930000% 88033SM27 5493000TKYODLXADQD60 US88033SM276 Tender Option Bond Y 2017-07-07 2017-07-07 2019-11-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 8055000.00 8055000.00 0.0050 N N Y N New York City Transitional Finance Auth Future Tax Secured Sub Bonds Fiscal 2013 Series F 0.930000% 88033SM84 5493003476LG35QAKM08 US88033SM847 Tender Option Bond Y 2017-07-07 2017-07-07 2021-02-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 3240000.00 3240000.00 0.0020 N N Y N New York City GO Bonds Fiscal 2013 Series A1 0.930000% 88033SN42 549300ABYZD2SFD5JB29 US88033SN423 Tender Option Bond Y 2017-07-07 2017-07-07 2020-10-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 3750000.00 3750000.00 0.0023 N N Y N New York City Transitional Finance Auth Future Tax Secured Sub Bonds Fiscal 2012 Series E1 0.940000% 88033SRH9 5493003476LG35QAKM08 US88033SRH93 Tender Option Bond Y 2017-07-07 2017-07-07 2020-02-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0094 4835000.00 4835000.00 0.0030 N N Y N New York State Urban Development Corp State Personal Income Tax RB Series 2009A1 0.930000% 88033SYC2 US88033SYC24 Tender Option Bond Y 2017-07-07 2017-07-07 2024-12-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N Y NEW YORK STATE PERSONAL INCOME TAX BONDS Corporate Underlier 1.0000 0.0093 4995000.00 4995000.00 0.0031 N N Y N New York City Municipal Water Finance Auth Water & Sewer System 2nd Resolution RB Fiscal 2013 Series CC 0.940000% 88033SYU2 549300Q2EHQ6RJPQKP05 US88033SYU22 Tender Option Bond Y 2017-07-07 2017-07-07 2021-05-24 Y Barclays Bank PLC 1.0000 7 Y N N 0.0094 17360000.00 17360000.00 0.0107 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Bonds Series 2017A 0.930000% 88033U6W4 5493000TKYODLXADQD60 US88033U6W43 Tender Option Bond Y 2017-07-07 2017-07-07 2025-05-15 Y Barclays Bank PLC 1.0000 7 Y N N 0.0093 3750000.00 3750000.00 0.0023 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Bonds Subseries 2017B-1 0.930000% 88033U7D5 5493000TKYODLXADQD60 US88033U7D52 Tender Option Bond Y 2017-07-07 2017-07-07 2025-10-01 Y Citibank NA 1.0000 7 Y N N 0.0093 6400000.00 6400000.00 0.0040 N N Y N New York State Environmental Facilities Corp State Clean Water & Drinking Water Revolving Funds RB Series 2013A 0.930000% 88033UBQ1 549300QJ33JJW73OQO60 US88033UBQ13 Tender Option Bond Y 2017-07-07 2017-07-07 2021-06-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N Y NEW YORK ST EFC NYCMWFA PROG Corporate Underlier 1.0000 0.0093 2500000.00 2500000.00 0.0015 N N Y N New York City Municipal Water Finance Auth Water & Sewer System 2nd Resolution RB Fiscal 2017 Series DD 0.940000% 88033UC56 549300Q2EHQ6RJPQKP05 US88033UC562 Tender Option Bond Y 2017-07-07 2017-07-07 2024-12-01 Y Barclays Bank PLC 1.0000 7 Y N N 0.0094 2800000.00 2800000.00 0.0017 N N Y N New York City Municipal Water Finance Auth Water & Sewer System 2nd Resolution RB Fiscal 2017 Series DD&EE 0.940000% 88033UC72 549300Q2EHQ6RJPQKP05 US88033UC729 Tender Option Bond Y 2017-07-07 2017-07-07 2025-05-28 Y Barclays Bank PLC 1.0000 7 Y N N 0.0094 7775000.00 7775000.00 0.0048 N N Y N New York State Dormitory Auth State Personal Income Tax RB Series 2013A 0.930000% 88033UCA5 549300C8XO7EXTX2XU71 US88033UCA51 Tender Option Bond Y 2017-07-07 2017-07-07 2021-02-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N Y NEW YORK STATE PERSONAL INCOME TAX BONDS Corporate Underlier 1.0000 0.0093 2000000.00 2000000.00 0.0012 N N Y N New York State Dormitory Auth State Sales Tax RB Series 2014A 0.940000% 88033UED7 549300C8XO7EXTX2XU71 US88033UED72 Tender Option Bond Y 2017-07-07 2017-07-07 2022-03-15 Y Royal Bank of Canada 1.0000 7 Y N Y NEW YORK STATE SALES TAX BONDS Corporate Underlier 1.0000 0.0094 4500000.00 4500000.00 0.0028 N N Y N Port Auth of New York & New Jersey Consolidated Bonds 198th Series 0.930000% 88033UKZ1 US88033UKZ11 Tender Option Bond Y 2017-07-07 2017-07-07 2024-11-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 3055000.00 3055000.00 0.0019 N N Y N New York City Transitional Finance Auth Future Tax Secured Sub Bonds Fiscal 2010 Series A1 0.930000% 88033UMN6 5493003476LG35QAKM08 US88033UMN62 Tender Option Bond Y 2017-07-07 2017-07-07 2018-11-01 Y JPMorgan Chase Bank NA 1.0000 7 Y Y UNITED STATES TREASURY 0.4800 N 0.0093 10990000.00 10990000.00 0.0068 N N Y N Port Auth of New York & New Jersey Consolidated Bonds 197th Series 0.990000% 88033UNC9 US88033UNC98 Tender Option Bond Y 2017-07-07 2017-07-07 2024-11-15 Y Barclays Bank PLC 1.0000 7 Y N N 0.0099 2380000.00 2380000.00 0.0015 N N Y N New York City Municipal Water Finance Auth Water & Sewer System 2nd Resolution RB Fiscal 2012 Series BB 0.940000% 88033UQM4 549300Q2EHQ6RJPQKP05 US88033UQM44 Tender Option Bond Y 2017-07-07 2017-07-07 2020-04-09 Y Barclays Bank PLC 1.0000 7 Y N N 0.0094 4000000.00 4000000.00 0.0025 N N Y N New York City Transitional Finance Auth Future Tax Secured Bonds Fiscal 2011 Series D1 0.930000% 88033USX8 5493003476LG35QAKM08 US88033USX80 Tender Option Bond Y 2017-07-07 2017-07-07 2019-02-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 3750000.00 3750000.00 0.0023 N N Y N New York City GO Bonds Fiscal 2017 Series A1 0.940000% 88033UWW5 549300ABYZD2SFD5JB29 US88033UWW51 Tender Option Bond Y 2017-07-07 2017-07-07 2024-08-01 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0094 16000000.00 16000000.00 0.0099 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Bonds Series 2016B1 0.930000% 88033UXD6 5493000TKYODLXADQD60 US88033UXD61 Tender Option Bond Y 2017-07-07 2017-07-07 2024-11-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 3335000.00 3335000.00 0.0021 N N Y N Triborough Bridge & Tunnel Auth Refunding RB Series 2017B 0.930000% 88033UYM5 54930020ZN4LQF7K3456 US88033UYM51 Tender Option Bond Y 2017-07-07 2017-07-07 2024-11-15 Y Barclays Bank PLC 1.0000 7 Y N N 0.0093 2495000.00 2495000.00 0.0015 N N Y N Triborough Bridge & Tunnel Auth General Refunding RB Series 2017B 0.930000% 88033UYR4 54930020ZN4LQF7K3456 US88033UYR49 Tender Option Bond Y 2017-07-07 2017-07-07 2024-11-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0093 4195000.00 4195000.00 0.0026 N N Y N New York City GO Bonds Fiscal 2017 Series B1 0.950000% 88033YEH0 549300ABYZD2SFD5JB29 US88033YEH09 Tender Option Bond Y 2017-07-07 2017-07-07 2024-12-01 Y Toronto-Dominion Bank/The 1.0000 7 Y N N 0.0095 4830000.00 4830000.00 0.0030 N N Y N New York City Transitional Finance Auth Future Tax Secured Sub Bonds Fiscal 2017 Series F-1 0.920000% 88033YGG0 5493003476LG35QAKM08 US88033YGG08 Tender Option Bond Y 2017-07-07 2017-07-07 2025-05-01 Y Citibank NA 1.0000 7 Y N N 0.0092 10000000.00 10000000.00 0.0062 N N Y N New York State Dormitory Auth State Personal Income Tax RB Series 2016A 0.950000% 88033YGN5 549300C8XO7EXTX2XU71 US88033YGN58 Tender Option Bond Y 2017-07-07 2017-07-07 2024-08-15 Y Toronto-Dominion Bank/The 1.0000 7 Y N Y NEW YORK STATE PERSONAL INCOME TAX BONDS Corporate Underlier 1.0000 0.0095 5665000.00 5665000.00 0.0035 N N Y N New York City Transitional Finance Auth Future Tax Secured Sub Bonds Fiscal 2017 Series A1 0.920000% 88033YGQ8 5493003476LG35QAKM08 US88033YGQ89 Tender Option Bond Y 2017-07-07 2017-07-07 2024-05-01 Y Citibank NA 1.0000 7 Y N N 0.0092 7500000.00 7500000.00 0.0046 N N Y N Triborough Bridge & Tunnel Auth General Refunding RB Series 2005B3 0.920000% 89602NGX6 54930020ZN4LQF7K3456 US89602NGX66 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2032-01-01 Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 7 N N N 0.0092 17100000.00 17100000.00 0.0106 N N Y N Triborough Bridge & Tunnel Auth General RB Series 2001C 0.920000% 89602NSQ8 54930020ZN4LQF7K3456 US89602NSQ87 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2032-01-01 Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 7 N N N 0.0092 15630000.00 15630000.00 0.0096 N N Y N Triborough Bridge & Tunnel Auth General RB Series 2009A2 0.970000% 89602NUR3 54930020ZN4LQF7K3456 US89602NUR33 Tender Option Bond Y 2017-07-07 2017-07-07 2018-06-15 Y Bank of America NA 1.0000 7 Y N N 0.0097 6500000.00 6500000.00 0.0040 N N Y N Triborough Bridge & Tunnel Auth General RB Series 2013C 0.940000% 89602NZ23 54930020ZN4LQF7K3456 US89602NZ239 Tender Option Bond Y 2017-07-07 2017-07-07 2021-05-15 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0094 6665000.00 6665000.00 0.0041 N N Y N Valley CSD GO BAN 2017 2.500000% 919447DH2 US919447DH26 Other Municipal Security Y 2018-06-21 2018-06-21 2018-06-21 N N N 0.0121 9996660.00 9996660.00 0.0062 N N N N Warren & Wash Cnty IDA RB (The Glen at Hiland Meadows) Series 2000 0.920000% 934651AA8 US934651AA83 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2030-12-15 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0092 8670000.00 8670000.00 0.0054 N N Y N West Seneca BAN 2016 2.000000% 955771RN2 US955771RN22 Other Municipal Security Y 2017-07-27 2017-07-27 2017-07-27 N N N 0.0103 11226305.24 11226305.24 0.0069 N N N N The Charles Schwab Family of Funds 2017-07-10 Mark Fischer Mark Fischer Chief Financial Officer