0001145549-17-005871.txt : 20170908 0001145549-17-005871.hdr.sgml : 20170908 20170908163349 ACCESSION NUMBER: 0001145549-17-005871 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170831 FILED AS OF DATE: 20170908 DATE AS OF CHANGE: 20170908 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: 171076928 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 2017-08-31 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 31 33 1416183639.77 1389756086.13 1377836786.16 1394400051.12 0.00 0.8623 0.8543 0.8455 0.8407 0.0000 4219.23 1647879693.12 1647865476.53 2568022.72 23883076.43 1626554642.05 1624011492.0080 1.0000 0.0085 1.0016 1.0016 1.0016 1.0016 0.0000 C000012394 1.00 1352564869.57 1350450309.8700 1.0016 1.0016 1.0016 1.0016 0.0000 83739165.58 106097075.43 45083392.52 70127924.57 78366627.85 57320845.70 52327795.69 50732029.11 0.00 0.00 298062324.65 315374797.33 0.0020 Y Investment Advisor and its affiliates Contractual 73,109 C000012395 25000.00 273989772.48 273561182.1380 1.0016 1.0016 1.0016 1.0016 0.0000 2321446.64 1793949.63 1313666.92 4140802.60 2902813.95 1393336.28 1866346.89 1722281.14 0.00 0.00 10136318.56 9123943.56 0.0040 Y Investment Advisor and its affiliates Contractual 30,904 Amherst Development Corp Student Housing Facility Refunding RB Series 2010B 0.800000% 031358AX2 US031358AX20 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2035-10-01 Y HSBC Bank USA NA 1.0000 7 N N N 0.0080 13935000.00 13935000.00 0.0086 N N Y N Amherst IDA Civic Facility RB (Daemen College) Series 2006B 0.840000% 031362EJ1 US031362EJ10 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2036-10-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0084 3135000.00 3135000.00 0.0019 N N Y 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 0.0103 16188640.00 16188640.00 0.0100 N N N N Center Moriches UFSD BAN 2017 2.250000% 151591HW7 US151591HW76 Other Municipal Security Y 2018-08-08 2018-08-08 2018-08-08 N N N 0.0119 2019600.00 2019600.00 0.0012 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 0.0113 14884340.25 14884340.25 0.0092 N N N N Metropolitan Transportation Auth Transportation RB Series 2006B 0.830000% 18886PD36 US18886PD368 Tender Option Bond Y 2017-09-07 2017-09-07 2026-09-15 N Y STATE STREET BANK AND TRUST COMPANY 1.0000 N 0.0083 25615000.00 25615000.00 0.0157 N N Y N New York State Dormitory Auth RB (St. John's Univ) Series 2007C 0.830000% 18886PUB9 549300C8XO7EXTX2XU71 US18886PUB92 Tender Option Bond Y 2017-09-07 2017-09-07 2025-07-01 N Y STATE STREET BANK AND TRUST COMPANY 1.0000 N 0.0083 26020000.00 26020000.00 0.0160 N N Y N Colonie Local Development Corp RB (Shaker Pointe at Carondelet) Series 2011 0.840000% 196220AA5 US196220AA57 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2041-12-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0084 9530000.00 9530000.00 0.0059 N N Y N Colonie Local Development Corp RB (Shaker Pointe at Carondelet) Series 2013 0.840000% 196220AB3 US196220AB31 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2041-12-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0084 11710000.00 11710000.00 0.0072 N N Y N Columbia Cnty IDA Civic Facility RB (Columbia Memorial Hospital) Series 2008A 0.820000% 197511AR9 US197511AR96 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2033-07-01 Y HSBC Bank USA NA 1.0000 7 N N N 0.0082 1260000.00 1260000.00 0.0008 N N Y N Corning City SD BAN 2017B 2.250000% 219417RT1 US219417RT19 Other Municipal Security Y 2018-06-21 2018-06-21 2018-06-21 N N N 0.0105 6516838.90 6516838.90 0.0040 N N N N Deer Park UFSD TAN 2017 2.000000% 244068GJ5 US244068GJ55 Other Municipal Security Y 2018-06-27 2018-06-27 2018-06-27 N N N 0.0105 2015460.00 2015460.00 0.0012 N N N N East Rochester Hsg Auth Housing RB (Park Ridge Nursing Home) Series 2008 0.840000% 274722DX2 US274722DX22 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2041-01-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0084 12605000.00 12605000.00 0.0077 N N Y N New York State Dormitory Auth RB (New York Univ) Series 2017A 0.940000% 27884F2K5 549300C8XO7EXTX2XU71 US27884F2K59 Tender Option Bond Y 2017-09-07 2017-11-30 2037-07-01 N N Y New York University Corporate Underlier 1.0000 US Bank NA Standby Purchase Agreement 1.0000 0.0094 4395000.00 4395000.00 0.0027 N N N Y Erie Cnty IDA IDRB (Hydro-Air Components) Series 2006 0.860000% 295088FP8 US295088FP80 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2026-04-01 Y HSBC Bank USA NA 1.0000 7 N N N 0.0086 4420000.00 4420000.00 0.0027 N N Y N Franklin Cnty Civic Development Corp RB (Alice Hyde Medical Center) Series 2013A 0.820000% 35313PAA0 US35313PAA03 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2038-10-01 Y HSBC Bank USA NA 1.0000 7 N N N 0.0082 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 0.0109 7508902.50 7508902.50 0.0046 N N N N Harborfields CSD BAN 2.300000% 411612GP3 US411612GP38 Other Municipal Security Y 2018-09-06 2018-09-06 2018-09-06 N N N 0.0104 4860240.00 4860240.00 0.0030 N N N N Lancaster IDA IDRB (Sealing Devices) Series 2016 0.840000% 514226AF6 US514226AF68 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2037-01-01 Y HSBC Bank USA NA 1.0000 7 N N N 0.0084 3140000.00 3140000.00 0.0019 N N Y N Lancaster IDA Civic Facility RB (2000 GreenField Manor) 0.880000% 514502AA1 US514502AA19 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2032-11-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0088 13500000.00 13500000.00 0.0083 N N Y N Lancaster IDA IDRB (Sealing Devices) Series 2007 0.860000% 514509AA6 US514509AA61 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2027-12-01 Y HSBC Bank USA NA 1.0000 7 N N N 0.0086 1580000.00 1580000.00 0.0010 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Refunding Bonds Series 2012A 0.810000% 59259NT37 US59259NT377 Tender Option Bond Y 2017-09-07 2017-09-07 2020-05-15 Y Citibank NA 1.0000 7 Y N N 0.0081 8000000.00 8000000.00 0.0049 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Refunding Bonds Series 2012A 0.820000% 59259NT78 US59259NT781 Tender Option Bond Y 2017-09-07 2017-09-07 2020-05-15 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0082 6665000.00 6665000.00 0.0041 N N Y N Metropolitan Transportation Auth Transportation RB Series 2015E4 0.830000% 59259Y7E3 US59259Y7E34 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2045-11-15 Y Bank of the West 1.0000 7 N N N 0.0083 6890000.00 6890000.00 0.0042 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 0.0112 16175520.00 16175520.00 0.0099 N N N N Monroe Cnty IDA Civic Facility RB Series 2004 0.880000% 610752CU9 US610752CU99 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2024-11-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0088 985000.00 985000.00 0.0006 N N Y N Monroe Cnty IDA Civic Facility RB (Margaret Woodbury Strong Museum) Series 2005 0.840000% 610752CW5 US610752CW55 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2035-04-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0084 17875000.00 17875000.00 0.0110 N N Y N New York City IDA Civic Facility RB (Covenant of the Sacred Heart School) Series 2002 0.820000% 649438HZ4 549300XR20ZR5DHL9534 US649438HZ40 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2032-11-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0082 4580000.00 4580000.00 0.0028 N N Y N New York City GO Bonds Fiscal 2009 Series H1 0.820000% 64966HHH6 549300ABYZD2SFD5JB29 US64966HHH66 Tender Option Bond Y 2017-09-07 2017-09-07 2018-09-01 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0082 15000000.00 15000000.00 0.0092 N N Y N New York City GO Bonds Fiscal 2009 Series J1 0.810000% 64966HMA5 549300ABYZD2SFD5JB29 US64966HMA58 Tender Option Bond Y 2017-09-07 2017-09-07 2018-12-01 Y Citibank NA 1.0000 7 Y Y UNITED STATES TREASURY 0.0110 N 0.0081 23225000.00 23225000.00 0.0143 N N Y N New York City GO Bonds Fiscal 2005 Series C3 0.830000% 64966HMG2 549300ABYZD2SFD5JB29 US64966HMG29 Tender Option Bond Y 2017-09-07 2017-09-07 2018-09-06 Y Bank of America NA 1.0000 7 Y N N 0.0083 8700000.00 8700000.00 0.0053 N N Y N New York City GO Bonds Fiscal 2012 Series D1 0.820000% 64966K6J7 549300ABYZD2SFD5JB29 US64966K6J73 Tender Option Bond Y 2017-09-07 2017-09-07 2019-10-01 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0082 2500000.00 2500000.00 0.0015 N N Y N New York City GO Bonds Fiscal 2013 Series D&E 0.810000% 64966KNG4 549300ABYZD2SFD5JB29 US64966KNG49 Tender Option Bond Y 2017-09-07 2017-09-07 2020-08-01 Y Citibank NA 1.0000 7 Y N N 0.0081 13500000.00 13500000.00 0.0083 N N Y N New York City GO Bonds Fiscal 2014 Series A1 0.810000% 64966KT60 549300ABYZD2SFD5JB29 US64966KT608 Tender Option Bond Y 2017-09-07 2017-09-07 2021-08-01 Y Citibank NA 1.0000 7 Y N N 0.0081 8000000.00 8000000.00 0.0049 N N Y N New York City GO Bonds Fiscal 2013 Series F1 0.820000% 64966KWR0 549300ABYZD2SFD5JB29 US64966KWR03 Tender Option Bond Y 2017-09-07 2017-09-07 2021-03-01 Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 7 Y N N 0.0082 7300000.00 7300000.00 0.0045 N N Y N New York City GO Bonds Fiscal 2015 Series F4 0.790000% 64966LT84 549300ABYZD2SFD5JB29 US64966LT846 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2044-06-01 Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 7 N N N 0.0079 600000.00 600000.00 0.0004 N N Y N New York City GO Bonds Fiscal 2017 Series A5 0.860000% 64966MGC7 549300ABYZD2SFD5JB29 US64966MGC73 Variable Rate Demand Note Y 2017-09-01 2017-09-01 2044-08-01 Y LANDESBANK HESSEN THUERINGEN GIROZENTRALE 1.0000 1 Y N N 0.0086 1200000.00 1200000.00 0.0007 N Y Y N New York City Housing Development Corp M/F Mortgage RB (Susan's Court) Series 2007A 0.820000% 64966TAZ7 549300SQWVHKBRF8D702 US64966TAZ75 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2039-11-01 Y Citibank NA 1.0000 7 N N N 0.0082 24000000.00 24000000.00 0.0148 N N Y N New York City Housing Development Corp M/F Mortgage RB (Las Casas) Series 2008A 0.870000% 64966TBK9 549300SQWVHKBRF8D702 US64966TBK97 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2040-10-01 Y Bank of America NA 1.0000 7 N N N 0.0087 19200000.00 19200000.00 0.0118 N N Y N New York City IDA IDRB (Gary Plastic Packaging Corp) Series 1998 1.190000% 649705NS5 549300XR20ZR5DHL9534 US649705NS54 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2018-09-30 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0119 700000.00 700000.00 0.0004 N N Y N New York City IDA Emporwerment Zone RB (Tiago Holdings) Series 2007 0.800000% 649705SZ4 549300XR20ZR5DHL9534 US649705SZ43 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2037-01-01 Y Lloyds Bank Plc 1.0000 7 N N N 0.0080 32000000.00 32000000.00 0.0197 N N Y N New York City Housing Development Corp M/F Housing RB (Linden Plaza) Series 2008A 0.870000% 64970HDP6 549300SQWVHKBRF8D702 US64970HDP64 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2043-04-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0087 12445000.00 12445000.00 0.0077 N N Y N New York City Housing Development Corp M/F Rental Housing RB (1133 Manhattan Ave) Series 2012A 0.800000% 64970HDW1 549300SQWVHKBRF8D702 US64970HDW16 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2046-06-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0080 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 0.870000% 64970VCJ0 549300SQWVHKBRF8D702 US64970VCJ08 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2038-01-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0087 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 0.870000% 64970VCQ4 549300SQWVHKBRF8D702 US64970VCQ41 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2038-01-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0087 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 0.870000% 64970VCR2 549300SQWVHKBRF8D702 US64970VCR24 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2038-02-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0087 3490000.00 3490000.00 0.0021 N N Y N New York City Housing Development Corp M/F Mortgage RB (1090 Franklin Ave Apts) 2005A 0.820000% 64970VDG5 549300SQWVHKBRF8D702 US64970VDG59 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2037-12-01 Y Citibank NA 1.0000 7 N N N 0.0082 2320000.00 2320000.00 0.0014 N N Y N New York City Transitional Finance Auth Future Tax Secured Sub RB Fiscal 2012 Series F1 0.820000% 64971Q6S7 5493003476LG35QAKM08 US64971Q6S79 Tender Option Bond Y 2017-09-07 2017-09-07 2020-05-01 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0082 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 0.820000% 64971Q6W8 5493003476LG35QAKM08 US64971Q6W81 Tender Option Bond Y 2017-09-07 2017-09-07 2020-05-01 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0082 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 0.820000% 64971WGY0 5493003476LG35QAKM08 US64971WGY03 Tender Option Bond Y 2017-09-07 2017-09-07 2021-11-01 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0082 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 0.820000% 64971WHA1 5493003476LG35QAKM08 US64971WHA18 Tender Option Bond Y 2017-09-07 2017-09-07 2022-08-01 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0082 2000000.00 2000000.00 0.0012 N N Y N New York City Municipal Water Finance Auth Water & Sewer System 2nd Resolution RB Fiscal 2011 Series EE 0.820000% 64972GCZ5 549300Q2EHQ6RJPQKP05 US64972GCZ54 Tender Option Bond Y 2017-09-07 2017-09-07 2019-06-15 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0082 6175000.00 6175000.00 0.0038 N N Y N New York City Transitional Finance Auth Building Aid RB Fiscal 2008 Series S1 0.810000% 64972HRC8 5493003476LG35QAKM08 US64972HRC87 Tender Option Bond Y 2017-09-07 2017-09-07 2029-01-15 Y Citibank NA 1.0000 7 Y N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0081 6000000.00 6000000.00 0.0037 N N Y N New York City Transitional Finance Auth Building Aid RB Fiscal 2012 Series S1A 0.810000% 64972HUN0 5493003476LG35QAKM08 US64972HUN06 Tender Option Bond Y 2017-09-07 2017-09-07 2019-07-15 Y Citibank NA 1.0000 7 Y N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0081 5625000.00 5625000.00 0.0035 N N Y N New York City Transitional Finance Auth Building Aid RB Fiscal 2013 Series S1 0.810000% 64972HUQ3 5493003476LG35QAKM08 US64972HUQ37 Tender Option Bond Y 2017-09-07 2017-09-07 2020-07-15 Y Citibank NA 1.0000 7 Y N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0081 6250000.00 6250000.00 0.0038 N N Y N New York City Transitional Finance Auth Building Aid RB Fiscal 2015 Series S1 0.820000% 64972HWC2 5493003476LG35QAKM08 US64972HWC23 Tender Option Bond Y 2017-09-07 2017-09-07 2023-01-15 Y Morgan Stanley Bank NA 1.0000 7 Y N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0082 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 0.840000% 64972SAJ7 US64972SAJ78 Other Municipal Security Y 2017-09-07 2018-01-05 2044-04-01 N N Y American Museum of Natural History Corporate Underlier 1.0000 0.0099 10996370.00 10996370.00 0.0068 N N N N New York State Dormitory Auth CP (Cornell Univ) 0.950000% 64983LWG1 549300C8XO7EXTX2XU71 Non-Financial Company Commercial Paper Y 2017-10-03 2017-10-03 2017-10-03 N N Y Cornell University Corporate Underlier 1.0000 0.0088 14890893.55 14890893.55 0.0092 N N N N New York State Dormitory Auth CP (Cornell Univ) 0.940000% 64983LWJ5 549300C8XO7EXTX2XU71 Non-Financial Company Commercial Paper Y 2017-10-11 2017-10-11 2017-10-11 N N Y Cornell University Corporate Underlier 1.0000 0.0088 5000350.05 5000350.05 0.0031 N N N N New York State Dormitory Auth CP (Cornell Univ) 0.790000% 64983LWK2 549300C8XO7EXTX2XU71 Non-Financial Company Commercial Paper Y 2017-09-19 2017-09-19 2017-09-19 N N Y Cornell University Corporate Underlier 1.0000 0.0078 9000090.09 9000090.09 0.0055 N N N N New York State Dormitory Auth State Sales Tax RB Series 2014A 0.820000% 64983PA84 549300C8XO7EXTX2XU71 US64983PA842 Tender Option Bond Y 2017-09-07 2017-09-07 2022-03-15 Y Morgan Stanley Bank NA 1.0000 7 Y N Y NEW YORK STATE SALES TAX BONDS Corporate Underlier 1.0000 0.0082 3300000.00 3300000.00 0.0020 N N Y N New York State Dormitory Auth RB (New York Univ) Series 2009A 0.810000% 64983PZC8 549300C8XO7EXTX2XU71 US64983PZC84 Tender Option Bond Y 2017-09-07 2017-09-07 2019-02-04 Y Citibank NA 1.0000 7 Y N Y New York University Corporate Underlier 1.0000 0.0081 9900000.00 9900000.00 0.0061 N N Y N New York State Dormitory Auth State Personal Income Tax RB Series 2011A 0.820000% 64983PZY0 549300C8XO7EXTX2XU71 US64983PZY05 Tender Option Bond Y 2017-09-07 2017-09-07 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 0.0082 5935000.00 5935000.00 0.0036 N N Y N New York State Dormitory Auth RB (Catholic Health) Series 2006B 0.820000% 64983Q5S4 549300C8XO7EXTX2XU71 US64983Q5S42 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2025-07-01 Y HSBC Bank USA NA 1.0000 7 N N N 0.0082 1350000.00 1350000.00 0.0008 N N Y N New York State Dormitory Auth Court Facilities Lease RB Series 2005B 0.810000% 64983QJG5 549300C8XO7EXTX2XU71 US64983QJG55 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2039-05-15 Y Mizuho Bank Ltd 1.0000 7 Y N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0081 10000000.00 10000000.00 0.0061 N N Y N New York State Energy Research & Development Auth Facilities RB (Consolidated Edison) Series 2010A3 0.830000% 64984EDS1 US64984EDS19 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2036-06-01 Y Bank of Nova Scotia 1.0000 7 N N N 0.0083 6515000.00 6515000.00 0.0040 N N Y N New York State Power Auth CP Series 2 0.900000% 64985NBR4 I5P1GEYFGGMMDOFX2L30 Non-Financial Company Commercial Paper Y 2017-09-05 2017-09-05 2017-09-05 N N N 0.0078 60218204.94 60218204.94 0.0370 N N Y N NEW YORK STATE HFA Service Contract Refunding RB Series 2003 M2 0.830000% 64986BBF5 5493000LS7KCDB02O506 US64986BBF58 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2021-09-15 Y Bank of America NA 1.0000 7 N N N 0.0083 8910000.00 8910000.00 0.0055 N N Y N NEW YORK STATE HFA Housing RB (900 8th Avenue) Series 2002A 0.870000% 64986MD44 5493000LS7KCDB02O506 US64986MD440 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2035-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0087 19100000.00 19100000.00 0.0117 N N Y N NEW YORK STATE HFA Housing RB (Gateway to New Cassel) Series 2006A 0.860000% 64986MF34 5493000LS7KCDB02O506 US64986MF346 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2039-11-01 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0086 5700000.00 5700000.00 0.0035 N N Y N NEW YORK STATE HFA Housing RB (39th St) Series 2000A 0.820000% 64986MJY2 5493000LS7KCDB02O506 US64986MJY21 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2031-11-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0082 5300000.00 5300000.00 0.0033 N N Y N NEW YORK STATE HFA Housing RB (316 11th Ave) Series 2007A 0.820000% 64986MK79 5493000LS7KCDB02O506 US64986MK791 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2041-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0082 42500000.00 42500000.00 0.0261 N N Y N NEW YORK STATE HFA Housing RB (301 West End Ave) Series 2000A 0.890000% 64986MLE3 5493000LS7KCDB02O506 US64986MLE39 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2031-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0089 17300000.00 17300000.00 0.0106 N N Y N NEW YORK STATE HFA Housing RB (Tallyrand Cresent) Series 1999A 0.890000% 64986MLM5 5493000LS7KCDB02O506 US64986MLM54 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2028-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0089 25000000.00 25000000.00 0.0154 N N Y N NEW YORK STATE HFA Housing RB (Weyant Green Apts) Series 2007A 0.820000% 64986MN27 5493000LS7KCDB02O506 US64986MN274 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2037-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0082 500000.00 500000.00 0.0003 N N Y N NEW YORK STATE HFA Housing RB (West Village Apts) Series 2008A 0.860000% 64986MS89 5493000LS7KCDB02O506 US64986MS893 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2039-11-01 Y Citibank NA 1.0000 7 N N N 0.0086 5900000.00 5900000.00 0.0036 N N Y N NEW YORK STATE HFA Housing RB (Biltmore Tower) Series 2002A 0.820000% 64986MYC3 5493000LS7KCDB02O506 US64986MYC36 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2034-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0082 42000000.00 42000000.00 0.0258 N N Y N NEW YORK STATE HFA Housing RB (Biltmore Tower) Series 2003A 0.820000% 64986MYE9 5493000LS7KCDB02O506 US64986MYE91 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2034-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0082 43300000.00 43300000.00 0.0266 N N Y N NEW YORK STATE HFA Housing RB (Rip Van Winkle House) Series 2004A 0.950000% 64986MZN8 5493000LS7KCDB02O506 US64986MZN81 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2034-11-01 Y FEDERAL HOME LOAN MORTGAGE CORPORATION 1.0000 7 N N N 0.0095 10700000.00 10700000.00 0.0066 N N Y N NEW YORK STATE HFA Housing RB (625 W 57th St) Series 2015A2 0.810000% 64986U2H9 5493000LS7KCDB02O506 US64986U2H92 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2049-05-01 Y BANK OF NEW YORK MELLON/THE 1.0000 7 N N N 0.0081 36300000.00 36300000.00 0.0223 N N Y N NEW YORK STATE HFA Housing RB (606 W 57th St) Series 2014A 0.780000% 64986U2N6 5493000LS7KCDB02O506 US64986U2N60 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2049-05-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0078 4650000.00 4650000.00 0.0029 N N Y N NEW YORK STATE HFA Housing RB (25 Washington St) Series 2010A 0.880000% 64986UFE2 5493000LS7KCDB02O506 US64986UFE29 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2044-11-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0088 5445000.00 5445000.00 0.0033 N N Y N NEW YORK STATE HFA Housing RB (600 W 42nd St) Series 2008A 0.890000% 64986UMP9 5493000LS7KCDB02O506 US64986UMP92 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2041-05-15 Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.0000 7 N N N 0.0089 35145000.00 35145000.00 0.0216 N N Y N NEW YORK STATE HFA Housing RB (Mastro West Chelsea) Series 2015A 0.820000% 64987BFF0 5493000LS7KCDB02O506 US64987BFF04 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2047-11-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0082 15000000.00 15000000.00 0.0092 N N Y N New York State Mortgage Agency Homeowner Mortgage RB Series 144 0.920000% 649883DQ5 549300ZQWNLLIG564027 US649883DQ52 Variable Rate Demand Note Y 2017-09-01 2017-09-01 2037-10-01 Y JPMorgan Chase Bank NA 1.0000 1 Y N N 0.0092 5265000.00 5265000.00 0.0032 N Y Y N New York State Mortgage Agency Homeowner Mortgage RB Series 147 0.820000% 649883EN1 549300ZQWNLLIG564027 US649883EN13 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2037-04-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0082 2690000.00 2690000.00 0.0017 N N Y N New York State Mortgage Agency Homeowner Mortgage RB Series 153 0.850000% 649883HT5 549300ZQWNLLIG564027 US649883HT55 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2047-04-01 Y Barclays Bank PLC 1.0000 7 Y N N 0.0085 20080000.00 20080000.00 0.0123 N N Y N New York State Mortgage Agency Homeowner Mortgage RB Series 202 0.930000% 649883T39 549300ZQWNLLIG564027 US649883T391 Variable Rate Demand Note Y 2017-09-01 2017-09-01 2034-10-01 Y JPMorgan Chase Bank NA 1.0000 1 Y N N 0.0093 2800000.00 2800000.00 0.0017 N Y Y N New York State Mortgage Agency Homeowner Mortgage RB Series 129 0.840000% 64988P2L9 549300ZQWNLLIG564027 US64988P2L92 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2035-10-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0084 1465000.00 1465000.00 0.0009 N N Y N New York State Mortgage Agency Homeowner Mortgage RB Series 132 0.940000% 64988P2T2 549300ZQWNLLIG564027 US64988P2T29 Variable Rate Demand Note Y 2017-09-01 2017-09-01 2037-04-01 Y Royal Bank of Canada 1.0000 1 Y N N 0.0094 1200000.00 1200000.00 0.0007 N Y Y N New York State Power Auth CP Series 1&2 0.820000% 64989MQL9 I5P1GEYFGGMMDOFX2L30 Non-Financial Company Commercial Paper Y 2017-09-07 2017-09-07 2017-09-07 N N N 0.0077 2781027.84 2781027.84 0.0017 N N Y N New York State Power Auth Extendible CP Series 1 0.870000% 64989VTD4 I5P1GEYFGGMMDOFX2L30 Non-Financial Company Commercial Paper Y 2017-09-15 2018-05-11 2018-05-11 N N N 0.0081 5000100.05 5000100.05 0.0031 N N N N New York State Dormitory Auth RB (Catholic Health) Series 2008 0.820000% 6499035D9 549300C8XO7EXTX2XU71 US6499035D91 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2034-07-01 Y HSBC Bank USA NA 1.0000 7 N N N 0.0082 14225000.00 14225000.00 0.0087 N N Y N New York State Urban Development Corp State Personal Income Tax RB Series 2009B1 0.820000% 650035RU4 US650035RU48 Tender Option Bond Y 2017-09-07 2017-09-07 2030-09-15 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0082 5000000.00 5000000.00 0.0031 N N Y N North Tonawanda SD BAN 2017 2.200000% 662888LB0 US662888LB08 Other Municipal Security Y 2018-08-24 2018-08-24 2018-08-24 N N N 0.0104 2818871.33 2818871.33 0.0017 N N N N Nuveen New York AMT-Free Quality Municipal Income Fund Variable Rate Demand Preferred Shares Series 3 0.870000% 670656602 549300V4X2BF3UXSCQ58 US6706566022 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2040-12-01 Y Citibank NA 1.0000 7 N N N 0.0087 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 0.870000% 670656875 549300V4X2BF3UXSCQ58 US6706568754 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2046-06-01 Y Toronto-Dominion Bank/The 1.0000 7 N N N 0.0087 40000000.00 40000000.00 0.0246 N N Y N Oneida Cnty Industrial Development Agency Civic Facility RB (Mohawk Valley Community College) Series 2004A 0.830000% 682462JU1 US682462JU19 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2038-08-01 Y Citibank NA 1.0000 7 N N N 0.0083 6230000.00 6230000.00 0.0038 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 0.0095 11959543.94 11959543.94 0.0074 N N N 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 0.0072 3843558.20 3843558.20 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 0.0083 5000100.05 5000100.05 0.0031 N N Y N Port Auth of New York & New Jersey CP Series A 0.950000% 73359ANP2 Non-Financial Company Commercial Paper Y 2017-10-04 2017-10-04 2017-10-04 N N N 0.0088 4690281.45 4690281.45 0.0029 N N N N Port Auth of New York & New Jersey CP Series A 0.910000% 73359ANS6 Non-Financial Company Commercial Paper Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0087 12000840.12 12000840.12 0.0074 N N N N Port Auth of New York & New Jersey CP Series B 0.940000% 73359BPN3 Non-Financial Company Commercial Paper Y 2017-10-03 2017-10-03 2017-10-03 N N N 0.0089 6085243.46 6085243.46 0.0037 N N N N New York City GO Bonds Fiscal 2012 Series A5 0.820000% 74926Y3G4 549300ABYZD2SFD5JB29 US74926Y3G49 Tender Option Bond Y 2017-09-07 2017-09-07 2021-07-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0082 14165000.00 14165000.00 0.0087 N N Y N New York City GO Bonds Fiscal 2012 Series D3B 0.820000% 74926Y3L3 549300ABYZD2SFD5JB29 US74926Y3L34 Tender Option Bond Y 2017-09-07 2017-09-07 2021-07-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0082 13000000.00 13000000.00 0.0080 N N Y N New York City GO Bonds Fiscal 2015 Series F7 0.820000% 74926Y3Q2 549300ABYZD2SFD5JB29 US74926Y3Q21 Tender Option Bond Y 2017-09-07 2017-09-07 2021-07-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0082 5830000.00 5830000.00 0.0036 N N Y N New York City Transitional Finance Auth Future Tax Secured Bonds Fiscal 1998 Series C 0.820000% 74926Y4C2 5493003476LG35QAKM08 US74926Y4C26 Tender Option Bond Y 2017-09-07 2017-09-07 2021-08-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0082 11200000.00 11200000.00 0.0069 N N Y N Rockland Cnty IDA RB (Northern Riverview) Series 1999 0.890000% 773561AD7 US773561AD73 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2029-02-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0089 6565000.00 6565000.00 0.0040 N N Y N Suffolk County IDA Civic Facility RB (Guide Dog Foundation for the Blind) Series 2001 0.840000% 864768FD3 US864768FD35 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2021-01-01 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0084 2265000.00 2265000.00 0.0014 N N Y N Syracuse IDA Civic Facility Refunding RB (Crouse Health) Series 2003A 0.820000% 871720BR8 US871720BR84 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2023-01-01 Y HSBC Bank USA NA 1.0000 7 N N N 0.0082 5350000.00 5350000.00 0.0033 N N Y N New York City Municipal Water Finance Auth Water & Sewer System 2nd General Resolution RB Fiscal 2014 Series BB & Fiscal 2012 Series AA 0.810000% 88033L3D9 549300Q2EHQ6RJPQKP05 US88033L3D97 Tender Option Bond Y 2017-09-07 2017-09-07 2021-06-15 Y Deutsche Bank AG 1.0000 7 Y N N 0.0081 16000000.00 16000000.00 0.0098 N N Y N New York State Urban Development Corp State Personal Income Tax RB Series 2013A1 0.810000% 88033LA25 US88033LA250 Tender Option Bond Y 2017-09-07 2017-09-07 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 0.0081 3000000.00 3000000.00 0.0018 N N Y N New York City GO Bonds Fiscal 2014 Series I1 0.810000% 88033LA41 549300ABYZD2SFD5JB29 US88033LA417 Tender Option Bond Y 2017-09-07 2017-09-07 2022-03-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 2635000.00 2635000.00 0.0016 N N Y N New York City Housing Development Corp M/F Housing RB Series 2009C1 0.810000% 88033LAX7 549300SQWVHKBRF8D702 US88033LAX73 Tender Option Bond Y 2017-09-07 2017-09-07 2029-05-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 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 0.810000% 88033LC80 549300Q2EHQ6RJPQKP05 US88033LC801 Tender Option Bond Y 2017-09-07 2017-09-07 2022-03-19 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 4000000.00 4000000.00 0.0025 N N Y N New York City GO Bonds Fiscal 2009 Series I1 0.820000% 88033LH69 549300ABYZD2SFD5JB29 US88033LH693 Tender Option Bond Y 2017-09-07 2017-09-07 2028-10-01 Y Morgan Stanley Bank NA 1.0000 7 Y Y UNITED STATES TREASURY 0.7670 N 0.0082 3000000.00 3000000.00 0.0018 N N Y N New York City Municipal Water Finance Auth Water & Sewer System RB Fiscal 2011 Series EE 0.810000% 88033LK57 549300Q2EHQ6RJPQKP05 US88033LK572 Tender Option Bond Y 2017-09-07 2017-09-07 2019-06-15 Y Toronto-Dominion Bank/The 1.0000 7 Y N N 0.0081 10000000.00 10000000.00 0.0061 N N Y N New York City Municipal Water Finance Auth Water & Sewer System 2nd Resolution RB Fiscal 2012 Series FF 0.810000% 88033LRU5 549300Q2EHQ6RJPQKP05 US88033LRU51 Tender Option Bond Y 2017-09-07 2017-09-07 2021-06-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 20040000.00 20040000.00 0.0123 N N Y N New York State Dormitory Auth State Personal Income Tax RB Series 2014C 0.810000% 88033LSG5 549300C8XO7EXTX2XU71 US88033LSG58 Tender Option Bond Y 2017-09-07 2017-09-07 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 0.0081 8000000.00 8000000.00 0.0049 N N Y N New York State Urban Development Corp State Personal Income Tax RB Series 2014A 0.810000% 88033LWS4 US88033LWS41 Tender Option Bond Y 2017-09-07 2017-09-07 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 0.0081 7500000.00 7500000.00 0.0046 N N Y N Utility Debt Securitization Auth Restructuring Bonds Series 2013TE 0.810000% 88033LZE2 US88033LZE28 Tender Option Bond Y 2017-09-07 2017-09-07 2021-12-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 3355000.00 3355000.00 0.0021 N N Y N New York City GO Bonds Fiscal 2010 Series E 0.810000% 88033LZU6 549300ABYZD2SFD5JB29 US88033LZU69 Tender Option Bond Y 2017-09-07 2017-09-07 2018-02-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 3445000.00 3445000.00 0.0021 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Bonds Series 2009B 0.810000% 88033LZY8 US88033LZY81 Tender Option Bond Y 2017-09-07 2017-09-07 2018-05-15 Y JPMorgan Chase Bank NA 1.0000 7 Y Y UNITED STATES TREASURY 1.0000 N 0.0081 3165000.00 3165000.00 0.0019 N N Y N Utility Debt Securitization Auth Restructuring Bonds Series 2013TE 0.810000% 88033M2A4 US88033M2A40 Tender Option Bond Y 2017-09-07 2017-09-07 2021-11-01 Y Credit Suisse AG 1.0000 7 Y N N 0.0081 21665000.00 21665000.00 0.0133 N N Y N New York City Municipal Water Finance Auth Water & Sewer System 2nd Resolution RB Fiscal 2009 Series GG2 0.810000% 88033M4M6 549300Q2EHQ6RJPQKP05 US88033M4M69 Tender Option Bond Y 2017-09-07 2017-09-07 2018-12-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 7300000.00 7300000.00 0.0045 N N Y N New York City Transitional Finance Auth Building Aid RB Fiscal 2015 Series S2 0.810000% 88033MBG1 5493003476LG35QAKM08 US88033MBG15 Tender Option Bond Y 2017-09-07 2017-09-07 2024-01-15 Y Toronto-Dominion Bank/The 1.0000 7 Y N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0081 8000000.00 8000000.00 0.0049 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Refunding Bonds Series 2016A 0.810000% 88033ME52 US88033ME524 Tender Option Bond Y 2017-09-07 2017-09-07 2024-05-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 5345000.00 5345000.00 0.0033 N N Y N New York City Transitional Finance Auth Building Aid RB Fiscal 2015 Series S2 0.820000% 88033MEU7 5493003476LG35QAKM08 US88033MEU71 Tender Option Bond Y 2017-09-07 2017-09-07 2023-07-15 Y Citibank NA 1.0000 7 Y N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0082 8000000.00 8000000.00 0.0049 N N Y N New York State Dormitory Auth State Personal Income Tax RB Series 2015E 0.810000% 88033MGE1 549300C8XO7EXTX2XU71 US88033MGE12 Tender Option Bond Y 2017-09-07 2017-09-07 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 0.0081 6250000.00 6250000.00 0.0038 N N Y N New York City Transitional Finance Auth Future Tax Secured Sub RB Fiscal 2016 Series A1 0.810000% 88033MGQ4 5493003476LG35QAKM08 US88033MGQ42 Tender Option Bond Y 2017-09-07 2017-09-07 2023-08-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 1500000.00 1500000.00 0.0009 N N Y N New York State Dormitory Auth State Personal Income Tax RB Series 2015B 0.810000% 88033MGW1 549300C8XO7EXTX2XU71 US88033MGW10 Tender Option Bond Y 2017-09-07 2017-09-07 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 0.0081 1875000.00 1875000.00 0.0012 N N Y N Port Auth of New York & New Jersey Consolidated Bonds 194th Series 0.820000% 88033MHQ3 US88033MHQ33 Tender Option Bond Y 2017-09-07 2017-09-07 2023-10-15 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0082 8500000.00 8500000.00 0.0052 N N Y N Port Auth of New York & New Jersey Consolidated Bonds 194th Series 0.820000% 88033MJS7 US88033MJS70 Tender Option Bond Y 2017-09-07 2017-09-07 2023-10-15 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0082 3300000.00 3300000.00 0.0020 N N Y N New York Liberty Development Corp Liberty RB Series 1WTC 2011 0.840000% 88033MK71 US88033MK711 Tender Option Bond Y 2017-09-07 2017-09-07 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 0.0084 5815000.00 5815000.00 0.0036 N N Y N New York State Dormitory Auth State Sales Tax RB Series 2015B 0.810000% 88033MKH9 549300C8XO7EXTX2XU71 US88033MKH96 Tender Option Bond Y 2017-09-07 2017-09-07 2023-09-15 Y Wells Fargo Bank NA 1.0000 7 Y N Y NEW YORK STATE SALES TAX BONDS Corporate Underlier 1.0000 0.0081 5790000.00 5790000.00 0.0036 N N Y N New York State Urban Development Corp State Personal Income Tax RB Series 2013A1 0.810000% 88033ML70 US88033ML701 Tender Option Bond Y 2017-09-07 2017-09-07 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 0.0081 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 0.820000% 88033MLB1 549300Q2EHQ6RJPQKP05 US88033MLB18 Tender Option Bond Y 2017-09-07 2017-09-07 2023-06-15 Y STATE STREET BANK AND TRUST COMPANY 1.0000 7 Y N N 0.0082 10130000.00 10130000.00 0.0062 N N Y N New York State Dormitory Auth Mental Health Services Facilities RB Series 2008C 0.890000% 88033MMA2 549300C8XO7EXTX2XU71 US88033MMA26 Tender Option Bond Y 2017-09-07 2017-09-07 2018-02-15 Y Toronto-Dominion Bank/The 1.0000 7 Y N Y NEW YORK STATE OF Corporate Underlier 1.0000 0.0089 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 0.820000% 88033MMY0 549300Q2EHQ6RJPQKP05 US88033MMY02 Tender Option Bond Y 2017-09-07 2017-09-07 2019-06-15 Y Royal Bank of Canada 1.0000 7 Y N N 0.0082 14700000.00 14700000.00 0.0090 N N Y N New York State Environmental Facilities Corp State Clean Water & Drinking Water Revolving Funds RB Series 2010C 0.810000% 88033MTX5 549300QJ33JJW73OQO60 US88033MTX55 Tender Option Bond Y 2017-09-07 2017-09-07 2018-04-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 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 0.820000% 88033MYA9 549300Q2EHQ6RJPQKP05 US88033MYA97 Tender Option Bond Y 2017-09-07 2017-09-07 2019-12-19 Y Royal Bank of Canada 1.0000 7 Y N N 0.0082 10515000.00 10515000.00 0.0065 N N Y N New York City GO Bonds Fiscal 2008 Series L1 0.810000% 88033S5F7 549300ABYZD2SFD5JB29 US88033S5F72 Tender Option Bond Y 2017-09-07 2017-09-07 2017-10-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 7500000.00 7500000.00 0.0046 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Bonds Series 2004B 0.810000% 88033SM27 US88033SM276 Tender Option Bond Y 2017-09-07 2017-09-07 2019-11-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 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 0.810000% 88033SM84 5493003476LG35QAKM08 US88033SM847 Tender Option Bond Y 2017-09-07 2017-09-07 2021-02-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 3240000.00 3240000.00 0.0020 N N Y N New York City GO Bonds Fiscal 2013 Series A1 0.810000% 88033SN42 549300ABYZD2SFD5JB29 US88033SN423 Tender Option Bond Y 2017-09-07 2017-09-07 2020-10-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 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 0.820000% 88033SRH9 5493003476LG35QAKM08 US88033SRH93 Tender Option Bond Y 2017-09-07 2017-09-07 2020-02-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0082 4835000.00 4835000.00 0.0030 N N Y N New York State Urban Development Corp State Personal Income Tax RB Series 2009A1 0.810000% 88033SYC2 US88033SYC24 Tender Option Bond Y 2017-09-07 2017-09-07 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 0.0081 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 0.810000% 88033SYU2 549300Q2EHQ6RJPQKP05 US88033SYU22 Tender Option Bond Y 2017-09-07 2017-09-07 2021-05-24 Y Barclays Bank PLC 1.0000 7 Y N N 0.0081 17360000.00 17360000.00 0.0107 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Bonds Series 2017A 0.810000% 88033U6W4 US88033U6W43 Tender Option Bond Y 2017-09-07 2017-09-07 2025-05-15 Y Barclays Bank PLC 1.0000 7 Y N N 0.0081 3750000.00 3750000.00 0.0023 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Bonds Subseries 2017B1 0.810000% 88033U7D5 US88033U7D52 Tender Option Bond Y 2017-09-07 2017-09-07 2025-10-01 Y Citibank NA 1.0000 7 Y N N 0.0081 6400000.00 6400000.00 0.0039 N N Y N New York State Environmental Facilities Corp State Clean Water & Drinking Water Revolving Funds RB Series 2013A 0.810000% 88033UBQ1 549300QJ33JJW73OQO60 US88033UBQ13 Tender Option Bond Y 2017-09-07 2017-09-07 2021-06-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N Y NEW YORK ST EFC NYCMWFA PROG Corporate Underlier 1.0000 0.0081 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 0.820000% 88033UC56 549300Q2EHQ6RJPQKP05 US88033UC562 Tender Option Bond Y 2017-09-07 2017-09-07 2024-12-01 Y Barclays Bank PLC 1.0000 7 Y N N 0.0082 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 0.810000% 88033UC72 549300Q2EHQ6RJPQKP05 US88033UC729 Tender Option Bond Y 2017-09-07 2017-09-07 2025-05-28 Y Barclays Bank PLC 1.0000 7 Y N N 0.0081 7775000.00 7775000.00 0.0048 N N Y N New York State Dormitory Auth State Personal Income Tax RB Series 2013A 0.810000% 88033UCA5 549300C8XO7EXTX2XU71 US88033UCA51 Tender Option Bond Y 2017-09-07 2017-09-07 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 0.0081 2000000.00 2000000.00 0.0012 N N Y N New York State Dormitory Auth State Sales Tax RB Series 2014A 0.820000% 88033UED7 549300C8XO7EXTX2XU71 US88033UED72 Tender Option Bond Y 2017-09-07 2017-09-07 2022-03-15 Y Royal Bank of Canada 1.0000 7 Y N Y NEW YORK STATE SALES TAX BONDS Corporate Underlier 1.0000 0.0082 4500000.00 4500000.00 0.0028 N N Y N Port Auth of New York & New Jersey Consolidated Bonds 198th Series 0.810000% 88033UKZ1 US88033UKZ11 Tender Option Bond Y 2017-09-07 2017-09-07 2024-11-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 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 0.810000% 88033UMN6 5493003476LG35QAKM08 US88033UMN62 Tender Option Bond Y 2017-09-07 2017-09-07 2018-11-01 Y JPMorgan Chase Bank NA 1.0000 7 Y Y UNITED STATES TREASURY 0.4800 N 0.0081 10990000.00 10990000.00 0.0068 N N Y N Port Auth of New York & New Jersey Consolidated Bonds 197th Series 0.870000% 88033UNC9 US88033UNC98 Tender Option Bond Y 2017-09-07 2017-09-07 2024-11-15 Y Barclays Bank PLC 1.0000 7 Y N N 0.0087 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 0.810000% 88033UQM4 549300Q2EHQ6RJPQKP05 US88033UQM44 Tender Option Bond Y 2017-09-07 2017-09-07 2020-04-09 Y Barclays Bank PLC 1.0000 7 Y N N 0.0081 4000000.00 4000000.00 0.0025 N N Y N New York City Transitional Finance Auth Future Tax Secured Bonds Fiscal 2011 Series D1 0.810000% 88033USX8 5493003476LG35QAKM08 US88033USX80 Tender Option Bond Y 2017-09-07 2017-09-07 2019-02-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 3750000.00 3750000.00 0.0023 N N Y N New York City GO Bonds Fiscal 2017 Series A1 0.820000% 88033UWW5 549300ABYZD2SFD5JB29 US88033UWW51 Tender Option Bond Y 2017-09-07 2017-09-07 2024-08-01 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0082 16000000.00 16000000.00 0.0098 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Bonds Series 2016B1 0.810000% 88033UXD6 US88033UXD61 Tender Option Bond Y 2017-09-07 2017-09-07 2024-11-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 3335000.00 3335000.00 0.0021 N N Y N Triborough Bridge & Tunnel Auth Refunding RB Series 2017B 0.810000% 88033UYM5 54930020ZN4LQF7K3456 US88033UYM51 Tender Option Bond Y 2017-09-07 2017-09-07 2024-11-15 Y Barclays Bank PLC 1.0000 7 Y N N 0.0081 2495000.00 2495000.00 0.0015 N N Y N Triborough Bridge & Tunnel Auth General Refunding RB Series 2017B 0.810000% 88033UYR4 54930020ZN4LQF7K3456 US88033UYR49 Tender Option Bond Y 2017-09-07 2017-09-07 2024-11-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 4195000.00 4195000.00 0.0026 N N Y N New York City GO Bonds Fiscal 2017 Series B1 0.810000% 88033YEH0 549300ABYZD2SFD5JB29 US88033YEH09 Tender Option Bond Y 2017-09-07 2017-09-07 2024-12-01 Y Toronto-Dominion Bank/The 1.0000 7 Y N N 0.0081 4830000.00 4830000.00 0.0030 N N Y N New York State Dormitory Auth State Personal Income Tax RB Series 2016A 0.810000% 88033YGN5 549300C8XO7EXTX2XU71 US88033YGN58 Tender Option Bond Y 2017-09-07 2017-09-07 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 0.0081 5665000.00 5665000.00 0.0035 N N Y N Port Auth of New York & New Jersey Consolidated Bonds 205th Series 0.810000% 88033YKT7 US88033YKT72 Tender Option Bond Y 2017-09-07 2017-09-07 2025-10-27 Y Barclays Bank PLC 1.0000 7 Y N N 0.0081 7330000.00 7330000.00 0.0045 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Bonds Series 2017B-1 0.810000% 88033YMG3 US88033YMG34 Tender Option Bond Y 2017-09-07 2017-09-07 2025-05-15 Y Toronto-Dominion Bank/The 1.0000 7 Y N N 0.0081 3700000.00 3700000.00 0.0023 N N Y N Port Auth of New York & New Jersey Consolidated Bonds 198th Series 0.810000% 88033YMJ7 US88033YMJ72 Tender Option Bond Y 2017-09-07 2017-09-07 2024-11-15 Y Toronto-Dominion Bank/The 1.0000 7 Y N N 0.0081 3730000.00 3730000.00 0.0023 N N Y N New York City Transitional Finance Auth Future Tax Secured Sub Bonds Fiscal 2017 Series E1 0.810000% 88033YMN8 5493003476LG35QAKM08 US88033YMN84 Tender Option Bond Y 2017-09-07 2017-09-07 2025-02-01 Y Toronto-Dominion Bank/The 1.0000 7 Y N N 0.0081 4000000.00 4000000.00 0.0025 N N Y N New York State Dormitory Auth State Sales Tax RB Series 2017 0.810000% 88033YMQ1 549300C8XO7EXTX2XU71 US88033YMQ16 Tender Option Bond Y 2017-09-07 2017-09-07 2025-03-15 Y Toronto-Dominion Bank/The 1.0000 7 Y N Y NEW YORK STATE SALES TAX BONDS Corporate Underlier 1.0000 0.0081 5000000.00 5000000.00 0.0031 N N Y N New York State Dormitory Auth State Sales Tax RB Series 2017A 0.810000% 88033YNV9 549300C8XO7EXTX2XU71 US88033YNV91 Tender Option Bond Y 2017-09-07 2017-09-07 2025-03-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N Y NEW YORK STATE SALES TAX BONDS Corporate Underlier 1.0000 0.0081 7600000.00 7600000.00 0.0047 N N Y N Port Auth of New York & New Jersey Consolidated Bonds 206th Series 0.840000% 88033YPZ8 US88033YPZ87 Tender Option Bond Y 2017-09-07 2017-09-07 2025-05-15 Y Citibank NA 1.0000 7 Y N N 0.0084 2500000.00 2500000.00 0.0015 N N Y N New York City Transitional Finance Auth Future Tax Secured Sub RB Series 2018A-3 0.810000% 88033YQD6 5493003476LG35QAKM08 US88033YQD66 Tender Option Bond Y 2017-09-07 2017-09-07 2025-08-01 Y Bank of America NA 1.0000 7 Y N N 0.0081 2220000.00 2220000.00 0.0014 N N Y N New York City Transitional Finance Auth Future Tax Secured Sub Bonds Fiscal 2018 Series A3 0.810000% 88033YRR4 5493003476LG35QAKM08 US88033YRR44 Tender Option Bond Y 2017-09-07 2017-09-07 2025-08-01 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0081 7500000.00 7500000.00 0.0046 N N Y N Metropolitan Transportation Auth Dedicated Tax Fund Bonds Series 2016B-1 0.810000% 88033YSA0 US88033YSA00 Tender Option Bond Y 2017-09-07 2017-09-07 2024-11-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N N 0.0081 3980000.00 3980000.00 0.0024 N N Y N Tonawanda BAN 2017 2.000000% 890210PY7 US890210PY78 Other Municipal Security Y 2018-08-30 2018-08-30 2018-08-30 N N N 0.0100 16158720.00 16158720.00 0.0099 N N N N Triborough Bridge & Tunnel Auth General RB Series 2009A2 0.840000% 89602NUR3 54930020ZN4LQF7K3456 US89602NUR33 Tender Option Bond Y 2017-09-07 2017-09-07 2018-06-15 Y Bank of America NA 1.0000 7 Y N N 0.0084 6500000.00 6500000.00 0.0040 N N Y N Triborough Bridge & Tunnel Auth General RB Series 2013C 0.820000% 89602NZ23 54930020ZN4LQF7K3456 US89602NZ239 Tender Option Bond Y 2017-09-07 2017-09-07 2021-05-15 Y Morgan Stanley Bank NA 1.0000 7 Y N N 0.0082 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 0.0114 9981748.75 9981748.75 0.0061 N N N N Wappingers CSD BAN Series 2017B 2.250000% 933883WK2 US933883WK20 Other Municipal Security Y 2018-08-15 2018-08-15 2018-08-15 N N N 0.0108 13710767.65 13710767.65 0.0084 N N N N Warren & Wash Cnty IDA RB (The Glen at Hiland Meadows) Series 2000 0.830000% 934651AA8 US934651AA83 Variable Rate Demand Note Y 2017-09-07 2017-09-07 2030-12-15 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0083 8670000.00 8670000.00 0.0053 N N Y N West Islip UFSD BAN 2017 2.150000% 953429JK4 US953429JK42 Other Municipal Security Y 2018-07-25 2018-07-25 2018-07-25 N N N 0.0107 4038440.00 4038440.00 0.0025 N N N N The Charles Schwab Family of Funds 2017-09-08 Mark Fischer Mark Fischer Chief Financial Officer