0001145549-18-004038.txt : 20180709
0001145549-18-004038.hdr.sgml : 20180709
20180709154824
ACCESSION NUMBER: 0001145549-18-004038
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20180630
FILED AS OF DATE: 20180709
DATE AS OF CHANGE: 20180709
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: 18944657
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
Investor Shares
SWYXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2018-06-30
0000857156
549300I77JNLD629OV19
S000004513
2
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
N
N
N
Single State
Y
22
24
1588106497.23
1472727769.75
1405540421.10
1388093243.46
1274572310.07
0.8937
0.8772
0.8925
0.9128
0.9063
2468366.85
1400973667.05
1400966698.18
2937889.20
1113872.99
1405259081.24
1404349154.2180
1.0000
0.0156
1.0005
1.0006
1.0006
1.0006
1.0007
C000012394
0.00
719588726.36
719122781.5100
1.0005
1.0006
1.0006
1.0006
1.0007
44597615.67
67612900.30
73155964.52
177155013.41
71344558.09
167629447.73
81652528.65
119713730.99
48911714.86
176132276.03
291461167.07
658779446.93
0.0096
Y
Investment Advisor and its affiliates Contractual 10,807
C000012395
0.00
685670354.88
685226372.7080
1.0005
1.0006
1.0006
1.0006
1.0007
11923141.82
15807566.15
21769190.76
19834644.20
17107300.62
13339746.28
10166429.01
16062422.08
34103382.04
13333899.28
87187266.59
65106210.64
0.0121
Y
Investment Advisor and its affiliates Contractual 93,626
Metropolitan Transportation Auth
Transportation RB Series 2006B 1.550000%
18886PD36
5493000TKYODLXADQD60
US18886PD368
Tender Option Bond
Y
2018-07-05
2018-07-05
2026-09-15
N
Y
STATE STREET BANK AND TRUST COMPANY
1.0000
N
0.0155
25615000.00
25615000.00
0.0182
N
N
Y
N
New York State Dormitory Auth
RB (St. John's Univ) Series 2007C 1.550000%
18886PUB9
549300C8XO7EXTX2XU71
US18886PUB92
Tender Option Bond
Y
2018-07-05
2018-07-05
2025-07-01
N
Y
STATE STREET BANK AND TRUST COMPANY
1.0000
N
0.0155
26020000.00
26020000.00
0.0185
N
N
Y
N
Colonie Local Development Corp
RB (Shaker Pointe at Carondelet) Series 2011 1.560000%
196220AA5
US196220AA57
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2041-12-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0156
9285000.00
9285000.00
0.0066
N
N
Y
N
Colonie Local Development Corp
RB (Shaker Pointe at Carondelet) Series 2013 1.560000%
196220AB3
US196220AB31
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2041-12-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0156
11410000.00
11410000.00
0.0081
N
N
Y
N
Columbia Cnty IDA
Civic Facility RB (Columbia Memorial Hospital) Series 2008A 1.540000%
197511AR9
US197511AR96
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2033-07-01
Y
HSBC Bank USA NA
1.0000
7
N
N
N
0.0154
1260000.00
1260000.00
0.0009
N
N
Y
N
East Rochester Hsg Auth
Housing RB (Park Ridge Nursing Home) Series 2008 1.560000%
274722DX2
US274722DX22
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2041-01-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0156
12315000.00
12315000.00
0.0088
N
N
Y
N
New York State Dormitory Auth
RB (New York Univ) Series 2017A 1.660000%
27884F2K5
549300C8XO7EXTX2XU71
US27884F2K59
Tender Option Bond
Y
2018-07-05
2018-08-23
2037-07-01
N
N
Y
New York University
Corporate Underlier
1.0000
US BANK NATIONAL ASSOCIATION
Standby Purchase Agreement
1.0000
0.0166
4376268.75
4376268.75
0.0031
N
N
N
Y
New York City
GO Bonds Fiscal 2018 Series B1 1.660000%
27884F4H0
549300ABYZD2SFD5JB29
US27884F4H03
Tender Option Bond
Y
2018-07-05
2018-07-19
2040-10-01
N
N
Y
US BANK NATIONAL ASSOCIATION
Standby Purchase Agreement
1.0000
0.0166
4910982.00
4910982.00
0.0035
N
N
N
Y
Eden CSD
BAN 2018 3.000000%
279466DY9
US279466DY95
Other Municipal Security
Y
2019-06-06
2019-06-06
2019-06-06
N
N
N
0.0174
7890012.00
7890012.00
0.0056
N
N
N
N
Enlarged Troy SD
BAN 2018 3.500000%
293359DT9
US293359DT93
Other Municipal Security
Y
2019-06-12
2019-06-12
2019-06-12
N
N
N
0.0177
9145080.00
9145080.00
0.0065
N
N
N
N
Erie Cnty IDA
IDRB (Hydro-Air Components) Series 2006 1.580000%
295088FP8
US295088FP80
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2026-04-01
Y
HSBC Bank USA NA
1.0000
7
N
N
N
0.0158
3985000.00
3985000.00
0.0028
N
N
Y
N
Franklin Cnty Civic Development Corp
RB (Alice Hyde Medical Center) Series 2013A 1.540000%
35313PAA0
US35313PAA03
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2038-10-01
Y
HSBC Bank USA NA
1.0000
7
N
N
N
0.0154
7990000.00
7990000.00
0.0057
N
N
Y
N
Kenmore Tonawanda UFSD
BAN 2018 3.000000%
489152KF4
US489152KF44
Other Municipal Security
Y
2019-06-13
2019-06-13
2019-06-13
N
N
N
0.0168
15185250.00
15185250.00
0.0108
N
N
N
N
Lancaster IDA
IDRB (Sealing Devices) Series 2016 1.560000%
514226AF6
US514226AF68
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2037-01-01
Y
HSBC Bank USA NA
1.0000
7
N
N
N
0.0156
3100000.00
3100000.00
0.0022
N
N
Y
N
Lancaster IDA
Civic Facility RB (GreenField Manor) Series 2000 1.600000%
514502AA1
US514502AA19
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2032-11-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0160
13000000.00
13000000.00
0.0093
N
N
Y
N
Lancaster IDA
IDRB (Sealing Devices) Series 2007 1.580000%
514509AA6
US514509AA61
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2027-12-01
Y
HSBC Bank USA NA
1.0000
7
N
N
N
0.0158
1465000.00
1465000.00
0.0010
N
N
Y
N
Lindenhurst Union Free SD
BAN 2018 2.750000%
535465QQ4
549300EBJL9PZ413I360
US535465QQ47
Other Municipal Security
Y
2019-06-26
2019-06-26
2019-06-26
N
N
N
0.0177
6057060.00
6057060.00
0.0043
N
N
N
N
Liverpool CSD
BAN 2018 3.000000%
538361SD9
US538361SD98
Other Municipal Security
Y
2019-06-28
2019-06-28
2019-06-28
N
N
N
0.0174
2024600.00
2024600.00
0.0014
N
N
N
N
Metropolitan Transportation Auth
Dedicated Tax Fund Refunding Bonds Series 2012A 1.540000%
59259NT78
5493000TKYODLXADQD60
US59259NT781
Tender Option Bond
Y
2018-07-06
2018-07-06
2020-05-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0154
6665000.00
6665000.00
0.0047
N
N
Y
N
Metropolitan Transportation Auth
Transportation RB Series 2015E4 1.540000%
59259Y7E3
5493000TKYODLXADQD60
US59259Y7E34
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2045-11-15
Y
Bank of the West
1.0000
7
N
N
N
0.0154
6765000.00
6765000.00
0.0048
N
N
Y
N
Metropolitan Transportation Auth
Transportation RB Series 2005E 1.540000%
59259YTZ2
5493000TKYODLXADQD60
US59259YTZ24
Variable Rate Demand Note
Y
2018-07-02
2018-07-02
2035-11-01
Y
BANK OF MONTREAL
1.0000
3
N
N
N
0.0154
2305000.00
2305000.00
0.0016
N
Y
Y
N
Monroe Cnty IDA
Civic Facility RB Series 2004 1.610000%
610752CU9
US610752CU99
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2024-11-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0161
865000.00
865000.00
0.0006
N
N
Y
N
Monroe Cnty IDA
Civic Facility RB (Margaret Woodbury Strong Museum) Series 2005 1.560000%
610752CW5
US610752CW55
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2035-04-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0156
17320000.00
17320000.00
0.0123
N
N
Y
N
New York City
GO Bonds Fiscal 2006 Series I-8 1.550000%
64966FB45
549300ABYZD2SFD5JB29
US64966FB457
Variable Rate Demand Note
Y
2018-07-02
2018-07-02
2036-04-01
Y
STATE STREET BANK AND TRUST COMPANY
1.0000
3
Y
N
N
0.0155
7265000.00
7265000.00
0.0052
N
Y
Y
N
New York City
GO Bonds Fiscal 2009 Series H1 1.540000%
64966HHH6
549300ABYZD2SFD5JB29
US64966HHH66
Tender Option Bond
Y
2018-07-06
2018-07-06
2018-09-01
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0154
15000000.00
15000000.00
0.0107
N
N
Y
N
New York City
GO Bonds Fiscal 2009 Series J1 1.540000%
64966HMA5
549300ABYZD2SFD5JB29
US64966HMA58
Tender Option Bond
Y
2018-07-06
2018-07-06
2018-12-01
Y
Citibank NA
1.0000
7
Y
N
N
0.0154
23225000.00
23225000.00
0.0165
N
N
Y
N
New York City
GO Bonds Fiscal 2005 Series C3 1.540000%
64966HMG2
549300ABYZD2SFD5JB29
US64966HMG29
Tender Option Bond
Y
2018-07-06
2018-07-06
2018-09-06
Y
Bank of America NA
1.0000
7
Y
N
N
0.0154
8700000.00
8700000.00
0.0062
N
N
Y
N
New York City
GO Bonds Fiscal 2013 Series A3 1.670000%
64966J5Y8
549300ABYZD2SFD5JB29
US64966J5Y85
Variable Rate Demand Note
Y
2018-07-02
2018-07-02
2040-10-01
Y
Mizuho Bank Ltd
1.0000
3
N
N
N
0.0167
800000.00
800000.00
0.0006
N
Y
Y
N
New York City
GO Bonds Fiscal 2012 Series G7 1.570000%
64966JB62
549300ABYZD2SFD5JB29
US64966JB624
Variable Rate Demand Note
Y
2018-07-02
2018-07-02
2042-04-01
Y
MUFG BANK LTD
1.0000
3
N
N
N
0.0157
1500000.00
1500000.00
0.0011
N
Y
Y
N
New York City
GO Bonds Fiscal 2012 Series G6 1.600000%
64966JE77
549300ABYZD2SFD5JB29
US64966JE776
Variable Rate Demand Note
Y
2018-07-02
2018-07-02
2042-04-01
Y
Mizuho Bank Ltd
1.0000
3
N
N
N
0.0160
12265000.00
12265000.00
0.0087
N
Y
Y
N
New York City
GO Bonds Fiscal 2012 Series D1 1.540000%
64966K6J7
549300ABYZD2SFD5JB29
US64966K6J73
Tender Option Bond
Y
2018-07-06
2018-07-06
2019-10-01
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0154
2500000.00
2500000.00
0.0018
N
N
Y
N
New York City
GO Bonds Fiscal 2013 Series D&E 1.540000%
64966KNG4
549300ABYZD2SFD5JB29
US64966KNG49
Tender Option Bond
Y
2018-07-06
2018-07-06
2020-08-01
Y
Citibank NA
1.0000
7
Y
N
N
0.0154
16500000.00
16500000.00
0.0117
N
N
Y
N
New York City
GO Bonds Fiscal 2014 Series A1 1.540000%
64966KT60
549300ABYZD2SFD5JB29
US64966KT608
Tender Option Bond
Y
2018-07-06
2018-07-06
2021-08-01
Y
Citibank NA
1.0000
7
Y
N
N
0.0154
8000000.00
8000000.00
0.0057
N
N
Y
N
New York City
GO Bonds Fiscal 2013 Series F1 1.540000%
64966KWR0
549300ABYZD2SFD5JB29
US64966KWR03
Tender Option Bond
Y
2018-07-06
2018-07-06
2021-03-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
Y
N
N
0.0154
7300000.00
7300000.00
0.0052
N
N
Y
N
New York City
GO Bonds Fiscal 2014 Series G 5.000000%
64966LDT5
549300ABYZD2SFD5JB29
US64966LDT52
Other Municipal Security
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0127
200576.00
200576.00
0.0001
N
N
N
N
New York City
GO Bonds Fiscal 2015 Series F5 1.590000%
64966LU41
549300ABYZD2SFD5JB29
US64966LU414
Variable Rate Demand Note
Y
2018-07-02
2018-07-02
2044-06-01
Y
Barclays Bank PLC
1.0000
3
Y
N
N
0.0159
2150000.00
2150000.00
0.0015
N
Y
Y
N
New York City
Go Bonds Fiscal 2018 Series B4 1.590000%
64966MSB6
549300ABYZD2SFD5JB29
US64966MSB62
Variable Rate Demand Note
Y
2018-07-02
2018-07-02
2046-10-01
Y
Barclays Bank PLC
1.0000
3
Y
N
N
0.0159
1690000.00
1690000.00
0.0012
N
Y
Y
N
New York City
GO Bonds Fiscal 2018 Series B5 1.590000%
64966MSD2
549300ABYZD2SFD5JB29
US64966MSD29
Variable Rate Demand Note
Y
2018-07-02
2018-07-02
2046-10-01
Y
Barclays Bank PLC
1.0000
3
Y
N
N
0.0159
1005000.00
1005000.00
0.0007
N
Y
Y
N
New York City
GO Bonds Fiscal 2012 Series D-3A 1.580000%
64966MSF7
549300ABYZD2SFD5JB29
US64966MSF76
Variable Rate Demand Note
Y
2018-07-02
2018-07-02
2039-10-01
Y
BANK OF NEW YORK MELLON/THE
1.0000
3
Y
N
N
0.0158
2480000.00
2480000.00
0.0018
N
Y
Y
N
New York City Housing Development Corp
M/F Mortgage RB (Las Casas) Series 2008A 1.600000%
64966TBK9
549300SQWVHKBRF8D702
US64966TBK97
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2040-10-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0160
19200000.00
19200000.00
0.0137
N
N
Y
N
New York City IDA
IDRB (Gary Plastic Packaging Corp) Series 1998 1.910000%
649705NS5
549300XR20ZR5DHL9534
US649705NS54
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2018-09-30
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0191
350000.00
350000.00
0.0002
N
N
Y
N
New York City IDA
Empowerment Zone RB (Tiago Holdings) Series 2007 1.540000%
649705SZ4
549300XR20ZR5DHL9534
US649705SZ43
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2037-01-01
Y
Lloyds Bank Plc
1.0000
7
N
N
N
0.0154
32000000.00
32000000.00
0.0228
N
N
Y
N
New York City Housing Development Corp
M/F Housing RB (Linden Plaza) Series 2008A 1.600000%
64970HDP6
549300SQWVHKBRF8D702
US64970HDP64
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2043-04-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0160
12070000.00
12070000.00
0.0086
N
N
Y
N
New York City Housing Development Corp
M/F Mortgage RB (Nagle Courtyard Apts) Series 2004A 1.560000%
64970VCJ0
549300SQWVHKBRF8D702
US64970VCJ08
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2038-01-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0156
4200000.00
4200000.00
0.0030
N
N
Y
N
New York City Housing Development Corp
M/F Mortgage RB (1904 Vyse Ave Apts) Series 2005A 1.560000%
64970VCQ4
549300SQWVHKBRF8D702
US64970VCQ41
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2038-01-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0156
4035000.00
4035000.00
0.0029
N
N
Y
N
New York City Housing Development Corp
M/F Mortgage RB (33 W Tremont Ave Apts) Series 2005A 1.560000%
64970VCR2
549300SQWVHKBRF8D702
US64970VCR24
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2038-02-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0156
1565000.00
1565000.00
0.0011
N
N
Y
N
New York City Housing Development Corp
M/F Mortgage RB (1090 Franklin Ave Apts) 2005A 1.540000%
64970VDG5
549300SQWVHKBRF8D702
US64970VDG59
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2037-12-01
Y
Citibank NA
1.0000
7
N
N
N
0.0154
2320000.00
2320000.00
0.0017
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2012 Series F1 1.540000%
64971Q6S7
5493003476LG35QAKM08
US64971Q6S79
Tender Option Bond
Y
2018-07-06
2018-07-06
2020-05-01
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0154
7500000.00
7500000.00
0.0053
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2012 Series F1 1.540000%
64971Q6W8
5493003476LG35QAKM08
US64971Q6W81
Tender Option Bond
Y
2018-07-06
2018-07-06
2020-05-01
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0154
3400000.00
3400000.00
0.0024
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Bonds Fiscal 2012 Series D1 1.540000%
64971QRZ8
5493003476LG35QAKM08
US64971QRZ80
Tender Option Bond
Y
2018-07-06
2018-07-06
2019-11-01
Y
Citibank NA
1.0000
7
Y
N
N
0.0154
4000000.00
4000000.00
0.0028
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2014 Series A1 1.540000%
64971WGY0
5493003476LG35QAKM08
US64971WGY03
Tender Option Bond
Y
2018-07-06
2018-07-06
2021-11-01
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0154
5780000.00
5780000.00
0.0041
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System RB Fiscal 2008 Series B3 1.590000%
64972FSG2
549300Q2EHQ6RJPQKP05
US64972FSG27
Variable Rate Demand Note
Y
2018-07-02
2018-07-02
2025-06-15
Y
Bank of America NA
1.0000
3
Y
N
N
0.0159
5310000.00
5310000.00
0.0038
N
Y
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2014 Series AA3 1.540000%
64972GCR3
549300Q2EHQ6RJPQKP05
US64972GCR39
Variable Rate Demand Note
Y
2018-07-02
2018-07-02
2049-06-15
Y
TD Bank NA
1.0000
3
Y
N
N
0.0154
4160000.00
4160000.00
0.0030
N
Y
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2011 Series EE 1.540000%
64972GCZ5
549300Q2EHQ6RJPQKP05
US64972GCZ54
Tender Option Bond
Y
2018-07-06
2018-07-06
2019-06-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0154
6175000.00
6175000.00
0.0044
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2017 Series BB2 1.530000%
64972GML5
549300Q2EHQ6RJPQKP05
US64972GML58
Variable Rate Demand Note
Y
2018-07-02
2018-07-02
2049-06-15
Y
BANK OF MONTREAL
1.0000
3
Y
N
N
0.0153
1300000.00
1300000.00
0.0009
N
Y
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2015 Series BB4 1.590000%
64972GRG1
549300Q2EHQ6RJPQKP05
US64972GRG19
Variable Rate Demand Note
Y
2018-07-02
2018-07-02
2050-06-15
Y
Barclays Bank PLC
1.0000
3
Y
N
N
0.0159
6000000.00
6000000.00
0.0043
N
Y
Y
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2012 Series S1A 1.540000%
64972HUN0
5493003476LG35QAKM08
US64972HUN06
Tender Option Bond
Y
2018-07-06
2018-07-06
2019-07-15
Y
Citibank NA
1.0000
7
Y
N
Y
NEW YORK (STATE OF)
Corporate Underlier
1.0000
0.0154
5625000.00
5625000.00
0.0040
N
N
Y
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2013 Series S1 1.540000%
64972HUQ3
5493003476LG35QAKM08
US64972HUQ37
Tender Option Bond
Y
2018-07-06
2018-07-06
2020-07-15
Y
Citibank NA
1.0000
7
Y
N
Y
NEW YORK (STATE OF)
Corporate Underlier
1.0000
0.0154
12500000.00
12500000.00
0.0089
N
N
Y
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2015 Series S1 1.540000%
64972HWC2
5493003476LG35QAKM08
US64972HWC23
Tender Option Bond
Y
2018-07-06
2018-07-06
2023-01-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
Y
NEW YORK (STATE OF)
Corporate Underlier
1.0000
0.0154
4000000.00
4000000.00
0.0028
N
N
Y
N
New York City Trust for Cultural Resources
RB (American Museum of Natural History) Series 2014B2 1.540000%
64972SAL2
US64972SAL25
Other Municipal Security
Y
2018-07-05
2019-01-07
2044-04-01
N
N
Y
American Museum of Natural History
Corporate Underlier
1.0000
0.0158
14740294.80
14740294.80
0.0105
N
N
N
N
New York State Dormitory Auth
CP (Cornell Univ) 1.400000%
64983LWR7
549300C8XO7EXTX2XU71
Non-Financial Company Commercial Paper
Y
2018-08-30
2018-08-30
2018-08-30
N
N
Y
Cornell University
Corporate Underlier
1.0000
0.0177
14880321.50
14880321.50
0.0106
N
N
N
N
New York State Dormitory Auth
CP (Cornell Univ) 1.390000%
64983LWS5
549300C8XO7EXTX2XU71
Non-Financial Company Commercial Paper
Y
2018-09-06
2018-09-06
2018-09-06
N
N
Y
Cornell University
Corporate Underlier
1.0000
0.0171
18988030.00
18988030.00
0.0135
N
N
N
N
New York State Dormitory Auth
State Sales Tax RB Series 2014A 1.540000%
64983PA84
549300C8XO7EXTX2XU71
US64983PA842
Tender Option Bond
Y
2018-07-06
2018-07-06
2022-03-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
Y
NEW YORK STATE SALES TAX BONDS
Corporate Underlier
1.0000
0.0154
3300000.00
3300000.00
0.0023
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2011A 1.540000%
64983PZE4
549300C8XO7EXTX2XU71
US64983PZE41
Tender Option Bond
Y
2018-07-06
2018-07-06
2019-03-15
Y
Citibank NA
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
1.0000
0.0154
2000000.00
2000000.00
0.0014
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2011A 1.540000%
64983PZY0
549300C8XO7EXTX2XU71
US64983PZY05
Tender Option Bond
Y
2018-07-06
2018-07-06
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
0.0154
5935000.00
5935000.00
0.0042
N
N
Y
N
New York State Power Auth
CP Series 1&2 1.640000%
64985NEX8
I5P1GEYFGGMMDOFX2L30
Non-Financial Company Commercial Paper
Y
2018-08-16
2018-08-16
2018-08-16
N
N
N
0.0153
15002100.15
15002100.15
0.0107
N
N
N
N
NEW YORK STATE HFA
Service Contract Refunding RB Series 2003 M2 1.560000%
64986BBF5
5493000LS7KCDB02O506
US64986BBF58
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2021-09-15
Y
Bank of America NA
1.0000
7
N
N
N
0.0156
6655000.00
6655000.00
0.0047
N
N
Y
N
NEW YORK STATE HFA
Housing RB (Clinton Green North) Series 2005A 1.600000%
64986M2T1
5493000LS7KCDB02O506
US64986M2T12
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2038-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0160
50000000.00
50000000.00
0.0356
N
N
Y
N
NEW YORK STATE HFA
Housing RB (Clinton Green South) Series 2005A 1.600000%
64986M2V6
5493000LS7KCDB02O506
US64986M2V67
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2038-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0160
26000000.00
26000000.00
0.0185
N
N
Y
N
NEW YORK STATE HFA
Housing RB (Clinton Green) Series 2006A 1.600000%
64986M2W4
5493000LS7KCDB02O506
US64986M2W41
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2038-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0160
8800000.00
8800000.00
0.0063
N
N
Y
N
NEW YORK STATE HFA
Housing RB (900 8th Avenue) Series 2002A 1.600000%
64986MD44
5493000LS7KCDB02O506
US64986MD440
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2035-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0160
58000000.00
58000000.00
0.0413
N
N
Y
N
NEW YORK STATE HFA
Housing RB (Tribeca Park) Series 1997A 1.530000%
64986MDT9
5493000LS7KCDB02O506
US64986MDT99
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2029-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0153
700000.00
700000.00
0.0005
N
N
Y
N
NEW YORK STATE HFA
Housing RB (Gateway to New Cassel) Series 2006A 1.630000%
64986MF34
5493000LS7KCDB02O506
US64986MF346
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2039-11-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0163
5600000.00
5600000.00
0.0040
N
N
Y
N
NEW YORK STATE HFA
Housing RB (Helena) Series 2004A 1.600000%
64986MG41
5493000LS7KCDB02O506
US64986MG419
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2036-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0160
44000000.00
44000000.00
0.0313
N
N
Y
N
NEW YORK STATE HFA
Housing RB (39th St) Series 2000A 1.600000%
64986MJY2
5493000LS7KCDB02O506
US64986MJY21
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2031-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0160
5300000.00
5300000.00
0.0038
N
N
Y
N
NEW YORK STATE HFA
Housing RB (Reverend Polite Ave Apts) Series 2005A 1.550000%
64986ML45
5493000LS7KCDB02O506
US64986ML450
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2036-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0155
7435000.00
7435000.00
0.0053
N
N
Y
N
NEW YORK STATE HFA
Housing RB (Chelsea Apartments) Series 2003A 1.580000%
64986MQM0
5493000LS7KCDB02O506
US64986MQM00
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2036-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0158
3145000.00
3145000.00
0.0022
N
N
Y
N
NEW YORK STATE HFA
Housing RB (W 20th Street) Series 2000A 1.600000%
64986MQQ1
5493000LS7KCDB02O506
US64986MQQ14
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2033-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0160
5300000.00
5300000.00
0.0038
N
N
Y
N
NEW YORK STATE HFA
Housing RB (West Village Apts) Series 2008A 1.630000%
64986MS89
5493000LS7KCDB02O506
US64986MS893
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2039-11-01
Y
Citibank NA
1.0000
7
N
N
N
0.0163
5700000.00
5700000.00
0.0041
N
N
Y
N
NEW YORK STATE HFA
Housing RB (Caroline Apts) Series 2008A 1.600000%
64986MT54
5493000LS7KCDB02O506
US64986MT545
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2043-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0160
7000000.00
7000000.00
0.0050
N
N
Y
N
NEW YORK STATE HFA
Housing RB (Biltmore Tower) Series 2003A 1.600000%
64986MYE9
5493000LS7KCDB02O506
US64986MYE91
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2034-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0160
31300000.00
31300000.00
0.0223
N
N
Y
N
NEW YORK STATE HFA
Housing RB (Rip Van Winkle House) Series 2004A 1.550000%
64986MZN8
5493000LS7KCDB02O506
US64986MZN81
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2034-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0155
10700000.00
10700000.00
0.0076
N
N
Y
N
NEW YORK STATE HFA
Housing RB (25 Washington St) Series 2010A 1.530000%
64986UFE2
5493000LS7KCDB02O506
US64986UFE29
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2044-11-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0153
5445000.00
5445000.00
0.0039
N
N
Y
N
NEW YORK STATE HFA
Housing RB (600 W 42nd Street) Series 2007A 1.600000%
64986UMN4
5493000LS7KCDB02O506
US64986UMN45
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2041-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0160
73100000.00
73100000.00
0.0520
N
N
Y
N
NEW YORK STATE HFA
Housing RB (600 W 42nd St) Series 2008A 1.530000%
64986UMP9
5493000LS7KCDB02O506
US64986UMP92
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2041-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0153
27095000.00
27095000.00
0.0193
N
N
Y
N
NEW YORK STATE HFA
Housing RB (Related-42nd & 10th) Series 2007A 1.530000%
64986URA7
5493000LS7KCDB02O506
US64986URA78
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2041-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0153
3345000.00
3345000.00
0.0024
N
N
Y
N
New York State Mortgage Agency
Homeowner Mortgage RB Series 144 1.550000%
649883DQ5
549300ZQWNLLIG564027
US649883DQ52
Variable Rate Demand Note
Y
2018-07-02
2018-07-02
2037-10-01
Y
Bank of America NA
1.0000
3
Y
N
N
0.0155
7615000.00
7615000.00
0.0054
N
Y
Y
N
New York State Power Auth
CP Series 1&2 1.480000%
64989MTV4
I5P1GEYFGGMMDOFX2L30
Non-Financial Company Commercial Paper
Y
2018-07-19
2018-07-19
2018-07-19
N
N
N
0.0161
3244772.85
3244772.85
0.0023
N
N
N
N
New York State Dormitory Auth
RB (Univ of Rochester) Series 2006A1 1.550000%
6499032J9
549300C8XO7EXTX2XU71
US6499032J98
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2027-07-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0155
1635000.00
1635000.00
0.0012
N
N
Y
N
New York State Dormitory Auth
RB (Cornell Univ) Series 2016A 5.000000%
64990BE33
549300C8XO7EXTX2XU71
US64990BE336
Other Municipal Security
Y
2018-07-01
2018-07-01
2018-07-01
N
N
Y
Cornell University
Corporate Underlier
1.0000
0.0500
1000000.00
1000000.00
0.0007
N
Y
Y
N
New York State Urban Development Corp
State Personal Income Tax RB Series 2009B1 1.540000%
650035RU4
54930039Y2EMGXN6LM88
US650035RU48
Tender Option Bond
Y
2018-07-06
2018-07-06
2030-09-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
Y
UNITED STATES TREASURY
1.0000
N
0.0154
5000000.00
5000000.00
0.0036
N
N
Y
N
Nuveen New York AMT-Free Quality Municipal Income Fund
Variable Rate Demand Preferred Shares Series 3 1.580000%
670656602
549300V4X2BF3UXSCQ58
US6706566022
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2040-12-01
Y
Citibank NA
1.0000
7
N
N
N
0.0158
2700000.00
2700000.00
0.0019
N
N
Y
N
Nuveen New York AMT-Free Quality Municipal Income Fund
Variable Rate Demand Preferred Shares Series 5 1.550000%
670656875
549300V4X2BF3UXSCQ58
US6706568754
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2046-06-01
Y
Toronto-Dominion Bank/The
1.0000
7
N
N
N
0.0155
40000000.00
40000000.00
0.0285
N
N
Y
N
Onondaga Cnty IDA
Civic Facility RB (Syracuse Research Corp Facility) Series 1997A 1.560000%
682747AV2
US682747AV22
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2021-12-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0156
1500000.00
1500000.00
0.0011
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 177th Series 1.540000%
73358WMU5
54930006MR4KZ4W74Z83
US73358WMU52
Tender Option Bond
Y
2018-07-06
2018-07-06
2021-01-15
Y
Credit Suisse AG
1.0000
7
Y
N
N
0.0154
1000000.00
1000000.00
0.0007
N
N
Y
N
New York City
GO Bonds Fiscal 2012 Series A5 1.540000%
74926Y3G4
549300ABYZD2SFD5JB29
US74926Y3G49
Tender Option Bond
Y
2018-07-06
2018-07-06
2021-07-01
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0154
14165000.00
14165000.00
0.0101
N
N
Y
N
New York City
GO Bonds Fiscal 2012 Series D3B 1.540000%
74926Y3L3
549300ABYZD2SFD5JB29
US74926Y3L34
Tender Option Bond
Y
2018-07-06
2018-07-06
2021-07-01
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0154
13000000.00
13000000.00
0.0093
N
N
Y
N
New York City
GO Bonds Fiscal 2015 Series F7 1.540000%
74926Y3Q2
549300ABYZD2SFD5JB29
US74926Y3Q21
Tender Option Bond
Y
2018-07-06
2018-07-06
2021-07-01
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0154
5830000.00
5830000.00
0.0041
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Bonds Fiscal 1998 Series C 1.540000%
74926Y4C2
5493003476LG35QAKM08
US74926Y4C26
Tender Option Bond
Y
2018-07-06
2018-07-06
2021-08-01
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0154
11200000.00
11200000.00
0.0080
N
N
Y
N
Rockland Cnty IDA
RB (Northern Riverview) Series 1999 1.610000%
773561AD7
US773561AD73
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2029-02-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0161
6365000.00
6365000.00
0.0045
N
N
Y
N
Suffolk Cnty IDA
Civic Facility RB (Guide Dog Foundation for the Blind) Series 2001 1.580000%
864768FD3
US864768FD35
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2021-01-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0158
1740000.00
1740000.00
0.0012
N
N
Y
N
New York State Urban Development Corp
State Personal Income Tax RB Series 2013A1 1.540000%
88033LA25
54930039Y2EMGXN6LM88
US88033LA250
Tender Option Bond
Y
2018-07-06
2018-07-06
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
0.0154
4665000.00
4665000.00
0.0033
N
N
Y
N
New York City
GO Bonds Fiscal 2014 Series I1 1.540000%
88033LA41
549300ABYZD2SFD5JB29
US88033LA417
Tender Option Bond
Y
2018-07-06
2018-07-06
2022-03-01
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
2635000.00
2635000.00
0.0019
N
N
Y
N
New York City Housing Development Corp
M/F Housing RB Series 2009C1 1.540000%
88033LAX7
549300SQWVHKBRF8D702
US88033LAX73
Tender Option Bond
Y
2018-07-06
2018-07-06
2029-05-01
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
10000000.00
10000000.00
0.0071
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2014 Series DD 1.540000%
88033LC80
549300Q2EHQ6RJPQKP05
US88033LC801
Tender Option Bond
Y
2018-07-06
2018-07-06
2022-03-19
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
4000000.00
4000000.00
0.0028
N
N
Y
N
Sales Tax Asset Receivable Corp
Sales Tax Asset RB Fiscal 2015 Series A 1.540000%
88033LD48
US88033LD486
Tender Option Bond
Y
2018-07-06
2018-07-06
2022-10-20
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
4250000.00
4250000.00
0.0030
N
N
Y
N
New York City
GO Bonds Fiscal 2009 Series I1 1.540000%
88033LH69
549300ABYZD2SFD5JB29
US88033LH693
Tender Option Bond
Y
2018-07-06
2018-07-06
2028-10-01
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0154
3000000.00
3000000.00
0.0021
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd General Resolution RB Fiscal 2008 Series AA&DD & Fiscal 2009 Series FF2&GG1 1.540000%
88033LLF4
549300Q2EHQ6RJPQKP05
US88033LLF49
Tender Option Bond
Y
2018-07-06
2018-07-06
2033-06-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
870000.00
870000.00
0.0006
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2012 Series FF 1.540000%
88033LRU5
549300Q2EHQ6RJPQKP05
US88033LRU51
Tender Option Bond
Y
2018-07-06
2018-07-06
2021-06-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
23550000.00
23550000.00
0.0168
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2014C 1.540000%
88033LSG5
549300C8XO7EXTX2XU71
US88033LSG58
Tender Option Bond
Y
2018-07-06
2018-07-06
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
0.0154
11135000.00
11135000.00
0.0079
N
N
Y
N
Sales Tax Asset Receivable Corp
Sales Tax Asset RB Fiscal 2015 Series A 1.540000%
88033LSR1
US88033LSR14
Tender Option Bond
Y
2018-07-06
2018-07-06
2022-10-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
1500000.00
1500000.00
0.0011
N
N
Y
N
Utility Debt Securitization Auth
Restructuring Bonds Series 2013TE 1.540000%
88033LZE2
US88033LZE28
Tender Option Bond
Y
2018-07-06
2018-07-06
2021-12-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
3355000.00
3355000.00
0.0024
N
N
Y
N
New York City
GO Bonds Fiscal 2010 Series E 1.540000%
88033LZU6
549300ABYZD2SFD5JB29
US88033LZU69
Tender Option Bond
Y
2018-07-06
2018-07-06
2019-04-12
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
3445000.00
3445000.00
0.0025
N
N
Y
N
Metropolitan Transportation Auth
Dedicated Tax Fund Bonds Series 2009B 1.540000%
88033LZY8
5493000TKYODLXADQD60
US88033LZY81
Tender Option Bond
Y
2018-07-06
2018-07-06
2019-07-24
Y
JPMorgan Chase Bank NA
1.0000
7
Y
Y
UNITED STATES TREASURY
1.0000
N
0.0154
3165000.00
3165000.00
0.0023
N
N
Y
N
Utility Debt Securitization Auth
Restructuring Bonds Series 2013TE 1.540000%
88033M2A4
US88033M2A40
Tender Option Bond
Y
2018-07-06
2018-07-06
2021-11-01
Y
Credit Suisse AG
1.0000
7
Y
N
N
0.0154
24375000.00
24375000.00
0.0173
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2009 Series GG2 1.540000%
88033M4M6
549300Q2EHQ6RJPQKP05
US88033M4M69
Tender Option Bond
Y
2018-07-06
2018-07-06
2018-12-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
7800000.00
7800000.00
0.0056
N
N
Y
N
Triborough Bridge & Tunnel Auth
General RB Series 2009A2 1.540000%
88033M4P9
54930020ZN4LQF7K3456
US88033M4P90
Tender Option Bond
Y
2018-07-06
2018-07-06
2018-11-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
1200000.00
1200000.00
0.0009
N
N
Y
N
Metropolitan Transportation Auth
Dedicated Tax Fund Refunding Bonds Series 2016A 1.540000%
88033ME52
5493000TKYODLXADQD60
US88033ME524
Tender Option Bond
Y
2018-07-06
2018-07-06
2024-05-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
5345000.00
5345000.00
0.0038
N
N
Y
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2015 Series S2 1.540000%
88033MEU7
5493003476LG35QAKM08
US88033MEU71
Tender Option Bond
Y
2018-07-06
2018-07-06
2023-07-15
Y
Citibank NA
1.0000
7
Y
N
Y
NEW YORK (STATE OF)
Corporate Underlier
1.0000
0.0154
8000000.00
8000000.00
0.0057
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2015E 1.540000%
88033MGE1
549300C8XO7EXTX2XU71
US88033MGE12
Tender Option Bond
Y
2018-07-06
2018-07-06
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
0.0154
6250000.00
6250000.00
0.0044
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2016 Series A1 1.540000%
88033MGQ4
5493003476LG35QAKM08
US88033MGQ42
Tender Option Bond
Y
2018-07-06
2018-07-06
2023-08-01
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
1500000.00
1500000.00
0.0011
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2015B 1.540000%
88033MGW1
549300C8XO7EXTX2XU71
US88033MGW10
Tender Option Bond
Y
2018-07-06
2018-07-06
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
0.0154
1875000.00
1875000.00
0.0013
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 194th Series 1.540000%
88033MHQ3
54930006MR4KZ4W74Z83
US88033MHQ33
Tender Option Bond
Y
2018-07-06
2018-07-06
2023-10-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0154
8500000.00
8500000.00
0.0060
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 194th Series 1.540000%
88033MJS7
54930006MR4KZ4W74Z83
US88033MJS70
Tender Option Bond
Y
2018-07-06
2018-07-06
2023-10-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0154
3300000.00
3300000.00
0.0023
N
N
Y
N
New York Liberty Development Corp
Liberty RB Series 1WTC-2011 1.560000%
88033MK71
US88033MK711
Tender Option Bond
Y
2018-07-06
2018-07-06
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
0.0156
5815000.00
5815000.00
0.0041
N
N
Y
N
New York State Dormitory Auth
State Sales Tax RB Series 2015B 1.540000%
88033MKH9
549300C8XO7EXTX2XU71
US88033MKH96
Tender Option Bond
Y
2018-07-06
2018-07-06
2023-09-15
Y
Wells Fargo Bank NA
1.0000
7
Y
N
Y
NEW YORK STATE SALES TAX BONDS
Corporate Underlier
1.0000
0.0154
5790000.00
5790000.00
0.0041
N
N
Y
N
New York State Urban Development Corp
State Personal Income Tax RB Series 2013A1 1.540000%
88033ML70
54930039Y2EMGXN6LM88
US88033ML701
Tender Option Bond
Y
2018-07-06
2018-07-06
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
0.0154
4700000.00
4700000.00
0.0033
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2016 Series BB1 1.530000%
88033MLB1
549300Q2EHQ6RJPQKP05
US88033MLB18
Tender Option Bond
Y
2018-07-06
2018-07-06
2023-06-15
Y
STATE STREET BANK AND TRUST COMPANY
1.0000
7
Y
N
N
0.0153
10130000.00
10130000.00
0.0072
N
N
Y
N
New York State Dormitory Auth
Mental Health Services Facilities RB Series 2008C 1.590000%
88033MMA2
549300C8XO7EXTX2XU71
US88033MMA26
Tender Option Bond
Y
2018-07-06
2018-07-06
2018-08-15
Y
Toronto-Dominion Bank/The
1.0000
7
Y
N
Y
NEW YORK (STATE OF)
Corporate Underlier
1.0000
0.0159
7835000.00
7835000.00
0.0056
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2011 Series HH 1.540000%
88033MMY0
549300Q2EHQ6RJPQKP05
US88033MMY02
Tender Option Bond
Y
2018-07-06
2018-07-06
2019-06-15
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0154
14700000.00
14700000.00
0.0105
N
N
Y
N
New York State Environmental Facilities Corp
State Clean Water & Drinking Water Revolving Funds RB Series 2010C 1.540000%
88033MTX5
549300QJ33JJW73OQO60
US88033MTX55
Tender Option Bond
Y
2018-07-06
2018-07-06
2019-10-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
6600000.00
6600000.00
0.0047
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2012 Series BB 1.540000%
88033MYA9
549300Q2EHQ6RJPQKP05
US88033MYA97
Tender Option Bond
Y
2018-07-06
2018-07-06
2019-12-19
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0154
10515000.00
10515000.00
0.0075
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd General Resolution RB Fiscal 2009 Series FF 1.540000%
88033SEM2
549300Q2EHQ6RJPQKP05
US88033SEM26
Tender Option Bond
Y
2018-07-06
2018-07-06
2019-01-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
2425000.00
2425000.00
0.0017
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub Bonds Fiscal 2013 Series F 1.540000%
88033SM84
5493003476LG35QAKM08
US88033SM847
Tender Option Bond
Y
2018-07-06
2018-07-06
2021-02-01
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
6480000.00
6480000.00
0.0046
N
N
Y
N
New York City
GO Bonds Fiscal 2013 Series A1 1.540000%
88033SN42
549300ABYZD2SFD5JB29
US88033SN423
Tender Option Bond
Y
2018-07-06
2018-07-06
2020-10-01
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
3750000.00
3750000.00
0.0027
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub Bonds Fiscal 2012 Series E1 1.540000%
88033SRH9
5493003476LG35QAKM08
US88033SRH93
Tender Option Bond
Y
2018-07-06
2018-07-06
2020-02-01
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0154
5450000.00
5450000.00
0.0039
N
N
Y
N
New York State Urban Development Corp
State Personal Income Tax RB Series 2009A1 1.540000%
88033SYC2
54930039Y2EMGXN6LM88
US88033SYC24
Tender Option Bond
Y
2018-07-06
2018-07-06
2024-12-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
Y
UNITED STATES TREASURY
1.0000
N
0.0154
4995000.00
4995000.00
0.0036
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2011 Series C 1.540000%
88033UBC2
5493003476LG35QAKM08
US88033UBC27
Tender Option Bond
Y
2018-07-06
2018-07-06
2020-04-05
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
1700000.00
1700000.00
0.0012
N
N
Y
N
New York State Environmental Facilities Corp
State Clean Water & Drinking Water Revolving Funds RB Series 2013A 1.540000%
88033UBQ1
549300QJ33JJW73OQO60
US88033UBQ13
Tender Option Bond
Y
2018-07-06
2018-07-06
2021-06-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
Y
NEW YORK ST EFC NYCMWFA PROG
Corporate Underlier
1.0000
0.0154
2500000.00
2500000.00
0.0018
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2017 Series DD 1.540000%
88033UC56
549300Q2EHQ6RJPQKP05
US88033UC562
Tender Option Bond
Y
2018-07-06
2018-07-06
2024-12-01
Y
Barclays Bank PLC
1.0000
7
Y
N
N
0.0154
2800000.00
2800000.00
0.0020
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2013A 1.540000%
88033UCA5
549300C8XO7EXTX2XU71
US88033UCA51
Tender Option Bond
Y
2018-07-06
2018-07-06
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
0.0154
2000000.00
2000000.00
0.0014
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd General Resolution RB Fiscal 2013 Series DD 1.540000%
88033UCE7
549300Q2EHQ6RJPQKP05
US88033UCE73
Tender Option Bond
Y
2018-07-06
2018-07-06
2021-06-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
4715000.00
4715000.00
0.0034
N
N
Y
N
New York State Dormitory Auth
State Sales Tax RB Series 2014A 1.540000%
88033UED7
549300C8XO7EXTX2XU71
US88033UED72
Tender Option Bond
Y
2018-07-06
2018-07-06
2022-03-15
Y
Royal Bank of Canada
1.0000
7
Y
N
Y
NEW YORK STATE SALES TAX BONDS
Corporate Underlier
1.0000
0.0154
4500000.00
4500000.00
0.0032
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 198th Series 1.540000%
88033UKZ1
54930006MR4KZ4W74Z83
US88033UKZ11
Tender Option Bond
Y
2018-07-06
2018-07-06
2024-11-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
3055000.00
3055000.00
0.0022
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub Bonds Fiscal 2010 Series A1 1.540000%
88033UMN6
5493003476LG35QAKM08
US88033UMN62
Tender Option Bond
Y
2018-07-06
2018-07-06
2018-11-01
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
10990000.00
10990000.00
0.0078
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 197th Series 1.590000%
88033UNC9
54930006MR4KZ4W74Z83
US88033UNC98
Tender Option Bond
Y
2018-07-06
2018-07-06
2024-11-15
Y
Barclays Bank PLC
1.0000
7
Y
N
N
0.0159
2380000.00
2380000.00
0.0017
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Bonds Fiscal 2011 Series D1 1.540000%
88033USX8
5493003476LG35QAKM08
US88033USX80
Tender Option Bond
Y
2018-07-06
2018-07-06
2019-02-01
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
3750000.00
3750000.00
0.0027
N
N
Y
N
New York City
GO Bonds Fiscal 2017 Series A1 1.540000%
88033UWW5
549300ABYZD2SFD5JB29
US88033UWW51
Tender Option Bond
Y
2018-07-06
2018-07-06
2024-08-01
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0154
16000000.00
16000000.00
0.0114
N
N
Y
N
Metropolitan Transportation Auth
Dedicated Tax Fund Bonds Series 2016B-1 1.540000%
88033UXD6
5493000TKYODLXADQD60
US88033UXD61
Tender Option Bond
Y
2018-07-06
2018-07-06
2024-11-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
3335000.00
3335000.00
0.0024
N
N
Y
N
Triborough Bridge & Tunnel Auth
General Refunding RB Series 2017B 1.540000%
88033UYR4
54930020ZN4LQF7K3456
US88033UYR49
Tender Option Bond
Y
2018-07-06
2018-07-06
2024-11-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
4195000.00
4195000.00
0.0030
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub Bonds Fiscal 2017 Series B1 1.540000%
88033Y5Y3
5493003476LG35QAKM08
US88033Y5Y36
Tender Option Bond
Y
2018-07-06
2018-07-06
2024-08-01
Y
Citibank NA
1.0000
7
Y
N
N
0.0154
3000000.00
3000000.00
0.0021
N
N
Y
N
New York State Dormitory Auth
State Sales Tax RB Series 2017A 1.540000%
88033YNV9
549300C8XO7EXTX2XU71
US88033YNV91
Tender Option Bond
Y
2018-07-06
2018-07-06
2025-03-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
Y
NEW YORK STATE SALES TAX BONDS
Corporate Underlier
1.0000
0.0154
7600000.00
7600000.00
0.0054
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 206th Series 1.560000%
88033YPZ8
54930006MR4KZ4W74Z83
US88033YPZ87
Tender Option Bond
Y
2018-07-06
2018-07-06
2025-05-15
Y
Citibank NA
1.0000
7
Y
N
N
0.0156
2500000.00
2500000.00
0.0018
N
N
Y
N
Metropolitan Transportation Auth
Dedicated Tax Fund Bonds Series 2016B-1 1.540000%
88033YSA0
5493000TKYODLXADQD60
US88033YSA00
Tender Option Bond
Y
2018-07-06
2018-07-06
2024-11-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
3980000.00
3980000.00
0.0028
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 205th Series 1.540000%
88033YWM9
54930006MR4KZ4W74Z83
US88033YWM91
Tender Option Bond
Y
2018-07-06
2018-07-06
2025-05-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
3000000.00
3000000.00
0.0021
N
N
Y
N
New York City Housing Development Corp
M/F Housing RB Series 2018C1 1.560000%
88034MN93
549300SQWVHKBRF8D702
US88034MN937
Tender Option Bond
Y
2018-07-06
2018-07-06
2048-11-01
Y
Bank of America NA
1.0000
7
Y
N
N
0.0156
3750000.00
3750000.00
0.0027
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd General Resolution RB Fiscal 2013 Series BB 1.540000%
88034MSB3
549300Q2EHQ6RJPQKP05
US88034MSB36
Tender Option Bond
Y
2018-07-06
2018-07-06
2021-12-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0154
3750000.00
3750000.00
0.0027
N
N
Y
N
New York State Dormitory Auth
State Sales Tax RB Series 2017A 1.530000%
88034MTP1
549300C8XO7EXTX2XU71
US88034MTP13
Tender Option Bond
Y
2018-07-06
2018-07-06
2025-03-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
Y
NEW YORK STATE SALES TAX BONDS
Corporate Underlier
1.0000
0.0153
7500000.00
7500000.00
0.0053
N
N
Y
N
Triborough Bridge & Tunnel Auth
General RB Series 2018A 1.540000%
88034MXE1
54930020ZN4LQF7K3456
US88034MXE10
Tender Option Bond
Y
2018-07-06
2018-07-06
2026-05-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0154
4715000.00
4715000.00
0.0034
N
N
Y
N
Triborough Bridge & Tunnel Auth
General RB Series 2009A2 1.540000%
89602NUR3
54930020ZN4LQF7K3456
US89602NUR33
Tender Option Bond
Y
2018-07-06
2018-07-06
2034-11-15
Y
Bank of America NA
1.0000
7
Y
N
N
0.0154
6500000.00
6500000.00
0.0046
N
N
Y
N
Triborough Bridge & Tunnel Auth
General RB Series 2013C 1.540000%
89602NZ23
54930020ZN4LQF7K3456
US89602NZ239
Tender Option Bond
Y
2018-07-06
2018-07-06
2021-05-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0154
6665000.00
6665000.00
0.0047
N
N
Y
N
Triborough Bridge & Tunnel Auth
General Refunding RB Series 2005B-2 1.490000%
89602RDT9
54930020ZN4LQF7K3456
US89602RDT95
Variable Rate Demand Note
Y
2018-07-02
2018-07-02
2032-01-01
Y
Citibank NA
1.0000
3
N
N
N
0.0149
500000.00
500000.00
0.0004
N
Y
Y
N
Triborough Bridge & Tunnel Auth
General RB Series 2001C 1.550000%
89602RED3
54930020ZN4LQF7K3456
US89602RED35
Variable Rate Demand Note
Y
2018-07-02
2018-07-02
2032-01-01
Y
STATE STREET BANK AND TRUST COMPANY
1.0000
3
N
N
N
0.0155
3500000.00
3500000.00
0.0025
N
Y
Y
N
Valley CSD
GO BAN 2018 3.000000%
919447DJ8
US919447DJ81
Other Municipal Security
Y
2019-06-20
2019-06-20
2019-06-20
N
N
N
0.0176
9410019.00
9410019.00
0.0067
N
N
N
N
Warren & Wash Cnty IDA
RB (The Glen at Hiland Meadows) Series 2000 1.550000%
934651AA8
US934651AA83
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2030-12-15
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0155
8250000.00
8250000.00
0.0059
N
N
Y
N
West Hempstead UFSD
BAN 2018 2.750000%
953259GV4
US953259GV47
Other Municipal Security
Y
2019-06-14
2019-06-14
2019-06-14
N
N
N
0.0172
5048300.00
5048300.00
0.0036
N
N
N
N
The Charles Schwab Family of Funds
2018-07-09
Mark Fischer
Mark Fischer
Chief Financial Officer