0001145549-20-013955.txt : 20200306
0001145549-20-013955.hdr.sgml : 20200306
20200306164911
ACCESSION NUMBER: 0001145549-20-013955
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200229
FILED AS OF DATE: 20200306
DATE AS OF CHANGE: 20200306
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: 20695490
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
C000012395
Investor Shares
SWYXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2020-02-29
0000857156
549300I77JNLD629OV19
S000004513
1
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
31
35
1127292796.93
1111639731.78
1099844208.54
1099349657.25
0.00
0.7665
0.7586
0.7523
0.7621
0.0000
189.96
1412691451.74
1412424308.99
29902871.93
5035852.98
1437291517.90
1436931877.7400
1.0000
0.0121
1.0004
1.0004
1.0004
1.0004
0.0000
C000012395
0.00
1437291517.90
1436931877.7400
1.0004
1.0004
1.0004
1.0004
0.0000
19236247.47
26383561.04
23015056.89
39818784.08
29794250.32
22268262.46
26647732.43
39300628.08
0.00
0.00
98693287.11
127771235.66
0.0086
Y
Investment Advisor and its affiliates Contractual 179,287
Albany City SD
BAN Series 2019A 2.750000%
012434SL1
US012434SL14
Other Municipal Security
Y
2020-03-27
2020-03-27
2020-03-27
N
N
N
0.0112
7708624.00
7708624.00
0.0054
N
N
N
N
Metropolitan Transportation Auth
Transportation RB Series 2006B 1.300000%
18886PD36
5493000TKYODLXADQD60
US18886PD368
Tender Option Bond
Y
2020-03-05
2020-05-14
2026-09-15
N
Y
STATE STREET BANK AND TRUST COMPANY
1.0000
N
0.0130
25617561.50
25617561.50
0.0178
N
N
N
Y
New York State Dormitory Auth
RB (St. John's Univ) Series 2007C 1.300000%
18886PUB9
549300C8XO7EXTX2XU71
US18886PUB92
Tender Option Bond
Y
2020-03-05
2020-05-28
2025-07-01
N
Y
STATE STREET BANK AND TRUST COMPANY
1.0000
N
0.0130
26020000.00
26020000.00
0.0181
N
N
N
Y
Colonie Local Development Corp
RB (Shaker Pointe at Carondelet) Series 2011 1.200000%
196220AA5
US196220AA57
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2041-12-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0120
9030000.00
9030000.00
0.0063
N
N
Y
N
Colonie Local Development Corp
RB (Shaker Pointe at Carondelet) Series 2013 1.200000%
196220AB3
US196220AB31
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2041-12-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0120
11100000.00
11100000.00
0.0077
N
N
Y
N
Columbia Cnty IDA
Civic Facility RB (Columbia Memorial Hospital) Series 2008A 1.250000%
197511AR9
US197511AR96
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2033-07-01
Y
HSBC Bank USA NA
1.0000
7
N
N
N
0.0125
1080000.00
1080000.00
0.0008
N
N
Y
N
East Islip UFSD
TAN 2019 1.750000%
273173KX1
US273173KX11
Other Municipal Security
Y
2020-06-26
2020-06-26
2020-06-26
N
N
N
0.0088
9024750.00
9024750.00
0.0063
N
N
N
N
East Rochester Hsg Auth
Housing RB (Park Ridge Nursing Home) Series 2008 1.200000%
274722DX2
US274722DX22
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2041-01-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0120
11695000.00
11695000.00
0.0081
N
N
Y
N
New York City
GO Bonds Fiscal 2018 Series B1 1.180000%
27884F4H0
549300ABYZD2SFD5JB29
US27884F4H03
Tender Option Bond
Y
2020-03-06
2020-03-06
2040-10-01
Y
US BANK NATIONAL ASSOCIATION
1.0000
7
Y
N
N
0.0118
4880000.00
4880000.00
0.0034
N
N
Y
N
New York City
GO Bonds Series 2020 B1 1.190000%
27884F6M7
549300ABYZD2SFD5JB29
US27884F6M79
Tender Option Bond
Y
2020-03-05
2020-03-05
2041-10-01
N
N
Y
US BANK NATIONAL ASSOCIATION
Standby Purchase Agreement
1.0000
0.0119
2450000.00
2450000.00
0.0017
N
N
Y
N
Erie Cnty IDA
IDRB (Hydro-Air Components) Series 2006 1.220000%
295088FP8
US295088FP80
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2026-04-01
Y
HSBC Bank USA NA
1.0000
7
N
N
N
0.0122
3535000.00
3535000.00
0.0025
N
N
Y
N
Franklin Cnty Civic Development Corp
RB (Alice Hyde Medical Center) Series 2013A 1.250000%
35313PAA0
US35313PAA03
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2038-10-01
Y
HSBC Bank USA NA
1.0000
7
N
N
N
0.0125
7420000.00
7420000.00
0.0052
N
N
Y
N
Garden City NY
BAN Series 2020A 5.000000%
365154TL7
US365154TL70
Other Municipal Security
Y
2021-02-19
2021-02-19
2021-02-19
N
N
N
0.0086
4158600.00
4158600.00
0.0029
N
N
N
N
Greece Central SD
BAN Series 2019 2.250000%
392460M73
US392460M731
Other Municipal Security
Y
2020-06-26
2020-06-26
2020-06-26
N
N
N
0.0096
2510200.00
2510200.00
0.0017
N
N
N
N
Horseheads CSD
BAN 2019 2.250000%
440722GN0
US440722GN02
Other Municipal Security
Y
2020-06-25
2020-06-25
2020-06-25
N
N
N
0.0095
1004060.00
1004060.00
0.0007
N
N
N
N
Island Trees UFSD
BAN 2018 2.750000%
464568HF4
US464568HF40
Other Municipal Security
Y
2020-05-29
2020-05-29
2020-05-29
N
N
N
0.0095
12051840.00
12051840.00
0.0084
N
N
N
N
Islip UFSD
TAN 2019-2020 1.750000%
464776QM8
US464776QM89
Other Municipal Security
Y
2020-06-25
2020-06-25
2020-06-25
N
N
N
0.0088
14037940.00
14037940.00
0.0098
N
N
N
N
Lancaster IDA
IDRB (Sealing Devices) Series 2016 1.200000%
514226AF6
US514226AF68
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2037-01-01
Y
HSBC Bank USA NA
1.0000
7
N
N
N
0.0120
3015000.00
3015000.00
0.0021
N
N
Y
N
Lancaster
BAN 2019 2.250000%
514498LJ1
US514498LJ13
Other Municipal Security
Y
2020-07-24
2020-07-24
2020-07-24
N
N
N
0.0110
3671557.15
3671557.15
0.0026
N
N
N
N
Lancaster IDA
Civic Facility RB (GreenField Manor) Series 2000 1.280000%
514502AA1
US514502AA19
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2032-11-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0128
11800000.00
11800000.00
0.0082
N
N
Y
N
Lancaster IDA
IDRB (Sealing Devices) Series 2007 1.220000%
514509AA6
US514509AA61
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2027-12-01
Y
HSBC Bank USA NA
1.0000
7
N
N
N
0.0122
1220000.00
1220000.00
0.0008
N
N
Y
N
Liverpool CSD
Go BAN 2019 2.250000%
538361SF4
US538361SF47
Other Municipal Security
Y
2020-06-26
2020-06-26
2020-06-26
N
N
N
0.0096
2008120.00
2008120.00
0.0014
N
N
N
N
Longwood CSD
TAN 2019-2020 2.000000%
543364GX5
US543364GX53
Other Municipal Security
Y
2020-06-23
2020-06-23
2020-06-23
N
N
N
0.0091
19063460.00
19063460.00
0.0133
N
N
N
N
Madison Cnty
BAN 2019 1.750000%
557361HN5
US557361HN57
Other Municipal Security
Y
2020-07-31
2020-07-31
2020-07-31
N
N
N
0.0094
10033300.00
10033300.00
0.0070
N
N
N
N
Metropolitan Transportation Auth
Dedicated Tax Fund Refunding Bonds Series 2012A 1.180000%
59259NT78
5493000TKYODLXADQD60
US59259NT781
Tender Option Bond
Y
2020-03-05
2020-03-06
2020-05-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0118
7500000.00
7500000.00
0.0052
N
N
Y
N
Miller Place UFSD
TAN 2019-2020 1.750000%
600582LQ1
US600582LQ18
Other Municipal Security
Y
2020-06-25
2020-06-25
2020-06-25
N
N
N
0.0093
11028160.00
11028160.00
0.0077
N
N
N
N
Monroe Cnty IDA
Civic Facility RB (Margaret Woodbury Strong Museum) Series 2005 1.200000%
610752CW5
US610752CW55
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2035-04-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0120
16730000.00
16730000.00
0.0116
N
N
Y
N
New Rochelle
BAN 2020 2.000000%
6485168R6
US6485168R69
Other Municipal Security
Y
2021-02-25
2021-02-25
2021-02-25
N
N
N
0.0098
11197295.90
11197295.90
0.0078
N
N
N
N
New York City
GO Bonds Fiscal 2012 Series D1 1.180000%
64966K6J7
549300ABYZD2SFD5JB29
US64966K6J73
Tender Option Bond
Y
2020-03-06
2020-03-06
2021-04-01
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0118
2500000.00
2500000.00
0.0017
N
N
Y
N
New York City
GO Bonds Fiscal 2013 Series D&E 1.180000%
64966KNG4
549300ABYZD2SFD5JB29
US64966KNG49
Tender Option Bond
Y
2020-03-05
2020-03-06
2020-08-01
Y
Citibank NA
1.0000
7
Y
N
N
0.0118
3580000.00
3580000.00
0.0025
N
N
Y
N
New York City
GO Bonds Series 2013H 5.000000%
64966KSG9
549300ABYZD2SFD5JB29
US64966KSG93
Other Municipal Security
Y
2020-08-01
2020-08-01
2020-08-01
N
N
N
0.0079
5671113.00
5671113.00
0.0039
N
N
N
N
New York City
GO Bonds Fiscal 2014 Series A1 1.180000%
64966KT60
549300ABYZD2SFD5JB29
US64966KT608
Tender Option Bond
Y
2020-03-06
2020-03-06
2021-08-01
Y
Citibank NA
1.0000
7
Y
N
N
0.0118
8000000.00
8000000.00
0.0056
N
N
Y
N
New York City
GO Bonds Fiscal 2013 Series F1 1.180000%
64966KWR0
549300ABYZD2SFD5JB29
US64966KWR03
Tender Option Bond
Y
2020-03-05
2020-03-06
2021-03-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
Y
N
N
0.0118
7300000.00
7300000.00
0.0051
N
N
Y
N
New York City Housing Development Corp
M/F Mortgage RB (Susan's Court) Series 2007A 1.200000%
64966TAZ7
549300SQWVHKBRF8D702
US64966TAZ75
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2039-11-01
Y
Citibank NA
1.0000
7
N
N
N
0.0120
2400000.00
2400000.00
0.0017
N
N
Y
N
New York City Housing Development Corp
M/F Mortgage RB (Las Casas) Series 2008A 1.190000%
64966TBK9
549300SQWVHKBRF8D702
US64966TBK97
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2040-10-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0119
19200000.00
19200000.00
0.0134
N
N
Y
N
New York City Housing Development Corp
M/F Rental Housing RB (Westport) Series 2004A 1.190000%
64970HBA1
549300SQWVHKBRF8D702
US64970HBA14
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2034-06-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0119
36300000.00
36300000.00
0.0253
N
N
Y
N
New York City Housing Development Corp
M/F Mortgage RB (Parkview Apts) Series 2004A 1.240000%
64970VCD3
549300SQWVHKBRF8D702
US64970VCD38
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2036-12-01
Y
Citibank NA
1.0000
7
N
N
N
0.0124
5735000.00
5735000.00
0.0040
N
N
Y
N
New York City Housing Development Corp
M/F Mortgage RB (State Renaissance Court) Series 2004A 1.190000%
64970VCG6
549300SQWVHKBRF8D702
US64970VCG68
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2037-06-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0119
2435000.00
2435000.00
0.0017
N
N
Y
N
New York City Housing Development Corp
M/F Mortgage RB (33 W Tremont Ave Apts) Series 2005A 1.190000%
64970VCR2
549300SQWVHKBRF8D702
US64970VCR24
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2038-02-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0119
240000.00
240000.00
0.0002
N
N
Y
N
New York City Housing Development Corp
M/F Mortgage RB (White Plains Courtyard Apts) Series 2005A 1.190000%
64970VDA8
549300SQWVHKBRF8D702
US64970VDA89
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2038-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0119
660000.00
660000.00
0.0005
N
N
Y
N
New York City Housing Development Corp
M/F Mortgage RB (1090 Franklin Ave Apts) 2005A 1.200000%
64970VDG5
549300SQWVHKBRF8D702
US64970VDG59
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2037-12-01
Y
Citibank NA
1.0000
7
N
N
N
0.0120
2320000.00
2320000.00
0.0016
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub RB Fiscal 2012 Series F1 1.180000%
64971Q6W8
5493003476LG35QAKM08
US64971Q6W81
Tender Option Bond
Y
2020-03-05
2020-03-06
2020-05-01
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0118
3400000.00
3400000.00
0.0024
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Bonds Fiscal 2012 Series D1 1.180000%
64971QRZ8
5493003476LG35QAKM08
US64971QRZ80
Tender Option Bond
Y
2020-03-06
2020-03-06
2021-05-01
Y
Citibank NA
1.0000
7
Y
N
N
0.0118
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 1.180000%
64971WGY0
5493003476LG35QAKM08
US64971WGY03
Tender Option Bond
Y
2020-03-06
2020-03-06
2021-11-01
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0118
5780000.00
5780000.00
0.0040
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2011 Series EE 1.180000%
64972GCZ5
549300Q2EHQ6RJPQKP05
US64972GCZ54
Tender Option Bond
Y
2020-03-05
2020-03-06
2020-06-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0118
6175000.00
6175000.00
0.0043
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2016 Series AA2 1.250000%
64972GJQ8
549300Q2EHQ6RJPQKP05
US64972GJQ82
Variable Rate Demand Note
Y
2020-03-02
2020-03-02
2048-06-15
Y
PNC BANK NATIONAL ASSOCIATION
1.0000
3
Y
N
N
0.0125
6765000.00
6765000.00
0.0047
N
Y
Y
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2012 Series S1A 1.180000%
64972HUN0
5493003476LG35QAKM08
US64972HUN06
Tender Option Bond
Y
2020-03-05
2020-03-06
2021-01-15
Y
Citibank NA
1.0000
7
Y
N
Y
NEW YORK (STATE OF)
Corporate Underlier
1.0000
0.0118
5625000.00
5625000.00
0.0039
N
N
Y
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2013 Series S1 1.180000%
64972HUQ3
5493003476LG35QAKM08
US64972HUQ37
Tender Option Bond
Y
2020-03-05
2020-03-06
2020-07-15
Y
Citibank NA
1.0000
7
Y
N
Y
NEW YORK (STATE OF)
Corporate Underlier
1.0000
0.0118
12500000.00
12500000.00
0.0087
N
N
Y
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2015 Series S1 1.180000%
64972HWC2
5493003476LG35QAKM08
US64972HWC23
Tender Option Bond
Y
2020-03-06
2020-03-06
2023-01-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
Y
NEW YORK (STATE OF)
Corporate Underlier
1.0000
0.0118
4000000.00
4000000.00
0.0028
N
N
Y
N
New York State Dormitory Auth
State Sales Tax RB Series 2014A 1.180000%
64983PA84
549300C8XO7EXTX2XU71
US64983PA842
Tender Option Bond
Y
2020-03-06
2020-03-06
2022-03-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
Y
NEW YORK STATE SALES TAX BONDS
Corporate Underlier
1.0000
0.0118
3300000.00
3300000.00
0.0023
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2011A 1.180000%
64983PZE4
549300C8XO7EXTX2XU71
US64983PZE41
Tender Option Bond
Y
2020-03-05
2020-03-06
2020-09-15
Y
Citibank NA
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
1.0000
0.0118
2000000.00
2000000.00
0.0014
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2011A 1.180000%
64983PZY0
549300C8XO7EXTX2XU71
US64983PZY05
Tender Option Bond
Y
2020-03-05
2020-03-06
2020-09-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
1.0000
0.0118
5935000.00
5935000.00
0.0041
N
N
Y
N
New York State Power Auth
CP Series 2 1.180000%
64985NJT2
I5P1GEYFGGMMDOFX2L30
Non-Financial Company Commercial Paper
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0117
5000004.00
5000004.00
0.0035
N
N
Y
N
New York State Power Auth
CP Series 2 1.230000%
64985NJY1
I5P1GEYFGGMMDOFX2L30
Non-Financial Company Commercial Paper
Y
2020-03-12
2020-03-12
2020-03-12
N
N
N
0.0121
19694110.29
19694110.29
0.0137
N
N
N
N
New York State Power Auth
CP Series 2 1.200000%
64985NKM5
I5P1GEYFGGMMDOFX2L30
Non-Financial Company Commercial Paper
Y
2020-06-11
2020-06-11
2020-06-11
N
N
N
0.0121
8472750.05
8472750.05
0.0059
N
N
N
N
New York State HFA
Service Contract Refunding RB Series 2003 M2 1.210000%
64986BBF5
5493000LS7KCDB02O506
US64986BBF58
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2021-09-15
Y
Bank of America NA
1.0000
7
N
N
N
0.0121
3235000.00
3235000.00
0.0023
N
N
Y
N
New York State HFA
Housing RB (Clinton Green North) Series 2005A 1.230000%
64986M2T1
5493000LS7KCDB02O506
US64986M2T12
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2038-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0123
56000000.00
56000000.00
0.0390
N
N
Y
N
New York State HFA
Housing RB (Clinton Green South) Series 2005A 1.230000%
64986M2V6
5493000LS7KCDB02O506
US64986M2V67
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2038-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0123
26000000.00
26000000.00
0.0181
N
N
Y
N
New York State HFA
Housing RB (Clinton Green) Series 2006A 1.230000%
64986M2W4
5493000LS7KCDB02O506
US64986M2W41
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2038-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0123
45500000.00
45500000.00
0.0317
N
N
Y
N
New York State HFA
Housing RB (900 8th Avenue) Series 2002A 1.190000%
64986MD44
5493000LS7KCDB02O506
US64986MD440
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2035-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0119
15700000.00
15700000.00
0.0109
N
N
Y
N
New York State HFA
Housing RB (Theatre Row Tower) Series 2000A 1.230000%
64986MD51
5493000LS7KCDB02O506
US64986MD515
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2032-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0123
15000000.00
15000000.00
0.0104
N
N
Y
N
New York State HFA
Housing RB (Gateway to New Cassel) Series 2006A 1.230000%
64986MF34
5493000LS7KCDB02O506
US64986MF346
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2039-11-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0123
5400000.00
5400000.00
0.0038
N
N
Y
N
New York State HFA
Housing RB (39th St) Series 2000A 1.230000%
64986MJY2
5493000LS7KCDB02O506
US64986MJY21
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2031-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0123
23200000.00
23200000.00
0.0161
N
N
Y
N
New York State HFA
Housing RB (316 11th Ave) Series 2007A 1.230000%
64986MK79
5493000LS7KCDB02O506
US64986MK791
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2041-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0123
50700000.00
50700000.00
0.0353
N
N
Y
N
New York State HFA
Housing RB (250 W 93rd St) Series 2005A 1.200000%
64986MM44
5493000LS7KCDB02O506
US64986MM441
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2038-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0120
23805000.00
23805000.00
0.0166
N
N
Y
N
New York State HFA
Housing RB (West Village Apts) Series 2008A 1.230000%
64986MS89
5493000LS7KCDB02O506
US64986MS893
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2039-11-01
Y
Citibank NA
1.0000
7
N
N
N
0.0123
5500000.00
5500000.00
0.0038
N
N
Y
N
New York State HFA
Housing RB (505 W 37th St) Series 2008A 1.340000%
64986MS97
5493000LS7KCDB02O506
US64986MS976
Variable Rate Demand Note
Y
2020-03-02
2020-03-02
2042-05-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
3
N
N
N
0.0134
5000000.00
5000000.00
0.0035
N
Y
Y
N
New York State HFA
Housing RB (360 W 43rd St) Series 2002A 1.230000%
64986MSG1
5493000LS7KCDB02O506
US64986MSG14
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2033-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0123
33700000.00
33700000.00
0.0234
N
N
Y
N
New York State HFA
Housing RB (Caroline Apts) Series 2008A 1.210000%
64986MT54
5493000LS7KCDB02O506
US64986MT545
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2043-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0121
400000.00
400000.00
0.0003
N
N
Y
N
New York State HFA
Housing RB (25 Washington St) Series 2010A 1.220000%
64986UFE2
5493000LS7KCDB02O506
US64986UFE29
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2044-11-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0122
7810000.00
7810000.00
0.0054
N
N
Y
N
New York State HFA
Housing RB (600 W 42nd Street) Series 2007A 1.190000%
64986UMN4
5493000LS7KCDB02O506
US64986UMN45
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2041-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0119
35980000.00
35980000.00
0.0250
N
N
Y
N
New York State HFA
Housing RB (600 W 42nd St) Series 2008A 1.170000%
64986UMP9
5493000LS7KCDB02O506
US64986UMP92
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2041-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0117
2095000.00
2095000.00
0.0015
N
N
Y
N
New York State HFA
Housing RB (Related-42nd & 10th) Series 2007A 1.170000%
64986URA7
5493000LS7KCDB02O506
US64986URA78
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2041-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0117
12000000.00
12000000.00
0.0083
N
N
Y
N
New York State Mortgage Agency
Homeowner Mortgage RB Series 210 1.230000%
6498832X2
549300ZQWNLLIG564027
US6498832X29
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2039-10-01
Y
Barclays Bank PLC
1.0000
7
Y
N
N
0.0123
30090000.00
30090000.00
0.0209
N
N
Y
N
New York State Mortgage Agency
Homeowner Mortgage RB Series 142 1.270000%
649883CL7
549300ZQWNLLIG564027
US649883CL74
Variable Rate Demand Note
Y
2020-03-02
2020-03-02
2037-10-01
Y
Royal Bank of Canada
1.0000
3
Y
N
N
0.0127
5730000.00
5730000.00
0.0040
N
Y
Y
N
New York State Mortgage Agency
Homeowner Mortgage RB Series 144 1.270000%
649883DQ5
549300ZQWNLLIG564027
US649883DQ52
Variable Rate Demand Note
Y
2020-03-02
2020-03-02
2037-10-01
Y
Bank of America NA
1.0000
3
Y
N
N
0.0127
840000.00
840000.00
0.0006
N
Y
Y
N
New York State Mortgage Agency
Homeowner Mortgage RB Series 183 2.750000%
649883YC3
549300ZQWNLLIG564027
US649883YC38
Other Municipal Security
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0112
250315.00
250315.00
0.0002
N
N
N
N
New York State Power Auth
CP Series 1 0.950000%
64989MZE5
I5P1GEYFGGMMDOFX2L30
Non-Financial Company Commercial Paper
Y
2020-03-05
2020-03-05
2020-03-05
N
N
N
0.0111
7099811.85
7099811.85
0.0049
N
N
Y
N
New York State Power Auth
Extendible CP Series 1 1.080000%
64989VTZ5
I5P1GEYFGGMMDOFX2L30
Non-Financial Company Commercial Paper
Y
2020-04-02
2020-10-02
2020-10-02
N
N
N
0.0121
4999386.50
4999386.50
0.0035
N
N
N
N
North Colonie CSD
GO BAN 2019 2.250000%
658731KU7
US658731KU78
Other Municipal Security
Y
2020-07-17
2020-07-17
2020-07-17
N
N
N
0.0100
12829508.20
12829508.20
0.0089
N
N
N
N
North Tonawanda SD
BAN 2019 1.500000%
662888LD6
US662888LD63
Other Municipal Security
Y
2020-08-21
2020-08-21
2020-08-21
N
N
N
0.0088
8143548.00
8143548.00
0.0057
N
N
N
N
Nuveen New York AMT-Free Quality Municipal Income Fund
Variable Rate Demand Preferred Shares Series 3 1.190000%
670656602
549300V4X2BF3UXSCQ58
US6706566022
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2040-12-01
Y
Citibank NA
1.0000
7
N
N
N
0.0119
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 1.190000%
670656875
549300V4X2BF3UXSCQ58
US6706568754
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2046-06-01
Y
Toronto-Dominion Bank/The
1.0000
7
N
N
N
0.0119
40000000.00
40000000.00
0.0278
N
N
Y
N
Onondaga Cnty IDA
Civic Facility RB (Syracuse Research Corp) Series 1997A 1.200000%
682747AV2
US682747AV22
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2021-12-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0120
810000.00
810000.00
0.0006
N
N
Y
N
Penn Yan CSD
GO BAN 2019B 2.000000%
708016FY1
US708016FY13
Other Municipal Security
Y
2020-07-17
2020-07-17
2020-07-17
N
N
N
0.0108
5017150.00
5017150.00
0.0035
N
N
N
N
Port Auth of New York & New Jersey
Consolidated Bonds 177th Series 1.180000%
73358WMU5
54930006MR4KZ4W74Z83
US73358WMU52
Tender Option Bond
Y
2020-03-05
2020-03-06
2021-01-15
Y
Credit Suisse AG
1.0000
7
Y
N
N
0.0118
1700000.00
1700000.00
0.0012
N
N
Y
N
Port Auth of New York & New Jersey
CP Series A 1.120000%
73359ASU6
54930006MR4KZ4W74Z83
Non-Financial Company Commercial Paper
Y
2020-04-02
2020-04-02
2020-04-02
N
N
N
0.0114
5069892.01
5069892.01
0.0035
N
N
N
N
Port Auth of New York & New Jersey
CP Series A 1.050000%
73359ASW2
54930006MR4KZ4W74Z83
Non-Financial Company Commercial Paper
Y
2020-05-07
2020-05-07
2020-05-07
N
N
N
0.0121
4098751.14
4098751.14
0.0029
N
N
N
N
Port Auth of New York & New Jersey
CP Series B 1.020000%
73359BUP2
54930006MR4KZ4W74Z83
Non-Financial Company Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0115
13733366.91
13733366.91
0.0096
N
N
N
N
Port Auth of New York & New Jersey
CP Series B 0.950000%
73359BUS6
54930006MR4KZ4W74Z83
Non-Financial Company Commercial Paper
Y
2020-04-15
2020-04-15
2020-04-15
N
N
N
0.0114
10932347.17
10932347.17
0.0076
N
N
N
N
Port Chester-Rye UFSD
BAN 2019 2.500000%
733794HZ7
US733794HZ73
Other Municipal Security
Y
2020-06-12
2020-06-12
2020-06-12
N
N
N
0.0104
10040300.00
10040300.00
0.0070
N
N
N
N
Queensbury UFSD
BAN 2019 2.250000%
748267SX0
US748267SX03
Other Municipal Security
Y
2020-07-10
2020-07-10
2020-07-10
N
N
N
0.0101
6915156.30
6915156.30
0.0048
N
N
N
N
New York City
GO Bonds Fiscal 2012 Series A5 1.180000%
74926Y3G4
549300ABYZD2SFD5JB29
US74926Y3G49
Tender Option Bond
Y
2020-03-06
2020-03-06
2021-07-01
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0118
14165000.00
14165000.00
0.0099
N
N
Y
N
New York City
GO Bonds Fiscal 2012 Series D3B 1.180000%
74926Y3L3
549300ABYZD2SFD5JB29
US74926Y3L34
Tender Option Bond
Y
2020-03-06
2020-03-06
2021-07-01
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0118
13000000.00
13000000.00
0.0090
N
N
Y
N
New York City
GO Bonds Fiscal 2015 Series F7 1.180000%
74926Y3Q2
549300ABYZD2SFD5JB29
US74926Y3Q21
Tender Option Bond
Y
2020-03-06
2020-03-06
2021-07-01
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0118
5830000.00
5830000.00
0.0041
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Bonds Fiscal 1998 Series C 1.180000%
74926Y4C2
5493003476LG35QAKM08
US74926Y4C26
Tender Option Bond
Y
2020-03-06
2020-03-06
2021-08-01
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0118
11200000.00
11200000.00
0.0078
N
N
Y
N
New York City
GO Bonds Fiscal 2006 Series I5 1.180000%
74934RA97
549300ABYZD2SFD5JB29
US74934RA971
Tender Option Bond
Y
2020-03-06
2020-03-06
2023-05-01
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0118
11000000.00
11000000.00
0.0077
N
N
Y
N
Battery Park City Auth
Jr RB Series 2019E 1.180000%
74934RF84
US74934RF848
Tender Option Bond
Y
2020-03-06
2020-03-06
2023-08-06
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0118
13000000.00
13000000.00
0.0090
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2008 Series BB3&BB4 1.220000%
74934RLQ7
549300Q2EHQ6RJPQKP05
US74934RLQ73
Tender Option Bond
Y
2020-03-02
2020-03-02
2022-07-15
Y
Royal Bank of Canada
1.0000
3
Y
N
N
0.0122
1935000.00
1935000.00
0.0013
N
Y
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd General Resolution RB Fiscal 2016 Series AA3 1.220000%
74934RLV6
549300Q2EHQ6RJPQKP05
US74934RLV68
Tender Option Bond
Y
2020-03-02
2020-03-02
2022-07-15
Y
Royal Bank of Canada
1.0000
3
Y
N
N
0.0122
8000000.00
8000000.00
0.0056
N
Y
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd General Resolution RB Fiscal 2019 Series CC 1.180000%
74934RVR4
549300Q2EHQ6RJPQKP05
US74934RVR47
Tender Option Bond
Y
2020-03-06
2020-03-06
2022-11-15
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0118
6500000.00
6500000.00
0.0045
N
N
Y
N
Rockland Cnty IDA
RB (Northern Riverview) Series 1999 1.250000%
773561AD7
US773561AD73
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2029-02-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0125
5565000.00
5565000.00
0.0039
N
N
Y
N
Sachem Central SD
TAN 2019-2020 2.000000%
785721VK4
US785721VK47
Other Municipal Security
Y
2020-06-25
2020-06-25
2020-06-25
N
N
N
0.0088
18966150.00
18966150.00
0.0132
N
N
N
N
Syosset NY Cent SD
TAN 2019 2.000000%
871633PJ6
US871633PJ68
Other Municipal Security
Y
2020-06-25
2020-06-25
2020-06-25
N
N
N
0.0096
9530780.00
9530780.00
0.0066
N
N
N
N
New York City
GO Bonds Fiscal 2014 Series I1 1.180000%
88033LA41
549300ABYZD2SFD5JB29
US88033LA417
Tender Option Bond
Y
2020-03-06
2020-03-06
2022-03-01
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0118
2635000.00
2635000.00
0.0018
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2014 Series DD 1.180000%
88033LC80
549300Q2EHQ6RJPQKP05
US88033LC801
Tender Option Bond
Y
2020-03-06
2020-03-06
2022-03-19
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0118
4000000.00
4000000.00
0.0028
N
N
Y
N
Sales Tax Asset Receivable Corp
Sales Tax Asset RB Fiscal 2015 Series A 1.180000%
88033LD48
US88033LD486
Tender Option Bond
Y
2020-03-06
2020-03-06
2022-10-20
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0118
4250000.00
4250000.00
0.0030
N
N
Y
N
Sales Tax Asset Receivable Corp
Sales Tax Asset RB Fiscal 2015 Series A 1.180000%
88033LSR1
US88033LSR14
Tender Option Bond
Y
2020-03-06
2020-03-06
2022-10-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0118
1085000.00
1085000.00
0.0008
N
N
Y
N
Utility Debt Securitization Auth
Restructuring Bonds Series 2013 1.180000%
88033LZE2
US88033LZE28
Tender Option Bond
Y
2020-03-06
2020-03-06
2021-12-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0118
3355000.00
3355000.00
0.0023
N
N
Y
N
New York City
GO Bonds Fiscal 2010 Series E 1.180000%
88033LZU6
549300ABYZD2SFD5JB29
US88033LZU69
Tender Option Bond
Y
2020-03-06
2020-03-06
2027-08-01
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0118
2445000.00
2445000.00
0.0017
N
N
Y
N
Utility Debt Securitization Auth
Restructuring Bonds Series 2013 1.180000%
88033M2A4
US88033M2A40
Tender Option Bond
Y
2020-03-06
2020-03-06
2021-11-01
Y
Credit Suisse AG
1.0000
7
Y
N
N
0.0118
24375000.00
24375000.00
0.0170
N
N
Y
N
Metropolitan Transportation Auth
Dedicated Tax Fund Refunding Bonds Series 2016A 1.180000%
88033ME52
5493000TKYODLXADQD60
US88033ME524
Tender Option Bond
Y
2020-03-06
2020-03-06
2024-05-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0118
5345000.00
5345000.00
0.0037
N
N
Y
N
New York City Transitional Finance Auth
Building Aid RB Fiscal 2015 Series S2 1.180000%
88033MEU7
5493003476LG35QAKM08
US88033MEU71
Tender Option Bond
Y
2020-03-06
2020-03-06
2023-07-15
Y
Citibank NA
1.0000
7
Y
N
Y
NEW YORK (STATE OF)
Corporate Underlier
1.0000
0.0118
8000000.00
8000000.00
0.0056
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2015E 1.180000%
88033MGE1
549300C8XO7EXTX2XU71
US88033MGE12
Tender Option Bond
Y
2020-03-06
2020-03-06
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
0.0118
6250000.00
6250000.00
0.0043
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2015B 1.180000%
88033MGW1
549300C8XO7EXTX2XU71
US88033MGW10
Tender Option Bond
Y
2020-03-06
2020-03-06
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
0.0118
5625000.00
5625000.00
0.0039
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 194th Series 1.180000%
88033MHQ3
54930006MR4KZ4W74Z83
US88033MHQ33
Tender Option Bond
Y
2020-03-06
2020-03-06
2023-10-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0118
8500000.00
8500000.00
0.0059
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 194th Series 1.180000%
88033MJS7
54930006MR4KZ4W74Z83
US88033MJS70
Tender Option Bond
Y
2020-03-06
2020-03-06
2023-10-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0118
3300000.00
3300000.00
0.0023
N
N
Y
N
New York Liberty Development Corp
Liberty RB Series 1WTC-2011 1.200000%
88033MK71
US88033MK711
Tender Option Bond
Y
2020-03-05
2020-03-06
2020-12-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
Y
PORT AUTHORITY OF NEW YORK AND NEW JERSEY
Corporate Underlier
1.0000
0.0120
5815000.00
5815000.00
0.0040
N
N
Y
N
New York State Dormitory Auth
State Sales Tax RB Series 2015B 1.180000%
88033MKH9
549300C8XO7EXTX2XU71
US88033MKH96
Tender Option Bond
Y
2020-03-06
2020-03-06
2023-09-15
Y
Wells Fargo Bank NA
1.0000
7
Y
N
Y
NEW YORK STATE SALES TAX BONDS
Corporate Underlier
1.0000
0.0118
5790000.00
5790000.00
0.0040
N
N
Y
N
New York State Environmental Facilities Corp
State Clean Water & Drinking Water Revolving Funds RB Series 2010C 1.180000%
88033MTX5
549300QJ33JJW73OQO60
US88033MTX55
Tender Option Bond
Y
2020-03-06
2020-03-06
2035-10-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0118
6600000.00
6600000.00
0.0046
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2012 Series BB 1.180000%
88033MYA9
549300Q2EHQ6RJPQKP05
US88033MYA97
Tender Option Bond
Y
2020-03-06
2020-03-06
2021-07-15
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0118
10515000.00
10515000.00
0.0073
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub Bonds Fiscal 2013 Series F 1.180000%
88033SM84
5493003476LG35QAKM08
US88033SM847
Tender Option Bond
Y
2020-03-05
2020-03-06
2021-02-01
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0118
6480000.00
6480000.00
0.0045
N
N
Y
N
New York City
GO Bonds Fiscal 2013 Series A1 1.180000%
88033SN42
549300ABYZD2SFD5JB29
US88033SN423
Tender Option Bond
Y
2020-03-05
2020-03-06
2020-10-01
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0118
3750000.00
3750000.00
0.0026
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub Bonds Fiscal 2012 Series E1 1.180000%
88033SRH9
5493003476LG35QAKM08
US88033SRH93
Tender Option Bond
Y
2020-03-06
2020-03-06
2021-08-01
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0118
5450000.00
5450000.00
0.0038
N
N
Y
N
New York State Environmental Facilities Corp
State Clean Water & Drinking Water Revolving Funds RB Series 2013A 1.180000%
88033UBQ1
549300QJ33JJW73OQO60
US88033UBQ13
Tender Option Bond
Y
2020-03-06
2020-03-06
2021-06-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
Y
NEW YORK ST EFC NYCMWFA PROG
Corporate Underlier
1.0000
0.0118
2500000.00
2500000.00
0.0017
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2017 Series DD 1.180000%
88033UC56
549300Q2EHQ6RJPQKP05
US88033UC562
Tender Option Bond
Y
2020-03-06
2020-03-06
2024-12-01
Y
Barclays Bank PLC
1.0000
7
Y
N
N
0.0118
2800000.00
2800000.00
0.0019
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2013A 1.180000%
88033UCA5
549300C8XO7EXTX2XU71
US88033UCA51
Tender Option Bond
Y
2020-03-05
2020-03-06
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
0.0118
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 1.180000%
88033UCE7
549300Q2EHQ6RJPQKP05
US88033UCE73
Tender Option Bond
Y
2020-03-06
2020-03-06
2021-06-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0118
4715000.00
4715000.00
0.0033
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 197th Series 1.230000%
88033UNC9
54930006MR4KZ4W74Z83
US88033UNC98
Tender Option Bond
Y
2020-03-06
2020-03-06
2024-11-15
Y
Barclays Bank PLC
1.0000
7
Y
N
N
0.0123
4765000.00
4765000.00
0.0033
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2012 Series BB 1.180000%
88033UQM4
549300Q2EHQ6RJPQKP05
US88033UQM44
Tender Option Bond
Y
2020-03-06
2020-03-06
2021-03-14
Y
Barclays Bank PLC
1.0000
7
Y
N
N
0.0118
8500000.00
8500000.00
0.0059
N
N
Y
N
New York City
GO Bonds Fiscal 2017 Series A1 1.180000%
88033UWW5
549300ABYZD2SFD5JB29
US88033UWW51
Tender Option Bond
Y
2020-03-06
2020-03-06
2024-08-01
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0118
16000000.00
16000000.00
0.0111
N
N
Y
N
Metropolitan Transportation Auth
Dedicated Tax Fund Bonds Series 2016B-1 1.180000%
88033UXD6
5493000TKYODLXADQD60
US88033UXD61
Tender Option Bond
Y
2020-03-06
2020-03-06
2024-11-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0118
3335000.00
3335000.00
0.0023
N
N
Y
N
Triborough Bridge & Tunnel Auth
General Refunding RB Series 2017B 1.180000%
88033UYR4
54930020ZN4LQF7K3456
US88033UYR49
Tender Option Bond
Y
2020-03-06
2020-03-06
2024-11-15
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0118
4195000.00
4195000.00
0.0029
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub Bonds Fiscal 2017 Series B1 1.180000%
88033Y5Y3
5493003476LG35QAKM08
US88033Y5Y36
Tender Option Bond
Y
2020-03-06
2020-03-06
2024-08-01
Y
Citibank NA
1.0000
7
Y
N
N
0.0118
3000000.00
3000000.00
0.0021
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 206th Series 1.200000%
88033YPZ8
54930006MR4KZ4W74Z83
US88033YPZ87
Tender Option Bond
Y
2020-03-06
2020-03-06
2025-05-15
Y
Citibank NA
1.0000
7
Y
N
N
0.0120
2500000.00
2500000.00
0.0017
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 206th Series 1.220000%
88034M7P5
54930006MR4KZ4W74Z83
US88034M7P53
Tender Option Bond
Y
2020-03-06
2020-03-06
2025-11-15
Y
Toronto-Dominion Bank/The
1.0000
7
Y
N
N
0.0122
2000000.00
2000000.00
0.0014
N
N
Y
N
Triborough Bridge & Tunnel Auth
General RB Series 2018A 1.180000%
88034MXE1
54930020ZN4LQF7K3456
US88034MXE10
Tender Option Bond
Y
2020-03-06
2020-03-06
2026-05-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0118
4715000.00
4715000.00
0.0033
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Sec Sub Bonds Fiscal Series 2018C3 & 2020B1 &2020A3 1.170000%
88034MXR2
5493003476LG35QAKM08
US88034MXR23
Tender Option Bond
Y
2020-03-06
2020-03-06
2027-11-01
Y
Bank of America NA
1.0000
7
Y
N
N
0.0117
1340000.00
1340000.00
0.0009
N
N
Y
N
New York State Urban Development Corp
State Personal Income Tax RB Series 2019A 1.180000%
88034N4F8
54930039Y2EMGXN6LM88
US88034N4F80
Tender Option Bond
Y
2020-03-06
2020-03-06
2026-09-15
Y
Citibank NA
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
1.0000
0.0118
3330000.00
3330000.00
0.0023
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2018A 1.170000%
88034NR22
549300C8XO7EXTX2XU71
US88034NR225
Tender Option Bond
Y
2020-03-06
2020-03-06
2026-09-15
Y
Bank of America NA
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
1.0000
0.0117
4330000.00
4330000.00
0.0030
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub Bonds Fiscal 2018 Series B & A3 1.180000%
88034NVK7
5493003476LG35QAKM08
US88034NVK70
Tender Option Bond
Y
2020-03-06
2020-03-06
2025-08-01
Y
Toronto-Dominion Bank/The
1.0000
7
Y
N
N
0.0118
12895000.00
12895000.00
0.0090
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2017 Series DD 1.180000%
88034REM3
549300Q2EHQ6RJPQKP05
US88034REM34
Tender Option Bond
Y
2020-03-06
2020-03-06
2024-12-15
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0118
2100000.00
2100000.00
0.0015
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd Resolution RB Fiscal 2019 Series EE2 1.170000%
88034REX9
549300Q2EHQ6RJPQKP05
US88034REX98
Tender Option Bond
Y
2020-03-06
2020-03-06
2026-12-15
Y
Bank of America NA
1.0000
7
Y
N
N
0.0117
2000000.00
2000000.00
0.0014
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 214th Series 1.230000%
88034RX42
54930006MR4KZ4W74Z83
US88034RX422
Tender Option Bond
Y
2020-03-06
2020-03-06
2027-03-01
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0123
2000000.00
2000000.00
0.0014
N
N
Y
N
New York City Housing Development Corp
M/F Housing RB Series 2019B1A 1.180000%
88034RYM1
549300SQWVHKBRF8D702
US88034RYM14
Tender Option Bond
Y
2020-03-06
2020-03-06
2025-05-01
Y
Barclays Bank PLC
1.0000
7
Y
N
N
0.0118
3200000.00
3200000.00
0.0022
N
N
Y
N
New York City
GO Bonds Fiscal 2020 Series A 1.170000%
88034RYR0
549300ABYZD2SFD5JB29
US88034RYR01
Tender Option Bond
Y
2020-03-06
2020-03-06
2027-08-01
Y
Bank of America NA
1.0000
7
Y
N
N
0.0117
4665000.00
4665000.00
0.0032
N
N
Y
N
New York City Housing Development Corp
M/F Housing RB Series 2018C1A 1.180000%
88034RYT6
549300SQWVHKBRF8D702
US88034RYT66
Tender Option Bond
Y
2020-03-06
2020-03-06
2024-11-01
Y
Barclays Bank PLC
1.0000
7
Y
N
N
0.0118
3335000.00
3335000.00
0.0023
N
N
Y
N
New York State Thruway Auth
General Revenue Jr Obligations Series 2019B 1.180000%
88034UBR8
US88034UBR86
Tender Option Bond
Y
2020-03-06
2020-03-06
2027-07-01
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0118
600000.00
600000.00
0.0004
N
N
Y
N
New York State Thruway Auth
General Revenue Jr Obligations Series 2019B 1.170000%
88034UCB2
US88034UCB26
Tender Option Bond
Y
2020-03-06
2020-03-06
2027-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0117
2445000.00
2445000.00
0.0017
N
N
Y
N
New York State Thruway Auth
General Revenue Jr Obligations Series 2019B 1.170000%
88034UCE6
US88034UCE64
Tender Option Bond
Y
2020-03-06
2020-03-06
2027-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0117
940000.00
940000.00
0.0007
N
N
Y
N
New York City Municipal Water Finance Auth
2nd General Resolution Water & Sewer System RB Series Fiscal 2020DD1 1.170000%
88034UM54
549300Q2EHQ6RJPQKP05
US88034UM544
Tender Option Bond
Y
2020-03-06
2020-03-06
2027-12-15
Y
Bank of America NA
1.0000
7
Y
N
N
0.0117
4125000.00
4125000.00
0.0029
N
N
Y
N
New York State Thruway Auth
General Revenue Jr Obligations Series 2019B 1.180000%
88034UMQ8
US88034UMQ84
Tender Option Bond
Y
2020-03-06
2020-03-06
2028-01-01
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0118
3830000.00
3830000.00
0.0027
N
N
Y
N
New York City Municipal Water Finance Auth
Water & Sewer System 2nd General Resolution RB Fiscal 2020 Series CC 1.180000%
88034UMX3
549300Q2EHQ6RJPQKP05
US88034UMX36
Tender Option Bond
Y
2020-03-06
2020-03-06
2027-06-15
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0118
2500000.00
2500000.00
0.0017
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 218th Series 1.180000%
88034UQM3
54930006MR4KZ4W74Z83
US88034UQM35
Tender Option Bond
Y
2020-03-06
2020-03-06
2027-11-01
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0118
5560000.00
5560000.00
0.0039
N
N
Y
N
Port Auth of New York & New Jersey
Consolidated Bonds 217th Series 1.170000%
88034UQT8
54930006MR4KZ4W74Z83
US88034UQT87
Tender Option Bond
Y
2020-03-06
2020-03-06
2027-11-01
Y
Bank of America NA
1.0000
7
Y
N
N
0.0117
2945000.00
2945000.00
0.0020
N
N
Y
N
New York City Transitional Finance Auth
Future Tax Secured Sub Bonds Fiscal 2020 Series B1 1.180000%
88034URN0
5493003476LG35QAKM08
US88034URN09
Tender Option Bond
Y
2020-03-06
2020-03-06
2027-11-01
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
N
0.0118
3750000.00
3750000.00
0.0026
N
N
Y
N
New York State Dormitory Auth
State Personal Income Tax RB Series 2019D 1.170000%
88034UTB4
549300C8XO7EXTX2XU71
US88034UTB43
Tender Option Bond
Y
2020-03-06
2020-03-06
2027-08-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
Y
NEW YORK STATE PERSONAL INCOME TAX BONDS
Corporate Underlier
1.0000
0.0117
5950000.00
5950000.00
0.0041
N
N
Y
N
New York State Urban Development Corp
State Sales Tax RB Series 2019A 1.170000%
88034UWC8
54930039Y2EMGXN6LM88
US88034UWC88
Tender Option Bond
Y
2020-03-06
2020-03-06
2027-10-01
Y
Bank of America NA
1.0000
7
Y
N
Y
NEW YORK STATE SALES TAX BONDS
Corporate Underlier
1.0000
0.0117
8110000.00
8110000.00
0.0056
N
N
Y
N
New York State Dormitory Auth
RB (NYU Langone Hospitals) Series 2020A 1.170000%
88034UZR2
549300C8XO7EXTX2XU71
US88034UZR21
Tender Option Bond
Y
2020-03-06
2020-03-06
2028-06-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0117
2500000.00
2500000.00
0.0017
N
N
Y
N
Tompkins Cnty
BAN Series 2020A 2.250000%
890091XF3
US890091XF34
Other Municipal Security
Y
2021-02-19
2021-02-19
2021-02-19
N
N
N
0.0107
5056400.00
5056400.00
0.0035
N
N
N
N
Tompkins Cnty
BAN Series 2020B 2.000000%
890091XG1
US890091XG17
Other Municipal Security
Y
2021-02-19
2021-02-19
2021-02-19
N
N
N
0.0097
5288636.82
5288636.82
0.0037
N
N
N
N
Triborough Bridge & Tunnel Auth
General RB Series 2013C 1.180000%
89602NZ23
54930020ZN4LQF7K3456
US89602NZ239
Tender Option Bond
Y
2020-03-06
2020-03-06
2021-05-15
Y
Morgan Stanley Bank NA
1.0000
7
Y
N
N
0.0118
4810000.00
4810000.00
0.0033
N
N
Y
N
Valley Stream UFSD
BAN 2019 2.000000%
920113BC0
US920113BC08
Other Municipal Security
Y
2020-09-04
2020-09-04
2020-09-04
N
N
N
0.0097
15077700.00
15077700.00
0.0105
N
N
N
N
Vestal CSD
BAN 2020 1.500000%
925445RL4
US925445RL49
Other Municipal Security
Y
2020-07-30
2020-07-30
2020-07-30
N
N
N
0.0095
9521375.00
9521375.00
0.0066
N
N
N
N
Warren & Washington Cnty IDA
Civic Facility RB (The Glen at Hiland Meadows) Series 2000 1.230000%
934651AA8
US934651AA83
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2030-12-15
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0123
7350000.00
7350000.00
0.0051
N
N
Y
N
West Hempstead UFSD
BAN 2019 2.250000%
953259HN1
US953259HN12
Other Municipal Security
Y
2020-06-12
2020-06-12
2020-06-12
N
N
N
0.0105
2252430.95
2252430.95
0.0016
N
N
N
N
The Charles Schwab Family of Funds
2020-03-06
Mark Fischer
Mark Fischer
Chief Financial Officer