0001752724-20-080214.txt : 20200427
0001752724-20-080214.hdr.sgml : 20200427
20200427141927
ACCESSION NUMBER: 0001752724-20-080214
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200229
FILED AS OF DATE: 20200427
PERIOD START: 20200831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BLACKROCK NEW YORK MUNICIPAL INCOME TRUST II
CENTRAL INDEX KEY: 0001176197
IRS NUMBER: 010722231
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21124
FILM NUMBER: 20819219
BUSINESS ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 19809
BUSINESS PHONE: 888-441-7762
MAIL ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 19809
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001176197
XXXXXXXX
BlackRock New York Municipal Income Trust II
811-21124
0001176197
KB852ZS13YUFTCMG3219
100 Bellevue Parkway
Wilmington
19809
800-441-7762
BlackRock New York Municipal Income Trust II
KB852ZS13YUFTCMG3219
2020-08-31
2020-02-29
N
135734245.35
54622038.89
81112206.46
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
9408649.70000000
0.00000000
0.00000000
0.00000000
296149.50000000
0.00000000
44400000.00000000
33693.05000000
USD
N
New York Convention Center Development Corp
N/A
NEW YORK ST CONVENTION CENTERDEV CORP REVENUE
649451DC2
2340000.00000000
PA
USD
2828966.40000000
3.487719695302
Long
DBT
MUN
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
Children's Trust Fund
N/A
THE CHILDRENS TRUST FUND PR TOBACCO SETTLEMENT REVENUE
16876QBG3
400000.00000000
PA
USD
411784.00000000
0.507672048353
Long
DBT
MUN
PR
N
2
2043-05-15
Fixed
5.63000000
N
N
N
N
N
N
Monroe County Industrial Development Corp/NY
N/A
MONROE CNTY NY INDL DEV CORP REVENUE
61075TEA2
180000.00000000
PA
USD
199200.60000000
0.245586464348
Long
DBT
MUN
US
N
2
2032-12-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990GMA7
190000.00000000
PA
USD
220669.80000000
0.272054983621
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
4.00000000
N
N
N
N
N
N
Monroe County Industrial Development Corp/NY
N/A
MONROE CNTY NY INDL DEV CORP REVENUE
61075TCC0
1000000.00000000
PA
USD
1055400.00000000
1.301160510928
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
Tender Option Bond Trust Receipts/Certificates
N/A
City of New York NY
64966LLJ8
500000.00000000
PA
USD
578470.00000000
0.713172560883
Long
DBT
MUN
US
N
2
2036-03-01
Fixed
1.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Building Aid Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE
64972H3K6
500000.00000000
PA
USD
595025.00000000
0.733582559233
Long
DBT
MUN
US
N
2
2042-07-15
Fixed
4.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
N/A
Port Authority of New York & New Jersey
73358WZK3
735000.00000000
PA
USD
893590.95000000
1.101672595284
Long
DBT
MUN
US
N
2
2055-10-15
Fixed
1.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
649907UG5
700000.00000000
PA
USD
802802.00000000
0.989742524629
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.25000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
5493003476LG35QAKM08
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971W5B2
1030000.00000000
PA
USD
1267888.80000000
1.563129466371
Long
DBT
MUN
US
N
2
2043-02-01
Fixed
5.00000000
N
N
N
N
N
N
Niagara Area Development Corp
N/A
NIAGARA NY AREA DEV CORP SOLID WASTE DISP FAC REVENUE
653542AC4
940000.00000000
PA
USD
1023425.00000000
1.261739810400
Long
DBT
MUN
US
N
2
2042-11-01
Fixed
4.75000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990BNL3
860000.00000000
PA
USD
1008848.80000000
1.243769395544
Long
DBT
MUN
US
N
2
2043-05-01
Fixed
5.00000000
N
N
N
N
N
N
Sales Tax Asset Receivable Corp
N/A
Sales Tax Asset Receivable Corp
794665FU8
350000.00000000
PA
USD
398632.50000000
0.491458089229
Long
DBT
MUN
US
N
2
2032-10-15
Fixed
1.00000000
N
N
N
N
N
N
Hudson Yards Infrastructure Corp
549300EE2HJ67TPURL87
HUDSON NY YARDS INFRASTRUCTURE CORP REVENUE
44420PDL5
590000.00000000
PA
USD
615883.30000000
0.759297924294
Long
DBT
MUN
US
N
2
2047-02-15
Fixed
5.75000000
N
N
N
N
N
N
Buffalo & Erie County Industrial Land Development Corp
N/A
BUFFALO & ERIE CNTY NY INDL LAND DEV CORP REVENUE
11943KAY8
280000.00000000
PA
USD
293725.60000000
0.362122561842
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
5.38000000
N
N
N
N
N
N
New York State Housing Finance Agency
5493000LS7KCDB02O506
NEW YORK ST HSG FIN AGY
64987BR26
660000.00000000
PA
USD
730725.60000000
0.900882409554
Long
DBT
MUN
US
N
2
2047-11-01
Fixed
4.15000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES
89602N3C6
370000.00000000
PA
USD
446952.60000000
0.551030010779
Long
DBT
MUN
US
N
2
2045-11-15
Fixed
5.25000000
N
N
N
N
N
N
Monroe County Industrial Development Corp/NY
N/A
MONROE CNTY NY INDL DEV CORP REVENUE
61075TRT7
320000.00000000
PA
USD
386176.00000000
0.476100967849
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990E4B0
250000.00000000
PA
USD
307037.50000000
0.378534271720
Long
DBT
MUN
US
N
2
2042-02-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
649906CA0
200000.00000000
PA
USD
211882.00000000
0.261220855956
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.25000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH SALES TAX REVENUE
64990AMS1
470000.00000000
PA
USD
602713.90000000
0.743061896975
Long
DBT
MUN
US
N
2
2041-03-15
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YTX7
1500000.00000000
PA
USD
1660905.00000000
2.047663443626
Long
DBT
MUN
US
N
2
2030-11-15
Fixed
5.00000000
N
N
N
N
N
N
Amherst Development Corp
N/A
AMHERST NY DEV CORP
03135NAQ4
155000.00000000
PA
USD
186142.60000000
0.229487777640
Long
DBT
MUN
US
N
2
2043-10-01
Fixed
5.00000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORPSPL FAC REVENUE
650116BG0
300000.00000000
PA
USD
328002.00000000
0.404380566520
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
4.00000000
N
N
N
N
N
N
City of Syracuse NY
N/A
SYRACUSE NY
871702G34
500000.00000000
PA
USD
523295.00000000
0.645149506884
Long
DBT
MUN
US
N
2
2031-11-01
Fixed
4.75000000
N
N
N
N
N
N
New York State Housing Finance Agency
5493000LS7KCDB02O506
NEW YORK ST HSG FIN AGY
64987DS62
300000.00000000
PA
USD
314232.00000000
0.387404083446
Long
DBT
MUN
US
N
2
2054-11-01
Fixed
3.15000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FND2
1000000.00000000
PA
USD
1080030.00000000
1.331525854290
Long
DBT
MUN
US
N
2
2042-03-15
Fixed
5.00000000
N
N
N
N
N
N
Yonkers Economic Development Corp
N/A
YONKERS NY ECON DEV CORP EDUCTNL REVENUE
98608MAG6
100000.00000000
PA
USD
114237.00000000
0.140838235064
Long
DBT
MUN
US
N
2
2054-10-15
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AAU1
500000.00000000
PA
USD
600825.00000000
0.740733147601
Long
DBT
MUN
US
N
2
2035-11-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
N/A
New York State Dormitory Authority
6499025Z2
1000000.00000000
PA
USD
1041500.00000000
1.284023756046
Long
DBT
MUN
US
N
2
2041-03-15
Fixed
5.00000000
N
N
N
N
N
N
Westchester County Healthcare Corp/NY
N/A
WESTCHESTER CNTY NY HLTHCARE CORP REVENUE
957366DV6
20000.00000000
PA
USD
20603.40000000
0.025401109030
Long
DBT
MUN
US
N
2
2030-11-01
Fixed
6.00000000
N
N
N
N
N
N
Long Island Power Authority
1R46U5SYJ63KQXF39168
LONG ISLAND NY PWR AUTH ELEC SYS REVENUE
542690PB2
3515000.00000000
PA
USD
3067224.15000000
3.781458160076
Long
DBT
MUN
US
N
2
2028-06-01
None
0.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES
89602N3D4
500000.00000000
PA
USD
595050.00000000
0.733613380735
Long
DBT
MUN
US
N
2
2050-11-15
Fixed
5.00000000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
New York City Water & Sewer System
64972F4H6
1500000.00000000
PA
USD
1581165.00000000
1.949355182169
Long
DBT
MUN
US
N
2
2020-12-15
Fixed
1.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WMT8
480000.00000000
PA
USD
515212.80000000
0.635185285280
Long
DBT
MUN
US
N
2
2043-01-15
Fixed
4.00000000
N
N
N
N
N
N
Puerto Rico Sales Tax Financing Corp Sales Tax Revenue
N/A
PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE
74529JPX7
1510000.00000000
PA
USD
1731018.70000000
2.134103824254
Long
DBT
MUN
PR
N
2
2058-07-01
Fixed
5.00000000
N
N
N
N
N
N
Oneida County Local Development Corp
N/A
ONEIDA CO NY LOCAL DEV CORP REVENUE
682440BL5
565000.00000000
PA
USD
592944.90000000
0.731018087015
Long
DBT
MUN
US
N
2
2044-12-01
Fixed
3.00000000
N
N
N
N
N
N
Puerto Rico Commonwealth Aqueduct & Sewer Authority
N/A
PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE
745160RB9
175000.00000000
PA
USD
186819.50000000
0.230322300617
Long
DBT
MUN
PR
N
2
2037-07-01
Fixed
5.13000000
N
N
N
N
N
N
Puerto Rico Commonwealth Aqueduct & Sewer Authority
N/A
PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE
745160RR4
615000.00000000
PA
USD
655768.35000000
0.808470609566
Long
DBT
MUN
PR
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
Long Island Power Authority
1R46U5SYJ63KQXF39168
LONG ISLAND NY PWR AUTH ELEC SYS REVENUE
5426908M7
125000.00000000
PA
USD
150076.25000000
0.185023015092
Long
DBT
MUN
US
N
2
2046-09-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AHH3
840000.00000000
PA
USD
1032662.40000000
1.273128231950
Long
DBT
MUN
US
N
2
2036-11-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
N/A
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FJG0
1015000.00000000
PA
USD
1325590.00000000
1.634266971462
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.25000000
N
N
N
N
N
N
Troy Capital Resource Corp
N/A
TROY NY CAPITAL RESOURCE CORP REVENUE
897579BE7
190000.00000000
PA
USD
217405.60000000
0.268030681802
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
4.00000000
N
N
N
N
N
N
Genesee County Industrial Development Agency
N/A
GENESEE CNTY NY INDL DEV AGY CIVIC FAC REVENUE
371672AC0
170000.00000000
PA
USD
170533.80000000
0.210244311482
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
5.00000000
N
N
N
N
N
N
Hempstead Town Local Development Corp
N/A
HEMPSTEAD TOWN NY LOCAL DEV CORP REVENUE
424682HC9
100000.00000000
PA
USD
123857.00000000
0.152698348874
Long
DBT
MUN
US
N
2
2047-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519CL7
1000000.00000000
PA
USD
1071710.00000000
1.321268458562
Long
DBT
MUN
US
N
2
2043-09-15
Fixed
5.00000000
N
N
N
N
N
N
New York City Industrial Development Agency
549300XR20ZR5DHL9534
NEW YORK CITY NY INDL DEV AGY REVENUE
64971PEB7
400000.00000000
PA
USD
401076.00000000
0.494470582794
Long
DBT
MUN
US
N
2
2046-01-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990GMB5
250000.00000000
PA
USD
290397.50000000
0.358019480265
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
4.00000000
N
N
N
N
N
N
New York State Environmental Facilities Corp
549300QJ33JJW73OQO60
NEW YORK ST ENVRNMNTL FACS CORP ST CLEAN WTR & DRINKING WTR
64986DHU2
370000.00000000
PA
USD
473252.20000000
0.583453737303
Long
DBT
MUN
US
N
2
2048-06-15
Fixed
5.00000000
N
N
N
N
N
N
Westchester County Local Development Corp
549300KOSU8OC75V9238
WESTCHESTER CO NY LOCAL DEV CORP REVENUE
95737TAB2
500000.00000000
PA
USD
546320.00000000
0.673536109844
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
5.00000000
N
N
N
N
N
N
Westchester County Healthcare Corp/NY
N/A
WESTCHESTER CNTY NY HLTHCARE CORP REVENUE
957366DT1
130000.00000000
PA
USD
134466.80000000
0.165778747575
Long
DBT
MUN
US
N
2
2030-11-01
Fixed
6.00000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008EDK9
250000.00000000
PA
USD
289822.50000000
0.357310585729
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
5.00000000
N
N
N
N
N
N
Monroe County Industrial Development Corp/NY
N/A
MONROE CNTY NY INDL DEV CORP FHA INSURED MTGE REVENUE
61075SAS9
1425000.00000000
PA
USD
1485975.75000000
1.832000157378
Long
DBT
MUN
US
N
2
2040-08-15
Fixed
5.50000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519BP9
1000000.00000000
PA
USD
1066960.00000000
1.315412373261
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990CSL6
35000.00000000
PA
USD
35113.05000000
0.043289477049
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.13000000
N
N
N
N
N
N
Utility Debt Securitization Authority
N/A
UTILITY DEBT SECURITIZATION AUTH NY
91802RAQ2
2690000.00000000
PA
USD
3085268.60000000
3.803704441848
Long
DBT
MUN
US
N
2
2041-12-15
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966KEW9
500000.00000000
PA
USD
559540.00000000
0.689834519883
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Housing Development Corp
549300SQWVHKBRF8D702
NEW YORK CITY NY HSG DEV CORP REVENUE
64966WED5
1000000.00000000
PA
USD
1022800.00000000
1.260969272860
Long
DBT
MUN
US
N
2
2050-02-01
Fixed
2.80000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES
89602N7S7
210000.00000000
PA
USD
264379.50000000
0.325942927135
Long
DBT
MUN
US
N
2
2038-11-15
Fixed
5.00000000
N
N
N
N
N
N
Geneva Development Corp
N/A
GENEVA DEV CORP REVENUE
37217PBP9
400000.00000000
PA
USD
455484.00000000
0.561548033124
Long
DBT
MUN
US
N
2
2044-09-01
Fixed
5.25000000
N
N
N
N
N
N
New York Counties Tobacco Trust IV
N/A
NEW YORK CNTYS NY TOBACCO TRUST IV
62947YAL5
400000.00000000
PA
USD
403168.00000000
0.497049726046
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
6.25000000
N
N
N
N
N
N
Westchester Tobacco Asset Securitization Corp
N/A
WESTCHESTER NY TOBACCO ASSET SECURITIZATION
957480BU9
355000.00000000
PA
USD
391856.10000000
0.483103736295
Long
DBT
MUN
US
N
2
2051-06-01
Fixed
5.13000000
N
N
N
N
N
N
Nassau County Industrial Development Agency
N/A
NASSAU CNTY NY INDL DEV AGY
631657LB7
350000.00000000
PA
USD
350000.00000000
0.431501022195
Long
DBT
MUN
US
N
2
2026-03-01
Fixed
4.75000000
N
N
N
N
N
N
MTA Hudson Rail Yards Trust Obligations
N/A
MTA HUDSON RAIL YARDS TRUST OBLIGS REVENUE
62476RAC9
1120000.00000000
PA
USD
1256640.00000000
1.549261270089
Long
DBT
MUN
US
N
2
2056-11-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Housing Finance Agency
5493000LS7KCDB02O506
NEW YORK ST HSG FIN AGY MF HSG REVENUE
64986EAP8
910000.00000000
PA
USD
912375.10000000
1.124830823644
Long
DBT
MUN
US
N
2
2039-02-15
Fixed
5.00000000
N
N
N
N
N
N
New York City Industrial Development Agency
549300XR20ZR5DHL9534
NEW YORK CITY NY INDL DEV AGY REVENUE
64971PHM0
500000.00000000
PA
USD
351175.00000000
0.432949632769
Long
DBT
MUN
US
N
2
2035-03-01
None
0.00000000
N
N
N
N
N
N
Chautauqua Tobacco Asset Securitization Corp
N/A
CHAUTAUQUA NY TOBACCO ASSET SECURITIZATION CORP
162564BA5
250000.00000000
PA
USD
262660.00000000
0.323823024256
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
4.75000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966K3Q4
690000.00000000
PA
USD
785489.10000000
0.968398141637
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
5.00000000
N
N
N
N
N
N
BlackRock Liquidity Funds
5493007YVNX55LTRQ706
BlackRock Liquidity Funds: New York Money Fund, Institutional Shares
09248U759
203656.16000000
NS
USD
203656.16000000
0.251079546332
Long
STIV
RF
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN20 XCBT 20200619
000000000
-12.00000000
NC
USD
-20485.22000000
-0.02525540962
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYM0 Comdty
2020-06-19
-1596514.78000000
USD
-20485.22000000
N
N
N
New York City Housing Development Corp
549300SQWVHKBRF8D702
NEW YORK CITY NY HSG DEV CORP REVENUE
64966WDR5
915000.00000000
PA
USD
1031369.70000000
1.271534513746
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.25000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519BV6
500000.00000000
PA
USD
537350.00000000
0.662477355076
Long
DBT
MUN
US
N
2
2043-12-15
Fixed
5.25000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FPV0
775000.00000000
PA
USD
928341.50000000
1.144515160560
Long
DBT
MUN
US
N
2
2047-02-15
Fixed
4.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY DEDICATED TAX FUND
59259N7K3
500000.00000000
PA
USD
596530.00000000
0.735438013628
Long
DBT
MUN
US
N
2
2034-11-15
Fixed
4.00000000
N
N
N
N
N
N
St Lawrence County Industrial Development Agency
N/A
ST LAWRENCE CNTY N Y INDL DEV AGY CIVIC DEV CORP REV
791078AF5
150000.00000000
PA
USD
159862.50000000
0.197088091887
Long
DBT
MUN
US
N
2
2034-09-01
Fixed
6.00000000
N
N
N
N
N
N
New York Counties Tobacco Trust VI
N/A
NEW YORK CNTYS NY TOBACCO TRUST VI
64945JAB8
750000.00000000
PA
USD
759067.50000000
0.935824006186
Long
DBT
MUN
US
N
2
2051-06-01
Fixed
4.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
649906JT2
750000.00000000
PA
USD
786345.00000000
0.969453346566
Long
DBT
MUN
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
New York Counties Tobacco Trust VI
N/A
NEW YORK CNTYS NY TOBACCO TRUST VI
64945JAF9
600000.00000000
PA
USD
644784.00000000
0.794928443128
Long
DBT
MUN
US
N
2
2051-06-01
Fixed
5.00000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORPSPL FAC REVENUE
650116BP0
920000.00000000
PA
USD
962991.60000000
1.187233885044
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH SALES TAX REVENUE
64990AFG5
545000.00000000
PA
USD
678416.00000000
0.836391992781
Long
DBT
MUN
US
N
2
2036-03-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
6499026B4
1000000.00000000
PA
USD
1042870.00000000
1.285712774333
Long
DBT
MUN
US
N
2
2034-03-15
Fixed
5.00000000
N
N
N
N
N
N
Dutchess County Local Development Corp
N/A
DUTCHESS CNTY NY LOCAL DEV CORP REVENUE
267045JX1
165000.00000000
PA
USD
205895.25000000
0.253840030971
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Trust for Cultural Resources
N/A
New York City Trust for Cultural Resources
649717SA4
510318.92000000
PA
USD
574853.81000000
0.708714304650
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
1.00000000
N
N
N
N
N
N
Hempstead Town Local Development Corp
N/A
HEMPSTEAD TOWN NY LOCAL DEV CORP REVENUE
424682FT4
210000.00000000
PA
USD
244568.10000000
0.301518243275
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Water & Sewer System
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972GNE0
245000.00000000
PA
USD
307582.80000000
0.379206550313
Long
DBT
MUN
US
N
2
2047-06-15
Fixed
5.25000000
N
N
N
N
N
N
Tender Option Bond Trust Receipts/Certificates
N/A
TENDER OPTION BOND TRUST RECEIPTS / CTFS VARIOUS STATES
88034UCF3
2011781.53000000
PA
USD
2368792.37000000
2.920389511494
Long
DBT
MUN
US
N
2
2053-01-01
Variable
1.00000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORPSPL FAC REVENUE
650116AR7
2480000.00000000
PA
USD
2841559.20000000
3.503244855509
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Industrial Development Agency
549300XR20ZR5DHL9534
NEW YORK CITY NY INDL DEV AGY REVENUE
64971PDZ5
500000.00000000
PA
USD
501415.00000000
0.618174528697
Long
DBT
MUN
US
N
2
2039-01-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971XAT5
195000.00000000
PA
USD
245432.85000000
0.302584359015
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
5.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
N/A
Port Authority of New York & New Jersey
73358WX82
960000.00000000
PA
USD
1223241.60000000
1.508085716547
Long
DBT
MUN
US
N
2
2048-09-01
Fixed
1.00000000
N
N
N
N
N
N
Troy Capital Resource Corp
N/A
TROY NY CAPITAL RESOURCE CORP REVENUE
897579BY3
270000.00000000
PA
USD
320951.70000000
0.395688533215
Long
DBT
MUN
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Building Aid Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE
64972HZ39
2195000.00000000
PA
USD
2593787.60000000
3.197777145020
Long
DBT
MUN
US
N
2
2038-07-15
Fixed
4.00000000
N
N
N
N
N
N
New York City Housing Development Corp
549300SQWVHKBRF8D702
NEW YORK CITY NY HSG DEV CORP REVENUE
64966WDS3
400000.00000000
PA
USD
451744.00000000
0.556937136487
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
Amherst Development Corp
N/A
AMHERST NY DEV CORP STUDENT HSG FAC REVENUE
031358AV6
275000.00000000
PA
USD
281052.75000000
0.346498711187
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
4.63000000
N
N
N
N
N
N
Amherst Development Corp
N/A
AMHERST NY DEV CORP
03135NAR2
120000.00000000
PA
USD
142903.20000000
0.176179648214
Long
DBT
MUN
US
N
2
2048-10-01
Fixed
5.00000000
N
N
N
N
N
N
NEW YORK CITY HOUSING DEVELOPMENT CORPORATION
549300SQWVHKBRF8D702
New York City Housing Development Corp
64966TFJ8
500000.00000000
PA
USD
537980.01000000
0.663254069244
Long
DBT
NUSS
US
N
2
2048-02-15
Fixed
4.50000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
649906TS3
600000.00000000
PA
USD
657942.00000000
0.811150415843
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Industrial Development Agency
549300XR20ZR5DHL9534
NEW YORK CITY NY INDL DEV AGY REVENUE
64971PFH3
500000.00000000
PA
USD
504020.00000000
0.621386129162
Long
DBT
MUN
US
N
2
2046-03-01
Fixed
5.00000000
N
N
N
N
N
N
State of New York Mortgage Agency
549300ZQWNLLIG564027
NEW YORK ST MTGE AGY HOMEOWNER MTGE REVENUE
6498835Q4
715000.00000000
PA
USD
815750.65000000
1.005706398089
Long
DBT
MUN
US
N
2
2043-10-01
Fixed
4.20000000
N
N
N
N
N
N
Oneida County Local Development Corp
N/A
ONEIDA CO NY LOCAL DEV CORP REVENUE
682440BM3
300000.00000000
PA
USD
349638.00000000
0.431054726852
Long
DBT
MUN
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519DA0
735000.00000000
PA
USD
829138.80000000
1.022212113547
Long
DBT
MUN
US
N
2
2044-11-15
Fixed
5.00000000
N
N
N
N
N
N
New York Convention Center Development Corp
N/A
NEW YORK ST CONVENTION CENTERDEV CORP REVENUE
649451HA2
1000000.00000000
PA
USD
405970.00000000
0.500504199944
Long
DBT
MUN
US
N
2
2055-11-15
None
0.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
649905Q58
500000.00000000
PA
USD
506855.00000000
0.624881287442
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
649906CC6
300000.00000000
PA
USD
317736.00000000
0.391724025109
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.25000000
N
N
N
N
N
N
New York City Industrial Development Agency
549300XR20ZR5DHL9534
NEW YORK CITY NY INDL DEV AGY REVENUE
64971PHU2
1750000.00000000
PA
USD
977795.00000000
1.205484405706
Long
DBT
MUN
US
N
2
2042-03-01
None
0.00000000
N
N
N
N
N
N
Puerto Rico Sales Tax Financing Corp Sales Tax Revenue
N/A
PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE
74529JPW9
590000.00000000
PA
USD
663106.90000000
0.817518014784
Long
DBT
MUN
PR
N
2
2053-07-01
Fixed
4.75000000
N
N
N
N
N
N
County of Cattaraugus NY
N/A
CATTARAUGUS CNTY NY CAPITAL RESOURCE CORP REVENUE
14946TAN4
125000.00000000
PA
USD
142528.75000000
0.175718003763
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
New York City Water & Sewer System
64972F4Z6
1005318.58500000
PA
USD
1075841.78500000
1.326362371279
Long
DBT
MUN
US
N
2
2044-06-15
Fixed
1.00000000
N
N
N
N
N
N
Hempstead Town Local Development Corp
N/A
HEMPSTEAD TOWN NY LOCAL DEV CORP REVENUE
424682HA3
220000.00000000
PA
USD
258803.60000000
0.319068622708
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
4.00000000
N
N
N
N
N
N
New York City Industrial Development Agency
549300XR20ZR5DHL9534
NEW YORK CITY NY INDL DEV AGY REVENUE
64971PJN6
100000.00000000
PA
USD
100389.00000000
0.123765588906
Long
DBT
MUN
US
N
2
2039-01-01
Fixed
6.38000000
N
N
N
N
N
N
Tender Option Bond Trust Receipts/Certificates
N/A
City of New York NY
64966QBE9
1150000.00000000
PA
USD
1475185.50000000
1.818697289078
Long
DBT
MUN
US
N
2
2043-12-01
Fixed
1.00000000
N
N
N
N
N
N
New York State Environmental Facilities Corp
549300QJ33JJW73OQO60
NEW YORK ST ENVRNMNTL FACS CORP ST CLEAN WTR & DRINKING
64986AQ53
350000.00000000
PA
USD
368938.50000000
0.454849542506
Long
DBT
MUN
US
N
2
2036-06-15
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YM63
1000000.00000000
PA
USD
1137660.00000000
1.402575579744
Long
DBT
MUN
US
N
2
2038-11-15
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN20 XCBT 20200619
000000000
-24.00000000
NC
USD
-80701.13000000
-0.09949320024
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USM0 Comdty
2020-06-19
-4005298.87000000
USD
-80701.13000000
N
N
N
New York City Trust for Cultural Resources
N/A
NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES
649717SV8
440000.00000000
PA
USD
513348.00000000
0.632886247833
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519CM5
690000.00000000
PA
USD
746255.70000000
0.920028849625
Long
DBT
MUN
US
N
2
2044-03-15
Fixed
5.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
New York Liberty Development Corp
649519BV6
1994944.14000000
PA
USD
2143966.65000000
2.643210860078
Long
DBT
MUN
US
N
2
2043-12-15
Fixed
1.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES
89602N4B7
240000.00000000
PA
USD
292245.60000000
0.360297928948
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
5.00000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008EPS9
255000.00000000
PA
USD
272862.75000000
0.336401587268
Long
DBT
MUN
US
N
2
2049-02-01
Fixed
5.75000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990BQH9
685000.00000000
PA
USD
816088.45000000
1.006122858219
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Dutchess County Local Development Corp
N/A
DUTCHESS CNTY NY LOCAL DEV CORP REVENUE
267045JY9
310000.00000000
PA
USD
357957.00000000
0.441310889719
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
4.00000000
N
N
N
N
N
N
Monroe County Industrial Development Corp/NY
N/A
MONROE CNTY NY INDL DEV CORP REVENUE
61075THJ0
240000.00000000
PA
USD
273278.40000000
0.336914025553
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.00000000
N
N
N
N
N
N
Westchester County Healthcare Corp/NY
N/A
WESTCHESTER CNTY NY HLTHCARE CORP REVENUE
957366CS4
895000.00000000
PA
USD
947196.40000000
1.167760613770
Long
DBT
MUN
US
N
2
2030-11-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
649906CX0
150000.00000000
PA
USD
159351.00000000
0.196457483965
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.50000000
N
N
N
N
N
N
Buffalo & Erie County Industrial Land Development Corp
N/A
BUFFALO & ERIE CNTY NY INDL LAND DEV CORP REVENUE
11943KCX8
100000.00000000
PA
USD
114933.00000000
0.141696305668
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Industrial Development Agency
549300XR20ZR5DHL9534
NEW YORK CITY NY INDL DEV AGY REVENUE
64971PFJ9
400000.00000000
PA
USD
400996.00000000
0.494371953989
Long
DBT
MUN
US
N
2
2046-03-01
Fixed
4.75000000
N
N
N
N
N
N
Sales Tax Asset Receivable Corp
N/A
Sales Tax Asset Receivable Corp
794665FT1
255000.00000000
PA
USD
303192.45000000
0.373793863133
Long
DBT
MUN
US
N
2
2031-10-15
Fixed
1.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
5493003476LG35QAKM08
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971WBN9
340000.00000000
PA
USD
395549.20000000
0.487656811795
Long
DBT
MUN
US
N
2
2036-11-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH
650009ZB2
1030000.00000000
PA
USD
1107744.40000000
1.365693831231
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
5.00000000
N
N
N
N
N
N
Haverstraw-Stony Point Central School District
N/A
HAVERSTRAW-STONY POINT NY CENTRL SCH DIST
419578UZ0
120000.00000000
PA
USD
137054.40000000
0.168968896275
Long
DBT
MUN
US
N
2
2036-10-15
Fixed
5.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WQC1
430000.00000000
PA
USD
487792.00000000
0.601379276053
Long
DBT
MUN
US
N
2
2043-12-01
Fixed
5.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358W4D3
665000.00000000
PA
USD
773574.55000000
0.953709168769
Long
DBT
MUN
US
N
2
2059-11-01
Fixed
4.00000000
N
N
N
N
N
N
New York City Industrial Development Agency
549300XR20ZR5DHL9534
NEW YORK CITY NY INDL DEV AGY ARPT FACS REVENUE
64972PAK0
350000.00000000
PA
USD
379197.00000000
0.467496837466
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
5.00000000
N
N
N
N
N
N
Puerto Rico Sales Tax Financing Corp Sales Tax Revenue
N/A
PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE
74529JRL1
502000.00000000
PA
USD
567335.30000000
0.699445033935
Long
DBT
MUN
PR
N
2
2058-07-01
Fixed
4.78000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY DEDICATED TAX FUND
59259NW33
750000.00000000
PA
USD
864712.50000000
1.066069507585
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
New York Convention Center Development Corp
N/A
NEW YORK ST CONVENTION CENTERDEV CORP REVENUE
649451DM0
1445000.00000000
PA
USD
1748623.40000000
2.155807955812
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
5.00000000
N
N
N
N
N
N
Long Island Power Authority
1R46U5SYJ63KQXF39168
LONG ISLAND NY PWR AUTH ELEC SYS REVENUE
542690UY6
1000000.00000000
PA
USD
1327260.00000000
1.636325847768
Long
DBT
MUN
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519BQ7
670000.00000000
PA
USD
725623.40000000
0.894592110939
Long
DBT
MUN
US
N
2
2051-11-15
Fixed
5.75000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH SALES TAX REVENUE
64990AGM1
250000.00000000
PA
USD
312975.00000000
0.385854378347
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.00000000
N
N
N
N
N
N
Niagara Tobacco Asset Securitization Corp
N/A
NIAGARA CNTY NY TOBACCO ASSET SECURITIZATION CORP TOBACCO AS
653364BP3
230000.00000000
PA
USD
252415.80000000
0.311193359194
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
5.25000000
N
N
N
N
N
N
Hudson Yards Infrastructure Corp
549300EE2HJ67TPURL87
HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE
44420RBD1
475000.00000000
PA
USD
584739.25000000
0.720901668836
Long
DBT
MUN
US
N
2
2039-02-15
Fixed
5.00000000
N
N
N
N
N
N
Dutchess County Local Development Corp
N/A
DUTCHESS CNTY NY LOCAL DEV CORP REVENUE
267045AQ5
300000.00000000
PA
USD
304848.00000000
0.375834924611
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5.75000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
649907UE0
1220000.00000000
PA
USD
1399169.20000000
1.724979828640
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
Tompkins County Development Corp
N/A
TOMPKINS CNTY NY DEV CORP REVENUE
890096AS9
450000.00000000
PA
USD
467415.00000000
0.576257286541
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5.50000000
N
N
N
N
N
N
Monroe County Industrial Development Corp/NY
N/A
MONROE CNTY NY INDL DEV CORP REVENUE
61075TRS9
200000.00000000
PA
USD
226668.00000000
0.279449924854
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519DC6
200000.00000000
PA
USD
227230.00000000
0.280142792209
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
5.38000000
N
N
N
N
N
N
New York City Industrial Development Agency
549300XR20ZR5DHL9534
NEW YORK CITY NY INDL DEV AGY ARPT FACS REVENUE
64972PAL8
330000.00000000
PA
USD
356159.10000000
0.439094330611
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Puerto Rico Commonwealth Aqueduct & Sewer Authority
N/A
PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE
745160QA2
410000.00000000
PA
USD
422558.30000000
0.520955252534
Long
DBT
MUN
PR
N
2
2038-07-01
Fixed
6.00000000
N
N
N
N
N
N
Tender Option Bond Trust Receipts/Certificates
N/A
New York City Housing Development Corp
64972C7M9
1130000.00000000
PA
USD
1274165.40000000
1.570867635845
Long
DBT
MUN
US
N
2
2043-11-01
Fixed
1.00000000
N
N
N
N
N
N
Dutchess County Local Development Corp
N/A
DUTCHESS CNTY NY LOCAL DEV CORP REVENUE
267045LM2
145000.00000000
PA
USD
184232.65000000
0.227133076562
Long
DBT
MUN
US
N
2
2048-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES ST SUPPORTED DEBT
64990HHJ2
670000.00000000
PA
USD
707118.00000000
0.871777542321
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
5.00000000
N
N
N
N
N
N
Tender Option Bond Trust Receipts/Certificates
N/A
Utility Debt Securitization Authority
91802RDH9
190000.00000000
PA
USD
222803.50000000
0.274685537139
Long
DBT
MUN
US
N
2
2035-12-15
Fixed
1.00000000
N
N
N
N
N
N
Hudson Yards Infrastructure Corp
549300EE2HJ67TPURL87
HUDSON NY YARDS INFRASTRUCTURE CORP REVENUE
44420PDK7
960000.00000000
PA
USD
1005081.60000000
1.239124965113
Long
DBT
MUN
US
N
2
2047-02-15
Fixed
5.75000000
N
N
N
N
N
N
New York City Industrial Development Agency
549300XR20ZR5DHL9534
NEW YORK CITY NY INDL DEV AGY REVENUE
64971PHX6
500000.00000000
PA
USD
251810.00000000
0.310446492568
Long
DBT
MUN
US
N
2
2045-03-01
None
0.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261ACW5
250000.00000000
PA
USD
302947.50000000
0.373491874061
Long
DBT
MUN
US
N
2
2056-11-15
Fixed
5.25000000
N
N
N
N
N
N
Tender Option Bond Trust Receipts/Certificates
N/A
Port Authority of New York & New Jersey
73358WFA7
1000000.00000000
PA
USD
1064940.00000000
1.312921995933
Long
DBT
MUN
US
N
2
2026-10-15
Fixed
1.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YR92
270000.00000000
PA
USD
314118.00000000
0.387263537399
Long
DBT
MUN
US
N
2
2034-11-15
Fixed
5.25000000
N
N
N
N
N
N
Dutchess County Local Development Corp
N/A
DUTCHESS CNTY NY LOCAL DEV CORP REVENUE
267045LL4
95000.00000000
PA
USD
121297.90000000
0.149543336686
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AZW0
1300000.00000000
PA
USD
1533051.00000000
1.890037353078
Long
DBT
MUN
US
N
2
2046-11-15
Fixed
4.00000000
N
N
N
N
N
N
St Lawrence County Industrial Development Agency
N/A
ST LAWRENCE CNTY N Y INDL DEV AGY CIVIC DEV CORP REV
791078AG3
650000.00000000
PA
USD
684417.50000000
0.843791002452
Long
DBT
MUN
US
N
2
2041-09-01
Fixed
5.38000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519BR5
1250000.00000000
PA
USD
1328450.00000000
1.637792951243
Long
DBT
MUN
US
N
2
2044-11-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
649906KC7
1000000.00000000
PA
USD
1048470.00000000
1.292616790688
Long
DBT
MUN
US
N
2
2032-05-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
649907M66
1200000.00000000
PA
USD
1372092.00000000
1.691597430131
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
5.25000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH
650009B77
500000.00000000
PA
USD
573285.00000000
0.706780181454
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
5.00000000
N
N
N
N
N
N
Troy Capital Resource Corp
N/A
TROY NY CAPITAL RESOURCE CORP REVENUE
897579AB4
1000000.00000000
PA
USD
1021270.00000000
1.259082996963
Long
DBT
MUN
US
N
2
2040-09-01
Fixed
5.13000000
N
N
N
N
N
N
Hudson Yards Infrastructure Corp
549300EE2HJ67TPURL87
HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE
44420RBE9
565000.00000000
PA
USD
695582.80000000
0.857556254918
Long
DBT
MUN
US
N
2
2042-02-15
Fixed
5.00000000
N
N
N
N
N
N
Westchester Tobacco Asset Securitization Corp
N/A
WESTCHESTER NY TOBACCO ASSET SECURITIZATION
957480BS4
285000.00000000
PA
USD
304932.90000000
0.375939594431
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY SOL WST DISP REVENUE
12008HAC3
140000.00000000
PA
USD
155001.00000000
0.191094542689
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966K5A7
365000.00000000
PA
USD
422367.05000000
0.520719468047
Long
DBT
MUN
US
N
2
2025-08-01
Fixed
5.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN20 XCBT 20200630
000000000
-13.00000000
NC
USD
-14946.85000000
-0.01842737443
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVM0 Comdty
2020-06-30
-1580803.15000000
USD
-14946.85000000
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008ENQ5
270000.00000000
PA
USD
303237.00000000
0.373848787049
Long
DBT
MUN
US
N
2
2048-05-01
Fixed
5.50000000
N
N
N
N
N
N
New York City Water & Sewer System
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972GHX5
1500000.00000000
PA
USD
1800015.00000000
2.219166607047
Long
DBT
MUN
US
N
2
2039-06-15
Fixed
5.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
LIBERTY DEV CORP NY REVENUE
531127AC2
1475000.00000000
PA
USD
2135667.25000000
2.632978861268
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
5.25000000
N
N
N
N
N
N
Buffalo & Fort Erie Public Bridge Authority
N/A
BUFFALO & FORT ERIE NY PUBLICBRIDGE AUTH
119427BV3
215000.00000000
PA
USD
261323.90000000
0.322175799925
Long
DBT
MUN
US
N
2
2047-01-01
Fixed
5.00000000
N
N
N
N
N
N
Puerto Rico Sales Tax Financing Corp Sales Tax Revenue
N/A
PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE
74529JRH0
188000.00000000
PA
USD
206632.68000000
0.254749178968
Long
DBT
MUN
PR
N
2
2040-07-01
Fixed
4.33000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH
650009ZA4
1530000.00000000
PA
USD
1646325.90000000
2.029689453475
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
N/A
Triborough Bridge & Tunnel Authority
89602N5Q3
500000.00000000
PA
USD
612080.00000000
0.754608987615
Long
DBT
MUN
US
N
2
2023-11-15
Fixed
1.00000000
N
N
N
N
N
N
Suffolk County Economic Development Corp
5493003FN78GO4R0BJ89
SUFFOLK CNTY NY ECON DEV CORPREVENUE
86476RCT9
150000.00000000
PA
USD
173176.50000000
0.213502390771
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
5493003476LG35QAKM08
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971W4X5
460000.00000000
PA
USD
572833.40000000
0.706223421850
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
5493003476LG35QAKM08
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971XAK4
465000.00000000
PA
USD
533341.05000000
0.657534880724
Long
DBT
MUN
US
N
2
2043-08-01
Fixed
4.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
5493003476LG35QAKM08
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE FUTURE TAX
64971QRM7
825000.00000000
PA
USD
880143.00000000
1.085093154794
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH SALES TAX REVENUE
64990AGT6
555000.00000000
PA
USD
634564.80000000
0.782329599568
Long
DBT
MUN
US
N
2
2045-03-15
Fixed
4.00000000
N
N
N
N
N
N
Tender Option Bond Trust Receipts/Certificates
N/A
New York State Urban Development Corp
6500358G6
1002993.68500000
PA
USD
1179159.46500000
1.453738612796
Long
DBT
MUN
US
N
2
2047-03-15
Fixed
1.00000000
N
N
N
N
N
N
Monroe County Industrial Development Corp/NY
N/A
MONROE CNTY NY INDL DEV CORP REVENUE
61075TEB0
250000.00000000
PA
USD
275790.00000000
0.340010476889
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
5.00000000
N
N
N
N
N
N
Long Island Power Authority
1R46U5SYJ63KQXF39168
LONG ISLAND NY PWR AUTH ELEC SYS REVENUE
542691AU4
200000.00000000
PA
USD
245870.00000000
0.303123303791
Long
DBT
MUN
US
N
2
2047-09-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971XDQ8
1315000.00000000
PA
USD
1672798.35000000
2.062326279861
Long
DBT
MUN
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
County of Nassau NY
N/A
NASSAU CNTY NY
63165TH65
500000.00000000
PA
USD
625900.00000000
0.771647113691
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
5.00000000
N
N
N
N
N
N
Onondaga County Trust for Cultural Resources
N/A
ONONDAGA CNTY NY TRUST CULTURAL RESOURCE REVENUE
68276FDH0
265000.00000000
PA
USD
322552.70000000
0.397662342176
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NEW YORK ST URBAN DEV CORP REVENUE
650035C63
500000.00000000
PA
USD
562475.00000000
0.693452964169
Long
DBT
MUN
US
N
2
2030-03-15
Fixed
5.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY SPL OBLG
73358EEE0
1000000.00000000
PA
USD
1032400.00000000
1.272804729469
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
6.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
649907YZ9
640000.00000000
PA
USD
741779.20000000
0.914509951551
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
649906AU8
500000.00000000
PA
USD
528560.00000000
0.651640515118
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
5.75000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORPSPL FAC REVENUE
650116AV8
165000.00000000
PA
USD
191007.30000000
0.235485271990
Long
DBT
MUN
US
N
2
2050-01-01
Fixed
5.25000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
6499058F6
425000.00000000
PA
USD
431868.00000000
0.532432809866
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.75000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990EFL6
1070000.00000000
PA
USD
1157986.10000000
1.427634816679
Long
DBT
MUN
US
N
2
2037-03-15
Fixed
5.00000000
N
N
N
N
N
N
2020-03-31
BlackRock New York Municipal Income Trust II
Ann Frechette
Ann Frechette
Assistant Treasurer