0001752724-20-080231.txt : 20200427
0001752724-20-080231.hdr.sgml : 20200427
20200427142027
ACCESSION NUMBER: 0001752724-20-080231
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 QUALITY TRUST
CENTRAL INDEX KEY: 0001181024
IRS NUMBER: 816105964
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21179
FILM NUMBER: 20819236
BUSINESS ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
STREET 2: MUTUAL FUND DEPARTMENT
CITY: WILMINGTON
STATE: DE
ZIP: 19809
BUSINESS PHONE: 888-825-2257
MAIL ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
STREET 2: MUTUAL FUND DEPARTMENT
CITY: WILMINGTON
STATE: DE
ZIP: 19809
FORMER COMPANY:
FORMER CONFORMED NAME: BLACKROCK NEW YORK INSURED MUNICIPAL INCOME TRUST
DATE OF NAME CHANGE: 20020904
FORMER COMPANY:
FORMER CONFORMED NAME: BLACKROCK NEW YORK MUNICIPAL INCOME TRUST III
DATE OF NAME CHANGE: 20020816
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001181024
XXXXXXXX
BlackRock New York Municipal Income Quality Trust
811-21179
0001181024
8OLCZBLW53BSWGP8HR39
100 Bellevue Parkway
Wilmington
19809
800-441-7762
BlackRock New York Municipal Income Quality Trust
8OLCZBLW53BSWGP8HR39
2020-08-31
2020-02-29
N
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
23723029.43000000
0.00000000
0.00000000
0.00000000
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40500000.00000000
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New York State Thruway Authority
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NEW YORK ST THRUWAY AUTH
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DBT
MUN
US
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Fixed
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New York State Thruway Authority
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NEW YORK ST THRUWAY AUTH
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USD
457079.00000000
0.449166048858
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
5.00000000
N
N
N
N
N
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Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES
89602N3C6
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PA
USD
446952.60000000
0.439214957084
Long
DBT
MUN
US
N
2
2045-11-15
Fixed
5.25000000
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N
N
N
N
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Dutchess County Local Development Corp
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DUTCHESS CNTY NY LOCAL DEV CORP REVENUE
267045LL4
115000.00000000
PA
USD
146834.30000000
0.144292304761
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
5.00000000
N
N
N
N
N
N
Hudson Yards Infrastructure Corp
549300EE2HJ67TPURL87
HUDSON NY YARDS INFRASTRUCTURE CORP REVENUE
44420PDK7
615000.00000000
PA
USD
643880.40000000
0.632733543229
Long
DBT
MUN
US
N
2
2047-02-15
Fixed
5.75000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008EJC1
300000.00000000
PA
USD
353886.00000000
0.347759525960
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Thruway Authority
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NEW YORK ST THRUWAY AUTH GEN REVENUE JUNIOR INDEBTEDNESS OBL
650010BD2
210000.00000000
PA
USD
252613.20000000
0.248239960561
Long
DBT
MUN
US
N
2
2056-01-01
Fixed
5.25000000
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N
N
N
N
N
Western Nassau County Water Authority
N/A
WSTRN NASSAU CNTY NY WTR AUTH
958792CR2
250000.00000000
PA
USD
295865.00000000
0.290742985448
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
5.00000000
N
N
N
N
N
N
Long Island Power Authority
1R46U5SYJ63KQXF39168
LONG ISLAND NY PWR AUTH ELEC SYS REVENUE
542691AU4
950000.00000000
PA
USD
1167882.50000000
1.147664119455
Long
DBT
MUN
US
N
2
2047-09-01
Fixed
5.00000000
N
N
N
N
N
N
Monroe County Industrial Development Corp/NY
N/A
MONROE CNTY NY INDL DEV CORP REVENUE
61075THJ0
400000.00000000
PA
USD
455464.00000000
0.447579007737
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
New York City Water & Sewer System
64972F4H6
2248803.75000000
PA
USD
2370486.75000000
2.329448886013
Long
DBT
MUN
US
N
2
2032-06-15
Fixed
1.00000000
N
N
N
N
N
N
Tender Option Bond Trust Receipts/Certificates
N/A
TENDER OPTION BOND TRUST RECEIPTS / CTFS VARIOUS STATES
88034UCF3
2477193.67500000
PA
USD
2916796.57500000
2.866300995928
Long
DBT
MUN
US
N
2
2053-01-01
Variable
1.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519BQ7
545000.00000000
PA
USD
590245.90000000
0.580027563633
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 REVENUES NON ST SUPPORTED DEBT
649907UG5
600000.00000000
PA
USD
688116.00000000
0.676203336571
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.25000000
N
N
N
N
N
N
City of New York NY
N/A
City of New York NY
64966JE69
1000000.00000000
PA
USD
1085810.00000000
1.067012458484
Long
DBT
MUN
US
N
2
2029-04-01
Fixed
1.00000000
N
N
N
N
N
N
Monroe County Industrial Development Corp/NY
N/A
MONROE CNTY NY INDL DEV CORP REVENUE
61075TCC0
500000.00000000
PA
USD
527700.00000000
0.518564458185
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
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
1160000.00000000
PA
USD
1370748.80000000
1.347018398294
Long
DBT
MUN
US
N
2
2038-07-15
Fixed
4.00000000
N
N
N
N
N
N
Long Island Power Authority
1R46U5SYJ63KQXF39168
LONG ISLAND NY PWR AUTH ELEC SYS REVENUE
542691BU3
625000.00000000
PA
USD
792975.00000000
0.779247017679
Long
DBT
MUN
US
N
2
2038-09-01
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
64990BNL3
1140000.00000000
PA
USD
1337311.20000000
1.314159669988
Long
DBT
MUN
US
N
2
2043-05-01
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES
89602NA20
635000.00000000
PA
USD
508266.70000000
0.499467587453
Long
DBT
MUN
US
N
2
2032-11-15
None
0.00000000
N
N
N
N
N
N
Westchester Tobacco Asset Securitization Corp
N/A
WESTCHESTER NY TOBACCO ASSET SECURITIZATION
957480BS4
280000.00000000
PA
USD
299583.20000000
0.294396815973
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YG86
750000.00000000
PA
USD
872550.00000000
0.857444415367
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
5.25000000
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
0.528666500663
Long
DBT
NUSS
US
N
2
2048-02-15
Fixed
4.50000000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972GRV8
1000000.00000000
PA
USD
1283940.00000000
1.261712432144
Long
DBT
MUN
US
N
2
2038-06-15
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
0.552737433423
Long
DBT
MUN
US
N
2
2030-03-15
Fixed
5.00000000
N
N
N
N
N
N
Albany Municipal Water Finance Authority
N/A
ALBANY NY MUNI WTR FIN AUTH 2ND RESOLUTION REVENUE
01244QCC8
1000000.00000000
PA
USD
1074130.00000000
1.055534662631
Long
DBT
MUN
US
N
2
2033-12-01
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
649907YZ9
640000.00000000
PA
USD
741779.20000000
0.728937519312
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
5.00000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008EMZ6
135000.00000000
PA
USD
165808.35000000
0.162937876028
Long
DBT
MUN
US
N
2
2047-08-01
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
N/A
Triborough Bridge & Tunnel Authority
89602N5Q3
1000000.00000000
PA
USD
1224160.00000000
1.202967343437
Long
DBT
MUN
US
N
2
2023-11-15
Fixed
1.00000000
N
N
N
N
N
N
Hudson Yards Infrastructure Corp
549300EE2HJ67TPURL87
HUDSON NY YARDS INFRASTRUCTURE CORP REVENUE
44420PDL5
385000.00000000
PA
USD
401889.95000000
0.394932431631
Long
DBT
MUN
US
N
2
2047-02-15
Fixed
5.75000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH SALES TAX REVENUE
64990AHU2
760000.00000000
PA
USD
967974.00000000
0.951216435185
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YHG7
575000.00000000
PA
USD
615744.50000000
0.605084731898
Long
DBT
MUN
US
N
2
2027-11-15
Fixed
5.00000000
N
N
N
N
N
N
Hudson Yards Infrastructure Corp
N/A
Hudson Yards Infrastructure Corp
44420PDL5
685505.67000000
PA
USD
716890.20000000
0.704479397652
Long
DBT
MUN
US
N
2
2047-02-15
Fixed
5.75000000
N
N
N
N
N
N
Albany Capital Resource Corp
N/A
ALBANY NY CAPITAL RESOURCE CORP
012432BV1
175000.00000000
PA
USD
202545.00000000
0.199038541184
Long
DBT
MUN
US
N
2
2033-12-01
Fixed
5.00000000
N
N
N
N
N
N
Tender Option Bond Trust Receipts/Certificates
N/A
New York City Housing Development Corp
64972C7M9
1400000.00000000
PA
USD
1578612.00000000
1.551283070806
Long
DBT
MUN
US
N
2
2043-11-01
Fixed
1.00000000
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
64972GHX5
1000000.00000000
PA
USD
1200010.00000000
1.179235428211
Long
DBT
MUN
US
N
2
2039-06-15
Fixed
5.00000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008EDK9
250000.00000000
PA
USD
289822.50000000
0.284805093201
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
N/A
Triborough Bridge & Tunnel Authority
89602RCL7
1665000.00000000
PA
USD
2103627.60000000
2.067209601322
Long
DBT
MUN
US
N
2
2042-11-15
Fixed
1.00000000
N
N
N
N
N
N
Tender Option Bond Trust Receipts/Certificates
N/A
New York State Thruway Authority
650028UK7
800000.00000000
PA
USD
851040.00000000
0.836306796463
Long
DBT
MUN
US
N
2
2031-03-15
Fixed
1.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
N/A
Port Authority of New York & New Jersey
73358WX82
1900000.00000000
PA
USD
2420999.00000000
2.379086667997
Long
DBT
MUN
US
N
2
2048-09-01
Fixed
1.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966JNH5
200000.00000000
PA
USD
211774.00000000
0.208107768746
Long
DBT
MUN
US
N
2
2035-08-01
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
0.121712787753
Long
DBT
MUN
US
N
2
2047-07-01
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
64990GMB5
300000.00000000
PA
USD
348477.00000000
0.342444166562
Long
DBT
MUN
US
N
2
2039-07-01
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
6499058G4
250000.00000000
PA
USD
254242.50000000
0.249841054122
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
6.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261ASK4
1560000.00000000
PA
USD
1677109.20000000
1.648075087389
Long
DBT
MUN
US
N
2
2041-11-15
Fixed
5.25000000
N
N
N
N
N
N
County of Nassau NY
549300ICRCGQYCPS7T40
NASSAU CNTY NY
63165TZW8
475000.00000000
PA
USD
605259.25000000
0.594781002535
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
5.00000000
N
N
N
N
N
N
Long Island Power Authority
1R46U5SYJ63KQXF39168
LONG ISLAND NY PWR AUTH ELEC SYS REVENUE
542691AT7
290000.00000000
PA
USD
357961.50000000
0.351764470909
Long
DBT
MUN
US
N
2
2042-09-01
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
649905R99
250000.00000000
PA
USD
253447.50000000
0.249059817161
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
Dutchess County Local Development Corp
N/A
DUTCHESS CNTY NY LOCAL DEV CORP REVENUE
267045JX1
195000.00000000
PA
USD
243330.75000000
0.239118208325
Long
DBT
MUN
US
N
2
2042-07-01
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
64990FND2
1400000.00000000
PA
USD
1512042.00000000
1.485865530573
Long
DBT
MUN
US
N
2
2042-03-15
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
555000.00000000
PA
USD
691135.95000000
0.679171005200
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH SALES TAX REVENUE
64990AGM1
90000.00000000
PA
USD
112671.00000000
0.110720439772
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.00000000
N
N
N
N
N
N
Tender Option Bond Trust Receipts/Certificates
N/A
Utility Debt Securitization Authority
91802RDH9
280000.00000000
PA
USD
328342.00000000
0.322657743660
Long
DBT
MUN
US
N
2
2035-12-15
Fixed
1.00000000
N
N
N
N
N
N
Hudson Yards Infrastructure Corp
549300EE2HJ67TPURL87
HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE
44420RBE9
465000.00000000
PA
USD
572470.80000000
0.562560186145
Long
DBT
MUN
US
N
2
2042-02-15
Fixed
5.00000000
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
460000.00000000
PA
USD
588367.60000000
0.578181780761
Long
DBT
MUN
US
N
2
2048-06-15
Fixed
5.00000000
N
N
N
N
N
N
Utility Debt Securitization Authority
N/A
Utility Debt Securitization Authority
91802RAQ2
3718877.80000000
PA
USD
4265329.68000000
4.191488297310
Long
DBT
MUN
US
N
2
2041-12-15
Fixed
1.00000000
N
N
N
N
N
N
Madison County Capital Resource Corp
N/A
MADISON CNTY NY CAPITAL RESOURCE CORP CORP REVENUE
557363BY3
1500000.00000000
PA
USD
1683405.00000000
1.654261894507
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
4.50000000
N
N
N
N
N
N
Erie County Industrial Development Agency/The
N/A
ERIE CNTY NY INDL DEV AGY SCH FAC REVENUE
29509PGX1
200000.00000000
PA
USD
210302.00000000
0.206661252009
Long
DBT
MUN
US
N
2
2031-05-01
Fixed
5.25000000
N
N
N
N
N
N
Long Island Power Authority
1R46U5SYJ63KQXF39168
LONG ISLAND NY PWR AUTH ELEC SYS REVENUE
5426908M7
140000.00000000
PA
USD
168085.40000000
0.165175505741
Long
DBT
MUN
US
N
2
2046-09-01
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
64990BQH9
1380000.00000000
PA
USD
1644090.60000000
1.615628105356
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY DEDICATED TAX FUND
59259NW33
750000.00000000
PA
USD
864712.50000000
0.849742598159
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
Troy Capital Resource Corp
N/A
TROY NY CAPITAL RESOURCE CORP REVENUE
897579AB4
1645000.00000000
PA
USD
1679989.15000000
1.650905179698
Long
DBT
MUN
US
N
2
2040-09-01
Fixed
5.13000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH
650009Q22
90000.00000000
PA
USD
115698.60000000
0.113695625965
Long
DBT
MUN
US
N
2
2033-01-01
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
649907UE0
1500000.00000000
PA
USD
1720290.00000000
1.690508341428
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
Schenectady County Capital Resource Corp
N/A
SCHENECTADY CNTY NY CAPITAL RESOURCE CORP REVENUE
806418AS8
500000.00000000
PA
USD
548150.00000000
0.538660427808
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
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971XDQ8
775000.00000000
PA
USD
985869.75000000
0.968802373981
Long
DBT
MUN
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261ASM0
440000.00000000
PA
USD
473030.80000000
0.464841691315
Long
DBT
MUN
US
N
2
2041-11-15
Fixed
5.25000000
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
74529JQG3
576000.00000000
PA
USD
171884.16000000
0.168908501612
Long
DBT
MUN
PR
N
2
2046-07-01
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
74529JRP2
126000.00000000
PA
USD
141763.86000000
0.139309644212
Long
DBT
MUN
PR
N
2
2058-07-01
Fixed
4.78000000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
New York City Water & Sewer System
64972F4Z6
2010637.17000000
PA
USD
2151683.56000000
2.114433616595
Long
DBT
MUN
US
N
2
2044-06-15
Fixed
1.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH SALES TAX REVENUE
64990AGT6
670000.00000000
PA
USD
766051.20000000
0.752789322475
Long
DBT
MUN
US
N
2
2045-03-15
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
649906AU8
300000.00000000
PA
USD
317136.00000000
0.311645741919
Long
DBT
MUN
US
N
2
2040-11-01
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
64990GHU9
415000.00000000
PA
USD
525585.05000000
0.516486122197
Long
DBT
MUN
US
N
2
2043-07-01
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
165000.00000000
PA
USD
168762.00000000
0.165840392443
Long
DBT
MUN
US
N
2
2050-02-01
Fixed
2.80000000
N
N
N
N
N
N
Dobbs Ferry Local Development Corp
N/A
DOBBS FERRY NY LOCAL DEV CORP REVENUE
256048AC3
500000.00000000
PA
USD
575515.00000000
0.565551684958
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York Counties Tobacco Trust VI
N/A
NEW YORK CNTYS NY TOBACCO TRUST VI
64945JAE2
300000.00000000
PA
USD
325080.00000000
0.319452215400
Long
DBT
MUN
US
N
2
2045-06-01
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
6499055X0
350000.00000000
PA
USD
355393.50000000
0.349240928122
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
5.50000000
N
N
N
N
N
N
Sales Tax Asset Receivable Corp
N/A
Sales Tax Asset Receivable Corp
794665FT1
990000.00000000
PA
USD
1177100.10000000
1.156722144374
Long
DBT
MUN
US
N
2
2031-10-15
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
649906JT2
750000.00000000
PA
USD
786345.00000000
0.772731796232
Long
DBT
MUN
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN20 XCBT 20200619
000000000
-26.00000000
NC
USD
-87426.22000000
-0.08591269737
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USM0 Comdty
2020-06-19
-4339073.78000000
USD
-87426.22000000
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH GEN REVENUE JUNIOR INDEBTEDNESS OBL
650010AY7
365000.00000000
PA
USD
440193.65000000
0.432573018019
Long
DBT
MUN
US
N
2
2041-01-01
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
64990EFL6
1000000.00000000
PA
USD
1082230.00000000
1.063494435440
Long
DBT
MUN
US
N
2
2037-03-15
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
6499054S2
550000.00000000
PA
USD
557535.00000000
0.547882954698
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH
650009Q48
170000.00000000
PA
USD
217426.60000000
0.213662510941
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
N/A
New York State Dormitory Authority
64990HHU7
1999141.00000000
PA
USD
2109893.00000000
2.073366534724
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
1.00000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008EJE7
350000.00000000
PA
USD
411299.00000000
0.404178592168
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YR92
270000.00000000
PA
USD
314118.00000000
0.308679989532
Long
DBT
MUN
US
N
2
2034-11-15
Fixed
5.25000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY DEDICATED TAX FUND
59259N3M3
480000.00000000
PA
USD
588360.00000000
0.578174312332
Long
DBT
MUN
US
N
2
2051-11-15
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
6499077A4
2960000.00000000
PA
USD
3537525.60000000
3.476283960736
Long
DBT
MUN
US
N
2
2043-07-01
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
64971XAK4
570000.00000000
PA
USD
653772.90000000
0.642454784280
Long
DBT
MUN
US
N
2
2043-08-01
Fixed
4.00000000
N
N
N
N
N
N
Albany Capital Resource Corp
N/A
ALBANY NY CAPITAL RESOURCE CORP
012432BW9
130000.00000000
PA
USD
143114.40000000
0.140636803665
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
4.00000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NEW YORK ST URBAN DEV CORP REVENUE
650035C89
1000000.00000000
PA
USD
1124110.00000000
1.104649408926
Long
DBT
MUN
US
N
2
2032-03-15
Fixed
5.00000000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972GTJ3
905000.00000000
PA
USD
1083647.00000000
1.064886904337
Long
DBT
MUN
US
N
2
2041-06-15
Fixed
4.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES ST SUPPORTED DEBT
64990HGA2
600000.00000000
PA
USD
608226.00000000
0.597696392162
Long
DBT
MUN
US
N
2
2040-07-01
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
1.304282476352
Long
DBT
MUN
US
N
2
2029-09-01
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
649906TS3
745000.00000000
PA
USD
816944.65000000
0.802801705125
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5.00000000
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
0.379490521516
Long
DBT
MUN
US
N
2
2046-12-01
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
1760000.00000000
PA
USD
1934433.60000000
1.900944687662
Long
DBT
MUN
PR
N
2
2040-07-01
Fixed
4.33000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
649906K78
500000.00000000
PA
USD
531935.00000000
0.522726141870
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
4.25000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY DEDICATED TAX FUND
59259N7K3
500000.00000000
PA
USD
596530.00000000
0.586202873301
Long
DBT
MUN
US
N
2
2034-11-15
Fixed
4.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
New York City Transitional Finance Authority Future Tax Secured Revenue
64971QRM7
2475000.00000000
PA
USD
2640429.00000000
2.594717896080
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
1.00000000
N
N
N
N
N
N
New York Power Authority
I5P1GEYFGGMMDOFX2L30
NEW YORK ST PWR AUTH REVENUE
64989KJN7
1000000.00000000
PA
USD
1070880.00000000
1.052340926627
Long
DBT
MUN
US
N
2
2038-11-15
Fixed
5.00000000
N
N
N
N
N
N
Erie County Industrial Development Agency/The
N/A
ERIE CNTY NY INDL DEV AGY SCHFAC REVENUE
29509PKM0
565000.00000000
PA
USD
695277.70000000
0.683241053228
Long
DBT
MUN
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
N/A
New York State Dormitory Authority
6499025Z2
750000.00000000
PA
USD
781125.00000000
0.767602164866
Long
DBT
MUN
US
N
2
2041-03-15
Fixed
5.00000000
N
N
N
N
N
N
New York City Housing Development Corp
549300SQWVHKBRF8D702
NEW YORK CITY NY HSG DEV CORP REVENUE
64966WDP9
750000.00000000
PA
USD
848812.50000000
0.834117858941
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.25000000
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
512000.00000000
PA
USD
575441.92000000
0.565479870119
Long
DBT
MUN
PR
N
2
2053-07-01
Fixed
4.75000000
N
N
N
N
N
N
Dutchess County Local Development Corp
N/A
DUTCHESS CNTY NY LOCAL DEV CORP REVENUE
267045GW6
550000.00000000
PA
USD
618238.50000000
0.607535555773
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
4.00000000
N
N
N
N
N
N
Hudson Yards Infrastructure Corp
549300EE2HJ67TPURL87
HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE
44420RBD1
595000.00000000
PA
USD
732462.85000000
0.719782453953
Long
DBT
MUN
US
N
2
2039-02-15
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
1335000.00000000
PA
USD
1615510.20000000
1.587542489209
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
5.00000000
N
N
N
N
N
N
BlackRock Liquidity Funds
5493007YVNX55LTRQ706
BlackRock Liquidity Funds: New York Money Fund, Institutional Shares
09248U759
251857.98000000
NS
USD
251857.98000000
0.247497814929
Long
STIV
RF
US
N
1
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990GMA7
230000.00000000
PA
USD
267126.60000000
0.262502104597
Long
DBT
MUN
US
N
2
2038-07-01
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
0.443923408373
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Environmental Facilities Corp
549300QJ33JJW73OQO60
NEW YORK ST ENVRNMNTL FACS CORP REVENUE
64985HTJ6
635000.00000000
PA
USD
760228.35000000
0.747067277648
Long
DBT
MUN
US
N
2
2040-09-15
Fixed
5.00000000
N
N
N
N
N
N
New York City Trust for Cultural Resources
N/A
NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES
649717SB2
410000.00000000
PA
USD
459130.30000000
0.451181836755
Long
DBT
MUN
US
N
2
2042-08-01
Fixed
5.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
LIBERTY DEV CORP NY REVENUE
531127AC2
355000.00000000
PA
USD
514008.05000000
0.505109543208
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
5.25000000
N
N
N
N
N
N
New York Convention Center Development Corp
N/A
NEW YORK ST CONVENTION CENTERDEV CORP REVENUE
649451DC2
1250000.00000000
PA
USD
1511200.00000000
1.485038107276
Long
DBT
MUN
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
Long Island Power Authority
1R46U5SYJ63KQXF39168
LONG ISLAND NY PWR AUTH ELEC SYS REVENUE
542690Y30
500000.00000000
PA
USD
524340.00000000
0.515262626501
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
5.00000000
N
N
N
N
N
N
Troy Capital Resource Corp
N/A
TROY NY CAPITAL RESOURCE CORP REVENUE
897579BE7
230000.00000000
PA
USD
263175.20000000
0.258619111229
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
4.00000000
N
N
N
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
0.504460919993
Long
DBT
MUN
US
N
2
2037-07-01
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
64971W5B2
845000.00000000
PA
USD
1040161.20000000
1.022153930459
Long
DBT
MUN
US
N
2
2043-02-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH SALES TAX REVENUE
64990AGL3
560000.00000000
PA
USD
702021.60000000
0.689868202839
Long
DBT
MUN
US
N
2
2038-03-15
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
290000.00000000
PA
USD
318263.40000000
0.312753624372
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
5.25000000
N
N
N
N
N
N
Tompkins County Development Corp
N/A
TOMPKINS CNTY NY DEV CORP REVENUE
890096AS9
250000.00000000
PA
USD
259675.00000000
0.255179506688
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5.50000000
N
N
N
N
N
N
New York City Housing Development Corp
549300SQWVHKBRF8D702
NEW YORK CITY NY HSG DEV CORP MF HSG REVENUE
64972EFF1
565000.00000000
PA
USD
608414.60000000
0.597881727119
Long
DBT
MUN
US
N
2
2049-11-01
Fixed
3.65000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
New York Liberty Development Corp
649519CK9
2085000.00000000
PA
USD
2255657.25000000
2.216607314189
Long
DBT
MUN
US
N
2
2040-09-15
Fixed
1.00000000
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
725000.00000000
PA
USD
756022.75000000
0.742934484990
Long
DBT
MUN
US
N
2
2040-08-15
Fixed
5.50000000
N
N
N
N
N
N
Tompkins County Industrial Development Agency
N/A
TOMPKINS CNTY NY INDL DEV AGY
890099EQ3
1000000.00000000
PA
USD
1014010.00000000
0.996455460004
Long
DBT
MUN
US
N
2
2037-07-01
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
1000000.00000000
PA
USD
1306000.00000000
1.283390529448
Long
DBT
MUN
US
N
2
2039-03-15
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
6499073M2
500000.00000000
PA
USD
578285.00000000
0.568273730721
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Industrial Development Agency
549300XR20ZR5DHL9534
NEW YORK CITY NY INDL DEV AGY REVENUE
64971PHR9
1000000.00000000
PA
USD
616560.00000000
0.605886113963
Long
DBT
MUN
US
N
2
2039-03-01
None
0.00000000
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
1.048488789663
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966MZY8
930000.00000000
PA
USD
1179649.20000000
1.159227114358
Long
DBT
MUN
US
N
2
2043-04-01
Fixed
5.00000000
N
N
N
N
N
N
Buffalo & Fort Erie Public Bridge Authority
N/A
BUFFALO & FORT ERIE NY PUBLICBRIDGE AUTH
119427BV3
265000.00000000
PA
USD
322096.90000000
0.316520758824
Long
DBT
MUN
US
N
2
2047-01-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Housing Finance Agency
5493000LS7KCDB02O506
NEW YORK ST HSG FIN AGY
64987DS62
370000.00000000
PA
USD
387552.80000000
0.380843486356
Long
DBT
MUN
US
N
2
2054-11-01
Fixed
3.15000000
N
N
N
N
N
N
New York City Industrial Development Agency
549300XR20ZR5DHL9534
NEW YORK CITY NY INDL DEV AGY REVENUE
64971PJN6
150000.00000000
PA
USD
150583.50000000
0.147976598615
Long
DBT
MUN
US
N
2
2039-01-01
Fixed
6.38000000
N
N
N
N
N
N
Onondaga County Trust for Cultural Resources
N/A
ONONDAGA CNTY NY TRUST CULTURAL RESOURCE REVENUE
68276FDH0
445000.00000000
PA
USD
541645.10000000
0.532268140629
Long
DBT
MUN
US
N
2
2040-05-01
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
73358WZK3
735000.00000000
PA
USD
893590.95000000
0.878121104464
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 ST PERSONAL INCOME TAX REVENUE
64990E4B0
500000.00000000
PA
USD
614075.00000000
0.603444134281
Long
DBT
MUN
US
N
2
2042-02-15
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
880000.00000000
PA
USD
1004000.80000000
0.986619539264
Long
DBT
MUN
US
N
2
2043-10-01
Fixed
4.20000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990CVN8
255000.00000000
PA
USD
320415.15000000
0.314868123278
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.00000000
N
N
N
N
N
N
Utility Debt Securitization Authority
N/A
Utility Debt Securitization Authority
91802RCH0
1000000.00000000
PA
USD
1238540.00000000
1.217098396893
Long
DBT
MUN
US
N
2
2035-12-15
Fixed
1.00000000
N
N
N
N
N
N
New York State Dormitory Authority
N/A
New York State Dormitory Authority
64990AHM0
1000000.00000000
PA
USD
1299470.00000000
1.276973576801
Long
DBT
MUN
US
N
2
2032-03-15
Fixed
1.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES ST SUPPORTED DEBT
64990HRG7
450000.00000000
PA
USD
493582.50000000
0.485037600307
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH SALES TAX REVENUE
64990AHY4
265000.00000000
PA
USD
336035.90000000
0.330218446871
Long
DBT
MUN
US
N
2
2043-03-15
Fixed
5.00000000
N
N
N
N
N
N
Hempstead Town Local Development Corp
N/A
HEMPSTEAD TOWN NY LOCAL DEV CORP REVENUE
424682FT4
310000.00000000
PA
USD
361029.10000000
0.354778964621
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH SALES TAX REVENUE
64990AMS1
570000.00000000
PA
USD
730950.90000000
0.718296678829
Long
DBT
MUN
US
N
2
2041-03-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Thruway Authority Highway & Bridge Trust Fund
N/A
NEW YORK ST THRUWAY AUTH 2ND GEN HIGHWAY & BRIDGE TRUST FUND
650014WN9
250000.00000000
PA
USD
271815.00000000
0.267109339021
Long
DBT
MUN
US
N
2
2032-04-01
Fixed
5.00000000
N
N
N
N
N
N
County of Nassau NY
549300ICRCGQYCPS7T40
NASSAU CNTY NY
63165TZU2
500000.00000000
PA
USD
640820.00000000
0.629726124870
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
5.00000000
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
1.158745857649
Long
DBT
MUN
US
N
2
2047-03-15
Fixed
1.00000000
N
N
N
N
N
N
New York Counties Tobacco Trust VI
N/A
NEW YORK CNTYS NY TOBACCO TRUST VI
64945JAF9
270000.00000000
PA
USD
290152.80000000
0.285129675048
Long
DBT
MUN
US
N
2
2051-06-01
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
930000.00000000
PA
USD
1170525.90000000
1.150261756917
Long
DBT
MUN
US
N
2
2038-08-01
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
74529JPX7
668000.00000000
PA
USD
765775.16000000
0.752518061279
Long
DBT
MUN
PR
N
2
2058-07-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AHH3
1020000.00000000
PA
USD
1253947.20000000
1.232238867464
Long
DBT
MUN
US
N
2
2036-11-15
Fixed
5.00000000
N
N
N
N
N
N
New York Convention Center Development Corp
N/A
NEW YORK ST CONVENTION CENTERDEV CORP REVENUE
649451EH0
3000000.00000000
PA
USD
1521450.00000000
1.495110659287
Long
DBT
MUN
US
N
2
2047-11-15
None
0.00000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH
650009ZA4
1325000.00000000
PA
USD
1425739.75000000
1.401057345029
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5.00000000
N
N
N
N
N
N
Hudson Yards Infrastructure Corp
N/A
Hudson Yards Infrastructure Corp
44420PDK7
1114335.93000000
PA
USD
1165353.60000000
1.145178999769
Long
DBT
MUN
US
N
2
2047-02-15
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
73358WQY3
245000.00000000
PA
USD
281531.95000000
0.276658069193
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN20 XCBT 20200630
000000000
-21.00000000
NC
USD
-24160.53000000
-0.02374226293
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVM0 Comdty
2020-06-30
-2553589.47000000
USD
-24160.53000000
N
N
N
Buffalo & Erie County Industrial Land Development Corp
N/A
BUFFALO & ERIE CNTY NY INDL LAND DEV CORP REVENUE
11943KBW1
500000.00000000
PA
USD
593720.00000000
0.583441520018
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.25000000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972GRD8
700000.00000000
PA
USD
886221.00000000
0.870878743030
Long
DBT
MUN
US
N
2
2040-06-15
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
0.615064419894
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES
89602N4B7
280000.00000000
PA
USD
340953.20000000
0.335050618579
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
5.00000000
N
N
N
N
N
N
Dutchess County Local Development Corp
N/A
DUTCHESS CNTY NY LOCAL DEV CORP REVENUE
267045LM2
175000.00000000
PA
USD
222349.75000000
0.218500431374
Long
DBT
MUN
US
N
2
2048-07-01
Fixed
5.00000000
N
N
N
N
N
N
Monroe County Industrial Development Corp/NY
N/A
MONROE CNTY NY INDL DEV CORP REVENUE
61075TEB0
850000.00000000
PA
USD
937686.00000000
0.921452781008
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
5.00000000
N
N
N
N
N
N
Sales Tax Asset Receivable Corp
N/A
Sales Tax Asset Receivable Corp
794665FU8
1500000.00000000
PA
USD
1708425.00000000
1.678848748294
Long
DBT
MUN
US
N
2
2032-10-15
Fixed
1.00000000
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
74529JQL2
130000.00000000
PA
USD
146378.70000000
0.143844592107
Long
DBT
MUN
PR
N
2
2053-07-01
Fixed
4.75000000
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
64971WBH2
425000.00000000
PA
USD
494793.50000000
0.486227635476
Long
DBT
MUN
US
N
2
2035-11-01
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966K3Q4
440000.00000000
PA
USD
500891.60000000
0.492220165176
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 REVENUES ST SUPPORTED DEBT
64990HHJ2
1000000.00000000
PA
USD
1055400.00000000
1.037128916370
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
5.00000000
N
N
N
N
N
N
Dutchess County Industrial Development Agency
N/A
DUTCHESS CNTY NY INDL DEV AGY
267041HF1
500000.00000000
PA
USD
513520.00000000
0.504629942329
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
5.50000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH
650009G56
750000.00000000
PA
USD
894405.00000000
0.878921061632
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
5.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
New York Liberty Development Corp
649519BV6
3494902.14000000
PA
USD
3755971.65000000
3.690948272961
Long
DBT
MUN
US
N
2
2043-12-15
Fixed
1.00000000
N
N
N
N
N
N
Orange County Funding Corp
N/A
ORANGE CNTY NY FUNDING CORP
684594AS3
180000.00000000
PA
USD
193046.40000000
0.189704380937
Long
DBT
MUN
US
N
2
2037-07-01
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
649906CT9
500000.00000000
PA
USD
527870.00000000
0.518731515145
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Housing Development Corp
549300SQWVHKBRF8D702
NEW YORK CITY NY HSG DEV CORP REVENUE
64966WDR5
915000.00000000
PA
USD
1031369.70000000
1.013514628897
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.25000000
N
N
N
N
N
N
Dobbs Ferry Local Development Corp
N/A
DOBBS FERRY NY LOCAL DEV CORP REVENUE
256048AB5
1000000.00000000
PA
USD
1154120.00000000
1.134139875840
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN20 XCBT 20200619
000000000
-15.00000000
NC
USD
-25442.46000000
-0.02500200016
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYM0 Comdty
2020-06-19
-1995807.54000000
USD
-25442.46000000
N
N
N
New York State Housing Finance Agency
5493000LS7KCDB02O506
NEW YORK ST HSG FIN AGY
64987BR26
330000.00000000
PA
USD
365362.80000000
0.359037639611
Long
DBT
MUN
US
N
2
2047-11-01
Fixed
4.15000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YM63
650000.00000000
PA
USD
739479.00000000
0.726677140372
Long
DBT
MUN
US
N
2
2038-11-15
Fixed
5.00000000
N
N
N
N
N
N
Orange County Funding Corp
N/A
ORANGE CNTY NY FUNDING CORP
684594AT1
115000.00000000
PA
USD
122935.00000000
0.120806749416
Long
DBT
MUN
US
N
2
2042-07-01
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
649906VR2
500000.00000000
PA
USD
548285.00000000
0.538793090688
Long
DBT
MUN
US
N
2
2037-07-01
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
160000.00000000
PA
USD
180824.00000000
0.177693575112
Long
DBT
MUN
PR
N
2
2058-07-01
Fixed
4.78000000
N
N
N
N
N
N
Dutchess County Local Development Corp
N/A
DUTCHESS CNTY NY LOCAL DEV CORP REVENUE
267045JY9
375000.00000000
PA
USD
433012.50000000
0.425516188080
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
4.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES
89602NF41
810000.00000000
PA
USD
918216.00000000
0.902319845626
Long
DBT
MUN
US
N
2
2029-11-15
Fixed
5.00000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008EHF6
690000.00000000
PA
USD
810308.40000000
0.796280341877
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
5.00000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008ENM4
515000.00000000
PA
USD
845810.25000000
0.831167583890
Long
DBT
MUN
US
N
2
2047-11-01
Fixed
5.00000000
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
0.170178468624
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Trust for Cultural Resources
N/A
NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES
649717SW6
500000.00000000
PA
USD
580905.00000000
0.570848373284
Long
DBT
MUN
US
N
2
2041-07-01
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
649906KD5
1840000.00000000
PA
USD
1934484.00000000
1.900994215137
Long
DBT
MUN
US
N
2
2034-05-01
Fixed
5.25000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966KEW9
1000000.00000000
PA
USD
1119080.00000000
1.099706488281
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
5.00000000
N
N
N
N
N
N
Utility Debt Securitization Authority
N/A
UTILITY DEBT SECURITIZATION AUTH NY
91802RAQ2
1000000.00000000
PA
USD
1146940.00000000
1.127084175992
Long
DBT
MUN
US
N
2
2041-12-15
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
750000.00000000
PA
USD
786352.50000000
0.772739166392
Long
DBT
MUN
US
N
2
2032-05-01
Fixed
5.00000000
N
N
N
N
N
N
MTA Hudson Rail Yards Trust Obligations
N/A
MTA HUDSON RAIL YARDS TRUST OBLIGS REVENUE
62476RAC9
1345000.00000000
PA
USD
1509090.00000000
1.482964635593
Long
DBT
MUN
US
N
2
2056-11-15
Fixed
5.00000000
N
N
N
N
N
N
Hempstead Town Local Development Corp
N/A
HEMPSTEAD TOWN NY LOCAL DEV CORP REVENUE
424682FS6
310000.00000000
PA
USD
361611.90000000
0.355351675188
Long
DBT
MUN
US
N
2
2034-10-01
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
0.398941847810
Long
DBT
MUN
US
N
2
2055-11-15
None
0.00000000
N
N
N
N
N
N
TSASC Inc/NY
N/A
TSASC INC NY
898526FF0
910000.00000000
PA
USD
1052469.60000000
1.034249247452
Long
DBT
MUN
US
N
2
2041-06-01
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
0.930798536973
Long
DBT
MUN
US
N
2
2030-11-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Housing Finance Agency
5493000LS7KCDB02O506
NEW YORK ST HSG FIN AGY
64987BC71
110000.00000000
PA
USD
121584.10000000
0.119479236195
Long
DBT
MUN
US
N
2
2042-11-01
Fixed
4.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519CJ2
1100000.00000000
PA
USD
1161886.00000000
1.141771430856
Long
DBT
MUN
US
N
2
2035-09-15
Fixed
4.00000000
N
N
N
N
N
N
Chautauqua Tobacco Asset Securitization Corp
N/A
CHAUTAUQUA NY TOBACCO ASSET SECURITIZATION CORP
162564BB3
500000.00000000
PA
USD
521150.00000000
0.512127851778
Long
DBT
MUN
US
N
2
2048-06-01
Fixed
5.00000000
N
N
N
N
N
N
Troy Capital Resource Corp
N/A
TROY NY CAPITAL RESOURCE CORP REVENUE
897579BY3
335000.00000000
PA
USD
398217.85000000
0.391323903022
Long
DBT
MUN
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Monroe County Industrial Development Corp/NY
N/A
MONROE CNTY NY INDL DEV CORP REVENUE
61075TRS9
200000.00000000
PA
USD
226668.00000000
0.222743923835
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
Tender Option Bond Trust Receipts/Certificates
N/A
City of New York NY
64966LST9
1790000.00000000
PA
USD
2000826.20000000
1.966187899044
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
1.00000000
N
N
N
N
N
N
Tender Option Bond Trust Receipts/Certificates
N/A
City of New York NY
64966LLJ8
250000.00000000
PA
USD
289235.00000000
0.284227764000
Long
DBT
MUN
US
N
2
2036-03-01
Fixed
1.00000000
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
1.305451875073
Long
DBT
MUN
US
N
2
2044-11-15
Fixed
5.00000000
N
N
N
N
N
N
2020-03-30
BlackRock New York Municipal Income Quality Trust
Ann Frechette
Ann Frechette
Assistant Treasurer