BLACKROCK NEW YORK MUNICIPAL BOND TRUST
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment
Company Act file number: 811-21037
Name of Fund: BlackRock New York Municipal Bond Trust (BQH)
Fund Address: 100 Bellevue Parkway, Wilmington, DE 19809
Name and address of agent for service: John M. Perlowski, Chief Executive Officer, BlackRock New York
Municipal Bond Trust, 55 East 52nd Street, New York, NY 10055
Registrant’s telephone number, including area code: (800) 882-0052, Option 4
Date of fiscal year end: 08/31/2018
Date of reporting period:
11/30/2017
Item 1 – Schedule of Investments
|
|
|
| Schedule of Investments (unaudited)
November 30, 2017 |
|
BlackRock New York Municipal Bond Trust (BQH)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
| Security |
|
Par
(000) |
|
|
Value |
|
| Municipal Bonds — 136.6% |
|
|
| New York — 135.5% |
|
| Corporate — 3.7% |
|
| Build NYC Resource Corp., Refunding RB, Pratt Paper, Inc. Project, AMT, 5.00%, 01/01/35(a) |
|
$ |
100 |
|
|
$ |
114,582 |
|
| City of New York New York Industrial Development Agency, Refunding RB, Transportation Infrastructure
Properties LLC, Series A, AMT, 5.00%, 07/01/28 |
|
|
690 |
|
|
|
742,757 |
|
| County of Essex New York Industrial Development Agency, RB, International Paper Co. Project, Series A, AMT,
6.63%, 09/01/32 |
|
|
100 |
|
|
|
103,839 |
|
| County of Onondaga New York Industrial Development Agency, RB, Bristol-Meyers Squibb Co. Project, AMT, 5.75%,
03/01/24 |
|
|
250 |
|
|
|
297,153 |
|
| Niagara Area Development Corp., Refunding RB, Solid Waste Disposal Facility, Covanta Energy Project, Series
A, AMT, 5.25%, 11/01/42 |
|
|
375 |
|
|
|
375,240 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,633,571 |
|
| County/City/Special District/School District — 31.6% |
|
| City of New York New York, GO, Refunding: |
|
|
|
|
|
|
|
|
| Series E, 5.50%, 08/01/25 |
|
|
150 |
|
|
|
178,394 |
|
| Series J, 5.00%, 08/01/32 |
|
|
500 |
|
|
|
578,540 |
|
| City of New York New York, GO: |
|
|
|
|
|
|
|
|
| Series A-1, 4.75%, 08/15/25 |
|
|
500 |
|
|
|
511,890 |
|
| Series D, 5.38%, 06/01/32 |
|
|
15 |
|
|
|
15,050 |
|
| Series G-1, 6.25%, 12/15/31 |
|
|
5 |
|
|
|
5,255 |
|
| Sub-Series D-1, Fiscal 2014,
5.00%, 08/01/31 |
|
|
245 |
|
|
|
280,601 |
|
| Sub-Series G-1, 6.25%,
12/15/18(b) |
|
|
245 |
|
|
|
257,373 |
|
| Sub-Series G-1, 5.00%,
04/01/29 |
|
|
250 |
|
|
|
280,148 |
|
| Sub-Series I-1, 5.38%,
04/01/36 |
|
|
135 |
|
|
|
141,724 |
|
| City of New York New York Convention Center Development Corp., RB, CAB, Sub Lien, Hotel Unit Fee, Series B
(AGM), 0.00%, 11/15/55(c) |
|
|
500 |
|
|
|
108,380 |
|
| City of New York New York Convention Center Development Corp., Refunding RB, Hotel Unit Fee Secured: |
|
|
|
|
|
|
|
|
| 5.00%, 11/15/40 |
|
|
1,000 |
|
|
|
1,137,440 |
|
| 5.00%, 11/15/45 |
|
|
670 |
|
|
|
757,033 |
|
|
|
|
|
|
|
|
|
|
| Security |
|
Par
(000) |
|
|
Value |
|
| New York (continued) |
|
|
| County/City/Special District/School District (continued) |
|
| City of New York New York Industrial Development Agency, RB, PILOT: |
|
|
|
|
|
|
|
|
| CAB, Yankee Stadium Project, Series A (AGC), 0.00%,
03/01/41(c) |
|
$ |
4,155 |
|
|
$ |
1,720,419 |
|
| CAB, Yankee Stadium Project, Series A (AGC), 0.00%,
03/01/42(c) |
|
|
500 |
|
|
|
198,850 |
|
| CAB, Yankee Stadium Project, Series A (AGC), 0.00%,
03/01/43(c) |
|
|
2,000 |
|
|
|
765,720 |
|
| CAB, Yankee Stadium Project, Series A (AGC), 0.00%,
03/01/45(c) |
|
|
950 |
|
|
|
335,274 |
|
| Queens Baseball Stadium (AGC),
6.38%, 01/01/39 |
|
|
100 |
|
|
|
104,880 |
|
| Queens Baseball Stadium (AMBAC),
5.00%, 01/01/39 |
|
|
325 |
|
|
|
330,148 |
|
| Queens Baseball Stadium (AMBAC),
5.00%, 01/01/46 |
|
|
175 |
|
|
|
177,385 |
|
| Yankee Stadium Project (NPFGC),
5.00%, 03/01/46 |
|
|
175 |
|
|
|
176,901 |
|
| County of Erie New York Fiscal Stability Authority, RB, Sales Tax and State Aid Secured Refunding Bonds,
Series D: |
|
|
|
|
|
|
|
|
| 5.00%, 09/01/35 |
|
|
25 |
|
|
|
29,967 |
|
| 5.00%, 09/01/36 |
|
|
25 |
|
|
|
29,896 |
|
| 5.00%, 09/01/37 |
|
|
25 |
|
|
|
29,801 |
|
| 5.00%, 09/01/38 |
|
|
40 |
|
|
|
47,606 |
|
| 5.00%, 09/01/39 |
|
|
35 |
|
|
|
41,622 |
|
| County of Nassau New York, GO: |
|
|
|
|
|
|
|
|
| Series A, 5.00%, 01/15/31 |
|
|
250 |
|
|
|
293,745 |
|
| Refunding Series B, 5.00%, 04/01/32 |
|
|
190 |
|
|
|
223,068 |
|
| Hudson Yards Infrastructure Corp., Refunding RB, Series A: |
|
|
|
|
|
|
|
|
| 2nd Indenture, 5.00%, 02/15/45 |
|
|
125 |
|
|
|
144,306 |
|
| Fiscal 2017, 5.00%, 02/15/42 |
|
|
405 |
|
|
|
469,666 |
|
| New York Liberty Development Corp., Refunding RB: |
|
|
|
|
|
|
|
|
| 2nd Priority, Bank of America Tower at One Bryant Park Project, Class 2, 5.63%, 07/15/47 |
|
|
1,350 |
|
|
|
1,456,609 |
|
| 2nd Priority, Bank of America Tower at One Bryant Park Project, Class 3, 6.38%, 07/15/49 |
|
|
285 |
|
|
|
302,921 |
|
|
|
|
|
|
| SCHEDULES OF INVESTMENTS |
|
|
1 |
|
|
|
|
|
Schedule of Investments (unaudited) (continued)
November 30, 2017 |
|
BlackRock New York Municipal Bond Trust (BQH)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
| Security |
|
Par
(000) |
|
|
Value |
|
| New York (continued) |
|
|
| County/City/Special District/School District (continued) |
|
| New York Liberty Development Corp., Refunding RB (continued) |
|
|
|
|
|
|
|
|
| 3 World Trade Center Project, Class 2,
5.38%, 11/15/40 |
|
$ |
120 |
|
|
$ |
132,058 |
|
| 4 World Trade Center Project,
5.00%,
11/15/31(a) |
|
|
750 |
|
|
|
832,567 |
|
| 7 World Trade Center Project, Class 1,
4.00%, 09/15/35 |
|
|
320 |
|
|
|
340,701 |
|
| 7 World Trade Center Project, Class 2,
5.00%, 09/15/43 |
|
|
500 |
|
|
|
545,960 |
|
| 7 World Trade Center Project, Class 3,
5.00%, 03/15/44 |
|
|
520 |
|
|
|
559,728 |
|
| World Trade Center Project, 5.75%, 11/15/51 |
|
|
340 |
|
|
|
385,665 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,927,291 |
|
| Education — 34.9% |
|
| Amherst Development Corp., Refunding RB, University at Buffalo Foundation Faculty-Student Housing Corp.,
Series A (AGM), 4.63%, 10/01/20(b) |
|
|
140 |
|
|
|
151,568 |
|
| Build NYC Resource Corp., Refunding RB: |
|
|
|
|
|
|
|
|
| City University New York-Queens College Student Residences, LLC Project, Series A,
5.00%,
06/01/38 |
|
|
250 |
|
|
|
282,598 |
|
| Ethical Culture Fieldston School Project,
5.00%, 06/01/32 |
|
|
450 |
|
|
|
513,549 |
|
| Manhattan College Project, 5.00%, 08/01/35 |
|
|
120 |
|
|
|
138,467 |
|
| New York Law School Project, 5.00%, 07/01/41 |
|
|
80 |
|
|
|
87,844 |
|
| Packer Collegiate Institute Project,
5.00%, 06/01/40 |
|
|
310 |
|
|
|
344,509 |
|
| City of New York New York Trust for Cultural Resources, RB, Juilliard School, Series A,
5.00%,
01/01/39 |
|
|
250 |
|
|
|
258,993 |
|
| City of New York New York Trust for Cultural Resources, Refunding RB, Series A: |
|
|
|
|
|
|
|
|
| American Museum of Natural History,
5.00%, 07/01/37 |
|
|
110 |
|
|
|
125,787 |
|
| Carnegie Hall, 4.75%, 12/01/39 |
|
|
400 |
|
|
|
419,768 |
|
| City of Troy New York Capital Resource Corp., Refunding RB, Rensselaer Polytechnic Institute
Project: |
|
|
|
|
|
|
|
|
| Series A, 5.13%, 09/01/40 |
|
|
610 |
|
|
|
656,018 |
|
|
|
|
|
|
|
|
|
|
| Security |
|
Par
(000) |
|
|
Value |
|
| New York (continued) |
|
|
| Education (continued) |
|
| City of Troy New York Capital Resource Corp., Refunding RB, Rensselaer Polytechnic Institute Project
(continued) |
|
|
|
|
|
|
|
|
| Series B, 4.00%, 08/01/35 |
|
$ |
110 |
|
|
$ |
114,743 |
|
| City of Yonkers New York Industrial Development Agency, RB, Sarah Lawrence College Project, Series
A,
6.00%, 06/01/19 |
|
|
250 |
|
|
|
266,343 |
|
| Counties of Buffalo & Erie New York Industrial Land Development Corp., Refunding RB, The Charter
School for Applied Technologies Project, Series A,
5.00%, 06/01/35 |
|
|
55 |
|
|
|
59,128 |
|
| County of Cattaraugus New York, RB, St. Bonaventure University Project, 5.00%, 05/01/39 |
|
|
60 |
|
|
|
66,147 |
|
| County of Dutchess New York Local Development Corp., Refunding RB, Vassar College Project: |
|
|
|
|
|
|
|
|
| 5.00%, 07/01/42 |
|
|
100 |
|
|
|
116,626 |
|
| 4.00%, 07/01/46 |
|
|
185 |
|
|
|
194,004 |
|
| County of Monroe New York Industrial Development Corp., RB, University of Rochester Project: |
|
|
|
|
|
|
|
|
| 5.00%, 07/01/21 |
|
|
110 |
|
|
|
122,456 |
|
| 5.00%, 07/01/41(b) |
|
|
390 |
|
|
|
427,904 |
|
| Series A, 5.00%, 07/01/21 |
|
|
500 |
|
|
|
557,540 |
|
| County of Monroe New York Industrial Development Corp., Refunding RB, University of Rochester Project, Series
A, 5.00%, 07/01/38 |
|
|
120 |
|
|
|
135,853 |
|
| County of Nassau New York Industrial Development Agency, Refunding RB, New York Institute of Technology
Project, Series A, 4.75%, 03/01/20 |
|
|
200 |
|
|
|
213,722 |
|
| County of Tompkins New York Development Corp., RB, Ithaca College Project (AGM), 5.50%, 01/01/21 |
|
|
100 |
|
|
|
111,432 |
|
| Geneva Development Corp., Refunding RB, Hobart & William Smith Colleges, 5.25%, 09/01/44 |
|
|
160 |
|
|
|
181,558 |
|
| State of New York Dormitory Authority, RB: |
|
|
|
|
|
|
|
|
| 5.00%, 03/15/30 |
|
|
500 |
|
|
|
604,555 |
|
| Convent of the Sacred Heart (AGM), 5.75%, 11/01/40 |
|
|
300 |
|
|
|
335,829 |
|
|
|
|
| 2 |
|
2017 BLACKROCK QUARTERLY REPORT TO SHAREHOLDERS |
|
|
|
|
Schedule of Investments (unaudited) (continued)
November 30, 2017 |
|
BlackRock New York Municipal Bond Trust (BQH)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
| Security |
|
Par
(000) |
|
|
Value |
|
| New York (continued) |
|
|
| Education (continued) |
|
| State of New York Dormitory Authority, RB (continued) |
|
|
|
|
|
|
|
|
| New York University, Series 1 (AMBAC) (BHAC), 5.50%,
07/01/31(b) |
|
$ |
245 |
|
|
$ |
309,450 |
|
| New York University, Series B, 5.00%, 07/01/42 |
|
|
500 |
|
|
|
556,000 |
|
| Series B, 5.75%, 03/15/19(b) |
|
|
300 |
|
|
|
315,906 |
|
| State University Dormitory Facilities, Series A, 5.00%,
07/01/19(b) |
|
|
150 |
|
|
|
158,117 |
|
| Teachers College, Series B, 5.00%, 07/01/42(b) |
|
|
750 |
|
|
|
825,112 |
|
| Touro College & University System, Series A, 5.25%, 01/01/34 |
|
|
250 |
|
|
|
272,525 |
|
| Touro College & University System, Series A, 5.50%, 01/01/39 |
|
|
500 |
|
|
|
549,945 |
|
| University of Rochester, Series A,
5.13%, 07/01/19 |
|
|
185 |
|
|
|
195,071 |
|
| University of Rochester, Series A,
5.75%,
07/01/19(b) |
|
|
150 |
|
|
|
159,618 |
|
| University of Rochester, Series A,
5.13%,
07/01/39(b) |
|
|
30 |
|
|
|
31,547 |
|
| University of Rochester, Series A,
5.75%, 07/01/39 |
|
|
25 |
|
|
|
26,587 |
|
| State of New York Dormitory Authority, Refunding RB: |
|
|
|
|
|
|
|
|
| Barnard College, Series A, 5.00%, 07/01/34 |
|
|
100 |
|
|
|
116,180 |
|
| Brooklyn Law School, 5.75%, 07/01/33 |
|
|
125 |
|
|
|
132,430 |
|
| Cornell University, Series A, 5.00%, 07/01/40 |
|
|
150 |
|
|
|
161,708 |
|
| Fordham University, 5.00%, 07/01/44 |
|
|
340 |
|
|
|
382,456 |
|
| Icahn School of Medicine at Mount Sinai, Series A, 5.00%, 07/01/35 |
|
|
345 |
|
|
|
385,734 |
|
| New York University, Series A, 5.00%, 07/01/37 |
|
|
445 |
|
|
|
502,458 |
|
| New York University, Series A, 5.00%, 07/01/42 |
|
|
1,750 |
|
|
|
1,946,000 |
|
| Skidmore College, Series A, 5.00%, 07/01/28 |
|
|
250 |
|
|
|
277,300 |
|
| State University Dormitory Facilities, Series A, 5.25%, 07/01/30 |
|
|
350 |
|
|
|
407,711 |
|
| State University Dormitory Facilities, Series A, 5.25%, 07/01/32 |
|
|
350 |
|
|
|
404,918 |
|
|
|
|
|
|
|
|
|
|
| Security |
|
Par
(000) |
|
|
Value |
|
| New York (continued) |
|
|
| Education (continued) |
|
| State of New York Dormitory Authority, Refunding RB (continued) |
|
|
|
|
|
|
|
|
| State University Dormitory Facilities, Series A, 5.00%, 07/01/46 |
|
$ |
190 |
|
|
$ |
219,707 |
|
| Teachers College, 5.50%, 03/01/19 |
|
|
350 |
|
|
|
366,926 |
|
| Town of Hempstead New York Local Development Corp., Refunding RB: |
|
|
|
|
|
|
|
|
| Adelphi University Project, 5.00%, 10/01/34 |
|
|
105 |
|
|
|
119,607 |
|
| Hofstra University Project, 5.00%, 07/01/47 |
|
|
100 |
|
|
|
114,742 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,424,696 |
|
| Health — 16.4% |
|
| Counties of Buffalo & Erie New York Industrial Land Development Corp., RB, Catholic Health System
Obligation, 5.25%, 07/01/35(b) |
|
|
500 |
|
|
|
561,660 |
|
| County of Dutchess New York Local Development Corp., Refunding RB, Health Quest System, Inc., Series A (AGM),
5.75%, 07/01/30 |
|
|
350 |
|
|
|
388,840 |
|
| County of Genesee New York Industrial Development Agency, Refunding RB, United Memorial Medical Center
Project, 5.00%, 12/01/27 |
|
|
130 |
|
|
|
130,122 |
|
| County of Monroe New York Industrial Development Corp., RB, Rochester General Hospital Project: |
|
|
|
|
|
|
|
|
| 4.00%, 12/01/41 |
|
|
100 |
|
|
|
101,895 |
|
| 5.00%, 12/01/46 |
|
|
160 |
|
|
|
178,795 |
|
| Series A, 5.00%, 12/01/37 |
|
|
370 |
|
|
|
402,900 |
|
| County of Monroe New York Industrial Development Corp., Refunding RB, Unity Hospital of Rochester Project
(FHA), 5.50%, 08/15/40(b) |
|
|
275 |
|
|
|
307,104 |
|
| County of Saratoga New York Industrial Development Agency, RB, Saratoga Hospital Project, Series B, 5.25%,
12/01/17 |
|
|
200 |
|
|
|
200,000 |
|
| County of Suffolk New York EDC, RB, Catholic Health Services, Series C, 5.00%, 07/01/32 |
|
|
80 |
|
|
|
88,826 |
|
| County of Westchester New York Healthcare Corp., Refunding RB, Senior Lien: |
|
|
|
|
|
|
|
|
| Remarketing, Series A, 5.00%, 11/01/30(b) |
|
|
1,030 |
|
|
|
1,113,307 |
|
| Series B, 6.00%, 11/01/20 |
|
|
175 |
|
|
|
196,420 |
|
| Series B, 6.00%, 11/01/30(b) |
|
|
25 |
|
|
|
27,535 |
|
|
|
|
|
|
| SCHEDULES OF INVESTMENTS |
|
|
3 |
|
|
|
|
|
Schedule of Investments (unaudited) (continued)
November 30, 2017 |
|
BlackRock New York Municipal Bond Trust (BQH)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
| Security |
|
Par
(000) |
|
|
Value |
|
| New York (continued) |
|
|
| Health (continued) |
|
| County of Westchester New York Local Development Corp., Refunding RB, Kendal On Hudson Project, 5.00%,
01/01/34 |
|
$ |
500 |
|
|
$ |
539,650 |
|
| State of New York Dormitory Authority, RB: |
|
|
|
|
|
|
|
|
| Mental Health Services (AGM), 5.00%, 08/15/18 |
|
|
5 |
|
|
|
5,130 |
|
| Mental Health Services (AGM), 5.00%,
02/15/22(b) |
|
|
25 |
|
|
|
25,652 |
|
| New York State Association for Retarded Children, Inc., Series B (AMBAC), 6.00%, 07/01/19 |
|
|
185 |
|
|
|
197,578 |
|
| New York University Hospitals Center, Series A, 5.75%, 07/01/20(b) |
|
|
220 |
|
|
|
242,587 |
|
| North Shore-Long Island Jewish Obligated Group, Series A, 5.75%, 05/01/19 |
|
|
500 |
|
|
|
529,135 |
|
| State of New York Dormitory Authority, Refunding RB: |
|
|
|
|
|
|
|
|
| Miriam Osborn Memorial Home Association, 5.00%, 07/01/29 |
|
|
290 |
|
|
|
302,131 |
|
| Mount Sinai Hospital, Series A, 5.00%, 07/01/26 |
|
|
315 |
|
|
|
342,159 |
|
| North Shore-Long Island Jewish Obligated Group, Series A, 5.00%, 05/01/21 |
|
|
1,000 |
|
|
|
1,107,060 |
|
| North Shore-Long Island Jewish Obligated Group, Series E, 5.50%, 05/01/33(b) |
|
|
250 |
|
|
|
262,018 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,250,504 |
|
| Housing — 5.5% |
|
| City of New York New York Housing Development Corp., RB, M/F Housing, Fund Grant Program, New York City
Housing Authority Program, Series B1: |
|
|
|
|
|
|
|
|
| 5.25%, 07/01/32 |
|
|
735 |
|
|
|
822,906 |
|
| 5.00%, 07/01/33 |
|
|
250 |
|
|
|
275,622 |
|
|
|
|
|
|
|
|
|
|
| Security |
|
Par
(000) |
|
|
Value |
|
| New York (continued) |
|
|
| Housing (continued) |
|
| City of New York New York Housing Development Corp., Refunding RB, M/F Housing, 8 Spruce Street,
Class F, 4.50%, 02/15/48 |
|
$ |
500 |
|
|
$ |
521,445 |
|
| County of Onondaga New York Trust for Cultural Resources, Refunding RB, Abby Lane Housing Corporation
Project, 5.00%, 05/01/40 |
|
|
135 |
|
|
|
150,880 |
|
| State of New York HFA, RB: |
|
|
|
|
|
|
|
|
| Affordable Housing, Series E (SONYMA),
4.15%, 11/01/47(b) |
|
|
165 |
|
|
|
171,780 |
|
| M/F Housing, Highland Avenue Senior Apartments, Series A, AMT (SONYMA), 5.00%, 02/15/39 |
|
|
495 |
|
|
|
496,772 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,439,405 |
|
| State — 5.9% |
|
| City of New York New York Transitional Finance Authority, Refunding RB, Fiscal 2018: |
|
|
|
|
|
|
|
|
| Series S-1, 5.00%, 07/15/35 |
|
|
115 |
|
|
|
135,449 |
|
| Series S-2, 5.00%, 07/15/35 |
|
|
115 |
|
|
|
135,449 |
|
| City of New York New York Transitional Finance Authority Future Tax Secured, RB: |
|
|
|
|
|
|
|
|
| Sub-Series B-1, 5.00%,
11/01/35 |
|
|
200 |
|
|
|
229,560 |
|
| Sub-Series F-1, 5.00%,
05/01/38 |
|
|
325 |
|
|
|
380,546 |
|
| Sub-Series F-1, 5.00%,
05/01/39 |
|
|
135 |
|
|
|
157,830 |
|
| State of New York, GO, Series A, 5.00%, 02/15/39 |
|
|
250 |
|
|
|
259,518 |
|
| State of New York Dormitory Authority, RB, General Purpose, Series A, 5.00%, 02/15/42 |
|
|
500 |
|
|
|
578,935 |
|
| State of New York Dormitory Authority, Refunding RB, General Purpose, Series A, 5.00%, 02/15/38 |
|
|
370 |
|
|
|
432,315 |
|
| State of New York Urban Development Corp., RB, State Personal Income Tax, Series C, 5.00%, 03/15/30 |
|
|
250 |
|
|
|
285,917 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,595,519 |
|
| Tobacco — 3.7% |
|
| Counties of New York Tobacco Trust IV, Refunding RB, Settlement Pass-Through Turbo, Series A,
6.25%, 06/01/41 |
|
|
200 |
|
|
|
206,638 |
|
| Counties of New York Tobacco Trust VI, Refunding RB: |
|
|
|
|
|
|
|
|
| Settlement Pass-Through Turbo, Series C,
4.00%, 06/01/51(a) |
|
|
400 |
|
|
|
368,160 |
|
|
|
|
| 4 |
|
2017 BLACKROCK QUARTERLY REPORT TO SHAREHOLDERS |
|
|
|
|
Schedule of Investments (unaudited) (continued)
November 30, 2017 |
|
BlackRock New York Municipal Bond Trust (BQH)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
| Security |
|
Par
(000) |
|
|
Value |
|
| New York (continued) |
|
|
| Tobacco (continued) |
|
| Counties of New York Tobacco Trust VI, Refunding RB (continued) |
|
|
|
|
|
|
|
|
| Tobacco Settlement Pass-Through, Series A-2B,
5.00%, 06/01/51 |
|
$ |
340 |
|
|
$ |
349,034 |
|
| County of Chautauqua New York Tobacco Asset Securitization Corp., Refunding RB, Asset-Backed, 4.75%,
06/01/39 |
|
|
75 |
|
|
|
75,291 |
|
| County of Niagara New York Tobacco Asset Securitization Corp., Refunding RB, Asset-Backed, 5.25%, 05/15/40(b) |
|
|
170 |
|
|
|
190,050 |
|
| Westchester New York Tobacco Asset Securitization, Refunding RB, Tobacco Settlement Bonds, Sub-Series C, 4.00%, 06/01/42 |
|
|
250 |
|
|
|
240,175 |
|
| Westchester Tobacco Asset Securitization, Refunding RB, Tobacco Settlement Bonds, Sub-Series C, 5.13%, 06/01/51 |
|
|
200 |
|
|
|
203,838 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,633,186 |
|
| Transportation — 24.3% |
|
| Counties of Buffalo & Fort Erie Public Bridge Authority, RB, Toll Bridge System,
5.00%, 01/01/42 |
|
|
120 |
|
|
|
138,528 |
|
| County of Albany Airport Authority, Refunding RB, AMT, Series B: |
|
|
|
|
|
|
|
|
| 4.00%, 12/15/34 |
|
|
235 |
|
|
|
241,188 |
|
| 4.00%, 12/15/35 |
|
|
120 |
|
|
|
122,674 |
|
| Metropolitan Transportation Authority, RB: |
|
|
|
|
|
|
|
|
| Series A, 5.63%, 11/15/18 |
|
|
45 |
|
|
|
46,826 |
|
| Series C, 6.50%, 11/15/28(b) |
|
|
130 |
|
|
|
136,482 |
|
| Series D, 5.25%, 11/15/41 |
|
|
1,000 |
|
|
|
1,114,290 |
|
| Metropolitan Transportation Authority, Refunding RB: |
|
|
|
|
|
|
|
|
| Green Bonds, Climate Bond Certified,
Sub-Series B-2, 4.00%, 11/15/34(d) |
|
|
200 |
|
|
|
215,660 |
|
| Green Bonds, Series C-2, 0.00%, 11/15/39(c) |
|
|
900 |
|
|
|
409,941 |
|
| Series D, 5.25%, 11/15/23 |
|
|
250 |
|
|
|
297,347 |
|
| Series D, 5.25%, 11/15/23(b) |
|
|
170 |
|
|
|
202,196 |
|
| Series D, 5.25%, 11/15/30(b) |
|
|
250 |
|
|
|
294,728 |
|
| Series F, 5.00%, 11/15/30 |
|
|
500 |
|
|
|
566,535 |
|
| Metropolitan Transportation Authority Hudson Rail Yards Trust Obligations, Refunding RB, Series A,
5.00%, 11/15/56 |
|
|
450 |
|
|
|
498,163 |
|
|
|
|
|
|
|
|
|
|
| Security |
|
Par
(000) |
|
|
Value |
|
| New York (continued) |
|
|
| Transportation (continued) |
|
| New York Transportation Development Corp., ARB, LaGuardia Airport Terminal B Redevelopment Project, Series A,
AMT: |
|
|
|
|
|
|
|
|
| 5.25%, 01/01/50 |
|
$ |
165 |
|
|
$ |
182,794 |
|
| (AGM), 4.00%, 07/01/41 |
|
|
150 |
|
|
|
155,439 |
|
| New York Transportation Development Corp., Refunding ARB, American Airlines, Inc., AMT, 5.00%,
08/01/31 |
|
|
690 |
|
|
|
734,001 |
|
| Port Authority of New York & New Jersey, ARB, Special Project, JFK International Air Terminal LLC
Project, Series 8, 6.00%, 12/01/42(a) |
|
|
500 |
|
|
|
554,875 |
|
| Port Authority of New York & New Jersey, Refunding ARB: |
|
|
|
|
|
|
|
|
| 179th Series, 5.00%, 12/01/38 |
|
|
150 |
|
|
|
171,825 |
|
| Consolidated, 195th Series, AMT, 5.00%, 04/01/36 |
|
|
250 |
|
|
|
287,460 |
|
| Consolidated, 206th Series, AMT, 5.00%, 11/15/42 |
|
|
225 |
|
|
|
259,891 |
|
| Port Authority of New York & New Jersey, Refunding RB, 178th Series, AMT,
5.00%, 12/01/32 |
|
|
270 |
|
|
|
303,507 |
|
| State of New York Thruway Authority, RB, Junior Lien, Series A: |
|
|
|
|
|
|
|
|
| 5.00%, 01/01/46 |
|
|
120 |
|
|
|
136,542 |
|
| 5.25%, 01/01/56 |
|
|
490 |
|
|
|
568,150 |
|
| State of New York Thruway Authority, Refunding RB, General: |
|
|
|
|
|
|
|
|
| 2nd Highway & Bridge Trust, Series A, 5.00%, 04/01/32 |
|
|
1,000 |
|
|
|
1,129,880 |
|
| Series I, 5.00%, 01/01/37 |
|
|
440 |
|
|
|
486,495 |
|
| Series I, 5.00%, 01/01/42 |
|
|
140 |
|
|
|
154,449 |
|
| Series J, 5.00%, 01/01/41 |
|
|
250 |
|
|
|
275,240 |
|
| Triborough Bridge & Tunnel Authority, RB, Series B, 5.00%, 11/15/40 |
|
|
140 |
|
|
|
161,483 |
|
| Triborough Bridge & Tunnel Authority, Refunding RB: |
|
|
|
|
|
|
|
|
| CAB, Sub-Series A, 0.00%, 11/15/32(c) |
|
|
170 |
|
|
|
105,771 |
|
| General, MTA Bridges & Tunnels, Series C-2,
5.00%, 11/15/42 |
|
|
385 |
|
|
|
452,240 |
|
|
|
|
|
|
| SCHEDULES OF INVESTMENTS |
|
|
5 |
|
|
|
|
|
Schedule of Investments (unaudited) (continued)
November 30, 2017 |
|
BlackRock New York Municipal Bond Trust (BQH)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
| Security |
|
Par
(000) |
|
|
Value |
|
| New York (continued) |
|
|
| Transportation (continued) |
|
| Triborough Bridge & Tunnel Authority, Refunding RB (continued) |
|
|
|
|
|
|
|
|
| General, Series A, 5.25%, 11/15/45 |
|
$ |
275 |
|
|
$ |
317,006 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,721,606 |
|
| Utilities — 9.5% |
|
| City of New York New York Municipal Water Finance Authority, RB, Water & Sewer System, 2nd General
Resolution, Fiscal 2017, Series DD, 5.25%, 06/15/47 |
|
|
120 |
|
|
|
143,209 |
|
| City of New York New York Municipal Water Finance Authority, Refunding RB, Water & Sewer System, 2nd
General Resolution, Fiscal 2015, Series HH, 5.00%, 06/15/39 |
|
|
250 |
|
|
|
289,498 |
|
| City of New York New York Water & Sewer System, RB, 2nd General Resolution, Fiscal 2017,
Series DD, 5.00%, 06/15/47 |
|
|
135 |
|
|
|
156,566 |
|
| Long Island Power Authority, RB, General, Electric Systems: |
|
|
|
|
|
|
|
|
| Series A (AGM), 5.00%, 05/01/21 |
|
|
225 |
|
|
|
249,878 |
|
| Series C (CIFG), 5.25%, 09/01/29(b) |
|
|
500 |
|
|
|
613,680 |
|
| Long Island Power Authority, Refunding RB, Electric System: |
|
|
|
|
|
|
|
|
| Series A, 5.50%, 04/01/19 |
|
|
100 |
|
|
|
105,090 |
|
| Series B, 5.00%, 09/01/41(b) |
|
|
50 |
|
|
|
57,720 |
|
| Series B, 5.00%, 09/01/46 |
|
|
255 |
|
|
|
292,261 |
|
| State of New York Environmental Facilities Corp., RB, Green Bond, Series C, 5.00%, 08/15/37 |
|
|
285 |
|
|
|
338,178 |
|
| State of New York Power Authority, Refunding RB, Series A, 5.00%, 11/15/38 |
|
|
600 |
|
|
|
662,460 |
|
|
|
|
|
|
|
|
|
|
| Security |
|
Par
(000) |
|
|
Value |
|
| New York (continued) |
|
|
| Utilities (continued) |
|
| Utility Debt Securitization Authority, Refunding RB, Restructuring, Series E, 5.00%, 12/15/41 |
|
$ |
1,115 |
|
|
$ |
1,275,504 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,184,044 |
|
| Puerto Rico — 1.1% |
|
|
| Tobacco — 1.1% |
|
| Children’s Trust Fund, Refunding RB, Tobacco Settlement Asset-Backed Bonds,
5.63%, 05/15/43 |
|
|
500 |
|
|
|
481,780 |
|
|
|
|
|
|
|
|
|
|
| Total Municipal Bonds — 136.6%
(Cost — $55,486,851) |
|
|
|
60,291,602 |
|
|
|
|
|
|
|
|
|
|
|
| Municipal Bonds Transferred to Tender Option Bond Trusts — 25.6%(e) |
|
|
| New York — 25.6% |
|
| County/City/Special District/School District — 7.5% |
|
| City of New York New York, GO, Sub-Series I-1, 5.00%, 03/01/36 |
|
|
250 |
|
|
|
282,904 |
|
| City of New York New York Convention Center Development Corp., Refunding RB, Hotel Unit Fee Secured, 5.00%,
11/15/32 |
|
|
300 |
|
|
|
348,818 |
|
| Hudson Yards Infrastructure Corp., RB, Fiscal 2012, Series A, 5.75%, 02/15/47(f) |
|
|
700 |
|
|
|
783,487 |
|
| New York Liberty Development Corp., RB, 1 World Trade Center Port Authority Consolidated Bonds, 5.25%,
12/15/43 |
|
|
630 |
|
|
|
702,451 |
|
| New York Liberty Development Corp., Refunding RB, 7 World Trade Center Project, Class 1, 5.00%,
09/15/40 |
|
|
1,050 |
|
|
|
1,165,479 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,283,139 |
|
| State — 3.9% |
|
| City of New York New York Transitional Finance Authority, BARB, Fiscal 2009, Series S-3, 5.25%, 01/15/39 |
|
|
500 |
|
|
|
519,505 |
|
| City of New York New York Transitional Finance Authority, RB, Future Tax Secured,
Sub-Series D-1, 5.00%, 11/01/38 |
|
|
825 |
|
|
|
911,253 |
|
|
|
|
| 6 |
|
2017 BLACKROCK QUARTERLY REPORT TO SHAREHOLDERS |
|
|
|
|
Schedule of Investments (unaudited) (continued)
November 30, 2017 |
|
BlackRock New York Municipal Bond Trust (BQH)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
| Security |
|
Par
(000) |
|
|
Value |
|
| New York (continued) |
|
|
| State (continued) |
|
| Sales Tax Asset Receivable Corp., Refunding RB, Fiscal 2015, Series A, 5.00%, 10/15/31 |
|
$ |
255 |
|
|
$ |
299,876 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,730,634 |
|
| Transportation — 3.8% |
|
| Port Authority of New York & New Jersey, Refunding ARB, 194th Series, 5.25%, 10/15/55 |
|
|
360 |
|
|
|
414,934 |
|
| State of New York Thruway Authority, Refunding RB, Transportation, Personal Income Tax, Series A, 5.00%,
03/15/31 |
|
|
600 |
|
|
|
668,665 |
|
| Triborough Bridge & Tunnel Authority, Refunding RB, Series A, 5.00%, 11/15/46 |
|
|
500 |
|
|
|
576,910 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,660,509 |
|
| Utilities — 10.4% |
|
| City of New York New York Municipal Water Finance Authority, RB, Water & Sewer System, Fiscal 2009,
Series A: |
|
|
|
|
|
|
|
|
| 5.75%, 06/15/18(b) |
|
|
93 |
|
|
|
95,361 |
|
| 5.75%, 06/15/40 |
|
|
312 |
|
|
|
318,890 |
|
| City of New York New York Municipal Water Finance Authority, Refunding RB, Water & Sewer System, 2nd
General Resolution |
|
|
|
|
|
|
|
|
| Fiscal 2011, Series HH, 5.00%, 06/15/32 |
|
|
990 |
|
|
|
1,092,462 |
|
| Fiscal 2012, Series BB, 5.00%, 06/15/44 |
|
|
1,500 |
|
|
|
1,664,080 |
|
| New York State Environmental Facilities Corp., RB, Subordinated SRF Bonds, 4.00%, 06/15/4 |
|
|
511 |
|
|
|
540,788 |
|
|
|
|
|
|
|
|
|
|
| Security |
|
Par
(000)/Shares |
|
|
Value |
|
| New York (continued) |
|
|
| Utilities (continued) |
|
| Utility Debt Securitization Authority, Refunding RB, Restructuring: |
|
|
|
|
|
|
|
|
| 5.00%, 12/15/36 |
|
$ |
496 |
|
|
$ |
591,877 |
|
| Series B, 4.00%, 12/15/35 |
|
|
280 |
|
|
|
302,942 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,606,400 |
|
| Total Municipal Bonds Transferred to Tender Option Bond Trusts — 31.0%
(Cost
— $10,804,761) |
|
|
|
11,280,682 |
|
|
|
|
|
|
|
|
|
|
| Total Long-Term Investments — 162.2%
(Cost — $66,291,612) |
|
|
|
71,572,284 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Short-Term Securities — 1.6% |
|
|
|
|
|
|
|
|
| BlackRock Liquidity Funds, MuniCash, Institutional Class, 1.33%(g)(h) |
|
|
723,449 |
|
|
|
723,666 |
|
|
|
|
|
|
|
|
|
|
| Total Short-Term Securities — 1.6%
(Cost — $723,666) |
|
|
|
723,666 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments — 163.8%
(Cost — $67,015,278) |
|
|
|
72,295,950 |
|
| Other Assets Less Liabilities — 0.7% |
|
|
|
347,460 |
|
| Liability for TOB Trust Certificates, Including Interest Expense and Fees Payable —
(14.8%) |
|
|
|
(6,534,264 |
) |
| VRDP Shares, at Liquidation Value, Net of Deferred Offering
Costs — (49.7%) |
|
|
|
(21,961,068 |
) |
|
|
|
|
|
|
|
|
|
| Net Assets Applicable to Common Shares — 100.0% |
|
|
$ |
44,148,078 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| SCHEDULES OF INVESTMENTS |
|
|
7 |
|
|
|
|
|
Schedule of Investments (unaudited) (continued)
November 30, 2017 |
|
BlackRock New York Municipal Bond Trust (BQH) |
| (a) |
Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.
|
| (b) |
U.S. Government securities, held in escrow, are used to pay interest on this security, as well as to retire the bond in full at the date indicated, typically at a premium to par. |
| (d) |
When-issued security. |
| (e) |
Represent bonds transferred to a TOB Trust in exchange of cash and residual certificates received by the Trust. These bonds serve as collateral in a secured borrowing. |
| (f) |
All or a portion of security is subject to a recourse agreement. The aggregate maximum potential amount the Trust could ultimately be required to pay under the agreement, which expires on February 15, 2019, is $
370,682. |
| (g) |
Annualized 7-day yield as of period end. |
| (h) |
During the period ended November 30, 2017, investments in issuers considered to be an affiliate of the Trust for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Affiliated |
|
Shares
Held at
08/31/17 |
|
|
Net
Activity |
|
|
Shares
Held at
11/30/17 |
|
|
Value at
11/30/17 |
|
|
Income |
|
|
Net Realized
Gain (Loss) (a) |
|
|
Change in
Unrealized
Appreciation
(Depreciation) |
|
| BlackRock Liquidity Funds, MuniCash, Institutional Class |
|
|
225,260 |
|
|
|
498,189 |
|
|
|
723,449 |
|
|
$ |
723,666 |
|
|
$ |
753 |
|
|
$ |
(5 |
) |
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
(a) |
Includes net capital gain distributions, if applicable. |
|
For Trust compliance purposes, the Trust’s sector classifications refer to one
or more of the sector sub-classifications used by one or more widely recognized market indexes or rating group indexes, and/or as defined by the investment adviser. These definitions may not apply for purposes
of this report, which may combine such sector sub-classifications for reporting ease.
Derivative Financial
Instruments Outstanding as of Period End
Futures Contracts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Description |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Notional
Amount (000) |
|
|
Value/
Unrealized
Appreciation
(Depreciation) |
|
| Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 10-Year U.S. Treasury Note |
|
|
5 |
|
|
|
03/20/18 |
|
|
$ |
620 |
|
|
$ |
4,469 |
|
| Long U.S. Treasury Bond |
|
|
9 |
|
|
|
03/20/18 |
|
|
|
1,365 |
|
|
|
14,318 |
|
| 5-Year U.S. Treasury Note |
|
|
8 |
|
|
|
03/29/18 |
|
|
|
931 |
|
|
|
3,535 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total |
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
22,322 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 8 |
|
2017 BLACKROCK QUARTERLY REPORT TO SHAREHOLDERS |
|
|
|
|
Schedule of Investments (unaudited) (continued)
November 30, 2017 |
|
BlackRock New York Municipal Bond Trust (BQH) |
|
|
|
| Portfolio Abbreviations |
|
|
| AGC |
|
Assured Guarantee Corp. |
| AGM |
|
Assured Guaranty Municipal Corp. |
| AMBAC |
|
American Municipal Bond Assurance Corp. |
| AMT |
|
Alternative Minimum Tax (subject to) |
| ARB |
|
Airport Revenue Bonds |
| BARB |
|
Building Aid Revenue Bonds |
| BHAC |
|
Berkshire Hathaway Assurance Corp. |
| CAB |
|
Capital Appreciation Bonds |
| CIFG |
|
CIFG Assurance North America, Inc. |
| EDC |
|
Economic Development Corp. |
| FHA |
|
Federal Housing Administration |
| GO |
|
General Obligation Bonds |
| HFA |
|
Housing Finance Agency |
| NPFGC |
|
National Public Finance Guarantee Corp. |
| PILOT |
|
Payment in Lieu of Taxes |
| RB |
|
Revenue Bonds |
| SONYMA |
|
State of New York Mortgage Agency |
| SRF |
|
State Revolving Fund |
|
|
|
|
|
| SCHEDULES OF INVESTMENTS |
|
|
9 |
|
|
|
|
|
Schedule of Investments (unaudited) (continued)
November 30, 2017 |
|
BlackRock New York Municipal Bond Trust (BQH) |
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of investments and derivative financial instruments. These inputs to
valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:
| |
• |
|
Level 1 — Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Trust has the ability to access |
| |
• |
|
Level 2 — Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar
assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default
rates) or other market-corroborated inputs) |
| |
• |
|
Level 3 — Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Trust’s own
assumptions used in determining the fair value of investments and derivative financial instruments) |
The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities
(Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure
fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in
its entirety. Investments classified within Level 3 have significant unobservable inputs used by the BlackRock Global Valuation Methodologies Committee (the “Global Valuation Committee”) in determining the price for Fair Valued
Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. Level 3 investments may also be adjusted to reflect
illiquidity and/or non-transferability, with the amount of such discount estimated by the Global Valuation Committee in the absence of market information.
Changes in valuation techniques may result in transfers into or out of an assigned level within the hierarchy. In
accordance with the Trust’s policy, transfers between different levels of the fair value hierarchy are deemed to have occurred as of the beginning of the reporting period. The categorization of a value determined for investments and derivative
financial instruments is based on the pricing transparency of the investments and derivative financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the
Trust’s policy regarding valuation of investments and derivative financial instruments, refer to the Trust’s most recent financial statements as contained in its annual report.
|
|
|
| 10 |
|
2017 BLACKROCK QUARTERLY REPORT TO SHAREHOLDERS |
|
|
|
|
Schedule of Investments (unaudited) (continued)
November 30, 2017 |
|
BlackRock New York Municipal Bond Trust (BQH) |
The following tables summarize the Trust’s
investments and derivative financial instruments categorized in the disclosure hierarchy:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
| Assets: |
|
| Investments: |
|
| Long-Term Investments(a) |
|
$ |
— |
|
|
$ |
71,572,284 |
|
|
$ |
— |
|
|
$ |
71,572,284 |
|
| Short-Term Investments |
|
|
723,666 |
|
|
|
— |
|
|
|
— |
|
|
|
723,666 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total |
|
$ |
723,666 |
|
|
$ |
71,572,284 |
|
|
$ |
— |
|
|
$ |
72,295,950 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Derivative Financial
Instruments(b) |
|
| Assets: |
|
| Interest rate contracts |
|
$ |
22,322 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
22,322 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
(a) |
See above schedule of Investments for values in each sector. |
|
| |
(b) |
Derivative financial instruments are futures contracts which are valued at the unrealized appreciation (depreciation) on the instrument and options written are shown
at value. |
|
The Trust may hold assets and/or liabilities in which the fair value approximates
the carrying amount for financial reporting purposes. As of period end, such assets and/or liabilities are categorized within the disclosure hierarchy as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
| Liabilities: |
|
| TOB Trust Certificates |
|
$ |
— |
|
|
$ |
(6,521,464 |
) |
|
$ |
— |
|
|
$ |
(6,521,464 |
) |
| VRDP Shares at Liquidation Value |
|
|
— |
|
|
|
(22,100,000 |
) |
|
|
— |
|
|
|
(22,100,000 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total |
|
$ |
— |
|
|
$ |
(28,621,464 |
) |
|
$ |
— |
|
|
$ |
(28,621,464 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
During the period ended November 30, 2017, there were no transfers between levels.
|
|
|
|
|
| SCHEDULES OF INVESTMENTS |
|
|
11 |
|
Item 2 – Controls and Procedures
| 2(a) – |
The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”)) are effective as of a date within 90 days of the filing of this report based on the evaluation of these controls and
procedures required by Rule 30a-3(b) under the 1940 Act and Rule 13a-15(b) under the Securities Exchange Act of 1934, as amended. |
| 2(b) – |
There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the
registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 3 – Exhibits
| |
Certifications – Attached hereto |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the
registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
|
|
|
| BlackRock New York Municipal Bond Trust |
|
|
| By: |
|
/s/ John M. Perlowski |
|
|
John M. Perlowski |
|
|
Chief Executive Officer (principal executive officer) of |
|
|
BlackRock New York Municipal Bond Trust |
|
|
| Date: |
|
January 22, 2018 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has
been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
|
|
|
| By: |
|
/s/ John M. Perlowski |
|
|
John M. Perlowski |
|
|
Chief Executive Officer (principal executive officer) of |
|
|
BlackRock New York Municipal Bond Trust |
|
|
| Date: |
|
January 22, 2018 |
|
|
| By: |
|
/s/ Neal J. Andrews |
|
|
Neal J. Andrews |
|
|
Chief Financial Officer (principal financial officer) of |
|
|
BlackRock New York Municipal Bond Trust |
|
|
| Date: |
|
January 22, 2018 |