NYCLASS Portfolio Characteristics

Fund Highlights as of August 31, 2023 (Unaudited).

Please refer to the disclosure at the bottom of this webpage for more information.

08.23 - NYCLASS Participant Breakdown by Type

Participant Breakdown
by Entity Type

08.23 - NYCLASS Portfolio Breakdown

Portfolio Breakdown

08.23 - NYCLASS Performance

Performance vs. Benchmark
(Average Monthly Yields)

08.23 - NYCLASS WAM Comparison

Weighted Average Maturity
(In Days)

NYCLASS Prior Month Comparison

Month End Month Ending Assets NAV WAM (Reset)** WAM (Final)**
Jun-23 $8,484,876,933 1.00 33 74
July-23 $8,603,104,793 1.00 39 76
Aug-23 $8,502,651,158 1.00 42 85

 **As of the end of the last day of the month

For more information on historical yields and performance, click here.

Data unaudited. Charts may not equal 100% due to rounding. Performance results for NYCLASS are shown net of all fees and expenses and reflect the reinvestment of dividends and other earnings. Many factors affect performance including changes in market conditions and interest rates and in response to other economic, political, or financial developments. Investment involves risk including the possible loss of principal. No assurance can be given that the performance objectives of a given strategy will be achieved. All comments and discussions presented are purely based on opinion and assumptions, not fact. These assumptions may or may not be correct based on foreseen and unforeseen events. The information presented should not be used in making any investment decisions. This material is not a recommendation to buy, sell, implement, or change any securities or investment strategy, function, or process. Any financial and/or investment decision should be made only after considerable research, consideration, and involvement with an experienced professional engaged for the specific purpose. NYCLASS is not a bank. An investment in NYCLASS is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency. Although NYCLASS seeks to preserve the value of your investment at $1.00 per share, it cannot guarantee it will do so. Past performance is no guarantee of future results. Any financial and/or investment decision may incur losses.

*The benchmark, the S&P AAA & AA Rated GIP Govt 30 Day Net Yield (LGIPG30N) is a performance indicator of rated GIPs that maintain a stable net asset value of $1.00 per share and is an unmanaged market index representative of the LGIP universe. The S&P benchmark utilized in this comparison is comprised of pools that invest in U.S. Government securities, U.S. Treasury securities, Repurchase agreements collateralized by U.S. government and treasury securities or any combination of the above. GIPs in the index include only those rated based on S&P’s money market criteria. Pools rated ‘AAAm’ provide excellent safety and a superior capacity to maintain principal value while those rated ‘AAm’ offer very good safety and a strong capacity to maintain principal value (Source: S&P Global Ratings’ website). The comparison between this index and the portfolio may differ in holdings, duration, fees, and percentage composition of each holding. Such differences may account for variances in yield. Calculation methodology for the LGIPG30N is the monthly average of the each week’s 30-day average rate as provided by Bloomberg.  An investor cannot invest directly in an index.