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: 811-05987

Morgan Stanley New York Municipal Money Market Trust

(Exact name of registrant as specified in charter)

522 Fifth Avenue, New York, New York                    10036

    (Address of principal executive offices)              (Zip code)

Kevin Klingert

522 Fifth Avenue, New York, New York 10036

(Name and address of agent for service)

Registrant’s telephone number, including area code: 201-830-8894

Date of fiscal year end: December 31, 2013

Date of reporting period: March 28, 2013

Item 1. Schedule of Investments.

The Fund’s schedule of investments as of the close of the reporting period prepared pursuant to Rule 12-12 of Regulation S-X is as follows:

Morgan Stanley New York Municipal Money Market Trust

Portfolio of Investments ¡ March 28, 2013 (unaudited) R

 

PRINCIPAL
    AMOUNT (000)     		            COUPON
RATE (a) 		    DEMAND
DATE (b) 		   MATURITY
DATE 		   VALUE  
   Weekly Variable Rate Bonds (75.8%)           
  $9,575      

Amherst Development Corporation, NY, Student Housing Facility South Lake Village Ser 2010 B

     0.12 %    04/04/13    10/01/35    $ 9,575,000   
  9,880      

Deutsche Bank SPEARS, NY, New York State Dormitory Authority Personal Income Tax Ser 2011 C SPEARS Ser DB 1072X (c)

     0.14      04/04/13    03/15/41      9,880,000   
  14,315      

Dutchess County Industrial Development Agency, NY, Marist College Ser 2000 A

     0.12      04/04/13    07/01/31      14,315,000   
  10,600      

Long Island Power Authority, NY, Electric System Ser 2012 C

     0.11      04/04/13    05/01/33      10,600,000   
   Metropolitan Transportation Authority, NY,           
  18,700      

Dedicated Tax Ser 2008 B-1

     0.11      04/04/13    11/01/34      18,700,000   
  31,400      

Ser 2002 G Subser G-1

     0.11      04/04/13    11/01/26      31,400,000   
  10,000      

Ser 2005 E Subser E-1

     0.13      04/04/13    11/01/35      10,000,000   
  1,000      

Nassau County Industrial Development Agency, NY, Cold Spring Harbor Laboratory Ser 1999

     0.13      04/04/13    01/01/34      1,000,000   
  

New York City Cultural Resources Trust, NY,

          
  30,690      

American Museum of Natural History Ser 2008 B1

     0.11      04/04/13    04/01/44      30,690,000   
  4,800      

American Museum of Natural History Ser 2008 B3

     0.12      04/04/13    04/01/29      4,800,000   
  1,400      

Julliard School Ser 2009 A ROCs II-R Ser 11927 (c)

     0.13      04/04/13    01/01/33      1,400,000   
  31,400      

New York Botanical Garden Ser 2009 A

     0.12      04/04/13    07/01/32      31,400,000   
  6,700      

The Metropolitan Museum of Art Ser 2006 A-1

     0.12      04/04/13    10/01/36      6,700,000   
  

New York City Health & Hospitals Corporation, NY,

          
  8,800      

Health System Ser 2008 B

     0.12      04/04/13    02/15/31      8,800,000   
  12,370      

Health System Ser 2008 C

     0.11      04/04/13    02/15/31      12,370,000   
  

New York City Housing Development Corporation, NY,

          
  19,900      

245 East 124th Street Ser 2008 A

     0.12      04/04/13    11/01/46      19,900,000   
  16,735      

James Tower Development 2002 Ser A

     0.10      04/04/13    06/15/32      16,735,000   
  30,500      

Multi Family Monterey Ser 1997 A

     0.10      04/04/13    11/15/19      30,500,000   
  

New York City Industrial Development Agency, NY,

          
  4,580      

Auditory & Oral School Ser 2006

     0.12      04/04/13    12/01/32      4,580,000   
  9,585      

Civic Facilities New York Law School Ser 2006 B-1

     0.11      04/04/13    07/01/36      9,585,000   
  4,500      

New York Stock Exchange Ser 2003 B

     0.13      04/04/13    05/01/33      4,500,000   
   New York City Municipal Water Finance Authority, NY,           
  7,150      

Second General Fiscal 2011 Ser FF-1

     0.15      04/04/13    06/15/44      7,150,000   
  4,500      

Water & Sewer System Fiscal 2008 Subser B-1A

     0.10      04/04/13    06/05/24      4,500,000   
  4,500      

Water & Sewer System Fiscal 2008 Subser B-1B

     0.10      04/04/13    06/15/24      4,500,000   
   New York City Transitional Finance Authority, NY,           
  10,000      

Future Tax Fiscal 1999 2nd Ser Subser A-2

     0.11      04/04/13    11/15/22      10,000,000   
  2,200      

Future Tax Fiscal 2010 Ser F Subser F-5

     0.12      04/04/13    02/01/35      2,200,000   
  2,400      

Future Tax Fiscal 2012 Ser D-1 ROCs II-R Ser 11994 (c)

     0.12      04/04/13    11/01/19      2,400,000   
  9,200      

Future Tax Fiscal 2013 Ser A Subser A-7

     0.11      04/04/13    08/01/39      9,200,000   
  12,275      

Recovery Fiscal 2003 Ser 3 Subser 3G

     0.12      04/04/13    11/01/22      12,275,000   
   New York City, NY,           
  33,800      

Fiscal 2003 Subser C-5

     0.10      04/04/13    08/01/20      33,800,000   
  6,400      

Fiscal 2004 Subser A-5

     0.11      04/04/13    08/01/31      6,400,000   
  21,275      

Fiscal 2004 Subser A-6

     0.11      04/04/13    08/01/31      21,275,000   

Morgan Stanley New York Municipal Money Market Trust

Portfolio of Investments ¡ March 28, 2013 (unaudited) R continued

 

PRINCIPAL

    AMOUNT (000)    

            COUPON
RATE (a) 		    DEMAND
DATE (b) 		   MATURITY
DATE 		   VALUE  
  $25,800      

Fiscal 2006 Subser F-4 A

     0.11 %    04/04/13    09/01/35    $ 25,800,000   
  25,500      

Fiscal 2006 Subser F-4 B

     0.12      04/04/13    09/01/35      25,500,000   
  18,735      

Fiscal 2008 Subser B-3

     0.10      04/04/13    09/01/27      18,735,000   
  19,320      

Fiscal 2008 Subser J-9

     0.10      04/04/13    08/01/27      19,320,000   
  24,300      

Fiscal 2010 Subser G-4

     0.11      04/04/13    03/01/39      24,300,000   
  6,200      

Fiscal 2013 Ser D & E ROCs II-R Ser 14045 (c)

     0.13      04/04/13    08/01/20      6,200,000   
  

New York State Dormitory Authority,

          
  9,060      

Catholic Health System Ser 2006 A

     0.12      04/04/13    07/01/25      9,060,000   
  6,770      

Catholic Health System Ser 2008

     0.12      04/04/13    07/01/34      6,770,000   
  10,000      

City University System Cons 5th Ser 2008 C

     0.13      04/04/13    07/01/31      10,000,000   
  5,000      

Columbia University Ser 2003 B

     0.11      04/04/13    07/01/28      5,000,000   
  36,900      

Columbia University Ser 2009 A

     0.10      04/04/13    09/01/39      36,900,000   
  29,500      

Cornell University Ser 2004 A

     0.11      04/04/13    07/01/33      29,500,000   
  18,200      

Cornell University Ser 2004 B

     0.11      04/04/13    07/01/33      18,200,000   
  11,090      

Mental Health Services Facilities Ser 2003D-2E

     0.10      04/04/13    02/15/31      11,090,000   
  5,240      

Mental Health Services Facilities Ser 2003D-2F

     0.11      04/04/13    02/15/31      5,240,000   
  28,305      

Mental Health Services Facilities Ser 2003D-2H

     0.10      04/04/13    02/15/31      28,305,000   
  15,660      

New York Law School Ser 2009

     0.11      04/04/13    07/01/38      15,660,000   
  5,900      

Oxford University Press Ser 1996

     0.11      04/04/13    07/01/25      5,900,000   
  20,000      

Personal Income Tax Education Ser 2006 D Eagle #20060164 Class A (c)

     0.15      04/04/13    03/15/36      20,000,000   
  11,000      

Personal Income Tax Education Ser 2006 D ROCs II-R Ser 12106 (c)

     0.12      04/04/13    04/01/15      11,000,000   
  2,300      

Personal Income Tax Ser 2011 A ROCs II-R Ser 11975 (c)

     0.12      04/04/13    03/15/19      2,300,000   
  11,390      

Pratt Institute Ser 2009 A

     0.12      04/04/13    07/01/28      11,390,000   
  7,570      

Pratt Institute Ser 2009 B

     0.12      04/04/13    07/01/34      7,570,000   
  28,900      

Rockefeller University Ser 2008 A

     0.12      04/04/13    07/01/39      28,900,000   
  28,050      

Rockefeller University Ser 2009 B

     0.11      04/04/13    07/01/40      28,050,000   
  5,400      

Rockefeller University Ser 2009-C ROCs II-R Ser 11944 (c)

     0.12      04/04/13    07/01/34      5,400,000   
  2,613      

The Metropolitan Museum of Art Ser A

     0.15      04/04/13    07/01/15      2,613,000   
  4,790      

The Metropolitan Museum of Art Ser B

     0.15      04/04/13    07/01/23      4,790,000   
  3,230      

Wagner College Ser 2009

     0.10      04/04/13    07/01/38      3,230,000   
  3,495      

New York State Environmental Facilities Corporation, Clean Water & Drinking Ser 2008 B PUTTERs Ser 2900 (c)

     0.13      04/04/13    12/15/15      3,495,000   
  

New York State Housing Finance Agency,

          
  21,290      

80 DeKalb Avenue 2009 Ser A

     0.11      04/04/13    05/01/42      21,290,000   
  21,340      

80 DeKalb Avenue 2009 Ser B

     0.11      04/04/13    05/01/42      21,340,000   
  19,750      

Avalon Bowery Place I Ser 2010 A

     0.11      04/04/13    11/01/37      19,750,000   
  31,025      

Related-Taconic West 17th Street Ser 2009 A

     0.11      04/04/13    05/15/39      31,025,000   
  12,000      

Riverside Center 2 Ser 2012 A

     0.12      04/04/13    11/01/46      12,000,000   
  18,305      

New York State Local Government Assistance Corporation, Ser 2008 B

     0.11      04/04/13    04/01/21      18,305,000   
  

New York State Mortgage Agency,

          
  5,000      

Homeowner Mortgage Ser 129 (AMT)

     0.12      04/04/13    10/01/35      5,000,000   
  15,000      

Homeowner Mortgage Ser 159

     0.12      04/04/13    10/01/38      15,000,000   
  2,800      

New York State Thruway Authority, Highway & Bridge Trust Fund Ser 2011 A-1 ROCs II-R Ser 11997 (c)

     0.13      04/04/13    04/01/19      2,800,000   
  7,420      

New York State Urban Development Corporation, Personal Income Tax Ser B PUTTERs Ser 2887 (c)

     0.13      04/04/13    03/15/15      7,420,000   

Morgan Stanley New York Municipal Money Market Trust

Portfolio of Investments ¡ March 28, 2013 (unaudited) R continued

 

PRINCIPAL
    AMOUNT (000)     		            COUPON
RATE (a) 		    DEMAND
DATE (b) 		    MATURITY
DATE 		   VALUE  
  $9,600      

Service Contract Ser 2008-A-1

     0.11 %      04/04/13      01/01/30    $ 9,600,000   
  15,200      

Service Contract Ser 2008-A-5

     0.11        04/04/13      01/01/30      15,200,000   
  30,000      

Triborough Bridge & Tunnel Authority, NY, Subser 2001 B

     0.11        04/04/13      01/01/32      30,000,000   
  7,210      

Wells Fargo Stage Trust, NY, New York City Municipal Water Finance Authority Ser 2012 FF Stage Trust Ser 54C (c)

     0.13        04/04/13      06/15/45      7,210,000   
            

 

 

 
  

Total Weekly Variable Rate Bonds
(Cost $1,047,288,000)

            1,047,288,000   
            

 

 

 
            COUPON
RATE 		    YIELD TO
MATURITY
ON DATE OF
PURCHASE 		            
   Commercial Paper (8.8%)          
  

Long Island Power Authority, NY,

         
  21,192      

Electric System Ser 2008 CP-3

     0.10 %      0.10 %    04/02/13      21,192,000   
  21,193      

Electric System Ser 2008 CP-3

     0.14        0.14      05/08/13      21,193,000   
  

Metropolitan Transportation Authority, NY,

         
  27,420      

Ser CP-2 Subser B

     0.14        0.14      04/05/13      27,420,000   
  5,000      

Ser CP-2 Subser B

     0.15        0.15      05/09/13      5,000,000   
  10,000      

Ser CP-2 Subser C

     0.16        0.16      06/04/13      10,000,000   
  24,000      

Ser CP-2 Subser C

     0.19        0.19      04/03/13      24,000,000   
  

New York State Power Authority,

         
  10,000      

Ser 2

     0.13        0.13      04/11/13      10,000,000   
  3,330      

Ser 2

     0.14        0.14      04/11/13      3,330,000   
            

 

 

 
   Total Commercial Paper (Cost $122,135,000)             122,135,000   
            

 

 

 
            COUPON
RATE (a) 		    DEMAND
DATE (b) 		            
   Daily Variable Rate Bonds (7.0%)          
  11,650      

New York City Cultural Resources Trust, NY, Lincoln Center Ser 2008 A-1 (c)

     0.15 %      04/01/13      12/01/35      11,650,000   
  7,450      

New York City Municipal Water Finance Authority, NY, Second General Fiscal 2007 Ser CC-1

     0.15        04/01/13      06/15/38      7,450,000   
  18,500      

New York City Transitional Finance Authority, NY, Future Tax Fiscal 2010 Ser G Subser G5

     0.12        04/02/13      05/01/34      18,500,000   
  

New York City, NY,

         
  26,600      

Fiscal 2006 Subser I-8

     0.15        04/01/13      04/01/36      26,600,000   
  1,900      

Fiscal 2013 Ser F Subser F-3

     0.15        04/01/13      03/01/42      1,900,000   
  14,000      

Fiscal 2008 Ser J Subser J-3

     0.12        04/02/13      08/01/23      14,000,000   
  15,800      

New York State Mortgage Agency, Homeowner Mortgage Ser 135 (AMT)

     0.15        04/01/13      04/01/37      15,800,000   
            

 

 

 
   Total Daily Variable Rate Bonds (Cost $95,900,000)             95,900,000   
            

 

 

 
            COUPON
RATE 		    YIELD TO
MATURITY
ON DATE OF
PURCHASE 		            
   Municipal Bonds & Notes (4.4%)          
  13,185      

Hempstead Union Free School District, NY, Ser 2012 BANs, dtd 07/19/12

     1.50 %      0.29 %    07/19/13      13,233,792   
  2,159      

Lewiston Town, NY, Ser 2012 BANs, dtd 07/26/12

     1.25        0.45      07/25/13      2,164,727   
  7,340      

Mount Vernon City School District, NY, Ser 2012 BANs, dtd 08/23/12

     1.25        0.45      08/23/13      7,363,531   
  25,000      

New York State Thruway Authority, General Ser 2013 A BANs, dtd 02/07/13

     1.00        0.25      07/31/13      25,063,604   

Morgan Stanley New York Municipal Money Market Trust

Portfolio of Investments ¡ March 28, 2013 (unaudited) R continued

 

PRINCIPAL
    AMOUNT (000)     		            COUPON
RATE 		    YIELD TO
MATURITY
ON DATE OF
PURCHASE 		    MATURITY
DATE 		    VALUE  
  $2,257      

Ossining Village, NY, Ser 2012 A BANs, dtd 11/20/12

     1.00 %      0.48 %      11/20/13      $ 2,264,076   
  5,000      

Schenectady Metroplex Development Authority, NY, Ser 2013 BANs, dtd 01/24/13

     1.25        0.43        01/23/14        5,033,544   
  3,325      

Southeast Town, NY, Ser 2012 BANs, dtd 10/11/12

     1.25        0.52        07/11/13        3,331,903   
  2,500      

Tompkins County, NY, Ser 2012 BANs, dtd 07/27/12

     1.25        0.38        07/26/13        2,507,062   
           

 

 

 
  

Total Municipal Bonds & Notes (Cost $60,962,239)

           60,962,239   
           

 

 

 
            COUPON
RATE (a) 		    DEMAND
DATE (b) 		             
   Closed-End Investment Companies (2.6%)         
  34,500      

Nuveen New York Performance Plus Municipal Fund, Inc., VRDP Ser 1-890 (AMT) (c)

     0.23 %      04/04/13        03/01/40        34,500,000   
  2,000      

Nuveen New York Quality Income Municipal Fund, Inc., VRDP Ser 1-1617 (AMT) (c)

     0.20        04/04/13        12/01/40        2,000,000   
           

 

 

 
  

Total Closed-End Investment Companies
(Cost $36,500,000)

           36,500,000   
           

 

 

 
   Put Option Bond (1.2%)         
  16,175      

New York Liberty Development Corporation, NY, 3 World Trade Center Ser 2011 A
(Cost $16,175,000)

     0.25        08/22/13        12/01/49        16,175,000   
           

 

 

 
  

Total Investments (Cost $1,378,960,239) (d)

         99.8 %      1,378,960,239   
  

Other Assets in Excess of Liabilities

         0.2        2,185,984   
         

 

 

   

 

 

 
  

Net Assets

         100.0 %    $ 1,381,146,223   
         

 

 

   

 

 

 

 

              
R   

March 28, 2013 represents the last business day of the Fund’s quarterly period.

AMT   

Alternative Minimum Tax.

BANs   

Bond Anticipation Notes.

    PUTTERS       

Puttable Tax-Exempt Receipts.

ROCs   

Reset Option Certificates.

VRDP   

Variable Rate Demand Preferred.

(a)   

Rate shown is the rate in effect at March 28, 2013.

(b)   

Date on which the principal amount can be recovered through demand.

(c)   

144A security - Certain conditions for public sale may exist. Unless otherwise noted, these securities are deemed to be liquid.

(d)   

Cost is the same for federal income tax purposes.

Morgan Stanley New York Municipal Money Market Trust

Notes to Portfolio of Investments ¡ March 28, 2013 (unaudited)

Valuation of Investments - Portfolio securities are valued at amortized cost, which approximates fair value, in accordance with Rule 2a-7 under the Investment Company Act of 1940. Investments in mutual funds, including the Morgan Stanley Institutional Liquidity Funds, are valued at the net asset value as of the close of each business day.

Fair Valuation Measurements

Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) 820, Fair Value Measurements and Disclosures (“ASC 820”), defines fair value as the value that the Fund would receive to sell an investment or pay to transfer a liability in a timely transaction with an independent buyer in the principal market, or in the absence of a principal market the most advantageous market for the investment or liability. ASC 820 establishes a three-tier hierarchy to distinguish between (1) inputs that reflect the assumptions market participants would use in valuing an asset or liability developed based on market data obtained from sources independent of the reporting entity (observable inputs); and (2) inputs that reflect the reporting entity’s own assumptions about the assumptions market participants would use in valuing an asset or liability developed based on the best information available in the circumstances (unobservable inputs) and to establish classification of fair value measurements for disclosure purposes. Various inputs are used in determining the value of the Fund’s investments. The inputs are summarized in the three broad levels listed below.

• Level 1 – unadjusted quoted prices in active markets for identical investments

• Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 – significant unobservable inputs including the Fund’s own assumptions in determining the fair value of investments. Factors considered in making this determination may include, but are not limited to, information obtained by contacting the issuer, analysts, or the appropriate stock exchange (for exchange-traded securities), analysis of the issuer’s financial statements or other available documents and, if necessary, available information concerning other securities in similar circumstances

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities and the determination of the significance of a particular input to the fair value measurement in its entirety requires judgment and considers factors specific to each security.

The following is a summary of the inputs used to value the Fund’s investments as of March 28, 2013.

 

Investment Type    Level 1
Unadjusted
quoted
prices 		     Level 2
Other
significant
observable
inputs 		     Level 3
Significant
unobservable
inputs 		     Total  

Assets:

           

Weekly Variable Rate Bonds

   $  —               $ 1,047,288,000       $  —               $ 1,047,288,000   

Commercial Paper

     —                 122,135,000         —                 122,135,000   

Daily Variable Rate Bonds

     —                 95,900,000         —                 95,900,000   

Municipal Bonds & Notes

     —                 60,962,239         —                 60,962,239   

Closed-End Investment Companies

     —                 36,500,000         —                 36,500,000   

Put Option Bond

     —                 16,175,000         —                 16,175,000   

Total Assets

   $ —               $   1,378,960,239       $ —               $   1,378,960,239   

Transfers between investment levels may occur as the markets fluctuate and/or the availability of data used in an investment’s valuation changes. The Fund recognizes transfers between the levels as of the end of the period. As of March 28, 2013, the Fund did not have any investments transfer between investment levels.

Item 2. Controls and Procedures.

(a) The Fund’s principal executive officer and principal financial officer have concluded that the Fund’s disclosure controls and procedures are sufficient to ensure that information required to be disclosed by the Fund in this Form N-Q was recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission’s rules and forms, based upon such officers’ evaluation of these controls and procedures as of a date within 90 days of the filing date of the report.

(b) There were no changes in the Fund’s internal control over financial reporting that occurred during the registrant’s fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Fund’s internal control over financial reporting.

Item 3. Exhibits.

(a) A separate certification for each principal executive officer and principal financial officer of the registrant are attached hereto.

SIGNATURES

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.

Morgan Stanley New York Municipal Money Market Trust

/s/ Kevin Klingert

Kevin Klingert

Principal Executive Officer

May 21, 2013

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

/s/ Kevin Klingert

Kevin Klingert

Principal Executive Officer

May 21, 2013

/s/ Francis Smith

Francis Smith

Principal Financial Officer

May 21, 2013

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