NPORT-EX 2 NPORT_LCQZ_7428071921.htm BlackRock MuniYield New York Quality Fund

Schedule of Investments  (unaudited)

April 30, 2021

  

BlackRock MuniYield New York Quality Fund, Inc. (MYN)

(Percentages shown are based on Net Assets)

 

Security   Par
(000)
    Value  

Municipal Bonds

 

Guam — 0.1%

 

Utilities — 0.1%  

Guam Government Waterworks Authority, RB, Series A, 5.00%, 01/01/50

  $ 630     $ 764,984  
   

 

 

 
New York — 120.3%            
Corporate — 3.7%            

New York Liberty Development Corp., Refunding RB, 5.25%, 10/01/35

        12,070           17,296,672  

New York State Environmental Facilities Corp., RB, AMT, 2.75%, 09/01/50(a)

    1,160       1,183,815  

New York Transportation Development Corp., RB

   

AMT, 5.00%, 10/01/35

    635       803,065  

AMT, 5.00%, 10/01/40

    1,800       2,238,984  
   

 

 

 
      21,522,536  
County/City/Special District/School District — 27.2%        

City of New York NY, GO, Series F-1, 5.00%, 03/01/50

    2,730       3,470,048  

City of New York, GO

   

Series A-1, 5.00%, 08/01/21(b)

    1,950       1,972,952  

Sub-Series A-1, 5.00%, 08/01/33

    2,100       2,312,058  

Sub-Series D-1, 5.00%, 10/01/21(b)

    2,810       2,865,863  

Sub-Series D-1, 5.00%, 08/01/31

    1,300       1,433,354  

Sub-Series D-1, 5.00%, 10/01/33

    5,540       5,648,030  

City of New York, Refunding GO

   

Series E, 5.50%, 08/01/25

    5,435       6,071,873  

Series E, 5.00%, 08/01/32

    2,040       2,247,386  

Series I, 5.00%, 08/01/22(b)

    490       519,508  

City of Yonkers New York, GO

   

Series B, (AGM, SAW), 4.00%, 02/15/36

    205       245,401  

Series B, (AGM, SAW), 4.00%, 02/15/37

    325       387,998  

Series B, (AGM, SAW), 4.00%, 02/15/38

    355       422,791  

Series B, (AGM, SAW), 3.00%, 02/15/39

    325       351,088  

County of Nassau New York, GO

   

Series A, 5.00%, 01/15/31

    1,770       2,171,471  

Series B, (AGM), 5.00%, 07/01/45

    2,185       2,675,117  

Erie County Industrial Development Agency, RB

   

Series A, (SAW), 5.25%, 05/01/31

    2,305       2,313,621  

Series A, (SAW), 5.25%, 05/01/32

    1,000       1,003,740  

Erie County Industrial Development Agency, Refunding RB

   

Series A, (SAW), 5.00%, 05/01/28

    750       892,740  

Series A, (SAW), 5.00%, 05/01/29

    4,060       4,827,502  

Metropolitan Transportation Authority, Refunding RB

   

Sub-Series B-1, 5.00%, 11/15/31

    3,465       3,860,149  

Sub-Series B-2, 4.00%, 11/15/34

    3,000       3,495,780  

Nassau County Refunding GOL, Series A, (AGM), 4.00%, 04/01/50

    4,575       5,339,986  

New York City Industrial Development Agency,
RB(c)

   

(AGC), 0.00%, 03/01/39

    5,000       3,168,800  

(AGC), 0.00%, 03/01/43

    4,330       2,368,337  

New York City Industrial Development Agency, Refunding RB, 3.00%, 03/01/49

    2,215       2,272,258  

New York City Transitional Finance Authority Future Tax Secured Revenue, RB

   

Series A-1, 5.00%, 11/01/38.

    1,000       1,111,340  

Series A-2, 5.00%, 08/01/38

    4,105       5,068,074  

Sub-Series A-1, 5.00%, 08/01/40

    1,025       1,271,000  

Sub-Series A-3, 4.00%, 08/01/43

    3,320       3,776,467  

Sub-Series B-1, 5.00%, 11/01/35

    2,510       2,846,114  
Security   Par
(000)
    Value  

County/City/Special District/School District (continued)

   

New York City Transitional Finance Authority Future Tax Secured Revenue, RB (continued)

   

Sub-Series B-1, 5.00%, 11/01/36

  $ 1,690     $ 1,915,007  

Sub-Series B-1, 5.00%, 11/01/38

    4,000       4,748,480  

Sub-Series E-1, 5.00%, 02/01/43

    975       1,177,732  

Sub-Series F-1, 5.00%, 05/01/42

    7,175       8,662,090  

New York Convention Center Development Corp., RB, CAB(c)

   

Series B, Sub Lien, 0.00%, 11/15/32

    685       521,799  

Series B, Sub Lien, 0.00%, 11/15/42

    2,640       1,373,750  

Series B, Sub Lien, 0.00%, 11/15/47

    6,740       2,870,162  

Series B, Sub Lien, 0.00%, 11/15/48

    3,550       1,471,156  

Series B, Sub Lien, (AGM-CR), 0.00%, 11/15/56

    7,825       2,887,738  

New York Convention Center Development Corp., Refunding RB

   

5.00%, 11/15/40

    7,370       8,360,675  

5.00%, 11/15/45

        13,995       15,869,630  

New York Liberty Development Corp., Refunding RB

   

5.00%, 11/15/31

    2,570       2,631,089  

5.00%, 11/15/44

    2,000       2,043,540  

5.75%, 11/15/51

    3,000       3,084,960  

Class 1, 4.00%, 09/15/35

    1,090       1,125,785  

Class 2, 5.00%, 09/15/43

    3,725       3,867,667  

Series 1, Class 1, 5.00%, 11/15/44(d)

    6,110       6,652,446  

New York State Dormitory Authority, RB(b)

   

Series A, 5.00%, 07/01/21

    1,500       1,511,565  

Series A, 5.00%, 02/15/23

    6,500       7,061,015  

New York State Dormitory Authority, Refunding RB, Series A, 5.00%, 07/01/22(b)

    1,490       1,573,708  

Trust for Cultural Resources of The City of New York, Refunding RB, Series A,
5.00%, 08/01/23(b)

    750       831,300  
   

 

 

 
          156,652,140  
Education — 14.3%            

Albany Capital Resource Corp., Refunding RB

   

Series A, 5.00%, 12/01/31

    250       274,173  

Series A, 5.00%, 12/01/32

    100       109,416  

Series A, 4.00%, 12/01/34

    110       113,724  

Build NYC Resource Corp., Refunding RB 4.00%, 08/01/42

    975       1,096,602  

Series A, 5.00%, 06/01/43

    525       581,921  

Dutchess County Local Development Corp., RB

   

5.00%, 07/01/43

    685       851,085  

5.00%, 07/01/48

    1,030       1,266,076  

Dutchess County Local Development Corp., Refunding RB

   

5.00%, 07/01/42

    1,180       1,443,116  

4.00%, 07/01/46

    2,235       2,512,274  

Hempstead Town Local Development Corp., Refunding

   

RB, 5.00%, 07/01/47

    1,645       1,993,707  

Madison County Capital Resource Corp., RB

   

Series B, 5.00%, 07/01/40

    815       954,169  

Series B, 5.00%, 07/01/43

    2,940       3,442,181  

Monroe County Industrial Development Corp., RB, Series B, 4.50%, 07/01/21(b)

    3,885       3,911,884  

Monroe County Industrial Development Corp., Refunding RB

   

Series A, 5.00%, 07/01/23(b)

    1,440       1,590,408  

Series A, 4.00%, 07/01/39

    500       554,305  

New York State Dormitory Authority, RB (AGM), 5.75%, 05/01/21

    2,075       2,075,000  
 

 

 

SCHEDULE OF INVESTMENTS

  1


Schedule of Investments  (unaudited) (continued)

April 30, 2021

  

BlackRock MuniYield New York Quality Fund, Inc. (MYN)

(Percentages shown are based on Net Assets)

 

Security   Par
(000)
    Value  
Education (continued)            

New York State Dormitory Authority, RB (continued)

   

1st Series, (AMBAC), 5.50%, 07/01/40

  $ 4,580     $ 6,790,033  

Series A, 5.00%, 07/01/21(b)

    325       327,486  

Series A, 5.50%, 07/01/21(b)

    1,550       1,563,082  

Series B, 5.00%, 07/01/22(b)

    3,840       4,055,731  

New York State Dormitory Authority, Refunding RB 5.00%, 07/01/44

    2,130       2,425,218  

Series A, 5.00%, 07/01/22(b)

    8,730       9,220,404  

Series A, 5.25%, 07/01/23(b)

        12,930           14,350,102  

Series A, 5.00%, 07/01/35

    1,380       1,612,765  

Series A, 4.00%, 07/01/37

    240       268,697  

Series A, 5.00%, 07/01/37

    2,240       2,611,638  

Series A, 5.00%, 07/01/38

    1,475       1,802,642  

Series A, 5.00%, 07/01/43

    2,520       2,921,436  

Series A, 5.00%, 07/01/46

    2,490       2,990,565  

Onondaga County Trust for Cultural Resources, RB, 5.00%, 12/01/21(b)

    2,340       2,405,450  

St. Lawrence County Industrial Development Agency, RB, 5.38%, 09/01/41

    500       506,745  

Troy Capital Resource Corp., Refunding RB, 4.00%, 09/01/40

    985       1,158,202  

Trust for Cultural Resources of The City of New York, Refunding RB

   

Series A, 5.00%, 07/01/37

    2,265       2,574,399  

Series A, 5.00%, 07/01/41

    825       933,479  

Yonkers Economic Development Corp., Refunding RB

   

Series A, 5.00%, 10/15/40

    380       442,453  

Series A, 5.00%, 10/15/50

    645       733,726  
   

 

 

 
      82,464,294  
Health — 7.0%            

Dutchess County Local Development Corp., RB, Series B, 4.00%, 07/01/41

    2,870       3,160,387  

Huntington Local Development Corp., RB, Series A, 5.25%, 07/01/56

    285       300,236  

Monroe County Industrial Development Corp., RB

   

4.00%, 12/01/41

    855       949,743  

5.00%, 12/01/46

    1,280       1,498,125  

Monroe County Industrial Development Corp., Refunding RB

   

3.00%, 12/01/40

    1,270       1,352,842  

4.00%, 12/01/46

    2,910       3,340,825  

Series A, 5.00%, 12/01/32

    830       885,751  

Series A, 5.00%, 12/01/37

    350       372,635  

New York State Dormitory Authority, RB

   

Series C, 4.25%, 05/01/39

    1,000       1,035,150  

Series D, 4.25%, 05/01/39

    300       310,545  

New York State Dormitory Authority, Refunding RB 4.00%, 07/01/45

    815       922,115  

1st Series, 5.00%, 07/01/42

    2,625       3,197,250  

Series A, 5.00%, 05/01/21

    4,000       4,000,000  

Series A, 5.25%, 05/01/21

    9,220       9,220,000  

Series A, 5.00%, 05/01/32

    3,525       4,089,176  

Oneida County Local Development Corp., Refunding RB, (AGM), 3.00%, 12/01/44

    2,775       2,913,028  
Security   Par
(000)
    Value  
Health (continued)            

Suffolk County Economic Development Corp., RB, Series C, 5.00%, 07/01/32

  $ 625     $ 709,963  

Westchester County Healthcare Corp., Refunding RB, Series A, Senior Lien, 5.00%, 11/01/21(b)

    1,790       1,832,835  
   

 

 

 
          40,090,606  
Housing — 9.1%            

New York City Housing Development Corp., RB, M/F Housing 4.00%, 11/01/43

    790       858,106  

Series A, (HUD SECT 8), 2.70%, 08/01/45

    275       278,020  

Series A, 2.90%, 11/01/50

    900       918,873  

Series B-1, 5.25%, 07/01/32

    6,865       7,485,665  

Series B-1, 5.00%, 07/01/33

    1,675       1,817,978  

Series D-1-B, 4.20%, 11/01/40

    550       584,903  

Series G-1, 3.90%, 05/01/45

    550       571,346  

Series H, 2.55%, 11/01/45

    1,265       1,271,780  

Series H, 2.60%, 11/01/50

        2,175       2,179,306  

Series I-1, 2.55%, 11/01/45

    3,820       3,828,671  

Series I-1-A, 3.95%, 11/01/36

    550       598,812  

Series I-1-A, 4.05%, 11/01/41

    550       598,477  

New York City Housing Development Corp., Refunding RB, Series F-1-A, 3.30%, 11/01/46

    560       578,351  

New York City Housing Development Corp., Refunding RB, M/F Housing

   

Series B-1-A, 3.65%, 11/01/49

    1,245       1,317,372  

Series B-1-A, 3.75%, 11/01/54

    1,725       1,827,689  

Series D-1-B, (FHA 542 (C)), 2.50%, 11/01/55

    2,730       2,634,122  

New York State Housing Finance Agency, RB, M/F Housing Series B, (FHLMC SONYMA COLL, FNMA, GNMA), 4.00%, 11/01/42

    1,045       1,133,459  

Series D, (SONYMA), 3.80%, 11/01/49

    2,050       2,220,027  

Series E, (SONYMA), 3.80%, 11/01/49

    1,130       1,223,722  

Series H, 4.15%, 11/01/43

    1,650       1,834,998  

Series H, 4.20%, 11/01/48

    1,095       1,211,793  

Series M-1, (SONYMA FHA 542(C)), 2.65%, 11/01/54

    765       773,178  

Series P, 3.15%, 11/01/54

    1,315       1,365,378  

Series A, AMT, 4.65%, 11/15/38

    1,500       1,504,080  

State of New York Mortgage Agency Refunding RB, 2.50%, 10/01/46

    3,630       3,599,363  

State of New York Mortgage Agency, RB, S/F Housing, Series 225, 2.45%, 10/01/45

    500       490,975  

State of New York Mortgage Agency, Refunding RB

   

Series 218, AMT, 3.60%, 04/01/33

    1,095       1,192,718  

Series 218, AMT, 3.85%, 04/01/38

    295       320,810  

State of New York Mortgage Agency, Refunding RB, S/F Housing

   

Series 190, 3.80%, 10/01/40

    1,680       1,754,726  

Series 194, AMT, 3.80%, 04/01/28

    3,780       4,103,417  

Yonkers Industrial Development Corp., RB, AMT, (SONYMA), 5.25%, 04/01/37

    2,445       2,452,311  
   

 

 

 
      52,530,426  
Other — 0.2%            

New York City Industrial Development Agency, Refunding RB, Series A, AMT, 5.00%, 07/01/28

    930       975,421  
   

 

 

 
 

 

 

2  


Schedule of Investments  (unaudited) (continued)

April 30, 2021

  

BlackRock MuniYield New York Quality Fund, Inc. (MYN)

(Percentages shown are based on Net Assets)

 

Security   Par
(000)
    Value  
State — 12.1%            

New York City Transitional Finance Authority Building Aid Revenue, RB

   

Series S-1, Subordinate, (SAW), 5.00%, 07/15/37

  $     2,000     $ 2,318,080  

Series S-3, Subordinate, (SAW), 5.25%, 07/15/36

    1,910       2,440,846  

New York City Transitional Finance Authority Building Aid Revenue, Refunding RB, Series S-3, Subordinate, (SAW), 4.00%, 07/15/38

    6,070       7,112,401  

New York State Dormitory Authority, RB

   

Series 2015B-C, 5.00%, 03/15/37

    2,000       2,367,020  

Series A, 5.00%, 03/15/39

    1,610       1,994,677  

Series A, 5.00%, 03/15/41

    8,550           10,358,753  

Series A, 5.00%, 02/15/42

    3,000       3,572,010  

Series B, 5.00%, 03/15/37

    1,000       1,040,260  

Series B, 5.00%, 03/15/39

    2,280       2,767,213  

Series B, 5.00%, 03/15/42

    7,500       7,792,125  

Series C, 4.00%, 03/15/45

    3,900       4,384,068  

New York State Dormitory Authority, Refunding RB

   

Series A, 4.00%, 03/15/46

    6,200       7,224,612  

Series B, 5.00%, 02/15/37

    2,130       2,614,447  

Series B, 4.00%, 02/15/46

    2,835       3,188,496  

Series E, 5.00%, 03/15/41

    3,335       4,139,669  

New York State Urban Development Corp., RB, Series C, 5.00%, 03/15/32

    2,000       2,172,820  

Sales Tax Asset Receivable Corp., Refunding RB, Series A, 4.00%, 10/15/32

    3,835       4,286,188  
   

 

 

 
      69,773,685  
Tobacco — 2.7%            

Chautauqua Tobacco Asset Securitization Corp., Refunding RB

   

4.75%, 06/01/39

    2,190       2,273,395  

5.00%, 06/01/48

    820       847,363  

New York Counties Tobacco Trust VI, Refunding RB

   

Series A-2-B, 5.00%, 06/01/45

    2,460       2,638,818  

Series A-2-B, 5.00%, 06/01/51

    800       844,816  

Series B, 5.00%, 06/01/41

    655       762,807  

Niagara Tobacco Asset Securitization Corp., Refunding RB

   

5.25%, 05/15/34

    1,650       1,863,576  

5.25%, 05/15/40

    2,250       2,455,740  

TSASC, Inc., Refunding RB, Series A, 5.00%, 06/01/35 .

    310       374,334  

Westchester Tobacco Asset Securitization Corp., Refunding RB, Sub-Series C, 4.00%, 06/01/42

    3,200       3,478,432  
   

 

 

 
      15,539,281  
Transportation — 26.5%            

Buffalo & Fort Erie Public Bridge Authority, RB

   

5.00%, 01/01/42

    1,250       1,469,250  

5.00%, 01/01/47

    1,545       1,810,215  

Hudson Yards Infrastructure Corp., Refunding RB

   

Series A, 5.00%, 02/15/39

    800       959,120  

Series A, 5.00%, 02/15/42

    6,225       7,427,919  

Series A, 4.00%, 02/15/44

    2,685       3,010,422  

Metropolitan Transportation Authority, RB

   

Series A, 5.00%, 11/15/21(b)

    1,000       1,025,820  

Series A, 5.00%, 05/15/23(b)

    1,000       1,098,380  

Series A, 5.00%, 11/15/42

    3,500       4,235,280  

Series A-1, 5.25%, 11/15/23(b)

    5,405       6,098,785  

Series D, 5.25%, 11/15/21(b)

    3,450       3,543,525  

Series E, 5.00%, 11/15/38

    7,785       8,548,631  

Series H, 5.00%, 11/15/22(b)

    930       999,015  
Security   Par
(000)
    Value  
Transportation (continued)            
Metropolitan Transportation Authority, RB (continued)            

Series H, 5.00%, 11/15/31

  $ 760     $ 812,417  

Sub-Series B-3, 5.00%, 11/15/23(b)

    3,250       3,646,662  

Metropolitan Transportation Authority, Refunding RB

   

Series A, 5.00%, 11/15/41

    4,000       4,251,600  

Series A, (AGM), 4.00%, 11/15/46

    1,035       1,166,652  

Series C-1, 4.75%, 11/15/45

    1,795       2,159,116  

Series C-1, 5.00%, 11/15/56

    2,350       2,711,124  

Sub-Series B-1, 5.00%, 11/15/51

    2,815       3,338,393  

MTA Hudson Rail Yards Trust Obligations, Refunding RB, Series A, 5.00%, 11/15/56

    5,655       6,172,263  

New York Liberty Development Corp., ARB, 5.25%, 12/15/43

    3,500       3,604,720  

New York State Thruway Authority, RB, Series A, Junior Lien, 5.00%, 01/01/41

    2,110       2,504,528  

New York State Thruway Authority, Refunding RB

   

Series I, 5.00%, 01/01/22(b)

    7,475       7,714,200  

Series J, 5.00%, 01/01/41

    6,275       6,994,868  

Series K, 5.00%, 01/01/29

    2,225       2,580,177  

Series K, 5.00%, 01/01/31

    1,500       1,737,090  

Series L, 5.00%, 01/01/34

    840       1,042,600  

Series L, 5.00%, 01/01/35

    970       1,203,237  

New York Transportation Development Corp., ARB

   

Series A, AMT, (AGM-CR), 4.00%, 07/01/41

    1,575       1,698,952  

Series A, AMT, 5.00%, 07/01/41

    2,155       2,423,944  

Series A, AMT, 5.00%, 07/01/46

    1,735       1,943,339  

Series A, AMT, 5.25%, 01/01/50

        10,730           12,084,126  

New York Transportation Development Corp., RB, AMT, 4.00%, 04/30/53

    1,840       2,083,414  

New York Transportation Development Corp., Refunding RB

   

Series A, Class A, AMT, 4.00%, 12/01/41

    275       315,183  

Series A, Class A, AMT, 4.00%, 12/01/42

    275       314,424  

Niagara Frontier Transportation Authority, Refunding ARB

   

AMT, 5.00%, 04/01/34

    125       153,386  

AMT, 5.00%, 04/01/35

    110       133,848  

AMT, 5.00%, 04/01/36

    120       144,858  

AMT, 5.00%, 04/01/37

    140       168,209  

AMT, 5.00%, 04/01/38

    70       83,713  

AMT, 5.00%, 04/01/39

    95       113,060  

Port Authority of New York & New Jersey, ARB, Consolidated, 220th Series, AMT, 4.00%, 11/01/59

    5,895       6,637,239  

Port Authority of New York & New Jersey, Refunding ARB

   

Consolidated, 183th Series, 4.00%, 06/15/44

    1,500       1,628,325  

Series 179, 5.00%, 12/01/38

    1,390       1,550,489  

178th Series, AMT, 5.00%, 12/01/43

    750       830,303  

195th Series, AMT, 5.00%, 04/01/36

    1,500       1,831,575  

Consolidated, 169th Series, AMT, 5.00%, 10/15/41

    1,000       1,020,020  

Consolidated, 177th Series, AMT, 4.00%, 01/15/43

    735       775,469  

Consolidated, 186th Series, AMT, 5.00%, 10/15/44

    1,000       1,138,690  

Series 178th, AMT, 5.00%, 12/01/33

    1,140       1,268,512  

State of New York Thruway Authority, RB, Series B, Subordinate, 4.00%, 01/01/53

    985       1,122,457  

Triborough Bridge & Tunnel Authority, RB

   

Series A, 4.00%, 11/15/54

    1,150       1,333,517  

Series B, 5.00%, 11/15/40

    1,010       1,199,830  

Series B, 5.00%, 11/15/45

    1,500       1,761,495  
 

 

 

SCHEDULE OF INVESTMENTS

  3


Schedule of Investments  (unaudited) (continued)

April 30, 2021

  

BlackRock MuniYield New York Quality Fund, Inc. (MYN)

(Percentages shown are based on Net Assets)

 

Security   Par
(000)
    Value  
Transportation (continued)            

Triborough Bridge & Tunnel Authority, Refunding RB

   

Series A, 5.00%, 11/15/38.

  $ 1,000     $ 1,069,470  

Series A, 5.25%, 11/15/45.

    1,460       1,714,142  

Series A, 5.00%, 11/15/50

    4,500       5,189,130  

Series C, 5.00%, 11/15/37

    1,050       1,324,754  

Triborough Bridge & Tunnel Authority, Refunding RB, CAB, Series B, 0.00%, 11/15/32(c)

    9,700       7,898,031  
   

 

 

 
          152,819,913  
Utilities — 17.5%            

Long Island Power Authority, RB

   

5.00%, 09/01/35

    2,000       2,535,780  

5.00%, 09/01/36

    975       1,208,513  

5.00%, 09/01/37

    3,825       4,832,390  

5.00%, 09/01/42

    335       411,862  

5.00%, 09/01/47

    1,075       1,311,876  

Series A, (AGM), 5.00%, 05/01/21

    3,775       3,775,000  

Long Island Power Authority, Refunding RB

   

Series B, 5.00%, 09/01/41

    590       711,705  

Series B, 5.00%, 09/01/46

    825       989,068  

New York City Water & Sewer System, RB

   

Series DD, 5.25%, 06/15/47.

    4,140       5,108,346  

Series DD-1, 4.00%, 06/15/49

    1,365       1,559,867  

Series DD-1, 3.00%, 06/15/50

    970       1,029,830  

Series CC-1, Subordinate, 3.00%, 06/15/51

    2,730       2,945,670  

Series CC-1, Subordinate, 4.00%, 06/15/51

    5,455       6,453,974  

New York City Water & Sewer System, Refunding RB

   

Series EE, 5.00%, 06/15/40

    5,170       6,408,112  

Series HH, 5.00%, 06/15/39

    3,000       3,504,990  

Sub-Series AA-1, 3.00%, 06/15/50

    1,700       1,835,932  

New York Power Authority, Refunding RB, Series A, 5.00%, 11/15/21(b)

    4,920       5,047,034  

New York State Environmental Facilities Corp., RB

   

Series B, 5.00%, 09/15/40

    1,195       1,397,230  

Series B, 5.00%, 03/15/45

    5,145       5,998,401  

Series B, Subordinate, 5.00%, 06/15/48

    1,345       1,680,873  

New York State Environmental Facilities Corp., Refunding RB

   

Series A, 5.00%, 06/15/40

    4,275       5,041,123  

Series A, 5.00%, 06/15/45

        18,920       22,231,379  

Series B, 5.00%, 06/15/36

    2,100       2,111,550  

Utility Debt Securitization Authority, Refunding RB, Series TE, Restructured, 5.00%, 12/15/41

    9,960       11,119,942  

Western Nassau County Water Authority, RB, Series A, 5.00%, 04/01/40

    1,185       1,363,070  
   

 

 

 
      100,613,517  
   

 

 

 

Total Municipal Bonds in New York

      692,981,819  
Puerto Rico — 4.6%            
State — 4.6%            

Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue, RB

   

Series A-1, Restructured, 4.75%, 07/01/53

    724       803,763  

Series A-1, Restructured, 5.00%, 07/01/58

    1,042       1,170,593  

Series A-2, Restructured, 4.33%, 07/01/40

    1,378       1,506,181  

Series A-2, Restructured, 4.78%, 07/01/58

    123       136,930  

Series B-1, Restructured, 4.75%, 07/01/53

    746       826,083  

Series B-1, Restructured, 5.00%, 07/01/58

    9,024       10,138,464  
Security   Par
(000)
    Value  
State (continued)            

Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue, RB (continued)

   

Series B-2, Restructured, 4.33%, 07/01/40

  $ 7,120     $ 7,783,655  

Series B-2, Restructured, 4.78%, 07/01/58

    722       801,218  

Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue, RB, CAB, Series A-1, Restructured, 0.00%, 07/01/46(c)

        10,522       3,317,692  
   

 

 

 

Total Municipal Bonds in Puerto Rico

      26,484,579  
   

 

 

 

Total Municipal Bonds — 125.0%
(Cost: $656,030,878)

 

        720,231,382  
   

 

 

 
Municipal Bonds Transferred to Tender Option Bond Trusts(e)  
New York — 35.4%            
County/City/Special District/School District — 2.9%            

City of New York, GO, Sub-Series I-1, 5.00%, 03/01/36

    3,500       3,931,725  

Hudson Yards Infrastructure Corp., RB, 5.75%, 02/15/47(f)

    3,645       3,662,213  

New York City Transitional Finance Authority Future Tax Secured Revenue, RB

   

Sub-Series D-1, 5.00%, 11/01/38

    4,125       4,221,814  

Sub-Series F-1, 5.00%, 05/01/38

    4,123       5,035,641  
   

 

 

 
      16,851,393  
Education(b) — 1.3%            

New York State Dormitory Authority, RB, Series A, 5.00%, 07/01/21

    5,198       5,237,840  

Trust for Cultural Resources of The City of New York, Refunding RB, Series A, 5.00%, 08/01/23

    1,981       2,196,004  
   

 

 

 
      7,433,844  
Health — 1.2%            

County of Monroe New York Industrial Development Corp., 4.00%, 07/01/50

    5,892       6,835,146  
   

 

 

 
Housing — 3.8%            

New York City Housing Development Corp., RB, M/F Housing, Series C-1A, 4.00%, 11/01/53

    2,733       2,894,182  

New York City Housing Development Corp., Refunding RB, Series A, 4.25%, 11/01/43

    4,370       4,851,836  

New York City Housing Development Corp., Refunding RB, M/F Housing, Series B-1-A, 3.85%, 05/01/58

    2,625       2,791,451  

New York State Housing Finance Agency, RB, M/F Housing, Series I, 4.05%, 11/01/48

    5,457       5,978,494  

New York State Housing Finance Agency, Refunding RB, Series C, 3.85%, 11/01/39

    2,412       2,671,721  

State of New York Mortgage Agency, Refunding RB, S/F Housing, Series 192, 3.80%, 10/01/31

    2,471       2,670,499  
   

 

 

 
      21,858,183  
State — 5.3%            

New York State Dormitory Authority, RB, Series A, 5.00%, 03/15/32

    2,000       2,514,560  

New York State Dormitory Authority, Refunding RB, Series A, 5.00%, 03/15/40(f)

    3,549       4,414,987  

New York State Thruway Authority, Refunding RB, Series A, 5.00%, 03/15/31

    3,940       4,009,265  
 

 

 

4  


Schedule of Investments  (unaudited) (continued)

April 30, 2021

  

BlackRock MuniYield New York Quality Fund, Inc. (MYN)

(Percentages shown are based on Net Assets)

 

Security   Par
(000)
    Value  
State (continued)            

New York State Urban Development Corp., Refunding RB, Series A, 5.00%, 03/15/45

  $ 1,001     $ 1,166,198  

Sales Tax Asset Receivable Corp., Refunding RB

   

Series A, 5.00%, 10/15/31

    7,995       9,215,517  

Series A, 4.00%, 10/15/32

    8,000       8,941,200  
   

 

 

 
      30,261,727  
Transportation — 14.4%            

New York Liberty Development Corp., ARB, 5.25%, 12/15/43

    18,000       18,538,038  

New York Liberty Development Corp., Refunding RB, Class 1, 5.00%, 09/15/40

    3,645       3,792,003  

New York State Thruway Authority, Refunding RB, Subordinate, Series B, 4.00%, 01/01/45(f)

    5,953       6,846,819  

Port Authority of New York & New Jersey, ARB, AMT, Series 221, 4.00%, 07/15/60

    2,805       3,182,357  

Port Authority of New York & New Jersey, Refunding ARB
194th Series, 5.25%, 10/15/55

    3,900       4,637,568  

Consolidated, 169th Series, AMT, 5.00%, 10/15/26

    6,000       6,126,600  

Consolidated, Series 211, 5.00%, 09/01/48

    4,760       5,908,969  

Series 169th, AMT, 5.00%, 10/15/25

    7,990       8,158,751  

Triborough Bridge & Tunnel Authority, Refunding RB

   

Series A, 5.00%, 11/15/46.

    15,000       17,766,000  

Series C-2, 5.00%, 11/15/42

    6,675       8,190,025  
   

 

 

 
      83,147,130  
Utilities — 6.5%            

New York City Water & Sewer System, Refunding RB 5.00%, 06/15/38(f)

    1,391       1,704,502  

Series BB, 5.00%, 06/15/44

    3,991       4,104,497  

Series HH, 5.00%, 06/15/32

    9,900       9,955,935  

New York Power Authority, Refunding RB, Series A, 4.00%, 11/15/60

    6,557       7,580,145  

Utility Debt Securitization Authority, Refunding RB

   

Series A, Restructured, 5.00%, 12/15/35

    3,500       4,234,930  

Series B, 4.00%, 12/15/35

    2,980       3,432,811  

Series TE, Restructured, 5.00%, 12/15/41

    5,998       6,696,740  
   

 

 

 
      37,709,560  
   

 

 

 
Total Municipal Bonds in New York         204,096,983  
   

 

 

 

Total Municipal Bonds Transferred to Tender Option Bond Trusts — 35.4%
(Cost: $192,454,245)

 

    204,096,983  
   

 

 

 

Total Long-Term Investments — 160.4%
(Cost: $848,485,123)

 

    924,328,365  
   

 

 

 
Security  

    

Shares

    Value  
Short-Term Securities  
Money Market Funds — 0.8%            

BlackRock Liquidity Funds New York Money Fund Portfolio, 0.01%(g)(h)

    4,604,531     $ 4,604,531  
   

 

 

 

Total Short-Term Securities — 0.8%
(Cost: $4,604,531)

 

    4,604,531  
   

 

 

 

Total Investments — 161.2%
(Cost: $853,089,654)

 

    928,932,896  

Other Assets Less Liabilities — 1.3%

 

    7,802,108  

Liability for TOB Trust Certificates, Including Interest Expense and Fees Payable — (19.6)%

 

    (113,047,808

VRDP Shares at Liquidation Value, Net of Deferred Offering Costs — (42.9)%

 

    (247,400,601
   

 

 

 

Net Assets Applicable to Common Shares — 100.0%

 

  $ 576,286,595  
   

 

 

 

 

(a) 

Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available.

(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.

(c) 

Zero-coupon bond.

(d) 

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.

(e) 

Represent bonds transferred to a TOB Trust in exchange of cash and residual certificates received by the Fund. These bonds serve as collateral in a secured borrowing.

(f) 

All or a portion of the security is subject to a recourse agreement. The aggregate maximum potential amount the Fund could ultimately be required to pay under the agreements, which expire between June 15, 2025 to February 15, 2047, is $9,199,441.

(g) 

Affiliate of the Fund.

(h) 

Annualized 7-day yield as of period end.

 

 

For Fund compliance purposes, the Fund’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.

 

 

SCHEDULE OF INVESTMENTS

  5


Schedule of Investments  (unaudited) (continued)

April 30, 2021

  

BlackRock MuniYield New York Quality Fund, Inc. (MYN)

 

Affiliates

Investments in issuers considered to be affiliate(s) of the Fund during the period ended April 30, 2021 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer    Value at
07/31/20
     Purchases
at Cost
     Proceeds
from Sales
     Net
Realized
Gain (Loss)
     Change in
Unrealized
Appreciation
(Depreciation)
     Value at
04/30/21
     Shares
Held at
04/30/21
     Income      Capital Gain
Distributions
from
Underlying
Funds
 

BlackRock Liquidity Funds New York Money Fund Portfolio

   $ 2,482,990      $ 2,122,175 (a)     $      $ (634    $      $ 4,604,531        4,604,531      $ 455      $  
           

 

 

    

 

 

    

 

 

       

 

 

    

 

 

 

 

  (a) 

Represents net amount purchased (sold).

 

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.

     196        06/21/21      $ 25,897      $ (106,586

U.S. Long Treasury Bond

     88        06/21/21        13,844        (150,128
           

 

 

 
            $ (256,714
           

 

 

 

Fair Value Hierarchy as of Period End

Various inputs are used in determining the fair value of 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 Fund 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); and

 

   

Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the BlackRock Global Valuation Methodologies Committee’s (the “Global Valuation Committee’s”) assumptions used in determining the fair value of 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 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. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund’s policy regarding valuation of financial instruments, refer to its most recent financial statements.

The following table summarizes the Fund’s financial instruments categorized in the fair value hierarchy. The breakdown of the Fund’s financial instruments into major categories is disclosed in the Schedule of Investments above.

 

      Level 1        Level 2        Level 3        Total  

Assets

                 

Investments

                 

Long-Term Investments

                 

Municipal Bonds

   $        $ 720,231,382        $        $ 720,231,382  

Municipal Bonds Transferred to Tender Option Bond Trusts.

              204,096,983                   204,096,983  

Short-Term Securities

                 

Money Market Funds

     4,604,531                            4,604,531  
  

 

 

      

 

 

      

 

 

      

 

 

 
   $ 4,604,531        $ 924,328,365        $             —        $ 928,932,896  
  

 

 

      

 

 

      

 

 

      

 

 

 

 

 

6  


Schedule of Investments  (unaudited) (continued)

April 30, 2021

  

BlackRock MuniYield New York Quality Fund, Inc. (MYN)

 

Fair Value Hierarchy as of Period End (continued)

 

      Level 1        Level 2        Level 3        Total  

Derivative Financial Instruments(a)

                 

Liabilities

                 

Interest Rate Contracts

   $ (256,714      $             —        $             —        $ (256,714
  

 

 

      

 

 

      

 

 

      

 

 

 

 

  (a) 

Derivative financial instruments are futures contracts. Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

 

The Fund 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 fair value hierarchy as follows:

 

      Level 1        Level 2        Level 3        Total  

Liabilities

                 

TOB Trust Certificates

   $        $ (113,014,394      $        $ (113,014,394

VRDP Shares at Liquidation Value

              (247,700,000                 (247,700,000
  

 

 

      

 

 

      

 

 

      

 

 

 
   $             —        $ (360,714,394      $         —        $ (360,714,394
  

 

 

      

 

 

      

 

 

      

 

 

 

 

Portfolio Abbreviation
AGC    Assured Guaranty Corp.
AGM    Assured Guaranty Municipal Corp.
AGM-CR    AGM Insured Custodial Receipt
AMBAC    AMBAC Assurance Corp.
AMT    Alternative Minimum Tax
ARB    Airport Revenue Bonds
CAB    Capital Appreciation Bonds
CR    Custodian Receipt
FHA    Federal Housing Administration
FHLMC    Federal Home Loan Mortgage Corp.
FNMA    Federal National Mortgage Association
GNMA    Government National Mortgage Association
GO    General Obligation Bonds
GOL    General Obligation Ltd.
M/F    Multi-Family
RB    Revenue Bond
S/F    Single-Family
SAW    State Aid Withholding
SONYMA    State of New York Mortgage Agency

 

 

SCHEDULE OF INVESTMENTS

  7