NPORT-EX 2 NPORT_LCQZ_69069515_1021.htm BlackRock MuniYield New York Quality Fund

Schedule of Investments  (unaudited)

October 31, 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      $ 743,575  
    

 

 

 

New York — 123.9%

 

Corporate — 3.7%  

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

    12,210        16,819,690  

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

    1,160        1,196,700  

New York Transportation Development Corp., RB

    

AMT, 5.00%, 10/01/35

    635        784,343  

AMT, 5.00%, 10/01/40

    1,800        2,192,091  
    

 

 

 
       20,992,824  

County/City/Special District/School District — 28.8%

 

  

City of New York, GO

    

Series A-1, 5.00%, 08/01/47

    2,725        3,441,593  

Series F-1, 4.00%, 03/01/40

    1,450        1,705,676  

Series F-1, 5.00%, 03/01/50

    2,730        3,402,953  

Sub-Series A-1, 5.00%, 08/01/33

    2,100        2,265,469  

Sub-Series D-1, 5.00%, 08/01/31

    1,300        1,403,735  

Sub-Series D-1, 5.00%, 10/01/33

    5,540        5,559,545  

City of New York, Refunding GO

    

Series E, 5.50%, 08/01/25

    5,435        5,926,672  

Series E, 5.00%, 08/01/32

    2,040        2,201,635  

Series I, 5.00%, 08/01/22(b)

    490        507,365  

City of Yonkers New York, GO

    

Series B, (AGM, SAW), 4.00%, 02/15/36

    205        244,290  

Series B, (AGM, SAW), 4.00%, 02/15/37

    325        385,230  

Series B, (AGM, SAW), 4.00%, 02/15/38

    355        420,401  

Series B, (AGM, SAW), 3.00%, 02/15/39

    325        350,389  

County of Nassau New York, GO

    

Series A, 5.00%, 01/15/31

    1,770        2,126,363  

Series B, (AGM), 5.00%, 07/01/45

    2,185        2,643,616  

County of Nassau New York, Refunding GO, Series A,

    

(AGM), 4.00%, 04/01/50

    4,575        5,327,752  

Erie County Industrial Development Agency, Refunding RB

    

Series A, (SAW), 5.00%, 05/01/28

    750        876,233  

Series A, (SAW), 5.00%, 05/01/29

    4,060        4,737,914  

Hudson Yards Infrastructure Corp. Refunding RB, 4.00%, 02/15/44

    1,090        1,284,440  

Hudson Yards Infrastructure Corp., Refunding RB

    

Series A, 5.00%, 02/15/39

    800        949,403  

Series A, 5.00%, 02/15/42

    6,225        7,345,133  

Series A, 4.00%, 02/15/44

    2,685        3,006,483  

Ithaca City School District, Refunding GO

    

(BAM, SAW), 2.00%, 06/15/33

    450        448,409  

(BAM, SAW), 2.00%, 06/15/34

    880        866,913  

Mahopac Central School District, Refunding GO, (SAW), 2.00%, 06/01/32

    820        839,219  

New York City Industrial Development Agency, RB,

    

(AGC), 0.00%, 03/01/43(c)

    4,330        2,460,046  

New York City Industrial Development Agency, RB,

    

CAB, (AGC), 0.00%, 03/01/39(c)

    5,000        3,236,195  
Security   Par
(000)
     Value  

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

    

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

  $ 2,215      $ 2,257,871  

Series A, AMT, 5.00%, 07/01/28

    930        955,758  

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

    

Series A-1, 5.00%, 11/01/38

    1,000        1,087,075  

Series A-2, 5.00%, 08/01/38

    4,105        4,958,150  

Sub-Series A-1, 5.00%, 08/01/40

    1,025        1,257,906  

Sub-Series A-3, 4.00%, 08/01/43

    3,320        3,739,416  

Sub-Series B-1, 5.00%, 11/01/35

    2,510        2,782,596  

Sub-Series B-1, 5.00%, 11/01/36

    1,690        1,872,243  

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

    4,000        4,642,372  

Sub-Series E-1, 5.00%, 02/01/43

    975        1,155,236  

Sub-Series F-1, 5.00%, 05/01/42

    7,175        8,532,790  

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

    

Series B, Sub Lien, 0.00%, 11/15/32

    685        537,864  

Series B, Sub Lien, 0.00%, 11/15/42

    2,640        1,443,431  

Series B, Sub Lien, 0.00%, 11/15/47

    6,740        3,015,227  

Series B, Sub Lien, 0.00%, 11/15/48

    3,550        1,573,413  

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

    7,825        2,814,339  

New York Convention Center Development Corp., Refunding RB

    

5.00%, 11/15/40

    7,370        8,404,394  

5.00%, 11/15/45

    13,995        15,824,314  

New York Liberty Development Corp., Refunding RB
5.00%, 11/15/31

    2,570        2,574,480  

5.00%, 11/15/44

    2,000        2,003,488  

2.88%, 11/15/46

    2,000        2,003,894  

5.75%, 11/15/51

    3,000        3,006,045  

Class 1, 4.00%, 09/15/35

    1,090        1,104,496  

Class 2, 5.00%, 09/15/43

    3,725        3,780,875  

Series 1, Class 1, 5.00%, 11/15/44(d)

    6,110        6,673,959  

New York State Dormitory Authority, RB, Series A, 5.00%, 02/15/23(b)

    6,500        6,893,334  

South Glens Falls Central School District, Refunding GO

    

Series A, (SAW), 2.00%, 07/15/34

    1,400        1,381,526  

Series A, (SAW), 2.00%, 07/15/35

    830        811,677  

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

    750        811,185  
    

 

 

 
       161,862,426  
Education — 14.4%             

Albany Capital Resource Corp., Refunding RB
4.00%, 07/01/41(e)

    880        951,482  

4.00%, 07/01/51(e)

    915        972,928  

Series A, 5.00%, 12/01/31

    250        282,283  

Series A, 5.00%, 12/01/32

    100        112,791  

Series A, 4.00%, 12/01/34

    110        120,467  

Build NYC Resource Corp., RB,
Series A, 4.00%, 06/15/56

    530        560,921  

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

    975        1,089,474  

Series A, 5.00%, 06/01/43

    525        578,203  

Dutchess County Local Development Corp., RB
5.00%, 07/01/43

    685        833,840  

5.00%, 07/01/48

    1,030        1,248,926  
 

 

 

1

 


Schedule of Investments  (unaudited) (continued)

October 31, 2021

  

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

(Percentages shown are based on Net Assets)

 

Security   Par
(000)
     Value  
Education (continued)  

Dutchess County Local Development Corp., Refunding RB
5.00%, 07/01/42

  $ 1,180      $ 1,410,631  

4.00%, 07/01/46

    2,235        2,521,156  

Hempstead Town Local Development Corp., Refunding RB
5.00%, 07/01/47

    1,645        1,964,148  

Series A, 3.00%, 07/01/51

    2,815        3,004,345  

Madison County Capital Resource Corp., RB

    

Series B, 5.00%, 07/01/40

    815        930,198  

Series B, 5.00%, 07/01/43

    2,940        3,346,805  

Monroe County Industrial Development Corp., Refunding RB

    

Series A, 5.00%, 07/01/23(b)

    1,440        1,552,035  

Series A, 4.00%, 07/01/39

    500        545,783  

New York State Dormitory Authority, RB 1st Series, (AMBAC), 5.50%, 07/01/40

    4,580        6,584,350  

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

    3,840        3,961,033  

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

    2,130        2,356,121  

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

    10,220        10,542,127  

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

    12,930        13,989,575  

Series A, 5.00%, 07/01/35

    1,380        1,584,204  

Series A, 4.00%, 07/01/37

    240        263,916  

Series A, 5.00%, 07/01/37

    2,240        2,553,398  

Series A, 5.00%, 07/01/38

    1,475        1,775,959  

Series A, 5.00%, 07/01/43

    2,520        2,872,780  

Series A, 5.00%, 07/01/46

    2,490        2,964,467  

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

    2,340        2,348,986  

Troy Capital Resource Corp., Refunding RB 4.00%, 09/01/30

    230        276,005  

4.00%, 09/01/31

    130        155,700  

4.00%, 09/01/32

    190        225,983  

4.00%, 09/01/33

    55        65,098  

4.00%, 09/01/34

    85        100,167  

4.00%, 09/01/35

    100        117,505  

4.00%, 09/01/36

    155        181,622  

4.00%, 09/01/40

    985        1,142,666  

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

    

Series A, 5.00%, 07/01/37

    2,265        2,519,004  

Series A, 5.00%, 07/01/41

    825        914,993  

Yonkers Economic Development Corp., Refunding RB

    

Series A, 5.00%, 10/15/40

    380        449,874  

Series A, 5.00%, 10/15/50

    645        752,494  
    

 

 

 
       80,724,443  

Health — 5.2%

    

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

    2,870        3,133,357  

Dutchess County Local Development Corp., Refunding RB

    

Series B, 4.00%, 07/01/37

    340        387,987  

Series B, 4.00%, 07/01/38

    360        409,336  

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

    285        310,235  

Monroe County Industrial Development Corp., RB
4.00%, 12/01/41

    855        933,146  

5.00%, 12/01/46

    1,280        1,476,334  
Security   Par
(000)
     Value  
Health (continued)  

Monroe County Industrial Development Corp., RB (continued)

    

Series A, 5.00%, 12/01/37

  $ 350      $ 365,901  

Monroe County Industrial Development Corp., Refunding RB
3.00%, 12/01/40

    1,270        1,316,013  

4.00%, 12/01/46

    2,910        3,276,366  

Series A, 5.00%, 12/01/32

    830        868,529  

New York State Dormitory Authority, RB

    

Series C, 4.25%, 05/01/39

    1,000        1,018,432  

Series D, 4.25%, 05/01/39

    300        305,530  

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

    815        867,975  

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

    2,625        3,153,402  

Series A, 5.00%, 05/01/32

    3,525        4,036,407  

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

    3,070        3,200,616  

Suffolk County Economic Development Corp., RB,

    

Series C, 5.00%, 07/01/32

    625        696,635  

Westchester County Healthcare Corp., Refunding RB,

    

Series A, Senior Lien, 5.00%, 11/01/21(b)

    1,790        1,790,000  

Westchester County Local Development Corp., Refunding RB,
5.00%, 07/01/46(d)(e)

    1,360        1,429,434  
    

 

 

 
       28,975,635  

Housing — 9.4%

    

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

    790        846,267  

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

    275        276,165  

Series A, 2.90%, 11/01/50

    900        909,353  

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

    6,865        7,342,701  

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

    1,675        1,783,017  

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

    550        575,540  

Series F-1, (FHA), 2.60%, 11/01/56

    5,455        5,257,976  

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

    550        565,372  

Series H, 2.55%, 11/01/45

    1,265        1,246,451  

Series H, 2.60%, 11/01/50

    2,175        2,121,138  

Series I-1, (FHA 542 (C)), 2.55%, 11/01/45

    3,820        3,764,511  

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

    550        587,683  

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

    550        588,747  

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

    560        573,893  

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

    

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

    1,245        1,303,307  

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

    1,725        1,808,261  

New York State Housing Finance Agency, RB, M/F Housing

    

Series B, (FHLMC SONYMA, FNMA, GNMA), 4.00%, 11/01/42

    1,045        1,111,207  

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

    2,050        2,162,162  

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

    1,130        1,191,826  

Series H, 4.15%, 11/01/43

    1,650        1,792,958  

Series H, 4.20%, 11/01/48

    1,095        1,183,329  

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

    765        732,907  

Series P, 3.15%, 11/01/54

    1,315        1,330,071  

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

    1,500        1,503,442  

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

    500        486,075  
 

 

 

C H E D U L E  O F  N V E S T M E N T  S  

2


Schedule of Investments  (unaudited) (continued)

October 31, 2021

  

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

(Percentages shown are based on Net Assets)

 

Security   Par
(000)
    Value  
Housing (continued)  

State of New York Mortgage Agency, Refunding RB

   

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

  $ 1,095     $ 1,171,059  

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

    185       194,116  

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

   

Series 190, 3.80%, 10/01/40

    1,680       1,699,372  

Series 231, 2.50%, 10/01/46

    3,630       3,535,003  

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

    2,485       2,585,126  

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

    2,445       2,451,670  
   

 

 

 
      52,680,705  
State — 13.0%  

County of Suffolk New York, Refunding GO, Catholic

   

Health Services, (BAM), 2.00%, 06/15/34

    3,955       3,822,029  

New York City Transitional Finance Authority Building Aid Revenue, RB

   

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

    2,000       2,262,294  

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

    1,910       2,382,973  

New York City Transitional Finance Authority Building Aid Revenue, Refunding RB, Series S-3,

   

Subordinate, (SAW), 4.00%, 07/15/38

    6,070       6,958,769  

New York State Dormitory Authority, RB
Series 2015B-C, 5.00%, 03/15/37

    2,000       2,313,162  

Series A, 5.00%, 03/15/39

    1,610       1,969,341  

Series A, 5.00%, 03/15/41

    8,550       10,185,598  

Series A, 5.00%, 02/15/42

    3,000       3,539,121  

Series B, 5.00%, 03/15/37

    1,000       1,016,952  

Series B, 5.00%, 03/15/39

    2,280       2,733,563  

Series B, 5.00%, 03/15/42

    7,500       7,624,403  

Series C, 4.00%, 03/15/45

    3,900       4,384,598  

New York State Dormitory Authority, Refunding RB

   

Series A, 4.00%, 03/15/46

    6,200       7,106,496  

Series B, 5.00%, 02/15/37

    2,130       2,564,090  

Series B, 4.00%, 02/15/46

    2,835       3,172,286  

Series E, 5.00%, 03/15/41

    3,335       4,112,235  

New York State Urban Development Corp., RB,

   

Series C, 5.00%, 03/15/32

    2,000       2,124,860  

Sales Tax Asset Receivable Corp., Refunding RB,

   

Series A, 4.00%, 10/15/24(b)

    3,835       4,237,245  

Town of Oyster Bay New York, Refunding GO,
Series A, (AGM), 2.00%, 03/01/35

    765       744,755  
   

 

 

 
      73,254,770  
Tobacco — 2.7%  

Chautauqua Tobacco Asset Securitization Corp., Refunding RB

   

4.75%, 06/01/39

    2,190       2,261,749  

5.00%, 06/01/48

    820       844,667  

New York Counties Tobacco Trust VI, Refunding RB Series A-2-B, 5.00%, 06/01/45

    2,460       2,782,014  

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

    800       893,978  

Series B, 5.00%, 06/01/41

    655       733,238  

Niagara Tobacco Asset Securitization Corp., Refunding RB
5.25%, 05/15/34

    1,650       1,832,011  

5.25%, 05/15/40

    2,250       2,436,678  
Security   Par
(000)
    Value  
Tobacco (continued)  

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

  $ 310     $ 365,576  

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

    2,910       3,148,763  
   

 

 

 
      15,298,674  
Transportation — 28.7%  

Buffalo & Fort Erie Public Bridge Authority, RB 5.00%, 01/01/42

    1,250       1,472,395  

5.00%, 01/01/47

    1,545       1,813,232  

Metropolitan Transportation Authority, RB
Series A, 5.00%, 11/15/21(b)

    1,000       1,001,722  

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

    1,000       1,071,986  

Series A, 5.00%, 11/15/42

    3,500       4,174,565  

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

    5,405       5,943,603  

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

    3,450       3,456,257  

Series E, 5.00%, 11/15/38

    7,785       8,344,165  

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

    930       975,528  

Series H, 5.00%, 11/15/31

    760       794,261  

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

    3,250       3,557,385  

Metropolitan Transportation Authority, Refunding RB Series A, 5.00%, 11/15/41

    4,000       4,160,036  

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

    1,035       1,169,732  

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

    1,795       2,100,611  

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

    2,350       2,660,590  

Sub-Series B-1, 5.00%, 11/15/31

    3,465       3,783,513  

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

    2,815       3,291,670  

Sub-Series B-2, 4.00%, 11/15/34

    3,000       3,432,189  

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

    5,655       6,046,479  

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

    3,500       3,519,642  

New York Liberty Development Corp., Refunding RB, 3.00%, 11/15/51

    5,825       5,939,199  

New York State Thruway Authority RB,
3.00%, 01/01/51

    5,025       5,199,910  

New York State Thruway Authority, RB

   

Series N, 5.00%, 01/01/35

    550       690,747  

Series A, Junior Lien, 5.00%, 01/01/41

    2,110       2,428,559  

New York State Thruway Authority, Refunding RB Series I, 5.00%, 01/01/22(b)

    7,475       7,533,366  

Series J, 5.00%, 01/01/41

    6,275       6,840,836  

Series K, 5.00%, 01/01/29

    2,225       2,534,179  

Series K, 5.00%, 01/01/31

    1,500       1,701,719  

Series L, 5.00%, 01/01/34

    840       1,023,134  

Series L, 5.00%, 01/01/35

    970       1,181,364  

Series B, Subordinate, 3.00%, 01/01/53

    250       259,453  

Series B, Subordinate, 4.00%, 01/01/53

    985       1,112,845  

New York Transportation Development Corp., ARB

   

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

    1,575       1,687,989  

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

    2,155       2,387,143  

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

    1,735       1,921,110  

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

    10,730       11,917,596  

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

    1,840       2,064,193  

New York Transportation Development Corp., Refunding ARB

   

AMT, 2.25%, 08/01/26

    2,195       2,241,288  

AMT, 3.00%, 08/01/31

    1,755       1,874,314  

New York Transportation Development Corp., Refunding RB

   

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

    275       303,815  
 

 

 

3

 


Schedule of Investments  (unaudited) (continued)

October 31, 2021

  

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

(Percentages shown are based on Net Assets)

 

Security   Par
(000)
    Value  
Transportation (continued)  

New York Transportation Development Corp., Refunding RB (continued)

   

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

  $ 275     $ 301,695  

Niagara Frontier Transportation Authority, Refunding ARB

   

AMT, 5.00%, 04/01/34

    125       152,204  

AMT, 5.00%, 04/01/35

    110       133,605  

AMT, 5.00%, 04/01/36

    120       145,337  

AMT, 5.00%, 04/01/37

    140       169,104  

AMT, 5.00%, 04/01/38

    70       84,389  

AMT, 5.00%, 04/01/39

    95       114,176  

Port Authority of New York & New Jersey, ARB,

   

Consolidated, 220th Series, AMT,
4.00%, 11/01/59

    5,895       6,521,550  

Port Authority of New York & New Jersey, Refunding ARB

   

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

    1,500       1,601,981  

Series 179, 5.00%, 12/01/38

    1,390       1,512,515  

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

    750       811,761  

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

    1,500       1,772,311  

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

    735       762,856  

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

    1,000       1,111,802  

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

    1,140       1,241,685  

Triborough Bridge & Tunnel Authority, RB

   

Series A, 4.00%, 11/15/54

    1,150       1,327,581  

Series B, 5.00%, 11/15/40

    1,010       1,169,405  

Series B, 5.00%, 11/15/45

    1,500       1,728,548  

Triborough Bridge & Tunnel Authority, Refunding RB

   

Series A, 5.00%, 11/15/38

    1,000       1,046,361  

Series A, 5.25%, 11/15/45

    1,460       1,670,712  

Series A, 5.00%, 11/15/50

    4,500       5,089,315  

Series C, 5.00%, 11/15/37

    1,050       1,306,926  

Triborough Bridge & Tunnel Authority, Refunding RB,

   

CAB, Series B, 0.00%, 11/15/32(c)

    9,700       7,768,032  
   

 

 

 
      161,156,171  
Utilities — 18.0%  

Long Island Power Authority, RB
5.00%, 09/01/35

    2,000       2,463,852  

5.00%, 09/01/36

    975       1,182,536  

5.00%, 09/01/37

    3,825       4,701,357  

5.00%, 09/01/42

    335       401,794  

5.00%, 09/01/47

    1,075       1,284,305  

Long Island Power Authority, Refunding RB

   

Series B, 5.00%, 09/01/41

    590       696,131  

Series B, 5.00%, 09/01/46

    825       967,109  

New York City Water & Sewer System, RB
3.00%, 06/15/50

    2,750       2,864,048  

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

    1,365       1,536,436  

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

    970       1,007,774  

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

    2,730       2,878,384  

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

    5,455       6,317,965  

New York City Water & Sewer System, Refunding RB

   

Series DD, 5.25%, 06/15/47

    4,140       4,971,850  

Series EE, 5.00%, 06/15/40

    5,170       6,274,994  

Series HH, 5.00%, 06/15/39

    3,000       3,444,093  

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

    1,700       1,772,224  

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

    4,920       4,928,536  

New York State Environmental Facilities Corp., RB

   

Series B, 5.00%, 09/15/40

    1,195       1,361,545  

Series B, 5.00%, 03/15/45

    5,145       5,841,906  
Security   Par
(000)
    Value  
Utilities (continued)  

New York State Environmental Facilities Corp., RB (continued)

   

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

  $ 1,345     $ 1,649,620  

New York State Environmental Facilities Corp., Refunding RB

   

Series A, 5.00%, 06/15/40

    4,275       4,909,812  

Series A, 5.00%, 06/15/45

    18,920       21,640,242  

Suffolk County Water Authority RB, Series B, 3.00%, 06/01/45

    5,500       5,836,748  

Utility Debt Securitization Authority, Refunding RB,

   

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

    9,960       10,842,675  

Western Nassau County Water Authority, RB, Series A, 5.00%, 04/01/25(b)

    1,185       1,365,831  
   

 

 

 
      101,141,767  
   

 

 

 
Total Municipal Bonds in New York     696,087,415  

Puerto Rico — 4.7%

 

State — 4.7%  

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

   

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

    724       805,302  

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

    1,042       1,176,376  

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

    1,378       1,511,115  

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

    123       137,048  

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

    746       827,005  

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

    9,024       10,164,327  

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

    7,120       7,820,914  

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

    722       803,850  

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

    10,522       3,427,036  
   

 

 

 

Total Municipal Bonds in Puerto Rico

      26,672,973  
   

 

 

 

Total Municipal Bonds — 128.7%
(Cost: $669,803,562)

      723,503,963  
   

 

 

 

Municipal Bonds Transferred to Tender Option Bond Trusts(f)

 

New York — 29.4%

 

County/City/Special District/School District — 2.9%  

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

    3,500       3,853,309  

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

    3,157       3,160,771  

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

   

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

    4,125       4,125,000  

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

    4,123       4,964,124  
   

 

 

 
      16,103,204  
Education — 1.6%  

Monroe County Industrial Development Corp., Refunding RB, 4.00%, 07/01/50

    5,892       6,764,051  

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

    1,981       2,142,408  
   

 

 

 
      8,906,459  
Housing — 3.4%  

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

    2,733       2,867,564  

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

    4,370       4,766,189  
 

 

 

C H E D U L E  O F  N V E S T M E N T  S  

4


Schedule of Investments  (unaudited) (continued)

October 31, 2021

  

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

(Percentages shown are based on Net Assets)

 

Security  

Par

(000)

     Value  
Housing (continued)             

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

  $ 2,625      $ 2,761,358  

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

    5,457        5,829,980  

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

    2,413        2,613,091  

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

    441        454,788  
    

 

 

 
       19,292,970  
State — 4.6%             

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

    2,000        2,484,665  

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

    3,549        4,357,028  

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

    1,001        1,148,283  

Sales Tax Asset Receivable Corp., Refunding RB(b)

    

Series A, 4.00%, 10/15/24

    8,000        8,839,104  

Series A, 5.00%, 10/15/24

    7,995        9,068,313  
    

 

 

 
       25,897,393  
Transportation — 12.0%  

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

    18,000        18,100,518  

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

    3,645        3,706,036  

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

    5,953        6,774,845  

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

    2,805        3,123,696  

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

    3,900        4,493,453  

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

    4,760        5,800,443  

Triborough Bridge & Tunnel Authority, Refunding RB

    

Series A, 5.00%, 11/15/46

    15,000        17,456,625  

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

    6,675        8,085,448  
    

 

 

 
       67,541,064  
Utilities — 4.9%             

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

    1,391        1,688,862  

Series BB, 5.00%, 06/15/44

    3,991        4,014,171  

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

    6,557        7,505,822  

Utility Debt Securitization Authority, Refunding RB

    

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

    3,500        4,135,535  

Series B, 4.00%, 12/15/35

    2,980        3,387,519  

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

    5,998        6,529,760  
    

 

 

 
       27,261,669  
    

 

 

 
Total Municipal Bonds in New York          165,002,759  
    

 

 

 

Total Municipal Bonds Transferred to Tender Option Bond Trusts — 29.4%
(Cost: $155,913,018)

 

     165,002,759  
    

 

 

 

Total Long-Term Investments — 158.1%
(Cost: $825,716,580)

 

     888,506,722  
    

 

 

 
Security  

    

Shares

    Value  
Short-Term Securities  
Money Market Funds — 1.0%            

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

    5,835,560     $ 5,835,560  
   

 

 

 

Total Short-Term Securities — 1.0%
(Cost: $5,835,560)

 

    5,835,560  
   

 

 

 

Total Investments — 159.1%
(Cost: $831,552,140)

 

    894,342,282  

Other Assets Less Liabilities — 1.1%

 

    5,822,295  

Liability for TOB Trust Certificates, Including Interest Expense and Fees Payable — (16.2)%

 

    (90,782,629

VRDP Shares at Liquidation Value, Net of Deferred Offering Costs — (44.0)%

 

    (247,411,613
   

 

 

 

Net Assets Applicable to Common Shares — 100.0%

 

  $ 561,970,335  
   

 

 

 

 

(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) 

When-issued security.

(f) 

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.

(g) 

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 $8,949,476.

(h) 

Affiliate of the Fund.

(i) 

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.

 

 

5

 


Schedule of Investments  (unaudited) (continued)

October 31, 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 October 31, 2021 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer    Value at
07/31/21
     Purchases
at Cost
     Proceeds
from Sales
     Net
Realized
Gain (Loss)
     Change in
Unrealized
Appreciation
(Depreciation)
     Value at
10/31/21
    

Shares

Held at
10/31/21

     Income      Capital Gain
Distributions
from
Underlying
Funds
 

BlackRock Liquidity Funds New York Money Fund Portfolio

   $  20,584,473      $  —      $ (14,748,913 )(a)     $  —      $  —      $  5,835,560        5,835,560      $  89      $  —  
           

 

 

    

 

 

    

 

 

       

 

 

    

 

 

 

 

  (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

     125        12/21/21      $  16,332      $  146,560  

U.S. Long Bond

     84        12/21/21        13,508        51,019  

5-Year U.S. Treasury Note

     118        12/31/21        14,360        98,099  
           

 

 

 
            $ 295,678  
           

 

 

 

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

   $  —        $  723,503,963        $  —        $  723,503,963  

Municipal Bonds Transferred to Tender Option Bond Trusts

              165,002,759                   165,002,759  

 

 

C H E D U L E  O F  N V E S T M E N T  S  

6


Schedule of Investments  (unaudited) (continued)

October 31, 2021

  

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

 

Fair Value Hierarchy as of Period End (continued)

 

      Level 1        Level 2        Level 3        Total  

Short-Term Securities

                 

Money Market Funds

   $ 5,835,560        $        $        $  5,835,560  
  

 

 

      

 

 

      

 

 

      

 

 

 
   $ 5,835,560        $  888,506,722        $             —        $  894,342,282  
  

 

 

      

 

 

      

 

 

      

 

 

 

Derivative Financial Instruments(a)

                 

Assets

                 

Interest Rate Contracts.

   $ 295,678        $  —        $        $ 295,678  
  

 

 

      

 

 

      

 

 

      

 

 

 

 

  (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

   $        $ (90,769,676      $        $ (90,769,676

VRDP Shares at Liquidation Value

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

 

 

      

 

 

      

 

 

      

 

 

 
   $        $ (338,469,676      $        $ (338,469,676
  

 

 

      

 

 

      

 

 

      

 

 

 

 

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
BAM    Build America Mutual Assurance Co.
CAB    Capital Appreciation Bonds
FHA    Federal Housing Administration
FHLMC    Federal Home Loan Mortgage Corp.
FNMA    Federal National Mortgage Association
GNMA    Government National Mortgage Association
GO    General Obligation Bonds
HUD SECT 8    U.S. Department of Housing and Urban Development Section 8
M/F    Multi-Family
RB    Revenue Bond
S/F    Single-Family
SAW    State Aid Withholding
SONYMA    State of New York Mortgage Agency

 

 

7