NPORT-EX 2 NNY.htm
NNY
Nuveen New York Municipal Value Fund, Inc.
Portfolio of Investments    May 31, 2020
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 98.2% (99.6% of Total Investments)        
    MUNICIPAL BONDS – 98.2% (99.6% of Total Investments)        
    Consumer Staples  – 3.7% (3.8% of Total Investments)        
$1,000   Erie County Tobacco Asset Securitization Corporation, New York, Tobacco Settlement Asset-Backed Bonds, Series 2005A, 5.000%, 6/01/38   6/20 at 100.00 B- $1,000,060
775   New York Counties Tobacco Trust VI, New York, Tobacco Settlement Pass-Through Bonds, Series 2016A-1, 5.625%, 6/01/35   No Opt. Call BBB 810,666
3,060   New York Counties Tobacco Trust VI, New York, Tobacco Settlement Pass-Through Bonds, Series Series 2016A-1, 5.750%, 6/01/43   No Opt. Call BB+ 3,284,267
500   TSASC Inc, New York, Tobacco Settlement Asset-Backed Bonds, Fiscal 2017 Series B, 5.000%, 6/01/25   No Opt. Call B- 501,530
5,335   Total Consumer Staples       5,596,523
    Education and Civic Organizations – 23.3% (23.7% of Total Investments)        
415   Albany Industrial Development Agency, New York, Revenue Bonds, Brighter Choice Charter Schools, Series 2007A, 5.000%, 4/01/37   7/20 at 100.00 BB 399,828
750   Buffalo and Erie County Industrial Land Development Corporation, New York, Revenue Bonds, Enterprise Charter School Project, Series 2011A, 7.500%, 12/01/40   12/20 at 100.00 B+ 756,817
1,250   Build New York City Resource Corporation, New York, Revenue Bonds, City University of New York - Queens College, Q Student Residences, LLC Project, Refunding Series 2014A, 5.000%, 6/01/43   6/24 at 100.00 Aa2 1,445,012
    Build New York City Resource Corporation, New York, Revenue Bonds, South Bronx Charter School for International Cultures and the Arts Project, Series 2013A:        
215   5.000%, 4/15/33   4/23 at 100.00 BB+ 216,415
310   5.000%, 4/15/43   4/23 at 100.00 BB+ 303,363
415   Dormitory Authority of the State of New York, General Revenue Bonds, Saint Johns University, Series 2013A, 5.000%, 7/01/44   7/23 at 100.00 A- 437,414
1,000   Dormitory Authority of the State of New York, Housing Revenue Bonds, Fashion Institute of Technology, Series 2007, 5.250%, 7/01/34  –  FGIC Insured   No Opt. Call Baa2 1,171,510
    Dormitory Authority of the State of New York, Lease Revenue Bonds, State University Dormitory Facilities, Series 2015A:        
235   5.000%, 7/01/31   7/25 at 100.00 Aa3 274,882
265   5.000%, 7/01/33   7/25 at 100.00 Aa3 307,336
2,500   Dormitory Authority of the State of New York, Master BOCES Program, Revenue Bonds, Series 2020, 4.000%, 8/15/41   8/28 at 100.00 Aa2 2,741,825
    Dormitory Authority of the State of New York, Revenue Bonds, Icahn School of Medicine at Mount Sinai, Refunding Series 2015A:        
1,330   5.000%, 7/01/40   7/25 at 100.00 A- 1,453,570
2,180   5.000%, 7/01/45   7/25 at 100.00 A- 2,365,998
1

NNY Nuveen New York Municipal Value Fund, Inc. (continued)
  Portfolio of Investments May 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Education and Civic Organizations (continued)        
$1,955   Dormitory Authority of the State of New York, Revenue Bonds, New School University, Series 2015A, 5.000%, 7/01/45   7/25 at 100.00 A- $2,093,355
760   Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2015A, 5.000%, 7/01/35   7/25 at 100.00 Aa2 917,252
2,385   Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2016A, 5.000%, 7/01/39   7/26 at 100.00 Aa2 2,830,900
1,000   Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2018A, 5.000%, 7/01/40   7/28 at 100.00 Aa2 1,234,260
2,000   Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2019A, 5.000%, 7/01/42   7/29 at 100.00 Aa2 2,508,420
185   Dormitory Authority of the State of New York, Revenue Bonds, Rochester Institute of Technology, Series 2019A, 5.000%, 7/01/49   7/29 at 100.00 A1 223,856
2,625   Dormitory Authority of the State of New York, Revenue Bonds, Rockefeller University, Series 2020A, 5.000%, 7/01/53   7/30 at 100.00 Aa1 3,386,014
280   Dormitory Authority of the State of New York, Revenue Bonds, Saint Joseph's College, Series 2010, 5.250%, 7/01/35   7/20 at 100.00 Ba1 274,971
680   Dormitory Authority of the State of New York, Revenue Bonds, Vaughn College of Aeronautics & Technology, Series 2016A, 5.500%, 12/01/36, 144A   12/26 at 100.00 BB- 654,337
580   Glen Cove Local Economic Assistance Corporation, New York, Revenue Bonds, Garvies Point Public Improvement Project, Capital Appreciation Series 2016C, 0.000%, 1/01/55 (4)   1/34 at 100.00 N/R 493,493
300   Hempstead Town Local Development Corporation, New York, Revenue Bonds, Adelphi University Project, Series 2013, 5.000%, 9/01/43   9/23 at 100.00 A- 319,497
    Monroe County Industrial Development Corporation, New York, Revenue Bonds, St John Fisher College, Series 2011:        
1,000   6.000%, 6/01/30   6/21 at 100.00 A- 1,030,570
1,000   6.000%, 6/01/34   6/21 at 100.00 A- 1,027,340
50   New Rochelle Corporation, New York, Local Development Revenue Bonds, Iona College Project, Series 2015A, 5.000%, 7/01/45   7/25 at 100.00 BBB 52,752
    New York City Industrial Development Agency, New York, PILOT Revenue Bonds, Queens Baseball Stadium Project, Series 2006:        
1,500   5.000%, 1/01/39  –  AMBAC Insured   6/20 at 100.00 BBB 1,500,060
1,175   4.750%, 1/01/42  –  AMBAC Insured   6/20 at 100.00 BBB 1,175,000
    New York City Industrial Development Authority, New York, PILOT Revenue Bonds, Yankee Stadium Project, Series 2006:        
1,610   4.500%, 3/01/39  –  FGIC Insured   6/20 at 100.00 Baa1 1,610,000
800   4.750%, 3/01/46  –  NPFG Insured   6/20 at 100.00 Baa1 800,008
515   New York Liberty Development Corporation, New York, Liberty Revenue Bonds, Bank of America Tower at One Bryant Park Project, Second Priority Refunding Series 2019 Class 2, 2.625%, 9/15/69   3/29 at 100.00 A2 504,952
390   New York Liberty Development Corporation, New York, Liberty Revenue Bonds, Bank of America Tower at One Bryant Park Project, Second Priority Refunding Series 2019 Class 3, 2.800%, 9/15/69   3/29 at 100.00 Baa2 381,677
2

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Education and Civic Organizations (continued)        
$300   Troy Capital Resource Corporation, New York, Revenue Bonds, Rensselaer Polytechnic Institute, Series 2010A, 5.125%, 9/01/40   9/20 at 100.00 A3 $303,261
31,955   Total Education and Civic Organizations       35,195,945
    Financials – 0.9% (0.9% of Total Investments)        
1,000   Liberty Development Corporation, New York, Goldman Sachs Headquarters Revenue Bonds Series 2007, 5.500%, 10/01/37   No Opt. Call A 1,364,120
    Health Care – 1.0% (1.0% of Total Investments)        
350   Dormitory Authority of the State of New York, Highland Hospital of Rochester Revenue Bonds, Series 2010, 5.000%, 7/01/26   7/20 at 100.00 A 350,945
650   Dutchess County Local Development Corporation, New York, Revenue Bonds, Health Quest Systems, Inc Project, Series 2016B, 4.000%, 7/01/41   7/26 at 100.00 A- 664,267
290   Livingston County Industrial Development Agency, New York, Civic Facility Revenue Bonds, Nicholas H Noyes Hospital, Series 2005, 6.000%, 7/01/30   6/20 at 100.00 BB 290,145
250   Suffolk County Economic Development Corporation, New York, Revenue Bonds, Catholic Health Services of Long Island Obligated Group Project, Refunding Series 2011, 5.000%, 7/01/28   7/21 at 100.00 A- 258,953
1,540   Total Health Care       1,564,310
    Housing/Multifamily – 0.1% (0.0% of Total Investments)        
75   East Syracuse Housing Authority, New York, FHA-Insured Section 8 Assisted Revenue Refunding Bonds, Bennet Project, Series 2001A, 6.700%, 4/01/21   6/20 at 100.00 AA 75,327
    Industrials – 2.3% (2.4% of Total Investments)        
425   Build New York City Resource Corporation, New York, Solid Waste Disposal Revenue Bonds, Pratt Paper NY, Inc Project, Series 2014, 5.000%, 1/01/35 (AMT), 144A   1/25 at 100.00 N/R 437,644
3,100   New York Liberty Development Corporation, New York, Liberty Revenue Bonds, 3 World Trade Center Project, Class 1 Series 2014, 5.000%, 11/15/44, 144A   11/24 at 100.00 N/R 3,073,991
3,525   Total Industrials       3,511,635
    Long-Term Care – 0.4% (0.3% of Total Investments)        
270   Dormitory Authority of the State of New York, Non-State Supported Debt, Ozanam Hall of Queens Nursing Home Revenue Bonds, Series 2006, 5.000%, 11/01/31   6/20 at 100.00 A2 270,645
75   Monroe County Industrial Development Corporation, New York, Revenue Bonds, Saint Ann?s Community Project, Series 2019, 5.000%, 1/01/40   1/26 at 103.00 N/R 66,267
195   Yonkers Industrial Development Agency, New York, Civic Facilities Revenue Bonds, Special Needs Facilities Pooled Program Bonds, Series 2008-C1, 5.800%, 7/01/23   6/20 at 100.00 N/R 185,966
540   Total Long-Term Care       522,878
    Tax Obligation/General – 2.3% (2.4% of Total Investments)        
1,000   New York City, New York, General Obligation Bonds, Fiscal 2014 Series A-1, 5.000%, 8/01/26   8/23 at 100.00 Aa1 1,125,690
90   New York City, New York, General Obligation Bonds, Fiscal 2017 Series B-1, 5.000%, 12/01/41   12/26 at 100.00 Aa1 107,408
3

NNY Nuveen New York Municipal Value Fund, Inc. (continued)
  Portfolio of Investments May 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/General (continued)        
$1,900   New York City, New York, General Obligation Bonds, Fiscal 2018 Series F-1, 5.000%, 4/01/40   4/28 at 100.00 Aa1 $2,295,029
2,990   Total Tax Obligation/General       3,528,127
    Tax Obligation/Limited – 16.8% (17.1% of Total Investments)        
720   Dormitory Authority of the State of New York, Second General Resolution Consolidated Revenue Bonds, City University System, Series 1993A, 6.000%, 7/01/20   No Opt. Call AA 723,413
2,290   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose Series 2012D, 5.000%, 2/15/37   2/22 at 100.00 AA+ 2,441,300
2,500   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2019A Bidding Group 2,3,4, 5.000%, 3/15/38   3/29 at 100.00 Aa1 3,111,275
640   Dormitory Authority of the State of New York, State Sales Tax Revenue Bonds, Series 2015B Group A,B&C, 5.000%, 3/15/35   9/25 at 100.00 AA+ 760,262
2,500   Government of Guam, Business Privilege Tax Bonds, Refunding Series 2015D, 5.000%, 11/15/28   11/25 at 100.00 BB 2,659,125
1,000   New York City Transitional Finance Authority, New York, Building Aid Revenue Bonds, Fiscal 2018, Series 2017S-3, 5.250%, 7/15/45   7/28 at 100.00 AA 1,227,410
1,250   New York City Transitional Finance Authority, New York, Building Aid Revenue Bonds, Fiscal 2019 Subseries S-1, 5.000%, 7/15/43   7/28 at 100.00 AA 1,516,875
445   New York City Transitional Finance Authority, New York, Building Aid Revenue Bonds, Fiscal 2019 Subseries S-3A, 5.000%, 7/15/36   7/28 at 100.00 AA 549,753
3,000   New York City Transitional Finance Authority, New York, Building Aid Revenue Bonds, Fiscal Series 2015S-2, 5.000%, 7/15/40   7/25 at 100.00 AA 3,490,200
1,680   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2013 Series I, 5.000%, 5/01/38   5/23 at 100.00 AAA 1,855,140
1,225   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2014 Series D-1, 5.000%, 2/01/35   2/24 at 100.00 AAA 1,392,127
1,020   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2019 Series A-1, 5.000%, 8/01/38   8/28 at 100.00 AAA 1,255,243
115   New York State Urban Development Corporation, Special Project Revenue Bonds, University Facilities Grants, Series 1995, 5.875%, 1/01/21   No Opt. Call AA 118,826
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:        
61   4.500%, 7/01/34   7/25 at 100.00 N/R 61,701
63   4.550%, 7/01/40   7/28 at 100.00 N/R 62,449
4,106   5.000%, 7/01/58   7/28 at 100.00 N/R 4,119,386
17   Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2, 4.536%, 7/01/53   7/28 at 100.00 N/R 15,991
22,632   Total Tax Obligation/Limited       25,360,476
    Transportation – 19.4% (19.6% of Total Investments)        
1,500   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Green Climate Bond Certified Series 2019A-1, 5.000%, 11/15/48 (Mandatory Put 11/15/24)   No Opt. Call A+ 1,579,980
970   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Green Climate Bond Certified Series 2020C-1, 5.000%, 11/15/50   5/30 at 100.00 A+ 1,048,153
4

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Transportation (continued)        
$1,315   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Refunding Series 2015F, 5.000%, 11/15/32   11/25 at 100.00 A+ $1,395,346
815   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2012E, 5.000%, 11/15/42   11/22 at 100.00 A2 831,382
1,235   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2013E, 5.000%, 11/15/38   11/23 at 100.00 A+ 1,278,460
1,800   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2014D-1, 5.000%, 11/15/39   11/24 at 100.00 A+ 1,858,788
1,500   New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Bronx Parking Development Company, LLC Project, Series 2007, 0.000%, 10/01/46 (5)   6/20 at 100.00 N/R 1,155,000
660   New York Liberty Development Corporation, New York, Liberty Revenue Bonds, 4 World Trade Center Project, Series 2011, 5.000%, 11/15/44   11/21 at 100.00 A+ 687,093
2,630   New York Transportation Development Corporation, New York, Special Facilities Bonds, LaGuardia Airport Terminal B Redevelopment Project, Series 2016A, 5.000%, 7/01/46 (AMT)   7/24 at 100.00 BBB 2,747,219
    New York Transportation Development Corporation, New York, Special Facility Revenue Bonds, American Airlines, Inc John F Kennedy International Airport Project, Refunding Series 2016:        
700   5.000%, 8/01/26 (AMT)   8/21 at 100.00 BB- 675,864
2,085   5.000%, 8/01/31 (AMT)   8/21 at 100.00 BB- 2,010,524
    New York Transportation Development Corporation, New York, Special Facility Revenue Bonds, Delta Air Lines, Inc - LaGuardia Airport Terminals C&D Redevelopment Project, Series 2018:        
2,000   5.000%, 1/01/27 (AMT)   No Opt. Call Baa3 2,028,500
750   5.000%, 1/01/31 (AMT)   1/28 at 100.00 Baa3 754,695
3,000   Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Eighty-Ninth Series 2015, 5.000%, 5/01/40   5/25 at 100.00 AA- 3,453,510
1,575   Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Seventy Ninth Series 2013, 5.000%, 12/01/43   12/23 at 100.00 AA- 1,754,077
1,165   Port Authority of New York and New Jersey, Consolidated Revenue Bonds, Two Hundred Eleventh Series 2018, 4.000%, 9/01/43   9/28 at 100.00 AA- 1,281,011
    Port Authority of New York and New Jersey, Special Project Bonds, JFK International Air Terminal LLC Project, Eigth Series 2010:        
225   6.500%, 12/01/28   6/20 at 100.00 BBB+ 226,208
1,160   6.000%, 12/01/36   12/20 at 100.00 BBB+ 1,166,589
780   Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Refunding Subordinate Lien Series 2002E, 5.500%, 11/15/20  –  NPFG Insured   No Opt. Call A+ 798,119
2,000   Triborough Bridge and Tunnel Authority, New York, General Revenue Bonds, Refunding Series 2018C, 5.000%, 11/15/37   11/28 at 100.00 AA- 2,462,220
27,865   Total Transportation       29,192,738
    U.S. Guaranteed – 7.9% (8.0% of Total Investments) (6)        
525   Dormitory Authority of the State of New York, Revenue Bonds, New School University, Series 2010, 5.250%, 7/01/30 (Pre-refunded 7/01/20)   7/20 at 100.00 A- 527,152
5

NNY Nuveen New York Municipal Value Fund, Inc. (continued)
  Portfolio of Investments May 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    U.S. Guaranteed (6) (continued)        
$2,100   Dormitory Authority of the State of New York, Revenue Bonds, NYU Hospitals Center, Series 2011A, 6.000%, 7/01/40 (Pre-refunded 7/01/20)   7/20 at 100.00 A $2,109,744
400   Long Island Power Authority, New York, Electric System Revenue Bonds, Series 2011A, 5.000%, 5/01/38 (Pre-refunded 5/01/21)   5/21 at 100.00 A 417,408
2,685   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2012E, 5.000%, 11/15/42 (Pre-refunded 11/15/22)   11/22 at 100.00 A2 3,000,192
1,100   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2013E, 5.000%, 11/15/31 (Pre-refunded 11/15/23)   11/23 at 100.00 A+ 1,281,588
3,000   Monroe County Industrial Development Corporation, New York, Revenue Bonds, University of Rochester Project, Series 2011B, 5.000%, 7/01/41 (Pre-refunded 7/01/21)   7/21 at 100.00 AA- 3,156,030
45   Suffolk County Economic Development Corporation, New York, Revenue Bonds, Catholic Health Services of Long Island Obligated Group Project, Refunding Series 2011, 5.000%, 7/01/28 (Pre-refunded 7/01/21)   7/21 at 100.00 N/R 47,290
1,345   Tompkins County Development Corporation, New York, Revenue Bonds, Ithaca College, Series 2011, 5.375%, 7/01/41 (Pre-refunded 1/01/21)  –  AGM Insured   1/21 at 100.00 N/R 1,383,521
11,200   Total U.S. Guaranteed       11,922,925
    Utilities – 7.6% (7.7% of Total Investments)        
90   Guam Power Authority, Revenue Bonds, Series 2012A, 5.000%, 10/01/34   10/22 at 100.00 BBB 92,618
135   Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2014A, 5.000%, 9/01/44   9/24 at 100.00 A 153,942
475   Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2017, 5.000%, 9/01/47   9/27 at 100.00 A 564,329
1,250   Long Island Power Authority, New York, Electric System Revenue Bonds, Series 2012A, 5.000%, 9/01/37   9/22 at 100.00 A 1,351,837
2,000   New York State Power Authority, General Revenue Bonds, Series 2020A, 4.000%, 11/15/55   5/30 at 100.00 Aa1 2,324,960
400   Niagara Area Development Corporation, New York, Solid Waste Disposal Facility Revenue Refunding Bonds, Covanta Energy Project, Series 2018A, 4.750%, 11/01/42 (AMT), 144A   7/23 at 100.00 B1 398,888
235   Suffolk County Industrial Development Agency, New York, Revenue Bonds, Nissequogue Cogeneration Partners Facility, Series 1998, 5.500%, 1/01/23 (AMT)   6/20 at 100.00 N/R 236,906
    Utility Debt Securitization Authority, New York, Restructuring Bonds, Series 2013TE:        
4,440   5.000%, 12/15/34   12/23 at 100.00 AAA 5,064,752
1,100   5.000%, 12/15/41   12/23 at 100.00 AAA 1,249,017
10,125   Total Utilities       11,437,249
    Water and Sewer – 12.5% (12.7% of Total Investments)        
300   Buffalo Municipal Water Finance Authority, New York, Water System Revenue Bonds, Refunding Series 2015A, 5.000%, 7/01/29   7/25 at 100.00 A+ 362,904
3,000   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2018 Series CC-1, 5.000%, 6/15/48   6/27 at 100.00 AA+ 3,622,230
1,000   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2018 Series EE, 5.000%, 6/15/40   12/27 at 100.00 AA+ 1,237,130
6

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Water and Sewer (continued)        
    New York State Environmental Facilities Corporation, State Clean Water and Drinking Water Revolving Funds Revenue Bonds, New York City Municipal Water Finance Authority Projects, Second Resolution:        
$2,100   5.000%, 6/15/36   6/25 at 100.00 AAA $2,489,193
2,500   5.000%, 6/15/40   6/25 at 100.00 AAA 2,948,575
    New York State Environmental Facilities Corporation, State Clean Water and Drinking Water Revolving Funds Revenue Bonds, New York City Municipal Water Finance Authority Projects-Second Resolution Bonds,:        
1,000   5.000%, 6/15/46   6/27 at 100.00 AAA 1,205,510
4,300   5.000%, 6/15/47   6/27 at 100.00 AAA 5,181,371
1,000   New York State Environmental Facilities Corporation, State Revolving Funds Revenue Bonds, 2010 Master Financing Program, Series 2012B, 5.000%, 2/15/42   2/22 at 100.00 AAA 1,067,830
135   Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Senior Lien Series 2008A, 6.000%, 7/01/44   6/20 at 100.00 CC 137,025
    Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Senior Lien Series 2012A:        
75   5.500%, 7/01/28   7/22 at 100.00 CC 77,813
275   5.750%, 7/01/37   7/22 at 100.00 CC 279,125
225   6.000%, 7/01/47   7/22 at 100.00 CC 228,937
15,910   Total Water and Sewer       18,837,643
$134,692   Total Long-Term Investments (cost $140,778,778)       148,109,896
    
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    SHORT-TERM INVESTMENTS – 0.4% (0.4% of Total Investments)        
    MUNICIPAL BONDS – 0.4% (0.4% of Total Investments)        
    Transportation – 0.4% (0.4% of Total Investments)        
$600   Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, MTA Bridges & Tunnels, Variable Rate Demand Obligation, Tender Option Bond Trust Series 2018-XF2587, 0.290%, 11/15/44 (Mandatory Put 7/16/20) (7)   5/28 at 100.00 A-1 $600,000
$600   Total Short-Term Investments (cost $600,000)       600,000
    Total Investments (cost $141,378,778) – 98.6%       148,709,896
    Other Assets Less Liabilities – 1.4%       2,174,568
    Net Asset Applicable to Common Shares – 100%       $150,884,464
7

NNY Nuveen New York Municipal Value Fund, Inc. (continued)
  Portfolio of Investments May 31, 2020
  (Unaudited)
Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles (“U.S. GAAP”) and in conformity with the applicable rules and regulations of the U.S. Securities and Exchange Commission (“SEC”) related to interim filings. Part F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For a full set of the Fund’s notes to financial statements, please refer to the Fund’s most recently filed annual or semi-annual report.
Fair Value Measurements
The Fund's investments in securities are recorded at their estimated fair value. Fair value is defined as the price that would be received upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. A three-tier hierarchy is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.
Level 1  –     Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.
Level 2  –     Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit spreads, etc.).
Level 3  –     Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).
The inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those securities. The following is a summary of the Fund’s fair value measurements as of the end of the reporting period:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Municipal Bonds $ — $148,109,896 $ — $148,109,896
Short-Term Investments:        
Municipal Bonds  — 600,000  — 600,000
Total $ — $148,709,896 $ — $148,709,896
    
(1) All percentages shown in the Portfolio of Investments are based on net assets applicable to common shares unless otherwise noted.  
(2) Optional Call Provisions: Dates (month and year) and prices of the earliest optional call or redemption. There may be other call provisions at varying prices at later dates. Certain mortgage-backed securities may be subject to periodic principal paydowns.  
(3) For financial reporting purposes, the ratings disclosed are the highest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. This treatment of split-rated securities may differ from that used for other purposes, such as for Fund investment policies. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any of these national rating agencies.  
(4) Step-up coupon bond, a bond with a coupon that increases ("steps up"), usually at regular intervals, while the bond is outstanding. The rate shown is the coupon as of the end of the reporting period.  
(5) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(6) Backed by an escrow or trust containing sufficient U.S. Government or U.S. Government agency securities, which ensure the timely payment of principal and interest.  
(7) Investment has a maturity of greater than one year, but has variable rate and/or demand features which qualify it as a short-term investment. The rate disclosed, as well as the reference rate and spread, where applicable, is that in effect as of the end of the reporting period. This rate changes periodically based on market conditions or a specified market index.  
144A Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers.  
AMT Alternative Minimum Tax  
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