UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY
 
Investment Company Act file number 811-09135
 
Nuveen New York Quality Municipal Income Fund
(Exact name of registrant as specified in charter)
 
Nuveen Investments
        333 West Wacker Drive, Chicago, Illinois 60606         
(Address of principal executive offices) (Zip code)
 

Gifford R. Zimmerman
Vice President and Secretary
        333 West Wacker Drive, Chicago, Illinois 60606         
(Name and address of agent for service)
 
Registrant's telephone number, including area code:         312-917-7700        
 
Date of fiscal year end:            2/28          
 
Date of reporting period:         5/31/17         
 
Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.
 
A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget ("OMB") control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.

 
 
Item 1. Schedule of Investments
 

 
  
Portfolio of Investments 
 
 
 
 
 
  
Nuveen New York Quality Municipal Income Fund (NAN) 
 
 
 
 
  
May 31, 2017(Unaudited) 
 
 
 
 
 
Principal 
  
 
Optional Call 
 
 
Amount (000) 
  
Description (1) 
Provisions (2) 
Ratings (3) 
Value 
 
  
LONG-TERM INVESTMENTS – 153.6% (100.0% of Total Investments) 
 
 
 
 
 
  
MUNICIPAL BONDS – 153.6% (100.0% of Total Investments) 
 
 
 
 
 
  
Consumer Discretionary – 1.1% (0.7% of Total Investments) 
 
 
 
$ 4,975 
  
Seneca Nation of Indians Capital Improvements Authority, New York, Special Obligation Bonds, 
6/17 at 100.00 
N/R 
$ 4,984,204 
 
  
Series 2007A, 5.000%, 12/01/23 
 
 
 
 
  
Consumer Staples – 8.4% (5.4% of Total Investments) 
 
 
 
 
  
Erie County Tobacco Asset Securitization Corporation, New York, Tobacco Settlement 
 
 
 
 
  
Asset-Backed Bonds, Series 2005A: 
 
 
 
12,500 
  
5.000%, 6/01/38 
8/17 at 100.00 
BB 
12,502,623 
3,210 
  
5.000%, 6/01/45 
8/17 at 100.00 
BB– 
3,209,743 
1,350 
  
Nassau County Tobacco Settlement Corporation, New York, Tobacco Settlement Asset-Backed Bonds, 
8/17 at 100.00 
B– 
1,350,162 
 
  
Refunding Series 2006A-2, 5.250%, 6/01/26 
 
 
 
12,415 
  
Nassau County Tobacco Settlement Corporation, New York, Tobacco Settlement Asset-Backed Bonds, 
8/17 at 100.00 
B– 
12,358,137 
 
  
Series 2006A-3, 5.000%, 6/01/35 
 
 
 
 
  
TSASC Inc., New York, Tobacco Asset-Backed Bonds, Series 2006: 
 
 
 
2,620 
  
5.000%, 6/01/45 
6/27 at 100.00 
BBB– 
2,756,921 
7,155 
  
5.000%, 6/01/48 
6/27 at 100.00 
N/R 
7,411,364 
39,250 
  
Total Consumer Staples 
 
 
39,588,950 
 
  
Education and Civic Organizations – 28.2% (18.4% of Total Investments) 
 
 
 
1,295 
  
Albany Industrial Development Agency, New York, Revenue Bonds, Albany Law School, Series 
7/17 at 100.00 
BBB 
1,298,147 
 
  
2007A, 5.000%, 7/01/31 
 
 
 
1,855 
  
Albany Industrial Development Agency, New York, Revenue Bonds, Brighter Choice Charter 
8/17 at 100.00 
B 
1,570,907 
 
  
Schools, Series 2007A, 5.000%, 4/01/37 
 
 
 
3,265 
  
Buffalo and Erie County Industrial Land Development Corporation, New York, Revenue Bonds, 
12/20 at 100.00 
B+ 
3,327,296 
 
  
Enterprise Charter School Project, Series 2011A, 7.500%, 12/01/40 
 
 
 
 
  
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: 
 
 
 
1,025 
  
5.000%, 6/01/32 
6/24 at 100.00 
Aa2 
1,212,442 
2,070 
  
5.000%, 6/01/43 
6/24 at 100.00 
Aa2 
2,370,398 
 
  
Build New York City Resource Corporation, New York, Revenue Bonds, Metropolitan College of New 
 
 
 
 
  
York, Series 2014: 
 
 
 
1,405 
  
5.250%, 11/01/34 
11/24 at 100.00 
BB 
1,423,672 
1,300 
  
5.000%, 11/01/39 
11/24 at 100.00 
BB 
1,265,758 
 
  
Build New York City Resource Corporation, New York, Revenue Bonds, South Bronx Charter School 
 
 
 
 
  
for International Cultures and the Arts Project, Series 2013A: 
 
 
 
950 
  
5.000%, 4/15/33 
4/23 at 100.00 
BB+ 
957,154 
1,380 
  
5.000%, 4/15/43 
4/23 at 100.00 
BB+ 
1,370,009 
5,575 
  
Dormitory Authority of the State of New York, General Revenue Bonds, Manhattan College, Series 
7/17 at 100.00 
AA 
5,593,119 
 
  
2007A, 5.000%, 7/01/41 – RAAI Insured 
 
 
 
1,760 
  
Dormitory Authority of the State of New York, General Revenue Bonds, Saint Johns University, 
7/23 at 100.00 
A– 
1,952,298 
 
  
Series 2013A, 5.000%, 7/01/44 
 
 
 
2,000 
  
Dormitory Authority of the State of New York, Housing Revenue Bonds, Fashion Institute of 
No Opt. Call 
AA– 
2,418,240 
 
  
Technology, Series 2007, 5.250%, 7/01/29 – FGIC Insured 
 
 
 
3,915 
  
Dormitory Authority of the State of New York, Lease Revenue Bonds, State University Dormitory 
7/23 at 100.00 
Aa3 
4,579,689 
 
  
Facilities, Refunding Series 2013A, 5.000%, 7/01/27 
 
 
 
3,500 
  
Dormitory Authority of the State of New York, Lease Revenue Bonds, State University Dormitory 
7/22 at 100.00 
Aa2 
3,972,430 
 
  
Facilities, Series 2012A, 5.000%, 7/01/37 
 
 
 
 
  
Dormitory Authority of the State of New York, Lease Revenue Bonds, State University Dormitory 
 
 
 
 
  
Facilities, Series 2015A: 
 
 
 
1,120 
  
5.000%, 7/01/31 
7/25 at 100.00 
Aa3 
1,325,554 
1,245 
  
5.000%, 7/01/33 
7/25 at 100.00 
Aa3 
1,459,563 
4,000 
  
Dormitory Authority of the State of New York, Lease Revenue Bonds, State University Dormitory 
7/27 at 100.00 
Aa3 
4,714,440 
 
  
Facilities, Series 2017A, 5.000%, 7/01/42 
 
 
 
5,090 
  
Dormitory Authority of the State of New York, Revenue Bonds, Icahn School of Medicine at Mount 
7/25 at 100.00 
A– 
5,726,301 
 
  
Sinai, Refunding Series 2015A, 5.000%, 7/01/40 
 
 
 
2,100 
  
Dormitory Authority of the State of New York, Revenue Bonds, Marymount Manhattan College, 
7/19 at 100.00 
Baa2 
2,244,774 
 
  
Series 2009, 5.250%, 7/01/29 
 
 
 
1,955 
  
Dormitory Authority of the State of New York, Revenue Bonds, New School University, Series 
7/25 at 100.00 
A– 
2,206,824 
 
  
2015A, 5.000%, 7/01/45 
 
 
 
2,120 
  
Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 
No Opt. Call 
Aa2 
2,414,489 
 
  
2001-1, 5.500%, 7/01/20 – AMBAC Insured 
 
 
 
 
  
Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2015A: 
 
 
 
1,000 
  
5.000%, 7/01/34 
7/25 at 100.00 
Aa2 
1,179,520 
2,300 
  
5.000%, 7/01/35 
7/25 at 100.00 
Aa2 
2,705,559 
 
  
Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2016A: 
 
 
 
5,100 
  
5.000%, 7/01/33 
7/26 at 100.00 
Aa2 
6,121,020 
3,765 
  
5.000%, 7/01/36 
7/26 at 100.00 
Aa2 
4,464,989 
1,055 
  
5.000%, 7/01/39 
7/26 at 100.00 
Aa2 
1,234,456 
8,000 
  
Dormitory Authority of the State of New York, Revenue Bonds, Non State Supported Debt, Cornell 
7/20 at 100.00 
Aa1 
8,866,080 
 
  
University, Series 2010A, 5.000%, 7/01/40 
 
 
 
1,600 
  
Dormitory Authority of the State of New York, Revenue Bonds, Saint Joseph's College, Series 
7/20 at 100.00 
Ba1 
1,699,888 
 
  
2010, 5.250%, 7/01/35 
 
 
 
3,140 
  
Dormitory Authority of the State of New York, Revenue Bonds, Vaughn College of Aeronautics & 
12/26 at 100.00 
BB– 
3,228,893 
 
  
Technology, Series 2016A, 5.500%, 12/01/36 
 
 
 
2,705 
  
Glen Cove Local Economic Assistance Corporation, New York, Revenue Bonds, Garvies Point Public 
1/34 at 100.00 
N/R 
1,987,986 
 
  
Improvement Project, Capital Appreciation Series 2016C, 0.000%, 1/01/55 (4) 
 
 
 
250 
  
Hempstead Town Local Development Corporation, New York, Revenue Bonds, Adelphi University 
2/19 at 100.00 
A– 
265,188 
 
  
Project, Series 2009B, 5.250%, 2/01/39 
 
 
 
 
  
Hempstead Town Local Development Corporation, New York, Revenue Bonds, Adelphi University 
 
 
 
 
  
Project, Series 2013: 
 
 
 
1,005 
  
5.000%, 9/01/38 
9/23 at 100.00 
A– 
1,149,509 
265 
  
5.000%, 9/01/43 
9/23 at 100.00 
A– 
295,949 
4,445 
  
Hempstead Town Local Development Corporation, New York, Revenue Bonds, Molloy College Project, 
7/19 at 100.00 
BBB 
4,784,865 
 
  
Series 2009, 5.750%, 7/01/39 
 
 
 
5,000 
  
Madison County Capital Resource Corporation, New York, Revenue Bonds, Colgate University 
7/25 at 100.00 
AA 
5,849,800 
 
  
Project, Refunding Series 2015A, 5.000%, 7/01/40 
 
 
 
1,260 
  
Madison County Capital Resource Corporation, New York, Revenue Bonds, Colgate University 
7/20 at 100.00 
AA 
1,383,581 
 
  
Project, Series 2010A, 5.000%, 7/01/40 
 
 
 
890 
  
Monroe County Industrial Development Corporation, New York, Revenue Bonds, St. John Fisher 
6/21 at 100.00 
A– 
1,008,664 
 
  
College, Series 2011, 6.000%, 6/01/30 
 
 
 
 
  
New Rochelle Corporation, New York, Local Development Revenue Bonds, Iona College Project, 
 
 
 
 
  
Series 2015A: 
 
 
 
2,945 
  
5.000%, 7/01/40 
7/25 at 100.00 
BBB 
3,234,022 
85 
  
5.000%, 7/01/45 
7/25 at 100.00 
BBB 
93,030 
 
  
New York City Industrial Development Agency, New York, PILOT Revenue Bonds, Queens Baseball 
 
 
 
 
  
Stadium Project, Series 2006: 
 
 
 
1,000 
  
5.000%, 1/01/31 – AMBAC Insured 
8/17 at 100.00 
BBB 
1,002,410 
235 
  
5.000%, 1/01/36 – AMBAC Insured 
8/17 at 100.00 
BBB 
235,569 
3,515 
  
5.000%, 1/01/39 – AMBAC Insured 
8/17 at 100.00 
BBB 
3,523,471 
5,050 
  
4.750%, 1/01/42 – AMBAC Insured 
8/17 at 100.00 
BBB 
5,054,596 
400 
  
5.000%, 1/01/46 – AMBAC Insured 
8/17 at 100.00 
BBB 
400,960 
 
  
New York City Industrial Development Authority, New York, PILOT Revenue Bonds, Yankee Stadium 
 
 
 
 
  
Project, Series 2006: 
 
 
 
7,555 
  
4.500%, 3/01/39 – FGIC Insured 
8/17 at 100.00 
Baa1 
7,572,150 
2,750 
  
4.750%, 3/01/46 – NPFG Insured 
8/17 at 100.00 
AA– 
2,757,838 
1,000 
  
New York City Trust for Cultural Resources, New York, Revenue Bonds, Whitney Museum of 
1/21 at 100.00 
A 
1,116,080 
 
  
American Art, Series 2011, 5.000%, 7/01/31 
 
 
 
1,500 
  
New York City Trust for Cultural Resources, New York, Revenue Bonds, Wildlife Conservation 
8/23 at 100.00 
AA– 
1,748,445 
 
  
Society, Series 2013A, 5.000%, 8/01/33 
 
 
 
1,515 
  
Onondaga Civic Development Corporation, New York, Revenue Bonds, Le Moyne College Project, 
7/25 at 100.00 
Baa2 
1,645,957 
 
  
Series 2015, 5.000%, 7/01/40 
 
 
 
 
  
Saint Lawrence County Industrial Development Agency Civic Development Corporation, New York, 
 
 
 
 
  
Revenue Bonds, Clarkson University Project, Series 2012A: 
 
 
 
1,050 
  
5.250%, 9/01/33 
3/22 at 100.00 
A3 
1,181,534 
1,750 
  
5.000%, 9/01/41 
3/22 at 100.00 
A3 
1,924,965 
2,260 
  
Troy Capital Resource Corporation, New York, Revenue Bonds, Rensselaer Polytechnic Institute, 
9/20 at 100.00 
A3 
2,481,073 
 
  
Series 2010A, 5.125%, 9/01/40 
 
 
 
123,315 
  
Total Education and Civic Organizations 
 
 
133,601,551 
 
  
Financials – 3.2% (2.1% of Total Investments) 
 
 
 
4,725 
  
New York Liberty Development Corporation, Revenue Bonds, Goldman Sachs Headquarters Issue, 
No Opt. Call 
A 
5,969,612 
 
  
Series 2005, 5.250%, 10/01/35 
 
 
 
6,885 
  
New York Liberty Development Corporation, Revenue Bonds, Goldman Sachs Headquarters Issue, 
No Opt. Call 
A 
9,018,593 
 
  
Series 2007, 5.500%, 10/01/37 
 
 
 
11,610 
  
Total Financials 
 
 
14,988,205 
 
  
Health Care – 4.3% (2.8% of Total Investments) 
 
 
 
 
  
Dormitory Authority of the State of New York, Highland Hospital of Rochester Revenue Bonds, 
 
 
 
 
  
Series 2010: 
 
 
 
350 
  
5.000%, 7/01/26 
7/20 at 100.00 
A 
382,123 
350 
  
5.200%, 7/01/32 
7/20 at 100.00 
A 
379,757 
1,000 
  
Dormitory Authority of the State of New York, Revenue Bonds, North Shore Long Island Jewish 
5/21 at 100.00 
A 
1,100,950 
 
  
Obligated Group, Series 2011A, 5.000%, 5/01/41 
 
 
 
3,700 
  
Dormitory Authority of the State of New York, Revenue Bonds, North Shore Long Island Jewish 
5/25 at 100.00 
A 
4,195,615 
 
  
Obligated Group, Series 2015A, 5.000%, 5/01/43 
 
 
 
500 
  
Dutchess County Local Development Corporation, New York, Revenue Bonds, Health Quest Systems 
7/20 at 100.00 
A– 
559,690 
 
  
Inc., Series 2010A, 5.750%, 7/01/30 
 
 
 
4,120 
  
Dutchess County Local Development Corporation, New York, Revenue Bonds, Health Quest Systems, 
7/26 at 100.00 
A– 
4,777,923 
 
  
Inc. Project, Series 2016B, 5.000%, 7/01/32 
 
 
 
710 
  
Livingston County Industrial Development Agency, New York, Civic Facility Revenue Bonds, 
8/17 at 100.00 
BB 
710,170 
 
  
Nicholas H. Noyes Hospital, Series 2005, 6.000%, 7/01/30 
 
 
 
715 
  
Monroe County Industrial Development Corporation, New York, FHA Insured Mortgage Revenue 
2/21 at 100.00 
AA 
826,326 
 
  
Bonds, Unity Hospital of Rochester Project, Series 2010, 5.750%, 8/15/35 
 
 
 
2,730 
  
Suffolk County Economic Development Corporation, New York, Revenue Bonds, Catholic Health 
7/21 at 100.00 
A– 
3,007,832 
 
  
Services of Long Island Obligated Group Project, Refunding Series 2011, 5.000%, 7/01/28 
 
 
 
1,475 
  
Yates County Industrial Development Agency, New York, FHA-Insured Civic Facility Mortgage 
8/17 at 100.00 
N/R 
1,485,900 
 
  
Revenue Bonds, Soldiers and Sailors Memorial Hospital, Series 1999A, 5.650%, 2/01/39 
 
 
 
2,265 
  
Yonkers Industrial Development Agency, New York, Revenue Bonds, St. John's Riverside Hospital, 
7/17 at 100.00 
BB– 
2,269,236 
 
  
Series 2001A, 7.125%, 7/01/31 
 
 
 
650 
  
Yonkers Industrial Development Agency, New York, Revenue Bonds, St. John's Riverside Hospital, 
8/17 at 100.00 
BB– 
651,216 
 
  
Series 2001B, 7.125%, 7/01/31 
 
 
 
18,565 
  
Total Health Care 
 
 
20,346,738 
 
  
Housing/Multifamily – 2.4% (1.6% of Total Investments) 
 
 
 
4,000 
  
New York City Housing Development Corporation, New York, Multifamily Housing Revenue Bonds, 
5/19 at 100.00 
AA+ 
4,127,000 
 
  
Series 2009J, 4.800%, 5/01/36 
 
 
 
705 
  
New York City Housing Development Corporation, New York, Multifamily Housing Revenue Bonds, 
5/20 at 100.00 
AA+ 
760,596 
 
  
Series 2010D-1A, 5.000%, 11/01/42 
 
 
 
2,000 
  
New York State Housing Finance Agency, Affordable Housing Revenue Bonds, Series 2007B, 5.300%, 
11/17 at 100.00 
Aa2 
2,012,660 
 
  
11/01/37 (Alternative Minimum Tax) 
 
 
 
600 
  
New York State Housing Finance Agency, Affordable Housing Revenue Bonds, Series 2009B, 
5/19 at 100.00 
Aa2 
618,114 
 
  
4.500%, 11/01/29 
 
 
 
2,000 
  
New York State Housing Finance Agency, Affordable Housing Revenue Bonds, Series 2010A, 
5/20 at 100.00 
Aa2 
2,079,620 
 
  
5.000%, 11/01/42 
 
 
 
1,385 
  
New York State Housing Finance Agency, Affordable Housing Revenue, Series 2007A, 5.250%, 
11/17 at 100.00 
Aa2 
1,392,798 
 
  
11/01/38 (Alternative Minimum Tax) 
 
 
 
530 
  
New York State Housing Finance Agency, Secured Mortgage Program Multifamily Housing Revenue 
8/17 at 100.00 
Aa1 
531,643 
 
  
Bonds, Series 1999I, 6.200%, 2/15/20 (Alternative Minimum Tax) 
 
 
 
11,220 
  
Total Housing/Multifamily 
 
 
11,522,431 
 
  
Housing/Single Family – 0.1% (0.1% of Total Investments) 
 
 
 
645 
  
Guam Housing Corporation, Mortgage-Backed Securities Program Single Family Mortgage Revenue 
No Opt. Call 
N/R 
676,315 
 
  
Bonds, Series 1998A, 5.750%, 9/01/31 (Alternative Minimum Tax) 
 
 
 
 
  
Industrials – 4.3% (2.8% of Total Investments) 
 
 
 
1,935 
  
Build New York City Resource Corporation, New York, Solid Waste Disposal Revenue Bonds, Pratt 
1/25 at 100.00 
N/R 
2,089,336 
 
  
Paper NY, Inc. Project, Series 2014, 5.000%, 1/01/35 (Alternative Minimum Tax) 
 
 
 
17,145 
  
New York Liberty Development Corporation, New York, Liberty Revenue Bonds, 3 World Trade 
11/24 at 100.00 
N/R 
18,434,985 
 
  
Center Project, Class 1 Series 2014, 5.000%, 11/15/44 
 
 
 
19,080 
  
Total Industrials 
 
 
20,524,321 
 
  
Long-Term Care – 1.5% (1.0% of Total Investments) 
 
 
 
1,275 
  
Dormitory Authority of the State of New York, Non-State Supported Debt, Ozanam Hall of Queens 
11/17 at 100.00 
Baa1 
1,276,326 
 
  
Nursing Home Revenue Bonds, Series 2006, 5.000%, 11/01/31 
 
 
 
3,240 
  
East Rochester Housing Authority, New York, Senior Living Revenue Bonds, Woodland Village 
8/18 at 100.00 
N/R 
3,253,900 
 
  
Project, Series 2006, 5.500%, 8/01/33 
 
 
 
 
  
New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Special 
 
 
 
 
  
Needs Facilities Pooled Program, Series 2008A-1: 
 
 
 
760 
  
5.500%, 7/01/18 
8/17 at 100.00 
N/R 
757,272 
1,155 
  
5.800%, 7/01/23 
8/17 at 100.00 
N/R 
1,140,470 
 
  
Suffolk County Industrial Development Agency, New York, Civic Facility Revenue Bonds, Special 
 
 
 
 
  
Needs Facilities Pooled Program, Series 2008-B1: 
 
 
 
160 
  
5.500%, 7/01/18 
8/17 at 100.00 
N/R 
142,509 
340 
  
5.800%, 7/01/23 
7/18 at 100.00 
N/R 
253,813 
170 
  
Yonkers Industrial Development Agency, New York, Civic Facilities Revenue Bonds, Special Needs 
7/18 at 100.00 
N/R 
167,861 
 
  
Facilities Pooled Program Bonds, Series 2008-C1, 5.800%, 7/01/23 
 
 
 
7,100 
  
Total Long-Term Care 
 
 
6,992,151 
 
  
Tax Obligation/General – 10.6% (6.9% of Total Investments) 
 
 
 
 
  
Nassau County, New York, General Obligation Bonds, General Improvement Series, Refunding 2016A: 
 
 
 
3,630 
  
5.000%, 1/01/28 
1/26 at 100.00 
A+ 
4,358,105 
500 
  
5.000%, 1/01/38 
1/26 at 100.00 
A+ 
569,485 
 
  
Nassau County, New York, General Obligation Bonds, General Improvement Series 2016C: 
 
 
 
1,395 
  
5.000%, 4/01/35 
4/26 at 100.00 
A+ 
1,610,039 
2,000 
  
5.000%, 4/01/43 
4/26 at 100.00 
A+ 
2,271,720 
 
  
New York City, New York, General Obligation Bonds, Fiscal 2007, Series 2007D-1: 
 
 
 
4,545 
  
5.125%, 12/01/25 (UB) 
12/17 at 100.00 
AA 
4,642,081 
4,060 
  
5.125%, 12/01/26 (UB) 
12/17 at 100.00 
AA 
4,146,519 
400 
  
New York City, New York, General Obligation Bonds, Fiscal 2009 Series E, 5.000%, 8/01/28 
8/19 at 100.00 
AA 
434,684 
1,000 
  
New York City, New York, General Obligation Bonds, Fiscal 2012 Series B, 5.000%, 8/01/30 
8/22 at 100.00 
AA 
1,157,900 
980 
  
New York City, New York, General Obligation Bonds, Fiscal 2012 Series I, 5.000%, 8/01/32 
8/22 at 100.00 
AA 
1,124,824 
5,000 
  
New York City, New York, General Obligation Bonds, Fiscal 2014 Series A-1, 5.000%, 8/01/26 
8/23 at 100.00 
AA 
5,981,950 
8,365 
  
New York City, New York, General Obligation Bonds, Fiscal 2015 Series B, 5.000%, 8/01/30 
8/24 at 100.00 
AA 
9,927,164 
410 
  
New York City, New York, General Obligation Bonds, Fiscal 2017 Series B-1, 5.000%, 12/01/41 
12/26 at 100.00 
AA 
480,307 
3,775 
  
New York City, New York, General Obligation Bonds, Subseries G-1 Fiscal Series 2012, 
4/22 at 100.00 
AA 
4,379,227 
 
  
5.000%, 4/01/28 
 
 
 
 
  
New York City, New York, General Obligation Bonds, Tender Option Bond Trust 2016-XG0082: 
 
 
 
3,125 
  
15.793%, 3/01/31 (IF) (5) 
3/23 at 100.00 
AA 
5,115,125 
1,525 
  
15.793%, 3/01/31 (IF) (5) 
3/23 at 100.00 
Aa2 
2,496,181 
 
  
Rochester, New York, General Obligation Bonds, Series 1999: 
 
 
 
720 
  
5.250%, 10/01/18 – NPFG Insured 
No Opt. Call 
AA– 
761,954 
720 
  
5.250%, 10/01/19 – NPFG Insured 
No Opt. Call 
AA– 
790,913 
42,150 
  
Total Tax Obligation/General 
 
 
50,248,178 
 
  
Tax Obligation/Limited – 26.8% (17.5% of Total Investments) 
 
 
 
980 
  
Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General 
3/21 at 100.00 
AAA 
1,084,537 
 
  
Purpose Series 2011C, 5.000%, 3/15/41 
 
 
 
1,000 
  
Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General 
2/22 at 100.00 
AAA 
1,148,110 
 
  
Purpose Series 2012D, 5.000%, 2/15/33 
 
 
 
5,000 
  
Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General 
2/23 at 100.00 
AAA 
5,621,000 
 
  
Purpose Series 2013A, 5.000%, 2/15/43 
 
 
 
2,080 
  
Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General 
3/24 at 100.00 
AAA 
2,369,328 
 
  
Purpose Series 2014C, Group C, 5.000%, 3/15/44 
 
 
 
1,000 
  
Dormitory Authority of the State of New York, State Sales Tax Revenue Bonds, Series 2013A, 
3/23 at 100.00 
AAA 
1,135,080 
 
  
5.000%, 3/15/43 
 
 
 
1,000 
  
Dormitory Authority of the State of New York, State Sales Tax Revenue Bonds, Series 2015B. 
9/25 at 100.00 
AAA 
1,183,610 
 
  
Group A,B&C, 5.000%, 3/15/35 
 
 
 
 
  
Government of Guam, Business Privilege Tax Bonds, Refunding Series 2015D: 
 
 
 
3,225 
  
5.000%, 11/15/28 
11/25 at 100.00 
A 
3,631,382 
2,355 
  
5.000%, 11/15/34 
11/25 at 100.00 
A 
2,563,017 
 
  
Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Senior Fiscal 2012 
 
 
 
 
  
Series 2011A: 
 
 
 
6,700 
  
5.750%, 2/15/47 
2/21 at 100.00 
AA– 
7,641,484 
2,000 
  
5.250%, 2/15/47 
2/21 at 100.00 
AA– 
2,228,620 
3,750 
  
Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Series 2017A, 5.000%, 2/15/45 
2/27 at 100.00 
Aa3 
4,380,750 
 
  
Metropolitan Transportation Authority, New York, Dedicated Tax Fund Bonds, Refunding 
 
 
 
 
  
Series 2012A: 
 
 
 
1,815 
  
5.000%, 11/15/27 
11/22 at 100.00 
AA 
2,143,969 
2,250 
  
5.000%, 11/15/29 
11/22 at 100.00 
AA 
2,646,203 
2,175 
  
Metropolitan Transportation Authority, New York, State Service Contract Refunding Bonds, 
No Opt. Call 
AA 
2,291,624 
 
  
Series 2002A, 5.750%, 7/01/18 
 
 
 
6,500 
  
New York City Transitional Finance Authority, New York, Building Aid Revenue Bonds, Fiscal 
8/17 at 100.00 
AA 
6,557,395 
 
  
Series 2007S-2, 5.000%, 1/15/28 – FGIC Insured 
 
 
 
1,870 
  
New York City Transitional Finance Authority, New York, Building Aid Revenue Bonds, Fiscal 
7/22 at 100.00 
AA 
2,169,462 
 
  
Series 2013S-1, 5.000%, 7/15/31 
 
 
 
 
  
New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate 
 
 
 
 
  
Fiscal 2012 Series E-1: 
 
 
 
3,775 
  
5.000%, 2/01/37 
2/22 at 100.00 
AAA 
4,302,405 
3,950 
  
5.000%, 2/01/42 
2/22 at 100.00 
AAA 
4,467,845 
3,090 
  
New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate 
2/23 at 100.00 
AAA 
3,635,200 
 
  
Fiscal 2013 Series F-1, 5.000%, 2/01/29 
 
 
 
7,860 
  
New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate 
5/23 at 100.00 
AAA 
9,055,742 
 
  
Fiscal 2013 Series I, 5.000%, 5/01/38 
 
 
 
4,170 
  
New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate 
2/24 at 100.00 
AAA 
4,825,774 
 
  
Fiscal 2014 Series D-1, 5.000%, 2/01/35 
 
 
 
 
  
New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate 
 
 
 
 
  
Fiscal 2017 Series B-1: 
 
 
 
4,960 
  
5.000%, 8/01/34 
8/26 at 100.00 
AAA 
5,907,360 
5,000 
  
5.000%, 8/01/36 
8/26 at 100.00 
AAA 
5,928,150 
2,825 
  
New York City Transitional Finance Authority, New York, Future Tax Secured Revenue Bonds, 
11/20 at 100.00 
AAA 
3,217,138 
 
  
Subordinate Lien Series 2011C, 5.500%, 11/01/35 
 
 
 
2,000 
  
New York City Transitional Finance Authority, New York, Future Tax Secured Revenue Bonds, 
2/21 at 100.00 
AAA 
2,223,980 
 
  
Subordinate Series 2011-D1, 5.000%, 2/01/35 
 
 
 
2,400 
  
New York City Transitional Finance Authority, New York, Future Tax Secured Revenue Bonds, 
5/19 at 100.00 
AAA 
2,892,480 
 
  
Tender Option Bond Trust 2015-XF0080, 11.978%, 5/01/38 (IF) 
 
 
 
6,000 
  
New York City, New York, Educational Construction Fund, Revenue Bonds, Series 2011A, 
4/21 at 100.00 
AA– 
6,868,560 
 
  
5.750%, 4/01/41 
 
 
 
11,300 
  
New York State Thruway Authority, Highway and Bridge Trust Fund Bonds, Series 2005B, 5.500%, 
No Opt. Call 
AA+ 
12,728,772 
 
  
4/01/20 – AMBAC Insured (UB) (5) 
 
 
 
2,110 
  
New York State Thruway Authority, State Personal Income Tax Revenue Bonds, Series 2010A, 
9/20 at 100.00 
AAA 
2,365,838 
 
  
5.000%, 3/15/29 
 
 
 
 
  
Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Series 2007A: 
 
 
 
16,000 
  
0.000%, 8/01/43 – NPFG Insured 
No Opt. Call 
AA– 
3,627,200 
12,500 
  
0.000%, 8/01/45 – NPFG Insured 
No Opt. Call 
AA– 
2,532,000 
 
  
Syracuse Industrial Development Authority, New York, PILOT Revenue Bonds, Carousel Center 
 
 
 
 
  
Project, Refunding Series 2016A: 
 
 
 
2,000 
  
5.000%, 1/01/30 (Alternative Minimum Tax) 
1/26 at 100.00 
A– 
2,318,720 
1,000 
  
5.000%, 1/01/35 (Alternative Minimum Tax) 
1/26 at 100.00 
A– 
1,133,340 
134,640 
  
Total Tax Obligation/Limited 
 
 
126,826,075 
 
  
Transportation – 28.1% (18.3% of Total Investments) 
 
 
 
7,500 
  
Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Refunding 
11/25 at 100.00 
AA– 
8,928,900 
 
  
Series 2015D-1, 5.000%, 11/15/30 
 
 
 
 
  
Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2010D: 
 
 
 
4,000 
  
5.000%, 11/15/34 
11/20 at 100.00 
AA– 
4,464,720 
1,560 
  
5.250%, 11/15/40 
11/20 at 100.00 
AA– 
1,744,252 
6,640 
  
Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2012E, 
11/22 at 100.00 
AA– 
7,492,443 
 
  
5.000%, 11/15/42 
 
 
 
2,000 
  
Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2013E, 
11/23 at 100.00 
AA– 
2,319,620 
 
  
5.000%, 11/15/31 
 
 
 
5,425 
  
Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2015A-1, 
5/25 at 100.00 
AA– 
6,187,755 
 
  
5.000%, 11/15/45 
 
 
 
 
  
Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2016C-1: 
 
 
 
2,500 
  
5.000%, 11/15/34 
11/26 at 100.00 
AA– 
2,965,525 
12,560 
  
5.000%, 11/15/56 
11/26 at 100.00 
AA– 
14,313,374 
 
  
New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Bronx 
 
 
 
 
  
Parking Development Company, LLC Project, Series 2007: 
 
 
 
200 
  
5.750%, 10/01/37 (6) 
10/17 at 102.00 
N/R 
64,268 
5,500 
  
5.875%, 10/01/46 (6) 
10/17 at 102.00 
N/R 
1,767,370 
2,850 
  
New York Liberty Development Corporation, New York, Liberty Revenue Bonds, 4 World Trade 
11/21 at 100.00 
A+ 
3,172,791 
 
  
Center Project, Series 2011, 5.000%, 11/15/44 
 
 
 
1,350 
  
New York State Thruway Authority, General Revenue Junior Indebtedness Obligations, Series 
1/26 at 100.00 
A– 
1,525,676 
 
  
2016A, 5.000%, 1/01/51 
 
 
 
 
  
New York Transportation Development Corporation, New York, Special Facility Revenue Bonds, 
 
 
 
 
  
American Airlines, Inc. John F Kennedy International Airport Project, Refunding Series 2016: 
 
 
 
1,760 
  
5.000%, 8/01/26 (Alternative Minimum Tax) 
8/21 at 100.00 
BB– 
1,897,843 
11,470 
  
5.000%, 8/01/31 (Alternative Minimum Tax) 
8/21 at 100.00 
BB– 
12,237,458 
12,110 
  
New York Transportation Development Corporation, Special Facilities Bonds, LaGuardia Airport 
7/24 at 100.00 
BBB 
13,240,588 
 
  
Terminal B Redevelopment Project, Series 2016A, 5.000%, 7/01/46 (Alternative Minimum Tax) 
 
 
 
 
  
Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred 
 
 
 
 
  
Eighty-Forth Series 2014: 
 
 
 
6,000 
  
5.000%, 9/01/33 
9/24 at 100.00 
AA– 
7,093,500 
4,000 
  
5.000%, 9/01/34 
9/24 at 100.00 
AA– 
4,711,440 
8,780 
  
Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred 
5/25 at 100.00 
AA– 
10,089,098 
 
  
Eighty-Ninth Series 2015, 5.000%, 5/01/45 
 
 
 
5,000 
  
Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Sixty Sixth 
1/21 at 100.00 
AA– 
5,548,600 
 
  
Series 2011, 5.000%, 1/15/41 
 
 
 
5,000 
  
Port Authority of New York and New Jersey, Consolidated Revenue Bonds, Two Hundredth Series 
4/27 at 100.00 
AA– 
5,921,350 
 
  
2017, 5.250%, 10/15/57 
 
 
 
 
  
Port Authority of New York and New Jersey, Special Project Bonds, JFK International Air 
 
 
 
 
  
Terminal LLC Project, Eighth Series 2010: 
 
 
 
1,020 
  
6.500%, 12/01/28 
8/17 at 100.00 
Baa1 
1,036,952 
5,000 
  
6.000%, 12/01/36 
12/20 at 100.00 
Baa1 
5,650,750 
5,000 
  
Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Refunding 
5/26 at 100.00 
AA– 
5,857,250 
 
  
Series 2016A, 5.000%, 11/15/46 
 
 
 
780 
  
Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Refunding 
No Opt. Call 
AA– 
902,093 
 
  
Subordinate Lien Series 2002E, 5.500%, 11/15/20 – NPFG Insured 
 
 
 
3,500 
  
Triborough Bridge and Tunnel Authority, New York, Subordinate Lien General Purpose Revenue 
11/18 at 100.00 
AA– 
3,918,390 
 
  
Refunding Bonds, Tender Option Bond Trust 2016-XG0004, 8.431%, 11/15/33 (IF) (5) 
 
 
 
121,505 
  
Total Transportation 
 
 
133,052,006 
 
  
U.S. Guaranteed – 15.6% (10.1% of Total Investments) (7) 
 
 
 
 
  
Brooklyn Arena Local Development Corporation, New York, Payment in Lieu of Taxes Revenue 
 
 
 
 
  
Bonds, Barclays Center Project, Series 2009: 
 
 
 
2,950 
  
6.250%, 7/15/40 (Pre-refunded 1/15/20) 
1/20 at 100.00 
AA+ (7) 
3,349,607 
1,000 
  
6.375%, 7/15/43 (Pre-refunded 1/15/20) 
1/20 at 100.00 
AA+ (7) 
1,138,690 
400 
  
Canton Capital Resource Corporation, New York, Student Housing Facility Revenue Bonds, Grasse 
5/20 at 100.00 
AA (7) 
445,756 
 
  
River LLC at SUNY Canton Project Series 2010A, 5.000%, 5/01/40 (Pre-refunded 5/01/20) 
 
 
 
 
  
Dormitory Authority of the State of New York, Orange Regional Medical Center Obligated Group 
 
 
 
 
  
Revenue Bonds, Series 2008: 
 
 
 
4,665 
  
6.500%, 12/01/21 (Pre-refunded 12/01/18) 
12/18 at 100.00 
Baa3 (7) 
4,985,672 
2,420 
  
6.125%, 12/01/29 (Pre-refunded 12/01/18) 
12/18 at 100.00 
Baa3 (7) 
2,607,598 
4,800 
  
6.250%, 12/01/37 (Pre-refunded 12/01/18) 
12/18 at 100.00 
Baa3 (7) 
5,186,112 
1,750 
  
Dormitory Authority of the State of New York, Revenue Bonds, New School University, Series 
7/20 at 100.00 
A– (7) 
1,970,133 
 
  
2010, 5.250%, 7/01/30 (Pre-refunded 7/01/20) 
 
 
 
1,500 
  
Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2007, 
7/17 at 100.00 
Aa2 (7) 
1,505,280 
 
  
5.000%, 7/01/32 (Pre-refunded 7/01/17) – AMBAC Insured 
 
 
 
290 
  
Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 
7/19 at 100.00 
Aa2 (7) 
314,546 
 
  
2009A, 5.000%, 7/01/39 (Pre-refunded 7/01/19) 
 
 
 
5,500 
  
Dormitory Authority of the State of New York, Revenue Bonds, NYU Hospitals Center, Series 
7/20 at 100.00 
A– (7) 
6,316,585 
 
  
2011A, 6.000%, 7/01/40 (Pre-refunded 7/01/20) 
 
 
 
 
  
New York City, New York, General Obligation Bonds, Fiscal 2007, Series 2007D-1: 
 
 
 
6,585 
  
5.125%, 12/01/25 (Pre-refunded 12/01/17) (UB) 
12/17 at 100.00 
N/R (7) 
6,727,565 
5,940 
  
5.125%, 12/01/26 (Pre-refunded 12/01/17) (UB) 
12/17 at 100.00 
N/R (7) 
6,068,601 
2,175 
  
New York City Transitional Finance Authority, New York, Future Tax Secured Revenue Bonds, 
11/20 at 100.00 
N/R (7) 
2,501,337 
 
  
Subordinate Lien Series 2011C, 5.500%, 11/01/35 (Pre-refunded 11/01/20) 
 
 
 
 
  
New York State Environmental Facilities Corporation, State Personal Income Tax Revenue Bonds, 
 
 
 
 
  
Series 2008A: 
 
 
 
2,920 
  
5.000%, 12/15/26 (Pre-refunded 12/15/17) (UB) 
12/17 at 100.00 
AAA 
2,986,488 
7,020 
  
5.000%, 12/15/27 (Pre-refunded 12/15/17) (UB) 
12/17 at 100.00 
AAA 
7,179,845 
5,550 
  
New York State Thruway Authority, Highway and Bridge Trust Fund Bonds, Series 2007, 5.000%, 
10/17 at 100.00 
AA+ (7) 
5,627,534 
 
  
4/01/27 (Pre-refunded 10/01/17) 
 
 
 
1,520 
  
Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Forty 
8/17 at 100.00 
AA (7) 
1,572,957 
 
  
Eighth Series 2008, Tender Option Bond Trust 2015-XF2178, 15.809%, 8/15/32 (Pre-refunded 
 
 
 
 
  
8/15/17) – AGM Insured (IF) (5) 
 
 
 
835 
  
Seneca County Industrial Development Authority, New York, Revenue Bonds, New York Chiropractic 
10/17 at 100.00 
N/R (7) 
846,665 
 
  
College, Series 2007, 5.000%, 10/01/27 (Pre-refunded 10/01/17) 
 
 
 
470 
  
Suffolk County Economic Development Corporation, New York, Revenue Bonds, Catholic Health 
7/21 at 100.00 
N/R (7) 
544,213 
 
  
Services of Long Island Obligated Group Project, Refunding Series 2011, 5.000%, 7/01/28 
 
 
 
 
  
(Pre-refunded 7/01/21) 
 
 
 
1,600 
  
Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Series 1993B, 
No Opt. Call 
AA+ (7) 
1,704,304 
 
  
5.000%, 1/01/20 (ETM) 
 
 
 
7,500 
  
Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Series 1999B, 
1/22 at 100.00 
AA+ (7) 
8,941,350 
 
  
5.500%, 1/01/30 (Pre-refunded 1/01/22) 
 
 
 
1,000 
  
Yonkers Industrial Development Agency, New York, Civic Facility Revenue Bonds, Sarah Lawrence 
6/19 at 100.00 
BBB (7) 
1,101,110 
 
  
College Project, Series 2001A Remarketed, 6.000%, 6/01/41 (Pre-refunded 6/01/19) 
 
 
 
68,390 
  
Total U.S. Guaranteed 
 
 
73,621,948 
 
  
Utilities – 11.4% (7.4% of Total Investments) 
 
 
 
3,500 
  
Chautauqua County Industrial Development Agency, New York, Exempt Facility Revenue Bonds, 
2/20 at 100.00 
Baa3 
3,673,705 
 
  
NRG Dunkirk Power Project, Series 2009, 5.875%, 4/01/42 
 
 
 
370 
  
Guam Power Authority, Revenue Bonds, Series 2012A, 5.000%, 10/01/34 
10/22 at 100.00 
BBB 
393,440 
1,460 
  
Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2014A, 
9/24 at 100.00 
A– 
1,649,946 
 
  
5.000%, 9/01/44 
 
 
 
 
  
Long Island Power Authority, New York, Electric System Revenue Bonds, Series 2011A: 
 
 
 
1,000 
  
5.000%, 5/01/36 – AGM Insured 
5/21 at 100.00 
AA 
1,112,870 
8,265 
  
5.000%, 5/01/38 
5/21 at 100.00 
A– 
9,197,871 
1,250 
  
Long Island Power Authority, New York, Electric System Revenue Bonds, Series 2012A, 
9/22 at 100.00 
A– 
1,393,688 
 
  
5.000%, 9/01/37 
 
 
 
11,760 
  
Niagara Area Development Corporation, New York, Solid Waste Disposal Facility Revenue 
11/17 at 100.00 
BB+ 
11,821,858 
 
  
Refunding Bonds, Covanta Energy Project, Series 2012A, 5.250%, 11/01/42 (Alternative 
 
 
 
 
  
Minimum Tax) 
 
 
 
3,300 
  
Suffolk County Industrial Development Agency, New York, Revenue Bonds, Nissequogue 
7/17 at 100.00 
N/R 
3,300,297 
 
  
Cogeneration Partners Facility, Series 1998, 5.500%, 1/01/23 (Alternative Minimum Tax) 
 
 
 
3,785 
  
Utility Debt Securitization Authority, New York, Restructuring Bonds, Refunding Series 2015, 
12/25 at 100.00 
AAA 
4,563,385 
 
  
5.000%, 12/15/32 
 
 
 
 
  
Utility Debt Securitization Authority, New York, Restructuring Bonds, Series 2013TE: 
 
 
 
3,800 
  
5.000%, 12/15/33 
12/23 at 100.00 
AAA 
4,469,978 
1,060 
  
5.000%, 12/15/34 
12/23 at 100.00 
AAA 
1,242,649 
8,030 
  
5.000%, 12/15/41 
12/23 at 100.00 
AAA 
9,312,793 
1,515 
  
Utility Debt Securitization Authority, New York, Restructuring Bonds, Series 2016A, 
6/26 at 100.00 
AAA 
1,827,878 
 
  
5.000%, 12/15/35 
 
 
 
49,095 
  
Total Utilities 
 
 
53,960,358 
 
  
Water and Sewer – 7.6% (4.9% of Total Investments) 
 
 
 
4,000 
  
Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2010, 
7/20 at 100.00 
A– 
4,270,400 
 
  
5.625%, 7/01/40 
 
 
 
4,140 
  
New York City Municipal Water Finance Authority, New York, Water and Sewer System Revenue 
12/21 at 100.00 
AA+ 
4,642,637 
 
  
Bonds, Second Generation Resolution, Fiscal 2012 Series BB, 5.000%, 6/15/44 
 
 
 
5,000 
  
New York City Municipal Water Finance Authority, New York, Water and Sewer System Second 
6/24 at 100.00 
AA+ 
5,844,350 
 
  
General Resolution Revenue Bonds, Fiscal 2014 Series DD, 5.000%, 6/15/35 
 
 
 
9,750 
  
New York State Environmental Facilities Corporation, State Clean Water and Drinking Water 
6/21 at 100.00 
AAA 
11,024,813 
 
  
Revolving Funds Revenue Bonds, New York City Municipal Water Finance Authority Projects, 
 
 
 
 
  
Second Resolution Series 2011B, 5.000%, 6/15/41 
 
 
 
1,000 
  
New York State Environmental Facilities Corporation, State Clean Water and Drinking Water 
6/25 at 100.00 
AAA 
1,181,830 
 
  
Revolving Funds Revenue Bonds, New York City Municipal Water Finance Authority Projects, 
 
 
 
 
  
Second Resolution Subordinated SRF Series 2015A, 5.000%, 6/15/40 
 
 
 
4,190 
  
New York State Environmental Facilities Corporation, State Clean Water and Drinking Water 
6/26 at 100.00 
AAA 
4,505,758 
 
  
Revolving Funds Revenue Bonds, New York City Municipal Water Finance Authority Projects-Second 
 
 
 
 
  
Resolution Bonds, Series 2016A, 4.000%, 6/15/46 
 
 
 
3,840 
  
New York State Environmental Facilities Corporation, State Revolving Funds Revenue Bonds, 2010 
4/20 at 100.00 
AAA 
4,214,746 
 
  
Master Financing Program, Series 2010C, 5.000%, 10/15/35 
 
 
 
31,920 
  
Total Water and Sewer 
 
 
35,684,534 
$ 683,460 
  
Total Long-Term Investments (cost $679,996,409) 
 
 
726,617,965 
 
  
Floating Rate Obligations – (6.3)% 
 
 
(29,570,000) 
 
  
Variable Rate MuniFund Term Preferred Shares, net of deferred offering costs – (30.9)% (8) 
 
 
(145,966,364) 
 
  
Variable Rate Demand Preferred Shares, net of deferred offering costs – (18.8)% (9) 
 
 
(88,993,550) 
 
  
Other Assets Less Liabilities – 2.4% 
 
 
10,966,197 
 
  
Net Assets Applicable to Common Shares – 100% 
 
 
$ 473,054,248 
 

Fair Value Measurements
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, prepayment speeds, credit risk, 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 risk 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 
$ — 
$726,617,965 
$ — 
$726,617,965 
 
Income Tax Information
The following information is presented on an income tax basis. Differences between amounts for financial statement and federal income tax purposes are primarily due to timing differences in recognizing taxable market discount, timing differences in recognizing certain gains and losses on investment transactions and the treatment of investments in inverse floating rate securities reflected as financing transactions, if any. To the extent that differences arise that are permanent in nature, such amounts are reclassified within the capital accounts on the Statement of Assets and Liabilities presented in the annual report, based on their federal tax basis treatment; temporary differences do not require reclassification. Temporary and permanent differences do not impact the net asset value of the Fund.
As of May 31, 2017, the cost of investments was $650,016,977.
Gross unrealized appreciation and gross unrealized depreciation of investments as of May 31, 2017, were as follows:
   
Gross unrealized: 
 
Appreciation 
$50,531,005 
Depreciation 
(3,500,033) 
Net unrealized appreciation (depreciation) of investments 
$47,030,972 
 
(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. The rate shown is the coupon as of the end of the reporting period. 
(5) 
  
Investment, or portion of investment, has been pledged to collateralize the net payment obligations 
 
  
for investments in inverse floating rate transactions. 
(6) 
  
As of, or subsequent to, the end of the reporting period this security is non-income producing. 
 
  
Non-income producing, in the case of a fixed-income security, generally denotes that the issuer has 
 
  
(1) defaulted on the payment of principal or interest, (2) is under the protection of the Federal 
 
  
Bankruptcy Court or (3) the Fund's Adviser has concluded that the issue is not likely to meet its 
 
  
future interest payment obligations and has ceased accruing additional income on the Fund's records. 
(7) 
  
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. Certain bonds backed by 
 
  
U.S. Government or agency securities are regarded as having an implied rating equal to the ratings 
 
  
of such securities. 
(8) 
  
Variable Rate MuniFund Term Preferred Shares, net of deferred offering costs as a percentage of 
 
  
Total Investments is 20.1%. 
(9) 
  
Variable Rate Demand Preferred Shares, net of deferred offering costs as a percentage of 
 
  
Total Investments is 12.2%. 
(ETM) 
  
Escrowed to maturity. 
(IF) 
  
Inverse floating rate investment. 
(UB) 
  
Underlying bond of an inverse floating rate trust reflected as a financing transaction. 
 
 
Item 2. Controls and Procedures.

a.  
The registrant's principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the "1940 Act") (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of this report that includes the disclosure required by this paragraph, based on their evaluation of the controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rule 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 (17 CFR 240.13a-15(b) or 240.15d-15(b)).
 
b.  
There were no changes in the registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant's last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.
 
Item 3. Exhibits.

File as exhibits as part of this Form a separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)), exactly as set forth below: See EX-99 CERT attached hereto.

 
 
SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
 
(Registrant)  Nuveen New York Quality Municipal Income Fund 
 
By (Signature and Title) /s/ Gifford R. Zimmerman            
       Gifford R. Zimmerman
     Vice President and Secretary
                                         
Date:         July 28, 2017        
 
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
 
By (Signature and Title) /s/ Cedric H. Antosiewicz            
       Cedric H. Antosiewicz
     Chief Administrative Officer (principal executive officer)
                        
Date:         July 28, 2017        
 
By (Signature and Title) /s/ Stephen D. Foy                         
 
     Stephen D. Foy
     Vice President and Controller (principal financial officer)
                                                                                         
Date:         July 28, 2017