There is a speech that was given at EPIC (Electronic Privacy Information Center) in 2015 that is likely to have the quote you are looking for.[0][1]

There is a short clip of his speech at the event which was reported by NBC News, in which he states the boundaries of their advertisement program at the time.[2]

EDIT: There is also this story from the Verge in 2014 which includes a lengthy quote about the advertisement program.[3]

[0] https://archive.epic.org/2015/06/tim-cook-backs-privacy-cryp...

[1] https://archive.epic.org/june1/

[2] https://www.nbcnews.com/tech/apple/its-wrong-apple-ceo-tim-c...

[3] https://www.theverge.com/2014/9/17/6368669/tim-cook-talks-up...