Schedule of Investments (unaudited)
September 30, 2024
BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)
(Percentages shown are based on Net Assets)

 
Security
 
Par
(000)
Value
Asset-Backed Securities
Bryant Park Funding Ltd., Series 2024-23A, Class D1,
(3-mo. CME Term SOFR + 3.85%), 9.18%,
05/15/37(a)(b)
USD
1,000
$ 1,015,024
Golub Capital Partners CLO Ltd.(a)(b)
 
Series 2023-66B, Class D, (3-mo. CME Term SOFR +
5.50%), 10.78%, 04/25/36
 
1,000
1,033,714
Series 2024-74A, Class D1, (3-mo. CME Term SOFR
+ 3.20%), 8.51%, 07/25/37
 
1,000
1,013,380
Madison Park Funding LXIX Ltd., Series 2024-69A,
Class D1, (3-mo. CME Term SOFR + 3.35%), 8.68%,
07/25/37(a)(b)
 
1,000
1,014,309
Oaktree CLO Ltd., Series 2024-26A, Class D1, (3-mo.
CME Term SOFR + 3.45%), 8.78%, 04/20/37(a)(b)
 
1,670
1,695,780
Palmer Square CLO Ltd., Series 2023-2A, Class D, (3-
mo. CME Term SOFR + 5.00%), 10.28%,
04/20/36(a)(b)
 
1,000
1,035,001
Pikes Peak CLO Ltd., Series 2023-14, Class D, (3-mo.
CME Term SOFR + 5.45%), 10.73%, 04/20/36(a)(b)
 
1,000
1,034,438
Sycamore Tree CLO Ltd., Series 2023-3A, Class D1R,
(3-mo. CME Term SOFR + 4.25%), 9.53%,
04/20/37(a)(b)
 
1,000
1,020,422
Symphony CLO Ltd.(a)(b)
 
Series 2023-38, Class D, (3-mo. CME Term SOFR +
5.20%), 10.48%, 04/24/36
 
1,000
1,036,822
Series 2023-40A, Class D, (3-mo. CME Term SOFR +
5.00%), 10.30%, 01/14/34
 
1,000
1,034,811
Whitebox CLO IV Ltd., Series 2023-4A, Class D, (3-mo.
CME Term SOFR + 5.15%), 10.43%, 04/20/36(a)(b)
 
1,000
1,028,044
Total Asset-Backed Securities — 2.6%
(Cost: $11,670,000)
11,961,745
 
 
 
 
Shares
 
Common Stocks
Construction & Engineering — 0.0%
McDermott International Ltd.(c)
 
123,933
24,787
Financial Services(c) — 0.3%
NMG Parent LLC
 
3,613
429,947
Travelport Finance Luxembourg SARL(d)
 
267
698,363
 
 
1,128,310
Ground Transportation — 0.0%
Sirva BGRS Holdings, Inc.(c)(d)
 
1,472
7,360
Health Care Providers & Services — 0.1%
Envision Healthcare Corp., (Acquired 11/03/23, Cost:
$737,244)(c)(e)
 
23,736
246,261
Media — 0.1%
Learfield Communications LLC, (Acquired 09/06/23,
Cost: $85,471)(c)(d)(e)
 
6,803
448,998
Semiconductors & Semiconductor Equipment — 0.0%
Maxeon Solar Technologies Ltd.(c)
 
232
(f)
22
Security
 
 
Shares
Value
Trading Companies & Distributors — 0.0%
TMK Hawk Parent Corp.(c)(d)
 
23,534
$      188,276
Total Common Stocks — 0.5%
(Cost: $4,184,773)
2,044,014
 
 
 
Par
(000)
 
Corporate Bonds
Chemicals(b) — 0.1%
Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%,
07/01/28
USD
51
51,561
WR Grace Holdings LLC, 5.63%, 08/15/29
 
388
364,481
 
 
416,042
Commercial Services & Supplies — 0.0%
Champions Financing, Inc., 8.75%, 02/15/29(b)
 
208
211,859
Construction & Engineering — 0.1%
Brand Industrial Services, Inc., 10.38%, 08/01/30(b)
 
249
266,642
Diversified REITs — 0.0%
VICI Properties LP/VICI Note Co., Inc., 4.63%,
06/15/25(b)
 
138
137,158
Diversified Telecommunication Services(b) — 0.2%
Level 3 Financing, Inc., 11.00%, 11/15/29
 
524
580,733
Zayo Group Holdings, Inc., 6.13%, 03/01/28
 
251
208,330
 
 
789,063
Electric Utilities — 0.0%
Texas Competitive Electric Holdings, Series M, 5.03%,
10/10/19(c)(d)(g)
 
1,710
—
Entertainment(b) — 0.2%
Caesars Entertainment, Inc., 4.63%, 10/15/29
 
390
370,975
Odeon Finco PLC, 12.75%, 11/01/27
 
607
637,823
 
 
1,008,798
Hotels, Restaurants & Leisure — 0.1%
Fertitta Entertainment LLC/Fertitta Entertainment Finance
Co., Inc., 6.75%, 01/15/30(b)
 
441
410,861
Insurance — 0.1%
Alliant Holdings Intermediate LLC/Alliant Holdings Co-
Issuer, 6.75%, 10/15/27(b)
 
357
355,661
Internet Software & Services(b) — 0.2%
Expedia Group, Inc., 6.25%, 05/01/25
 
337
337,863
Uber Technologies, Inc., 4.50%, 08/15/29
 
381
377,727
 
 
715,590
IT Services — 0.0%
Amentum Escrow Corp., 7.25%, 08/01/32(b)
 
177
184,723
Machinery(b) — 0.3%
Husky Injection Molding Systems Ltd./Titan Co-Borrower
LLC, 9.00%, 02/15/29
 
336
350,620
Vertiv Group Corp., 4.13%, 11/15/28
 
901
870,810
 
 
1,221,430
Media — 0.1%
Radiate Holdco LLC/Radiate Finance, Inc., 4.50%,
09/15/26(b)
 
573
488,841
Schedule of Investments
1
Schedule of Investments (unaudited)(continued)
September 30, 2024
BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)
(Percentages shown are based on Net Assets)
Security
 
Par
(000)
Value
Oil, Gas & Consumable Fuels — 0.1%
eG Global Finance PLC, 12.00%, 11/30/28(b)
USD
465
$ 518,968
Software — 0.0%
Central Parent LLC/CDK Global II LLC/CDK Financing
Co., Inc., 8.00%, 06/15/29(b)
 
191
198,656
Trading Companies & Distributors — 0.1%
Wesco Aircraft Holdings, Inc., 9.00%, 11/15/26(b)(c)(g)
 
1,013
415,330
Wireless Telecommunication Services — 0.0%
Ligado Networks LLC, (15.50% PIK), 15.50%,
11/01/23(b)(c)(g)(h)
 
263
43,313
Total Corporate Bonds — 1.6%
(Cost: $7,937,211)
7,382,935
Fixed Rate Loan Interests
Advertising Agencies — 0.2%
Clear Channel International BV, 2024 CCIBV Fixed Term
Loan, 7.50%, 04/01/27
 
740
734,450
Commercial Services & Supplies — 0.2%
AVSC Holding Corp., 2020 Term Loan B3, (10.00% PIK),
15.00%, 10/15/26(h)
 
1,093
1,116,576
Software — 0.2%
Cotiviti, Inc., 2024 Fixed Term Loan B, 7.63%, 05/01/31
 
1,086
1,090,072
Total Fixed Rate Loan Interests — 0.6%
(Cost: $2,895,431)
2,941,098
Floating Rate Loan Interests(a)
Advertising Agencies — 0.2%
Clear Channel Outdoor Holdings, Inc., 2024 Term Loan,
(1-mo. CME Term SOFR at 0.00% Floor + 4.11%),
8.96%, 08/23/28
 
717
713,467
CMG Media Corp., 2021 Term Loan, (3-mo. CME Term
SOFR at 0.00% Floor + 3.60%), 8.10%, 12/17/26
 
—
(f)
269
 
 
713,736
Aerospace & Defense — 3.5%
Amazon Holdco, Inc., 2024 Term Loan B, 09/29/31(i)
 
1,307
1,302,099
Barnes Group, Inc., 2024 Term Loan, (1-mo. CME Term
SOFR at 0.00% Floor + 2.50%), 7.35%, 09/03/30
 
1,040
1,038,989
Bleriot U.S. Bidco, Inc., 2023 Term Loan B, (3-mo. CME
Term SOFR at 0.00% Floor + 3.25%), 7.85%,
10/31/30
 
1,095
1,095,384
Cobham Ultra SeniorCo SARL, USD Term Loan B, (6-mo.
CME Term SOFR at 0.50% Floor + 3.75%), 9.24%,
08/03/29
 
935
893,854
Dynasty Acquisition Co., Inc., 2024 Term Loan B1, (1-mo.
CME Term SOFR at 0.00% Floor + 3.50%), 8.35%,
08/24/28
 
4,253
4,253,912
NORDAM Group, Inc., Term Loan B, (1-mo. CME Term
SOFR at 0.00% Floor + 5.70%), 10.45%, 04/09/26(d)
 
749
740,956
Ovation Parent, Inc., 2024 Term Loan, (3-mo. CME Term
SOFR at 0.75% Floor + 3.50%), 8.10%, 04/21/31
 
299
299,873
Propulsion BC Newco LLC, Term Loan, (3-mo. CME Term
SOFR at 0.50% Floor + 3.75%), 8.35%, 09/14/29
 
216
216,307
Standard Aero Ltd., 2024 Term Loan B2, (1-mo. CME
Term SOFR at 0.00% Floor + 3.50%), 8.35%,
08/24/28
 
1,640
1,640,199
Security
 
Par
(000)
Value
Aerospace & Defense (continued)
TransDigm, Inc.
 
2023 Term Loan J, (3-mo. CME Term SOFR at 1.00%
Floor + 2.50%), 7.10%, 02/28/31
USD
3,735
$ 3,719,314
2024 Term Loan, (Prime + 1.50%), 7.32%, 01/19/32
 
905
901,226
2024 Term Loan K, (3-mo. CME Term SOFR at 0.00%
Floor + 2.75%), 7.35%, 03/22/30
 
117
117,350
 
 
16,219,463
Air Freight & Logistics — 0.1%
Rand Parent LLC, 2023 Term Loan B, (3-mo. CME Term
SOFR at 0.00% Floor + 3.75%), 8.35%, 03/17/30
 
242
242,453
Automobile Components — 0.9%
Clarios Global LP, 2024 USD Term Loan B, (1-mo. CME
Term SOFR + 2.50%), 7.35%, 05/06/30
 
3,199
3,196,013
Tenneco, Inc., 2022 Term Loan B, (3-mo. CME Term
SOFR + 5.10%), 10.23%, 11/17/28
 
1,123
1,065,042
 
 
4,261,055
Automobiles — 0.0%
RVR Dealership Holdings LLC, Term Loan B, (3-mo.
CME Term SOFR at 0.75% Floor + 3.90%), 8.50%,
02/08/28
 
240
212,493
Beverages — 0.8%
Naked Juice LLC
 
2nd Lien Term Loan, (3-mo. CME Term SOFR at
0.50% Floor + 6.10%), 10.70%, 01/24/30
 
1,757
1,066,008
Term Loan, (3-mo. CME Term SOFR + 3.35%), 7.95%,
01/24/29
 
2,286
1,865,180
Triton Water Holdings, Inc., Term Loan, (3-mo. CME Term
SOFR at 0.50% Floor + 3.51%), 8.12%, 03/31/28
 
922
920,285
 
 
3,851,473
Broadline Retail — 0.5%
CNT Holdings I Corp., 2020 Term Loan, (3-mo. CME
Term SOFR + 3.50%), 8.75%, 11/08/27
 
2,186
2,189,265
Building Materials — 4.2%
ACProducts Holdings, Inc., 2021 Term Loan B, (3-mo.
CME Term SOFR + 4.51%), 9.12%, 05/17/28
 
937
781,125
AZEK Group LLC, 2024 Term Loan B, 09/19/31(d)(i)
 
869
869,000
Chariot Buyer LLC
 
2024 Incremental Term Loan B, (1-mo. CME Term
SOFR + 3.50%), 8.35%, 11/03/28
 
634
632,002
Term Loan B, (1-mo. CME Term SOFR + 3.35%),
8.20%, 11/03/28
 
2,414
2,399,262
Cornerstone Building Brands, Inc., 2021 Term Loan B,
(1-mo. CME Term SOFR + 3.35%), 8.45%, 04/12/28
 
261
255,547
CP Atlas Buyer, Inc., 2021 Term Loan B, (1-mo. CME
Term SOFR at 0.50% Floor + 3.85%), 8.70%,
11/23/27
 
1,007
992,109
CP Iris Holdco I, Inc., 2021 Term Loan, (1-mo. CME Term
SOFR + 3.50%), 8.35%, 10/02/28
 
579
574,009
EMRLD Borrower LP
 
2024 Term Loan B, (3-mo. CME Term SOFR at 0.00%
Floor + 2.50%), 7.56%, 08/04/31
 
1,327
1,323,444
Term Loan B, (3-mo. CME Term SOFR at 0.00% Floor
+ 2.50%), 7.56%, 05/31/30
 
2,141
2,135,406
LSF10 XL Bidco SCA, 2021 EUR Term Loan B4, (3-mo.
EURIBOR at 0.00% Floor + 4.18%), 7.52%, 04/12/28
EUR
854
863,111
New AMI I LLC, 2022 Term Loan B, (1-mo. CME Term
SOFR at 0.50% Floor + 6.00%), 10.85%, 03/08/29
USD
831
801,781
2
Schedule of Investments (unaudited)(continued)
September 30, 2024
BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)
(Percentages shown are based on Net Assets)
Security
 
Par
(000)
Value
Building Materials (continued)
Oscar AcquisitionCo LLC, Term Loan B, (3-mo. CME
Term SOFR at 0.50% Floor + 4.25%), 8.50%,
04/29/29
USD
1,254
$ 1,237,092
Potters Borrower LP, 2024 Term Loan, (1-mo. CME Term
SOFR at 0.75% Floor + 3.75%), 8.60%, 12/14/27
 
519
521,556
Quikrete Holdings, Inc., 2024 Term Loan B1, (1-mo. CME
Term SOFR + 2.25%), 7.10%, 03/19/29
 
617
617,010
Smyrna Ready Mix Concrete LLC, 2023 Term Loan, (1-
mo. CME Term SOFR at 0.00% Floor + 3.50%),
8.35%, 04/02/29(d)
 
532
535,122
Standard Industries, Inc., 2021 Term Loan B, (1-mo. CME
Term SOFR + 2.00%), 6.92%, 09/22/28
 
1,055
1,056,751
Summit Materials LLC, 2023 Incremental Term Loan B,
(3-mo. CME Term SOFR at 0.00% Floor + 1.75%),
7.05%, 01/12/29
 
725
727,770
Wilsonart LLC, 2024 Term Loan B, (3-mo. CME Term
SOFR at 0.00% Floor + 4.25%), 8.85%, 08/05/31
 
2,757
2,724,826
Zurn LLC, 2021 Term Loan B, (1-mo. CME Term SOFR +
2.11%), 6.96%, 10/04/28
 
111
111,367
 
 
19,158,290
Building Products — 1.5%
Beacon Roofing Supply, Inc., 2024 Term Loan B, (1-mo.
CME Term SOFR at 0.00% Floor + 2.00%), 6.85%,
05/19/28
 
1,436
1,435,579
Foundation Building Materials, Inc., 2024 Term Loan B2,
(1-mo. CME Term SOFR at 0.00% Floor + 4.00%),
8.60%, 01/29/31
 
2,222
2,160,015
Gulfside Supply, Inc., Term Loan B, (3-mo. CME Term
SOFR at 0.00% Floor + 3.00%), 8.29%, 06/17/31
 
560
559,122
White Cap Buyer LLC, 2024 Term Loan B, (1-mo. CME
Term SOFR at 0.00% Floor + 3.25%), 8.10%,
10/19/29
 
2,796
2,774,789
 
 
6,929,505
Capital Markets — 2.7%
Aretec Group, Inc., 2024 Term Loan B, (1-mo. CME Term
SOFR at 0.00% Floor + 4.00%), 8.85%, 08/09/30
 
603
590,112
Ascensus Holdings, Inc., Term Loan, (1-mo. CME Term
SOFR at 0.50% Floor + 3.61%), 8.46%, 08/02/28
 
2,708
2,702,775
Deerfield Dakota Holding LLC
 
2020 USD Term Loan B, (3-mo. CME Term SOFR at
1.00% Floor + 3.75%), 8.35%, 04/09/27
 
5,029
4,921,452
2021 USD 2nd Lien Term Loan, (3-mo. CME Term
SOFR + 7.01%), 11.62%, 04/07/28
 
1,806
1,760,850
FinCo I LLC, 2023 Term Loan, (3-mo. CME Term SOFR
at 0.00% Floor + 3.00%), 8.26%, 06/27/29
 
607
607,466
Grant Thornton LLP/Chicago, Term Loan B, (1-mo. CME
Term SOFR at 0.00% Floor + 3.25%), 8.10%,
06/02/31
 
327
327,366
Jane Street Group LLC, 2024 Term Loan B, 01/26/28(i)
 
316
315,640
Wec U.S. Holdings Ltd., 2024 Term Loan, (1-mo. CME
Term SOFR at 0.00% Floor + 2.75%), 7.60%,
01/27/31
 
1,143
1,142,326
 
 
12,367,987
Chemicals — 5.2%
Aruba Investments Holdings LLC, 2020 2nd Lien Term
Loan, (1-mo. CME Term SOFR + 7.85%), 12.70%,
11/24/28
 
690
652,912
Security
 
Par
(000)
Value
Chemicals (continued)
Ascend Performance Materials Operations LLC,
2021 Term Loan B, (3-mo. CME Term SOFR + 4.85%),
9.10%, 08/27/26
USD
407
$ 376,083
Axalta Coating Systems U.S. Holdings, Inc., 2024 Term
Loan B6, (3-mo. CME Term SOFR at 0.50% Floor +
2.00%), 6.60%, 12/20/29
 
1,247
1,250,197
Chemours Co., 2023 USD Term Loan B, (1-mo. CME
Term SOFR + 3.50%), 8.35%, 08/18/28
 
1,143
1,141,386
Derby Buyer LLC, 2024 Term Loan B, (1-mo. CME Term
SOFR at 0.50% Floor + 3.50%), 8.70%, 11/01/30
 
2,065
2,065,141
Discovery Purchaser Corp., Term Loan, 10/04/29(i)
 
164
162,726
Ecovyst Catalyst Technologies LLC, 2024 Term Loan B,
(3-mo. CME Term SOFR at 0.00% Floor + 2.25%),
7.50%, 06/12/31
 
1,703
1,691,073
Element Solutions, Inc., 2023 Term Loan B, (1-mo. CME
Term SOFR + 2.00%), 6.85%, 12/18/30
 
1,952
1,952,274
HB Fuller Co., 2024 Term Loan B, (1-mo. CME Term
SOFR + 2.00%), 6.85%, 02/15/30
 
289
289,531
Herens U.S. Holdco Corp., USD Term Loan B, (3-mo.
CME Term SOFR at 0.75% Floor + 4.03%), 8.53%,
07/03/28
 
1,230
1,148,256
INEOS U.S. Finance LLC, 2023 USD Term Loan B, (1-
mo. CME Term SOFR at 0.00% Floor + 3.25%),
8.10%, 02/18/30
 
673
672,074
LSF11 A5 Holdco LLC, 2024 Term Loan B, (1-mo. CME
Term SOFR at 0.50% Floor + 3.61%), 8.46%,
10/15/28
 
1,787
1,782,632
Momentive Performance Materials, Inc., 2023 Term Loan,
(1-mo. CME Term SOFR + 4.50%), 9.35%, 03/29/28
 
2,202
2,206,485
NIC Acquisition Corp, Term Loan, (3-mo. CME Term
SOFR at 0.75% Floor + 4.01%), 8.62%, 12/29/27
 
224
194,629
Nouryon USA LLC, 2024 USD Term Loan B1, (3-mo.
CME Term SOFR + 3.50%), 8.63%, 04/03/28
 
1,259
1,258,952
Olympus Water U.S. Holding Corp., 2024 USD Term
Loan B, (3-mo. CME Term SOFR at 0.50% Floor +
3.50%), 8.10%, 06/20/31
 
1,535
1,533,384
OQ Chemicals Corp.
 
2017 USD Term Loan B2, (3-mo. CME Term SOFR at
0.00% Floor + 3.70%), 8.92%, 12/31/26
 
1,556
1,315,836
2024 USD Term Loan B, (1-mo. CME Term SOFR at
3.00% Floor + 8.00%), 12.92%, 12/31/26
 
195
200,349
Paint Intermediate III LLC, 2024 Term Loan B, 09/11/31(i)
 
536
534,660
SCIH Salt Holdings, Inc., 2021 Incremental Term Loan B,
(3-mo. CME Term SOFR + 3.50%), 8.76%, 03/16/27
 
593
591,908
Sparta U.S. HoldCo LLC, 2021 Term Loan, (1-mo. CME
Term SOFR at 0.75% Floor + 3.25%), 8.45%,
08/02/30
 
1,641
1,639,125
WR Grace Holdings LLC, 2021 Term Loan B, (3-mo.
CME Term SOFR at 0.50% Floor + 3.25%), 7.85%,
09/22/28
 
1,384
1,386,382
 
 
24,045,995
Commercial Services & Supplies — 12.0%
Albion Financing 3 SARL, 2024 USD Term Loan B, (3-
mo. CME Term SOFR at 0.50% Floor + 4.51%),
9.83%, 08/16/29
 
1,979
1,986,349
AlixPartners LLP, 2021 USD Term Loan B, (1-mo. CME
Term SOFR at 0.50% Floor + 2.61%), 7.46%,
02/04/28
 
1,962
1,963,211
Schedule of Investments
3
Schedule of Investments (unaudited)(continued)
September 30, 2024
BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)
(Percentages shown are based on Net Assets)
Security
 
Par
(000)
Value
Commercial Services & Supplies (continued)
Allied Universal Holdco LLC, 2021 USD Incremental Term
Loan B, (1-mo. CME Term SOFR at 0.50% Floor +
3.85%), 8.70%, 05/12/28
USD
4,132
$ 4,090,128
APi Group DE, Inc., 2024 Term Loan B, (1-mo. CME
Term SOFR at 0.00% Floor + 2.00%), 6.85%,
01/03/29
 
920
918,997
Avis Budget Car Rental LLC, 2020 Term Loan B, (1-mo.
CME Term SOFR + 1.86%), 6.71%, 08/06/27
 
647
643,532
AVSC Holding Corp., 2020 Term Loan B1, (1-mo. CME
Term SOFR + 3.60%, 0.25% PIK), 8.45%, 03/03/25(h)
 
991
985,336
Belron Finance U.S. LLC
 
2018 Term Loan B, (3-mo. CME Term SOFR at 0.00%
Floor + 2.51%), 7.62%, 11/13/25
 
427
426,419
2019 USD Term Loan B3, (3-mo. CME Term SOFR +
2.51%), 7.77%, 10/30/26
 
851
850,225
2023 1st Lien Term Loan, (3-mo. CME Term SOFR +
2.35%), 7.63%, 04/18/29
 
465
464,917
2023 USD Term Loan, (3-mo. CME Term SOFR +
2.19%), 7.32%, 04/13/28
 
4,514
4,509,949
Boost Newco Borrower LLC, 2024 USD Term Loan B,
(3-mo. CME Term SOFR at 0.00% Floor + 2.50%),
7.10%, 01/31/31
 
2,547
2,545,930
Bright Horizons Family Solutions LLC, 2021 Term Loan B,
(1-mo. CME Term SOFR at 0.50% Floor + 2.36%),
7.21%, 11/24/28
 
911
910,093
Camelot U.S. Acquisition LLC, 2024 Term Loan B, (1-mo.
CME Term SOFR + 2.75%), 7.60%, 01/31/31
 
3,240
3,233,557
Champions Financing, Inc., 2024 Term Loan B, (3-mo.
CME Term SOFR at 0.00% Floor + 4.75%), 9.85%,
02/23/29
 
2,683
2,575,680
CHG Healthcare Services, Inc., 2021 Term Loan, (1-mo.
CME Term SOFR at 0.50% Floor + 3.61%), 8.46%,
09/29/28
 
1,005
1,004,659
Creative Artists Agency LLC, 2024 Term Loan B, (Prime +
2.25%), 10.25%, 11/27/28
 
2,942
2,939,246
Element Materials Technology Group U.S. Holdings, Inc.,
2022 USD Term Loan, (3-mo. CME Term SOFR at
0.50% Floor + 3.75%), 8.35%, 07/06/29
 
1,892
1,893,159
Ensemble RCM LLC, 2024 Term Loan B, (3-mo. CME
Term SOFR at 0.00% Floor + 3.00%), 8.25%,
08/01/29
 
234
234,003
Fleet US Bidco, Inc., 2024 1st Lien Term Loan B, (6-mo.
CME Term SOFR at 0.00% Floor + 2.75%), 7.58%,
02/21/31(d)
 
54
53,865
Fortress Transportation and Infrastructure Investors LLC,
Term Loan B, (1-mo. CME Term SOFR at 0.00% Floor
+ 3.75%), 8.60%, 06/27/31
 
582
580,545
Galaxy U.S. Opco, Inc., Term Loan, (3-mo. CME Term
SOFR + 4.75%), 10.00%, 04/29/29
 
463
386,695
Garda World Security Corp., 2024 Term Loan B, (1-mo.
CME Term SOFR at 0.00% Floor + 3.50%), 8.60%,
02/01/29
 
684
682,952
Hertz Corp.
 
2021 Term Loan B, (1-mo. CME Term SOFR + 3.61%),
8.88%, 06/30/28
 
730
651,764
2021 Term Loan C, (1-mo. CME Term SOFR + 3.61%),
8.46%, 06/30/28
 
154
137,253
Ingenovis Health, Inc., Term Loan B, (1-mo. CME Term
SOFR + 4.36%), 9.21%, 03/06/28
 
771
637,685
Security
 
Par
(000)
Value
Commercial Services & Supplies (continued)
KUEHG Corp., 2024 Term Loan B, (3-mo. CME Term
SOFR at 0.50% Floor + 4.50%), 9.10%, 06/12/30
USD
1,394
$ 1,397,050
Learning Care Group U.S. No. 2, Inc., 2024 Term Loan B,
(3-mo. CME Term SOFR at 0.50% Floor + 4.00%),
9.21%, 08/11/28
 
219
219,754
Mavis Tire Express Services Topco Corp., 2024 Term
Loan, (1-mo. CME Term SOFR at 0.75% Floor +
3.50%), 8.35%, 05/04/28
 
2,647
2,644,235
Neon Maple U.S. Debt Mergersub, Inc., 2024 Term Loan
B1, 07/18/31(i)
 
1,744
1,724,380
Prime Security Services Borrower LLC, 2024 Term Loan
B, (1-mo. CME Term SOFR at 0.00% Floor + 2.25%),
7.45%, 10/13/30
 
735
733,959
Ryan LLC, Term Loan, (1-mo. CME Term SOFR at 0.50%
Floor + 3.50%), 8.35%, 11/14/30
 
82
80,638
Sotheby’s, 2021 Term Loan B, (3-mo. CME Term SOFR +
4.61%), 10.06%, 01/15/27
 
2,351
2,319,312
Spring Education Group, Inc., Term Loan, (3-mo. CME
Term SOFR at 0.00% Floor + 4.00%), 8.60%,
10/04/30
 
1,474
1,481,447
Trans Union LLC
 
2024 Term Loan B7, (1-mo. CME Term SOFR +
2.00%), 6.85%, 12/01/28
 
1,830
1,828,086
2024 Term Loan B8, (1-mo. CME Term SOFR at
0.00% Floor + 1.75%), 6.60%, 06/24/31
 
1,822
1,817,830
TruGreen LP, 2020 Term Loan, (1-mo. CME Term SOFR
+ 4.00%), 8.85%, 11/02/27
 
1,088
1,050,416
Vestis Corp., Term Loan, (3-mo. CME Term SOFR +
2.25%), 7.37%, 02/22/31
 
970
963,141
Viad Corp., Initial Term Loan, (1-mo. CME Term SOFR +
4.25%), 9.10%, 07/30/28(d)
 
969
968,276
Vortex Opco LLC, Second Out Term Loan, (3-mo. CME
Term SOFR at 0.50% Floor + 4.36%), 9.12%,
12/17/28
 
675
479,947
Wand NewCo 3, Inc., 2024 1st Lien Term Loan B, (3-mo.
CME Term SOFR at 0.00% Floor + 3.25%), 8.01%,
01/30/31
 
1,905
1,901,986
 
 
54,916,606
Construction & Engineering — 2.3%
AECOM, 2024 Term Loan B, (1-mo. CME Term SOFR +
1.88%), 6.72%, 04/18/31
 
1,166
1,173,855
Apple Bidco LLC
 
2021 Term Loan, (1-mo. CME Term SOFR + 2.86%),
7.71%, 09/22/28
 
1,286
1,283,429
2022 Incremental Term Loan, (1-mo. CME Term SOFR
at 0.50% Floor + 3.50%), 8.35%, 09/22/28
 
734
735,130
Arcosa, Inc., Term Loan B, 08/12/31(d)(i)
 
503
501,490
Brand Industrial Services, Inc., 2024 Term Loan B, (3-mo.
CME Term SOFR at 0.50% Floor + 4.50%), 9.75%,
08/01/30
 
3,579
3,475,269
Brown Group Holding LLC
 
2022 Incremental Term Loan B2, (3-mo. CME Term
SOFR at 0.50% Floor + 2.75%), 7.84%, 07/01/31
 
1,374
1,370,276
Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor
+ 2.75%), 7.60%, 07/01/31
 
1,917
1,911,073
Legence Holdings LLC, 2021 Term Loan, (1-mo. CME
Term SOFR at 0.75% Floor + 3.60%), 8.45%,
12/16/27
 
220
220,621
 
 
10,671,143
4
Schedule of Investments (unaudited)(continued)
September 30, 2024
BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)
(Percentages shown are based on Net Assets)
Security
 
Par
(000)
Value
Consumer Finance — 1.2%
CPI Holdco B LLC, Term Loan, (1-mo. CME Term SOFR
+ 2.00%), 6.85%, 05/19/31
USD
1,283
$ 1,276,354
Edelman Financial Engines Center LLC, 2024 Term Loan
B, (1-mo. CME Term SOFR + 3.25%), 8.10%,
04/07/28
 
819
816,733
Focus Financial Partners, LLC(i)
 
2024 Delayed Draw Term Loan, 09/11/31
 
138
137,484
2024 Term Loan B8, 09/11/31
 
1,284
1,279,038
Osaic Holdings, Inc., 2024 Term Loan, (1-mo. CME Term
SOFR at 0.00% Floor + 4.00%), 8.85%, 08/17/28
 
1,995
1,972,076
 
 
5,481,685
Consumer Staples Distribution & Retail — 0.1%
Peer Holding III BV, 2024 USD Term Loan B5, (3-mo.
CME Term SOFR at 0.00% Floor + 3.00%), 7.60%,
07/01/31
 
648
649,082
Containers & Packaging — 2.0%
Charter Next Generation, Inc., 2024 Term Loan B, (1-mo.
CME Term SOFR at 0.75% Floor + 3.25%), 8.10%,
12/01/27
 
3,716
3,715,258
LABL, Inc., 2021 USD 1st Lien Term Loan, (1-mo. CME
Term SOFR at 0.50% Floor + 5.10%), 9.95%,
10/29/28
 
1,576
1,537,832
Mauser Packaging Solutions Holding Co., 2024 Term
Loan B, (1-mo. CME Term SOFR + 3.50%), 8.70%,
04/15/27
 
1,336
1,337,853
Pregis TopCo LLC
 
1st Lien Term Loan, (1-mo. CME Term SOFR at 0.00%
Floor + 4.00%), 8.85%, 07/31/26
 
664
664,480
2021 Incremental Term Loan, (1-mo. CME Term SOFR
at 0.50% Floor + 4.11%), 8.96%, 07/31/26
 
688
688,451
Trident TPI Holdings, Inc., 2024 Term Loan B6, (3-mo.
CME Term SOFR at 0.50% Floor + 4.00%), 8.60%,
09/15/28
 
1,269
1,269,875
 
 
9,213,749
Diversified REITs — 0.3%
SBA Senior Finance II LLC, 2024 Term Loan B, (1-mo.
CME Term SOFR at 0.00% Floor + 2.00%), 6.85%,
01/25/31
 
1,524
1,524,085
Diversified Telecommunication Services — 3.8%
Altice Financing SA, USD 2017 1st Lien Term Loan, (3-
mo. LIBOR US at 0.00% Floor + 2.75%), 8.31%,
01/31/26
 
1,526
1,480,590
Altice France SA, 2023 USD Term Loan B14, (3-mo.
CME Term SOFR at 0.00% Floor + 5.50%), 10.80%,
08/15/28
 
2,274
1,699,139
Ciena Corp., 2020 Term Loan B, (1-mo. CME Term SOFR
at 0.00% Floor + 2.00%), 6.96%, 10/24/30
 
1,388
1,388,131
Connect Finco SARL, 2024 Extended Term Loan B, (1-
mo. CME Term SOFR at 0.50% Floor + 4.50%),
9.35%, 09/27/29
 
1,007
942,146
GOGO Intermediate Holdings LLC, Term Loan B, (1-mo.
CME Term SOFR + 3.86%), 8.71%, 04/30/28
 
921
865,378
Iridium Satellite LLC, 2024 Term Loan B, (1-mo. CME
Term SOFR at 0.75% Floor + 2.25%), 7.10%,
09/20/30
 
648
635,488
Level 3 Financing Inc.
 
2024 Extended Term Loan B1, (1-mo. CME Term
SOFR at 2.00% Floor + 6.56%), 11.41%, 04/15/29
 
967
986,213
Security
 
Par
(000)
Value
Diversified Telecommunication Services (continued)
Level 3 Financing Inc. (continued)
 
2024 Extended Term Loan B2, (1-mo. CME Term
SOFR at 2.00% Floor + 6.56%), 11.41%, 04/15/30
USD
974
$ 990,039
Lumen Technologies, Inc.
 
2024 Extended Term Loan B1, (1-mo. CME Term
SOFR at 2.00% Floor + 2.46%), 7.32%, 04/15/29
 
739
646,656
2024 Extended Term Loan B2, (1-mo. CME Term
SOFR at 2.00% Floor + 2.46%), 7.32%, 04/15/30
 
755
652,946
ORBCOMM, Inc., Term Loan B, (1-mo. CME Term SOFR
at 0.75% Floor + 4.36%), 9.21%, 09/01/28
 
859
751,424
Viasat, Inc.
 
2023 Term Loan, (1-mo. CME Term SOFR + 4.61%),
9.73%, 05/30/30
 
565
513,087
Term Loan, (1-mo. CME Term SOFR at 0.50% Floor +
4.50%), 9.35%, 03/02/29
 
1,129
1,031,599
Zayo Group Holdings, Inc., USD Term Loan, (1-mo. CME
Term SOFR at 0.00% Floor + 3.11%), 7.97%,
03/09/27
 
5,045
4,600,395
 
 
17,183,231
Electric Utilities — 1.4%
Calpine Construction Finance Co. LP, 2023 Refinancing
Term Loan B, (1-mo. CME Term SOFR at 0.00% Floor
+ 2.00%), 6.85%, 07/31/30
 
1,807
1,794,297
Calpine Corp., Term Loan B9, (1-mo. CME Term SOFR at
0.00% Floor + 2.00%), 6.85%, 01/31/31
 
586
583,910
Constellation Renewables LLC, 2020 Term Loan, (3-mo.
CME Term SOFR + 2.25%), 7.31%, 12/15/27
 
1,144
1,144,077
Hamilton Projects Acquiror LLC, 2024 Term Loan B, (1-
mo. CME Term SOFR at 0.50% Floor + 3.75%),
8.60%, 05/22/31
 
312
314,091
NRG Energy, Inc., 2024 Term Loan, (3-mo. CME Term
SOFR at 0.00% Floor + 2.00%), 7.26%, 04/16/31
 
1,239
1,239,704
Pike Corp., 2021 Incremental Term Loan B, (1-mo. CME
Term SOFR + 3.11%), 7.96%, 01/21/28
 
1,045
1,048,739
Vistra Operations Co. LLC, 1st Lien Term Loan B3,
12/20/30(i)
 
406
406,417
 
 
6,531,235
Electronic Equipment, Instruments & Components — 1.1%
Celestica Inc., 2024 Term Loan B, (1-mo. CME Term
SOFR at 0.00% Floor + 1.75%), 6.61%, 06/20/31(d)
 
443
442,336
Coherent Corp., 2024 Term Loan B, (1-mo. CME Term
SOFR at 0.50% Floor + 2.50%), 7.35%, 07/02/29
 
1,813
1,810,933
MX Holdings U.S., Inc., 2023 USD Term Loan B1D, (1-
mo. CME Term SOFR + 2.86%), 7.71%, 07/31/28
 
188
188,414
Roper Industrial Products Investment Co., 2024 USD
Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor
+ 3.25%), 7.85%, 11/22/29
 
2,706
2,710,412
 
 
5,152,095
Entertainment — 6.7%
Bally’s Corp., 2021 Term Loan B, (3-mo. CME Term
SOFR at 0.50% Floor + 3.51%), 8.79%, 10/02/28
 
1,434
1,363,851
Caesars Entertainment, Inc.
 
2024 Term Loan B1, (1-mo. CME Term SOFR +
2.75%), 7.60%, 02/06/31
 
2,860
2,856,056
Term Loan B, (1-mo. CME Term SOFR + 2.75%),
7.60%, 02/06/30
 
1,178
1,177,307
Churchill Downs, Inc., 2021 Incremental Term Loan B1,
(1-mo. CME Term SOFR at 0.00% Floor + 2.10%),
6.95%, 03/17/28(d)
 
1,444
1,440,208
Schedule of Investments
5
Schedule of Investments (unaudited)(continued)
September 30, 2024
BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)
(Percentages shown are based on Net Assets)
Security
 
Par
(000)
Value
Entertainment (continued)
Delta 2 Lux SARL(i)
 
2024 Term Loan B1, 09/10/31
USD
1,588
$ 1,587,199
2024 Term Loan B2, 09/10/31
 
794
793,399
ECL Entertainment LLC, 2024 Term Loan B, (1-mo. CME
Term SOFR + 4.00%), 8.85%, 08/31/30
 
1,059
1,061,645
Flutter Financing BV, Term Loan B, (3-mo. CME Term
SOFR at 0.50% Floor + 2.00%), 6.60%, 11/29/30
 
3,531
3,530,044
Light & Wonder International, Inc., 2024 Term Loan B2,
(1-mo. CME Term SOFR at 0.50% Floor + 2.25%),
7.33%, 04/14/29
 
1,125
1,122,592
Lions Gate Capital Holdings LLC, 2018 Term Loan B,
(1-mo. CME Term SOFR + 2.35%), 7.20%, 03/24/25
 
394
393,160
Live Nation Entertainment, Inc., Term Loan B4, (1-mo.
CME Term SOFR at 0.00% Floor + 1.85%), 6.81%,
10/19/26
 
2,485
2,479,207
Motion Finco SARL, 2024 USD Term Loan B, (3-mo.
CME Term SOFR at 0.00% Floor + 3.50%), 8.10%,
11/12/29
 
1,351
1,298,109
OVG Business Services LLC, 2024 Term Loan B, (1-mo.
CME Term SOFR + 3.00%), 7.85%, 06/25/31
 
706
701,588
Penn Entertainment, Inc., 2022 Term Loan B, (1-mo.
CME Term SOFR at 0.50% Floor + 2.85%), 7.71%,
05/03/29
 
1,457
1,458,928
Playtika Holding Corp., 2021 Term Loan B1, (1-mo. CME
Term SOFR + 2.86%), 7.71%, 03/13/28
 
1,473
1,461,785
Scientific Games Holdings LP, 2024 USD Term Loan B,
(3-mo. CME Term SOFR at 0.50% Floor + 3.00%),
8.32%, 04/04/29
 
413
410,278
SeaWorld Parks & Entertainment, Inc., 2024 Term Loan
B, (1-mo. CME Term SOFR + 2.50%), 7.35%,
08/25/28
 
543
541,110
Six Flags Entertainment Corp., 2024 Term Loan B, (1-mo.
CME Term SOFR at 0.00% Floor + 2.00%), 6.85%,
05/01/31
 
336
335,233
UFC Holdings LLC, 2021 Term Loan B, (3-mo. CME Term
SOFR + 3.01%), 8.29%, 04/29/26
 
883
883,747
William Morris Endeavor Entertainment LLC, 2018 1st
Lien Term Loan, (1-mo. CME Term SOFR + 2.86%),
7.71%, 05/18/25
 
2,626
2,625,556
WMG Acquisition Corp., 2024 Term Loan B, (1-mo. CME
Term SOFR at 0.00% Floor + 1.75%), 6.60%,
01/24/31
 
2,970
2,965,760
 
 
30,486,762
Environmental, Maintenance & Security Service — 2.8%
Action Environmental Group, Inc., 2023 Term Loan B,
(3-mo. CME Term SOFR + 4.00%), 8.60%, 10/24/30
 
739
739,490
Clean Harbors, Inc., 2023 Term Loan, (1-mo. CME Term
SOFR + 1.75%), 6.71%, 10/09/28
 
1,018
1,019,596
Covanta Holding Corp.
 
2021 Term Loan B, (1-mo. CME Term SOFR at 0.50%
Floor + 2.50%), 7.35%, 11/30/28
 
1,115
1,114,823
2021 Term Loan C, (6-mo. CME Term SOFR at 0.50%
Floor + 2.50%), 7.59%, 11/30/28
 
85
85,649
2024 Term Loan B, (1-mo. CME Term SOFR at 0.50%
Floor + 2.75%), 7.85%, 11/30/28
 
872
872,234
2024 Term Loan C, (1-mo. CME Term SOFR at 0.50%
Floor + 2.75%), 7.85%, 11/30/28
 
48
47,782
Security
 
Par
(000)
Value
Environmental, Maintenance & Security Service (continued)
Filtration Group Corp., 2021 Incremental Term Loan,
(1-mo. CME Term SOFR at 0.50% Floor + 3.61%),
8.46%, 10/21/28
USD
3,488
$ 3,486,817
GFL Enviromental, Inc., 2024 Term Loan B, (3-mo. CME
Term SOFR at 0.50% Floor + 2.00%), 7.32%,
07/03/31
 
734
732,950
JFL-Tiger Acquisition Co., Inc., Term Loan B, (1-mo. CME
Term SOFR at 0.50% Floor + 4.50%), 9.46%,
10/17/30
 
684
685,088
Madison IAQ LLC, Term Loan, (6-mo. CME Term SOFR
at 0.50% Floor + 2.75%), 7.89%, 06/21/28
 
3,645
3,639,751
Packers Holdings LLC, 2021 Term Loan, (1-mo. CME
Term SOFR at 0.75% Floor + 3.35%), 8.20%,
03/09/28
 
894
464,185
 
 
12,888,365
Financial Services — 0.8%
Castlelake Aviation One DAC
 
2023 Incremental Term Loan B, (3-mo. CME Term
SOFR at 0.00% Floor + 2.75%), 7.70%, 10/22/27
 
707
709,466
Term Loan B, (3-mo. CME Term SOFR at 0.00% Floor
+ 2.50%), 7.45%, 10/22/26
 
2,173
2,175,915
Setanta Aircraft Leasing DAC, 2024 Term Loan B, (3-mo.
CME Term SOFR at 0.00% Floor + 1.75%), 6.35%,
11/05/28
 
670
672,988
 
 
3,558,369
Food Products — 3.1%
8th Avenue Food & Provisions, Inc.
 
2018 1st Lien Term Loan, (1-mo. CME Term SOFR +
3.86%), 8.71%, 10/01/25
 
246
238,005
2021 Incremental Term Loan, (1-mo. CME Term SOFR
at 0.75% Floor + 4.86%), 9.71%, 10/01/25
 
1,496
1,447,626
Aramark Services, Inc., 2024 Term Loan B8, (1-mo. CME
Term SOFR at 0.00% Floor + 2.00%), 6.85%,
06/22/30
 
751
752,542
Chobani LLC
 
2020 Term Loan B, (1-mo. CME Term SOFR at 1.00%
Floor + 3.36%), 8.21%, 10/25/27
 
3,171
3,176,631
2023 Incremental Term Loan, (1-mo. CME Term SOFR
at 0.00% Floor + 3.75%), 8.60%, 10/25/27
 
816
817,671
Froneri U.S., Inc., 2020 USD Term Loan, (1-mo. CME
Term SOFR at 0.00% Floor + 2.35%), 7.20%,
01/29/27
 
3,487
3,477,470
H-Food Holdings LLC, 2018 Term Loan B, (3-mo. CME
Term SOFR at 0.00% Floor + 3.95%), 9.01%,
05/23/25
 
491
365,880
Nomad Foods U.S. LLC, Term Loan B4, (3-mo. CME
Term SOFR at 0.50% Floor + 2.50%), 7.81%,
11/12/29
 
1,002
1,000,533
U.S. Foods, Inc.
 
2019 Term Loan B, (1-mo. CME Term SOFR at 0.00%
Floor + 2.00%), 6.96%, 09/13/26
 
630
629,603
2021 Term Loan B, (1-mo. CME Term SOFR + 2.00%),
6.85%, 11/22/28
 
891
891,248
6
Schedule of Investments (unaudited)(continued)
September 30, 2024
BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)
(Percentages shown are based on Net Assets)
Security
 
Par
(000)
Value
Food Products (continued)
U.S. Foods, Inc. (continued)
 
2024 1st Lien Term Loan B, 09/26/31(d)(i)
USD
626
$ 629,130
UTZ Quality Foods LLC, 2024 Term Loan B, (3-mo. CME
Term SOFR + 2.75%), 7.35%, 01/20/28
 
553
552,518
 
 
13,978,857
Ground Transportation — 0.6%
Genesee & Wyoming, Inc., 2024 Term Loan B, (3-mo.
CME Term SOFR at 0.00% Floor + 2.00%), 6.60%,
04/10/31
 
2,347
2,341,132
SIRVA Worldwide, Inc., 2024 Term Loan, (3-mo. CME
Term SOFR at 2.00% Floor + 8.00%), 12.64%,
08/20/29(d)
 
756
566,713
 
 
2,907,845
Health Care Equipment & Supplies — 3.1%
Avantor Funding, Inc., 2024 Term Loan, (1-mo. CME
Term SOFR at 0.50% Floor + 2.10%), 6.95%,
11/08/27
 
1,062
1,067,256
Bausch & Lomb Corp.
 
2023 Incremental Term Loan, (1-mo. CME Term SOFR
at 0.00% Floor + 4.00%), 8.85%, 09/29/28
 
935
932,813
Term Loan, (1-mo. CME Term SOFR at 0.50% Floor +
3.35%), 8.27%, 05/10/27
 
2,237
2,226,654
Maravai Intermediate Holdings LLC, 2022 Term Loan B,
(3-mo. CME Term SOFR at 0.50% Floor + 3.00%),
8.28%, 10/19/27
 
1,245
1,238,206
Medline Borrower LP
 
2024 Term Loan B, (1-mo. CME Term SOFR at 0.50%
Floor + 2.75%), 7.60%, 10/23/28
 
4,627
4,626,427
2024 USD Add-on Term Loan B, (1-mo. CME Term
SOFR at 0.50% Floor + 2.25%), 7.10%, 10/23/28
 
1,748
1,745,500
Sotera Health Holdings LLC, 2024 Term Loan B, (1-mo.
CME Term SOFR at 0.00% Floor + 3.25%), 8.10%,
05/30/31
 
2,205
2,196,731
 
 
14,033,587
Health Care Providers & Services — 3.7%
Catalent Pharma Solutions, Inc., 2021 Term Loan B3,
(1-mo. CME Term SOFR at 0.50% Floor + 2.11%),
7.03%, 02/22/28
 
1,885
1,882,657
Concentra Health Services, Inc., Term Loan B, (1-mo.
CME Term SOFR at 0.00% Floor + 2.25%), 7.10%,
07/28/31(d)
 
369
368,078
Electron BidCo, Inc., 2021 Term Loan, (1-mo. CME Term
SOFR at 0.50% Floor + 3.11%), 7.96%, 11/01/28
 
1,878
1,879,163
EyeCare Partners LLC
 
2024 Second Out Term Loan B, (3-mo. CME Term
SOFR at 0.00% Floor + 4.71%), 9.99%, 11/30/28
 
2,273
1,613,671
2024 Superpriority New Money 1st Out Term Loan A,
(3-mo. CME Term SOFR at 0.00% Floor + 5.75%),
11.03%, 08/31/28
 
628
629,648
2024 Third Out Term Loan C, (3-mo. CME Term SOFR
+ 6.85%), 12.13%, 11/30/28(c)(d)(g)
 
45
7,634
Fortrea Holdings, Inc., Term Loan B, (6-mo. CME Term
SOFR + 3.75%), 8.49%, 07/01/30
 
112
111,925
ICON Luxembourg SARL
 
2024 LUX Term Loan B, (3-mo. CME Term SOFR at
0.50% Floor + 2.00%), 6.60%, 07/03/28
 
575
578,150
2024 US Term Loan B, (3-mo. CME Term SOFR at
0.50% Floor + 2.00%), 6.60%, 07/03/28
 
143
144,047
Security
 
Par
(000)
Value
Health Care Providers & Services (continued)
IQVIA, Inc., 2023 USD Term Loan B4, (3-mo. CME Term
SOFR at 0.00% Floor + 2.00%), 6.60%, 01/02/31
USD
1,214
$ 1,218,039
Medical Solutions Holdings, Inc.
 
2021 1st Lien Term Loan, (3-mo. CME Term SOFR at
0.50% Floor + 3.60%), 8.85%, 11/01/28
 
895
676,075
2021 2nd Lien Term Loan, (3-mo. CME Term SOFR at
0.50% Floor + 7.10%), 12.35%, 11/01/29
 
611
397,150
Phoenix Newco, Inc., 2024 Term Loan B, (1-mo. CME
Term SOFR at 0.50% Floor + 3.00%), 7.85%,
11/15/28
 
2,898
2,896,984
Precision Medicine Group LLC, 2021 Term Loan, (3-mo.
CME Term SOFR at 0.75% Floor + 3.10%), 7.70%,
11/18/27
 
1,212
1,204,731
Star Parent, Inc., Term Loan B, (3-mo. CME Term SOFR
at 0.00% Floor + 3.75%), 8.35%, 09/27/30
 
1,121
1,089,406
Surgery Center Holdings, Inc., 2024 Term Loan B, (1-mo.
CME Term SOFR at 0.00% Floor + 2.75%), 7.67%,
12/19/30
 
1,178
1,178,194
WCG Intermediate Corp., 2024 Term Loan, (1-mo. CME
Term SOFR + 3.50%), 8.35%, 01/08/27
 
1,091
1,089,950
 
 
16,965,502
Hotel & Resort REITs — 0.1%
RHP Hotel Properties LP, 2024 Term Loan B, (1-mo. CME
Term SOFR at 0.00% Floor + 2.25%), 7.10%,
05/18/30
 
488
487,595
Hotels, Restaurants & Leisure — 5.3%
1011778 B.C. Unlimited Liability Co., 2024 Term Loan B6,
(1-mo. CME Term SOFR at 0.00% Floor + 1.75%),
6.60%, 09/20/30
 
2,082
2,058,533
Alterra Mountain Co., 2024 Term Loan B5, (1-mo. CME
Term SOFR + 3.50%), 8.35%, 05/31/30
 
912
914,448
Carnival Corp., 2024 Term Loan B2, (1-mo. CME Term
SOFR at 0.75% Floor + 2.75%), 7.60%, 08/08/27
 
623
623,975
City Football Group Ltd., 2024 Term Loan, (1-mo. CME
Term SOFR at 0.50% Floor + 3.11%), 7.97%,
07/22/30
 
2,088
2,074,184
Fender Musical Instruments Corp., 2021 Term Loan B,
(1-mo. CME Term SOFR at 0.50% Floor + 4.10%),
8.95%, 12/01/28(d)
 
458
441,613
Fertitta Entertainment LLC/NV, 2022 Term Loan B, (1-mo.
CME Term SOFR at 0.50% Floor + 3.75%), 8.85%,
01/27/29
 
4,385
4,370,285
Four Seasons Hotels Ltd., 2024 1st Lien Term Loan B,
(1-mo. CME Term SOFR at 0.50% Floor + 1.75%),
6.61%, 11/30/29
 
3,146
3,144,232
Hilton Domestic Operating Co., Inc., 2023 Term Loan B4,
(1-mo. CME Term SOFR + 1.75%), 6.60%, 11/08/30
 
767
766,563
IRB Holding Corp., 2024 Term Loan B, (1-mo. CME Term
SOFR at 0.75% Floor + 2.85%), 7.70%, 12/15/27
 
1,893
1,890,140
Playa Resorts Holding BV, 2022 Term Loan B, (1-mo.
CME Term SOFR + 2.75%), 7.60%, 01/05/29
 
471
467,154
Sabre GLBL, Inc.
 
2021 Term Loan B1, (1-mo. CME Term SOFR at
0.50% Floor + 3.61%), 8.46%, 12/17/27
 
392
365,153
2021 Term Loan B2, (1-mo. CME Term SOFR at
0.50% Floor + 3.61%), 8.46%, 12/17/27
 
614
571,714
2022 1st Lien Term Loan B, (1-mo. CME Term SOFR +
5.10%), 9.95%, 06/30/28
 
345
326,887
Schedule of Investments
7
Schedule of Investments (unaudited)(continued)
September 30, 2024
BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)
(Percentages shown are based on Net Assets)
Security
 
Par
(000)
Value
Hotels, Restaurants & Leisure (continued)
Station Casinos LLC, 2024 Term Loan B, (1-mo. CME
Term SOFR at 0.00% Floor + 2.25%), 7.10%,
03/14/31
USD
1,962
$ 1,952,682
Whatabrands LLC, 2024 Term Loan B, (1-mo. CME Term
SOFR at 0.50% Floor + 2.75%), 7.60%, 08/03/28
 
3,029
3,023,405
Wyndham Hotels & Resorts, Inc., 2024 Term Loan, (1-
mo. CME Term SOFR at 0.00% Floor + 1.75%),
6.60%, 05/24/30
 
1,357
1,354,866
 
 
24,345,834
Household Durables — 1.6%
AI Aqua Merger Sub, Inc., 2021 1st Lien Term Loan B,
(1-mo. CME Term SOFR at 0.50% Floor + 3.50%),
8.70%, 07/31/28
 
1,453
1,451,163
Hunter Douglas, Inc., USD Term Loan B1, (3-mo. CME
Term SOFR at 0.50% Floor + 3.50%), 8.57%,
02/26/29
 
2,366
2,342,282
SWF Holdings I Corp., 2021 Term Loan B, (1-mo. CME
Term SOFR at 0.75% Floor + 4.11%), 8.96%,
10/06/28
 
810
665,738
Weber-Stephen Products LLC, Term Loan B, (1-mo. CME
Term SOFR at 0.75% Floor + 3.36%), 8.21%,
10/30/27
 
3,067
2,883,336
 
 
7,342,519
Household Products — 0.3%
Reynolds Consumer Products LLC, Term Loan, (1-mo.
CME Term SOFR + 1.85%), 6.70%, 02/04/27
 
1,235
1,236,371
Industrial Conglomerates — 0.1%
Stitch Aquisition Corporation, 2024 Term Loan, 0.00%,
07/28/28
 
1,147
279,610
Insurance — 9.7%
Alliant Holdings Intermediate, LLC, 2024 Term Loan B6,
(1-mo. CME Term SOFR at 0.00% Floor + 3.00%),
7.96%, 09/19/31
 
7,621
7,573,248
AmWINS Group, Inc., 2021 Term Loan B, (1-mo. CME
Term SOFR + 2.36%), 7.21%, 02/19/28
 
2,932
2,926,094
Amynta Agency Borrower, Inc., 2024 Term Loan B, (3-mo.
CME Term SOFR at 0.00% Floor + 3.75%), 9.00%,
02/28/28
 
2,258
2,256,254
AssuredPartners, Inc., 2024 Incremental Term Loan B5,
(1-mo. CME Term SOFR at 0.50% Floor + 3.50%),
8.35%, 02/14/31
 
4,388
4,383,227
Asurion LLC
 
2020 Term Loan B8, (1-mo. CME Term SOFR at
0.00% Floor + 3.36%), 8.21%, 12/23/26
 
241
241,137
2021 2nd Lien Term Loan B3, (1-mo. CME Term SOFR
+ 5.36%), 10.21%, 01/31/28
 
1,117
1,043,949
2021 Second Lien Term Loan B4, (1-mo. CME Term
SOFR + 5.36%), 10.21%, 01/20/29
 
1,066
983,054
2021 Term Loan B9, (1-mo. CME Term SOFR at
0.00% Floor + 3.36%), 8.21%, 07/31/27
 
239
235,215
2023 Term Loan B11, (1-mo. CME Term SOFR at
0.00% Floor + 4.35%), 9.20%, 08/19/28
 
1,644
1,617,580
Baldwin Insurance Group Holdings LLC, 2024 Term Loan
B, (1-mo. CME Term SOFR + 3.25%), 8.10%,
05/26/31(d)
 
546
546,484
HUB International Ltd., 2024 1st Lien Term Loan B, (3-
mo. CME Term SOFR at 0.00% Floor + 3.00%),
8.23%, 06/20/30
 
4,917
4,909,323
Security
 
Par
(000)
Value
Insurance (continued)
Hyperion Refinance SARL, 2024 USD Term Loan B, (1-
mo. CME Term SOFR at 0.50% Floor + 3.50%),
8.35%, 02/15/31
USD
1,627
$ 1,627,004
Jones Deslauriers Insurance Management, Inc., 2024 1st
Lien Term Loan B, (3-mo. CME Term SOFR at 0.00%
Floor + 3.25%), 8.35%, 03/15/30
 
1,131
1,130,184
Ryan Specialty Group LLC, 2024 USD Term Loan B,
(1-mo. CME Term SOFR at 0.00% Floor + 2.25%),
7.10%, 09/15/31
 
1,424
1,420,442
Sedgwick Claims Management Services, Inc., 2023 Term
Loan B, (3-mo. CME Term SOFR at 0.00% Floor +
3.00%), 8.25%, 07/31/31
 
4,303
4,292,834
Truist Insurance Holdings LLC
 
1st Lien Term Loan, (3-mo. CME Term SOFR at 0.00%
Floor + 3.25%), 7.85%, 05/06/31
 
3,032
3,024,420
2nd Lien Term Loan, (3-mo. CME Term SOFR at
0.00% Floor + 4.75%), 9.35%, 05/06/32
 
1,006
1,021,090
USI, Inc.
 
2024 Term Loan (2029), (3-mo. CME Term SOFR at
0.00% Floor + 2.75%), 7.35%, 11/22/29
 
4,033
4,020,013
2024 Term Loan (2030), (3-mo. CME Term SOFR at
0.00% Floor + 2.75%), 7.35%, 09/27/30
 
1,104
1,100,037
 
 
44,351,589
Interactive Media & Services — 0.6%
MH Sub I LLC
 
2021 2nd Lien Term Loan, (3-mo. CME Term SOFR +
6.25%), 11.50%, 02/23/29
 
523
512,677
2023 Term Loan, (1-mo. CME Term SOFR at 0.50%
Floor + 4.25%), 9.10%, 05/03/28
 
1,840
1,827,235
Voyage Australia Pty. Ltd., USD Term Loan B, (3-mo.
CME Term SOFR + 3.76%), 9.04%, 07/20/28
 
233
232,531
 
 
2,572,443
Internet Software & Services — 3.2%
Barracuda Networks, Inc., 2022 Term Loan, (3-mo. CME
Term SOFR at 0.50% Floor + 4.50%), 9.81%,
08/15/29
 
627
608,831
Gen Digital, Inc., 2024 Term Loan B, (1-mo. CME Term
SOFR + 1.75%), 6.60%, 09/12/29
 
2,489
2,480,985
Go Daddy Operating Co. LLC
 
2024 Term Loan B6, (1-mo. CME Term SOFR at
0.00% Floor + 2.00%), 6.85%, 11/09/29
 
1,466
1,464,007
2024 Term Loan B7, (1-mo. CME Term SOFR +
1.75%), 6.60%, 05/30/31
 
1,442
1,437,975
Hoya Midco LLC, 2022 Term Loan, (1-mo. CME Term
SOFR at 0.50% Floor + 3.00%), 7.85%, 02/03/29
 
924
927,731
ION Trading Finance Ltd, 2024 Term Loan, (3-mo. CME
Term SOFR at 0.00% Floor + 4.00%), 9.02%,
04/01/28
 
495
494,908
Proofpoint, Inc., 2024 Term Loan, (1-mo. CME Term
SOFR at 0.50% Floor + 3.00%), 7.85%, 08/31/28
 
3,315
3,311,978
StubHub Holdco Sub LLC, 2024 Extended Term Loan B,
(1-mo. CME Term SOFR + 4.75%), 9.60%, 03/15/30
 
3,892
3,880,132
 
 
14,606,547
IT Services — 2.9%
Magenta Security Holdings LLC
 
2024 First Out Term Loan, (3-mo. CME Term SOFR at
0.75% Floor + 7.01%), 12.13%, 07/27/28
 
545
515,327
2024 Second Out Term Loan, (3-mo. CME Term SOFR
at 0.75% Floor + 7.00%), 12.38%, 07/27/28
 
640
438,669
2024 Super Priority Term Loan, (3-mo. CME Term
SOFR at 1.00% Floor + 6.25%), 11.37%, 07/27/28
 
210
213,262
8
Schedule of Investments (unaudited)(continued)
September 30, 2024
BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)
(Percentages shown are based on Net Assets)
Security
 
Par
(000)
Value
IT Services (continued)
Magenta Security Holdings LLC (continued)
 
2024 Third Out Term Loan, 0.00%, 07/27/28(c)(g)
USD
1,035
$ 302,643
McAfee Corp., 2024 USD Term Loan B, (1-mo. CME
Term SOFR + 3.25%), 8.45%, 03/01/29
 
3,502
3,485,686
Peraton Corp.
 
2nd Lien Term Loan B1, (3-mo. CME Term SOFR +
7.85%), 12.97%, 02/01/29
 
1,691
1,583,625
Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor
+ 3.85%), 8.70%, 02/01/28
 
3,069
2,946,562
Tempo Acquisition LLC, 2024 Term Loan B, (1-mo. CME
Term SOFR + 2.25%), 7.10%, 08/31/28
 
3,881
3,882,469
 
 
13,368,243
Machinery — 3.4%
Arcline FM Holdings, LLC, 2024 Term Loan, (6-mo. CME
Term SOFR at 0.75% Floor + 4.50%), 9.57%,
06/23/28
 
2,268
2,270,019
Columbus McKinnon Corp./New York, 2024 Term Loan,
(3-mo. CME Term SOFR at 0.50% Floor + 2.50%),
7.10%, 05/14/28(d)
 
316
316,273
Doosan Bobcat North America, Inc., 2024 Term Loan,
(3-mo. CME Term SOFR at 0.00% Floor + 2.00%),
6.60%, 04/20/29
 
357
356,095
Generac Power Systems, Inc., 2024 Term Loan B, (1-mo.
CME Term SOFR at 0.00% Floor + 1.75%), 6.95%,
07/03/31
 
325
326,219
Madison Safety & Flow LLC, 2024 Term Loan B,
09/19/31(i)
 
383
382,521
SPX Flow, Inc., 2024 Term Loan B, (1-mo. CME Term
SOFR at 0.50% Floor + 3.50%), 8.35%, 04/05/29
 
1,633
1,633,634
Titan Acquisition Ltd./Canada, 2024 Term Loan B, (6-mo.
CME Term SOFR at 0.00% Floor + 5.00%), 10.33%,
02/15/29
 
4,129
4,104,904
TK Elevator U.S. Newco, Inc., USD Term Loan B, (6-mo.
CME Term SOFR at 0.50% Floor + 3.50%), 8.59%,
04/30/30
 
3,894
3,900,865
Vertiv Group Corp., 2024 Term Loan B2, (1-mo. CME
Term SOFR + 2.00%), 7.20%, 03/02/27
 
2,489
2,490,361
 
 
15,780,891
Media — 2.9%
A L Parent LLC, 2023 Take Back Term Loan, (1-mo. CME
Term SOFR + 5.50%), 10.35%, 06/30/28
 
621
618,523
Charter Communications Operating LLC, 2023 Term
Loan B4, (3-mo. CME Term SOFR at 0.00% Floor +
2.00%), 7.33%, 12/07/30
 
1,385
1,372,467
Cogeco Financing 2 LP, 2023 Incremental Term Loan B,
(1-mo. CME Term SOFR + 2.61%), 7.46%, 09/01/28
 
1,001
982,263
CSC Holdings LLC, 2019 Term Loan B5, (6-mo. LIBOR
US at 0.00% Floor + 2.50%), 7.17%, 04/15/27
 
1,776
1,621,374
DirecTV Financing LLC, Term Loan, (1-mo. CME Term
SOFR at 0.75% Floor + 5.11%), 9.96%, 08/02/27
 
959
958,183
Gray Television, Inc., 2024 Term Loan B, (1-mo. CME
Term SOFR + 5.25%), 10.45%, 06/04/29
 
239
229,470
NEP Group, Inc.
 
2018 1st Lien Term Loan, (3-mo. CME Term SOFR at
0.00% Floor + 3.51%), 8.12%, 08/19/26(d)
 
163
152,771
2023 Term Loan B, (3-mo. CME Term SOFR + 3.51%,
1.50% PIK), 9.62%, 08/19/26(h)
 
1,906
1,822,494
Radiate Holdco LLC, 2021 Term Loan B, (1-mo. CME
Term SOFR at 0.75% Floor + 3.36%), 8.21%,
09/25/26
 
2,515
2,151,156
Security
 
Par
(000)
Value
Media (continued)
Sinclair Television Group, Inc., 2022 Term Loan B4, (1-
mo. CME Term SOFR + 3.85%), 8.70%, 04/21/29
USD
562
$ 408,791
Sunrise Financing Partnership, 2021 USD Term Loan AX,
(1-mo. CME Term SOFR at 0.00% Floor + 3.04%),
8.14%, 01/31/29
 
768
763,123
Virgin Media Bristol LLC, USD Term Loan N, (1-mo. CME
Term SOFR at 0.00% Floor + 2.61%), 7.71%,
01/31/28
 
988
944,566
Ziggo Financing Partnership, USD Term Loan I, (1-mo.
CME Term SOFR at 0.00% Floor + 2.61%), 7.71%,
04/30/28
 
1,187
1,158,275
 
 
13,183,456
Metals & Mining — 0.1%
AZZ, Inc., Term Loan B, (1-mo. CME Term SOFR +
2.50%), 7.35%, 05/13/29
 
263
264,114
Oil, Gas & Consumable Fuels — 2.6%
EG America LLC, 2021 Term Loan, (3-mo. SOFR OIS
CMPD + 4.36%), 9.19%, 03/31/26(d)
 
277
277,102
Freeport LNG Investments LLLP, Term Loan B, (3-mo.
CME Term SOFR + 3.50%), 9.04%, 12/21/28
 
2,769
2,742,266
GIP Pilot Acquisition Partners LP, 2024 Term Loan B,
(3-mo. CME Term SOFR at 0.00% Floor + 2.50%),
7.82%, 10/04/30
 
276
276,070
M6 ETX Holdings II Midco LLC, Term Loan B, (1-mo.
CME Term SOFR at 0.50% Floor + 4.60%), 9.45%,
09/19/29
 
262
261,223
Medallion Midland Acquisition LP, 2023 Term Loan, (3-
mo. CME Term SOFR at 0.00% Floor + 3.50%),
8.31%, 10/18/28
 
2,133
2,132,727
Murphy USA, Inc., Term Loan B, (1-mo. CME Term SOFR
+ 1.86%), 7.07%, 01/31/28
 
628
628,102
New Fortress Energy, Inc., Term Loan, (3-mo. CME Term
SOFR at 0.75% Floor + 5.00%), 10.25%, 10/27/28
 
1,764
1,590,462
NGL Energy Operating LLC, 2024 Term Loan B, (1-mo.
CME Term SOFR + 3.75%), 8.60%, 02/03/31
 
641
637,380
NGP XI Midstream Holdings LLC, Term Loan B, (3-mo.
CME Term SOFR at 0.00% Floor + 4.00%), 8.60%,
07/25/31
 
172
171,785
Oryx Midstream Services Permian Basin LLC, 2024 Term
Loan B, (1-mo. CME Term SOFR at 0.50% Floor +
3.11%), 8.23%, 10/05/28
 
3,038
3,037,973
 
 
11,755,090
Paper & Forest Products — 0.4%
Asplundh Tree Expert LLC, 2021 Term Loan B, (1-mo.
CME Term SOFR at 0.00% Floor + 1.85%), 6.70%,
09/07/27
 
2,067
2,067,205
Passenger Airlines — 1.6%
AAdvantage Loyalty IP Ltd., 2021 Term Loan, (3-mo.
CME Term SOFR at 0.75% Floor + 5.01%), 10.29%,
04/20/28
 
1,227
1,260,018
Air Canada, 2024 Term Loan B, (3-mo. CME Term SOFR
at 0.00% Floor + 2.50%), 7.25%, 03/21/31
 
828
828,875
American Airlines, Inc.
 
Series AA, 2017 1st Lien Term Loan, (3-mo. CME
Term SOFR at 0.00% Floor + 1.85%), 6.45%,
01/29/27
 
269
267,866
2023 1st Lien Term Loan, (6-mo. CME Term SOFR at
0.00% Floor + 2.50%), 7.21%, 06/04/29
 
1,620
1,606,408
Schedule of Investments
9
Schedule of Investments (unaudited)(continued)
September 30, 2024
BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)
(Percentages shown are based on Net Assets)
Security
 
Par
(000)
Value
Passenger Airlines (continued)
American Airlines, Inc. (continued)
 
Series AA, 2023 Term Loan B, (1-mo. CME Term
SOFR at 0.00% Floor + 2.86%), 7.96%, 02/15/28
USD
1,268
$ 1,264,540
JetBlue Airways Corp., 2024 Term Loan B, (3-mo. CME
Term SOFR at 0.50% Floor + 5.50%), 10.52%,
08/27/29
 
584
571,041
United Airlines, Inc., 2024 Term Loan B, (3-mo. CME
Term SOFR at 0.00% Floor + 2.75%), 8.03%,
02/22/31
 
1,415
1,415,329
 
 
7,214,077
Personal Care Products — 0.0%
Prestige Brands, Inc., 2021 Term Loan B5, (1-mo. CME
Term SOFR + 2.11%), 6.96%, 07/03/28
 
28
27,947
Pharmaceuticals — 2.3%
Amneal Pharmaceuticals LLC, 2023 Term Loan B, (1-mo.
CME Term SOFR at 0.00% Floor + 5.50%), 10.35%,
05/04/28
 
1,182
1,193,844
Bausch Health Americas, Inc., 2022 Term Loan B, (1-mo.
CME Term SOFR + 5.35%), 10.20%, 02/01/27
 
1,010
968,420
Elanco Animal Health, Inc., Term Loan B, (1-mo. CME
Term SOFR + 1.85%), 7.05%, 08/01/27
 
986
983,468
Gainwell Acquisition Corp., Term Loan B, (3-mo. CME
Term SOFR at 0.75% Floor + 4.10%), 8.70%,
10/01/27
 
2,042
1,938,863
Jazz Financing Lux SARL, 2024 1st Lien Term Loan B,
(1-mo. CME Term SOFR + 2.25%), 7.10%, 05/05/28
 
2,464
2,460,851
Option Care Health, Inc., 2021 Term Loan B, (1-mo. CME
Term SOFR + 2.25%), 7.10%, 10/27/28
 
799
800,912
Organon & Co., 2024 USD Term Loan B, (1-mo. CME
Term SOFR + 2.50%), 7.46%, 05/19/31
 
955
951,772
Perrigo Investments LLC, Term Loan B, (1-mo. CME
Term SOFR at 0.50% Floor + 2.35%), 7.20%,
04/20/29
 
662
660,015
Vizient, Inc., 2024 Term Loan B, (1-mo. CME Term SOFR
at 0.50% Floor + 2.00%), 6.85%, 08/01/31
 
383
383,192
 
 
10,341,337
Professional Services — 0.5%
Corpay Technologies Operating Co. LLC, Term Loan B5,
04/28/28(i)
 
2,268
2,263,857
Real Estate Management & Development — 1.1%
CoreLogic, Inc.
 
2nd Lien Term Loan, (1-mo. CME Term SOFR +
6.61%), 11.46%, 06/04/29
 
1,096
1,059,436
Term Loan, (1-mo. CME Term SOFR at 0.50% Floor +
3.61%), 8.46%, 06/02/28
 
2,650
2,620,194
Cushman & Wakefield U.S. Borrower LLC
 
2020 Term Loan B, (1-mo. CME Term SOFR at 0.00%
Floor + 2.75%), 7.71%, 08/21/25
 
23
22,788
2024 Term Loan, (1-mo. CME Term SOFR at 0.50%
Floor + 3.75%), 8.60%, 01/31/30
 
651
650,827
2024 Term Loan B, (1-mo. CME Term SOFR at 0.50%
Floor + 3.00%), 7.85%, 01/31/30(d)
 
529
527,843
 
 
4,881,088
Security
 
Par
(000)
Value
Semiconductors & Semiconductor Equipment — 0.6%
Entegris, Inc., 2023 Term Loan B, (3-mo. CME Term
SOFR at 0.00% Floor + 1.75%), 6.35%, 07/06/29
USD
813
$ 814,467
MKS Instruments, Inc., 2024 USD Term Loan B, (1-mo.
CME Term SOFR + 2.25%), 7.17%, 08/17/29
 
1,338
1,336,697
Synaptics, Inc., Term Loan B, (1-mo. CME Term SOFR at
0.50% Floor + 2.36%), 7.53%, 12/02/28
 
615
612,981
 
 
2,764,145
Software — 16.3%
Applied Systems, Inc., 2024 1st Lien Term Loan, (3-mo.
CME Term SOFR at 0.00% Floor + 3.00%), 7.60%,
02/24/31
 
3,466
3,465,900
Aristocrat Technologies, Inc., 2022 Term Loan B, (3-mo.
CME Term SOFR + 2.35%), 6.95%, 05/24/29
 
101
101,253
Ascend Learning LLC, 2021 Term Loan, (1-mo. CME
Term SOFR at 0.50% Floor + 3.60%), 8.45%,
12/11/28
 
175
174,444
AthenaHealth Group, Inc., 2022 Term Loan B, (1-mo.
CME Term SOFR at 0.50% Floor + 3.25%), 8.10%,
02/15/29
 
3,077
3,054,856
Azalea Topco, Inc., 2024 Term Loan B, (1-mo. CME Term
SOFR at 0.00% Floor + 3.50%), 8.35%, 04/30/31
 
648
646,380
BCPE Pequod Buyer, Inc., USD Term Loan B, 09/19/31(i)
 
1,201
1,195,247
Boxer Parent Co., Inc., 2024 Term Loan B, (3-mo. CME
Term SOFR at 0.00% Floor + 3.75%), 9.01%,
07/30/31
 
605
603,385
CCC Intelligent Solutions, Inc., Term Loan, (1-mo. CME
Term SOFR + 2.36%), 7.21%, 09/21/28
 
2,070
2,068,838
Central Parent, Inc., 2024 Term Loan B, (3-mo. CME
Term SOFR at 0.00% Floor + 3.25%), 7.85%,
07/06/29
 
3,203
3,166,990
Cloud Software Group, Inc.
 
2024 Third Amendment Term Loan, (3-mo. CME Term
SOFR at 0.50% Floor + 4.50%), 9.10%, 03/21/31
 
1,173
1,175,440
2024 USD Term Loan B, (3-mo. CME Term SOFR at
0.50% Floor + 4.00%), 8.60%, 03/30/29
 
5,351
5,324,465
Cloudera, Inc.
 
2021 Second Lien Term Loan, (1-mo. CME Term
SOFR at 0.50% Floor + 6.10%), 10.95%, 10/08/29
 
780
730,603
2021 Term Loan, (1-mo. CME Term SOFR at 0.50%
Floor + 3.85%), 8.70%, 10/08/28
 
2,086
2,025,754
Cotiviti, Inc., 2024 Term Loan, (1-mo. CME Term SOFR +
3.25%), 8.45%, 05/01/31
 
1,968
1,965,650
Dayforce, Inc., Term Loan B, (1-mo. CME Term SOFR at
0.00% Floor + 2.50%), 7.35%, 02/26/31
 
1,866
1,861,657
DS Admiral Bidco LLC, 2024 Term Loan B, (3-mo. CME
Term SOFR at 0.00% Floor + 4.25%), 8.92%,
06/26/31(d)
 
724
695,040
Dun & Bradstreet Corp., 2024 Term Loan B, (1-mo. CME
Term SOFR at 0.00% Floor + 2.75%), 7.61%,
01/18/29
 
6,269
6,261,912
E2open LLC, 2020 Term Loan B, (1-mo. CME Term
SOFR + 3.61%), 8.46%, 02/04/28
 
279
279,873
Ellucian Holdings, Inc.
 
2024 Term Loan B, (1-mo. CME Term SOFR at 0.50%
Floor + 3.60%), 8.45%, 10/09/29
 
2,828
2,833,453
10
Schedule of Investments (unaudited)(continued)
September 30, 2024
BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)
(Percentages shown are based on Net Assets)
Security
 
Par
(000)
Value
Software (continued)
Ellucian Holdings, Inc. (continued)
 
2nd Lien Term Loan, (1-mo. CME Term SOFR at
1.00% Floor + 8.10%), 12.95%, 10/09/28(d)
USD
1,750
$ 1,749,741
Genesys Cloud Services Holdings II LLC
 
First Lien Term Loan B, (1-mo. CME Term SOFR at
0.75% Floor + 3.50%), 8.35%, 12/01/27
 
3,225
3,228,336
Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor
+ 3.75%), 8.71%, 12/01/27
 
1,256
1,255,853
Helios Software Holdings, Inc., 2024 Term Loan, (3-mo.
CME Term SOFR at 0.00% Floor + 3.75%), 8.35%,
07/18/30
 
1,107
1,100,828
Informatica LLC, 2024 Term Loan B, (1-mo. CME Term
SOFR at 0.00% Floor + 2.25%), 7.10%, 10/27/28
 
3,015
3,009,981
Mitchell International, Inc.
 
2024 1st Lien Term Loan, (1-mo. CME Term SOFR +
3.25%), 8.10%, 06/17/31
 
2,252
2,216,538
2024 2nd Lien Term Loan, (1-mo. CME Term SOFR +
5.25%), 10.10%, 06/17/32
 
778
763,739
Modena Buyer LLC, Term Loan, (3-mo. CME Term SOFR
at 0.00% Floor + 4.50%), 9.10%, 07/01/31
 
847
809,063
Planview Parent, Inc., 2024 Term Loan, (3-mo. CME
Term SOFR at 0.00% Floor + 3.75%), 8.35%,
12/17/27
 
238
238,403
PointClickCare Technologies, Inc., 2024 Term Loan B,
(3-mo. CME Term SOFR at 0.75% Floor + 3.00%),
7.60%, 12/29/27(d)
 
552
551,535
Polaris Newco LLC, USD Term Loan B, (3-mo. CME Term
SOFR at 0.50% Floor + 4.26%), 9.51%, 06/02/28
 
4,569
4,488,186
Project Boost Purchaser LLC, 2024 Term Loan, (3-mo.
CME Term SOFR at 0.00% Floor + 3.50%), 8.79%,
07/16/31
 
1,072
1,071,089
Quartz Acquireco LLC, 2024 Term Loan B1, (3-mo. CME
Term SOFR at 0.00% Floor + 2.75%), 7.35%,
06/28/30
 
687
685,590
RealPage, Inc.
 
1st Lien Term Loan, (1-mo. CME Term SOFR +
3.11%), 7.96%, 04/24/28
 
2,650
2,570,703
2nd Lien Term Loan, (1-mo. CME Term SOFR +
6.61%), 11.46%, 04/23/29
 
2,745
2,629,252
Severin Acquisition LLC, 2018 Term Loan B, (3-mo. CME
Term SOFR + 3.00%), 8.25%, 08/01/27
 
1,283
1,282,959
SS&C Technologies, Inc., 2024 Term Loan B8, (1-mo.
CME Term SOFR at 0.00% Floor + 2.00%), 6.85%,
05/09/31
 
2,008
2,007,221
Thunder Generation Funding LLC, Term Loan B,
09/27/31(d)(i)
 
389
389,972
UKG, Inc., 2024 Term Loan B, (3-mo. CME Term SOFR
at 0.00% Floor + 3.25%), 8.55%, 02/10/31
 
3,485
3,484,460
Veritas U.S., Inc., 2021 USD Term Loan B, (1-mo. CME
Term SOFR at 1.00% Floor + 5.11%), 9.96%,
09/01/25
 
800
748,094
VS Buyer LLC, 2024 Term Loan B, (1-mo. CME Term
SOFR + 3.25%), 8.35%, 04/11/31
 
2,066
2,065,450
Security
 
Par
(000)
Value
Software (continued)
Waystar Technologies, Inc., 2024 USD Term Loan B,
(1-mo. CME Term SOFR at 0.00% Floor + 2.75%),
7.60%, 10/22/29
USD
484
$ 483,361
Zelis Payments Buyer, Inc., Term Loan B, (1-mo. CME
Term SOFR + 2.75%), 7.60%, 09/28/29
 
234
233,565
 
 
74,695,059
Specialty Retail — 0.6%
LS Group OpCo Acquistion LLC, 2024 Term Loan B, (1-
mo. CME Term SOFR at 0.00% Floor + 3.00%),
7.85%, 04/23/31
 
564
563,221
PetSmart LLC, 2021 Term Loan B, (1-mo. CME Term
SOFR at 0.75% Floor + 3.85%), 8.70%, 02/11/28
 
941
931,518
Restoration Hardware, Inc., 2022 Incremental Term Loan,
(1-mo. CME Term SOFR at 0.50% Floor + 3.35%),
8.20%, 10/20/28
 
713
691,269
Serta Simmons Bedding LLC, 2023 New Term Loan,
(3-mo. CME Term SOFR + 7.61%), 12.22%, 06/29/28
 
499
407,481
Woof Holdings, Inc., 1st Lien Term Loan, (3-mo. CME
Term SOFR + 4.01%), 8.62%, 12/21/27
 
376
250,449
 
 
2,843,938
Technology Hardware, Storage & Peripherals — 0.7%
Cubic Corp.
 
Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor
+ 4.51%), 9.57%, 05/25/28
 
3,396
2,616,174
Term Loan C, (3-mo. CME Term SOFR at 0.75% Floor
+ 4.51%), 9.57%, 05/25/28
 
693
533,612
 
 
3,149,786
Textiles, Apparel & Luxury Goods — 0.6%
ABG Intermediate Holdings 2 LLC, 2024 Term Loan B,
(1-mo. CME Term SOFR at 0.00% Floor + 2.75%),
7.60%, 12/21/28
 
1,411
1,411,041
Fanatics Commerce Intermediate Holdco LLC, Term Loan
B, (1-mo. CME Term SOFR + 3.36%), 8.21%,
11/24/28
 
690
685,659
Hanesbrands, Inc., 2023 Term Loan B, (1-mo. CME Term
SOFR at 0.50% Floor + 3.75%), 8.60%, 03/08/30
 
513
511,902
 
 
2,608,602
Trading Companies & Distributors — 2.4%
American Builders & Contractors Supply Co., Inc.,
2024 Term Loan B, (1-mo. CME Term SOFR at 0.00%
Floor + 1.75%), 6.60%, 01/31/31
 
1,613
1,614,144
Core & Main LP
 
2024 Incremental Term Loan B, (1-mo. CME Term
SOFR at 0.00% Floor + 2.25%), 7.11%, 02/09/31
 
787
787,045
2024 Term Loan B, (1-mo. CME Term SOFR at 0.00%
Floor + 2.00%), 6.86%, 07/27/28
 
4,027
4,018,165
Dealer Tire Financial LLC, 2024 Term Loan B, (1-mo.
CME Term SOFR + 3.50%), 8.35%, 07/02/31
 
1,149
1,150,416
Gates Corp., 2024 Term Loan B5, (1-mo. CME Term
SOFR + 2.25%), 7.10%, 06/04/31
 
1,406
1,408,332
PAI Holdco, Inc., 2020 Term Loan B, (3-mo. CME Term
SOFR at 0.75% Floor + 4.01%), 9.26%, 10/28/27
 
1,003
916,007
Schedule of Investments
11
Schedule of Investments (unaudited)(continued)
September 30, 2024
BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)
(Percentages shown are based on Net Assets)
Security
 
Par
(000)
Value
Trading Companies & Distributors (continued)
TMK Hawk Parent Corp.(d)
 
2024 PIK Term Loan, (3-mo. CME Term SOFR +
11.00%), 11.00%, 12/15/31
USD
55
$ 35,510
2024 Term Loan B, (1-mo. CME Term SOFR at 1.00%
Floor + 5.25%), 10.17%, 06/30/29
 
1,742
1,132,147
 
 
11,061,766
Transportation Infrastructure — 0.3%
AIT Worldwide Logistics Holdings, Inc., 2021 Term Loan,
(3-mo. CME Term SOFR at 0.75% Floor + 4.85%),
9.97%, 04/06/28
 
569
568,420
OLA Netherlands BV, Term Loan, (1-mo. CME Term
SOFR at 0.75% Floor + 6.35%), 11.20%, 12/15/26
 
832
828,132
 
 
1,396,552
Total Floating Rate Loan Interests — 124.8%
(Cost: $577,388,545)
571,223,574
 
 
 
 
Shares
 
Investment Companies
Equity Funds — 0.2%
Janus Henderson AAA CLO ETF
 
15,000
763,200
Fixed Income Funds — 3.1%
Invesco Senior Loan ETF
 
479,300
10,070,093
iShares 0-5 Year High Yield Corporate Bond ETF(j)
 
5,000
217,100
iShares iBoxx $ High Yield Corporate Bond ETF(j)
 
52,000
4,175,600
 
 
14,462,793
Total Investment Companies — 3.3%
(Cost: $15,023,049)
15,225,993
 
 
 
Benefical
Interest (000)
 
Other Interests
Capital Markets — 0.0%
Millennium Lender Claim Trust(d)(k)
USD
1,607
—
Industrial Conglomerates — 0.0%
Millennium Corp. Claim(d)(k)
 
1,508
—
Total Other Interests — 0.0%
(Cost: $ — )
—
 
 
 
 
Shares
 
Preferred Securities
Preferred Stocks — 0.1%
Ground Transportation — 0.1%
Sirva BGRS Holdings, Inc., 15.25%, 07/21/30(c)(d)
 
338
253,710
 
253,710
Total Preferred Securities — 0.1%
(Cost: $253,713)
253,710
Security
 
 
Shares
Value
Warrants
Consumer Discretionary — 0.0%
Service King (Carnelian Point), (Exercisable 01/14/23,
1 Share for 1 Warrant, Expires 06/30/27, Strike Price
USD 10.00)(c)
 
1,895
$ —
Oil, Gas & Consumable Fuels — 0.0%
California Resources Corp., (Issued/Exercisable
11/03/20, 1 Share for 1 Warrant, Expires 10/27/24,
Strike Price USD 36.00)(c)
 
999
16,753
Total Warrants — 0.0%
(Cost: $ — )
16,753
Total Long-Term Investments — 133.5%
(Cost: $619,352,722)
611,049,822
Short-Term Securities
Money Market Funds — 0.1%
BlackRock Liquidity Funds, T-Fund, Institutional Shares,
4.83%(j)(l)
 
522,993
522,993
Total Short-Term Securities — 0.1%
(Cost: $522,993)
522,993
Total Investments — 133.6%
(Cost: $619,875,715)
611,572,815
Liabilities in Excess of Other Assets — (33.6)%
(153,700,896
)
Net Assets — 100.0%
$  457,871,919
 
(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)
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.
(c)
Non-income producing security.
(d)
Security is valued using significant unobservable inputs and is classified as Level 3 in the
fair value hierarchy.
(e)
Restricted security as to resale, excluding 144A securities. The Fund held restricted
securities with a current value of $695,259, representing 0.2% of its net assets as of
period end, and an original cost of $822,715.
(f)
Rounds to less than 1,000.
(g)
Issuer filed for bankruptcy and/or is in default.
(h)
Payment-in-kind security which may pay interest/dividends in additional par/shares and/or
in cash. Rates shown are the current rate and possible payment rates.
(i)
Represents an unsettled loan commitment at period end. Certain details associated with
this purchase are not known prior to the settlement date, including coupon rate.
(j)
Affiliate of the Fund.
(k)
Other interests represent beneficial interests in liquidation trusts and other reorganization
or private entities.
(l)
Annualized 7-day yield as of period end.
For purposes of this report, industry and sector sub-classifications may differ from those utilized by the Fund for compliance purposes.
12
Schedule of Investments (unaudited)(continued)
September 30, 2024
BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)
 
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the period ended September 30, 2024 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows: 
Affiliated Issuer
Value at
12/31/23
Purchases
at Cost
Proceeds
from Sales
Net
Realized
Gain (Loss)
Change in
Unrealized
Appreciation
(Depreciation)
Value at
09/30/24
Shares
Held at
09/30/24
Income
Capital Gain
Distributions
from
Underlying
Funds
BlackRock Liquidity Funds, T-Fund, Institutional Shares
$ —
$ 522,993
(a)
$ —
$ —
$ —
$ 522,993
522,993
$ 12,793
$ —
iShares 0-5 Year High Yield Corporate Bond ETF
211,100
—
—
—
6,000
217,100
5,000
9,684
—
iShares iBoxx $ High Yield Corporate Bond ETF
2,708,650
2,435,364
(1,167,635
)
25,187
174,034
4,175,600
52,000
153,578
—
 
$ 25,187
$ 180,034
$ 4,915,693
$ 176,055
$ —
 
(a)
Represents net amount purchased (sold).
Derivative Financial Instruments Outstanding as of Period End
Forward Foreign Currency Exchange Contracts 
Currency Purchased
Currency Sold
Counterparty
Settlement Date
Unrealized
Appreciation
(Depreciation)
USD
732,409
EUR
656,000
Toronto-Dominion Bank
12/18/24
$ (97
)
OTC Total Return Swaps 
Paid by the Fund
Received by the Fund
 
 
 
 
 
 
 
 
Rate
Frequency
Reference
Frequency
Counterparty
Effective
Date
Termination
Date
Notional
Amount (000)
Value
Upfront
Premium
Paid
(Received)
Unrealized
Appreciation
(Depreciation)
1-Day SOFR, 4.96%
Quarterly
Markit iBoxx USD
Liquid Leveraged
Loan Index
At Termination
Barclays Bank PLC
N/A
12/20/24
USD
9,000
$ 179,316
$ (2,665
)
$ 181,981
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments at the measurement date. 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 that the Fund has the ability to access for identical, unrestricted assets or liabilities;
• Level 2 – Inputs other than quoted prices included within level 1 that are observable for the asset or liability, either directly or indirectly; and
• Level 3 – Inputs that are unobservable and significant to the  entire fair value measurement for the asset or liability (including the 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 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.
Schedule of Investments
13
Schedule of Investments (unaudited)(continued)
September 30, 2024
BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)
 
Fair Value Hierarchy as of Period End (continued)
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 
Asset-Backed Securities
$ —
$ 11,961,745
$ —
$ 11,961,745
Common Stocks 
Construction & Engineering
—
24,787
—
24,787
Financial Services
—
429,947
698,363
1,128,310
Ground Transportation
—
—
7,360
7,360
Health Care Providers & Services
—
246,261
—
246,261
Media
—
—
448,998
448,998
Semiconductors & Semiconductor Equipment
22
—
—
22
Trading Companies & Distributors
—
—
188,276
188,276
Corporate Bonds
—
7,382,935
—
7,382,935
Fixed Rate Loan Interests
—
2,941,098
—
2,941,098
Floating Rate Loan Interests
—
557,284,735
13,938,839
571,223,574
Investment Companies
15,225,993
—
—
15,225,993
Other Interests
—
—
—
—
Preferred Securities
Preferred Stocks
—
—
253,710
253,710
Warrants
16,753
—
—
16,753
Short-Term Securities 
Money Market Funds
522,993
—
—
522,993
 
$15,765,761
$580,271,508
$15,535,546
$611,572,815
Derivative Financial Instruments(a)
Assets 
Interest Rate Contracts
$ —
$ 181,981
$ —
$ 181,981
Liabilities 
Foreign Currency Exchange Contracts
—
(97
)
—
(97
)
 
$—
$181,884
$—
$181,884
 
(a)
Derivative financial instruments are swaps and forward foreign currency exchange contracts. Swaps and forward foreign currency exchange contracts are valued at the unrealized
appreciation (depreciation) on the instrument.
A reconciliation of Level 3 financial instruments is presented when the Fund had a significant amount of Level 3 investments and derivative financial instruments at the beginning and/or end of the period in relation to net assets. The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were used in determining fair value: 
 
Common
Stocks
Corporate
Bonds
Floating
Rate Loan
Interests
Other
Interests
Preferred
Stocks
Unfunded
Floating
Rate Loan
Total
Assets
Opening balance, as of December 31, 2023
$ 470,246
43,313
18,152,176
—
(a)
$ —
970
$ 18,666,705
Transfers into Level 3(b)
—
—
6,715,608
—
—
—
6,715,608
Transfers out of Level 3(c)
(178,020
)
(43,313
)
(7,069,490
)
—
—
—
(7,290,823
)
Accrued discounts/premiums
—
—
50,745
—
—
—
50,745
Net realized gain (loss)
(3,431,366
)
—
(884,730
)
—
—
—
(4,316,096
)
Net change in unrealized appreciation (depreciation)(d)
3,133,985
—
284,340
—
(3
)
(970
)
3,417,352
Purchases
1,348,232
—
9,786,173
—
253,713
—
11,388,118
Sales
(80
)
—
(13,095,983
)
—
—
—
(13,096,063
)
Closing balance, as of September 30, 2024
$ 1,342,997
—
13,938,839
—
(a)
$ 253,710
—
$ 15,535,546
Net change in unrealized appreciation (depreciation) on investments still held at September 30,
2024(d)
$ (294,363
)
—
(665,233
)
—
(a)
$ (3
)
—
$ (959,599
)
 
(a)
Rounds to less than $1.
(b)
As of December 31, 2023, the Fund used observable inputs in determining the value of certain investments. As of September 30, 2024, the Fund used significant unobservable inputs
in determining the value of the same investments. As a result, investments at beginning of period value were transferred from Level 2 to Level 3 in the disclosure hierarchy.
(c)
As of December 31, 2023, the Fund used significant  unobservable inputs in determining the value of certain investments. As of September 30, 2024, the Fund used observableinputs
in determining the value of the same investments. As a result, investments at beginning of period value were transferred from Level 3 to Level 2 in the disclosure hierarchy.
14
Schedule of Investments (unaudited)(continued)
September 30, 2024
BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)
 
(d)
Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments still held at September 30, 2024 is
generally due to investments no longer held or categorized as Level 3 at period end.
The Fund’s financial instruments that are categorized as Level 3 were valued utilizing third-party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third-party information could result in a significantly lower or higher value of such Level 3 financial instruments.
 
Currency Abbreviation 
EUR
Euro
USD
United States Dollar
 
Portfolio Abbreviation 
CLO
 Collateralized Loan Obligation
DAC
 Designated Activity Company
ETF
 Exchange-Traded Fund
EURIBOR
 Euro Interbank Offered Rate
LIBOR
 London Interbank Offered Rate
PIK
 Payment-in-Kind
SCA
 Societe en Commandite par Actions
SOFR
 Secured Overnight Financing Rate
Schedule of Investments
15
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