Form NPORT-P - Monthly Portfolio Investments Report on Form N-PORT (Public)
29 November 2023 - 4:39AM
Edgar (US Regulatory)
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Consolidated Schedule of Investments (unaudited)
September 30, 2023 |
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BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
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Security |
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Par
(000) |
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Value |
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Asset-Backed Securities |
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Ares XXXIIR CLO Ltd., Series 2014-32RA, Class B, (3-mo. CME Term
SOFR + 2.06%), 7.43%, 05/15/30(a)(b) |
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USD |
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500 |
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$ |
490,186 |
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BlueMountain Fuji Eur CLO IV DAC, Series 4X, Class ER, (3-mo.
EURIBOR + 6.21%), 10.04%, 02/25/34(a)(c) |
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EUR |
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100 |
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97,239 |
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Contego CLO VII DAC, (3-mo. EURIBOR + 3.95%), 7.65%,
05/14/32 |
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100 |
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100,825 |
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Contego CLO VIII DAC, Series 8X, Class ER, (3-mo. EURIBOR + 6.06%), 9.78%, 01/25/34(a)(c) |
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100 |
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93,340 |
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CVC Cordatus Loan Fund XXII DAC, Series 22X, Class D, (3-mo.
EURIBOR + 3.15%), 7.00%, 12/15/34(a)(c) |
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100 |
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97,778 |
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Galaxy XXVIII CLO Ltd., Series 2018-28A, Class C, (3-mo. CME Term SOFR + 2.21%), 7.52%, 07/15/31(a)(b) |
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USD |
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250 |
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243,901 |
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Greene King Finance PLC(a) |
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Series B1, (3-mo. LIBOR GBP + 1.92%), 7.14%, 12/15/34 |
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GBP |
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100 |
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95,172 |
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Series B2, (3-mo. LIBOR GBP + 2.20%), 6.63%, 03/15/36(c) |
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100 |
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95,179 |
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Margay CLO I DAC, Series 1X, Class D, (3-mo. EURIBOR +
6.40%), 10.25%, 07/15/36(a)(c) |
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EUR |
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100 |
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105,325 |
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Neuberger Berman Loan Advisers Euro CLO 2 DAC, Series 2021-2X,
Class E, (3-mo. EURIBOR + 6.06%), 9.72%, 04/15/34(a)(c) |
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100 |
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96,501 |
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Palmer Square European CLO DAC, Series 2023-1X, Class D, (3-mo.
EURIBOR + 6.20%), 10.05%, 07/15/36(a)(c) |
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100 |
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105,951 |
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Rockfield Park CLO DAC |
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Series 1X, Class C, (3-mo. EURIBOR + 3.00%), 6.66%,
07/16/34 |
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100 |
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97,439 |
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Series 1X, Class D, (3-mo. EURIBOR + 5.95%), 9.61%,
07/16/34(a)(c) |
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100 |
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97,489 |
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Unique Pub Finance Co. PLC, Series N, 6.46%, 03/30/32(c)
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GBP |
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89 |
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104,204 |
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Total Asset-Backed Securities 0.1% (Cost: $2,093,318) |
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1,920,529 |
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Shares |
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Common Stocks |
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Capital Markets 0.0% |
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Ardagh MP USA, Inc., (Acquired 08/02/21, Cost: $1,599,353)(d)
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162,646 |
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509,082 |
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Chemicals 0.1% |
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Element Solutions, Inc.(e) |
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37,305 |
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731,551 |
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Electrical Equipment 0.0% |
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SunPower Corp.(f) |
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1,025 |
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6,324 |
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Energy Equipment & Services 0.0% |
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Nine Energy Service, Inc.(f) |
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2,390 |
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9,847 |
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Financial Services 0.0% |
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Block, Inc., Class A(f) |
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4,614 |
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204,216 |
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Security |
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Shares |
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Value |
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Ground Transportation 0.1% |
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Uber Technologies, Inc.(f) |
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14,860 |
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$ |
683,411 |
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Hotels, Restaurants & Leisure 0.1% |
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Aramark |
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16,824 |
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583,844 |
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Carnival Corp.(f) |
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54,231 |
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744,049 |
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1,327,893 |
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IT Services 0.0% |
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Twilio, Inc., Class A(f) |
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2,522 |
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147,613 |
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Metals & Mining 0.2% |
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Constellium SE, Class A(f) |
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138,993 |
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2,529,673 |
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Oil, Gas & Consumable Fuels 0.0% |
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Kcad Holdings I Ltd.(g) |
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2,223,465,984 |
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22,235 |
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Pharmaceuticals 0.1% |
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Catalent, Inc.(f) |
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28,829 |
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1,312,584 |
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Real Estate Management & Development 0.0% |
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ADLER Group SA(b)(f) |
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8,254 |
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4,241 |
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ADLER Group SA |
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3,728 |
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1,882 |
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6,123 |
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Semiconductors & Semiconductor Equipment 0.0% |
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Maxeon Solar Technologies Ltd.(f) |
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128 |
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1,483 |
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Software 0.1% |
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Informatica, Inc., Class A(f) |
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62,173 |
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1,309,985 |
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Total Common Stocks 0.7% (Cost: $33,874,007) |
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8,802,020 |
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Par (000) |
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Corporate Bonds |
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Aerospace & Defense 6.5% |
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Bombardier, Inc.(b) 7.50%, 03/15/25 |
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USD |
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166 |
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165,319 |
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7.13%, 06/15/26 |
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6,036 |
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5,848,036 |
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7.88%, 04/15/27 |
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4,116 |
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4,016,174 |
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6.00%, 02/15/28 |
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3,089 |
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2,802,329 |
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7.50%, 02/01/29 |
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4,951 |
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4,698,333 |
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7.45%, 05/01/34 |
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434 |
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491,653 |
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Embraer Netherlands Finance BV, 7.00%, 07/28/30(b)
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2,041 |
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2,018,702 |
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F-Brasile SpA/F-Brasile U.S. LLC, Series XR, 7.38%,
08/15/26(b) |
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3,495 |
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3,248,566 |
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Rolls-Royce PLC(b) 3.63%, 10/14/25 |
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4,941 |
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4,619,835 |
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5.75%, 10/15/27 |
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1,584 |
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1,528,336 |
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Spirit AeroSystems, Inc.(b) 7.50%, 04/15/25 |
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126 |
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123,591 |
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9.38%, 11/30/29 |
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3,152 |
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3,207,585 |
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TransDigm, Inc. 6.25%, 03/15/26(b) |
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32,149 |
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31,588,986 |
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7.50%, 03/15/27 |
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2,638 |
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2,642,796 |
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6.75%, 08/15/28(b) |
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12,877 |
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12,677,259 |
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6.88%, 12/15/30 |
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1,017 |
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997,213 |
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Triumph Group, Inc., 9.00%, 03/15/28(b) |
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4,764 |
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4,710,673 |
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85,385,386 |
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Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
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BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
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Security |
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Par (000) |
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Value |
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Air Freight & Logistics 0.0% |
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XPO Escrow Sub LLC, 7.50%, 11/15/27(b) |
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USD |
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412 |
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$ |
416,548 |
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Automobile Components 2.7% |
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Adient Global Holdings Ltd., 3.50%, 08/15/24(c)
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EUR |
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15 |
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15,499 |
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Clarios Global LP, 6.75%, 05/15/25(b) |
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USD |
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1,456 |
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1,445,039 |
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Clarios Global LP/Clarios U.S. Finance Co. 4.38%,
05/15/26(c) |
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EUR |
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1,576 |
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1,599,390 |
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6.25%, 05/15/26(b) |
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USD |
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6,305 |
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6,169,088 |
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8.50%, 05/15/27(b) |
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14,182 |
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14,141,317 |
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6.75%, 05/15/28(b) |
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7,569 |
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7,389,236 |
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Dana Financing Luxembourg SARL, 8.50%, 07/15/31(c)
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EUR |
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200 |
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213,876 |
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Dealer Tire LLC/DT Issuer LLC, Series B, 8.00%, 02/01/28(b)
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USD |
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1,030 |
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965,625 |
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Forvia SE, 2.75%, 02/15/27(c) |
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EUR |
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167 |
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158,905 |
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Goodyear Tire & Rubber Co. 9.50%, 05/31/25 |
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USD |
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1,085 |
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1,101,287 |
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5.00%, 07/15/29 |
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520 |
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447,887 |
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5.63%, 04/30/33 |
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311 |
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|
254,526 |
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IHO Verwaltungs GmbH, (8.75% Cash or 9.50% PIK), 8.75%,
05/15/28(c)(h) |
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EUR |
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|
116 |
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|
126,460 |
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Titan International, Inc., 7.00%, 04/30/28 |
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USD |
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|
348 |
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|
325,244 |
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ZF Europe Finance BV, 6.13%, 03/13/29(c) |
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EUR |
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|
100 |
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|
105,619 |
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ZF Finance GmbH(c) 5.75%, 08/03/26 |
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|
200 |
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|
210,856 |
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2.00%, 05/06/27 |
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|
200 |
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|
185,019 |
|
2.75%, 05/25/27 |
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|
100 |
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|
94,227 |
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34,949,100 |
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Automobiles 2.9% |
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Arko Corp., 5.13%, 11/15/29(b) |
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USD |
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|
981 |
|
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|
791,216 |
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Asbury Automotive Group, Inc. 4.50%, 03/01/28 |
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|
90 |
|
|
|
80,569 |
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5.00%, 02/15/32(b) |
|
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|
1,694 |
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|
1,403,544 |
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Ford Motor Co. 3.25%, 02/12/32 |
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|
2,054 |
|
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|
1,582,943 |
|
6.10%, 08/19/32 |
|
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|
5,193 |
|
|
|
4,891,353 |
|
Ford Motor Credit Co. LLC 3.81%, 01/09/24 |
|
|
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|
|
|
713 |
|
|
|
705,237 |
|
4.54%, 03/06/25 |
|
|
GBP |
|
|
|
200 |
|
|
|
234,269 |
|
5.13%, 06/16/25 |
|
|
USD |
|
|
|
263 |
|
|
|
254,590 |
|
4.13%, 08/04/25 |
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|
2,166 |
|
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|
2,053,549 |
|
4.39%, 01/08/26 |
|
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|
507 |
|
|
|
478,522 |
|
6.86%, 06/05/26 |
|
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GBP |
|
|
|
108 |
|
|
|
129,834 |
|
6.95%, 06/10/26 |
|
|
USD |
|
|
|
400 |
|
|
|
399,510 |
|
4.95%, 05/28/27 |
|
|
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|
|
640 |
|
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|
600,738 |
|
7.35%, 11/04/27 |
|
|
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|
600 |
|
|
|
611,800 |
|
6.80%, 05/12/28 |
|
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|
7,889 |
|
|
|
7,879,875 |
|
5.11%, 05/03/29 |
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|
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|
|
200 |
|
|
|
183,066 |
|
7.35%, 03/06/30 |
|
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|
5,145 |
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|
5,210,228 |
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7.20%, 06/10/30 |
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4,592 |
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|
4,614,960 |
|
3.63%, 06/17/31 |
|
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|
200 |
|
|
|
161,610 |
|
Ken Garff Automotive LLC, 4.88%, 09/15/28(b) |
|
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|
680 |
|
|
|
580,714 |
|
LCM Investments Holdings II LLC(b) 4.88%,
05/01/29 |
|
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|
1,552 |
|
|
|
1,319,519 |
|
8.25%, 08/01/31 |
|
|
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|
1,353 |
|
|
|
1,314,333 |
|
Lithia Motors, Inc., 3.88%, 06/01/29(b) |
|
|
|
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|
|
721 |
|
|
|
607,659 |
|
MajorDrive Holdings IV LLC, 6.38%, 06/01/29(b) |
|
|
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|
975 |
|
|
|
802,399 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
Automobiles (continued) |
|
RCI Banque SA, (5-year EUR Swap + 2.85%), 2.63%, 02/18/30(a)(c) |
|
|
EUR |
|
|
|
600 |
|
|
$ |
594,678 |
|
Wabash National Corp., 4.50%, 10/15/28(b) |
|
|
USD |
|
|
|
1,072 |
|
|
|
903,011 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
38,389,726 |
|
|
|
|
|
Banks 0.6% |
|
|
|
|
|
|
|
|
|
Banco BPM SpA |
|
|
|
|
|
|
|
|
|
|
|
|
(3-mo. EURIBOR + 2.80%), 6.00%, 06/14/28 |
|
|
EUR |
|
|
|
175 |
|
|
|
184,339 |
|
(5-year EUR Swap + 4.67%), 4.25%, 10/01/29(a)(c) |
|
|
|
|
|
|
250 |
|
|
|
258,713 |
|
Banco de Credito Social Cooperativo SA, (1-year EURIBOR ICE Swap
+ 4.27%), 7.50%, 09/14/29 |
|
|
|
|
|
|
200 |
|
|
|
208,544 |
|
Banco de Sabadell SA(a)(c) |
|
|
|
|
|
|
|
|
|
|
|
|
(1-year EUR Swap + 2.40%), 5.25%, 02/07/29 |
|
|
|
|
|
|
100 |
|
|
|
103,643 |
|
(5-year EUR Swap + 2.95%), 2.50%, 04/15/31 |
|
|
|
|
|
|
100 |
|
|
|
93,688 |
|
(5-year EUR Swap + 3.15%), 6.00%, 08/16/33 |
|
|
|
|
|
|
100 |
|
|
|
98,790 |
|
Banco Espirito Santo SA(f)(i) 4.75%, 01/15/18(a) |
|
|
|
|
|
|
1,900 |
|
|
|
522,282 |
|
4.00%, 01/21/19 |
|
|
|
|
|
|
1,100 |
|
|
|
302,374 |
|
Bank of Ireland Group PLC, (5-year EUR Swap + 7.92%), 7.50%(a)(c)(j) |
|
|
|
|
|
|
200 |
|
|
|
207,327 |
|
Commerzbank AG, (5-year EUR Swap + 6.36%), 6.13%(a)(c)(j) |
|
|
|
|
|
|
400 |
|
|
|
380,081 |
|
First-Citizens Bank & Trust Co., 6.00%, 04/01/36 |
|
|
USD |
|
|
|
3,261 |
|
|
|
2,827,449 |
|
Freedom Mortgage Corp., 12.00%, 10/01/28(b) |
|
|
|
|
|
|
541 |
|
|
|
550,116 |
|
Intesa Sanpaolo SpA 5.71%, 01/15/26(b) |
|
|
|
|
|
|
400 |
|
|
|
381,921 |
|
5.15%, 06/10/30(c) |
|
|
GBP |
|
|
|
125 |
|
|
|
127,575 |
|
(1-year CMT + 2.60%), 4.20%, 06/01/32(a)(b) |
|
|
USD |
|
|
|
855 |
|
|
|
630,004 |
|
(1-year CMT + 2.75%), 4.95%, 06/01/42(a)(b) |
|
|
|
|
|
|
630 |
|
|
|
390,648 |
|
Macquarie Bank Ltd., 6.80%, 01/18/33(b) |
|
|
|
|
|
|
623 |
|
|
|
611,232 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,878,726 |
|
|
|
|
|
Beverages 3.5% |
|
|
|
|
|
|
|
|
|
ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%,
06/30/27(b)(h) |
|
|
|
|
|
|
4,079 |
|
|
|
3,077,582 |
|
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC 6.00%, 06/15/27(b) |
|
|
|
|
|
|
2,141 |
|
|
|
2,057,431 |
|
3.25%, 09/01/28(b) |
|
|
|
|
|
|
1,708 |
|
|
|
1,424,116 |
|
3.00%, 09/01/29(c) |
|
|
EUR |
|
|
|
564 |
|
|
|
451,737 |
|
4.00%, 09/01/29(b) |
|
|
USD |
|
|
|
10,956 |
|
|
|
8,573,849 |
|
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. 5.25%, 04/30/25(b) |
|
|
|
|
|
|
892 |
|
|
|
869,478 |
|
2.13%, 08/15/26(c) |
|
|
EUR |
|
|
|
1,239 |
|
|
|
1,160,992 |
|
4.13%, 08/15/26(b) |
|
|
USD |
|
|
|
1,200 |
|
|
|
1,096,820 |
|
4.75%, 07/15/27(c) |
|
|
GBP |
|
|
|
100 |
|
|
|
96,209 |
|
5.25%, 08/15/27(b) |
|
|
USD |
|
|
|
868 |
|
|
|
724,342 |
|
Ball Corp., 6.00%, 06/15/29 |
|
|
|
|
|
|
1,028 |
|
|
|
998,002 |
|
Canpack SA/Canpack U.S. LLC, 3.13%, 11/01/25(b)
|
|
|
|
|
|
|
584 |
|
|
|
541,602 |
|
Crown European Holdings SA, 3.38%, 05/15/25(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
103,089 |
|
Mauser Packaging Solutions Holding Co.(b) 7.88%,
08/15/26 |
|
|
USD |
|
|
|
15,705 |
|
|
|
15,151,177 |
|
9.25%, 04/15/27 |
|
|
|
|
|
|
557 |
|
|
|
486,865 |
|
OI European Group BV, 6.25%, 05/15/28(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
107,459 |
|
Owens-Brockway Glass Container, Inc., 6.63%, 05/13/27(b)
|
|
|
USD |
|
|
|
211 |
|
|
|
205,700 |
|
|
|
|
C O N S O L I D A T E D S C H E D U L E
O F I N V E S T M E N T S |
|
2 |
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Beverages (continued) |
|
|
|
|
|
|
|
|
|
Trivium Packaging Finance BV 5.50%, 08/15/26(b)
|
|
|
USD |
|
|
|
3,921 |
|
|
$ |
3,656,070 |
|
8.50%, 08/15/27(b) |
|
|
|
|
|
|
5,259 |
|
|
|
4,806,120 |
|
(3-mo. EURIBOR + 3.75%), 7.53%, 08/15/26(a)(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
104,139 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
45,692,779 |
|
|
|
|
|
Biotechnology(c) 0.0% |
|
|
|
|
|
|
|
|
|
Cidron Aida Finco SARL 5.00%, 04/01/28 |
|
|
|
|
|
|
163 |
|
|
|
155,629 |
|
6.25%, 04/01/28 |
|
|
GBP |
|
|
|
133 |
|
|
|
142,867 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
298,496 |
|
|
|
|
|
Broadline Retail 0.1% |
|
|
|
|
|
|
|
|
|
NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%,
04/01/26(b) |
|
|
USD |
|
|
|
697 |
|
|
|
653,861 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Building Materials 2.1% |
|
|
|
|
|
|
|
|
|
Camelot Return Merger Sub, Inc., 8.75%, 08/01/28(b)
|
|
|
|
|
|
|
1,004 |
|
|
|
968,510 |
|
Emerald Debt Merger Sub LLC 6.38%, 12/15/30(b)
|
|
|
EUR |
|
|
|
840 |
|
|
|
884,840 |
|
6.38%, 12/15/30(c) |
|
|
|
|
|
|
100 |
|
|
|
105,338 |
|
6.63%, 12/15/30(b) |
|
|
USD |
|
|
|
13,876 |
|
|
|
13,358,074 |
|
Jeld-Wen, Inc., 4.63%, 12/15/25(b) |
|
|
|
|
|
|
1,251 |
|
|
|
1,201,172 |
|
New Enterprise Stone & Lime Co.,
Inc.(b) 5.25%, 07/15/28 |
|
|
|
|
|
|
435 |
|
|
|
390,312 |
|
9.75%, 07/15/28 |
|
|
|
|
|
|
640 |
|
|
|
632,000 |
|
PCF GmbH, 4.75%, 04/15/26(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
82,275 |
|
Smyrna Ready Mix Concrete LLC, 6.00%, 11/01/28(b)
|
|
|
USD |
|
|
|
4,762 |
|
|
|
4,397,521 |
|
Standard Industries, Inc. 2.25%, 11/21/26(c)
|
|
|
EUR |
|
|
|
511 |
|
|
|
476,383 |
|
5.00%, 02/15/27(b) |
|
|
USD |
|
|
|
128 |
|
|
|
118,650 |
|
4.75%, 01/15/28(b) |
|
|
|
|
|
|
100 |
|
|
|
90,199 |
|
4.38%, 07/15/30(b) |
|
|
|
|
|
|
2,674 |
|
|
|
2,214,604 |
|
3.38%, 01/15/31(b) |
|
|
|
|
|
|
3,803 |
|
|
|
2,939,647 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27,859,525 |
|
|
|
|
|
Building Products 1.8% |
|
|
|
|
|
|
|
|
|
Advanced Drainage Systems, Inc.(b) 5.00%,
09/30/27 |
|
|
|
|
|
|
547 |
|
|
|
510,996 |
|
6.38%, 06/15/30 |
|
|
|
|
|
|
4,547 |
|
|
|
4,367,166 |
|
Beacon Roofing Supply, Inc.(b) 4.13%,
05/15/29 |
|
|
|
|
|
|
552 |
|
|
|
471,960 |
|
6.50%, 08/01/30 |
|
|
|
|
|
|
1,358 |
|
|
|
1,316,051 |
|
Foundation Building Materials, Inc., 6.00%, 03/01/29(b)
|
|
|
|
|
|
|
440 |
|
|
|
366,188 |
|
GYP Holdings III Corp., 4.63%, 05/01/29(b) |
|
|
|
|
|
|
2,104 |
|
|
|
1,812,449 |
|
HT Troplast GmbH, 9.38%, 07/15/28 |
|
|
EUR |
|
|
|
124 |
|
|
|
131,938 |
|
Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26(b) |
|
|
USD |
|
|
|
386 |
|
|
|
360,966 |
|
SRS Distribution, Inc.(b) 4.63%, 07/01/28 |
|
|
|
|
|
|
1,999 |
|
|
|
1,726,943 |
|
6.13%, 07/01/29 |
|
|
|
|
|
|
1,804 |
|
|
|
1,536,384 |
|
6.00%, 12/01/29 |
|
|
|
|
|
|
3,997 |
|
|
|
3,357,480 |
|
White Cap Buyer LLC, 6.88%, 10/15/28(b) |
|
|
|
|
|
|
6,829 |
|
|
|
6,035,543 |
|
White Cap Parent LLC, (8.25% Cash or 9.00% PIK), 8.25%,
03/15/26(b)(h) |
|
|
|
|
|
|
1,957 |
|
|
|
1,888,169 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,882,233 |
|
|
|
|
|
Capital Markets 2.2% |
|
|
|
|
|
|
|
|
|
AG TTMT Escrow Issuer LLC, 8.63%, 09/30/27(b) |
|
|
|
|
|
|
708 |
|
|
|
712,340 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Capital Markets (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
Ares Capital Corp., 7.00%, 01/15/27 |
|
|
USD |
|
|
|
735 |
|
|
$ |
734,991 |
|
Blackstone Private Credit Fund 7.05%, 09/29/25 |
|
|
|
|
|
|
432 |
|
|
|
432,663 |
|
3.25%, 03/15/27 |
|
|
|
|
|
|
590 |
|
|
|
512,494 |
|
Blue Owl Capital Corp. 3.75%, 07/22/25 |
|
|
|
|
|
|
1,102 |
|
|
|
1,032,502 |
|
3.40%, 07/15/26 |
|
|
|
|
|
|
785 |
|
|
|
703,801 |
|
Blue Owl Credit Income Corp. 5.50%, 03/21/25 |
|
|
|
|
|
|
873 |
|
|
|
844,456 |
|
3.13%, 09/23/26 |
|
|
|
|
|
|
540 |
|
|
|
474,663 |
|
7.75%, 09/16/27 |
|
|
|
|
|
|
1,852 |
|
|
|
1,837,108 |
|
Compass Group Diversified Holdings LLC, 5.25%, 04/15/29(b)
|
|
|
|
|
|
|
1,129 |
|
|
|
987,072 |
|
GLP Capital LP/GLP Financing II, Inc., 3.25%, 01/15/32 |
|
|
|
|
|
|
1,733 |
|
|
|
1,344,962 |
|
GTCR W-2 Merger Sub LLC/GTCR W Dutch Finance Sub BV, 8.50%, 01/15/31(c)(k) |
|
|
GBP |
|
|
|
145 |
|
|
|
180,674 |
|
Icahn Enterprises LP/Icahn Enterprises Finance Corp. 6.25%, 05/15/26 |
|
|
USD |
|
|
|
400 |
|
|
|
371,617 |
|
5.25%, 05/15/27 |
|
|
|
|
|
|
4,378 |
|
|
|
3,848,174 |
|
4.38%, 02/01/29 |
|
|
|
|
|
|
3,281 |
|
|
|
2,623,682 |
|
Lehman Brothers Holdings, Inc.(f)(i) 5.38%,
10/17/12 |
|
|
EUR |
|
|
|
350 |
|
|
|
1,554 |
|
0.00%, 05/17/13 |
|
|
USD |
|
|
|
1,535 |
|
|
|
2,303 |
|
4.75%, 01/16/14 |
|
|
EUR |
|
|
|
1,890 |
|
|
|
8,392 |
|
1.00%, 02/05/14 |
|
|
|
|
|
|
3,950 |
|
|
|
17,540 |
|
1.00%, 12/31/49 |
|
|
USD |
|
|
|
430 |
|
|
|
645 |
|
NFP Corp.(b) 6.88%, 08/15/28 |
|
|
|
|
|
|
7,268 |
|
|
|
6,226,337 |
|
7.50%, 10/01/30 |
|
|
|
|
|
|
4,085 |
|
|
|
3,922,937 |
|
Northern Trust Corp., 6.13%, 11/02/32 |
|
|
|
|
|
|
904 |
|
|
|
892,612 |
|
UBS AG, (1-year CMT + 2.00%), 6.30%, 09/22/34 |
|
|
|
|
|
|
960 |
|
|
|
937,592 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,651,111 |
|
|
|
|
|
Chemicals 3.4% |
|
|
|
|
|
|
|
|
|
Avient Corp., 7.13%, 08/01/30(b) |
|
|
|
|
|
|
440 |
|
|
|
432,251 |
|
Axalta Coating Systems Dutch Holding B BV, 3.75%, 01/15/25(c)
|
|
|
EUR |
|
|
|
242 |
|
|
|
251,779 |
|
Axalta Coating Systems LLC, 3.38%, 02/15/29(b) |
|
|
USD |
|
|
|
2,011 |
|
|
|
1,674,342 |
|
Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, 06/15/27(b) |
|
|
|
|
|
|
2,464 |
|
|
|
2,289,504 |
|
Celanese U.S. Holdings LLC 6.35%, 11/15/28 |
|
|
|
|
|
|
791 |
|
|
|
781,059 |
|
6.55%, 11/15/30 |
|
|
|
|
|
|
758 |
|
|
|
741,802 |
|
6.70%, 11/15/33 |
|
|
|
|
|
|
1,075 |
|
|
|
1,046,420 |
|
Chemours Co.(b) 5.75%, 11/15/28 |
|
|
|
|
|
|
855 |
|
|
|
742,054 |
|
4.63%, 11/15/29 |
|
|
|
|
|
|
462 |
|
|
|
371,657 |
|
Element Solutions, Inc., 3.88%, 09/01/28(b) |
|
|
|
|
|
|
7,277 |
|
|
|
6,279,956 |
|
FIS Fabbrica Italiana Sintetici SpA, 5.63%, 08/01/27(c)
|
|
|
EUR |
|
|
|
100 |
|
|
|
97,307 |
|
HB Fuller Co., 4.25%, 10/15/28 |
|
|
USD |
|
|
|
606 |
|
|
|
534,734 |
|
Herens Holdco SARL, 4.75%, 05/15/28(b) |
|
|
|
|
|
|
4,049 |
|
|
|
3,143,915 |
|
Herens Midco SARL, 5.25%, 05/15/29(c) |
|
|
EUR |
|
|
|
102 |
|
|
|
61,469 |
|
Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, 07/01/28(b) |
|
|
USD |
|
|
|
1,557 |
|
|
|
1,470,506 |
|
INEOS Quattro Finance 2 PLC, 2.50%, 01/15/26(c) |
|
|
EUR |
|
|
|
215 |
|
|
|
206,526 |
|
Ingevity Corp., 3.88%, 11/01/28(b) |
|
|
USD |
|
|
|
494 |
|
|
|
407,313 |
|
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Chemicals (continued) |
|
|
|
|
|
|
|
|
|
Kobe U.S. Midco 2, Inc., (9.25% Cash or 10.00% PIK), 9.25%, 11/01/26(b)(h) |
|
|
USD |
|
|
|
1,348 |
|
|
$ |
984,040 |
|
Kronos International, Inc., 3.75%, 09/15/25(c) |
|
|
EUR |
|
|
|
200 |
|
|
|
190,149 |
|
LSF11 A5 HoldCo LLC, 6.63%, 10/15/29(b) |
|
|
USD |
|
|
|
725 |
|
|
|
602,765 |
|
Minerals Technologies, Inc., 5.00%, 07/01/28(b) |
|
|
|
|
|
|
878 |
|
|
|
805,302 |
|
Nobian Finance BV, 3.63%, 07/15/26(c) |
|
|
EUR |
|
|
|
106 |
|
|
|
101,068 |
|
NOVA Chemicals Corp., 4.88%, 06/01/24(b) |
|
|
USD |
|
|
|
456 |
|
|
|
448,015 |
|
Olympus Water U.S. Holding Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
9.63%, 11/15/28(c) |
|
|
EUR |
|
|
|
179 |
|
|
|
188,764 |
|
9.75%, 11/15/28(b) |
|
|
USD |
|
|
|
3,776 |
|
|
|
3,767,837 |
|
SCIL IV LLC/SCIL USA Holdings LLC |
|
|
|
|
|
|
|
|
|
|
|
|
5.38%, 11/01/26(b) |
|
|
|
|
|
|
1,495 |
|
|
|
1,366,010 |
|
9.50%, 07/15/28(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
107,669 |
|
(3-mo. EURIBOR + 4.38%), 8.10%,
11/01/26(a)(c) |
|
|
|
|
|
|
100 |
|
|
|
104,932 |
|
Scotts Miracle-Gro Co., 4.38%, 02/01/32 |
|
|
USD |
|
|
|
1,734 |
|
|
|
1,301,705 |
|
SK Invictus Intermediate II SARL, 5.00%,
10/30/29(b) |
|
|
|
|
|
|
3,950 |
|
|
|
3,165,648 |
|
Synthomer PLC, 3.88%, 07/01/25(c) |
|
|
EUR |
|
|
|
133 |
|
|
|
133,988 |
|
WESCO Distribution, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
7.13%, 06/15/25 |
|
|
USD |
|
|
|
1,940 |
|
|
|
1,944,580 |
|
7.25%, 06/15/28 |
|
|
|
|
|
|
2,820 |
|
|
|
2,833,682 |
|
WR Grace Holdings LLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.88%, 06/15/27 |
|
|
|
|
|
|
733 |
|
|
|
672,482 |
|
5.63%, 08/15/29 |
|
|
|
|
|
|
5,346 |
|
|
|
4,323,577 |
|
7.38%, 03/01/31 |
|
|
|
|
|
|
1,174 |
|
|
|
1,138,174 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
44,712,981 |
|
|
|
Commercial Services & Supplies 3.6% |
|
|
|
|
ADT Security Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.13%, 08/01/29 |
|
|
|
|
|
|
1,619 |
|
|
|
1,368,881 |
|
4.88%, 07/15/32 |
|
|
|
|
|
|
425 |
|
|
|
354,875 |
|
Albion Financing 1 SARL/Aggreko Holdings, Inc., |
|
|
|
|
|
|
|
|
|
|
|
|
6.13%, 10/15/26(b) |
|
|
|
|
|
|
940 |
|
|
|
887,821 |
|
APX Group, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.75%, 02/15/27 |
|
|
|
|
|
|
1,620 |
|
|
|
1,555,568 |
|
5.75%, 07/15/29 |
|
|
|
|
|
|
1,478 |
|
|
|
1,245,388 |
|
Ashtead Capital, Inc., Series B, 5.95%,
10/15/33(b) |
|
|
|
|
|
|
1,335 |
|
|
|
1,267,392 |
|
BCP V Modular Services Finance II PLC(c) |
|
|
|
|
|
|
|
|
|
|
|
|
4.75%, 11/30/28 |
|
|
EUR |
|
|
|
200 |
|
|
|
176,821 |
|
6.13%, 11/30/28 |
|
|
GBP |
|
|
|
100 |
|
|
|
99,438 |
|
Boels Topholding BV, 6.25%, 02/15/29(c) |
|
|
EUR |
|
|
|
107 |
|
|
|
112,560 |
|
Cablevision Lightpath LLC, 3.88%, 09/15/27(b) |
|
|
USD |
|
|
|
866 |
|
|
|
723,110 |
|
EC Finance PLC, 3.00%, 10/15/26(c) |
|
|
EUR |
|
|
|
109 |
|
|
|
106,910 |
|
Fortress Transportation and Infrastructure Investors
LLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.50%, 10/01/25 |
|
|
USD |
|
|
|
3,440 |
|
|
|
3,380,984 |
|
9.75%, 08/01/27 |
|
|
|
|
|
|
2,442 |
|
|
|
2,525,858 |
|
5.50%, 05/01/28 |
|
|
|
|
|
|
3,594 |
|
|
|
3,258,272 |
|
Garda World Security Corp., 9.50%, 11/01/27(b) |
|
|
|
|
|
|
328 |
|
|
|
313,606 |
|
Herc Holdings, Inc., 5.50%, 07/15/27(b) |
|
|
|
|
|
|
4,416 |
|
|
|
4,176,010 |
|
Hertz Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.63%, 12/01/26 |
|
|
|
|
|
|
666 |
|
|
|
590,242 |
|
5.00%, 12/01/29 |
|
|
|
|
|
|
476 |
|
|
|
372,671 |
|
Inter Media and Communication SpA, 6.75%,
02/09/27(c) |
|
|
EUR |
|
|
|
200 |
|
|
|
202,294 |
|
LABL, Inc., 9.50%, 11/01/28(b) |
|
|
USD |
|
|
|
2,391 |
|
|
|
2,450,775 |
|
Loxam SAS, 6.38%, 05/15/28(c) |
|
|
EUR |
|
|
|
115 |
|
|
|
119,000 |
|
Metis Merger Sub LLC, 6.50%, 05/15/29(b) |
|
|
USD |
|
|
|
763 |
|
|
|
644,518 |
|
NESCO Holdings II, Inc., 5.50%, 04/15/29(b) |
|
|
|
|
|
|
1,353 |
|
|
|
1,187,259 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
Commercial Services & Supplies (continued) |
|
|
|
|
Paprec Holding SA, 3.50%, 07/01/28(c) |
|
|
EUR |
|
|
|
100 |
|
|
$ |
94,360 |
|
Prime Security Services Borrower LLC/Prime Finance,
Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.75%, 04/15/26 |
|
|
USD |
|
|
|
1,037 |
|
|
|
1,006,065 |
|
6.25%, 01/15/28 |
|
|
|
|
|
|
3,405 |
|
|
|
3,153,604 |
|
Q-Park Holding I BV, 1.50%, 03/01/25(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
102,289 |
|
Sothebys/Bidfair Holdings, Inc., 5.88%,
06/01/29(b) |
|
|
USD |
|
|
|
2,072 |
|
|
|
1,662,780 |
|
United Rentals North America, Inc., 6.00%,
12/15/29(b) |
|
|
|
|
|
|
9,161 |
|
|
|
8,919,618 |
|
Verisure Holding AB(c) |
|
|
|
|
|
|
|
|
|
|
|
|
3.88%, 07/15/26 |
|
|
EUR |
|
|
|
140 |
|
|
|
139,134 |
|
9.25%, 10/15/27 |
|
|
|
|
|
|
100 |
|
|
|
112,069 |
|
7.13%, 02/01/28 |
|
|
|
|
|
|
100 |
|
|
|
106,782 |
|
Williams Scotsman International, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.13%, 06/15/25 |
|
|
USD |
|
|
|
1,652 |
|
|
|
1,635,480 |
|
4.63%, 08/15/28 |
|
|
|
|
|
|
594 |
|
|
|
531,630 |
|
Williams Scotsman, Inc., 7.38%, 10/01/31 |
|
|
|
|
|
|
1,966 |
|
|
|
1,955,274 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
46,539,338 |
|
|
|
|
|
Communications Equipment 0.8% |
|
|
|
|
|
|
|
|
|
CommScope Technologies LLC, 6.00%, 06/15/25(b) |
|
|
|
|
|
|
1,921 |
|
|
|
1,828,702 |
|
CommScope, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.00%, 03/01/26 |
|
|
|
|
|
|
2,904 |
|
|
|
2,710,097 |
|
4.75%, 09/01/29 |
|
|
|
|
|
|
677 |
|
|
|
497,964 |
|
Viasat, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
5.63%, 09/15/25(b) |
|
|
|
|
|
|
3,159 |
|
|
|
2,918,126 |
|
5.63%, 04/15/27(b) |
|
|
|
|
|
|
1,433 |
|
|
|
1,241,501 |
|
7.50%, 05/30/31 |
|
|
|
|
|
|
270 |
|
|
|
178,335 |
|
Viavi Solutions, Inc., 3.75%, 10/01/29(b) |
|
|
|
|
|
|
959 |
|
|
|
779,571 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,154,296 |
|
|
|
|
|
Construction & Engineering 0.5% |
|
|
|
|
|
|
|
|
|
Brand Industrial Services, Inc., 10.38%, 08/01/30 |
|
|
|
|
|
|
6,264 |
|
|
|
6,273,646 |
|
Webuild SpA, 7.00%, 09/27/28 |
|
|
EUR |
|
|
|
100 |
|
|
|
103,599 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,377,245 |
|
|
|
|
|
Construction Materials(b) 0.3% |
|
|
|
|
|
|
|
|
|
American Builders & Contractors Supply Co., Inc., Series A, 3.88%, 11/15/29 |
|
|
USD |
|
|
|
1,630 |
|
|
|
1,358,317 |
|
BCPE Empire Holdings, Inc., 7.63%, 05/01/27 |
|
|
|
|
|
|
1,897 |
|
|
|
1,801,638 |
|
H&E Equipment Services, Inc., 3.88%, 12/15/28 |
|
|
|
|
|
|
358 |
|
|
|
305,694 |
|
Resideo Funding, Inc., 4.00%, 09/01/29 |
|
|
|
|
|
|
290 |
|
|
|
238,258 |
|
Ritchie Bros Holdings, Inc., 6.75%, 03/15/28 |
|
|
|
|
|
|
412 |
|
|
|
411,053 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,114,960 |
|
|
|
|
|
Consumer Discretionary 4.0% |
|
|
|
|
|
|
|
|
|
APi Group DE, Inc., 4.75%, 10/15/29(b) |
|
|
|
|
|
|
1,283 |
|
|
|
1,122,592 |
|
Carnival Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
7.63%, 03/01/26(b) |
|
|
|
|
|
|
842 |
|
|
|
819,084 |
|
7.63%, 03/01/26(c) |
|
|
EUR |
|
|
|
206 |
|
|
|
213,773 |
|
5.75%, 03/01/27(b) |
|
|
USD |
|
|
|
4,944 |
|
|
|
4,475,428 |
|
9.88%, 08/01/27(b) |
|
|
|
|
|
|
1,240 |
|
|
|
1,294,467 |
|
6.00%, 05/01/29(b) |
|
|
|
|
|
|
2,935 |
|
|
|
2,503,505 |
|
7.00%, 08/15/29(b) |
|
|
|
|
|
|
878 |
|
|
|
865,731 |
|
Carnival Holdings Bermuda Ltd., 10.38%, |
|
|
|
|
|
|
|
|
|
|
|
|
05/01/28(b) |
|
|
|
|
|
|
11,734 |
|
|
|
12,582,004 |
|
CoreLogic, Inc., 4.50%, 05/01/28(b) |
|
|
|
|
|
|
2,567 |
|
|
|
1,947,788 |
|
Legends Hospitality Holding Co. LLC/Legends |
|
|
|
|
|
|
|
|
|
|
|
|
Hospitality Co.-Issuer, Inc., 5.00%,
02/01/26(b) |
|
|
|
|
|
|
561 |
|
|
|
549,780 |
|
|
|
|
C O N S O L I D A T E D S C H E D U L E
O F I N V E S T M E N T S |
|
4 |
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Consumer Discretionary (continued) |
|
|
|
|
|
|
|
|
|
Life Time, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.75%, 01/15/26 |
|
|
USD |
|
|
|
1,652 |
|
|
$ |
1,600,762 |
|
8.00%, 04/15/26 |
|
|
|
|
|
|
1,262 |
|
|
|
1,239,915 |
|
Lindblad Expeditions LLC, 6.75%, 02/15/27(b) |
|
|
|
|
|
|
1,551 |
|
|
|
1,452,124 |
|
NCL Corp. Ltd.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.88%, 03/15/26 |
|
|
|
|
|
|
2,002 |
|
|
|
1,848,333 |
|
8.38%, 02/01/28 |
|
|
|
|
|
|
719 |
|
|
|
729,330 |
|
7.75%, 02/15/29 |
|
|
|
|
|
|
1,692 |
|
|
|
1,570,392 |
|
NCL Finance Ltd., 6.13%, 03/15/28(b) |
|
|
|
|
|
|
849 |
|
|
|
749,243 |
|
Neptune Bidco U.S., Inc., 9.29%, 04/15/29(b) |
|
|
|
|
|
|
1,612 |
|
|
|
1,459,363 |
|
Royal Caribbean Cruises Ltd.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
11.50%, 06/01/25 |
|
|
|
|
|
|
261 |
|
|
|
275,518 |
|
4.25%, 07/01/26 |
|
|
|
|
|
|
462 |
|
|
|
423,604 |
|
5.50%, 08/31/26 |
|
|
|
|
|
|
258 |
|
|
|
243,526 |
|
5.38%, 07/15/27 |
|
|
|
|
|
|
868 |
|
|
|
803,336 |
|
11.63%, 08/15/27 |
|
|
|
|
|
|
860 |
|
|
|
933,012 |
|
5.50%, 04/01/28 |
|
|
|
|
|
|
2,640 |
|
|
|
2,420,858 |
|
8.25%, 01/15/29 |
|
|
|
|
|
|
923 |
|
|
|
952,471 |
|
9.25%, 01/15/29 |
|
|
|
|
|
|
1,779 |
|
|
|
1,879,401 |
|
7.25%, 01/15/30 |
|
|
|
|
|
|
1,599 |
|
|
|
1,584,756 |
|
Techem Verwaltungsgesellschaft 674 mbH, 6.00%,
07/30/26(c) |
|
|
EUR |
|
|
|
88 |
|
|
|
90,197 |
|
Techem Verwaltungsgesellschaft 675 mbH, 2.00%,
07/15/25(c) |
|
|
|
|
|
|
220 |
|
|
|
224,352 |
|
TUI Cruises GmbH, 6.50%, 05/15/26(c) |
|
|
|
|
|
|
100 |
|
|
|
99,669 |
|
Viking Cruises Ltd.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.88%, 09/15/27 |
|
|
USD |
|
|
|
1,436 |
|
|
|
1,310,637 |
|
7.00%, 02/15/29 |
|
|
|
|
|
|
269 |
|
|
|
247,480 |
|
9.13%, 07/15/31 |
|
|
|
|
|
|
3,467 |
|
|
|
3,468,595 |
|
Viking Ocean Cruises Ship VII Ltd., 5.63%,
02/15/29(b) |
|
|
|
|
|
|
886 |
|
|
|
801,830 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
52,782,856 |
|
|
|
|
|
Consumer Finance 3.1% |
|
|
|
|
|
|
|
|
|
Block, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2.75%, 06/01/26 |
|
|
|
|
|
|
3,632 |
|
|
|
3,266,614 |
|
3.50%, 06/01/31 |
|
|
|
|
|
|
8,304 |
|
|
|
6,523,300 |
|
Capital One Financial Corp., (1-day SOFR + 2.86%), 6.38%, 06/08/34(a) |
|
|
|
|
|
|
520 |
|
|
|
490,732 |
|
Encore Capital Group, Inc., 5.38%, 02/15/26(c) |
|
|
GBP |
|
|
|
100 |
|
|
|
111,867 |
|
GTCR W-2 Merger Sub LLC, 7.50%, 01/15/31(b)(k)
. |
|
|
USD |
|
|
|
6,205 |
|
|
|
6,213,687 |
|
Iron Mountain U.K. PLC, 3.88%, 11/15/25(c) |
|
|
GBP |
|
|
|
100 |
|
|
|
114,995 |
|
Navient Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
5.88%, 10/25/24 |
|
|
USD |
|
|
|
1,965 |
|
|
|
1,933,992 |
|
9.38%, 07/25/30 |
|
|
|
|
|
|
805 |
|
|
|
793,931 |
|
Nexi SpA, 0.00%, 02/24/28(c)(l)(m) |
|
|
EUR |
|
|
|
300 |
|
|
|
241,048 |
|
OneMain Finance Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
6.88%, 03/15/25 |
|
|
USD |
|
|
|
1,060 |
|
|
|
1,051,597 |
|
7.13%, 03/15/26 |
|
|
|
|
|
|
809 |
|
|
|
792,320 |
|
6.63%, 01/15/28 |
|
|
|
|
|
|
3,592 |
|
|
|
3,314,231 |
|
5.38%, 11/15/29 |
|
|
|
|
|
|
705 |
|
|
|
590,438 |
|
4.00%, 09/15/30 |
|
|
|
|
|
|
558 |
|
|
|
418,698 |
|
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 4.63%, 11/01/26(b) |
|
|
|
|
|
|
3,237 |
|
|
|
3,052,038 |
|
SLM Corp., 3.13%, 11/02/26 |
|
|
|
|
|
|
930 |
|
|
|
806,676 |
|
Verscend Escrow Corp., 9.75%, 08/15/26(b) |
|
|
|
|
|
|
10,288 |
|
|
|
10,289,790 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
40,005,954 |
|
|
|
Consumer Staples Distribution & Retail 1.4% |
|
|
|
|
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.63%, 01/15/27 |
|
|
|
|
|
|
373 |
|
|
|
352,193 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
Consumer Staples Distribution & Retail (continued) |
|
|
|
|
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC(b) (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
5.88%, 02/15/28 |
|
|
USD |
|
|
|
1,328 |
|
|
$ |
1,278,172 |
|
6.50%, 02/15/28 |
|
|
|
|
|
|
4,762 |
|
|
|
4,706,650 |
|
3.50%, 03/15/29 |
|
|
|
|
|
|
1,573 |
|
|
|
1,341,117 |
|
4.88%, 02/15/30 |
|
|
|
|
|
|
1,210 |
|
|
|
1,090,239 |
|
Bellis Acquisition Co. PLC(c) |
|
|
|
|
|
|
|
|
|
|
|
|
3.25%, 02/16/26 |
|
|
GBP |
|
|
|
200 |
|
|
|
211,873 |
|
4.50%, 02/16/26 |
|
|
|
|
|
|
328 |
|
|
|
354,638 |
|
Darling Ingredients, Inc., 6.00%, 06/15/30(b) |
|
|
USD |
|
|
|
1,415 |
|
|
|
1,339,627 |
|
Lamb Weston Holdings, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.88%, 05/15/28 |
|
|
|
|
|
|
100 |
|
|
|
92,235 |
|
4.13%, 01/31/30 |
|
|
|
|
|
|
205 |
|
|
|
175,305 |
|
4.38%, 01/31/32 |
|
|
|
|
|
|
744 |
|
|
|
623,277 |
|
Performance Food Group, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.50%, 10/15/27 |
|
|
|
|
|
|
2,744 |
|
|
|
2,599,778 |
|
4.25%, 08/01/29 |
|
|
|
|
|
|
86 |
|
|
|
74,290 |
|
Picard Groupe SAS, 3.88%, 07/01/26(c) |
|
|
EUR |
|
|
|
112 |
|
|
|
109,543 |
|
Post Holdings, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.50%, 12/15/29 |
|
|
USD |
|
|
|
937 |
|
|
|
849,371 |
|
4.50%, 09/15/31 |
|
|
|
|
|
|
141 |
|
|
|
117,353 |
|
Premier Foods Finance PLC, 3.50%, 10/15/26(c) |
|
|
GBP |
|
|
|
100 |
|
|
|
110,785 |
|
U.S. Foods, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
6.88%, 09/15/28 |
|
|
USD |
|
|
|
1,023 |
|
|
|
1,020,852 |
|
4.75%, 02/15/29(b) |
|
|
|
|
|
|
224 |
|
|
|
200,204 |
|
4.63%, 06/01/30(b) |
|
|
|
|
|
|
149 |
|
|
|
129,451 |
|
7.25%, 01/15/32(b) |
|
|
|
|
|
|
1,232 |
|
|
|
1,230,756 |
|
United Natural Foods, Inc., 6.75%, 10/15/28(b) |
|
|
|
|
|
|
454 |
|
|
|
346,084 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,353,793 |
|
|
|
|
|
Containers & Packaging 1.0% |
|
|
|
|
|
|
|
|
|
Ahlstrom-Munksjo Holding 3 Oy, 3.63%,
02/04/28(c) |
|
|
EUR |
|
|
|
109 |
|
|
|
96,600 |
|
Clydesdale Acquisition Holdings, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.63%, 04/15/29 |
|
|
USD |
|
|
|
4,208 |
|
|
|
3,912,546 |
|
8.75%, 04/15/30 |
|
|
|
|
|
|
4,005 |
|
|
|
3,434,926 |
|
Crown European Holdings SA, 5.00%, 05/15/28(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
105,213 |
|
Fiber Bidco SpA, 11.00%, 10/25/27(c) |
|
|
|
|
|
|
100 |
|
|
|
112,729 |
|
Graphic Packaging International LLC |
|
|
|
|
|
|
|
|
|
|
|
|
4.75%, 07/15/27(b) |
|
|
USD |
|
|
|
574 |
|
|
|
541,070 |
|
3.50%, 03/15/28(b) |
|
|
|
|
|
|
35 |
|
|
|
30,707 |
|
2.63%, 02/01/29(c) |
|
|
EUR |
|
|
|
556 |
|
|
|
509,926 |
|
Kleopatra Finco SARL, 4.25%, 03/01/26(c) |
|
|
|
|
|
|
100 |
|
|
|
88,195 |
|
LABL, Inc., 5.88%, 11/01/28(b) |
|
|
USD |
|
|
|
1,085 |
|
|
|
974,025 |
|
OI European Group BV, 6.25%, 05/15/28 |
|
|
EUR |
|
|
|
620 |
|
|
|
666,245 |
|
Owens-Brockway Glass Container, Inc., 7.25%,
05/15/31(b) |
|
|
USD |
|
|
|
1,256 |
|
|
|
1,227,740 |
|
Sealed Air Corp., 5.00%, 04/15/29(b) |
|
|
|
|
|
|
322 |
|
|
|
289,517 |
|
Sealed Air Corp./Sealed Air Corp. U.S., 6.13%,
02/01/28(b) |
|
|
|
|
|
|
1,001 |
|
|
|
969,489 |
|
Trident TPI Holdings, Inc., 12.75%, 12/31/28(b) |
|
|
|
|
|
|
565 |
|
|
|
590,425 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,549,353 |
|
|
|
|
|
Diversified Consumer Services 3.4% |
|
|
|
|
|
|
|
|
|
Allied Universal Holdco LLC/Allied Universal Finance
Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.63%, 07/15/26 |
|
|
|
|
|
|
11,899 |
|
|
|
11,274,776 |
|
9.75%, 07/15/27 |
|
|
|
|
|
|
3,520 |
|
|
|
3,148,338 |
|
6.00%, 06/01/29 |
|
|
|
|
|
|
7,236 |
|
|
|
5,394,348 |
|
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL |
|
|
|
|
|
|
|
|
|
|
|
|
4.63%, 06/01/28(b) |
|
|
|
|
|
|
5,681 |
|
|
|
4,723,576 |
|
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
Diversified Consumer Services (continued) |
|
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
4.88%, 06/01/28(c) |
|
|
GBP |
|
|
|
100 |
|
|
$ |
96,906 |
|
Cedacri Mergeco SpA, (3-mo. EURIBOR + 5.50%), 9.28%, 05/15/28(a)(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
104,800 |
|
Clarivate Science Holdings Corp.(b) 3.88%,
07/01/28 |
|
|
USD |
|
|
|
6,415 |
|
|
|
5,553,468 |
|
4.88%, 07/01/29 |
|
|
|
|
|
|
4,846 |
|
|
|
4,130,474 |
|
Garda World Security Corp.(b) 4.63%,
02/15/27 |
|
|
|
|
|
|
595 |
|
|
|
544,461 |
|
7.75%, 02/15/28 |
|
|
|
|
|
|
2,979 |
|
|
|
2,920,619 |
|
Graham Holdings Co., 5.75%, 06/01/26(b) |
|
|
|
|
|
|
705 |
|
|
|
680,325 |
|
Macquarie Airfinance Holdings Ltd. 8.38%, 05/01/28(b)
|
|
|
|
|
|
|
579 |
|
|
|
586,961 |
|
8.13%, 03/30/29 |
|
|
|
|
|
|
946 |
|
|
|
947,277 |
|
Rekeep SpA, 7.25%, 02/01/26(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
95,613 |
|
Sothebys, 7.38%, 10/15/27(b) |
|
|
USD |
|
|
|
5,001 |
|
|
|
4,603,010 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
44,804,952 |
|
|
|
|
|
Diversified REITs 1.7% |
|
|
|
|
|
|
|
|
|
Global Net Lease, Inc./Global Net Lease Operating Partnership LP, 3.75%, 12/15/27(b) |
|
|
|
|
|
|
590 |
|
|
|
456,804 |
|
HAT Holdings I LLC/HAT Holdings II LLC, 3.38%,
06/15/26(b) |
|
|
|
|
|
|
1,021 |
|
|
|
907,499 |
|
Iron Mountain, Inc.(b) 7.00%, 02/15/29 |
|
|
|
|
|
|
3,430 |
|
|
|
3,354,654 |
|
5.63%, 07/15/32 |
|
|
|
|
|
|
3,252 |
|
|
|
2,807,458 |
|
MPT Operating Partnership LP/MPT Finance Corp. 2.55%, 12/05/23 |
|
|
GBP |
|
|
|
556 |
|
|
|
658,350 |
|
2.50%, 03/24/26 |
|
|
|
|
|
|
793 |
|
|
|
732,892 |
|
4.63%, 08/01/29 |
|
|
USD |
|
|
|
4,183 |
|
|
|
2,962,666 |
|
3.50%, 03/15/31 |
|
|
|
|
|
|
30 |
|
|
|
18,734 |
|
RHP Hotel Properties LP/RHP Finance Corp. 4.75%, 10/15/27 |
|
|
|
|
|
|
1,591 |
|
|
|
1,447,810 |
|
7.25%, 07/15/28 |
|
|
|
|
|
|
1,748 |
|
|
|
1,717,398 |
|
4.50%, 02/15/29(b) |
|
|
|
|
|
|
5,411 |
|
|
|
4,636,984 |
|
RLJ Lodging Trust LP, 4.00%, 09/15/29(b) |
|
|
|
|
|
|
1,279 |
|
|
|
1,047,424 |
|
Service Properties Trust, 7.50%, 09/15/25 |
|
|
|
|
|
|
894 |
|
|
|
878,297 |
|
VICI Properties LP, 4.95%, 02/15/30 |
|
|
|
|
|
|
1,185 |
|
|
|
1,084,237 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,711,207 |
|
|
|
Diversified Telecommunication Services 2.9% |
|
|
|
|
Altice Financing SA, 5.75%, 08/15/29(b) |
|
|
|
|
|
|
2,143 |
|
|
|
1,756,261 |
|
Cellnex Telecom SA, 2.13%, 08/11/30 |
|
|
EUR |
|
|
|
200 |
|
|
|
200,991 |
|
Level 3 Financing, Inc.(b) 3.40%,
03/01/27 |
|
|
USD |
|
|
|
6,723 |
|
|
|
6,295,282 |
|
4.63%, 09/15/27 |
|
|
|
|
|
|
5,053 |
|
|
|
3,633,951 |
|
3.63%, 01/15/29 |
|
|
|
|
|
|
416 |
|
|
|
232,960 |
|
10.50%, 05/15/30 |
|
|
|
|
|
|
6,268 |
|
|
|
6,309,294 |
|
Lumen Technologies, Inc., 4.00%, 02/15/27(b) |
|
|
|
|
|
|
1,987 |
|
|
|
1,308,340 |
|
SoftBank Group Corp.(c) 2.13%, 07/06/24 |
|
|
EUR |
|
|
|
249 |
|
|
|
255,029 |
|
4.75%, 07/30/25 |
|
|
|
|
|
|
100 |
|
|
|
103,748 |
|
3.88%, 07/06/32 |
|
|
|
|
|
|
200 |
|
|
|
161,213 |
|
Telecom Italia Capital SA 6.38%, 11/15/33 |
|
|
USD |
|
|
|
1,478 |
|
|
|
1,281,533 |
|
6.00%, 09/30/34 |
|
|
|
|
|
|
2,470 |
|
|
|
2,059,440 |
|
7.20%, 07/18/36 |
|
|
|
|
|
|
227 |
|
|
|
201,981 |
|
7.72%, 06/04/38 |
|
|
|
|
|
|
238 |
|
|
|
217,770 |
|
Telecom Italia Finance SA, 7.75%, 01/24/33 |
|
|
EUR |
|
|
|
83 |
|
|
|
93,020 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
Diversified Telecommunication Services (continued) |
|
|
|
|
Telecom Italia SpA |
|
|
|
|
|
|
|
|
|
|
|
|
5.30%, 05/30/24(b) |
|
|
USD |
|
|
|
322 |
|
|
$
|
316,587 |
|
2.75%, 04/15/25(c) |
|
|
EUR |
|
|
|
139 |
|
|
|
140,132 |
|
3.00%, 09/30/25(c) |
|
|
|
|
|
|
100 |
|
|
|
100,354 |
|
7.88%, 07/31/28 |
|
|
|
|
|
|
113 |
|
|
|
123,674 |
|
7.88%, 07/31/28(c) |
|
|
|
|
|
|
100 |
|
|
|
109,446 |
|
1.63%, 01/18/29(c) |
|
|
|
|
|
|
143 |
|
|
|
118,110 |
|
Telecom Italia SpA/Milano, 6.88%, 02/15/28(c) |
|
|
|
|
|
|
218 |
|
|
|
231,667 |
|
Zayo Group Holdings, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.00%, 03/01/27 |
|
|
USD |
|
|
|
13,108 |
|
|
|
9,724,635 |
|
6.13%, 03/01/28 |
|
|
|
|
|
|
3,999 |
|
|
|
2,570,236 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
37,545,654 |
|
|
|
|
|
Electric Utilities 0.4% |
|
|
|
|
|
|
|
|
|
Edison International, Series A, (5-year CMT + 4.70%), 5.38%(a)(j) |
|
|
|
|
|
|
2,200 |
|
|
|
1,940,877 |
|
EDP - Energias de Portugal SA(a)(c) |
|
|
|
|
|
|
|
|
|
|
|
|
(5-year EUR Swap + 1.84%), 1.70%, 07/20/80 |
|
|
EUR |
|
|
|
100 |
|
|
|
97,399 |
|
(5-year EUR Swap + 2.38%), 1.88%, 08/02/81 |
|
|
|
|
|
|
200 |
|
|
|
187,133 |
|
Electricite de France SA, (5-year CMT + 5.41%), 9.13%(a)(b)(j) |
|
|
USD |
|
|
|
535 |
|
|
|
557,329 |
|
NextEra Energy Operating Partners LP, 3.88%,
10/15/26(b) |
|
|
|
|
|
|
654 |
|
|
|
592,142 |
|
Palomino Funding Trust I, 7.23%, 05/17/28(b) |
|
|
|
|
|
|
682 |
|
|
|
684,428 |
|
Talen Energy Supply LLC, 8.63%, 06/01/30(b) |
|
|
|
|
|
|
716 |
|
|
|
733,973 |
|
TransAlta Corp., 7.75%, 11/15/29 |
|
|
|
|
|
|
590 |
|
|
|
597,375 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,390,656 |
|
|
|
|
|
Electrical Equipment(b) 0.6% |
|
|
|
|
|
|
|
|
|
Gates Global LLC/Gates Corp., 6.25%, 01/15/26 |
|
|
|
|
|
|
2,205 |
|
|
|
2,148,745 |
|
GrafTech Finance, Inc., 4.63%, 12/15/28 |
|
|
|
|
|
|
186 |
|
|
|
143,833 |
|
Regal Rexnord Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
6.05%, 04/15/28 |
|
|
|
|
|
|
3,214 |
|
|
|
3,126,150 |
|
6.30%, 02/15/30 |
|
|
|
|
|
|
1,055 |
|
|
|
1,019,101 |
|
6.40%, 04/15/33 |
|
|
|
|
|
|
1,095 |
|
|
|
1,054,712 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,492,541 |
|
|
Electronic Equipment, Instruments & Components(b) 0.6% |
|
BWX Technologies, Inc., 4.13%, 06/30/28 |
|
|
|
|
|
|
1,495 |
|
|
|
1,321,737 |
|
Coherent Corp., 5.00%, 12/15/29 |
|
|
|
|
|
|
1,614 |
|
|
|
1,399,403 |
|
Imola Merger Corp., 4.75%, 05/15/29 |
|
|
|
|
|
|
107 |
|
|
|
93,775 |
|
Vertiv Group Corp., 4.13%, 11/15/28 |
|
|
|
|
|
|
5,085 |
|
|
|
4,469,770 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,284,685 |
|
|
|
|
|
Energy Equipment & Services 1.3% |
|
|
|
|
|
|
|
|
|
Archrock Partners LP/Archrock Partners Finance
Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.88%, 04/01/27 |
|
|
|
|
|
|
3,608 |
|
|
|
3,490,170 |
|
6.25%, 04/01/28 |
|
|
|
|
|
|
801 |
|
|
|
745,750 |
|
Enerflex Ltd., 9.00%, 10/15/27(b) |
|
|
|
|
|
|
1,227 |
|
|
|
1,211,663 |
|
Nine Energy Service, Inc., 13.00%, 02/01/28 |
|
|
|
|
|
|
478 |
|
|
|
435,965 |
|
Oceaneering International, Inc., 6.00%, 02/01/28(b)(k)
|
|
|
|
|
|
|
369 |
|
|
|
347,622 |
|
Patterson-UTI Energy, Inc., 7.15%, 10/01/33 |
|
|
|
|
|
|
510 |
|
|
|
511,832 |
|
Seadrill Finance Ltd., 8.38%, 08/01/30 |
|
|
|
|
|
|
1,273 |
|
|
|
1,296,067 |
|
Shelf Drilling Holdings, 9.63%, 04/15/29 |
|
|
|
|
|
|
1,063 |
|
|
|
1,051,041 |
|
USA Compression Partners LP/USA Compression Finance Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
6.88%, 04/01/26 |
|
|
|
|
|
|
3,626 |
|
|
|
3,551,823 |
|
6.88%, 09/01/27 |
|
|
|
|
|
|
1,338 |
|
|
|
1,297,128 |
|
Vallourec SA, 8.50%, 06/30/26(c) |
|
|
EUR |
|
|
|
138 |
|
|
|
145,901 |
|
|
|
|
C O N S O L I D A T E D S C H E D U L E
O F I N V E S T M E N T S |
|
6 |
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
Energy Equipment & Services (continued) |
|
Weatherford International Ltd.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.50%, 09/15/28 |
|
|
USD |
|
|
|
728 |
|
|
$ |
728,073 |
|
8.63%, 04/30/30 |
|
|
|
|
|
|
1,785 |
|
|
|
1,798,664 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,611,699 |
|
|
|
|
|
Entertainment 0.1% |
|
|
|
|
|
|
|
|
|
Allwyn Entertainment Financing U.K. PLC |
|
|
|
|
|
|
|
|
|
|
|
|
7.88%, 04/30/29(b) |
|
|
|
|
|
|
800 |
|
|
|
800,000 |
|
7.25%, 04/30/30(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
106,571 |
|
Pinnacle Bidco PLC |
|
|
|
|
|
|
|
|
|
|
|
|
8.25%, 10/11/28 |
|
|
|
|
|
|
100 |
|
|
|
105,336 |
|
10.00%, 10/11/28 |
|
|
GBP |
|
|
|
100 |
|
|
|
121,808 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,133,715 |
|
|
Environmental, Maintenance & Security Service 1.5% |
|
Clean Harbors, Inc., 6.38%, 02/01/31(b) |
|
|
USD |
|
|
|
1,231 |
|
|
|
1,196,988 |
|
Covanta Holding Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
4.88%, 12/01/29(b) |
|
|
|
|
|
|
2,689 |
|
|
|
2,206,056 |
|
5.00%, 09/01/30 |
|
|
|
|
|
|
520 |
|
|
|
414,961 |
|
GFL Environmental, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
3.75%, 08/01/25 |
|
|
|
|
|
|
964 |
|
|
|
913,758 |
|
5.13%, 12/15/26 |
|
|
|
|
|
|
218 |
|
|
|
207,664 |
|
4.00%, 08/01/28 |
|
|
|
|
|
|
3,809 |
|
|
|
3,328,177 |
|
3.50%, 09/01/28 |
|
|
|
|
|
|
280 |
|
|
|
241,055 |
|
4.75%, 06/15/29 |
|
|
|
|
|
|
2,070 |
|
|
|
1,840,040 |
|
4.38%, 08/15/29 |
|
|
|
|
|
|
3,161 |
|
|
|
2,745,676 |
|
Tervita Corp., 11.00%, 12/01/25(b) |
|
|
|
|
|
|
415 |
|
|
|
433,868 |
|
Waste Pro USA, Inc., 5.50%, 02/15/26(b) |
|
|
|
|
|
|
7,103 |
|
|
|
6,632,613 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,160,856 |
|
|
|
|
|
Financial Services 2.8% |
|
|
|
|
|
|
|
|
|
Acuris Finance U.S., Inc./Acuris Finance SARL, 5.00%,
05/01/28(b) |
|
|
|
|
|
|
2,432 |
|
|
|
2,000,320 |
|
Aircastle Ltd., 6.50%, 07/18/28(b) |
|
|
|
|
|
|
719 |
|
|
|
705,108 |
|
Banco Santander SA, 6.92%, 08/08/33 |
|
|
|
|
|
|
1,000 |
|
|
|
955,484 |
|
Barclays PLC, 5.20%, 05/12/26 |
|
|
|
|
|
|
800 |
|
|
|
770,712 |
|
BNP Paribas SA, (5-year CMT + 4.35%), 8.50%(a)(b)(j) |
|
|
|
|
|
|
2,200 |
|
|
|
2,152,310 |
|
Castlelake Aviation Finance DAC, 5.00%, 04/15/27(b)
|
|
|
|
|
|
|
178 |
|
|
|
162,578 |
|
Citigroup, Inc., (1-day SOFR + 2.66%), 6.17%, 05/25/34(a) |
|
|
|
|
|
|
2,175 |
|
|
|
2,078,480 |
|
Enact Holdings, Inc., 6.50%, 08/15/25(b) |
|
|
|
|
|
|
2,158 |
|
|
|
2,125,434 |
|
Freedom Mortgage Corp., 12.25%, 10/01/30 |
|
|
|
|
|
|
537 |
|
|
|
548,894 |
|
Garfunkelux Holdco 3 SA, 6.75%, 11/01/25(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
81,012 |
|
GGAM Finance Ltd.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
7.75%, 05/15/26 |
|
|
USD |
|
|
|
237 |
|
|
|
234,631 |
|
8.00%, 06/15/28 |
|
|
|
|
|
|
237 |
|
|
|
236,533 |
|
Global Aircraft Leasing Co. Ltd.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
(6.50% Cash or 7.25% PIK), 6.50%, 09/15/24 |
|
|
|
|
|
|
708 |
|
|
|
674,120 |
|
Series 2021, (6.50% Cash or 7.25% PIK), 6.50%, 09/15/24 |
|
|
|
|
|
|
1,562 |
|
|
|
1,488,438 |
|
Home Point Capital, Inc., 5.00%, 02/01/26(b) |
|
|
|
|
|
|
7,074 |
|
|
|
6,607,797 |
|
Intrum AB(c) 3.13%, 07/15/24 |
|
|
EUR |
|
|
|
61 |
|
|
|
62,284 |
|
4.88%, 08/15/25 |
|
|
|
|
|
|
100 |
|
|
|
95,887 |
|
ION Trading Technologies SARL, 5.75%, 05/15/28(b)
|
|
|
USD |
|
|
|
1,268 |
|
|
|
1,105,595 |
|
Jefferies Finance LLC/JFIN Co.-Issuer Corp., 5.00%,
08/15/28(b) |
|
|
|
|
|
|
1,679 |
|
|
|
1,413,728 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Financial Services (continued) |
|
|
|
|
|
|
|
|
|
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.(b) 5.25%, 10/01/25 |
|
|
USD |
|
|
|
241 |
|
|
$ |
232,035 |
|
4.75%, 06/15/29 |
|
|
|
|
|
|
1,196 |
|
|
|
966,135 |
|
Lloyds Banking Group PLC, (5-year EURIBOR ICE Swap +
5.29%), 4.95%(a)(c)(j) |
|
|
EUR |
|
|
|
200 |
|
|
|
196,035 |
|
Nationstar Mortgage Holdings, Inc.(b) 6.00%,
01/15/27 |
|
|
USD |
|
|
|
85 |
|
|
|
80,318 |
|
5.75%, 11/15/31 |
|
|
|
|
|
|
1,420 |
|
|
|
1,174,655 |
|
Permian Resources Operating LLC, 7.00%, 01/15/32 |
|
|
|
|
|
|
953 |
|
|
|
939,860 |
|
Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.(b) 2.88%, 10/15/26 |
|
|
|
|
|
|
6,328 |
|
|
|
5,573,006 |
|
3.88%, 03/01/31 |
|
|
|
|
|
|
605 |
|
|
|
482,409 |
|
4.00%, 10/15/33 |
|
|
|
|
|
|
431 |
|
|
|
325,484 |
|
Spectrum Brands, Inc., 5.50%, 07/15/30(b) |
|
|
|
|
|
|
996 |
|
|
|
903,071 |
|
UBS Group AG(a)(b) |
|
|
|
|
|
|
|
|
|
|
|
|
(1-year CMT + 1.80%), 6.25%, 09/22/29 |
|
|
|
|
|
|
1,104 |
|
|
|
1,092,418 |
|
(5-year CMT + 3.31%), 4.38%(j) |
|
|
|
|
|
|
950 |
|
|
|
680,602 |
|
UniCredit SpA, (5-year EUR Swap + 2.80%), 2.73%, 01/15/32(a)(c) |
|
|
EUR |
|
|
|
200 |
|
|
|
185,937 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
36,331,310 |
|
|
|
|
|
Food Products 1.5% |
|
|
|
|
|
|
|
|
|
Aramark International Finance SARL, 3.13%, 04/01/25(c)
|
|
|
|
|
|
|
582 |
|
|
|
603,382 |
|
Aramark Services, Inc.(b) 5.00%, 04/01/25 |
|
|
USD |
|
|
|
338 |
|
|
|
332,224 |
|
6.38%, 05/01/25 |
|
|
|
|
|
|
1,513 |
|
|
|
1,537,117 |
|
5.00%, 02/01/28 |
|
|
|
|
|
|
5,337 |
|
|
|
4,935,836 |
|
B&G Foods, Inc., 8.00%, 09/15/28 |
|
|
|
|
|
|
593 |
|
|
|
593,809 |
|
Chobani LLC/Chobani Finance Corp., Inc.(b) 7.50%,
04/15/25 |
|
|
|
|
|
|
6,490 |
|
|
|
6,428,864 |
|
4.63%, 11/15/28 |
|
|
|
|
|
|
3,990 |
|
|
|
3,519,100 |
|
Darling Global Finance BV, 3.63%, 05/15/26(c) |
|
|
EUR |
|
|
|
457 |
|
|
|
467,480 |
|
Elior Group SA, 3.75%, 07/15/26(c) |
|
|
|
|
|
|
112 |
|
|
|
93,037 |
|
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.63%, 03/01/29(b) |
|
|
USD |
|
|
|
512 |
|
|
|
420,007 |
|
Tereos Finance Groupe I SA, 7.25%, 04/15/28(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
107,818 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,038,674 |
|
|
|
|
|
Gas Utilities 0.0% |
|
|
|
|
|
|
|
|
|
Suburban Propane Partners LP/Suburban Energy Finance Corp., 5.00%, 06/01/31(b) |
|
|
USD |
|
|
|
537 |
|
|
|
448,250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Ground Transportation 0.2% |
|
|
|
|
|
|
|
|
|
Forward Air Corp., 9.50%, 10/15/31 |
|
|
|
|
|
|
1,907 |
|
|
|
1,905,665 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies 1.2% |
|
|
|
|
|
|
|
|
|
Avantor Funding, Inc. 2.63%, 11/01/25(c) |
|
|
EUR |
|
|
|
527 |
|
|
|
531,642 |
|
3.88%, 07/15/28(c) |
|
|
|
|
|
|
100 |
|
|
|
96,897 |
|
4.63%, 07/15/28(b) |
|
|
USD |
|
|
|
2,380 |
|
|
|
2,169,795 |
|
3.88%, 11/01/29(b) |
|
|
|
|
|
|
6,485 |
|
|
|
5,542,537 |
|
Bausch & Lomb Escrow Corp., 8.38%, 10/01/28(b)
|
|
|
|
|
|
|
6,405 |
|
|
|
6,424,023 |
|
Embecta Corp., 6.75%, 02/15/30(b) |
|
|
|
|
|
|
194 |
|
|
|
158,595 |
|
Garden Spinco Corp., 8.63%, 07/20/30(b) |
|
|
|
|
|
|
963 |
|
|
|
1,005,233 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,928,722 |
|
|
|
|
|
Health Care Providers & Services 3.9% |
|
|
|
|
|
|
|
|
|
Acadia Healthcare Co., Inc.(b) 5.50%,
07/01/28 |
|
|
|
|
|
|
286 |
|
|
|
265,970 |
|
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
Health Care Providers & Services (continued) |
|
Acadia Healthcare Co., Inc.(b) (continued) 5.00%,
04/15/29 |
|
|
USD |
|
|
|
146 |
|
|
$ |
131,267 |
|
AdaptHealth LLC, 6.13%, 08/01/28(b) |
|
|
|
|
|
|
1,120 |
|
|
|
966,733 |
|
AHP Health Partners, Inc., 5.75%, 07/15/29(b) |
|
|
|
|
|
|
1,951 |
|
|
|
1,638,840 |
|
CHS/Community Health Systems, Inc.(b) 6.00%,
01/15/29 |
|
|
|
|
|
|
2,761 |
|
|
|
2,229,731 |
|
5.25%, 05/15/30 |
|
|
|
|
|
|
4,538 |
|
|
|
3,449,681 |
|
4.75%, 02/15/31 |
|
|
|
|
|
|
3,526 |
|
|
|
2,495,421 |
|
Encompass Health Corp. 4.50%, 02/01/28 |
|
|
|
|
|
|
2,223 |
|
|
|
2,025,413 |
|
4.75%, 02/01/30 |
|
|
|
|
|
|
35 |
|
|
|
30,964 |
|
4.63%, 04/01/31 |
|
|
|
|
|
|
1,119 |
|
|
|
948,552 |
|
HealthEquity, Inc., 4.50%, 10/01/29(b) |
|
|
|
|
|
|
3,489 |
|
|
|
3,005,338 |
|
IQVIA, Inc., 6.50%, 05/15/30(b) |
|
|
|
|
|
|
1,212 |
|
|
|
1,186,268 |
|
Legacy LifePoint Health LLC, 4.38%, 02/15/27(b)
|
|
|
|
|
|
|
664 |
|
|
|
571,040 |
|
LifePoint Health, Inc. 9.88%, 08/15/30 |
|
|
|
|
|
|
1,870 |
|
|
|
1,810,403 |
|
11.00%, 10/15/30 |
|
|
|
|
|
|
2,060 |
|
|
|
2,060,000 |
|
Medline Borrower LP(b) 3.88%, 04/01/29 |
|
|
|
|
|
|
1,055 |
|
|
|
891,921 |
|
5.25%, 10/01/29 |
|
|
|
|
|
|
5,836 |
|
|
|
5,044,033 |
|
ModivCare, Inc., 5.88%, 11/15/25(b) |
|
|
|
|
|
|
1,982 |
|
|
|
1,884,010 |
|
Molina Healthcare, Inc.(b) 4.38%, 06/15/28 |
|
|
|
|
|
|
294 |
|
|
|
263,438 |
|
3.88%, 05/15/32 |
|
|
|
|
|
|
149 |
|
|
|
119,496 |
|
Prime Healthcare Services, Inc., 7.25%, 11/01/25(b)
|
|
|
|
|
|
|
259 |
|
|
|
239,479 |
|
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc., 9.75%, 12/01/26(b) |
|
|
|
|
|
|
499 |
|
|
|
483,087 |
|
Surgery Center Holdings, Inc.(b) 6.75%,
07/01/25 |
|
|
|
|
|
|
997 |
|
|
|
989,523 |
|
10.00%, 04/15/27 |
|
|
|
|
|
|
1,948 |
|
|
|
1,969,915 |
|
Teleflex, Inc., 4.63%, 11/15/27 |
|
|
|
|
|
|
80 |
|
|
|
73,400 |
|
Tenet Healthcare Corp. 4.88%, 01/01/26 |
|
|
|
|
|
|
3,460 |
|
|
|
3,314,783 |
|
6.25%, 02/01/27 |
|
|
|
|
|
|
2,018 |
|
|
|
1,952,602 |
|
5.13%, 11/01/27 |
|
|
|
|
|
|
140 |
|
|
|
130,289 |
|
6.13%, 10/01/28 |
|
|
|
|
|
|
596 |
|
|
|
559,495 |
|
6.13%, 06/15/30 |
|
|
|
|
|
|
3,898 |
|
|
|
3,654,567 |
|
6.75%, 05/15/31(b) |
|
|
|
|
|
|
6,830 |
|
|
|
6,587,332 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
50,972,991 |
|
|
|
|
|
Health Care Technology 1.2% |
|
|
|
|
|
|
|
|
|
AthenaHealth Group, Inc., 6.50%, 02/15/30(b) |
|
|
|
|
|
|
11,001 |
|
|
|
9,202,416 |
|
Catalent Pharma Solutions, Inc. 5.00%, 07/15/27(b)
|
|
|
|
|
|
|
1,132 |
|
|
|
1,038,512 |
|
2.38%, 03/01/28(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
88,280 |
|
3.13%, 02/15/29(b) |
|
|
USD |
|
|
|
3,032 |
|
|
|
2,486,831 |
|
3.50%, 04/01/30(b) |
|
|
|
|
|
|
303 |
|
|
|
249,466 |
|
Charles River Laboratories International, Inc., 4.25%,
05/01/28(b) |
|
|
|
|
|
|
618 |
|
|
|
554,208 |
|
Fortrea Holdings, Inc., 7.50%, 07/01/30(b) |
|
|
|
|
|
|
1,036 |
|
|
|
1,008,044 |
|
IQVIA, Inc. 1.75%, 03/15/26(c) |
|
|
EUR |
|
|
|
330 |
|
|
|
324,526 |
|
5.00%, 10/15/26(b) |
|
|
USD |
|
|
|
1,054 |
|
|
|
1,007,678 |
|
5.00%, 05/15/27(b) |
|
|
|
|
|
|
200 |
|
|
|
188,516 |
|
2.25%, 03/15/29(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
88,304 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,236,781 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Hotels, Restaurants & Leisure 6.5% |
|
|
|
|
|
|
|
|
|
Accor SA, (5-year EUR Swap + 4.56%), 4.38%(a)(c)(j) |
|
|
EUR |
|
|
|
200 |
|
|
$ |
209,329 |
|
Boyne USA, Inc., 4.75%, 05/15/29(b) |
|
|
USD |
|
|
|
1,752 |
|
|
|
1,532,396 |
|
Burger King (Restaurant Brands International, Inc.)/New Red Finance, Inc.(b) 3.88%, 01/15/28 |
|
|
|
|
|
|
495 |
|
|
|
444,035 |
|
4.38%, 01/15/28 |
|
|
|
|
|
|
1,545 |
|
|
|
1,392,583 |
|
4.00%, 10/15/30 |
|
|
|
|
|
|
235 |
|
|
|
195,279 |
|
Caesars Entertainment, Inc.(b) 6.25%,
07/01/25 |
|
|
|
|
|
|
8,899 |
|
|
|
8,777,197 |
|
8.13%, 07/01/27 |
|
|
|
|
|
|
8,705 |
|
|
|
8,746,497 |
|
4.63%, 10/15/29 |
|
|
|
|
|
|
3,368 |
|
|
|
2,852,898 |
|
7.00%, 02/15/30 |
|
|
|
|
|
|
6,747 |
|
|
|
6,565,247 |
|
CCM Merger, Inc., Series 2020, 6.38%, 05/01/26(b)
|
|
|
|
|
|
|
485 |
|
|
|
463,888 |
|
CDI Escrow Issuer, Inc., 5.75%, 04/01/30(b) |
|
|
|
|
|
|
526 |
|
|
|
475,198 |
|
Cedar Fair LP/Canadas Wonderland Co./Magnum Management Corp./Millennium Op |
|
|
|
|
|
|
|
|
|
|
|
|
Series 2020, 5.38%, 04/15/27 |
|
|
|
|
|
|
406 |
|
|
|
380,255 |
|
Series 2020, 6.50%, 10/01/28 |
|
|
|
|
|
|
293 |
|
|
|
277,002 |
|
Churchill Downs, Inc.(b) 5.50%, 04/01/27 |
|
|
|
|
|
|
850 |
|
|
|
810,212 |
|
4.75%, 01/15/28 |
|
|
|
|
|
|
4,469 |
|
|
|
4,031,222 |
|
6.75%, 05/01/31 |
|
|
|
|
|
|
10,229 |
|
|
|
9,666,405 |
|
Cirsa Finance International SARL 4.75%, 05/22/25(c)
|
|
|
EUR |
|
|
|
147 |
|
|
|
153,654 |
|
(3-mo. EURIBOR + 4.50%), 8.19%, 07/31/28 |
|
|
|
|
|
|
100 |
|
|
|
105,780 |
|
Codere Finance 2 Luxembourg SA, (8.00% Cash and 3.00% PIK), 11.00%, 09/30/26(c)(h) |
|
|
|
|
|
|
133 |
|
|
|
96,169 |
|
Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.(b) 4.63%, 01/15/29 |
|
|
USD |
|
|
|
1,524 |
|
|
|
1,291,590 |
|
6.75%, 01/15/30 |
|
|
|
|
|
|
318 |
|
|
|
259,202 |
|
Hilton Domestic Operating Co., Inc. 5.75%, 05/01/28(b)
|
|
|
|
|
|
|
1,133 |
|
|
|
1,095,297 |
|
3.75%, 05/01/29(b) |
|
|
|
|
|
|
544 |
|
|
|
470,456 |
|
4.88%, 01/15/30 |
|
|
|
|
|
|
1,860 |
|
|
|
1,692,744 |
|
4.00%, 05/01/31(b) |
|
|
|
|
|
|
1,094 |
|
|
|
919,700 |
|
3.63%, 02/15/32(b) |
|
|
|
|
|
|
240 |
|
|
|
193,487 |
|
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp., 4.88%, 04/01/27 |
|
|
|
|
|
|
240 |
|
|
|
228,301 |
|
IRB Holding Corp., 7.00%, 06/15/25(b) |
|
|
|
|
|
|
794 |
|
|
|
794,206 |
|
LHMC Finco 2 SARL, 7.25%, 10/02/25(c)(h) |
|
|
EUR |
|
|
|
100 |
|
|
|
103,214 |
|
Light & Wonder International, Inc., 7.50%, 09/01/31 |
|
|
USD |
|
|
|
1,008 |
|
|
|
996,258 |
|
Lindblad Expeditions Holdings, Inc., 9.00%, 05/15/28(b)
|
|
|
|
|
|
|
1,313 |
|
|
|
1,310,137 |
|
Lottomatica SpA, (3-mo. EURIBOR + 4.13%), 7.93%, 06/01/28(a)(c) |
|
|
EUR |
|
|
|
195 |
|
|
|
207,761 |
|
Melco Resorts Finance Ltd.(b) 4.88%,
06/06/25 |
|
|
USD |
|
|
|
1,071 |
|
|
|
1,011,399 |
|
5.75%, 07/21/28 |
|
|
|
|
|
|
600 |
|
|
|
520,320 |
|
5.38%, 12/04/29 |
|
|
|
|
|
|
3,257 |
|
|
|
2,676,309 |
|
Merlin Entertainments Ltd., 5.75%, 06/15/26(b) |
|
|
|
|
|
|
1,386 |
|
|
|
1,323,457 |
|
MGM China Holdings Ltd.(b) 5.38%, 05/15/24 |
|
|
|
|
|
|
200 |
|
|
|
196,543 |
|
5.25%, 06/18/25 |
|
|
|
|
|
|
600 |
|
|
|
573,444 |
|
5.88%, 05/15/26 |
|
|
|
|
|
|
200 |
|
|
|
189,516 |
|
4.75%, 02/01/27 |
|
|
|
|
|
|
440 |
|
|
|
395,635 |
|
|
|
|
C O N S O L I D A T E D S C H E D U L E
O F I N V E S T M E N T S |
|
8 |
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
Hotels, Restaurants & Leisure (continued) |
|
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., 4.88%, 05/01/29(b) |
|
|
USD |
|
|
|
578 |
|
|
$ |
492,092 |
|
Motion Bondco DAC, 6.63%, 11/15/27(b) |
|
|
|
|
|
|
450 |
|
|
|
416,250 |
|
Ontario Gaming GTA LP, 8.00%, 08/01/30 |
|
|
|
|
|
|
852 |
|
|
|
852,000 |
|
Premier Entertainment Sub LLC/Premier Entertainment Finance Corp., 5.63%, 09/01/29(b) |
|
|
|
|
|
|
1,188 |
|
|
|
914,760 |
|
Raptor Acquisition Corp./Raptor Co.-Issuer LLC, 4.88%, 11/01/26(b) |
|
|
|
|
|
|
973 |
|
|
|
910,971 |
|
Scientific Games Holdings LP/Scientific Games US FinCo, Inc., 6.63%, 03/01/30(b) |
|
|
|
|
|
|
626 |
|
|
|
539,925 |
|
Scientific Games International, Inc.(b) 7.00%,
05/15/28 |
|
|
|
|
|
|
706 |
|
|
|
693,934 |
|
7.25%, 11/15/29 |
|
|
|
|
|
|
241 |
|
|
|
236,180 |
|
Six Flags Entertainment Corp., 7.25%,
05/15/31(b) |
|
|
|
|
|
|
3,666 |
|
|
|
3,441,934 |
|
Six Flags Theme Parks, Inc., 7.00%, 07/01/25(b)
|
|
|
|
|
|
|
1,358 |
|
|
|
1,354,559 |
|
Station Casinos LLC, 4.63%, 12/01/31(b) |
|
|
|
|
|
|
3,720 |
|
|
|
2,975,565 |
|
Stonegate Pub Co. Financing PLC, 8.00%,
07/13/25(c) |
|
|
GBP |
|
|
|
159 |
|
|
|
180,416 |
|
Vail Resorts, Inc., 6.25%, 05/15/25(b) |
|
|
USD |
|
|
|
811 |
|
|
|
806,629 |
|
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.25%,
05/15/27(b) |
|
|
|
|
|
|
1,353 |
|
|
|
1,258,554 |
|
Wynn Macau Ltd.(b) 5.50%, 01/15/26 |
|
|
|
|
|
|
400 |
|
|
|
370,976 |
|
5.63%, 08/26/28 |
|
|
|
|
|
|
3,847 |
|
|
|
3,318,038 |
|
Wynn Resorts Finance LLC/Wynn Resorts Capital
Corp.(b) 5.13%, 10/01/29 |
|
|
|
|
|
|
1,884 |
|
|
|
1,646,855 |
|
7.13%, 02/15/31 |
|
|
|
|
|
|
1,419 |
|
|
|
1,346,949 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
85,380,809 |
|
|
|
|
|
Household Durables 0.9% |
|
|
|
|
|
|
|
|
|
Ashton Woods USA LLC/Ashton Woods Finance
Co.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
Series B, 6.63%, 01/15/28 |
|
|
|
|
|
|
406 |
|
|
|
383,029 |
|
Series B, 4.63%, 08/01/29 |
|
|
|
|
|
|
547 |
|
|
|
461,594 |
|
Series B, 4.63%, 04/01/30 |
|
|
|
|
|
|
636 |
|
|
|
520,626 |
|
Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC(b) 5.00%, 06/15/29 |
|
|
|
|
|
|
1,154 |
|
|
|
949,823 |
|
4.88%, 02/15/30 |
|
|
|
|
|
|
1,424 |
|
|
|
1,158,111 |
|
CD&R Smokey Buyer, Inc., 6.75%, 07/15/25(b)
|
|
|
|
|
|
|
1,328 |
|
|
|
1,279,661 |
|
Dream Finders Homes, Inc., 8.25%, 08/15/28 |
|
|
|
|
|
|
607 |
|
|
|
611,109 |
|
Installed Building Products, Inc., 5.75%, 02/01/28(b)
|
|
|
|
|
|
|
723 |
|
|
|
665,476 |
|
K Hovnanian Enterprises, Inc., 7.75%, 02/15/26(b)
|
|
|
|
|
|
|
378 |
|
|
|
385,295 |
|
KB Home, 7.25%, 07/15/30 |
|
|
|
|
|
|
328 |
|
|
|
322,197 |
|
Mattamy Group Corp., 4.63%, 03/01/30(b) |
|
|
|
|
|
|
1,582 |
|
|
|
1,346,408 |
|
SWF Escrow Issuer Corp., 6.50%, 10/01/29(b) |
|
|
|
|
|
|
1,738 |
|
|
|
1,111,799 |
|
Taylor Morrison Communities, Inc., 5.88%,
06/15/27(b) |
|
|
|
|
|
|
1,431 |
|
|
|
1,360,426 |
|
Tempur Sealy International, Inc.(b) 4.00%,
04/15/29 |
|
|
|
|
|
|
19 |
|
|
|
15,857 |
|
3.88%, 10/15/31 |
|
|
|
|
|
|
1,724 |
|
|
|
1,329,992 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,901,403 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Household Products 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
Central Garden & Pet Co. |
|
|
|
|
|
|
|
|
|
|
|
|
5.13%, 02/01/28 |
|
|
USD |
|
|
|
280 |
|
|
$ |
261,129 |
|
4.13%, 10/15/30 |
|
|
|
|
|
|
349 |
|
|
|
290,966 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
552,095 |
|
|
Independent Power and Renewable Electricity Producers 0.4% |
|
Alexander Funding Trust II, 7.47%, 07/31/28(b) |
|
|
|
|
|
|
910 |
|
|
|
911,192 |
|
Calpine Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.25%, 06/01/26 |
|
|
|
|
|
|
136 |
|
|
|
132,040 |
|
5.13%, 03/15/28 |
|
|
|
|
|
|
300 |
|
|
|
267,131 |
|
4.63%, 02/01/29 |
|
|
|
|
|
|
2,297 |
|
|
|
1,923,410 |
|
Clearway Energy Operating LLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.75%, 03/15/28 |
|
|
|
|
|
|
133 |
|
|
|
118,950 |
|
3.75%, 02/15/31 |
|
|
|
|
|
|
91 |
|
|
|
71,781 |
|
3.75%, 01/15/32 |
|
|
|
|
|
|
104 |
|
|
|
80,848 |
|
Cullinan Holdco Scsp, 4.63%, 10/15/26(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
77,348 |
|
NRG Energy, Inc., 7.00%, 03/15/33(b) |
|
|
USD |
|
|
|
980 |
|
|
|
946,851 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,529,551 |
|
|
|
|
|
Insurance 3.5% |
|
|
|
|
|
|
|
|
|
Acrisure LLC/Acrisure Finance, Inc., 6.00%, 08/01/29(b)
|
|
|
|
|
|
|
706 |
|
|
|
593,283 |
|
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.25%, 10/15/27 |
|
|
|
|
|
|
2,522 |
|
|
|
2,258,047 |
|
6.75%, 10/15/27 |
|
|
|
|
|
|
12,795 |
|
|
|
11,899,499 |
|
6.75%, 04/15/28 |
|
|
|
|
|
|
3,437 |
|
|
|
3,316,892 |
|
5.88%, 11/01/29 |
|
|
|
|
|
|
6,012 |
|
|
|
5,206,504 |
|
AmWINS Group, Inc., 4.88%, 06/30/29(b) |
|
|
|
|
|
|
1,494 |
|
|
|
1,309,086 |
|
Ardonagh Midco 2 PLC, (11.50% Cash or 12.75% PIK), 11.50%, 01/15/27(b)(h) |
|
|
|
|
|
|
284 |
|
|
|
277,770 |
|
Galaxy Bidco Ltd., 6.50%, 07/31/26(c) |
|
|
GBP |
|
|
|
100 |
|
|
|
112,859 |
|
GTCR AP Finance, Inc., 8.00%, 05/15/27(b) |
|
|
USD |
|
|
|
1,586 |
|
|
|
1,558,972 |
|
HUB International Ltd.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
7.00%, 05/01/26 |
|
|
|
|
|
|
6,223 |
|
|
|
6,209,323 |
|
7.25%, 06/15/30 |
|
|
|
|
|
|
8,297 |
|
|
|
8,281,817 |
|
Jones Deslauriers Insurance Management, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
8.50%, 03/15/30 |
|
|
|
|
|
|
2,698 |
|
|
|
2,717,806 |
|
10.50%, 12/15/30 |
|
|
|
|
|
|
1,397 |
|
|
|
1,421,356 |
|
Liberty Mutual Group, Inc., (5-year EUR Swap + 3.70%), 3.63%,
05/23/59(a)(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
100,456 |
|
NFP Corp., 8.50%, 10/01/31 |
|
|
USD |
|
|
|
995 |
|
|
|
996,510 |
|
Ryan Specialty LLC, 4.38%, 02/01/30(b) |
|
|
|
|
|
|
168 |
|
|
|
146,298 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
46,406,478 |
|
|
|
Interactive Media & Services 0.1% |
|
|
|
|
Cablevision Lightpath LLC, 5.63%, 09/15/28(b) |
|
|
|
|
|
|
1,201 |
|
|
|
921,688 |
|
iliad SA(c) |
|
|
|
|
|
|
|
|
|
|
|
|
5.38%, 06/14/27 |
|
|
EUR |
|
|
|
100 |
|
|
|
102,744 |
|
5.63%, 02/15/30 |
|
|
|
|
|
|
100 |
|
|
|
100,703 |
|
United Group BV, 4.00%, 11/15/27(c) |
|
|
|
|
|
|
100 |
|
|
|
91,981 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,217,116 |
|
|
|
Internet Software & Services 1.7% |
|
|
|
|
ANGI Group LLC, 3.88%, 08/15/28(b) |
|
|
USD |
|
|
|
869 |
|
|
|
679,971 |
|
Go Daddy Operating Co. LLC/GD Finance Co., Inc., 3.50%,
03/01/29(b) |
|
|
|
|
|
|
298 |
|
|
|
250,723 |
|
Match Group Holdings II LLC(b) 4.63%,
06/01/28 |
|
|
|
|
|
|
2,149 |
|
|
|
1,926,611 |
|
5.63%, 02/15/29 |
|
|
|
|
|
|
2,261 |
|
|
|
2,085,772 |
|
4.13%, 08/01/30 |
|
|
|
|
|
|
872 |
|
|
|
719,540 |
|
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
Internet Software & Services (continued) |
|
Match Group Holdings II LLC(b) (continued) 3.63%,
10/01/31 |
|
|
USD |
|
|
|
464 |
|
|
$ |
366,152 |
|
Uber Technologies, Inc. 7.50%, 05/15/25(b) |
|
|
|
|
|
|
2,820 |
|
|
|
2,837,625 |
|
0.00%, 12/15/25(l)(m) |
|
|
|
|
|
|
1,757 |
|
|
|
1,639,134 |
|
8.00%, 11/01/26(b) |
|
|
|
|
|
|
2,453 |
|
|
|
2,481,835 |
|
7.50%, 09/15/27(b) |
|
|
|
|
|
|
2,568 |
|
|
|
2,589,325 |
|
6.25%, 01/15/28(b) |
|
|
|
|
|
|
1,356 |
|
|
|
1,325,985 |
|
4.50%, 08/15/29(b) |
|
|
|
|
|
|
5,966 |
|
|
|
5,332,749 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,235,422 |
|
|
|
|
|
IT Services 2.4% |
|
|
|
|
|
|
|
|
|
Ahead DB Holdings LLC, 6.63%, 05/01/28(b) |
|
|
|
|
|
|
886 |
|
|
|
748,386 |
|
Atos SE(c) 0.00%, 11/06/24(l)(m) |
|
|
EUR |
|
|
|
200 |
|
|
|
176,743 |
|
2.50%, 11/07/28 |
|
|
|
|
|
|
100 |
|
|
|
71,828 |
|
Banff Merger Sub, Inc., 8.38%, 09/01/26(c) |
|
|
|
|
|
|
100 |
|
|
|
103,860 |
|
Booz Allen Hamilton, Inc., 4.00%, 07/01/29(b) |
|
|
USD |
|
|
|
2,334 |
|
|
|
2,058,588 |
|
CA Magnum Holdings, 5.38%, 10/31/26(b) |
|
|
|
|
|
|
2,652 |
|
|
|
2,339,966 |
|
Camelot Finance SA, 4.50%, 11/01/26(b) |
|
|
|
|
|
|
334 |
|
|
|
308,345 |
|
Central Parent LLC/CDK Global II LLC/CDK Financing Co, Inc., 8.00%, 06/15/29 |
|
|
|
|
|
|
2,401 |
|
|
|
2,392,116 |
|
Dun & Bradstreet Corp., 5.00%, 12/15/29(b)
|
|
|
|
|
|
|
5,191 |
|
|
|
4,475,356 |
|
Engineering - Ingegneria Informatica - SpA, 11.13%,
05/15/28(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
105,646 |
|
Gartner, Inc., 4.50%, 07/01/28(b) |
|
|
USD |
|
|
|
105 |
|
|
|
95,793 |
|
KBR, Inc., 4.75%, 09/30/28(b) |
|
|
|
|
|
|
1,160 |
|
|
|
1,020,800 |
|
La Financiere Atalian SASU, 5.13%, 05/15/25(c) |
|
|
EUR |
|
|
|
200 |
|
|
|
155,204 |
|
McAfee Corp., 7.38%, 02/15/30(b) |
|
|
USD |
|
|
|
6,948 |
|
|
|
5,816,816 |
|
Presidio Holdings, Inc., 4.88%, 02/01/27(b) |
|
|
|
|
|
|
265 |
|
|
|
244,983 |
|
Science Applications International Corp., 4.88%, 04/01/28(b)
|
|
|
|
|
|
|
1,024 |
|
|
|
929,331 |
|
Twilio, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
3.63%, 03/15/29 |
|
|
|
|
|
|
4,541 |
|
|
|
3,801,468 |
|
3.88%, 03/15/31 |
|
|
|
|
|
|
2,101 |
|
|
|
1,708,287 |
|
ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29(b) |
|
|
|
|
|
|
5,864 |
|
|
|
4,887,321 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
31,440,837 |
|
|
|
|
|
Leisure Products 0.1% |
|
|
|
|
|
|
|
|
|
Acushnet Co., 7.38%, 10/15/28 |
|
|
|
|
|
|
449 |
|
|
|
452,368 |
|
Mattel, Inc. 6.20%, 10/01/40 |
|
|
|
|
|
|
169 |
|
|
|
150,523 |
|
5.45%, 11/01/41 |
|
|
|
|
|
|
484 |
|
|
|
399,216 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,002,107 |
|
|
|
Life Sciences Tools & Services 0.4% |
|
|
|
|
Star Parent, Inc., 9.00%, 10/01/30 |
|
|
|
|
|
|
4,632 |
|
|
|
4,680,649 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Machinery 1.9% |
|
|
|
|
|
|
|
|
|
Chart Industries, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
7.50%, 01/01/30 |
|
|
|
|
|
|
3,372 |
|
|
|
3,390,478 |
|
9.50%, 01/01/31 |
|
|
|
|
|
|
502 |
|
|
|
533,529 |
|
GrafTech Global Enterprises, Inc., 9.88%, 12/15/28 |
|
|
|
|
|
|
1,846 |
|
|
|
1,749,085 |
|
Husky III Holding Ltd., (13.00% Cash or 13.75% PIK), 13.00%, 02/15/25(b)(h) |
|
|
|
|
|
|
1,662 |
|
|
|
1,645,413 |
|
IMA Industria Macchine Automatiche SpA, 3.75%, 01/15/28(c)
|
|
|
EUR |
|
|
|
100 |
|
|
|
93,461 |
|
Madison IAQ LLC, 5.88%, 06/30/29(b) |
|
|
USD |
|
|
|
1,905 |
|
|
|
1,533,986 |
|
OT Merger Corp., 7.88%, 10/15/29(b) |
|
|
|
|
|
|
621 |
|
|
|
380,005 |
|
Renk AG/Frankfurt am Main, 5.75%, 07/15/25(c) |
|
|
EUR |
|
|
|
129 |
|
|
|
135,349 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Machinery (continued) |
|
|
|
|
|
|
|
|
|
Terex Corp., 5.00%, 05/15/29(b) |
|
|
USD |
|
|
|
1,766 |
|
|
$ |
1,581,497 |
|
Titan Acquisition Ltd./Titan Co.-Borrower LLC, 7.75%,
04/15/26(b) |
|
|
|
|
|
|
4,803 |
|
|
|
4,706,940 |
|
TK Elevator Holdco GmbH 6.63%, 07/15/28(c) |
|
|
EUR |
|
|
|
900 |
|
|
|
829,016 |
|
7.63%, 07/15/28(b) |
|
|
USD |
|
|
|
2,845 |
|
|
|
2,589,598 |
|
TK Elevator Midco GmbH, 4.38%, 07/15/27(c) |
|
|
EUR |
|
|
|
992 |
|
|
|
948,842 |
|
TK Elevator U.S. Newco, Inc., 5.25%, 07/15/27(b)
|
|
|
USD |
|
|
|
4,835 |
|
|
|
4,431,415 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24,548,614 |
|
|
|
|
|
Media 11.6% |
|
|
|
|
|
|
|
|
|
Altice Financing SA 5.00%, 01/15/28(b) |
|
|
|
|
|
|
3,071 |
|
|
|
2,622,275 |
|
4.25%, 08/15/29(c) |
|
|
EUR |
|
|
|
101 |
|
|
|
88,629 |
|
AMC Networks, Inc., 4.75%, 08/01/25 |
|
|
USD |
|
|
|
1,038 |
|
|
|
957,629 |
|
Banijay Entertainment SASU 7.00%, 05/01/29(c)
|
|
|
EUR |
|
|
|
113 |
|
|
|
118,417 |
|
8.13%, 05/01/29(b) |
|
|
USD |
|
|
|
480 |
|
|
|
476,405 |
|
Cable One, Inc. 0.00%, 03/15/26(l)(m) |
|
|
|
|
|
|
475 |
|
|
|
388,550 |
|
1.13%, 03/15/28(l) |
|
|
|
|
|
|
1,164 |
|
|
|
866,016 |
|
4.00%, 11/15/30(b) |
|
|
|
|
|
|
2,710 |
|
|
|
2,064,478 |
|
CCO Holdings LLC/CCO Holdings Capital Corp.(b) 4.75%,
03/01/30 |
|
|
|
|
|
|
492 |
|
|
|
413,010 |
|
4.25%, 02/01/31 |
|
|
|
|
|
|
1,212 |
|
|
|
964,799 |
|
7.38%, 03/01/31 |
|
|
|
|
|
|
22,351 |
|
|
|
21,587,242 |
|
4.75%, 02/01/32 |
|
|
|
|
|
|
3,977 |
|
|
|
3,181,600 |
|
4.25%, 01/15/34 |
|
|
|
|
|
|
79 |
|
|
|
58,166 |
|
Clear Channel International BV, 6.63%, 08/01/25(b)
|
|
|
|
|
|
|
2,360 |
|
|
|
2,333,090 |
|
Clear Channel Outdoor Holdings, Inc. 5.13%, 08/15/27(b)
|
|
|
|
|
|
|
1,421 |
|
|
|
1,261,837 |
|
9.00%, 09/15/28 |
|
|
|
|
|
|
3,629 |
|
|
|
3,593,944 |
|
7.50%, 06/01/29(b) |
|
|
|
|
|
|
9,625 |
|
|
|
7,359,602 |
|
CMG Media Corp., 8.88%, 12/15/27(b) |
|
|
|
|
|
|
1,482 |
|
|
|
1,159,991 |
|
Connect Finco SARL/Connect U.S. Finco LLC, 6.75%, 10/01/26(b)
|
|
|
|
|
|
|
9,224 |
|
|
|
8,603,204 |
|
CSC Holdings LLC(b) 5.50%, 04/15/27 |
|
|
|
|
|
|
2,570 |
|
|
|
2,202,683 |
|
11.25%, 05/15/28 |
|
|
|
|
|
|
8,654 |
|
|
|
8,620,135 |
|
6.50%, 02/01/29 |
|
|
|
|
|
|
205 |
|
|
|
169,829 |
|
4.13%, 12/01/30 |
|
|
|
|
|
|
5,359 |
|
|
|
3,792,640 |
|
DISH DBS Corp., 5.75%, 12/01/28(b) |
|
|
|
|
|
|
5,230 |
|
|
|
4,020,562 |
|
DISH Network Corp., 11.75%, 11/15/27(b) |
|
|
|
|
|
|
4,800 |
|
|
|
4,835,837 |
|
Eutelsat SA, 1.50%, 10/13/28(c) |
|
|
EUR |
|
|
|
200 |
|
|
|
156,459 |
|
Frontier Communications Holdings LLC(b) 5.00%,
05/01/28 |
|
|
USD |
|
|
|
345 |
|
|
|
294,569 |
|
8.75%, 05/15/30 |
|
|
|
|
|
|
12,473 |
|
|
|
11,842,805 |
|
GCI LLC, 4.75%, 10/15/28(b) |
|
|
|
|
|
|
498 |
|
|
|
429,525 |
|
Global Switch Holdings Ltd., 2.25%, 05/31/27(c)
|
|
|
EUR |
|
|
|
106 |
|
|
|
103,213 |
|
Gray Television, Inc.(b) 5.88%, 07/15/26 |
|
|
USD |
|
|
|
933 |
|
|
|
838,281 |
|
7.00%, 05/15/27 |
|
|
|
|
|
|
1,087 |
|
|
|
934,820 |
|
Hughes Satellite Systems Corp., 5.25%, 08/01/26 |
|
|
|
|
|
|
383 |
|
|
|
344,388 |
|
Iliad Holding SASU(b) 6.50%, 10/15/26 |
|
|
|
|
|
|
7,379 |
|
|
|
6,932,666 |
|
7.00%, 10/15/28 |
|
|
|
|
|
|
941 |
|
|
|
856,570 |
|
LCPR Senior Secured Financing DAC, 6.75%, 10/15/27(b)
|
|
|
|
|
|
|
4,217 |
|
|
|
3,873,314 |
|
|
|
|
C O N S O L I D A T E D S C H E D U L E
O F I N V E S T M E N T S |
|
10 |
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Media (continued) |
|
|
|
|
|
|
|
|
|
Ligado Networks LLC, (15.50% PIK), 15.50%, 11/01/23(b)(h)
|
|
|
USD |
|
|
|
1,228 |
|
|
$ |
441,935 |
|
Lions Gate Capital Holdings LLC, 5.50%, 04/15/29(b)
|
|
|
|
|
|
|
1,076 |
|
|
|
709,414 |
|
Live Nation Entertainment, Inc.(b) 5.63%,
03/15/26 |
|
|
|
|
|
|
104 |
|
|
|
99,854 |
|
6.50%, 05/15/27 |
|
|
|
|
|
|
8,159 |
|
|
|
8,044,704 |
|
4.75%, 10/15/27 |
|
|
|
|
|
|
3,015 |
|
|
|
2,760,609 |
|
3.75%, 01/15/28 |
|
|
|
|
|
|
799 |
|
|
|
705,118 |
|
Lorca Telecom Bondco SA, 4.00%, 09/18/27(c) |
|
|
EUR |
|
|
|
274 |
|
|
|
268,838 |
|
Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27(b) |
|
|
USD |
|
|
|
972 |
|
|
|
899,100 |
|
Nexstar Media, Inc., 5.63%, 07/15/27(b) |
|
|
|
|
|
|
275 |
|
|
|
244,727 |
|
Odeon Finco PLC, 12.75%, 11/01/27(b) |
|
|
|
|
|
|
303 |
|
|
|
301,324 |
|
Outfront Media Capital LLC/Outfront Media Capital
Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.00%, 08/15/27 |
|
|
|
|
|
|
1,625 |
|
|
|
1,431,757 |
|
4.25%, 01/15/29 |
|
|
|
|
|
|
1,148 |
|
|
|
910,961 |
|
4.63%, 03/15/30 |
|
|
|
|
|
|
1,362 |
|
|
|
1,070,682 |
|
Pinewood Finance Co. Ltd., 3.63%, 11/15/27(c)
|
|
|
GBP |
|
|
|
100 |
|
|
|
106,156 |
|
Radiate Holdco LLC/Radiate Finance, Inc., 6.50%, 09/15/28(b)
|
|
|
USD |
|
|
|
4,185 |
|
|
|
2,197,125 |
|
RCS & RDS SA, 2.50%, 02/05/25(c) |
|
|
EUR |
|
|
|
200 |
|
|
|
202,673 |
|
Sable International Finance Ltd., 5.75%, 09/07/27(b)
|
|
|
USD |
|
|
|
539 |
|
|
|
487,121 |
|
SES SA, (5-year EUR Swap + 5.40%), 5.63%(a)(c)(j) |
|
|
EUR |
|
|
|
100 |
|
|
|
104,980 |
|
Sinclair Television Group, Inc., 4.13%, 12/01/30(b)
|
|
|
USD |
|
|
|
549 |
|
|
|
340,418 |
|
Sirius XM Radio, Inc., 5.00%, 08/01/27(b) |
|
|
|
|
|
|
6,532 |
|
|
|
5,966,329 |
|
Stagwell Global LLC, 5.63%, 08/15/29(b) |
|
|
|
|
|
|
553 |
|
|
|
446,548 |
|
Summer BC Holdco B SARL, 5.75%, 10/31/26(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
96,871 |
|
Summer BidCo BV, (9.00% Cash or 9.75% PIK), 9.00%,
11/15/25(c)(h) |
|
|
|
|
|
|
295 |
|
|
|
300,844 |
|
TEGNA, Inc., 4.75%, 03/15/26(b) |
|
|
|
|
|
|
240 |
|
|
|
227,400 |
|
Tele Columbus AG, 3.88%, 05/02/25(c) |
|
|
EUR |
|
|
|
285 |
|
|
|
173,257 |
|
Telenet Finance Luxembourg Notes SARL, 5.50%, 03/01/28(b)
|
|
|
USD |
|
|
|
2,000 |
|
|
|
1,800,000 |
|
Univision Communications, Inc.(b) 6.63%,
06/01/27 |
|
|
|
|
|
|
1,630 |
|
|
|
1,518,063 |
|
8.00%, 08/15/28 |
|
|
|
|
|
|
1,813 |
|
|
|
1,757,703 |
|
7.38%, 06/30/30 |
|
|
|
|
|
|
892 |
|
|
|
815,196 |
|
UPC Broadband Finco BV, 4.88%, 07/15/31(b) |
|
|
|
|
|
|
1,894 |
|
|
|
1,536,943 |
|
UPC Holding BV, 3.88%, 06/15/29(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
87,370 |
|
Virgin Media Secured Finance PLC, 5.00%, 04/15/27(c)
|
|
|
GBP |
|
|
|
142 |
|
|
|
160,508 |
|
Virgin Media Vendor Financing Notes III DAC, 4.88%,
07/15/28(c) |
|
|
|
|
|
|
100 |
|
|
|
101,268 |
|
Virgin Media Vendor Financing Notes IV DAC, 5.00%,
07/15/28(b) |
|
|
USD |
|
|
|
2,360 |
|
|
|
2,036,492 |
|
VZ Secured Financing BV, 3.50%, 01/15/32(c) |
|
|
EUR |
|
|
|
170 |
|
|
|
137,913 |
|
Warnermedia Holdings, Inc. 5.14%, 03/15/52 |
|
|
USD |
|
|
|
2,611 |
|
|
|
1,940,079 |
|
5.39%, 03/15/62 |
|
|
|
|
|
|
1,336 |
|
|
|
986,748 |
|
Ziggo Bond Co. BV(b) 6.00%, 01/15/27 |
|
|
|
|
|
|
291 |
|
|
|
266,408 |
|
5.13%, 02/28/30 |
|
|
|
|
|
|
868 |
|
|
|
647,541 |
|
Ziggo BV, 4.88%, 01/15/30(b) |
|
|
|
|
|
|
1,165 |
|
|
|
949,072 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
151,627,229 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Metals & Mining 3.8% |
|
|
|
|
|
|
|
|
|
|
|
|
Arsenal AIC Parent LLC, 8.00%, 10/01/30(b) |
|
|
USD |
|
|
|
730 |
|
|
$ |
726,365 |
|
ATI, Inc. 5.88%, 12/01/27 |
|
|
|
|
|
|
1,060 |
|
|
|
1,004,350 |
|
4.88%, 10/01/29 |
|
|
|
|
|
|
550 |
|
|
|
483,853 |
|
7.25%, 08/15/30 |
|
|
|
|
|
|
2,764 |
|
|
|
2,743,270 |
|
5.13%, 10/01/31 |
|
|
|
|
|
|
1,063 |
|
|
|
919,875 |
|
Big River Steel LLC/BRS Finance Corp., Series L, 6.63%, 01/31/29(b) |
|
|
|
|
|
|
6,251 |
|
|
|
6,176,238 |
|
Carpenter Technology Corp. 6.38%, 07/15/28 |
|
|
|
|
|
|
379 |
|
|
|
365,532 |
|
7.63%, 03/15/30 |
|
|
|
|
|
|
1,152 |
|
|
|
1,153,440 |
|
Constellium SE 4.25%, 02/15/26(c) |
|
|
EUR |
|
|
|
394 |
|
|
|
406,205 |
|
5.63%, 06/15/28(b) |
|
|
USD |
|
|
|
4,620 |
|
|
|
4,346,595 |
|
3.75%, 04/15/29(b) |
|
|
|
|
|
|
6,457 |
|
|
|
5,410,428 |
|
ERO Copper Corp., 6.50%, 02/15/30(b) |
|
|
|
|
|
|
1,008 |
|
|
|
870,045 |
|
First Quantum Minerals Ltd., 8.63%, 06/01/31(b)
|
|
|
|
|
|
|
1,764 |
|
|
|
1,755,180 |
|
Kaiser Aluminum Corp.(b) 4.63%, 03/01/28 |
|
|
|
|
|
|
5,292 |
|
|
|
4,620,921 |
|
4.50%, 06/01/31 |
|
|
|
|
|
|
3,179 |
|
|
|
2,518,177 |
|
Mineral Resources Ltd., 9.25%, 10/01/28 |
|
|
|
|
|
|
155 |
|
|
|
156,550 |
|
New Gold, Inc., 7.50%, 07/15/27(b) |
|
|
|
|
|
|
2,345 |
|
|
|
2,189,020 |
|
Novelis Corp.(b) 3.25%, 11/15/26 |
|
|
|
|
|
|
1,794 |
|
|
|
1,602,215 |
|
4.75%, 01/30/30 |
|
|
|
|
|
|
7,524 |
|
|
|
6,511,644 |
|
3.88%, 08/15/31 |
|
|
|
|
|
|
6,036 |
|
|
|
4,820,255 |
|
Novelis Sheet Ingot GmbH, 3.38%, 04/15/29(c) |
|
|
EUR |
|
|
|
1,029 |
|
|
|
938,075 |
|
Vedanta Resources Finance II PLC, 8.95%, 03/11/25(b)
|
|
|
USD |
|
|
|
577 |
|
|
|
423,968 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
50,142,201 |
|
|
Mortgage Real Estate Investment Trusts (REITs) 0.0% |
|
Starwood Property Trust, Inc., 5.50%, 11/01/23(b)
|
|
|
|
|
|
|
157 |
|
|
|
156,680 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Multi-Utilities 0.1% |
|
|
|
|
|
|
|
|
|
AmeriGas Partners LP/AmeriGas Finance Corp., 9.38%,
06/01/28(b) |
|
|
|
|
|
|
1,593 |
|
|
|
1,614,904 |
|
UGI International LLC, 2.50%, 12/01/29(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
87,200 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,702,104 |
|
|
|
Offshore Drilling & Other Services(b) 0.6% |
|
|
|
|
Entegris Escrow Corp., 4.75%, 04/15/29 |
|
|
USD |
|
|
|
8,811 |
|
|
|
7,921,162 |
|
Entegris, Inc., 4.38%, 04/15/28 |
|
|
|
|
|
|
511 |
|
|
|
454,829 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,375,991 |
|
|
|
Oil, Gas & Consumable Fuels 16.0% |
|
|
|
|
Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26(b) |
|
|
|
|
|
|
3,665 |
|
|
|
3,636,083 |
|
Antero Midstream Partners LP/Antero Midstream Finance Corp., 5.75%, 03/01/27(b) |
|
|
|
|
|
|
2,034 |
|
|
|
1,941,359 |
|
Antero Resources Corp., 7.63%, 02/01/29(b) |
|
|
|
|
|
|
410 |
|
|
|
415,517 |
|
Apache Corp., 5.35%, 07/01/49 |
|
|
|
|
|
|
265 |
|
|
|
203,023 |
|
Arcosa, Inc., 4.38%, 04/15/29(b) |
|
|
|
|
|
|
1,988 |
|
|
|
1,734,933 |
|
Ascent Resources Utica Holdings LLC/ARU Finance Corp.(b)
|
|
|
|
|
|
|
|
|
|
|
|
|
Series B, 9.00%, 11/01/27 |
|
|
|
|
|
|
3,140 |
|
|
|
3,956,400 |
|
Series B, 8.25%, 12/31/28 |
|
|
|
|
|
|
4,696 |
|
|
|
4,647,131 |
|
Series B, 5.88%, 06/30/29 |
|
|
|
|
|
|
1,814 |
|
|
|
1,631,175 |
|
Baytex Energy Corp., 8.50%, 04/30/30(b) |
|
|
|
|
|
|
756 |
|
|
|
764,941 |
|
Buckeye Partners LP |
|
|
|
|
|
|
|
|
|
|
|
|
4.13%, 03/01/25(b) |
|
|
|
|
|
|
34 |
|
|
|
32,297 |
|
5.85%, 11/15/43 |
|
|
|
|
|
|
816 |
|
|
|
595,676 |
|
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par (000) |
|
|
Value |
|
|
|
Oil, Gas & Consumable Fuels (continued) |
|
|
|
|
|
Buckeye Partners LP (continued) 5.60%, 10/15/44 |
|
|
USD |
|
|
|
553 |
|
|
$ |
393,475 |
|
Callon Petroleum Co. 6.38%, 07/01/26 |
|
|
|
|
|
|
929 |
|
|
|
911,731 |
|
8.00%, 08/01/28(b) |
|
|
|
|
|
|
4,224 |
|
|
|
4,230,032 |
|
7.50%, 06/15/30(b) |
|
|
|
|
|
|
4,815 |
|
|
|
4,668,512 |
|
Cellnex Finance Co. SA(c) 1.00%, 09/15/27 |
|
|
EUR |
|
|
|
100 |
|
|
|
91,557 |
|
1.50%, 06/08/28 |
|
|
|
|
|
|
100 |
|
|
|
91,257 |
|
2.00%, 09/15/32 |
|
|
|
|
|
|
100 |
|
|
|
82,418 |
|
2.00%, 02/15/33 |
|
|
|
|
|
|
200 |
|
|
|
162,862 |
|
Cellnex Telecom SA(c) 1.75%, 10/23/30 |
|
|
|
|
|
|
100 |
|
|
|
85,767 |
|
Series CLNX, 0.75%, 11/20/31(l) |
|
|
|
|
|
|
100 |
|
|
|
81,086 |
|
Chesapeake Energy Corp., 6.75%, 04/15/29(b) |
|
|
USD |
|
|
|
2,403 |
|
|
|
2,351,583 |
|
CITGO Petroleum Corp.(b) 7.00%, 06/15/25 |
|
|
|
|
|
|
2,745 |
|
|
|
2,704,176 |
|
8.38%, 01/15/29 |
|
|
|
|
|
|
2,678 |
|
|
|
2,674,520 |
|
Civitas Resources, Inc.(b) 8.38%, 07/01/28 |
|
|
|
|
|
|
4,296 |
|
|
|
4,371,180 |
|
8.75%, 07/01/31 |
|
|
|
|
|
|
3,369 |
|
|
|
3,441,329 |
|
CNX Midstream Partners LP, 4.75%, 04/15/30(b) |
|
|
|
|
|
|
520 |
|
|
|
432,843 |
|
CNX Resources Corp., 7.38%, 01/15/31(b) |
|
|
|
|
|
|
473 |
|
|
|
463,706 |
|
Comstock Resources, Inc.(b) 6.75%, 03/01/29 |
|
|
|
|
|
|
4,211 |
|
|
|
3,873,666 |
|
5.88%, 01/15/30 |
|
|
|
|
|
|
1,377 |
|
|
|
1,191,973 |
|
CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, 06/15/31(b) |
|
|
|
|
|
|
7,148 |
|
|
|
6,335,616 |
|
Crescent Energy Finance LLC(b) 7.25%,
05/01/26 |
|
|
|
|
|
|
5,449 |
|
|
|
5,340,020 |
|
9.25%, 02/15/28 |
|
|
|
|
|
|
2,427 |
|
|
|
2,477,846 |
|
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.00%, 02/01/29 |
|
|
|
|
|
|
1,687 |
|
|
|
1,628,461 |
|
8.00%, 04/01/29 |
|
|
|
|
|
|
265 |
|
|
|
271,820 |
|
7.38%, 02/01/31 |
|
|
|
|
|
|
921 |
|
|
|
937,992 |
|
CrownRock LP/CrownRock Finance, Inc.(b) 5.63%,
10/15/25 |
|
|
|
|
|
|
3,586 |
|
|
|
3,528,445 |
|
5.00%, 05/01/29 |
|
|
|
|
|
|
240 |
|
|
|
224,870 |
|
Diamond Foreign Asset Co./Diamond Finance LLC, 8.50%, 10/01/30 |
|
|
|
|
|
|
1,138 |
|
|
|
1,138,159 |
|
DT Midstream, Inc., 4.13%, 06/15/29(b) |
|
|
|
|
|
|
4,234 |
|
|
|
3,662,586 |
|
Dycom Industries, Inc., 4.50%, 04/15/29(b) |
|
|
|
|
|
|
90 |
|
|
|
77,850 |
|
Earthstone Energy Holdings LLC(b) 8.00%,
04/15/27 |
|
|
|
|
|
|
1,407 |
|
|
|
1,440,093 |
|
9.88%, 07/15/31 |
|
|
|
|
|
|
1,614 |
|
|
|
1,755,179 |
|
eG Global Finance PLC(b) 6.75%, 02/07/25 |
|
|
|
|
|
|
1,070 |
|
|
|
1,051,275 |
|
8.50%, 10/30/25 |
|
|
|
|
|
|
1,467 |
|
|
|
1,443,785 |
|
Enbridge, Inc., (5-year CMT + 4.43%), 8.50%, 01/15/84 |
|
|
|
|
|
|
1,023 |
|
|
|
1,014,582 |
|
Energy Transfer LP, Series H, (5-year CMT + 5.69%), 6.50%(a)(j) |
|
|
|
|
|
|
2,326 |
|
|
|
2,137,246 |
|
EnLink Midstream LLC 5.63%, 01/15/28(b) |
|
|
|
|
|
|
1,303 |
|
|
|
1,231,967 |
|
5.38%, 06/01/29 |
|
|
|
|
|
|
706 |
|
|
|
653,051 |
|
6.50%, 09/01/30(b) |
|
|
|
|
|
|
3,361 |
|
|
|
3,260,277 |
|
EnLink Midstream Partners LP, 5.60%, 04/01/44 |
|
|
|
|
|
|
1,301 |
|
|
|
1,079,830 |
|
EnQuest PLC, 11.63%, 11/01/27(b) |
|
|
|
|
|
|
200 |
|
|
|
188,494 |
|
EQM Midstream Partners LP 6.00%, 07/01/25(b) |
|
|
|
|
|
|
634 |
|
|
|
624,156 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par (000) |
|
|
Value |
|
|
|
|
|
Oil, Gas & Consumable Fuels (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
EQM Midstream Partners LP (continued) 4.13%, 12/01/26 |
|
|
USD |
|
|
|
361 |
|
|
$ |
334,161 |
|
6.50%, 07/01/27(b) |
|
|
|
|
|
|
1,843 |
|
|
|
1,799,647 |
|
7.50%, 06/01/30(b) |
|
|
|
|
|
|
1,558 |
|
|
|
1,564,617 |
|
FTAI Infra Escrow Holdings LLC, 10.50%, 06/01/27(b)
|
|
|
|
|
|
|
540 |
|
|
|
537,300 |
|
Genesis Energy LP/Genesis Energy Finance Corp. 6.50%, 10/01/25 |
|
|
|
|
|
|
667 |
|
|
|
655,537 |
|
7.75%, 02/01/28 |
|
|
|
|
|
|
275 |
|
|
|
260,691 |
|
8.88%, 04/15/30 |
|
|
|
|
|
|
512 |
|
|
|
499,911 |
|
Gulfport Energy Corp., 8.00%, 05/17/26(b) |
|
|
|
|
|
|
152 |
|
|
|
152,190 |
|
Harbour Energy PLC, 5.50%, 10/15/26(b) |
|
|
|
|
|
|
420 |
|
|
|
391,650 |
|
Harvest Midstream I LP, 7.50%, 09/01/28(b) |
|
|
|
|
|
|
315 |
|
|
|
304,489 |
|
Hess Midstream Operations LP, 4.25%, 02/15/30(b)
|
|
|
|
|
|
|
1,313 |
|
|
|
1,107,172 |
|
Hilcorp Energy I LP/Hilcorp Finance Co.(b) 6.25%,
11/01/28 |
|
|
|
|
|
|
514 |
|
|
|
481,986 |
|
5.75%, 02/01/29 |
|
|
|
|
|
|
1,299 |
|
|
|
1,172,989 |
|
6.00%, 04/15/30 |
|
|
|
|
|
|
130 |
|
|
|
117,215 |
|
Howard Midstream Energy Partners LLC, 8.88%, 07/15/28(b)
|
|
|
|
|
|
|
1,391 |
|
|
|
1,403,171 |
|
Infrastrutture Wireless Italiane SpA, 1.63%, 10/21/28(c)
|
|
|
EUR |
|
|
|
200 |
|
|
|
184,779 |
|
ITT Holdings LLC, 6.50%, 08/01/29(b) |
|
|
USD |
|
|
|
1,889 |
|
|
|
1,601,161 |
|
Kinetik Holdings LP, 5.88%, 06/15/30(b) |
|
|
|
|
|
|
1,274 |
|
|
|
1,194,375 |
|
Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.00%, 08/01/26(b) |
|
|
|
|
|
|
135 |
|
|
|
130,292 |
|
Matador Resources Co. 5.88%, 09/15/26 |
|
|
|
|
|
|
2,078 |
|
|
|
2,005,533 |
|
6.88%, 04/15/28(b) |
|
|
|
|
|
|
3,215 |
|
|
|
3,156,624 |
|
Murphy Oil Corp. 5.75%, 08/15/25 |
|
|
|
|
|
|
129 |
|
|
|
128,838 |
|
5.88%, 12/01/42 |
|
|
|
|
|
|
141 |
|
|
|
113,994 |
|
Nabors Industries Ltd.(b) 7.25%, 01/15/26 |
|
|
|
|
|
|
596 |
|
|
|
575,885 |
|
7.50%, 01/15/28 |
|
|
|
|
|
|
1,164 |
|
|
|
1,076,104 |
|
Nabors Industries, Inc. 5.75%, 02/01/25 |
|
|
|
|
|
|
3,806 |
|
|
|
3,725,122 |
|
7.38%, 05/15/27(b) |
|
|
|
|
|
|
815 |
|
|
|
788,412 |
|
Neptune Energy Bondco PLC, 6.63%, 05/15/25(b) |
|
|
|
|
|
|
200 |
|
|
|
198,100 |
|
New Fortress Energy, Inc.(b) 6.75%, 09/15/25 |
|
|
|
|
|
|
3,606 |
|
|
|
3,442,309 |
|
6.50%, 09/30/26 |
|
|
|
|
|
|
1,368 |
|
|
|
1,259,562 |
|
NGL Energy Operating LLC/NGL Energy Finance Corp., 7.50%, 02/01/26(b) |
|
|
|
|
|
|
1,590 |
|
|
|
1,572,570 |
|
Noble Finance II LLC, 8.00%, 04/15/30(b) |
|
|
|
|
|
|
1,620 |
|
|
|
1,641,186 |
|
Northern Oil and Gas, Inc.(b) 8.13%,
03/01/28 |
|
|
|
|
|
|
6,436 |
|
|
|
6,428,277 |
|
8.75%, 06/15/31 |
|
|
|
|
|
|
1,719 |
|
|
|
1,731,893 |
|
NuStar Logistics LP, 6.00%, 06/01/26 |
|
|
|
|
|
|
1,631 |
|
|
|
1,582,425 |
|
Occidental Petroleum Corp., 6.20%, 03/15/40 |
|
|
|
|
|
|
769 |
|
|
|
733,015 |
|
PBF Holding Co. LLC/PBF Finance Corp., 7.88%, 09/15/30(b)
|
|
|
|
|
|
|
709 |
|
|
|
706,146 |
|
PDC Energy, Inc., 5.75%, 05/15/26 |
|
|
|
|
|
|
134 |
|
|
|
133,538 |
|
Permian Resources Operating LLC(b) 7.75%,
02/15/26 |
|
|
|
|
|
|
1,419 |
|
|
|
1,428,187 |
|
6.88%, 04/01/27 |
|
|
|
|
|
|
1,827 |
|
|
|
1,800,915 |
|
5.88%, 07/01/29 |
|
|
|
|
|
|
2,147 |
|
|
|
2,019,651 |
|
Precision Drilling Corp., 6.88%, 01/15/29(b) |
|
|
|
|
|
|
76 |
|
|
|
71,987 |
|
Rockcliff Energy II LLC, 5.50%, 10/15/29(b) |
|
|
|
|
|
|
607 |
|
|
|
546,279 |
|
Rockies Express Pipeline LLC, 4.95%, 07/15/29(b)
|
|
|
|
|
|
|
452 |
|
|
|
402,593 |
|
|
|
|
C O N S O L I D A T E D S C H E D U L E
O F I N V E S T M E N T S |
|
12 |
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par (000) |
|
|
Value |
|
|
|
Oil, Gas & Consumable Fuels (continued) |
|
|
|
|
|
Sitio Royalties Operating Partnership LP/Sitio Finance Corp., 7.88%, 11/01/28 |
|
|
USD |
|
|
|
1,771 |
|
|
$ |
1,775,427 |
|
SM Energy Co. 5.63%, 06/01/25 |
|
|
|
|
|
|
933 |
|
|
|
913,127 |
|
6.75%, 09/15/26 |
|
|
|
|
|
|
659 |
|
|
|
646,888 |
|
6.63%, 01/15/27 |
|
|
|
|
|
|
85 |
|
|
|
83,300 |
|
6.50%, 07/15/28 |
|
|
|
|
|
|
548 |
|
|
|
526,080 |
|
Southwestern Energy Co. 5.38%, 02/01/29 |
|
|
|
|
|
|
800 |
|
|
|
736,790 |
|
4.75%, 02/01/32 |
|
|
|
|
|
|
2,256 |
|
|
|
1,936,298 |
|
Sunoco LP/Sunoco Finance Corp. 6.00%, 04/15/27 |
|
|
|
|
|
|
238 |
|
|
|
230,678 |
|
5.88%, 03/15/28 |
|
|
|
|
|
|
352 |
|
|
|
337,679 |
|
7.00%, 09/15/28 |
|
|
|
|
|
|
1,009 |
|
|
|
995,625 |
|
Tallgrass Energy Partners LP/Tallgrass Energy Finance
Corp.(b) 7.50%, 10/01/25 |
|
|
|
|
|
|
74 |
|
|
|
73,798 |
|
5.50%, 01/15/28 |
|
|
|
|
|
|
1,520 |
|
|
|
1,383,200 |
|
6.00%, 12/31/30 |
|
|
|
|
|
|
171 |
|
|
|
150,943 |
|
6.00%, 09/01/31 |
|
|
|
|
|
|
686 |
|
|
|
597,970 |
|
Transocean Aquila Ltd., 8.00%, 09/30/28(b)(k)
|
|
|
|
|
|
|
670 |
|
|
|
670,000 |
|
Transocean Titan Financing Ltd., 8.38%, 02/01/28(b)
|
|
|
|
|
|
|
518 |
|
|
|
527,065 |
|
Transocean, Inc.(b) 7.50%, 01/15/26 |
|
|
|
|
|
|
3,208 |
|
|
|
3,135,242 |
|
11.50%, 01/30/27 |
|
|
|
|
|
|
3,111 |
|
|
|
3,262,661 |
|
8.00%, 02/01/27 |
|
|
|
|
|
|
1,425 |
|
|
|
1,371,562 |
|
8.75%, 02/15/30 |
|
|
|
|
|
|
4,324 |
|
|
|
4,421,699 |
|
Valaris Ltd., 8.38%, 04/30/30(b) |
|
|
|
|
|
|
4,059 |
|
|
|
4,062,044 |
|
Vantage Drilling International, 9.50%, 02/15/28(b)
|
|
|
|
|
|
|
2,353 |
|
|
|
2,305,940 |
|
Venture Global Calcasieu Pass LLC(b) 3.88%,
08/15/29 |
|
|
|
|
|
|
4,589 |
|
|
|
3,861,543 |
|
4.13%, 08/15/31 |
|
|
|
|
|
|
34 |
|
|
|
27,901 |
|
3.88%, 11/01/33 |
|
|
|
|
|
|
7,416 |
|
|
|
5,757,969 |
|
Venture Global LNG, Inc.(b) 8.13%, 06/01/28 |
|
|
|
|
|
|
6,959 |
|
|
|
6,890,404 |
|
8.38%, 06/01/31 |
|
|
|
|
|
|
10,557 |
|
|
|
10,378,187 |
|
Vermilion Energy, Inc., 6.88%, 05/01/30(b) |
|
|
|
|
|
|
807 |
|
|
|
763,581 |
|
Vital Energy, Inc. 10.13%, 01/15/28 |
|
|
|
|
|
|
1,179 |
|
|
|
1,201,703 |
|
9.75%, 10/15/30 |
|
|
|
|
|
|
1,180 |
|
|
|
1,206,294 |
|
Western Midstream Operating LP 5.45%, 04/01/44 |
|
|
|
|
|
|
1,001 |
|
|
|
806,912 |
|
5.30%, 03/01/48 |
|
|
|
|
|
|
1,851 |
|
|
|
1,444,784 |
|
5.50%, 08/15/48 |
|
|
|
|
|
|
703 |
|
|
|
558,968 |
|
5.25%, 02/01/50 |
|
|
|
|
|
|
2,857 |
|
|
|
2,225,700 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
209,796,248 |
|
|
|
|
|
Passenger Airlines 1.2% |
|
|
|
|
|
|
|
|
|
Air France-KLM, 8.13%, 05/31/28(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
110,069 |
|
Allegiant Travel Co., 7.25%, 08/15/27(b) |
|
|
USD |
|
|
|
350 |
|
|
|
329,437 |
|
American Airlines, Inc.(b) 11.75%, 07/15/25 |
|
|
|
|
|
|
273 |
|
|
|
293,473 |
|
7.25%, 02/15/28 |
|
|
|
|
|
|
345 |
|
|
|
329,857 |
|
American Airlines, Inc./AAdvantage Loyalty IP
Ltd.(b) 5.50%, 04/20/26 |
|
|
|
|
|
|
604 |
|
|
|
589,732 |
|
5.75%, 04/20/29 |
|
|
|
|
|
|
4,463 |
|
|
|
4,150,638 |
|
Deutsche Lufthansa AG, 3.50%, 07/14/29(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
93,588 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par (000) |
|
|
Value |
|
|
|
|
|
Passenger Airlines (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd., 5.75%, 01/20/26(b) |
|
|
USD |
|
|
|
323 |
|
|
$ |
290,654 |
|
International Consolidated Airlines Group SA, 3.75%,
03/25/29(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
91,461 |
|
Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., 6.50%, 06/20/27(b) |
|
|
USD |
|
|
|
2,443 |
|
|
|
2,420,470 |
|
Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd., 8.00%, 09/20/25(b) |
|
|
|
|
|
|
685 |
|
|
|
684,644 |
|
United Airlines Pass-Through Trust, Series 2020-1, Class B,
4.88%, 07/15/27 |
|
|
|
|
|
|
181 |
|
|
|
175,240 |
|
United Airlines, Inc.(b) 4.38%, 04/15/26 |
|
|
|
|
|
|
215 |
|
|
|
198,830 |
|
4.63%, 04/15/29 |
|
|
|
|
|
|
6,123 |
|
|
|
5,262,906 |
|
VistaJet Malta Finance PLC/Vista Management Holding,
Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
7.88%, 05/01/27 |
|
|
|
|
|
|
700 |
|
|
|
602,875 |
|
6.38%, 02/01/30 |
|
|
|
|
|
|
862 |
|
|
|
665,770 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,289,644 |
|
|
|
|
|
Personal Care Products 0.1% |
|
|
|
|
|
|
|
|
|
Coty, Inc. 3.88%, 04/15/26(c) |
|
|
EUR |
|
|
|
106 |
|
|
|
109,172 |
|
5.75%, 09/15/28 |
|
|
|
|
|
|
100 |
|
|
|
106,217 |
|
Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International U.S. LLC(b) Series 2020, 4.75%, 01/15/29 |
|
|
USD |
|
|
|
83 |
|
|
|
74,847 |
|
Series 2020, 6.63%, 07/15/30 |
|
|
|
|
|
|
1,364 |
|
|
|
1,331,728 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,621,964 |
|
|
|
|
|
Pharmaceuticals 0.9% |
|
|
|
|
|
|
|
|
|
Bayer AG, (5-year EUR Swap + 3.75%), 4.50%, 03/25/82(a)(c) |
|
|
EUR |
|
|
|
200 |
|
|
|
197,692 |
|
Cheplapharm Arzneimittel GmbH 5.50%, 01/15/28(b)
|
|
|
USD |
|
|
|
743 |
|
|
|
674,146 |
|
Series SEP, 7.50%, 05/15/30(c) |
|
|
EUR |
|
|
|
105 |
|
|
|
111,138 |
|
Grifols Escrow Issuer SA, 3.88%, 10/15/28(c) |
|
|
|
|
|
|
100 |
|
|
|
89,500 |
|
Gruenenthal GmbH, 4.13%, 05/15/28(c) |
|
|
|
|
|
|
117 |
|
|
|
114,118 |
|
Option Care Health, Inc., 4.38%, 10/31/29(b) |
|
|
USD |
|
|
|
1,054 |
|
|
|
910,393 |
|
Organon & Co./Organon Foreign Debt Co-Issuer BV(b) 4.13%, 04/30/28 |
|
|
|
|
|
|
400 |
|
|
|
347,563 |
|
5.13%, 04/30/31 |
|
|
|
|
|
|
1,400 |
|
|
|
1,121,894 |
|
Rossini SARL, 6.75%, 10/30/25(c) |
|
|
EUR |
|
|
|
101 |
|
|
|
106,729 |
|
Teva Pharmaceutical Finance Netherlands II BV 3.75%, 05/09/27 |
|
|
|
|
|
|
100 |
|
|
|
95,727 |
|
7.38%, 09/15/29 |
|
|
|
|
|
|
192 |
|
|
|
206,333 |
|
7.88%, 09/15/31 |
|
|
|
|
|
|
100 |
|
|
|
109,480 |
|
Teva Pharmaceutical Finance Netherlands III BV 3.15%, 10/01/26 |
|
|
USD |
|
|
|
4,163 |
|
|
|
3,701,677 |
|
4.75%, 05/09/27 |
|
|
|
|
|
|
513 |
|
|
|
469,657 |
|
6.75%, 03/01/28 |
|
|
|
|
|
|
531 |
|
|
|
522,849 |
|
7.88%, 09/15/29 |
|
|
|
|
|
|
1,670 |
|
|
|
1,690,608 |
|
8.13%, 09/15/31 |
|
|
|
|
|
|
912 |
|
|
|
936,989 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,406,493 |
|
|
|
|
|
Real Estate 0.1% |
|
|
|
|
|
|
|
|
|
VICI Properties LP, 5.63%, 05/15/52 |
|
|
|
|
|
|
868 |
|
|
|
718,786 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Real Estate Management & Development 0.6% |
|
|
|
|
Adler Financing SARL, 12.50%, 06/30/25(h) |
|
|
EUR |
|
|
|
120 |
|
|
|
135,104 |
|
Adler Group SA, 21.00%, 07/31/25 |
|
|
|
|
|
|
100 |
|
|
|
105,725 |
|
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par (000) |
|
|
Value |
|
|
Real Estate Management & Development (continued) |
|
Agps Bondco PLC(c)(f)(i) |
|
|
|
|
|
|
|
|
|
|
|
|
6.00%, 08/05/25 |
|
|
EUR |
|
|
|
200 |
|
|
$ |
91,431 |
|
5.50%, 11/13/26 |
|
|
|
|
|
|
200 |
|
|
|
83,755 |
|
Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp., 7.00%,
04/15/30(b) |
|
|
USD |
|
|
|
1,314 |
|
|
|
1,186,008 |
|
Anywhere Real Estate Group LLC/Anywhere Co.- Issuer Corp., Series AI, 7.00%, 04/15/30 |
|
|
|
|
|
|
1,781 |
|
|
|
1,607,172 |
|
Aroundtown SA, (5-year GBP Swap + 4.38%), 4.75%(a)(c)(j) |
|
|
GBP |
|
|
|
215 |
|
|
|
113,624 |
|
Cushman & Wakefield U.S. Borrower LLC |
|
|
|
|
|
|
|
|
|
|
|
|
6.75%, 05/15/28(b) |
|
|
USD |
|
|
|
1,451 |
|
|
|
1,338,693 |
|
8.88%, 09/01/31 |
|
|
|
|
|
|
785 |
|
|
|
759,487 |
|
DEMIRE Deutsche Mittelstand Real Estate AG, 1.88%, 10/15/24(c)
|
|
|
EUR |
|
|
|
100 |
|
|
|
74,007 |
|
Greystar Real Estate Partners LLC, 7.75%, 09/01/30 |
|
|
USD |
|
|
|
111 |
|
|
|
109,655 |
|
Heimstaden Bostad AB, (5-year EUR Swap + 3.15%), 2.63%(a)(c)(j) |
|
|
EUR |
|
|
|
375 |
|
|
|
171,473 |
|
Heimstaden Bostad Treasury BV, 1.38%, 03/03/27 . |
|
|
|
|
|
|
100 |
|
|
|
84,939 |
|
Howard Hughes Corp., 4.38%, 02/01/31(b) |
|
|
USD |
|
|
|
2,347 |
|
|
|
1,800,801 |
|
SBB Treasury OYJ(c) |
|
|
|
|
|
|
|
|
|
|
|
|
0.75%, 12/14/28 |
|
|
EUR |
|
|
|
156 |
|
|
|
95,180 |
|
1.13%, 11/26/29 |
|
|
|
|
|
|
100 |
|
|
|
60,152 |
|
Starwood Property Trust, Inc., 4.38%, 01/15/27(b)
|
|
|
USD |
|
|
|
190 |
|
|
|
165,728 |
|
Vivion Investments SARL, 3.00%, 08/08/24(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
96,210 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,079,144 |
|
|
|
|
|
Retail REITs 0.1% |
|
|
|
|
|
|
|
|
|
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LLC, 4.50%, 04/01/27(b) |
|
|
USD |
|
|
|
866 |
|
|
|
721,690 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor Equipment 0.5% |
|
NCR Atleos Escrow Corp., 9.50%, 04/01/29 |
|
|
|
|
|
|
1,181 |
|
|
|
1,142,263 |
|
Sensata Technologies BV, 5.88%, 09/01/30(b) |
|
|
|
|
|
|
1,209 |
|
|
|
1,126,333 |
|
Sensata Technologies, Inc., 4.38%, 02/15/30(b) |
|
|
|
|
|
|
3,152 |
|
|
|
2,721,769 |
|
Synaptics, Inc., 4.00%, 06/15/29(b) |
|
|
|
|
|
|
1,613 |
|
|
|
1,330,725 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,321,090 |
|
|
|
|
|
Software 4.5% |
|
|
|
|
|
|
|
|
|
Alteryx, Inc., 8.75%, 03/15/28(b) |
|
|
|
|
|
|
1,309 |
|
|
|
1,303,157 |
|
Boxer Parent Co., Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
6.50%, 10/02/25(c) |
|
|
EUR |
|
|
|
173 |
|
|
|
181,212 |
|
7.13%, 10/02/25(b) |
|
|
USD |
|
|
|
3,099 |
|
|
|
3,083,508 |
|
9.13%, 03/01/26(b) |
|
|
|
|
|
|
4,443 |
|
|
|
4,430,560 |
|
Capstone Borrower, Inc., 8.00%, 06/15/30(b) |
|
|
|
|
|
|
1,656 |
|
|
|
1,616,670 |
|
Central Parent, Inc./CDK Global, Inc., 7.25%, 06/15/29(b)
|
|
|
|
|
|
|
5,647 |
|
|
|
5,474,837 |
|
Cloud Software Group, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.50%, 03/31/29 |
|
|
|
|
|
|
17,879 |
|
|
|
15,810,949 |
|
9.00%, 09/30/29 |
|
|
|
|
|
|
7,891 |
|
|
|
6,857,285 |
|
Consensus Cloud Solutions, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.00%, 10/15/26 |
|
|
|
|
|
|
386 |
|
|
|
355,293 |
|
6.50%, 10/15/28 |
|
|
|
|
|
|
475 |
|
|
|
404,814 |
|
Crowdstrike Holdings, Inc., 3.00%, 02/15/29 |
|
|
|
|
|
|
138 |
|
|
|
116,234 |
|
Elastic NV, 4.13%, 07/15/29(b) |
|
|
|
|
|
|
3,665 |
|
|
|
3,121,317 |
|
Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL, 4.63%, 05/01/28(b) |
|
|
|
|
|
|
400 |
|
|
|
344,392 |
|
Iron Mountain Information Management Services, Inc., 5.00%, 07/15/32(b) |
|
|
|
|
|
|
676 |
|
|
|
555,626 |
|
MicroStrategy, Inc., 6.13%, 06/15/28(b) |
|
|
|
|
|
|
2,441 |
|
|
|
2,167,950 |
|
Open Text Corp., 6.90%, 12/01/27(b) |
|
|
|
|
|
|
5,026 |
|
|
|
5,037,439 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par (000) |
|
|
Value |
|
|
Software (continued) |
|
Playtika Holding Corp., 4.25%, 03/15/29(b) |
|
|
USD |
|
|
|
421 |
|
|
$ |
351,535 |
|
Sabre GLBL, Inc., 8.63%, 06/01/27 |
|
|
|
|
|
|
2,275 |
|
|
|
1,928,760 |
|
SS&C Technologies, Inc., 5.50%, 09/30/27(b)
|
|
|
|
|
|
|
6,469 |
|
|
|
6,104,408 |
|
Veritas U.S., Inc./Veritas Bermuda Ltd., 7.50%, 09/01/25(b)
|
|
|
|
|
|
|
165 |
|
|
|
137,860 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
59,383,806 |
|
|
|
|
|
Specialized REITs 0.3% |
|
|
|
|
|
|
|
|
|
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 10.50%, 02/15/28(b) |
|
|
|
|
|
|
4,056 |
|
|
|
3,972,660 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Specialty Retail 0.3% |
|
|
|
|
|
|
|
|
|
Goldstory SASU, 5.38%, 03/01/26(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
102,514 |
|
PetSmart, Inc./PetSmart Finance Corp., 7.75%, 02/15/29(b)
|
|
|
USD |
|
|
|
3,269 |
|
|
|
3,046,344 |
|
Staples, Inc., 7.50%, 04/15/26(b) |
|
|
|
|
|
|
830 |
|
|
|
682,545 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,831,403 |
|
|
Technology Hardware, Storage & Peripherals(b) 0.3% |
|
Seagate HDD Cayman |
|
|
|
|
|
|
|
|
|
|
|
|
8.25%, 12/15/29 |
|
|
|
|
|
|
1,902 |
|
|
|
1,953,350 |
|
8.50%, 07/15/31 |
|
|
|
|
|
|
2,409 |
|
|
|
2,471,114 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,424,464 |
|
|
|
|
|
Textiles, Apparel & Luxury Goods 0.2% |
|
|
|
|
|
|
|
|
|
Crocs, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.25%, 03/15/29 |
|
|
|
|
|
|
217 |
|
|
|
179,540 |
|
4.13%, 08/15/31 |
|
|
|
|
|
|
282 |
|
|
|
218,182 |
|
European TopSoho SARL, Series SMCP, 4.00%,
09/21/21(c)(f)(i)(l) |
|
|
EUR |
|
|
|
200 |
|
|
|
183,141 |
|
Hanesbrands, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.88%, 05/15/26 |
|
|
USD |
|
|
|
956 |
|
|
|
876,423 |
|
9.00%, 02/15/31 |
|
|
|
|
|
|
604 |
|
|
|
575,700 |
|
Kontoor Brands, Inc., 4.13%, 11/15/29(b) |
|
|
|
|
|
|
525 |
|
|
|
433,816 |
|
Levi Strauss & Co., 3.50%, 03/01/31(b)
|
|
|
|
|
|
|
318 |
|
|
|
251,479 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,718,281 |
|
|
|
Trading Companies & Distributors 0.0% |
|
|
|
|
Rexel SA, 5.25%, 09/15/30 |
|
|
EUR |
|
|
|
100 |
|
|
|
104,456 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Transportation Infrastructure(c) 0.1% |
|
|
|
|
|
|
|
|
|
Azzurra Aeroporti SpA, 2.13%, 05/30/24 |
|
|
|
|
|
|
288 |
|
|
|
297,465 |
|
Gatwick Airport Finance PLC, 4.38%, 04/07/26 |
|
|
GBP |
|
|
|
100 |
|
|
|
112,920 |
|
Heathrow Finance PLC, 3.88%, 03/01/27(n) |
|
|
|
|
|
|
221 |
|
|
|
235,937 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
646,322 |
|
|
|
|
|
Utilities 0.2% |
|
|
|
|
|
|
|
|
|
Thames Water Utilities Finance PLC, 4.00%, 04/18/27(c)
|
|
|
EUR |
|
|
|
100 |
|
|
|
98,344 |
|
Vistra Operations Co. LLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
7.75%, 10/15/31 |
|
|
USD |
|
|
|
1,690 |
|
|
|
1,664,725 |
|
6.95%, 10/15/33 |
|
|
|
|
|
|
1,110 |
|
|
|
1,088,727 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,851,796 |
|
|
|
Wireless Telecommunication Services 1.4% |
|
|
|
|
Altice France SA, 2.13%, 02/15/25(c) |
|
|
EUR |
|
|
|
200 |
|
|
|
198,763 |
|
Altice France SA/France |
|
|
|
|
|
|
|
|
|
|
|
|
5.88%, 02/01/27(c) |
|
|
|
|
|
|
100 |
|
|
|
90,730 |
|
8.13%, 02/01/27(b) |
|
|
USD |
|
|
|
4,746 |
|
|
|
4,208,735 |
|
5.13%, 01/15/29(b) |
|
|
|
|
|
|
1,181 |
|
|
|
839,722 |
|
5.50%, 10/15/29(b) |
|
|
|
|
|
|
2,079 |
|
|
|
1,495,040 |
|
Liberty Costa Rica Senior Secured Finance, 10.88%, 01/15/31(b)
|
|
|
|
|
|
|
643 |
|
|
|
642,544 |
|
SBA Communications Corp. 3.13%, 02/01/29 |
|
|
|
|
|
|
3,693 |
|
|
|
3,080,229 |
|
|
|
|
C O N S O L I D A T E D S C H E D U L E
O F I N V E S T M E N T S |
|
14 |
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par (000) |
|
|
Value |
|
|
Wireless Telecommunication Services (continued) |
|
SBA Communications Corp. (continued) 3.88%, 02/15/27 |
|
|
USD |
|
|
|
87 |
|
|
$ |
79,716 |
|
VICI Properties LP/VICI Note Co., Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.63%, 12/01/29 |
|
|
|
|
|
|
3,379 |
|
|
|
2,997,342 |
|
4.13%, 08/15/30 |
|
|
|
|
|
|
1,219 |
|
|
|
1,036,613 |
|
Vmed O2 U.K. Financing I PLC |
|
|
|
|
|
|
|
|
|
|
|
|
4.00%, 01/31/29(c) |
|
|
GBP |
|
|
|
200 |
|
|
|
198,876 |
|
4.25%, 01/31/31(b) |
|
|
USD |
|
|
|
3,172 |
|
|
|
2,525,879 |
|
4.50%, 07/15/31(c) |
|
|
GBP |
|
|
|
201 |
|
|
|
191,602 |
|
4.75%, 07/15/31(b) |
|
|
USD |
|
|
|
324 |
|
|
|
261,751 |
|
Vodafone Group PLC(a)(c) |
|
|
|
|
|
|
|
|
|
|
|
|
(5-year EUR Swap + 3.48%), 3.00%, 08/27/80 |
|
|
EUR |
|
|
|
100 |
|
|
|
85,658 |
|
(5-year EUR Swap + 3.49%), 6.50%, 08/30/84 |
|
|
|
|
|
|
100 |
|
|
|
106,506 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,039,706 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Corporate Bonds 124.6% (Cost: $1,701,582,308) |
|
|
|
|
|
|
|
|
|
|
1,631,473,864 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Floating Rate Loan Interests(a) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Aerospace & Defense 0.6% |
|
Bleriot U.S. Bidco, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR
+ 4.00%), 9.65%, 10/31/28 |
|
|
USD |
|
|
|
317 |
|
|
|
317,194 |
|
Dynasty Acquisition Co., Inc., 2023 Term Loan B1, (1-mo. CME Term
SOFR + 4.00%), 9.32%, 08/24/28 |
|
|
|
|
|
|
1,044 |
|
|
|
1,040,426 |
|
Peraton Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
2nd Lien Term Loan B1, (3-mo. CME Term SOFR at 0.75% Floor +
7.75%), 13.23%, 02/01/29 |
|
|
|
|
|
|
2,777 |
|
|
|
2,712,323 |
|
Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.75%),
9.17%, 02/01/28 |
|
|
|
|
|
|
2,872 |
|
|
|
2,862,768 |
|
Standard Aero Ltd., 2023 Term Loan B2, (1-mo. CME Term SOFR +
4.00%), 9.32%, 08/24/28 |
|
|
|
|
|
|
447 |
|
|
|
445,897 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,378,608 |
|
|
|
|
|
Air Freight & Logistics 0.1% |
|
|
|
|
|
|
|
|
|
Clue Opco LLC, Term Loan B, 09/20/30(o) |
|
|
|
|
|
|
1,064 |
|
|
|
1,036,517 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Automobile Components 0.1% |
|
|
|
|
|
|
|
|
|
Tenneco, Inc., 2022 Term Loan B, (3-mo. CME Term SOFR + 5.00%),
10.48%, 11/17/28 |
|
|
|
|
|
|
972 |
|
|
|
823,041 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Beverages 0.0% |
|
|
|
|
|
|
|
|
|
Naked Juice LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.50% Floor +
6.00%), 11.49%, 01/24/30 |
|
|
|
|
|
|
156 |
|
|
|
125,922 |
|
Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.74%,
01/24/29 |
|
|
|
|
|
|
154 |
|
|
|
145,563 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
271,485 |
|
|
|
|
|
Broadline Retail 0.1% |
|
|
|
|
|
|
|
|
|
PUG LLC, USD Term Loan, (1-mo. CME Term SOFR + 3.50%), 8.93%,
02/12/27 |
|
|
|
|
|
|
1,072 |
|
|
|
1,009,448 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Capital Markets 0.1% |
|
|
|
|
|
|
|
|
|
Ascensus Holdings, Inc., 2021 2nd Lien Term Loan, (3-mo. CME Term
SOFR at 0.50% Floor + 6.50%), 12.03%, 08/02/29 |
|
|
|
|
|
|
994 |
|
|
|
940,024 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par (000) |
|
|
Value |
|
|
|
|
|
Chemicals 0.8% |
|
|
|
|
|
|
|
|
|
Arc Falcon I, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2021 2nd Lien Term Loan, (1-mo. CME Term SOFR + 7.00%), 12.42%,
09/30/29 |
|
|
USD |
|
|
|
2,814 |
|
|
$ |
2,522,047 |
|
2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%),
9.17%, 09/30/28 |
|
|
|
|
|
|
1,002 |
|
|
|
988,899 |
|
Aruba Investments Holdings LLC, 2020 2nd Lien Term Loan, (1-mo. CME
Term SOFR at 0.75% Floor + 7.75%), 13.17%, 11/24/28 |
|
|
|
|
|
|
443 |
|
|
|
412,083 |
|
Ascend Performance Materials Operations LLC, 2021 Term Loan B, (3-mo.
CME Term SOFR at 0.75% Floor + 4.75%), 10.32%, 08/27/26 |
|
|
|
|
|
|
44 |
|
|
|
42,525 |
|
Discovery Purchaser Corp., Term Loan, (3-mo. CME Term SOFR at 0.50%
Floor + 4.38%), 9.77%, 10/04/29 |
|
|
|
|
|
|
2,495 |
|
|
|
2,400,529 |
|
Herens U.S. Holdco Corp., USD Term Loan B, (3-mo. CME Term SOFR
+ 3.93%), 9.42%, 07/03/28 |
|
|
|
|
|
|
622 |
|
|
|
549,266 |
|
Momentive Performance Materials Inc., 2023 Term Loan, (1-mo. CME Term
SOFR + 4.50%), 9.82%, 03/29/28 |
|
|
|
|
|
|
1,169 |
|
|
|
1,135,022 |
|
Nouryon USA LLC, 2023 USD Term Loan B, (1-mo. CME Term SOFR + 4.00%), 9.43%, 04/03/28 |
|
|
|
|
|
|
1,248 |
|
|
|
1,230,190 |
|
Olympus Water U.S. Holding Corp., 2023 Incremental Term Loan, (3-mo.
CME Term SOFR at 0.50% Floor + 5.00%), 10.39%, 11/09/28 |
|
|
|
|
|
|
129 |
|
|
|
128,915 |
|
W.R. Grace Holdings LLC, 2021 Term Loan B, (3-mo. CME Term SOFR at
0.50% Floor + 3.75%), 9.40%, 09/22/28 |
|
|
|
|
|
|
480 |
|
|
|
475,277 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,884,753 |
|
|
|
|
|
Commercial Services & Supplies 0.4% |
|
|
|
|
|
|
|
|
|
Amentum Government Services Holdings LLC, Term Loan B, (1-mo. CME
Term SOFR + 4.00%), 9.43%, 01/29/27 |
|
|
|
|
|
|
357 |
|
|
|
353,587 |
|
Garda World Security Corp., 2022 Term Loan B, (3-mo. CME Term SOFR
+ 4.25%), 9.65%, 02/01/29 |
|
|
|
|
|
|
817 |
|
|
|
815,148 |
|
KDC/ONE Development Corp., Inc., 2023 USD Term Loan B, (1-mo. CME
Term SOFR + 5.00%), 10.32%, 08/15/28 |
|
|
|
|
|
|
1,012 |
|
|
|
974,556 |
|
LABL, Inc., 2021 USD 1st Lien Term Loan, (1-mo. CME Term SOFR at
0.50% Floor + 5.00%), 10.42%, 10/29/28 |
|
|
|
|
|
|
970 |
|
|
|
966,067 |
|
PECF USS Intermediate Holding III Corp., Term Loan B, (3-mo. CME Term
SOFR at 0.50% Floor + 4.25%), 9.88%, 12/15/28 |
|
|
|
|
|
|
1,279 |
|
|
|
1,021,743 |
|
TruGreen LP, 2020 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.75%
Floor + 8.50%), 14.13%, 11/02/28(g) |
|
|
|
|
|
|
868 |
|
|
|
598,920 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,730,021 |
|
|
|
|
|
Communications Equipment 0.1% |
|
|
|
|
|
|
|
|
|
Viasat, Inc., 2023 Term Loan, 05/30/30(o) |
|
|
|
|
|
|
1,261 |
|
|
|
1,167,219 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par (000) |
|
|
Value |
|
|
|
|
|
Construction & Engineering 0.5% |
|
|
|
|
|
|
|
|
|
Brand Industrial Services, Inc., 2023 Term Loan B, (3-mo. CME Term
SOFR at 0.50% Floor + 5.50%), 10.87%, 08/01/30 |
|
|
USD |
|
|
|
6,153 |
|
|
$ |
5,985,700 |
|
Propulsion BC Newco LLC, Term Loan, (3-mo. CME Term SOFR at 0.50%
Floor + 3.75%), 9.14%, 09/14/29 |
|
|
|
|
|
|
149 |
|
|
|
148,640 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,134,340 |
|
|
|
|
|
Containers & Packaging 0.2% |
|
|
|
|
|
|
|
|
|
Mauser Packaging Solutions Holding Co., Term Loan B, (1-mo. CME Term
SOFR + 4.00%), 9.33%, 08/14/26 |
|
|
|
|
|
|
1,771 |
|
|
|
1,768,747 |
|
Trident TPI Holdings, Inc., 2023 USD Term Loan, (3-mo. CME Term SOFR
at 0.50% Floor + 4.50%), 9.89%, 09/15/28 |
|
|
|
|
|
|
1,351 |
|
|
|
1,346,307 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,115,054 |
|
|
|
|
|
Diversified Consumer Services 0.1% |
|
|
|
|
|
|
|
|
|
Ascend Learning LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2021 2nd Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor +
5.75%), 11.17%, 12/10/29 |
|
|
|
|
|
|
657 |
|
|
|
558,174 |
|
2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%),
8.92%, 12/11/28 |
|
|
|
|
|
|
863 |
|
|
|
822,004 |
|
WCG Purchaser Corp., 2019 Term Loan, 01/08/27(o)
|
|
|
|
|
|
|
|
(p) |
|
|
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,380,179 |
|
|
Diversified Telecommunication Services 0.6% |
|
Connect Finco SARL, 2021 Term Loan B, (1-mo. CME Term SOFR at 1.00%
Floor + 3.50%), 8.82%, 12/11/26 |
|
|
|
|
|
|
|
(p) |
|
|
1 |
|
Frontier Communications Holdings LLC, 2021 1st Lien Term Loan, (1-mo.
CME Term SOFR at 0.75% Floor + 3.75%), 9.18%, 10/08/27 |
|
|
|
|
|
|
697 |
|
|
|
675,240 |
|
Lumen Technologies, Inc., 2020 Term Loan B, (1-mo. CME Term SOFR
+ 2.25%), 7.68%, 03/15/27 |
|
|
|
|
|
|
1,959 |
|
|
|
1,391,777 |
|
Northwest Fiber LLC, 2021 Term Loan, (1-mo. CME Term SOFR +
3.75%), 9.18%, 04/30/27 |
|
|
|
|
|
|
1,144 |
|
|
|
1,126,677 |
|
Radiate Holdco LLC, 2021 Term Loan B, (1-mo. CME Term SOFR at 0.75%
Floor + 3.25%), 8.68%, 09/25/26 |
|
|
|
|
|
|
1,745 |
|
|
|
1,423,325 |
|
Zayo Group Holdings, Inc., USD Term Loan, (1-mo. CME Term SOFR + 3.00%), 8.43%, 03/09/27 |
|
|
|
|
|
|
3,796 |
|
|
|
3,091,281 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,708,301 |
|
|
Electronic Equipment, Instruments & Components 0.1% |
|
Ingram Micro, Inc., 2023 Term Loan, 06/30/28(o)
|
|
|
|
|
|
|
1,025 |
|
|
|
1,021,816 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy Equipment & Services 0.0% |
|
|
|
|
|
|
|
|
|
Lealand Finance Co. BV, 2020 Make Whole Term Loan, (1-mo. CME Term
SOFR + 3.00%), 8.43%, 06/28/24(g) |
|
|
|
|
|
|
90 |
|
|
|
63,279 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par (000) |
|
|
Value |
|
|
|
|
|
Entertainment 0.0% |
|
|
|
|
|
|
|
|
|
Delta 2 Lux SARL, 2022 Term Loan B, (1-mo. CME Term SOFR at 0.50%
Floor + 3.00%), 8.32%, 01/15/30 |
|
|
USD |
|
|
|
138 |
|
|
$ |
137,862 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financial Services 0.2% |
|
|
|
|
|
|
|
|
|
|
|
|
|
Deerfield Dakota Holding LLC |
|
|
|
|
|
|
|
|
|
2020 USD Term Loan B, (3-mo. CME Term SOFR at 1.00% Floor +
3.75%), 9.14%, 04/09/27 |
|
|
|
|
|
|
200 |
|
|
|
194,407 |
|
2021 USD 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.75% Floor
+ 6.75%), 12.40%, 04/07/28 |
|
|
|
|
|
|
1,206 |
|
|
|
1,133,640 |
|
GIP Pilot Acquisition Partners LP, Term Loan, 09/18/30(g)(o)
|
|
|
|
|
|
|
635 |
|
|
|
632,619 |
|
White Cap Buyer LLC, Term Loan B, (1-mo. CME Term SOFR + 3.75%),
9.07%, 10/19/27 |
|
|
|
|
|
|
1,250 |
|
|
|
1,246,689 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,207,355 |
|
|
|
|
|
Food Products 0.0% |
|
|
|
|
|
|
|
|
|
Chobani LLC, 2020 Term Loan B, (1-mo. CME Term SOFR at 1.00% Floor
+ 3.50%), 8.93%, 10/25/27 |
|
|
|
|
|
|
269 |
|
|
|
268,676 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies 0.4% |
|
|
|
|
|
|
|
|
|
Bausch & Lomb Corp., 2023 Incremental Term Loan, 09/14/28(g)(o) |
|
|
|
|
|
|
1,072 |
|
|
|
1,057,260 |
|
Bausch and Lomb, Inc., Term Loan, (3-mo. CME Term SOFR at 0.50% Floor
+ 3.25%), 8.76%, 05/10/27 |
|
|
|
|
|
|
1,385 |
|
|
|
1,344,012 |
|
Chariot Buyer LLC, Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor
+ 3.25%), 8.66%, 11/03/28 |
|
|
|
|
|
|
676 |
|
|
|
664,798 |
|
Medline Borrower LP, USD Term Loan B, (1-mo. CME Term SOFR at 0.50%
Floor + 3.25%), 8.68%, 10/23/28 |
|
|
|
|
|
|
2,751 |
|
|
|
2,741,957 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,808,027 |
|
|
|
|
|
Health Care Providers & Services 0.3% |
|
|
|
|
|
|
|
|
|
EyeCare Partners LLC, 2020 Term Loan, (1-mo. CME Term SOFR +
3.75%), 9.18%, 02/18/27 |
|
|
|
|
|
|
729 |
|
|
|
509,104 |
|
LifePoint Health, Inc., 2018 Term Loan B, (3-mo. SOFR + 3.75%),
9.07%, 11/16/25 |
|
|
|
|
|
|
1,186 |
|
|
|
1,181,669 |
|
Quorum Health Corp., 2020 Term Loan, (3-mo. CME Term SOFR at 1.00%
Floor + 8.25%), 13.63%, 04/29/25 |
|
|
|
|
|
|
1,360 |
|
|
|
911,233 |
|
Surgery Center Holdings, Inc., 2021 Term Loan, (1-mo. CME Term SOFR
at 0.75% Floor + 3.75%), 9.19%, 08/31/26 |
|
|
|
|
|
|
676 |
|
|
|
676,064 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,278,070 |
|
|
|
|
|
Health Care Technology 2.0% |
|
|
|
|
|
|
|
|
|
AthenaHealth Group, Inc., 2022 Term Loan B, (1-mo. CME Term SOFR at
0.50% Floor + 3.25%), 8.57%, 02/15/29 |
|
|
|
|
|
|
10,063 |
|
|
|
9,858,197 |
|
|
|
|
C O N S O L I D A T E D S C H E D U L E
O F I N V E S T M E N T S |
|
16 |
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Health Care Technology (continued) |
|
|
|
|
|
|
|
|
|
Polaris Newco LLC, USD Term Loan B, (1-mo. CME Term SOFR at 0.50%
Floor + 4.00%), 9.43%, 06/02/28 |
|
|
USD |
|
|
|
1,347 |
|
|
$ |
1,287,894 |
|
Verscend Holding Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
2021 2nd Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor +
7.00%), 12.43%, 04/02/29 |
|
|
|
|
|
|
9,376 |
|
|
|
9,364,624 |
|
2021 Term Loan B, (1-mo. CME Term SOFR + 4.00%), 9.43%,
08/27/25 |
|
|
|
|
|
|
5,427 |
|
|
|
5,421,174 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,931,889 |
|
|
|
|
|
Hotels, Restaurants & Leisure 0.5% |
|
|
|
|
|
|
|
|
|
Carnival Corp., 2021 Incremental Term Loan B, (1-mo. CME Term SOFR at
0.75% Floor + 3.25%), 8.68%, 10/18/28 |
|
|
|
|
|
|
2,880 |
|
|
|
2,862,340 |
|
Fertitta Entertainment LLC, 2022 Term Loan B, (1-mo. CME Term SOFR at
0.50% Floor + 4.00%), 9.32%, 01/27/29 |
|
|
|
|
|
|
2,447 |
|
|
|
2,419,400 |
|
Ontario Gaming GTA LP, Term Loan B, (3-mo. CME Term SOFR at 0.50%
Floor + 4.25%), 9.64%, 08/01/30 |
|
|
|
|
|
|
629 |
|
|
|
629,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,910,740 |
|
|
|
|
|
Household Durables 0.2% |
|
|
|
|
|
|
|
|
|
Hunter Douglas, Inc., USD Term Loan B1, (3-mo. CME Term SOFR +
3.50%), 8.89%, 02/26/29 |
|
|
|
|
|
|
1,121 |
|
|
|
1,089,710 |
|
Sunset Debt Merger Sub, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR
at 0.75% Floor + 4.00%), 9.43%, 10/06/28 |
|
|
|
|
|
|
2,057 |
|
|
|
1,745,579 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,835,289 |
|
|
|
|
|
Insurance 0.9% |
|
|
|
|
|
|
|
|
|
Alliant Holdings Intermediate LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2021 Term Loan B4, (1-mo. LIBOR US at 0.50% Floor + 3.50%),
8.93%, 11/05/27 |
|
|
|
|
|
|
833 |
|
|
|
830,191 |
|
2023 Term Loan B5, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%),
8.83%, 11/05/27 |
|
|
|
|
|
|
6,900 |
|
|
|
6,884,896 |
|
HUB International Ltd., 2022 Term Loan B, (3-mo. CME Term SOFR at
0.75% Floor + 4.00%), 9.37%, 11/10/29 |
|
|
|
|
|
|
689 |
|
|
|
689,699 |
|
Jones Deslauriers Insurance Management, Inc., 2023 Term Loan B,
(3-mo. CME Term SOFR + 4.25%), 9.62%, 03/15/30 |
|
|
|
|
|
|
680 |
|
|
|
681,278 |
|
NFP Corp., 2020 Term Loan, (1-mo. CME Term SOFR + 3.25%), 8.68%,
02/16/27 |
|
|
|
|
|
|
2,093 |
|
|
|
2,064,751 |
|
Ryan Specialty Group LLC, Term Loan, (1-mo. CME Term SOFR at 0.75%
Floor + 3.00%), 8.42%, 09/01/27 |
|
|
|
|
|
|
536 |
|
|
|
535,517 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,686,332 |
|
|
|
|
|
Interactive Media & Services 0.1% |
|
|
|
|
|
|
|
|
|
Acuris Finance U.S., Inc., 2021 USD Term Loan B, (3-mo. CME Term SOFR
at 0.50% Floor + 4.00%), 9.54%, 02/16/28 |
|
|
|
|
|
|
543 |
|
|
|
534,604 |
|
Arches Buyer, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50%
Floor + 3.25%), 8.67%, 12/06/27 |
|
|
|
|
|
|
717 |
|
|
|
701,310 |
|
Grab Holdings, Inc., Term Loan B, 01/29/26(o) |
|
|
|
|
|
|
|
(p) |
|
|
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,235,915 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
IT Services 0.3% |
|
|
|
|
|
|
|
|
|
Epicor Software Corp., 2020 2nd Lien Term Loan, (1-mo. CME Term SOFR
at 1.00% Floor + 7.75%), 13.17%, 07/31/28 |
|
|
USD |
|
|
|
506 |
|
|
$ |
506,552 |
|
Gainwell Acquisition Corp., Term Loan B, (3-mo. CME Term SOFR at
0.75% Floor + 4.00%), 9.49%, 10/01/27 |
|
|
|
|
|
|
1,766 |
|
|
|
1,720,136 |
|
GTCR W Merger Sub LLC, USD Term Loan B, 09/20/30(o)
|
|
|
|
|
|
|
2,207 |
|
|
|
2,205,389 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,432,077 |
|
|
|
|
|
Leisure Products 0.0% |
|
|
|
|
|
|
|
|
|
Peloton Interactive, Inc., Term Loan, (6-mo. CME Term SOFR at 0.50%
Floor + 6.50%), 12.26%, 05/25/27 |
|
|
|
|
|
|
506 |
|
|
|
505,094 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Life Sciences Tools & Services 0.2% |
|
|
|
|
|
|
|
|
|
PRA Health Sciences, Inc., US Term Loan, (3-mo. CME Term SOFR at
0.50% Floor + 2.25%), 7.90%, 07/03/28 |
|
|
|
|
|
|
|
(p) |
|
|
2 |
|
Star Parent, Inc., 2023 Term Loan B, 09/19/30(o)
|
|
|
|
|
|
|
2,985 |
|
|
|
2,914,942 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,914,944 |
|
|
|
|
|
Machinery 1.4% |
|
|
|
|
|
|
|
|
|
Gates Global LLC, 2021 Term Loan B3, (1-mo. CME Term SOFR at 0.75%
Floor + 2.50%), 7.82%, 03/31/27 |
|
|
|
|
|
|
1,216 |
|
|
|
1,211,467 |
|
Madison IAQ LLC, Term Loan, (1-mo. CME Term SOFR at 0.50% Floor
+ 3.25%), 8.69%, 06/21/28 |
|
|
|
|
|
|
1,351 |
|
|
|
1,326,960 |
|
Roper Industrial Products Investment Co., USD Term Loan, (3-mo. CME
Term SOFR + 4.50%), 9.89%, 11/22/29 |
|
|
|
|
|
|
1,091 |
|
|
|
1,093,044 |
|
SPX Flow, Inc., 2022 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor
+ 4.50%), 9.92%, 04/05/29 |
|
|
|
|
|
|
1,811 |
|
|
|
1,806,059 |
|
Titan Acquisition Ltd., 2018 Term Loan B, (3-mo. LIBOR US +
3.00%), 8.65%, 03/28/25 |
|
|
|
|
|
|
8,598 |
|
|
|
8,518,269 |
|
Vertical U.S. Newco, Inc., Term Loan B, (6-mo. CME Term SOFR at 0.50%
Floor + 3.50%), 9.38%, 07/30/27 |
|
|
|
|
|
|
4,808 |
|
|
|
4,793,526 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,749,325 |
|
|
|
|
|
Media 1.2% |
|
|
|
|
|
|
|
|
|
AVSC Holding Corp., 2018 2nd Lien Term Loan, (1-mo. CME Term SOFR at
1.00% Floor + 7.25%), 12.68%, 09/01/25 |
|
|
|
|
|
|
639 |
|
|
|
565,530 |
|
Clear Channel Outdoor Holdings, Inc., Term Loan B, (3-mo. CME Term
SOFR + 3.50%), 9.13%, 08/21/26 |
|
|
|
|
|
|
6,825 |
|
|
|
6,617,235 |
|
DirecTV Financing LLC, Term Loan, (1-mo. CME Term SOFR at 0.75% Floor
+ 5.00%), 10.43%, 08/02/27 |
|
|
|
|
|
|
5,791 |
|
|
|
5,652,933 |
|
Intelsat Jackson Holdings SA, 2021 Exit Term Loan B, (3-mo. CME Term
SOFR at 0.50% Floor + 4.25%), 9.77%, 02/01/29 |
|
|
|
|
|
|
2,213 |
|
|
|
2,206,211 |
|
Sinclair Television Group, Inc., 2022 Term Loan B4, (1-mo. CME Term
SOFR + 3.75%), 9.17%, 04/21/29 |
|
|
|
|
|
|
839 |
|
|
|
581,256 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,623,165 |
|
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Metals & Mining 0.1% |
|
|
|
|
|
|
|
|
|
Arsenal AIC Parent LLC, Term Loan, (3-mo. CME Term SOFR +
4.50%), 9.88%, 08/18/30 |
|
|
USD |
|
|
|
1,058 |
|
|
$ |
1,054,911 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels 0.1% |
|
|
|
|
|
|
|
|
|
Freeport LNG Investments LLLP, Term Loan B, (3-mo. CME Term SOFR
+ 3.50%), 9.09%, 12/21/28 |
|
|
|
|
|
|
1,540 |
|
|
|
1,524,440 |
|
M6 ETX Holdings II Midco LLC, Term Loan B, (1- mo. CME Term SOFR at 0.50% Floor + 4.50%), 9.92%,
09/19/29 |
|
|
|
|
|
|
424 |
|
|
|
422,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,946,440 |
|
|
|
|
|
Passenger Airlines 0.4% |
|
|
|
|
|
|
|
|
|
AAdvantage Loyalty IP Ltd., Series AA, 2021 Term Loan, (3-mo. CME
Term SOFR at 0.75% Floor + 4.75%), 10.34%, 04/20/28 |
|
|
|
|
|
|
2,758 |
|
|
|
2,837,459 |
|
Air Canada, 2021 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor
+ 3.50%), 9.13%, 08/11/28 |
|
|
|
|
|
|
402 |
|
|
|
401,647 |
|
Mileage Plus Holdings LLC, 2020 Term Loan B, (3-mo. CME Term SOFR at
1.00% Floor + 5.25%), 10.80%, 06/21/27 |
|
|
|
|
|
|
318 |
|
|
|
330,383 |
|
SkyMiles IP Ltd., 2020 Skymiles Term Loan B, (3-mo. CME Term SOFR at
1.00% Floor + 3.75%), 9.08%, 10/20/27 |
|
|
|
|
|
|
983 |
|
|
|
1,017,409 |
|
United Airlines, Inc., Series AA, 2021 Term Loan B, (1-mo. CME Term
SOFR at 0.75% Floor + 3.75%), 9.18%, 04/21/28 |
|
|
|
|
|
|
1,213 |
|
|
|
1,213,264 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,800,162 |
|
|
|
|
|
Pharmaceuticals 0.0% |
|
|
|
|
|
|
|
|
|
Amneal Pharmaceuticals LLC, 2018 Term Loan B, (1-mo. CME Term SOFR
+ 3.50%), 8.93%, 05/04/25 |
|
|
|
|
|
|
396 |
|
|
|
388,171 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Professional Services 0.3% |
|
|
|
|
|
|
|
|
|
CoreLogic, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2nd Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor +
6.50%), 11.93%, 06/04/29 |
|
|
|
|
|
|
1,107 |
|
|
|
928,218 |
|
Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.93%,
06/02/28 |
|
|
|
|
|
|
2,492 |
|
|
|
2,298,086 |
|
Galaxy U.S. Opco, Inc., Term Loan, (1-mo. CME Term SOFR at 0.50%
Floor + 4.75%), 10.07%, 04/29/29 |
|
|
|
|
|
|
481 |
|
|
|
456,952 |
|
Old Line Funding LLC, Term Loan B, (3-mo. CME Term SOFR +
4.25%), 9.60%, 07/25/30 |
|
|
|
|
|
|
613 |
|
|
|
613,116 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,296,372 |
|
|
Real Estate Management & Development 0.1% |
|
Cushman & Wakefield U.S. Borrower LLC, 2023 Term Loan B,
(1-mo. CME Term SOFR at 0.50% Floor + 4.00%), 9.32%, 01/31/30 |
|
|
|
|
|
|
1,033 |
|
|
|
1,022,670 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Software 3.7% |
|
|
|
|
|
|
|
|
|
Boxer Parent Co., Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2021 USD 2nd Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor
+ 5.50%), 10.93%, 02/27/26 |
|
|
|
|
|
|
2,250 |
|
|
|
2,236,748 |
|
2021 USD Term Loan, (1-mo. CME Term SOFR + 3.75%), 9.18%,
10/02/25 |
|
|
|
|
|
|
1,275 |
|
|
|
1,273,380 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Software (continued) |
|
|
|
|
|
|
|
|
|
Central Parent, Inc., 2022 USD Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.64%,
07/06/29 |
|
|
USD |
|
|
|
621 |
|
|
$ |
620,970 |
|
Cloud Software Group, Inc., 2022 USD Term Loan B, (3-mo. SOFRTERMB10
+ 4.50%), 9.99%, 03/30/29 |
|
|
|
|
|
|
5,934 |
|
|
|
5,698,148 |
|
Cloudera, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2021 Second Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor
+ 6.00%), 11.42%, 10/08/29 |
|
|
|
|
|
|
1,896 |
|
|
|
1,791,228 |
|
2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%),
9.17%, 10/08/28(g) |
|
|
|
|
|
|
993 |
|
|
|
973,363 |
|
Delta TopCo, Inc., 2020 Term Loan B, (6-mo. CME Term SOFR at 0.75%
Floor + 3.75%), 9.07%, 12/01/27 |
|
|
|
|
|
|
1,281 |
|
|
|
1,266,911 |
|
Helios Software Holdings, Inc., 2021 USD Term Loan B, (3-mo. CME Term
SOFR + 3.75%), 9.29%, 03/11/28 |
|
|
|
|
|
|
214 |
|
|
|
212,012 |
|
Magenta Buyer LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2021 USD 1st Lien Term Loan, (3-mo. CME Term SOFR at 0.75% Floor
+ 5.00%), 10.63%, 07/27/28 |
|
|
|
|
|
|
3,468 |
|
|
|
2,569,743 |
|
2021 USD 2nd Lien Term Loan, (3-mo. LIBOR US at 0.75% Floor +
8.25%), 13.88%, 07/27/29 |
|
|
|
|
|
|
2,293 |
|
|
|
1,054,780 |
|
McAfee Corp., 2022 USD Term Loan B, (1-mo. CME Term SOFR at 0.50%
Floor + 3.75%), 9.18%, 03/01/29 |
|
|
|
|
|
|
2,719 |
|
|
|
2,652,152 |
|
MH Sub I LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2021 2nd Lien Term Loan, (1-mo. CME Term SOFR + 6.25%), 11.57%,
02/23/29 |
|
|
|
|
|
|
288 |
|
|
|
254,431 |
|
2023 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 4.25%),
9.57%, 05/03/28 |
|
|
|
|
|
|
3,375 |
|
|
|
3,260,112 |
|
Planview Parent, Inc., 2nd Lien Term Loan, (3-mo. CME Term SOFR at
0.75% Floor + 7.25%), 12.74%, 12/18/28 |
|
|
|
|
|
|
850 |
|
|
|
769,250 |
|
Proofpoint, Inc., 2nd Lien Term Loan, (1-mo. CME Term SOFR at 0.50%
Floor + 6.25%), 11.68%, 08/31/29 |
|
|
|
|
|
|
2,070 |
|
|
|
2,072,296 |
|
RealPage, Inc., 2nd Lien Term Loan, (1-mo. CME Term SOFR at 0.75%
Floor + 6.50%), 11.93%, 04/23/29 |
|
|
|
|
|
|
7,231 |
|
|
|
7,240,383 |
|
Sabre Global, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2021 Term Loan B1, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%),
8.93%, 12/17/27 |
|
|
|
|
|
|
341 |
|
|
|
297,158 |
|
2021 Term Loan B2, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%),
8.93%, 12/17/27 |
|
|
|
|
|
|
534 |
|
|
|
465,867 |
|
Severin Acquisition LLC, 2018 Term Loan B, (3-mo. CME Term SOFR + 3.00%), 8.37%, 08/01/25 |
|
|
|
|
|
|
|
(p) |
|
|
2 |
|
Sophia LP |
|
|
|
|
|
|
|
|
|
|
|
|
2020 2nd Lien Term Loan, (1-mo. CME Term SOFR at 1.00% Floor +
8.00%), 13.42%, 10/09/28(g) |
|
|
|
|
|
|
10,251 |
|
|
|
10,225,372 |
|
|
|
|
C O N S O L I D A T E D S C H E D U L E
O F I N V E S T M E N T S |
|
18 |
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Software (continued) |
|
|
|
|
|
|
|
|
|
Sophia LP (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%),
8.92%, 10/07/27 |
|
|
USD |
|
|
|
1,108 |
|
|
$ |
1,104,643 |
|
UKG, Inc., 2021 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.50%
Floor + 5.25%), 10.62%, 05/03/27 |
|
|
|
|
|
|
2,177 |
|
|
|
2,171,314 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
48,210,263 |
|
|
|
|
|
Specialty Retail 0.0% |
|
|
|
|
|
|
|
|
|
Staples, Inc., 7 Year Term Loan, 04/16/26(o) |
|
|
|
|
|
|
|
(p) |
|
|
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods 0.0% |
|
|
|
|
Hanesbrands, Inc., 2023 Term Loan B, (1-mo. CME Term SOFR at 0.50%
Floor + 3.75%), 9.07%, 03/08/30(g) |
|
|
|
|
|
|
419 |
|
|
|
409,437 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Trading Companies & Distributors 0.3% |
|
|
|
|
SRS Distribution, Inc., 2022 Incremental Term Loan, (1-mo. CME Term
SOFR + 3.50%), 8.92%, 06/02/28 |
|
|
|
|
|
|
3,408 |
|
|
|
3,371,767 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Transportation Infrastructure 0.1% |
|
|
|
|
|
|
|
|
|
Apple Bidco LLC, 2022 Incremental Term Loan, (1-mo. CME Term SOFR at
0.50% Floor + 4.00%), 9.32%, 09/22/28 |
|
|
|
|
|
|
900 |
|
|
|
898,960 |
|
Brown Group Holding LLC, 2022 Incremental Term Loan B2, (3-mo. CME
Term SOFR at 0.50% Floor + 3.75%), 9.17%, 07/02/29 |
|
|
|
|
|
|
678 |
|
|
|
676,471 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,575,431 |
|
|
|
Wireless Telecommunication Services 0.1% |
|
|
|
|
Digicel International, 2017 Term Loan B1, 05/27/24(o)
|
|
|
|
|
|
|
83 |
|
|
|
74,359 |
|
Digicel International Finance Ltd., 2017 Term Loan B, (3-mo. LIBOR US
+ 3.25%), 8.90%, 05/28/24 |
|
|
|
|
|
|
1,916 |
|
|
|
1,720,271 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,794,630 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Floating Rate Loan Interests 16.7% (Cost: $222,323,434) |
|
|
|
|
|
|
|
219,059,100 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Preferred Securities |
|
|
Capital Trusts 1.5% |
|
|
|
|
|
Automobiles 0.1% |
|
|
|
|
|
|
|
|
|
General Motors Financial Co., Inc., Series C, 5.70%(a)(j)
|
|
|
|
|
|
|
655 |
|
|
|
559,768 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Banks 0.5% |
|
|
|
|
|
|
|
|
|
AIB Group PLC, 5.25%(a)(c)(j) |
|
|
EUR |
|
|
|
210 |
|
|
|
211,476 |
|
Banco Bilbao Vizcaya Argentaria SA, 6.00%(a)(c)(j)
|
|
|
|
|
|
|
200 |
|
|
|
208,545 |
|
CaixaBank SA, 6.75%(a)(c)(j) |
|
|
|
|
|
|
200 |
|
|
|
209,336 |
|
KBC Group NV, 8.00%, 12/31/79 |
|
|
|
|
|
|
200 |
|
|
|
209,259 |
|
PNC Financial Services Group, Inc.(a)(j) |
|
|
|
|
|
|
|
|
|
|
|
|
Series V, 6.20% |
|
|
USD |
|
|
|
1,417 |
|
|
|
1,302,230 |
|
Series W, 6.25% |
|
|
|
|
|
|
1,572 |
|
|
|
1,347,541 |
|
Wells Fargo & Co., 7.63%(a)(j) |
|
|
|
|
|
|
2,311 |
|
|
|
2,329,874 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,818,261 |
|
|
|
Diversified Telecommunication Services(a) 0.1% |
|
|
|
|
British Telecommunications PLC, 4.88%, 11/23/81(b)
|
|
|
|
|
|
|
200 |
|
|
|
160,445 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
Diversified Telecommunication Services (continued) |
|
Telefonica Europe BV(c)(j) |
|
|
|
|
|
|
|
|
|
|
|
|
7.13% |
|
|
EUR |
|
|
|
200 |
|
|
$ |
216,736 |
|
6.14% |
|
|
|
|
|
|
300 |
|
|
|
304,526 |
|
6.75% |
|
|
|
|
|
|
100 |
|
|
|
104,281 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
785,988 |
|
|
|
|
|
Electric Utilities(a) 0.1% |
|
|
|
|
|
|
|
|
|
Edison International, Series B, 5.00%(j) |
|
|
USD |
|
|
|
940 |
|
|
|
803,395 |
|
EDP - Energias de Portugal SA, 5.94%, 04/23/83(c)
|
|
|
EUR |
|
|
|
100 |
|
|
|
104,668 |
|
Electricite de France SA(c)(j) |
|
|
|
|
|
|
|
|
|
|
|
|
6.00% |
|
|
GBP |
|
|
|
300 |
|
|
|
337,663 |
|
3.00% |
|
|
EUR |
|
|
|
200 |
|
|
|
178,824 |
|
3.38% |
|
|
|
|
|
|
200 |
|
|
|
162,790 |
|
Naturgy Finance BV, 2.37%(c)(j) |
|
|
|
|
|
|
200 |
|
|
|
186,604 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,773,944 |
|
|
|
|
|
Financial Services(a)(j) 0.4% |
|
|
|
|
|
|
|
|
|
Barclays PLC |
|
|
|
|
|
|
|
|
|
|
|
|
4.38% |
|
|
USD |
|
|
|
2,490 |
|
|
|
1,728,165 |
|
8.00% |
|
|
|
|
|
|
980 |
|
|
|
879,493 |
|
8.00% |
|
|
|
|
|
|
200 |
|
|
|
196,646 |
|
BNP Paribas SA, 6.88%(c) |
|
|
EUR |
|
|
|
200 |
|
|
|
200,856 |
|
Citigroup, Inc., 7.63% |
|
|
USD |
|
|
|
1,170 |
|
|
|
1,141,454 |
|
Deutsche Bank AG, 6.75%(c) |
|
|
EUR |
|
|
|
200 |
|
|
|
171,275 |
|
Lloyds Banking Group PLC, 8.00% |
|
|
USD |
|
|
|
1,320 |
|
|
|
1,183,336 |
|
Societe Generale SA, 7.88%(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
101,011 |
|
UBS Group AG, 7.00%(c) |
|
|
USD |
|
|
|
200 |
|
|
|
193,750 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,795,986 |
|
|
|
|
|
Health Care Providers & Services 0.0% |
|
|
|
|
|
|
|
|
|
Clariane SE, 4.13%(a)(c)(j) |
|
|
GBP |
|
|
|
200 |
|
|
|
172,669 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Independent Power and Renewable Electricity Producers(a)(b)(j) 0.3% |
|
NRG Energy, Inc., 10.25% |
|
|
USD |
|
|
|
2,427 |
|
|
|
2,377,014 |
|
Vistra Corp., 7.00% |
|
|
|
|
|
|
1,272 |
|
|
|
1,160,700 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,537,714 |
|
|
|
|
|
Media 0.0% |
|
|
|
|
|
|
|
|
|
SES SA, 2.88%(a)(c)(j) |
|
|
EUR |
|
|
|
134 |
|
|
|
123,898 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels(a)(c)(j) 0.0% |
|
Abertis Infraestructuras Finance BV, 3.25% |
|
|
|
|
|
|
200 |
|
|
|
192,749 |
|
Repsol International Finance BV, 4.25% |
|
|
|
|
|
|
124 |
|
|
|
119,287 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
312,036 |
|
|
|
|
|
Pharmaceuticals 0.0% |
|
|
|
|
|
|
|
|
|
Bayer AG |
|
|
|
|
|
|
|
|
|
|
|
|
6.63%, 09/25/83 |
|
|
|
|
|
|
100 |
|
|
|
104,619 |
|
7.00%, 09/25/83 |
|
|
|
|
|
|
100 |
|
|
|
104,572 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
209,191 |
|
|
|
|
|
Transportation Infrastructure 0.0% |
|
|
|
|
|
|
|
|
|
Poste Italiane SpA, 2.63%(a)(c)(j) |
|
|
|
|
|
|
200 |
|
|
|
162,793 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Wireless Telecommunication Services 0.0% |
|
|
|
|
Vodafone Group PLC, 2.63%, 08/27/80(a)(c) |
|
|
|
|
|
|
400 |
|
|
|
384,903 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,637,151 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
Security |
|
Shares |
|
|
Value |
|
|
|
|
Preferred Stocks 1.0% |
|
|
|
|
|
|
|
|
|
Commercial Services & Supplies 0.1% |
|
|
|
|
|
|
Verscend Intermediate Holding(g) |
|
|
790 |
|
|
$ |
1,069,945 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Financial Services 0.1% |
|
|
|
|
|
|
Alliant Holdings, Inc.(g) |
|
|
1,431 |
|
|
|
1,354,428 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Interactive Media & Services 0.8% |
|
|
|
|
|
|
ByteDance Ltd., Series E-1, (Acquired 11/11/20, Cost: $6,755,577)(d)(g) |
|
|
61,653 |
|
|
|
10,105,634 |
|
|
|
|
|
|
|
|
|
|
|
|
Wireless Telecommunication Services 0.0% |
|
|
|
|
CF-B L2 (D) LLC, (Acquired 04/08/15, Cost: $674,329)(d) |
|
|
688,714 |
|
|
|
4,614 |
|
Ligado Networks LLC(q) |
|
|
32,168 |
|
|
|
321,684 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
326,298 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,856,305 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Preferred Securities 2.5% (Cost: $36,386,932) |
|
|
|
|
|
|
32,493,456 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Long-Term Investments 144.6% (Cost: $1,996,259,999) |
|
|
|
|
|
|
1,893,748,969 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Options Purchased 0.0% (Cost: $5,989) |
|
|
|
|
|
|
6,850 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments Before Options Written 144.6% (Cost: $1,996,265,988) |
|
|
|
1,893,755,819 |
|
|
|
|
|
|
|
|
|
|
|
|
Options Written (0.0)% (Premiums Received: $(2,655)) |
|
|
|
(7,431 |
) |
|
|
|
|
|
|
|
|
|
|
|
Total Investments, Net of Options Written 144.6% (Cost: $1,996,263,333) |
|
|
|
1,893,748,388 |
|
Liabilities in Excess of Other Assets (44.6)% |
|
|
|
(584,102,532 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
Net Assets 100.0% |
|
|
|
|
|
$ |
1,309,645,856 |
|
|
|
|
|
|
|
|
|
|
(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) |
This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the
Securities Act of 1933. |
(d) |
Restricted security as to resale, excluding 144A securities. The Trust held restricted securities with a current value
of $10,619,330, representing 0.8% of its net assets as of period end, and an original cost of $9,029,259. |
(e) |
All or a portion of the security has been pledged and/or segregated as collateral in connection with outstanding
exchange-traded options written. |
(f) |
Non-income producing security. |
(g) |
Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.
|
(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) |
Issuer filed for bankruptcy and/or is in default. |
(j) |
Perpetual security with no stated maturity date. |
(k) |
When-issued security. |
(l) |
Convertible security. |
(n) |
Step coupon security. Coupon rate will either increase (step-up bond) or
decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(o) |
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. |
(p) |
Rounds to less than 1,000. |
(q) |
All or a portion of the security is held by a wholly-owned subsidiary.
|
For Trust compliance purposes, the
Trusts industry classifications refer to one or more of the industry sub-classifications used by one or more widely recognized market indexes or rating group indexes, and/or as defined by the investment
adviser. These definitions may not apply for purposes of this report, which may combine such industry sub-classifications for reporting ease.
Affiliates
Investments in issuers considered to be
affiliate(s) of the Trust during the period ended September 30, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Affiliated Issuer |
|
Value at 12/31/22 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Net Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value at 09/30/23 |
|
|
Shares Held at 09/30/23 |
|
|
Income |
|
|
Capital Gain Distributions from Underlying Funds |
|
BlackRock Liquidity Funds, T-Fund, Institutional Class(a) |
|
$ |
723,084 |
|
|
$ |
|
|
|
$ |
(723,084 |
)(b) |
|
$ |
|
|
|
$ |
|
|
|
$ |
|
|
|
|
|
|
|
$ |
51,834 |
|
|
$ |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(a) |
As of period end, the entity is no longer held. |
|
|
(b) |
Represents net amount purchased (sold). |
|
|
|
|
C O N S O L I D A T E D S C H E D U L E
O F I N V E S T M E N T S |
|
20 |
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT) |
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Number of Contracts |
|
|
Expiration Date |
|
|
Notional Amount (000) |
|
|
Value/ Unrealized Appreciation (Depreciation) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5-Year U.S. Treasury Note |
|
|
97 |
|
|
|
12/29/23 |
|
|
$ |
10,217 |
|
|
$ |
(81,996 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Long Bond |
|
|
6 |
|
|
|
12/19/23 |
|
|
|
683 |
|
|
|
44,739 |
|
Ultra U.S. Treasury Bond |
|
|
22 |
|
|
|
12/19/23 |
|
|
|
2,615 |
|
|
|
194,943 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
239,682 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
157,686 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Forward Foreign Currency Exchange Contracts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Currency Purchased |
|
|
Currency Sold |
|
|
Counterparty |
|
Settlement Date |
|
|
Unrealized Appreciation (Depreciation) |
|
GBP |
|
|
145,000 |
|
|
USD |
|
|
176,837 |
|
|
Natwest Markets PLC |
|
|
10/04/23 |
|
|
$ |
78 |
|
USD |
|
|
114,864 |
|
|
EUR |
|
|
107,000 |
|
|
Deutsche Bank AG |
|
|
12/20/23 |
|
|
|
1,323 |
|
USD |
|
|
161,669 |
|
|
EUR |
|
|
150,000 |
|
|
Deutsche Bank AG |
|
|
12/20/23 |
|
|
|
2,500 |
|
USD |
|
|
227,445 |
|
|
EUR |
|
|
213,000 |
|
|
State Street Bank and Trust Co. |
|
|
12/20/23 |
|
|
|
1,425 |
|
USD |
|
|
13,399,646 |
|
|
EUR |
|
|
12,503,226 |
|
|
Toronto-Dominion Bank |
|
|
12/20/23 |
|
|
|
132,146 |
|
USD |
|
|
23,473,122 |
|
|
EUR |
|
|
21,910,774 |
|
|
UBS AG |
|
|
12/20/23 |
|
|
|
223,025 |
|
USD |
|
|
5,528,996 |
|
|
GBP |
|
|
4,465,000 |
|
|
Barclays Bank PLC |
|
|
12/20/23 |
|
|
|
78,287 |
|
USD |
|
|
100,757 |
|
|
GBP |
|
|
81,000 |
|
|
BNP Paribas SA |
|
|
12/20/23 |
|
|
|
1,875 |
|
USD |
|
|
50,113 |
|
|
GBP |
|
|
41,000 |
|
|
State Street Bank and Trust Co. |
|
|
12/20/23 |
|
|
|
62 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
440,721 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
USD |
|
|
176,909 |
|
|
GBP |
|
|
145,000 |
|
|
Natwest Markets PLC |
|
|
12/20/23 |
|
|
|
(102 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
440,619 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Exchange-Traded Options Purchased
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Number of Contracts |
|
|
Expiration Date |
|
|
Exercise Price |
|
|
Notional Amount (000) |
|
|
Value |
|
Put |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro Stoxx 50 |
|
|
11 |
|
|
|
11/17/23 |
|
|
EUR |
|
|
4,100.00 |
|
|
EUR |
|
|
459 |
|
|
$ |
6,850 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Exchange-Traded Options Written
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Number of Contracts |
|
|
Expiration Date |
|
|
Exercise Price |
|
|
Notional Amount (000) |
|
|
Value |
|
Put |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro Stoxx 50 |
|
|
11 |
|
|
|
11/17/23 |
|
|
EUR |
|
|
3,900.00 |
|
|
EUR |
|
|
459 |
|
|
$ |
(7,431 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Centrally Cleared Credit Default Swaps Sell Protection
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Reference Obligation/Index |
|
|
Financing Rate Received by the Trust |
|
|
|
Payment Frequency |
|
|
|
Termination Date |
|
|
|
Credit Rating |
|
|
|
Notional Amount (000) |
|
|
|
Value |
|
|
|
Upfront Premium Paid (Received) |
|
|
|
Unrealized Appreciation (Depreciation) |
|
CDX.NA.HY.41.V1 |
|
|
5.00 |
% |
|
|
Quarterly |
|
|
|
12/20/28 |
|
|
|
B |
|
|
|
16,772 |
|
|
$ |
164,663 |
|
|
$ |
194,115 |
|
|
$ |
(29,452 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT) |
OTC Credit Default Swaps Buy Protection
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Reference Obligations/Index |
|
Financing Rate Paid by the Trust |
|
|
Payment Frequency |
|
|
Counterparty |
|
Termination Date |
|
|
Notional Amount (000) |
|
|
Value |
|
|
Upfront Premium Paid (Received) |
|
|
Unrealized Appreciation (Depreciation) |
|
EG Global Finance PLC |
|
|
5.00 |
% |
|
|
Quarterly |
|
|
JPMorgan Chase Bank N.A. |
|
|
06/20/28 |
|
|
EUR |
36 |
|
|
$ |
425 |
|
|
$ |
240 |
|
|
$ |
185 |
|
EG Global Finance PLC |
|
|
5.00 |
|
|
|
Quarterly |
|
|
JPMorgan Chase Bank N.A. |
|
|
06/20/28 |
|
|
EUR |
45 |
|
|
|
534 |
|
|
|
354 |
|
|
|
180 |
|
Intrum AB |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Goldman Sachs International |
|
|
06/20/28 |
|
|
EUR |
61 |
|
|
|
11,950 |
|
|
|
12,694 |
|
|
|
(744 |
) |
Intrum AB |
|
|
5.00 |
|
|
|
Quarterly |
|
|
JPMorgan Chase Bank N.A. |
|
|
06/20/28 |
|
|
EUR |
61 |
|
|
|
11,952 |
|
|
|
13,680 |
|
|
|
(1,728 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
24,861 |
|
|
$ |
26,968 |
|
|
$ |
(2,107 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OTC Credit Default Swaps Sell Protection
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Reference Obligation/Index |
|
|
Financing Rate Received by the Trust |
|
|
|
Payment Frequency |
|
|
Counterparty |
|
|
Termination Date |
|
|
Credit
Rating(a) |
|
|
Notional
Amount (000)(b) |
|
|
|
Value |
|
|
|
Upfront Premium Paid (Received) |
|
|
|
Unrealized Appreciation (Depreciation) |
|
Virgin Media Finance PLC |
|
|
5.00 |
% |
|
|
Quarterly |
|
|
JPMorgan Chase Bank N.A. |
|
|
12/20/25 |
|
|
B |
|
|
EUR |
|
|
|
70 |
|
|
$ |
4,961 |
|
|
$ |
4,630 |
|
|
$ |
331 |
|
Jaguar Land Rover Automotive PLC |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Bank of America N.A. |
|
|
06/20/26 |
|
|
BB- |
|
|
EUR |
|
|
|
61 |
|
|
|
2,027 |
|
|
|
(1,466 |
) |
|
|
3,493 |
|
Jaguar Land Rover Automotive PLC |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Bank of America N.A. |
|
|
12/20/26 |
|
|
BB- |
|
|
EUR |
|
|
|
37 |
|
|
|
693 |
|
|
|
(1,063 |
) |
|
|
1,756 |
|
Jaguar Land Rover Automotive PLC |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Barclays Bank PLC |
|
|
12/20/26 |
|
|
BB- |
|
|
EUR |
|
|
|
41 |
|
|
|
762 |
|
|
|
1,181 |
|
|
|
(419 |
) |
Jaguar Land Rover Automotive PLC |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Credit Suisse International |
|
|
12/20/26 |
|
|
BB- |
|
|
EUR |
|
|
|
39 |
|
|
|
742 |
|
|
|
1,215 |
|
|
|
(473 |
) |
Jaguar Land Rover Automotive PLC |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Credit Suisse International |
|
|
12/20/26 |
|
|
BB- |
|
|
EUR |
|
|
|
55 |
|
|
|
1,031 |
|
|
|
1,575 |
|
|
|
(544 |
) |
CMA CGM SA |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Credit Suisse International |
|
|
06/20/27 |
|
|
N/R |
|
|
EUR |
|
|
|
125 |
|
|
|
16,101 |
|
|
|
4,356 |
|
|
|
11,745 |
|
Ladbrokes Coral Group Ltd. |
|
|
1.00 |
|
|
|
Quarterly |
|
|
JPMorgan Chase Bank N.A. |
|
|
06/20/27 |
|
|
N/R |
|
|
EUR |
|
|
|
50 |
|
|
|
(1,280 |
) |
|
|
(4,215 |
) |
|
|
2,935 |
|
Ladbrokes Coral Group Ltd. |
|
|
1.00 |
|
|
|
Quarterly |
|
|
JPMorgan Chase Bank N.A. |
|
|
06/20/27 |
|
|
N/R |
|
|
EUR |
|
|
|
180 |
|
|
|
(4,606 |
) |
|
|
(24,193 |
) |
|
|
19,587 |
|
Adler Real Estate AG |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Bank of America N.A. |
|
|
12/20/27 |
|
|
CCC+ |
|
|
EUR |
|
|
|
35 |
|
|
|
(6,360 |
) |
|
|
(7,010 |
) |
|
|
650 |
|
Adler Real Estate AG |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Barclays Bank PLC |
|
|
12/20/27 |
|
|
CCC+ |
|
|
EUR |
|
|
|
21 |
|
|
|
(3,823 |
) |
|
|
(4,136 |
) |
|
|
313 |
|
Adler Real Estate AG |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Barclays Bank PLC |
|
|
12/20/27 |
|
|
CCC+ |
|
|
EUR |
|
|
|
59 |
|
|
|
(10,746 |
) |
|
|
(11,625 |
) |
|
|
879 |
|
Adler Real Estate AG |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Citibank N.A. |
|
|
12/20/27 |
|
|
CCC+ |
|
|
EUR |
|
|
|
17 |
|
|
|
(3,118 |
) |
|
|
(3,464 |
) |
|
|
346 |
|
Adler Real Estate AG |
|
|
5.00 |
|
|
|
Quarterly |
|
|
JPMorgan Chase Bank N.A. |
|
|
12/20/27 |
|
|
CCC+ |
|
|
EUR |
|
|
|
36 |
|
|
|
(6,525 |
) |
|
|
(7,231 |
) |
|
|
706 |
|
Adler Real Estate AG |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Morgan Stanley & Co. International PLC |
|
|
12/20/27 |
|
|
CCC+ |
|
|
EUR |
|
|
|
26 |
|
|
|
(4,732 |
) |
|
|
(5,163 |
) |
|
|
431 |
|
United Group B.V. |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Bank of America N.A. |
|
|
12/20/27 |
|
|
B |
|
|
EUR |
|
|
|
61 |
|
|
|
(1,572 |
) |
|
|
(8,139 |
) |
|
|
6,567 |
|
Ladbrokes Coral Group Ltd. |
|
|
1.00 |
|
|
|
Quarterly |
|
|
JPMorgan Chase Bank N.A. |
|
|
06/20/28 |
|
|
N/R |
|
|
EUR |
|
|
|
16 |
|
|
|
(747 |
) |
|
|
(1,053 |
) |
|
|
306 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(17,192 |
) |
|
$ |
(65,801 |
) |
|
$ |
48,609 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(a) |
Using the rating of the issuer or the underlying securities of the index, as applicable, provided by S&P Global
Ratings. |
|
|
(b) |
The maximum potential amount the Trust may pay should a negative credit event take place as defined under the terms of
the agreement. |
|
OTC Total Return Swaps
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Upfront
Premium |
|
|
|
|
Paid by the Trust |
|
Received by the Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized |
|
Rate |
|
Frequency |
|
Reference |
|
Frequency |
|
Counterparty |
|
Effective Date |
|
|
Termination Date |
|
Notional Amount (000) |
|
|
Value |
|
|
Paid (Received) |
|
|
Appreciation (Depreciation) |
|
1-Day SOFR, 5.31% |
|
Quarterly |
|
Markit iBoxx $ Liquid High Yield Index |
|
Monthly |
|
JPMorgan Chase Bank N.A. |
|
|
N/A |
|
|
03/20/24 |
|
USD |
1,535 |
|
|
$ |
8,598 |
|
|
$ |
(16,550 |
) |
|
$ |
25,148 |
|
1-Day SOFR, 5.31% |
|
Quarterly |
|
Markit iBoxx $ Liquid High Yield Index |
|
Monthly |
|
Morgan Stanley & Co. International PLC |
|
|
N/A |
|
|
03/20/24 |
|
USD |
9,430 |
|
|
|
148,412 |
|
|
|
(55,170 |
) |
|
|
203,582 |
|
1-Day SOFR, 5.31% |
|
Quarterly |
|
Markit iBoxx $ Liquid High Yield Index |
|
Monthly |
|
Morgan Stanley & Co. International PLC |
|
|
N/A |
|
|
03/20/24 |
|
USD |
346 |
|
|
|
4,153 |
|
|
|
(2,407 |
) |
|
|
6,560 |
|
1-Day SOFR, 5.31% |
|
Quarterly |
|
Markit iBoxx $ Liquid High Yield Index |
|
Monthly |
|
Morgan Stanley & Co. International PLC |
|
|
N/A |
|
|
03/20/24 |
|
USD |
693 |
|
|
|
11,312 |
|
|
|
(5,019 |
) |
|
|
16,331 |
|
1-Day SOFR, 5.31% |
|
Quarterly |
|
Markit iBoxx $ Liquid High Yield Index |
|
Monthly |
|
Morgan Stanley & Co. International PLC |
|
|
N/A |
|
|
03/20/24 |
|
USD |
1,386 |
|
|
|
36,290 |
|
|
|
(12,387 |
) |
|
|
48,677 |
|
1-Day SOFR, 5.31% |
|
Quarterly |
|
Markit iBoxx $ Liquid High Yield Index |
|
Monthly |
|
Morgan Stanley & Co. International PLC |
|
|
N/A |
|
|
03/20/24 |
|
USD |
624 |
|
|
|
3,638 |
|
|
|
(6,728 |
) |
|
|
10,366 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
212,403 |
|
|
$ |
(98,261 |
) |
|
$ |
310,664 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
C O N S O L I D A T E D S C H E D U L E
O F I N V E S T M E N T S |
|
22 |
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT) |
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value
hierarchy consisting of three broad levels for financial reporting purposes as follows:
|
|
|
Level 1 Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the
Trust has the ability to access; |
|
|
|
Level 2 Other observable inputs (including, but not limited to, quoted prices for similar assets or
liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield
curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other marketcorroborated inputs); and |
|
|
|
Level 3 Unobservable inputs based on the best information available in the circumstances, to the extent
observable inputs are not available (including the Valuation Committees 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 Trusts policy regarding valuation of financial instruments, refer to its most recent financial statements.
Certain investments of the Trust were fair valued using net asset value (NAV) as a practical expedient as no quoted market value is available
and therefore have been excluded from the fair value hierarchy.
The following table summarizes the Trusts financial instruments categorized in
the fair value hierarchy. The breakdown of the Trusts financial instruments into major categories is disclosed in the Consolidated Schedule of Investments above.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Assets |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Long-Term Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Asset-Backed Securities |
|
$ |
|
|
|
$ |
1,920,529 |
|
|
$ |
|
|
|
$ |
1,920,529 |
|
Common Stocks |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Capital Markets |
|
|
|
|
|
|
509,082 |
|
|
|
|
|
|
|
509,082 |
|
Chemicals |
|
|
731,551 |
|
|
|
|
|
|
|
|
|
|
|
731,551 |
|
Electrical Equipment |
|
|
6,324 |
|
|
|
|
|
|
|
|
|
|
|
6,324 |
|
Energy Equipment & Services |
|
|
9,847 |
|
|
|
|
|
|
|
|
|
|
|
9,847 |
|
Financial Services |
|
|
204,216 |
|
|
|
|
|
|
|
|
|
|
|
204,216 |
|
Ground Transportation |
|
|
683,411 |
|
|
|
|
|
|
|
|
|
|
|
683,411 |
|
Hotels, Restaurants & Leisure |
|
|
1,327,893 |
|
|
|
|
|
|
|
|
|
|
|
1,327,893 |
|
IT Services |
|
|
147,613 |
|
|
|
|
|
|
|
|
|
|
|
147,613 |
|
Metals & Mining |
|
|
2,529,673 |
|
|
|
|
|
|
|
|
|
|
|
2,529,673 |
|
Oil, Gas & Consumable Fuels |
|
|
|
|
|
|
|
|
|
|
22,235 |
|
|
|
22,235 |
|
Pharmaceuticals |
|
|
1,312,584 |
|
|
|
|
|
|
|
|
|
|
|
1,312,584 |
|
Real Estate Management & Development |
|
|
4,241 |
|
|
|
1,882 |
|
|
|
|
|
|
|
6,123 |
|
Semiconductors & Semiconductor Equipment |
|
|
1,483 |
|
|
|
|
|
|
|
|
|
|
|
1,483 |
|
Software |
|
|
1,309,985 |
|
|
|
|
|
|
|
|
|
|
|
1,309,985 |
|
Corporate Bonds |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Aerospace & Defense |
|
|
|
|
|
|
85,385,386 |
|
|
|
|
|
|
|
85,385,386 |
|
Air Freight & Logistics |
|
|
|
|
|
|
416,548 |
|
|
|
|
|
|
|
416,548 |
|
Automobile Components |
|
|
|
|
|
|
34,949,100 |
|
|
|
|
|
|
|
34,949,100 |
|
Automobiles |
|
|
|
|
|
|
38,389,726 |
|
|
|
|
|
|
|
38,389,726 |
|
Banks |
|
|
|
|
|
|
7,878,726 |
|
|
|
|
|
|
|
7,878,726 |
|
Beverages |
|
|
|
|
|
|
45,692,779 |
|
|
|
|
|
|
|
45,692,779 |
|
Biotechnology |
|
|
|
|
|
|
298,496 |
|
|
|
|
|
|
|
298,496 |
|
Broadline Retail |
|
|
|
|
|
|
653,861 |
|
|
|
|
|
|
|
653,861 |
|
Building Materials |
|
|
|
|
|
|
27,859,525 |
|
|
|
|
|
|
|
27,859,525 |
|
Building Products |
|
|
|
|
|
|
23,882,233 |
|
|
|
|
|
|
|
23,882,233 |
|
Capital Markets |
|
|
|
|
|
|
28,651,111 |
|
|
|
|
|
|
|
28,651,111 |
|
Chemicals |
|
|
|
|
|
|
44,712,981 |
|
|
|
|
|
|
|
44,712,981 |
|
Commercial Services & Supplies |
|
|
|
|
|
|
46,539,338 |
|
|
|
|
|
|
|
46,539,338 |
|
Communications Equipment |
|
|
|
|
|
|
10,154,296 |
|
|
|
|
|
|
|
10,154,296 |
|
Construction & Engineering |
|
|
|
|
|
|
6,377,245 |
|
|
|
|
|
|
|
6,377,245 |
|
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT) |
Fair Value Hierarchy as of Period End (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Corporate Bonds (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Construction Materials |
|
$ |
|
|
|
$ |
4,114,960 |
|
|
$ |
|
|
|
$ |
4,114,960 |
|
Consumer Discretionary |
|
|
|
|
|
|
52,782,856 |
|
|
|
|
|
|
|
52,782,856 |
|
Consumer Finance |
|
|
241,048 |
|
|
|
39,764,906 |
|
|
|
|
|
|
|
40,005,954 |
|
Consumer Staples Distribution & Retail |
|
|
|
|
|
|
18,353,793 |
|
|
|
|
|
|
|
18,353,793 |
|
Containers & Packaging |
|
|
|
|
|
|
13,549,353 |
|
|
|
|
|
|
|
13,549,353 |
|
Diversified Consumer Services |
|
|
|
|
|
|
44,804,952 |
|
|
|
|
|
|
|
44,804,952 |
|
Diversified REITs |
|
|
|
|
|
|
22,711,207 |
|
|
|
|
|
|
|
22,711,207 |
|
Diversified Telecommunication Services |
|
|
200,991 |
|
|
|
37,344,663 |
|
|
|
|
|
|
|
37,545,654 |
|
Electric Utilities |
|
|
|
|
|
|
5,390,656 |
|
|
|
|
|
|
|
5,390,656 |
|
Electrical Equipment |
|
|
|
|
|
|
7,492,541 |
|
|
|
|
|
|
|
7,492,541 |
|
Electronic Equipment, Instruments & Components |
|
|
|
|
|
|
7,284,685 |
|
|
|
|
|
|
|
7,284,685 |
|
Energy Equipment & Services |
|
|
|
|
|
|
16,611,699 |
|
|
|
|
|
|
|
16,611,699 |
|
Entertainment |
|
|
|
|
|
|
1,133,715 |
|
|
|
|
|
|
|
1,133,715 |
|
Environmental, Maintenance & Security Service |
|
|
|
|
|
|
20,160,856 |
|
|
|
|
|
|
|
20,160,856 |
|
Financial Services |
|
|
|
|
|
|
36,331,310 |
|
|
|
|
|
|
|
36,331,310 |
|
Food Products |
|
|
|
|
|
|
19,038,674 |
|
|
|
|
|
|
|
19,038,674 |
|
Gas Utilities |
|
|
|
|
|
|
448,250 |
|
|
|
|
|
|
|
448,250 |
|
Ground Transportation |
|
|
|
|
|
|
1,905,665 |
|
|
|
|
|
|
|
1,905,665 |
|
Health Care Equipment & Supplies |
|
|
|
|
|
|
15,928,722 |
|
|
|
|
|
|
|
15,928,722 |
|
Health Care Providers & Services |
|
|
|
|
|
|
50,972,991 |
|
|
|
|
|
|
|
50,972,991 |
|
Health Care Technology |
|
|
|
|
|
|
16,236,781 |
|
|
|
|
|
|
|
16,236,781 |
|
Hotels, Restaurants & Leisure |
|
|
|
|
|
|
85,380,809 |
|
|
|
|
|
|
|
85,380,809 |
|
Household Durables |
|
|
|
|
|
|
11,901,403 |
|
|
|
|
|
|
|
11,901,403 |
|
Household Products |
|
|
|
|
|
|
552,095 |
|
|
|
|
|
|
|
552,095 |
|
Independent Power and Renewable Electricity Producers |
|
|
|
|
|
|
4,529,551 |
|
|
|
|
|
|
|
4,529,551 |
|
Insurance |
|
|
|
|
|
|
46,406,478 |
|
|
|
|
|
|
|
46,406,478 |
|
Interactive Media & Services |
|
|
|
|
|
|
1,217,116 |
|
|
|
|
|
|
|
1,217,116 |
|
Internet Software & Services |
|
|
|
|
|
|
22,235,422 |
|
|
|
|
|
|
|
22,235,422 |
|
IT Services |
|
|
176,743 |
|
|
|
31,264,094 |
|
|
|
|
|
|
|
31,440,837 |
|
Leisure Products |
|
|
|
|
|
|
1,002,107 |
|
|
|
|
|
|
|
1,002,107 |
|
Life Sciences Tools & Services |
|
|
|
|
|
|
4,680,649 |
|
|
|
|
|
|
|
4,680,649 |
|
Machinery |
|
|
|
|
|
|
24,548,614 |
|
|
|
|
|
|
|
24,548,614 |
|
Media |
|
|
|
|
|
|
151,627,229 |
|
|
|
|
|
|
|
151,627,229 |
|
Metals & Mining |
|
|
|
|
|
|
50,142,201 |
|
|
|
|
|
|
|
50,142,201 |
|
Mortgage Real Estate Investment Trusts (REITs) |
|
|
|
|
|
|
156,680 |
|
|
|
|
|
|
|
156,680 |
|
Multi-Utilities |
|
|
|
|
|
|
1,702,104 |
|
|
|
|
|
|
|
1,702,104 |
|
Offshore Drilling & Other Services |
|
|
|
|
|
|
8,375,991 |
|
|
|
|
|
|
|
8,375,991 |
|
Oil, Gas & Consumable Fuels |
|
|
81,086 |
|
|
|
209,715,162 |
|
|
|
|
|
|
|
209,796,248 |
|
Passenger Airlines |
|
|
|
|
|
|
16,289,644 |
|
|
|
|
|
|
|
16,289,644 |
|
Personal Care Products |
|
|
|
|
|
|
1,621,964 |
|
|
|
|
|
|
|
1,621,964 |
|
Pharmaceuticals |
|
|
|
|
|
|
11,406,493 |
|
|
|
|
|
|
|
11,406,493 |
|
Real Estate |
|
|
|
|
|
|
718,786 |
|
|
|
|
|
|
|
718,786 |
|
Real Estate Management & Development |
|
|
|
|
|
|
8,079,144 |
|
|
|
|
|
|
|
8,079,144 |
|
Retail REITs |
|
|
|
|
|
|
721,690 |
|
|
|
|
|
|
|
721,690 |
|
Semiconductors & Semiconductor Equipment |
|
|
|
|
|
|
6,321,090 |
|
|
|
|
|
|
|
6,321,090 |
|
Software |
|
|
|
|
|
|
59,383,806 |
|
|
|
|
|
|
|
59,383,806 |
|
Specialized REITs |
|
|
|
|
|
|
3,972,660 |
|
|
|
|
|
|
|
3,972,660 |
|
Specialty Retail |
|
|
|
|
|
|
3,831,403 |
|
|
|
|
|
|
|
3,831,403 |
|
Technology Hardware, Storage & Peripherals |
|
|
|
|
|
|
4,424,464 |
|
|
|
|
|
|
|
4,424,464 |
|
Textiles, Apparel & Luxury Goods |
|
|
183,141 |
|
|
|
2,535,140 |
|
|
|
|
|
|
|
2,718,281 |
|
Trading Companies & Distributors |
|
|
|
|
|
|
104,456 |
|
|
|
|
|
|
|
104,456 |
|
Transportation Infrastructure |
|
|
|
|
|
|
646,322 |
|
|
|
|
|
|
|
646,322 |
|
Utilities |
|
|
|
|
|
|
2,851,796 |
|
|
|
|
|
|
|
2,851,796 |
|
Wireless Telecommunication Services |
|
|
|
|
|
|
18,039,706 |
|
|
|
|
|
|
|
18,039,706 |
|
Floating Rate Loan Interests |
|
|
|
|
|
|
205,098,850 |
|
|
|
13,960,250 |
|
|
|
219,059,100 |
|
Preferred Securities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Capital Trusts |
|
|
|
|
|
|
19,637,151 |
|
|
|
|
|
|
|
19,637,151 |
|
Preferred Stocks |
|
|
321,684 |
|
|
|
|
|
|
|
12,530,007 |
|
|
|
12,851,691 |
|
|
|
|
C O N S O L I D A T E D S C H E D U L E
O F I N V E S T M E N T S |
|
24 |
|
|
|
Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Corporate High Yield Fund, Inc. (HYT) |
Fair Value Hierarchy as of Period End (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Options Purchased |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity Contracts |
|
$ |
6,850 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
6,850 |
|
Unfunded Floating Rate Loan Interests(a) |
|
|
|
|
|
|
582 |
|
|
|
|
|
|
|
582 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
9,480,364 |
|
|
$ |
1,857,758,931 |
|
|
$ |
26,512,492 |
|
|
|
1,893,751,787 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments Valued at NAV(b) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,614 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
1,893,756,401 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Derivative Financial Instruments(c) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Assets |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Contracts |
|
$ |
|
|
|
$ |
50,410 |
|
|
$ |
|
|
|
$ |
50,410 |
|
Foreign Currency Exchange Contracts |
|
|
|
|
|
|
440,721 |
|
|
|
|
|
|
|
440,721 |
|
Interest Rate Contracts |
|
|
239,682 |
|
|
|
310,664 |
|
|
|
|
|
|
|
550,346 |
|
Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Contracts |
|
|
|
|
|
|
(33,360 |
) |
|
|
|
|
|
|
(33,360 |
) |
Equity Contracts |
|
|
(7,431 |
) |
|
|
|
|
|
|
|
|
|
|
(7,431 |
) |
Foreign Currency Exchange Contracts |
|
|
|
|
|
|
(102 |
) |
|
|
|
|
|
|
(102 |
) |
Interest Rate Contracts |
|
|
(81,996 |
) |
|
|
|
|
|
|
|
|
|
|
(81,996 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
150,255 |
|
|
$ |
768,333 |
|
|
$ |
|
|
|
$ |
918,588 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(a) |
Unfunded floating rate loan interests are valued at the unrealized appreciation (depreciation) on the commitment.
|
|
|
(b) |
Certain investments of the Trust were fair valued using NAV as a practical expedient as no quoted market value is
available and therefore have been excluded from the fair value hierarchy. |
|
|
(c) |
Derivative financial instruments are swaps, futures contracts, forward foreign currency exchange contracts and options
written. Swaps, futures contracts and forward foreign currency exchange contracts are valued at the unrealized appreciation (depreciation) on the instrument and options written are shown at value. |
|
A reconciliation of Level 3 financial instruments is presented when the Trust 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 |
|
|
Floating Rate Loan Interests |
|
|
Preferred Stocks |
|
|
Total |
|
Assets |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Opening balance, as of December 31, 2022 |
|
$ |
22,236 |
|
|
$ |
12,296,415 |
|
|
$ |
12,439,882 |
|
|
$ |
24,758,533 |
|
Transfers into Level 3 |
|
|
|
|
|
|
12,209,712 |
|
|
|
|
|
|
|
12,209,712 |
|
Transfers out of Level 3 |
|
|
|
|
|
|
(11,662,775 |
) |
|
|
|
|
|
|
(11,662,775 |
) |
Accrued discounts/premiums |
|
|
|
|
|
|
25,157 |
|
|
|
|
|
|
|
25,157 |
|
Net realized gain (loss) |
|
|
|
|
|
|
(33,521 |
) |
|
|
|
|
|
|
(33,521 |
) |
Net change in unrealized appreciation (depreciation)(a)
|
|
|
(1 |
) |
|
|
89,189 |
|
|
|
90,125 |
|
|
|
179,313 |
|
Purchases |
|
|
|
|
|
|
2,251,465 |
|
|
|
|
|
|
|
2,251,465 |
|
Sales |
|
|
|
|
|
|
(1,215,392 |
) |
|
|
|
|
|
|
(1,215,392 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Closing balance, as of September 30, 2023 |
|
$ |
22,235 |
|
|
$ |
13,960,250 |
|
|
$ |
12,530,007 |
|
|
$ |
26,512,492 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net change in unrealized appreciation (depreciation) on investments still held at September 30, 2023(a) |
|
$ |
|
|
|
$ |
89,189 |
|
|
$ |
90,125 |
|
|
$ |
179,314 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(a) |
Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation
(depreciation) on investments still held at September 30, 2023 is generally due to investments no longer held or categorized as Level 3 at period end. |
|
|
|
|
Currency Abbreviation |
|
|
EUR |
|
Euro |
|
|
GBP |
|
British Pound |
|
|
USD |
|
United States Dollar |
|
Portfolio Abbreviation |
|
|
CDI |
|
CREST Depository Interest |
|
|
CLO |
|
Collateralized Loan Obligation |
|
|
CMT |
|
Constant Maturity Treasury |
|
|
|
Portfolio Abbreviation (continued) |
|
|
DAC |
|
Designated Activity Company |
|
|
EURIBOR |
|
Euro Interbank Offered Rate |
|
|
LIBOR |
|
London Interbank Offered Rate |
|
|
PIK |
|
Payment-in-Kind |
|
|
REIT |
|
Real Estate Investment Trust |
|
|
SOFR |
|
Secured Overnight Financing Rate |
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