Consolidated Schedule of Investments (unaudited)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  

Asset-Backed Securities

 

Ares XXXIIR CLO Ltd., Series 2014-32RA, Class B, (3-mo. CME Term SOFR + 2.06%), 7.37%, 05/15/30(a)(b)

    USD       500     $   497,578  

Arini European CLO I DAC, Series 1X, Class D, (3-mo. EURIBOR + 6.04%), 9.97%, 07/15/36(a)(c)

    EUR       100       108,210  

BlueMountain Fuji Eur CLO IV DAC, Series 4X, Class ER, (3-mo. EURIBOR + 6.21%), 10.16%, 02/25/34(a)(c)

      100       105,970  

Cairn CLO XVI DAC, Series 2023-16X, Class D, (3-mo. EURIBOR + 5.20%), 9.14%, 01/15/37(a)(c)

      100       108,119  

CIFC European Funding CLO I DAC, Series 1X, Class DR, (3-mo. EURIBOR + 3.20%), 7.14%, 07/15/32(a)(c)

      100       106,166  

Contego CLO VII DAC, Series 7X, Class D, (3-mo. EURIBOR + 3.95%), 7.91%, 05/14/32(a)(c)

      100       107,592  

Contego CLO VIII DAC, Series 8X, Class ER, (3-mo. EURIBOR + 6.06%), 10.01%, 01/25/34(a)(c)

      100       106,516  

CVC Cordatus Loan Fund XXII DAC, Series 22X, Class D, (3-mo. EURIBOR + 3.15%), 7.09%, 12/15/34(a)(c)

      100       105,251  

Galaxy XXVIII CLO Ltd., Series 2018-28A, Class C, (3-mo. CME Term SOFR + 2.21%), 7.53%, 07/15/31(a)(b)

    USD       250       249,058  

Greene King Finance PLC(a)

     

Series 06, Class B2, (3-mo. LIBOR GBP + 2.20%), 0.00%, 03/15/36(c)

    GBP       100       100,988  

Series B1, (3-mo. LIBOR GBP + 1.92%), 7.14%, 12/15/34

      100       104,445  

Margay CLO I DAC, Series 1X, Class D, (3-mo. EURIBOR + 6.40%), 10.34%, 07/15/36(a)(c)

    EUR       100       108,183  

Neuberger Berman Loan Advisers Euro CLO DAC, Series 2021-2X, Class E, (3-mo. EURIBOR + 6.06%), 10.00%, 04/15/34(a)(c)

      100       106,237  

Palmer Square European CLO DAC, Series 2023- 1X, Class D, (3-mo. EURIBOR + 6.20%), 10.14%, 07/15/36(a)(c)

      100       110,986  

Rockfield Park CLO DAC(a)(c)

     

Series 1X, Class C, (3-mo. EURIBOR + 3.00%), 6.94%, 07/16/34

      100       106,051  

Series 1X, Class D, (3-mo. EURIBOR + 5.95%), 9.89%, 07/16/34

      100       105,916  

Unique Pub Finance Co. PLC, Series 02, Class N, 6.46%, 03/30/32(c)

    GBP       89       117,140  
     

 

 

 

Total Asset-Backed Securities — 0.2%

(Cost: $2,413,760)

        2,354,406  
     

 

 

 
            Shares         

Common Stocks

 

Capital Markets — 0.0%  

Ardagh MP USA, Inc., (Acquired 08/02/21, Cost: $1,599,353)(d)(e)

      162,646       551,370  
     

 

 

 
Security         

Shares

    Value  
Containers & Packaging — 0.1%              

Crown Holdings, Inc.

      16,740     $  1,326,812  
     

 

 

 
Electrical Equipment — 0.1%        

Sensata Technologies Holding PLC

      53,710       1,973,306  

SunPower Corp.(d)

      1,025       3,075  
     

 

 

 
        1,976,381  
Energy Equipment & Services — 0.0%              

Nine Energy Service, Inc.(d)

      2,390       5,354  
     

 

 

 
Hotels, Restaurants & Leisure — 0.1%              

Aramark

      29,480       958,698  
     

 

 

 
Metals & Mining — 0.2%        

Constellium SE, Class A(d)

      138,993       3,073,135  
     

 

 

 
Oil, Gas & Consumable Fuels(d) — 0.1%  

Kcad Holdings I Ltd.(f)

      2,223,465,984       22,235  

NGL Energy Partners LP

      100,709       580,084  
     

 

 

 
        602,319  
Real Estate Management & Development(d) — 0.0%  

ADLER Group SA(b)

      8,254       1,598  

ADLER Group SA

      3,728       716  
     

 

 

 
        2,314  
Semiconductors & Semiconductor Equipment — 0.0%  

Maxeon Solar Technologies Ltd.(d)

      128       426  
     

 

 

 
Specialized REITs — 0.3%                  

VICI Properties, Inc.

      143,766       4,282,789  
     

 

 

 

Total Common Stocks — 0.9%

(Cost: $36,777,923)

        12,779,598  
     

 

 

 
           

Par

(000)

        

Corporate Bonds

     
Aerospace & Defense(b) — 5.4%                  

AAR Escrow Issuer LLC, 6.75%, 03/15/29

    USD       1,413       1,423,872  

Bombardier, Inc.

     

7.13%, 06/15/26

      4,683       4,750,402  

7.88%, 04/15/27(g)

      961       961,672  

6.00%, 02/15/28

      3,089       3,038,571  

7.50%, 02/01/29

      1,537       1,582,701  

8.75%, 11/15/30

      2,381       2,542,375  

7.25%, 07/01/31(h)

      1,501       1,504,056  

Castlelake Aviation Finance DAC, 5.00%, 04/15/27

      178       171,441  

F-Brasile SpA/F-Brasile U.S. LLC, Series XR, 7.38%, 08/15/26

      3,695       3,676,225  

Global Aircraft Leasing Co. Ltd.(i) (6.50% Cash or 7.25% PIK), 6.50%, 09/15/24

      734       692,140  

Series 2021, (6.50% Cash or 7.25% PIK), 6.50%, 09/15/24

      1,619       1,540,173  

Spirit AeroSystems, Inc.

     

9.38%, 11/30/29

      2,657       2,898,221  

9.75%, 11/15/30

      2,077       2,323,261  

TransDigm, Inc.

     

6.75%, 08/15/28

      12,181       12,341,765  

6.38%, 03/01/29

      13,230       13,271,185  

7.13%, 12/01/31

      3,631       3,741,956  
 

 

 

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     1  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  
Aerospace & Defense (continued)                  

TransDigm, Inc. (continued)

     

6.63%, 03/01/32

    USD       13,365     $  13,502,539  

Triumph Group, Inc., 9.00%, 03/15/28

      4,599       4,848,413  
     

 

 

 
        74,810,968  
Air Freight & Logistics — 0.0%                  

Rand Parent LLC, 8.50%, 02/15/30(b)

      126       124,773  
     

 

 

 
Automobile Components — 2.3%        

Clarios Global LP, 6.75%, 05/15/25(b)

      1,456       1,457,296  

Clarios Global LP/Clarios U.S. Finance Co.

     

4.38%, 05/15/26(c)

    EUR       1,576       1,687,223  

6.25%, 05/15/26(b)

    USD       3,622       3,620,162  

8.50%, 05/15/27(b)

      14,182       14,203,450  

6.75%, 05/15/28(b)

      7,569       7,672,150  

Dana Financing Luxembourg SARL, 8.50%, 07/15/31(c)

    EUR       100       118,737  

Forvia SE(c)

     

2.75%, 02/15/27

      167       172,060  

5.50%, 06/15/31

      115       127,170  

Goodyear Europe BV, 2.75%, 08/15/28(c)

      100       96,962  

Goodyear Tire & Rubber Co., 5.63%, 04/30/33

    USD       311       284,032  

IHO Verwaltungs GmbH, (8.75% Cash or 9.50% PIK), 8.75%, 05/15/28(c)(i)

    EUR       116       135,471  

Phinia, Inc., 6.75%, 04/15/29(b)(h)

    USD       772       779,444  

Schaeffler AG(c)

     

4.50%, 08/14/26

    EUR       100       108,713  

4.75%, 08/14/29

      100       109,541  

Tenneco, Inc., 8.00%, 11/17/28(b)

    USD       738       673,379  

Titan International, Inc., 7.00%, 04/30/28

      136       134,201  

ZF Finance GmbH(c)

     

5.75%, 08/03/26

    EUR       200       221,884  

2.00%, 05/06/27

      200       200,666  

2.75%, 05/25/27

      100       102,604  
     

 

 

 
        31,905,145  
Automobiles — 1.1%  

Asbury Automotive Group, Inc.

     

4.50%, 03/01/28

    USD       90       85,688  

5.00%, 02/15/32(b)

      901       816,344  

Aston Martin Capital Holdings Ltd.

     

10.00%, 03/31/29(b)

      767       780,936  

10.38%, 03/31/29(c)

    GBP       104       133,533  

Carvana Co.(b)(i)

     

(12.00% PIK), 12.00%, 12/01/28

    USD       706       690,284  

(13.00% PIK), 13.00%, 06/01/30

      723       705,088  

(14.00% PIK), 14.00%, 06/01/31

      1,079       1,084,230  

Dealer Tire LLC/DT Issuer LLC, 8.00%, 02/01/28(b)

      1,030       1,025,290  

Ford Motor Co., 6.10%, 08/19/32

      2,863       2,901,121  

Ken Garff Automotive LLC, 4.88%, 09/15/28(b)

      680       628,926  

LCM Investments Holdings II LLC(b)

     

4.88%, 05/01/29

      968       889,721  

8.25%, 08/01/31

      1,940       2,029,545  

MajorDrive Holdings IV LLC, 6.38%, 06/01/29(b)

      1,406       1,318,658  

RCI Banque SA, (5-year EUR Swap + 2.85%), 2.63%, 02/18/30(a)(c)

    EUR       600       631,794  

Wabash National Corp., 4.50%, 10/15/28(b)

    USD       1,072       983,064  

ZF Europe Finance BV, 6.13%, 03/13/29(c)

    EUR       100       114,358  
     

 

 

 
        14,818,580  
Security         

Par

(000)

    Value  
Banks — 0.8%  

Alpha Bank SA, (1-year EUR Swap + 2.43%), 5.00%, 05/12/30(a)(c)

    EUR       125     $ 135,332  

Banca Monte dei Paschi di Siena SpA, (3-mo. EURIBOR + 2.05%), 4.75%, 03/15/29(a)(c)

      100       108,694  

Banco BPM SpA(a)(c)

     

(3-mo. EURIBOR + 2.35%), 4.88%, 01/17/30

      150       166,448  

(3-mo. EURIBOR + 2.80%), 6.00%, 06/14/28

      175       198,934  

Banco de Credito Social Cooperativo SA, (1-year EURIBOR ICE Swap + 4.27%), 7.50%, 09/14/29(a)(c)

      200       237,995  

Banco de Sabadell SA(a)(c)

     

(5-year EUR Swap + 2.95%), 2.50%, 04/15/31

      100       102,696  

(5-year EUR Swap + 3.15%), 6.00%, 08/16/33

      100       111,161  

Banco Espirito Santo SA(d)(j)

     

4.75%, 01/15/18(a)

      1,900       573,948  

4.00%, 01/21/19

      1,100       332,286  

Banco Santander SA, 6.92%, 08/08/33

    USD       1,000       1,046,470  

Commerzbank AG(a)(c)
(5-year EUR Swap + 6.36%), 6.13%(k)

    EUR       400       425,606  

(5-year EURIBOR ICE Swap + 3.70%), 6.75%, 10/05/33

      200       231,841  

(5-year EURIBOR ICE Swap + 4.30%), 6.50%, 12/06/32

      100       113,600  

First-Citizens Bank & Trust Co., 6.00%, 04/01/36

    USD       3,261       3,190,721  

Freedom Mortgage Corp.(b)

     

12.00%, 10/01/28

      541       589,693  

12.25%, 10/01/30

      537       590,584  

Intesa Sanpaolo SpA

     

5.71%, 01/15/26(b)

      400       396,523  

5.15%, 06/10/30(c)

    GBP       125       147,511  

(1-year CMT + 2.60%), 4.20%, 06/01/32(a)(b)

    USD       855       714,818  

(1-year CMT + 2.75%), 4.95%, 06/01/42(a)(b)

      630       469,985  

National Bank of Greece SA, (5-year EURIBOR ICE Swap + 3.15%), 5.88%, 06/28/35(a)(c)

    EUR       175       190,262  

State Street Corp., Series I, (5-year CMT + 2.61%), 6.70%(a)(k)

    USD       1,390       1,410,464  

UniCredit SpA, (5-year EUR Swap + 2.80%), 2.73%, 01/15/32(a)(c)

    EUR       200       204,710  
     

 

 

 
         11,690,282  
Beverages(c) — 0.0%                  

Davide Campari-Milano NV, 2.38%, 01/17/29(l)

      100       110,792  

Titan Holdings II BV, 5.13%, 07/15/29

      102       97,926  
     

 

 

 
        208,718  
Biotechnology(c) — 0.0%                  

Cidron Aida Finco SARL

     

5.00%, 04/01/28

      163       170,357  

6.25%, 04/01/28

    GBP       133       160,718  
     

 

 

 
        331,075  
Broadline Retail(b) — 0.1%                  

NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26

    USD       697       682,551  

Rakuten Group, Inc., 11.25%, 02/15/27

      1,108       1,173,913  
     

 

 

 
        1,856,464  
Building Products(b) — 2.0%                  

Advanced Drainage Systems, Inc., 6.38%, 06/15/30

      4,547       4,570,531  

Builders FirstSource, Inc., 6.38%, 03/01/34

      1,003       1,007,140  

Camelot Return Merger Sub, Inc., 8.75%, 08/01/28

      1,092       1,121,761  
 

 

 

2  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Building Products (continued)                  

Foundation Building Materials, Inc., 6.00%, 03/01/29

    USD       440     $ 404,616  

Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26

      386       383,413  

SRS Distribution, Inc.

     

4.63%, 07/01/28

      3,320       3,344,272  

6.13%, 07/01/29

      2,463       2,511,647  

6.00%, 12/01/29

      4,465       4,561,029  

White Cap Buyer LLC, 6.88%, 10/15/28

      7,572       7,426,982  

White Cap Parent LLC, (8.25% Cash or 9.00% PIK), 8.25%, 03/15/26(i)

      2,707       2,704,368  
     

 

 

 
        28,035,759  
Capital Markets — 1.6%                  

AG TTMT Escrow Issuer LLC, 8.63%, 09/30/27(b)

      708       732,935  

Apollo Debt Solutions BDC, 6.90%, 04/13/29(b)

      1,070       1,080,156  

Ares Capital Corp., 5.88%, 03/01/29

      600       598,205  

Aretec Group, Inc., 10.00%, 08/15/30(b)

      450       491,523  

Blackstone Private Credit Fund

     

3.25%, 03/15/27

      590       544,525  

6.25%, 01/25/31(b)

      833       836,484  

Blue Owl Capital Corp.

     

3.75%, 07/22/25

      1,102       1,069,014  

3.40%, 07/15/26

      333       313,723  

Blue Owl Capital Corp. II, 8.45%, 11/15/26(b)

      767       789,997  

Blue Owl Credit Income Corp.

     

5.50%, 03/21/25

      673       668,344  

3.13%, 09/23/26

      175       160,562  

7.75%, 09/16/27

      1,852       1,897,265  

6.65%, 03/15/31(b)

      1,410       1,375,939  

Compass Group Diversified Holdings LLC,

     

5.25%, 04/15/29(b)

      1,129       1,072,700  

HPS Corporate Lending Fund, 6.75%, 01/30/29(b)

      935       933,288  

Icahn Enterprises LP/Icahn Enterprises Finance Corp.

     

6.25%, 05/15/26

      282       272,222  

5.25%, 05/15/27

      4,462       4,032,491  

9.75%, 01/15/29(b)

      1,542       1,609,543  

4.38%, 02/01/29

      1,689       1,440,029  

JPMorgan Chase Financial Co. LLC, 0.50%, 06/15/27(l)

      1,053       1,163,565  

Lehman Brothers Holdings, Inc.(d)(j)

     

5.38%, 10/17/12

    EUR       350       1,510  

1.00%, 05/17/13

    USD       1,535       1,535  

4.75%, 01/16/14

    EUR       1,890       8,156  

1.00%, 02/05/14

      3,950       17,046  

1.00%, 12/31/49

    USD       430       430  

Oaktree Strategic Credit Fund, 8.40%, 11/14/28(b)

      861       913,289  
     

 

 

 
        22,024,476  
Chemicals — 2.3%                  

Axalta Coating Systems Dutch Holding B BV,

     

7.25%, 02/15/31(b)

      1,410       1,466,693  

Chemours Co.

     

5.38%, 05/15/27

      1,026       983,588  

5.75%, 11/15/28(b)

      1,320       1,217,170  

4.63%, 11/15/29(b)

      792       682,758  

FIS Fabbrica Italiana Sintetici SpA, 5.63%, 08/01/27(c)

    EUR       100       103,889  

Herens Holdco SARL, 4.75%, 05/15/28(b)

    USD       3,799       3,315,433  
Security         

Par

(000)

    Value  
Chemicals (continued)                  

Herens Midco SARL, 5.25%, 05/15/29(c)

    EUR       102     $ 71,627  

Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, 07/01/28(b)

    USD       1,557       1,535,977  

INEOS Finance PLC, 6.38%, 04/15/29(c)

    EUR       128       138,098  

INEOS Quattro Finance 2 PLC, Series APR,

     

8.50%, 03/15/29(c)(h)

      186       209,194  

Ingevity Corp., 3.88%, 11/01/28(b)

    USD       494       446,167  

Kobe U.S. Midco 2, Inc., (9.25% Cash or 10.00% PIK), 9.25%, 11/01/26(b)(i)

      1,415       1,206,629  

Kronos International, Inc., 9.50%, 03/15/29(c)

    EUR       170       195,326  

LSF11 A5 HoldCo LLC, 6.63%, 10/15/29(b)

    USD       725       652,818  

Nobian Finance BV, 3.63%, 07/15/26(c)

    EUR       106       110,609  

Olympus Water U.S. Holding Corp.

     

9.63%, 11/15/28(c)

      179       206,835  

9.75%, 11/15/28(b)

    USD       5,177       5,514,627  

SCIL IV LLC/SCIL USA Holdings LLC(c)

     

9.50%, 07/15/28

    EUR       100       117,565  

(3-mo. EURIBOR + 4.38%), 8.27%, 11/01/26(a)

      100       107,859  

Scotts Miracle-Gro Co.

     

4.50%, 10/15/29

    USD       229       207,244  

4.38%, 02/01/32

      1,696       1,462,185  

SK Invictus Intermediate II SARL, 5.00%, 10/30/29(b)

      3,950       3,520,890  

WR Grace Holdings LLC(b)

     

4.88%, 06/15/27

      733       696,629  

5.63%, 08/15/29

      6,651       5,951,910  

7.38%, 03/01/31

      1,174       1,188,749  
     

 

 

 
         31,310,469  
Commercial Services & Supplies — 5.1%                  

ADT Security Corp., 4.88%, 07/15/32(b)

      790       715,069  

Albion Financing 1 SARL/Aggreko Holdings, Inc., 6.13%, 10/15/26(b)

      940       931,411  

Allied Universal Holdco LLC, 7.88%, 02/15/31(b)

      5,118       5,183,495  

Allied Universal Holdco LLC/Allied Universal Finance Corp.(b)

     

6.63%, 07/15/26

      4,887       4,883,788  

9.75%, 07/15/27

      3,520       3,530,574  

6.00%, 06/01/29

      7,236       6,226,030  

Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL

     

4.63%, 06/01/28(b)

      3,374       3,076,461  

4.88%, 06/01/28(c)

    GBP       300       340,875  

APi Group DE, Inc., 4.75%, 10/15/29(b)

    USD       1,283       1,182,453  

APX Group, Inc.(b)

     

6.75%, 02/15/27

      1,620       1,626,606  

5.75%, 07/15/29

      1,478       1,421,098  

Aramark Services, Inc., 5.00%, 02/01/28(b)

      2,844       2,744,954  

BCP V Modular Services Finance II PLC(c)

     

4.75%, 11/30/28

    EUR       200       201,745  

6.13%, 11/30/28

    GBP       100       115,802  

Boels Topholding BV, 6.25%, 02/15/29(c)

    EUR       107       118,900  

Champions Financing, Inc., 8.75%, 02/15/29(b)

    USD       1,906       1,996,815  

EC Finance PLC, 3.00%, 10/15/26(c)

    EUR       109       114,201  

Fortress Transportation and Infrastructure Investors LLC(b)

     

6.50%, 10/01/25

    USD       3,704       3,698,451  

9.75%, 08/01/27

      2,442       2,528,540  

5.50%, 05/01/28

      4,066       3,939,625  

7.88%, 12/01/30

      3,652       3,835,009  
 

 

 

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     3  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Commercial Services & Supplies (continued)              

Garda World Security Corp.(b)

     

4.63%, 02/15/27

    USD       936     $ 896,868  

9.50%, 11/01/27

      492       493,184  

7.75%, 02/15/28

      3,360        3,445,646  

6.00%, 06/01/29

      500       447,522  

Herc Holdings, Inc., 5.50%, 07/15/27(b)

      4,416       4,337,346  

Inter Media and Communication SpA, 6.75%, 02/09/27(c)

    EUR       100       105,455  

Mavis Tire Express Services Topco Corp., 6.50%, 05/15/29(b)

    USD       763       725,683  

Neptune Bidco U.S., Inc., 9.29%, 04/15/29(b)

      1,976       1,868,454  

NESCO Holdings II, Inc., 5.50%, 04/15/29(b)

      1,353       1,280,076  

Paprec Holding SA, 7.25%, 11/17/29(c)

    EUR       100       114,908  

Prime Security Services Borrower LLC/Prime Finance, Inc., 6.25%, 01/15/28(b)

    USD       3,405       3,335,465  

Q-Park Holding I BV, 5.13%, 03/01/29(c)

    EUR       100       108,952  

Rekeep SpA, 7.25%, 02/01/26(c)

      100       96,898  

Sotheby’s/Bidfair Holdings, Inc., 5.88%, 06/01/29(b)

    USD       2,072       1,741,542  

Techem Verwaltungsgesellschaft 675 mbH, 2.00%, 07/15/25(c)

    EUR       220       232,667  

United Rentals North America, Inc., 6.13%, 03/15/34(b)

    USD       902       903,121  

Verisure Holding AB(c)

     

3.88%, 07/15/26

    EUR       140       148,528  

9.25%, 10/15/27

      100       115,302  

7.13%, 02/01/28

      100       112,455  

Williams Scotsman, Inc., 7.38%, 10/01/31(b)

    USD       1,966       2,043,370  
     

 

 

 
        70,965,344  
                   
Communications Equipment(b) — 0.6%                  

CommScope Technologies LLC, 6.00%, 06/15/25

      1,770       1,539,369  

CommScope, Inc., 6.00%, 03/01/26

      2,904       2,657,160  

Viasat, Inc.

     

5.63%, 09/15/25

      1,786       1,741,006  

5.63%, 04/15/27

      1,502       1,422,320  

7.50%, 05/30/31

      270       195,639  

Viavi Solutions, Inc., 3.75%, 10/01/29

      528       453,019  
     

 

 

 
        8,008,513  
Construction & Engineering — 0.7%                  

Brand Industrial Services, Inc., 10.38%, 08/01/30(b)

      7,805       8,450,185  

Dycom Industries, Inc., 4.50%, 04/15/29(b)

      90       84,129  

Infrastrutture Wireless Italiane SpA, 1.63%, 10/21/28(c)

    EUR       200       199,494  

Kier Group PLC, 9.00%, 02/15/29(c)

    GBP       122       157,012  

Pike Corp., 8.693%, 01/31/31(b)

    USD       461       489,890  
     

 

 

 
        9,380,710  
Construction Materials — 2.7%                  

American Builders & Contractors Supply Co., Inc., Series A, 3.88%, 11/15/29(b)

      1,603       1,440,960  

BCPE Empire Holdings, Inc., 7.63%, 05/01/27(b)

      2,306       2,251,786  

EMRLD Borrower LP/Emerald Co-Issuer, Inc.

     

6.38%, 12/15/30(b)

    EUR       840       951,364  

6.38%, 12/15/30(c)

      200       226,515  

6.63%, 12/15/30(b)

    USD       15,933       16,085,845  

HT Troplast GmbH, 9.38%, 07/15/28(c)

    EUR       124       139,945  

New Enterprise Stone & Lime Co., Inc.(b)

     

5.25%, 07/15/28

    USD       435       416,726  

9.75%, 07/15/28

      640       654,768  

PCF GmbH, 4.75%, 04/15/26(c)

    EUR       100       81,573  
Security         

Par

(000)

    Value  
Construction Materials (continued)                  

Resideo Funding, Inc., 4.00%, 09/01/29(b)

    USD       290     $ 259,298  

Smyrna Ready Mix Concrete LLC(b)

     

6.00%, 11/01/28

      4,762       4,654,175  

8.88%, 11/15/31

      3,579       3,825,561  

Standard Industries, Inc.

     

2.25%, 11/21/26(c)

    EUR       511       516,320  

5.00%, 02/15/27(b)

    USD       128       124,163  

4.75%, 01/15/28(b)

      100       95,438  

3.38%, 01/15/31(b)

      4,044       3,390,747  

Summit Materials LLC/Summit Materials Finance Corp., 7.25%, 01/15/31(b)

      2,402       2,496,608  
     

 

 

 
         37,611,792  
Consumer Discretionary — 0.0%                  

Techem Verwaltungsgesellschaft 674 mbH, 6.00%, 07/30/26(c)

    EUR       88       94,469  
     

 

 

 
Consumer Finance — 2.7%                  

Bread Financial Holdings, Inc., 9.75%, 03/15/29(b)

    USD       721       750,328  

Encore Capital Group, Inc., 5.38%, 02/15/26(c)

    GBP       100       123,042  

Ford Motor Credit Co. LLC

     

7.35%, 03/06/30

    USD       3,382       3,605,745  

7.20%, 06/10/30

      1,800       1,910,464  

Global Payments, Inc., 1.50%, 03/01/31(b)(l)

      2,786       2,944,802  

GTCR W-2 Merger Sub LLC, 7.50%, 01/15/31(b)

      5,445       5,699,897  

Navient Corp., 9.38%, 07/25/30

      959       1,025,919  

Nexi SpA, 0.00%, 02/24/28(c)(l)(m)

    EUR       200       185,010  

OneMain Finance Corp.

     

7.13%, 03/15/26

    USD       629       640,414  

6.63%, 01/15/28

      3,592       3,603,537  

9.00%, 01/15/29

      1,443       1,531,185  

5.38%, 11/15/29

      705       662,850  

7.88%, 03/15/30

      2,088       2,153,920  

4.00%, 09/15/30

      558       477,562  

Sabre GLBL, Inc.(b)

     

8.63%, 06/01/27

      2,300       2,018,301  

11.25%, 12/15/27

      101       94,789  

Verscend Escrow Corp., 9.75%, 08/15/26(b)

      10,288       10,316,899  

Worldline SA/France, 0.00%, 07/30/26(c)(l)(m)

    EUR       164       160,018  
     

 

 

 
        37,904,682  
Consumer Staples Distribution & Retail — 0.8%        

Albertsons Cos., Inc./Safeway, Inc./New

     

Albertsons LP/Albertsons LLC, 6.50%, 02/15/28(b)

    USD       2,462       2,488,129  

Bellis Acquisition Co. PLC(c)

     

3.25%, 02/16/26

    GBP       200       238,008  

4.50%, 02/16/26

      328       398,461  

Market Bidco Finco PLC, 5.50%, 11/04/27(c)

      156       179,273  

Performance Food Group, Inc.(b)

     

5.50%, 10/15/27

    USD       2,744       2,693,678  

4.25%, 08/01/29

      81       74,229  

Picard Groupe SAS, 3.88%, 07/01/26(c)

    EUR       112       118,149  

Post Holdings, Inc.(b)

     

5.50%, 12/15/29

    USD       734       709,302  

4.50%, 09/15/31

      215       193,391  

6.25%, 02/15/32

      1,407       1,417,254  

Premier Foods Finance PLC, 3.50%, 10/15/26(c)

    GBP       100       120,501  

U.S. Foods, Inc.(b)

     

6.88%, 09/15/28

    USD       814       833,257  
 

 

 

4  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Consumer Staples Distribution & Retail (continued)        

U.S. Foods, Inc.(b) (continued)

     

7.25%, 01/15/32

    USD       1,232     $ 1,282,179  

United Natural Foods, Inc., 6.75%, 10/15/28(b)

      454       377,090  
     

 

 

 
         11,122,901  
Containers & Packaging — 3.7%                  

Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC

     

6.00%, 06/15/27(b)

      2,141       2,078,416  

3.25%, 09/01/28(b)

      1,708       1,475,407  

3.00%, 09/01/29(c)

    EUR       464       383,275  

4.00%, 09/01/29(b)

    USD       5,662       4,563,863  

Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.

     

5.25%, 04/30/25(b)

      2,355       2,275,001  

2.13%, 08/15/26(c)

    EUR       1,370       1,271,101  

4.13%, 08/15/26(b)

    USD       2,010       1,818,475  

4.75%, 07/15/27(c)

    GBP       100       75,098  

5.25%, 08/15/27(b)

    USD       868       546,840  

Clydesdale Acquisition Holdings, Inc.(b)

     

6.63%, 04/15/29

      2,900       2,897,669  

8.75%, 04/15/30

      4,356       4,279,941  

Crown European Holdings SA(c)

     

3.38%, 05/15/25

    EUR       100       106,956  

5.00%, 05/15/28

      100       110,837  

Fiber Bidco SpA(c)

     

11.00%, 10/25/27

      100       117,068  

(3-mo. EURIBOR + 4.00%), 7.89%, 01/15/30(a)

      100       108,297  

Graphic Packaging International LLC, 2.63%, 02/01/29(c)

      556       556,371  

Kleopatra Finco SARL, 4.25%, 03/01/26(c)

      100       91,055  

LABL, Inc.(b)

     

6.75%, 07/15/26

    USD       367       362,570  

5.88%, 11/01/28

      1,085       997,770  

9.50%, 11/01/28

      2,391       2,418,628  

Mauser Packaging Solutions Holding Co.(b)

     

7.88%, 08/15/26

      15,793       16,089,135  

9.25%, 04/15/27

      370       367,053  

OI European Group BV

     

6.25%, 05/15/28(b)

    EUR       620       697,034  

6.25%, 05/15/28(c)

      100       112,425  

Owens-Brockway Glass Container, Inc.(b)

     

6.63%, 05/13/27

    USD       211       211,119  

7.25%, 05/15/31

      1,005       1,023,594  

Sealed Air Corp./Sealed Air Corp. U.S., 6.13%, 02/01/28(b)

      484       485,004  

Trident TPI Holdings, Inc., 12.75%, 12/31/28(b)

      621       662,570  

Trivium Packaging Finance BV(b)

     

5.50%, 08/15/26

      4,581       4,516,763  

8.50%, 08/15/27

      400       395,010  
     

 

 

 
        51,094,345  
Diversified Consumer Services — 0.6%                  

La Financiere Atalian SASU, 3.50%, 06/30/28

    EUR       443       412,849  

Sotheby’s, 7.38%, 10/15/27(b)

    USD       5,001       4,656,336  

Wand NewCo 3, Inc., 7.63%, 01/30/32(b)

      3,141       3,248,507  
     

 

 

 
        8,317,692  
Diversified REITs — 0.7%                  

Global Net Lease, Inc./Global Net Lease Operating Partnership LP, 3.75%, 12/15/27(b)

      590       504,855  
Security          Par
(000)
    Value  
Diversified REITs (continued)                  

GLP Capital LP/GLP Financing II, Inc., 3.25%, 01/15/32

    USD       1,228     $ 1,033,765  

HAT Holdings I LLC/HAT Holdings II LLC(b)

     

3.38%, 06/15/26

      1,021       961,685  

8.00%, 06/15/27

      1,059       1,104,219  

Iron Mountain Information Management Services, Inc., 5.00%, 07/15/32(b)

      776       708,698  

MPT Operating Partnership LP/MPT Finance Corp.

     

2.50%, 03/24/26

    GBP       793       853,907  

5.25%, 08/01/26

    USD       286       261,812  

5.00%, 10/15/27

      260       217,750  

4.63%, 08/01/29

      4,092       3,140,483  

3.50%, 03/15/31

      25       17,166  

VICI Properties LP

     

5.63%, 05/15/52

      496       459,660  

6.13%, 04/01/54

      565       557,276  
     

 

 

 
         9,821,276  
Diversified Telecommunication Services — 5.8%        

Cablevision Lightpath LLC(b)

     

3.88%, 09/15/27

      600       538,732  

5.63%, 09/15/28

      1,201       1,002,256  

Cellnex Telecom SA(c)

     

2.13%, 08/11/30(l)

    EUR       300       331,325  

1.75%, 10/23/30

      100       95,993  

Series CLNX, 0.75%, 11/20/31(l)

      100       92,171  

Frontier Communications Holdings LLC(b)

     

5.88%, 10/15/27

    USD       251       243,002  

5.00%, 05/01/28

      345       320,233  

8.75%, 05/15/30

      13,640       13,956,756  

8.63%, 03/15/31

      1,334       1,362,453  

Global Switch Finance BV, 1.38%, 10/07/30(c)

    EUR       106       105,442  

Iliad Holding SASU(b)

     

6.50%, 10/15/26

    USD       7,579       7,508,011  

7.00%, 10/15/28

      1,495       1,479,620  

Kaixo Bondco Telecom SA, 5.13%, 09/30/29(c)

    EUR       100       104,320  

Level 3 Financing, Inc.(b)

     

10.50%, 04/15/29

    USD       6,723       6,857,460  

4.88%, 06/15/29

      5,053       3,372,878  

11.00%, 11/15/29

      4,296       4,468,269  

10.50%, 05/15/30

      7,309       7,473,453  

3.88%, 10/15/30

      416       245,440  

Lorca Telecom Bondco SA, 4.00%, 09/18/27(c)

    EUR       274       286,348  

Lumen Technologies, Inc.(b)

     

4.13%, 04/15/29

    USD       845       532,019  

4.13%, 04/15/30

      844       523,575  

Sable International Finance Ltd., 5.75%, 09/07/27(b)

      539       517,758  

SoftBank Group Corp.(c)

     

2.13%, 07/06/24

    EUR       249       265,947  

4.75%, 07/30/25

      100       108,155  

3.88%, 07/06/32

      300       289,671  

Telecom Italia Capital SA

     

6.38%, 11/15/33

    USD       938       887,408  

6.00%, 09/30/34

      2,752       2,517,127  

7.20%, 07/18/36

      497       485,119  

7.72%, 06/04/38

      224       224,381  

Telecom Italia SpA/Milano

     

5.30%, 05/30/24(b)

      322       320,248  

2.75%, 04/15/25(c)

    EUR       139       146,217  
 

 

 

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     5  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Diversified Telecommunication Services (continued)        

Telecom Italia SpA/Milano (continued)

     

7.88%, 07/31/28(c)

    EUR       213     $ 251,915  

1.63%, 01/18/29(c)

      143       132,518  

Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 10.50%, 02/15/28(b)

    USD       7,459       7,732,957  

Windstream Escrow LLC/Windstream Escrow Finance Corp., 7.75%, 08/15/28(b)

      644       596,067  

Zayo Group Holdings, Inc.(b)

     

4.00%, 03/01/27

      15,198        12,510,127  

6.13%, 03/01/28

      2,964       2,074,116  
     

 

 

 
        79,959,487  
Electric Utilities — 1.0%                  

Edison International, Series A, (5-year CMT + 4.70%), 5.38%(a)(k)

      2,940       2,845,003  

EDP - Energias de Portugal SA(a)(c)

     

(5-year EUR Swap + 1.84%), 1.70%, 07/20/80

    EUR       100       103,578  

(5-year EUR Swap + 2.38%), 1.88%, 08/02/81

      200       202,284  

EnBW Energie Baden-Wuerttemberg AG, (5-year EURIBOR ICE Swap + 2.66%), 5.25%, 01/23/84(a)(c)

      100       110,287  

FirstEnergy Corp., 4.00%, 05/01/26(b)(l)

    USD       2,225       2,211,650  

NextEra Energy Operating Partners LP(b)

     

3.88%, 10/15/26

      345       321,752  

7.25%, 01/15/29

      866       886,059  

PG&E Corp., 4.25%, 12/01/27(b)(l)

      2,224       2,234,008  

Talen Energy Supply LLC, 8.63%, 06/01/30(b)

      716       765,657  

TransAlta Corp., 7.75%, 11/15/29

      590       613,299  

Vistra Operations Co. LLC(b)

     

7.75%, 10/15/31

      1,921       2,011,825  

6.95%, 10/15/33

      1,110       1,184,772  
     

 

 

 
        13,490,174  
Electrical Equipment — 0.2%                  

Nexans SA, 4.25%, 03/11/30(c)

    EUR       100       108,424  

WESCO Distribution, Inc.(b)

     

6.38%, 03/15/29

    USD       1,147       1,158,792  

6.63%, 03/15/32

      1,153       1,171,665  
     

 

 

 
        2,438,881  
Electronic Equipment, Instruments & Components(b) — 0.1%  

Coherent Corp., 5.00%, 12/15/29

      953       897,578  

Sensata Technologies, Inc., 3.75%, 02/15/31

      79       68,335  
     

 

 

 
        965,913  
Energy Equipment & Services — 1.6%                  

Archrock Partners LP/Archrock Partners Finance Corp.(b)

     

6.88%, 04/01/27

      3,608       3,618,950  

6.25%, 04/01/28

      801       792,539  

Borr IHC Ltd./Borr Finance LLC(b)

     

10.00%, 11/15/28

      1,514       1,574,560  

10.38%, 11/15/30

      997       1,036,880  

Enerflex Ltd., 9.00%, 10/15/27(b)

      1,227       1,260,704  

Kodiak Gas Services LLC, 7.25%, 02/15/29(b)

      2,606       2,654,440  

Nine Energy Service, Inc., 13.00%, 02/01/28

      191       157,160  

Oceaneering International, Inc., 6.00%, 02/01/28

      369       363,546  

Patterson-UTI Energy, Inc., 7.15%, 10/01/33

      510       548,272  

Seadrill Finance Ltd., 8.38%, 08/01/30(b)

      1,273       1,335,618  

USA Compression Partners LP/USA Compression Finance Corp.

     

6.88%, 04/01/26

      3,269       3,265,241  

6.88%, 09/01/27

      1,327       1,330,157  
Security          Par
(000)
    Value  
Energy Equipment & Services (continued)                  

USA Compression Partners LP/USA Compression Finance Corp. (continued)

     

7.13%, 03/15/29(b)

    USD       2,153     $ 2,179,817  

Vallourec SACA, 8.50%, 06/30/26(c)

    EUR       138       150,185  

Weatherford International Ltd., 8.63%, 04/30/30(b)

    USD       2,176       2,271,677  
     

 

 

 
         22,539,746  
Entertainment — 0.4%                  

Allwyn Entertainment Financing U.K. PLC

     

7.88%, 04/30/29(b)

      800       819,500  

7.25%, 04/30/30(c)

    EUR       100       113,279  

CPUK Finance Ltd.(c)

     

4.50%, 08/28/27

    GBP       100       114,754  

3.59%, 02/28/42

      101       123,893  

Lions Gate Capital Holdings LLC, 5.50%,

     

04/15/29(b)

    USD       1,076       823,179  

Live Nation Entertainment, Inc., 4.75%,

     

10/15/27(b)

      3,015       2,878,804  

Motion Finco SARL, 7.38%, 06/15/30(c)

    EUR       100       112,468  

Odeon Finco PLC, 12.75%, 11/01/27(b)

    USD       503       510,310  
     

 

 

 
        5,496,187  
Environmental, Maintenance & Security Service — 1.7%  

Clean Harbors, Inc., 6.38%, 02/01/31(b)

      1,065       1,072,821  

Covanta Holding Corp.

     

4.88%, 12/01/29(b)

      2,689       2,410,018  

5.00%, 09/01/30

      454       400,102  

GFL Environmental, Inc.(b)

     

4.00%, 08/01/28

      3,809       3,510,673  

4.75%, 06/15/29

      2,070       1,946,711  

4.38%, 08/15/29

      3,161       2,912,142  

6.75%, 01/15/31

      3,487       3,573,523  

Waste Pro USA, Inc., 5.50%, 02/15/26(b)

      7,766       7,648,565  
     

 

 

 
        23,474,555  
Financial Services — 2.0%                  

Blue Owl Technology Finance Corp. II, 6.75%, 04/04/29(b)(h)

      522       515,525  

Enact Holdings, Inc., 6.50%, 08/15/25(b)

      1,779       1,778,644  

Freedom Mortgage Holdings LLC, 9.25%, 02/01/29(b)

      309       316,245  

Garfunkelux Holdco 3 SA, 6.75%, 11/01/25(c)

    EUR       100       75,878  

GGAM Finance Ltd.(b)

     

7.75%, 05/15/26

    USD       237       241,885  

8.00%, 02/15/27

      2,025       2,090,853  

8.00%, 06/15/28

      640       668,371  

6.88%, 04/15/29(h)

      1,248       1,252,680  

Intrum AB(c)

     

3.50%, 07/15/26

    EUR       117       81,415  

9.25%, 03/15/28

      100       69,133  

Jefferies Finance LLC/JFIN Co.-Issuer Corp., 5.00%, 08/15/28(b)

    USD       1,679       1,543,987  

Macquarie Airfinance Holdings Ltd.(b)

     

8.38%, 05/01/28

      579       613,720  

6.40%, 03/26/29

      285       289,509  

8.13%, 03/30/29

      1,523       1,610,758  

6.50%, 03/26/31

      745       758,284  

Nationstar Mortgage Holdings, Inc.(b)

     

5.00%, 02/01/26

      7,379       7,221,122  

6.00%, 01/15/27

      85       83,794  

5.13%, 12/15/30

      324       293,959  

5.75%, 11/15/31

      1,505       1,388,138  
 

 

 

6  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Financial Services (continued)                  

Nationstar Mortgage Holdings, Inc.(b) (continued)

 

 

7.13%, 02/01/32

    USD       3,901     $ 3,874,285  

PennyMac Financial Services, Inc., 7.88%, 12/15/29(b)

      1,449       1,488,913  

Rocket Mortgage LLC/Rocket Mortgage Co-

     

Issuer, Inc.(b)

     

3.88%, 03/01/31

      784       683,020  

4.00%, 10/15/33

      431       365,096  

Stena International SA, 7.25%, 01/15/31(b)

      200       199,491  
     

 

 

 
         27,504,705  
Food Products — 0.9%                  

Aramark International Finance SARL, 3.13%, 04/01/25(c)

    EUR       582       619,954  

Chobani LLC/Chobani Finance Corp., Inc.(b)

     

4.63%, 11/15/28

    USD       3,990       3,720,824  

7.63%, 07/01/29

      6,033       6,115,955  

Darling Global Finance BV, 3.63%, 05/15/26(c)

    EUR       457       485,639  

Elior Group SA, 3.75%, 07/15/26(c)

      112       112,831  

Fiesta Purchaser, Inc., 7.88%, 03/01/31(b)

    USD       758       782,787  

Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.63%, 03/01/29(b)

      512       452,460  

Tereos Finance Groupe I SA, 7.25%, 04/15/28(c)

    EUR       100       113,953  
     

 

 

 
        12,404,403  
Gas Utilities — 0.2%                  

AmeriGas Partners LP/AmeriGas Finance Corp., 9.38%, 06/01/28(b)

    USD       1,593       1,649,567  

Suburban Propane Partners LP/Suburban Energy Finance Corp., 5.00%, 06/01/31(b)

      537       489,574  

UGI International LLC, 2.50%, 12/01/29(c)

    EUR       100       96,533  
     

 

 

 
        2,235,674  
Ground Transportation — 0.4%                  

Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 8.00%, 02/15/31(b)

    USD       1,215       1,213,025  

GN Bondco LLC, 9.50%, 10/15/31(b)

      1,669       1,666,016  

Mobico Group PLC, (5-year UK Government Bond + 4.14%), 4.25%(a)(c)(k)

    GBP       154       177,698  

Uber Technologies, Inc.(l)

     

0.00%, 12/15/25(m)

    USD       419       470,327  

Series 2028, 0.88%, 12/01/28(b)

      1,338       1,655,106  
     

 

 

 
        5,182,172  
Health Care Equipment & Supplies — 1.1%                  

Avantor Funding, Inc.(c)

     

2.63%, 11/01/25

    EUR       527       554,340  

3.88%, 07/15/28

      100       104,648  

Bausch & Lomb Escrow Corp., 8.38%, 10/01/28(b)

    USD       7,294       7,546,810  

Medline Borrower LP, 5.25%, 10/01/29(b)

      5,797       5,479,142  

Neogen Food Safety Corp., 8.63%, 07/20/30(b)

      963       1,037,395  
     

 

 

 
        14,722,335  
Health Care Providers & Services — 3.8%                  

Acadia Healthcare Co., Inc., 5.50%, 07/01/28(b)

      286       278,417  

AHP Health Partners, Inc., 5.75%, 07/15/29(b)

      2,061       1,875,512  

Catalent Pharma Solutions, Inc.(b)

     

5.00%, 07/15/27

      1,857       1,828,625  

3.13%, 02/15/29

      3,659       3,496,464  

3.50%, 04/01/30

      524       499,063  

CHS/Community Health Systems, Inc.(b) 5.63%, 03/15/27

      579       532,912  
Security         

Par

(000)

    Value  
Health Care Providers & Services (continued)        

CHS/Community Health Systems, Inc.(b) (continued)

     

6.00%, 01/15/29

    USD       3,050     $ 2,664,474  

5.25%, 05/15/30

      5,001       4,077,876  

4.75%, 02/15/31

      3,779       2,916,432  

Encompass Health Corp., 4.63%, 04/01/31

      193       175,476  

Ephios Subco 3 SARL, 7.88%, 01/31/31(c)

    EUR       118       133,537  

Fortrea Holdings, Inc., 7.50%, 07/01/30(b)

    USD       1,036       1,069,446  

IQVIA, Inc.(c)

     

1.75%, 03/15/26

    EUR       330       340,192  

2.25%, 03/15/29

      100       97,096  

Legacy LifePoint Health LLC, 4.38%, 02/15/27(b)

    USD       1,193       1,136,828  

LifePoint Health, Inc.(b)

     

9.88%, 08/15/30

      1,084       1,133,909  

11.00%, 10/15/30

      2,846       3,041,779  

Medline Borrower LP/Medline Co-Issuer, Inc.,

     

6.25%, 04/01/29(b)

      2,197       2,206,837  

ModivCare, Inc., 5.88%, 11/15/25(b)

      2,245       2,186,298  

Prime Healthcare Services, Inc., 7.25%, 11/01/25(b)

      259       257,628  

RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc., 9.75%, 12/01/26(b)

      499       499,672  

Star Parent, Inc., 9.00%, 10/01/30(b)

      5,512       5,833,383  

Surgery Center Holdings, Inc.(b)

     

10.00%, 04/15/27

      1,948       1,951,588  

7.25%, 04/15/32(h)

      3,221       3,246,013  

Tenet Healthcare Corp.

     

6.13%, 06/15/30

      3,898       3,889,058  

6.75%, 05/15/31(b)

      6,830       6,954,511  
     

 

 

 
         52,323,026  
Health Care Technology — 0.8%                  

AthenaHealth Group, Inc., 6.50%, 02/15/30(b)

      12,036       11,008,351  
     

 

 

 
Hotel & Resort REITs — 1.3%                  

RHP Hotel Properties LP/RHP Finance Corp.(b)

     

7.25%, 07/15/28

      1,748       1,800,115  

4.50%, 02/15/29

      4,594       4,289,652  

6.50%, 04/01/32

      4,003       4,016,510  

RLJ Lodging Trust LP, 4.00%, 09/15/29(b)

      749       660,258  

Service Properties Trust

     

7.50%, 09/15/25

      894       906,051  

8.63%, 11/15/31(b)

      5,772       6,155,474  
     

 

 

 
        17,828,060  
Hotels, Restaurants & Leisure — 9.4%                  

Boyd Gaming Corp., 4.75%, 06/15/31(b)

      131       120,382  

Boyne USA, Inc., 4.75%, 05/15/29(b)

      1,869       1,732,511  

Caesars Entertainment, Inc.(b)

     

8.13%, 07/01/27

      9,342       9,567,712  

4.63%, 10/15/29

      2,159       1,968,729  

7.00%, 02/15/30

      8,047       8,260,125  

6.50%, 02/15/32

      3,491       3,521,742  

Carnival Corp.

     

7.63%, 03/01/26(b)

      842       851,901  

7.63%, 03/01/26(c)

    EUR       206       226,515  

5.75%, 03/01/27(b)

    USD       3,982       3,941,127  

6.00%, 05/01/29(b)

      4,345       4,287,254  

7.00%, 08/15/29(b)

      878       915,741  

Carnival Holdings Bermuda Ltd., 10.38%, 05/01/28(b)

      12,966       14,144,078  
 

 

 

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     7  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Hotels, Restaurants & Leisure (continued)        

CCM Merger, Inc., Series 2020, 6.38%, 05/01/26(b)

    USD       485     $ 484,550  

Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op

     

Series 2020, 5.38%, 04/15/27

      406       399,933  

Series 2020, 6.50%, 10/01/28

      293       293,998  

Churchill Downs, Inc.(b)

     

4.75%, 01/15/28

      4,469       4,254,327  

5.75%, 04/01/30

      1,065       1,028,046  

6.75%, 05/01/31

      10,229        10,286,139  

Cirsa Finance International SARL(c)

     

6.50%, 03/15/29

    EUR       100       110,376  

(3-mo. EURIBOR + 4.50%), 8.41%, 07/31/28(a)

      100       109,773  

Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.(b)

     

4.63%, 01/15/29

    USD       4,313       3,954,917  

6.75%, 01/15/30

      671       602,499  

Hilton Domestic Operating Co., Inc., 6.13%, 04/01/32(b)

      1,031       1,035,386  

Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Escrow Esc, 6.63%, 01/15/32(b)

      1,205       1,209,865  

IRB Holding Corp., 7.00%, 06/15/25(b)

      794       794,018  

Life Time, Inc.(b)

     

5.75%, 01/15/26

      1,652       1,638,598  

8.00%, 04/15/26

      1,262       1,277,242  

Light & Wonder International, Inc.(b)

     

7.00%, 05/15/28

      706       711,202  

7.25%, 11/15/29

      241       247,403  

7.50%, 09/01/31

      1,096       1,139,734  

Lindblad Expeditions Holdings, Inc., 9.00%, 05/15/28(b)

      1,313       1,388,445  

Lindblad Expeditions LLC, 6.75%, 02/15/27(b)

      1,551       1,562,997  

Lottomatica SpA/Roma, (3-mo. EURIBOR + 4.00%), 7.94%, 12/15/30(a)(c)

    EUR       100       109,234  

Melco Resorts Finance Ltd.(b)

     

4.88%, 06/06/25

    USD       1,071       1,044,225  

5.63%, 07/17/27

      200       191,187  

5.75%, 07/21/28

      600       567,481  

5.38%, 12/04/29

      3,980       3,622,556  

Merlin Entertainments Group US Holdings, Inc., 7.38%, 02/15/31(b)

      1,935       1,949,569  

MGM China Holdings Ltd.(b)

     

5.38%, 05/15/24

      200       199,500  

5.25%, 06/18/25

      600       591,562  

5.88%, 05/15/26

      200       197,250  

4.75%, 02/01/27

      440       418,244  

Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., 4.88%, 05/01/29(b)

      578       535,203  

Motion Bondco DAC, 6.63%, 11/15/27(b)

      861       832,067  

NCL Corp. Ltd.(b)

     

5.88%, 03/15/26

      2,002       1,976,276  

8.38%, 02/01/28

      719       759,497  

8.13%, 01/15/29

      631       667,715  

7.75%, 02/15/29

      1,782       1,850,208  

NCL Finance Ltd., 6.13%, 03/15/28(b)

      849       838,402  

Ontario Gaming GTA LP, 8.00%, 08/01/30(b)

      1,481       1,525,389  

Pinnacle Bidco PLC(c)

     

8.25%, 10/11/28

    EUR       100       112,542  
Security          Par
(000)
    Value  
Hotels, Restaurants & Leisure (continued)                  

Pinnacle Bidco PLC(c) (continued)

     

10.00%, 10/11/28

    GBP       100     $ 131,580  

Premier Entertainment Sub LLC/Premier Entertainment Finance Corp., 5.63%, 09/01/29(b)

    USD       1,188       906,954  

Raising Cane’s Restaurants LLC, 9.38%, 05/01/29(b)

      721       779,214  

Royal Caribbean Cruises Ltd.(b)

     

9.25%, 01/15/29

      894       958,873  

6.25%, 03/15/32

      1,714       1,727,643  

Scientific Games Holdings LP/Scientific Games U.S. FinCo, Inc., 6.63%, 03/01/30(b)

      1,028       993,814  

Six Flags Entertainment Corp., 7.25%, 05/15/31(b)

      4,662       4,723,114  

Station Casinos LLC(b)

     

4.63%, 12/01/31

      2,431       2,184,971  

6.63%, 03/15/32

      1,072       1,082,901  

Stonegate Pub Co. Financing PLC, 8.00%, 07/13/25(c)

    GBP       159       194,840  

TUI AG, 5.88%, 03/15/29(c)

    EUR       120       131,332  

TUI Cruises GmbH, 6.50%, 05/15/26(c)

      100       108,546  

Viking Cruises Ltd.(b)

     

5.88%, 09/15/27

    USD       1,436       1,408,881  

7.00%, 02/15/29

      269       270,164  

9.13%, 07/15/31

      3,780       4,133,850  

Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29(b)

      886       862,238  

Wynn Macau Ltd.(b)

     

5.50%, 01/15/26

      962       934,035  

5.50%, 10/01/27

      200       191,250  

5.63%, 08/26/28

      4,507       4,267,566  

5.13%, 12/15/29

      661       601,923  

Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.(b)

     

5.13%, 10/01/29

      1,884       1,784,809  

7.13%, 02/15/31

      2,390       2,473,401  
     

 

 

 
         130,907,271  
Household Durables(b) — 0.6%                  

Ashton Woods USA LLC/Ashton Woods Finance Co.

     

4.63%, 04/01/30

      636       581,093  

Series B, 6.63%, 01/15/28

      406       407,599  

Beazer Homes USA, Inc., 7.50%, 03/15/31

      451       455,469  

Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC, 5.00%, 06/15/29

      1,154       1,046,828  

Dream Finders Homes, Inc., 8.25%, 08/15/28

      607       633,647  

LGI Homes, Inc., 8.75%, 12/15/28

      453       477,975  

Mattamy Group Corp., 4.63%, 03/01/30

      903       819,240  

New Home Co., Inc.

     

8.25%, 10/15/27

      90       91,645  

9.25%, 10/01/29(h)

      1,145       1,150,725  

STL Holding Co. LLC, 8.75%, 02/15/29

      618       634,247  

SWF Escrow Issuer Corp., 6.50%, 10/01/29

      808       597,558  

Tempur Sealy International, Inc.

     

4.00%, 04/15/29

      19       17,243  

3.88%, 10/15/31

      1,434       1,217,761  
     

 

 

 
        8,131,030  
Household Products — 0.1%                  

Spectrum Brands, Inc., 3.88%, 03/15/31(b)

      862       830,335  
     

 

 

 
 

 

 

8  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Independent Power and Renewable Electricity Producers — 0.5%  

Alexander Funding Trust II, 7.47%, 07/31/28(b)

    USD       910     $ 962,143  

Calpine Corp.(b)

     

5.13%, 03/15/28

      300       287,923  

4.63%, 02/01/29

      2,297       2,125,911  

5.00%, 02/01/31

      187       171,535  

Clearway Energy Operating LLC(b)

     

4.75%, 03/15/28

      133       126,422  

3.75%, 01/15/32

      104       87,431  

Cullinan Holdco Scsp, 4.63%, 10/15/26(c)

    EUR       100       96,260  

NextEra Energy Partners LP(b)(l)

     

0.00%, 11/15/25(m)

    USD       1,063       943,413  

2.50%, 06/15/26

      1,063       956,653  

NRG Energy, Inc., 7.00%, 03/15/33(b)

      980       1,045,715  
     

 

 

 
        6,803,406  
Insurance — 9.5%                  

Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer(b)

     

4.25%, 10/15/27

      5,021       4,727,068  

6.75%, 10/15/27

      12,648       12,461,109  

6.75%, 04/15/28

      3,113       3,134,972  

5.88%, 11/01/29

      5,704       5,298,950  

7.00%, 01/15/31

      5,451       5,505,614  

AmWINS Group, Inc.(b)

     

6.38%, 02/15/29

      721       724,892  

4.88%, 06/30/29

      878       819,510  

Ardonagh Finco Ltd.

     

6.88%, 02/15/31(c)

    EUR       179       190,217  

7.75%, 02/15/31(b)

    USD       3,593       3,576,781  

Ardonagh Group Finance Ltd., 8.88%, 02/15/32(b)

      3,214       3,173,255  

AssuredPartners, Inc., 7.50%, 02/15/32(b)

      1,975       1,940,744  

AXA SA, (5-year EURIBOR ICE Swap + 3.84%), 6.38%, 12/31/99(a)(c)(k)

    EUR       125       140,071  

FWD Group Holdings Ltd., 8.40%, 04/05/29(b)(h)

    USD       3,125       3,234,375  

Galaxy Bidco Ltd., 6.50%, 07/31/26(c)

    GBP       100       124,274  

Howden UK Refinance PLC/Howden UK Refinance 2 PLC/Howden US Refinance LLC(b)

     

7.25%, 02/15/31

    USD       8,841       8,874,391  

8.13%, 02/15/32

      4,366       4,403,054  

HUB International Ltd.(b)

     

7.25%, 06/15/30

      18,052       18,551,986  

7.38%, 01/31/32

      20,648       20,787,044  

Jones Deslauriers Insurance Management, Inc.(b)

     

8.50%, 03/15/30

      2,894       3,016,648  

10.50%, 12/15/30

      1,397       1,474,156  

NFP Corp.(b)

     

6.88%, 08/15/28

      7,366       7,460,012  

7.50%, 10/01/30

      4,085       4,303,572  

8.50%, 10/01/31

      1,081       1,189,703  

Panther Escrow Issuer LLC, 7.13%, 06/01/31(b)(h)

      14,531       14,773,813  

USI, Inc./New York, 7.50%, 01/15/32(b)

      2,420       2,424,458  
     

 

 

 
         132,310,669  
Interactive Media & Services — 0.2%                  

Acuris Finance U.S., Inc./Acuris Finance SARL, 5.00%, 05/01/28(b)

      2,632       2,391,543  

iliad SA(c)

     

5.38%, 06/14/27

    EUR       100       109,901  
Security          Par
(000)
    Value  
Interactive Media & Services (continued)  

iliad SA(c) (continued)

 

5.38%, 02/15/29

    EUR       300     $ 328,845  

5.63%, 02/15/30

      100       110,733  
     

 

 

 
         2,941,022  
Internet Software & Services(b) — 0.5%                  

ANGI Group LLC, 3.88%, 08/15/28

    USD       869       754,308  

Lyft, Inc., 0.63%, 03/01/29(l)

      824       962,528  

Match Group Holdings II LLC

     

4.63%, 06/01/28

      2,149       2,028,040  

5.63%, 02/15/29

      2,261       2,191,501  

4.13%, 08/01/30

      872       775,856  

3.63%, 10/01/31

      464       394,285  
     

 

 

 
        7,106,518  
IT Services — 1.4%                  

Atos SE, 0.00%, 11/06/24(c)(l)(m)

    EUR       100       16,187  

Banff Merger Sub, Inc., 8.38%, 09/01/26(c)

      100       107,172  

CA Magnum Holdings, 5.38%, 10/31/26(b)

    USD       2,652       2,545,920  

Central Parent LLC/CDK Global II LLC/CDK Financing Co., Inc., 8.00%, 06/15/29(b)

      2,401       2,488,963  

Central Parent, Inc./CDK Global, Inc., 7.25%, 06/15/29(b)

      6,114       6,241,211  

Engineering - Ingegneria Informatica - SpA,

     

11.13%, 05/15/28(c)

    EUR       222       257,467  

KBR, Inc., 4.75%, 09/30/28(b)

    USD       1,213       1,115,421  

Newfold Digital Holdings Group, Inc., 11.75%, 10/15/28(b)

      568       614,812  

Science Applications International Corp., 4.88%, 04/01/28(b)

      564       538,548  

ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29(b)

      6,304       5,674,696  
     

 

 

 
        19,600,397  
Leisure Products — 0.1%                  

Acushnet Co., 7.38%, 10/15/28(b)

      449       465,287  

Amer Sports Co., 6.75%, 02/16/31(b)

      1,525       1,513,280  

Mattel, Inc., 6.20%, 10/01/40

      97       96,876  
     

 

 

 
        2,075,443  
Machinery — 2.4%                  

Chart Industries, Inc.(b)

     

7.50%, 01/01/30

      3,648       3,788,251  

9.50%, 01/01/31

      763       830,889  

Esab Corp., 6.25%, 04/15/29(b)(h)

      1,353       1,359,336  

GrafTech Global Enterprises, Inc., 9.88%, 12/15/28(b)

      646       479,524  

Husky III Holding Ltd., (13.00% Cash or 13.75% PIK), 13.00%, 02/15/25(b)(i)

      1,662       1,664,797  

Husky Injection Molding Systems Ltd./Titan Co- Borrower LLC, 9.00%, 02/15/29(b)

      3,988       4,124,063  

IMA Industria Macchine Automatiche SpA, 3.75%, 01/15/28(c)

    EUR       100       101,876  

Loxam SAS(c)

     

6.38%, 05/15/28

      115       128,839  

6.38%, 05/31/29

      101       113,245  

Madison IAQ LLC(b)

     

4.13%, 06/30/28

    USD       1,351       1,249,539  

5.88%, 06/30/29

      2,396       2,192,052  

OT Merger Corp., 7.88%, 10/15/29(b)

      621       443,431  

Titan Acquisition Ltd./Titan Co.-Borrower LLC,

     

7.75%, 04/15/26(b)

      4,950       4,944,109  

TK Elevator Holdco GmbH

     

6.63%, 07/15/28(c)

    EUR       900       939,409  
 

 

 

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     9  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Machinery (continued)                  

TK Elevator Holdco GmbH (continued)

     

7.63%, 07/15/28(b)

    USD       3,045     $ 2,985,413  

TK Elevator Midco GmbH, 4.38%, 07/15/27(c)

    EUR       992       1,028,770  

TK Elevator U.S. Newco, Inc., 5.25%, 07/15/27(b)

    USD       7,935       7,665,922  
     

 

 

 
        34,039,465  
Media — 9.4%                  

Altice Financing SA

     

9.63%, 07/15/27(b)

      2,218       2,121,490  

5.00%, 01/15/28(b)

      3,071       2,527,569  

4.25%, 08/15/29(c)

    EUR       101       88,372  

5.75%, 08/15/29(b)

    USD       2,216       1,775,551  

Banijay Entertainment SASU

     

7.00%, 05/01/29(c)

    EUR       113       127,859  

8.13%, 05/01/29(b)

    USD       480       495,067  

Cable One, Inc.

     

0.00%, 03/15/26(l)(m)

      475       413,725  

1.13%, 03/15/28(l)

      1,164       873,698  

4.00%, 11/15/30(b)

      2,833       2,210,949  

CCO Holdings LLC/CCO Holdings Capital Corp.(b)

     

5.38%, 06/01/29

      91       83,306  

4.75%, 03/01/30

      492       422,451  

4.25%, 02/01/31

      1,121       915,464  

7.38%, 03/01/31

      23,220        22,769,443  

4.75%, 02/01/32

      3,491       2,849,087  

4.25%, 01/15/34

      305       230,230  

Clear Channel Outdoor Holdings, Inc.(b)

     

5.13%, 08/15/27

      440       414,760  

9.00%, 09/15/28

      4,662       4,856,009  

7.50%, 06/01/29

      8,995       7,439,237  

7.88%, 04/01/30

      3,960       3,936,857  

CMG Media Corp., 8.88%, 12/15/27(b)

      1,482       982,137  

CSC Holdings LLC(b)

     

5.50%, 04/15/27

      2,570       2,299,414  

11.25%, 05/15/28

      8,261       8,186,180  

11.75%, 01/31/29

      5,152       5,160,035  

4.13%, 12/01/30

      5,359       3,831,954  

Directv Financing LLC, 8.88%, 02/01/30(b)

      799       797,070  

Directv Financing LLC/Directv Financing Co- Obligor, Inc., 5.88%, 08/15/27(b)

      3,472       3,284,638  

DISH DBS Corp.(b)

     

5.25%, 12/01/26

      3,102       2,442,542  

5.75%, 12/01/28

      2,128       1,462,479  

DISH Network Corp., 11.75%, 11/15/27(b)

      5,446       5,559,990  

GCI LLC, 4.75%, 10/15/28(b)

      426       390,602  

Gray Television, Inc.(b)

     

5.88%, 07/15/26

      1,124       1,094,647  

7.00%, 05/15/27

      2,117       1,968,877  

Hughes Satellite Systems Corp., 5.25%, 08/01/26

      462       384,505  

LCPR Senior Secured Financing DAC, 6.75%, 10/15/27(b)

      4,783       4,488,934  

Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27(b)

      972       922,581  

Nexstar Media, Inc., 5.63%, 07/15/27(b)

      409       392,362  

Outfront Media Capital LLC/Outfront Media Capital Corp.(b)

     

5.00%, 08/15/27

      1,625       1,563,998  

4.25%, 01/15/29

      1,316       1,192,267  

4.63%, 03/15/30

      1,550       1,390,086  

7.38%, 02/15/31

      1,528       1,600,464  
Security          Par
(000)
    Value  
Media (continued)                  

Pinewood Finance Co. Ltd., 3.63%, 11/15/27(c)

    GBP       100     $ 117,920  

Pinewood Finco PLC, 6.00%, 03/27/30(c)

      181       228,449  

Radiate Holdco LLC/Radiate Finance, Inc.(b)

     

4.50%, 09/15/26

    USD       676       537,523  

6.50%, 09/15/28

      2,187       1,043,060  

RCS & RDS SA, 2.50%, 02/05/25(c)

    EUR       100       105,297  

Sirius XM Radio, Inc.(b)

     

5.00%, 08/01/27

    USD       6,814       6,555,631  

4.00%, 07/15/28

      381       348,566  

Stagwell Global LLC, 5.63%, 08/15/29(b)

      553       502,183  

Summer BC Holdco B SARL, 5.75%, 10/31/26(c)

    EUR       100       105,727  

Summer BidCo BV, (10.00% Cash or 10.75% PIK), 10.00%, 02/15/29(c)(i)

      100       109,234  

Sunrise FinCo I BV, 4.88%, 07/15/31(b)

    USD       3,270       2,918,402  

Tele Columbus AG, (10.00% PIK), 10.00%, 03/19/29(c)(i)

    EUR       289       213,860  

Telenet Finance Luxembourg Notes SARL,

     

5.50%, 03/01/28(b)

    USD       2,000       1,878,464  

United Group BV(c)

     

4.00%, 11/15/27

    EUR       100       102,685  

6.75%, 02/15/31

      193       213,117  

Univision Communications, Inc.(b)

     

6.63%, 06/01/27

    USD       2,678       2,619,177  

8.00%, 08/15/28

      5,202       5,299,595  

7.38%, 06/30/30

      892       882,046  

Virgin Media Secured Finance PLC

     

4.13%, 08/15/30(c)

    GBP       100       106,354  

4.50%, 08/15/30(b)

    USD       200       172,470  

VZ Secured Financing BV, 3.50%, 01/15/32(c)

    EUR       170       160,633  

Ziggo Bond Co. BV(b)

     

6.00%, 01/15/27

    USD       291       286,801  

5.13%, 02/28/30

      868       743,357  

Ziggo BV, 4.88%, 01/15/30(b)

      1,165       1,045,862  
     

 

 

 
         130,243,299  
Metals & Mining — 3.8%                  

Arsenal AIC Parent LLC(b)

     

8.00%, 10/01/30

      1,197       1,256,712  

11.50%, 10/01/31

      4,367       4,863,806  

ATI, Inc.

     

5.88%, 12/01/27

      1,060       1,043,726  

4.88%, 10/01/29

      550       517,548  

7.25%, 08/15/30

      2,764       2,856,934  

5.13%, 10/01/31

      1,063       984,783  

Carpenter Technology Corp.

     

6.38%, 07/15/28

      168       167,717  

7.63%, 03/15/30

      1,314       1,355,588  

Constellium SE

     

4.25%, 02/15/26(c)

    EUR       394       423,379  

5.63%, 06/15/28(b)

    USD       4,620       4,491,399  

3.75%, 04/15/29(b)

      6,457       5,809,348  

ERO Copper Corp., 6.50%, 02/15/30(b)

      1,179       1,118,576  

First Quantum Minerals Ltd., 9.38%, 03/01/29(b)

      3,182       3,300,943  

Kaiser Aluminum Corp.(b)

     

4.63%, 03/01/28

      5,549       5,206,825  

4.50%, 06/01/31

      3,833       3,391,169  

Mineral Resources Ltd., 9.25%, 10/01/28(b)

      155       163,246  

New Gold, Inc., 7.50%, 07/15/27(b)

      2,830       2,836,396  

Novelis Corp.(b)

     

4.75%, 01/30/30

      7,685       7,090,356  
 

 

 

10  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Metals & Mining (continued)                  

Novelis Corp.(b) (continued)

     

3.88%, 08/15/31

    USD       5,237     $ 4,498,613  

Novelis Sheet Ingot GmbH, 3.38%, 04/15/29(c)

    EUR       1,029       1,043,639  
     

 

 

 
         52,420,703  
Mortgage Real Estate Investment Trusts (REITs)(b) — 0.1%  

Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.

     

5.25%, 10/01/25

    USD       241       236,713  

4.75%, 06/15/29

      826       750,858  

Starwood Property Trust, Inc.

     

4.38%, 01/15/27

      190       178,723  

7.25%, 04/01/29

      879       885,996  
     

 

 

 
        2,052,290  
Office REITs — 0.0%                  

Highwoods Realty LP, 7.65%, 02/01/34

      285       310,828  
     

 

 

 
Oil, Gas & Consumable Fuels — 14.7%                  

Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26(b)

      3,870       3,914,656  

Antero Midstream Partners LP/Antero Midstream Finance Corp.(b)

     

5.75%, 03/01/27

      2,034       2,008,532  

6.63%, 02/01/32

      1,514       1,520,610  

Apache Corp., 5.35%, 07/01/49

      58       49,027  

Ascent Resources Utica Holdings LLC/ARU Finance Corp.(b)

     

9.00%, 11/01/27

      2,457       3,092,257  

8.25%, 12/31/28

      4,293       4,410,130  

Series B, 5.88%, 06/30/29

      1,814       1,729,523  

Baytex Energy Corp., 8.50%, 04/30/30(b)

      920       960,653  

Buckeye Partners LP

     

5.85%, 11/15/43

      816       695,215  

5.60%, 10/15/44

      553       441,970  

Callon Petroleum Co.

     

6.38%, 07/01/26

      929       938,875  

8.00%, 08/01/28(b)

      2,407       2,515,168  

7.50%, 06/15/30(b)

      3,706       3,919,095  

Chesapeake Energy Corp., 6.75%, 04/15/29(b)

      1,797       1,816,253  

CITGO Petroleum Corp.(b)

     

7.00%, 06/15/25

      2,745       2,741,577  

8.38%, 01/15/29

      2,678       2,813,617  

Civitas Resources, Inc.(b)

     

8.38%, 07/01/28

      3,644       3,836,083  

8.63%, 11/01/30

      1,556       1,670,797  

8.75%, 07/01/31

      3,662       3,918,560  

CNX Midstream Partners LP, 4.75%, 04/15/30(b)

      520       463,460  

CNX Resources Corp., 7.38%, 01/15/31(b)

      473       481,718  

Comstock Resources, Inc.(b)

     

6.75%, 03/01/29

      4,211       4,015,789  

5.88%, 01/15/30

      2,474       2,240,475  

CQP Holdco LP/BIP-V Chinook Holdco LLC,

     

5.50%, 06/15/31(b)

      6,898       6,519,412  

Crescent Energy Finance LLC(b)

     

9.25%, 02/15/28

      3,152       3,328,153  

7.63%, 04/01/32

      3,068       3,091,640  

Diamond Foreign Asset Co./Diamond Finance LLC, 8.50%, 10/01/30(b)

      1,138       1,201,054  

DT Midstream, Inc., 4.13%, 06/15/29(b)

      2,236       2,055,626  

Enbridge, Inc., (5-year CMT + 4.43%), 8.50%, 01/15/84(a)

      1,023       1,111,525  
Security          Par
(000)
    Value  
Oil, Gas & Consumable Fuels (continued)                  

Energy Transfer LP(a)

     

(5-year CMT + 4.02%), 8.00%, 05/15/54

    USD       2,991     $  3,137,173  

Series B, (3-mo. LIBOR US + 4.16%), 6.63%(k)

      588       549,135  

Series H, (5-year CMT + 5.69%), 6.50%(k)

      2,326       2,279,810  

EnLink Midstream LLC, 6.50%, 09/01/30(b)

      3,194       3,286,070  

EnLink Midstream Partners LP, 5.60%, 04/01/44

      1,301       1,158,344  

EnQuest PLC, 11.63%, 11/01/27(b)

      200       199,973  

EQM Midstream Partners LP(b)

     

6.38%, 04/01/29

      1,761       1,773,934  

7.50%, 06/01/30

      1,558       1,665,416  

FTAI Infra Escrow Holdings LLC, 10.50%, 06/01/27(b)

      769       801,236  

Genesis Energy LP/Genesis Energy Finance Corp.

     

7.75%, 02/01/28

      559       561,877  

8.25%, 01/15/29

      1,716       1,761,639  

8.88%, 04/15/30

      550       575,714  

Harbour Energy PLC, 5.50%, 10/15/26(b)

      420       410,019  

Harvest Midstream I LP, 7.50%, 09/01/28(b)

      315       319,388  

Hilcorp Energy I LP/Hilcorp Finance Co.(b)

     

6.25%, 11/01/28

      514       513,439  

5.75%, 02/01/29

      1,299       1,265,274  

6.00%, 04/15/30

      130       127,284  

8.38%, 11/01/33

      3,048       3,304,626  

Howard Midstream Energy Partners LLC, 8.88%, 07/15/28(b)

      1,391       1,467,800  

ITT Holdings LLC, 6.50%, 08/01/29(b)

      1,889       1,723,900  

Kinetik Holdings LP(b)

     

6.63%, 12/15/28

      476       484,451  

5.88%, 06/15/30

      923       902,811  

Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.00%, 08/01/26(b)

      135       132,798  

Matador Resources Co.(b)

     

6.88%, 04/15/28

      3,215       3,289,186  

6.50%, 04/15/32(h)

      1,546       1,547,875  

Murphy Oil Corp., 5.88%, 12/01/42

      141       126,516  

Nabors Industries Ltd.(b)

     

7.25%, 01/15/26

      277       275,285  

7.50%, 01/15/28

      1,164       1,091,735  

Nabors Industries, Inc.(b)

     

7.38%, 05/15/27

      405       404,254  

9.13%, 01/31/30

      893       928,414  

Neptune Energy Bondco PLC, 6.63%, 05/15/25(b)

      200       199,998  

New Fortress Energy, Inc.(b)

     

6.75%, 09/15/25

      565       561,149  

8.75%, 03/15/29

      4,164       4,148,126  

NGL Energy Operating LLC/NGL Energy Finance Corp.(b)

     

8.13%, 02/15/29

      2,642       2,705,889  

8.38%, 02/15/32

      5,346       5,480,222  

Noble Finance II LLC, 8.00%, 04/15/30(b)

      1,620       1,687,473  

Northern Oil & Gas, Inc.(b)

     

8.13%, 03/01/28

      6,436       6,532,469  

8.75%, 06/15/31

      1,642       1,733,890  

PBF Holding Co. LLC/PBF Finance Corp., 7.88%, 09/15/30(b)

      1,008       1,045,566  

Permian Resources Operating LLC(b)

     

7.75%, 02/15/26

      634       642,215  

8.00%, 04/15/27

      1,407       1,449,123  

9.88%, 07/15/31

      1,614       1,798,480  
 

 

 

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     11  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Oil, Gas & Consumable Fuels (continued)        

Permian Resources Operating LLC(b) (continued)

     

7.00%, 01/15/32

    USD       1,715     $ 1,779,165  

Prairie Acquiror LP, 9.00%, 08/01/29(b)

      984       1,012,970  

Precision Drilling Corp., 6.88%, 01/15/29(b)

      76       75,859  

Rockcliff Energy II LLC, 5.50%, 10/15/29(b)

      1,011       946,115  

Sitio Royalties Operating Partnership LP/Sitio Finance Corp., 7.88%, 11/01/28(b)

      1,774       1,834,850  

SM Energy Co.

     

6.75%, 09/15/26

      659       659,659  

6.50%, 07/15/28

      371       372,590  

Southwestern Energy Co., 4.75%, 02/01/32

      2,256       2,076,779  

Sunoco LP/Sunoco Finance Corp., 7.00%, 09/15/28(b)

      175       178,806  

Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.(b)

     

5.50%, 01/15/28

      1,616       1,556,987  

7.38%, 02/15/29

      2,434       2,448,549  

6.00%, 12/31/30

      66       62,696  

6.00%, 09/01/31

      686       640,210  

Talos Production, Inc.(b)

     

9.00%, 02/01/29

      947       1,005,684  

9.38%, 02/01/31

      791       843,252  

Transocean Aquila Ltd., 8.00%, 09/30/28(b)

      670       687,692  

Transocean Titan Financing Ltd., 8.38%, 02/01/28(b)

      518       539,088  

Transocean, Inc.(b)

     

7.50%, 01/15/26

      3,574       3,551,623  

11.50%, 01/30/27

      3,111       3,242,343  

8.00%, 02/01/27

      1,889       1,874,965  

8.75%, 02/15/30

      4,097       4,271,635  

Valaris Ltd., 8.38%, 04/30/30(b)

      4,407       4,545,966  

Vantage Drilling International, 9.50%, 02/15/28(b)

      2,353       2,376,530  

Venture Global LNG, Inc.(b)

     

8.13%, 06/01/28

      4,211       4,296,003  

9.50%, 02/01/29

      10,841       11,685,113  

8.38%, 06/01/31

      7,340       7,569,514  

9.88%, 02/01/32

      6,631       7,146,520  

Vermilion Energy, Inc., 6.88%, 05/01/30(b)

      807       787,954  

Vital Energy, Inc.

     

9.75%, 10/15/30

      1,574       1,721,245  

7.88%, 04/15/32(b)

      2,563       2,603,669  

Western Midstream Operating LP, 5.25%,

     

02/01/50

      819       732,616  
     

 

 

 
         204,678,073  
Paper & Forest Products — 0.0%                  

Ahlstrom-Munksjo Holding 3 Oy, 3.63%, 02/04/28(c)

    EUR       109       110,245  
     

 

 

 
Passenger Airlines — 0.9%                  

American Airlines, Inc., 8.50%, 05/15/29(b)

    USD       2,444       2,581,981  

American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.75%, 04/20/29(b)

      3,432       3,374,084  

International Consolidated Airlines Group SA, 3.75%, 03/25/29(c)

    EUR       100       106,218  

United Airlines, Inc.(b)

     

4.38%, 04/15/26

    USD       215       207,849  

4.63%, 04/15/29

      5,099       4,742,070  
Security          Par
(000)
    Value  
Passenger Airlines (continued)                  

VistaJet Malta Finance PLC/Vista Management Holding, Inc.(b)

     

7.88%, 05/01/27

    USD       700     $ 591,797  

6.38%, 02/01/30

      862       635,400  
     

 

 

 
         12,239,399  
Personal Care Products — 0.1%                  

Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International U.S. LLC, 6.63%, 07/15/30(b)

      1,364       1,385,130  
     

 

 

 
Pharmaceuticals — 0.5%                  

1375209 BC Ltd., 9.00%, 01/30/28(b)

      1,132       1,109,363  

Cheplapharm Arzneimittel GmbH

     

5.50%, 01/15/28(b)

      743       707,984  

7.50%, 05/15/30(c)

    EUR       105       119,510  

Organon & Co./Organon Foreign Debt Co-Issuer BV(b)

     

4.13%, 04/30/28

    USD       400       372,756  

5.13%, 04/30/31

      800       711,286  

Rossini SARL, 6.75%, 10/30/25(c)

    EUR       101       108,964  

Teva Pharmaceutical Finance Netherlands II BV

     

3.75%, 05/09/27

      100       104,303  

7.38%, 09/15/29

      192       229,210  

7.88%, 09/15/31

      100       124,877  

Teva Pharmaceutical Finance Netherlands III BV

     

4.75%, 05/09/27

    USD       513       493,393  

6.75%, 03/01/28

      531       541,280  

7.88%, 09/15/29

      1,670       1,787,835  

8.13%, 09/15/31

      912       995,439  
     

 

 

 
        7,406,200  
Professional Services(b) — 0.5%                  

CoreLogic, Inc., 4.50%, 05/01/28

      2,658       2,383,330  

Dun & Bradstreet Corp., 5.00%, 12/15/29

      4,746       4,380,851  
     

 

 

 
        6,764,181  
Real Estate Management & Development — 0.6%              

Adler Financing SARL, (12.50% PIK), 12.50%, 06/30/25(i)

    EUR       120       147,587  

ADLER Group SA, (21.00% PIK), 21.00%, 07/31/25(i)

      100       108,066  

Agps Bondco PLC(c)(d)(j)

     

6.00%, 08/05/25

      200       85,769  

5.50%, 11/13/26

      200       82,736  

5.00%, 01/14/29

      100       40,619  

Anywhere Real Estate Group LLC/Anywhere Co.-Issuer Corp.

     

7.00%, 04/15/30(b)

    USD       1,314       1,170,147  

Series AI, 7.00%, 04/15/30

      1,781       1,585,679  

Aroundtown SA(c)

     

0.38%, 04/15/27

    EUR       100       90,259  

(5-year GBP Swap + 4.38%), 4.75%(a)(k)

    GBP       215       161,759  

Citycon Treasury BV, 2.38%, 01/15/27(c)

    EUR       100       98,506  

Cushman & Wakefield U.S. Borrower LLC(b)

     

6.75%, 05/15/28

    USD       1,451       1,432,838  

8.88%, 09/01/31

      1,483       1,567,178  

DEMIRE Deutsche Mittelstand Real Estate AG, 1.88%, 10/15/24(c)

    EUR       100       69,586  

Heimstaden Bostad Treasury BV, 1.38%, 03/03/27

      100       91,571  

Howard Hughes Corp., 4.38%, 02/01/31(b)

    USD       2,347       2,038,053  
 

 

 

12  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Real Estate Management & Development (continued)  

SBB Treasury OYJ(c)

     

0.75%, 12/14/28

    EUR       156     $ 98,545  

1.13%, 11/26/29

      100       61,153  

Vivion Investments SARL, 3.00%, 08/08/24(c)

      100       104,648  
     

 

 

 
        9,034,699  
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       790,444  
     

 

 

 
Semiconductors & Semiconductor Equipment — 0.2%
 

ams-OSRAM AG(c)

     

2.13%, 11/03/27(l)

    EUR       100       77,893  

10.50%, 03/30/29

      137       146,177  

NCR Atleos Corp., 9.50%, 04/01/29(b)

    USD       1,234       1,319,897  

Synaptics, Inc., 4.00%, 06/15/29(b)

      1,375       1,237,491  
     

 

 

 
        2,781,458  
Software — 4.8%                  

Boxer Parent Co., Inc.

     

6.50%, 10/02/25(c)

    EUR       173       186,432  

7.13%, 10/02/25(b)

    USD       3,099       3,101,767  

9.13%, 03/01/26(b)

      4,864       4,862,196  

Capstone Borrower, Inc., 8.00%, 06/15/30(b)

      1,656       1,718,343  

Cedacri Mergeco SpA, (3-mo. EURIBOR +

     

5.50%), 9.40%, 05/15/28(a)(c)

    EUR       100       108,020  

Clarivate Science Holdings Corp.(b)

     

3.88%, 07/01/28

    USD       891       824,347  

4.88%, 07/01/29

      4,562       4,220,448  

Cloud Software Group, Inc.(b)

     

6.50%, 03/31/29

      18,690       17,736,090  

9.00%, 09/30/29

      8,235       7,898,330  

Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL, 4.63%, 05/01/28(b)

      400       358,910  

Iron Mountain U.K. PLC, 3.88%, 11/15/25(c)

    GBP       100       122,271  

McAfee Corp., 7.38%, 02/15/30(b)

    USD       3,901       3,577,398  

MicroStrategy, Inc., 6.13%, 06/15/28(b)

      2,533       2,443,659  

Playtika Holding Corp., 4.25%, 03/15/29(b)

      421       364,465  

SS&C Technologies, Inc., 5.50%, 09/30/27(b)

      3,336       3,261,799  

UKG, Inc., 6.88%, 02/01/31(b)

      15,077       15,359,347  

Veritas U.S., Inc./Veritas Bermuda Ltd., 7.50%, 09/01/25(b)

      165       151,282  
     

 

 

 
         66,295,104  
Specialized REITs(b) — 0.5%                  

Iron Mountain, Inc.

     

7.00%, 02/15/29

      3,944       4,019,159  

5.63%, 07/15/32

      3,252       3,071,789  
     

 

 

 
        7,090,948  
Specialty Retail — 0.5%                  

Arko Corp., 5.13%, 11/15/29(b)

      540       446,943  

eG Global Finance PLC, 12.00%, 11/30/28(b)

      1,943       2,065,287  

Goldstory SAS, 6.75%, 02/01/30(c)

    EUR       100       110,061  

PetSmart, Inc./PetSmart Finance Corp., 7.75%, 02/15/29(b)

    USD       3,811       3,710,170  
     

 

 

 
        6,332,461  
Security          Par
(000)
    Value  
Technology Hardware, Storage & Peripherals(b) — 0.4%  

Seagate HDD Cayman

     

8.25%, 12/15/29

    USD       2,634     $  2,830,138  

8.50%, 07/15/31

      2,507       2,709,222  
     

 

 

 
        5,539,360  
Textiles, Apparel & Luxury Goods — 0.1%                  

Crocs, Inc.(b)

     

4.25%, 03/15/29

      217       198,386  

4.13%, 08/15/31

      282       244,334  

European TopSoho SARL, Series SMCP, 4.00%, 09/21/21(c)(d)(j)(l)

    EUR       200       86,308  

Hanesbrands, Inc., 4.88%, 05/15/26(b)

    USD       989       962,916  
     

 

 

 
        1,491,944  
Trading Companies & Distributors(b) — 0.2%  

Beacon Roofing Supply, Inc., 6.50%, 08/01/30

      1,550       1,572,834  

GYP Holdings III Corp., 4.63%, 05/01/29

      2,104       1,956,046  
     

 

 

 
        3,528,880  
Transportation Infrastructure — 0.0%                  

Azzurra Aeroporti SpA, 2.13%, 05/30/24(c)

    EUR       288       309,204  

Heathrow Finance PLC, 6.63%, 03/01/31(c)

    GBP       100       124,826  

SGL Group ApS, (3-mo. EURIBOR + 4.75%),

     

8.64%, 04/22/30(a)(h)

    EUR       100       106,941  
     

 

 

 
        540,971  
Water Utilities — 0.0%                  

Thames Water Utilities Finance PLC, 4.00%, 04/18/27(c)

      100       101,756  
     

 

 

 
Wireless Telecommunication Services — 1.5%                  

Altice France Holding SA, 8.00%, 05/15/27(c)

      122       42,387  

Altice France SA, 3.38%, 01/15/28(c)

      100       77,404  

Altice France SA/France

     

5.88%, 02/01/27(c)

      100       83,341  

8.13%, 02/01/27(b)

    USD       5,346       4,178,745  

11.50%, 02/01/27(c)

    EUR       100       92,188  

5.13%, 01/15/29(b)

    USD       1,781       1,219,637  

5.13%, 07/15/29(b)

      1,324       895,069  

4.25%, 10/15/29(c)

    EUR       160       120,385  

5.50%, 10/15/29(b)

    USD       3,979       2,700,679  

Cellnex Finance Co. SA(c)

     

1.50%, 06/08/28

    EUR       100       99,080  

2.00%, 09/15/32

      100       94,329  

2.00%, 02/15/33

      200       187,120  

CK Hutchison Group Telecom Finance SA,

     

2.63%, 10/17/34(c)

    GBP       200       184,172  

Connect Finco SARL/Connect U.S. Finco LLC,

     

6.75%, 10/01/26(b)

    USD       4,959       4,861,184  

Eutelsat SA(c)

     

1.50%, 10/13/28

    EUR       100       80,310  

9.75%, 04/13/29(h)

      100       109,611  

Liberty Costa Rica Senior Secured Finance,

     

10.88%, 01/15/31(b)

    USD       643       676,356  

Vmed O2 U.K. Financing I PLC

     

4.00%, 01/31/29(c)

    GBP       200       220,876  

4.25%, 01/31/31(b)

    USD       3,172       2,685,976  

4.50%, 07/15/31(c)

    GBP       201       215,638  

4.75%, 07/15/31(b)

    USD       324       279,251  
 

 

 

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     13  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Wireless Telecommunication Services (continued)        

Vmed O2 U.K. Financing I PLC (continued)

     

7.75%, 04/15/32(b)(h)

    USD       976     $ 978,825  

Wp/ap Telecom Holdings III BV, 5.50%, 01/15/30(c)

    EUR       116       115,604  
     

 

 

 
        20,198,167  
     

 

 

 

Total Corporate Bonds — 118.1%

(Cost: $1,617,413,024)

        1,639,094,198  
     

 

 

 

Floating Rate Loan Interests(a)

     
Aerospace & Defense — 0.4%  

Dynasty Acquisition Co., Inc., 2024 Term Loan B1, 08/24/28(n)

    USD       442       442,179  

Ovation Parent, Inc., 2024 Term Loan, 03/27/31(n)

      657       657,414  

Peraton Corp.

     

2nd Lien Term Loan B1, (3-mo. CME Term SOFR + 7.85%), 13.18%, 02/01/29

      2,777       2,781,279  

Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.85%), 9.18%, 02/01/28

      1,355       1,352,178  

Standard Aero Ltd., 2024 Term Loan B2, 08/24/28(n)

      170       170,493  
     

 

 

 
        5,403,543  
Air Freight & Logistics — 0.1%                  

Clue Opco LLC, Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 4.50%), 9.83%, 12/19/30

      988       973,019  
     

 

 

 
Automobile Components — 0.1%                  

Tenneco, Inc., 2022 Term Loan B, (3-mo. CME Term SOFR + 5.10%), 10.42%, 11/17/28

      707       664,294  
     

 

 

 
Beverages — 0.0%                  

Naked Juice LLC

     

2nd Lien Term Loan, (3-mo. CME Term SOFR + 6.10%), 11.40%, 01/24/30

      156       125,629  

Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 3.35%), 8.66%, 01/24/29

      153       142,656  
     

 

 

 
        268,285  
Broadline Retail — 0.3%                  

StubHub Holdco Sub LLC, 2024 Extended Term Loan B, (3-mo. CME Term SOFR + 4.75%), 10.08%, 03/15/30

      3,607       3,605,859  
     

 

 

 
Building Products — 0.1%                  

Foundation Building Materials, Inc., 2024 Term Loan B2, (1-mo. CME Term SOFR + 4.00%), 9.31%, 01/29/31

      446       447,561  

White Cap Buyer LLC, Term Loan B, (1-mo. CME Term SOFR + 3.75%), 9.08%, 10/19/27

      630       631,717  
     

 

 

 
        1,079,278  
Chemicals — 0.6%                  

Arc Falcon I, Inc., 2021 2nd Lien Term Loan, (1-mo. CME Term SOFR + 7.10%), 12.43%, 09/30/29(f)

      2,814       2,525,565  

Aruba Investments Holdings LLC, 2020 2nd Lien Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 7.85%), 13.18%, 11/24/28(f)

      443       438,669  
Security          Par
(000)
    Value  
Chemicals (continued)                  

Chemours Co., 2023 USD Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.83%, 08/18/28

    USD       990     $ 984,739  

Discovery Purchaser Corp., Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.38%), 9.71%, 10/04/29

      2,483       2,478,911  

Herens U.S. Holdco Corp., USD Term Loan B, (3-mo. CME Term SOFR + 4.03%), 9.33%, 07/03/28

      618       580,884  

Momentive Performance Materials Inc., 2023 Term Loan, (1-mo. CME Term SOFR + 4.50%), 9.83%, 03/29/28

      1,163       1,142,172  
     

 

 

 
        8,150,940  
Commercial Services & Supplies — 0.2%                  

Champions Financing, Inc., 2024 Term Loan B, (3-mo. CME Term SOFR + 4.75%), 10.07%, 02/23/29(f)

      1,240       1,243,100  

Garda World Security Corp., 2022 Term Loan B, (3-mo. CME Term SOFR + 4.25%), 9.58%, 02/01/29

      813       813,323  

PECF USS Intermediate Holding III Corp., Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.51%), 9.82%, 12/15/28

      1,273       965,275  

TruGreen LP, 2020 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 8.76%), 14.07%, 11/02/28

      338       262,385  
     

 

 

 
        3,284,083  
Communications Equipment — 0.1%                  

Viasat, Inc., 2023 Term Loan, (1-mo. CME Term

     

SOFR + 4.61%), 9.93%, 05/30/30

      1,165       1,127,772  
     

 

 

 
Construction & Engineering — 0.4%                  

Brand Industrial Services, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor +

     

5.50%), 10.81%, 08/01/30

      4,601       4,616,786  

Groundworks, LLC(n)

     

2024 Delayed Draw Term Loan, 03/14/31

      120       120,191  

2024 Term Loan, 03/14/31

      654       653,038  
     

 

 

 
        5,390,015  
Construction Materials — 0.1%                  

BCPE Empire Holdings, Inc., 2024 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 4.00%), 9.33%, 12/11/28

      636       636,280  

Chariot Buyer LLC, 2024 Incremental Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor +

     

3.75%), 9.08%, 11/03/28

      796       796,995  
     

 

 

 
        1,433,275  
Consumer Finance — 0.0%                  

Sabre GLBL, Inc.

     

2021 Term Loan B1, (1-mo. CME Term SOFR + 3.61%), 8.94%, 12/17/27

      291       244,578  

2021 Term Loan B2, (1-mo. CME Term SOFR + 3.61%), 8.94%, 12/17/27

      457       385,096  
     

 

 

 
        629,674  
 

 

 

14  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Containers & Packaging — 0.1%                  

LABL, Inc., 2021 USD 1st Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 5.10%), 10.43%, 10/29/28

    USD       965     $ 943,961  

Trident TPI Holdings, Inc., 2023 USD Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.50%), 9.81%, 09/15/28

      705       704,978  
     

 

 

 
        1,648,939  
Diversified Consumer Services — 0.5%                  

Ascend Learning LLC

     

2021 2nd Lien Term Loan, (1-mo. CME Term SOFR + 5.85%), 11.18%, 12/10/29

      657       645,299  

2021 Term Loan, (1-mo. CME Term SOFR + 3.60%), 8.93%, 12/11/28

      859       853,342  

PG Investment Co. 59 SARL, Term Loan B, 02/24/31(f)(n)

      1,353       1,354,691  

Wand NewCo 3, Inc., 2024 Term Loan B, (1-mo. CME Term SOFR + 3.75%), 9.08%, 01/30/31

      4,034       4,043,439  
     

 

 

 
        6,896,771  
Diversified Telecommunication Services — 0.3%        

Connect Finco SARL, 2024 Extended Term Loan B, 09/13/29(n)

      915       899,206  

Frontier Communications Holdings LLC, 2021 1st Lien Term Loan, (1-mo. CME Term SOFR + 3.86%), 9.19%, 10/08/27

      693       690,248  

Level 3 Financing, Inc.(f)

     

2024 Extended Term Loan B1, (1-week CME Term SOFR at 2.00% Floor + 6.56%), 11.81%, 04/15/29

      236       233,868  

2024 Extended Term Loan B2, (1-week CME Term SOFR at 2.00% Floor + 6.56%), 11.81%, 04/15/30

      237       235,584  

Lumen Technologies, Inc.

     

2024 Extended Term Loan B1, (1-week CME Term SOFR at 2.00% Floor + 2.46%), 7.79%, 04/15/29

      819       606,967  

2024 Extended Term Loan B2, (3-mo. CME Term SOFR at 2.00% Floor + 2.46%), 7.79%, 04/15/30(f)

      837       619,531  

2024 Term Loan A, 06/01/28(n)

      455       382,276  

Zayo Group Holdings, Inc., USD Term Loan, (1-mo. CME Term SOFR + 3.00%), 8.44%, 03/09/27

      100       87,644  
     

 

 

 
        3,755,324  
Electronic Equipment, Instruments & Components — 0.1%  

Ingram Micro, Inc., 2023 Term Loan, (3-mo. CME Term SOFR + 3.26%), 8.57%, 06/30/28

      1,026       1,026,625  

Roper Industrial Products Investment Co., 2023 USD Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.00%), 9.30%, 11/22/29

      441       443,555  
     

 

 

 
        1,470,180  
Energy Equipment & Services — 0.0%                  

Lealand Finance Co. BV, 2020 Make Whole Term Loan, (1-mo. CME Term SOFR + 3.11%), 8.44%, 06/28/24(f)

      90       45,199  
     

 

 

 
Security          Par
(000)
    Value  
Entertainment — 0.1%                  

Motion Finco SARL, 2024 USD Term Loan B, 11/12/29(n)

    USD       939     $ 936,880  
     

 

 

 
Financial Services — 0.1%                  

Deerfield Dakota Holding LLC

     

2020 USD Term Loan B, (3-mo. CME Term SOFR at 1.00% Floor + 3.75%), 9.06%, 04/09/27

      104       102,900  

2021 USD 2nd Lien Term Loan, (3-mo. CME Term SOFR + 7.01%), 12.32%, 04/07/28

      1,206       1,201,477  
     

 

 

 
        1,304,377  
Food Products — 0.1%                  

Chobani LLC, 2023 Incremental Term Loan, (1-mo. CME Term SOFR + 3.75%), 9.08%, 10/25/27

      1,207       1,213,010  
     

 

 

 
Health Care Equipment & Supplies — 0.4%                  

Bausch & Lomb Corp., 2023 Incremental Term Loan, (1-mo. CME Term SOFR + 4.00%), 9.33%, 09/29/28

      1,067       1,064,645  

Bausch and Lomb Corp., Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.35%), 8.68%, 05/10/27

      2,062       2,035,221  

Medline Borrower LP, USD Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.00%), 8.44%, 10/23/28

      2,493       2,498,506  
     

 

 

 
        5,598,372  
Health Care Providers & Services — 0.4%                  

CNT Holdings I Corp., 2020 Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 3.50%), 8.82%, 11/08/27

      1,051       1,052,679  

LifePoint Health, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR + 5.76%), 11.09%, 11/16/28

      655       656,295  

Phoenix Newco, Inc., 2021 1st Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.36%), 8.69%, 11/15/28

      481       481,697  

Quorum Health Corp., 2020 Term Loan, (3-mo. CME Term SOFR at 1.00% Floor + 8.35%), 13.68%, 04/29/25

      1,470       881,892  

Star Parent, Inc., Term Loan B, (3-mo. CME Term SOFR + 4.00%), 9.31%, 09/27/30

      1,960       1,947,091  

Surgery Center Holdings, Inc., 2023 Term Loan, (1-mo. CME Term SOFR + 3.50%), 8.83%, 12/19/30

      676       678,524  
     

 

 

 
        5,698,178  
Health Care Technology — 2.2%                  

AthenaHealth Group, Inc., 2022 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.58%, 02/15/29

      9,614       9,510,008  

Cotiviti, Inc., 2024 Fixed Term Loan B, 02/21/31(n)

      13,479       13,496,353  

Gainwell Acquisition Corp., Term Loan B, (3-mo.

     

CME Term SOFR + 4.10%), 9.41%, 10/01/27

      1,757       1,676,928  

Verscend Holding Corp., 2021 Term Loan B, (1-mo. CME Term SOFR + 4.11%), 9.44%, 08/27/25

      5,399       5,399,221  
     

 

 

 
        30,082,510  
 

 

 

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     15  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Hotels, Restaurants & Leisure — 0.2%                  

Carnival Corp., 2021 Incremental Term Loan B,
(1-mo. CME Term SOFR at 0.75% Floor + 3.36%), 8.69%, 10/18/28

    USD       2,866     $ 2,866,285  
     

 

 

 
Household Durables — 0.2%                  

Hunter Douglas, Inc., USD Term Loan B1, (3-mo. CME Term SOFR + 3.50%), 8.82%, 02/26/29

      1,115       1,100,328  

Sunset Debt Merger Sub, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR + 4.11%), 9.44%, 10/06/28

      2,047       1,874,906  
     

 

 

 
        2,975,234  
Industrial Conglomerates — 0.1%                  

Chromalloy Corp., 2024 Term Loan B, 03/27/31(n)

      1,553       1,546,524  
     

 

 

 
Insurance — 1.1%                  

Alliant Holdings Intermediate LLC, 2023 Term Loan B6, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.83%, 11/06/30

      3,736       3,750,028  

NFP Corp., 2020 Term Loan, (1-mo. CME Term SOFR + 3.36%), 8.69%, 02/16/27

      2,082       2,082,830  

Truist Insurance Holdings LLC(n)

     

1st Lien Term Loan, 03/24/31

      2,668       2,663,544  

2nd Lien Term Loan, 03/08/32

      6,500       6,532,500  
     

 

 

 
        15,028,902  
IT Services — 0.0%                  

Project Alpha Intermediate Holding, Inc., 2023 1st Lien Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.75%), 10.06%, 10/28/30

      490       491,837  
     

 

 

 
Leisure Products — 0.0%                  

Peloton Interactive, Inc., Term Loan, (6-mo. CME Term SOFR + 7.10%), 12.48%, 05/25/27

      503       504,615  
     

 

 

 
Machinery — 1.2%                  

Gates Global LLC, 2021 Term Loan B3, (1-mo. CME Term SOFR at 0.75% Floor + 2.60%), 7.93%, 03/31/27

      1,119       1,119,766  

SPX Flow, Inc., 2022 Term Loan, (1-mo. CME Term SOFR + 4.60%), 9.93%, 04/05/29

      1,811       1,817,852  

Titan Acquisition Ltd./Canada

     

2018 Term Loan B, (1-mo. CME Term SOFR + 3.11%), 8.44%, 03/28/25

      7,808       7,797,921  

2024 Term Loan B, 02/01/29(n)

      1,361       1,363,825  

TK Elevator U.S. Newco, Inc., USD Term Loan B, 04/30/30(n)

      4,358       4,370,691  

Wec US Holdings Ltd., 2024 Term Loan, (1-mo. CME Term SOFR + 2.75%), 8.08%, 01/27/31

      664       663,037  
     

 

 

 
        17,133,092  
Media — 1.1%                  

AVSC Holding Corp., 2018 2nd Lien Term Loan, (1-mo. CME Term SOFR at 1.00% Floor + 7.36%), 12.69%, 09/01/25

      639       600,725  

Clear Channel Outdoor Holdings, Inc., 2024 Term Loan, (1-mo. CME Term SOFR + 4.11%), 9.44%, 08/23/28

      4,468       4,461,931  
Security          Par
(000)
    Value  
Media (continued)                  

Directv Financing LLC, 2024 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 5.36%), 10.69%, 08/02/29

    USD       3,445     $ 3,438,933  

Morgan Stanley & Co. International PLC, 2024 CCIBV Fixed Term Loan(f)(k)(n)

      5,170       5,144,150  

Radiate Holdco LLC, 2021 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.36%), 8.69%, 09/25/26

      1,396       1,164,863  
     

 

 

 
        14,810,602  
Metals & Mining — 0.1%                  

Morgan Stanley & Co International PLC, 2024 Term Loan B, 03/25/31(k)(n)

      1,155       1,157,171  
     

 

 

 
Oil, Gas & Consumable Fuels — 0.5%                  

Freeport LNG Investments LLLP, Term Loan B, (3-mo. CME Term SOFR + 3.50%), 9.08%, 12/21/28

      682       676,967  

M6 ETX Holdings II Midco LLC, Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.60%), 9.93%, 09/19/29

      423       422,819  

New Fortress Energy, Inc., Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 5.00%), 10.32%, 10/27/28

      5,143       5,155,968  

NGL Energy Operating LLC, 2024 Term Loan B, (1-mo. CME Term SOFR + 4.50%), 9.83%, 02/02/31

      892       893,784  
     

 

 

 
        7,149,538  
Passenger Airlines — 0.1%                  

AAdvantage Loyalty IP Ltd., 2021 Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 5.01%), 10.33%, 04/20/28

      1,856       1,925,707  
     

 

 

 
Personal Care Products — 0.1%                  

KDC/ONE Development Corp., Inc., 2023 USD Term Loan B, (1-mo. CME Term SOFR + 5.00%), 10.33%, 08/15/28

      1,012       1,013,103  
     

 

 

 
Pharmaceuticals — 0.0%                  

Amneal Pharmaceuticals LLC, 2023 Term Loan B, (1-mo. CME Term SOFR + 5.50%), 10.83%, 05/04/28

      394       392,511  
     

 

 

 
Professional Services — 0.3%                  

CoreLogic, Inc.

     

2nd Lien Term Loan, (1-mo. CME Term SOFRat 0.50% Floor + 6.61%), 11.94%, 06/04/29

 

    1,107       1,039,129  

Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.61%), 8.94%, 06/02/28

      2,480       2,418,744  

Galaxy U.S. Opco, Inc., Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.75%), 10.06%, 04/29/29(f)

      478       431,350  
     

 

 

 
        3,889,223  
Real Estate Management & Development — 0.0%        

Cushman & Wakefield U.S. Borrower LLC, 2023 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.00%), 9.33%, 01/31/30(f)

      420       420,545  
     

 

 

 
 

 

 

16  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Software — 2.7%                  

Applied Systems, Inc., 2024 2nd Lien Term Loan, (3-mo. CME Term SOFR + 5.25%), 10.56%, 02/23/32

    USD       983     $ 1,016,176  

Boxer Parent Co., Inc., 2023 USD Term Loan, (1-mo. CME Term SOFR + 4.25%), 9.58%, 12/29/28

      2,608       2,622,465  

Cloud Software Group, Inc.

     

2022 USD Term Loan B, (3-mo. CME Term SOFR + 4.60%), 9.91%, 03/30/29

      4,558       4,534,101  

2024 Term Loan, 03/21/31(n)

      1,903       1,889,926  

Cloudera, Inc., 2021 Second Lien Term Loan, (1-mo. CME Term SOFR + 6.10%), 11.43%, 10/08/29

      1,896       1,876,525  

Delta TopCo, Inc., 2020 Term Loan B, (6-mo. CME Term SOFR at 0.75% Floor + 3.75%), 9.12%, 12/01/27

      (o)      4  

Ellucian Holdings, Inc.

     

2020 2nd Lien Term Loan, (1-mo. CME Term SOFR at 1.00% Floor + 8.10%), 13.43%, 10/09/28

      6,394       6,394,248  

2024 Term Loan B, (1-mo. CME Term SOFR + 3.60%), 8.93%, 10/09/29

      1,330       1,334,972  

Genesys Cloud Services Holdings II LLC, Term Loan B, (1-mo. CME Term SOFR + 3.86%), 9.19%, 12/01/27

      1,003       1,006,139  

McAfee Corp., 2022 USD Term Loan B, (1-mo. CME Term SOFR + 3.85%), 9.18%, 03/01/29

      1,205       1,200,617  

MH Sub I LLC

     

2021 2nd Lien Term Loan, (1-mo. CME Term SOFR + 6.25%), 11.58%, 02/23/29

      288       276,376  

2023 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.58%, 05/03/28

      3,920       3,892,573  

Planview Parent, Inc., 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 7.35%), 12.65%, 12/18/28(f)

      850       820,250  

Polaris Newco LLC, USD Term Loan B, (3-mo. CME Term SOFR + 4.26%), 9.57%, 06/02/28

      1,340       1,326,581  

Proofpoint, Inc., 1st Lien Term Loan, 08/31/28(n)

      766       766,008  

RealPage, Inc., 2nd Lien Term Loan, (1-mo. CME Term SOFR + 6.61%), 11.94%, 04/23/29

      7,231       7,153,029  

UKG, Inc., 2021 2nd Lien Term Loan, (3-mo. CME Term SOFR + 5.35%), 10.68%, 05/03/27

      1,426       1,436,248  
     

 

 

 
        37,546,238  
Transportation Infrastructure — 0.1%                  

Apple Bidco LLC, 2022 Incremental Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.83%, 09/22/28

      649       650,577  

Brown Group Holding LLC, 2022 Incremental Term Loan B2, (1-mo. CME Term SOFR at 0.50% Floor + 3.00%), 8.16%, 07/02/29

      336       335,832  
     

 

 

 
        986,409  
Security          Par
(000)
    Value  
Wireless Telecommunication Services — 0.1%        

Digicel International Finance Ltd., 2024 Term Loan, (3-mo. CME Term SOFR + 5.15%), 10.47%, 05/25/27(f)

    USD       1,989     $ 1,919,308  
     

 

 

 

Total Floating Rate Loan Interests — 14.6%

(Cost: $201,338,468)

        202,416,621  
     

 

 

 

Preferred Securities

     
Capital Trusts — 3.1%(a)                  
Automobiles(k) — 0.1%                  

General Motors Financial Co., Inc., Series C, 5.70%

      655       628,048  

Volkswagen International Finance NV, 3.88%(c)

    EUR       200       199,618  
     

 

 

 
        827,666  
Banks(k) — 2.2%                  

ABN AMRO Bank NV, 6.88%, 12/31/99(c)

      200       222,739  

AIB Group PLC, 5.25%(c)

      210       224,854  

Banco Bilbao Vizcaya Argentaria SA, 6.00%(c)

      200       215,750  

Bank of Ireland Group PLC, 7.50%(c)

      200       218,974  

Barclays PLC

     

4.38%

    USD       2,490       2,041,274  

8.00%

      980       977,980  

8.00%

      200       199,476  

9.63%

      3,745       3,971,206  

BNP Paribas SA

     

8.50%(b)

      2,200       2,299,554  

6.88%(c)

    EUR       200       225,156  

CaixaBank SA, 7.50%, 12/31/99(c)

      200       223,552  

Citigroup, Inc., Series AA, 7.63%

    USD       1,571       1,649,341  

Cooperatieve Rabobank UA, 4.38%(c)

    EUR       200       206,067  

Deutsche Bank AG, 6.75%(c)

      200       205,387  

HSBC Holdings PLC, 4.75%(c)

      200       201,841  

ING Groep NV

     

3.88%

    USD       200       167,180  

8.00%, 12/31/49(c)

      200       202,880  

JPMorgan Chase & Co., Series NN, 6.88%

      1,254       1,297,604  

KBC Group NV, 8.00%, 12/31/99(c)

    EUR       200       230,604  

Lloyds Banking Group PLC

     

8.00%

    USD       1,320       1,329,063  

4.95%(c)

    EUR       200       211,931  

PNC Financial Services Group, Inc.

     

Series V, 6.20%

    USD       1,417       1,413,311  

Series W, 6.25%

      1,572       1,523,539  

Societe Generale SA, 7.88%(c)

    EUR       100       112,851  

UBS Group AG

     

4.38%(b)

    USD       950       781,205  

7.75%(b)

      2,535       2,607,169  

7.00%(c)

      200       199,728  

Series NC10, 9.25%(b)

      2,519       2,842,785  

Series NC5, 9.25%(b)

      2,275       2,464,906  

Wells Fargo & Co., 7.63%

      2,311       2,469,784  
     

 

 

 
        30,937,691  
Diversified Telecommunication Services(c) — 0.1%  

British Telecommunications PLC, 5.13%, 10/03/54(h)

    EUR       200       215,414  
 

 

 

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     17  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Diversified Telecommunication Services (continued)        

Telefonica Europe BV(k)

     

7.13%

    EUR       200     $ 234,836  

6.14%

      300       335,420  

6.75%

      100       116,785  

5.75%

      100       109,136  
     

 

 

 
        1,011,591  
Electric Utilities — 0.2%                  

Edison International, Series B, 5.00%(k)

    USD       1,263       1,196,569  

EDP - Energias de Portugal SA, 5.94%, 04/23/83(c)

    EUR       100       112,669  

Electricite de France SA(c)(k)

     

6.00%

    GBP       300       368,421  

3.00%

    EUR       200       197,728  

3.38%

      200       188,238  

Naturgy Finance BV, 2.37%(c)(k)

      200       201,201  

Orsted A/S, 2.50%, 12/31/99(c)

    GBP       100       91,265  
     

 

 

 
        2,356,091  
Health Care Providers & Services — 0.0%                  

Clariane SE, 4.13%(c)(k)

      200       156,608  
     

 

 

 
Hotels, Restaurants & Leisure — 0.0%                  

Accor SA, 2.63%(c)(k)

    EUR       100       105,835  
     

 

 

 
Independent Power and Renewable Electricity Producers(b)(k) — 0.4%        

NRG Energy, Inc., 10.25%

    USD       2,518       2,701,079  

Vistra Corp., 7.00%

      2,522       2,497,147  
     

 

 

 
        5,198,226  
Insurance(c) — 0.0%                  

Liberty Mutual Group, Inc., 3.63%, 05/23/59

    EUR       100       107,399  

Poste Italiane SpA, 2.63%(k)

      200       187,720  
     

 

 

 
        295,119  
Oil, Gas & Consumable Fuels(c) — 0.0%                  

Repsol International Finance BV, 4.25%(k)

      124       131,437  

Var Energi ASA, 7.86%, 11/15/83

      100       115,980  
     

 

 

 
        247,417  
Pharmaceuticals(c) — 0.0%                  

Bayer AG

     

4.50%, 03/25/82

      200       201,745  

7.00%, 09/25/83

      100       108,463  

Series NC5, 6.63%, 09/25/83

      100       107,141  
     

 

 

 
        417,349  
Real Estate Management & Development — 0.0%        

Heimstaden Bostad AB, 2.63%(c)(k)

      375       242,332  
     

 

 

 
Transportation Infrastructure — 0.0%                  

Abertis Infraestructuras Finance BV, 3.25%(c)(k)

      200       208,755  
     

 

 

 
Wireless Telecommunication Services(c) — 0.1%        

Vodafone Group PLC

     

2.63%, 08/27/80

      400       413,739  

3.00%, 08/27/80

      100       97,398  

6.50%, 08/30/84

      100       116,020  
     

 

 

 
        627,157  
     

 

 

 
        42,631,837  
     

 

 

 

Security

  Shares     Value  
Preferred Stocks — 0.7%(d)            
Health Care Technology — 0.1%            

Verscend Intermediate Holding(f)

    790     $ 1,147,603  
   

 

 

 
Interactive Media & Services — 0.6%            

ByteDance Ltd., Series E-1, (Acquired 11/11/20, Cost: $6,330,867)(e)(f)

    57,777       9,244,320  
   

 

 

 
Wireless Telecommunication Services — 0.0%            

CF-B L2 (D) LLC, (Acquired 04/08/15, Cost: $676,934)(e)

    691,319       5,273  

Ligado Networks LLC(p)

    32,168       8,042  
   

 

 

 
      13,315  
   

 

 

 
      10,405,238  
   

 

 

 

Total Preferred Securities — 3.8%

(Cost: $54,845,372)

      53,037,075  
   

 

 

 

Total Long-Term Investments — 137.6%

(Cost: $1,912,788,547)

 

 

    1,909,681,898  
   

 

 

 

Options Purchased — 0.0%

(Cost: $4,262)

      1,125  
   

 

 

 

Total Investments Before Options Written — 137.6%

(Cost: $1,912,792,809)

 

 

    1,909,683,023  
   

 

 

 

Options Written — (0.0)%

(Premiums Received: $(862))

      (125
   

 

 

 

Total Investments, Net of Options Written — 137.6%

(Cost: $1,912,791,947)

 

 

    1,909,682,898  

Liabilities in Excess of Other Assets — (37.6)%

 

    (521,962,493
   

 

 

 

Net Assets — 100.0%

    $ 1,387,720,405  
   

 

 

 

 

(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) 

Non-income producing security.

(e) 

Restricted security as to resale, excluding 144A securities. The Trust held restricted securities with a current value of $9,800,963, representing 0.7% of its net assets as of period end, and an original cost of $8,607,154.

(f) 

Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

(g) 

All or a portion of the security has been pledged and/or segregated as collateral in connection with outstanding exchange-traded options written.

(h) 

When-issued security.

(i) 

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.

(j) 

Issuer filed for bankruptcy and/or is in default.

(k) 

Perpetual security with no stated maturity date.

(l) 

Convertible security.

(m) 

Zero-coupon bond.

(n) 

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.

(o) 

Rounds to less than 1,000.

(p) 

All or a portion of the security is held by a wholly-owned subsidiary.

 

 

For purposes of this report, industry and sector sub-classifications may differ from those utilized by the Trust for compliance purposes.

 

 

18  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

 

Affiliates

Investments in issuers considered to be affiliate(s) of the Trust during the period ended March 31, 2024 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer    Value at
12/31/23
     Purchases
at Cost
     Proceeds
from Sales
     Net
Realized
Gain (Loss)
     Change in
Unrealized
Appreciation
(Depreciation)
     Value at
03/31/24
     Shares
Held at
03/31/24
     Income      Capital Gain
Distributions
from
Underlying
Funds
 

 BlackRock Liquidity  Funds, T-Fund,  Institutional Class(a)

   $ 34,146      $      $ (34,146 )(b)     $      $      $             $ 27,541      $  
           

 

 

    

 

 

    

 

 

       

 

 

    

 

 

 

 

  (a) 

As of period end, the entity is no longer held.

 
  (b) 

Represents net amount purchased (sold).

 

Derivative Financial Instruments Outstanding as of Period End

Futures Contracts

 

Description    Number of
Contracts
       Expiration
Date
       Notional
Amount (000)
       Value/
Unrealized
Appreciation
(Depreciation)
 
Short Contracts                                  

Ultra U.S. Treasury Bond

     3          06/18/24        $ 387        $ 3,839  
                 

 

 

 

Forward Foreign Currency Exchange Contracts

 

Currency Purchased        Currency Sold      Counterparty      Settlement Date        Unrealized
Appreciation
(Depreciation)
 
USD     61,113        EUR     56,000      Deutsche Bank AG        06/20/24        $ 507  
USD     130,597        EUR     119,000      Deutsche Bank AG        06/20/24          1,808  
USD     226,075        EUR     207,000      Deutsche Bank AG        06/20/24          2,048  
USD     8,373,303        EUR     7,663,573      Toronto-Dominion Bank        06/20/24          79,356  
USD     12,559,970        EUR     11,495,373      Toronto-Dominion Bank        06/20/24          119,034  
USD     20,495,373        EUR     18,742,054      UBS AG        06/20/24          211,674  
USD     132,464        GBP     104,000      Morgan Stanley & Co. International PLC        06/20/24          1,146  
USD     5,626,343        GBP     4,417,000      Morgan Stanley & Co. International PLC        06/20/24          49,125  
USD     128,143        GBP     100,000      State Street Bank and Trust Co.        06/20/24          1,876  
USD     228,756        GBP     181,000      Toronto-Dominion Bank        06/20/24          213  
USD     118,889        GBP     93,000      UBS AG        06/20/24          1,460  
                     

 

 

 
                      $ 468,247  
                     

 

 

 

Exchange-Traded Options Purchased

 

Description    Number of
Contracts
       Expiration
Date
      

Exercise Price

       Notional
Amount (000)
       Value  
Put                                                   

10-Year U.S. Treasury Note Future

     8          04/26/24        USD     109.00        USD     886        $ 1,125  
                          

 

 

 

Exchange-Traded Options Written

 

Description    Number of
Contracts
       Expiration
Date
      

Exercise Price

      

Notional

Amount (000)

       Value  
Put                                                   

10-Year U.S. Treasury Note Future

     8          04/26/24        USD     106.50        USD     886        $ (125
                          

 

 

 

 

 

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     19  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

 

Centrally Cleared Credit Default Swaps — Sell Protection

 

Reference Obligation/Index     

Financing
Rate Received
by the Trust
 
 
 
    
Payment
Frequency
 
 
    
Termination
Date
 
 
   Credit
Rating(a)
    
Notional
Amount (000)
 
(b) 
     Value       


Upfront
Premium
Paid
(Received)
 
 
 
 
    

Unrealized
Appreciation
(Depreciation)
 
 
 

 CDX.NA.HY.42.V1

     5.00      Quarterly        06/20/29      B      USD  16,772      $ 1,236,880      $ 1,163,372      $ 73,508  
                 

 

 

    

 

 

    

 

 

 

 

  (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 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     $ 4,707     $ 3,809     $ 898  

CMA CGM SA

     5.00       Quarterly     Morgan Stanley & Co. International PLC     06/20/27     N/R     EUR       125       14,723       20,681       (5,958

Adler Real Estate AG

     5.00       Quarterly     Bank of America N.A.     12/20/27     N/R     EUR       35       (1,815     (6,130     4,315  

Adler Real Estate AG

     5.00       Quarterly     Barclays Bank PLC     12/20/27     N/R     EUR       21       (1,091     (3,601     2,510  

Adler Real Estate AG

     5.00       Quarterly     Barclays Bank PLC     12/20/27     N/R     EUR       59       (3,066     (10,120     7,054  

Adler Real Estate AG

     5.00       Quarterly     Citibank N.A.     12/20/27     N/R     EUR       18       (891     (3,016     2,125  

Adler Real Estate AG

     5.00       Quarterly     JPMorgan Chase Bank N.A.     12/20/27     N/R     EUR       36       (1,862     (6,338     4,476  

Adler Real Estate AG

     5.00       Quarterly     Morgan Stanley & Co. International PLC     12/20/27     N/R     EUR       26       (1,350     (4,515     3,165  

Faurecia SE

     5.00       Quarterly     Barclays Bank PLC     06/20/29     BB     EUR       80       11,195       11,025       170  

Ziggo Bond Co. BV

     5.00       Quarterly     Bank of America N.A.     06/20/29     B-     EUR       44       2,880       3,672       (792
                

 

 

   

 

 

   

 

 

 
                 $ 23,430     $ 5,467     $ 17,963  
                

 

 

   

 

 

   

 

 

 

 

  (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/Reference   Frequency   Rate/Reference   Frequency   Counterparty   Effective
Date
    Termination
Date
 

Notional

Amount (000)

    Value     Paid
(Received)
   

Appreciation

(Depreciation)

 

1-Day SOFR, 5.34%

  Quarterly   Markit iBoxx $ Liquid High Yield Index   Quarterly   JPMorgan Chase Bank N.A.     N/A     09/20/24     USD       1,535     $ 7,117     $ (18,936   $ 26,053  

1-Day SOFR, 5.34%

  Quarterly   Markit iBoxx $ Liquid High Yield Index   Quarterly   Morgan Stanley & Co. International PLC     N/A     09/20/24     USD       693       9,745       (7,102     16,847  

1-Day SOFR, 5.34%

  Quarterly   Markit iBoxx $ Liquid High Yield Index   Quarterly   Morgan Stanley & Co. International PLC     N/A     09/20/24     USD       693       4,762       (7,929     12,691  

1-Day SOFR, 5.34%

  Quarterly   Markit iBoxx $ Liquid High Yield Index   Quarterly   Morgan Stanley & Co. International PLC     N/A     09/20/24     USD       693       2,944       (8,136     11,080  

1-Day SOFR, 5.34%

  Quarterly   Markit iBoxx $ Liquid High Yield Index   Quarterly   Morgan Stanley & Co. International PLC     N/A     12/20/24     USD       9,430       124,837       (98,052     222,889  

1-Day SOFR, 5.34%

  Quarterly   Markit iBoxx $ Liquid High Yield Index   Quarterly   Morgan Stanley & Co. International PLC     N/A     12/20/24     USD       312       389       (3,709     4,098  

1-Day SOFR, 5.34%

  Quarterly   Markit iBoxx $ Liquid High Yield Index   Quarterly   Morgan Stanley & Co. International PLC     N/A     12/20/24     USD       312       1,414       (3,849     5,263  

1-Day SOFR, 5.34%

  Quarterly   Markit iBoxx $ Liquid High Yield Index   Quarterly   Morgan Stanley & Co. International PLC     N/A     12/20/24     USD       346       1,153       (4,320     5,473  
                 

 

 

   

 

 

   

 

 

 
                  $ 152,361     $ (152,033   $ 304,394  
                 

 

 

   

 

 

   

 

 

 

 

 

20  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

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 market–corroborated 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 Committee’s assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Trust’s 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 Trust’s financial instruments categorized in the fair value hierarchy. The breakdown of the Trust’s 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

   $        $ 2,354,406        $        $ 2,354,406  

Common Stocks

                 

Capital Markets

              551,370                   551,370  

Containers & Packaging

     1,326,812                            1,326,812  

Electrical Equipment

     1,976,381                            1,976,381  

Energy Equipment & Services

     5,354                            5,354  

Hotels, Restaurants & Leisure

     958,698                            958,698  

Metals & Mining

     3,073,135                            3,073,135  

Oil, Gas & Consumable Fuels

     580,084                   22,235          602,319  

Real Estate Management & Development

     1,598          716                   2,314  

Semiconductors & Semiconductor Equipment

     426                            426  

Specialized REITs

     4,282,789                            4,282,789  

Corporate Bonds

                 

Aerospace & Defense

              74,810,968                   74,810,968  

Air Freight & Logistics

              124,773                   124,773  

Automobile Components

              31,905,145                   31,905,145  

Automobiles

              14,818,580                   14,818,580  

Banks

              11,690,282                   11,690,282  

Beverages

     110,792          97,926                   208,718  

Biotechnology

              331,075                   331,075  

Broadline Retail

              1,856,464                   1,856,464  

Building Products

              28,035,759                   28,035,759  

Capital Markets

              22,024,476                   22,024,476  

Chemicals

              31,310,469                   31,310,469  

Commercial Services & Supplies

              70,965,344                   70,965,344  

Communications Equipment

              8,008,513                   8,008,513  

Construction & Engineering

              9,380,710                   9,380,710  

Construction Materials

              37,611,792                   37,611,792  

Consumer Discretionary

              94,469                   94,469  

Consumer Finance

     345,028          37,559,654                   37,904,682  

Consumer Staples Distribution & Retail

              11,122,901                   11,122,901  

Containers & Packaging

              51,094,345                   51,094,345  

 

 

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     21  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

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)

                 

Diversified Consumer Services

   $        $ 8,317,692        $        $ 8,317,692  

Diversified REITs

              9,821,276                   9,821,276  

Diversified Telecommunication Services

     423,496          79,535,991                   79,959,487  

Electric Utilities

              13,490,174                   13,490,174  

Electrical Equipment

              2,438,881                   2,438,881  

Electronic Equipment, Instruments & Components

              965,913                   965,913  

Energy Equipment & Services

              22,539,746                   22,539,746  

Entertainment

              5,496,187                   5,496,187  

Environmental, Maintenance & Security Service

              23,474,555                   23,474,555  

Financial Services

              27,504,705                   27,504,705  

Food Products

              12,404,403                   12,404,403  

Gas Utilities

              2,235,674                   2,235,674  

Ground Transportation

              5,182,172                   5,182,172  

Health Care Equipment & Supplies

              14,722,335                   14,722,335  

Health Care Providers & Services

              52,323,026                   52,323,026  

Health Care Technology

              11,008,351                   11,008,351  

Hotel & Resort REITs

              17,828,060                   17,828,060  

Hotels, Restaurants & Leisure

              130,907,271                   130,907,271  

Household Durables

              8,131,030                   8,131,030  

Household Products

              830,335                   830,335  

Independent Power and Renewable Electricity Producers

              6,803,406                   6,803,406  

Insurance

              132,310,669                   132,310,669  

Interactive Media & Services

              2,941,022                   2,941,022  

Internet Software & Services

              7,106,518                   7,106,518  

IT Services

     16,187          19,584,210                   19,600,397  

Leisure Products

              2,075,443                   2,075,443  

Machinery

              34,039,465                   34,039,465  

Media

              130,243,299                   130,243,299  

Metals & Mining

              52,420,703                   52,420,703  

Mortgage Real Estate Investment Trusts (REITs)

              2,052,290                   2,052,290  

Office REITs

              310,828                   310,828  

Oil, Gas & Consumable Fuels

              204,678,073                   204,678,073  

Paper & Forest Products

              110,245                   110,245  

Passenger Airlines

              12,239,399                   12,239,399  

Personal Care Products

              1,385,130                   1,385,130  

Pharmaceuticals

              7,406,200                   7,406,200  

Professional Services

              6,764,181                   6,764,181  

Real Estate Management & Development

              9,034,699                   9,034,699  

Retail REITs

              790,444                   790,444  

Semiconductors & Semiconductor Equipment

     77,893          2,703,565                   2,781,458  

Software

              66,295,104                   66,295,104  

Specialized REITs

              7,090,948                   7,090,948  

Specialty Retail

              6,332,461                   6,332,461  

Technology Hardware, Storage & Peripherals

              5,539,360                   5,539,360  

Textiles, Apparel & Luxury Goods

     86,308          1,405,636                   1,491,944  

Trading Companies & Distributors

              3,528,880                   3,528,880  

Transportation Infrastructure

              540,971                   540,971  

Water Utilities

              101,756                   101,756  

Wireless Telecommunication Services

              20,198,167                   20,198,167  

Floating Rate Loan Interests

              186,984,811          15,431,810          202,416,621  

Preferred Securities

                 

Capital Trusts

              42,631,837                   42,631,837  

Preferred Stocks

     8,042                   10,391,923          10,399,965  

Options Purchased

                 

Interest Rate Contracts

     1,125                            1,125  
  

 

 

      

 

 

      

 

 

      

 

 

 
   $ 13,274,148        $ 1,870,557,634        $ 25,845,968          1,909,677,750  
  

 

 

      

 

 

      

 

 

      

 

 

 

Investments Valued at NAV(a)

                    5,273  
                 

 

 

 
                  $ 1,909,683,023  
                 

 

 

 

Derivative Financial Instruments(b)

                 

Assets

                 

Credit Contracts

   $        $ 98,221        $        $ 98,221  

 

 

22  


Consolidated Schedule of Investments (unaudited) (continued)

March 31, 2024

  

BlackRock Corporate High Yield Fund, Inc. (HYT)

 

Fair Value Hierarchy as of Period End (continued)

 

      Level 1        Level 2        Level 3        Total  

Assets (continued)

                 

Foreign Currency Exchange Contracts

   $        $ 468,247        $        $ 468,247  

Interest Rate Contracts

     3,839          304,394                   308,233  

Liabilities

                 

Credit Contracts

              (6,750                 (6,750

Interest Rate Contracts

     (125                          (125
  

 

 

      

 

 

      

 

 

      

 

 

 
   $   3,714        $   864,112        $     —        $   867,826  
  

 

 

      

 

 

      

 

 

      

 

 

 

 

  (a) 

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.

 

 

  (b) 

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.

 

The Trust may hold assets and/or liabilities in which the fair value approximates the carrying amount for financial reporting purposes. As of period end, bank borrowings payable of $481,000,000 are categorized as Level 2 within the fair value hierarchy.

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, 2023

   $ 22,235        $ 6,449,900        $ 12,598,203        $ 19,070,338  

Transfers into Level 3

              1,186,182                   1,186,182  

Transfers out of Level 3

              (1,718,412        (8,042        (1,726,454

Accrued discounts/premiums

              26,483                   26,483  

Net realized gain (loss)

              6,908          216,915          223,823  

Net change in unrealized appreciation (depreciation)(a)

              315,823          (363,994        (48,171

Purchases

              10,579,558                   10,579,558  

Sales

              (1,414,632        (2,051,159        (3,465,791
  

 

 

      

 

 

      

 

 

      

 

 

 

Closing balance, as of March 31, 2024

   $ 22,235        $ 15,431,810        $ 10,391,923        $ 25,845,968  
  

 

 

      

 

 

      

 

 

      

 

 

 

Net change in unrealized appreciation (depreciation) on investments still held at March 31, 2024(a)

   $        $ 268,047        $ (357,282      $ (89,235
  

 

 

      

 

 

      

 

 

      

 

 

 

 

  (a) 

Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments still held at March 31, 2024 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
CLO    Collateralized Loan Obligation
CMT    Constant Maturity Treasury
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

 

 

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     23  

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