Form NPORT-P - Monthly Portfolio Investments Report on Form N-PORT (Public)
28 Mai 2024 - 8:19PM
Edgar (US Regulatory)
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Consolidated Schedule of Investments (unaudited)
March 31, 2024 |
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BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
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Security |
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Par
(000) |
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Value |
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Asset-Backed Securities |
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Ares XXXIIR CLO Ltd., Series 2014-32RA, Class B, (3-mo. CME Term SOFR + 2.06%), 7.37%, 05/15/30(a)(b) |
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USD |
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500 |
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$ |
497,578 |
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Arini European CLO I DAC, Series 1X, Class D, (3-mo. EURIBOR + 6.04%), 9.97%, 07/15/36(a)(c) |
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EUR |
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100 |
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108,210 |
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BlueMountain Fuji Eur CLO IV DAC, Series 4X, Class ER, (3-mo. EURIBOR + 6.21%), 10.16%, 02/25/34(a)(c) |
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100 |
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105,970 |
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Cairn CLO XVI DAC, Series 2023-16X, Class D, (3-mo. EURIBOR + 5.20%), 9.14%, 01/15/37(a)(c) |
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100 |
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108,119 |
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CIFC European Funding CLO I DAC, Series 1X, Class DR, (3-mo. EURIBOR + 3.20%), 7.14%, 07/15/32(a)(c) |
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100 |
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106,166 |
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Contego CLO VII DAC, Series 7X, Class D, (3-mo. EURIBOR + 3.95%), 7.91%, 05/14/32(a)(c) |
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100 |
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107,592 |
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Contego CLO VIII DAC, Series 8X, Class ER, (3-mo. EURIBOR + 6.06%), 10.01%, 01/25/34(a)(c) |
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100 |
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106,516 |
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CVC Cordatus Loan Fund XXII DAC, Series 22X, Class D, (3-mo. EURIBOR + 3.15%), 7.09%, 12/15/34(a)(c) |
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100 |
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105,251 |
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Galaxy XXVIII CLO Ltd., Series 2018-28A, Class C, (3-mo. CME Term SOFR + 2.21%), 7.53%, 07/15/31(a)(b) |
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USD |
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250 |
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249,058 |
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Greene King Finance PLC(a) |
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Series 06, Class B2, (3-mo. LIBOR GBP + 2.20%), 0.00%, 03/15/36(c) |
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GBP |
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100 |
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100,988 |
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Series B1, (3-mo. LIBOR GBP + 1.92%), 7.14%, 12/15/34 |
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100 |
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104,445 |
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Margay CLO I DAC, Series 1X, Class D, (3-mo. EURIBOR + 6.40%), 10.34%, 07/15/36(a)(c) |
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EUR |
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100 |
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108,183 |
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Neuberger Berman Loan Advisers Euro CLO DAC, Series 2021-2X, Class E, (3-mo. EURIBOR + 6.06%), 10.00%,
04/15/34(a)(c) |
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100 |
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106,237 |
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Palmer Square European CLO DAC, Series 2023- 1X, Class D, (3-mo. EURIBOR + 6.20%), 10.14%, 07/15/36(a)(c) |
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100 |
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110,986 |
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Rockfield Park CLO DAC(a)(c) |
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Series 1X, Class C, (3-mo. EURIBOR + 3.00%), 6.94%, 07/16/34 |
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100 |
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106,051 |
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Series 1X, Class D, (3-mo. EURIBOR + 5.95%), 9.89%, 07/16/34 |
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100 |
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105,916 |
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Unique Pub Finance Co. PLC, Series 02, Class N, 6.46%,
03/30/32(c) |
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GBP |
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89 |
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117,140 |
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Total Asset-Backed Securities 0.2%
(Cost: $2,413,760) |
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2,354,406 |
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Shares |
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Common Stocks |
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Capital Markets 0.0% |
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Ardagh MP USA, Inc., (Acquired 08/02/21, Cost:
$1,599,353)(d)(e) |
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162,646 |
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551,370 |
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Security |
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Shares |
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Value |
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Containers & Packaging 0.1% |
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Crown Holdings, Inc. |
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16,740 |
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$ |
1,326,812 |
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Electrical Equipment 0.1% |
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Sensata Technologies Holding PLC |
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53,710 |
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1,973,306 |
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SunPower Corp.(d) |
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1,025 |
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3,075 |
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1,976,381 |
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Energy Equipment & Services 0.0% |
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Nine Energy Service, Inc.(d) |
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2,390 |
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5,354 |
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Hotels, Restaurants & Leisure 0.1% |
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Aramark |
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29,480 |
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958,698 |
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Metals & Mining 0.2% |
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Constellium SE, Class A(d) |
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138,993 |
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3,073,135 |
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Oil, Gas & Consumable Fuels(d) 0.1% |
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Kcad Holdings I Ltd.(f) |
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2,223,465,984 |
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22,235 |
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NGL Energy Partners LP |
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100,709 |
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580,084 |
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602,319 |
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Real Estate Management & Development(d) 0.0% |
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ADLER Group SA(b) |
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8,254 |
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1,598 |
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ADLER Group SA |
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3,728 |
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716 |
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2,314 |
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Semiconductors & Semiconductor Equipment 0.0% |
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Maxeon Solar Technologies Ltd.(d) |
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128 |
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426 |
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Specialized REITs 0.3% |
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VICI Properties, Inc. |
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143,766 |
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4,282,789 |
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Total Common Stocks 0.9%
(Cost: $36,777,923) |
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12,779,598 |
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Par
(000) |
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Corporate Bonds |
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Aerospace & Defense(b) 5.4% |
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AAR Escrow Issuer LLC, 6.75%, 03/15/29 |
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USD |
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1,413 |
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1,423,872 |
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Bombardier, Inc. |
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7.13%, 06/15/26 |
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4,683 |
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4,750,402 |
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7.88%, 04/15/27(g) |
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961 |
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961,672 |
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6.00%, 02/15/28 |
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3,089 |
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3,038,571 |
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7.50%, 02/01/29 |
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1,537 |
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1,582,701 |
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8.75%, 11/15/30 |
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2,381 |
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2,542,375 |
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7.25%, 07/01/31(h) |
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1,501 |
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1,504,056 |
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Castlelake Aviation Finance DAC, 5.00%, 04/15/27 |
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178 |
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171,441 |
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F-Brasile SpA/F-Brasile U.S. LLC, Series XR, 7.38%, 08/15/26 |
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3,695 |
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3,676,225 |
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Global Aircraft Leasing Co. Ltd.(i) (6.50% Cash or 7.25%
PIK), 6.50%, 09/15/24 |
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734 |
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692,140 |
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Series 2021, (6.50% Cash or 7.25% PIK), 6.50%, 09/15/24 |
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1,619 |
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1,540,173 |
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Spirit AeroSystems, Inc. |
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9.38%, 11/30/29 |
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2,657 |
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2,898,221 |
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9.75%, 11/15/30 |
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2,077 |
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2,323,261 |
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TransDigm, Inc. |
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6.75%, 08/15/28 |
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12,181 |
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12,341,765 |
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6.38%, 03/01/29 |
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13,230 |
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13,271,185 |
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7.13%, 12/01/31 |
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3,631 |
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3,741,956 |
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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 |
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1 |
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Consolidated Schedule of Investments (unaudited) (continued)
March 31, 2024 |
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BlackRock Corporate High Yield Fund, Inc. (HYT)
(Percentages shown are based on Net Assets) |
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Security |
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Par
(000) |
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Value |
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Aerospace & Defense (continued) |
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TransDigm, Inc. (continued) |
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6.63%, 03/01/32 |
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USD |
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13,365 |
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$ |
13,502,539 |
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Triumph Group, Inc., 9.00%, 03/15/28 |
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4,599 |
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4,848,413 |
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74,810,968 |
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Air Freight & Logistics 0.0% |
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Rand Parent LLC, 8.50%, 02/15/30(b) |
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126 |
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124,773 |
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Automobile Components 2.3% |
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Clarios Global LP, 6.75%, 05/15/25(b) |
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1,456 |
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1,457,296 |
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Clarios Global LP/Clarios U.S. Finance Co. |
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4.38%, 05/15/26(c) |
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EUR |
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1,576 |
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1,687,223 |
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6.25%, 05/15/26(b) |
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USD |
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3,622 |
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3,620,162 |
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8.50%, 05/15/27(b) |
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14,182 |
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14,203,450 |
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6.75%, 05/15/28(b) |
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7,569 |
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7,672,150 |
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Dana Financing Luxembourg SARL, 8.50%,
07/15/31(c) |
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EUR |
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|
100 |
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118,737 |
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Forvia SE(c) |
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2.75%, 02/15/27 |
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167 |
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172,060 |
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5.50%, 06/15/31 |
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115 |
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127,170 |
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Goodyear Europe BV, 2.75%, 08/15/28(c) |
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|
100 |
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96,962 |
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Goodyear Tire & Rubber Co., 5.63%, 04/30/33 |
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USD |
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311 |
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284,032 |
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IHO Verwaltungs GmbH, (8.75% Cash or 9.50% PIK), 8.75%,
05/15/28(c)(i) |
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EUR |
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|
116 |
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|
135,471 |
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Phinia, Inc., 6.75%, 04/15/29(b)(h) |
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USD |
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|
772 |
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|
779,444 |
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Schaeffler AG(c) |
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4.50%, 08/14/26 |
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EUR |
|
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|
100 |
|
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|
108,713 |
|
4.75%, 08/14/29 |
|
|
|
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|
100 |
|
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|
109,541 |
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Tenneco, Inc., 8.00%, 11/17/28(b) |
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USD |
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|
738 |
|
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|
673,379 |
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Titan International, Inc., 7.00%, 04/30/28 |
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|
136 |
|
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|
134,201 |
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ZF Finance GmbH(c) |
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5.75%, 08/03/26 |
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EUR |
|
|
|
200 |
|
|
|
221,884 |
|
2.00%, 05/06/27 |
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|
200 |
|
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|
200,666 |
|
2.75%, 05/25/27 |
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|
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|
|
100 |
|
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|
102,604 |
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31,905,145 |
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Automobiles 1.1% |
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Asbury Automotive Group, Inc. |
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4.50%, 03/01/28 |
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USD |
|
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|
90 |
|
|
|
85,688 |
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5.00%, 02/15/32(b) |
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|
901 |
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|
816,344 |
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Aston Martin Capital Holdings Ltd. |
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10.00%, 03/31/29(b) |
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|
767 |
|
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|
780,936 |
|
10.38%, 03/31/29(c) |
|
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GBP |
|
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|
104 |
|
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|
133,533 |
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Carvana Co.(b)(i) |
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(12.00% PIK), 12.00%, 12/01/28 |
|
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USD |
|
|
|
706 |
|
|
|
690,284 |
|
(13.00% PIK), 13.00%, 06/01/30 |
|
|
|
|
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|
723 |
|
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|
705,088 |
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(14.00% PIK), 14.00%, 06/01/31 |
|
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|
|
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|
1,079 |
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|
1,084,230 |
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Dealer Tire LLC/DT Issuer LLC, 8.00%,
02/01/28(b) |
|
|
|
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|
1,030 |
|
|
|
1,025,290 |
|
Ford Motor Co., 6.10%, 08/19/32 |
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|
2,863 |
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|
2,901,121 |
|
Ken Garff Automotive LLC, 4.88%, 09/15/28(b) |
|
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|
680 |
|
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|
628,926 |
|
LCM Investments Holdings II LLC(b) |
|
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4.88%, 05/01/29 |
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|
968 |
|
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|
889,721 |
|
8.25%, 08/01/31 |
|
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|
1,940 |
|
|
|
2,029,545 |
|
MajorDrive Holdings IV LLC, 6.38%, 06/01/29(b) |
|
|
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|
|
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 |
|
|
|
|
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 |
|
Sothebys/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 |
|
|
|
|
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 |
|
Sothebys, 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 |
|
|
|
|
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/Canadas 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 Canes 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 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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 |
|
|
|
|
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 |
|
|
|
|
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 |
|
|
|
|
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 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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. |
(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.
|
|
|
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 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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 marketcorroborated inputs); and |
|
|
|
Level 3 Unobservable inputs based on the best information available in the circumstances, to the extent
observable inputs are not available (including the Valuation Committees assumptions used in determining the fair value of financial instruments). |
The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the
lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different
levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments
classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may
not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of
the risks associated with investing in those securities. For information about the Trusts policy regarding valuation of financial instruments, refer to its most recent financial statements.
Certain investments of the Trust were fair valued using net asset value (NAV) as a practical expedient as no quoted market value is available
and therefore have been excluded from the fair value hierarchy.
The following table summarizes the Trusts financial instruments categorized in
the fair value hierarchy. The breakdown of the Trusts financial instruments into major categories is disclosed in the Consolidated Schedule of Investments above.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Assets |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Long-Term Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Asset-Backed Securities |
|
$ |
|
|
|
$ |
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 |
|
|
|
|
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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