Schedule of Investments (unaudited)

March 31, 2024

   

BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

     Value  

Asset-Backed Securities

      

Golub Capital Partners CLO Ltd., Series 2023-66B, Class D, (3-mo. CME Term SOFR + 5.50%), 10.82%, 04/25/36(a)(b)

    USD  1,000     $ 1,013,943  

Palmer Square CLO Ltd., Series 2023-2A, Class D, (3-mo. CME Term SOFR + 5.00%), 10.32%, 04/20/36(a)(b)

      1,000       1,016,641  

Pikes Peak CLO Ltd., Series 2023-14, Class D, (3-mo. CME Term SOFR + 5.45%), 10.77%, 04/20/36(a)(b)

      1,000       1,013,776  

Symphony CLO Ltd.(a)(b)

     

Series 2023-38, Class D, (3-mo. CME Term SOFR + 5.20%), 10.52%, 04/24/36

       1,000       1,019,325  

Series 2023-40A, Class D, (3-mo. CME Term SOFR + 5.00%), 10.34%, 01/14/34

       1,000       1,013,505  

Whitebox CLO IV Ltd., Series 2023-4A, Class D, (3-mo. CME Term SOFR + 5.15%), 10.47%, 04/20/36(a)(b)

      1,000       1,022,331  
   

 

 

  

Total Asset-Backed Securities — 1.3%
(Cost: $6,000,000)

 

      6,099,521  
   

 

 

  
            Shares         

Common Stocks

      

Construction & Engineering — 0.0%

      

McDermott International Ltd.(c)

      123,933       24,787  
   

 

 

  

Electrical Equipment — 0.0%

      

SunPower Corp.(c)

      1,860       5,580  
   

 

 

  

Energy Equipment & Services — 0.0%

 

  

Project Investor Holdings LLC, (Acquired 02/12/19, Cost: $0)(c)(d)(e)

      6,099       —  
   

 

 

  

Entertainment — 0.1%

      

Learfield Communications LLC, (Acquired 09/06/23, Cost: $85,471)(c)(d)(e)

 

     6,803       319,741  
   

 

 

  

Financial Services(c) — 0.3%

      

NMG Parent LLC

       3,613       334,202  

Travelport Finance Luxembourg SARL(d)

      267       854,969  
   

 

 

  
        1,189,171  

Health Care Providers & Services — 0.0%

 

  

Envision Healthcare Corp., (Acquired 11/03/23,
Cost: $737,244)(c)(e)

 

     23,736       201,756  
   

 

 

  

Oil, Gas & Consumable Fuels — 0.0%

 

  

Kcad Holdings I Ltd.(c)(d)

      309,827,230       3,098  
   

 

 

  

Semiconductors & Semiconductor Equipment — 0.0%

 

  

Maxeon Solar Technologies Ltd.(c)

      232       773  
   

 

 

  

Trading Companies & Distributors — 0.0%

 

  

TMK Hawk Parent Corp.(c)(d)

      23,534       194,159  
   

 

 

  

Total Common Stocks — 0.4%
(Cost: $7,677,813)

         1,939,065  
   

 

 

  
Security         

Par

(000)

     Value  

Corporate Bonds

      

Aerospace & Defense — 0.0%

      

Wesco Aircraft Holdings, Inc., 9.00%, 11/15/26(b)(c)(f)

    USD        1,013     $  253,250  
   

 

 

  

Automobile Components — 0.1%

      

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

      446       446,397  
   

 

 

  

Chemicals(b) — 0.1%

      

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

       51       50,311  

WR Grace Holdings LLC, 5.63%, 08/15/29

       388       347,217  
   

 

 

  
        397,528  

Commercial Services & Supplies(b) — 0.1%

      

Champions Financing, Inc., 8.75%, 02/15/29

       208       217,910  

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

       207       202,773  
   

 

 

  
        420,683  

Construction & Engineering — 0.1%

      

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

      249       269,583  
   

 

 

  

Construction Materials — 0.0%

      

Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 01/15/29(b)

      118       114,984  
   

 

 

  

Diversified REITs — 0.0%

      

VICI Properties LP/VICI Note Co., Inc., 4.63%, 06/15/25(b)

      138       135,884  
   

 

 

  

Diversified Telecommunication Services(b) — 0.2%

 

Level 3 Financing, Inc., 11.00%, 11/15/29

       524       545,301  

Zayo Group Holdings, Inc., 6.13%, 03/01/28

       251       175,642  
   

 

 

  
        720,943  

Electric Utilities — 0.0%

      

Texas Competitive Electric Holdings, Series M, 5.03%, 10/10/19(a)(c)(d)(f)

      1,710       —  
   

 

 

  

Entertainment — 0.1%

      

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

      607       615,821  
   

 

 

  

Ground Transportation — 0.1%

      

Uber Technologies, Inc., 4.50%, 08/15/29(b)

      381       361,499  
   

 

 

  

Health Care Equipment & Supplies — 0.1%

      

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

      384       362,945  
   

 

 

  

Hotels, Restaurants & Leisure(b) — 0.2%

      

Caesars Entertainment, Inc., 4.63%, 10/15/29

       390       355,630  

Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., 6.75%, 01/15/30

       441       395,979  
   

 

 

  
        751,609  

Insurance — 0.1%

      

Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 6.75%, 10/15/27(b)

      357       351,725  
   

 

 

  

Internet Software & Services — 0.1%

      

Expedia Group, Inc., 6.25%, 05/01/25(b)

      337       338,474  
   

 

 

  

IT Services — 0.0%

      

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

      191       197,997  
   

 

 

  
 

 

 

S C H E D U L E   O F  I N V E S T M E N T S

   1

Schedule of Investments (unaudited) (continued)

March 31, 2024

   

BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

     Value  
Machinery(b) — 0.2%                  

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

     USD        336     $ 347,464  

Vertiv Group Corp., 4.13%, 11/15/28

       901       838,328  
   

 

 

  
        1,185,792  
Media — 0.1%                  

Radiate Holdco LLC/Radiate Finance, Inc., 4.50%, 09/15/26(b)

      573       455,623  
   

 

 

  
Real Estate Management & Development — 0.0%        

Realogy Group LLC/Realogy Co.-Issuer Corp., 5.75%, 01/15/29(b)

      46       32,574  
   

 

 

  
Specialty Retail — 0.1%                  

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

      465       494,266  
   

 

 

  
Wireless Telecommunication Services — 0.0%  

Ligado Networks LLC, (15.50% PIK), 15.50%, 11/01/23(b)(c)(f)(g)

      263       39,378  
   

 

 

  
Total Corporate Bonds — 1.7%
 (Cost: $8,864,162)		               7,946,955  
   

 

 

  

Floating Rate Loan Interests(a)

     
Aerospace & Defense — 5.3%                  

Bleriot U.S. Bidco, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR + 4.26%), 9.57%, 10/31/28

       965       968,429  

Cobham Ultra SeniorCo SARL, USD Term Loan B, (6-mo. CME Term SOFR at 0.50% Floor + 3.50%), 9.01%, 08/03/29

       369       361,289  

Cubic Corp.

      

Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 4.51%), 9.85%, 05/25/28

       3,414       3,186,168  

Term Loan C, (3-mo. CME Term SOFR at 0.75% Floor + 4.51%), 9.85%, 05/25/28

       696       649,871  

Dynasty Acquisition Co., Inc., 2024 Term Loan B1, (1-mo. CME Term SOFR + 3.50%), 8.83%, 08/24/28

       4,274       4,280,046  

NORDAM Group, Inc., Term Loan B, (1-mo. CME Term SOFR + 5.70%), 10.93%, 04/09/26

       753       707,256  

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

      299       299,188  

Peraton Corp.

      

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

       1,692       1,693,993  

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

       5,610       5,599,421  

Setanta Aircraft Leasing DAC, Term Loan B, (3-mo. CME Term SOFR + 2.26%), 7.56%, 11/05/28

       1,340       1,341,956  

Standard Aero Ltd., 2024 Term Loan B2, (1-mo. CME Term SOFR + 3.50%), 8.83%, 08/24/28

       1,648       1,650,276  

TransDigm, Inc.

      

2023 Term Loan J, (1-mo. CME Term SOFR at 1.00% Floor + 3.25%), 8.56%, 02/28/31

       758       761,618  

2024 Term Loan I, (3-mo. CME Term SOFR + 2.75%), 8.57%, 08/24/28

       2,986       2,995,609  

2024 Term Loan K, 02/22/30(h)

      118       118,174  
   

 

 

  
         24,613,294  
Security         

Par

(000)

     Value  

Air Freight & Logistics — 0.1%

      

Rand Parent LLC, 2023 Term Loan B, (3-mo. CME Term SOFR + 4.25%), 9.56%, 03/17/30

     USD        244     $ 243,693  
   

 

 

  

Automobile Components — 0.7%

      

Clarios Global LP, 2024 Term Loan B, (1-mo. CME Term SOFR + 3.00%), 8.33%, 05/06/30

       2,339       2,342,989  

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

       1,123       1,054,868  
   

 

 

  
        3,397,857  

Automobiles — 0.6%

      

Dealer Tire Financial LLC, 2024 Term Loan B3, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.08%, 12/14/27(d)

      2,513       2,528,593  

RVR Dealership Holdings LLC, Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.85%), 9.18%, 02/08/28

       241       225,077  
   

 

 

  
        2,753,670  

Banks — 0.6%

      

Ascensus Holdings, Inc., Term Loan, (1-mo. CME Term SOFR + 3.61%), 8.94%, 08/02/28

       2,722       2,708,511  
   

 

 

  

Beverages — 1.4%

      

Naked Juice LLC

      

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

       1,804       1,452,724  

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

       3,846       3,589,621  

Triton Water Holdings, Inc., Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 3.51%), 8.81%, 03/31/28

       1,287       1,272,391  
   

 

 

  
        6,314,736  

Broadline Retail — 1.1%

      

Sally Holdings LLC, 2023 CovLite Term Loan B, (1-mo. CME Term SOFR + 2.25%), 7.58%, 02/28/30

       627       626,876  

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

       4,403       4,400,830  

Woof Holdings, Inc., 1st Lien Term Loan, (3-mo. CME Term SOFR + 4.01%), 9.32%, 12/21/27

       378       298,695  
   

 

 

  
         5,326,401  

Building Products — 1.9%

      

AZZ, Inc., Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.58%, 05/13/29

       275       275,541  

Beacon Roofing Supply, Inc., 2024 Term Loan B, 05/19/28(h)

      1,443       1,443,291  

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

       1,676       1,681,866  

LBM Acquisition LLC, Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.85%), 9.18%, 12/17/27

       502       501,351  

SRS Distribution, Inc.

      

2021 Term Loan B, (1-mo. CME Term SOFR + 3.61%), 8.94%, 06/02/28

       2,737       2,753,216  
 

 

 

2  

 

Schedule of Investments (unaudited) (continued)

March 31, 2024

   

BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

     Value  

Building Products (continued)

      

SRS Distribution, Inc. (continued)

    

2022 Incremental Term Loan, (1-mo. CME Term SOFR + 3.35%), 8.68%, 06/02/28

     USD        977     $ 981,751  

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

       1,214       1,216,714  
   

 

 

  
        8,853,730  

Capital Markets — 2.6%

      

Aretec Group, Inc., 2023 Incremental Term Loan, (1-mo. CME Term SOFR + 4.60%), 9.93%, 08/09/30

       570       572,978  

Axalta Coating Systems U.S. Holdings, Inc., 2024 Term Loan B6, (3-mo. CME Term SOFR at 0.50% Floor + 2.00%), 7.33%, 12/20/29

       1,254       1,254,729  

Azalea Topco, Inc.

      

2021 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.86%), 9.19%, 07/24/26

       1,668       1,653,998  

Term Loan, (1-mo. CME Term SOFR + 3.61%), 8.83%, 07/24/26

       955       949,225  

Castlelake Aviation One DAC

      

2023 Incremental Term Loan B, (3-mo. CME Term SOFR + 2.75%), 8.08%, 10/22/27

       711       711,299  

Term Loan B, (3-mo. CME Term SOFR + 2.50%), 7.83%, 10/22/26

       2,184       2,183,375  

Focus Financial Partners LLC

      

2021 Term Loan B4, (1-mo. CME Term SOFR at 0.50% Floor + 2.50%), 7.83%, 06/30/28

       1,451       1,444,571  

2024 Term Loan B7, (1-mo. CME Term SOFR at 0.50% Floor + 2.75%), 8.08%, 06/30/28

       1,017       1,012,671  

ION Trading Finance Ltd., 2021 USD Term Loan, (3-mo. CME Term SOFR + 4.85%), 10.15%, 04/01/28

       665       663,766  

Osaic Holdings, Inc.

      

2023 Term Loan B, (1-mo. CME Term SOFR + 4.50%), 9.83%, 08/17/28

       1,392       1,396,972  

2024 Term Loan, 08/17/28(h)

      383       384,268  
   

 

 

  
         12,227,852  

Chemicals — 4.9%

      

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(d)

      690       683,100  

2020 USD Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 4.10%), 13.43%, 11/24/27

       756       752,893  

Ascend Performance Materials Operations LLC, 2021 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 4.85%), 10.07%, 08/27/26

       969       951,012  

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

       1,148       1,142,489  

CPC Acquisition Corp., Term Loan, (3-mo. CME Term SOFR + 4.01%), 9.32%, 12/29/27

       449       377,547  

Derby Buyer LLC, USD Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.58%, 11/01/30

       2,075       2,086,018  

Ecovyst Catalyst Technologies LLC, 2021 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 2.60%), 7.91%, 06/09/28

       1,706       1,703,558  

Element Solutions, Inc., 2023 Term Loan B, (1-mo. CME Term SOFR + 2.00%), 7.33%, 12/18/30

       1,962       1,962,123  
Security         

Par

(000)

     Value  

Chemicals (continued)

      

HB Fuller Co., 2024 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.00%), 7.33%, 02/15/30

     USD       291     $ 291,021  

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

       1,061       996,013  

INEOS U.S. Finance LLC, 2023 USD Term Loan B, (1-mo. CME Term SOFR + 3.60%), 8.93%, 02/18/30

       673       671,953  

LSF11 A5 Holdco LLC

      

2023 Incremental Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.35%), 9.68%, 10/15/28

       290       289,955  

Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.61%), 8.94%, 10/15/28

       1,507       1,506,025  

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

       2,118       2,079,703  

Nouryon USA LLC, 2023 USD Term Loan B, (3-mo. CME Term SOFR + 4.10%), 9.42%, 04/03/28

       912       913,476  

Olympus Water US Holding Corp., 2024 Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.57%, 11/09/28

       885       886,366  

OQ Chemicals Corp., 2017 USD Term Loan B2, (3-mo. CME Term SOFR + 3.70%), 8.93%, 10/14/24

       1,565       1,529,848  

SCIH Salt Holdings, Inc., 2021 Incremental Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 4.11%), 9.44%, 03/16/27

       1,038       1,039,046  

Sparta U.S. HoldCo LLC, 2021 Term Loan, (1-mo. CME Term SOFR + 3.36%), 8.69%, 08/02/28

       1,624       1,623,498  

WR Grace Holdings LLC, 2021 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.01%), 9.32%, 09/22/28

        1,391       1,391,423  
   

 

 

  
         22,877,067  

Commercial Services & Supplies — 4.8%

      

Action Environmental Group, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.50%), 9.82%, 10/24/30(d)

      646       645,974  

Allied Universal Holdco LLC

      

2021 USD Incremental Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.85%), 9.18%, 05/12/28

       2,589       2,585,168  

2023 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.75%), 10.08%, 05/12/28

       333       333,978  

Amentum Government Services Holdings LLC, 2022 Term Loan, (1-mo. CME Term SOFR + 4.00%), 9.33%, 02/15/29

       777       778,129  

Aramark Services, Inc., 2024 Term Loan B8, (3-mo. CME Term SOFR + 2.00%), 7.33%, 06/22/30

       757       756,652  

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

      2,334       2,339,835  

Creative Artists Agency LLC, 2024 Term Loan B, 11/27/28(h)

      2,728       2,728,725  

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

       429       429,270  

Mavis Tire Express Services Topco Corp., 2024 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.75%), 9.08%, 05/04/28

       2,957       2,958,601  
 

 

 

S C H E D U L E   O F  I N V E S T M E N T S

   3

Schedule of Investments (unaudited) (continued)

March 31, 2024

   

BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

     Value  

Commercial Services & Supplies (continued)

 

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

     USD       796     $ 603,603  

Prime Security Services Borrower LLC, 2023 Term Loan B, (3-mo. CME Term SOFR + 2.50%), 7.83%, 10/14/30

       738       738,150  

Tempo Acquisition LLC, 2023 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.75%), 8.08%, 08/31/28

       4,743       4,755,376  

TruGreen LP, 2020 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 4.10%), 9.43%, 11/02/27

       1,631       1,584,703  

Vestis Corp., Term Loan, (3-mo. CME Term SOFR + 2.25%), 7.58%, 02/22/31(d)

      299       298,626  

Viad Corp., Initial Term Loan, (1-mo. CME Term SOFR + 5.11%), 10.44%, 07/30/28

        976       975,585  
   

 

 

  
         22,512,375  

Communications Equipment — 0.7%

      

Ciena Corp., 2020 Term Loan B, (1-mo. CME Term SOFR + 2.00%), 7.33%, 10/24/30

       1,394       1,396,170  

Viasat, Inc.

      

2023 Term Loan, (1-mo. CME Term SOFR + 4.61%), 9.93%, 05/30/30

       568       549,301  

Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 4.50%), 9.83%, 03/02/29

       1,135       1,097,573  
   

 

 

  
        3,043,044  

Construction & Engineering — 1.4%

      

Brand Industrial Services, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 5.50%), 10.81%, 08/01/30

       3,329       3,340,556  

Legence Holdings LLC, 2021 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 3.60%), 8.93%, 12/16/27

       222       221,243  

Pike Corp., 2021 Incremental Term Loan B, (1-mo. CME Term SOFR + 3.11%), 8.44%, 01/21/28

       1,045       1,047,757  

USIC Holdings, Inc., 2021 Term Loan, (3-mo. CME Term SOFR + 3.76%), 9.06%, 05/12/28

       1,729       1,724,498  
   

 

 

  
        6,334,054  

Construction Materials — 4.5%

      

ACProducts Holdings, Inc., 2021 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.51%), 9.81%, 05/17/28

       1,624       1,476,542  

American Builders & Contractors Supply Co., Inc., 2024 Term Loan B, (1-mo. CME Term SOFR + 2.00%), 7.33%, 01/31/31

       1,182       1,181,559  

Chariot Buyer LLC

      

2024 Incremental Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.08%, 11/03/28

       637       637,796  

Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.35%), 8.68%, 11/03/28

       2,426       2,421,011  

Cornerstone Building Brands, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.35%), 8.68%, 04/12/28

       263       260,701  

CP Atlas Buyer, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.85%), 9.18%, 11/23/27

       1,448       1,428,487  

CP Iris Holdco I, Inc.

      

2021 2nd Lien Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 7.10%), 12.43%, 10/01/29(d)

      1,046       967,550  

2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.85%), 9.18%, 10/02/28

       234       233,259  
Security         

Par

(000)

     Value  

Construction Materials (continued)

      

CPG International LLC, 2022 Term Loan B, (1-mo. CME Term SOFR + 2.60%), 7.93%, 04/28/29

     USD       788     $ 788,741  

Emerald Debt Merger Sub LLC, Term Loan B, (3-mo. CME Term SOFR + 2.50%), 7.79%, 05/31/30

       1,689       1,687,536  

Ingersoll-Rand Services Co., 2020 USD Spinco Term Loan, (1-mo. CME Term SOFR + 1.85%), 7.18%, 03/01/27

       516       516,675  

LSF10 XL Bidco SCA, 2021 EUR Term Loan B4, (3-mo. EURIBOR + 4.18%), 8.08%, 04/12/28

     EUR       853       846,645  

New AMI I LLC, 2022 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 6.00%), 11.33%, 03/08/29

     USD       836       796,691  

Oscar AcquisitionCo. LLC, Term Loan B, (3-mo. CME Term SOFR + 4.60%), 9.90%, 04/29/29

       1,091       1,093,432  

Quikrete Holdings, Inc., 2023 Term Loan B, (1-mo. CME Term SOFR + 2.86%), 8.19%, 03/19/29

       620       620,253  

Smyrna Ready Mix Concrete LLC, 2023 Term Loan, (1-mo. CME Term SOFR + 3.50%), 8.83%, 04/02/29(d)

      535       537,818  

Standard Industries, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.36%), 7.69%, 09/22/28

       1,579       1,578,969  

Summit Materials LLC, 2023 Incremental Term Loan B, (3-mo. CME Term SOFR + 2.50%), 7.83%, 01/12/29

       729       732,098  

Wilsonart LLC, 2021 Term Loan E, (3-mo. CME Term SOFR at 1.00% Floor + 3.35%), 8.65%, 12/31/26

       3,131       3,133,265  

Zurn LLC, 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.11%), 7.44%, 10/04/28.

        111       111,326  
   

 

 

  
         21,050,354  

Consumer Finance — 1.2%

      

GTCR W Merger Sub LLC, USD Term Loan B, (1-mo. CME Term SOFR + 3.00%), 8.31%, 01/31/31

       2,082       2,087,642  

Trans Union LLC

      

2019 Term Loan B5, (1-mo. CME Term SOFR + 1.85%), 7.18%, 11/16/26

       1,827       1,824,669  

2024 Term Loan B6, (1-mo. CME Term SOFR at 0.50% Floor + 2.00%), 7.33%, 12/01/28

       1,839       1,837,438  
   

 

 

  
        5,749,749  

Consumer Staples Distribution & Retail — 0.3%

 

U.S. Foods, Inc.

      

2019 Term Loan B, (1-mo. CME Term SOFR + 2.11%), 7.44%, 09/13/26

       634       635,272  

2021 Term Loan B, (1-mo. CME Term SOFR + 2.00%), 7.33%, 11/22/28

       891       894,161  
   

 

 

  
        1,529,433  

Containers & Packaging — 2.3%

      

Charter Next Generation, Inc., 2024 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.50%), 8.83%, 12/01/27

       3,735       3,740,409  

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

       1,585       1,549,779  

Mauser Packaging Solutions Holding Co., Term Loan B, (1-mo. CME Term SOFR + 4.00%), 9.33%, 08/14/26

       1,253       1,256,017  

Pactiv Evergreen Group Holdings Inc, 2020 Term Loan B2, (1-mo. CME Term SOFR + 3.36%), 8.69%, 02/05/26

       226       226,896  
 

 

 

4  

 

Schedule of Investments (unaudited) (continued)

March 31, 2024

   

BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

     Value  

Containers & Packaging (continued)

      

Pregis TopCo LLC

      

1st Lien Term Loan, (1-mo. CME Term SOFR + 3.75%), 9.08%, 07/31/26

     USD       667     $ 667,968  

2021 Incremental Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.86%), 9.19%, 07/31/26

        692       692,000  

Reynolds Consumer Products LLC, Term Loan, (1-mo. CME Term SOFR + 1.75%), 7.18%, 02/04/27

       1,306       1,307,463  

Trident TPI Holdings, Inc., 2021 Term Loan B3, (3-mo. CME Term SOFR at 0.50% Floor + 4.26%), 9.81%, 09/15/28

       1,272       1,271,671  
   

 

 

  
         10,712,203  

Distributors — 0.2%

      

PAI Holdco, Inc., 2020 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 4.01%), 9.32%, 10/28/27

       1,008       948,652  
   

 

 

  

Diversified Consumer Services — 2.0%

      

Ascend Learning LLC

      

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

       190       186,762  

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

       619       614,293  

Bright Horizons Family Solutions LLC, 2021 Term Loan B, (1-mo. CME Term SOFR + 2.36%), 7.69%, 11/24/28

       916       914,489  

KUEHG Corp., 2023 Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 5.00%), 10.30%, 06/12/30

       1,401       1,403,244  

Learning Care Group U.S. No. 2, Inc., 2023 Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.75%), 10.07%, 08/11/28

       220       219,941  

Sotheby’s, 2021 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.76%), 10.08%, 01/15/27

       2,715       2,658,632  

Spring Education Group, Inc., Term Loan, (3-mo. CME Term SOFR + 4.50%), 9.81%, 10/04/30

       1,481       1,486,319  

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

       1,910       1,914,469  
   

 

 

  
        9,398,149  

Diversified Telecommunication Services — 2.4%

 

Connect Finco SARL

      

2021 Term Loan B, (1-mo. CME Term SOFR at 1.00% Floor + 3.50%), 8.83%, 12/11/26

       1,266       1,255,940  

2024 Extended Term Loan B, 09/13/29(h)

       1,260       1,238,251  

Consolidated Communications, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.61%), 8.94%, 10/02/27

       444       420,474  

Level 3 Financing, Inc.(d)

      

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

       967       959,859  

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

       974       966,902  

Lumen Technologies, Inc.

      

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

       746       552,679  
Security         

Par

(000)

     Value  

Diversified Telecommunication Services (continued)

 

Lumen Technologies, Inc. (continued)

      

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

     USD       762     $ 564,120  

ORBCOMM, Inc., Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 4.51%), 9.77%, 09/01/28

       861       832,281  

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

       5,045       4,415,296  
   

 

 

  
        11,205,802  

Electronic Equipment, Instruments & Components — 0.9%

 

Coherent Corp., 2022 Term Loan B, (1-mo. CME Term SOFR + 2.75%), 8.19%, 07/02/29

       1,510       1,510,087  

MX Holdings U.S., Inc., 2023 USD Term Loan B1D, (1-mo. CME Term SOFR at 0.75% Floor + 2.86%), 8.19%, 07/31/28

       189       189,129  

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

        2,720       2,734,886  
   

 

 

  
         4,434,102  

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(d)

       40       20,121  

2020 Take Back Term Loan, (1-mo. CME Term SOFR + 1.11%), 6.44%, 06/30/25

       311       120,486  
   

 

 

  
        140,607  

Entertainment — 3.2%

      

AMC Entertainment Holdings, Inc., 2019 Term Loan B, (1-mo. CME Term SOFR + 3.11%), 8.44%, 04/22/26

       1,487       1,243,416  

Aristocrat Technologies, Inc., 2022 Term Loan B, (3-mo. CME Term SOFR + 2.35%), 7.66%, 05/24/29

       101       101,126  

Cirque Du Soleil Holding USA Newco, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.55%, 03/08/30

       898       896,808  

Delta 2 Lux SARL, 2022 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 2.25%), 7.56%, 01/15/30

       1,847       1,847,462  

Lions Gate Capital Holdings LLC, 2018 Term Loan B, (1-mo. CME Term SOFR + 2.35%), 7.68%, 03/24/25

       1,291       1,288,396  

Live Nation Entertainment, Inc., Term Loan B4, (1-mo. CME Term SOFR + 1.85%), 7.18%, 10/19/26

       2,498       2,492,630  

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

       1,267       1,264,140  

NEP Group, Inc., 2023 Term Loan B, 08/19/26(h)

       1,902       1,805,721  

SMG U.S. Midco 2, Inc., 2020 Term Loan, (3-mo. CME Term SOFR + 2.76%), 8.07%, 01/23/25

       413       412,811  

UFC Holdings LLC, 2021 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 3.01%), 8.34%, 04/29/26

       889       889,600  

William Morris Endeavor Entertainment LLC, 2018 1st Lien Term Loan, (1-mo. CME Term SOFR + 2.86%), 8.19%, 05/18/25

       2,644       2,640,404  
   

 

 

  
        14,882,514  
 

 

 

S C H E D U L E   O F  I N V E S T M E N T S

   5

Schedule of Investments (unaudited) (continued)

March 31, 2024

   

BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

     Value  

Environmental, Maintenance & Security Service — 0.8%

 

Clean Harbors, Inc., 2023 Term Loan, (1-mo. CME Term SOFR + 1.86%), 7.19%, 10/08/28

     USD       1,023     $ 1,024,265  

Covanta Holding Corp.

      

2021 Term Loan C, (1-mo. CME Term SOFR at 0.50% Floor + 2.50%), 7.83%, 11/30/28

       86       85,367  

2024 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.75%), 8.07%, 11/30/28

       874       872,829  

2024 Term Loan C, (1-mo. CME Term SOFR at 0.50% Floor + 2.75%), 8.07%, 11/30/28

       48       47,695  

2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.50%), 7.83%, 11/30/28

       1,121       1,116,865  

GFL Environmental, Inc., 2023 First Lien Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 2.50%), 7.82%, 05/31/27

        724       726,557  
   

 

 

  
         3,873,578  

Financial Services — 3.9%

      

Belron Finance U.S. LLC

      

2018 Term Loan B, (3-mo. CME Term SOFR + 2.51%), 7.82%, 11/13/25

       429       429,621  

2019 USD Term Loan B3, (3-mo. CME Term SOFR + 2.51%), 7.83%, 10/30/26

       855       855,048  

2023 1st Lien Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 2.35%), 7.66%, 04/18/29

       468       468,645  

2023 USD Term Loan, (3-mo. CME Term SOFR + 2.26%), 7.58%, 04/13/28

       4,549       4,548,775  

Cogeco Financing 2 LP, 2023 Term Loan B, (1-mo. CME Term SOFR + 2.61%), 7.94%, 09/29/28

       1,576       1,534,261  

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

       6,099       6,066,274  

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

       1,806       1,799,228  

FinCo I LLC, 2023 Term Loan, (3-mo. CME Term SOFR + 3.00%), 8.31%, 06/27/29

       610       610,542  

GIP Pilot Acquisition Partners LP, Term Loan, (3-mo. CME Term SOFR + 3.00%), 8.33%, 10/04/30

       301       301,677  

Hyperion Refinance SARL, 2024 USD Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.83%, 02/15/31

       705       705,063  

Sunrise Financing Partnership, 2021 USD Term Loan AX, (1-mo. CME Term SOFR + 3.11%), 8.44%, 01/31/29

       768       763,868  
   

 

 

  
        18,083,002  

Food Products — 2.5%

      

8th Avenue Food & Provisions, Inc.

      

2018 1st Lien Term Loan, (1-mo. CME Term SOFR + 3.86%), 9.19%, 10/01/25

       1,000       980,254  

2021 Incremental Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 4.86%), 10.19%, 10/01/25

       1,504       1,476,399  

Chobani LLC

      

2020 Term Loan B, (1-mo. CME Term SOFR + 3.61%), 8.94%, 10/25/27

       3,188       3,192,921  

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

       820       824,045  

Froneri U.S., Inc., 2020 USD Term Loan, (1-mo. CME Term SOFR + 2.35%), 7.68%, 01/29/27

       3,505       3,505,970  
Security         

Par

(000)

     Value  

Food Products (continued)

      

H-Food Holdings LLC, 2018 Term Loan B, (3-mo. CME Term SOFR + 3.95%), 9.29%, 05/23/25

     USD       493     $ 356,832  

Nomad Foods U.S. LLC, Term Loan B4, (6-mo. CME Term SOFR at 0.50% Floor + 3.00%), 8.27%, 11/13/29

       1,002       1,002,898  

UTZ Quality Foods LLC, 2021 Term Loan B, (1-mo. CME Term SOFR + 3.11%), 8.44%, 01/20/28

        553       553,486  
   

 

 

  
         11,892,805  

Ground Transportation — 0.7%

      

AIT Worldwide Logistics Holdings, Inc., 2021 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 4.85%), 10.17%, 04/06/28

       571       572,064  

Avis Budget Car Rental LLC, 2020 Term Loan B, (1-mo. CME Term SOFR + 1.86%), 7.19%, 08/06/27

       650       646,936  

SIRVA Worldwide, Inc., 2018 1st Lien Term Loan, (3-mo. CME Term SOFR + 5.76%), 11.10%, 08/04/25

       1,136       796,861  

Uber Technologies, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR + 2.75%), 8.08%, 03/03/30

       1,271       1,275,768  
   

 

 

  
        3,291,629  

Health Care Equipment & Supplies — 2.8%

      

Avantor Funding, Inc., 2021 Term Loan B5, (1-mo. CME Term SOFR + 2.35%), 7.68%, 11/08/27

       1,082       1,082,141  

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

       939       937,523  

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

       2,248       2,219,202  

Insulet Corp., 2024 Term Loan B, (1-mo. CME Term SOFR + 3.00%), 8.33%, 05/04/28

       756       756,260  

Maravai Intermediate Holdings LLC, 2022 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 3.00%), 8.31%, 10/19/27

       1,472       1,444,567  

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

       3,910       3,918,547  

Sotera Health Holdings LLC, 2021 Term Loan, (1-mo. CME Term SOFR + 2.86%), 8.19%, 12/11/26

       2,539       2,525,239  
   

 

 

  
        12,883,479  

Health Care Providers & Services — 5.2%

      

Catalent Pharma Solutions, Inc., 2021 Term Loan B3, (1-mo. CME Term SOFR + 2.11%), 7.44%, 02/22/28

       1,895       1,892,412  

CHG Healthcare Services, Inc.

      

2021 Term Loan, (1-mo. CME Term SOFR + 3.36%), 8.69%, 09/29/28

       1,010       1,010,100  

2023 Incremental Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.09%, 09/29/28

       215       214,866  

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

       2,197       2,199,678  

Electron BidCo, Inc., 2021 Term Loan, (1-mo. CME Term SOFR + 3.11%), 8.44%, 11/01/28

       2,163       2,166,462  
 

 

 

6  

 

Schedule of Investments (unaudited) (continued)

March 31, 2024

   

BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

     Value  
Health Care Providers & Services (continued)  

eResearchTechnology, Inc., 2020 1st Lien Term Loan, (1-mo. CME Term SOFR at 1.00% Floor + 4.61%), 9.94%, 02/04/27

     USD       811     $ 812,822  

EyeCare Partners LLC

      

2020 Term Loan, (3-mo. CME Term SOFR + 4.01%), 9.32%, 02/18/27

       1,647       864,879  

2021 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 7.01%), 12.32%, 11/15/29

       581       200,404  

2021 Incremental Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.01%), 9.32%, 11/15/28

       528       274,199  

Fortrea Holdings, Inc., Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.08%, 07/01/30

       419       419,882  

ICON Luxembourg SARL

      

2024 LUX Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 2.00%), 7.30%, 07/03/28

       1,791       1,794,329  

2024 US Term Loan B, 0.00%, 07/03/28

       447       447,905  

Ingenovis Health, Inc., Term Loan B, (1-mo. CME Term SOFR + 3.75%), 9.19%, 03/06/28

       1,600       1,428,979  

IQVIA, Inc., 2023 USD Term Loan B4, (3-mo. CME Term SOFR + 2.00%), 7.31%, 01/02/31

       1,220       1,224,737  

MED ParentCo LP, 1st Lien Term Loan, (1-mo. CME Term SOFR + 4.36%), 9.69%, 08/31/26

       381       380,022  

Medical Solutions Holdings, Inc., 2021 2nd Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 7.10%), 12.43%, 11/01/29

       611       488,036  

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

       3,030       3,035,353  

Precision Medicine Group LLC, 2021 Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 3.10%), 8.40%, 11/18/27

       1,218       1,201,976  

Reverb Buyer, Inc., 2021 1st Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.35%), 8.68%, 11/01/28

       900       801,029  

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

       887       881,013  

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

       1,164       1,168,645  

Vizient, Inc., 2022 Term Loan B7, (1-mo. CME Term SOFR at 0.50% Floor + 2.35%), 7.68%, 05/16/29

        332       333,164  

WCG Intermediate Corp., 2019 Term Loan, (1-mo. CME Term SOFR + 4.11%), 9.44%, 01/08/27

       1,096       1,096,058  
   

 

 

  
         24,336,950  
Health Care Technology — 2.8%                  

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

       3,101       3,067,533  

Cotiviti, Inc.(h)

      

2024 Fixed Term Loan B, 02/21/31

       1,086       1,087,358  

2024 Term Loan, 02/21/31

       1,978       1,973,055  
Security         

Par

(000)

     Value  
Health Care Technology (continued)                  

Gainwell Acquisition Corp., Term Loan B, (3-mo. CME Term SOFR + 4.10%), 9.41%, 10/01/27

     USD       3,220     $ 3,073,906  

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

       3,077       3,077,109  

Waystar Technologies, Inc., 2024 Term Loan B, (1-mo. CME Term SOFR + 4.00%), 9.33%, 10/22/29

        912       913,330  
   

 

 

  
         13,192,291  

Hotel & Resort REITs — 0.1%

      

RHP Hotel Properties LP, 2023 Term Loan B, (1-mo. CME Term SOFR + 2.75%), 8.08%, 05/18/30

       490       490,167  
   

 

 

  

Hotels, Restaurants & Leisure — 7.9%

      

Alterra Mountain Co.(d)

      

2023 Term Loan B, (1-mo. CME Term SOFR + 3.75%), 9.18%, 05/31/30

       154       154,414  

2024 Add-on Term Loan B, 05/31/30(h)

       215       215,806  

Bally’s Corp., 2021 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.83%, 10/02/28

       1,201       1,125,843  

Burger King (Restaurant Brands International, Inc.)/New Red Finance, Inc., 2023 Term Loan B5, (1-mo. CME Term SOFR + 2.25%), 7.58%, 09/20/30

       2,317       2,314,476  

Caesars Entertainment, Inc.

      

2024 Term Loan B1, (3-mo. CME Term SOFR at 0.50% Floor + 2.75%), 8.04%, 02/06/31

       2,874       2,874,000  

Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 3.35%), 8.66%, 02/06/30

       1,235       1,236,592  

Carnival Corp., 2023 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.00%), 8.32%, 08/08/27

       1,157       1,157,914  

Churchill Downs, Inc., 2021 Incremental Term Loan B1, (1-mo. CME Term SOFR + 2.10%), 7.43%, 03/17/28

       1,451       1,450,398  

City Football Group Ltd., Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.11%), 8.44%, 07/21/28

       1,563       1,560,100  

ECL Entertainment, LLC, 2023 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 4.75%), 10.08%, 08/31/30

       800       802,180  

Fertitta Entertainment LLC, 2022 Term Loan B, (1-mo. CME Term SOFR + 3.75%), 9.08%, 01/27/29

       4,407       4,415,349  

Flutter Financing BV, Term Loan B, (3-mo. CME Term SOFR + 2.25%), 7.56%, 11/25/30

       3,549       3,547,188  

Four Seasons Hotels Ltd., 2024 Term Loan B, (3-mo. CME Term SOFR + 2.10%), 7.43%, 11/30/29

       3,162       3,163,680  

Hilton Domestic Operating Co., Inc., 2023 Term Loan B4, (1-mo. CME Term SOFR + 2.00%), 7.43%, 11/08/30

       767       768,135  

IRB Holding Corp., 2024 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 2.85%), 8.08%, 12/15/27

       2,379       2,378,159  
 

 

 

S C H E D U L E   O F  I N V E S T M E N T S

   7

Schedule of Investments (unaudited) (continued)

March 31, 2024

   

BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

     Value  

Hotels, Restaurants & Leisure (continued)

      

Light & Wonder International, Inc., 2024 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 2.75%), 8.08%, 04/14/29

     USD       1,084     $ 1,085,368  

Packers Holdings LLC, 2021 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 3.25%), 8.68%, 03/09/28

       898       569,286  

Penn Entertainment, Inc., 2022 Term Loan B, (1-mo. CME Term SOFR + 2.85%), 8.18%, 05/03/29

       1,464       1,464,751  

Playa Resorts Holding BV, 2022 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.58%, 01/05/29

       473       474,096  

SeaWorld Parks & Entertainment, Inc., 2024 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.50%), 7.83%, 08/25/28

       546       544,928  

Station Casinos LLC, 2024 Term Loan B, 03/14/31(h)

       1,972       1,968,194  

Whatabrands LLC, 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.36%), 8.69%, 08/03/28

       2,818       2,817,952  

Wyndham Hotels & Resorts, Inc., 2023 Term Loan B, (1-mo. CME Term SOFR + 2.35%), 7.68%, 05/24/30

       530       531,419  
   

 

 

  
        36,620,228  

Household Durables — 1.7%

      

AI Aqua Merger Sub, Inc., 2023 Incremental Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.58%, 07/31/28

       1,308       1,312,402  

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

       2,378       2,346,464  

Serta Simmons Bedding, LLC, 2023 New Term Loan, (3-mo. CME Term SOFR + 7.61%), 12.92%, 06/29/28

       499       445,616  

Stitch Aquisition Corp., Term Loan B, (3-mo. CME Term SOFR + 7.00%), 12.31%, 07/28/28

       1,075       268,812  

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

       814       745,834  

Weber-Stephen Products LLC, Term Loan B, (1-mo. CME Term SOFR + 3.36%), 8.69%, 10/30/27

       3,086       2,844,886  
   

 

 

  
        7,964,014  

Household Products — 0.1%

      

Kronos Acquisition Holdings, Inc., 2021 1st Lien Term Loan, (3-mo. CME Term SOFR at 1.00% Floor + 6.15%), 11.49%, 12/22/26

       402       402,255  
   

 

 

  

Independent Power and Renewable Electricity Producers — 0.9%

 

Calpine Construction Finance Co. LP, 2023 Refinancing Term Loan B, (1-mo. CME Term SOFR + 2.25%), 7.58%, 07/31/30

       1,225       1,222,999  

Calpine Corp., Term Loan B9, (1-mo. CME Term SOFR + 2.00%), 7.33%, 01/31/31

        589       585,378  

Constellation Renewables LLC, 2020 Term Loan, (3-mo. CME Term SOFR at 1.00% Floor + 2.76%), 8.10%, 12/15/27

       1,184       1,183,997  

NRG Energy, Inc., 2024 Term Loan, 03/27/31(h)

       1,245       1,242,672  
   

 

 

  
         4,235,046  
Security         

Par

(000)

     Value  

Industrial Conglomerates — 0.1%

      

JFL-Tiger Acquisition Co., Inc., Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 5.00%), 10.32%, 10/17/30

     USD       588     $ 588,707  
   

 

 

  

Insurance — 7.5%

      

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

       6,837       6,863,095  

AmWINS Group, Inc.

      

2021 Term Loan B, (1-mo. CME Term SOFR + 2.36%), 7.69%, 02/19/28

       2,554       2,554,086  

2023 Incremental Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 2.75%), 8.19%, 02/19/28

       491       491,264  

Amynta Agency Borrower, Inc., 2023 1st Lien Term Loan B, (3-mo. CME Term SOFR + 4.25%), 9.55%, 02/28/28

       1,409       1,413,193  

AssuredPartners, Inc.

      

2020 Term Loan B, (1-mo. CME Term SOFR + 3.61%), 8.94%, 02/12/27

       1,386       1,386,799  

2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.61%), 8.94%, 02/12/27

       869       869,471  

2023 Term Loan B4, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.08%, 02/12/27

       431       430,770  

2024 Incremental Term Loan B5, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.83%, 02/14/31

       473       473,445  

Baldwin Risk Partners, LLC, 2021 Term Loan B, (1-mo. CME Term SOFR + 3.61%), 8.94%, 10/14/27

       435       433,744  

HUB International Ltd., 2024 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 3.25%), 8.57%, 06/20/30

       4,942       4,942,758  

Jones Deslauriers Insurance Management, Inc., 2024 Term Loan B, (3-mo. CME Term SOFR + 3.50%), 8.80%, 03/15/30

       1,137       1,135,931  

Ryan Specialty LLC, Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 2.75%), 8.08%, 09/01/27

       1,342       1,342,729  

Sedgwick Claims Management Services, Inc., 2023 Term Loan B, (1-mo. CME Term SOFR + 3.75%), 9.08%, 02/24/28

       3,979       3,984,665  

Truist Insurance Holdings LLC(h)

      

1st Lien Term Loan, 03/24/31

       2,567       2,562,713  

2nd Lien Term Loan, 03/08/32

       1,006       1,011,030  

USI, Inc./New York

      

2023 Acquisition Term Loan, (3-mo. CME Term SOFR + 3.25%), 8.55%, 09/27/30

       1,109       1,109,769  

2023 Term Loan B, (3-mo. CME Term SOFR + 3.00%), 8.30%, 11/22/29

       4,043       4,042,961  
   

 

 

  
         35,048,423  

Interactive Media & Services — 0.1%

      

Acuris Finance U.S., Inc., 2021 USD Term Loan B, (3-mo. CME Term SOFR + 4.15%), 9.45%, 02/16/28

        429       427,649  
   

 

 

  

Internet Software & Services — 0.3%

      

Gen Digital, Inc., 2022 Term Loan B, (1-mo. CME Term SOFR + 2.10%), 7.43%, 09/12/29

       1,291       1,290,177  
   

 

 

  
 

 

 

8  

 

Schedule of Investments (unaudited) (continued)

March 31, 2024

   

BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

     Value  

IT Services — 3.0%

      

Asurion LLC

      

2020 Term Loan B8, (1-mo. CME Term SOFR + 3.36%), 8.69%, 12/23/26

     USD       292     $ 285,896  

2021 2nd Lien Term Loan B3, (1-mo. CME Term SOFR + 5.36%), 10.69%, 01/31/28

       1,117       1,002,272  

2021 Second Lien Term Loan B4, (1-mo. CME Term SOFR + 5.36%), 10.69%, 01/20/29

       1,066       949,571  

2023 Term Loan B11, (1-mo. CME Term SOFR + 4.35%), 9.68%, 08/19/28

       1,652       1,591,743  

Camelot U.S. Acquisition LLC, 2024 Term Loan B, (1-mo. CME Term SOFR + 2.75%), 8.08%, 01/31/31

       3,256       3,253,876  

Central Parent, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR + 4.00%), 9.31%, 07/06/29

       2,697       2,703,504  

Go Daddy Operating Co. LLC

      

2021 Term Loan B4, (1-mo. CME Term SOFR + 2.11%), 7.44%, 08/10/27

       723       722,874  

2024 Term Loan B6, (1-mo. CME Term SOFR + 2.00%), 7.33%, 11/09/29

       1,752       1,750,373  

Magenta Buyer LLC

      

2021 USD 1st Lien Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 5.26%), 10.57%, 07/27/28

       1,290       758,423  

2021 USD 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 8.51%), 13.82%, 07/27/29

       1,674       485,374  

Venga Finance SARL, 2021 USD Term Loan B, (3-mo. CME Term SOFR + 5.01%), 10.35%, 06/28/29

       641       639,408  
   

 

 

  
         14,143,314  

Leisure Products — 0.2%

      

Fender Musical Instruments Corp., 2021 Term Loan B, (1-mo. CME Term SOFR + 4.10%), 9.43%, 12/01/28

       481       472,303  

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

       340       341,009  
   

 

 

  
        813,312  

Machinery — 6.8%

      

Albion Financing 3 SARL, USD Term Loan, (3-mo. CME Term SOFR + 5.51%), 10.83%, 08/17/26

       1,951       1,955,754  

Arcline FM Holdings LLC, 2021 1st Lien Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 5.01%), 10.32%, 06/23/28

       2,228       2,228,306  

Barnes Group Inc, 2024 Term Loan, (1-mo. CME Term SOFR + 2.50%), 7.83%, 09/03/30

       1,046       1,048,473  

Columbus McKinnon Corp./New York, 2024 Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 2.50%), 7.81%, 05/14/28(d)

       337       337,894  

Doosan Bobcat North America, Inc., 2022 Term Loan B, (3-mo. CME Term SOFR + 2.60%), 7.90%, 04/20/29

       263       263,149  

Filtration Group Corp.

      

2021 Incremental Term Loan, (1-mo. CME Term SOFR + 3.61%), 8.94%, 10/21/28

       1,158       1,160,037  

2023 USD Term Loan, (1-mo. CME Term SOFR + 4.36%), 9.69%, 10/21/28

       2,347       2,353,341  

Gardner Denver, Inc., 2020 USD Term Loan B2, (1-mo. CME Term SOFR + 1.85%), 7.18%, 03/01/27

        355       355,369  
Security         

Par

(000)

     Value  

Machinery (continued)

      

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

     USD       2,209     $ 2,210,898  

Generac Power Systems, Inc., 2019 Term Loan B, (1-mo. CME Term SOFR + 1.85%), 7.18%, 12/13/26

       325       324,188  

Madison IAQ LLC, Term Loan, (1-mo. CME Term SOFR + 3.36%), 8.69%, 06/21/28

       3,663       3,655,886  

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

       1,940       1,946,319  

Titan Acquisition Ltd./Canada

      

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

       3,824       3,818,735  

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

       2,965       2,971,154  

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

       3,646       3,648,428  

Vertiv Group Corp., 2023 Term Loan B, (1-mo. CME Term SOFR + 2.61%), 7.94%, 03/02/27

       2,399       2,402,327  

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

       1,143       1,141,343  
   

 

 

  
         31,821,601  

Media — 4.2%

      

A L Parent LLC, 2023 Take Back Term Loan, (1-mo. CME Term SOFR at 2.00% Floor + 5.50%), 10.83%, 06/30/28

        479       476,545  

ABG Intermediate Holdings 2 LLC, 2021 Term Loan B1, (1-mo. CME Term SOFR + 3.60%), 8.93%, 12/21/28

       1,271       1,275,341  

Altice Financing SA, USD 2017 1st Lien Term Loan, (3-mo. LIBOR US + 2.75%), 8.33%, 01/31/26(d)

       1,535       1,480,856  

AVSC Holding Corp.(g)

      

2020 Term Loan B1, (1-mo. CME Term SOFR + 3.60%, 0.60% PIK), 8.93%, 03/03/25

       995       995,349  

2020 Term Loan B3, (5.00% Cash and 10.00% PIK), 15.00%, 10/15/26

       1,039       1,083,125  

Charter Communications Operating, LLC, 2023 Term Loan B4, (3-mo. CME Term SOFR + 2.00%), 7.33%, 12/07/30

       1,392       1,377,600  

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

       717       715,639  

CMG Media Corp., 2021 Term Loan, (3-mo. CME Term SOFR + 3.50%), 8.91%, 12/17/26

       — (i)      268  

CSC Holdings LLC, 2019 Term Loan B5, (1-mo. LIBOR US + 2.50%), 7.94%, 04/15/27

       1,524       1,369,223  

DirecTV Financing LLC, Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 5.11%), 10.44%, 08/02/27

       1,005       1,004,972  

Morgan Stanley & Co. International PLC, 2024 CCIBV Fixed Term Loan(d)(h)(j)

       740       736,300  

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

       2,528       2,109,227  

Sinclair Television Group, Inc., 2022 Term Loan B4, (1-mo. CME Term SOFR + 3.85%), 9.18%, 04/21/29

       565       448,870  

Virgin Media Bristol LLC, USD Term Loan N, (1-mo. CME Term SOFR + 2.61%), 7.94%, 01/31/28

       988       972,532  
 

 

 

S C H E D U L E   O F  I N V E S T M E N T S

   9

Schedule of Investments (unaudited) (continued)

March 31, 2024

   

BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

     Value  

Media (continued)

      

Voyage Digital NZ, USD Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 3.99%), 9.32%, 05/11/29(d)

     USD       953     $ 953,921  

WMG Acquisition Corp., 2024 Term Loan I, (1-mo. CME Term SOFR + 2.00%), 7.33%, 01/24/31

       2,970       2,962,671  

Ziggo Financing Partnership, USD Term Loan I, (1-mo. CME Term SOFR + 2.61%), 7.94%, 04/30/28

       1,617       1,592,454  
   

 

 

  
        19,554,893  

Oil, Gas & Consumable Fuels — 2.5%

      

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

       3,643       3,613,596  

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

       264       263,850  

Medallion Midland Acquisition LP, 2023 Term Loan, (3-mo. CME Term SOFR + 3.50%), 8.83%, 10/18/28

       2,143       2,145,251  

Murphy USA, Inc., Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 1.86%), 7.19%, 01/31/28

       631       632,339  

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

       1,773       1,776,989  

Oryx Midstream Services Permian Basin LLC, 2024 Term Loan B, (1-mo. CME Term SOFR + 3.11%), 8.44%, 10/05/28

       3,053       3,062,804  
   

 

 

  
        11,494,829  

Paper & Forest Products — 0.4%

      

Asplundh Tree Expert LLC, 2021 Term Loan B, (1-mo. CME Term SOFR + 1.85%), 7.18%, 09/07/27

       1,943       1,942,681  
   

 

 

  

Passenger Airlines — 2.0%

      

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

       1,390       1,442,314  

Air Canada, 2024 Term Loan B, (3-mo. CME Term SOFR + 2.50%), 7.83%, 03/14/31

       832       832,524  

American Airlines, Inc.

      

2023 1st Lien Term Loan, (6-mo. CME Term SOFR + 3.50%), 8.77%, 06/04/29

       1,620       1,624,050  

Series AA, 2017 1st Lien Term Loan, (3-mo. CME Term SOFR + 1.85%), 7.07%, 01/29/27

        269       268,787  

Series AA, 2023 Term Loan B, (3-mo. CME Term SOFR + 3.18%), 8.60%, 02/15/28

       1,281       1,279,825  

Mileage Plus Holdings LLC, 2020 Term Loan B, (3-mo. CME Term SOFR at 1.00% Floor + 5.40%), 10.73%, 06/21/27

       2,097       2,156,269  

United Airlines, Inc., 2024 Term Loan B, (3-mo. CME Term SOFR + 2.75%), 8.08%, 02/15/31

       1,422       1,421,772  

WestJet Airlines Ltd., Term Loan B, (1-mo. CME Term SOFR at 1.00% Floor + 3.10%), 8.43%, 12/11/26

       76       76,222  
   

 

 

  
         9,101,763  
Security         

Par

(000)

     Value  

Pharmaceuticals — 1.9%

      

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

     USD       1,197     $ 1,193,222  

Bausch Health Americas, Inc., 2022 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 5.35%), 10.68%, 02/01/27

       1,064       828,991  

Elanco Animal Health, Inc., Term Loan B, (1-mo. CME Term SOFR + 1.85%), 7.18%, 08/01/27

       1,450       1,443,699  

Jazz Financing Lux SARL, 2024 Term Loan B, (1-mo. CME Term SOFR + 3.11%), 8.44%, 05/05/28

       2,156       2,167,172  

Option Care Health, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR + 2.86%), 8.19%, 10/27/28

       692       693,415  

Organon & Co., USD Term Loan, (1-mo. CME Term SOFR + 3.11%), 8.43%, 06/02/28

       1,404       1,408,408  

Perrigo Investments LLC, Term Loan B, (1-mo. CME Term SOFR + 2.35%), 7.68%, 04/20/29

       930       924,854  

Prestige Brands, Inc., 2021 Term Loan B5, (1-mo. CME Term SOFR + 2.11%), 7.44%, 07/03/28

       63       63,143  
   

 

 

  
        8,722,904  

Professional Services — 4.4%

      

AlixPartners LLP, 2021 USD Term Loan B, (1-mo. CME Term SOFR + 2.61%), 7.94%, 02/04/28

       1,972       1,973,997  

CoreLogic, Inc.

      

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

       1,095       1,028,127  

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

       3,331       3,249,155  

Dayforce, Inc., Term Loan B, (1-mo. CME Term SOFR + 2.50%), 7.83%, 02/26/31

       1,496       1,493,202  

Dun & Bradstreet Corp., 2024 Term Loan B, (1-mo. CME Term SOFR + 2.75%), 8.08%, 01/18/29

       6,301       6,297,853  

Element Materials Technology Group U.S. Holdings, Inc.

      

2022 USD Delayed Draw Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.35%), 9.66%, 07/06/29

       601       600,005  

2022 USD Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.35%), 9.66%, 07/06/29

       1,301       1,300,012  

Fleetcor Technologies Operating Co. LLC, 2021 Term Loan B4, (1-mo. CME Term SOFR + 1.85%), 7.18%, 04/28/28

       2,018       2,015,801  

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

        928       837,942  

VS Buyer LLC, Term Loan B, (1-mo. CME Term SOFR + 3.35%), 8.58%, 02/28/27

       1,639       1,637,485  
   

 

 

  
         20,433,579  

Real Estate Management & Development — 0.4%

 

Cushman & Wakefield U.S. Borrower LLC

      

2020 Term Loan B, (1-mo. CME Term SOFR + 2.86%), 8.19%, 08/21/25

       68       67,809  
 

 

 

10  

 

Schedule of Investments (unaudited) (continued)

March 31, 2024

   

BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

     Value  

Real Estate Management & Development (continued)

 

  

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

      

2023 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.35%), 8.68%, 01/31/30

     USD       1,186     $ 1,181,058  

2023 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.00%), 9.33%, 01/31/30(d)

       651       652,182  
   

 

 

  
        1,901,049  

Semiconductors & Semiconductor Equipment — 0.5%

 

MKS Instruments, Inc., 2023 USD Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.50%), 7.82%, 08/17/29

       1,685       1,683,119  

Synaptics, Inc., Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 2.51%), 7.84%, 12/02/28

        618       616,604  
   

 

 

  
         2,299,723  

Software — 12.8%

      

Applied Systems, Inc., 2024 1st Lien Term Loan, (3-mo. CME Term SOFR + 3.50%), 8.81%, 02/24/31

       3,474       3,493,382  

Barracuda Networks, Inc., 2022 Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.50%), 9.81%, 08/15/29

       631       626,306  

CCC Intelligent Solutions, Inc., Term Loan, (1-mo. CME Term SOFR + 2.36%), 7.69%, 09/21/28

       1,941       1,937,794  

Cloud Software Group, Inc.

      

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

       5,364       5,335,763  

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

       1,173       1,164,941  

Cloudera, Inc.

      

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

       780       772,200  

2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.85%), 9.18%, 10/08/28

       855       850,729  

Delta TopCo, Inc., 2020 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 7.25%), 12.62%, 12/01/28

       385       385,481  

E2open LLC, 2020 Term Loan B, (1-mo. CME Term SOFR + 3.61%), 8.94%, 02/04/28

       281       280,731  

Ellucian Holdings, Inc.

      

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

       1,733       1,733,452  

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

       2,836       2,846,935  

Genesys Cloud Services Holdings II LLC

      

Term Loan B, (1-mo. CME Term SOFR + 3.86%), 9.19%, 12/01/27

       1,262       1,265,950  

2020 USD Term Loan B4, (1-mo. CME Term SOFR at 0.75% Floor + 4.00%), 9.19%, 12/01/27

       3,242       3,249,083  

Helios Software Holdings, Inc., 2024 Term Loan, (3-mo. CME Term SOFR + 3.75%), 9.07%, 07/18/30

       1,293       1,278,787  

Informatica LLC, 2021 USD Term Loan B, (1-mo. CME Term SOFR + 2.86%), 8.19%, 10/27/28

       3,030       3,028,962  

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

       3,033       3,023,213  

MH Sub I LLC

      

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

       1,521       1,459,734  
Security         

Par

(000)

     Value  

Software (continued)

      

MH Sub I LLC (continued)

      

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

     USD       2,717     $ 2,697,502  

Playtika Holding Corp., 2021 Term Loan, (1-mo. CME Term SOFR + 2.75%), 8.19%, 03/13/28

       1,485       1,484,711  

Polaris Newco LLC, USD Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.26%), 9.57%, 06/02/28

       4,592       4,545,487  

Proofpoint, Inc., 1st Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.36%), 8.69%, 08/31/28

       3,273       3,273,119  

RealPage, Inc.

      

1st Lien Term Loan, (1-mo. CME Term SOFR + 3.11%), 8.44%, 04/24/28

       6,145       5,974,755  

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

       2,745       2,715,422  

Severin Acquisition LLC, 2018 Term Loan B, (3-mo. CME Term SOFR + 3.25%), 8.31%, 08/01/27

       1,289       1,290,764  

UKG, Inc.

      

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

       919       925,079  

2024 Term Loan B, (3-mo. CME Term SOFR + 3.50%), 8.81%, 02/10/31

       2,899       2,912,964  

Veritas U.S., Inc., 2021 USD Term Loan B, (1-mo. CME Term SOFR + 5.11%), 10.44%, 09/01/25

       805       742,422  

Voyage Australia Pty. Ltd., USD Term Loan B, (3-mo. CME Term SOFR + 3.76%), 9.08%, 07/20/28

        233       233,771  
   

 

 

  
         59,529,439  

Specialty Retail — 1.3%

      

CD&R Firefly Bidco Ltd., 2023 GBP Term Loan B5, (3-mo. SONIA + 6.11%), 11.29%, 06/21/28

     GBP       1,000       1,258,098  

EG America LLC, 2021 Term Loan, (3-mo. SOFR OIS CMPD + 4.68%), 9.99%, 03/31/26

     USD       282       280,985  

PetSmart LLC, 2021 Term Loan B, (1-mo. CME Term SOFR + 3.85%), 9.18%, 02/11/28

       3,635       3,622,700  

Restoration Hardware, Inc., 2022 Incremental Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.35%), 8.68%, 10/20/28

       855       837,701  
   

 

 

  
        5,999,484  

Textiles, Apparel & Luxury Goods — 0.4%

      

Crocs, Inc., 2024 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 2.25%), 7.56%, 02/20/29

       664       665,395  

Fanatics Commerce Intermediate Holdco LLC, Term Loan B, (1-mo. CME Term SOFR + 3.36%), 8.69%, 11/24/28

       690       687,385  

Hanesbrands, Inc., 2023 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.08%, 03/08/30

       516       515,145  
   

 

 

  
        1,867,925  

Trading Companies & Distributors — 1.3%

      

Core & Main LP

      

2021 Term Loan B, (3-mo. CME Term SOFR + 2.60%), 7.97%, 07/27/28

       4,047       4,038,590  

2024 Incremental Term Loan B, (3-mo. CME Term SOFR + 2.25%), 7.56%, 02/09/31

       791       788,034  
 

 

 

S C H E D U L E   O F  I N V E S T M E N T S

   11

Schedule of Investments (unaudited) (continued)

March 31, 2024

   

BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)

(Percentages shown are based on Net Assets)

 

Security        

Par

(000)

     Value  

 

  

Trading Companies & Distributors (continued)

 

TMK Hawk Parent Corp.(d)

      

2024 PIK Term Loan, (3-mo. CME Term SOFR + 11.00%), 11.00%, 12/15/31

     USD       52     $ 43,375  

2024 Term Loan B, (1-mo. CME Term SOFR at 1.00% Floor + 5.25%), 10.58%, 06/30/29

       1,648       1,409,130  
   

 

 

  
        6,279,129  

Transportation Infrastructure — 0.6%

      

Apple Bidco LLC

      

2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 2.86%), 8.19%, 09/22/28

       1,293       1,290,635  

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

       737       739,094  

OLA Netherlands BV, Term Loan, (1-mo. CME Term SOFR + 6.35%), 11.68%, 12/15/26

       837       831,743  
   

 

 

  
        2,861,472  

Wireless Telecommunication Services — 1.3%

 

Altice France SA/France, 2023 USD Term Loan B14, (3-mo. CME Term SOFR + 5.50%), 10.81%, 08/15/28

       2,286       1,807,292  

GOGO Intermediate Holdings LLC, Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.86%), 9.19%, 04/30/28

        927       924,520  

Iridium Satellite LLC, 2023 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 2.50%), 7.83%, 09/20/30

       1,617       1,615,161  

SBA Senior Finance II LLC, 2024 Term Loan B, (1-mo. CME Term SOFR + 2.01%), 7.34%, 01/25/31

       1,531       1,533,781  
   

 

 

  
        5,880,754  
   

 

 

  

Total Floating Rate Loan Interests — 124.5%
(Cost: $587,282,901)

 

      580,526,100  
   

 

 

  
            Shares         

Investment Companies

      

Equity Funds — 0.1%

      

Janus Henderson AAA CLO ETF

       10,000       507,400  
   

 

 

  

Fixed Income Funds — 1.6%

      

Invesco Senior Loan ETF

       224,300       4,743,945  

iShares 0-5 Year High Yield Corporate Bond ETF(k)

      5,000       212,750  

iShares iBoxx $ High Yield Corporate Bond ETF(k)

       30,000       2,331,900  
   

 

 

  
        7,288,595  
   

 

 

  

Total Investment Companies — 1.7%
(Cost: $7,724,563)

         7,795,995  
   

 

 

  
Security        

Benefical

Interest (000)

     Value  

 

  

Other Interests

      

Capital Markets — 0.0%

      

Millennium Lender Claim Trust(d)(l)

     USD       1,607     $ —  
   

 

 

  

Industrial Conglomerates — 0.0%

      

Millennium Corp. Claim(d)(l)

       1,508       —  
   

 

 

  

Total Other Interests — 0.0%
(Cost: $ — )

         —  
   

 

 

  
            Shares         

Warrants

      

Consumer Discretionary — 0.0%

      

Service King (Carnelian Point), (Exercisable 01/14/23, 1 Share for 1 Warrant, Expires 06/30/27, Strike Price USD 10.00)(c)

       1,895       —  
   

 

 

  

Oil, Gas & Consumable Fuels — 0.0%

 

California Resources Corp., (Issued/Exercisable 11/03/20, 1 Share for 1 Warrant, Expires 10/27/24, Strike Price USD 36.00)(c)

 

     999       19,540  
   

 

 

  

Total Warrants — 0.0%
(Cost: $ — )

         19,540  
   

 

 

  

Total Investments — 129.6%
(Cost: $617,549,439)

         604,327,176  

Liabilities in Excess of Other Assets — (29.6)%

 

     (138,099,347 ) 
   

 

 

  

Net Assets — 100.0%

       $  466,227,829  
   

 

 

  

 

(a) 

Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available.

(b) 

Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.

(c) 

Non-income producing security.

(d) 

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

(e) 

Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $521,497, representing 0.1% of its net assets as of period end, and an original cost of $822,715.

(f) 

Issuer filed for bankruptcy and/or is in default.

(g) 

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.

(h) 

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.

(i) 

Rounds to less than 1,000.

(j) 

Perpetual security with no stated maturity date.

(k) 

Affiliate of the Fund.

(l) 

Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.

 

 

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

 

 

12

Schedule of Investments (unaudited) (continued)

March 31, 2024

   

BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)

 

Affiliates

Investments in issuers considered to be affiliate(s) of the Fund during the period ended 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)

  $ —     $ 14,599,047     $ (14,599,047 )    $ —     $ —     $ —       —     $ 2,947     $ —  

iShares 0-5 Year High Yield Corporate Bond ETF

     211,100       —       —       —       1,650       212,750       5,000       2,311       —  

iShares iBoxx $ High Yield Corporate Bond ETF

     2,708,650       —       (385,757 )      6,297       2,710       2,331,900       30,000       26,581       —  
       

 

 

    

 

 

    

 

 

      

 

 

    

 

 

  
        $ 6,297     $ 4,360     $  2,544,650       $  31,839     $ —  
       

 

 

    

 

 

    

 

 

      

 

 

    

 

 

  

 

  (a) 

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

 

Derivative Financial Instruments Outstanding as of Period End

Forward Foreign Currency Exchange Contracts

 

 

  
                                  

Unrealized
Appreciation

(Depreciation)

  
Currency Purchased      Currency Sold      Counterparty    Settlement Date  

 

  
USD     152,660      EUR      139,720      Toronto-Dominion Bank      06/20/24      $ 1,447  
USD     228,990      EUR      209,581      Toronto-Dominion Bank      06/20/24        2,170  
USD     373,665      EUR      341,699      UBS AG      06/20/24        3,859  
USD     1,121,014      GBP      880,000      HSBC Bank PLC      06/20/24        9,864  
                

 

 

  
                 $ 17,340  
                

 

 

  

Centrally Cleared Credit Default Swaps — Sell Protection

 

 

  

Reference Obligation/Index

    

 Financing

Rate Received

by the Fund

  

 

 

    

 Payment

Frequency

  

 

     

 Termination

Date

  

 

     

 Credit

Rating(a)

  

 

    

 Notional

Amount (000)

  

(b) 

     Value      

 Upfront

Premium

Paid

(Received)

  

 

 

 

    

 Unrealized

Appreciation

(Depreciation)

  

 

 

 

  

CDX.NA.HY.39.V3

     5.00 %      Quarterly        12/20/27        B-       USD  4,435     $ 334,784              $ (52,782 )             $ 387,566  

CDX.NA.HY.40.V2

     5.00       Quarterly        06/20/28        B-       USD  4,440       336,970         103,808          233,162  
             

 

 

      

 

 

       

 

 

  
              $  671,754       $ 51,026        $ 620,728  
             

 

 

      

 

 

       

 

 

  

 

  (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 Fund may pay should a negative credit event take place as defined under the terms of the agreement.

 

OTC Total Return Swaps

 

 

 

    
    Paid by the Fund    Received by the Fund                                    

 

Upfront

Premium

Paid

(Received)

    

Unrealized

Appreciation

(Depreciation)

        
 

 

   

 

                 
    Rate/Reference    Frequency    Rate/Reference    Frequency    Counterparty   

Effective

Date

     

Termination

Date

     

Notional

Amount (000)

      Value        
 

 

    

 

  

1-Day SOFR, 5.34%

    Quarterly   

Markit iBoxx USD Liquid Leveraged Loan Index

    Quarterly   

JPMorgan Chase Bank N.A.

      N/A        06/20/24      USD  4,000      $  10,214      $ (49,946 )    $ 60,160          
                         

 

 

     

 

 

    

 

 

    

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 Fund has the ability to access;

 

  •  

Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market–corroborated inputs); and

 

 

S C H E D U L E  O F  I N V E S T M E N T S   13

Schedule of Investments (unaudited) (continued)

March 31, 2024

   

BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)

 

Fair Value Hierarchy as of Period End (continued)

  •  

Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Valuation Committee’s assumptions used in determining the fair value of financial instruments).

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

The following table summarizes the Fund’s financial instruments categorized in the fair value hierarchy. The breakdown of the Fund’s financial instruments into major categories is disclosed in the Schedule of Investments above.

 

                                                                                       
         
     Level 1     Level 2     Level 3     Total  

Assets

        

Investments

        

Long-Term Investments

        

Asset-Backed Securities

   $ —       $ 6,099,521       $ —       $ 6,099,521  

Common Stocks

        

Construction & Engineering

     —       24,787       —       24,787  

Electrical Equipment

     5,580       —       —       5,580  

Energy Equipment & Services

     —       —       —       —  

Entertainment

     —       —       319,741       319,741  

Financial Services

     —       334,202       854,969       1,189,171  

Health Care Providers & Services

     —       201,756       —       201,756  

Oil, Gas & Consumable Fuels

     —       —       3,098       3,098  

Semiconductors & Semiconductor Equipment

     773       —       —       773  

Trading Companies & Distributors

     —       —       194,159       194,159  

Corporate Bonds

     —       7,946,955       —       7,946,955  

Floating Rate Loan Interests

     —       563,191,782       17,334,318       580,526,100  

Investment Companies

     7,795,995       —       —       7,795,995  

Other Interests

     —       —       —       —  

Warrants

     19,540       —       —       19,540  

Unfunded Floating Rate Loan Interests(a)

    —       561       727       1,288  
 

 

 

    

 

 

    

 

 

    

 

 

  
  $  7,821,888     $  577,799,564     $  18,707,012     $  604,328,464  
 

 

 

    

 

 

    

 

 

    

 

 

  

Derivative Financial Instruments(b)

       

Assets

        

Credit Contracts

   $ —     $ 620,728     $ —     $ 620,728  

Foreign Currency Exchange Contracts

     —       17,340       —       17,340  

Interest Rate Contracts

     —       60,160       —       60,160  
 

 

 

    

 

 

    

 

 

    

 

 

  
  $ —     $ 698,228     $ —     $ 698,228  
 

 

 

    

 

 

    

 

 

    

 

 

  

 

  (a) 

Unfunded floating rate loan interests are valued at the unrealized appreciation (depreciation) on the commitment.

 
  (b) 

Derivative financial instruments are swaps and forward foreign currency exchange contracts. Swaps and forward foreign currency exchange contracts are valued at the unrealized appreciation (depreciation) on the instrument.

 

A reconciliation of Level 3 financial instruments is presented when the Fund had a significant amount of Level 3 investments and derivative financial instruments at the beginning and/or end of the period in relation to net assets. The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were used in determining fair value:

 

 

  
   

Common

Stocks

    

Corporate

Bonds

    

Floating

Rate Loan

Interests

    

Other

Interests

    

Unfunded

Floating

Rate Loan

Interests

     Total  

 

  

Assets

            

Opening balance, as of December 31, 2023

   $ 470,246     $ 43,313     $ 18,152,176       $ — (a)    $ 970     $ 18,666,705  

Transfers into Level 3(b)

    —       —       3,637,953       —       —       3,637,953  

Transfers out of Level 3(c)

    (178,020 )      (43,313 )      (7,292,920 )      —       —       (7,514,253 ) 

Accrued discounts/premiums

     —       —       43,590       —       —       43,590  

Net realized gain (loss)

     —       —       (1,021,439 )      —       —       (1,021,439 ) 

Net change in unrealized appreciation (depreciation)(d)

    (261,130 )      —       1,177,148       —       (243 )      915,775  

 

 

14  

Schedule of Investments (unaudited) (continued)

March 31, 2024

   

BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)

 

 

  
   

Common

Stocks

    

Corporate

Bonds

    

Floating

Rate Loan

Interests

    

Other

Interests

    

Unfunded

Floating

Rate Loan

Interests

     Total  

 

  

Purchases

   $  1,340,871     $ —     $ 10,541,253     $ —     $ —     $ 11,882,124  

Sales

     —       —       (7,903,443 )      —       —       (7,903,443 ) 
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

Closing balance, as of March 31, 2024

   $ 1,371,967     $ —     $  17,334,318      $ — (a)    $ 727     $  18,707,012  
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

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

  $ (261,130 )    $ —     $ 194,347     $ —     $ (243 )    $ (67,026 ) 
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

 

  (a) 

Rounds to less than $1.

 
  (b) 

As of December 31, 2023, the Fund used observable inputs in determining the value of certain investments. As of March 31, 2024, the Fund used significant unobservable inputs in determining the value of the same investments. As a result, investments at beginning of period value were transferred from Level 2 to Level 3 in the disclosure hierarchy.

 
  (c) 

As of December 31, 2023, the Fund used significant unobservable inputs in determining the value of certain investments. As of March 31, 2024, the Fund used observable inputs in determining the value of the same investments. As a result, investments at beginning of period value were transferred from Level 3 to Level 2 in the disclosure hierarchy.

 
  (d) 

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.

 

The Fund’s financial instruments that are categorized as Level 3 were valued utilizing third-party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third-party information could result in a significantly lower or higher value of such Level 3 financial instruments.

 

Currency Abbreviation
EUR    Euro
GBP    British Pound
USD    United States Dollar
Portfolio Abbreviation
CLO    Collateralized Loan Obligation
DAC    Designated Activity Company
ETF    Exchange-Traded Fund
EURIBOR    Euro Interbank Offered Rate
LIBOR    London Interbank Offered Rate
PIK    Payment-in-Kind
SCA    Societe en Commandite par Actions
SOFR    Secured Overnight Financing Rate
SONIA    Sterling Overnight Interbank Average Rate

 

 

S C H E D U L E  O F  I N V E S T M E N T S   15
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