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The New America High Income Fund, Inc.

September 30, 2023 (Unaudited)

Portfolio of Investments

(Dollar Amounts in Thousands)

 

Principal                Value 
Amount/Units                (See Notes) 
                   
CORPORATE DEBT SECURITIES - 136.34% (d)(f)              
Aerospace & Defense - 2.86%                   
   $1,830   TRANSDIGM INC   6.250%  3/15/2026  (g)  $1,800 
    515   TRANSDIGM INC   7.500%  3/15/2027      514 
    565   TRANSDIGM INC   5.500%  11/15/2027      530 
    745   TRANSDIGM INC   6.750%  8/15/2028  (g)   736 
    1,635   TRANSDIGM INC   6.875%  12/15/2030  (g)   1,602 
                       5,182 
Airlines - 2.56%                        
    2,320   AMERICAN AIRLINES INC   11.750%  7/15/2025  (g)   2,494 
    1,015   AMERICAN AIRLINES/AADVAN   5.750%  4/20/2029  (g)   941 
    570   MILEAGE PLUS HLDINGS LLC   6.500%  6/20/2027  (g)   564 
    760   UNITED AIRLINES INC   4.625%  4/15/2029  (g)   654 
                       4,653 
Automotive - 9.91%                        
    800   ADIENT GLOBAL HOLDINGS   8.250%  4/15/2031  (g)   800 
    270   BENTELER INTERNATIONAL A   10.500%  5/15/2028  (g)   272 
    1,300   CLARIOS GLOBAL LP/US FIN   8.500%  5/15/2027  (g)   1,298 
    552   DANA FINANCING LUX SARL   8.500%  7/15/2031  (g)(EUR)   590 
    1,470   DANA INC   5.625%  6/15/2028      1,338 
    70   FORD MOTOR COMPANY   7.450%  7/16/2031      72 
    480   FORD MOTOR COMPANY   9.625%  4/22/2030      547 
    2,463   FORD MOTOR COMPANY   6.100%  8/19/2032      2,314 
    260   FORD MOTOR CREDIT CO LLC   4.950%  5/28/2027      243 
    1,325   FORD MOTOR CREDIT CO LLC   7.350%  11/4/2027      1,347 
    655   FORD MOTOR CREDIT CO LLC   7.350%  3/6/2030      663 
    995   GOODYEAR TIRE + RUBBER   5.625%  4/30/2033      811 
    1,585   GOODYEAR TIRE + RUBBER   5.250%  7/15/2031      1,308 
    305   JAGUAR LAND ROVER AUTOMO   5.875%  1/15/2028  (g)   273 
    535   LCM INVESTMENTS HOLDINGS   4.875%  5/1/2029  (g)   452 
    1,265   METIS MERGER SUB LLC   6.500%  5/15/2029  (g)   1,069 
    3,500   RIVIAN HLD/AUTO LLC   10.931%  10/15/2026  (g)   3,500 
    635   TENNECO INC   8.000%  11/17/2028  (g)   516 
    170   ZF NA CAPITAL   6.875%  4/14/2028  (g)   166 
    415   ZF NA CAPITAL   7.125%  4/14/2030  (g)   405 
                       17,984 
Broadcasting - 7.09%                        
    1,080   CLEAR CHANNEL OUTDOOR HO   7.750%  4/15/2028  (g)   856 
    540   CLEAR CHANNEL OUTDOOR HO   7.500%  6/1/2029  (g)   412 
    805   CLEAR CHANNEL OUTDOOR HO   9.000%  9/15/2028  (g)   796 
    1,130   CMG MEDIA CORPORATION   8.875%  12/15/2027  (g)   881 
    875   GRAY ESCROW II INC   5.375%  11/15/2031  (g)   571 
    1,865   IHEARTCOMMUNICATIONS INC   8.375%  5/1/2027      1,338 
    433   IHEARTCOMMUNICATIONS INC   5.250%  8/15/2027  (g)   342 
    74   LAMAR MEDIA CORP   4.000%  2/15/2030      63 
    681   LAMAR MEDIA CORP   4.875%  1/15/2029      620 
    1,570   MIDAS OPCO HOLDINGS LLC   5.625%  8/15/2029  (g)   1,268 
    805   NEPTUNE BIDCO US INC   9.290%  4/15/2029  (g)   728 
    145   OUTFRONT MEDIA CAP LLC/C   4.250%  1/15/2029  (g)   115 
    460   SCRIPPS ESCROW INC   5.875%  7/15/2027  (g)   337 
    660   SIRIUS XM RADIO INC   5.000%  8/1/2027  (g)   602 
    740   SIRIUS XM RADIO INC   4.125%  7/1/2030  (g)   592 
    1,285   SIRIUS XM RADIO INC   4.000%  7/15/2028  (g)   1,092 
    665   TOWNSQUARE MEDIA INC   6.875%  2/1/2026  (g)   624 
    720   UNIVISION COMMUNICATIONS   6.625%  6/1/2027  (g)   670 
    590   UNIVISION COMMUNICATIONS   7.375%  6/30/2030  (g)   538 
    445   UNIVISION COMMUNICATIONS   8.000%  8/15/2028  (g)   429 
                       12,874 

 

 

 

 

Building & Real Estate - 1.32%                    
    300   BROOKFIELD RESID PROPERT   6.250%  9/15/2027  (g)   270 
    180   CASTLE UK FINCO PLC   7.000%  5/15/2029  (g)(GBP)   169 
    735   CUSHMAN + WAKEFIELD US   6.750%  5/15/2028  (g)   678 
    570   HOWARD HUGHES CORP   5.375%  8/1/2028  (g)   501 
    645   HOWARD HUGHES CORP   4.125%  2/1/2029  (g)   516 
    345   HOWARD HUGHES CORP   4.375%  2/1/2031  (g)   264 
                       2,398 
Building Products - 2.60%                        
    210   ADVANCED DRAINAGE SYSTEM   6.375%  6/15/2030  (g)   201 
    175   BEACON ROOFING SUPPLY IN   6.500%  8/1/2030  (g)   169 
    450   CASCADES INC/USA INC   5.375%  1/15/2028  (g)   415 
    355   GRAPHIC PACKAGING INTERN   3.750%  2/1/2030  (g)   297 
    625   NEW ENTERPRISE STONE + L   5.250%  7/15/2028  (g)   561 
    810   PGT INNOVATIONS INC   4.375%  10/1/2029  (g)   746 
    395   SPECIALTY BUILDING PRODU   6.375%  9/30/2026  (g)   370 
    475   SRS DISTRIBUTION INC   6.000%  12/1/2029  (g)   401 
    640   SUMMIT MATERIALS LLC/FIN   6.500%  3/15/2027  (g)   626 
    1,020   SUMMIT MATERIALS LLC/FIN   5.250%  1/15/2029  (g)   929 
                       4,715 
Cable Operators - 10.82%                        
    1,610   ALTICE FINANCING SA   5.000%  1/15/2028  (g)   1,372 
    795   ALTICE FINANCING SA   5.750%  8/15/2029  (g)   650 
    2,340   ALTICE FRANCE HOLDING SA   6.000%  2/15/2028  (g)   1,158 
    1,620   ALTICE FRANCE HOLDING SA   10.500%  5/15/2027  (g)   1,012 
    995   C+W SENIOR FINANCING DAC   6.875%  9/15/2027  (g)   877 
    325   CCO HLDGS LLC/CAP CORP   5.375%  6/1/2029  (g)   291 
    720   CCO HLDGS LLC/CAP CORP   4.500%  8/15/2030  (g)   589 
    1,090   CCO HLDGS LLC/CAP CORP   4.500%  6/1/2033  (g)   832 
    3,050   CCO HLDGS LLC/CAP CORP   6.375%  9/1/2029  (g)   2,837 
    1,425   CCO HLDGS LLC/CAP CORP   7.375%  3/1/2031  (g)   1,375 
    895   CSC HOLDINGS LLC   7.500%  4/1/2028  (g)   593 
    1,410   CSC HOLDINGS LLC   6.500%  2/1/2029  (g)   1,169 
    880   CSC HOLDINGS LLC   5.750%  1/15/2030  (g)   493 
    465   DIRECTV FIN LLC/COINC   5.875%  8/15/2027  (g)   412 
    935   DISH DBS CORP   7.750%  7/1/2026      701 
    450   DISH DBS CORP   7.375%  7/1/2028      284 
    480   DISH DBS CORP   5.250%  12/1/2026  (g)   406 
    625   DISH DBS CORP   5.750%  12/1/2028  (g)   480 
    1,295   DISH NETWORK CORP   11.750%  11/15/2027  (g)   1,306 
    630   GCI LLC   4.750%  10/15/2028  (g)   546 
    202   LCPR SR SECURED FIN DAC   6.750%  10/15/2027  (g)   185 
    570   RADIATE HOLDCO / FINANCE   6.500%  9/15/2028  (g)   299 
    2,190   VMED O2 UK FINAN   4.750%  7/15/2031  (g)   1,768 
                       19,635 
Chemicals - 2.98%                        
    625   AVIENT CORP   7.125%  8/1/2030  (g)   614 
    260   CELANESE US HOLDINGS LLC   6.550%  11/15/2030      254 
    320   CELANESE US HOLDINGS LLC   6.700%  11/15/2033      312 
    111   COMPASS MINERALS INTERNA   6.750%  12/1/2027  (g)   105 
    870   CVR PARTNERS/CVR NITROGE   6.125%  6/15/2028  (g)   782 
    847   GPD COS INC   10.125%  4/1/2026  (g)   784 
    280   METHANEX CORP   5.250%  12/15/2029      252 
    480   METHANEX CORP   5.125%  10/15/2027      442 
    490   TRONOX INC   4.625%  3/15/2029  (g)   393 
    920   WINDSOR HOLDINGS III LLC   8.500%  6/15/2030  (g)   906 
    715   WR GRACE HOLDING LLC   5.625%  8/15/2029  (g)   574 
                       5,418 
Consumer Products - .81%                        
    574   LIFE TIME INC   5.750%  1/15/2026  (g)   554 
    464   LIFE TIME INC   8.000%  4/15/2026  (g)   455 
    635   WOLVERINE WORLD WIDE   4.000%  8/15/2029  (g)   469 
                       1,478 
Container - 2.26%                        
    1,000   ARDAGH METAL PACKAGING   4.000%  9/1/2029  (g)   785 

 

 

 

 

    435   ARDAGH METAL PACKAGING   6.000%  6/15/2027  (g)   416 
    905   BALL CORP   6.875%  3/15/2028      912 
    1,070   BALL CORP   6.000%  6/15/2029      1,040 
    260   SEALED AIR CORP   6.875%  7/15/2033  (g)   252 
    250   SEALED AIR CORP   5.000%  4/15/2029  (g)   226 
    295   SEALED AIR/SEALED AIR US   6.125%  2/1/2028  (g)   285 
    180   TRIDENT TPI HOLDINGS INC   12.750%  12/31/2028  (g)   188 
                       4,104 
Energy - 19.09%                        
    930   AETHON UN/AETHIN UN FIN   8.250%  2/15/2026  (g)   921 
    195   AMERIGAS PART/FIN CORP   5.500%  5/20/2025      189 
    215   AMERIGAS PART/FIN CORP   9.375%  6/1/2028  (g)   218 
    125   ANTERO RESOURCES CORP   7.625%  2/1/2029  (g)   127 
    270   ARCHROCK PARTNERS LP/FIN   6.875%  4/1/2027  (g)   261 
    1,175   CHESAPEAKE ENERGY CORP   6.750%  4/15/2029  (g)   1,146 
    800   CITGO PETROLEUM CORP   7.000%  6/15/2025  (g)   788 
    270   CIVITAS RESOURCES INC   8.375%  7/1/2028  (g)   275 
    400   CIVITAS RESOURCES INC   8.750%  7/1/2031  (g)   409 
    340   COMSTOCK RESOURCES INC   6.750%  3/1/2029  (g)   313 
    530   COMSTOCK RESOURCES INC   5.875%  1/15/2030  (g)   458 
    1,140   CRESCENT ENERGY FINANCE   7.250%  5/1/2026  (g)   1,112 
    505   CRESCENT ENERGY FINANCE   9.250%  2/15/2028  (g)   514 
    215   CRESTWOOD MID PARTNER LP   6.000%  2/1/2029  (g)   206 
    525   CRESTWOOD MID PARTNER LP   7.375%  2/1/2031  (g)   534 
    795   DCP MIDSTREAM OPERATING   6.750%  9/15/2037  (g)   805 
    470   DCP MIDSTREAM OPERATING   8.125%  8/16/2030      521 
    540   DIAMOND FRGN/DIAMOND FIN   8.500%  10/1/2030  (g)   540 
    598   ENDEAVOR ENERGY RESOURCE   5.750%  1/30/2028  (g)   577 
    625   FERRELLGAS LP/FERRELLGAS   5.375%  4/1/2026  (g)   586 
    650   FERRELLGAS LP/FERRELLGAS   5.875%  4/1/2029  (g)   585 
    440   GULFPORT ENERGY OP CORP   8.000%  5/17/2026  (g)   441 
    305   HILCORP ENERGY I/HILCORP   5.750%  2/1/2029  (g)   275 
    385   HILCORP ENERGY I/HILCORP   6.000%  2/1/2031  (g)   340 
    240   HILCORP ENERGY I/HILCORP   6.000%  4/15/2030  (g)   214 
    429   HILCORP ENERGY I/HILCORP   6.250%  4/15/2032  (g)   380 
    1,420   KINETIK HOLDINGS LP   5.875%  6/15/2030  (g)   1,328 
    1,505   MAGNOLIA OIL GAS/MAG FIN   6.000%  8/1/2026  (g)   1,452 
    1,350   NGL ENRGY OP/FIN CORP   7.500%  2/1/2026  (g)   1,335 
    420   NORTHRIVER MIDSTREAM FIN   5.625%  2/15/2026  (g)   400 
    1,190   NUSTAR LOGISTICS LP   6.000%  6/1/2026      1,156 
    345   NUSTAR LOGISTICS LP   5.750%  10/1/2025      336 
    180   OCCIDENTAL PETROLEUM COR   7.875%  9/15/2031      195 
    100   OCCIDENTAL PETROLEUM COR   6.450%  9/15/2036      99 
    790   OCCIDENTAL PETROLEUM COR   7.950%  6/15/2039      852 
    755   OCCIDENTAL PETROLEUM COR   6.200%  3/15/2040      718 
    1,190   OCCIDENTAL PETROLEUM COR   8.875%  7/15/2030      1,336 
    660   PETROLEOS MEXICANOS   6.625%  6/15/2035      442 
    215   RANGE RESOURCES CORP   8.250%  1/15/2029      220 
    270   RANGE RESOURCES CORP   4.750%  2/15/2030  (g)   239 
    315   ROCKCLIFF ENERGY II LLC   5.500%  10/15/2029  (g)   284 
    1,070   SEADRILL FINANCE LTD   8.375%  8/1/2030  (g)   1,089 
    320   SOLARIS MIDSTREAM HOLDIN   7.625%  4/1/2026  (g)   309 
    1,515   SOUTHWESTERN ENERGY CO   4.750%  2/1/2032      1,299 
    405   TALLGRASS NRG PRTNR/FIN   6.000%  3/1/2027  (g)   381 
    370   TALLGRASS NRG PRTNR/FIN   7.500%  10/1/2025  (g)   370 
    1,170   TALLGRASS NRG PRTNR/FIN   6.000%  12/31/2030  (g)   1,033 
    635   TALLGRASS NRG PRTNR/FIN   6.000%  9/1/2031  (g)   555 
    175   TRANSOCEAN AQUILA LTD   8.000%  9/30/2028  (g)   175 
    406   TRANSOCEAN INC   11.500%  1/30/2027  (g)   426 
    835   TRANSOCEAN INC   8.750%  2/15/2030  (g)   854 
    405   VALARIS LTD   8.375%  4/30/2030  (g)   406 
    1,380   VENTURE GLOBAL CALCASIEU   6.250%  1/15/2030  (g)   1,314 
    665   VENTURE GLOBAL LNG INC   8.125%  6/1/2028  (g)   657 
    2,130   VENTURE GLOBAL LNG INC   8.375%  6/1/2031  (g)   2,101 
    585   VERMILION ENERGY INC   6.875%  5/1/2030  (g)   555 
                       34,651 

 

 

 

 

Entertainment & Leisure - 7.84%                    
    1,935   CARNIVAL CORP   7.625%  3/1/2026  (g)   1,882 
    45   CARNIVAL CORP   6.000%  5/1/2029  (g)   38 
    1,020   CARNIVAL CORP   10.500%  6/1/2030  (g)   1,048 
    360   CARNIVAL CORP   7.000%  8/15/2029  (g)   354 
    910   CDI ESCROW ISSUER INC   5.750%  4/1/2030  (g)   820 
    245   CEDAR FAIR LP   5.250%  7/15/2029      213 
    1,340   CINEMARK USA INC   5.250%  7/15/2028  (g)   1,189 
    625   LIVE NATION ENTERTAINMEN   4.750%  10/15/2027  (g)   572 
    370   MOTION FINCO SARL   7.375%  6/15/2030  (g)(EUR)   383 
    730   NCL CORPORATION LTD   5.875%  3/15/2026  (g)   672 
    340   NCL CORPORATION LTD   5.875%  2/15/2027  (g)   321 
    835   NCL CORPORATION LTD   7.750%  2/15/2029  (g)   774 
    215   NCL FINANCE LTD   6.125%  3/15/2028  (g)   190 
    480   ROYAL CARIBBEAN CRUISES   5.500%  4/1/2028  (g)   439 
    555   ROYAL CARIBBEAN CRUISES   5.375%  7/15/2027  (g)   512 
    985   ROYAL CARIBBEAN CRUISES   11.625%  8/15/2027  (g)   1,069 
    620   ROYAL CARIBBEAN CRUISES   9.250%  1/15/2029  (g)   655 
    520   ROYAL CARIBBEAN CRUISES   8.250%  1/15/2029  (g)   537 
    960   SEAWORLD PARKS + ENTERTA   5.250%  8/15/2029  (g)   840 
    730   SIX FLAGS ENTERTAINMENT   5.500%  4/15/2027  (g)   675 
    1,110   SIX FLAGS ENTERTAINMENT   7.250%  5/15/2031  (g)   1,042 
                       14,225 
Financial - 13.78%                        
    840   ACRISURE LLC / FIN INC   7.000%  11/15/2025  (g)   813 
    1,925   ACRISURE LLC / FIN INC   10.125%  8/1/2026  (g)   1,968 
    1,135   ALLIANT HOLD / CO ISSUER   6.750%  10/15/2027  (g)   1,056 
    315   ALLIANT HOLD / CO ISSUER   5.875%  11/1/2029  (g)   273 
    295   AMWINS GROUP INC   4.875%  6/30/2029  (g)   257 
    660   APOLLO CMMRL REAL EST FI   4.625%  6/15/2029  (g)   500 
    475   COBRA ACQUISITIONCO LLC   6.375%  11/1/2029  (g)   352 
    1,665   ENACT HOLDINGS INC   6.500%  8/15/2025  (g)   1,636 
    1,225   GTCR AP FINANCE INC   8.000%  5/15/2027  (g)   1,201 
    1,070   GTCR W 2 MERGER SUB LLC   7.500%  1/15/2031  (g)   1,069 
    725   HUB INTERNATIONAL LTD   7.000%  5/1/2026  (g)   721 
    790   HUB INTERNATIONAL LTD   5.625%  12/1/2029  (g)   686 
    1,585   HUB INTERNATIONAL LTD   7.250%  6/15/2030  (g)   1,579 
    460   ICAHN ENTERPRISES/FIN   6.250%  5/15/2026      427 
    490   JANE STREET GRP/JSG FIN   4.500%  11/15/2029  (g)   420 
    785   JONES DESLAURIERS INSURA   8.500%  3/15/2030  (g)   791 
    480   MIDCAP FINANCIAL   5.625%  1/15/2030  (g)   373 
    950   MIDCAP FINANCIAL ISSR TR   6.500%  5/1/2028  (g)   822 
    215   NAVIENT CORP   6.750%  6/15/2026      209 
    500   NAVIENT CORP   5.000%  3/15/2027      449 
    685   NAVIENT CORP   4.875%  3/15/2028      581 
    630   NAVIENT CORP   5.500%  3/15/2029      529 
    1,495   NAVIENT CORP   9.375%  7/25/2030      1,474 
    325   ONEMAIN FINANCE CORP   3.500%  1/15/2027      278 
    1,335   ONEMAIN FINANCE CORP   9.000%  1/15/2029      1,328 
    300   ONEMAIN FINANCE CORP   7.125%  3/15/2026      294 
    610   ONEMAIN FINANCE CORP   6.625%  1/15/2028      562 
    305   ONEMAIN FINANCE CORP   5.375%  11/15/2029      255 
    300   PENNYMAC FIN SVCS INC   5.375%  10/15/2025  (g)   285 
    840   PENNYMAC FIN SVCS INC   4.250%  2/15/2029  (g)   683 
    790   PROG HOLDINGS INC   6.000%  11/15/2029  (g)   689 
    235   RYAN SPECIALTY GROUP   4.375%  2/1/2030  (g)   205 
    335   SLM CORP   4.200%  10/29/2025      312 
    330   STAR PARENT INC   9.000%  10/1/2030  (g)   332 
    465   STARWOOD PROPERTY TRUST   4.375%  1/15/2027  (g)   407 
    320   UNITED WHOLESALE MTGE LL   5.500%  4/15/2029  (g)   269 
    635   UNITED WHOLESALE MTGE LL   5.750%  6/15/2027  (g)   575 
    363   WILLIAMS SCOTSMAN INC   7.375%  10/1/2031  (g)   360 
                       25,020 
Food/Tobacco - 1.43%                        
    285   B+G FOODS INC   5.250%  4/1/2025      280 
    270   B+G FOODS INC   8.000%  9/15/2028  (g)   270 

 

 

 

 

    610   BELLRING BRANDS INC   7.000%  3/15/2030  (g)   601 
    520   CHOBANI LLC/FINANCE CORP   7.500%  4/15/2025  (g)   514 
    685   DARLING INGREDIENTS INC   6.000%  6/15/2030  (g)   648 
    345   TRITON WATER HOLDINGS IN   6.250%  4/1/2029  (g)   285 
                       2,598 
Gaming - 5.63%                        
    545   CAESARS ENTERTAIN INC   7.000%  2/15/2030  (g)   530 
    2,065   CAESARS ENTERTAIN INC   8.125%  7/1/2027  (g)   2,070 
    580   CHURCHILL DOWNS INC   6.750%  5/1/2031  (g)   548 
    275   CIRSA FINANCE INTER   4.500%  3/15/2027  (g)(EUR)   267 
    100   CIRSA FINANCE INTER   10.375%  11/30/2027  (g)(EUR)   114 
    1,170   INTERNATIONAL GAME TECH   6.250%  1/15/2027  (g)   1,148 
    375   INTERNATIONAL GAME TECH   5.250%  1/15/2029  (g)   345 
    260   LIGHT + WONDER INTL INC   7.500%  9/1/2031  (g)   257 
    530   LIGHT + WONDER INTL INC   7.000%  5/15/2028  (g)   519 
    1,390   LIGHT + WONDER INTL INC   7.250%  11/15/2029  (g)   1,366 
    120   LOTTOMATICA SPA/ROMA   7.125%  6/1/2028  (g)(EUR)   129 
    435   MGM GROWTH/MGM FINANCE   5.750%  2/1/2027      421 
    500   MIDWEST GMNG BOR/MWG FIN   4.875%  5/1/2029  (g)   425 
    280   ONTARIO GAMING GTA LP   8.000%  8/1/2030  (g)   279 
    475   PLAYTIKA HOLDING CORP   4.250%  3/15/2029  (g)   397 
    565   SC GAMES HOLDIN/US FINCO   6.625%  3/1/2030  (g)   489 
    995   WYNN MACAU LTD   5.500%  10/1/2027  (g)   886 
    23   WYNN RESORTS FINANCE LLC   7.125%  2/15/2031  (g)   22 
                       10,212 
Health Care - 9.94%                        
    780   ADAPTHEALTH LLC   5.125%  3/1/2030  (g)   608 
    1,240   ATHENAHEALTH GROUP INC   6.500%  2/15/2030  (g)   1,035 
    1,415   AVANTOR FUNDING INC   4.625%  7/15/2028  (g)   1,288 
    540   BAUSCH + LOMB ESCROW COR   8.375%  10/1/2028  (g)   541 
    1,100   CHS/COMMUNITY HEALTH SYS   8.000%  12/15/2027  (g)   1,026 
    455   CHS/COMMUNITY HEALTH SYS   6.000%  1/15/2029  (g)   366 
    990   CHS/COMMUNITY HEALTH SYS   6.875%  4/15/2029  (g)   530 
    1,165   CHS/COMMUNITY HEALTH SYS   6.125%  4/1/2030  (g)   594 
    830   CHS/COMMUNITY HEALTH SYS   5.250%  5/15/2030  (g)   627 
    990   DAVITA INC   4.625%  6/1/2030  (g)   812 
    280   IQVIA INC   6.500%  5/15/2030  (g)   275 
    89   LIFEPOINT HEALTH INC   9.875%  8/15/2030  (g)   86 
    450   LIFEPOINT HEALTH INC   11.000%  10/15/2030  (g)   450 
    280   LIFEPT/LEGACY LIFEPT   9.750%  12/1/2026  (g)   272 
    940   MEDLINE BORROWER LP   5.250%  10/1/2029  (g)   811 
    570   MOLINA HEALTHCARE INC   4.375%  6/15/2028  (g)   511 
    735   ORGANON + CO/ORG   5.125%  4/30/2031  (g)   590 
    1,050   SELECT MEDICAL CORP   6.250%  8/15/2026  (g)   1,022 
    424   TENET HEALTHCARE CORP   6.875%  11/15/2031      405 
    1,640   TENET HEALTHCARE CORP   6.125%  10/1/2028      1,540 
    780   TENET HEALTHCARE CORP   6.125%  6/15/2030      731 
    700   TENET HEALTHCARE CORP   4.375%  1/15/2030      600 
    405   TENET HEALTHCARE CORP   6.750%  5/15/2031  (g)   390 
    630   TEVA PHARMACEUTICAL INDU   4.750%  5/9/2027      578 
    465   TEVA PHARMACEUTICALS NE   6.750%  3/1/2028      456 
    1,240   TEVA PHARMACEUTICALS NE   5.125%  5/9/2029      1,121 
    310   TEVA PHARMACEUTICALS NE   8.125%  9/15/2031      319 
    455   TEVA PHARMACEUTICALS NE   7.875%  9/15/2029      463 
                       18,047 
Informational Technology - 7.58%                    
    340   BOXER PARENT CO INC   7.125%  10/2/2025  (g)   338 
    560   BOXER PARENT CO INC   9.125%  3/1/2026  (g)   558 
    810   CAPSTONE BORROWER INC   8.000%  6/15/2030  (g)   791 
    1,185   CLOUD SOFTWARE GRP INC   9.000%  9/30/2029  (g)   1,031 
    1,060   CLOUD SOFTWARE GRP INC   6.500%  3/31/2029  (g)   933 
    510   CNT PRNT/CDK GLO II/FIN   8.000%  6/15/2029  (g)   510 
    1,950   CNTRL PARENT/CDK GLB INC   7.250%  6/15/2029  (g)   1,892 
    2,035   ENTEGRIS ESCROW CORP   5.950%  6/15/2030  (g)   1,887 
    805   GEN DIGITAL INC   6.750%  9/30/2027  (g)   787 
    662   GEN DIGITAL INC   7.125%  9/30/2030  (g)   651 

 

 

 

 

    275   GO DADDY OPCO/FINCO   5.250%  12/1/2027  (g)   259 
    295   MATCH GROUP HLD II LLC   5.000%  12/15/2027  (g)   272 
    148   MATCH GROUP HLD II LLC   5.625%  2/15/2029  (g)   137 
    965   MATCH GROUP HLD II LLC   4.125%  8/1/2030  (g)   799 
    305   MATCH GROUP HLD II LLC   4.625%  6/1/2028  (g)   273 
    475   MATCH GROUP HLD II LLC   3.625%  10/1/2031  (g)   374 
    920   MCAFEE CORP   7.375%  2/15/2030  (g)   769 
    475   ROBLOX CORP   3.875%  5/1/2030  (g)   380 
    285   TWILIO INC   3.625%  3/15/2029      238 
    510   TWILIO INC   3.875%  3/15/2031      413 
    573   ZI TECH LLC/ZI FIN CORP   3.875%  2/1/2029  (g)   476 
                       13,768 
Lodging - .66%                        
    300   PARK INTERMED HOLDINGS   5.875%  10/1/2028  (g)   272 
    370   PARK INTERMED HOLDINGS   4.875%  5/15/2029  (g)   315 
    630   RHP HOTEL PPTY/RHP FINAN   4.500%  2/15/2029  (g)   542 
    75   RHP HOTEL PPTY/RHP FINAN   7.250%  7/15/2028  (g)   74 
                       1,203 
Manufacturing - 2.35%                        
    535   EMERALD DEBT MERGER   6.625%  12/15/2030  (g)   516 
    430   GATES GLOBAL/GATES CORP   6.250%  1/15/2026  (g)   420 
    15   HILLENBRAND INC   5.000%  9/15/2026      14 
    325   HILLENBRAND INC   3.750%  3/1/2031      261 
    735   MADISON IAQ LLC   4.125%  6/30/2028  (g)   628 
    420   MADISON IAQ LLC   5.875%  6/30/2029  (g)   336 
    615   MUELLER WATER PRODUCTS   4.000%  6/15/2029  (g)   538 
    735   SENSATA TECHNOLOGIES BV   4.000%  4/15/2029  (g)   628 
    700   SENSATA TECHNOLOGIES BV   5.875%  9/1/2030  (g)   648 
    270   STEVENS HOLDING CO INC   6.125%  10/1/2026  (g)   271 
                       4,260 
Metals & Mining - 2.95%                        
    300   ARSENAL AIC PARENT LLC   8.000%  10/1/2030  (g)   297 
    300   ATI INC   5.125%  10/1/2031      259 
    210   ATI INC   7.250%  8/15/2030      209 
    708   BIG RIVER STEEL/BRS FIN   6.625%  1/31/2029  (g)   696 
    405   ERO COPPER CORP   6.500%  2/15/2030  (g)   349 
    215   FMG RESOURCES AUG 2006   4.500%  9/15/2027  (g)   195 
    445   FMG RESOURCES AUG 2006   5.875%  4/15/2030  (g)   406 
    370   GRAFTECH GLOBAL ENTERPRI   9.875%  12/15/2028  (g)   351 
    1,145   HECLA MINING CO   7.250%  2/15/2028      1,105 
    545   HUDBAY MINERALS INC   6.125%  4/1/2029  (g)   500 
    340   MINERAL RESOURCES LTD   9.250%  10/1/2028  (g)   343 
    745   NOVELIS CORP   4.750%  1/30/2030  (g)   644 
                       5,354 
Other Telecommunications - .14%                    
    475   LEVEL 3 FINANCING INC   3.750%  7/15/2029  (g)   263 
                         
Real Estate Investment Trust Securities - 1.03%                  
    915   NECESS RETAIL/AFIN OP LP   4.500%  9/30/2028  (g)   695 
    620   SERVICE PROPERTIES TRUST   4.350%  10/1/2024      595 
    580   SERVICE PROPERTIES TRUST   7.500%  9/15/2025      570 
                       1,860 
Restaurants - 1.09%                        
    572   DAVE + BUSTER S INC   7.625%  11/1/2025  (g)   571 
    760   YUM  BRANDS INC   6.875%  11/15/2037      768 
    723   YUM  BRANDS INC   5.350%  11/1/2043      634 
                       1,973 
Retail - 2.34%                        
    143   AT HOME CAYMAN   11.500%  5/12/2028  (g)   133 
    240   AT HOME GROUP INC   4.875%  7/15/2028  (g)   95 
    295   AT HOME GROUP INC   7.125%  5/12/2028  (g)   142 
    65   BATH + BODY WORKS INC   6.694%  1/15/2027      63 
    350   BATH + BODY WORKS INC   7.500%  6/15/2029      344 
    277   BATH + BODY WORKS INC   9.375%  7/1/2025  (g)   288 
    1,005   BATH + BODY WORKS INC   6.625%  10/1/2030  (g)   942 

 

 

 

 

    355   BATH + BODY WORKS INC   6.950%  3/1/2033      319 
    1,450   PETSMART INC/PETSMART FI   7.750%  2/15/2029  (g)   1,350 
    660   QVC INC   4.450%  2/15/2025      578 
                       4,254 
Satellites - 2.02%                        
    1,365   CONNECT FINCO SARL/CONNE   6.750%  10/1/2026  (g)   1,273 
    1,094   HUGHES SATELLITE SYSTEMS   6.625%  8/1/2026      935 
    445   INTELSAT JACKSON HLDG   6.500%  3/15/2030  (g)   393 
    475   TELESAT CANADA/TELESAT L   6.500%  10/15/2027  (g)   242 
    650   VIASAT INC   5.625%  4/15/2027  (g)   561 
    400   VIASAT INC   7.500%  5/30/2031  (g)   264 
                       3,668 
Services - 7.04%                        
    451   ADTALEM GLOBAL EDUCATION   5.500%  3/1/2028  (g)   414 
    445   ADVANTAGE SALES + MARKET   6.500%  11/15/2028  (g)   383 
    635   ALBION FINANCING 1SARL /   6.125%  10/15/2026  (g)   598 
    315   ALBION FINANCING 2SARL   8.750%  4/15/2027  (g)   293 
    1,300   ALLIED UNIVERSAL   9.750%  7/15/2027  (g)   1,170 
    520   ALLIED UNIVERSAL   6.000%  6/1/2029  (g)   391 
    440   CLARIV SCI HLD CORP   4.875%  7/1/2029  (g)   374 
    1,012   EG GLOBAL FINANCE PLC   6.750%  2/7/2025  (g)   989 
    609   EG GLOBAL FINANCE PLC   8.500%  10/30/2025  (g)   600 
    92   EG GLOBAL FINANCE PLC   6.250%  10/30/2025  (EUR)   95 
    760   FAIR ISAAC CORP   4.000%  6/15/2028  (g)   677 
    1,265   H+E EQUIPMENT SERVICES   3.875%  12/15/2028  (g)   1,083 
    100   ITELYUM REGENERATION SPA   4.625%  10/1/2026  (g)(EUR)   98 
    685   PRESIDIO HOLDING INC   8.250%  2/1/2028  (g)   654 
    465   PRIME SECSRVC BRW/FINANC   5.750%  4/15/2026  (g)   450 
    710   PRIME SECSRVC BRW/FINANC   6.250%  1/15/2028  (g)   658 
    290   RITCHIE BROS HLDGS INC   6.750%  3/15/2028  (g)   289 
    390   RITCHIE BROS HLDGS INC   7.750%  3/15/2031  (g)   395 
    1,309   TK ELEVATOR HOLDCO GMBH   7.625%  7/15/2028  (g)   1,199 
    1,460   TK ELEVATOR US NEWCO INC   5.250%  7/15/2027  (g)   1,332 
    775   UNITED RENTALS NORTH AM   3.750%  1/15/2032      625 
                       12,767 
Supermarkets - .46%                        
    540   ALBERTSONS COS/SAFEWAY   4.875%  2/15/2030  (g)   485 
    100   ICELAND BONDCO PLC   4.625%  3/15/2025  (GBP)   120 
    100   ICELAND BONDCO PLC   10.875%  12/15/2027  (g)(GBP)   124 
    100   ICELAND BONDCO PLC   9.254%  12/15/2027  (g)(EUR)   105 
                       834 
Transportation - .38%                        
    730   WATCO COS LLC/FINANCE CO   6.500%  6/15/2027  (g)   684 
                         
Utilities - 6.82%                        
    310   CALPINE CORP   4.500%  2/15/2028  (g)   278 
    950   CALPINE CORP   5.125%  3/15/2028  (g)   846 
    625   CALPINE CORP   5.000%  2/1/2031  (g)   503 
    135   PATTERN ENERGY OP LP/PAT   4.500%  8/15/2028  (g)   117 
    1,065   PG+E CORP   5.000%  7/1/2028      960 
    1,300   PG+E CORP   5.250%  7/1/2030      1,131 
    358   PIKE CORP   5.500%  9/1/2028  (g)   313 
    1,110   TALEN ENERGY SUPPLY LLC   8.625%  6/1/2030  (g)   1,136 
    1,795   TERRAFORM GLOBAL OPERATI   6.125%  3/1/2026  (g)   1,759 
    195   TRANSALTA CORP   7.750%  11/15/2029      198 
    3,120   VISTRA CORP   8.000%  12/31/2099  (b)(g)   2,972 
    2,360   VISTRA CORP   7.000%  12/31/2099  (b)(g)   2,171 
                       12,384 
Wireless Communications - .56%                    
    950   ILIAD HOLDING SAS   6.500%  10/15/2026  (g)   889 
    140   US CELLULAR CORP   6.700%  12/15/2033      136 
                       1,025 
        Total Corporate Debt Securities                
        (Total cost of $269,245)              247,491 

 

 

 

 

BANK DEBT SECURITIES - 6.77% (d)(f)                
Aerospace & Defense - .11%                    
    213   PERATON CORP   13.233%  2/1/2029      208 
                         
Airlines - .33%                    
    581   MILEAGE PLUS HOLDINGS LLC   10.909%  6/21/2027      603 
                         
Automotive - .31%                    
    555   WAND NEWCO 3 INC   8.166%  2/5/2026      553 
                         
 Broadcasting - .17%                    
    255   NEPTUNE US BIDCO INC   15.148%  10/11/2029      250 
    121   DIAMOND SPORTS GROUP LLC   13.431%  5/25/2026      61 
                       311 
Energy - .15%                    
    270   PRAIRIE ECI ACQUIROR LP   10.166%  3/11/2026      270 
                         
Information Technology - .40%                    
    120   BANFF MERGER SUB INC   10.931%  2/27/2026      119 
    600   REALPAGE INC   11.931%  4/23/2029      601 
                       720 
Services - 2.62%                    
    1,130   ASCEND LEARNING LLC   11.166%  12/10/2029      960 
    2,760   ULTIMATE SOFTWARE GROUP INC   10.618%  5/3/2027      2,753 
    1,042   ULTIMATE SOFTWARE GROUP INC.   8.618%  5/4/2026      1,038 
                       4,751 
Wireless Communications - 2.68%                    
    3,664   ASURION LLC   10.568%  1/31/2028      3,290 
    1,785   ASURION LLC   10.681%  1/20/2029      1,579 
                       4,869 
        Total Bank Debt Securities                
        (Total cost of $12,788)              12,285 
                         
CONVERTIBLE BONDS - .21% (d)(f)                    
Automotive - .21%   265   RIVIAN AUTO INC   4.625%  3/15/2029  (g)   387 
        Total Convertible Bonds                
        (Total cost of $261)              387 

 

Shares                    
PREFERRED STOCK - .17% (d)(f)                    
Financial - .17%                        
    325   ALLIANT SERVICES SERIES A,                
        Acquisition Date 11/06/20,
Cost $320		   9.750%  1/2/2024  (c)(e)   309 
                         
        Total Preferred Stock                
        (Total cost of $320)              309 
                         
COMMON STOCK - .96% (d)(f)                    
Healthcare - .67%                        
    31,256   AVANTOR INC          (a)   659 
    2,163   BECTON DICKINSON AND CO              559 
                       1,218 
 Manufacturing - .29%                        
    2,102   DANAHER CORP              522 
                         
        Total Common Stock                
        (Total cost of $1,526)              1,740 
                         
        Total Investments - 144.45% (d)                
        (Total cost of $284,140)              262,212 
        Cash And Other Assets                
        Less Liabilities - (44.45%) (d)              (80,685)
        Net Assets - 100%             $181,527 

 

(a)Non-income producing

 

(b)Perpetual security with no stated maturity date.

 

(c)Security cannot be offered for public resale without first being registered  under the Securities Act of 1933 (restricted security). Total market value of restricted securities (excluding Rule 144A securities) amounted to $309 or .17% of total net assets as of September 30, 2023.

 

(d)Percentages indicated are based on total net assets to common shareholders of $181,527.

 

(e)Level 3 in fair value hierarchy. See Note 1.

 

(f)All of the Fund's investments and other assets are pledged as collateral in accordance with a credit agreement with The Bank of Nova Scotia.

 

(g)Securities are exempt from registration under Rule 144A of the Securities Act of 1933.  Such securities may be resold, normally to qualified institutional buyers in transactions exempt from registration.  Unless otherwise noted, 144A Securities are deemed to be liquid.  See notes to the portfolio of investments for valuation policy.  Total market value of Rule 144A securities amounted to $200,217 as of September 30, 2023.

 

(EUR) Euro

 

(GBP) British Pound

 

 

 

 

Derivative Contracts (Currency Amounts in Thousands)

 

Forward Currency Exchange Contracts - As of September 30, 2023 the Fund had forward currency exchange contracts outstanding as follows:

 

                  Unrealized 
   Settlement  Receive           Appreciation 
Counterparty  Date  (Deliver)   Asset   Liability   (Depreciation) 
Royal Bank of Canada  10/3/23  EUR1,714    1,812    1,815    (3)
                        
Royal Bank of Canada  10/3/23  EUR(1,714)   1,863    1,812    51 
                        
Royal Bank of Canada  11/2/23  EUR(1,714)   1,817    1,814    3 
                        
Royal Bank of Canada  10/3/23  GBP334    408    410    (2)
                        
HSBC Bank  10/3/23  GBP(334)   423    408    15 
                        
Royal Bank of Canada  11/2/23  GBP(334)   410    408    2 
                        
Net unrealized gain on open forward currency exchange contracts                    $66 

 

 

 

 

The New America High Income Fund, Inc.

Notes to Portfolio of Investments

September 30, 2023 (Unaudited)

 

The New America High Income Fund, Inc. (the Fund) was organized as a corporation in the state of Maryland on November 19, 1987 and is registered with the Securities and Exchange Commission as a diversified, closed-end investment company under the Investment Company Act of 1940. The Fund follows the Investment company accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standard Codification topic 946 “financial services investment companies”.

 

Valuation of Investments—The Fund’s Board of Directors has adopted policies and procedures to fair value securities that are not readily available consistent with the requirements of Rule 2a-5 under the 1940 Act. Except as otherwise described below, the Fund's investments are valued based on evaluated bid prices provided by an independent pricing service. Independent pricing services provide prices based primarily on quotations from dealers and brokers, market transactions, data accessed from quotations services, offering sheets obtained from dealers and various relationships among similar securities. Investments whose primary market is on an exchange are valued at the last sale price on the day of valuation. Short-term investments with original maturities of 60 days or less are stated at amortized cost, which approximates the fair value of such investments. Investments for which market prices are not yet provided by an independent pricing service (primarily newly issued fixed-income corporate bonds and notes) shall be valued at the most recently quoted bid price provided by a principal market maker for the security. Fair value measurement is further discussed in this footnote.

 

Foreign Currency—Investment securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollar amounts at the date of valuation.

 

 

 

 

Foreign Currency Forward Exchange Contracts—The Fund may enter into foreign currency forward exchange contracts to hedge against foreign currency exchange rate risks on its non-U.S. dollar denominated investment securities. When entering into a forward currency contract, the Fund agrees to receive or deliver a fixed quantity of foreign currency for an agreed upon price on an agreed future date.

 

Fair Value Measurement—The Fund applies ASC 820 “Fair Value Measurements and Disclosures”. This standard establishes the definition of fair value, sets out a framework for measuring fair value and requires additional disclosures about fair value measurements.

 

The three levels of the fair value hierarchy under ASC 820 are described below:

 

Level 1—Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

 

Level 2—Observable inputs other than quoted prices included in level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

 

 

 

 

Level 3—Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

 

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. 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 level in the fair value hierarchy within which the fair value measurement falls in its entirety, is determined based on the lowest level input that is significant to the fair value measurement in its entirety.

 

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

 

A description of the valuation techniques applied to the Fund’s major asset and liability categories is as follows.

 

Debt securities (corporate, convertible & bank debt). The fair value of debt securities is provided by independent pricing services using quotations from dealers and brokers, market transactions, data from quotations services, offering sheets and various relationships between securities. While most corporate bonds are categorized in level 2 of the fair value hierarchy, there may be instances where less observable inputs necessitate a level 3 categorization.

 

Equity securities (preferred and common stock). Equity securities for which the primary market is on an exchange will be valued at the last sale price on the day of valuation and are categorized in level 1 of the fair value hierarchy. Other equity securities traded in inactive markets or valued by independent pricing services using methods similar to debt securities are categorized in level 2. The fair value of equity securities in which observable inputs are unavailable are categorized in level 3.

 

Short-term investments. Short-term investments are valued using amortized cost, which approximates fair value. To the extent the inputs are observable and timely the values would be categorized in level 2 of the fair value hierarchy.

 

Forwards are valued at the unrealized gain or loss on the contract as measured by the difference between the forward exchange rates at the date of entry into the contract and the forward rates at the reporting date. Forwards are categorized in level 2 of the fair value hierarchy.

 

The following is a summary of the inputs used as of September 30, 2023 in valuing the Fund’s investments:

 

    Level 1   Level 2   Level 3   Total Value  
    Quoted
Prices
(000’s)		   Significant
Observable
Inputs
(000’s)		   Significant
Unobservable
Inputs
(000’s)		   (000’s)  
Investments                  
Debt Securities*   $ —   $ 260,163   —   $ 260,163  
Preferred Stock                  
Financial   —   —   309   309  
Common Stock                  
Healthcare   1218   —   —   1218  
Utilities   522   —   —   522  
Total Investments   $ 1,740   $ 260,163   $ 309   $ 262,212  

 

 

 

 

    Level 1   Level 2   Level 3   Total Value  
    Quoted
Prices
(000’s)		   Significant
Observable
Inputs
(000’s)		   Significant
Unobservable
Inputs
(000’s)		   (000’s)  
Forward Currency  Exchange  Contracts   $ —   $ 66   $ —   $ 66  

 

 

*  Debt Securities — Type of debt and industries are shown on the Schedule of Investments.

 

The following provides information on Level 3 securities held by the Fund that were valued at period end based on unobservable inputs.

 

Asset Type  Fair Value as
of September 30, 2023		   Valuation
Techniques		  Unobservable
Input		  Input
Values		  Impact to Valuation
from an increase
to input
Alliant Services, Convertible preferred stock  $309,000   Yield analysis model  Private placement issuance  Model  Increase

 

The Fund owned one Level 3 security at September 30, 2023. It is identified on the Schedule of Investments with a footnote (e) and has a value of $309,000. The value was determined by the Valuation Committee of the Fund's investment advisor, T. Rowe Price, under procedures approved by the Board of Directors. The techniques used to arrive at this valuation take into account the lack of trading, lack of vendor coverage, resale restrictions, company specific or industry events and other market factors. The value is derived based on a model that was setup using the yield analysis functionality.

 

The following is a reconciliation of Fund investments using Level 3 inputs for the period:

 

   Securities
(000's)		 
Balance, December 31, 2022  $— 
Transfers in   309 
Change in unrealized depreciation   — 
Balance, September 30, 2023  $309