Consolidated Schedule of Investments (unaudited) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||||||
Common Stocks — 0.8% |
| |||||||||||
Canada — 0.0% | ||||||||||||
Largo Resources Ltd.(a) | 10,127 | $ | 5,037 | |||||||||
|
| |||||||||||
Hong Kong — 0.0% | ||||||||||||
WH Group Ltd.(b) | 52,000 | 47,996 | ||||||||||
|
| |||||||||||
Italy — 0.0% | ||||||||||||
Enel SpA | 209 | 1,441 | ||||||||||
Snam SpA | 8,390 | 38,345 | ||||||||||
UniCredit SpA | 664 | 5,137 | ||||||||||
44,923 | ||||||||||||
|
| |||||||||||
Netherlands — 0.0% | ||||||||||||
ING Groep NV | 3,300 | 16,910 | ||||||||||
|
| |||||||||||
Spain — 0.0% | ||||||||||||
Telefonica SA | 5,454 | 24,822 | ||||||||||
|
| |||||||||||
United States — 0.8% | ||||||||||||
Advanced Micro Devices, Inc.(a) | 748 | 34,019 | ||||||||||
Amgen, Inc. | 173 | 35,072 | ||||||||||
Analog Devices, Inc. | 204 | 18,289 | ||||||||||
Applied Materials, Inc. | 549 | 25,155 | ||||||||||
Bank of America Corp. | 7,500 | 159,225 | ||||||||||
Broadcom, Inc. | 80 | 18,968 | ||||||||||
Cisco Systems, Inc.(c) | 399 | 15,685 | ||||||||||
Citigroup, Inc. | 4,200 | 176,904 | ||||||||||
Corning, Inc. | 912 | 18,733 | ||||||||||
D.R. Horton, Inc. | 2,280 | 77,520 | ||||||||||
Delta Air Lines, Inc.(a) | 2,996 | 85,476 | ||||||||||
Industrial Select Sector SPDR Fund | 4,357 | 257,107 | ||||||||||
Intuitive Surgical, Inc.(a) | 83 | 41,102 | ||||||||||
Invesco QQQ Trust, Series 1 | 7,448 | 1,418,099 | ||||||||||
Johnson & Johnson | 226 | 29,635 | ||||||||||
JPMorgan Chase & Co. | 1,500 | 135,045 | ||||||||||
Lam Research Corp. | 124 | 29,760 | ||||||||||
Las Vegas Sands Corp. | 500 | 21,235 | ||||||||||
Microchip Technology, Inc. | 417 | 28,273 | ||||||||||
NVIDIA Corp. | 139 | 36,640 | ||||||||||
PulteGroup, Inc. | 1,579 | 35,243 | ||||||||||
Simply Good Foods Co.(a) | 4,049 | 77,984 | ||||||||||
Starbucks Corp. | 2,600 | 170,924 | ||||||||||
Texas Instruments, Inc. | 521 | 52,064 | ||||||||||
VanEck Vectors Gold Miners ETF | 3,001 | 69,143 | ||||||||||
VanEck Vectors Semiconductor ETF | 1,896 | 222,097 | ||||||||||
Verizon Communications, Inc. | 4,000 | 214,920 | ||||||||||
Wynn Resorts Ltd. | 700 | 42,133 | ||||||||||
Xilinx, Inc. | 1,598 | 124,548 | ||||||||||
|
| |||||||||||
3,670,998 | ||||||||||||
|
| |||||||||||
Total Common Stocks — 0.8% |
| 3,810,686 | ||||||||||
|
|
Security | Par (000) | Value | ||||||||||
Asset-Backed Securities — 2.1% |
| |||||||||||
Allegro CLO VI Ltd., Series 2017-2A, Class A, (3 mo. LIBOR US + 1.13%), 2.97%, 01/17/31(b)(d) | USD | 400 | $ | 372,458 | ||||||||
ALM XIV Ltd., Series 2020-1A, Class A2, (3 mo. LIBOR US + 1.85%), 3.36%, 10/15/29(b)(d) | 250 | 212,801 | ||||||||||
AMMC CLO XII Ltd., Series 2013-12A, Class AR, (3 mo. LIBOR US + 1.20%), 2.93%, 11/10/30(b)(d) | 500 | 468,623 | ||||||||||
Anchorage Capital CLO Ltd.(b)(d): | ||||||||||||
Series 2014-3RA, Class A, (3 mo. LIBOR US + 1.05%), 2.85%, 01/28/31 | 400 | 378,094 | ||||||||||
Series 2014-4RA, Class A, (3 mo. LIBOR US + 1.05%), 2.85%, 01/28/31 | 400 | 378,080 | ||||||||||
Apidos CLO XII, Series 2013-12A, Class AR, (3 mo. LIBOR US + 1.08%), 2.30%, 04/15/31(b)(d) | 500 | 449,514 | ||||||||||
Ares XXXVII CLO Ltd., Series 2015-4A, Class A1R, (3 mo. LIBOR US + 1.17%), 2.39%, 10/15/30(b)(d) | 400 | 374,486 | ||||||||||
ArrowMark Colorado Holdings, Series 2017-8A, Class A1, (3 mo. LIBOR US + 1.16%), 2.95%, 10/25/30(b)(d) | 400 | 374,259 | ||||||||||
Battalion CLO XI Ltd., Series 2017-11A, Class E, (3 mo. LIBOR US + 5.98%), 7.78%, 10/24/29(b)(d) | 400 | 253,871 | ||||||||||
Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class A1AR, (3 mo. LIBOR US + 1.10%), 2.92%, 01/20/31(b)(d) | 500 | 465,673 | ||||||||||
CBAM Ltd., Series 2017-1A, Class A1, (3 mo. LIBOR US + 1.25%), 3.07%, 07/20/30(b)(d) | 400 | 377,958 | ||||||||||
CIFC Funding Ltd., Series 2018-1A, Class A, (3 mo. LIBOR US + 1.00%), 2.82%, 04/18/31(b)(d) | 400 | 369,028 | ||||||||||
Dryden CLO Ltd., Series 2017-53A, Class A, (3 mo. LIBOR US + 1.12%), 2.34%, 01/15/31(b)(d) | 600 | 558,405 | ||||||||||
LCM Ltd., Series 26A, Class A1, (3 mo. LIBOR US + 1.07%), 2.89%, 01/20/31(b)(d) | 600 | 559,645 | ||||||||||
Mariner CLO LLC, Series 2016-3A, Class CR2, (3 mo. LIBOR US + 2.05%), 3.86%, 07/23/29(b)(d) | 250 | 250,000 | ||||||||||
Neuberger Berman Loan Advisers CLO Ltd., Series 2017-26A, Class A, (3 mo. LIBOR US + 1.17%), 2.99%, 10/18/30(b)(d) | 550 | 516,701 |
1 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Asset-Backed Securities (continued) | ||||||||||||
OCP CLO Ltd., Series 2013-4A, Class BRR, (3 mo. LIBOR US + 1.90%), | USD | 250 | $ | 205,339 | ||||||||
Park Avenue Institutional Advisers CLO Ltd., Series 2017-1A, Class D, (3 mo. LIBOR US + 6.22%), 7.92%, 11/14/29(b)(d) | 600 | 387,265 | ||||||||||
Rockford Tower CLO Ltd.(b)(d): | ||||||||||||
Series 2017-1A, Class E, (3 mo. LIBOR US + 5.40%), 6.62%, 04/15/29 | 400 | 252,157 | ||||||||||
Series 2017-3A, Class A, (3 mo. LIBOR US + 1.19%), 3.01%, 10/20/30 | 400 | 373,525 | ||||||||||
RR Ltd., Series 2018-3A, Class A1R2, (3 mo. LIBOR US + 1.09%), 2.31%, 01/15/30(b)(d) | 400 | 372,977 | ||||||||||
Shackleton CLO Ltd., Series 2013-3A, Class AR, (3 mo. LIBOR US + 1.12%), 2.95%, 07/15/30(b)(d) | 400 | 375,511 | ||||||||||
Steele Creek CLO Ltd., Series 2017-1A, Class A, (3 mo. LIBOR US + 1.25%), 2.47%, 01/15/30(b)(d) | 400 | 375,112 | ||||||||||
Tiaa CLO III Ltd., Series 2017-2A, Class A, (3 mo. LIBOR US + 1.15%), | 400 | 372,594 | ||||||||||
Voya CLO Ltd., Series 2017-4A, Class A1, (3 mo. LIBOR US + 1.13%), | 400 | 375,379 | ||||||||||
York CLO Ltd.(b)(d): | ||||||||||||
Series 2015-1A, Class AR, (3 mo. LIBOR US + 1.15%), 2.95%, 01/22/31 | 600 | 563,272 | ||||||||||
Series 2016-2A, Class A1R, (3 mo. LIBOR US + 1.09%), 2.09%, 04/20/32(e) | 250 | 250,000 | ||||||||||
|
| |||||||||||
Total Asset-Backed Securities — 2.1% | 10,262,727 | |||||||||||
|
| |||||||||||
Corporate Bonds — 17.3% | ||||||||||||
Argentina — 0.1% | ||||||||||||
Generacion Mediterranea SA/Generacion Frias SA/Central Termica Roca SA, 9.63%, 07/27/23(b) | 518 | 217,560 | ||||||||||
Stoneway Capital Corp.(f): | ||||||||||||
10.00%, 03/01/27(b) | 521 | 74,349 | ||||||||||
10.00%, 03/01/27 | 253 | 36,150 |
Security | Par (000) | Value | ||||||||||
Argentina (continued) | ||||||||||||
YPF SA: | ||||||||||||
8.50%, 07/28/25 | USD | 100 | $ | 51,391 | ||||||||
7.00%, 12/15/47 | 66 | 32,783 | ||||||||||
|
| |||||||||||
412,233 | ||||||||||||
Australia — 0.1% | ||||||||||||
Commonwealth Bank of Australia(b): | ||||||||||||
2.50%, 09/18/22 | 12 | 11,902 | ||||||||||
3.45%, 03/16/23 | 209 | 212,145 | ||||||||||
FMG Resources August 2006 Pty, Ltd.(b): | ||||||||||||
4.75%, 05/15/22 | 9 | 8,966 | ||||||||||
5.13%, 03/15/23 | 6 | 5,880 | ||||||||||
5.13%, 05/15/24 | 9 | 8,865 | ||||||||||
Macquarie Group Ltd.(3 mo. LIBOR US + 1.75%), 5.03%, 01/15/30(b)(g) | 10 | 10,253 | ||||||||||
Telstra Corp. Ltd., 3.50%, 09/21/22 | EUR | 100 | 117,647 | |||||||||
|
| |||||||||||
375,658 | ||||||||||||
Austria — 0.1% | ||||||||||||
BAWAG Group AG, (5 year EUR Swap + 2.30%), 2.38%, 03/26/29(g) | 100 | 99,500 | ||||||||||
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG, 0.38%, 09/03/27 | 300 | 278,417 | ||||||||||
|
| |||||||||||
377,917 | ||||||||||||
Belgium — 0.2% | ||||||||||||
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.: | ||||||||||||
4.70%, 02/01/36 | USD | 288 | 301,605 | |||||||||
3.70%, 04/02/40 | EUR | 100 | 110,481 | |||||||||
4.90%, 02/01/46 | USD | 71 | 77,331 | |||||||||
Anheuser-Busch InBev SA, 1.75%, 03/07/25 | GBP | 105 | 124,143 | |||||||||
KBC Group NV, 1.13%, 01/25/24 | EUR | 200 | 213,931 | |||||||||
|
| |||||||||||
827,491 | ||||||||||||
Brazil — 0.6% | ||||||||||||
Banco Bradesco SA, 3.20%, 01/27/25(b) | USD | 378 | 346,815 | |||||||||
Banco Votorantim SA, 4.00%, 09/24/22(b) | 270 | 261,394 | ||||||||||
BRF GmbH, 4.35%, 09/29/26(b) | 280 | 237,694 | ||||||||||
Centrais Eletricas Brasileiras SA, 3.63%, 02/04/25(b) | 365 | 324,850 | ||||||||||
Gol Finance SA, 7.00%, 01/31/25(b) | 158 | 67,150 | ||||||||||
Itau Unibanco Holding SA(b): | ||||||||||||
2.90%, 01/24/23 | 455 | 430,430 | ||||||||||
3.25%, 01/24/25 | 455 | 417,553 | ||||||||||
Odebrecht Drilling Norbe VIII/IX Ltd., 6.35%, 12/01/21(b) | 70 | 64,427 |
2 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Brazil (continued) | ||||||||||||
Odebrecht Offshore Drilling Finance Ltd.(b): | ||||||||||||
6.72%, 12/01/22 | BRL | 112 | $ | 89,641 | ||||||||
(7.72% PIK), 7.72%, 12/01/26(h) | 5 | 567 | ||||||||||
Odebrecht Oil & Gas Finance Ltd., 0.00%(b)(i)(j) | 26 | 149 | ||||||||||
Oi SA, (8.00% Cash or 4.00% PIK), 10.00%, 07/27/25(h) | USD | 243 | 165,847 | |||||||||
Petrobras Global Finance BV: | ||||||||||||
5.30%, 01/27/25 | 100 | 95,187 | ||||||||||
5.09%, 01/15/30(b) | 41 | 36,593 | ||||||||||
7.25%, 03/17/44 | 104 | 104,327 | ||||||||||
Rumo Luxembourg Sarl, 5.88%, 01/18/25(b) | 248 | 232,500 | ||||||||||
Suzano Austria GmbH, 5.00%, 01/15/30 | 200 | 176,000 | ||||||||||
|
| |||||||||||
3,051,124 | ||||||||||||
Canada — 0.1% | ||||||||||||
Bank of Nova Scotia, 1.38%, 12/05/23 | GBP | 100 | 118,870 | |||||||||
Canadian Pacific Railway Co., 2.05%, 03/05/30 | USD | 7 | 6,507 | |||||||||
Gran Tierra Energy, Inc., 7.75%, 05/23/27(b) | 207 | 51,750 | ||||||||||
Mattamy Group Corp., 5.25%, 12/15/27(b) | 6 | 5,580 | ||||||||||
Methanex Corp., 5.25%, 12/15/29 | 20 | 14,975 | ||||||||||
Royal Bank of Canada, 0.13%, 07/23/24 | EUR | 200 | 203,909 | |||||||||
Teck Resources Ltd., 6.13%, 10/01/35 | USD | 30 | 27,545 | |||||||||
Toronto-Dominion Bank, 0.38%, 04/25/24 | EUR | 205 | 212,043 | |||||||||
TransCanada PipeLines Ltd.: | ||||||||||||
4.63%, 03/01/34 | USD | 5 | 4,800 | |||||||||
5.85%, 03/15/36 | 3 | 3,202 | ||||||||||
4.75%, 05/15/38 | 12 | 11,911 | ||||||||||
Transcanada Trust, Series 16-A, (3 mo. LIBOR US + 4.64%), 5.88%, 08/15/76(g) | 2 | 1,565 | ||||||||||
|
| |||||||||||
662,657 | ||||||||||||
Chile — 0.2% | ||||||||||||
Celulosa Arauco y Constitucion SA, 4.25%, 04/30/29(b) | 200 | 169,175 | ||||||||||
Embotelladora Andina SA, 3.95%, 01/21/50(b) | 217 | 182,280 | ||||||||||
Empresa Nacional de Telecomunicaciones SA, 4.75%, 08/01/26(b) | 200 | 189,000 | ||||||||||
Kenbourne Invest SA, 6.88%, 11/26/24(b) | 362 | 273,876 | ||||||||||
|
| |||||||||||
814,331 | ||||||||||||
China — 0.2% | ||||||||||||
Alibaba Group Holding Ltd., 3.40%, 12/06/27 | 259 | 276,604 | ||||||||||
Baidu, Inc., 4.38%, 05/14/24 | 200 | 211,476 |
Security | Par (000) | Value | ||||||||||
China (continued) | ||||||||||||
Tencent Holdings Ltd., 3.60%, 01/19/28(b) | USD | 331 | $ | 353,035 | ||||||||
|
| |||||||||||
841,115 | ||||||||||||
Colombia — 0.2% | ||||||||||||
Bancolombia SA, 3.00%, 01/29/25 | 264 | 234,960 | ||||||||||
Ecopetrol SA: | ||||||||||||
5.38%, 06/26/26 | 100 | 96,747 | ||||||||||
7.38%, 09/18/43 | 128 | 126,834 | ||||||||||
5.88%, 05/28/45 | 54 | 48,600 | ||||||||||
Empresas Publicas de Medellin ESP, 4.25%, 07/18/29(b) | 232 | 194,807 | ||||||||||
Grupo Aval Ltd., 4.38%, 02/04/30(b) | 417 | 334,726 | ||||||||||
|
| |||||||||||
1,036,674 | ||||||||||||
Cyprus — 0.0% | ||||||||||||
ASG Finance Designated Activity Co., 7.88%, 12/03/24(b) | 502 | 185,363 | ||||||||||
|
| |||||||||||
Denmark — 0.1% | ||||||||||||
Danske Bank A/S(b): | ||||||||||||
5.00%, 01/12/22 | 200 | 205,367 | ||||||||||
5.38%, 01/12/24 | 205 | 211,366 | ||||||||||
Orsted A/S, 2.13%, 05/17/27 | GBP | 200 | 248,527 | |||||||||
|
| |||||||||||
665,260 | ||||||||||||
Finland — 0.0% | ||||||||||||
OP Corporate Bank PLC, 0.60%, 01/18/27 | EUR | 130 | 129,598 | |||||||||
|
| |||||||||||
France — 1.9% | ||||||||||||
Air Liquide Finance SA, 1.38%, 04/02/30(k) | 100 | 114,914 | ||||||||||
Airbus SE, 2.38%, 04/07/32 | 100 | 109,453 | ||||||||||
Banque Federative du Credit Mutuel SA: | ||||||||||||
0.13%, 02/05/24 | 400 | 423,575 | ||||||||||
1.25%, 12/05/25 | GBP | 200 | 227,620 | |||||||||
BNP Paribas Cardif SA, 1.00%, 11/29/24 | EUR | 200 | 207,406 | |||||||||
BNP Paribas SA: | ||||||||||||
0.75%, 11/11/22 | 480 | 524,039 | ||||||||||
3.50%, 03/01/23(b) | USD | 200 | 200,625 | |||||||||
(3 mo. Euribor + 0.75%), 0.50%, 07/15/25(g) | EUR | 100 | 103,385 | |||||||||
1.50%, 05/25/28 | 100 | 111,748 | ||||||||||
1.63%, 07/02/31 | 100 | 93,647 | ||||||||||
(5 year EUR Swap + 1.20%), 1.13%, 01/15/32(g) | 200 | 187,398 | ||||||||||
BPCE SA: | ||||||||||||
3.00%, 05/22/22(b) | USD | 250 | 247,559 | |||||||||
0.63%, 09/26/24 | EUR | 200 | 208,092 | |||||||||
0.25%, 01/15/26 | 200 | 207,160 | ||||||||||
1.38%, 12/23/26 | GBP | 100 | 112,800 | |||||||||
0.50%, 02/24/27 | EUR | 100 | 98,657 | |||||||||
2.70%, 10/01/29(b) | USD | 250 | 236,924 |
3 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
France (continued) | ||||||||||||
Credit Agricole Assurances SA, (5 year EURIBOR ICE Swap Rate + 2.65%), 2.63%, 01/29/48(g) | EUR | 200 | $ | 197,970 | ||||||||
Credit Agricole SA: | ||||||||||||
0.75%, 12/01/22 | 400 | 437,541 | ||||||||||
2.38%, 01/22/25(b) | USD | 400 | 390,632 | |||||||||
1.25%, 04/14/26 | EUR | 100 | 110,257 | |||||||||
Credit Mutuel Arkea SA: | ||||||||||||
(5 year EURIBOR ICE Swap Rate + 1.45%), 1.88%, 10/25/29(g) | 100 | 100,512 | ||||||||||
3.38%, 03/11/31 | 100 | 104,065 | ||||||||||
Dassault Systemes SE, 0.01%, 09/16/22 | 100 | 108,168 | ||||||||||
Electricite de France SA, 2.00%, 12/09/49 | 300 | 292,138 | ||||||||||
Engie SA: | ||||||||||||
(5 year EUR Swap + 3.17%), 3.25%(g)(i) | 100 | 108,773 | ||||||||||
2.63%, 07/20/22 | 35 | 40,322 | ||||||||||
0.01%, 03/04/27 | 600 | 609,949 | ||||||||||
2.13%, 03/30/32 | 100 | 117,040 | ||||||||||
HSBC France SA, 0.25%, 05/17/24 | 100 | 105,865 | ||||||||||
LVMH Moet Hennessy Louis Vuitton SE: | ||||||||||||
1.00%, 02/11/23 | GBP | 200 | 241,738 | |||||||||
0.13%, 02/28/23 | EUR | 100 | 108,496 | |||||||||
1.13%, 02/11/27 | GBP | 100 | 115,801 | |||||||||
0.38%, 02/11/31 | EUR | 100 | 102,583 | |||||||||
MMS USA Investments, Inc., 0.63%, 06/13/25 | 100 | 104,994 | ||||||||||
Orange SA: | ||||||||||||
5.25%, 12/05/25 | GBP | 50 | 72,513 | |||||||||
0.01%, 09/04/26 | EUR | 100 | 102,360 | |||||||||
Pernod Ricard SA: | ||||||||||||
0.01%, 10/24/23 | 400 | 428,978 | ||||||||||
0.50%, 10/24/27 | 100 | 103,976 | ||||||||||
Schneider Electric SE, 0.25%, 09/09/24 | 200 | 215,291 | ||||||||||
Societe Generale SA: | ||||||||||||
0.01%, 05/27/22 | 400 | 430,748 | ||||||||||
0.50%, 01/13/23 | 200 | 211,845 | ||||||||||
4.25%, 09/14/23(b) | USD | 200 | 204,375 | |||||||||
1.88%, 10/03/24 | GBP | 100 | 116,803 | |||||||||
0.13%, 02/24/26 | EUR | 100 | 102,892 | |||||||||
Thales SA, 0.25%, 01/29/27 | 100 | 102,486 | ||||||||||
Total Capital International SA: | ||||||||||||
0.25%, 07/12/23 | 100 | 107,937 | ||||||||||
1.66%, 07/22/26 | GBP | 100 | 118,393 | |||||||||
Veolia Environnement SA: | ||||||||||||
0.89%, 01/14/24 | EUR | 100 | 110,878 | |||||||||
0.66%, 01/15/31 | 100 | 103,099 |
Security | Par (000) | Value | ||||||||||
France (continued) | ||||||||||||
Vinci SA, 3.75%, 04/10/29(b) | USD | 200 | $ | 215,722 | ||||||||
|
| |||||||||||
9,560,142 | ||||||||||||
Germany — 0.7% | ||||||||||||
Allianz Finance II BV, 3.50%, 02/14/22 | EUR | 100 | 115,470 | |||||||||
BASF SE: | ||||||||||||
2.00%, 12/05/22 | 255 | 289,255 | ||||||||||
1.75%, 03/11/25 | GBP | 40 | 48,600 | |||||||||
Bayer US Finance II LLC, 3.38%, 07/15/24(b) | USD | 8 | 8,033 | |||||||||
BMW US Capital LLC, 2.80%, 04/11/26(b) | 72 | 71,245 | ||||||||||
Commerzbank AG, 4.00%, 03/30/27 | EUR | 300 | 296,485 | |||||||||
Daimler Finance North America LLC, 3.75%, 11/05/21(b) | USD | 170 | 168,554 | |||||||||
Deutsche Bahn Finance GMBH, 1.88%, 02/13/26 | GBP | 35 | 43,734 | |||||||||
Deutsche Telekom International Finance BV, 2.49%, 09/19/23(b) | USD | 150 | 148,259 | |||||||||
LEG Immobilien AG, 0.88%, 11/28/27 | EUR | 100 | 102,671 | |||||||||
Merck Financial Services GmbH: | ||||||||||||
0.01%, 12/15/23 | 200 | 213,775 | ||||||||||
0.13%, 07/16/25 | 100 | 106,112 | ||||||||||
Merck KGaA, (5 year EURIBOR ICE Swap Rate + 2.94%), 2.88%, 06/25/79(g) | 200 | 210,395 | ||||||||||
Schaeffler AG, 1.88%, 03/26/24 | 10 | 9,769 | ||||||||||
Siemens Financieringsmaatschappij NV: | ||||||||||||
0.13%, 09/05/29 | 50 | 49,923 | ||||||||||
1.25%, 02/28/31 | 200 | 217,743 | ||||||||||
Volkswagen Financial Services AG: | ||||||||||||
1.50%, 10/01/24 | 480 | 504,787 | ||||||||||
2.25%, 10/01/27 | 100 | 106,203 | ||||||||||
Volkswagen Financial Services NV, 1.63%, 11/30/22 | GBP | 200 | 237,570 | |||||||||
Volkswagen Group of America Finance LLC, 2.70%, 09/26/22(b) | USD | 245 | 236,964 | |||||||||
Volkswagen Leasing GmbH, 1.00%, 02/16/23 | EUR | 100 | 106,981 | |||||||||
ZF Europe Finance BV, 2.50%, 10/23/27 | 300 | 248,115 | ||||||||||
|
| |||||||||||
3,540,643 | ||||||||||||
Guatemala — 0.0% | ||||||||||||
Central American Bottling Corp., 5.75%, 01/31/27(b) | USD | 200 | 170,704 | |||||||||
|
| |||||||||||
India — 0.1% | ||||||||||||
Adani Electricity Mumbai Ltd., 3.95%, 02/12/30(b) | 200 | 164,500 |
4 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
India (continued) | ||||||||||||
Future Retail Ltd., 5.60%, 01/22/25(b) | USD | 217 | $ | 108,771 | ||||||||
|
| |||||||||||
273,271 | ||||||||||||
Ireland — 0.0% | ||||||||||||
ESB Finance DAC, 1.13%, 06/11/30 | EUR | 105 | 112,976 | |||||||||
|
| |||||||||||
Italy — 0.1% | ||||||||||||
Enel Finance International NV, 0.01%, 06/17/24 | 110 | 115,587 | ||||||||||
Intesa Sanpaolo SpA: | ||||||||||||
0.75%, 12/04/24 | 100 | 101,468 | ||||||||||
1.75%, 07/04/29 | 286 | 277,238 | ||||||||||
|
| |||||||||||
494,293 | ||||||||||||
Jamaica — 0.0% | ||||||||||||
Digicel Group Two Ltd., 8.25%, 09/30/22(b) | USD | 405 | 52,729 | |||||||||
Digicel Ltd., 6.00%, 04/15/21(b) | 247 | 133,380 | ||||||||||
|
| |||||||||||
186,109 | ||||||||||||
Japan — 0.2% | ||||||||||||
Mitsubishi UFJ Financial Group, Inc.: | ||||||||||||
0.87%, 09/07/24 | EUR | 100 | 104,609 | |||||||||
3.20%, 07/18/29 | USD | 200 | 203,363 | |||||||||
Mizuho Financial Group, Inc., (3 mo. LIBOR US + 1.10%), 2.56%, 09/13/25(g) | 335 | 330,825 | ||||||||||
Sumitomo Mitsui Financial Group, Inc.: | ||||||||||||
2.06%, 07/14/21 | 36 | 35,708 | ||||||||||
2.85%, 01/11/22 | 95 | 95,522 | ||||||||||
2.63%, 07/14/26 | 10 | 9,750 | ||||||||||
Takeda Pharmaceutical Co. Ltd., 3.00%, 11/21/30 | EUR | 120 | 138,023 | |||||||||
|
| |||||||||||
917,800 | ||||||||||||
Mexico — 0.5% | ||||||||||||
Alpha Holding SA de CV, 9.00%, 02/10/25(b) | USD | 308 | 206,360 | |||||||||
BBVA Bancomer SA, (5 year CMT + 4.31%), 5.88%, 09/13/34(b)(g) | 302 | 244,431 | ||||||||||
Industrias Penoles SAB de CV, 4.15%, 09/12/29(b) | �� | 250 | 219,727 | |||||||||
Minera Mexico SA de CV, 4.50%, 01/26/50(b) | 373 | 313,320 | ||||||||||
Petroleos Mexicanos: | ||||||||||||
5.50%, 01/21/21 | 65 | 62,546 | ||||||||||
1.88%, 04/21/22 | EUR | 100 | 93,540 | |||||||||
6.88%, 08/04/26 | USD | 60 | 45,450 | |||||||||
6.84%, 01/23/30(b) | 194 | 140,363 | ||||||||||
5.95%, 01/28/31(b)(l) | 546 | 376,990 | ||||||||||
6.63%, 06/15/35 | 490 | 327,816 | ||||||||||
6.75%, 09/21/47 | 100 | 64,660 | ||||||||||
7.69%, 01/23/50(b) | 169 | 114,920 | ||||||||||
6.95%, 01/28/60(b) | 321 | 216,675 |
Security | Par (000) | Value | ||||||||||
Mexico (continued) | ||||||||||||
Unifin Financiera SAB de CV, (5 year CMT + 6.31%), 8.88%(b)(g)(i) | USD | 255 | $ | 163,200 | ||||||||
|
| |||||||||||
2,589,998 | ||||||||||||
Netherlands — 0.9% | ||||||||||||
ABN AMRO Bank NV: | ||||||||||||
0.88%, 01/15/24 | EUR | 100 | 109,198 | |||||||||
1.38%, 01/16/25 | GBP | 100 | 116,874 | |||||||||
Allianz Finance II BV, 0.01%, 01/14/25 | EUR | 100 | 105,270 | |||||||||
BMW Finance NV: | ||||||||||||
0.01%, 03/24/23 | 35 | 36,685 | ||||||||||
0.01%, 04/14/23 | 480 | 502,551 | ||||||||||
Cooperatieve Rabobank UA: | ||||||||||||
1.38%, 02/03/27 | 100 | 112,034 | ||||||||||
4.63%, 05/23/29 | GBP | 300 | 390,141 | |||||||||
Digital Dutch Finco BV, 0.63%, 07/15/25 | EUR | 100 | 102,543 | |||||||||
Enexis Holding NV, 0.75%, 07/02/31 | 100 | 107,003 | ||||||||||
ING Bank NV, (3 mo. Euribor + 0.40%), 0.08%, 04/08/22(d) | 500 | 537,567 | ||||||||||
ING Groep NV: | ||||||||||||
3.55%, 04/09/24 | USD | 383 | 384,849 | |||||||||
3.00%, 02/18/26 | GBP | 100 | 121,295 | |||||||||
(5 year EUR Swap + 2.15%), 2.50%, 02/15/29(g) | EUR | 100 | 108,210 | |||||||||
NXP BV/NXP Funding LLC, 4.63%, 06/01/23(b) | USD | 206 | 212,029 | |||||||||
NXP BV/NXP Funding LLC/NXP USA, Inc.(b): | ||||||||||||
3.88%, 06/18/26 | 11 | 10,701 | ||||||||||
4.30%, 06/18/29 | 59 | 60,462 | ||||||||||
RELX Finance BV, 0.50%, 03/10/28 | EUR | 100 | 103,043 | |||||||||
Shell International Finance BV: | ||||||||||||
3.25%, 05/11/25 | USD | 74 | 77,536 | |||||||||
0.13%, 11/08/27 | EUR | 100 | 101,149 | |||||||||
1.25%, 05/12/28 | 100 | 109,355 | ||||||||||
3.63%, 08/21/42 | USD | 4 | 4,096 | |||||||||
4.00%, 05/10/46 | 50 | 55,521 | ||||||||||
Siemens Financieringsmaatschappij NV: | ||||||||||||
1.00%, 02/20/25 | GBP | 400 | 472,027 | |||||||||
0.01%, 02/20/26 | EUR | 200 | 210,679 | |||||||||
0.50%, 02/20/32 | 100 | 99,663 | ||||||||||
TenneT Holding BV, 1.50%, 06/03/39 | 100 | 106,358 | ||||||||||
Volkswagen Financial Services NV, 1.63%, 02/10/24 | GBP | 100 | 115,424 |
5 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Netherlands (continued) | ||||||||||||
Vonovia Finance BV, 1.80%, 06/29/25 | EUR | 100 | $ | 111,458 | ||||||||
|
| |||||||||||
4,583,721 | ||||||||||||
Nigeria — 0.0% | ||||||||||||
IHS Netherlands Holdco BV, 8.00%, 09/18/27(b) | USD | 231 | 194,086 | |||||||||
|
| |||||||||||
Norway — 0.0% | ||||||||||||
Telenor ASA, 0.01%, 09/25/23 | EUR | 160 | 172,695 | |||||||||
|
| |||||||||||
Peru — 0.1% | ||||||||||||
Banco Internacional del Peru SAA Interbank, 3.25%, 10/04/26(b) | USD | 181 | 161,882 | |||||||||
Inkia Energy Ltd., 5.88%, 11/09/27(b) | 400 | 357,000 | ||||||||||
|
| |||||||||||
518,882 | ||||||||||||
Portugal — 0.0% | ||||||||||||
Transportes Aereos Portugueses SA, 5.63%, 12/02/24(b) | EUR | 200 | 127,968 | |||||||||
|
| |||||||||||
Russia — 0.1% | ||||||||||||
Novolipetsk Steel Via Steel Funding DAC, 4.70%, 05/30/26(b) | USD | 256 | 255,600 | |||||||||
|
| |||||||||||
Saudi Arabia — 0.1% | ||||||||||||
SABIC Capital II BV, 4.00%, 10/10/23(b) | 261 | 258,390 | ||||||||||
Saudi Arabian Oil Co., 2.88%, 04/16/24 | 200 | 194,500 | ||||||||||
|
| |||||||||||
452,890 | ||||||||||||
Singapore — 0.0% | ||||||||||||
Puma International Financing SA, 5.13%, 10/06/24(b) | 251 | 89,105 | ||||||||||
|
| |||||||||||
South Africa — 0.1% | ||||||||||||
Anglo American Capital PLC, 3.50%, 03/28/22 | EUR | 125 | 138,508 | |||||||||
Gold Fields Orogen Holdings BVI Ltd., 5.13%, 05/15/24(b) | USD | 200 | 187,812 | |||||||||
|
| |||||||||||
326,320 | ||||||||||||
South Korea — 0.1% | ||||||||||||
Hyundai Capital America, 3.10%, 04/05/22(b) | 305 | 296,024 | ||||||||||
|
| |||||||||||
Spain — 0.2% | ||||||||||||
Banco de Sabadell SA: | ||||||||||||
0.88%, 07/22/25 | EUR | 100 | 101,895 | |||||||||
5.63%, 05/06/26 | 100 | 100,766 | ||||||||||
Banco Santander SA, 2.71%, 06/27/24 | USD | 200 | 196,169 | |||||||||
Bankia SA, (5 year EUR Swap + 3.62%), 3.75%, 02/15/29(g) | EUR | 200 | 201,767 | |||||||||
Iberdrola International BV, (5 year EUR Swap + 2.97%), 3.25%(g)(i) | 200 | 221,751 |
Security | Par (000) | Value | ||||||||||
Spain (continued) | ||||||||||||
Telefonica Emisiones SA, 5.38%, 02/02/26 | GBP | 50 | $ | 71,302 | ||||||||
|
| |||||||||||
893,650 | ||||||||||||
Sweden — 0.1% | ||||||||||||
Atlas Copco AB, 2.50%, 02/28/23 | EUR | 100 | 116,343 | |||||||||
Svenska Handelsbanken AB, 0.50%, 02/18/30 | 100 | 94,434 | ||||||||||
Volvo Treasury AB: | ||||||||||||
(3 mo. Euribor + 0.65%), 0.18%, 09/13/21(d) | 200 | 220,219 | ||||||||||
0.01%, 02/11/23 | 100 | 106,936 | ||||||||||
|
| |||||||||||
537,932 | ||||||||||||
Switzerland — 0.4% | ||||||||||||
Credit Suisse Group AG(g): | ||||||||||||
(1 year EUR Swap + 0.75%), 1.25%, 07/17/25 | 100 | 104,445 | ||||||||||
(1 year GBP Libor + 1.23%), 2.13%, 09/12/25 | GBP | 100 | 117,505 | |||||||||
(1 year EURIBOR ICE Swap Rate + 3.50%), 3.25%, 04/02/26(k) | EUR | 100 | 113,895 | |||||||||
(1 year EURIBOR ICE Swap Rate + 1.05%), 1.00%, 06/24/27 | 100 | 99,669 | ||||||||||
Credit Suisse Group Funding Guernsey Ltd., 1.25%, 04/14/22 | 195 | 210,292 | ||||||||||
Glencore Finance Europe Ltd., 3.13%, 03/26/26 | GBP | 180 | 197,140 | |||||||||
Glencore Funding LLC, 4.13%, 03/12/24(b) | USD | 108 | 99,281 | |||||||||
Sika Capital BV, 0.88%, 04/29/27 | EUR | 200 | 203,371 | |||||||||
UBS AG, (5 year EUR Swap + 3.40%), 4.75%, 02/12/26(g) | 235 | 253,998 | ||||||||||
UBS Group AG, (3 mo. LIBOR US + 0.95%), 2.86%, 08/15/23(b)(g) | USD | 583 | 578,104 | |||||||||
Zurich Finance Ireland Designated Activity Co., 1.63%, 06/17/39 | EUR | 100 | 98,879 | |||||||||
|
| |||||||||||
2,076,579 | ||||||||||||
United Arab Emirates — 0.2% | ||||||||||||
DP World Crescent Ltd., 3.91%, 05/31/23 | USD | 219 | 208,939 | |||||||||
MDGH - GMTN BV(b): | ||||||||||||
2.50%, 11/07/24 | 558 | 538,470 | ||||||||||
2.88%, 11/07/29 | 200 | 188,804 | ||||||||||
|
| |||||||||||
936,213 | ||||||||||||
United Kingdom — 0.8% | ||||||||||||
Barclays PLC, 1.88%, 12/08/23 | EUR | 100 | 106,991 | |||||||||
BAT Capital Corp.: | ||||||||||||
3.22%, 09/06/26 | USD | 65 | 61,807 | |||||||||
3.56%, 08/15/27 | 122 | 114,904 | ||||||||||
4.54%, 08/15/47 | 104 | 94,654 |
6 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
United Kingdom (continued) | ||||||||||||
BAT International Finance PLC: | ||||||||||||
7.25%, 03/12/24 | GBP | 90 | $ | 130,094 | ||||||||
2.25%, 01/16/30 | EUR | 100 | 101,074 | |||||||||
BP Capital Markets PLC: | ||||||||||||
0.83%, 11/08/27 | 120 | 121,708 | ||||||||||
1.23%, 05/08/31 | 130 | 128,992 | ||||||||||
British Telecommunications PLC, 0.88%, 09/26/23 | 100 | 109,444 | ||||||||||
Coca-Cola European Partners PLC, 1.13%, 04/12/29 | 100 | 104,925 | ||||||||||
HSBC Holdings PLC: | ||||||||||||
5.10%, 04/05/21 | USD | 115 | 117,578 | |||||||||
4.00%, 03/30/22 | 229 | 234,267 | ||||||||||
(3 mo. LIBOR US + 1.61%), | 200 | 204,867 | ||||||||||
Lloyds Banking Group PLC, (3 mo. LIBOR US + 0.81%), 2.91%, 11/07/23(g) | 200 | 198,545 | ||||||||||
Motability Operations Group PLC, 0.38%, 01/03/26 | EUR | 100 | 105,213 | |||||||||
National Grid Electricity Transmission PLC, 0.19%, 01/20/25 | 100 | 106,125 | ||||||||||
RELX Capital, Inc., 3.50%, 03/16/23 | USD | 437 | 455,004 | |||||||||
Reynolds American, Inc.: | ||||||||||||
4.00%, 06/12/22 | 75 | 76,057 | ||||||||||
4.45%, 06/12/25 | 44 | 44,263 | ||||||||||
5.85%, 08/15/45 | 71 | 76,265 | ||||||||||
Rolls-Royce PLC, 0.88%, 05/09/24 | EUR | 100 | 104,014 | |||||||||
Royal Bank of Scotland Group PLC, 2.50%, 03/22/23 | 100 | 109,329 | ||||||||||
Standard Chartered PLC(b)(g): | ||||||||||||
(3 mo. LIBOR US + 1.20%), 2.74%, 09/10/22 | USD | 270 | 267,320 | |||||||||
(3 mo. LIBOR US + 1.15%), 4.25%, 01/20/23 | 200 | 200,784 | ||||||||||
(3 mo. LIBOR US + 1.08%), 3.89%, 03/15/24 | 200 | 202,950 | ||||||||||
Vodafone Group PLC: | ||||||||||||
3.75%, 01/16/24 | 13 | 13,534 | ||||||||||
4.13%, 05/30/25 | 13 | 13,842 | ||||||||||
4.38%, 02/19/43 | 95 | 97,981 | ||||||||||
5.25%, 05/30/48 | 54 | 65,081 | ||||||||||
|
| |||||||||||
3,767,612 | ||||||||||||
United States — 8.8% | ||||||||||||
Abbott Ireland Financing DAC, 0.10%, 11/19/24 | EUR | 100 | 104,567 | |||||||||
AbbVie, Inc.: | ||||||||||||
3.60%, 05/14/25 | USD | 10 | 10,494 | |||||||||
2.95%, 11/21/26(b) | 12 | 12,055 | ||||||||||
4.50%, 05/14/35 | 40 | 45,371 | ||||||||||
4.70%, 05/14/45 | 30 | 33,696 | ||||||||||
Actavis Funding SCS, 3.85%, 06/15/24 | 8 | 8,378 |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
Activision Blizzard, Inc., 3.40%, 09/15/26 | USD | 223 | $ | 235,108 | ||||||||
AEP Texas, Inc.: | ||||||||||||
3.85%, 10/01/25(b) | 110 | 110,438 | ||||||||||
Series G, 4.15%, 05/01/49 | 27 | 27,693 | ||||||||||
Series H, 3.45%, 01/15/50 | 38 | 33,076 | ||||||||||
AEP Transmission Co. LLC: | ||||||||||||
4.25%, 09/15/48 | 29 | 29,899 | ||||||||||
3.80%, 06/15/49 | 55 | 59,181 | ||||||||||
3.15%, 09/15/49 | 38 | 38,152 | ||||||||||
3.65%, 04/01/50 | 62 | 63,858 | ||||||||||
Alabama Power Co.: | ||||||||||||
6.00%, 03/01/39 | 5 | 6,462 | ||||||||||
3.75%, 03/01/45 | 95 | 97,717 | ||||||||||
3.45%, 10/01/49 | 51 | 51,820 | ||||||||||
Allergan Finance LLC, 4.63%, 10/01/42 | 4 | 5,000 | ||||||||||
Allergan Funding SCS: | ||||||||||||
1.25%, 06/01/24 | EUR | 100 | 110,390 | |||||||||
3.80%, 03/15/25 | USD | 18 | 18,429 | |||||||||
4.55%, 03/15/35 | 125 | 137,483 | ||||||||||
Allergan Sales LLC, 5.00%, 12/15/21(b) | 20 | 20,722 | ||||||||||
Altria Group, Inc.: | ||||||||||||
3.80%, 02/14/24 | 115 | 116,562 | ||||||||||
1.70%, 06/15/25 | EUR | 100 | 108,173 | |||||||||
4.80%, 02/14/29 | USD | 120 | 124,891 | |||||||||
5.80%, 02/14/39 | 139 | 152,166 | ||||||||||
Ameren Illinois Co.: | ||||||||||||
3.80%, 05/15/28 | 25 | 26,984 | ||||||||||
3.25%, 03/15/50 | 81 | 81,038 | ||||||||||
American Airlines Pass Through Trust, Class B: | ||||||||||||
Series 2016-1, 5.25%, 01/15/24 | 7 | 6,664 | ||||||||||
Series 2019-1, 3.85%, 02/15/28 | 92 | 71,081 | ||||||||||
American Airlines Pass-Through Trust: | ||||||||||||
Series 2015-1, Class B, 3.70%, 05/01/23 | 6 | 5,355 | ||||||||||
Series 2015-2, Class AA, 3.60%, 09/22/27 | 11 | 10,198 | ||||||||||
Series 2015-2, Class B, 4.40%, 09/22/23 | 91 | 77,282 | ||||||||||
Series 2016-2, Class AA, 3.20%, 06/15/28 | 41 | 44,586 | ||||||||||
Series 2016-2, Class B, 4.38%, 06/15/24(b) | 73 | 64,650 | ||||||||||
Series 2016-3, Class AA, 3.00%, 10/15/28 | 65 | 60,888 | ||||||||||
Series 2016-3, Class B, 3.75%, 10/15/25 | 148 | 118,414 | ||||||||||
Series 2017-1, Class AA, 3.65%, 02/15/29 | 35 | 33,273 | ||||||||||
Series 2017-1, Class B, 4.95%, 02/15/25 | 19 | 16,038 | ||||||||||
Series 2017-2, Class B, 3.70%, 10/15/25 | 8 | 7,235 |
7 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
American Airlines Pass-Through Trust (continued): | ||||||||||||
Series 2019-1, Class AA, 3.15%, 02/15/32 | USD | 84 | $ | 75,380 | ||||||||
American Builders & Contractors Supply Co., Inc.(b): | ||||||||||||
5.88%, 05/15/26 | 8 | 7,620 | ||||||||||
4.00%, 01/15/28 | 9 | 8,190 | ||||||||||
American Express Co.: | ||||||||||||
2.50%, 08/01/22 | 40 | 40,259 | ||||||||||
3.40%, 02/27/23 | 60 | 61,471 | ||||||||||
3.70%, 08/03/23 | 20 | 20,742 | ||||||||||
3.40%, 02/22/24 | 11 | 11,471 | ||||||||||
2.50%, 07/30/24 | 267 | 270,085 | ||||||||||
3.00%, 10/30/24 | 31 | 31,710 | ||||||||||
American Tower Corp.: | ||||||||||||
1.95%, 05/22/26 | EUR | 340 | 381,499 | |||||||||
3.95%, 03/15/29 | USD | 10 | 10,394 | |||||||||
3.80%, 08/15/29 | 17 | 17,209 | ||||||||||
Amgen, Inc.: | ||||||||||||
2.45%, 02/21/30 | 50 | 49,177 | ||||||||||
4.66%, 06/15/51 | 19 | 23,892 | ||||||||||
Analog Devices, Inc., 5.30%, 12/15/45 |
| 5 | 6,586 | |||||||||
Aon Corp., 4.50%, 12/15/28 |
| 75 | 83,036 | |||||||||
Aon PLC: | ||||||||||||
4.60%, 06/14/44 | 143 | 155,829 | ||||||||||
4.75%, 05/15/45 | 2 | 2,229 | ||||||||||
Apple, Inc., 1.00%, 11/10/22 | EUR | 100 | 111,604 | |||||||||
AT&T, Inc.: | ||||||||||||
2.45%, 06/30/20 | USD | 120 | 119,928 | |||||||||
0.00%, 11/27/22(b)(j)(l) | 1,000 | 927,328 | ||||||||||
3.15%, 09/04/36 | EUR | 135 | 151,674 | |||||||||
6.00%, 08/15/40 | USD | 45 | 55,009 | |||||||||
5.35%, 09/01/40 | 29 | 33,461 | ||||||||||
4.80%, 06/15/44 | 235 | 256,256 | ||||||||||
Autodesk, Inc., 2.85%, 01/15/30 |
| 131 | 128,156 | |||||||||
AXA Equitable Holdings, Inc., 3.90%, 04/20/23 |
| 31 | 30,723 | |||||||||
Baltimore Gas & Electric Co.: | ||||||||||||
3.50%, 08/15/46 | 111 | 110,800 | ||||||||||
3.20%, 09/15/49 | 21 | 19,079 | ||||||||||
Bank of America Corp.: | ||||||||||||
5.88%, 01/05/21 | 50 | 51,004 | ||||||||||
(3 mo. LIBOR US + 0.63%), 2.33%, 10/01/21(g) | 65 | 64,904 | ||||||||||
(3 mo. LIBOR US + 0.37%), 2.74%, 01/23/22(g) | 65 | 65,184 | ||||||||||
(3 mo. LIBOR US + 1.02%), 2.88%, 04/24/23(g) | 15 | 15,061 | ||||||||||
(3 mo. LIBOR US + 0.93%), 2.82%, 07/21/23(g) | 10 | 10,041 | ||||||||||
(3 mo. LIBOR US + 0.79%), 3.00%, 12/20/23(g) | 50 | 51,010 |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
Bank of America Corp. (continued): | ||||||||||||
(3 mo. LIBOR US + 0.78%), 3.55%, 03/05/24(g) | USD | 161 | $ | 167,458 | ||||||||
2.38%, 06/19/24 | EUR | 100 | 113,066 | |||||||||
(3 mo. LIBOR US + 0.94%), 3.86%, 07/23/24(g) | USD | 40 | 41,851 | |||||||||
4.20%, 08/26/24 | 51 | 54,244 | ||||||||||
4.00%, 01/22/25 | 10 | 10,524 | ||||||||||
(3 mo. LIBOR US + 0.97%), 3.46%, 03/15/25(g) | 420 | 433,110 | ||||||||||
2.30%, 07/25/25 | GBP | 100 | 120,074 | |||||||||
3.88%, 08/01/25 | USD | 10 | 10,628 | |||||||||
(3 mo. LIBOR US + 0.64%), 2.02%, 02/13/26(g) | 44 | 43,074 | ||||||||||
4.45%, 03/03/26 | 73 | 78,624 | ||||||||||
(3 mo. LIBOR US + 1.06%), 3.56%, 04/23/27(g) | 288 | 301,371 | ||||||||||
(3 mo. LIBOR US + 1.58%), 3.82%, 01/20/28(g) | 235 | 243,543 | ||||||||||
(3 mo. LIBOR US + 1.51%), 3.71%, 04/24/28(g) | 216 | 220,854 | ||||||||||
(3 mo. LIBOR US + 1.37%), 3.59%, 07/21/28(g) | 92 | 94,077 | ||||||||||
(3 mo. LIBOR US + 1.04%), 3.42%, 12/20/28(g) | 63 | 64,987 | ||||||||||
(3 mo. LIBOR US + 1.31%), 4.27%, 07/23/29(g) | 12 | 12,973 | ||||||||||
Bausch Health Americas, Inc.(b): | ||||||||||||
8.50%, 01/31/27 | 22 | 22,990 | ||||||||||
9.25%, 04/01/26 | 19 | 20,079 | ||||||||||
Bausch Health Cos., Inc.(b): | ||||||||||||
6.13%, 04/15/25 | 41 | 40,385 | ||||||||||
9.00%, 12/15/25 | 19 | 20,030 | ||||||||||
7.00%, 01/15/28 | 9 | 9,238 | ||||||||||
7.25%, 05/30/29 | 18 | 18,680 | ||||||||||
Beacon Roofing Supply, Inc., 4.88%, 11/01/25(b) |
| 16 | 14,440 | |||||||||
Becton Dickinson and Co., 1.40%, 05/24/23 | EUR | 100 | 110,585 | |||||||||
Becton Dickinson Euro Finance Sarl: | ||||||||||||
0.17%, 06/04/21 | 230 | 250,480 | ||||||||||
0.63%, 06/04/23 | 200 | 215,633 | ||||||||||
1.21%, 06/04/26 | 100 | 106,743 | ||||||||||
Berry Global, Inc.(b): | ||||||||||||
4.50%, 02/15/26 | USD | 6 | 5,790 | |||||||||
4.88%, 07/15/26 | 16 | 16,160 | ||||||||||
5.63%, 07/15/27 | 6 | 6,199 | ||||||||||
Blackstone Holdings Finance Co. LLC, 2.00%, 05/19/25 | EUR | 100 | 111,535 | |||||||||
Boston Scientific Corp., 3.45%, 03/01/24 | USD | 107 | 109,767 | |||||||||
Boyd Gaming Corp.: | ||||||||||||
6.00%, 08/15/26 | 9 | 7,740 | ||||||||||
4.75%, 12/01/27(b) | 12 | 9,900 |
8 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
BP Capital Markets America, Inc., 3.41%, 02/11/26 | USD | 30 | $ | 29,975 | ||||||||
Bristol-Myers Squibb Co.(b): | ||||||||||||
3.95%, 10/15/20 | 10 | 10,098 | ||||||||||
3.55%, 08/15/22 | 20 | 21,082 | ||||||||||
3.88%, 08/15/25 | 250 | 286,362 | ||||||||||
Broadcom Corp./Broadcom Cayman Finance Ltd.: | ||||||||||||
2.65%, 01/15/23 | 79 | 77,064 | ||||||||||
3.88%, 01/15/27 | 231 | 220,690 | ||||||||||
3.50%, 01/15/28 | 80 | 74,066 | ||||||||||
Broadcom, Inc.(b): | ||||||||||||
3.13%, 04/15/21 | 195 | 192,877 | ||||||||||
3.13%, 10/15/22 | 16 | 15,847 | ||||||||||
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL, 5.75%, 05/15/26(b) | 13 | 10,548 | ||||||||||
Caesars Resort Collection LLC/CRC Finco, Inc., 5.25%, 10/15/25(b) | 21 | 15,166 | ||||||||||
Calpine Corp., 5.25%, 06/01/26(b) | 15 | 14,250 | ||||||||||
Cameron Liquified Natural Gas LLC(b): | ||||||||||||
3.30%, 01/15/35 | 193 | 167,032 | ||||||||||
3.40%, 01/15/38 | 52 | 40,650 | ||||||||||
Capital One Financial Corp.: | ||||||||||||
3.45%, 04/30/21 | 115 | 115,200 | ||||||||||
0.80%, 06/12/24 | EUR | 100 | 97,953 | |||||||||
CCO Holdings LLC/CCO Holdings Capital Corp.(b): | ||||||||||||
5.50%, 05/01/26 | USD | 19 | 19,285 | |||||||||
5.13%, 05/01/27 | 41 | 41,107 | ||||||||||
5.38%, 06/01/29 | 19 | 19,524 | ||||||||||
4.50%, 08/15/30 | 21 | 20,580 | ||||||||||
Centene Corp.(b): | ||||||||||||
5.38%, 08/15/26 | 9 | 9,180 | ||||||||||
4.63%, 12/15/29 | 44 | 44,220 | ||||||||||
CenterPoint Energy Houston Electric LLC, 4.50%, 04/01/44 | 10 | 11,683 | ||||||||||
CenturyLink, Inc.: | ||||||||||||
5.63%, 04/01/25 | 6 | 6,030 | ||||||||||
5.13%, 12/15/26(b) | 16 | 16,000 | ||||||||||
4.00%, 02/15/27(b) | 16 | 15,520 | ||||||||||
Series Y, 7.50%, 04/01/24 | 12 | 13,140 | ||||||||||
Charter Communications Operating LLC/Charter Communications Operating Capital: | ||||||||||||
3.58%, 07/23/20 | 201 | 200,375 | ||||||||||
4.50%, 02/01/24 | 30 | 30,911 | ||||||||||
4.20%, 03/15/28 | 15 | 15,339 | ||||||||||
6.38%, 10/23/35 | 136 | 161,423 | ||||||||||
6.48%, 10/23/45 | 283 | 341,389 | ||||||||||
Cheniere Corpus Christi Holdings LLC: | ||||||||||||
7.00%, 06/30/24 | 120 | 105,308 | ||||||||||
5.88%, 03/31/25 | 231 | 193,492 |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
Cheniere Corpus Christi Holdings LLC (continued): | ||||||||||||
5.13%, 06/30/27 | USD | 77 | $ | 68,384 | ||||||||
Cimarex Energy Co., 4.38%, 06/01/24 | 31 | 24,430 | ||||||||||
Citgo Holding, Inc., 9.25%, 08/01/24(b) | 375 | 305,625 | ||||||||||
Citigroup, Inc.: | ||||||||||||
(3 mo. LIBOR US + 0.72%), 3.14%, 01/24/23(g) | 24 | 24,283 | ||||||||||
5.15%, 05/21/26 | GBP | 35 | 48,345 | |||||||||
(3 mo. LIBOR US + 1.39%), 3.67%, 07/24/28(g) | USD | 52 | 53,835 | |||||||||
(3 mo. LIBOR US + 1.15%), 3.52%, 10/27/28(g) | 21 | 21,008 | ||||||||||
Series V, (Secured Overnight Financing Rate + 3.23%), 4.70%(g)(i) | 20 | 17,132 | ||||||||||
Comcast Corp.: | ||||||||||||
3.15%, 03/01/26 | 81 | 84,884 | ||||||||||
1.50%, 02/20/29 | GBP | 100 | 118,106 | |||||||||
2.65%, 02/01/30 | USD | 62 | 63,785 | |||||||||
4.25%, 10/15/30 | 100 | 116,388 | ||||||||||
4.25%, 01/15/33 | 43 | 50,237 | ||||||||||
1.25%, 02/20/40 | EUR | 160 | 150,167 | |||||||||
4.00%, 11/01/49 | USD | 147 | 173,390 | |||||||||
4.95%, 10/15/58 | 10 | 13,535 | ||||||||||
Constellation Brands, Inc. (3 mo. LIBOR US + 0.70%), 2.39%, 11/15/21(d) | 70 | 65,985 | ||||||||||
Consumers Energy Co.: | ||||||||||||
3.38%, 08/15/23 | 2 | 2,083 | ||||||||||
3.80%, 11/15/28 | 20 | 20,951 | ||||||||||
3.75%, 02/15/50 | 123 | 133,092 | ||||||||||
3.10%, 08/15/50 | 20 | 19,473 | ||||||||||
Continental Airlines Pass-Through Trust, Series 2012-1, Class B, 6.25%, 10/11/21 | 2 | 1,705 | ||||||||||
Continental Resources, Inc., 5.00%, 09/15/22 | 52 | 33,173 | ||||||||||
Corning, Inc., 3.70%, 11/15/23 | 15 | 15,848 | ||||||||||
COX Communications, Inc., 3.25%, 12/15/22(b) | 40 | 40,534 | ||||||||||
Cox Communications, Inc.(b): | ||||||||||||
3.15%, 08/15/24 | 84 | 85,740 | ||||||||||
3.35%, 09/15/26 | 30 | 30,277 | ||||||||||
4.50%, 06/30/43 | 25 | 24,258 | ||||||||||
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26 | 11 | 11,272 | ||||||||||
Crown Castle International Corp.: | ||||||||||||
3.20%, 09/01/24 | 16 | 15,950 | ||||||||||
4.45%, 02/15/26 | 53 | 56,170 | ||||||||||
3.70%, 06/15/26 | 77 | 78,680 | ||||||||||
3.80%, 02/15/28 | 10 | 10,223 | ||||||||||
4.30%, 02/15/29 | 44 | 45,580 | ||||||||||
3.10%, 11/15/29 | 167 | 159,976 |
9 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
Crown Castle International Corp. (continued): | ||||||||||||
5.20%, 02/15/49 | USD | 73 | $ | 80,885 | ||||||||
4.15%, 07/01/50 | 20 | 19,780 | ||||||||||
CSX Corp.: | ||||||||||||
4.25%, 03/15/29 | 43 | 48,198 | ||||||||||
4.30%, 03/01/48 | 26 | 28,494 | ||||||||||
CVS Health Corp.: | ||||||||||||
3.35%, 03/09/21 | 60 | 60,328 | ||||||||||
3.70%, 03/09/23 | 50 | 51,933 | ||||||||||
3.38%, 08/12/24 | 18 | 18,571 | ||||||||||
4.10%, 03/25/25 | 134 | 141,750 | ||||||||||
4.30%, 03/25/28 | 183 | 195,745 | ||||||||||
5.13%, 07/20/45 | 26 | 29,916 | ||||||||||
Dayton Power & Light Co., 3.95%, 06/15/49(b) | 51 | 51,427 | ||||||||||
Dell International LLC/EMC Corp.(b): | ||||||||||||
4.90%, 10/01/26 | 34 | 33,463 | ||||||||||
8.10%, 07/15/36 | 40 | 45,961 | ||||||||||
Delta Air Lines, Inc., 3.40%, 04/19/21 | 529 | 481,669 | ||||||||||
DH Europe Finance II Sarl: | ||||||||||||
0.20%, 03/18/26 | EUR | 140 | 142,638 | |||||||||
1.80%, 09/18/49 | 100 | 87,941 | ||||||||||
Diamond Sports Group LLC/Diamond Sports Finance Co., 5.38%, 08/15/26(b) | USD | 38 | 30,876 | |||||||||
Diamondback Energy, Inc.: | ||||||||||||
5.38%, 05/31/25 | 215 | 158,519 | ||||||||||
3.50%, 12/01/29 | 140 | 95,189 | ||||||||||
Discovery Communications LLC: | ||||||||||||
5.00%, 09/20/37 | 119 | 115,583 | ||||||||||
4.95%, 05/15/42 | 25 | 23,805 | ||||||||||
5.20%, 09/20/47 | 26 | 26,197 | ||||||||||
Dominion Energy Gas Holdings LLC, 4.80%, 11/01/43 | 21 | 21,268 | ||||||||||
Dow Chemical Co.: | ||||||||||||
9.00%, 04/01/21 | 80 | 83,954 | ||||||||||
0.50%, 03/15/27 | EUR | 100 | 101,083 | |||||||||
Dow Chemical Co. (The), 3.63%, 05/15/26 | USD | 78 | 76,321 | |||||||||
DTE Electric Co.: | ||||||||||||
4.30%, 07/01/44 | 42 | 47,523 | ||||||||||
3.95%, 03/01/49 | 59 | 63,832 | ||||||||||
Duke Energy Carolinas LLC: | ||||||||||||
3.95%, 11/15/28 | 6 | 6,638 | ||||||||||
2.45%, 08/15/29 | 10 | 9,798 | ||||||||||
3.75%, 06/01/45 | 34 | 37,221 | ||||||||||
3.88%, 03/15/46 | 58 | 65,135 | ||||||||||
3.95%, 03/15/48 | 9 | 10,131 | ||||||||||
Duke Energy Florida LLC: | ||||||||||||
3.80%, 07/15/28 | 2 | 2,151 | ||||||||||
2.50%, 12/01/29 | 143 | 140,328 | ||||||||||
6.40%, 06/15/38 | 26 | 37,817 |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
Duke Energy Florida LLC (continued): | ||||||||||||
3.40%, 10/01/46 | USD | 57 | $ | 58,435 | ||||||||
Duke Energy Progress LLC: | ||||||||||||
3.00%, 09/15/21 | 25 | 25,402 | ||||||||||
4.10%, 05/15/42 | 120 | 138,226 | ||||||||||
4.10%, 03/15/43 | 32 | 35,366 | ||||||||||
4.15%, 12/01/44 | 10 | 11,235 | ||||||||||
4.20%, 08/15/45 | 12 | 13,655 | ||||||||||
3.70%, 10/15/46 | 7 | 7,491 | ||||||||||
3.60%, 09/15/47 | 2 | 2,100 | ||||||||||
DuPont de Nemours, Inc.: | ||||||||||||
4.49%, 11/15/25 | 175 | 188,464 | ||||||||||
5.42%, 11/15/48 | 42 | 46,211 | ||||||||||
Elanco Animal Health, Inc., 5.65%, 08/28/28 | 9 | 9,489 | ||||||||||
Eli Lilly & Co., 1.70%, 11/01/49 | EUR | 100 | 91,965 | |||||||||
Energy Transfer Operating LP: | ||||||||||||
4.75%, 01/15/26 | USD | 149 | 135,823 | |||||||||
3.75%, 05/15/30 | 4 | 3,082 | ||||||||||
6.13%, 12/15/45 | 40 | 35,713 | ||||||||||
Entergy Gulf States Louisiana LLC, 5.59%, 10/01/24 | 11 | 12,176 | ||||||||||
Entergy Louisiana LLC: | ||||||||||||
4.00%, 03/15/33 | 44 | 48,747 | ||||||||||
4.20%, 09/01/48 | 39 | 43,752 | ||||||||||
Enterprise Products Operating LLC: | ||||||||||||
4.45%, 02/15/43 | 10 | 9,446 | ||||||||||
Series E, (3 mo. LIBOR US + 3.03%), 5.25%, 08/16/77(g) | 9 | 6,165 | ||||||||||
Equinix, Inc., 2.63%, 11/18/24 | 77 | 73,440 | ||||||||||
Expedia Group, Inc., 3.80%, 02/15/28 | 35 | 30,254 | ||||||||||
FedEx Corp.: | ||||||||||||
4.55%, 04/01/46 | 27 | 25,669 | ||||||||||
4.40%, 01/15/47 | 4 | 3,611 | ||||||||||
Fidelity National Information Services, Inc.: | ||||||||||||
0.75%, 05/21/23 | EUR | 130 | 141,017 | |||||||||
1.10%, 07/15/24 | 110 | 120,432 | ||||||||||
2.60%, 05/21/25 | GBP | 310 | 385,475 | |||||||||
0.63%, 12/03/25 | EUR | 100 | 104,543 | |||||||||
3.00%, 08/15/26 | USD | 20 | 20,163 | |||||||||
2.95%, 05/21/39 | EUR | 100 | 110,737 | |||||||||
Fifth Third Bancorp, 2.60%, 06/15/22 | USD | 180 | 177,908 | |||||||||
FirstEnergy Corp.: | ||||||||||||
2.65%, 03/01/30 | 25 | 23,305 | ||||||||||
Series C, 3.40%, 03/01/50 | 39 | 36,815 | ||||||||||
FirstEnergy Transmission LLC(b): | ||||||||||||
4.35%, 01/15/25 | 51 | 53,065 | ||||||||||
5.45%, 07/15/44 | 36 | 40,542 | ||||||||||
4.55%, 04/01/49 | 70 | 69,871 | ||||||||||
Fiserv, Inc.: | ||||||||||||
3.80%, 10/01/23 | 2 | 2,066 | ||||||||||
2.75%, 07/01/24 | 149 | 149,567 |
10 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
Fiserv, Inc. (continued): | ||||||||||||
2.25%, 07/01/25 | GBP | 155 | $ | 189,313 | ||||||||
3.20%, 07/01/26 | USD | 110 | 113,615 | |||||||||
4.20%, 10/01/28 | 140 | 151,479 | ||||||||||
3.50%, 07/01/29 | 89 | 92,577 | ||||||||||
Florida Power & Light Co.: | ||||||||||||
(3 mo. LIBOR US + 0.40%), 2.14%, 05/06/22(d) | 615 | 579,977 | ||||||||||
5.95%, 10/01/33 | 15 | 18,313 | ||||||||||
5.65%, 02/01/37 | 12 | 15,415 | ||||||||||
4.05%, 06/01/42 | 21 | 23,753 | ||||||||||
3.15%, 10/01/49 | 122 | 126,366 | ||||||||||
Ford Motor Credit Co. LLC, 4.39%, 01/08/26 | 400 | 350,000 | ||||||||||
Fox Corp., 3.05%, 04/07/25(k) | 2 | 1,997 | ||||||||||
General Dynamics Corp., 3.75%, 05/15/28 | 10 | 10,628 | ||||||||||
General Electric Co.: | ||||||||||||
4.65%, 10/17/21 | 134 | 136,340 | ||||||||||
6.88%, 01/10/39 | 20 | 24,742 | ||||||||||
General Motors Co.: | ||||||||||||
6.60%, 04/01/36 | 17 | 14,784 | ||||||||||
6.25%, 10/02/43 | 43 | 33,957 | ||||||||||
General Motors Financial Co., Inc.: | ||||||||||||
4.00%, 01/15/25 | 6 | 5,332 | ||||||||||
5.25%, 03/01/26 | 40 | 35,277 | ||||||||||
4.35%, 01/17/27 | 9 | 7,197 | ||||||||||
Gilead Sciences, Inc.: | ||||||||||||
3.65%, 03/01/26 | 15 | 16,221 | ||||||||||
4.80%, 04/01/44 | 25 | 32,071 | ||||||||||
GLP Capital LP/GLP Financing II, Inc.: | ||||||||||||
5.25%, 06/01/25 | 70 | 64,750 | ||||||||||
4.00%, 01/15/30 | 154 | 129,483 | ||||||||||
Goldman Sachs Group, Inc.: | ||||||||||||
2.75%, 09/15/20 | 166 | 166,430 | ||||||||||
5.75%, 01/24/22 | 29 | 30,724 | ||||||||||
(3 mo. LIBOR US + 0.78%), 2.56%, 10/31/22(d)(l) | 240 | 231,189 | ||||||||||
3.63%, 02/20/24 | 8 | 8,342 | ||||||||||
3.85%, 07/08/24 | 55 | 57,344 | ||||||||||
3.50%, 01/23/25 | 10 | 10,223 | ||||||||||
3.75%, 05/22/25 | 7 | 7,246 | ||||||||||
(3 mo. LIBOR US + 1.20%), 3.27%, 09/29/25(g) | 20 | 20,326 | ||||||||||
3.75%, 02/25/26 | 168 | 173,560 | ||||||||||
Goodyear Tire & Rubber Co., 5.00%, 05/31/26 | 11 | 10,147 | ||||||||||
Gray Television, Inc., 5.88%, 07/15/26(b) | 9 | 8,665 | ||||||||||
Hasbro, Inc., 3.90%, 11/19/29 | 15 | 13,385 | ||||||||||
HCA, Inc.: | ||||||||||||
4.75%, 05/01/23 | 29 | 29,710 | ||||||||||
5.00%, 03/15/24 | 183 | 189,476 |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
HCA, Inc. (continued): | ||||||||||||
5.25%, 06/15/26 | USD | 105 | $ | 110,121 | ||||||||
4.50%, 02/15/27 | 94 | 96,713 | ||||||||||
5.88%, 02/01/29 | 13 | 13,747 | ||||||||||
4.13%, 06/15/29 | 68 | 68,117 | ||||||||||
Hertz Corp.(b): | ||||||||||||
5.50%, 10/15/24 | 10 | 5,673 | ||||||||||
7.13%, 08/01/26 | 6 | 3,178 | ||||||||||
Hess Corp., 3.50%, 07/15/24 | 150 | 119,100 | ||||||||||
Hilton Domestic Operating Co., Inc., 4.88%, 01/15/30 | 13 | 11,050 | ||||||||||
Honeywell International, Inc.: | ||||||||||||
1.30%, 02/22/23 | EUR | 280 | 313,374 | |||||||||
0.01%, 03/10/24 | 100 | 106,515 | ||||||||||
HSBC USA, Inc., 3.50%, 06/23/24 | USD | 100 | 100,556 | |||||||||
Huntington Ingalls Industries, Inc.: | ||||||||||||
5.00%, 11/15/25(b) | 155 | 159,884 | ||||||||||
3.48%, 12/01/27 | 157 | 154,453 | ||||||||||
4.20%, 05/01/30(b) | 94 | 97,432 | ||||||||||
Huntington National Bank, 3.25%, 05/14/21 | 250 | 251,928 | ||||||||||
Hyundai Capital America, 2.38%, 02/10/23(b) | 264 | 252,809 | ||||||||||
IBM Credit LLC, 3.45%, 11/30/20 | 116 | 117,318 | ||||||||||
IHS Markit Ltd., 4.00%, 03/01/26(b) | 6 | 5,904 | ||||||||||
Ingersoll-Rand Luxembourg Finance SA, 3.50%, 03/21/26 | 20 | 20,004 | ||||||||||
Intercontinental Exchange, Inc.: | ||||||||||||
4.00%, 10/15/23 | 2 | 2,095 | ||||||||||
3.75%, 09/21/28 | 5 | 5,317 | ||||||||||
International Business Machines Corp.: | ||||||||||||
2.85%, 05/13/22 | 112 | 114,860 | ||||||||||
0.88%, 01/31/25 | EUR | 100 | 109,796 | |||||||||
6.50%, 01/15/28 | USD | 18 | 23,131 | |||||||||
1.20%, 02/11/40 | EUR | 140 | 130,383 | |||||||||
International Paper Co.: | ||||||||||||
4.40%, 08/15/47 | USD | 5 | 5,000 | |||||||||
4.35%, 08/15/48 | 32 | 30,944 | ||||||||||
Interpublic Group of Cos., Inc.: | ||||||||||||
3.50%, 10/01/20 | 40 | 39,392 | ||||||||||
3.75%, 10/01/21 | 10 | 10,096 | ||||||||||
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 6.50%, 04/15/29(b) | 18 | 19,309 | ||||||||||
JPMorgan Chase & Co.: | ||||||||||||
2.55%, 03/01/21 | 5 | 5,012 | ||||||||||
(3 mo. LIBOR US + 0.70%), 3.21%, 04/01/23(g) | 88 | 89,515 | ||||||||||
(3 mo. LIBOR US + 0.94%), 2.78%, 04/25/23(g) | 52 | 52,670 | ||||||||||
2.70%, 05/18/23 | 73 | 74,920 | ||||||||||
0.63%, 01/25/24 | EUR | 270 | 286,680 |
11 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
JPMorgan Chase & Co. (continued): | ||||||||||||
(3 mo. LIBOR US + 0.73%), 3.56%, 04/23/24(g) | USD | 35 | $ | 36,627 | ||||||||
(3 mo. LIBOR US + 1.00%), 4.02%, 12/05/24(g) | 18 | 19,072 | ||||||||||
(3 mo. LIBOR US + 1.16%), 3.22%, 03/01/25(g) | 17 | 17,650 | ||||||||||
3.20%, 06/15/26 | 83 | 86,205 | ||||||||||
(3 mo. LIBOR US + 1.25%), 3.96%, 01/29/27(g) | 96 | 103,240 | ||||||||||
(3 mo. LIBOR US + 1.34%), 3.78%, 02/01/28(g) | 240 | 253,998 | ||||||||||
(3 mo. LIBOR US + 1.38%), 3.54%, 05/01/28(g) | 422 | 434,262 | ||||||||||
(3 mo. LIBOR US + 1.12%), 4.01%, 04/23/29(g) | 218 | 234,051 | ||||||||||
(3 mo. LIBOR US + 1.26%), 4.20%, 07/23/29(g) | 158 | 173,397 | ||||||||||
(3 mo. LIBOR US + 1.33%), 4.45%, 12/05/29(g) | 68 | 76,523 | ||||||||||
(3 mo. LIBOR US + 1.16%), 3.70%, 05/06/30(g) | 93 | 99,736 | ||||||||||
(Secured Overnight Financing Rate + 1.51%), 2.74%, 10/15/30(g) | 30 | 30,394 | ||||||||||
(Secured Overnight Financing Rate + 3.79%), 4.49%, 03/24/31(g) | 34 | 39,304 | ||||||||||
Juniper Networks, Inc., 4.50%, 03/15/24 | 122 | 128,686 | ||||||||||
KAR Auction Services, Inc., 5.13%, 06/01/25(b) | 12 | 11,460 | ||||||||||
KeyCorp., 4.15%, 10/29/25 | 6 | 6,278 | ||||||||||
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.25%, 06/01/26(b) | 13 | 12,982 | ||||||||||
Kinder Morgan Energy Partners LP: | ||||||||||||
5.00%, 08/15/42 | 11 | 10,248 | ||||||||||
5.00%, 03/01/43 | 31 | 29,388 | ||||||||||
5.50%, 03/01/44 | 33 | 32,773 | ||||||||||
5.40%, 09/01/44 | 3 | 2,940 | ||||||||||
KLA Corp.: | ||||||||||||
4.10%, 03/15/29 | 86 | 90,335 | ||||||||||
3.30%, 03/01/50 | 112 | 104,930 | ||||||||||
L3Harris Technologies, Inc.: | ||||||||||||
3.95%, 05/28/24(b) | 243 | 254,667 | ||||||||||
3.83%, 04/27/25 | 19 | 19,767 | ||||||||||
3.85%, 12/15/26(b) | 241 | 248,517 | ||||||||||
4.40%, 06/15/28 | 161 | 171,384 | ||||||||||
4.40%, 06/15/28(b) | 29 | 30,870 | ||||||||||
4.85%, 04/27/35 | 2 | 2,164 | ||||||||||
Lam Research Corp.: | ||||||||||||
2.80%, 06/15/21 | 83 | 83,754 | ||||||||||
3.75%, 03/15/26 | 90 | 95,466 | ||||||||||
4.88%, 03/15/49 | 41 | 52,878 | ||||||||||
Lear Corp., 5.25%, 05/15/49 | 5 | 4,340 |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
Level 3 Financing, Inc., 5.25%, 03/15/26 | USD | 10 | $ | 9,994 | ||||||||
Lockheed Martin Corp.: | ||||||||||||
2.90%, 03/01/25 | 113 | 114,483 | ||||||||||
3.60%, 03/01/35 | 26 | 28,431 | ||||||||||
4.07%, 12/15/42 | 76 | 87,773 | ||||||||||
3.80%, 03/01/45 | 21 | 22,797 | ||||||||||
Lowe’s Cos., Inc.: | ||||||||||||
3.65%, 04/05/29 | 5 | 5,130 | ||||||||||
3.70%, 04/15/46 | 3 | 2,776 | ||||||||||
LYB International Finance BV, 4.88%, 03/15/44 | 10 | 10,790 | ||||||||||
Marsh & McLennan Cos., Inc.: | ||||||||||||
3.50%, 06/03/24 | 336 | 343,219 | ||||||||||
1.35%, 09/21/26 | EUR | 335 | 357,176 | |||||||||
McDonald’s Corp.: | ||||||||||||
3.70%, 02/15/42 | USD | 8 | 8,282 | |||||||||
3.63%, 05/01/43 | 20 | 19,289 | ||||||||||
4.88%, 12/09/45 | 118 | 137,802 | ||||||||||
4.45%, 09/01/48 | 72 | 79,790 | ||||||||||
Medtronic Global Holdings SCA: | ||||||||||||
0.01%, 12/02/22 | EUR | 300 | 322,623 | |||||||||
1.13%, 03/07/27 | 100 | 108,330 | ||||||||||
1.63%, 03/07/31 | 100 | 109,305 | ||||||||||
2.25%, 03/07/39 | 100 | 112,293 | ||||||||||
1.75%, 07/02/49 | 100 | 94,519 | ||||||||||
Series 0000, 0.38%, 03/07/23 | 280 | 303,311 | ||||||||||
Metropolitan Life Global Funding I: | ||||||||||||
0.01%, 09/23/22 | 100 | 106,864 | ||||||||||
2.38%, 01/11/23 | 100 | 113,061 | ||||||||||
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.: | ||||||||||||
4.50%, 09/01/26 | USD | 6 | 4,980 | |||||||||
5.75%, 02/01/27 | 10 | 8,700 | ||||||||||
MGM Resorts International: | ||||||||||||
5.75%, 06/15/25 | 9 | 8,055 | ||||||||||
4.63%, 09/01/26 | 5 | 4,251 | ||||||||||
MidAmerican Energy Co.: | ||||||||||||
3.65%, 04/15/29 | 241 | 258,555 | ||||||||||
3.65%, 08/01/48 | 23 | 24,651 | ||||||||||
Morgan Stanley: | ||||||||||||
3.70%, 10/23/24 | 5 | 5,243 | ||||||||||
(Secured Overnight Financing Rate + 1.15%), 2.72%, 07/22/25(g) | 186 | 186,364 | ||||||||||
4.00%, 07/23/25 | 18 | 18,973 | ||||||||||
3.63%, 01/20/27 | 141 | 150,858 | ||||||||||
(3 mo. LIBOR US + 1.14%), 3.77%, 01/24/29(g) | 117 | 123,257 | ||||||||||
(3 mo. LIBOR US + 1.63%), 4.43%, 01/23/30(g) | 54 | 59,948 | ||||||||||
(Secured Overnight Financing Rate + 3.12%), 3.62%, 04/01/31(g) | 193 | 201,867 |
12 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
Motorola Solutions, Inc.: | ||||||||||||
4.60%, 02/23/28 | USD | 63 | $ | 64,203 | ||||||||
4.60%, 05/23/29 | 113 | 113,972 | ||||||||||
5.50%, 09/01/44 | 95 | 95,771 | ||||||||||
MPLX LP: | ||||||||||||
5.25%, 01/15/25(b) | 133 | 114,002 | ||||||||||
4.00%, 02/15/25 | 20 | 16,676 | ||||||||||
4.13%, 03/01/27 | 16 | 13,634 | ||||||||||
4.25%, 12/01/27(b) | 3 | 2,423 | ||||||||||
National Retail Properties, Inc., 2.50%, 04/15/30 | 11 | 9,786 | ||||||||||
Nationstar Mortgage Holdings, Inc., 9.13%, 07/15/26(b) | 10 | 9,050 | ||||||||||
Navient Corp.: | ||||||||||||
7.25%, 09/25/23 | 6 | 5,820 | ||||||||||
6.75%, 06/25/25 | 6 | 5,520 | ||||||||||
6.75%, 06/15/26 | 6 | 5,520 | ||||||||||
NBCUniversal Media LLC: | ||||||||||||
6.40%, 04/30/40 | 2 | 2,997 | ||||||||||
5.95%, 04/01/41 | 50 | 68,608 | ||||||||||
Netflix, Inc.: | ||||||||||||
4.38%, 11/15/26 | 13 | 13,195 | ||||||||||
6.38%, 05/15/29 | 10 | 10,897 | ||||||||||
Nielsen Co. Luxembourg Sarl, 5.00%, 02/01/25(b) | 6 | 5,565 | ||||||||||
Nissan Motor Acceptance Corp., | 45 | 44,085 | ||||||||||
Norfolk Southern Corp.: | ||||||||||||
2.90%, 06/15/26 | 101 | 103,071 | ||||||||||
2.55%, 11/01/29 | 80 | 77,380 | ||||||||||
4.10%, 05/15/49 | 15 | 16,017 | ||||||||||
3.40%, 11/01/49 | 42 | 40,756 | ||||||||||
4.05%, 08/15/52 | 14 | 15,030 | ||||||||||
Northern States Power Co.: | ||||||||||||
3.60%, 09/15/47 | 20 | 21,321 | ||||||||||
2.90%, 03/01/50 | 48 | 45,661 | ||||||||||
Northrop Grumman Corp.: | ||||||||||||
2.08%, 10/15/20 | 44 | 43,830 | ||||||||||
2.93%, 01/15/25 | 349 | 354,255 | ||||||||||
3.25%, 01/15/28 | 92 | 95,599 | ||||||||||
Northwest Pipeline LLC, 4.00%, 04/01/27 | 146 | 144,739 | ||||||||||
NRG Energy, Inc.(b): | ||||||||||||
3.75%, 06/15/24 | 20 | 19,620 | ||||||||||
4.45%, 06/15/29 | 40 | 40,469 | ||||||||||
5.25%, 06/15/29 | 9 | 9,270 | ||||||||||
NVIDIA Corp.: | ||||||||||||
3.20%, 09/16/26 | 214 | 238,264 | ||||||||||
2.85%, 04/01/30 | 315 | 328,739 | ||||||||||
3.50%, 04/01/50 | 3 | 3,262 | ||||||||||
3.70%, 04/01/60 | 2 | 2,236 | ||||||||||
Occidental Petroleum Corp., 0.00%, 10/10/36(j) | 110 | 42,625 |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
Ohio Power Co.: | ||||||||||||
4.00%, 06/01/49 | USD | 50 | $ | 51,528 | ||||||||
Series D, 6.60%, 03/01/33 | 22 | 31,735 | ||||||||||
Series P, 2.60%, 04/01/30 | 4 | 3,885 | ||||||||||
Oncor Electric Delivery Co. LLC: | ||||||||||||
3.70%, 11/15/28 | 115 | 123,045 | ||||||||||
5.75%, 03/15/29 | 6 | 7,316 | ||||||||||
3.80%, 09/30/47 | 9 | 9,006 | ||||||||||
3.10%, 09/15/49 | 48 | 46,555 | ||||||||||
Oracle Corp.: | ||||||||||||
3.40%, 07/08/24 | 105 | 111,500 | ||||||||||
3.90%, 05/15/35 | 10 | 10,811 | ||||||||||
3.60%, 04/01/40 | 191 | 191,018 | ||||||||||
4.13%, 05/15/45 | 20 | 21,640 | ||||||||||
3.60%, 04/01/50 | 382 | 382,010 | ||||||||||
Owens Corning, 4.30%, 07/15/47 | 2 | 1,707 | ||||||||||
Owens-Brockway Glass Container, Inc., 5.88%, 08/15/23(b) | 9 | 8,820 | ||||||||||
Panther BF Aggregator 2 LP/Panther Finance Co., Inc., 6.25%, 05/15/26(b) | 13 | 12,285 | ||||||||||
Penske Truck Leasing Co. LP/PTL Finance Corp.(b): | ||||||||||||
3.90%, 02/01/24 | 4 | 3,972 | ||||||||||
4.20%, 04/01/27 | 56 | 57,503 | ||||||||||
Philip Morris International, Inc., 3.13%, 06/03/33 | EUR | 100 | 118,150 | |||||||||
Phillips 66, 4.88%, 11/15/44 | USD | 27 | 27,397 | |||||||||
Post Holdings, Inc.(b): | ||||||||||||
5.00%, 08/15/26 | 21 | 21,612 | ||||||||||
5.50%, 12/15/29 | 10 | 10,373 | ||||||||||
Procter & Gamble Co., 0.63%, 10/30/24 | EUR | 150 | 165,204 | |||||||||
Prologis Euro Finance LLC: | ||||||||||||
0.25%, 09/10/27 | 100 | 99,776 | ||||||||||
1.00%, 02/06/35 | 100 | 89,371 | ||||||||||
1.50%, 09/10/49 | 100 | 80,045 | ||||||||||
Prologis LP, 3.00%, 04/15/50 | USD | 21 | 18,173 | |||||||||
QUALCOMM, Inc.: | ||||||||||||
4.80%, 05/20/45 | 17 | 22,211 | ||||||||||
4.30%, 05/20/47 | 13 | 15,600 | ||||||||||
Raytheon Co.: | ||||||||||||
7.20%, 08/15/27 | 6 | 7,366 | ||||||||||
7.00%, 11/01/28 | 93 | 120,805 | ||||||||||
4.20%, 12/15/44 | 43 | 48,246 | ||||||||||
Realty Income Corp.: | ||||||||||||
4.13%, 10/15/26 | 13 | 12,808 | ||||||||||
3.00%, 01/15/27 | 6 | 5,683 | ||||||||||
Republic Services, Inc.: | ||||||||||||
2.90%, 07/01/26 | 144 | 145,809 | ||||||||||
3.95%, 05/15/28 | 159 | 171,904 | ||||||||||
Ryder System, Inc.: | ||||||||||||
2.88%, 06/01/22 | 81 | 81,252 | ||||||||||
3.75%, 06/09/23 | 5 | 5,019 |
13 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
Sabine Pass Liquefaction LLC: | ||||||||||||
5.63%, 03/01/25 | USD | 135 | $ | 123,915 | ||||||||
5.88%, 06/30/26 | 5 | 4,524 | ||||||||||
5.00%, 03/15/27 | 117 | 99,414 | ||||||||||
4.20%, 03/15/28 | 76 | 65,211 | ||||||||||
Scientific Games International, Inc., 5.00%, 10/15/25(b) | 16 | 13,920 | ||||||||||
Select Medical Corp., 6.25%, 08/15/26(b) | 15 | 15,000 | ||||||||||
Sempra Energy, (3 mo. LIBOR US + 0.50%), 2.33%, 01/15/21(d) | 134 | 126,929 | ||||||||||
Service Properties Trust, 4.35%, 10/01/24 | 50 | 36,702 | ||||||||||
SES SA, 1.63%, 03/22/26 | EUR | 400 | 427,661 | |||||||||
Sirius XM Radio, Inc., 5.00%, 08/01/27(b) | USD | 19 | 19,283 | |||||||||
Six Flags Entertainment Corp., 4.88%, 07/31/24(b) | 12 | 10,170 | ||||||||||
Southern California Edison Co., 2.25%, 06/01/30 | 25 | 22,572 | ||||||||||
Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC, 3.36%, 09/20/21(b) | 150 | 149,250 | ||||||||||
Standard Industries, Inc., 4.75%, 01/15/28(b) | 12 | 11,051 | ||||||||||
Starbucks Corp., 3.10%, 03/01/23 | 128 | 130,339 | ||||||||||
Station Casinos LLC, 5.00%, 10/01/25(b) | 7 | 5,830 | ||||||||||
Stericycle, Inc., 5.38%, 07/15/24(b) | 8 | 7,920 | ||||||||||
Stryker Corp.: | ||||||||||||
0.25%, 12/03/24 | EUR | 100 | 106,293 | |||||||||
0.75%, 03/01/29 | 100 | 102,832 | ||||||||||
Synchrony Financial, 4.38%, 03/19/24 | USD | 30 | 29,512 | |||||||||
Tampa Electric Co., 4.45%, 06/15/49 | 57 | 61,627 | ||||||||||
Tenet Healthcare Corp.: | ||||||||||||
4.63%, 09/01/24(b) | 8 | 7,662 | ||||||||||
5.13%, 05/01/25 | 18 | 17,190 | ||||||||||
4.88%, 01/01/26(b) | 26 | 24,765 | ||||||||||
6.25%, 02/01/27(b) | 19 | 18,525 | ||||||||||
Texas Eastern Transmission LP(b): | ||||||||||||
2.80%, 10/15/22 | 20 | 19,648 | ||||||||||
3.50%, 01/15/28 | 215 | 197,073 | ||||||||||
4.15%, 01/15/48 | 110 | 92,218 | ||||||||||
Textron, Inc., 3.90%, 09/17/29 | 160 | 156,343 | ||||||||||
Thermo Fisher Scientific, Inc.: | ||||||||||||
3.00%, 04/15/23 | 160 | 164,127 | ||||||||||
4.15%, 02/01/24 | 55 | 58,978 | ||||||||||
2.00%, 04/15/25 | EUR | 100 | 113,233 | |||||||||
2.95%, 09/19/26 | USD | 17 | 17,187 | |||||||||
2.60%, 10/01/29 | 85 | 81,927 | ||||||||||
4.50%, 03/25/30 | 12 | 13,490 | ||||||||||
1.88%, 10/01/49 | EUR | 100 | 86,453 |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
Time Warner Cable LLC, 4.50%, 09/15/42 | USD | 6 | $ | 5,634 | ||||||||
Transcontinental Gas Pipe Line Co. LLC: | ||||||||||||
7.85%, 02/01/26 | 267 | 303,989 | ||||||||||
4.00%, 03/15/28 | 126 | 113,109 | ||||||||||
4.60%, 03/15/48 | 49 | 48,570 | ||||||||||
TransDigm, Inc.: | ||||||||||||
6.25%, 03/15/26(b) | 50 | 49,812 | ||||||||||
6.38%, 06/15/26 | 12 | 11,490 | ||||||||||
5.50%, 11/15/27(b) | 33 | 29,617 | ||||||||||
Tyson Foods, Inc., 3.90%, 09/28/23 | 8 | 8,311 | ||||||||||
Union Pacific Corp.: | ||||||||||||
3.15%, 03/01/24 | 15 | 15,592 | ||||||||||
4.25%, 04/15/43 | 18 | 19,678 | ||||||||||
4.30%, 03/01/49 | 23 | 26,100 | ||||||||||
3.25%, 02/05/50 | 122 | 121,288 | ||||||||||
United Airlines Pass-Through Trust: | ||||||||||||
Series 2014-1, Class B, 4.75%, 04/11/22 | 3 | 2,840 | ||||||||||
Series 2014-2, Class B, 4.63%, 09/03/22 | 11 | 10,326 | ||||||||||
Series 2015-1, Class AA, 3.45%, 12/01/27 | 1 | 834 | ||||||||||
Series 2016-1, Class B, 3.65%, 01/07/26 | 17 | 13,425 | ||||||||||
Series 2016-2, Class AA, 2.88%, 10/07/28 | 7 | 6,639 | ||||||||||
Series 2016-2, Class B, 3.65%, 10/07/25 | 5 | 4,632 | ||||||||||
Series 2018-1, Class AA, 3.50%, 03/01/30 | 65 | 63,455 | ||||||||||
Series 2019-2, Class B, 3.50%, 05/01/28 | 64 | 53,511 | ||||||||||
Series AA, 2.70%, 05/01/32 | 76 | 68,384 | ||||||||||
United Rentals North America, Inc.: | ||||||||||||
5.88%, 09/15/26 | 13 | 13,166 | ||||||||||
5.50%, 05/15/27 | 13 | 13,120 | ||||||||||
4.88%, 01/15/28 | 21 | 20,370 | ||||||||||
United Technologies Corp., 4.15%, 05/15/45 | 25 | 27,163 | ||||||||||
UnitedHealth Group, Inc.: | ||||||||||||
3.10%, 03/15/26 | 71 | 74,949 | ||||||||||
4.38%, 03/15/42 | 10 | 11,976 | ||||||||||
4.75%, 07/15/45 | 105 | 133,705 | ||||||||||
4.20%, 01/15/47 | 22 | 25,857 | ||||||||||
4.45%, 12/15/48 | 30 | 36,341 | ||||||||||
US Airways Pass-Through Trust: | ||||||||||||
Series 2012-1, Class A, 6.75%, 06/03/21 | 3 | 3,264 | ||||||||||
Series 2013-1, Class B, 5.38%, 11/15/21 | 8 | 7,541 | ||||||||||
US Bancorp, 0.85%, 06/07/24 | EUR | 100 | 106,032 |
14 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
Verizon Communications, Inc.: | ||||||||||||
3.25%, 02/17/26 | EUR | 100 | $ | 121,159 | ||||||||
4.13%, 03/16/27 | USD | 100 | 111,184 | |||||||||
4.33%, 09/21/28 | 10 | 11,373 | ||||||||||
1.88%, 09/19/30 | GBP | 100 | 115,994 | |||||||||
4.50%, 08/10/33 | USD | 247 | 291,142 | |||||||||
4.27%, 01/15/36 | 257 | 298,488 | ||||||||||
4.00%, 03/22/50 | 45 | 53,219 | ||||||||||
Series 20Y, 2.88%, 01/15/38 | EUR | 110 | 123,227 | |||||||||
ViacomCBS, Inc.: | ||||||||||||
6.88%, 04/30/36 | USD | 27 | 30,413 | |||||||||
4.38%, 03/15/43 | 19 | 16,838 | ||||||||||
5.85%, 09/01/43 | 10 | 10,246 | ||||||||||
VICI Properties LP/VICI Note Co., Inc.(b): | ||||||||||||
4.25%, 12/01/26 | 16 | 14,680 | ||||||||||
4.63%, 12/01/29 | 12 | 10,949 | ||||||||||
Virginia Electric & Power Co.: | ||||||||||||
8.88%, 11/15/38 | 10 | 15,771 | ||||||||||
3.30%, 12/01/49 | 66 | 65,900 | ||||||||||
Series B, 3.80%, 09/15/47 | 30 | 30,440 | ||||||||||
Series C, 2.75%, 03/15/23 | 87 | 87,634 | ||||||||||
Series C, 4.00%, 11/15/46 | 15 | 16,107 | ||||||||||
Visa, Inc., 2.70%, 04/15/40 | 75 | 74,448 | ||||||||||
Vistra Operations Co. LLC, 5.50%, 09/01/26(b) | 13 | 13,390 | ||||||||||
Waste Management, Inc.: | ||||||||||||
4.00%, 07/15/39 | 35 | 38,039 | ||||||||||
4.15%, 07/15/49 | 68 | 78,087 | ||||||||||
Wells Fargo & Co.: | ||||||||||||
3.75%, 01/24/24 | 187 | 197,626 | ||||||||||
0.50%, 04/26/24 | EUR | 210 | 219,785 | |||||||||
2.00%, 07/28/25 | GBP | 200 | 236,933 | |||||||||
3.55%, 09/29/25 | USD | 121 | 127,173 | |||||||||
(3 mo. LIBOR US + 0.83%), 2.41%, 10/30/25(g) | 24 | 23,645 | ||||||||||
3.00%, 04/22/26 | 281 | 285,902 | ||||||||||
3.00%, 10/23/26 | 80 | 81,771 | ||||||||||
(3 mo. LIBOR US + 1.17%), 3.20%, 06/17/27(g) | 100 | 103,044 | ||||||||||
(3 mo. LIBOR US + 1.31%), 3.58%, 05/22/28(g) | 114 | 115,930 | ||||||||||
Western Midstream Operating LP: | ||||||||||||
4.00%, 07/01/22 | 50 | 32,242 | ||||||||||
(3 mo. LIBOR US + 0.85%), 2.70%, 01/13/23(d) | 20 | 10,550 | ||||||||||
Whirlpool Finance Luxembourg Sarl: | ||||||||||||
1.25%, 11/02/26 | EUR | 100 | 109,462 | |||||||||
1.10%, 11/09/27 | 100 | 106,752 | ||||||||||
Wyndham Hotels & Resorts, Inc., | USD | 6 | 5,220 |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.(b): | ||||||||||||
5.50%, 03/01/25 | USD | 22 | $ | 20,460 | ||||||||
5.25%, 05/15/27 | 11 | 9,955 | ||||||||||
Yum! Brands, Inc., 4.75%, 01/15/30(b) | 10 | 9,400 | ||||||||||
|
| |||||||||||
43,640,117 | ||||||||||||
|
| |||||||||||
Total Corporate Bonds — 17.3% |
| 86,094,751 | ||||||||||
|
| |||||||||||
Floating Rate Loan Interests(d) — 0.0% |
| |||||||||||
Mexico — 0.0% | ||||||||||||
Credito Real Sab DE CV, Term Loan B, (3 mo. LIBOR + 3.75%), 5.43%, 02/17/23(e) | 85 | 85,000 | ||||||||||
|
| |||||||||||
Total Floating Rate Loan Interests — 0.0% |
| 85,000 | ||||||||||
|
| |||||||||||
Foreign Agency Obligations — 14.6% |
| |||||||||||
Argentina — 0.1% | ||||||||||||
Argentine Republic Government International Bond: | ||||||||||||
5.88%, 01/11/28 | 981 | 274,680 | ||||||||||
5.25%, 01/15/28 | EUR | 375 | 105,594 | |||||||||
7.13%, 07/06/36 | USD | 364 | 95,322 | |||||||||
6.88%, 01/11/48 | 662 | 176,051 | ||||||||||
|
| |||||||||||
651,647 | ||||||||||||
Australia — 0.3% | ||||||||||||
Australia Government Bond: | ||||||||||||
4.50%, 04/15/20 | AUD | 270 | 166,330 | |||||||||
2.00%, 12/21/21 | 210 | 133,087 | ||||||||||
5.75%, 07/15/22 | 320 | 221,514 | ||||||||||
2.75%, 04/21/24 | 130 | 87,735 | ||||||||||
4.75%, 04/21/27 | 220 | 174,648 | ||||||||||
2.25%, 05/21/28 | 90 | 62,305 | ||||||||||
3.75%, 04/21/37 | 80 | 67,266 | ||||||||||
3.00%, 03/21/47 | 441 | 352,103 | ||||||||||
|
| |||||||||||
1,264,988 | ||||||||||||
Austria — 0.4% | ||||||||||||
Republic of Austria Government Bond(b): | ||||||||||||
0.01%, 07/15/23 | EUR | 1,069 | 1,196,154 | |||||||||
0.75%, 02/20/28 | 556 | 653,179 | ||||||||||
1.50%, 02/20/47 | 222 | 305,002 | ||||||||||
|
| |||||||||||
2,154,335 | ||||||||||||
Belgium — 0.6% | ||||||||||||
Belgium Government Bond, 1.60%, 06/22/47(b) | 351 | 466,888 |
15 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Belgium (continued) | ||||||||||||
Kingdom of Belgium Government Bond(b): | ||||||||||||
0.20%, 10/22/23 | EUR | 1,539 | $ | 1,732,379 | ||||||||
0.80%, 06/22/28 | 855 | 1,008,418 | ||||||||||
|
| |||||||||||
3,207,685 | ||||||||||||
Brazil — 0.1% | ||||||||||||
Brazil Notas do Tesouro Nacional, Series F, 10.00%, 01/01/21 | BRL | 1,500 | 302,470 | |||||||||
|
| |||||||||||
Canada — 0.9% | ||||||||||||
Canadian Government Bond: | ||||||||||||
2.00%, 09/01/23 | CAD | 5,000 | 3,726,391 | |||||||||
5.75%, 06/01/33 | 170 | 192,217 | ||||||||||
5.00%, 06/01/37 | 90 | 102,200 | ||||||||||
4.00%, 06/01/41 | 280 | 299,709 | ||||||||||
3.50%, 12/01/45 | 140 | 146,635 | ||||||||||
2.75%, 12/01/48 | 210 | 199,659 | ||||||||||
|
| |||||||||||
4,666,811 | ||||||||||||
Chile — 0.0% | ||||||||||||
Bonos de la Tesoreria de la Republica en pesos, 4.50%, 03/01/26 | CLP | 40,000 | 51,030 | |||||||||
|
| |||||||||||
China — 2.4% | ||||||||||||
China Development Bank: | ||||||||||||
3.30%, 02/01/24 | CNY | 1,400 | 201,691 | |||||||||
3.50%, 08/13/26 | 1,900 | 274,168 | ||||||||||
3.45%, 09/20/29 | 3,310 | 482,179 | ||||||||||
China Government Bond: | ||||||||||||
3.19%, 04/11/24 |
| 1,400 | 203,384 | |||||||||
2.94%, 10/17/24 | 8,500 | 1,227,158 | ||||||||||
3.12%, 12/05/26 | 2,020 | 294,000 | ||||||||||
3.25%, 11/22/28 | 100 | 14,626 | ||||||||||
3.29%, 05/23/29 | 55,600 | 8,200,335 | ||||||||||
3.13%, 11/21/29 | 3,270 | 479,787 | ||||||||||
3.86%, 07/22/49 |
| 3,730 | 581,365 | |||||||||
|
| |||||||||||
11,958,693 | ||||||||||||
Colombia — 0.2% | ||||||||||||
Colombia Government International Bond: | ||||||||||||
4.38%, 07/12/21 | USD | 273 | 276,071 | |||||||||
3.00%, 01/30/30 | 200 | 180,800 | ||||||||||
Colombian TES: | ||||||||||||
7.25%, 10/18/34 | COP | 663,200 | 161,415 | |||||||||
Series B, 7.00%, 06/30/32 | 851,700 | 204,691 | ||||||||||
|
| |||||||||||
822,977 | ||||||||||||
Denmark — 0.0% | ||||||||||||
Denmark Government Bond: | ||||||||||||
1.50%, 11/15/23 | DKK | 200 | 31,670 | |||||||||
1.75%, 11/15/25 | 500 | 82,851 | ||||||||||
4.50%, 11/15/39 | 450 | 123,455 | ||||||||||
|
| |||||||||||
237,976 |
Security | Par (000) | Value | ||||||||||
Dominican Republic — 0.0% | ||||||||||||
Dominican Republic International Bond, 6.88%, 01/29/26 | USD | 100 | $ | 99,219 | ||||||||
|
| |||||||||||
Egypt — 0.4% | ||||||||||||
Egypt Government Bond, 16.00%, 06/11/22 | EGP | 500 | 32,174 | |||||||||
Egypt Government International Bond: | ||||||||||||
15.90%, 07/02/24 | 1,475 | 96,888 | ||||||||||
16.10%, 05/07/29 | 13,496 | 898,715 | ||||||||||
5.63%, 04/16/30 | EUR | 343 | 287,622 | |||||||||
6.38%, 04/11/31(b) | 505 | 440,176 | ||||||||||
|
| |||||||||||
1,755,575 | ||||||||||||
France — 0.5% | ||||||||||||
France Government Bond OAT: | ||||||||||||
0.01%, 05/25/20 | 400 | 441,348 | ||||||||||
0.25%, 11/25/20 | 150 | 166,169 | ||||||||||
2.25%, 10/25/22 | 500 | 591,602 | ||||||||||
2.25%, 05/25/24 | 130 | 159,490 | ||||||||||
0.50%, 05/25/25 | 260 | 299,339 | ||||||||||
2.50%, 05/25/30 | 40 | 55,284 | ||||||||||
1.50%, 05/25/31 | 190 | 242,565 | ||||||||||
5.75%, 10/25/32 | 100 | 187,039 | ||||||||||
French Republic Government Bond OAT, 1.50%, 05/25/50(b) |
| 266 | 349,791 | |||||||||
|
| |||||||||||
2,492,627 | ||||||||||||
Greece — 0.3% | ||||||||||||
Hellenic Republic Government Bond: | ||||||||||||
3.50%, 01/30/23 |
| 49 | 56,925 | |||||||||
3.45%, 04/02/24(b) |
| 254 | 302,466 | |||||||||
1.88%, 07/23/26(b) | 120 | 135,087 | ||||||||||
3.75%, 01/30/28 | 87 | 110,090 | ||||||||||
3.88%, 03/12/29(b) | 570 | 740,582 | ||||||||||
3.90%, 01/30/33 | 12 | 16,676 | ||||||||||
4.00%, 01/30/37 | 10 | 14,077 | ||||||||||
4.20%, 01/30/42 | 30 | 45,018 | ||||||||||
|
| |||||||||||
1,420,921 | ||||||||||||
India — 0.6% | ||||||||||||
India Government Bond: | ||||||||||||
7.27%, 04/08/26 | INR | 20,180 | 279,621 | |||||||||
7.17%, 01/08/28 | 30,200 | 414,869 |
16 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
India (continued) | ||||||||||||
India Government Bond (continued): | ||||||||||||
7.26%, 01/14/29 | INR | 168,200 | $ | 2,283,614 | ||||||||
|
| |||||||||||
2,978,104 | ||||||||||||
Indonesia — 1.0% | ||||||||||||
Indonesia Government International Bond: | ||||||||||||
4.88%, 05/05/21 | USD | 273 | 275,730 | |||||||||
2.88%, 07/08/21 | EUR | 100 | 110,841 | |||||||||
3.70%, 01/08/22 | USD | 200 | 201,250 | |||||||||
3.75%, 04/25/22 | 273 | 275,047 | ||||||||||
3.38%, 04/15/23 | 350 | 350,219 | ||||||||||
4.75%, 01/08/26 | 400 | 423,500 | ||||||||||
4.75%, 07/18/47 | 200 | 208,125 | ||||||||||
Indonesia Treasury Bond: | ||||||||||||
8.38%, 09/15/26 | IDR | 190,000 | 11,935 | |||||||||
6.13%, 05/15/28 | 4,447,000 | 242,526 | ||||||||||
7.00%, 09/15/30 | 2,133,000 | 122,278 | ||||||||||
6.63%, 05/15/33 | 3,150,000 | 166,963 | ||||||||||
7.50%, 06/15/35 | 16,703,000 | 959,578 | ||||||||||
8.38%, 04/15/39 | 23,170,000 | 1,405,685 | ||||||||||
|
| |||||||||||
4,753,677 | ||||||||||||
Israel — 0.1% | ||||||||||||
Israel Government International Bond, 3.88%, 07/03/50 | USD | 569 | 569,000 | |||||||||
|
| |||||||||||
Italy — 1.8% | ||||||||||||
Italy Buoni Poliennali Del Tesoro: | ||||||||||||
1.45%, 09/15/22 | EUR | 603 | 680,054 | |||||||||
0.95%, 03/01/23 | 5,204 | 5,805,033 | ||||||||||
4.75%, 09/01/44(b) | 232 | 369,179 | ||||||||||
2.70%, 03/01/47(b) | 235 | 275,796 | ||||||||||
3.45%, 03/01/48(b) | 255 | 339,929 | ||||||||||
3.85%, 09/01/49(b) | 924 | 1,321,059 | ||||||||||
2.80%, 03/01/67(b) | 50 | 58,035 | ||||||||||
|
| |||||||||||
8,849,085 | ||||||||||||
Japan — 0.9% | ||||||||||||
Japan Government Thirty Year Bond: | ||||||||||||
0.70%, 06/20/48 | JPY | 259,050 | 2,594,427 | |||||||||
0.40%, 06/20/49 | 24,500 | 227,020 | ||||||||||
0.40%, 12/20/49 | 28,000 | 259,569 | ||||||||||
Japanese Government CPI Linked Bond: | ||||||||||||
0.10%, 03/10/28 | 80,071 | 745,048 | ||||||||||
0.10%, 03/10/29 | 83,444 | 776,041 | ||||||||||
|
| |||||||||||
4,602,105 | ||||||||||||
Mexico — 0.0% | ||||||||||||
Mexican Bonos, 8.50%, 05/31/29 | MXN | 1,263 | 58,312 | |||||||||
|
| |||||||||||
Netherlands — 0.7% | ||||||||||||
Netherlands Government Bond(b): | ||||||||||||
1.75%, 07/15/23 | EUR | 1,496 | 1,781,731 |
Security | Par (000) | Value | ||||||||||
Netherlands (continued) | ||||||||||||
Netherlands Government Bond(b) (continued): | ||||||||||||
0.75%, 07/15/28 | EUR | 795 | $ | 956,004 | ||||||||
2.75%, 01/15/47 | 311 | 576,572 | ||||||||||
|
| |||||||||||
3,314,307 | ||||||||||||
New Zealand — 0.0% | ||||||||||||
New Zealand Government Bond: | ||||||||||||
6.00%, 05/15/21 | NZD | 140 | 88,887 | |||||||||
2.75%, 04/15/25 | 100 | 65,679 | ||||||||||
|
| |||||||||||
154,566 | ||||||||||||
Norway — 0.0% | ||||||||||||
Norway Government Bond, 2.00%, 05/24/23(b) | NOK | 600 | 60,537 | |||||||||
|
| |||||||||||
Oman — 0.0% | ||||||||||||
Oman Government International Bond, 3.63%, 06/15/21 | USD | 200 | 184,375 | |||||||||
|
| |||||||||||
Panama — 0.1% | ||||||||||||
Panama Government International Bond, 4.50%, 04/01/56(k) | 353 | 383,887 | ||||||||||
|
| |||||||||||
Peru — 0.1% | ||||||||||||
Peru Government Bond, 5.35%, 08/12/40(b) | PEN | 2,235 | 624,175 | |||||||||
|
| |||||||||||
Qatar — 0.1% | ||||||||||||
Qatar Government International Bond: | ||||||||||||
3.25%, 06/02/26 | USD | 300 | 306,750 | |||||||||
4.50%, 04/23/28 | 200 | 221,000 | ||||||||||
|
| |||||||||||
527,750 | ||||||||||||
Russia — 0.7% | ||||||||||||
Russian Federal Bond – OFZ: |
| |||||||||||
8.50%, 09/17/31 | RUB | 134,803 | 1,953,906 | |||||||||
6.90%, 05/23/29 | 19,316 | 250,060 | ||||||||||
Russian Foreign Bond - Eurobond: | ||||||||||||
4.25%, 06/23/27 | USD | 200 | 209,500 | |||||||||
4.38%, 03/21/29 | 1,000 | 1,070,000 | ||||||||||
|
| |||||||||||
3,483,466 | ||||||||||||
Spain — 0.6% | ||||||||||||
Spain Government Bond(b): | ||||||||||||
0.50%, 04/30/30 | EUR | 1,400 | 1,515,679 | |||||||||
2.70%, 10/31/48 | 675 | 945,925 | ||||||||||
1.00%, 10/31/50 | 365 | 346,442 | ||||||||||
|
| |||||||||||
2,808,046 | ||||||||||||
Sweden — 0.1% | ||||||||||||
Sweden Government Bond: | ||||||||||||
3.50%, 06/01/22 | SEK | 1,100 | 120,697 | |||||||||
1.00%, 11/12/26 | 960 | 105,251 |
17 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Sweden (continued) | ||||||||||||
Sweden Government Bond (continued): | ||||||||||||
3.50%, 03/30/39 | SEK | 250 | $ | 40,566 | ||||||||
|
| |||||||||||
266,514 | ||||||||||||
Ukraine — 0.4% | ||||||||||||
Ukraine Government International Bond: | ||||||||||||
7.75%, 09/01/25 | USD | 200 | 180,750 | |||||||||
6.75%, 06/20/26 | EUR | 260 | 253,060 | |||||||||
9.75%, 11/01/28 | USD | 1,215 | 1,183,486 | |||||||||
7.38%, 09/25/32 | 200 | 181,125 | ||||||||||
|
| |||||||||||
1,798,421 | ||||||||||||
United Kingdom — 1.2% | ||||||||||||
United Kingdom Gilt: | ||||||||||||
1.75%, 09/07/22 | GBP | 200 | 258,027 | |||||||||
0.75%, 07/22/23 | 1,826 | 2,312,983 | ||||||||||
1.75%, 09/07/37 | 60 | 86,886 | ||||||||||
4.75%, 12/07/38 | 30 | 63,581 | ||||||||||
3.25%, 01/22/44 | 165 | 311,632 | ||||||||||
3.50%, 01/22/45 | 700 | 1,389,309 | ||||||||||
1.50%, 07/22/47 | 1,040 | 1,507,353 | ||||||||||
|
| |||||||||||
5,929,771 | ||||||||||||
|
| |||||||||||
Total Foreign Agency Obligations — 14.6% |
| 72,433,052 | ||||||||||
|
| |||||||||||
Shares | ||||||||||||
Investment Companies — 1.2% | ||||||||||||
Equity Funds — 1.2% | ||||||||||||
iShares China Large-Cap ETF(q) | 4,622 | 173,510 | ||||||||||
Consumer Discretionary Select Sector SPDR Fund | 1,990 | 195,179 | ||||||||||
Financial Select Sector SPDR Fund | 15,935 | 331,767 | ||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF(m)(q) | 3,494 | 431,544 | ||||||||||
iShares iBoxx USD High Yield Corporate Bond ETF(q) | 6,261 | 482,535 | ||||||||||
iShares JP Morgan USD Emerging Markets Bond ETF(q) | 17,451 | 1,687,163 | ||||||||||
iShares MSCI Emerging Markets ETF(q) | 24,581 | 838,949 | ||||||||||
iShares Russell 2000 ETF(q) | 2,478 | 283,632 | ||||||||||
iShares S&P 500 Value ETF(q) | 2,805 | 269,981 | ||||||||||
SPDR S&P 500 ETF Trust | 5,200 | 1,340,300 | ||||||||||
|
| |||||||||||
Total Investment Companies — 1.2% | 6,034,560 | |||||||||||
|
|
Security | Par (000) | Value | ||||||||||
Municipal Bonds — 0.0% | ||||||||||||
California — 0.0% | ||||||||||||
California Pollution Control Financing Authority, RB, Poseidon Resources (Channel Side) LP Desalination Project, AMT, 5.00%, 11/21/45(b) | USD | 180 | $ | 181,579 | ||||||||
|
| |||||||||||
Total Municipal Bonds — 0.0% | 181,579 | |||||||||||
|
| |||||||||||
Non-Agency Mortgage-Backed Securities — 1.2% | ||||||||||||
Cayman Islands — 0.0% | ||||||||||||
GPMT Ltd., Series 2018-FL1, Class A, (1 mo. LIBOR US + 0.90%), 1.67%, 11/21/35(b)(d) | 77 | 71,317 | ||||||||||
|
| |||||||||||
United States — 1.2% | ||||||||||||
245 Park Avenue Trust, Series 2017-245P, Class E, 3.78%, 06/05/37(b)(m) | 250 | 187,331 | ||||||||||
Atrium Hotel Portfolio Trust, Series 2017-ATRM(b)(d): | ||||||||||||
Class D, (1 mo. LIBOR US + 1.95%), 2.65%, 12/15/36 | 200 | 160,144 | ||||||||||
Class E, (1 mo. LIBOR US + 3.05%), 3.75%, 12/15/36 | 150 | 116,444 | ||||||||||
BAMLL Commercial Mortgage Securities Trust, Series 2017-SCH, Class DL, (1 mo. LIBOR US + 2.00%), 2.70%, 11/15/32(b)(d) | 150 | 119,631 | ||||||||||
BBCMS Mortgage Trust, Series 2018-TALL, Class D, (1 mo. LIBOR US + 1.45%), | 500 | 407,402 | ||||||||||
BXP Trust, Series 2017-CC(b)(m): | ||||||||||||
Class D, 3.55%, 08/13/37 | 110 | 93,461 | ||||||||||
Class E, 3.55%, 08/13/37 | 220 | 141,274 | ||||||||||
Citigroup Commercial Mortgage Trust: | ||||||||||||
Series 2015-P1, Class A5, 3.72%, 09/15/48 | 375 | 390,948 | ||||||||||
Series 2016-C3, Class C, 4.13%, 11/15/49(m) | 250 | 200,498 | ||||||||||
Series 2016-GC36, Class A5, 3.62%, 02/10/49 | 375 | 398,360 | ||||||||||
COMM Mortgage Trust, Series 2016-DC2(m): | ||||||||||||
Class B, 4.79%, 02/10/49 | 100 | 98,315 | ||||||||||
Class C, 4.79%, 02/10/49 | 100 | 84,780 | ||||||||||
Commercial Mortgage Trust, Series 2014-CR21, Class A3, 3.53%, 12/10/47 | 347 | 363,580 | ||||||||||
DBJPM Mortgage Trust, Series 2016-C3, Class A5, 2.89%, 08/10/49 | 375 | 388,316 | ||||||||||
DBUBS Mortgage Trust, Series 2017-BRBK(b)(m): | ||||||||||||
Class E, 3.65%, 10/10/34 | 400 | 308,546 | ||||||||||
Class F, 3.65%, 10/10/34 | 240 | 168,853 |
18 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
GS Mortgage Securities Corp. Trust, Series 2017-500K(b)(d): | ||||||||||||
Class D, (1 mo. LIBOR US + 1.30%), 2.00%, 07/15/32 | USD | 90 | $ | 79,665 | ||||||||
Class E, (1 mo. LIBOR US + 1.50%), 2.20%, 07/15/32 | 120 | 105,183 | ||||||||||
Class F, (1 mo. LIBOR US + 1.80%), 2.50%, 07/15/32 | 90 | 74,658 | ||||||||||
Class G, (1 mo. LIBOR US + 2.50%), 3.20%, 07/15/32 | 40 | 32,791 | ||||||||||
GS Mortgage Securities Trust, | ||||||||||||
Class D, 3.00%, 08/10/50 | 225 | 148,765 | ||||||||||
Class E, 3.00%, 08/10/50 | 180 | 110,316 | ||||||||||
MAD Mortgage Trust, Series 2017-330M(b)(m): | ||||||||||||
Class D, 3.84%, 08/15/34 | 110 | 97,489 | ||||||||||
Class E, 3.90%, 08/15/34 | 130 | 100,779 | ||||||||||
Merrill Lynch Mortgage Trust, Series 2005-CIP1, Class D, 6.20%, 07/12/38(m) | 2 | 1,743 | ||||||||||
MFT Trust, Series 2020-ABC(b)(m): | ||||||||||||
Class C, 3.48%, 02/06/30 | 100 | 85,599 | ||||||||||
Class D, 3.48%, 02/06/30 | 105 | 73,912 | ||||||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Class A5: | ||||||||||||
Series 2014-C16, 3.89%, 06/15/47 | 375 | 390,329 | ||||||||||
Series 2015-C25, 3.64%, 10/15/48 | 400 | 415,579 | ||||||||||
Olympic Tower Mortgage Trust, | ||||||||||||
Class D, 4.08%, 05/10/39 | 130 | 103,628 | ||||||||||
Class E, 4.08%, 05/10/39 | 160 | 107,359 | ||||||||||
Velocity Commercial Capital Loan Trust, Series 2020-1, Class M3, 3.19%, 02/25/50(b)(m) | 99 | 84,133 | ||||||||||
Wells Fargo Commercial Mortgage Trust, Series 2018-BXI, Class E, (1 mo. LIBOR US + 2.16%), 2.86%, 12/15/36(b)(d) | 93 | 72,995 | ||||||||||
|
| |||||||||||
5,712,806 | ||||||||||||
|
| |||||||||||
Total Non-Agency Mortgage-Backed Securities — 1.2% |
| 5,784,123 | ||||||||||
|
|
Security | Par (000) | Value | ||||||||||
Preferred Securities - 0.8% | ||||||||||||
Capital Trusts — 0.8% | ||||||||||||
Austria — 0.0% | ||||||||||||
Erste Group Bank AG, 5.13%(g)(i) | EUR | 200 | $ | 180,875 | ||||||||
|
| |||||||||||
Brazil — 0.1% | ||||||||||||
Itau Unibanco Holding SA, 6.50%(b)(g)(i) | USD | 258 | 238,805 | |||||||||
|
| |||||||||||
France — 0.0% | ||||||||||||
BNP Paribas SA, 4.50%(b)(g)(i) | 200 | 154,000 | ||||||||||
|
| |||||||||||
Germany — 0.0% | ||||||||||||
Bayer AG, 2.38%, 11/12/79(g) | EUR | 100 | 97,191 | |||||||||
Volkswagen International Finance NV, 2.70%(g)(i) | 100 | 102,166 | ||||||||||
|
| |||||||||||
199,357 | ||||||||||||
Italy — 0.1% | ||||||||||||
UniCredit SpA(g)(i): | ||||||||||||
7.50% | 200 | 199,902 | ||||||||||
9.25% | 200 | 206,879 | ||||||||||
|
| |||||||||||
406,781 | ||||||||||||
Spain — 0.1% | ||||||||||||
Banco Bilbao Vizcaya Argentaria SA, 8.88%(g)(i) | 200 | 214,496 | ||||||||||
Telefonica Europe BV, 4.38%(g)(i) | 200 | 214,445 | ||||||||||
|
| |||||||||||
428,941 | ||||||||||||
Switzerland — 0.2% | ||||||||||||
Credit Suisse Group AG, 7.25%(b)(g)(i) | USD | 225 | 204,187 | |||||||||
UBS Group AG, 7.00%(b)(g)(i) | 650 | 611,000 | ||||||||||
|
| |||||||||||
815,187 | ||||||||||||
United Kingdom — 0.1% | ||||||||||||
Barclays PLC, 7.13%(g)(i) | GBP | 270 | 284,586 | |||||||||
|
| |||||||||||
United States — 0.2% | ||||||||||||
Bank of America Corp.,(g)(i): | ||||||||||||
Series DD, 6.30% | USD | 20 | 21,000 | |||||||||
Series FF, 5.88% | 85 | 86,134 | ||||||||||
Series X, 6.25% | 160 | 162,400 | ||||||||||
Series Z, 6.50% | 75 | 79,125 | ||||||||||
Barclays PLC, 7.88%(g)(i) | 200 | 183,000 | ||||||||||
Capital One Financial Corp., Series E, 5.55%(g)(i) | 50 | 43,000 | ||||||||||
Energy Transfer Partners LP, Series A, 6.25%(g)(i) | 80 | 40,000 | ||||||||||
JPMorgan Chase & Co.,(g)(i): | ||||||||||||
Series FF, 5.00% | 120 | 112,709 | ||||||||||
Series HH, 4.60% | 67 | 58,638 | ||||||||||
Series Q, 5.15% | 30 | 28,500 | ||||||||||
Series S, 6.75% | 75 | 78,375 | ||||||||||
Series Z, 5.30% | 25 | 23,060 | ||||||||||
Morgan Stanley, Series J, 5.55%(g)(i) | 42 | 36,540 |
19 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
NBCUniversal Enterprise, Inc., 5.25%(b)(i) | USD | 100 | $ | 100,000 | ||||||||
|
| |||||||||||
1,052,481 | ||||||||||||
|
| |||||||||||
Total Capital Trusts — 0.8% | 3,761,013 | |||||||||||
|
| |||||||||||
Shares | ||||||||||||
Preferred Stocks — 0.0% | ||||||||||||
United States — 0.0% | ||||||||||||
Federal Home Loan Mortgage Corp.,(i)(j)(m): | ||||||||||||
Series S, 0.00% | 2 | 12,027 | ||||||||||
Series Z, 0.00% | 2 | 11,571 | ||||||||||
Morgan Stanley, Series E, 7.13%(g)(i) | 221 | 5,786 | ||||||||||
|
| |||||||||||
Total Preferred Stocks — 0.0% | 29,384 | |||||||||||
|
| |||||||||||
Total Preferred Securities - 0.8% | 3,790,397 | |||||||||||
|
| |||||||||||
Par (000) | ||||||||||||
U.S. Government Sponsored Agency Securities — 14.7% | ||||||||||||
Mortgage-Backed Securities — 14.7% |
| |||||||||||
Fannie Mae Mortgage-Backed Securities: | ||||||||||||
2.00%, 10/01/31 - 03/01/32 | USD | 125 | 128,763 | |||||||||
2.50%, 09/01/27 - 04/15/50(n) | 2,720 | 2,822,841 | ||||||||||
3.00%, 07/01/29 - 04/15/50(n) | 16,918 | 17,764,600 | ||||||||||
3.50%, 07/01/29 - 04/15/50(n) | 15,873 | 16,805,935 | ||||||||||
4.00%, 09/01/33 - 04/15/50(n) | 12,836 | 13,736,541 | ||||||||||
4.50%, 12/01/45 - 04/15/50(n) | 3,677 | 3,972,284 | ||||||||||
5.00%, 09/01/35 - 04/15/50(n) | 257 | 282,721 | ||||||||||
5.50%, 12/01/38 - 04/15/50(n) | 253 | 281,495 | ||||||||||
6.00%, 07/01/39 - 04/15/50(n) | 112 | 127,983 | ||||||||||
6.50%, 11/01/38 | 15 | 17,465 | ||||||||||
Freddie Mac Mortgage-Backed Securities: | ||||||||||||
2.50%, 01/01/29 - 04/01/31 | 178 | 185,628 | ||||||||||
3.00%, 12/01/42 - 12/01/46 | 648 | 686,242 | ||||||||||
3.50%, 04/01/31 - 01/01/48 | 843 | 899,123 | ||||||||||
4.00%, 08/01/40 - 11/01/48 | 727 | 784,063 | ||||||||||
4.50%, 09/01/40 - 08/01/48 | 391 | 427,323 | ||||||||||
5.00%, 05/01/38 - 05/01/39 | 57 | 63,464 | ||||||||||
5.50%, 01/01/39 | 36 | 41,036 | ||||||||||
Ginnie Mae Mortgage-Backed Securities(n): | ||||||||||||
2.50%, 04/21/50 | 297 | 310,388 | ||||||||||
3.00%, 02/15/45 - 04/21/50 | 4,916 | 5,215,538 | ||||||||||
3.50%, 01/15/42 - 04/21/50 | 4,520 | 4,794,149 | ||||||||||
4.00%, 10/20/40 - 04/21/50 | 2,147 | 2,290,216 | ||||||||||
4.50%, 03/15/47 - 04/21/50 | 973 | 1,040,390 |
Security | Par (000) | Value | ||||||||||
Mortgage-Backed Securities (continued) | ||||||||||||
Ginnie Mae Mortgage-Backed Securities(n) (continued): |
| |||||||||||
5.00%, 10/20/44 - 04/21/50 | USD | 340 | $ | 363,616 | ||||||||
|
| |||||||||||
Total U.S. Government Sponsored Agency Securities — 14.7% |
| 73,041,804 | ||||||||||
|
| |||||||||||
U.S. Treasury Obligations — 4.8% |
| |||||||||||
U.S. Treasury Bonds: | ||||||||||||
2.25%, 08/15/49 | 600 | 730,945 | ||||||||||
2.38%, 11/15/49 | 1,200 | 1,495,031 | ||||||||||
U.S. Treasury Inflation Indexed Bonds: | ||||||||||||
0.38%, 01/15/27 | 1,602 | 1,639,014 | ||||||||||
0.50%, 01/15/28 | 314 | 326,721 | ||||||||||
U.S. Treasury Inflation Protected Security: | ||||||||||||
0.50%, 04/15/24 | 10,165 | 10,312,267 | ||||||||||
0.13%, 10/15/24(l) | 2,902 | 2,937,107 | ||||||||||
0.13%, 01/15/30 | 514 | 529,223 | ||||||||||
U.S. Treasury Notes: | ||||||||||||
1.75%, 11/30/21 | 5 | 5,129 | ||||||||||
1.88%, 02/28/22 | 500 | 515,860 | ||||||||||
1.75%, 11/15/29 | 3,250 | 3,570,430 | ||||||||||
1.50%, 02/15/30 | 1,720 | 1,851,889 | ||||||||||
|
| |||||||||||
Total U.S. Treasury Obligations — 4.8% | 23,913,616 | |||||||||||
|
| |||||||||||
Shares | ||||||||||||
Warrants — 0.0% |
| |||||||||||
Venezuela — 0.0% | ||||||||||||
Venezuela Government International Bond | 3,000 | 3,000 | ||||||||||
|
| |||||||||||
Total Warrants — 0.0% | 3,000 | |||||||||||
|
| |||||||||||
Total Long-Term Investments — 57.5% | 285,435,295 | |||||||||||
|
| |||||||||||
Par (000) | ||||||||||||
Short-Term Securities — 6.6% | ||||||||||||
Foreign Agency Obligations — 0.2% |
| |||||||||||
Egypt — 0.2% | ||||||||||||
Egypt Treasury Bills(o): | ||||||||||||
14.12%, 05/26/20 | EGP | 400 | 24,864 |
20 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Egypt (continued) | ||||||||||||
Egypt Treasury Bills(o) (continued): | ||||||||||||
15.64%, 07/28/20 | EGP | 10,550 | $ | 641,466 | ||||||||
|
| |||||||||||
666,330 | ||||||||||||
Nigeria — 0.0% | ||||||||||||
Nigeria Treasury Bills(o): | ||||||||||||
83.37%, 05/28/20 | NGN | 32,344 | 82,885 | |||||||||
35.92%, 07/30/20 | 16,170 | 41,877 | ||||||||||
|
| |||||||||||
124,762 | ||||||||||||
|
| |||||||||||
Total Foreign Agency Obligations — 0.2% |
| 791,092 | ||||||||||
|
| |||||||||||
Shares | ||||||||||||
Money Market Fund — 6.3% | ||||||||||||
BlackRock Liquidity Funds, T-Fund, Institutional Class, 0.21%(p)(q) | 31,191,764 | 31,191,764 | ||||||||||
|
| |||||||||||
Total Money Market Fund — 6.3% | 31,191,764 | |||||||||||
|
| |||||||||||
Par (000) | ||||||||||||
U.S. Treasury Obligations — 0.1% | ||||||||||||
U.S. Treasury Inflation Protected Security, 0.13%, 04/15/20 | USD | 682 | 683,157 | |||||||||
|
| |||||||||||
Total U.S. Treasury Obligations — 0.1% |
| 683,157 | ||||||||||
|
| |||||||||||
Total Short-Term Securities — 6.6% |
| 32,666,013 | ||||||||||
|
| |||||||||||
Options Purchased — 0.4% |
| 2,208,476 | ||||||||||
|
| |||||||||||
Total Investments Before TBA Sale Commitments and Options Written — 64.5% |
| 320,309,784 | ||||||||||
|
|
Security | Par (000) | Value | ||||||||||
TBA Sale Commitments(n) — (2.0%) | ||||||||||||
Mortgage-Backed Securities — (2.0%) |
| |||||||||||
Fannie Mae Mortgage-Backed Securities: | ||||||||||||
2.50%, 04/20/35 | USD | 206 | $ | (213,640 | ) | |||||||
3.00%, 04/20/35 - 04/15/50 | 590 | (618,338 | ) | |||||||||
3.50%, 04/15/50 | 7,393 | (7,813,082 | ) | |||||||||
4.00%, 04/15/50 | 971 | (1,035,491 | ) | |||||||||
Ginnie Mae Mortgage-Backed Securities: | ||||||||||||
3.00%, 04/21/50 | 214 | (226,213 | ) | |||||||||
3.50%, 04/21/50 | 335 | (353,087 | ) | |||||||||
|
| |||||||||||
Total TBA Sale Commitments - (2.0)% |
| (10,259,851 | ) | |||||||||
|
| |||||||||||
Shares | ||||||||||||
Investments Sold Short — (0.1%) | ||||||||||||
iShares iBoxx USD High Yield Corporate Bond ETF(q) |
| (6,261 | ) | (482,535 | ) | |||||||
|
| |||||||||||
Total Investments Sold Short — (0.1%) |
| (482,535 | ) | |||||||||
|
| |||||||||||
Options Written — (0.6)% |
| (3,001,315 | ) | |||||||||
|
| |||||||||||
Total Investments, Net of TBA Sale Commitments and Options Written — 61.8% |
| 306,566,083 | ||||||||||
|
| |||||||||||
Other Assets Less Liabilities — 38.2% |
| 189,812,827 | ||||||||||
|
| |||||||||||
Net Assets — 100.0% | $ | 496,378,910 | ||||||||||
|
|
(a) | Non-income producing security. |
(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) | All or a portion of the security has been pledged as collateral in connection with outstanding OTC derivatives. |
(d) | Variable rate security. Rate shown is the rate in effect as of period end. |
(e) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(f) | Issuer filed for bankruptcy and/or is in default. |
(g) | Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end. |
(h) | Payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates. |
(i) | Perpetual security with no stated maturity date. |
(j) | Zero-coupon bond. |
(k) | When-issued security. |
(l) | All or a portion of the security has been pledged as collateral in connection with outstanding reverse repurchase agreements. |
(m) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(n) | Represents or includes a TBA transaction. |
(o) | Rates are discount rates or a range of discount rates as of period end. |
21 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
(p) | Annualized 7-day yield as of period end. |
(q) | Investments in issuers considered to be an affiliate/affiliates of the Fund during the period ended March 31, 2020 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows: |
Affiliated Issuer | Shares Held at 12/31/19 | Shares Purchased | Shares Sold | Shares Held at 03/31/20 | Value at 03/31/20 | Income | Net Gain | Change in Appreciation | ||||||||||||||||||||||||
BlackRock Liquidity Funds, T-Fund, Institutional Class | 4,456,999 | 26,734,765 | (b) | — | 31,191,764 | $ | 31,191,764 | $ | 29,480 | $ | — | $ | — | |||||||||||||||||||
iShares China Large-Cap ETF | 10,442 | 13,432 | (19,252 | ) | 4,622 | 173,510 | — | (32,282 | ) | (37,622 | ) | |||||||||||||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF | — | 3,494 | — | 3,494 | 431,544 | — | — | 215 | ||||||||||||||||||||||||
iShares iBoxx USD High Yield Corporate Bond ETF(c) | — | 17,000 | (17,000 | ) | — | — | 2,090 | 3,060 | — | |||||||||||||||||||||||
iShares JP Morgan USD Emerging Markets Bond ETF | 17,451 | — | — | 17,451 | 1,687,163 | 14,441 | — | (312,024 | ) | |||||||||||||||||||||||
iShares MSCI Emerging Markets ETF | 32,382 | — | (7,801 | ) | 24,581 | 838,949 | — | (63,207 | ) | (243,742 | ) | |||||||||||||||||||||
iShares Russell 2000 ETF | 5,800 | — | (3,322 | ) | 2,478 | 283,632 | 1,040 | (140,227 | ) | (128,379 | ) | |||||||||||||||||||||
iShares S&P 500 Value ETF | 2,805 | — | — | 2,805 | 269,981 | 2,305 | — | (94,921 | ) | |||||||||||||||||||||||
iShares U.S. Preferred Stock ETF(c) | — | 11,000 | (11,000 | ) | — | — | 1,764 | (66,349 | ) | — | ||||||||||||||||||||||
|
|
|
|
|
|
|
| |||||||||||||||||||||||||
$ | 34,876,543 | $ | 51,120 | $ | (299,005 | ) | $ | (816,473 | ) | |||||||||||||||||||||||
|
|
|
|
|
|
|
|
(a) | Includes net capital gain distributions, if applicable. |
(b) | Represents net shares purchased (sold). |
(c) | As of period end, the entity is no longer held by the Fund. |
Currency Abbreviations | ||
AUD | Australian Dollar | |
BRL | Brazilian Real | |
CAD | Canadian Dollar | |
CHF | Swiss Franc | |
CLP | Chilean Peso | |
CNY | Chinese Renminbi | |
COP | Colombian Peso | |
CRC | Costa Rican Colon | |
CZK | Czech Koruna | |
DKK | Danish Krone | |
EUR | Euro | |
GBP | British Pound | |
HKD | Hong Kong Dollar | |
HUF | Hungarian Forint | |
IDR | Indonesian Rupiah | |
INR | Indian Rupee | |
JPY | Japanese Yen | |
KRW | South Korean Won | |
KZT | Kazakhstan Tenge | |
MXN | Mexican Peso | |
NGN | Nigerian Naira | |
NOK | Norwegian Krone | |
NZD | New Zealand Dollar | |
PLN | Polish Zloty | |
RUB | New Russian Ruble |
22 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Currency Abbreviations (continued) | ||
SEK | Swedish Krona | |
SGD | Singapore Dollar | |
THB | Thai Baht | |
TRY | Turkish Lira | |
TWD | Taiwan New Dollar | |
USD | United States Dollar | |
ZAR | South African Rand | |
Portfolio Abbreviations | ||
ADR | American Depositary Receipts | |
AMT | Alternative Minimum Tax (subject to) | |
CLO | Collateralized Loan Obligation | |
ETF | Exchange-Traded Fund | |
MSCI | Morgan Stanley Capital International | |
PIK | Payment-In-Kind | |
RB | Revenue Bonds | |
REIT | Real Estate Investment Trust | |
S&P | Standard & Poor’s | |
SPDR | Standard & Poor’s Depository Receipts |
Reverse Repurchase Agreements
Counterparty | Interest Rate | Trade Date | Maturity Date(a) | Face Value | Face Value Including Accrued Interest | Type of Non-Cash Underlying Collateral | Remaining Contractual Maturity of the Agreements(a) | |||||||||||||||||||||
BNP Paribas S.A. | 0.95 | % | 08/01/19 | Open | $ | 867,500 | $ | 880,164 | Corporate Bonds | Open/Demand | ||||||||||||||||||
JPMorgan Chase Bank N.A. | 1.65 | 11/06/19 | Open | 932,325 | 938,455 | U.S. Treasury Obligations | Open/Demand | |||||||||||||||||||||
BNP Paribas S.A. | 0.95 | 11/18/19 | Open | 227,400 | 229,044 | Corporate Bonds | Open/Demand | |||||||||||||||||||||
BNP Paribas S.A. | 1.15 | 03/09/20 | Open | 481,543 | 482,022 | Corporate Bonds | Open/Demand | |||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||
$ | 2,508,768 | $ | 2,529,685 | |||||||||||||||||||||||||
|
|
|
|
(a) | Certain agreements have no stated maturity and can be terminated by either party at any time. |
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts
Description | Number of Contracts | Expiration Date | Notional Amount (000) | Value / Unrealized Appreciation | ||||||||||||
Long Contracts | ||||||||||||||||
30-Year Euro Buxl Bond | 2 | 06/08/20 | $ | 463 | $ | (20,251 | ) | |||||||||
Euro BTP | 9 | 06/08/20 | 1,404 | (11,396 | ) | |||||||||||
Euro Bund | 1 | 06/08/20 | 190 | (1,865 | ) | |||||||||||
Euro Bund | 40 | 06/08/20 | 7,610 | (96,825 | ) | |||||||||||
Euro OAT | 40 | 06/08/20 | 7,377 | (125,256 | ) | |||||||||||
Euro-Schatz | 10 | 06/08/20 | 1,231 | (1,885 | ) | |||||||||||
Euro-Schatz | 73 | 06/08/20 | 9,033 | (20,166 | ) | |||||||||||
German Short Euro BTP | 5 | 06/08/20 | 615 | (6,113 | ) | |||||||||||
10-Year Australian Treasury Bond | 28 | 06/15/20 | 2,594 | 10,554 | ||||||||||||
10-Year Canada Bond | 43 | 06/19/20 | 4,496 | 170,430 | ||||||||||||
10-Year U.S. Ultra Long Treasury Note | 115 | 06/19/20 | 17,944 | 367,708 | ||||||||||||
Long U.S. Treasury Bond | 32 | 06/19/20 | 5,730 | 103,278 |
23 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Futures Contracts (continued)
Description | Number of Contracts | Expiration Date | Notional Amount (000) | Value / Unrealized Appreciation | ||||||||||||
Long Contracts (continued) | ||||||||||||||||
U.S. Ultra Long Treasury Bond | 47 | 06/19/20 | $ | 10,428 | $ | (64,720 | ) | |||||||||
Long Gilt Future | 23 | 06/26/20 | 3,891 | 19,925 | ||||||||||||
2-Year U.S. Treasury Note | 364 | 06/30/20 | 80,219 | 623,391 | ||||||||||||
90-Day Euro-Dollar | 15 | 12/14/20 | 3,737 | 43,854 | ||||||||||||
|
| |||||||||||||||
990,663 | ||||||||||||||||
|
| |||||||||||||||
Short Contracts | ||||||||||||||||
Euro-BOBL | 75 | 06/08/20 | 11,184 | 71,360 | ||||||||||||
Euro Bund | 1 | 06/08/20 | 190 | 2,062 | ||||||||||||
10-Year Japanese Government Treasury Bonds | 3 | 06/15/20 | 4,257 | 61,790 | ||||||||||||
10-Year U.S. Treasury Note | 46 | 06/19/20 | 6,380 | (57,168 | ) | |||||||||||
Euro Stoxx 50 Index | 4 | 06/19/20 | 121 | (3,700 | ) | |||||||||||
MSCI Emerging Markets Index | 4 | 06/19/20 | 169 | 7,309 | ||||||||||||
NASDAQ 100 E-Mini Index | 15 | 06/19/20 | 2,336 | (175,628 | ) | |||||||||||
S&P 500 E-Mini Index | 59 | 06/19/20 | 7,581 | (273,822 | ) | |||||||||||
5-Year U.S. Treasury Note | 388 | 06/30/20 | 48,639 | (348,383 | ) | |||||||||||
90-Day Euro-Dollar | 15 | 03/15/21 | 3,739 | (83,081 | ) | |||||||||||
90-Day Euro | 65 | 09/13/21 | 16,200 | (461,562 | ) | |||||||||||
|
| |||||||||||||||
(1,260,823 | ) | |||||||||||||||
|
| |||||||||||||||
$ | (270,160 | ) | ||||||||||||||
|
|
Forward Foreign Currency Exchange Contracts
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
BRL | 1,052,526 | USD | 202,459 | Citibank N.A. | 04/02/20 | $ | 101 | |||||||||||||
BRL | 1,060,181 | USD | 203,932 | Citibank N.A. | 04/02/20 | 102 | ||||||||||||||
BRL | 1,062,698 | USD | 204,416 | Citibank N.A. | 04/02/20 | 102 | ||||||||||||||
BRL | 1,247,709 | USD | 240,004 | Citibank N.A. | 04/02/20 | 120 | ||||||||||||||
BRL | 1,874,845 | USD | 360,637 | Citibank N.A. | 04/02/20 | 180 | ||||||||||||||
BRL | 1,055,882 | USD | 203,105 | Deutsche Bank AG | 04/02/20 | 102 | ||||||||||||||
BRL | 2,169,918 | USD | 417,396 | Morgan Stanley & Co. International PLC | 04/02/20 | 209 | ||||||||||||||
IDR | 5,799,561,815 | USD | 354,345 | BNP Paribas S.A. | 04/02/20 | 1,238 | ||||||||||||||
IDR | 5,786,298,008 | USD | 353,534 | Bank of America N.A. | 04/02/20 | 1,236 | ||||||||||||||
IDR | 7,194,682,224 | USD | 439,585 | JPMorgan Chase Bank N.A. | 04/02/20 | 1,536 | ||||||||||||||
IDR | 21,205,950,000 | USD | 1,297,000 | JPMorgan Chase Bank N.A. | 04/02/20 | 3,181 | ||||||||||||||
USD | 209,750 | BRL | 1,052,526 | Citibank N.A. | 04/02/20 | 7,189 | ||||||||||||||
USD | 209,750 | BRL | 1,060,181 | Citibank N.A. | 04/02/20 | 5,716 | ||||||||||||||
USD | 209,750 | BRL | 1,062,698 | Citibank N.A. | 04/02/20 | 5,232 |
24 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
USD | 282,000 | BRL | 1,247,709 | Citibank N.A. | 04/02/20 | $ | 41,876 | |||||||||||||
USD | 391,000 | BRL | 1,874,845 | Citibank N.A. | 04/02/20 | 30,182 | ||||||||||||||
USD | 209,750 | BRL | 1,055,882 | Deutsche Bank AG | 04/02/20 | 6,543 | ||||||||||||||
USD | 479,000 | BRL | 2,169,918 | Morgan Stanley & Co. International PLC | 04/02/20 | 61,395 | ||||||||||||||
USD | 401,938 | IDR | 5,799,561,815 | BNP Paribas S.A. | 04/02/20 | 46,355 | ||||||||||||||
USD | 401,938 | IDR | 5,786,298,008 | Bank of America N.A. | 04/02/20 | 47,168 | ||||||||||||||
USD | 493,124 | IDR | 7,194,682,224 | JPMorgan Chase Bank N.A. | 04/02/20 | 52,003 | ||||||||||||||
USD | 354,000 | ZAR | 6,280,491 | Bank of America N.A. | 04/02/20 | 2,850 | ||||||||||||||
USD | 1,325,204 | ZAR | 23,370,900 | Bank of America N.A. | 04/02/20 | 18,509 | ||||||||||||||
USD | 342,000 | ZAR | 5,938,907 | Deutsche Bank AG | 04/02/20 | 9,949 | ||||||||||||||
USD | 429,000 | ZAR | 6,925,538 | Morgan Stanley & Co. International PLC | 04/02/20 | 41,785 | ||||||||||||||
EUR | 426,000 | JPY | 49,728,811 | Citibank N.A. | 04/03/20 | 7,349 | ||||||||||||||
USD | 361,000 | BRL | 1,849,796 | JPMorgan Chase Bank N.A. | 04/06/20 | 5,101 | ||||||||||||||
USD | 433,000 | KRW | 512,672,000 | BNP Paribas S.A. | 04/06/20 | 11,896 | ||||||||||||||
USD | 584,000 | MXN | 12,294,076 | BNP Paribas S.A. | 04/06/20 | 66,051 | ||||||||||||||
USD | 479,000 | MXN | 9,727,812 | Goldman Sachs International | 04/06/20 | 69,167 | ||||||||||||||
CAD | 547,257 | USD | 386,000 | Morgan Stanley & Co. International PLC | 04/09/20 | 2,903 | ||||||||||||||
KRW | 535,783,500 | USD | 438,000 | BNP Paribas S.A. | 04/09/20 | 2,061 | ||||||||||||||
KRW | 346,336,000 | USD | 274,000 | JPMorgan Chase Bank N.A. | 04/09/20 | 10,460 | ||||||||||||||
USD | 773,000 | CAD | 1,052,068 | Morgan Stanley & Co. International PLC | 04/09/20 | 25,358 | ||||||||||||||
USD | 384,000 | ZAR | 5,971,513 | Citibank N.A. | 04/09/20 | 50,485 | ||||||||||||||
USD | 482,000 | RUB | 33,106,170 | Citibank N.A. | 04/10/20 | 60,269 | ||||||||||||||
USD | 483,000 | RUB | 36,070,440 | JPMorgan Chase Bank N.A. | 04/10/20 | 23,508 | ||||||||||||||
JPY | 50,144,178 | USD | 457,000 | Citibank N.A. | 04/13/20 | 9,538 | ||||||||||||||
JPY | 21,792,118 | USD | 196,000 | HSBC Bank USA N.A. | 04/13/20 | 6,752 | ||||||||||||||
JPY | 49,997,134 | USD | 457,000 | JPMorgan Chase Bank N.A. | 04/13/20 | 8,170 | ||||||||||||||
JPY | 50,018,330 | USD | 457,000 | JPMorgan Chase Bank N.A. | 04/13/20 | 8,367 | ||||||||||||||
JPY | 50,038,598 | USD | 457,000 | JPMorgan Chase Bank N.A. | 04/13/20 | 8,555 | ||||||||||||||
JPY | 50,016,090 | USD | 457,000 | UBS AG | 04/13/20 | 8,346 | ||||||||||||||
RUB | 20,349,260 | USD | 257,000 | Citibank N.A. | 04/13/20 | 2,273 | ||||||||||||||
RUB | 20,661,280 | USD | 263,000 | Citibank N.A. | 04/13/20 | 248 | ||||||||||||||
RUB | 34,864,960 | USD | 442,000 | Citibank N.A. | 04/13/20 | 2,219 | ||||||||||||||
USD | 487,000 | JPY | 49,734,188 | BNP Paribas S.A. | 04/13/20 | 24,277 | ||||||||||||||
USD | 487,000 | JPY | 49,928,165 | JPMorgan Chase Bank N.A. | 04/13/20 | 22,472 | ||||||||||||||
USD | 1,528,000 | JPY | 159,132,918 | JPMorgan Chase Bank N.A. | 04/13/20 | 47,439 | ||||||||||||||
USD | 478,000 | JPY | 50,871,628 | Morgan Stanley & Co. International PLC | 04/13/20 | 4,694 | ||||||||||||||
USD | 478,000 | JPY | 50,932,400 | Standard Chartered Bank | 04/13/20 | 4,129 | ||||||||||||||
USD | 503,000 | RUB | 36,188,335 | Bank of America N.A. | 04/13/20 | 41,920 | ||||||||||||||
USD | 389,000 | RUB | 28,163,600 | Deutsche Bank AG | 04/13/20 | 30,164 | ||||||||||||||
USD | 184,453 | ZAR | 3,049,192 | JPMorgan Chase Bank N.A. | 04/14/20 | 14,280 | ||||||||||||||
USD | 235,494 | ZAR | 3,885,186 | JPMorgan Chase Bank N.A. | 04/14/20 | 18,665 | ||||||||||||||
USD | 247,506 | ZAR | 4,063,548 | JPMorgan Chase Bank N.A. | 04/14/20 | 20,722 | ||||||||||||||
USD | 303,547 | ZAR | 5,017,936 | JPMorgan Chase Bank N.A. | 04/14/20 | 23,500 | ||||||||||||||
USD | 389,000 | ZAR | 6,361,628 | UBS AG | 04/14/20 | 33,962 | ||||||||||||||
IDR | 9,874,079,130 | USD | 597,524 | Bank of America N.A. | 04/15/20 | 9,194 | ||||||||||||||
USD | 1,822,233 | IDR | 26,513,493,000 | Bank of America N.A. | 04/15/20 | 193,100 | ||||||||||||||
USD | 241,064 | IDR | 3,530,381,000 | JPMorgan Chase Bank N.A. | 04/15/20 | 24,138 |
25 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
EUR | 416,000 | USD | 447,037 | HSBC Bank USA N.A. | 04/16/20 | $ | 11,994 | |||||||||||||
EUR | 255,000 | USD | 275,813 | JPMorgan Chase Bank N.A. | 04/16/20 | 5,564 | ||||||||||||||
EUR | 338,000 | USD | 364,361 | JPMorgan Chase Bank N.A. | 04/16/20 | 8,601 | ||||||||||||||
USD | 280,000 | ZAR | 4,617,395 | Bank of America N.A. | 04/17/20 | 22,422 | ||||||||||||||
USD | 342,000 | COP | 1,389,546,000 | JPMorgan Chase Bank N.A. | 04/20/20 | 283 | ||||||||||||||
CNH | 1,902,135 | USD | 268,000 | Goldman Sachs International | 04/24/20 | 124 | ||||||||||||||
MXN | 6,410,418 | USD | 268,000 | JPMorgan Chase Bank N.A. | 04/24/20 | 1,375 | ||||||||||||||
AUD | 595,000 | USD | 354,825 | JPMorgan Chase Bank N.A. | 04/27/20 | 11,210 | ||||||||||||||
MXN | 6,340,532 | USD | 263,000 | Bank of America N.A. | 04/27/20 | 3,324 | ||||||||||||||
MXN | 4,370,396 | USD | 177,000 | JPMorgan Chase Bank N.A. | 04/27/20 | 6,571 | ||||||||||||||
MXN | 6,243,103 | USD | 257,000 | UBS AG | 04/27/20 | 5,232 | ||||||||||||||
USD | 1,167,204 | ZAR | 20,854,434 | BNP Paribas S.A. | 04/29/20 | 5,940 | ||||||||||||||
EUR | 311,000 | USD | 341,564 | Bank of America N.A. | 04/30/20 | 1,804 | ||||||||||||||
GBP | 212,000 | USD | 256,169 | JPMorgan Chase Bank N.A. | 04/30/20 | 7,315 | ||||||||||||||
AUD | 575,000 | USD | 352,476 | Deutsche Bank AG | 05/04/20 | 1,270 | ||||||||||||||
EUR | 85,000 | USD | 93,820 | JPMorgan Chase Bank N.A. | 05/04/20 | 42 | ||||||||||||||
EUR | 85,000 | USD | 93,820 | JPMorgan Chase Bank N.A. | 05/04/20 | 42 | ||||||||||||||
EUR | 230,000 | USD | 253,962 | UBS AG | 05/04/20 | 17 | ||||||||||||||
EUR | 230,000 | USD | 253,962 | UBS AG | 05/04/20 | 17 | ||||||||||||||
USD | 793,000 | RUB | 52,829,660 | Deutsche Bank AG | 05/06/20 | 118,920 | ||||||||||||||
USD | 356,433 | EUR | 314,000 | JPMorgan Chase Bank N.A. | 06/12/20 | 9,179 | ||||||||||||||
USD | 702,009 | EUR | 618,436 | JPMorgan Chase Bank N.A. | 06/12/20 | 18,079 | ||||||||||||||
USD | 169,402 | COP | 673,710,000 | BNP Paribas S.A. | 06/16/20 | 4,447 | ||||||||||||||
CNH | 10,008 | AUD | 2,278 | Morgan Stanley & Co. International PLC | 06/17/20 | 8 | ||||||||||||||
CNH | 35,411 | JPY | 534,673 | Morgan Stanley & Co. International PLC | 06/17/20 | — | ||||||||||||||
CNH | 35,802,700 | USD | 5,000,000 | Standard Chartered Bank | 06/17/20 | 43,380 | ||||||||||||||
CNH | 44,980,589 | USD | 6,300,000 | Westpac Banking Corp. | 06/17/20 | 36,231 | ||||||||||||||
EUR | 1,535,000 | GBP | 1,362,313 | Goldman Sachs International | 06/17/20 | 3,487 | ||||||||||||||
EUR | 850,000 | USD | 912,838 | UBS AG | 06/17/20 | 27,351 | ||||||||||||||
GBP | 315,678 | EUR | 346,180 | JPMorgan Chase Bank N.A. | 06/17/20 | 9,715 | ||||||||||||||
GBP | 630,346 | EUR | 692,361 | JPMorgan Chase Bank N.A. | 06/17/20 | 18,173 | ||||||||||||||
GBP | 631,471 | EUR | 692,361 | JPMorgan Chase Bank N.A. | 06/17/20 | 19,572 | ||||||||||||||
GBP | 630,810 | EUR | 692,361 | Morgan Stanley & Co. International PLC | 06/17/20 | 18,750 | ||||||||||||||
GBP | 5,102,160 | EUR | 5,600,000 | Morgan Stanley & Co. International PLC | 06/17/20 | 151,655 | ||||||||||||||
GBP | 447,639 | EUR | 501,803 | State Street Bank and Trust Co. | 06/17/20 | 1,706 | ||||||||||||||
JPY | 1,147,268,671 | EUR | 9,666,501 | Morgan Stanley & Co. International PLC | 06/17/20 | 12,256 | ||||||||||||||
JPY | 117,491,409 | USD | 1,086,676 | Citibank N.A. | 06/17/20 | 9,559 | ||||||||||||||
JPY | 157,034,018 | USD | 1,460,051 | Morgan Stanley & Co. International PLC | 06/17/20 | 5,131 | ||||||||||||||
JPY | 163,295,508 | USD | 1,519,495 | Morgan Stanley & Co. International PLC | 06/17/20 | 4,108 | ||||||||||||||
USD | 2,448,000 | BRL | 11,715,638 | Citibank N.A. | 06/17/20 | 204,130 | ||||||||||||||
USD | 1,660,000 | CAD | 2,309,735 | Morgan Stanley & Co. International PLC | 06/17/20 | 17,554 | ||||||||||||||
USD | 533,012 | CNH | 3,730,000 | BNP Paribas S.A. | 06/17/20 | 7,582 | ||||||||||||||
USD | 535,514 | CNH | 3,748,650 | Bank of America N.A. | 06/17/20 | 7,457 | ||||||||||||||
USD | 527,828 | CNH | 3,692,700 | Citibank N.A. | 06/17/20 | 7,653 |
26 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
USD | 534,727 | CNH | 3,748,650 | UBS AG | 06/17/20 | $ | 6,670 | |||||||||||||
USD | 250,000 | CNY | 1,762,541 | State Street Bank and Trust Co. | 06/17/20 | 1,649 | ||||||||||||||
USD | 8,758,663 | CNY | 61,750,000 | State Street Bank and Trust Co. | 06/17/20 | 57,773 | ||||||||||||||
USD | 1,170,587 | EUR | 1,045,000 | BNP Paribas S.A. | 06/17/20 | 14,708 | ||||||||||||||
USD | 219,932 | EUR | 197,132 | Bank of America N.A. | 06/17/20 | 1,884 | ||||||||||||||
USD | 971,973 | EUR | 870,000 | Goldman Sachs International | 06/17/20 | 9,662 | ||||||||||||||
USD | 1,724,997 | EUR | 1,543,000 | JPMorgan Chase Bank N.A. | 06/17/20 | 18,278 | ||||||||||||||
USD | 249,270 | EUR | 220,000 | Morgan Stanley & Co. International PLC | 06/17/20 | 5,927 | ||||||||||||||
USD | 249,270 | EUR | 220,000 | Morgan Stanley & Co. International PLC | 06/17/20 | 5,927 | ||||||||||||||
USD | 1,269,327 | EUR | 1,135,000 | Morgan Stanley & Co. International PLC | 06/17/20 | 13,899 | ||||||||||||||
USD | 1,460,796 | EUR | 1,320,357 | Morgan Stanley & Co. International PLC | 06/17/20 | 344 | ||||||||||||||
USD | 1,015,132 | EUR | 910,000 | UBS AG | 06/17/20 | 8,578 | ||||||||||||||
USD | 3,745,709 | GBP | 2,995,000 | BNP Paribas S.A. | 06/17/20 | 20,662 | ||||||||||||||
USD | 2,249,475 | GBP | 1,780,000 | HSBC Bank USA N.A. | 06/17/20 | 35,591 | ||||||||||||||
USD | 158,091 | IDR | 2,352,388,798 | Bank of America N.A. | 06/17/20 | 15,638 | ||||||||||||||
USD | 3,189,976 | IDR | 46,017,002,316 | JPMorgan Chase Bank N.A. | 06/17/20 | 403,347 | ||||||||||||||
USD | 1,755,000 | IDR | 26,316,400,500 | Morgan Stanley & Co. International PLC | 06/17/20 | 161,371 | ||||||||||||||
USD | 1,732,343 | INR | 131,225,000 | BNP Paribas S.A. | 06/17/20 | 25,826 | ||||||||||||||
USD | 66,906 | INR | 5,125,000 | Bank of America N.A. | 06/17/20 | 258 | ||||||||||||||
USD | 153,999 | INR | 11,650,000 | Barclays Bank PLC | 06/17/20 | 2,496 | ||||||||||||||
USD | 154,346 | INR | 11,650,000 | Barclays Bank PLC | 06/17/20 | 2,843 | ||||||||||||||
USD | 270,000 | INR | 20,418,750 | Barclays Bank PLC | 06/17/20 | 4,464 | ||||||||||||||
USD | 1,735,321 | INR | 131,225,000 | Barclays Bank PLC | 06/17/20 | 28,804 | ||||||||||||||
USD | 67,275 | INR | 5,160,000 | Citibank N.A. | 06/17/20 | 172 | ||||||||||||||
USD | 65,931 | INR | 5,050,000 | JPMorgan Chase Bank N.A. | 06/17/20 | 258 | ||||||||||||||
USD | 102,598 | INR | 7,740,000 | JPMorgan Chase Bank N.A. | 06/17/20 | 1,943 | ||||||||||||||
USD | 66,906 | INR | 5,125,000 | Natwest Markets PLC | 06/17/20 | 258 | ||||||||||||||
USD | 2,657,440 | JPY | 282,760,000 | BNP Paribas S.A. | 06/17/20 | 19,191 | ||||||||||||||
USD | 245,000 | JPY | 24,925,738 | Morgan Stanley & Co. International PLC | 06/17/20 | 12,434 | ||||||||||||||
USD | 1,315,654 | JPY | 140,000,000 | State Street Bank and Trust Co. | 06/17/20 | 9,406 | ||||||||||||||
USD | 8,000,000 | JPY | 852,780,000 | UBS AG | 06/17/20 | 43,269 | ||||||||||||||
USD | 50,783 | PLN | 200,000 | BNP Paribas S.A. | 06/17/20 | 2,452 | ||||||||||||||
USD | 5,742,545 | RUB | 388,511,898 | Citibank N.A. | 06/17/20 | 825,358 | ||||||||||||||
USD | 1,620,000 | RUB | 120,882,894 | Goldman Sachs International | 06/17/20 | 90,050 | ||||||||||||||
USD | 310,000 | SEK | 3,012,409 | BNP Paribas S.A. | 06/17/20 | 4,978 | ||||||||||||||
USD | 321,943 | SGD | 450,000 | Natwest Markets PLC | 06/17/20 | 4,973 | ||||||||||||||
USD | 168,000 | ZAR | 2,779,519 | Morgan Stanley & Co. International PLC | 06/17/20 | 14,147 | ||||||||||||||
USD | 830,872 | ZAR | 13,740,000 | Morgan Stanley & Co. International PLC | 06/17/20 | 70,331 | ||||||||||||||
USD | 3,149,153 | IDR | 46,017,002,316 | JPMorgan Chase Bank N.A. | 07/15/20 | 377,288 | ||||||||||||||
USD | 223,844 | EUR | 198,926 | UBS AG | 11/27/20 | 2,715 | ||||||||||||||
|
| |||||||||||||||||||
4,461,643 | ||||||||||||||||||||
|
| |||||||||||||||||||
BRL | 1,262,514 | USD | 282,000 | Citibank N.A. | 04/02/20 | (39,027 | ) | |||||||||||||
BRL | 923,325 | USD | 195,000 | Deutsche Bank AG | 04/02/20 | (17,304 | ) |
27 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
BRL | 3,414,316 | USD | 764,000 | Deutsche Bank AG | 04/02/20 | $ | (106,908 | ) | ||||||||||||
BRL | 1,849,461 | USD | 361,000 | JPMorgan Chase Bank N.A. | 04/02/20 | (5,067 | ) | |||||||||||||
BRL | 1,810,095 | USD | 389,000 | Morgan Stanley & Co. International PLC | 04/02/20 | (40,644 | ) | |||||||||||||
USD | 242,852 | BRL | 1,262,514 | Citibank N.A. | 04/02/20 | (121 | ) | |||||||||||||
USD | 177,607 | BRL | 923,325 | Deutsche Bank AG | 04/02/20 | (89 | ) | |||||||||||||
USD | 656,763 | BRL | 3,414,316 | Deutsche Bank AG | 04/02/20 | (329 | ) | |||||||||||||
USD | 355,754 | BRL | 1,849,461 | JPMorgan Chase Bank N.A. | 04/02/20 | (178 | ) | |||||||||||||
USD | 348,182 | BRL | 1,810,095 | Morgan Stanley & Co. International PLC | 04/02/20 | (174 | ) | |||||||||||||
USD | 1,295,653 | IDR | 21,205,950,000 | JPMorgan Chase Bank N.A. | 04/02/20 | (4,528 | ) | |||||||||||||
ZAR | 9,258,473 | USD | 584,000 | BNP Paribas S.A. | 04/02/20 | (66,347 | ) | |||||||||||||
ZAR | 20,771,562 | USD | 1,167,204 | BNP Paribas S.A. | 04/02/20 | (5,841 | ) | |||||||||||||
ZAR | 5,556,508 | USD | 361,500 | Bank of America N.A. | 04/02/20 | (50,829 | ) | |||||||||||||
ZAR | 6,158,607 | USD | 357,000 | Bank of America N.A. | 04/02/20 | (12,665 | ) | |||||||||||||
ZAR | 4,078,437 | USD | 265,000 | Deutsche Bank AG | 04/02/20 | (36,970 | ) | |||||||||||||
ZAR | 5,983,438 | USD | 342,000 | JPMorgan Chase Bank N.A. | 04/02/20 | (7,459 | ) | |||||||||||||
JPY | 50,326,136 | EUR | 426,000 | JPMorgan Chase Bank N.A. | 04/03/20 | (1,794 | ) | |||||||||||||
KRW | 518,907,200 | USD | 433,000 | JPMorgan Chase Bank N.A. | 04/06/20 | (6,774 | ) | |||||||||||||
MXN | 11,970,657 | USD | 584,000 | Citibank N.A. | 04/06/20 | (79,676 | ) | |||||||||||||
MXN | 9,237,765 | USD | 479,000 | UBS AG | 04/06/20 | (89,813 | ) | |||||||||||||
MXN | 9,953,644 | USD | 472,700 | UBS AG | 04/06/20 | (53,353 | ) | |||||||||||||
MXN | 36,365,439 | USD | 1,727,000 | UBS AG | 04/06/20 | (194,925 | ) | |||||||||||||
CAD | 535,596 | USD | 387,000 | JPMorgan Chase Bank N.A. | 04/09/20 | (6,384 | ) | |||||||||||||
KRW | 460,099,900 | USD | 382,000 | JPMorgan Chase Bank N.A. | 04/09/20 | (4,101 | ) | |||||||||||||
USD | 388,000 | KRW | 474,331,579 | BNP Paribas S.A. | 04/09/20 | (1,588 | ) | |||||||||||||
USD | 268,000 | KRW | 334,732,000 | JPMorgan Chase Bank N.A. | 04/09/20 | (6,929 | ) | |||||||||||||
ZAR | 6,119,808 | USD | 384,000 | Bank of America N.A. | 04/09/20 | (42,203 | ) | |||||||||||||
RUB | 19,914,930 | USD | 257,000 | Citibank N.A. | 04/10/20 | (3,309 | ) | |||||||||||||
JPY | 100,780,481 | USD | 977,000 | HSBC Bank USA N.A. | 04/13/20 | (39,346 | ) | |||||||||||||
ZAR | 6,311,720 | USD | 389,000 | Bank of America N.A. | 04/14/20 | (36,748 | ) | |||||||||||||
ZAR | 7,918,044 | USD | 488,000 | Bank of America N.A. | 04/14/20 | (46,100 | ) | |||||||||||||
ZAR | 7,752,440 | USD | 483,000 | Citibank N.A. | 04/14/20 | (50,342 | ) | |||||||||||||
IDR | 6,242,072,028 | USD | 453,606 | BNP Paribas S.A. | 04/15/20 | (70,059 | ) | |||||||||||||
IDR | 5,800,157,815 | USD | 421,217 | Bank of America N.A. | 04/15/20 | (64,824 | ) | |||||||||||||
IDR | 5,790,341,808 | USD | 421,177 | JPMorgan Chase Bank N.A. | 04/15/20 | (65,387 | ) | |||||||||||||
IDR | 23,636,825,000 | USD | 1,618,961 | Morgan Stanley & Co. International PLC | 04/15/20 | (166,585 | ) | |||||||||||||
IDR | 38,492,314,693 | USD | 2,516,660 | UBS AG | 04/15/20 | (151,483 | ) | |||||||||||||
USD | 1,297,000 | IDR | 21,266,909,000 | JPMorgan Chase Bank N.A. | 04/15/20 | (9,755 | ) | |||||||||||||
USD | 279,047 | EUR | 255,000 | BNP Paribas S.A. | 04/16/20 | (2,330 | ) | |||||||||||||
USD | 826,149 | EUR | 754,000 | Morgan Stanley & Co. International PLC | 04/16/20 | (5,843 | ) | |||||||||||||
USD | 263,000 | ZAR | 4,725,699 | Deutsche Bank AG | 04/17/20 | (619 | ) | |||||||||||||
ZAR | 9,282,347 | USD | 574,000 | HSBC Bank USA N.A. | 04/17/20 | (56,192 | ) | |||||||||||||
COP | 1,048,691,000 | USD | 259,000 | Deutsche Bank AG | 04/20/20 | (1,106 | ) | |||||||||||||
USD | 278,000 | COP | 1,160,650,000 | Citibank N.A. | 04/20/20 | (7,427 | ) | |||||||||||||
KZT | 24,034,500 | USD | 63,000 | Citibank N.A. | 04/24/20 | (10,003 | ) | |||||||||||||
KZT | 23,040,000 | USD | 60,000 | Goldman Sachs International | 04/24/20 | (9,196 | ) | |||||||||||||
USD | 268,000 | MXN | 6,512,936 | Citibank N.A. | 04/24/20 | (5,683 | ) | |||||||||||||
MXN | 6,138,750 | USD | 259,000 | UBS AG | 04/27/20 | (1,152 | ) | |||||||||||||
USD | 360,660 | AUD | 595,000 | UBS AG | 04/27/20 | (5,374 | ) |
28 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
USD | 354,000 | CAD | 513,917 | UBS AG | 04/27/20 | $ | (11,298 | ) | ||||||||||||
USD | 177,000 | MXN | 4,460,322 | UBS AG | 04/27/20 | (10,349 | ) | |||||||||||||
IDR | 4,134,873,000 | USD | 257,000 | JPMorgan Chase Bank N.A. | 04/30/20 | (4,004 | ) | |||||||||||||
USD | 342,833 | EUR | 311,000 | HSBC Bank USA N.A. | 04/30/20 | (535 | ) | |||||||||||||
USD | 259,389 | GBP | 212,000 | UBS AG | 04/30/20 | (4,095 | ) | |||||||||||||
USD | 257,000 | IDR | 4,223,795,000 | JPMorgan Chase Bank N.A. | 04/30/20 | (1,437 | ) | |||||||||||||
RUB | 52,829,660 | USD | 793,000 | Citibank N.A. | 05/06/20 | (118,920 | ) | |||||||||||||
USD | 98,602 | EUR | 91,783 | UBS AG | 06/12/20 | (2,901 | ) | |||||||||||||
AUD | 816,000 | USD | 508,509 | BNP Paribas S.A. | 06/17/20 | (6,485 | ) | |||||||||||||
BRL | 3,881,122 | USD | 811,000 | Citibank N.A. | 06/17/20 | (67,657 | ) | |||||||||||||
CAD | 473,106 | USD | 340,000 | Morgan Stanley & Co. International PLC | 06/17/20 | (3,576 | ) | |||||||||||||
CAD | 3,600,000 | USD | 2,587,138 | Morgan Stanley & Co. International PLC | 06/17/20 | (27,189 | ) | |||||||||||||
CHF | 47,389 | USD | 50,000 | Bank of America N.A. | 06/17/20 | (586 | ) | |||||||||||||
CNH | 1,145,000 | USD | 162,227 | Citibank N.A. | 06/17/20 | (936 | ) | |||||||||||||
CNH | 9,151,678 | USD | 1,300,000 | Morgan Stanley & Co. International PLC | 06/17/20 | (10,841 | ) | |||||||||||||
CZK | 12,478,802 | USD | 530,000 | Morgan Stanley & Co. International PLC | 06/17/20 | (27,397 | ) | |||||||||||||
EUR | 1,635,000 | GBP | 1,455,722 | Morgan Stanley & Co. International PLC | 06/17/20 | (2,082 | ) | |||||||||||||
EUR | 105,000 | USD | 118,136 | Barclays Bank PLC | 06/17/20 | (1,995 | ) | |||||||||||||
EUR | 115,000 | USD | 130,530 | Citibank N.A. | 06/17/20 | (3,328 | ) | |||||||||||||
EUR | 115,000 | USD | 130,711 | JPMorgan Chase Bank N.A. | 06/17/20 | (3,509 | ) | |||||||||||||
EUR | 400,000 | USD | 445,797 | Morgan Stanley & Co. International PLC | 06/17/20 | (3,355 | ) | |||||||||||||
EUR | 14,000,000 | USD | 15,498,172 | State Street Bank and Trust Co. | 06/17/20 | (12,715 | ) | |||||||||||||
EUR | 105,000 | USD | 117,965 | UBS AG | 06/17/20 | (1,824 | ) | |||||||||||||
GBP | 335,911 | EUR | 380,000 | BNP Paribas S.A. | 06/17/20 | (2,528 | ) | |||||||||||||
GBP | 336,451 | EUR | 380,000 | BNP Paribas S.A. | 06/17/20 | (1,857 | ) | |||||||||||||
GBP | 437,307 | EUR | 494,590 | Citibank N.A. | 06/17/20 | (3,166 | ) | |||||||||||||
GBP | 545,659 | EUR | 620,000 | Deutsche Bank AG | 06/17/20 | (7,118 | ) | |||||||||||||
GBP | 17,677 | EUR | 19,988 | Goldman Sachs International | 06/17/20 | (123 | ) | |||||||||||||
GBP | 446,868 | EUR | 510,000 | Goldman Sachs International | 06/17/20 | (8,318 | ) | |||||||||||||
GBP | 122,874 | EUR | 138,197 | Royal Bank of Canada | 06/17/20 | (35 | ) | |||||||||||||
GBP | 110,936 | EUR | 125,421 | Societe Generale | 06/17/20 | (752 | ) | |||||||||||||
IDR | 8,793,191,000 | USD | 535,271 | BNP Paribas S.A. | 06/17/20 | (2,786 | ) | |||||||||||||
IDR | 590,000,000 | USD | 39,651 | Bank of America N.A. | 06/17/20 | (3,922 | ) | |||||||||||||
IDR | 6,960,000,000 | USD | 467,742 | Bank of America N.A. | 06/17/20 | (46,269 | ) | |||||||||||||
INR | 1,900,000 | USD | 25,083 | BNP Paribas S.A. | 06/17/20 | (374 | ) | |||||||||||||
INR | 8,700,000 | USD | 114,851 | BNP Paribas S.A. | 06/17/20 | (1,712 | ) | |||||||||||||
INR | 25,750,000 | USD | 339,934 | BNP Paribas S.A. | 06/17/20 | (5,068 | ) | |||||||||||||
INR | 1,900,000 | USD | 25,126 | Barclays Bank PLC | 06/17/20 | (417 | ) | |||||||||||||
INR | 8,700,000 | USD | 115,049 | Barclays Bank PLC | 06/17/20 | (1,910 | ) | |||||||||||||
INR | 25,750,000 | USD | 340,518 | Barclays Bank PLC | 06/17/20 | (5,652 | ) | |||||||||||||
INR | 24,130,000 | USD | 316,916 | JPMorgan Chase Bank N.A. | 06/17/20 | (3,117 | ) | |||||||||||||
JPY | 5,000,000 | USD | 48,492 | Goldman Sachs International | 06/17/20 | (1,840 | ) | |||||||||||||
JPY | 1,377,345,446 | USD | 12,944,903 | Morgan Stanley & Co. International PLC | 06/17/20 | (93,795 | ) | |||||||||||||
KRW | 723,098,700 | USD | 600,000 | BNP Paribas S.A. | 06/17/20 | (5,211 | ) | |||||||||||||
MXN | 1,153,311 | USD | 52,000 | Natwest Markets PLC | 06/17/20 | (3,927 | ) |
29 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
MXN | 3,459,920 | USD | 156,000 | UBS AG | 06/17/20 | $ | (11,780 | ) | ||||||||||||
MYR | 2,367,508 | USD | 550,000 | Morgan Stanley & Co. International PLC | 06/17/20 | (2,004 | ) | |||||||||||||
NOK | 13,367,274 | CAD | 1,854,366 | BNP Paribas S.A. | 06/17/20 | (32,507 | ) | |||||||||||||
NZD | 20,000 | USD | 12,482 | UBS AG | 06/17/20 | (556 | ) | |||||||||||||
PLN | 3,820,548 | USD | 970,000 | Morgan Stanley & Co. International PLC | 06/17/20 | (46,743 | ) | |||||||||||||
RUB | 23,505,000 | USD | 307,980 | Bank of America N.A. | 06/17/20 | (10,489 | ) | |||||||||||||
RUB | 11,665,000 | USD | 158,277 | Barclays Bank PLC | 06/17/20 | (10,639 | ) | |||||||||||||
RUB | 11,850,000 | USD | 160,482 | Barclays Bank PLC | 06/17/20 | (10,503 | ) | |||||||||||||
RUB | 12,650,000 | USD | 165,511 | Barclays Bank PLC | 06/17/20 | (5,407 | ) | |||||||||||||
RUB | 22,285,000 | USD | 293,301 | Barclays Bank PLC | 06/17/20 | (11,252 | ) | |||||||||||||
RUB | 23,260,000 | USD | 313,477 | Barclays Bank PLC | 06/17/20 | (19,088 | ) | |||||||||||||
RUB | 11,670,000 | USD | 153,079 | Credit Suisse International | 06/17/20 | (5,378 | ) | |||||||||||||
RUB | 11,750,000 | USD | 156,167 | Credit Suisse International | 06/17/20 | (7,453 | ) | |||||||||||||
RUB | 11,782,264 | USD | 154,867 | Credit Suisse International | 06/17/20 | (5,745 | ) | |||||||||||||
RUB | 11,805,496 | USD | 154,300 | Credit Suisse International | 06/17/20 | (4,884 | ) | |||||||||||||
RUB | 12,808,104 | USD | 173,106 | Credit Suisse International | 06/17/20 | (11,001 | ) | |||||||||||||
RUB | 12,810,000 | USD | 174,262 | Credit Suisse International | 06/17/20 | (12,133 | ) | |||||||||||||
RUB | 12,566,597 | USD | 164,216 | Goldman Sachs International | 06/17/20 | (5,167 | ) | |||||||||||||
RUB | 33,775,000 | USD | 459,055 | Societe Generale | 06/17/20 | (31,583 | ) | |||||||||||||
SGD | 180,000 | USD | 128,933 | Barclays Bank PLC | 06/17/20 | (2,146 | ) | |||||||||||||
SGD | 2,544,544 | USD | 1,800,000 | State Street Bank and Trust Co. | 06/17/20 | (7,683 | ) | |||||||||||||
TRY | 1,443,234 | USD | 222,000 | Citibank N.A. | 06/17/20 | (8,516 | ) | |||||||||||||
TWD | 32,675,500 | USD | 1,100,000 | Royal Bank of Canada | 06/17/20 | (7,247 | ) | |||||||||||||
USD | 2,930,676 | EUR | 2,700,000 | BNP Paribas S.A. | 06/17/20 | (55,805 | ) | |||||||||||||
USD | 470,573 | EUR | 430,000 | Bank of America N.A. | 06/17/20 | (5,052 | ) | |||||||||||||
USD | 1,522,921 | EUR | 1,400,000 | Bank of America N.A. | 06/17/20 | (25,624 | ) | |||||||||||||
USD | 3,037,457 | EUR | 2,800,000 | Bank of America N.A. | 06/17/20 | (59,635 | ) | |||||||||||||
USD | 218,531 | EUR | 198,000 | Westpac Banking Corp. | 06/17/20 | (477 | ) | |||||||||||||
USD | 57,902 | HKD | 450,000 | BNP Paribas S.A. | 06/17/20 | (125 | ) | |||||||||||||
USD | 3,000,000 | JPY | 330,610,740 | State Street Bank and Trust Co. | 06/17/20 | (84,712 | ) | |||||||||||||
KZT | 23,355,000 | USD | 60,000 | Goldman Sachs International | 07/24/20 | (10,446 | ) | |||||||||||||
KZT | 25,901,865 | USD | 66,330 | Natwest Markets PLC | 07/24/20 | (11,372 | ) | |||||||||||||
|
| |||||||||||||||||||
(2,740,946 | ) | |||||||||||||||||||
|
| |||||||||||||||||||
Net unrealized appreciation |
| $ | 1,720,697 | |||||||||||||||||
|
|
Interest Rate Caps - Purchased
Description | Exercise Rate | Counterparty | Expiration Date | Notional Amount (000) | Value | Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
2Y–10Y CMS Index Cap | 0.50 | % | Morgan Stanley & Co International Plc | 05/06/20 | USD | 86,820 | $ | 13,630 | $ | 39,069 | $ | (25,439 | ) | |||||||||||||||||
2Y-10Y CMS Index Cap | 0.21 | Goldman Sachs International | 05/29/20 | USD | 26,204 | 44,616 | 40,616 | 4,000 | ||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||
$ | 58,246 | $ | 79,685 | $ | (21,439 | ) | ||||||||||||||||||||||||
|
|
|
|
|
|
30 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Exchange-Traded Options Purchased
Description | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | |||||||||||||||||||
Call | ||||||||||||||||||||||||
SPDR S&P 500 ETF Trust | 5 | 04/03/20 | USD | 270.00 | USD | 129 | $ | 343 | ||||||||||||||||
Invesco QQQ Trust | 46 | 04/17/20 | USD | 220.00 | USD | 876 | 690 | |||||||||||||||||
Invesco QQQ Trust | 12 | 04/17/20 | USD | 225.00 | USD | 228 | 108 | |||||||||||||||||
Lowe’s Cos., Inc. | 40 | 04/17/20 | USD | 125.00 | USD | 344 | 560 | |||||||||||||||||
S&P 500 Index | 136 | 04/17/20 | USD | 3,144.57 | USD | 352 | 6 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 435 | 04/17/20 | USD | 346.00 | USD | 11,212 | 652 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 69 | 04/17/20 | USD | 323.00 | USD | 1,778 | 311 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 91 | 04/17/20 | USD | 320.00 | USD | 2,346 | 409 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 54 | 04/17/20 | USD | 315.00 | USD | 1,392 | 297 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 36 | 04/17/20 | USD | 290.00 | USD | 928 | 1,152 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 30 | 04/17/20 | USD | 260.00 | USD | 773 | 25,725 | |||||||||||||||||
Taiwan Semiconductor Manufacturing Co. Ltd. — ADR | 80 | 04/17/20 | USD | 50.00 | USD | 382 | 7,400 | |||||||||||||||||
iShares China Large-Cap ETF | 161 | 04/17/20 | USD | 45.00 | USD | 604 | 402 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 18 | 04/24/20 | USD | 310.00 | USD | 464 | 216 | |||||||||||||||||
CVS Health Corp. | 14 | 05/15/20 | USD | 65.00 | USD | 83 | 2,345 | |||||||||||||||||
Invesco QQQ Trust | 13 | 05/15/20 | USD | 230.00 | USD | 248 | 377 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 40 | 05/15/20 | USD | 270.00 | USD | 1,031 | 34,580 | |||||||||||||||||
Euro Stoxx Banks | 127 | 06/19/20 | EUR | 100.00 | EUR | 1,095 | 1,751 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 27 | 06/19/20 | USD | 328.00 | USD | 696 | 499 | |||||||||||||||||
Invesco QQQ Trust | 14 | 07/17/20 | USD | 228.00 | USD | 267 | 1,974 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 49 | 07/17/20 | USD | 285.00 | USD | 1,263 | 32,928 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 8 | 09/30/20 | USD | 294.00 | USD | 206 | 5,476 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 45 | 12/18/20 | USD | 290.00 | USD | 1,160 | 49,725 | |||||||||||||||||
|
| |||||||||||||||||||||||
167,926 | ||||||||||||||||||||||||
|
| |||||||||||||||||||||||
Put | ||||||||||||||||||||||||
iShares iBoxx USD High Yield Corporate Bond ETF | 67 | 04/17/20 | USD | 88.00 | USD | 516 | 76,045 | |||||||||||||||||
iShares iBoxx USD High Yield Corporate Bond ETF | 17 | 04/17/20 | USD | 87.00 | USD | 131 | 17,595 | |||||||||||||||||
|
| |||||||||||||||||||||||
93,640 | ||||||||||||||||||||||||
|
| |||||||||||||||||||||||
$ | 261,566 | |||||||||||||||||||||||
|
|
OTC Barrier Options Purchased
Description | Type of Option | Counterparty | Number of Contracts | Expiration Date | Exercise Price | Barrier Price/Range | Notional Amount (000) | Value | ||||||||||||||||||||||||||||||
Call | ||||||||||||||||||||||||||||||||||||||
EUR Currency | One-touch | Citibank N.A. | 85,000 | 04/14/20 | EUR | 1.05 | EUR | 1.05 | EUR | 85 | $ | 7,347 | ||||||||||||||||||||||||||
MXN currency Call/USD currency Put | Down-and-out | Deutsche Bank AG | 600,000 | 04/29/20 | USD | 23.40 | USD | 22.50 | USD | 600 | 371 | |||||||||||||||||||||||||||
CAD Currency | One-touch | UBS AG | 236,000 | 05/04/20 | CAD | 84.00 | CAD | 84.00 | CAD | 236 | 4,729 | |||||||||||||||||||||||||||
CAD Currency | One-touch | Citibank N.A. | 115,000 | 05/04/20 | CAD | 84.00 | CAD | 84.00 | CAD | 115 | 2,304 | |||||||||||||||||||||||||||
EUR currency | Instant one-touch | Bank of America N.A. | 45,000 | 05/25/20 | EUR | 1.16 | CHF | 1.16 | EUR | 45 | 846 | |||||||||||||||||||||||||||
EUR currency | Instant one-touch | Bank of America N.A. | 49,000 | 05/25/20 | EUR | 1.16 | CHF | 1.16 | EUR | 49 | 921 | |||||||||||||||||||||||||||
AUD Currency | One-touch | JPMorgan Chase Bank N.A. | 269,000 | 06/08/20 | AUD | 76.00 | AUD | 76.00 | AUD | 269 | 1,870 | |||||||||||||||||||||||||||
USD currency | One-touch | Standard Chartered Bank | 142,000 | 06/16/20 | USD | 6.70 | CNH | 6.70 | USD | 142 | 10,409 | |||||||||||||||||||||||||||
EUR currency | Instant one-touch | Bank of America N.A. | 45,000 | 08/25/20 | EUR | 1.17 | CHF | 1.17 | EUR | 45 | 1,927 | |||||||||||||||||||||||||||
EUR currency | Instant one-touch | Bank of America N.A. | 49,000 | 08/25/20 | EUR | 1.17 | CHF | 1.17 | EUR | 49 | 2,098 | |||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||
32,822 | ||||||||||||||||||||||||||||||||||||||
|
|
31 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
OTC Barrier Options Purchased (continued)
Description | Type of Option | Counterparty | Number of Contracts | Expiration Date | Exercise Price | Barrier Price/Range | Notional Amount (000) | Value | ||||||||||||||||||||||||||||||
Put | ||||||||||||||||||||||||||||||||||||||
MXN currency Call/USD currency Put | Down-and-out | Bank of America N.A. | 764,000 | 04/02/20 | USD | 19.50 | USD | 18.85 | USD | 764 | $ | 1 | ||||||||||||||||||||||||||
USD Currency | One-touch | JPMorgan Chase Bank N.A. | 52,000 | 04/14/20 | USD | 6.73 | USD | 6.73 | USD | 52 | 137 | |||||||||||||||||||||||||||
RUB currency Call/USD currency Put | Down-and-out | Deutsche Bank AG | 946,000 | 04/24/20 | USD | 65.30 | USD | 63.20 | USD | 946 | 8 | |||||||||||||||||||||||||||
EUR Currency | One-touch | | Goldman Sachs International | | 80,000 | 08/13/20 | EUR | 1.05 | EUR | 1.05 | EUR | 80 | 10,599 | |||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||
10,745 | ||||||||||||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||
$ | 43,567 | |||||||||||||||||||||||||||||||||||||
|
|
OTC Interest Rate Swaptions Purchased
| Paid by the Fund | Received by the Fund |
| Expiration | Exercise |
| Notional |
| ||||||||||||||||||||||||||
Description | Rate | Frequency | Rate | Frequency | Counterparty | Date | Rate | Amount (000) | Value | |||||||||||||||||||||||||
Call | ||||||||||||||||||||||||||||||||||
10-Year Interest Rate Swap, 08/15/30 | | 3-Month LIBOR, 1.45%, | | Quarterly | 1.08% | Semi-Annual | Bank of America N.A. | 08/13/20 | 1.08 | % | USD | 4,248 | $ | 187,622 | ||||||||||||||||||||
Put | ||||||||||||||||||||||||||||||||||
10-Year Interest Rate Swap, 04/10/30 | 1.88% | Semi-Annual | | 3-Month LIBOR, 1.45% | | Quarterly | Bank of America N.A. | 04/08/20 | 1.88 | USD | 7,285 | — | ||||||||||||||||||||||
10-Year Interest Rate Swap, 08/13/30 | 1.80 | Semi-Annual | | 3-Month LIBOR, 1.45% | | Quarterly | JPMorgan Chase Bank N.A. | 08/11/20 | 1.80 | USD | 8,100 | 5,978 | ||||||||||||||||||||||
10-Year Interest Rate Swap, 08/15/30 | 2.08 | Semi-Annual | | 3-Month LIBOR, 1.45% | | Quarterly | Bank of America N.A. | 08/13/20 | 2.08 | USD | 4,248 | 1,398 | ||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||
7,376 | ||||||||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||
$ | 194,998 | |||||||||||||||||||||||||||||||||
|
|
OTC Options Purchased
Description | Counterparty | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | ||||||||||||||||||||
Call | ||||||||||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 04/07/20 | KRW | 1,200.00 | USD | 768 | $ | 14,451 | |||||||||||||||||
USD Currency | Citibank N.A. | — | 04/08/20 | ZAR | 15.60 | USD | 1,253 | 157,481 | ||||||||||||||||||
EUR Currency | JPMorgan Chase Bank N.A. | — | 04/14/20 | USD | 1.08 | EUR | 1,356 | 3,416 | ||||||||||||||||||
AUD Currency | Citibank N.A. | — | 04/17/20 | USD | 0.71 | AUD | 3,130 | 108 | ||||||||||||||||||
Apple, Inc. | Morgan Stanley & Co. International PLC | 1,000 | 04/17/20 | USD | 270.00 | USD | 254 | 4,300 | ||||||||||||||||||
HCA Holdings Inc. | Morgan Stanley & Co. International PLC | 303 | 04/17/20 | USD | 135.00 | USD | 27 | 212 | ||||||||||||||||||
AUD Currency | Bank of America N.A. | — | 04/28/20 | USD | 0.69 | AUD | 1,620 | 291 | ||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 04/29/20 | ZAR | 17.50 | USD | 1,226 | 17,954 | ||||||||||||||||||
USD Currency | JPMorgan Chase Bank N.A. | — | 05/21/20 | MXN | 25.50 | USD | 354 | 7,993 | ||||||||||||||||||
S&P 500 Index | Goldman Sachs International | 152 | 06/02/20 | USD | 3,113.65 | USD | 393 | 466 | ||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 06/04/20 | ZAR | 15.80 | USD | 1,436 | 176,691 | ||||||||||||||||||
HCA Holdings Inc. | Morgan Stanley & Co. International PLC | 303 | 06/19/20 | USD | 135.00 | USD | 27 | 242 | ||||||||||||||||||
SPDR S&P 500 ETF Trust | Morgan Stanley & Co. International PLC | 8,400 | 06/18/21 | USD | 360.00 | USD | 2,165 | 13,020 | ||||||||||||||||||
|
| |||||||||||||||||||||||||
396,625 | ||||||||||||||||||||||||||
|
|
32 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
OTC Options Purchased (continued)
|
| |||||||||||||||||||||||||
Description | Counterparty | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | ||||||||||||||||||||
Put | ||||||||||||||||||||||||||
EUR Currency | Bank of America N.A. | — | 04/01/20 | JPY | 118.00 | EUR | 859 | $ | 1,293 | |||||||||||||||||
EUR Currency | Bank of America N.A. | — | 04/02/20 | NOK | 10.20 | EUR | 861 | 1 | ||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 04/02/20 | JPY | 107.00 | USD | 2,507 | 7,065 | ||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 04/02/20 | BRL | 4.20 | USD | 734 | 1 | ||||||||||||||||||
USD Currency | HSBC Bank USA | — | 04/02/20 | MXN | 19.75 | USD | 955 | 1 | ||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 04/03/20 | RUB | 63.00 | USD | 734 | 1 | ||||||||||||||||||
USD Currency | Bank of America N.A. | — | 04/06/20 | JPY | 103.50 | USD | 3,008 | 2,665 | ||||||||||||||||||
USD Currency | Bank of America N.A. | — | 04/10/20 | RUB | 62.50 | USD | 734 | 12 | ||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 04/10/20 | RUB | 62.50 | USD | 1,387 | 22 | ||||||||||||||||||
EUR Currency | Deutsche Bank AG | — | 04/14/20 | USD | 1.11 | EUR | 678 | 8,888 | ||||||||||||||||||
EUR Currency | Deutsche Bank AG | — | 04/14/20 | USD | 1.11 | EUR | 678 | 8,888 | ||||||||||||||||||
EUR Currency | Bank of America N.A. | — | 04/23/20 | USD | 1.15 | EUR | 4,000 | 209,961 | ||||||||||||||||||
EUR Currency | Bank of America N.A. | — | 04/23/20 | JPY | 120.00 | EUR | 10,000 | 202,989 | ||||||||||||||||||
USD Currency | Citibank N.A. | — | 04/24/20 | RUB | 65.30 | USD | 1,324 | 262 | ||||||||||||||||||
USD Currency | HSBC Bank USA | — | 04/27/20 | JPY | 106.75 | USD | 5,456 | 61,762 | ||||||||||||||||||
EUR Currency | JPMorgan Chase Bank N.A. | — | 04/29/20 | NOK | 9.90 | EUR | 1,980 | 675 | ||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 04/30/20 | RUB | 65.30 | USD | 1,433 | 348 | ||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 05/01/20 | JPY | 104.00 | USD | 836 | 5,401 | ||||||||||||||||||
EUR Currency | UBS AG | — | 05/08/20 | USD | 1.09 | EUR | 21,961 | 151,720 | ||||||||||||||||||
EUR Currency | UBS AG | — | 05/08/20 | USD | 1.09 | EUR | 20,000 | 138,171 | ||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 05/22/20 | ZAR | 17.50 | USD | 306 | 5,764 | ||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 05/22/20 | RUB | 78.00 | USD | 458 | 13,613 | ||||||||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 05/26/20 | JPY | 108.00 | USD | 1,854 | 38,000 | ||||||||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 05/27/20 | JPY | 108.00 | USD | 1,284 | 26,511 | ||||||||||||||||||
EUR Currency | Natwest Markets PLC | — | 06/24/20 | USD | 1.17 | EUR | 5,150 | 347,231 | ||||||||||||||||||
EUR Currency | Bank of America N.A. | — | 07/23/20 | USD | 1.12 | EUR | 846 | 22,229 | ||||||||||||||||||
|
| |||||||||||||||||||||||||
1,253,474 | ||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||
$ | 1,650,099 | |||||||||||||||||||||||||
|
|
Interest Rate Caps – Sold
Description | Exercise Rate | Counterparty | Expiration Date | Notional Amount (000) | Value | Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
2Y-10Y CMS Index Cap | 0.71 | % | Goldman Sachs International | 5/29/20 | USD | 26,204 | $ | (1,923 | ) | (11,792 | ) | $ | 9,869 | |||||||||||||||||
|
|
|
|
|
|
Exchange-Traded Options Written
Description | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | |||||||||||||||||||
Call | ||||||||||||||||||||||||
Lowe’s Cos., Inc. | 40 | 04/17/20 | USD | 135.00 | USD | 344 | $ | (80 | ) | |||||||||||||||
SPDR S&P 500 ETF Trust | 69 | 04/17/20 | USD | 333.00 | USD | 1,778 | (138 | ) | ||||||||||||||||
Taiwan Semiconductor Manufacturing Co. Ltd. — ADR | 80 | 04/17/20 | USD | 55.00 | USD | 382 | (1,200 | ) | ||||||||||||||||
Bank of America Corp. | 38 | 06/19/20 | USD | 38.00 | USD | 81 | (171 | ) | ||||||||||||||||
JPMorgan Chase & Co. | 8 | 06/19/20 | USD | 150.00 | USD | 72 | (84 | ) | ||||||||||||||||
Utilities Select Sector SPDR Fund | 56 | 06/19/20 | USD | 66.00 | USD | 310 | (2,828 | ) | ||||||||||||||||
Verizon Communications, Inc. | 40 | 06/19/20 | USD | 65.00 | USD | 215 | (460 | ) | ||||||||||||||||
SPDR S&P 500 ETF Trust | 45 | 09/30/20 | USD | 230.00 | USD | 1,160 | (188,708 | ) | ||||||||||||||||
SPDR S&P 500 ETF Trust | 15 | 09/30/20 | USD | 253.00 | USD | 387 | (39,750 | ) | ||||||||||||||||
|
| |||||||||||||||||||||||
(233,419 | ) | |||||||||||||||||||||||
|
|
33 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Exchange-Traded Options Written (continued)
|
| |||||||||||||||||||||||
Description | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | |||||||||||||||||||
Put | ||||||||||||||||||||||||
Invesco QQQ Trust | 18 | 04/17/20 | USD | 180.00 | USD | 343 | $ | (8,640 | ) | |||||||||||||||
Raytheon Co. | 3 | 04/17/20 | USD | 160.00 | USD | 39 | (8,925 | ) | ||||||||||||||||
SPDR S&P 500 ETF Trust | 13 | 04/17/20 | USD | 300.00 | USD | 335 | (56,908 | ) | ||||||||||||||||
iShares iBoxx USD High Yield Corporate Bond ETF | 16 | 04/17/20 | USD | 83.00 | USD | 123 | (10,280 | ) | ||||||||||||||||
SPDR S&P 500 ETF Trust | 18 | 04/24/20 | USD | 220.00 | USD | 464 | (6,831 | ) | ||||||||||||||||
CVS Health Corp. | 14 | 05/15/20 | USD | 55.00 | USD | 83 | (3,339 | ) | ||||||||||||||||
Raytheon Co. | 3 | 05/15/20 | USD | 170.00 | USD | 39 | (12,217 | ) | ||||||||||||||||
SPDR S&P 500 ETF Trust | 13 | 05/15/20 | USD | 290.00 | USD | 335 | (46,124 | ) | ||||||||||||||||
SPDR S&P 500 ETF Trust | 40 | 05/15/20 | USD | 220.00 | USD | 1,031 | (25,660 | ) | ||||||||||||||||
SPDR S&P 500 ETF Trust | 27 | 06/19/20 | USD | 250.00 | USD | 696 | (47,047 | ) | ||||||||||||||||
SPDR S&P 500 ETF Trust | 49 | 06/19/20 | USD | 210.00 | USD | 1,263 | (35,525 | ) | ||||||||||||||||
Invesco QQQ Trust | 7 | 07/17/20 | USD | 160.00 | USD | 133 | (5,005 | ) | ||||||||||||||||
SPDR S&P 500 ETF Trust | 8 | 09/30/20 | USD | 190.00 | USD | 206 | (6,240 | ) | ||||||||||||||||
SPDR S&P 500 ETF Trust | 45 | 09/30/20 | USD | 230.00 | USD | 1,160 | (74,340 | ) | ||||||||||||||||
SPDR S&P 500 ETF Trust | 15 | 09/30/20 | USD | 253.00 | USD | 387 | (36,180 | ) | ||||||||||||||||
SPDR S&P 500 ETF Trust | 45 | 09/30/20 | USD | 205.00 | USD | 1,160 | (47,430 | ) | ||||||||||||||||
|
| |||||||||||||||||||||||
(430,691 | ) | |||||||||||||||||||||||
|
| |||||||||||||||||||||||
$ | (664,110 | ) | ||||||||||||||||||||||
|
|
OTC Barrier Options Written
Description | Type of Option | Counterparty | Number of Contracts | Expiration Date | Exercise Price | Barrier Price/Range | Notional Amount (000) | Value | ||||||||||||||||||||||||||
Put | ||||||||||||||||||||||||||||||||||
USD Currency Put/ JPY Currency Call | Down-and-in | Bank of America N.A. | 3,008,000 | 04/06/20 | USD | 100.00 | JPY | 96.50 | USD | (3,008 | ) | $ | (485 | ) | ||||||||||||||||||||
USD Currency Put/ RUB Currency Call | Down-and-out | Deutsche Bank AG | 946,000 | 04/24/20 | USD | 64.00 | RUB | 63.20 | USD | (946 | ) | (1 | ) | |||||||||||||||||||||
S&P 500 Index | Down-and-in | Goldman Sachs International | 152 | 06/02/20 | USD | 2,871.81 | USD | 2569.51 | USD | (437 | ) | (44,456 | ) | |||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||
$ | (44,942 | ) | ||||||||||||||||||||||||||||||||
|
|
OTC Interest Rate Swaptions Written
| Paid by the Fund | Received by the Fund |
| Expiration | Exercise | Notional |
| |||||||||||||||||||||||||||
Description | Rate | Frequency | Rate | Frequency | Counterparty | Date | Rate | Amount (000) | Value | |||||||||||||||||||||||||
Call | ||||||||||||||||||||||||||||||||||
2-Year Interest Rate Swap, 04/29/22 | 1.90% | Semi-Annual | | 3-Month LIBOR, 1.45% | | Quarterly | Goldman Sachs International | 04/27/20 | 1.90% | USD | 17,926 | $ | (531,099 | ) | ||||||||||||||||||||
2-Year Interest Rate Swap, 08/15/22 | 0.88 | Semi-Annual | | 3-Month LIBOR, 1.45% | | Quarterly | Bank of America N.A. | 08/13/20 | 0.88 | USD | 21,242 | (238,153 | ) | |||||||||||||||||||||
10-Year Interest Rate Swap, 09/12/30 | 0.68 | Semi-Annual | | 3-Month LIBOR, 1.45% | | Quarterly | Morgan Stanley & Co. International PLC | 09/10/20 | 0.68 | USD | 783 | (16,051 | ) | |||||||||||||||||||||
10-Year Interest Rate Swap, 09/25/30 | 0.66 | Semi-Annual | | 3-Month LIBOR, 1.45% | | Quarterly | JPMorgan Chase Bank N.A. | 09/23/20 | 0.66 | USD | 1,989 | (40,195 | ) |
34 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
OTC Interest Rate Swaptions Written (continued)
| Paid by the Fund | Received by the Fund |
| Expiration | Exercise | Notional |
| |||||||||||||||||||||||||||
Description | Rate | Frequency | Rate | Frequency | Counterparty | Date | Rate | Amount (000) | Value | |||||||||||||||||||||||||
Call (continued) | ||||||||||||||||||||||||||||||||||
10-Year Interest Rate Swap, 09/27/30 | 0.76 | % | Semi-Annual | | 3-Month LIBOR, 1.45% | | Quarterly | Deutsche Bank AG | 09/25/20 | 0.76 | % | USD | 994 | $ | (25,023 | ) | ||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||
(850,521 | ) | |||||||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||
Put | ||||||||||||||||||||||||||||||||||
2-Year Interest Rate Swap, 04/08/22 | | 3-Month LIBOR, 1.45% | | Quarterly | 1.57% | Semi-Annual | Citibank N.A. | 04/06/20 | 1.57 | USD | 9,693 | — | ||||||||||||||||||||||
2-Year Interest Rate Swap, 04/10/22 | | 3-Month LIBOR, 1.45% | | Quarterly | 1.67 | Semi-Annual | Bank of America N.A. | 04/08/20 | 1.67 | USD | 34,418 | — | ||||||||||||||||||||||
2-Year Interest Rate Swap, 08/15/22 | | 3-Month LIBOR, 1.45% | | Quarterly | 1.88 | Semi-Annual | Bank of America N.A. | 08/13/20 | 1.88 | USD | 21,242 | — | ||||||||||||||||||||||
10-Year Interest Rate Swap, 09/12/30 | | 3-Month LIBOR, 1.45% | | Quarterly | 0.68 | Semi-Annual | Morgan Stanley & Co. International PLC | 09/10/20 | 0.68 | USD | 783 | (18,739 | ) | |||||||||||||||||||||
10-Year Interest Rate Swap, 09/25/30 | | 3-Month LIBOR, 1.45% | | Quarterly | 0.66 | Semi-Annual | JPMorgan Chase Bank N.A. | 09/23/20 | 0.66 | USD | 1,989 | (50,287 | ) | |||||||||||||||||||||
10-Year Interest Rate Swap, 09/27/30 | | 3-Month LIBOR, 1.45% | | Quarterly | 0.76 | Semi-Annual | Deutsche Bank AG | 09/25/20 | 0.76 | USD | 994 | (20,006 | ) | |||||||||||||||||||||
2-Year Interest Rate Swap, 10/07/22 | | 3-Month LIBOR, 1.45% | | Quarterly | 3.55 | Semi-Annual | Bank of America N.A. | 10/05/20 | 3.55 | USD | 20,809 | — | ||||||||||||||||||||||
2-Year Interest Rate Swap, 10/15/22 | | 3-Month LIBOR, 1.45% | | Quarterly | 3.75 | Semi-Annual | Bank of America N.A. | 10/13/20 | 3.75 | USD | 36,833 | — | ||||||||||||||||||||||
10-Year Interest Rate Swap, 02/13/32 | | 3-Month LIBOR, 1.45% | | Quarterly | 2.00 | Semi-Annual | JPMorgan Chase Bank N.A. | 02/11/22 | 2.00 | USD | 8,100 | (47,710 | ) | |||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||
(136,742 | ) | |||||||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||
$ | (987,263 | ) | ||||||||||||||||||||||||||||||||
|
|
35 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
OTC Options Written
Description | Counterparty | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | ||||||||||||||||||||||||
Call | ||||||||||||||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 04/02/20 | BRL | 4.35 | USD | 459 | $ | (74,267 | ) | ||||||||||||||||||||
USD Currency | HSBC Bank USA | — | 04/02/20 | MXN | 20.00 | USD | 287 | (43,858 | ) | |||||||||||||||||||||
USD Currency | Citibank N.A. | — | 04/08/20 | ZAR | 17.00 | USD | 626 | (30,871 | ) | |||||||||||||||||||||
USD Currency | Bank of America N.A. | — | 04/10/20 | RUB | 66.00 | USD | 459 | (70,641 | ) | |||||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 04/10/20 | RUB | 64.00 | USD | 277 | (49,723 | ) | |||||||||||||||||||||
Apple, Inc. | Morgan Stanley & Co. International PLC | 1,000 | 04/17/20 | USD | 290.00 | USD | 254 | (825 | ) | |||||||||||||||||||||
HCA Holdings Inc. | Morgan Stanley & Co. International PLC | 303 | 04/17/20 | USD | 150.00 | USD | 27 | (136 | ) | |||||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 04/30/20 | RUB | 67.50 | USD | 669 | (92,578 | ) | |||||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 05/21/20 | MXN | 25.50 | USD | 354 | (7,993 | ) | |||||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 06/04/20 | ZAR | 17.00 | USD | 2,106 | (137,768 | ) | |||||||||||||||||||||
HCA Holdings Inc. | Morgan Stanley & Co. International PLC | 303 | 06/19/20 | USD | 150.00 | USD | 27 | (242 | ) | |||||||||||||||||||||
|
| |||||||||||||||||||||||||||||
(508,902 | ) | |||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||
Put | ||||||||||||||||||||||||||||||
USD Currency | HSBC Bank USA | — | 04/02/20 | MXN | 19.25 | USD | 1,433 | (1 | ) | |||||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 04/10/20 | RUB | 61.00 | USD | 2,774 | (28 | ) | |||||||||||||||||||||
EUR Currency | Deutsche Bank AG | — | 04/14/20 | USD | 1.08 | EUR | 678 | (1,708 | ) | |||||||||||||||||||||
EUR Currency | Deutsche Bank AG | — | 04/14/20 | USD | 1.08 | EUR | 678 | (1,708 | ) | |||||||||||||||||||||
Apple, Inc. | Morgan Stanley & Co. International PLC | 1,000 | 04/17/20 | USD | 200.00 | USD | 254 | (1,580 | ) | |||||||||||||||||||||
HCA Holdings Inc. | Morgan Stanley & Co. International PLC | 303 | 04/17/20 | USD | 95.00 | USD | 27 | (2,621 | ) | |||||||||||||||||||||
EUR Currency | Bank of America N.A. | — | 04/23/20 | USD | 1.15 | EUR | 4,000 | (209,961 | ) | |||||||||||||||||||||
USD Currency | Citibank N.A. | — | 04/24/20 | RUB | 63.50 | USD | 1,324 | (144 | ) | |||||||||||||||||||||
USD Currency | Citibank N.A. | — | 04/29/20 | MXN | 23.00 | USD | 350 | (7,925 | ) | |||||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 04/29/20 | USD | 17.00 | USD | 1,840 | (11,793 | ) | |||||||||||||||||||||
USD Currency | Citibank N.A. | — | 05/01/20 | JPY | 104.00 | USD | 836 | (5,401 | ) | |||||||||||||||||||||
EUR Currency | Morgan Stanley & Co. International PLC | — | 05/08/20 | USD | 1.09 | EUR | 4,400 | (30,398 | ) | |||||||||||||||||||||
EUR Currency | UBS AG | — | 05/08/20 | USD | 1.07 | EUR | 30,000 | (107,764 | ) | |||||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 05/22/20 | ZAR | 16.50 | USD | 460 | (2,132 | ) | |||||||||||||||||||||
USD Currency | Deutsche Bank AG | — | 05/22/20 | RUB | 75.00 | USD | 686 | (8,976 | ) | |||||||||||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 05/26/20 | JPY | 103.00 | USD | 1,854 | (14,276 | ) | |||||||||||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 05/27/20 | JPY | 103.00 | USD | 1,712 | (13,390 | ) | |||||||||||||||||||||
HCA Holdings Inc. | Morgan Stanley & Co. International PLC | 303 | 06/19/20 | USD | 100.00 | USD | 27 | (4,909 | ) | |||||||||||||||||||||
EUR Currency | Natwest Markets PLC | — | 06/24/20 | USD | 1.17 | EUR | 5,150 | (347,231 | ) | |||||||||||||||||||||
EUR Currency | Bank of America N.A. | — | 07/23/20 | USD | 1.12 | EUR | 846 | (22,229 | ) | |||||||||||||||||||||
|
| |||||||||||||||||||||||||||||
(794,175 | ) | |||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||
$ | (1,303,077 | ) | ||||||||||||||||||||||||||||
|
|
Centrally Cleared Credit Default Swaps - Buy Protection
Reference Obligation/Index | Financing Rate Paid by the Fund | Payment Frequency | Termination Date | Notional Amount (000) | Value | Upfront Paid | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
Markit CDX North America High Yield Index, Series 29, Version 1 | 5.00 | % | Quarterly | 12/20/22 | USD | 3,886 | $ | 169,737 | $ | (176,915 | ) | $ | 346,652 | |||||||||||||||||
Markit iTraxx XO, Series 28, Version 1 | 5.00 | Quarterly | 12/20/22 | EUR | 492 | 1,734 | (39,002 | ) | 40,736 | |||||||||||||||||||||
Markit iTraxx Europe, Series 29, Version 1 | 1.00 | Quarterly | 06/20/23 | EUR | 440 | (2,997 | ) | (6,865 | ) | 3,868 | ||||||||||||||||||||
Markit CDX North America IG, Series 32, Version 1 | 1.00 | Quarterly | 06/20/24 | USD | 2,663 | 2,635 | (48,185 | ) | 50,820 | |||||||||||||||||||||
Markit CDX North America IG, Series 33, Version 1 | 1.00 | Quarterly | 12/20/24 | USD | 2,019 | 6,340 | (28,960 | ) | 35,300 | |||||||||||||||||||||
Markit iTraxx Europe, Series 33, Version 1 | 1.00 | Quarterly | 06/20/25 | EUR | 1,730 | (3,468 | ) | 17,306 | (20,774 | ) | ||||||||||||||||||||
Markit iTraxx XO, Series 33, Version 1 | 5.00 | Quarterly | 06/20/25 | EUR | 1,400 | 44,111 | 82,497 | (38,386 | ) | |||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||
$ | 218,092 | $ | (200,124 | ) | $ | 418,216 | ||||||||||||||||||||||||
|
|
|
|
|
|
36 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
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) | ||||||||||||||||||||||||||
Markit iTraxx Finsr, Series 28, Version 1 | 1.00 | % | Quarterly | 12/20/22 | CC+ | EUR | 1,318 | $ | 8,649 | $ | 11,749 | $ | (3,100 | ) | ||||||||||||||||||||
Markit CDX North America IG, Series 30, Version 1 | 1.00 | Quarterly | 06/20/23 | BB | USD | 830 | (120 | ) | 8,096 | (8,216 | ) | |||||||||||||||||||||||
Markit iTraxx Finsr, Series 29, Version 1 | 1.00 | Quarterly | 06/20/23 | CCC | EUR | 1,020 | 4,698 | 14,071 | (9,373 | ) | ||||||||||||||||||||||||
Markit CDX North America High Yield, Series 32, Version 1 | 5.00 | Quarterly | 06/20/24 | B- | USD | 1,731 | (88,275 | ) | 105,900 | (194,175 | ) | |||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||
$ | (75,048) | $ | 139,816 | $ | (214,864 | ) | ||||||||||||||||||||||||||||
|
|
|
|
|
|
(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. |
Centrally Cleared Interest Rate Swaps
Paid by the Fund | Received by the Fund | Effective Date | Termination Date | Notional Amount (000) | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | |||||||||||||||||||||||||||||
1-Month MXIBOR, 6.71% | Monthly | 6.88 | Monthly | N/A | 12/15/20 | MXN | 62,118 | $ | 17,085 | $ | 37 | $ | 17,048 | |||||||||||||||||||
1-Month MXIBOR, 6.71% | Monthly | 6.88 | Monthly | N/A | 12/16/20 | MXN | 120,182 | 33,033 | 72 | 32,961 | ||||||||||||||||||||||
6-Month LIBOR, 1.35% | Semi-Annual | 1.91 | Semi-Annual | N/A | 07/09/21 | CAD | 9,280 | 97,308 | 88 | 97,220 | ||||||||||||||||||||||
6-Month LIBOR, 1.35% | Semi-Annual | 1.91 | Semi-Annual | N/A | 07/09/21 | CAD | 720 | 7,531 | 6 | 7,525 | ||||||||||||||||||||||
2.46 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 07/25/21 | USD | 19,070 | (497,408 | ) | 212 | (497,620 | ) | ||||||||||||||||||||
2.18 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 08/01/21 | USD | 29,547 | (656,716 | ) | 333 | (657,049 | ) | ||||||||||||||||||||
2.34 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 08/02/21 | USD | 38,983 | (959,524 | ) | 440 | (959,964 | ) | ||||||||||||||||||||
2.20 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 08/09/21 | USD | 29,591 | (673,015 | ) | 338 | (673,353 | ) | ||||||||||||||||||||
2.16 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 08/12/21 | USD | 17,394 | (389,296 | ) | 200 | (389,496 | ) | ||||||||||||||||||||
1.16 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 10/03/21 | USD | 500 | (5,384 | ) | 3 | (5,387 | ) | ||||||||||||||||||||
1-Month MXIBOR, 6.71% | Monthly | 6.52 | Monthly | N/A | 12/14/21 | MXN | 94,296 | 49,348 | 72 | 49,276 | ||||||||||||||||||||||
1-Month MXIBOR, 6.71% | Monthly | 6.51 | Monthly | N/A | 12/15/21 | MXN | 80,339 | 41,624 | 61 | 41,563 | ||||||||||||||||||||||
6-Month LIBOR, (0.55)% | Semi-Annual | (0.62) | Annual | 01/07/21 | (a) | 01/07/22 | CHF | 3,318 | 624 | 59 | 565 | |||||||||||||||||||||
6-Month LIBOR, (0.55)% | Semi-Annual | (0.62) | Annual | 01/08/21 | (a) | 01/08/22 | CHF | 5,276 | 987 | 94 | 893 | |||||||||||||||||||||
6-Month LIBOR, (0.55)% | Semi-Annual | (0.60) | Annual | 01/15/21 | (a) | 01/15/22 | CHF | 1,666 | 702 | 30 | 672 | |||||||||||||||||||||
6-Month BUBOR, 0.46% | Semi-Annual | 0.62 | Annual | N/A | 02/07/22 | HUF | 167,930 | 1,029 | 9 | 1,020 | ||||||||||||||||||||||
6-Month BUBOR, 0.46% | Semi-Annual | 0.63 | Annual | N/A | 02/10/22 | HUF | 151,137 | 985 | 8 | 977 |
37 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Centrally Cleared Interest Rate Swaps (continued)
Paid by the Fund | Received by the Fund | Effective Date | Termination Date | Notional Amount (000) | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | |||||||||||||||||||||||||||||
6-Month BUBOR, 0.46% | Semi-Annual | 0.66% | Annual | N/A | 02/11/22 | HUF | 193,697 | $ | 1,526 | $ | 10 | $ | 1,516 | |||||||||||||||||||
6-Month BUBOR, 0.46% | Semi-Annual | 0.65 | Annual | N/A | 02/12/22 | HUF | 149,626 | 1,080 | 8 | 1,072 | ||||||||||||||||||||||
6-Month BUBOR, 0.46% | Semi-Annual | 0.65 | Annual | N/A | 02/13/22 | HUF | 152,537 | 1,049 | 8 | 1,041 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.07 | Semi-Annual | N/A | 02/28/22 | USD | 11,100 | 339,641 | 95 | 339,546 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 1.21 | Semi-Annual | N/A | 03/27/22 | USD | 15,648 | 238,933 | 262 | 238,671 | ||||||||||||||||||||||
1.06 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 03/27/22 | USD | 53,900 | (661,233 | ) | 903 | (662,136 | ) | ||||||||||||||||||||
1-Month MXIBOR, 6.71% | Monthly | 7.00 | Monthly | N/A | 08/11/22 | MXN | 38,353 | 44,616 | 26 | 44,590 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.16 | Semi-Annual | N/A | 09/29/22 | USD | 1,860 | 80,139 | — | 80,139 | ||||||||||||||||||||||
1-Month MXIBOR, 6.71% | Monthly | 6.89 | Monthly | N/A | 09/29/22 | MXN | 20,000 | 21,595 | 11 | 21,584 | ||||||||||||||||||||||
7.11 | Monthly | 1-Month MXIBOR, 6.71% | Monthly | N/A | 10/14/22 | MXN | 14,909 | (19,796 | ) | 5 | (19,801 | ) | ||||||||||||||||||||
7.11 | Monthly | 1-Month MXIBOR, 6.71% | Monthly | N/A | 10/14/22 | MXN | 19,651 | (25,988 | ) | 10 | (25,998 | ) | ||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.12 | Semi-Annual | N/A | 10/30/22 | USD | 3,500 | 171,239 | (2,544 | ) | 173,783 | |||||||||||||||||||||
2.02 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 10/30/22 | USD | 2,000 | (91,846 | ) | 3,783 | (95,629 | ) | ||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.26 | Semi-Annual | N/A | 12/14/22 | USD | 1,735 | 98,460 | 17 | 98,443 | ||||||||||||||||||||||
12-Month EURIBOR, (0.17)% | Annual | (0.40) | Annual | 01/28/22 | (a) | 01/28/23 | EUR | 4,342 | 3,965 | 620 | 3,345 | |||||||||||||||||||||
12-Month EURIBOR, (0.17)% | Annual | (0.45) | Annual | 02/08/22 | (a) | 02/08/23 | EUR | 2,416 | 772 | 178 | 594 | |||||||||||||||||||||
12-Month EURIBOR, (0.17)% | Annual | (0.58) | Annual | 02/08/22 | (a) | 02/08/23 | EUR | 750 | (824 | ) | 19 | (843 | ) | |||||||||||||||||||
12-Month EURIBOR, (0.17)% | Annual | (0.46) | Annual | 02/11/22 | (a) | 02/11/23 | EUR | 5,848 | 1,171 | 111 | 1,060 | |||||||||||||||||||||
12-Month EURIBOR, (0.17)% | Annual | (0.49) | Annual | 02/25/22 | (a) | 02/25/23 | EUR | 2,950 | (316 | ) | 55 | (371 | ) | |||||||||||||||||||
12-Month EURIBOR, (0.17)% | Annual | (0.55) | Annual | 03/02/22 | (a) | 03/02/23 | EUR | 1,540 | (1,222 | ) | 41 | (1,263 | ) | |||||||||||||||||||
1-Month MXIBOR, 6.71% | Monthly | 6.77 | Monthly | N/A | 03/09/23 | MXN | 43,053 | 44,604 | 34 | 44,570 | ||||||||||||||||||||||
1-Month MXIBOR, 6.71% | Monthly | 6.36 | Monthly | N/A | 03/23/23 | MXN | 73,431 | 42,108 | 51 | 42,057 | ||||||||||||||||||||||
6-Month JPY LIBOR, (0.01)% | Semi-Annual | 0.12 | Semi-Annual | N/A | 04/24/23 | JPY | 3,065,000 | 171,030 | 345 | 170,685 | ||||||||||||||||||||||
3.00 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 10/25/23 | USD | 3,313 | (331,701 | ) | 44 | (331,745 | ) | ||||||||||||||||||||
3.13 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 11/16/23 | USD | 9,596 | (1,016,890 | ) | 129 | (1,017,019 | ) |
38 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Centrally Cleared Interest Rate Swaps (continued)
Paid by the Fund | Received by the Fund | Effective Date | Termination Date | Notional Amount (000) | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | |||||||||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 3.09% | Semi-Annual | N/A | 11/27/23 | USD | 3,756 | $ | 393,849 | $ | 51 | �� | $ | 393,798 | ||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 1.86 | Semi-Annual | N/A | 11/30/23 | USD | 21,500 | 1,204,552 | 343 | 1,204,209 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 3.08 | Semi-Annual | N/A | 12/04/23 | USD | 2,986 | 315,242 | 41 | 315,201 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 3.06 | Semi-Annual | N/A | 12/20/23 | USD | 18,445 | 1,946,796 | 255 | 1,946,541 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 3.05 | Semi-Annual | N/A | 12/28/23 | USD | 14,605 | 1,528,359 | 203 | 1,528,156 | ||||||||||||||||||||||
12-Month EURIBOR, (0.17)% | Annual | (0.56) | Annual | 03/09/23 | (a) | 03/09/24 | EUR | 8,390 | (16,783 | ) | 103 | (16,886 | ) | |||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 1.72 | Semi-Annual | N/A | 06/27/24 | USD | 7,468 | 427,098 | 115 | 426,983 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 1.76 | Semi-Annual | N/A | 07/02/24 | USD | 798 | 43,010 | 12 | 42,998 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 1.72 | Semi-Annual | N/A | 07/05/24 | USD | 2,320 | 121,067 | 36 | 121,031 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 1.72 | Semi-Annual | N/A | 07/05/24 | USD | 780 | 40,686 | 12 | 40,674 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.64 | Semi-Annual | N/A | 07/26/24 | USD | 5,230 | 492,392 | 82 | 492,310 | ||||||||||||||||||||||
2.34 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 07/26/24 | USD | 19,050 | (1,537,290 | ) | 300 | (1,537,590 | ) | ||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.31 | Semi-Annual | N/A | 08/09/24 | USD | 3,995 | 318,860 | 63 | 318,797 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.30 | Semi-Annual | N/A | 08/09/24 | USD | 2,397 | 189,704 | 38 | 189,666 | ||||||||||||||||||||||
2.16 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 08/09/24 | USD | 12,872 | (940,820 | ) | 204 | (941,024 | ) | ||||||||||||||||||||
2.15 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 08/09/24 | USD | 7,694 | (557,184 | ) | 122 | (557,306 | ) | ||||||||||||||||||||
1-Month MXIBOR, 6.71% | Monthly | 6.73 | Monthly | N/A | 08/09/24 | MXN | 6,905 | 6,103 | 6 | 6,097 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.28 | Semi-Annual | N/A | 08/12/24 | USD | 2,349 | 184,094 | 37 | 184,057 | ||||||||||||||||||||||
2.13 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 08/12/24 | USD | 7,136 | (511,244 | ) | 113 | (511,357 | ) | ||||||||||||||||||||
1-Month MXIBOR, 6.71% | Monthly | 6.67 | Monthly | N/A | 08/12/24 | MXN | 28,395 | 22,198 | 24 | 22,174 | ||||||||||||||||||||||
1-Month MXIBOR, 6.71% | Monthly | 6.72 | Monthly | N/A | 08/13/24 | MXN | 24,432 | 20,916 | 20 | 20,896 | ||||||||||||||||||||||
1.51 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 08/28/24 | USD | 19,731 | (881,647 | ) | 317 | (881,964 | ) | ||||||||||||||||||||
1.52 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 09/12/24 | USD | 2,775 | (131,994 | ) | 45 | (132,039 | ) | ||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.26 | Semi-Annual | N/A | 10/25/24 | USD | 10,653 | 923,158 | 177 | 922,981 | ||||||||||||||||||||||
1-Month MXIBOR, 6.71% | Monthly | 6.59 | Monthly | N/A | 11/08/24 | MXN | 17,860 | 9,668 | 15 | 9,653 |
39 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Centrally Cleared Interest Rate Swaps (continued)
Paid by the Fund | Received by the Fund | Effective Date | Termination Date | Notional Amount (000) | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | |||||||||||||||||||||||||||||
1.56% | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 11/08/24 | USD | 10,807 | (561,656 | ) | 181 | (561,837 | ) | ||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 1.28 | Semi-Annual | N/A | 11/29/24 | USD | 5,130 | 199,739 | 87 | 199,652 | ||||||||||||||||||||||
1.53 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 12/02/24 | USD | 10,260 | (527,897 | ) | 174 | (528,071 | ) | ||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 1.15 | Semi-Annual | 06/17/20 | (a) | 06/17/25 | USD | 142 | 4,713 | 3 | 4,710 | |||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.49 | Semi-Annual | N/A | 09/30/25 | USD | 18,750 | 2,003,529 | 304 | 2,003,225 | ||||||||||||||||||||||
1.71 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 05/05/26 | USD | 92 | (6,699 | ) | 1 | (6,700 | ) | ||||||||||||||||||||
1.70 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 05/05/26 | USD | 6,150 | (445,827 | ) | 30 | (445,857 | ) | ||||||||||||||||||||
1.73 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 05/25/26 | USD | 290 | (21,640 | ) | — | (21,640 | ) | ||||||||||||||||||||
1.74 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 05/25/26 | USD | 210 | (15,825 | ) | — | (15,825 | ) | ||||||||||||||||||||
1.72 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 05/25/26 | USD | 220 | (16,314 | ) | 3 | (16,317 | ) | ||||||||||||||||||||
1.73 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 05/26/26 | USD | 740 | (55,581 | ) | 9 | (55,590 | ) | ||||||||||||||||||||
1.76 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 11/10/26 | USD | 1,363 | (109,894 | ) | 18 | (109,912 | ) | ||||||||||||||||||||
1.74 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 11/16/26 | USD | 6,380 | (507,369 | ) | 16,385 | (523,754 | ) | ||||||||||||||||||||
2.37 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 12/15/26 | USD | 920 | (116,009 | ) | — | (116,009 | ) | ||||||||||||||||||||
1.80 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 01/30/27 | USD | 2,520 | (203,996 | ) | 21,377 | (225,373 | ) | ||||||||||||||||||||
1.80 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 01/31/27 | USD | 2,600 | (210,695 | ) | 19,842 | (230,537 | ) | ||||||||||||||||||||
2.31 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 07/28/27 | USD | 2,570 | (316,581 | ) | 40 | (316,621 | ) | ||||||||||||||||||||
2.39 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 10/31/27 | USD | 1,300 | (180,593 | ) | 3,618 | (184,211 | ) | ||||||||||||||||||||
3.06 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 11/15/27 | USD | 5,500 | (1,058,435 | ) | 91 | (1,058,526 | ) | ||||||||||||||||||||
2.28 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 12/08/27 | USD | 2,354 | (312,082 | ) | 38 | (312,120 | ) | ||||||||||||||||||||
6-Month JPY LIBOR, (0.01)% | Semi-Annual | 0.31 | Semi-Annual | N/A | 04/24/28 | JPY | 845,388 | 220,709 | 144 | 220,565 | ||||||||||||||||||||||
3.09 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 04/27/28 | USD | 540 | (110,461 | ) | 9 | (110,470 | ) | ||||||||||||||||||||
3.05 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 04/30/28 | USD | 2,235 | (450,373 | ) | 37 | (450,410 | ) | ||||||||||||||||||||
6-Month JPY LIBOR, (0.01)% | Semi-Annual | 0.35 | Semi-Annual | N/A | 05/01/28 | JPY | 575,000 | 165,696 | 95 | 165,601 | ||||||||||||||||||||||
3.07 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 06/14/28 | USD | 2,140 | (440,161 | ) | 36 | (440,197 | ) |
40 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Centrally Cleared Interest Rate Swaps (continued)
Paid by the Fund | Received by the Fund | Effective Date | Termination Date | Notional Amount (000) | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | |||||||||||||||||||||||||||||
3.05% | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 06/18/28 | USD | 1,410 | $ | (288,511 | ) | $ | (9,295 | ) | $ | (279,216 | ) | ||||||||||||||||
2.94 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 07/17/28 | USD | 4,726 | (894,967 | ) | 83 | (895,050 | ) | ||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 3.08% | Semi-Annual | N/A | 09/04/28 | USD | 1,600 | 324,736 | 28 | 324,708 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 3.06 | Semi-Annual | N/A | 09/05/28 | USD | 1,560 | 313,675 | 28 | 313,647 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 3.10 | Semi-Annual | N/A | 09/06/28 | USD | 1,641 | 336,874 | 29 | 336,845 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 3.10 | Semi-Annual | N/A | 09/06/28 | USD | 1,638 | 335,570 | 29 | 335,541 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 3.17 | Semi-Annual | N/A | 11/20/28 | USD | 1,155 | 256,335 | 21 | 256,314 | ||||||||||||||||||||||
3.08 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 12/19/28 | USD | 6,410 | (1,383,603 | ) | 118 | (1,383,721 | ) | ||||||||||||||||||||
3.28 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 01/04/29 | USD | 2,420 | (552,449 | ) | 45 | (552,494 | ) | ||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 3.13 | Semi-Annual | N/A | 01/04/29 | USD | 8,275 | 1,778,847 | 150 | 1,778,697 | ||||||||||||||||||||||
2.80 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 01/11/29 | USD | 1,320 | (244,792 | ) | 24 | (244,816 | ) | ||||||||||||||||||||
3.04 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 02/16/29 | USD | 1,435 | (298,082 | ) | 27 | (298,109 | ) | ||||||||||||||||||||
2.82 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 02/21/29 | USD | 7,650 | (1,439,148 | ) | 140 | (1,439,288 | ) | ||||||||||||||||||||
2.85 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 02/21/29 | USD | 2,640 | (504,852 | ) | 48 | (504,900 | ) | ||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.72 | Semi-Annual | N/A | 02/21/29 | USD | 10,900 | 1,953,764 | 199 | 1,953,565 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.75 | Semi-Annual | N/A | 02/21/29 | USD | 9,350 | 1,704,993 | 171 | 1,704,822 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.70 | Semi-Annual | N/A | 03/13/29 | USD | 3,843 | 693,895 | 71 | 693,824 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.61 | Semi-Annual | N/A | 04/10/29 | USD | 3,843 | 690,031 | 72 | 689,959 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.30 | Semi-Annual | N/A | 05/28/29 | USD | 2,454 | 370,971 | 46 | 370,925 | ||||||||||||||||||||||
2.21 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 06/26/29 | USD | 8,155 | (1,177,063 | ) | 155 | (1,177,218 | ) | ||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 1.96 | Semi-Annual | N/A | 06/27/29 | USD | 2,645 | 318,830 | 50 | 318,780 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 1.99 | Semi-Annual | N/A | 06/28/29 | USD | 1,654 | 204,225 | 32 | 204,193 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 1.97 | Semi-Annual | N/A | 07/02/29 | USD | 868 | 101,232 | 17 | 101,215 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.59 | Semi-Annual | N/A | 07/25/29 | USD | 8,590 | 1,504,718 | 166 | 1,504,552 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.73 | Semi-Annual | N/A | 08/02/29 | USD | 4,473 | 843,104 | 85 | 843,019 |
41 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Centrally Cleared Interest Rate Swaps (continued)
Paid by the Fund | Received by the Fund | Effective Date | Termination Date | Notional Amount (000) | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | |||||||||||||||||||||||||||||
2.01% | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 09/06/29 | USD | 2,958 | $ | (365,012 | ) | $ | 58 | $ | (365,070 | ) | |||||||||||||||||
2.02 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 09/09/29 | USD | 2,958 | (366,516 | ) | 58 | (366,574 | ) | ||||||||||||||||||||
1.76 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 09/27/29 | USD | 2,536 | (252,509 | ) | 50 | (252,559 | ) | ||||||||||||||||||||
1.79 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 09/30/29 | USD | 1,560 | (159,320 | ) | 31 | (159,351 | ) | ||||||||||||||||||||
1.78% | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 10/02/29 | USD | 3,104 | (326,281 | ) | 61 | (326,342 | ) | ||||||||||||||||||||
2.34 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 10/25/29 | USD | 10,653 | (1,714,376 | ) | 211 | (1,714,587 | ) | ||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 1.75% | Semi-Annual | N/A | 11/08/29 | USD | 2,360 | 243,415 | 47 | 243,368 | ||||||||||||||||||||||
1-Month MXIBOR, 6.71% | Monthly | 7.14 | Monthly | N/A | 03/15/30 | MXN | 23,197 | 9,595 | 21 | 9,574 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 1.29 | Semi-Annual | N/A | 03/27/30 | USD | 2,813 | 160,290 | 59 | 160,231 | ||||||||||||||||||||||
1.09 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 03/27/30 | USD | 12,183 | (454,751 | ) | 256 | (455,007 | ) | ||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 2.92 | Semi-Annual | N/A | 05/15/44 | USD | 3,150 | 1,471,037 | 76 | 1,470,961 | ||||||||||||||||||||||
2.62 | Semi-Annual | 3-Month LIBOR, 1.45% | Quarterly | N/A | 05/11/47 | USD | 1,724 | (757,783 | ) | — | (757,783 | ) | ||||||||||||||||||||
6-Month JPY LIBOR, (0.01)% | Semi-Annual | 0.85 | Semi-Annual | N/A | 04/24/48 | JPY | 140,000 | 253,689 | 41 | 253,648 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 3.12 | Semi-Annual | N/A | 04/27/48 | USD | 870 | 508,662 | 21 | 508,641 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 3.18 | Semi-Annual | N/A | 05/18/48 | USD | 770 | 461,716 | 19 | 461,697 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 3.01 | Semi-Annual | N/A | 07/13/48 | USD | 3,035 | 1,676,398 | 80 | 1,676,318 | ||||||||||||||||||||||
3-Month LIBOR, 1.45% | Quarterly | 3.27 | Semi-Annual | N/A | 11/20/48 | USD | 575 | 364,724 | 15 | 364,709 | ||||||||||||||||||||||
6-Month JPY LIBOR, (0.01)% | Semi-Annual | 0.83 | Semi-Annual | N/A | 12/10/48 | JPY | 55,000 | 96,436 | 16 | 96,420 | ||||||||||||||||||||||
6-Month JPY LIBOR, (0.01)% | Semi-Annual | 0.66 | Semi-Annual | N/A | 01/08/49 | JPY | 50,000 | 65,717 | 15 | 65,702 | ||||||||||||||||||||||
6-Month JPY LIBOR, (0.01)% | Semi-Annual | 0.27 | Semi-Annual | N/A | 09/19/49 | JPY | 265,000 | 72,213 | 80 | 72,133 | ||||||||||||||||||||||
0.38 | Semi-Annual | 6-Month JPY LIBOR, (0.01)% | Semi-Annual | N/A | 01/10/50 | JPY | 20,000 | (11,436 | ) | 6 | (11,442 | ) | ||||||||||||||||||||
0.40 | Semi-Annual | 6-Month JPY LIBOR, (0.01)% | Semi-Annual | N/A | 01/10/50 | JPY | 20,000 | (12,621 | ) | 6 | (12,627 | ) | ||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||
$ | 2,629,733 | $ | 65,305 | $ | 2,564,428 | |||||||||||||||||||||||||||
|
|
|
|
|
|
(a) | Forward Swap. |
42 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Centrally Cleared Inflation Swaps
Paid by the Fund | Received by the Fund | Termination Date | Notional Amount (000) | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||||
Reference | Frequency | Rate | Frequency | |||||||||||||||||||||||||
UK Retail Price Index All Items Monthly | Quarterly | 3.41% | Semi-Annual | 12/15/24 | GBP | 270 | $ | (6,046 | ) | $ | 13 | $ | (6,059 | ) | ||||||||||||||
UK Retail Price Index All Items Monthly | Quarterly | 3.45 | Semi-Annual | 12/15/24 | GBP | 545 | (13,737 | ) | 26 | (13,763 | ) | |||||||||||||||||
UK Retail Price Index All Items Monthly | Quarterly | 3.51 | Semi-Annual | 12/15/24 | GBP | 550 | (16,091 | ) | 26 | (16,117 | ) | |||||||||||||||||
UK Retail Price Index All Items Monthly | Quarterly | 3.35 | Semi-Annual | 01/15/25 | GBP | 270 | (4,923 | ) | 13 | (4,936 | ) | |||||||||||||||||
UK Retail Price Index All Items Monthly | Quarterly | 3.30 | Semi-Annual | 02/15/25 | GBP | 620 | (6,658 | ) | 29 | (6,687 | ) | |||||||||||||||||
Change in Return of the Consumer Price Index for all Urban Consumers | Quarterly | 1.89 | Semi-Annual | 12/10/29 | USD | 335 | (28,308 | ) | 14 | (28,322 | ) | |||||||||||||||||
Change in Return of the Consumer Price Index for all Urban Consumers | Quarterly | 1.92 | Semi-Annual | 12/12/29 | USD | 335 | (29,311 | ) | 14 | (29,325 | ) | |||||||||||||||||
3.51 | Semi-Annual | UK Retail Price Index All Items Monthly | Quarterly | 12/15/29 | GBP | 270 | 9,052 | 14 | 9,038 | |||||||||||||||||||
3.53 | Semi-Annual | UK Retail Price Index All Items Monthly | Quarterly | 12/15/29 | GBP | 545 | 20,069 | 29 | 20,040 | |||||||||||||||||||
3.58 | Semi-Annual | UK Retail Price Index All Items Monthly | Quarterly | 12/15/29 | GBP | 550 | 24,799 | 29 | 24,770 | |||||||||||||||||||
3.48 | Semi-Annual | UK Retail Price Index All Items Monthly | Quarterly | 01/15/30 | GBP | 270 | 7,866 | 14 | 7,852 | |||||||||||||||||||
3.41 | Semi-Annual | UK Retail Price Index All Items Monthly | Quarterly | 02/15/30 | GBP | 620 | 7,932 | 33 | 7,899 | |||||||||||||||||||
Change in Return of the Consumer Price Index for all Urban | Quarterly | 1.66 | Semi-Annual | 03/03/30 | USD | 660 | (40,724 | ) | 27 | (40,751 | ) | |||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||
$ | (76,080 | ) | $ | 281 | $ | (76,361 | ) | |||||||||||||||||||||
|
|
|
|
|
|
OTC Credit Default Swaps - Buy Protection
Reference Obligation/Index | Financing Rate Paid by the Fund | Payment Frequency | Counterparty | Termination Date | Notional Amount (000) | Value | Upfront Paid | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||||||
Hess Corp. | 1.00 | % | Quarterly | BNP Paribas S.A. | 06/20/24 | USD | 150 | $ | 20,954 | $ | (883 | ) | $ | 21,837 | ||||||||||||||||||
Akzo Nobel NV | 1.00 | Quarterly | Barclays Bank PLC | 12/20/24 | EUR | 625 | (15,742 | ) | (19,680 | ) | 3,938 | |||||||||||||||||||||
Lanxess AG | 1.00 | Quarterly | Goldman Sachs International | 12/20/24 | EUR | 375 | (530 | ) | (7,815 | ) | 7,285 | |||||||||||||||||||||
Lanxess AG | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/24 | EUR | 100 | (141 | ) | (2,069 | ) | 1,928 | |||||||||||||||||||||
Valeo SA | 1.00 | Quarterly | Goldman Sachs International | 12/20/24 | EUR | 100 | 10,012 | 205 | 9,807 | |||||||||||||||||||||||
Federal Republic of Brazil | 1.00 | Quarterly | Morgan Stanley & Co. International PLC | 06/20/25 | USD | 694 | 54,120 | 91,600 | (37,480 | ) | ||||||||||||||||||||||
Federal Republic of Brazil | 1.00 | Quarterly | Morgan Stanley & Co. International PLC | 06/20/25 | USD | 850 | 66,247 | 124,732 | (58,485 | ) | ||||||||||||||||||||||
Republic of Chile | 1.00 | Quarterly | Citibank N.A. | 06/20/25 | USD | 3,862 | 48,133 | 126,854 | (78,721 | ) | ||||||||||||||||||||||
Republic of Colombia | 1.00 | Quarterly | Barclays Bank PLC | 06/20/25 | USD | 469 | 28,158 | 55,328 | (27,170 | ) | ||||||||||||||||||||||
Republic of Philippines | 1.00 | Quarterly | Citibank N.A. | 06/20/25 | USD | 1,723 | 2,700 | 61,012 | (58,312 | ) | ||||||||||||||||||||||
Republic of South Africa | 1.00 | Quarterly | Morgan Stanley & Co. International PLC | 06/20/25 | USD | 2,750 | 394,756 | 387,401 | 7,355 |
43 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
OTC Credit Default Swaps - Buy Protection (continued)
Reference Obligation/Index | Financing Rate Paid by the Fund | Payment Frequency | Counterparty | Termination Date | Notional Amount (000) | Value | Upfront Paid | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||||||||||
State of Qatar | 1.00 | Quarterly | | Morgan Stanley & Co. International PLC | | 06/20/25 | USD | 508 | $ | 6,730 | $ | 18,748 | $ | (12,018 | ) | |||||||||||||||||||||
United Mexican States | 1.00 | Quarterly | Citibank N.A. | 06/20/25 | USD | 3,174 | 203,185 | 327,552 | (124,367 | ) | ||||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||
$ | 818,582 | $ | 1,162,985 | $ | (344,403 | ) | ||||||||||||||||||||||||||||||
|
|
|
|
|
|
OTC Credit Default Swaps - Sell Protection
Reference Obligation/Index | Financing by the Fund | Payment Frequency | Counterparty | Termination Date | Credit Rating(a) | Notional Amount (000)(b) | Value | Upfront Paid (Received) | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||||||||||
Markit CMBX North America, Series 9 | 3.00 | % | Monthly | | Deutsche Bank AG | | 09/17/58 | NR | USD | 1,350 | $ | (343,432 | ) | $ | (137,702 | ) | $ | (205,730 | ) | |||||||||||||||||||||
Markit CMBX North America, Series 9 | 3.00 | Monthly | | Morgan Stanley & Co. International PLC | | 09/17/58 | NR | USD | 265 | (67,414 | ) | (1,090 | ) | (66,324 | ) | |||||||||||||||||||||||||
Markit CMBX North America, Series 9 | 3.00 | Monthly | | Morgan Stanley & Co. International PLC | | 09/17/58 | NR | USD | 190 | (48,335 | ) | (591 | ) | (47,744 | ) | |||||||||||||||||||||||||
Markit CMBX North America, Series 9 | 3.00 | Monthly | | Goldman Sachs International | | 09/17/58 | NR | USD | 70 | (17,808 | ) | (358 | ) | (17,450 | ) | |||||||||||||||||||||||||
Markit CMBX North America, Series 9 | 3.00 | Monthly | | Morgan Stanley & Co. International PLC | | 09/17/58 | NR | USD | 70 | (17,808 | ) | (358 | ) | (17,450 | ) | |||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||||||
$ | (494,797 | ) | $ | (140,099 | ) | $ | (354,698 | ) | ||||||||||||||||||||||||||||||||
|
|
|
|
|
|
(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 Interest Rate Swaps
Paid by the Fund | Received by the Fund |
|
|
|
|
|
|
| ||||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | Counterparty | Effective Date | Termination Date | Notional Amount (000) | Value | Upfront Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||||||
1-Day BZDIOVER, 0.01% | Quarterly | 4.53% | Quarterly | UBS AG | N/A | 01/03/22 | BRL | 25,551 | $ | 41,089 | $ | — | $ | 41,089 | ||||||||||||||||||||
1-Day BZDIOVER, 0.01% | Quarterly | 5.69 | Quarterly | UBS AG | N/A | 01/03/22 | BRL | 12,853 | 71,020 | — | 71,020 | |||||||||||||||||||||||
3-Month KLIBOR, 2.80% | Quarterly | 2.68 | Quarterly | BNP Paribas S.A. | 06/17/20 | (a) | 06/17/22 | MYR | 2,088 | 3,745 | — | 3,745 | ||||||||||||||||||||||
3-Month KLIBOR, 2.80% | Quarterly | 2.70 | Quarterly | BNP Paribas S.A. | 06/17/20 | (a) | 06/17/22 | MYR | 2,100 | 4,004 | — | 4,004 | ||||||||||||||||||||||
3-Month KLIBOR, 2.80% | Quarterly | 2.72 | Quarterly | Bank of America N.A. | 06/17/20 | (a) | 06/17/22 | MYR | 2,151 | 4,255 | — | 4,255 | ||||||||||||||||||||||
1-Day BZDIOVER, 0.01%, | Quarterly | 8.26 | Quarterly | JPMorgan Chase Bank N.A. | N/A | 01/02/23 | BRL | 769 | 17,342 | — | 17,342 | |||||||||||||||||||||||
2.72 | Quarterly | 3-Month KLIBOR, 2.80% | Quarterly | BNP Paribas S.A. | 06/17/20 | (a) | 06/17/25 | MYR | 871 | (2,787 | ) | — | (2,787 | ) | ||||||||||||||||||||
2.68 | Quarterly | 3-Month KLIBOR, 2.80% | Quarterly | Citibank N.A. | 06/17/20 | (a) | 06/17/25 | MYR | 890 | (2,462 | ) | — | (2,462 | ) | ||||||||||||||||||||
2.61 | Quarterly | 3-Month KLIBOR, 2.80% | Quarterly | Citibank N.A. | 06/17/20 | (a) | 06/17/25 | MYR | 1,255 | (2,504 | ) | — | (2,504 | ) | ||||||||||||||||||||
2.70 | Quarterly | 3-Month KLIBOR, 2.80% | Quarterly | Citibank N.A. | 06/17/20 | (a) | 06/17/25 | MYR | 892 | (2,613 | ) | — | (2,613 | ) |
44 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
OTC Interest Rate Swaps (continued)
Paid by the Fund | Received by the Fund |
|
|
|
|
|
|
| ||||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | Counterparty | Effective Date | Termination Date | Notional Amount (000) | Value | Upfront Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||||||
2.71% | Quarterly | 3-Month KLIBOR, 2.80% | Quarterly | Citibank N.A. | 06/17/20 | (a) | 06/17/25 | MYR | 871 | $ | (2,730 | ) | $ | — | $ | (2,730 | ) | |||||||||||||||||
6-Month KLIBOR, 2.95% | Semi-Annual | 0.66 | Semi-Annual | Bank of America N.A. | 09/16/20 | (a) | 09/16/25 | THB | 7,460 | (4,397 | ) | — | (4,397 | ) | ||||||||||||||||||||
1-Day BZDIOVER, 0.01%, | Semi-Annual | 7.20 | Semi-Annual | Citibank N.A. | N/A | 01/04/27 | BRL | 6,693 | (5,630 | ) | — | (5,630 | ) | |||||||||||||||||||||
1-Day BZDIOVER, 0.01%, | Semi-Annual | 7.40 | Semi-Annual | JPMorgan Chase Bank N.A. | N/A | 01/04/27 | BRL | 6,188 | 11,235 | — | 11,235 | |||||||||||||||||||||||
1-Day BZDIOVER, 0.01%, | Semi-Annual | 7.44 | Semi-Annual | Citibank N.A. | N/A | 01/04/27 | BRL | 15,391 | 36,472 | — | 36,472 | |||||||||||||||||||||||
1-Day BZDIOVER, 0.01%, | Semi-Annual | 7.45 | Semi-Annual | JPMorgan Chase Bank N.A. | N/A | 01/04/27 | BRL | 2,199 | 5,434 | — | 5,434 | |||||||||||||||||||||||
1-Day BZDIOVER, 0.01%, | Semi-Annual | 7.52 | Semi-Annual | JPMorgan Chase Bank N.A. | N/A | 01/04/27 | BRL | 1,099 | 3,727 | — | 3,727 | |||||||||||||||||||||||
1-Day BZDIOVER, 0.01%, | Semi-Annual | 7.55 | Semi-Annual | Citibank N.A. | N/A | 01/04/27 | BRL | 4,406 | 16,682 | — | 16,682 | |||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||
$ | 191,882 | $ | — | $ | 191,882 | |||||||||||||||||||||||||||||
|
|
|
|
|
|
(a) | Forward Swap. |
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of investments and derivative 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) |
• | Level 3 — Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the BlackRock Global Valuation Methodologies Committee’s (the “Global Valuation Committee’s”) assumptions used in determining the fair value of investments and derivative 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 Global 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 investments and derivative financial instruments is based on the pricing transparency of the investments and derivative 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 investments and derivative financial instruments, refer to the Fund’s most recent financial statements as contained in its annual report.
45 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Fair Value Hierarchy as of Period End (continued)
The following tables summarize the Fund’s investments and derivative financial instruments categorized in the disclosure hierarchy:
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments: |
| |||||||||||||||
Long-Term Investments: |
| |||||||||||||||
Common Stocks(a) | $ | 3,676,035 | $ | 134,651 | $ | — | $ | 3,810,686 | ||||||||
Asset-Backed Securities | — | 10,012,727 | 250,000 | 10,262,727 | ||||||||||||
Corporate Bonds(a) | — | 86,094,751 | — | 86,094,751 | ||||||||||||
Floating Rate Loan Interests (a) | — | — | 85,000 | 85,000 | ||||||||||||
Foreign Agency Obligations(a) | — | 72,433,052 | — | 72,433,052 | ||||||||||||
Investment Companies (a) | 6,034,560 | — | — | 6,034,560 | ||||||||||||
Municipal Bonds(a) | — | 181,579 | — | 181,579 | ||||||||||||
Non-Agency Mortgage-Backed Securities(a) | — | 5,784,123 | — | 5,784,123 | ||||||||||||
Preferred Securities(a) | 5,786 | 3,784,611 | — | 3,790,397 | ||||||||||||
U.S. Government Sponsored Agency Securities (a) | — | 73,041,804 | — | 73,041,804 | ||||||||||||
U.S. Treasury Obligations | — | 23,913,616 | — | 23,913,616 | ||||||||||||
Warrants(a) | — | 3,000 | — | 3,000 | ||||||||||||
Options Purchased |
| |||||||||||||||
Equity contracts | 259,810 | 17,775 | — | 277,585 | ||||||||||||
Interest rate contracts | — | 253,243 | — | 253,243 | ||||||||||||
Foreign exchange contracts | — | 1,675,427 | — | 1,675,427 | ||||||||||||
Other Contracts | 1,750 | 471 | — | 2,221 | ||||||||||||
Short-Term Securities: |
| |||||||||||||||
Foreign Agency Obligations(a) | — | 791,092 | — | 791,092 | ||||||||||||
Money Market Funds | 31,191,764 | — | — | 31,191,764 | ||||||||||||
U.S. Treasury Obligations | — | 683,157 | — | 683,157 | ||||||||||||
Liabilities: |
| |||||||||||||||
Investments: |
| |||||||||||||||
TBA Sale Commitments | — | (10,259,851 | ) | — | (10,259,851 | ) | ||||||||||
Investments Sold Short | (482,535 | ) | — | — | (482,535 | ) | ||||||||||
|
|
|
|
|
|
|
| |||||||||
$ | 40,687,170 | $ | 268,545,228 | $ | 335,000 | $ | 309,567,398 | |||||||||
|
|
|
|
|
|
|
| |||||||||
Derivative Financial Instruments(b) |
| |||||||||||||||
Assets: |
| |||||||||||||||
Credit contracts | $ | — | $ | 529,526 | $ | — | $ | 529,526 | ||||||||
Forward foreign currency contracts | — | 4,461,643 | — | 4,461,643 | ||||||||||||
Interest rate contracts | 177,369 | 29,621,404 | — | 29,798,773 | ||||||||||||
Other contracts | — | 69,599 | — | 69,599 |
46 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Fair Value Hierarchy as of Period End (continued)
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Liabilities: |
| |||||||||||||||
Credit contracts | $ | — | $ | (1,025,275 | ) | $ | — | $ | (1,025,275 | ) | ||||||
Equity contracts | (1,109,951 | ) | (10,314 | ) | — | (1,120,265 | ) | |||||||||
Foreign exchange contracts | — | (1,293,249 | ) | — | (1,293,249 | ) | ||||||||||
Forward foreign currency contracts | — | (2,740,946 | ) | — | (2,740,946 | ) | ||||||||||
Interest rate contracts | — | (27,855,968 | ) | — | (27,855,968 | ) | ||||||||||
Other contracts | — | (190,416 | ) | — | (190,416 | ) | ||||||||||
|
|
|
|
|
|
|
| |||||||||
$ | (932,582 | ) | $ | 1,566,004 | $ | — | $ | 633,422 | ||||||||
|
|
|
|
|
|
|
|
(a) | See above Consolidated Schedule of Investments for values in each security type/country/state or political subdivision. |
(b) | Derivative financial instruments are swaps, futures contracts, forward foreign currency exchange contracts, and options written. Swaps, futures contracts and forward foreign currency exchange contracts are valued at the unrealized appreciation (depreciation) on the instrument and options written are shown at value. |
The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount or face value, including accrued interest, for financial statement purposes. As of period end, reverse repurchase agreements of $2,529,685 are categorized as Level 2 within the disclosure hierarchy.
47 |