Consolidated Schedule of Investments (unaudited) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Asset-Backed Securities |
| |||||||
Cayman Islands(a) — 1.1% | ||||||||
Allegro CLO VI Ltd., Series 2017-2A, Class A, (3 mo. LIBOR US + 1.13%), 1.35%, 01/17/31(b) | USD | 400 | $ | 397,459 | ||||
ALM Ltd., Series 2020-1A, Class A2, (3 mo. LIBOR US + 1.85%), 2.09%, 10/15/29(b) | 250 | 249,805 | ||||||
AMMC CLO XII Ltd., Series 2013-12A, Class AR, (3 mo. LIBOR US + 1.20%), 1.44%, 11/10/30(b) | 500 | 496,701 | ||||||
Ares XXXVII CLO Ltd., Series 2015-4A, Class A1R, (3 mo. LIBOR US + 1.17%), 1.41%, 10/15/30(b) | 400 | 395,974 | ||||||
Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class A1AR, (3 mo. LIBOR US + 1.10%), 1.37%, 01/20/31(b) | 500 | 493,121 | ||||||
CBAM Ltd. | ||||||||
Series 2017-1A, Class A1, (3 mo. LIBOR US + 1.25%), 1.47%, 07/20/30(b) | 400 | 399,649 | ||||||
Series 2019-10A, Class A1A, 1.64%, 04/20/32(c) | 1,000 | 999,997 | ||||||
Madison Park Funding XI Ltd., Series 2013-11A, Class AR, (3 mo. LIBOR US + 1.16%), 1.42%, 07/23/29(b) | 1,000 | 994,186 | ||||||
Mariner CLO LLC, Series 2016-3A, Class CR, (3 mo. LIBOR US + 2.05%), 2.31%, 07/23/29(b)(d) | 250 | 247,175 | ||||||
OCP CLO Ltd.(b) | ||||||||
Series 2013-4A, Class BRR, (3 mo. LIBOR US + 1.90%), 2.16%, 04/24/29 | 250 | 237,979 | ||||||
Series 2015-9A, Class A1R, (3 mo. LIBOR US + 0.80%), 1.04%, 07/15/27 | 480 | 478,870 | ||||||
Octagon Investment Partner Ltd., Series 2018-1A, Class A1, (3 mo. LIBOR US + 0.97%), 1.21%, 04/15/31(b) | 750 | 747,217 | ||||||
OHA Credit Funding Ltd., Series 2019-3A, Class B1, (3 mo. LIBOR US + 1.80%), 2.02%, 07/20/32(b) | 1,000 | 986,443 | ||||||
|
| |||||||
7,124,576 | ||||||||
United States(a) — 1.9% | ||||||||
Anchorage Capital CLO Ltd.(b) | ||||||||
Series 2014-3RA, Class A, (3 mo. LIBOR US + 1.05%), 1.30%, 01/28/31 | 400 | 396,528 | ||||||
Series 2014-4RA, Class A, (3 mo. LIBOR US + 1.05%), 1.30%, 01/28/31 | 400 | 396,050 | ||||||
Apidos CLO XII, Series 2013-12A, Class AR, (3 mo. LIBOR US + 1.08%), 1.32%, 04/15/31(b) | 500 | 492,249 | ||||||
ArrowMark Colorado Holdings, Series 2017-8A, Class A1, (3 mo. LIBOR US + 1.16%), 1.40%, 10/25/30(b) | 400 | 395,750 | ||||||
Battalion CLO XI Ltd., Series 2017-11A, Class E, (3 mo. LIBOR US + 5.98%), 6.24%, 10/24/29(b) | 400 | 364,835 | ||||||
Chenango Park CLO Ltd., Series 2018-1A, Class A2, 1.79%, 04/15/30(c) | 1,018 | 990,254 | ||||||
CIFC Funding Ltd.(b) | ||||||||
Series 2013-1A, Class A2R, (3 mo. LIBOR US + 1.75%), 2.02%, 07/16/30 | 1,000 | 979,450 | ||||||
Series 2018-1A, Class A, (3 mo. LIBOR US + 1.00%), 1.22%, 04/18/31 | 400 | 392,060 | ||||||
Dryden CLO Ltd., Series 2017-53A, Class A, (3 mo. LIBOR US + 1.12%), 1.36%, 01/15/31(b) | 600 | 595,047 | ||||||
LCM Ltd., Series 26A, Class A1, (3 mo. LIBOR US + 1.07%), 1.34%, 01/20/31(b) | 600 | 593,483 |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
Neuberger Berman Loan Advisers CLO Ltd., Series 2017-26A, Class A, (3 mo. LIBOR US + 1.17%), 1.39%, 10/18/30(b) | USD | 550 | $ | 545,520 | ||||
Palmer Square Loan Funding Ltd., Series 2019-2A, Class A2, 1.87%, 04/20/27(c) | 1,000 | 982,674 | ||||||
Park Avenue Institutional Advisers CLO Ltd., Series 2017-1A, Class D, (3 mo. LIBOR US + 6.22%), 6.48%, 11/14/29(b) | 600 | 550,793 | ||||||
Rockford Tower CLO Ltd.(b) | ||||||||
Series 2017-1A, Class E, (3 mo. LIBOR US + 5.40%), 5.64%, 04/15/29 | 400 | 357,016 | ||||||
Series 2017-3A, Class A, (3 mo. LIBOR US + 1.19%), 1.41%, 10/20/30 | 400 | 398,380 | ||||||
RR Ltd., Series 2018-3A, Class A1R2, (3 mo. LIBOR US + 1.09%), 1.33%, 01/15/30(b) | 400 | 395,976 | ||||||
Shackleton CLO Ltd., Series 2013-3A, Class AR, (3 mo. LIBOR US + 1.12%), 1.36%, 07/15/30(b) | 398 | 392,541 | ||||||
Steele Creek CLO Ltd., Series 2017-1A, Class A, (3 mo. LIBOR US + 1.25%), 1.49%, 10/15/30(b) | 400 | 394,140 | ||||||
Tiaa CLO III Ltd., Series 2017-2A, Class A, (3 mo. LIBOR US + 1.15%), 1.38%, 01/16/31(b) | 400 | 394,705 | ||||||
TICP CLO XV Ltd., Series 2020-15A, Class A, (3 mo. LIBOR US + 1.28%), 2.92%, 04/20/33(b) | 1,000 | 999,032 | ||||||
Voya CLO Ltd., Series 2017-4A, Class A1, (3 mo. LIBOR US + 1.13%), 1.37%, 10/15/30(b) | 400 | 397,850 | ||||||
York CLO Ltd., Series 2015-1A, Class AR, (3 mo. LIBOR US + 1.15%), 1.41%, 01/22/31(b) | 600 | 595,286 | ||||||
|
| |||||||
11,999,619 | ||||||||
|
| |||||||
Total Asset-Backed Securities — 3.0% | 19,124,195 | |||||||
|
| |||||||
Shares | ||||||||
Common Stocks |
| |||||||
Canada — 0.0% | ||||||||
Largo Resources Ltd.(e) | 10,127 | 8,366 | ||||||
|
| |||||||
France — 0.1% | ||||||||
Arkema SA | 1,124 | 119,171 | ||||||
EssilorLuxottica SA(e) | 836 | 113,810 | ||||||
LVMH Moet Hennessy Louis Vuitton SE | 247 | 115,571 | ||||||
Safran SA(e) | 1,058 | 104,094 | ||||||
Sanofi | 1,069 | 107,126 | ||||||
Societe Generale SA(e) | 8,114 | 107,705 | ||||||
STMicroelectronics NV | 2,000 | 61,340 | ||||||
|
| |||||||
728,817 | ||||||||
Germany — 0.1% | ||||||||
adidas AG, Class N(e) | 402 | 129,823 | ||||||
Deutsche Telekom AG, Class N, Registered Shares | 6,413 | 106,777 | ||||||
Infineon Technologies AG, Class N. | 1,096 | 30,891 | ||||||
Siemens AG, Class N, Registered Shares | 802 | 101,284 | ||||||
Siemens Energy AG(f) | 401 | 10,813 | ||||||
|
| |||||||
379,588 | ||||||||
Hong Kong — 0.0% |
| |||||||
WH Group Ltd | 52,000 | 42,417 | ||||||
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS | 1 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Italy — 0.0% | ||||||||
Enel SpA | 209 | $ | 1,813 | |||||
Snam SpA | 8,390 | 43,148 | ||||||
UniCredit SpA(e) | 664 | 5,486 | ||||||
|
| |||||||
50,447 | ||||||||
Netherlands — 0.1% | ||||||||
Adyen NV(a)(e) | 70 | 129,114 | ||||||
Akzo Nobel NV | 1,194 | 120,678 | ||||||
ASML Holding NV. | 287 | 106,010 | ||||||
ING Groep NV(e) | 19,199 | 137,020 | ||||||
Koninklijke Philips NV(e) | 2,137 | 100,907 | ||||||
NXP Semiconductors NV | 1,007 | 125,684 | ||||||
|
| |||||||
719,413 | ||||||||
Spain — 0.0% | ||||||||
Telefonica SA | 5,454 | 18,683 | ||||||
|
| |||||||
Sweden — 0.1% | ||||||||
Volvo AB, B Shares(e) | 27,462 | 527,541 | ||||||
|
| |||||||
Switzerland — 0.0% | ||||||||
Roche Holding AG | 307 | 105,160 | ||||||
|
| |||||||
Taiwan — 0.1% | ||||||||
Taiwan Semiconductor Manufacturing Co. Ltd., ADR | 4,513 | 365,869 | ||||||
|
| |||||||
United Kingdom — 0.0% | ||||||||
Unilever NV. | 2,323 | 141,070 | ||||||
|
| |||||||
United States — 0.9% | ||||||||
Adobe, Inc.(e) | 100 | 49,043 | ||||||
Alaska Air Group, Inc.(e) | 1,477 | 54,102 | ||||||
Amgen, Inc. | 173 | 43,970 | ||||||
Analog Devices, Inc. | 204 | 23,815 | ||||||
Apple, Inc. | 5,920 | 685,595 | ||||||
Applied Materials, Inc. | 1,149 | 68,308 | ||||||
Aptiv PLC(e) | 1,413 | 129,544 | ||||||
Bank of America Corp. | 14,350 | 345,691 | ||||||
Broadcom, Inc. | 473 | 172,323 | ||||||
Capital One Financial Corp. | 600 | 43,116 | ||||||
Charter Communications, Inc., Class A(e) | 100 | 62,434 | ||||||
Citigroup, Inc. | 2,800 | 120,708 | ||||||
Delta Air Lines, Inc.(e) | 2,996 | 91,618 | ||||||
Facebook, Inc., Class A(e) | 100 | 26,190 | ||||||
HCA Healthcare, Inc.(e) | 303 | 37,778 | ||||||
Home Depot, Inc. | 718 | 199,396 | ||||||
Humana, Inc. | 100 | 41,389 | ||||||
Intel Corp. | 500 | 25,890 | ||||||
Intuitive Surgical, Inc.(e) | 83 | 58,892 | ||||||
Johnson & Johnson | 1,212 | 180,443 | ||||||
JPMorgan Chase & Co. | 750 | 72,202 | ||||||
Marvell Technology Group Ltd | 1,100 | 43,670 | ||||||
Mastercard, Inc., Class A | 100 | 33,817 | ||||||
Microchip Technology, Inc. | 417 | 42,851 | ||||||
Morgan Stanley(e) | 4,800 | 232,080 | ||||||
Northrop Grumman Corp. | 100 | 31,549 | ||||||
NVIDIA Corp. | 69 | 37,344 | ||||||
PayPal Holdings, Inc. | 200 | 39,406 | ||||||
Raytheon Technologies Corp. | 1,398 | 80,441 | ||||||
ServiceNow, Inc. | 100 | 48,500 | ||||||
Simply Good Foods Co.(e) | 4,049 | 89,280 | ||||||
Southwest Airlines Co.(e) | 3,138 | 117,675 | ||||||
SPDR Bloomberg Barclays High Yield Bond ETF | 10,140 | 1,057,298 | ||||||
Starbucks Corp. | 3,000 | 257,760 |
Security | Shares | Value | ||||||
United States (continued) | ||||||||
Texas Instruments, Inc. | 521 | $ | 74,394 | |||||
Toll Brothers, Inc. | 1,246 | 60,630 | ||||||
U.S. BanCorp. | 1,000 | 35,850 | ||||||
Uber Technologies, Inc.(e) | 900 | 32,832 | ||||||
UnitedHealth Group, Inc. | 100 | 31,177 | ||||||
VanEck Vectors Gold Miners ETF | 3,001 | 117,519 | ||||||
Verizon Communications, Inc. | 2,000 | 118,980 | ||||||
Visa, Inc., Class A. | 1,300 | 259,961 | ||||||
Walmart, Inc. | 571 | 79,889 | ||||||
Western Digital Corp.(e) | 2,935 | 107,274 | ||||||
Wynn Resorts Ltd.(e) | 2,702 | 194,031 | ||||||
Xilinx, Inc. | 1,998 | 208,272 | ||||||
|
|
|
| |||||
5,964,927 | ||||||||
|
| |||||||
Total Common Stocks — 1.4% | 9,052,298 | |||||||
|
| |||||||
Par (000) | ||||||||
Corporate Bonds | ||||||||
Argentina — 0.2% | ||||||||
Generacion Mediterranea SA/Generacion Frias | ||||||||
SA/Central Termica Roca SA, 9.63%, 07/27/23(a) | USD | 518 | 282,796 | |||||
Genneia SA, 8.75%, 01/20/22(a) | 60 | 46,444 | ||||||
Stoneway Capital Corp.(e)(g) | ||||||||
10.00%, 03/01/27 | 554 | 222,606 | ||||||
10.00%, 03/01/27(a) | 546 | 219,757 | ||||||
YPF SA | ||||||||
8.75%, 04/04/24(a) | 100 | 80,500 | ||||||
8.50%, 07/28/25 | 73 | 52,446 | ||||||
7.00%, 12/15/47(a) | 282 | 177,175 | ||||||
|
| |||||||
1,081,724 | ||||||||
Australia — 0.1% | ||||||||
Commonwealth Bank of Australia, 3.45%, 03/16/23(a) | 209 | 223,837 | ||||||
FMG Resources August 2006 Pty Ltd.(a) | ||||||||
4.75%, 05/15/22 | 27 | 27,641 | ||||||
5.13%, 03/15/23 | 21 | 21,913 | ||||||
5.13%, 05/15/24 | 27 | 28,822 | ||||||
Telstra Corp. Ltd., 3.50%, 09/21/22. | EUR | 100 | 125,490 | |||||
|
| |||||||
427,703 | ||||||||
Austria — 0.2% | ||||||||
BAWAG Group AG, (5 year EUR Swap + 2.30%), | ||||||||
2.38%, 03/26/29(h) | 100 | 119,751 | ||||||
BAWAG PSK Bank fuer Arbeit und Wirtschaft und | ||||||||
Oesterreichische Postsparkasse AG, 0.38%, 09/03/27 | 500 | 556,942 | ||||||
Erste Group Bank AG, (5 year EURIBOR ICE Swap Rate + 2.10%), 1.63%, 09/08/31(h) | 100 | 117,973 | ||||||
JBS Investments II GmbH, 7.00%, 01/15/26(a) | USD | 200 | 213,500 | |||||
|
| |||||||
1,008,166 | ||||||||
Bahamas — 0.0% | ||||||||
Intercorp Peru Ltd., 3.88%, 08/15/29(a) | 200 | 197,750 | ||||||
|
| |||||||
Belgium — 0.2% | ||||||||
Anheuser-Busch InBev SA/NV, 3.70%, 04/02/40 | EUR | 230 | 344,271 | |||||
KBC Group NV, 1.13%, 01/25/24. | 700 | 847,667 | ||||||
|
| |||||||
1,191,938 |
2 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Bermuda — 0.1% | ||||||||
Credicorp Ltd., 2.75%, 06/17/25(a) | USD | 200 | $ | 202,550 | ||||
Digicel Group Ltd.(a)(i) | ||||||||
(7.00% PIK), 7.00%(d)(j) | 21 | 2,573 | ||||||
(8.00% Cash or 3.00% PIK), 8.00%, 04/01/25 | 130 | 45,314 | ||||||
Ooredoo International Finance Ltd., 5.00%, 10/19/25 | 200 | 233,750 | ||||||
|
| |||||||
484,187 | ||||||||
Brazil — 1.3% | ||||||||
Azul Investments LLP, 5.88%, 10/26/24(a) | 282 | 211,764 | ||||||
Banco do Brasil SA, 5.88%, 01/26/22(a) | 339 | 353,725 | ||||||
Banco Votorantim SA, 4.00%, 09/24/22(a) | 575 | 588,477 | ||||||
Braskem Netherlands Finance BV, (5 year CMT + 8.22%), 8.50%, 01/23/81(a)(h) | 1,074 | 1,081,048 | ||||||
BRF GmbH, 4.35%, 09/29/26(a) | 549 | 567,700 | ||||||
BRF SA, 5.75%, 09/21/50(a) | 495 | 489,684 | ||||||
Centrais Eletricas Brasileiras SA(a) | ||||||||
3.63%, 02/04/25 | 359 | 357,654 | ||||||
4.63%, 02/04/30 | 200 | 199,500 | ||||||
Embraer Netherlands Finance BV, 5.40%, 02/01/27 | 161 | 152,044 | ||||||
Gol Finance SA, 7.00%, 01/31/25(a) | 250 | 174,255 | ||||||
Itau Unibanco Holding SA, 5.13%, 05/13/23(a) | 200 | 210,813 | ||||||
Itau Unibanco Holding SA/Cayman Island(a) | ||||||||
2.90%, 01/24/23 | 455 | 459,837 | ||||||
3.25%, 01/24/25 | 455 | 463,531 | ||||||
Odebrecht Drilling Norbe VIII/IX Ltd., 6.35%, 12/01/21(a) | 41 | 36,556 | ||||||
Odebrecht Offshore Drilling Finance Ltd.(a) | ||||||||
6.72%, 12/01/22 | 90 | 80,855 | ||||||
(7.72% PIK), 7.72%, 12/01/26(i) | 6 | 551 | ||||||
Odebrecht Oil & Gas Finance Ltd., 0.00%(a)(j)(k) | 26 | 26 | ||||||
Petrobras Global Finance BV | ||||||||
5.30%, 01/27/25 | 350 | 379,356 | ||||||
7.38%, 01/17/27 | 100 | 118,060 | ||||||
5.09%, 01/15/30 | 541 | 568,510 | ||||||
5.60%, 01/03/31 | 28 | 29,910 | ||||||
7.25%, 03/17/44 | 104 | 118,313 | ||||||
6.75%, 06/03/50 | 183 | 195,638 | ||||||
Rumo Luxembourg Sarl, 5.88%, 01/18/25(a) | 448 | 469,140 | ||||||
Suzano Austria GmbH, 3.75%, 01/15/31 | 205 | 204,795 | ||||||
Ultrapar International SA, 5.25%, 06/06/29(a) | 200 | 207,688 | ||||||
Vale Overseas Ltd., 3.75%, 07/08/30 | 545 | 559,851 | ||||||
Votorantim SA, 6.75%, 04/05/21(a) | 299 | 306,475 | ||||||
|
| |||||||
8,585,756 | ||||||||
Canada — 0.3% | ||||||||
Bausch Health Cos., Inc.(a) | ||||||||
6.13%, 04/15/25 | 116 | 118,755 | ||||||
7.00%, 01/15/28 | 37 | 39,220 | ||||||
7.25%, 05/30/29 | 54 | 58,185 | ||||||
Mattamy Group Corp., 5.25%, 12/15/27(a) | 21 | 21,578 | ||||||
MEGlobal Canada ULC(a) | ||||||||
5.00%, 05/18/25 | 520 | 559,813 | ||||||
5.88%, 05/18/30 | 305 | 354,944 | ||||||
Royal Bank of Canada, 0.13%, 07/23/24 | EUR | 200 | 235,268 | |||||
Teck Resources Ltd., 6.13%, 10/01/35 | USD | 30 | 35,861 | |||||
Toronto-Dominion Bank, 0.38%, 04/25/24 | EUR | 670 | 793,279 | |||||
Transcanada Trust, Series 16-A, (3 mo. LIBOR US + 4.64%), 5.88%, 08/15/76(h) | USD | 2 | 2,130 | |||||
|
| |||||||
2,219,033 |
Security | Par (000) | Value | ||||||
Cayman Islands — 0.2% | ||||||||
Comcel Trust via Comunicaciones Celulares SA, 6.88%, 02/06/24 | USD | 329 | $ | 332,708 | ||||
DP World Crescent Ltd., 3.91%, 05/31/23 | 219 | 230,763 | ||||||
Embraer Overseas Ltd., 5.70%, 09/16/23 | 227 | 229,944 | ||||||
Latam Finance Ltd., 6.88%, 04/11/24(e)(g) | 200 | 74,062 | ||||||
MAF Global Securities Ltd. | ||||||||
4.75%, 05/07/24 | 202 | 214,877 | ||||||
(5 year USD Swap + 3.48%), 5.50%(h)(j) | 262 | 257,661 | ||||||
|
| |||||||
1,340,015 | ||||||||
Chile — 0.5% | ||||||||
Celulosa Arauco y Constitucion SA, 4.25%, 04/30/29(a) . | 200 | 213,000 | ||||||
Colbun SA, 3.15%, 03/06/30(a) | 200 | 215,375 | ||||||
Corp. Nacional del Cobre de Chile, 3.75%, 01/15/31(a) | 200 | 222,500 | ||||||
Embotelladora Andina SA, 3.95%, 01/21/50(a) | 436 | 461,206 | ||||||
Empresa de los Ferrocarriles del Estado, 3.07%, 08/18/50(a) | 200 | 195,000 | ||||||
Empresa de Transporte de Pasajeros Metro SA(a) | ||||||||
3.65%, 05/07/30 | 200 | 220,750 | ||||||
4.70%, 05/07/50 | 217 | 266,476 | ||||||
Empresa Nacional de Telecomunicaciones SA, 4.75%, 08/01/26(a) | 462 | 508,491 | ||||||
Empresa Nacional del Petroleo, 4.50%, 09/14/47 | 250 | 271,408 | ||||||
GNL Quintero SA, 4.63%, 07/31/29 | 200 | 214,110 | ||||||
Inversiones CMPC SA/Cayman Islands Branch, 4.38%, 05/15/23(a) | 257 | 272,500 | ||||||
Kenbourne Invest SA, 6.88%, 11/26/24(a) | 362 | 375,462 | ||||||
Latam Finance Ltd., 6.88%, 04/11/24(a)(e)(g) | 200 | 74,063 | ||||||
|
| |||||||
3,510,341 | ||||||||
China — 0.2% | ||||||||
Alibaba Group Holding Ltd., 3.40%, 12/06/27 | 259 | 289,800 | ||||||
Baidu, Inc., 4.38%, 05/14/24 | 200 | 219,555 | ||||||
Sinopec Group Overseas Development Ltd., 2.15%, 05/13/25(a) | 400 | 413,580 | ||||||
Tencent Holdings Ltd., 3.60%, 01/19/28(a) | 331 | 363,475 | ||||||
|
| |||||||
1,286,410 | ||||||||
Colombia — 0.6% | ||||||||
Bancolombia SA, 3.00%, 01/29/25 | 332 | 331,917 | ||||||
Ecopetrol SA | ||||||||
5.38%, 06/26/26 | 361 | 397,382 | ||||||
6.88%, 04/29/30 | 872 | 1,042,912 | ||||||
5.88%, 05/28/45 | 54 | 58,826 | ||||||
Empresas Publicas de Medellin ESP(a) | ||||||||
4.25%, 07/18/29 | 432 | 431,395 | ||||||
4.38%, 02/15/31 | 258 | 258,000 | ||||||
Grupo Aval Ltd., 4.38%, 02/04/30(a) | 1,217 | 1,173,066 | ||||||
Oleoducto Central SA, 4.00%, 07/14/27(a) | 394 | 409,169 | ||||||
|
| |||||||
4,102,667 | ||||||||
Denmark — 0.2% | ||||||||
Danske Bank A/S , (1 year EURIBOR ICE Swap Rate + 1.15%), 0.50%, 08/27/25(h) | EUR | 130 | 151,748 | |||||
Danske Bank A/S(a) | ||||||||
5.00%, 01/12/22 | USD | 200 | 210,110 | |||||
5.38%, 01/12/24 | 483 | 543,280 | ||||||
Orsted A/S, 2.13%, 05/17/27. | GBP | 200 | 278,141 | |||||
|
| |||||||
1,183,279 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 3 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Finland — 0.1% | ||||||||
OP Corporate Bank PLC | ||||||||
0.50%, 08/12/25 | EUR | 250 | $ | 299,724 | ||||
0.60%, 01/18/27 | 130 | 154,409 | ||||||
|
| |||||||
454,133 | ||||||||
France — 2.2% | ||||||||
Air Liquide Finance SA, 1.38%, 04/02/30 | 100 | 130,396 | ||||||
Altice France SA | ||||||||
2.50%, 01/15/25 | 100 | 111,676 | ||||||
2.13%, 02/15/25 | 100 | 110,503 | ||||||
5.88%, 02/01/27 | 200 | 247,561 | ||||||
Banijay Entertainment SASU, 3.50%, 03/01/25 | 200 | 228,315 | ||||||
Banque Federative du Credit Mutuel SA | ||||||||
0.13%, 02/05/24 | 400 | 471,578 | ||||||
1.25%, 12/05/25 | GBP | 200 | 263,979 | |||||
BNP Paribas SA | ||||||||
0.75%, 11/11/22 | EUR | 480 | 573,430 | |||||
1.50%, 05/25/28 | 100 | 130,227 | ||||||
(3 mo. Euribor + 0.75%), 0.50%, 07/15/25(h) | 100 | 117,685 | ||||||
(5 year EUR Swap + 1.20%), 1.13%, 01/15/32(h) | 100 | 115,865 | ||||||
BPCE SA | ||||||||
0.63%, 09/26/24 | 300 | 356,420 | ||||||
0.63%, 04/28/25 | 400 | 480,930 | ||||||
0.25%, 01/15/26 | 200 | 236,244 | ||||||
2.70%, 10/01/29(a) | USD | 250 | 268,785 | |||||
Capgemini SE, 1.63%, 04/15/26 | EUR | 400 | 501,335 | |||||
Credit Agricole Assurances SA, (5 year EURIBOR ICE Swap Rate + 2.65%), 2.63%, 01/29/48(h) | 300 | 362,493 | ||||||
Credit Agricole SA | ||||||||
1.25%, 04/14/26 | 100 | 125,107 | ||||||
(3 mo. Euribor + 1.25%), 1.00%, 04/22/26(h) | 100 | 120,375 | ||||||
Dassault Systemes SE, 0.01%, 09/16/22 | 100 | 117,482 | ||||||
Electricite de France SA, 2.00%, 12/09/49 | 300 | 360,684 | ||||||
Engie SA | ||||||||
2.63%, 07/20/22 | 35 | 43,057 | ||||||
0.01%, 03/04/27 | 900 | 1,049,739 | ||||||
2.13%, 03/30/32 | 200 | 275,521 | ||||||
Icade Sante SAS, 1.38%, 09/17/30. | 100 | 118,728 | ||||||
JCDecaux SA, 2.00%, 10/24/24(f) | 500 | 611,855 | ||||||
Kering SA, 0.75%, 05/13/28 | 100 | 121,100 | ||||||
LVMH Moet Hennessy Louis Vuitton SE | ||||||||
0.13%, 02/28/23 | 100 | 118,030 | ||||||
0.01%, 02/11/26 | 700 | 819,707 | ||||||
Orange SA | ||||||||
0.01%, 09/04/26 | 100 | 116,349 | ||||||
(5 year EUR Swap + 2.36%), 2.38%(h)(j) | 600 | 725,584 | ||||||
Orano SA, 2.75%, 03/08/28. | 200 | 231,371 | ||||||
Pernod Ricard SA | ||||||||
0.01%, 10/24/23 | 1,200 | 1,406,253 | ||||||
0.50%, 10/24/27 | 100 | 119,484 | ||||||
Picard Groupe SAS, (3 mo. Euribor + 3.00%), 3.00%, 11/30/23(b) | 200 | 227,446 | ||||||
Schneider Electric SE | ||||||||
0.01%, 06/12/23 | 200 | 235,238 | ||||||
0.25%, 09/09/24 | 200 | 237,709 | ||||||
Societe Generale SA | ||||||||
0.50%, 01/13/23 | 100 | 117,793 | ||||||
0.01%, 05/27/22 | 400 | 469,635 | ||||||
Suez SA, (5 year EURIBOR ICE Swap Rate + 2.15%), 1.63%(h)(j) | 100 | 112,093 |
Security | Par (000) | Value | ||||||
France (continued) | ||||||||
Thales SA, 0.25%, 01/29/27 | EUR | 400 | $ | 468,220 | ||||
Total Capital International SA, 0.25%, 07/12/23 | 100 | 118,493 | ||||||
Veolia Environnement SA | ||||||||
0.89%, 01/14/24 | 200 | 240,281 | ||||||
0.66%, 01/15/31 | 200 | 235,461 | ||||||
WPP Finance SA, 2.38%, 05/19/27 | 420 | 536,239 | ||||||
|
| |||||||
14,186,456 | ||||||||
Germany — 1.4% | ||||||||
ADLER Real Estate AG, 3.00%, 04/27/26 | 100 | 114,900 | ||||||
ADO Properties SA, 3.25%, 08/05/25 | 100 | 118,168 | ||||||
Allianz Finance II BV, 3.50%, 02/14/22 | 100 | 123,325 | ||||||
Amphenol Technologies Holding GmbH, 0.75%, 05/04/26 | 150 | 177,960 | ||||||
BASF SE | ||||||||
0.25%, 06/05/27 | 200 | 237,222 | ||||||
Series 10Y, 2.00%, 12/05/22 | 995 | 1,220,080 | ||||||
Bayer AG, 1.38%, 07/06/32 | 200 | 239,229 | ||||||
Cheplapharm Arzneimittel GmbH, 3.50%, 02/11/27 | 200 | 225,697 | ||||||
Covestro AG, 0.88%, 02/03/26 | 60 | 71,028 | ||||||
Daimler Finance North America LLC, 3.75%, 11/05/21(a) | USD | 170 | 175,683 | |||||
DEMIRE Deutsche Mittelstand Real Estate AG, 1.88%, 10/15/24 | EUR | 200 | 215,520 | |||||
E.ON SE, 0.38%, 09/29/27 | 460 | 547,538 | ||||||
Fresenius Medical Care AG & Co. KGaA | ||||||||
1.00%, 05/29/26 | 95 | 114,519 | ||||||
1.50%, 05/29/30 | 130 | 159,983 | ||||||
IHO Verwaltungs GmbH, (3.63% Cash or 4.38% PIK), 3.63%, 05/15/25(i) | 200 | 234,921 | ||||||
KION Group AG, 1.63%, 09/24/25 | 200 | 234,678 | ||||||
LEG Immobilien AG, 0.88%, 11/28/27 | 100 | 121,377 | ||||||
Merck Financial Services GmbH | ||||||||
0.01%, 12/15/23 | 200 | 234,916 | ||||||
0.13%, 07/16/25 | 100 | 117,866 | ||||||
Merck KGaA, (5 year EURIBOR ICE Swap Rate + 2.94%), 2.88%, 06/25/79(h) | 200 | 249,116 | ||||||
Nidda BondCo GmbH, 5.00%, 09/30/25 | 100 | 113,709 | ||||||
Nidda Healthcare Holding GmbH, 3.50%, 09/30/24 | 100 | 114,173 | ||||||
Schaeffler AG, 1.88%, 03/26/24 | 10 | 11,467 | ||||||
Siemens Financieringsmaatschappij NV, 1.25%, 02/28/31 | 105 | 135,184 | ||||||
Techem Verwaltungsgesellschaft 674 mbH, 6.00%, 07/30/26 | 200 | 238,591 | ||||||
thyssenkrupp AG | ||||||||
1.88%, 03/06/23 | 200 | 218,779 | ||||||
2.88%, 02/22/24 | 200 | 219,893 | ||||||
Vertical Midco GmbH | ||||||||
4.38%, 07/15/27 | 200 | 238,125 | ||||||
(3 mo. Euribor + 4.75%), 4.75%, 07/15/27(b) | 200 | 235,062 | ||||||
Volkswagen Financial Services AG, 1.50%, 10/01/24 | 840 | 1,012,680 | ||||||
Volkswagen Financial Services NV, 1.63%, 11/30/22 | GBP | 200 | 260,534 | |||||
Volkswagen Leasing GmbH | ||||||||
1.00%, 02/16/23 | EUR | 100 | 118,938 | |||||
2.63%, 01/15/24 | 225 | 280,975 | ||||||
ZF Europe Finance BV, 2.50%, 10/23/27 | 300 | 319,828 |
4 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Germany (continued) | ||||||||
ZF Finance GmbH | ||||||||
3.00%, 09/21/25 | EUR | 100 | $ | 114,017 | ||||
3.75%, 09/21/28 | 200 | 226,869 | ||||||
|
| |||||||
8,792,550 | ||||||||
Guatemala(a) — 0.1% | ||||||||
Central American Bottling Corp., 5.75%, 01/31/27 | USD | 706 | 731,630 | |||||
Comunicaciones Celulares SA Via Comcel Trust, 6.88%, 02/06/24 | 200 | 202,254 | ||||||
|
| |||||||
933,884 | ||||||||
India(a) — 0.1% | ||||||||
Adani Electricity Mumbai Ltd., 3.95%, 02/12/30 | 672 | 655,620 | ||||||
Muthoot Finance Ltd., 6.13%, 10/31/22 | 200 | 203,063 | ||||||
|
| |||||||
858,683 | ||||||||
Indonesia — 0.1% | ||||||||
Pertamina Persero PT, 3.65%, 07/30/29 | 500 | 535,156 | ||||||
|
| |||||||
Ireland — 0.1% | ||||||||
Atlas Copco Finance DAC, 0.13%, 09/03/29 | EUR | 275 | 322,009 | |||||
ESB Finance DAC, 1.13%, 06/11/30 | 105 | 132,309 | ||||||
Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26 | USD | 291 | 323,569 | |||||
|
| |||||||
777,887 | ||||||||
Isle of Man — 0.0% | ||||||||
AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30 | 204 | 209,268 | ||||||
|
| |||||||
Israel — 0.1% | ||||||||
Leviathan Bond Ltd., 5.75%, 06/30/23(a) | 569 | 586,069 | ||||||
|
| |||||||
Italy — 0.4% | ||||||||
Diocle SpA, (3 mo. Euribor + 3.88%), 3.88%, 06/30/26(b) | EUR | 191 | 220,528 | |||||
Enel Finance International NV, 0.01%, 06/17/24 | 700 | 818,915 | ||||||
FCA Bank SpA, 0.50%, 09/18/23. | 320 | 374,769 | ||||||
International Game Technology PLC, 4.75%, 02/15/23 | 200 | 238,593 | ||||||
Intesa Sanpaolo SpA | ||||||||
0.75%, 12/04/24 | 100 | 118,553 | ||||||
(5 year EUR Swap + 6.09%), 5.88%(h)(j) | 300 | 343,381 | ||||||
Rossini Sarl, 6.75%, 10/30/25. | 200 | 246,332 | ||||||
Sisal Group SpA, 7.00%, 07/31/23 | 69 | 81,396 | ||||||
|
| |||||||
2,442,467 | ||||||||
Japan — 0.5% | ||||||||
Mitsubishi UFJ Financial Group, Inc. | ||||||||
0.87%, 09/07/24 | 100 | 120,332 | ||||||
3.74%, 03/07/29 | USD | 23 | 26,414 | |||||
3.20%, 07/18/29 | 200 | 220,954 | ||||||
Mizuho Financial Group, Inc.(h) | ||||||||
(3 mo. LIBOR US + 1.10%), 2.56%, 09/13/25 | 335 | 352,089 | ||||||
(3 mo. LIBOR US + 1.27%), 1.98%, 09/08/31 | 200 | 198,654 | ||||||
Nissan Motor Co. Ltd. | ||||||||
3.20%, 09/17/28 | EUR | 200 | 236,336 | |||||
4.81%, 09/17/30(a) | USD | 619 | 622,717 | |||||
SoftBank Group Corp., 4.75%, 07/30/25 | EUR | 300 | 374,598 | |||||
Sumitomo Mitsui Financial Group, Inc., 3.45%, 01/11/27 | USD | 73 | 81,263 | |||||
Takeda Pharmaceutical Co. Ltd. | ||||||||
5.00%, 11/26/28 | 200 | 248,578 | ||||||
3.00%, 11/21/30 | EUR | 265 | 372,333 |
Security | Par (000) | Value | ||||||
Japan (continued) | ||||||||
Takeda Pharmaceutical Co. Ltd. (continued) | ||||||||
2.00%, 07/09/40 | EUR | 100 | $ | 124,182 | ||||
Toyota Motor Credit Corp., 2.90%, 04/17/24 | USD | 64 | 68,919 | |||||
|
| |||||||
3,047,369 | ||||||||
Jersey — 0.0% | ||||||||
LHC3 PLC, (4.13% Cash or 4.88% PIK), 4.13%, 08/15/24(i) | EUR | 200 | 235,662 | |||||
Lithuania — 0.1% | ||||||||
ASG Finance Designated Activity Co., 7.88%, 12/03/24(a) | USD | 502 | 358,930 | |||||
Luxembourg — 0.4% | ||||||||
Altice Financing SA, 2.25%, 01/15/25 | EUR | 100 | 112,192 | |||||
Becton Dickinson Euro Finance Sarl, 1.21%, 06/04/26 | 100 | 120,262 | ||||||
DH Europe Finance II Sarl | ||||||||
0.20%, 03/18/26 | 240 | 280,348 | ||||||
1.80%, 09/18/49 | 100 | 117,908 | ||||||
GOL Equity Finance SA, 3.75%, 07/15/24(a) | USD | 282 | 176,020 | |||||
Medtronic Global Holdings SCA, 1.38%, 10/15/40 | EUR | 100 | 119,623 | |||||
MHP Lux SA, 6.25%, 09/19/29. | USD | 200 | 190,000 | |||||
Millicom International Cellular SA, 6.63%, 10/15/26(a) | 409 | 438,397 | ||||||
Nielsen Co. Luxembourg Sarl, 5.00%, 02/01/25(a) | 21 | 21,394 | ||||||
Richemont International Holding SA, 0.75%, 05/26/28 | EUR | 100 | 121,917 | |||||
SES SA, 2.00%, 07/02/28 | 200 | 243,290 | ||||||
Summer BC Holdco B Sarl, 5.75%, 10/31/26 | 200 | 229,847 | ||||||
Whirlpool Finance Luxembourg Sarl | ||||||||
1.25%, 11/02/26 | 100 | 120,741 | ||||||
1.10%, 11/09/27 | 100 | 119,162 | ||||||
|
| |||||||
2,411,101 | ||||||||
Malaysia — 0.1% | ||||||||
Petronas Capital Ltd., 3.50%, 04/21/30(a) | USD | 665 | 743,543 | |||||
|
| |||||||
Mauritius — 0.1% | ||||||||
HTA Group Ltd., 7.00%, 12/18/25(a) | 605 | 630,713 | ||||||
|
| |||||||
Mexico — 2.0% | ||||||||
Credito Real SAB de C.V. Sofom ENR , 7.25%, 07/20/23(a) | 200 | 195,550 | ||||||
Alpha Holding SA de CV, 9.00%, 02/10/25(a) | 308 | 231,963 | ||||||
America Movil SAB de CV, 2.88%, 05/07/30 | 975 | 1,054,823 | ||||||
Axtel SAB de CV, 6.38%, 11/14/24(a) | 507 | 526,646 | ||||||
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand, 5.38%, 04/17/25(a) | 550 | 609,042 | ||||||
BBVA Bancomer SA, 6.75%, 09/30/22(a) | 497 | 535,828 | ||||||
Cemex SAB de C.V. | ||||||||
3.13%, 03/19/26 | EUR | 200 | 234,856 | |||||
5.20%, 09/17/30(a) | USD | 630 | 632,299 | |||||
Coca-Cola Femsa SAB de C.V., 1.85%, 09/01/32 | 465 | 468,860 | ||||||
Comision Federal de Electricidad, 4.75%, 02/23/27 | 500 | 536,406 | ||||||
Cydsa SAB de CV, 6.25%, 10/04/27(a) | 200 | 201,563 | ||||||
Fomento Economico Mexicano SAB de CV, 3.50%, 01/16/50 | 472 | 498,373 | ||||||
Grupo KUO SAB de CV, 5.75%, 07/07/27(a) | 270 | 260,719 | ||||||
Industrias Penoles SAB de CV(a) | ||||||||
4.15%, 09/12/29 | 704 | 764,720 | ||||||
4.75%, 08/06/50 | 200 | 205,846 | ||||||
Kimberly-Clark de Mexico SAB de CV, 2.43%, 07/01/31(a) | 330 | 337,425 | ||||||
Mexico City Airport Trust, 5.50%, 07/31/47(a) | 269 | 218,635 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 5 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Mexico (continued) | ||||||||
Minera Mexico SA de CV, 4.50%, 01/26/50(a) | USD | 373 | $ | 404,705 | ||||
Petroleos Mexicanos | ||||||||
5.50%, 01/21/21 | 65 | 65,569 | ||||||
1.88%, 04/21/22 | EUR | 100 | 112,079 | |||||
4.25%, 01/15/25 | USD | 582 | 539,314 | |||||
4.50%, 01/23/26 | 1,192 | 1,055,158 | ||||||
6.88%, 08/04/26 | 108 | 103,939 | ||||||
6.50%, 01/23/29 | 200 | 179,084 | ||||||
6.84%, 01/23/30(a) | 194 | 173,145 | ||||||
5.95%, 01/28/31(a)(l) | 200 | 167,230 | ||||||
6.63%, 06/15/35 | 150 | 123,328 | ||||||
7.69%, 01/23/50(a) | 169 | 141,453 | ||||||
6.95%, 01/28/60 | 1,940 | 1,500,590 | ||||||
(3 mo. LIBOR US + 3.65%), 3.90%, 03/11/22(b) | 390 | 381,003 | ||||||
Trust F/1401(a) | ||||||||
4.87%, 01/15/30 | 200 | 201,350 | ||||||
6.95%, 01/30/44 | 499 | 531,123 | ||||||
|
| |||||||
13,192,624 | ||||||||
Morocco — 0.0% | ||||||||
OCP SA, 4.50%, 10/22/25 | 200 | 210,938 | ||||||
|
| |||||||
MultiNational — 0.1% | ||||||||
Clarios Global LP/Clarios US Finance Co., 4.38%, 05/15/26 | EUR | 200 | 234,783 | |||||
Digicel International Finance Ltd./Digicel Holdings Bermuda Ltd.(a) | ||||||||
8.75%, 05/25/24 | USD | 120 | 120,527 | |||||
8.00%, 12/31/26 | 48 | 37,251 | ||||||
(6.00% Cash and 7.00% PIK), 13.00%, 12/31/25(i) | 60 | 54,666 | ||||||
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 6.50%, 04/15/29(a) | 34 | 37,739 | ||||||
Promigas SA ESP/Gases del Pacifico SAC, 3.75%, 10/16/29 | 250 | 245,000 | ||||||
|
| |||||||
729,966 | ||||||||
Netherlands — 2.0% | ||||||||
ABN AMRO Bank NV, 0.88%, 01/15/24 | EUR | 100 | 120,919 | |||||
Airbus SE | ||||||||
2.00%, 04/07/28 | 400 | 503,387 | ||||||
2.38%, 04/07/32 | 100 | 126,828 | ||||||
2.38%, 06/09/40 | 100 | 118,906 | ||||||
Allianz Finance II BV, 0.01%, 01/14/25 | 100 | 118,219 | ||||||
ASML Holding NV, 1.38%, 07/07/26 | 820 | 1,037,047 | ||||||
BMW Finance NV | ||||||||
0.01%, 03/24/23 | 35 | 41,018 | ||||||
0.01%, 04/14/23 | 480 | 562,139 | ||||||
Braskem Netherlands Finance BV | ||||||||
4.50%, 01/10/28 | USD | 282 | 271,425 | |||||
(5 year CMT + 8.22%), 8.50%, 01/23/81(h) | 269 | 270,765 | ||||||
Conti-Gummi Finance BV, 1.13%, 09/25/24 | EUR | 100 | 119,578 | |||||
Cooperatieve Rabobank UA | ||||||||
1.38%, 02/03/27 | 100 | 127,618 | ||||||
4.63%, 05/23/29 | GBP | 255 | 403,421 | |||||
Deutsche Telekom International Finance BV, 4.25%, 07/13/22 | EUR | 520 | 657,332 | |||||
Digital Dutch Finco BV, 0.63%, 07/15/25 | 100 | 118,623 | ||||||
EDP Finance BV, 1.88%, 10/13/25 | 100 | 127,302 | ||||||
Enexis Holding NV, 0.75%, 07/02/31 | 100 | 122,777 | ||||||
Equate Petrochemical BV, 4.25%, 11/03/26(a) | USD | 200 | 209,586 | |||||
Givaudan Finance Europe BV, 1.00%, 04/22/27 | EUR | 100 | 123,255 |
Security | Par (000) | Value | ||||||
Netherlands (continued) | ||||||||
ING Bank NV, (3 mo. Euribor + 0.40%), 0.09%, 04/08/22(b) | EUR | 500 | $ | 589,460 | ||||
ING Groep NV | ||||||||
1.00%, 09/20/23 | 200 | 241,314 | ||||||
3.55%, 04/09/24 | USD | 333 | 362,656 | |||||
(1 year CMT + 1.10%), 1.40%, 07/01/26(a)(h) | 200 | 202,281 | ||||||
(5 year EUR Swap + 2.15%), 2.50%, 02/15/29(h) | EUR | 100 | 123,481 | |||||
NXP BV/NXP Funding LLC, 5.55%, 12/01/28(a) | USD | 28 | 34,628 | |||||
NXP BV/NXP Funding LLC/NXP USA, Inc.(a) | ||||||||
2.70%, 05/01/25 | 30 | 31,781 | ||||||
3.88%, 06/18/26 | 11 | 12,323 | ||||||
3.15%, 05/01/27 | 77 | 83,221 | ||||||
4.30%, 06/18/29 | 136 | 156,771 | ||||||
3.40%, 05/01/30 | 101 | 110,566 | ||||||
OCI NV, 5.00%, 04/15/23 | EUR | 200 | 239,870 | |||||
PPF Telecom Group BV, 3.25%, 09/29/27 | 100 | 116,670 | ||||||
Redexis Gas Finance BV | ||||||||
1.88%, 05/28/25 | 200 | 244,961 | ||||||
1.88%, 04/27/27 | 100 | 123,682 | ||||||
RELX Finance BV, 0.50%, 03/10/28 | 100 | 117,471 | ||||||
Shell International Finance BV | ||||||||
0.13%, 11/08/27 | 100 | 116,843 | ||||||
1.25%, 05/12/28 | 100 | 125,886 | ||||||
2.38%, 11/07/29 | USD | 277 | 292,368 | |||||
3.63%, 08/21/42 | 4 | 4,372 | ||||||
Siemens Financieringsmaatschappij NV | ||||||||
0.88%, 06/05/23 | GBP | 500 | 652,074 | |||||
1.00%, 02/20/25 | 200 | 264,356 | ||||||
Swisscom Finance BV, 0.38%, 11/14/28 | EUR | 180 | 215,320 | |||||
Telefonica Europe BV, (6 year EUR Swap + 4.11%), | ||||||||
4.38%(h)(j) | 1,100 | 1,357,997 | ||||||
United Group BV, 4.88%, 07/01/24 | 200 | 236,835 | ||||||
Upjohn Finance BV | ||||||||
0.82%, 06/23/22 | 100 | 118,485 | ||||||
1.02%, 06/23/24 | 390 | 466,501 | ||||||
Volkswagen Financial Services NV, 1.63%, 02/10/24 | GBP | 200 | 261,024 | |||||
Vonovia Finance BV | ||||||||
0.75%, 01/25/22 | EUR | 200 | 236,884 | |||||
1.80%, 06/29/25 | 100 | 125,834 | ||||||
VZ Vendor Financing BV, 2.50%, 01/31/24 | 100 | 114,900 | ||||||
Wolters Kluwer NV, 0.75%, 07/03/30 | 150 | 179,319 | ||||||
|
| |||||||
12,740,279 | ||||||||
Norway — 0.1% | ||||||||
Equinor ASA, 1.38%, 05/22/32 | 130 | 165,830 | ||||||
Telenor ASA, 0.01%, 09/25/23 | 160 | 188,162 | ||||||
|
| |||||||
353,992 | ||||||||
Panama — 0.1% | ||||||||
AES Panama Generation Holdings SRL, 4.38%, 05/31/30(a) | USD | 400 | 409,875 | |||||
Banco Nacional de Panama, 2.50%, 08/11/30(a) | 293 | 288,359 | ||||||
Banistmo SA, 3.65%, 09/19/22. | 200 | 202,500 | ||||||
|
| |||||||
900,734 | ||||||||
Peru — 0.3% | ||||||||
Banco de Credito del Peru, (5 year CMT + 3.00%), 3.13%, 07/01/30(a)(h) | 570 | 570,000 | ||||||
Banco Internacional del Peru SAA Interbank, 3.25%, 10/04/26(a) | 181 | 189,032 | ||||||
Consorcio Transmantaro SA, 4.70%, 04/16/34(a) | 215 | 253,505 |
6 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Peru (continued) | ||||||||
Inkia Energy Ltd., 5.88%, 11/09/27 | USD | 200 | $ | 208,813 | ||||
Nexa Resources SA, 5.38%, 05/04/27(a) | 200 | 208,250 | ||||||
Orazul Energy Egenor SCA, 5.63%, 04/28/27(a) | 293 | 302,815 | ||||||
|
| |||||||
1,732,415 | ||||||||
Portugal — 0.0% | ||||||||
Transportes Aereos Portugueses SA, 5.63%, 12/02/24(a) | EUR | 100 | 71,521 | |||||
|
| |||||||
S.Georgia/S.San — 0.0% | ||||||||
Credit Suisse Group Funding Guernsey Ltd., 3.75%, 03/26/25 | USD | 253 | 279,052 | |||||
|
| |||||||
Saudi Arabia — 0.2% | ||||||||
SABIC Capital II BV, 4.00%, 10/10/23(a) | 542 | 582,650 | ||||||
Saudi Arabian Oil Co., 4.25%, 04/16/39 | 200 | 229,162 | ||||||
Saudi Electricity Global Sukuk Co. 2, 5.06%, 04/08/43 | 200 | 239,125 | ||||||
|
| |||||||
1,050,937 | ||||||||
Singapore(a) — 0.1% | ||||||||
Puma International Financing SA | ||||||||
5.13%, 10/06/24 | 697 | 616,845 | ||||||
5.00%, 01/24/26 | 200 | 167,062 | ||||||
|
| |||||||
783,907 | ||||||||
South Africa — 0.0% | ||||||||
Gold Fields Orogen Holdings BVI Ltd., 5.13%, 05/15/24(a) | 200 | 217,250 | ||||||
|
| |||||||
South Korea — 0.0% | ||||||||
Hyundai Capital America, 3.10%, 04/05/22(a) | 305 | 313,673 | ||||||
|
| |||||||
Spain — 0.4% | ||||||||
Amadeus IT Group SA | ||||||||
2.88%, 05/20/27 | EUR | 300 | 373,272 | |||||
1.88%, 09/24/28 | 100 | 114,444 | ||||||
Banco de Sabadell SA | ||||||||
0.88%, 07/22/25 | 100 | 117,215 | ||||||
(1 year EUR Swap + 1.55%), 1.13%, 03/11/27(h) | 400 | 469,603 | ||||||
(1 year EUR Swap + 2.10%), 1.75%, 06/29/23(h) | 200 | 239,454 | ||||||
Banco Santander SA, 2.71%, 06/27/24 | USD | 400 | 423,208 | |||||
ContourGlobal Power Holdings SA | ||||||||
3.38%, 08/01/23 | EUR | 200 | 233,213 | |||||
4.13%, 08/01/25 | 100 | 118,101 | ||||||
El Corte Ingles SA, 3.00%, 03/15/24 | 200 | 232,693 | ||||||
Ferrovial Netherlands BV, (5 year EUR Swap + 2.13%), 2.12%(h)(j) | 200 | 219,868 | ||||||
Telefonica Emisiones SA, 1.45%, 01/22/27 | 100 | 124,950 | ||||||
|
| |||||||
2,666,021 | ||||||||
Sweden — 0.4% | ||||||||
Atlas Copco AB, 2.50%, 02/28/23 | 780 | 972,586 | ||||||
Skandinaviska Enskilda Banken AB, 0.38%, 02/11/27 | 425 | 501,645 | ||||||
Svenska Handelsbanken AB, 0.50%, 02/18/30 | 100 | 118,213 | ||||||
Verisure Holding AB | ||||||||
3.50%, 05/15/23 | 100 | 117,726 | ||||||
3.88%, 07/15/26 | 100 | 117,303 | ||||||
Verisure Midholding AB, 5.75%, 12/01/23 | 100 | 117,051 | ||||||
Volvo Treasury AB | ||||||||
0.01%, 02/11/23 | 100 | 117,200 | ||||||
(3 mo. Euribor + 0.65%), 0.16%, 09/13/21(b) | 200 | 234,824 | ||||||
|
| |||||||
2,296,548 |
Security | Par (000) | Value | ||||||
Switzerland — 0.6% | ||||||||
Credit Suisse Group AG(h) | ||||||||
(1 year EUR Swap + 0.75%), 1.25%, 07/17/25 | EUR | 200 | $ | 241,481 | ||||
(1 year EURIBOR ICE Swap Rate + 1.05%), 1.00%, 06/24/27 | 325 | 389,544 | ||||||
(1 year EURIBOR ICE Swap Rate + 3.50%), 3.25%, 04/02/26 | 1,000 | 1,310,290 | ||||||
Credit Suisse Group Funding Guernsey Ltd., 1.25%, 04/14/22 | 195 | 233,086 | ||||||
Sika Capital BV, 0.88%, 04/29/27 | 380 | 464,465 | ||||||
UBS AG, (5 year EUR Swap + 3.40%), 4.75%, 02/12/26(h) | 235 | 278,625 | ||||||
UBS Group AG(h) | ||||||||
(1 year EUR Swap + 0.55%), 0.25%, 01/29/26 | 565 | 662,227 | ||||||
(1 year EUR Swap + 0.75%), 1.25%, 04/17/25 | 200 | 243,068 | ||||||
|
| |||||||
3,822,786 | ||||||||
United Arab Emirates — 0.2% | ||||||||
DP World Ltd., 6.85%, 07/02/37. | USD | 400 | 499,500 | |||||
MDGH - GMTN BV(a) | ||||||||
2.50%, 11/07/24 | 575 | 599,438 | ||||||
2.88%, 11/07/29 | 400 | 428,000 | ||||||
|
| |||||||
1,526,938 | ||||||||
United Kingdom — 1.8% | ||||||||
Amcor UK Finance PLC, 1.13%, 06/23/27 | EUR | 100 | 121,741 | |||||
Arrow Global Finance PLC, 5.13%, 09/15/24 | GBP | 200 | 243,458 | |||||
Barclays PLC(h) | ||||||||
(1 year EUR Swap + 3.70%), 3.38%, 04/02/25 | EUR | 230 | 292,593 | |||||
(3 mo. LIBOR US + 1.61%), 3.93%, 05/07/25 | USD | 348 | 374,772 | |||||
(5 year EUR Swap + 1.90%), 2.00%, 02/07/28 | EUR | 200 | 232,642 | |||||
(5 year EUR Swap + 2.45%), 2.63%, 11/11/25 | 200 | 234,655 | ||||||
(5 year USD Swap + 6.77%), 7.88%(j) | USD | 200 | 205,750 | |||||
BAT Capital Corp., 5.28%, 04/02/50 | 353 | 414,869 | ||||||
BAT International Finance PLC | ||||||||
4.00%, 09/04/26 | GBP | 100 | 145,009 | |||||
1.25%, 03/13/27 | EUR | 140 | 167,515 | |||||
2.25%, 01/16/30 | 315 | 393,088 | ||||||
BP Capital Markets PLC | ||||||||
0.83%, 11/08/27 | 485 | 581,078 | ||||||
1.23%, 05/08/31 | 130 | 158,043 | ||||||
British Telecommunications PLC | ||||||||
0.88%, 09/26/23 | 100 | 119,080 | ||||||
1.00%, 06/23/24 | 525 | 627,507 | ||||||
Cabot Financial Luxembourg SA, 7.50%, 10/01/23 | GBP | 200 | 260,220 | |||||
Chanel Ceres PLC(f) | ||||||||
0.50%, 07/31/26 | EUR | 170 | 200,463 | |||||
1.00%, 07/31/31 | 100 | 118,607 | ||||||
Coca-Cola European Partners PLC, 1.13%, 04/12/29 | 100 | 124,090 | ||||||
CPUK Finance Ltd., 4.25%, 08/28/22 | GBP | 200 | 254,272 | |||||
eG Global Finance PLC | ||||||||
3.63%, 02/07/24 | EUR | 100 | 113,296 | |||||
4.38%, 02/07/25 | 100 | 110,797 | ||||||
6.25%, 10/30/25 | 100 | 116,717 | ||||||
Fresnillo PLC, 4.25%, 10/02/50(a) | USD | 675 | 666,949 | |||||
Heathrow Finance PLC, 3.88%, 03/01/27 | GBP | 200 | 237,424 | |||||
HSBC Holdings PLC, (3 mo. LIBOR US + 1.53%), 4.58%, 06/19/29(h) | USD | 251 | 289,587 | |||||
Informa PLC | ||||||||
1.25%, 06/10/25(f) | 250 | 291,834 | ||||||
1.25%, 04/22/28 | EUR | 400 | 427,460 | |||||
Ladbrokes Group Finance PLC, 5.13%, 09/16/22 | GBP | 100 | 131,311 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 7 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
United Kingdom (continued) | ||||||||
Motability Operations Group PLC, 0.38%, 01/03/26 | EUR | 100 | $ | 119,262 | ||||
National Grid Electricity Transmission PLC, 0.19%, 01/20/25 | 100 | 117,999 | ||||||
Natwest Group PLC, 2.50%, 03/22/23 | 200 | 246,161 | ||||||
Pinewood Finance Co. Ltd., 3.25%, 09/30/25 | GBP | 200 | 256,934 | |||||
Premier Foods Finance PLC, 6.25%, 10/15/23 | 200 | 264,418 | ||||||
RELX Capital, Inc., 3.50%, 03/16/23 | USD | 437 | 464,767 | |||||
Rolls-Royce PLC | ||||||||
0.88%, 05/09/24 | EUR | 200 | 203,141 | |||||
1.63%, 05/09/28 | 100 | 93,754 | ||||||
Standard Chartered PLC, (3 mo. LIBOR US + 1.20%), 2.74%, 09/10/22(a)(h) | USD | 270 | 274,265 | |||||
Virgin Media Secured Finance PLC, 5.50%, 08/15/26(a) . | 200 | 208,500 | ||||||
Vmed O2 UK Financing I PLC, 3.25%, 01/31/31 | EUR | 200 | 233,024 | |||||
Vodafone Group PLC | ||||||||
1.75%, 08/25/23 | 750 | 923,508 | ||||||
4.38%, 05/30/28 | USD | 120 | 142,044 | |||||
WPP Finance, 1.38%, 03/20/25 | EUR | 145 | 176,635 | |||||
|
| |||||||
11,379,239 | ||||||||
United States — 17.1% | ||||||||
AbbVie, Inc. , 1.38%, 05/17/24 | 100 | 121,911 | ||||||
Abbott Ireland Financing DAC, 0.10%, 11/19/24 | 530 | 624,754 | ||||||
AbbVie, Inc.(a) | ||||||||
1.25%, 06/01/24 | 100 | 121,411 | ||||||
3.80%, 03/15/25 | USD | 18 | 19,959 | |||||
2.95%, 11/21/26 | 12 | 13,071 | ||||||
4.63%, 10/01/42 | 4 | 4,869 | ||||||
Acadia Healthcare Co, Inc., 5.50%, 07/01/28(a) | 30 | 30,855 | ||||||
Activision Blizzard, Inc. | ||||||||
1.35%, 09/15/30 | 121 | 118,283 | ||||||
2.50%, 09/15/50 | 70 | 65,229 | ||||||
AEP Texas, Inc. | ||||||||
3.85%, 10/01/25(a) | 110 | 121,194 | ||||||
Series G, 4.15%, 05/01/49 | 27 | 32,424 | ||||||
Alabama Power Co., 6.00%, 03/01/39 | 5 | 7,286 | ||||||
Altria Group, Inc. | ||||||||
3.80%, 02/14/24 | 516 | 564,002 | ||||||
1.70%, 06/15/25 | EUR | 220 | 271,363 | |||||
4.40%, 02/14/26 | USD | 185 | 213,705 | |||||
2.20%, 06/15/27 | EUR | 210 | 265,938 | |||||
4.80%, 02/14/29 | USD | 247 | 293,089 | |||||
5.80%, 02/14/39 | 106 | 135,649 | ||||||
Amazon.com, Inc., 4.05%, 08/22/47. | 114 | 148,110 | ||||||
Ameren Illinois Co. | ||||||||
3.80%, 05/15/28 | 100 | 116,896 | ||||||
3.70%, 12/01/47 | 32 | 37,654 | ||||||
3.25%, 03/15/50 | 81 | 91,127 | ||||||
American Airlines Pass Through Trust, Series B, 3.85%, 02/15/28 | 89 | 59,004 | ||||||
American Airlines Pass-Through Trust | ||||||||
4.40%, 09/22/23 | 81 | 58,424 | ||||||
4.38%, 06/15/24(a) | 69 | 46,378 | ||||||
3.75%, 10/15/25 | 140 | 97,985 | ||||||
3.60%, 09/22/27 | 10 | 9,808 | ||||||
3.00%, 10/15/28 | 63 | 58,549 | ||||||
Series AA, 3.20%, 06/12/28 | 40 | 37,537 | ||||||
Series AA, 3.65%, 02/15/29 | 34 | 32,682 | ||||||
Series AA, 3.15%, 02/15/32 | 82 | 77,376 | ||||||
Series B, 5.25%, 01/15/24 | 6 | 4,274 | ||||||
Series B, 4.95%, 02/15/25 | 17 | 12,272 |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
American Airlines Pass-Through Trust (continued) | ||||||||
Series B, 3.70%, 10/15/25 | USD | 8 | $ | 5,075 | ||||
American Builders & Contractors Supply Co., Inc.(a) | ||||||||
5.88%, 05/15/26 | 25 | 25,938 | ||||||
4.00%, 01/15/28 | 26 | 26,423 | ||||||
American Tower Corp. | ||||||||
3.38%, 05/15/24 | 491 | 531,609 | ||||||
1.30%, 09/15/25 | 179 | 180,906 | ||||||
1.95%, 05/22/26 | EUR | 340 | 431,930 | |||||
3.95%, 03/15/29 | USD | 10 | 11,513 | |||||
2.10%, 06/15/30 | 89 | 89,577 | ||||||
Analog Devices, Inc., 5.30%, 12/15/45 | 5 | 7,060 | ||||||
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.70%, 02/01/36. | 151 | 182,411 | ||||||
Anheuser-Busch InBev Worldwide, Inc. | ||||||||
3.50%, 06/01/30 | 135 | 153,594 | ||||||
8.20%, 01/15/39 | 8 | 13,006 | ||||||
4.95%, 01/15/42 | 339 | 415,941 | ||||||
Aon PLC, 4.75%, 05/15/45 | 2 | 2,605 | ||||||
Apple, Inc. | ||||||||
1.00%, 11/10/22 | EUR | 1,070 | 1,287,304 | |||||
3.00%, 11/13/27 | USD | 203 | 229,465 | |||||
Applied Materials, Inc. | ||||||||
1.75%, 06/01/30 | 281 | 289,536 | ||||||
2.75%, 06/01/50 | 41 | 43,089 | ||||||
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. | ||||||||
5.25%, 04/30/25(a) | 677 | 707,465 | ||||||
2.13%, 08/15/26 | EUR | 200 | 227,429 | |||||
4.75%, 07/15/27 | GBP | 200 | 258,643 | |||||
AT&T, Inc. | ||||||||
0.00%, 11/27/22(a)(k)(l) | USD | 1,000 | 986,135 | |||||
4.35%, 03/01/29 | 444 | 522,636 | ||||||
4.38%, 09/14/29 | GBP | 100 | 155,714 | |||||
2.75%, 06/01/31 | USD | 708 | 746,981 | |||||
3.15%, 09/04/36 | EUR | 250 | 346,701 | |||||
2.60%, 05/19/38 | 225 | 294,281 | ||||||
4.80%, 06/15/44 | USD | 150 | 178,773 | |||||
3.65%, 06/01/51 | 240 | 242,076 | ||||||
3.50%, 09/15/53(a) | 297 | 287,147 | ||||||
Autodesk, Inc. | ||||||||
4.38%, 06/15/25 | 210 | 240,925 | ||||||
2.85%, 01/15/30 | 133 | 145,527 | ||||||
Axalta Coating Systems Dutch Holding B BV, 3.75%, 01/15/25 | EUR | 100 | 117,158 | |||||
Baltimore Gas & Electric Co., 3.20%, 09/15/49 | USD | 21 | 22,615 | |||||
Bank of America Corp. | ||||||||
5.88%, 01/05/21 | 50 | 50,730 | ||||||
2.38%, 06/19/24 | EUR | 100 | 126,729 | |||||
4.20%, 08/26/24 | USD | 119 | 132,523 | |||||
4.00%, 01/22/25 | 10 | 11,140 | ||||||
4.45%, 03/03/26 | 73 | 84,194 | ||||||
(3 mo. Euribor + 1.20%), 1.78%, 05/04/27(h) | EUR | 405 | 509,602 | |||||
(3 mo. LIBOR US + 0.37%), 2.74%, 01/23/22(h) | USD | 65 | 65,457 | |||||
(3 mo. LIBOR US + 0.63%), 2.33%, 10/01/21(h) | 65 | 65,000 | ||||||
(3 mo. LIBOR US + 0.64%), 2.02%, 02/13/26(h) | 111 | 115,116 | ||||||
(3 mo. LIBOR US + 0.78%), 3.55%, 03/05/24(h) | 481 | 512,246 | ||||||
(3 mo. LIBOR US + 0.87%), 2.46%, 10/22/25(h) | 654 | 689,530 | ||||||
(3 mo. LIBOR US + 1.04%), 3.42%, 12/20/28(h) | 36 | 40,060 | ||||||
(3 mo. LIBOR US + 1.09%), 3.09%, 10/01/25(h) | 183 | 197,329 | ||||||
(3 mo. LIBOR US + 1.31%), 4.27%, 07/23/29(h) | 1,442 | 1,691,556 |
8 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
Bank of America Corp. (continued) | ||||||||
(3 mo. LIBOR US + 1.37%), 3.59%, 07/21/28(h) | USD | 92 | $ | 103,321 | ||||
(3 mo. LIBOR US + 1.51%), 3.71%, 04/24/28(h) | 60 | 67,847 | ||||||
(3 mo. LIBOR US + 1.58%), 3.82%, 01/20/28(h) | 1,008 | 1,139,312 | ||||||
(Secured Overnight Financing Rate + 0.91%), 0.98%, 09/25/25(h) | 116 | 115,973 | ||||||
(Secured Overnight Financing Rate + 2.15%), 2.59%, 04/29/31(h) | 299 | 318,112 | ||||||
Bausch Health Americas, Inc.(a) | ||||||||
9.25%, 04/01/26 | 55 | 60,500 | ||||||
8.50%, 01/31/27 | 61 | 67,024 | ||||||
Bausch Health Cos., Inc. | ||||||||
4.50%, 05/15/23 | EUR | 200 | 232,300 | |||||
9.00%, 12/15/25(a) | USD | 55 | 59,829 | |||||
Beacon Roofing Supply, Inc., 4.88%, 11/01/25(a) | 50 | 49,000 | ||||||
Becton Dickinson & Co. | ||||||||
1.40%, 05/24/23 | EUR | 495 | 596,433 | |||||
3.79%, 05/20/50 | USD | 69 | 77,178 | |||||
Becton Dickinson Euro Finance Sarl | ||||||||
0.17%, 06/04/21 | EUR | 230 | 269,511 | |||||
0.63%, 06/04/23 | 200 | 236,371 | ||||||
Berry Global, Inc. | ||||||||
1.00%, 01/15/25 | 100 | 112,516 | ||||||
4.50%, 02/15/26(a) | USD | 21 | 21,210 | |||||
4.88%, 07/15/26(a) | 50 | 52,500 | ||||||
5.63%, 07/15/27(a) | 21 | 22,050 | ||||||
Blackstone Holdings Finance Co. LLC, 2.00%, 05/19/25 | EUR | 100 | 126,136 | |||||
Boxer Parent Co., Inc., 6.50%, 10/02/25 | 200 | 241,787 | ||||||
BP Capital Markets America, Inc., 3.41%, 02/11/26 | USD | 169 | 188,624 | |||||
Broadcom Corp./Broadcom Cayman Finance Ltd. | ||||||||
2.65%, 01/15/23 | 7 | 7,272 | ||||||
3.13%, 01/15/25 | 682 | 726,503 | ||||||
3.88%, 01/15/27 | 210 | 232,660 | ||||||
Broadcom, Inc. | ||||||||
2.25%, 11/15/23 | 509 | 529,180 | ||||||
4.70%, 04/15/25 | 42 | 47,725 | ||||||
4.25%, 04/15/26 | 72 | 81,117 | ||||||
3.46%, 09/15/26 | 214 | 234,355 | ||||||
4.75%, 04/15/29 | 69 | 80,389 | ||||||
5.00%, 04/15/30 | 262 | 309,054 | ||||||
4.15%, 11/15/30(f) | 270 | 303,303 | ||||||
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL, 5.75%, 05/15/26(a) | 24 | 18,914 | ||||||
Burlington Northern Santa Fe LLC, 3.05%, 02/15/51 | 124 | 136,553 | ||||||
Caesars Entertainment, Inc., 6.25%, 07/01/25(a) | 572 | 597,880 | ||||||
Caesars Resort Collection LLC/CRC Finco, Inc., 5.25%, 10/15/25(a) | 59 | 57,083 | ||||||
Calpine Corp., 5.25%, 06/01/26(a) | 48 | 49,866 | ||||||
Cameron Liquified Natural Gas LLC(a) | ||||||||
3.30%, 01/15/35 | 193 | 217,753 | ||||||
3.40%, 01/15/38 | 32 | 34,632 | ||||||
Capital One Financial Corp., 0.80%, 06/12/24 | EUR | 100 | 117,315 | |||||
CCO Holdings LLC/CCO Holdings Capital Corp.(a) | ||||||||
5.50%, 05/01/26 | USD | 35 | 36,356 | |||||
5.13%, 05/01/27 | 76 | 79,969 | ||||||
5.38%, 06/01/29 | 35 | 37,931 | ||||||
4.50%, 08/15/30 | 39 | 40,952 | ||||||
Centene Corp. | ||||||||
5.38%, 08/15/26(a) | 27 | 28,598 | ||||||
4.63%, 12/15/29 | 122 | 131,597 |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
CenturyLink, Inc. | ||||||||
5.63%, 04/01/25 | USD | 21 | $ | 22,436 | ||||
5.13%, 12/15/26(a) | 49 | 50,342 | ||||||
4.00%, 02/15/27(a) | 49 | 49,780 | ||||||
Series Y, 7.50%, 04/01/24. | 33 | 36,947 | ||||||
Charter Communications Operating LLC/Charter Communications Operating Capital | ||||||||
2.80%, 04/01/31 | 234 | 243,363 | ||||||
6.48%, 10/23/45 | 241 | 323,242 | ||||||
5.75%, 04/01/48 | 291 | 363,048 | ||||||
Cheniere Corpus Christi Holdings LLC | ||||||||
7.00%, 06/30/24 | 355 | 408,732 | ||||||
5.88%, 03/31/25 | 231 | 263,302 | ||||||
5.13%, 06/30/27 | 77 | 85,712 | ||||||
Citgo Holding, Inc., 9.25%, 08/01/24(a) | 602 | 573,405 | ||||||
Citigroup, Inc.(h) | ||||||||
(3 mo. Euribor + 0.96%), 0.50%, 10/08/27 | EUR | 130 | 151,701 | |||||
(3 mo. LIBOR US + 1.19%), 4.08%, 04/23/29 | USD | 1,124 | 1,300,044 | |||||
(Secured Overnight Financing Rate + 1.42%), 2.98%, 11/05/30. | 370 | 400,019 | ||||||
Series V, (Secured Overnight Financing Rate + 3.23%), 4.70%(j) | 10 | 9,663 | ||||||
Clarios Global LP/Clarios US Finance Co., 6.25%, 05/15/26(a) | 23 | 24,117 | ||||||
Comcast Corp. | ||||||||
3.30%, 02/01/27 | 66 | 74,464 | ||||||
1.50%, 02/20/29 | GBP | 285 | 375,514 | |||||
2.65%, 02/01/30 | USD | 2,152 | 2,344,852 | |||||
4.25%, 10/15/30 | 159 | 195,258 | ||||||
1.95%, 01/15/31 | 201 | 206,596 | ||||||
1.25%, 02/20/40 | EUR | 160 | 188,573 | |||||
4.00%, 03/01/48 | USD | 120 | 145,796 | |||||
4.95%, 10/15/58 | 110 | 157,612 | ||||||
Constellation Brands, Inc., (3 mo. LIBOR US + 0.70%), 0.98%, 11/15/21(b) | 70 | 70,005 | ||||||
Consumers Energy Co. | ||||||||
3.80%, 11/15/28 | 20 | 23,837 | ||||||
3.10%, 08/15/50 | 55 | 60,029 | ||||||
Continental Resources, Inc., 5.00%, 09/15/22 | 52 | 51,614 | ||||||
Corning, Inc., 3.70%, 11/15/23 | 15 | 16,236 | ||||||
Cox Communications, Inc.(a) | ||||||||
3.15%, 08/15/24 | 390 | 419,638 | ||||||
3.35%, 09/15/26 | 30 | 33,366 | ||||||
4.50%, 06/30/43 | 25 | 30,190 | ||||||
COX Communications, Inc., 3.25%, 12/15/22(a) | 40 | 42,163 | ||||||
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26 | 30 | 31,125 | ||||||
Crown Castle International Corp. | ||||||||
1.35%, 07/15/25 | 12 | 12,130 | ||||||
3.80%, 02/15/28 | 10 | 11,345 | ||||||
4.30%, 02/15/29 | 44 | 51,359 | ||||||
3.10%, 11/15/29 | 136 | 147,373 | ||||||
3.30%, 07/01/30 | 299 | 326,978 | ||||||
2.25%, 01/15/31 | 79 | 79,849 | ||||||
4.15%, 07/01/50 | 120 | 137,162 | ||||||
Crown European Holdings SA, 2.25%, 02/01/23 | EUR | 100 | 118,116 | |||||
CSC Holdings LLC, 4.13%, 12/01/30(a) | USD | 400 | 407,700 | |||||
CSX Corp. | ||||||||
3.80%, 03/01/28 | 61 | 71,506 | ||||||
4.25%, 03/15/29 | 185 | 222,499 | ||||||
4.30%, 03/01/48 | 26 | 32,384 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 9 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
CVS Health Corp. | ||||||||
2.63%, 08/15/24 | USD | 949 | $ | 1,011,540 | ||||
5.00%, 12/01/24 | 109 | 125,376 | ||||||
4.10%, 03/25/25 | 53 | 59,870 | ||||||
3.88%, 07/20/25 | 747 | 841,601 | ||||||
CyrusOne LP/CyrusOne Finance Corp., 1.45%, 01/22/27 | EUR | 100 | 116,303 | |||||
DaVita, Inc., 4.63%, 06/01/30(a) | USD | 1,450 | 1,485,235 | |||||
Dell International LLC/EMC Corp.(a) | ||||||||
5.85%, 07/15/25 | 132 | 153,805 | ||||||
4.90%, 10/01/26 | 98 | 110,781 | ||||||
6.10%, 07/15/27 | 91 | 107,905 | ||||||
Diamond Sports Group LLC/Diamond Sports Finance Co., 5.38%, 08/15/26(a) | 41 | 29,008 | ||||||
Discovery Communications LLC | ||||||||
3.95%, 03/20/28 | 50 | 56,880 | ||||||
5.20%, 09/20/47 | 57 | 69,047 | ||||||
Dominion Energy Gas Holdings LLC, 4.80%, 11/01/43 | 21 | 26,200 | ||||||
Dow Chemical Co. | ||||||||
9.00%, 04/01/21 | 80 | 83,221 | ||||||
0.50%, 03/15/27 | EUR | 100 | 113,688 | |||||
DR Horton, Inc., 2.60%, 10/15/25 | USD | 1,072 | 1,149,640 | |||||
Duke Energy Carolinas LLC | ||||||||
3.95%, 11/15/28 | 6 | 7,194 | ||||||
2.45%, 02/01/30 | 285 | 308,217 | ||||||
3.75%, 06/01/45 | 34 | 40,189 | ||||||
3.88%, 03/15/46 | 58 | 70,229 | ||||||
3.95%, 03/15/48 | 9 | 11,139 | ||||||
Duke Energy Florida LLC | ||||||||
3.80%, 07/15/28 | 2 | 2,342 | ||||||
2.50%, 12/01/29 | 143 | 155,115 | ||||||
1.75%, 06/15/30 | 193 | 196,002 | ||||||
3.40%, 10/01/46 | 57 | 64,025 | ||||||
4.20%, 07/15/48 | 110 | 140,320 | ||||||
Duke Energy Ohio, Inc., 3.65%, 02/01/29 | 48 | 55,732 | ||||||
Duke Energy Progress LLC | ||||||||
4.10%, 03/15/43 | 43 | 52,532 | ||||||
4.20%, 08/15/45 | 12 | 14,947 | ||||||
3.70%, 10/15/46 | 7 | 8,244 | ||||||
2.50%, 08/15/50 | 60 | 58,172 | ||||||
DuPont de Nemours, Inc., 2.17%, 05/01/23 | 142 | 143,465 | ||||||
DXC Technology Co., 4.00%, 04/15/23 | 206 | 216,927 | ||||||
Edison International, 4.95%, 04/15/25 | 125 | 136,825 | ||||||
Elanco Animal Health, Inc., 5.90%, 08/28/28 | 27 | 31,185 | ||||||
Eli Lilly & Co., 1.70%, 11/01/49 | EUR | 100 | 127,342 | |||||
Entergy Louisiana LLC, 4.20%, 09/01/48 | USD | 39 | 49,423 | |||||
Enterprise Products Operating LLC, Series E, (3 mo. LIBOR US + 3.03%), 5.25%, 08/16/77(h) | 9 | 8,570 | ||||||
Equinix, Inc. | ||||||||
2.63%, 11/18/24 | 22 | 23,392 | ||||||
1.00%, 09/15/25(f) | 245 | 243,247 | ||||||
1.55%, 03/15/28(f) | 50 | 50,084 | ||||||
Expedia Group, Inc., 6.25%, 05/01/25(a) | 609 | 671,672 | ||||||
Exxon Mobil Corp. | ||||||||
1.41%, 06/26/39 | EUR | 150 | 173,339 | |||||
3.45%, 04/15/51 | USD | 104 | 114,270 | |||||
FedEx Corp. | ||||||||
3.20%, 02/01/25 | 321 | 352,489 | ||||||
3.25%, 04/01/26 | 62 | 68,992 | ||||||
Fidelity National Information Services, Inc. | ||||||||
0.75%, 05/21/23 | EUR | 230 | 274,534 |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
Fidelity National Information Services, Inc. (continued) |
| |||||||
2.60%, 05/21/25 | GBP | 450 | $ | 627,570 | ||||
0.63%, 12/03/25 | EUR | 100 | 119,360 | |||||
3.00%, 08/15/26 | USD | 70 | 77,651 | |||||
2.95%, 05/21/39 | EUR | 100 | 141,757 | |||||
1.10%, 07/15/24 | 110 | 133,587 | ||||||
FirstEnergy Corp. | ||||||||
2.65%, 03/01/30 | USD | 25 | 25,351 | |||||
2.25%, 09/01/30 | 300 | 293,410 | ||||||
7.38%, 11/15/31 | 214 | 300,041 | ||||||
FirstEnergy Transmission LLC(a) | ||||||||
4.35%, 01/15/25 | 1,032 | 1,150,298 | ||||||
5.45%, 07/15/44 | 36 | 46,516 | ||||||
4.55%, 04/01/49 | 247 | 290,365 | ||||||
Fiserv, Inc. | ||||||||
3.80%, 10/01/23 | 2 | 2,182 | ||||||
2.25%, 07/01/25 | GBP | 435 | 597,672 | |||||
3.50%, 07/01/29 | USD | 382 | 435,448 | |||||
2.65%, 06/01/30 | 562 | 604,760 | ||||||
1.63%, 07/01/30 | EUR | 265 | 331,304 | |||||
4.40%, 07/01/49 | USD | 50 | 62,720 | |||||
Florida Power & Light Co. | ||||||||
5.65%, 02/01/37 | 12 | 17,127 | ||||||
3.95%, 03/01/48 | 72 | 91,078 | ||||||
Ford Motor Credit Co. LLC, 4.39%, 01/08/26 | 400 | 395,436 | ||||||
General Dynamics Corp. | ||||||||
3.50%, 04/01/27 | 292 | 335,712 | ||||||
2.63%, 11/15/27 | 91 | 99,436 | ||||||
General Electric Co. | ||||||||
5.88%, 01/14/38 | 92 | 107,581 | ||||||
4.35%, 05/01/50 | 76 | 77,490 | ||||||
General Motors Co. | ||||||||
4.20%, 10/01/27 | 229 | 245,423 | ||||||
6.80%, 10/01/27 | 60 | 73,077 | ||||||
General Motors Financial Co. Inc. | ||||||||
3.50%, 11/07/24 | 35 | 36,769 | ||||||
2.90%, 02/26/25 | 518 | 533,835 | ||||||
General Motors Financial Co., Inc. | ||||||||
2.75%, 06/20/25 | 188 | 192,346 | ||||||
0.85%, 02/26/26 | EUR | 100 | 110,889 | |||||
5.25%, 03/01/26 | USD | 566 | 636,782 | |||||
Georgia-Pacific LLC, 2.10%, 04/30/27(a) | 11 | 11,551 | ||||||
Gilead Sciences, Inc. | ||||||||
3.65%, 03/01/26 | 15 | 16,909 | ||||||
1.20%, 10/01/27 | 31 | 31,093 | ||||||
4.15%, 03/01/47 | 118 | 143,886 | ||||||
Global Payments, Inc., 2.90%, 05/15/30 | 286 | 306,023 | ||||||
GLP Capital LP/GLP Financing II, Inc., 4.00%, 01/15/31. | 288 | 299,817 | ||||||
Goldman Sachs Group, Inc. | ||||||||
3.50%, 01/23/25 | 285 | 312,703 | ||||||
3.38%, 03/27/25 | EUR | 235 | 311,424 | |||||
3.50%, 04/01/25 | USD | 668 | 737,251 | |||||
3.75%, 05/22/25 | 26 | 28,896 | ||||||
3.75%, 02/25/26 | 168 | 189,086 | ||||||
Goodyear Tire & Rubber Co., 5.00%, 05/31/26 | 21 | 20,404 | ||||||
Gray Television, Inc., 5.88%, 07/15/26(a) | 26 | 26,975 | ||||||
Hasbro, Inc., 2.60%, 11/19/22. | 40 | 41,439 | ||||||
HCA, Inc. | ||||||||
5.25%, 04/15/25 | 189 | 218,229 | ||||||
5.88%, 02/01/29 | 34 | 39,610 | ||||||
Hilton Domestic Operating Co., Inc., 4.88%, 01/15/30 | 24 | 24,720 |
10 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
Honeywell International, Inc. | ||||||||
1.30%, 02/22/23 | EUR | 835 | $ | 1,009,744 | ||||
0.01%, 03/10/24 | 100 | 117,145 | ||||||
Humana, Inc., 4.50%, 04/01/25 | USD | 192 | 220,525 | |||||
Hyundai Capital America, 2.38%, 02/10/23(a) | 264 | 270,682 | ||||||
International Business Machines Corp. | ||||||||
0.88%, 01/31/25 | EUR | 100 | 121,995 | |||||
6.50%, 01/15/28 | USD | 18 | 24,196 | |||||
3.50%, 05/15/29 | 100 | 115,255 | ||||||
1.95%, 05/15/30 | 804 | 829,467 | ||||||
1.20%, 02/11/40 | EUR | 240 | 284,550 | |||||
4.25%, 05/15/49 | USD | 120 | 150,444 | |||||
Interpublic Group of Companies, Inc., 4.00%, 03/15/22 | 2 | 2,087 | ||||||
Interpublic Group of Cos., Inc. | ||||||||
3.50%, 10/01/20 | 40 | 40,000 | ||||||
3.75%, 10/01/21 | 10 | 10,316 | ||||||
IQVIA, Inc., 3.25%, 03/15/25. | EUR | 100 | 117,916 | |||||
Iron Mountain, Inc.(a) | ||||||||
5.00%, 07/15/28 | USD | 535 | 548,364 | |||||
5.25%, 07/15/30 | 305 | 317,962 | ||||||
JPMorgan Chase & Co. | ||||||||
0.63%, 01/25/24 | EUR | 1,105 | 1,316,286 | |||||
3.20%, 06/15/26 | USD | 83 | 92,130 | |||||
(3 mo. LIBOR US + 0.70%), 3.21%, 04/01/23(h) | 43 | 44,681 | ||||||
(3 mo. LIBOR US + 0.73%), 3.56%, 04/23/24(h) | 5 | 5,362 | ||||||
(3 mo. LIBOR US + 1.00%), 4.02%, 12/05/24(h) | 18 | 19,752 | ||||||
(3 mo. LIBOR US + 1.12%), 4.01%, 04/23/29(h) | 350 | 406,066 | ||||||
(3 mo. LIBOR US + 1.16%), 3.70%, 05/06/30(h) | 136 | 156,086 | ||||||
(3 mo. LIBOR US + 1.25%), 3.96%, 01/29/27(h) | 96 | 109,333 | ||||||
(3 mo. LIBOR US + 1.33%), 4.45%, 12/05/29(h) | 386 | 464,086 | ||||||
(3 mo. LIBOR US + 1.34%), 3.78%, 02/01/28(h) | 601 | 679,754 | ||||||
(3 mo. LIBOR US + 1.38%), 3.54%, 05/01/28(h) | 497 | 559,820 | ||||||
(Secured Overnight Financing Rate + 1.59%), 2.01%, 03/13/26(h) | 784 | 811,717 | ||||||
(Secured Overnight Financing Rate + 1.89%), 2.18%, 06/01/28(h) | 1,482 | 1,546,269 | ||||||
(Secured Overnight Financing Rate + 2.44%), 3.11%, 04/22/51(h) | 108 | 115,897 | ||||||
(Secured Overnight Financing Rate + 2.46%), 3.11%, 04/22/41(h) | 180 | 195,253 | ||||||
Juniper Networks, Inc., 4.50%, 03/15/24 | 122 | 136,317 | ||||||
KAR Auction Services, Inc., 5.13%, 06/01/25(a) | 22 | 22,000 | ||||||
KeyCorp., 4.15%, 10/29/25 | 6 | 6,900 | ||||||
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of | ||||||||
America LLC, 5.25%, 06/01/26(a) | 34 | 35,326 | ||||||
Kinder Morgan Energy Partners LP | ||||||||
5.00%, 08/15/42 | 11 | 12,216 | ||||||
5.50%, 03/01/44 | 33 | 38,945 | ||||||
KLA Corp. | ||||||||
4.65%, 11/01/24 | 53 | 60,521 | ||||||
4.10%, 03/15/29 | 86 | 103,211 | ||||||
5.00%, 03/15/49 | 110 | 146,900 | ||||||
L Brands, Inc., 6.88%, 07/01/25(a) | 20 | 21,600 | ||||||
L3Harris Technologies, Inc. | ||||||||
3.85%, 12/15/26 | 216 | 248,183 | ||||||
4.40%, 06/15/28 | 382 | 455,349 | ||||||
Lam Research Corp. | ||||||||
3.75%, 03/15/26 | 28 | 32,122 | ||||||
4.00%, 03/15/29 | 282 | 337,895 | ||||||
1.90%, 06/15/30 | 235 | 243,837 | ||||||
2.88%, 06/15/50 | 134 | 138,528 |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
Level 3 Financing, Inc. | ||||||||
5.38%, 01/15/24 | USD | 1,048 | $ | 1,053,507 | ||||
5.25%, 03/15/26 | 28 | 29,007 | ||||||
4.25%, 07/01/28(a) | 715 | 725,954 | ||||||
Lockheed Martin Corp., 4.70%, 05/15/46 | 67 | 91,300 | ||||||
Lowe’s Cos., Inc., 5.13%, 04/15/50. | 120 | 165,614 | ||||||
Marriott International, Inc., 4.63%, 06/15/30 | 81 | 86,747 | ||||||
Marsh & McLennan Cos., Inc. | ||||||||
1.35%, 09/21/26 | EUR | 635 | 784,520 | |||||
2.25%, 11/15/30 | USD | 64 | 66,971 | |||||
Mastercard, Inc., 3.35%, 03/26/30 | 53 | 62,146 | ||||||
Mauser Packaging Solutions Holding Co., 4.75%, 04/15/24 | EUR | 200 | 228,015 | |||||
McDonald’s Corp. | ||||||||
1.00%, 11/15/23 | 100 | 121,242 | ||||||
2.63%, 09/01/29 | USD | 370 | 401,565 | |||||
2.13%, 03/01/30 | 160 | 166,487 | ||||||
4.45%, 09/01/48 | 138 | 171,841 | ||||||
Medtronic Global Holdings SCA | ||||||||
0.01%, 12/02/22 | EUR | 300 | 352,229 | |||||
1.13%, 03/07/27 | 290 | 358,477 | ||||||
1.63%, 03/07/31 | 100 | 130,572 | ||||||
2.25%, 03/07/39 | 100 | 137,148 | ||||||
0.38%, 03/07/23 | 280 | 331,602 | ||||||
Metropolitan Life Global Funding I | ||||||||
0.01%, 09/23/22 | 100 | 117,383 | ||||||
2.38%, 01/11/23 | 100 | 123,733 | ||||||
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc. | ||||||||
4.63%, 06/15/25(a) | USD | 70 | 71,400 | |||||
4.50%, 09/01/26 | 21 | 21,305 | ||||||
5.75%, 02/01/27 | 28 | 30,170 | ||||||
MGM Resorts International | ||||||||
5.75%, 06/15/25 | 30 | 31,464 | ||||||
4.63%, 09/01/26 | 20 | 19,900 | ||||||
MidAmerican Energy Co. | ||||||||
3.65%, 04/15/29 | 324 | 386,029 | ||||||
3.65%, 08/01/48 | 23 | 27,149 | ||||||
4.25%, 07/15/49 | 43 | 55,734 | ||||||
MMS USA Investments, Inc., 0.63%, 06/13/25 | EUR | 700 | 825,191 | |||||
Morgan Stanley | ||||||||
7.25%, 04/01/32 | USD | 91 | 136,967 | |||||
(3 mo. LIBOR US + 1.14%), 3.77%, 01/24/29(h) | 70 | 79,899 | ||||||
(3 mo. LIBOR US + 1.63%), 4.43%, 01/23/30(h) | 278 | 332,161 | ||||||
(Secured Overnight Financing Rate + 3.12%), 3.62%, 04/01/31(h) | 980 | 1,126,000 | ||||||
(Secured Overnight Financing Rate + 4.84%), 5.60%, 03/24/51(h) | 80 | 120,284 | ||||||
Motorola Solutions, Inc. | ||||||||
4.60%, 05/23/29 | 478 | 564,505 | ||||||
2.30%, 11/15/30 | 49 | 48,643 | ||||||
5.50%, 09/01/44 | 20 | 23,246 | ||||||
MPLX LP, 5.25%, 01/15/25 | 133 | 137,559 | ||||||
Nationstar Mortgage Holdings, Inc., 9.13%, 07/15/26(a) | 10 | 10,725 | ||||||
Navient Corp. | ||||||||
7.25%, 09/25/23 | 22 | 22,715 | ||||||
6.75%, 06/25/25 | 22 | 22,275 | ||||||
6.75%, 06/15/26 | 21 | 20,948 | ||||||
NBCUniversal Media LLC, 6.40%, 04/30/40 | 2 | 3,085 | ||||||
Netflix, Inc. | ||||||||
4.38%, 11/15/26 | 44 | 47,905 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 11 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
Netflix, Inc. (continued) | ||||||||
6.38%, 05/15/29 | USD | 29 | $ | 35,670 | ||||
NGPL PipeCo LLC, 4.88%, 08/15/27(a) | 438 | 475,292 | ||||||
Nissan Motor Acceptance Corp., 3.65%, 09/21/21(a) | 45 | 45,893 | ||||||
Norfolk Southern Corp. | ||||||||
2.90%, 06/15/26 | 101 | 111,487 | ||||||
2.55%, 11/01/29 | 80 | 87,011 | ||||||
3.40%, 11/01/49 | 42 | 46,524 | ||||||
3.05%, 05/15/50 | 57 | 60,578 | ||||||
Northern States Power Co. | ||||||||
4.00%, 08/15/45 | 18 | 22,557 | ||||||
3.60%, 09/15/47 | 20 | 23,743 | ||||||
Northrop Grumman Corp. | ||||||||
2.08%, 10/15/20 | 44 | 44,029 | ||||||
2.93%, 01/15/25 | 560 | 609,310 | ||||||
4.75%, 06/01/43 | 16 | 20,839 | ||||||
Northwest Pipeline LLC, 4.00%, 04/01/27 | 393 | 433,347 | ||||||
NRG Energy, Inc.(a) | ||||||||
3.75%, 06/15/24 | 20 | 21,350 | ||||||
4.45%, 06/15/29 | 40 | 44,074 | ||||||
5.25%, 06/15/29 | 17 | 18,488 | ||||||
NuStar Logistics LP, 5.75%, 10/01/25 | 200 | 206,560 | ||||||
NVIDIA Corp., 2.85%, 04/01/30 | 580 | 651,634 | ||||||
Ohio Power Co., Series D, 6.60%, 03/01/33 | 22 | 31,133 | ||||||
OI European Group BV, 2.88%, 02/15/25 | EUR | 200 | 230,452 | |||||
Oncor Electric Delivery Co. LLC | ||||||||
3.70%, 11/15/28 | USD | 115 | 135,246 | |||||
5.75%, 03/15/29 | 6 | 7,889 | ||||||
2.75%, 05/15/30 | 206 | 229,941 | ||||||
3.80%, 09/30/47 | 9 | 10,931 | ||||||
3.10%, 09/15/49 | 34 | 37,367 | ||||||
Oracle Corp. | ||||||||
3.40%, 07/08/24 | 105 | 114,917 | ||||||
2.80%, 04/01/27 | 1,008 | 1,108,337 | ||||||
3.25%, 11/15/27 | 716 | 809,983 | ||||||
3.80%, 11/15/37 | 45 | 52,794 | ||||||
3.60%, 04/01/50 | 100 | 112,717 | ||||||
Otis Worldwide Corp., 2.29%, 04/05/27 | 5 | 5,318 | ||||||
Owens-Brockway Glass Container, Inc., 5.88%, 08/15/23(a) | 27 | 28,350 | ||||||
Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co.Issuer, 5.88%, 10/01/28(a) | 50 | 49,875 | ||||||
Parker-Hannifin Corp., 2.70%, 06/14/24 | 30 | 32,119 | ||||||
PayPal Holdings, Inc. | ||||||||
2.40%, 10/01/24 | 210 | 222,505 | ||||||
1.65%, 06/01/25 | 59 | 61,107 | ||||||
Penske Truck Leasing Co. LP/PTL Finance Corp.(a) | ||||||||
3.90%, 02/01/24 | 4 | 4,357 | ||||||
4.00%, 07/15/25 | 80 | 90,122 | ||||||
Pfizer, Inc., 2.70%, 05/28/50 | 67 | 69,985 | ||||||
PG&E Corp., 5.00%, 07/01/28 | 275 | 266,750 | ||||||
Philip Morris International, Inc. | ||||||||
1.13%, 05/01/23 | 72 | 73,105 | ||||||
2.88%, 03/03/26 | EUR | 135 | 180,014 | |||||
0.13%, 08/03/26 | 260 | 301,091 | ||||||
3.13%, 06/03/33 | 165 | 236,799 | ||||||
Post Holdings, Inc.(a) | ||||||||
5.00%, 08/15/26 | USD | 59 | 60,475 | |||||
5.50%, 12/15/29 | 28 | 29,960 | ||||||
Priceline Group, Inc., 3.65%, 03/15/25 | 266 | 293,567 | ||||||
Procter & Gamble Co., 0.63%, 10/30/24 | EUR | 150 | 181,743 |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
Prologis Euro Finance LLC | ||||||||
0.25%, 09/10/27 | EUR | 100 | $ | 117,074 | ||||
1.00%, 02/06/35 | 100 | 118,956 | ||||||
1.50%, 09/10/49 | 100 | 118,919 | ||||||
Public Service Electric & Gas Co. | ||||||||
3.60%, 12/01/47 | USD | 24 | 28,394 | |||||
2.05%, 08/01/50 | 35 | 32,219 | ||||||
Raytheon Technologies Corp. | ||||||||
7.20%, 08/15/27(a) | 6 | 8,106 | ||||||
7.00%, 11/01/28(a) | 93 | 127,478 | ||||||
2.25%, 07/01/30 | 858 | 907,452 | ||||||
3.13%, 07/01/50 | 63 | 67,194 | ||||||
Realty Income Corp. | ||||||||
4.13%, 10/15/26 | 13 | 15,043 | ||||||
3.25%, 01/15/31 | 30 | 33,199 | ||||||
RELX Capital, Inc., 3.00%, 05/22/30 | 295 | 322,563 | ||||||
Republic Services, Inc. | ||||||||
2.30%, 03/01/30 | 58 | 61,664 | ||||||
1.45%, 02/15/31 | 115 | 113,413 | ||||||
Reynolds American, Inc., 4.45%, 06/12/25 | 44 | 49,515 | ||||||
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu, 5.13%, 07/15/23(a) | 367 | 371,587 | ||||||
Ryder System, Inc. | ||||||||
2.88%, 06/01/22 | 81 | 83,929 | ||||||
2.50%, 09/01/24 | 95 | 99,844 | ||||||
4.63%, 06/01/25 | 185 | 212,590 | ||||||
Sabine Pass Liquefaction LLC | ||||||||
5.63%, 03/01/25 | 267 | 305,405 | ||||||
5.88%, 06/30/26 | 91 | 107,607 | ||||||
5.00%, 03/15/27 | 117 | 131,968 | ||||||
4.20%, 03/15/28 | 76 | 82,529 | ||||||
SASOL Financing USA LLC, 5.88%, 03/27/24 | 249 | 238,729 | ||||||
Scientific Games International, Inc., 5.00%, 10/15/25(a) . | 49 | 49,245 | ||||||
Select Medical Corp., 6.25%, 08/15/26(a) | 527 | 548,080 | ||||||
Sempra Energy, (3 mo. LIBOR US + 0.50%), 0.78%, 01/15/21(b) | 134 | 134,012 | ||||||
Service Properties Trust | ||||||||
5.00%, 08/15/22 | 409 | 406,718 | ||||||
7.50%, 09/15/25 | 55 | 58,448 | ||||||
SES SA | ||||||||
1.63%, 03/22/26 | EUR | 1,080 | 1,311,129 | |||||
(5 year EUR Swap + 5.40%), 5.63%(h)(j) | 200 | 247,673 | ||||||
Sherwin-Williams Co. (The), 2.30%, 05/15/30 | USD | 146 | 152,466 | |||||
Sirius XM Radio, Inc., 5.00%, 08/01/27(a) | 55 | 57,337 | ||||||
Six Flags Entertainment Corp., 4.88%, 07/31/24(a) | 33 | 31,042 | ||||||
SM Energy Co., 10.00%, 01/15/25(a) | 668 | 634,600 | ||||||
Southern California Edison Co. | ||||||||
2.90%, 03/01/21 | 20 | 20,212 | ||||||
4.20%, 03/01/29 | 147 | 168,256 | ||||||
2.25%, 06/01/30 | 79 | 79,268 | ||||||
Series 20C, 1.20%, 02/01/26. | 175 | 174,065 | ||||||
Series E, 3.70%, 08/01/25 | 163 | 180,680 | ||||||
Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC, 3.36%, 09/20/21(a) . | 100 | 101,120 | ||||||
Standard Industries, Inc., 4.75%, 01/15/28(a) | 23 | 23,863 | ||||||
Starbucks Corp., 3.50%, 11/15/50. | 130 | 138,421 | ||||||
Steel Dynamics, Inc., 3.25%, 01/15/31 | 25 | 26,750 | ||||||
Stericycle, Inc., 5.38%, 07/15/24(a) | 25 | 25,961 | ||||||
Stryker Corp. | ||||||||
0.25%, 12/03/24 | EUR | 100 | 117,831 | |||||
0.75%, 03/01/29 | 100 | 118,434 |
12 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
Summit Materials LLC/Summit Materials Finance Corp., | ||||||||
5.25%, 01/15/29(a) | USD | 25 | $ | 26,031 | ||||
TEGNA, Inc., 4.75%, 03/15/26(a) | 80 | 81,600 | ||||||
Tenet Healthcare Corp. | ||||||||
4.63%, 09/01/24(a) | 15 | 15,122 | ||||||
5.13%, 05/01/25 | 33 | 33,307 | ||||||
4.88%, 01/01/26(a) | 48 | 48,872 | ||||||
6.25%, 02/01/27(a) | 35 | 36,127 | ||||||
4.63%, 06/15/28(a) | 30 | 30,432 | ||||||
Texas Eastern Transmission LP(a) | ||||||||
2.80%, 10/15/22 | 20 | 20,579 | ||||||
3.50%, 01/15/28 | 215 | 232,380 | ||||||
4.15%, 01/15/48 | 40 | 42,717 | ||||||
Textron, Inc. | ||||||||
3.88%, 03/01/25 | 90 | 98,623 | ||||||
3.90%, 09/17/29 | 160 | 179,260 | ||||||
Thermo Fisher Scientific, Inc., 1.88%, 10/01/49 | EUR | 100 | 117,966 | |||||
Time Warner Cable LLC, 5.50%, 09/01/41 | USD | 87 | 105,391 | |||||
T-Mobile USA, Inc.(a) | ||||||||
3.88%, 04/15/30 | 776 | 880,465 | ||||||
2.55%, 02/15/31(f) | 200 | 206,922 | ||||||
4.50%, 04/15/50 | 100 | 119,967 | ||||||
Transcontinental Gas Pipe Line Co. LLC | ||||||||
7.85%, 02/01/26 | 267 | 345,686 | ||||||
4.00%, 03/15/28 | 262 | 292,550 | ||||||
4.60%, 03/15/48 | 79 | 90,332 | ||||||
TransDigm, Inc., 8.00%, 12/15/25(a) | 274 | 297,975 | ||||||
TRI Pointe Group, Inc., 5.70%, 06/15/28 | 25 | 27,375 | ||||||
Union Pacific Corp. | ||||||||
3.25%, 01/15/25 | 791 | 870,213 | ||||||
3.75%, 07/15/25 | 141 | 160,514 | ||||||
2.97%, 09/16/62(a) | 18 | 17,666 | ||||||
United Airlines Pass-Through Trust | ||||||||
3.65%, 10/07/26 | 16 | 11,969 | ||||||
3.45%, 12/01/27 | 1 | 790 | ||||||
Series 16-2, 3.65%, 10/07/25 | 5 | 3,560 | ||||||
Series 2014-2, Class B, 4.63%, 09/03/22 | 10 | 9,467 | ||||||
Series 2019-2, Class B, 3.50%, 05/01/28 | 64 | 46,824 | ||||||
Series AA, 3.10%, 07/07/28 | 126 | 123,627 | ||||||
Series AA, 2.88%, 10/07/28 | 7 | 6,594 | ||||||
Series AA, 3.50%, 03/01/30 | 64 | 60,232 | ||||||
Series AA, 2.70%, 05/01/32 | 76 | 71,891 | ||||||
Series B, 4.75%, 04/11/22 | 3 | 2,504 | ||||||
United Parcel Service, Inc. | ||||||||
3.40%, 03/15/29 | 347 | 400,833 | ||||||
4.45%, 04/01/30 | 308 | 385,556 | ||||||
United Rentals North America, Inc. | ||||||||
5.88%, 09/15/26 | 34 | 35,828 | ||||||
5.50%, 05/15/27 | 34 | 36,083 | ||||||
4.88%, 01/15/28 | 59 | 61,950 | ||||||
United Technologies Corp. | ||||||||
7.50%, 09/15/29 | 101 | 146,800 | ||||||
4.15%, 05/15/45 | 25 | 29,988 | ||||||
UnitedHealth Group, Inc. | ||||||||
2.95%, 10/15/27 | 76 | 84,816 | ||||||
3.88%, 12/15/28 | 429 | 509,816 | ||||||
2.88%, 08/15/29 | 339 | 378,053 | ||||||
4.38%, 03/15/42 | 10 | 12,725 | ||||||
4.20%, 01/15/47 | 22 | 27,864 | ||||||
2.90%, 05/15/50 | 77 | 81,205 |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
US Bancorp., 0.85%, 06/07/24 | EUR | 100 | $ | 120,493 | ||||
Verizon Communications, Inc. | ||||||||
4.13%, 03/16/27 | USD | 1,436 | 1,697,786 | |||||
4.33%, 09/21/28 | 149 | 180,662 | ||||||
3.15%, 03/22/30 | 770 | 870,123 | ||||||
1.50%, 09/18/30 | 275 | 274,079 | ||||||
1.88%, 09/19/30 | GBP | 270 | 362,115 | |||||
4.40%, 11/01/34 | USD | 128 | 159,574 | |||||
4.27%, 01/15/36 | 64 | 78,944 | ||||||
2.88%, 01/15/38 | EUR | 220 | 318,837 | |||||
4.81%, 03/15/39 | USD | 104 | 136,190 | |||||
4.00%, 03/22/50 | 120 | 147,735 | ||||||
ViacomCBS, Inc., 5.25%, 04/01/44. | 32 | 37,362 | ||||||
VICI Properties LP/VICI Note Co., Inc.(a) | ||||||||
4.25%, 12/01/26 | 50 | 50,233 | ||||||
4.63%, 12/01/29 | 33 | 33,578 | ||||||
Virginia Electric & Power Co. | ||||||||
8.88%, 11/15/38 | 10 | 18,454 | ||||||
4.00%, 01/15/43 | 164 | 200,748 | ||||||
Series C, 2.75%, 03/15/23 | 87 | 91,147 | ||||||
Series C, 4.00%, 11/15/46 | 15 | 18,559 | ||||||
Vistra Operations Co. LLC(a) | ||||||||
3.55%, 07/15/24 | 56 | 59,656 | ||||||
5.50%, 09/01/26 | 24 | 25,050 | ||||||
Walt Disney Co., 2.00%, 09/01/29. | 106 | 109,440 | ||||||
Wells Fargo & Co. | ||||||||
0.50%, 04/26/24 | EUR | 750 | 881,265 | |||||
2.00%, 07/28/25 | GBP | 475 | 639,455 | |||||
3.00%, 04/22/26 | USD | 26 | 28,304 | |||||
2.00%, 04/27/26 | EUR | 135 | 169,987 | |||||
(3 mo. LIBOR US + 1.00%), 2.57%, 02/11/31(h) | USD | 70 | 73,487 | |||||
(3 mo. LIBOR US + 1.17%), 3.20%, 06/17/27(h) | 68 | 74,210 | ||||||
(3 mo. LIBOR US + 1.17%), 2.88%, 10/30/30(h) | 406 | 436,002 | ||||||
(3 mo. LIBOR US + 1.31%), 3.58%, 05/22/28(h) | 6 | 6,717 | ||||||
(Secured Overnight Financing Rate + 2.10%), 2.39%, 06/02/28(h) | 690 | 719,863 | ||||||
(Secured Overnight Financing Rate + 2.53%), 3.07%, 04/30/41(h) | 181 | 189,344 | ||||||
Wyndham Destinations, Inc., 6.63%, 07/31/26(a) | 170 | 178,094 | ||||||
Wyndham Hotels & Resorts, Inc., 5.38%, 04/15/26(a) | 11 | 11,193 | ||||||
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.(a) | ||||||||
5.50%, 03/01/25 | 41 | 38,694 | ||||||
5.25%, 05/15/27 | 21 | 19,530 | ||||||
Yum! Brands, Inc., 4.75%, 01/15/30(a) | 28 | 30,240 | ||||||
|
| |||||||
111,257,154 | ||||||||
|
| |||||||
Total Corporate Bonds — 35.3% |
| 229,348,814 | ||||||
|
| |||||||
Floating Rate Loan Interests(d) |
| |||||||
Mexico — 0.0% |
| |||||||
Credito Real SAB de CV Sofom ENR, Term Loan B, (3 mo. LIBOR + 3.75%), 4.00%, 02/17/23 | 85 | 75,905 | ||||||
|
| |||||||
Total Floating Rate Loan Interests — 0.0% |
| 75,905 | ||||||
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS | 13 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Foreign Agency Obligations |
| |||||||
Albania — 0.1% |
| |||||||
Albania Government International Bond, 3.50%, 06/16/27 | EUR | 403 | $ | 483,601 | ||||
|
| |||||||
Australia — 1.1% | ||||||||
Australia Government Bond | ||||||||
2.00%, 12/21/21 | AUD | 210 | 153,858 | |||||
5.75%, 07/15/22 | 320 | 252,041 | ||||||
2.75%, 04/21/24 | 130 | 101,546 | ||||||
4.75%, 04/21/27 | 220 | 200,811 | ||||||
2.25%, 05/21/28 | 90 | 72,279 | ||||||
3.75%, 04/21/37 | 80 | 78,614 | ||||||
3.00%, 03/21/47 | 5,000 | 4,629,668 | ||||||
1.75%, 06/21/51 | 1,905 | 1,370,242 | ||||||
|
| |||||||
6,859,059 | ||||||||
Austria(a) — 0.2% | ||||||||
Republic of Austria Government Bond | ||||||||
0.75%, 02/20/28 | EUR | 556 | 712,638 | |||||
1.50%, 02/20/47 | 222 | 353,616 | ||||||
0.85%, 06/30/20 | 47 | 67,736 | ||||||
|
| |||||||
1,133,990 | ||||||||
Bahrain — 0.2% | ||||||||
Bahrain Government International Bond | ||||||||
7.38%, 05/14/30 | USD | 574 | 629,786 | |||||
5.63%, 09/30/31 | 292 | 284,700 | ||||||
CBB International Sukuk Programme Co. SPC, 6.25%, 11/14/24(a) | 200 | 214,250 | ||||||
|
| |||||||
1,128,736 | ||||||||
Belgium(a) — 0.2% | ||||||||
Belgium Government Bond, 1.60%, 06/22/47 | EUR | 351 | 541,713 | |||||
Kingdom of Belgium Government Bond, 0.80%, 06/22/28 | 855 | 1,100,094 | ||||||
|
| |||||||
1,641,807 | ||||||||
Brazil — 0.0% | ||||||||
Brazil Notas do Tesouro Nacional, 10.00%, 01/01/21 | BRL | 1,500 | 272,156 | |||||
|
| |||||||
Canada — 0.9% | ||||||||
Canadian Government Bond | ||||||||
0.50%, 09/01/25 | CAD | 6,290 | 4,754,523 | |||||
5.75%, 06/01/33 | 170 | 205,384 | ||||||
5.00%, 06/01/37 | 90 | 111,049 | ||||||
4.00%, 06/01/41 | 280 | 329,506 | ||||||
3.50%, 12/01/45 | 140 | 161,922 | ||||||
2.50%, 12/01/48 | 210 | 221,051 | ||||||
|
| |||||||
5,783,435 | ||||||||
China — 8.2% | ||||||||
China Development Bank | ||||||||
3.30%, 02/01/24 | CNY | 1,400 | 204,681 | |||||
2.89%, 06/22/25 | 13,800 | 1,970,757 | ||||||
China Government Bond | ||||||||
3.19%, 04/11/24(f) | 1,400 | 208,514 | ||||||
2.94%, 10/17/24 | 8,500 | 1,255,139 | ||||||
2.41%, 06/19/25 | 79,500 | 11,451,608 | ||||||
2.85%, 06/04/27 | 55,200 | 7,964,574 | ||||||
3.25%, 11/22/28 | 100 | 14,780 | ||||||
3.29%, 05/23/29 | 132,970 | 19,755,945 |
Security | Par (000) | Value | ||||||
China (continued) | ||||||||
China Government Bond (continued) |
| |||||||
3.13%, 11/21/29 | CNY | 7,280 | $ | 1,070,226 | ||||
2.68%, 05/21/30 | 61,700 | 8,742,778 | ||||||
3.86%, 07/22/49(f) | 3,430 | 506,883 | ||||||
|
| |||||||
53,145,885 | ||||||||
Colombia — 0.5% | ||||||||
Colombia Government International Bond | ||||||||
8.13%, 05/21/24 | USD | 100 | 120,950 | |||||
4.50%, 03/15/29 | 500 | 560,156 | ||||||
3.00%, 01/30/30 | 200 | 203,875 | ||||||
4.13%, 05/15/51 | 200 | 208,500 | ||||||
Colombian TES | ||||||||
6.25%, 11/26/25 | COP | 2,101,100 | 599,717 | |||||
7.25%, 10/18/34 | 5,875,900 | 1,671,753 | ||||||
|
| |||||||
3,364,951 | ||||||||
Croatia — 0.1% | ||||||||
Croatia Government International Bond, 1.50%, 06/17/31 | EUR | 595 | 723,768 | |||||
|
| |||||||
Denmark — 0.0% | ||||||||
Denmark Government Bond | ||||||||
1.50%, 11/15/23 | DKK | 200 | 33,591 | |||||
1.75%, 11/15/25 | 500 | 88,241 | ||||||
4.50%, 11/15/39 | 450 | 134,777 | ||||||
|
| |||||||
256,609 | ||||||||
Dominican Republic — 0.3% | ||||||||
Dominican Republic International Bond | ||||||||
5.50%, 01/27/25 | USD | 250 | 265,625 | |||||
6.88%, 01/29/26 | 100 | 111,313 | ||||||
5.95%, 01/25/27 | 100 | 107,281 | ||||||
4.88%, 09/23/32(a) | 150 | 148,500 | ||||||
6.40%, 06/05/49 | 673 | 674,893 | ||||||
5.88%, 01/30/60 | 574 | 541,712 | ||||||
5.88%, 01/30/60(a) | 293 | 276,519 | ||||||
|
| |||||||
2,125,843 | ||||||||
Egypt — 0.6% | ||||||||
Egypt Government International Bond | ||||||||
5.25%, 10/06/25(a)(f) | 541 | 541,000 | ||||||
5.63%, 04/16/30 | EUR | 697 | 740,074 | |||||
6.38%, 04/11/31(a) | 1,219 | 1,329,618 | ||||||
8.50%, 01/31/47(a) | USD | 296 | 285,640 | |||||
7.90%, 02/21/48 | 596 | 548,693 | ||||||
8.88%, 05/29/50(a) | 784 | 777,140 | ||||||
|
| |||||||
4,222,165 | ||||||||
France — 0.2% | ||||||||
France Government Bond OAT | ||||||||
0.25%, 11/25/20 | EUR | 150 | 176,049 | |||||
2.50%, 05/25/30 | 40 | 59,776 | ||||||
1.50%, 05/25/31 | 190 | 264,407 | ||||||
5.75%, 10/25/32 | 100 | 202,430 | ||||||
French Republic Government Bond OAT, 1.50%, 05/25/50(a) | 266 | 409,580 | ||||||
|
| |||||||
1,112,242 | ||||||||
Greece — 1.0% | ||||||||
Hellenic Republic Government Bond 3.50%, 01/30/23 | 9 | 10,850 |
14 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Greece (continued) | ||||||||
Hellenic Republic Government Bond (continued) |
| |||||||
3.38%, 02/15/25(a) | EUR | 268 | $ | 354,034 | ||||
1.88%, 07/23/26(a) | 511 | 645,514 | ||||||
2.00%, 04/22/27(a) | 292 | 370,854 | ||||||
3.75%, 01/30/28 | 137 | 193,878 | ||||||
3.88%, 03/12/29(a) | 1,010 | 1,469,610 | ||||||
1.50%, 06/18/30(a) | 2,847 | 3,483,420 | ||||||
3.90%, 01/30/33 | 12 | 18,779 | ||||||
4.00%, 01/30/37 | 10 | 15,879 | ||||||
4.20%, 01/30/42 | 39 | 69,856 | ||||||
|
| |||||||
6,632,674 | ||||||||
Hungary — 0.1% | ||||||||
Hungary Government International Bond | ||||||||
1.63%, 04/28/32 | 68 | 84,286 | ||||||
1.75%, 06/05/35 | 438 | 539,210 | ||||||
|
| |||||||
623,496 | ||||||||
India — 0.5% | ||||||||
India Government Bond, 7.26%, 01/14/29 | INR | 239,380 | 3,450,537 | |||||
|
| |||||||
Indonesia — 1.1% | ||||||||
Indonesia Government International Bond | ||||||||
2.88%, 07/08/21 | EUR | 100 | 119,443 | |||||
4.75%, 01/08/26 | USD | 200 | 232,375 | |||||
4.10%, 04/24/28 | 200 | 227,250 | ||||||
4.75%, 07/18/47 | 200 | 243,313 | ||||||
Indonesia Treasury Bond | ||||||||
6.50%, 06/15/25 | IDR | 7,794,000 | 538,456 | |||||
7.00%, 05/15/27 | 15,127,000 | 1,034,898 | ||||||
7.00%, 09/15/30 | 8,849,000 | 594,691 | ||||||
6.63%, 05/15/33 | 3,150,000 | 199,521 | ||||||
7.50%, 06/15/35 | 8,351,000 | 564,380 | ||||||
8.38%, 04/15/39 | 34,114,000 | 2,438,188 | ||||||
7.38%, 05/15/48 | 12,947,000 | 854,052 | ||||||
|
| |||||||
7,046,567 | ||||||||
Israel — 0.0% | ||||||||
Israel Government International Bond, 3.88%, 07/03/50 | USD | 225 | 269,859 | |||||
|
| |||||||
Italy — 2.8% | ||||||||
Italy Buoni Poliennali Del Tesoro | ||||||||
1.45%, 09/15/22 | EUR | 603 | 729,611 | |||||
0.95%, 03/01/23 | 5,204 | 6,258,683 | ||||||
1.80%, 03/01/41(a) | 2,620 | 3,217,540 | ||||||
4.75%, 09/01/44(a) | 232 | 439,698 | ||||||
2.70%, 03/01/47(a) | 485 | 692,260 | ||||||
3.45%, 03/01/48(a) | 925 | 1,500,211 | ||||||
3.85%, 09/01/49(a) | 789 | 1,369,435 | ||||||
2.45%, 09/01/50(a) | 2,685 | 3,658,134 | ||||||
2.80%, 03/01/67(a) | 120 | 174,594 | ||||||
|
| |||||||
18,040,166 | ||||||||
Japan — 3.4% | ||||||||
Japan Government Thirty Year Bond | ||||||||
0.70%, 06/20/48 | JPY | 259,050 | 2,547,491 | |||||
0.40%, 09/20/49 | 1,800,000 | 16,234,049 | ||||||
0.40%, 12/20/49 | 171,000 | 1,540,516 |
Security | Par (000) | Value | ||||||
Japan (continued) | ||||||||
Japanese Government CPI Linked Bond | ||||||||
0.10%, 03/10/28 | JPY | 79,706 | $ | 754,249 | ||||
0.10%, 03/10/29 | 83,064 | 786,410 | ||||||
|
| |||||||
21,862,715 | ||||||||
Lithuania — 0.1% | ||||||||
Lithuania Government International Bond, 0.50%, 07/28/50 | EUR | 445 | 505,436 | |||||
|
| |||||||
Mexico — 0.1% | ||||||||
Mexico Government International Bond | ||||||||
4.15%, 03/28/27 | USD | 200 | 222,300 | |||||
4.75%, 04/27/32 | 500 | 566,094 | ||||||
|
| |||||||
788,394 | ||||||||
Netherlands — 0.1% | ||||||||
Netherlands Government Bond, 2.75%, 01/15/47(a) | EUR | 311 | 639,669 | |||||
|
| |||||||
New Zealand — 0.0% | ||||||||
New Zealand Government Bond | ||||||||
6.00%, 05/15/21 | NZD | 140 | 95,946 | |||||
2.75%, 04/15/25 | 100 | 74,314 | ||||||
|
| |||||||
170,260 | ||||||||
Panama — 0.2% | ||||||||
Banco Latinoamericano de Comercio Exterior SA, 2.38%, 09/14/25(a) | USD | 423 | 427,230 | |||||
Panama Government International Bond, 6.70%, 01/26/36 | 400 | 580,125 | ||||||
|
| |||||||
1,007,355 | ||||||||
Paraguay — 0.0% | ||||||||
Paraguay Government International Bond, 4.95%, 04/28/31(a) | 250 | 288,750 | ||||||
|
| |||||||
Peru — 0.1% | ||||||||
Peruvian Government International Bond | ||||||||
2.84%, 06/20/30 | 66 | 71,775 | ||||||
6.55%, 03/14/37 | 350 | 529,484 | ||||||
5.63%, 11/18/50 | 16 | 25,525 | ||||||
|
| |||||||
626,784 | ||||||||
Qatar — 0.2% | ||||||||
Qatar Government International Bond | ||||||||
4.50%, 04/23/28 | 400 | 477,500 | ||||||
6.40%, 01/20/40 | 200 | 309,000 | ||||||
4.40%, 04/16/50(a) | 215 | 277,081 | ||||||
|
| |||||||
1,063,581 | ||||||||
Romania — 0.4% | ||||||||
Romanian Government International Bond | ||||||||
2.75%, 02/26/26 | EUR | 224 | 281,341 | |||||
2.88%, 03/11/29 | 60 | 76,458 | ||||||
3.62%, 05/26/30 | 936 | 1,240,077 | ||||||
3.00%, 02/14/31(a) | USD | 122 | 125,203 | |||||
2.00%, 01/28/32 | EUR | 235 | 271,479 | |||||
6.13%, 01/22/44(a) | USD | 200 | 270,625 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 15 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Romania (continued) | ||||||||
Romanian Government International Bond (continued) |
| |||||||
3.38%, 01/28/50 | EUR | 30 | $ | 35,833 | ||||
4.00%, 02/14/51 | USD | 54 | 55,569 | |||||
|
| |||||||
2,356,585 | ||||||||
Russia — 1.0% | ||||||||
Russian Federal Bond - OFZ , 6.90%, 05/23/29 | RUB | 111,650 | 1,514,017 | |||||
Russian Federal Bond - OFZ | ||||||||
8.15%, 02/03/27 | 96,263 | 1,395,984 | ||||||
6.00%, 10/06/27 | 54,270 | 702,252 | ||||||
8.50%, 09/17/31 | 134,485 | 2,034,193 | ||||||
Russian Foreign Bond - Eurobond | ||||||||
4.25%, 06/23/27 | USD | 200 | 225,000 | |||||
5.25%, 06/23/47 | 400 | 530,000 | ||||||
|
| |||||||
6,401,446 | ||||||||
Saudi Arabia — 0.1% | ||||||||
Saudi Government International Bond, 4.63%, 10/04/47. | 300 | 366,750 | ||||||
|
| |||||||
South Africa — 0.0% | ||||||||
Republic of South Africa Government International Bond, 5.88%, 05/30/22 | 100 | 105,375 | ||||||
|
| |||||||
Spain(a) — 1.6% | ||||||||
Spain Government Bond | ||||||||
0.50%, 04/30/30 | EUR | 4,400 | 5,310,901 | |||||
1.25%, 10/31/30 | 431 | 555,440 | ||||||
2.70%, 10/31/48 | 1,765 | 2,921,434 | ||||||
1.00%, 10/31/50 | 1,420 | 1,637,446 | ||||||
|
| |||||||
10,425,221 | ||||||||
Sweden — 0.0% | ||||||||
Sweden Government Bond | ||||||||
1.00%, 11/12/26 | SEK | 960 | 115,452 | |||||
3.50%, 03/30/39 | 250 | 43,922 | ||||||
|
| |||||||
159,374 | ||||||||
Ukraine — 0.8% | ||||||||
Ukraine Government International Bond | ||||||||
7.75%, 09/01/25(a) | USD | 250 | 250,000 | |||||
7.75%, 09/01/25 | 200 | 200,000 | ||||||
6.75%, 06/20/26 | EUR | 527 | 600,310 | |||||
9.75%, 11/01/28 | USD | 2,747 | 2,965,043 | |||||
7.38%, 09/25/32 | 1,299 | 1,220,248 | ||||||
|
| |||||||
5,235,601 | ||||||||
United Kingdom — 1.0% | ||||||||
United Kingdom Gilt | ||||||||
1.75%, 09/07/22 | GBP | 200 | 266,955 | |||||
0.75%, 07/22/23 | 1,826 | 2,411,085 | ||||||
1.75%, 09/07/37 | 60 | 91,356 | ||||||
4.75%, 12/07/38 | 30 | 66,309 | ||||||
3.25%, 01/22/44 | 165 | 326,460 | ||||||
3.50%, 01/22/45 | 700 | 1,452,661 | ||||||
1.50%, 07/22/47 | 1,040 | 1,579,787 | ||||||
|
| |||||||
6,194,613 |
Security | Par (000) | Value | ||||||
Uruguay — 0.0% | ||||||||
Uruguay Government International Bond, 4.38%, 10/27/27 | USD | 150 | $ | 173,250 | ||||
|
| |||||||
Total Foreign Agency Obligations — 27.2% |
| 176,688,705 | ||||||
|
| |||||||
Shares | ||||||||
Investment Companies |
| |||||||
United States — 5.8% |
| |||||||
Consumer Discretionary Select Sector SPDR Fund | 1,990 | 292,490 | ||||||
Financial Select Sector SPDR Fund. | 15,935 | 383,556 | ||||||
Industrial Select Sector SPDR Fund. | 6,585 | 506,913 | ||||||
iShares iBoxx $ High Yield Corporate Bond ETF(m) | 344,324 | 28,888,784 | ||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF(m) | 17,999 | 2,424,645 | ||||||
iShares JP Morgan USD Emerging Markets Bond ETF(m) | 17,451 | 1,935,141 | ||||||
iShares MSCI Brazil ETF(m) | 8,763 | 242,385 | ||||||
iShares MSCI Emerging Markets ETF(m) | 19,721 | 869,499 | ||||||
iShares Nasdaq Biotechnology ETF(m) | 739 | 100,068 | ||||||
iShares Russell 2000 ETF(m) | 8,500 | 1,273,215 | ||||||
iShares S&P 500 Value ETF(m) | 2,805 | 315,422 | ||||||
VanEck Vectors Semiconductor ETF | 732 | 127,514 | ||||||
|
| |||||||
Total Investment Companies — 5.8% |
| 37,359,632 | ||||||
|
| |||||||
Par (000) | ||||||||
Municipal Bonds |
| |||||||
California — 0.0% |
| |||||||
California Pollution Control Financing Authority, RB, AMT, 5.00%, 11/21/45(a) | USD | 180 | 184,434 | |||||
|
| |||||||
Total Municipal Bonds — 0.0% |
| 184,434 | ||||||
|
| |||||||
Non-Agency Mortgage-Backed Securities |
| |||||||
Cayman Islands — 0.0% |
| |||||||
GPMT Ltd., Series 2018-FL1, Class A, (1 mo. LIBOR US + 0.90%), 1.06%, 11/21/35(a)(b) | 40 | 39,677 | ||||||
|
| |||||||
United States — 3.1% | ||||||||
Atrium Hotel Portfolio Trust(a)(b) | ||||||||
Series 2017-ATRM, Class D, (1 mo. LIBOR US + 1.95%), 2.10%, 12/15/36 | 200 | 168,292 | ||||||
Series 2017-ATRM, Class E, (1 mo. LIBOR US + 3.05%), 3.20%, 12/15/36 | 150 | 122,307 | ||||||
BAMLL Commercial Mortgage Securities Trust, | ||||||||
Series 2017-SCH, Class DL, (1 mo. LIBOR US + 2.00%), 2.15%, 11/15/32(a)(b) | 150 | 122,665 | ||||||
BBCMS Mortgage Trust | ||||||||
Series 2017-C1, Class AS, 3.90%, 02/15/50 | 1,200 | 1,356,563 |
16 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
BBCMS Mortgage Trust (continued) |
| |||||||
Series 2018-TALL, Class D, (1 mo. LIBOR US + 1.45%), 1.60%, 03/15/37(a)(b) | USD | 500 | $ | 468,791 | ||||
BX Commercial Mortgage Trust(a)(b) | ||||||||
Series 2018-IND, Class B, (1 mo. LIBOR US + 0.90%), 1.05%, 11/15/35 | 700 | 696,923 | ||||||
Series 2018-IND, Class C, (1 mo. LIBOR US + 1.10%), 1.25%, 11/15/35 | 700 | 697,377 | ||||||
BXP Trust(a)(c) | ||||||||
Series 2017-CC, Class D, 3.55%, 08/13/37 | 110 | 109,498 | ||||||
Series 2017-CC, Class E, 3.55%, 08/13/37 | 220 | 204,495 | ||||||
Citigroup Commercial Mortgage Trust | ||||||||
Series 2015-P1, Class A5, 3.72%, 09/15/48 | 375 | 418,390 | ||||||
Series 2016-GC36, Class A5, 3.62%, 02/10/49 | 375 | 420,435 | ||||||
Series 2019-PRM, Class C, 3.90%, 05/10/36(a) | 1,000 | 1,043,565 | ||||||
COMM Mortgage Trust | ||||||||
Series 2014-CR21, Class A3, 3.53%, 12/10/47 | 347 | 375,736 | ||||||
Series 2015-LC19, Class A4, 3.18%, 02/10/48 | 500 | 542,086 | ||||||
Series 2016-DC2, Class B, 4.64%, 02/10/49(c) | 100 | 104,626 | ||||||
Series 2016-DC2, Class C, 4.64%, 02/10/49(c) | 100 | 96,360 | ||||||
DBJPM Mortgage Trust, Series 2016-C3, Class A5, 2.89%, 08/10/49. | 375 | 408,363 | ||||||
DBUBS Mortgage Trust(a)(c) | ||||||||
Series 2017-BRBK, Class E, 3.53%, 10/10/34 | 400 | 405,211 | ||||||
Series 2017-BRBK, Class F, 3.53%, 10/10/34 | 240 | 238,234 | ||||||
GS Mortgage Securities Corp. Trust(a)(b) | ||||||||
Series 2017-500K, Class D, (1 mo. LIBOR US + 1.30%), 1.55%, 07/15/32 | 90 | 89,334 | ||||||
Series 2017-500K, Class E, (1 mo. LIBOR US + 1.50%), 1.75%, 07/15/32 | 120 | 118,791 | ||||||
Series 2017-500K, Class F, (1 mo. LIBOR US + 1.80%), 2.15%, 07/15/32 | 90 | 88,872 | ||||||
Series 2017-500K, Class G, (1 mo. LIBOR US + 2.50%), 2.85%, 07/15/32 | 40 | 39,431 | ||||||
GS Mortgage Securities Trust(a) | ||||||||
Series 2017-GS7, Class D, 3.00%, 08/10/50 | 225 | 181,333 | ||||||
Series 2017-GS7, Class E, 3.00%, 08/10/50 | 180 | 131,977 | ||||||
JP Morgan Chase Commercial Mortgage Securities Corp., Series 2018-AON, Class A, 4.13%, 07/05/31(a) | 1,200 | 1,277,034 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust , Series 2013-C16, Class B, 5.13%, 12/15/46(c). | 1,000 | 1,077,642 | ||||||
JPMDB Commercial Mortgage Securities Trust | ||||||||
Class A5, 3.69%, 03/15/50 | 1,200 | 1,369,311 | ||||||
Series 2017-C7, Class A5, 3.41%, 10/15/50 | 1,113 | 1,260,983 | ||||||
LCCM Mortgage Trust, Series 2014-909, Class A, 3.39%, 05/15/31(a) | 1,000 | 1,003,774 | ||||||
MAD Mortgage Trust(a)(c) | ||||||||
Series 2017-330M, Class D, 3.98%, 08/15/34 | 110 | 111,745 | ||||||
Series 2017-330M, Class E, 4.03%, 08/15/34 | 130 | 129,238 | ||||||
MFT Trust(a)(c) | ||||||||
Series 2020-ABC, Class C, 3.48%, 02/10/42 | 100 | 96,002 | ||||||
Series 2020-ABC, Class D, 3.48%, 02/10/42 | 105 | 96,584 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust | ||||||||
Series 2014-C16, Class A5, 3.89%, 06/15/47 | 375 | 407,984 | ||||||
Series 2015-C25, Class A5, 3.64%, 10/15/48 | 400 | 441,476 | ||||||
Morgan Stanley Capital I Trust, Series 2019-L2, Class A4, 4.07%, 03/15/52 | 589 | 694,710 | ||||||
Olympic Tower Mortgage Trust(a)(c) Series 2017-OT, Class D, 3.95%, 05/10/39 | 130 | 123,449 |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
Olympic Tower Mortgage Trust(a)(c) (continued) |
| |||||||
Series 2017-OT, Class E, 3.95%, 05/10/39 | USD | 160 | $ | 137,726 | ||||
Park Avenue Mortgage Trust, Series 2017-280P, Class E, (1 mo. LIBOR US + 2.12%), 2.27%, 09/15/34(a)(b) | 350 | 336,830 | ||||||
Park Avenue Trust, Series 2017-245P, Class E, 3.66%, 06/05/37(a)(c) | 250 | 237,842 | ||||||
Velocity Commercial Capital Loan Trust 2020-1, Series 2020-1, Class M3, 3.19%, 02/25/50(a)(c) | 100 | 93,336 | ||||||
VNDO Mortgage Trust, Series 2012-6AVE, Class C, 3.34%, 11/15/30(a)(c) | 1,000 | 1,025,077 | ||||||
Wells Fargo Commercial Mortgage Trust | ||||||||
Series 2016-NXS5, Class B, 4.96%, 01/15/59(c) | 1,400 | 1,588,473 | ||||||
Series 2018-BXI, Class E, (1 mo. LIBOR US + 2.16%), 2.31%, 12/15/36(a)(b) | 86 | 84,407 | ||||||
|
| |||||||
20,243,278 | ||||||||
|
| |||||||
Total Non-Agency Mortgage-Backed Securities — 3.1% |
| 20,282,955 | ||||||
|
| |||||||
Preferred Securities |
| |||||||
Capital Trusts — 0.8% |
| |||||||
Austria(h)(j) — 0.1% | ||||||||
Erste Group Bank AG | ||||||||
5.13% | EUR | 200 | 234,924 | |||||
8.88% | 200 | 250,216 | ||||||
|
| |||||||
485,140 | ||||||||
Belgium — 0.0% | ||||||||
Solvay Finance SA, 5.43%(h)(j) | 200 | 254,603 | ||||||
|
| |||||||
France(h)(j) — 0.1% | ||||||||
Credit Agricole SA, 6.50% | 200 | 239,731 | ||||||
Electricite de France SA, 5.38% | 200 | 257,161 | ||||||
Engie SA, 3.25%. | 100 | 125,452 | ||||||
|
| |||||||
622,344 | ||||||||
Germany(h) — 0.1% | ||||||||
Bayer AG, 2.38%, 11/12/79 | 100 | 115,256 | ||||||
RWE AG, 2.75%, 04/21/75 | 200 | 234,490 | ||||||
Volkswagen International Finance NV, 2.70%(j) | 100 | 116,826 | ||||||
|
| |||||||
466,572 | ||||||||
Italy — 0.0% | ||||||||
UniCredit SpA, 6.75%(h)(j) | 200 | 234,675 | ||||||
|
| |||||||
Mexico — 0.0% | ||||||||
BBVA Bancomer SA, 5.13%(h) | USD | 229 | 219,697 | |||||
|
| |||||||
Spain(h)(j) — 0.1% | ||||||||
Naturgy Finance BV, 4.13% | EUR | 100 | 121,349 | |||||
Repsol International Finance BV, 3.75% | 200 | 235,671 | ||||||
Telefonica Europe BV | ||||||||
3.75% | 100 | 119,004 | ||||||
4.38% | 200 | 246,908 | ||||||
|
| |||||||
722,932 | ||||||||
Switzerland(a)(h)(j) — 0.1% | ||||||||
Credit Suisse Group AG, 6.25% | USD | 200 | 214,228 | |||||
UBS Group AG, 7.00% | 225 | 240,187 | ||||||
|
| |||||||
454,415 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 17 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
United Kingdom(h) — 0.2% | ||||||||
BP Capital Markets PLC, 3.25%(j) | EUR | 930 | $ | 1,119,672 | ||||
Vodafone Group PLC, 3.10%, 01/03/79 | 200 | 238,301 | ||||||
|
| |||||||
1,357,973 | ||||||||
United States — 0.1% | ||||||||
Bank of America Corp., Series DD, 6.30%(h)(j) | USD | 20 | 22,602 | |||||
Belden, Inc., 4.13%, 10/15/26 | EUR | 200 | 238,007 | |||||
Capital One Financial Corp., Series E, 4.05%(h)(j) | USD | 25 | 22,098 | |||||
Energy Transfer Partners LP, Series A, 6.25%(h)(j) | 80 | 52,200 | ||||||
JPMorgan Chase & Co.(h)(j) | ||||||||
Series HH, 4.60% | 17 | 16,660 | ||||||
Series Q, 5.15%. | 30 | 30,150 | ||||||
Series Z, 4.05% | 25 | 24,656 | ||||||
Morgan Stanley, Series J, 4.05%(h)(j) | 21 | 20,537 | ||||||
NBCUniversal Enterprise, Inc., 5.25%(a)(j) | 100 | 101,000 | ||||||
|
| |||||||
527,910 | ||||||||
|
| |||||||
5,346,261 | ||||||||
|
| |||||||
Shares | ||||||||
Preferred Stocks — 0.1% |
| |||||||
United States — 0.1% | ||||||||
Cash Mandatory Exchangeable Trust, 5.25%, 06/01/23(a) | 290 | 311,976 | ||||||
Federal Home Loan Mortgage Corp.(c)(j) | ||||||||
Series S, 8.25% | 1,900 | 16,872 | ||||||
Series Z, 8.38% | 1,900 | 16,910 | ||||||
Morgan Stanley, Series E, 7.13%(h)(j) | 221 | 6,100 | ||||||
|
| |||||||
Total Preferred Securities — 0.9% | 5,698,119 | |||||||
|
| |||||||
Par (000) | ||||||||
U.S. Government Sponsored Agency Securities |
| |||||||
Mortgage-Backed Securities — 13.1% |
| |||||||
Fannie Mae Mortgage-Backed Securities | ||||||||
3.00%, 08/01/35 - 09/01/50 | USD | 3,548 | 3,839,442 | |||||
6.50%, 11/01/38 | 14 | 16,985 | ||||||
6.00%, 07/01/39 | 47 | 54,106 | ||||||
4.00%, 01/01/41 - 09/01/50 | 226 | 250,110 | ||||||
4.50%, 07/01/48 - 01/01/50 | 1,500 | 1,619,848 | ||||||
3.50%, 08/01/50 | 2,172 | 2,381,441 | ||||||
Freddie Mac Mortgage-Backed Securities | ||||||||
2.50%, 01/01/29 - 04/01/31 | 156 | 166,604 | ||||||
3.50%, 04/01/31 - 01/01/48 | 744 | 815,984 | ||||||
5.00%, 05/01/38 - 05/01/39 | 48 | 55,262 | ||||||
5.50%, 01/01/39 | 33 | 38,608 | ||||||
4.00%, 08/01/40 - 02/01/47 | 393 | 435,118 | ||||||
4.50%, 09/01/40 - 12/01/48 | 341 | 379,151 | ||||||
3.00%, 12/01/42 - 08/01/50 | 2,274 | 2,439,651 | ||||||
Ginnie Mae Mortgage-Backed Securities(n) | ||||||||
4.00%, 10/20/40 - 10/21/50 | 2,263 | 2,410,444 | ||||||
3.50%, 01/15/42 - 10/21/50 | 6,751 | 7,140,422 | ||||||
5.00%, 10/20/44 - 10/21/50 | 333 | 364,306 | ||||||
3.00%, 02/15/45 - 11/19/50 | 11,112 | 11,679,369 | ||||||
4.50%, 03/15/47 - 10/21/50 | 1,147 | 1,235,968 | ||||||
2.50%, 10/01/50 - 10/21/50 | 3,114 | 3,268,105 |
Security | Par (000) | Value | ||||||
Mortgage-Backed Securities (continued) | ||||||||
Ginnie Mae Mortgage-Backed Securities(n) (continued) |
| |||||||
2.00%, 10/21/50 | USD | 122 | $ | 126,747 | ||||
Uniform Mortgage-Backed Securities | ||||||||
2.50%, 09/01/27 - 11/12/50(n) | 11,303 | 11,852,644 | ||||||
3.00%, 07/01/29 - 10/14/50(n) | 10,863 | 11,467,950 | ||||||
3.50%, 07/01/29 - 10/14/50(n) | 7,110 | 7,624,079 | ||||||
2.00%, 10/01/31 - 10/14/50(n) | 3,664 | 3,797,815 | ||||||
4.00%, 09/01/33 - 10/14/50(n) | 8,609 | 9,275,123 | ||||||
5.00%, 09/01/35 - 10/14/50(n) | 228 | 258,267 | ||||||
5.50%, 12/01/38 | 118 | 139,111 | ||||||
4.50%, 12/01/45 - 10/14/50(n) | 1,784 | 1,955,250 | ||||||
|
| |||||||
Total U.S. Government Sponsored Agency Securities — 13.1% |
| 85,087,910 | ||||||
|
| |||||||
U.S. Treasury Obligations | ||||||||
Treasury Inflation Protected Security | ||||||||
0.50%, 04/15/24 | 5,201 | 5,522,255 | ||||||
0.13%, 10/15/24(l) | 3,552 | 3,770,524 | ||||||
U.S. Treasury Bonds | ||||||||
1.13%, 05/15/40 | 2,227 | 2,196,425 | ||||||
2.25%, 08/15/49 | 600 | 715,617 | ||||||
2.38%, 11/15/49 | 1,200 | 1,469,344 | ||||||
U.S. Treasury Inflation Indexed Bonds | ||||||||
0.38%, 01/15/27 | 1,609 | 1,770,217 | ||||||
0.50%, 01/15/28 | 315 | 353,681 | ||||||
U.S. Treasury Inflation Indexed Note, 0.13%, 01/15/30 | 3,802 | 4,202,677 | ||||||
U.S. Treasury Inflation Protected Security, 0.13%, 04/15/25 | 15,901 | 16,923,543 | ||||||
U.S. Treasury Notes | ||||||||
1.75%, 11/30/21 - 11/15/29. | 3,255 | 3,585,045 | ||||||
1.88%, 02/28/22 | 500 | 512,324 | ||||||
0.63%, 05/15/30 | 1,755 | 1,749,790 | ||||||
|
| |||||||
Total U.S. Treasury Obligations — 6.6% |
| 42,771,442 | ||||||
|
| |||||||
Shares | ||||||||
Warrants | ||||||||
Venezuela — 0.0% | ||||||||
Venezuela Government International Bond | 3,000 | 3,000 | ||||||
|
| |||||||
Total Warrants — 0.0% |
| 3,000 | ||||||
|
| |||||||
Total Long-Term Investments — 96.4% |
| 625,677,409 | ||||||
|
|
18 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security |
Shares | Value | ||||||
Short-Term Securities |
| |||||||
Money Market Funds — 4.8% | ||||||||
BlackRock Liquidity Funds, T-Fund, Institutional Class, 0.02%(m)(o) | 30,931,873 | $ | 30,931,873 | |||||
|
| |||||||
Total Short-Term Securities — 4.8% (Cost: $30,931,873) | 30,931,873 | |||||||
|
| |||||||
Options Purchased — 0.6% | 4,293,709 | |||||||
|
| |||||||
Total Investments Before TBA Sale Commitments and Options Written — 101.8% (Cost: $641,477,386) | 660,902,991 | |||||||
|
|
Par (000) | ||||||||
TBA Sale Commitments | ||||||||
United States — (3.5)% | ||||||||
Ginnie Mae Mortgage-Backed Securities(n) | ||||||||
2.50%, 10/21/50 | USD | 1,200 | (1,260,234 | ) | ||||
3.00%, 10/21/50 | 4,858 | (5,086,573 | ) | |||||
3.50%, 10/21/50 | 2,159 | (2,265,516 | ) | |||||
Uniform Mortgage-Backed Securities(n) | ||||||||
2.50%, 10/14/50 | 7,033 | (7,377,232 | ) | |||||
3.00%, 10/14/50 | 3,711 | (3,885,816 | ) | |||||
4.00%, 10/14/50 | 2,528 | (2,696,221 | ) | |||||
|
| |||||||
Total TBA Sale Commitments — (3.5)% |
| (22,571,592 | ) | |||||
|
| |||||||
Options Written — (0.4)% |
| (2,988,607 | ) | |||||
|
| |||||||
Total Investments, Net of TBA Sale Commitments and Options Written — 97.9% |
| 635,342,792 | ||||||
Other Assets Less Liabilities — 2.1% | 13,894,293 | |||||||
|
| |||||||
Net Assets — 100.0% | $ | 649,237,085 | ||||||
|
|
(a) | 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. |
(b) | Variable rate security. Rate shown is the rate in effect as of period end. |
(c) | 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. |
(d) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(e) | Non-income producing security. |
(f) | When-issued security. |
(g) | Issuer filed for bankruptcy and/or is in default. |
(h) | 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. |
(i) | Payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates. |
(j) | Perpetual security with no stated maturity date. |
(k) | Zero-coupon bond. |
(l) | All or a portion of the security has been pledged as collateral in connection with outstanding reverse repurchase agreements. |
(m) | Affiliate of the Fund. |
(n) | Represents or includes a TBA transaction. |
(o) | Annualized 7-day yield as of period end. |
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the period ended September 30, 2020, for purposes of Section 2(a)(3) of the Investment CompanyAct of 1940, as amended, were as follows:
Affiliated Issuer | Value at 12/31/19 | Purchases at Cost | Proceeds from Sales | Net Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value at 09/30/20 | Shares Held at 09/30/20 | Income | Capital Gain Distributions from Underlying Funds | |||||||||||||||||||||||||||
BlackRock Liquidity Funds, T-Fund, Institutional Class | $ | 4,456,999$ | 26,474,874 | (a)$ | — | $ | — | $ | — | $ | 30,931,873 | 30,931,873 | $ | 42,972 | $ | — | ||||||||||||||||||||
iShares China Large-Cap ETF(b) | 455,585 | 587,026 | (973,644 | ) | (51,967 | ) | (17,000 | ) | — | — | — | |||||||||||||||||||||||||
iShares iBoxx $ High Yield Corporate Bond ETF | — | 32,466,695 | (3,956,365 | ) | 109,801 | 268,653 | 28,888,784 | 344,324 | 141,686 | — | ||||||||||||||||||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF | — | 5,916,674 | (3,556,120 | ) | 63,741 | 350 | 2,424,645 | 17,999 | 11,090 | — | ||||||||||||||||||||||||||
iShares JP Morgan USD Emerging Markets Bond ETF | 1,999,187 | — | (1 | ) | — | (64,045 | ) | 1,935,141 | 17,451 | 51,368 | — | |||||||||||||||||||||||||
iShares MSCI Brazil ETF | — | 268,749 | — | — | (26,364 | ) | 242,385 | 8,763 | — | |||||||||||||||||||||||||||
iShares MSCI Emerging Markets ETF | 1,452,980 | — | (480,044 | ) | (120,118 | ) | 16,681 | 869,499 | 19,721 | 4,542 | — | |||||||||||||||||||||||||
iShares Nasdaq Biotechnology ETF | — | 83,949 | — | — | 16,119 | 100,068 | 739 | 140 | — | |||||||||||||||||||||||||||
iShares Russell 2000 ETF | 960,886 | 1,453,717 | (869,662 | ) | (255,702 | ) | (16,024 | ) | 1,273,215 | 8,500 | 6,592 | — |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 19 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Affiliates (continued)
Affiliated Issuer | Value at 12/31/19 | Purchases at Cost | Proceeds from Sales | Net Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value at 09/30/20 | Shares Held at 09/30/20 | Income | Capital Gain Distributions from Underlying Funds | |||||||||||||||||||||||||||
iShares S&P 500 Value E | $ | 364,902 | $ | — | $ | — | $ | — | $ | (49,480 | ) | $ | 315,422 | 2,805 | $ | 6,304 | $ | — | ||||||||||||||||||
iShares U.S. Preferred Stock ETF(b) | — | 419,640 | (353,291 | ) | (66,349 | ) | — | — | — | 1,764 | — | |||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
| |||||||||||||||||||||||||||
$ | (320,594 | ) | $ | 128,890 | $ | 66,981,032 | $ | 266,458 | $ | — | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
(a) | Represents net amount purchased (sold). |
(b) | As of period end, the entity is no longer held. |
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) | |||||||||||||||||
JPMorgan Chase Bank N.A | 0.16 | %(b) | 11/06/19 | Open | $ | 932,325 | $ | 938,906 | U.S. Treasury Obligations | Open/Demand | ||||||||||||||
BNP Paribas S.A | 1.15 | (b) | 07/31/20 | Open | 155,851 | 156,144 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A | 0.45 | (b) | 09/09/20 | Open | 936,250 | 936,496 | Corporate Bonds | Open/Demand | ||||||||||||||||
|
|
|
| |||||||||||||||||||||
$ | 2,024,426 | $ | 2,031,546 | |||||||||||||||||||||
|
|
|
|
(a) | Certain agreements have no stated maturity and can be terminated by either party at any time. |
(b) | Variable rate security. Rate as of period end and maturity is the date the principal owed can be recovered through demand. |
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts
Description | Number of Contracts | Expiration Date | Notional Amount (000) | Value/ Unrealized Appreciation (Depreciation) | ||||||||||||
Long Contracts | ||||||||||||||||
Euro BTP | 87 | 12/08/20 | $ | 15,054 | $ | 155,014 | ||||||||||
Euro OAT Futures | 102 | 12/08/20 | 20,157 | 131,459 | ||||||||||||
German Euro Schatz Futures | 32 | 12/08/20 | 4,213 | 1,098 | ||||||||||||
10-Year Japan Bond | 1 | 12/14/20 | 1,442 | 1,893 | ||||||||||||
90-Day Euro-Dollar. | 60 | 12/14/20 | 14,963 | 58,042 | ||||||||||||
10-Year Korea T-Bond. | 44 | 12/15/20 | 5,008 | 44,583 | ||||||||||||
10-Year Canada Bond | 57 | 12/18/20 | 6,499 | (4,374 | ) | |||||||||||
FTSE/MIB Index | 3 | 12/18/20 | 334 | (13,619 | ) | |||||||||||
10-Year U.S. Treasury Note. | 135 | 12/21/20 | 18,837 | (19,113 | ) | |||||||||||
10-Year U.S. Ultra Note | 81 | 12/21/20 | 12,954 | 225 | ||||||||||||
U.S. Long Treasury Bond | 52 | 12/21/20 | 9,167 | 1,741 | ||||||||||||
U.S. Ultra Treasury Bond | 39 | 12/21/20 | 8,651 | (66,393 | ) | |||||||||||
Long Gilt. | 93 | 12/29/20 | 16,334 | 3,446 | ||||||||||||
2-Year U.S. Treasury Note | 131 | 12/31/20 | 28,946 | 15,477 | ||||||||||||
|
| |||||||||||||||
309,479 | ||||||||||||||||
|
| |||||||||||||||
Short Contracts | ||||||||||||||||
Euro Bund | 9 | 12/08/20 | 1,842 | 2,862 | ||||||||||||
Euro Buxl Futures | 8 | 12/08/20 | 2,089 | (37,973 | ) | |||||||||||
EURO-BOBL Future. | 286 | 12/08/20 | 45,325 | (27,286 | ) | |||||||||||
Short Term Euro BTP. | 45 | 12/08/20 | 5,976 | (7,609 | ) | |||||||||||
10-Year Australian T-Bond | 4 | 12/15/20 | 428 | (2,815 | ) | |||||||||||
3-Year Korea T-Bond | 153 | 12/15/20 | 14,663 | (47,751 | ) | |||||||||||
DAX Index | 4 | 12/18/20 | 1,498 | 14,984 | ||||||||||||
Euro Stoxx 50 Index. | 16 | 12/18/20 | 599 | (8,549 | ) | |||||||||||
MSCI Emerging Markets E-Mini Index | 4 | 12/18/20 | 218 | 2,169 | ||||||||||||
NASDAQ 100 E-Mini Index | 11 | 12/18/20 | 2,510 | (86,618 | ) | |||||||||||
Russell 2000 E-Mini Index | 19 | 12/18/20 | 1,429 | (14,397 | ) | |||||||||||
S&P 500 E-Mini Index | 154 | 12/18/20 | 25,810 | (164,435 | ) | |||||||||||
5-Year U.S. Treasury Note | 562 | 12/31/20 | 70,830 | (55,502 | ) |
20 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Futures Contracts (continued)
Description | Number of Contracts | Expiration Date | Notional Amount (000) | (Value/ Unrealized Appreciation Depreciation) | ||||||||||||
Short Contracts (continued) | ||||||||||||||||
90-Day Euro-Dollar. | 60 | 03/15/21 | $ | 14,971 | $ | (95,518 | ) | |||||||||
90-Day Euro-Dollar. | 65 | 09/13/21 | 16,219 | (480,242 | ) | |||||||||||
|
| |||||||||||||||
(1,008,680 | ) | |||||||||||||||
|
| |||||||||||||||
$ | (699,201 | ) | ||||||||||||||
|
|
Forward Foreign Currency Exchange Contracts
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
BRL | 3,891,500 | USD | 689,897 | Barclays Bank PLC | 10/02/20 | $ | 3,047 | |||||||||||||
BRL | 4,415,670 | USD | 782,823 | Barclays Bank PLC | 10/02/20 | 3,457 | ||||||||||||||
BRL | 4,939,323 | USD | 875,658 | BNP Paribas S.A. | 10/02/20 | 3,867 | ||||||||||||||
BRL | 1,969,905 | USD | 349,231 | Citibank N.A. | 10/02/20 | 1,542 | ||||||||||||||
BRL | 2,066,854 | USD | 368,000 | Citibank N.A. | 10/02/20 | 36 | ||||||||||||||
BRL | 3,031,488 | USD | 537,431 | Citibank N.A. | 10/02/20 | 2,373 | ||||||||||||||
BRL | 3,031,488 | USD | 537,431 | Citibank N.A. | 10/02/20 | 2,373 | ||||||||||||||
BRL | 3,947,003 | USD | 699,736 | Citibank N.A. | 10/02/20 | 3,090 | ||||||||||||||
BRL | 3,947,003 | USD | 699,736 | Citibank N.A. | 10/02/20 | 3,090 | ||||||||||||||
BRL | 4,927,461 | USD | 873,555 | Citibank N.A. | 10/02/20 | 3,858 | ||||||||||||||
BRL | 5,050,656 | USD | 895,395 | Citibank N.A. | 10/02/20 | 3,954 | ||||||||||||||
BRL | 8,087,688 | USD | 1,440,000 | Citibank N.A. | 10/02/20 | 141 | ||||||||||||||
BRL | 14,934,141 | USD | 2,659,000 | Citibank N.A. | 10/02/20 | 260 | ||||||||||||||
USD | 724,000 | BRL | 3,891,500 | Barclays Bank PLC | 10/02/20 | 31,057 | ||||||||||||||
USD | 815,000 | BRL | 4,415,670 | Barclays Bank PLC | 10/02/20 | 28,720 | ||||||||||||||
USD | 921,000 | BRL | 4,939,323 | BNP Paribas S.A. | 10/02/20 | 41,475 | ||||||||||||||
USD | 365,000 | BRL | 1,969,905 | Citibank N.A. | 10/02/20 | 14,227 | ||||||||||||||
USD | 554,000 | BRL | 3,031,488 | Citibank N.A. | 10/02/20 | 14,196 | ||||||||||||||
USD | 554,000 | BRL | 3,031,488 | Citibank N.A. | 10/02/20 | 14,196 | ||||||||||||||
USD | 737,000 | BRL | 3,947,003 | Citibank N.A. | 10/02/20 | 34,173 | ||||||||||||||
USD | 737,000 | BRL | 3,947,003 | Citibank N.A. | 10/02/20 | 34,173 | ||||||||||||||
USD | 913,000 | BRL | 4,927,461 | Citibank N.A. | 10/02/20 | 35,587 | ||||||||||||||
USD | 923,000 | BRL | 5,050,656 | Citibank N.A. | 10/02/20 | 23,651 | ||||||||||||||
KRW | 1,703,920,000 | USD | 1,444,000 | Bank of America N.A. | 10/06/20 | 12,965 | ||||||||||||||
KRW | 1,703,920,000 | USD | 1,444,000 | Bank of America N.A. | 10/06/20 | 12,965 | ||||||||||||||
USD | 1,456,964 | KRW | 1,703,920,000 | Bank of America N.A. | 10/06/20 | — | ||||||||||||||
USD | 1,456,964 | KRW | 1,703,920,000 | Bank of America N.A. | 10/06/20 | — | ||||||||||||||
AUD | 1,049,000 | USD | 738,681 | Barclays Bank PLC | 10/14/20 | 12,684 | ||||||||||||||
AUD | 1,049,000 | USD | 738,681 | Barclays Bank PLC | 10/14/20 | 12,684 | ||||||||||||||
CLP | 718,759,250 | USD | 913,000 | Citibank N.A. | 10/14/20 | 2,665 | ||||||||||||||
EUR | 785,000 | USD | 917,610 | Bank of America N.A. | 10/14/20 | 2,991 | ||||||||||||||
EUR | 785,000 | USD | 918,088 | Deutsche Bank AG | 10/14/20 | 2,513 | ||||||||||||||
JPY | 71,494,461 | AUD | 922,000 | Bank of America N.A. | 10/14/20 | 17,586 | ||||||||||||||
JPY | 151,557,402 | AUD | 1,954,500 | Bank of America N.A. | 10/14/20 | 37,280 | ||||||||||||||
JPY | 85,399,784 | USD | 802,900 | HSBC Bank USA N.A. | 10/14/20 | 6,950 | ||||||||||||||
JPY | 85,399,784 | USD | 802,900 | HSBC Bank USA N.A. | 10/14/20 | 6,950 | ||||||||||||||
KRW | 1,718,328,150 | USD | 1,473,000 | JPMorgan Chase Bank N.A. | 10/14/20 | 694 | ||||||||||||||
KRW | 1,718,328,150 | USD | 1,473,000 | JPMorgan Chase Bank N.A. | 10/14/20 | 694 | ||||||||||||||
MXN | 16,382,004 | USD | 739,000 | Barclays Bank PLC | 10/14/20 | 841 | ||||||||||||||
RUB | 45,186,780 | USD | 573,000 | BNP Paribas S.A. | 10/14/20 | 7,970 | ||||||||||||||
RUB | 45,186,780 | USD | 573,000 | BNP Paribas S.A. | 10/14/20 | 7,970 | ||||||||||||||
USD | 1,024,194 | AUD | 1,393,000 | BNP Paribas S.A. | 10/14/20 | 26,433 | ||||||||||||||
USD | 913,000 | CLP | 701,412,250 | Citibank N.A. | 10/14/20 | 19,434 | ||||||||||||||
USD | 727,000 | COP | 2,664,455,000 | Citibank N.A. | 10/14/20 | 31,198 | ||||||||||||||
USD | 913,000 | COP | 3,400,012,000 | JPMorgan Chase Bank N.A. | 10/14/20 | 25,113 | ||||||||||||||
USD | 913,520 | EUR | 774,000 | HSBC Bank USA N.A. | 10/14/20 | 5,819 | ||||||||||||||
USD | 1,279,400 | EUR | 1,084,000 | HSBC Bank USA N.A. | 10/14/20 | 8,149 | ||||||||||||||
USD | 432,383 | EUR | 365,000 | JPMorgan Chase Bank N.A. | 10/14/20 | 4,333 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 21 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
USD | 1,009,422 | EUR | 850,000 | Morgan Stanley & Co. International PLC | 10/14/20 | $ | 12,592 | |||||||||||||
USD | 332,134 | EUR | 280,000 | UBS AG | 10/14/20 | 3,767 | ||||||||||||||
USD | 337,824 | EUR | 285,000 | UBS AG | 10/14/20 | 3,593 | ||||||||||||||
USD | 913,000 | HUF | 279,304,960 | Bank of America N.A. | 10/14/20 | 12,228 | ||||||||||||||
USD | 913,000 | HUF | 279,304,960 | Bank of America N.A. | 10/14/20 | 12,228 | ||||||||||||||
USD | 923,000 | JPY | 96,498,173 | UBS AG | 10/14/20 | 7,903 | ||||||||||||||
USD | 920,000 | KRW | 1,071,156,000 | Barclays Bank PLC | 10/14/20 | 1,342 | ||||||||||||||
USD | 920,000 | KRW | 1,071,156,000 | Barclays Bank PLC | 10/14/20 | 1,342 | ||||||||||||||
USD | 70,000 | MXN | 1,506,267 | Citibank N.A. | 10/14/20 | 1,974 | ||||||||||||||
USD | 70,000 | MXN | 1,506,267 | Citibank N.A. | 10/14/20 | 1,974 | ||||||||||||||
USD | 329,205 | MXN | 7,284,746 | Citibank N.A. | 10/14/20 | 213 | ||||||||||||||
USD | 918,000 | MXN | 19,390,547 | Citibank N.A. | 10/14/20 | 42,288 | ||||||||||||||
USD | 918,000 | MXN | 19,390,547 | Citibank N.A. | 10/14/20 | 42,288 | ||||||||||||||
USD | 860,000 | MXN | 18,482,260 | Deutsche Bank AG | 10/14/20 | 25,308 | ||||||||||||||
USD | 860,000 | MXN | 18,482,260 | Deutsche Bank AG | 10/14/20 | 25,308 | ||||||||||||||
USD | 430,000 | MXN | 9,248,380 | HSBC Bank USA N.A. | 10/14/20 | 12,326 | ||||||||||||||
USD | 430,000 | MXN | 9,248,380 | HSBC Bank USA N.A. | 10/14/20 | 12,326 | ||||||||||||||
USD | 486,000 | MXN | 10,459,935 | HSBC Bank USA N.A. | 10/14/20 | 13,610 | ||||||||||||||
USD | 486,000 | MXN | 10,459,935 | HSBC Bank USA N.A. | 10/14/20 | 13,610 | ||||||||||||||
USD | 1,843,000 | MXN | 39,024,051 | HSBC Bank USA N.A. | 10/14/20 | 80,603 | ||||||||||||||
USD | 595,795 | MXN | 13,192,350 | UBS AG | 10/14/20 | 5 | ||||||||||||||
USD | 730,000 | PLN | 2,759,181 | Bank of America N.A. | 10/14/20 | 16,168 | ||||||||||||||
USD | 730,000 | PLN | 2,759,181 | Bank of America N.A. | 10/14/20 | 16,168 | ||||||||||||||
USD | 554,000 | RUB | 42,308,980 | Bank of America N.A. | 10/14/20 | 10,030 | ||||||||||||||
USD | 554,000 | RUB | 42,308,980 | Bank of America N.A. | 10/14/20 | 10,030 | ||||||||||||||
USD | 155,000 | RUB | 11,742,025 | Citibank N.A. | 10/14/20 | 4,032 | ||||||||||||||
USD | 178,000 | RUB | 13,506,551 | Citibank N.A. | 10/14/20 | 4,345 | ||||||||||||||
USD | 1,666,000 | RUB | 126,207,830 | Citibank N.A. | 10/14/20 | 43,336 | ||||||||||||||
USD | 1,682,000 | RUB | 127,629,319 | Citibank N.A. | 10/14/20 | 41,060 | ||||||||||||||
USD | 551,000 | ZAR | 9,044,500 | BNP Paribas S.A. | 10/14/20 | 11,823 | ||||||||||||||
USD | 918,000 | ZAR | 15,068,695 | BNP Paribas S.A. | 10/14/20 | 19,698 | ||||||||||||||
ZAR | 9,432,023 | USD | 553,000 | BNP Paribas S.A. | 10/14/20 | 9,279 | ||||||||||||||
ZAR | 9,432,023 | USD | 553,000 | BNP Paribas S.A. | 10/14/20 | 9,279 | ||||||||||||||
ZAR | 10,744,430 | USD | 634,796 | BNP Paribas S.A. | 10/14/20 | 5,720 | ||||||||||||||
ZAR | 15,324,066 | USD | 913,000 | BNP Paribas S.A. | 10/14/20 | 526 | ||||||||||||||
ZAR | 9,733,666 | USD | 573,000 | Citibank N.A. | 10/14/20 | 7,261 | ||||||||||||||
ZAR | 9,733,666 | USD | 573,000 | Citibank N.A. | 10/14/20 | 7,261 | ||||||||||||||
USD | 559,000 | BRL | 3,092,220 | BNP Paribas S.A. | 11/04/20 | 8,836 | ||||||||||||||
USD | 759,000 | BRL | 4,198,560 | BNP Paribas S.A. | 11/04/20 | 11,997 | ||||||||||||||
USD | 2,509,046 | COP | 9,304,673,290 | Barclays Bank PLC | 12/04/20 | 85,759 | ||||||||||||||
USD | 670,718 | EUR | 563,000 | Bank of America N.A. | 12/04/20 | 9,756 | ||||||||||||||
USD | 1,396,757 | EUR | 1,172,436 | Bank of America N.A. | 12/04/20 | 20,316 | ||||||||||||||
USD | 501,357 | MXN | 10,751,405 | Deutsche Bank AG | 12/04/20 | 18,630 | ||||||||||||||
USD | 10,052,812 | RUB | 760,962,713 | Citibank N.A. | 12/04/20 | 315,201 | ||||||||||||||
CNH | 7,805,000 | USD | 1,135,405 | HSBC Bank USA N.A. | 12/16/20 | 9,988 | ||||||||||||||
CNH | 40,904,640 | USD | 6,000,000 | Natwest Markets PLC | 12/16/20 | 2,803 | ||||||||||||||
CNY | 11,402 | AUD | 2,278 | State Street Bank and Trust Co. | 12/16/20 | 42 | ||||||||||||||
CNY | 34,679 | JPY | 534,673 | State Street Bank and Trust Co. | 12/16/20 | 15 | ||||||||||||||
CNY | 31,287,458 | USD | 4,550,000 | State Street Bank and Trust Co. | 12/16/20 | 42,299 | ||||||||||||||
EUR | 1,843,672 | AUD | 3,004,085 | Westpac Banking Corp. | 12/16/20 | 13,149 | ||||||||||||||
EUR | 120,000 | USD | 140,462 | Barclays Bank PLC | 12/16/20 | 469 | ||||||||||||||
EUR | 1,972,846 | USD | 2,310,249 | Barclays Bank PLC | 12/16/20 | 6,713 | ||||||||||||||
EUR | 290,000 | USD | 340,189 | BNP Paribas S.A. | 12/16/20 | 395 | ||||||||||||||
EUR | 390,000 | USD | 457,417 | BNP Paribas S.A. | 12/16/20 | 609 | ||||||||||||||
EUR | 150,000 | USD | 175,063 | Deutsche Bank AG | 12/16/20 | 1,101 | ||||||||||||||
GBP | 889,422 | EUR | 970,000 | BNP Paribas S.A. | 12/16/20 | 9,014 | ||||||||||||||
GBP | 890,302 | EUR | 960,000 | BNP Paribas S.A. | 12/16/20 | 21,894 | ||||||||||||||
GBP | 895,897 | EUR | 970,000 | BNP Paribas S.A. | 12/16/20 | 17,372 | ||||||||||||||
GBP | 5,858,992 | EUR | 6,322,998 | State Street Bank and Trust Co. | 12/16/20 | 137,822 | ||||||||||||||
IDR | 11,327,129,000 | USD | 745,000 | Barclays Bank PLC | 12/16/20 | 10,650 | ||||||||||||||
IDR | 16,620,000,000 | USD | 1,107,631 | JPMorgan Chase Bank N.A. | 12/16/20 | 1,115 | ||||||||||||||
INR | 33,500,000 | USD | 450,647 | Deutsche Bank AG | 12/16/20 | 1,356 |
22 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized (Depreciation) | ||||||||||||||||
JPY | 222,926,654 | AUD | 2,888,467 | Commonwealth Bank of Australia | 12/16/20 | $ | 46,607 | |||||||||||||
JPY | 308,712,760 | AUD | 4,000,000 | Commonwealth Bank of Australia | 12/16/20 | 64,543 | ||||||||||||||
JPY | 1,215,635,869 | EUR | 9,666,501 | State Street Bank and Trust Co. | 12/16/20 | 185,502 | ||||||||||||||
JPY | 47,600,000 | USD | 449,219 | UBS AG | 12/16/20 | 2,572 | ||||||||||||||
KRW | 712,229,160 | USD | 600,000 | UBS AG | 12/16/20 | 10,883 | ||||||||||||||
MYR | 1,800,000 | USD | 431,406 | Barclays Bank PLC | 12/16/20 | 966 | ||||||||||||||
RUB | 43,901,711 | USD | 550,000 | BNP Paribas S.A. | 12/16/20 | 11,064 | ||||||||||||||
SGD | 2,461,972 | USD | 1,800,000 | State Street Bank and Trust Co. | 12/16/20 | 3,753 | ||||||||||||||
TWD | 31,889,000 | USD | 1,100,000 | JPMorgan Chase Bank N.A. | 12/16/20 | 12,930 | ||||||||||||||
USD | 1,771,592 | AUD | 2,434,000 | Commonwealth Bank of Australia | 12/16/20 | 27,889 | ||||||||||||||
USD | 1,043,928 | BRL | 5,551,609 | Goldman Sachs International | 12/16/20 | 57,450 | ||||||||||||||
USD | 9,200,000 | CNH | 62,515,702 | HSBC Bank USA N.A. | 12/16/20 | 25,749 | ||||||||||||||
USD | 297,975 | EUR | 250,000 | Bank of America N.A. | 12/16/20 | 4,369 | ||||||||||||||
USD | 309,894 | EUR | 260,000 | Bank of America N.A. | 12/16/20 | 4,544 | ||||||||||||||
USD | 332,613 | EUR | 280,000 | Bank of America N.A. | 12/16/20 | 3,773 | ||||||||||||||
USD | 332,893 | EUR | 280,000 | Bank of America N.A. | 12/16/20 | 4,053 | ||||||||||||||
USD | 435,338 | EUR | 370,000 | Bank of America N.A. | 12/16/20 | 800 | ||||||||||||||
USD | 7,979,242 | EUR | 6,696,000 | Bank of America N.A. | 12/16/20 | 115,286 | ||||||||||||||
USD | 226,274 | EUR | 190,000 | Barclays Bank PLC | 12/16/20 | 3,133 | ||||||||||||||
USD | 297,729 | EUR | 250,000 | Barclays Bank PLC | 12/16/20 | 4,123 | ||||||||||||||
USD | 319,949 | EUR | 270,000 | Barclays Bank PLC | 12/16/20 | 2,854 | ||||||||||||||
USD | 493,434 | EUR | 420,000 | Barclays Bank PLC | 12/16/20 | 175 | ||||||||||||||
USD | 190,948 | EUR | 160,000 | Citibank N.A. | 12/16/20 | 3,040 | ||||||||||||||
USD | 320,306 | EUR | 270,000 | Citibank N.A. | 12/16/20 | 3,211 | ||||||||||||||
USD | 446,822 | EUR | 380,000 | Citibank N.A. | 12/16/20 | 540 | ||||||||||||||
USD | 740,167 | EUR | 628,000 | Citibank N.A. | 12/16/20 | 2,628 | ||||||||||||||
USD | 7,814,184 | EUR | 6,630,000 | Citibank N.A. | 12/16/20 | 27,741 | ||||||||||||||
USD | 10,731,794 | EUR | 9,048,887 | Commonwealth Bank of Australia | 12/16/20 | 104,548 | ||||||||||||||
USD | 1,539,411 | EUR | 1,290,735 | Deutsche Bank AG | 12/16/20 | 23,538 | ||||||||||||||
USD | 486,527 | EUR | 410,000 | Goldman Sachs International | 12/16/20 | 5,012 | ||||||||||||||
USD | 2,371,960 | EUR | 2,000,000 | Morgan Stanley & Co. International PLC | 12/16/20 | 23,108 | ||||||||||||||
USD | 18,920,848 | EUR | 16,000,000 | Natwest Markets PLC | 12/16/20 | 130,034 | ||||||||||||||
USD | 1,233,367 | EUR | 1,040,000 | UBS AG | 12/16/20 | 11,964 | ||||||||||||||
USD | 348,562 | JPY | 36,500,000 | Citibank N.A. | 12/16/20 | 2,126 | ||||||||||||||
USD | 200,000 | NOK | 1,810,576 | Bank of America N.A. | 12/16/20 | 5,851 | ||||||||||||||
USD | 53,189 | PLN | 200,000 | Citibank N.A. | 12/16/20 | 1,437 | ||||||||||||||
USD | 113,969 | SEK | 1,000,000 | Westpac Banking Corp. | 12/16/20 | 2,206 | ||||||||||||||
USD | 310,000 | SEK | 2,719,163 | Westpac Banking Corp. | 12/16/20 | 6,098 | ||||||||||||||
USD | 168,000 | ZAR | 2,838,038 | State Street Bank and Trust Co. | 12/17/20 | 75 | ||||||||||||||
USD | 18,571,890 | ZAR | 313,740,000 | State Street Bank and Trust Co. | 12/17/20 | 8,101 | ||||||||||||||
|
| |||||||||||||||||||
2,813,845 | ||||||||||||||||||||
|
| |||||||||||||||||||
BRL | 3,089,817 | USD | 559,000 | BNP Paribas S.A. | 10/02/20 | (8,809 | ) | |||||||||||||
BRL | 4,195,297 | USD | 759,000 | BNP Paribas S.A. | 10/02/20 | (11,961 | ) | |||||||||||||
BRL | 3,847,662 | USD | 729,000 | Citibank N.A. | 10/02/20 | (43,863 | ) | |||||||||||||
BRL | 3,847,662 | USD | 729,000 | Citibank N.A. | 10/02/20 | (43,863 | ) | |||||||||||||
USD | 547,772 | BRL | 3,089,817 | BNP Paribas S.A. | 10/02/20 | (2,419 | ) | |||||||||||||
USD | 743,755 | BRL | 4,195,297 | BNP Paribas S.A. | 10/02/20 | (3,284 | ) | |||||||||||||
USD | 366,418 | BRL | 2,066,854 | Citibank N.A. | 10/02/20 | (1,618 | ) | |||||||||||||
USD | 682,125 | BRL | 3,847,662 | Citibank N.A. | 10/02/20 | (3,012 | ) | |||||||||||||
USD | 682,125 | BRL | 3,847,662 | Citibank N.A. | 10/02/20 | (3,012 | ) | |||||||||||||
USD | 1,433,809 | BRL | 8,087,688 | Citibank N.A. | 10/02/20 | (6,332 | ) | |||||||||||||
USD | 2,647,569 | BRL | 14,934,140 | Citibank N.A. | 10/02/20 | (11,692 | ) | |||||||||||||
AUD | 969,000 | USD | 708,291 | UBS AG | 10/14/20 | (14,227 | ) | |||||||||||||
AUD | 1,287,000 | USD | 940,733 | UBS AG | 10/14/20 | (18,896 | ) | |||||||||||||
COP | 2,729,158,000 | USD | 727,000 | Citibank N.A. | 10/14/20 | (14,301 | ) | |||||||||||||
COP | 3,384,491,000 | USD | 913,000 | Citibank N.A. | 10/14/20 | (29,166 | ) | |||||||||||||
EUR | 2,315,000 | USD | 2,742,280 | Bank of America N.A. | 10/14/20 | (27,385 | ) | |||||||||||||
EUR | 255,000 | USD | 300,980 | Citibank N.A. | 10/14/20 | (1,931 | ) | |||||||||||||
EUR | 795,000 | USD | 938,350 | Citibank N.A. | 10/14/20 | (6,022 | ) | |||||||||||||
EUR | 2,315,000 | USD | 2,742,321 | UBS AG | 10/14/20 | (27,427 | ) | |||||||||||||
HUF | 222,036,215 | USD | 730,377 | Bank of America N.A. | 10/14/20 | (14,299 | ) |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 23 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
HUF | 222,036,215 | USD | 730,377 | Bank of America N.A. | 10/14/20 | $ | (14,299 | ) | ||||||||||||
HUF | 55,560,564 | USD | 182,623 | Citibank N.A. | 10/14/20 | (3,437 | ) | |||||||||||||
HUF | 55,560,564 | USD | 182,623 | Citibank N.A. | 10/14/20 | (3,437 | ) | |||||||||||||
JPY | 76,210,696 | AUD | 1,011,000 | Deutsche Bank AG | 10/14/20 | (1,438 | ) | |||||||||||||
JPY | 76,210,696 | AUD | 1,011,000 | Deutsche Bank AG | 10/14/20 | (1,438 | ) | |||||||||||||
MXN | 38,871,158 | USD | 1,826,000 | Citibank N.A. | 10/14/20 | (70,508 | ) | |||||||||||||
MXN | 23,061,020 | USD | 1,051,000 | Deutsche Bank AG | 10/14/20 | (9,522 | ) | |||||||||||||
MXN | 5,910,449 | USD | 276,709 | UBS AG | 10/14/20 | (9,782 | ) | |||||||||||||
MXN | 27,596,862 | USD | 1,292,000 | UBS AG | 10/14/20 | (45,676 | ) | |||||||||||||
MXN | 59,551,122 | USD | 2,788,000 | UBS AG | 10/14/20 | (98,563 | ) | |||||||||||||
PLN | 4,077,962 | USD | 1,090,000 | Bank of America N.A. | 10/14/20 | (34,984 | ) | |||||||||||||
PLN | 4,077,962 | USD | 1,090,000 | Bank of America N.A. | 10/14/20 | (34,984 | ) | |||||||||||||
RUB | 11,671,763 | USD | 155,000 | Citibank N.A. | 10/14/20 | (4,935 | ) | |||||||||||||
RUB | 13,403,703 | USD | 178,000 | Citibank N.A. | 10/14/20 | (5,668 | ) | |||||||||||||
RUB | 125,452,632 | USD | 1,666,000 | Citibank N.A. | 10/14/20 | (53,046 | ) | |||||||||||||
RUB | 126,657,459 | USD | 1,682,000 | Citibank N.A. | 10/14/20 | (53,555 | ) | |||||||||||||
USD | 1,752,209 | EUR | 1,501,000 | JPMorgan Chase Bank N.A. | 10/14/20 | (8,075 | ) | |||||||||||||
USD | 1,752,209 | EUR | 1,501,000 | JPMorgan Chase Bank N.A. | 10/14/20 | (8,075 | ) | |||||||||||||
USD | 901,000 | JPY | 95,964,284 | BNP Paribas S.A. | 10/14/20 | (9,034 | ) | |||||||||||||
USD | 901,000 | JPY | 95,964,284 | BNP Paribas S.A. | 10/14/20 | (9,034 | ) | |||||||||||||
USD | 553,000 | KRW | 645,185,100 | Bank of America N.A. | 10/14/20 | (332 | ) | |||||||||||||
USD | 553,000 | KRW | 645,185,100 | Bank of America N.A. | 10/14/20 | (332 | ) | |||||||||||||
USD | 722,156 | MXN | 16,267,647 | Morgan Stanley & Co. International PLC | 10/14/20 | (12,520 | ) | |||||||||||||
USD | 572,844 | MXN | 12,916,984 | UBS AG | 10/14/20 | (10,510 | ) | |||||||||||||
USD | 415,000 | RUB | 32,988,350 | Bank of America N.A. | 10/14/20 | (9,134 | ) | |||||||||||||
USD | 415,000 | RUB | 32,988,350 | Bank of America N.A. | 10/14/20 | (9,134 | ) | |||||||||||||
USD | 158,000 | RUB | 12,543,146 | BNP Paribas S.A. | 10/14/20 | (3,268 | ) | |||||||||||||
USD | 158,000 | RUB | 12,543,146 | BNP Paribas S.A. | 10/14/20 | (3,268 | ) | |||||||||||||
USD | 554,000 | RUB | 43,549,940 | Citibank N.A. | 10/14/20 | (5,925 | ) | |||||||||||||
USD | 554,000 | RUB | 43,549,940 | Citibank N.A. | 10/14/20 | (5,925 | ) | |||||||||||||
USD | 573,000 | ZAR | 9,749,022 | Bank of America N.A. | 10/14/20 | (8,176 | ) | |||||||||||||
USD | 573,000 | ZAR | 9,749,022 | Bank of America N.A. | 10/14/20 | (8,176 | ) | |||||||||||||
USD | 2,410,000 | ZAR | 40,791,178 | BNP Paribas S.A. | 10/14/20 | (21,717 | ) | |||||||||||||
USD | 2,900,000 | ZAR | 48,979,347 | UBS AG | 10/14/20 | (19,845 | ) | |||||||||||||
ZAR | 18,170,327 | USD | 1,102,000 | Bank of America N.A. | 10/14/20 | (18,798 | ) | |||||||||||||
KZT | 53,608,135 | USD | 126,330 | Citibank N.A. | 10/23/20 | (3,320 | ) | |||||||||||||
USD | 223,844 | EUR | 198,926 | UBS AG | 11/27/20 | (9,657 | ) | |||||||||||||
IDR | 28,405,000,000 | USD | 1,916,925 | BNP Paribas S.A. | 12/04/20 | (18,738 | ) | |||||||||||||
RUB | 24,042,965 | USD | 312,547 | Bank of America N.A. | 12/04/20 | (4,882 | ) | |||||||||||||
RUB | 24,006,840 | USD | 313,782 | Barclays Bank PLC | 12/04/20 | (6,580 | ) | |||||||||||||
RUB | 24,006,840 | USD | 312,635 | Barclays Bank PLC | 12/04/20 | (5,433 | ) | |||||||||||||
RUB | 12,012,565 | USD | 155,898 | Credit Suisse International | 12/04/20 | (2,180 | ) | |||||||||||||
RUB | 13,549,303 | USD | 176,386 | Credit Suisse International | 12/04/20 | (3,004 | ) | |||||||||||||
RUB | 27,165,927 | USD | 352,742 | Credit Suisse International | 12/04/20 | (5,115 | ) | |||||||||||||
RUB | 33,255,408 | USD | 434,124 | Credit Suisse International | 12/04/20 | (8,573 | ) | |||||||||||||
RUB | 40,647,879 | USD | 530,554 | Credit Suisse International | 12/04/20 | (10,406 | ) | |||||||||||||
RUB | 40,757,269 | USD | 528,683 | Credit Suisse International | 12/04/20 | (7,136 | ) | |||||||||||||
RUB | 43,362,141 | USD | 562,929 | Credit Suisse International | 12/04/20 | (8,048 | ) | |||||||||||||
USD | 3,250,720 | CNH | 22,353,000 | Barclays Bank PLC | 12/04/20 | (32,267 | ) | |||||||||||||
USD | 20,767,899 | CNH | 142,744,000 | Citibank N.A. | 12/04/20 | (196,929 | ) | |||||||||||||
USD | 718,778 | CNH | 4,938,000 | HSBC Bank USA N.A. | 12/04/20 | (6,467 | ) | |||||||||||||
USD | 7,202,535 | IDR | 109,031,968,898 | Standard Chartered Bank | 12/04/20 | (83,618 | ) | |||||||||||||
AUD | 1,900,000 | JPY | 146,849,670 | Royal Bank of Canada | 12/16/20 | (32,661 | ) | |||||||||||||
CAD | 447,235 | USD | 340,000 | Bank of America N.A. | 12/16/20 | (4,013 | ) | |||||||||||||
CAD | 1,106,933 | USD | 840,000 | Natwest Markets PLC | 12/16/20 | (8,412 | ) | |||||||||||||
CAD | 3,600,000 | USD | 2,731,915 | Natwest Markets PLC | 12/16/20 | (27,399 | ) | |||||||||||||
CHF | 45,325 | USD | 50,000 | UBS AG | 12/16/20 | (679 | ) | |||||||||||||
CZK | 11,897,954 | USD | 530,000 | Citibank N.A. | 12/16/20 | (14,083 | ) | |||||||||||||
EUR | 190,000 | GBP | 175,373 | BNP Paribas S.A. | 12/16/20 | (3,258 | ) | |||||||||||||
EUR | 970,000 | GBP | 901,140 | BNP Paribas S.A. | 12/16/20 | (24,141 | ) | |||||||||||||
EUR | 780,000 | GBP | 719,605 | Citibank N.A. | 12/16/20 | (12,927 | ) | |||||||||||||
EUR | 960,000 | GBP | 890,918 | Citibank N.A. | 12/16/20 | (22,690 | ) |
24 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
EUR | 250,000 | USD | 297,051 | Bank of America N.A. | 12/16/20 | $ | (3,445 | ) | ||||||||||||
EUR | 380,000 | USD | 450,398 | Bank of America N.A. | 12/16/20 | (4,116 | ) | |||||||||||||
EUR | 390,000 | USD | 460,214 | Bank of America N.A. | 12/16/20 | (2,188 | ) | |||||||||||||
EUR | 525,883 | USD | 618,173 | Bank of America N.A. | 12/16/20 | (562 | ) | |||||||||||||
EUR | 650,000 | USD | 764,678 | Bank of America N.A. | 12/16/20 | (1,301 | ) | |||||||||||||
EUR | 1,946,017 | USD | 2,291,219 | Bank of America N.A. | 12/16/20 | (5,766 | ) | |||||||||||||
EUR | 380,000 | USD | 447,301 | Barclays Bank PLC | 12/16/20 | (1,019 | ) | |||||||||||||
EUR | 390,000 | USD | 460,239 | Barclays Bank PLC | 12/16/20 | (2,213 | ) | |||||||||||||
EUR | 390,000 | USD | 459,849 | Barclays Bank PLC | 12/16/20 | (1,823 | ) | |||||||||||||
EUR | 390,000 | USD | 458,078 | Barclays Bank PLC | 12/16/20 | (52 | ) | |||||||||||||
EUR | 260,000 | USD | 308,502 | BNP Paribas S.A. | 12/16/20 | (3,151 | ) | |||||||||||||
EUR | 114,117 | USD | 134,142 | Citibank N.A. | 12/16/20 | (121 | ) | |||||||||||||
EUR | 130,000 | USD | 154,285 | Citibank N.A. | 12/16/20 | (1,610 | ) | |||||||||||||
EUR | 140,913 | USD | 166,440 | Citibank N.A. | 12/16/20 | (948 | ) | |||||||||||||
EUR | 179,087 | USD | 211,529 | Citibank N.A. | 12/16/20 | (1,204 | ) | |||||||||||||
EUR | 250,000 | USD | 296,703 | Citibank N.A. | 12/16/20 | (3,096 | ) | |||||||||||||
EUR | 320,000 | USD | 378,791 | Citibank N.A. | 12/16/20 | (2,975 | ) | |||||||||||||
EUR | 380,000 | USD | 448,788 | Citibank N.A. | 12/16/20 | (2,506 | ) | |||||||||||||
EUR | 490,000 | USD | 579,773 | Citibank N.A. | 12/16/20 | (4,305 | ) | |||||||||||||
EUR | 658,300 | USD | 786,105 | HSBC Bank USA N.A. | 12/16/20 | (12,980 | ) | |||||||||||||
EUR | 650,000 | USD | 763,955 | JPMorgan Chase Bank N.A. | 12/16/20 | (578 | ) | |||||||||||||
MXN | 58,289,127 | USD | 2,708,000 | State Street Bank and Trust Co. | 12/16/20 | (94,182 | ) | |||||||||||||
MYR | 2,283,765 | USD | 550,000 | Barclays Bank PLC | 12/16/20 | (1,424 | ) | |||||||||||||
NOK | 12,737,859 | CAD | 1,854,366 | Morgan Stanley & Co. International PLC | 12/16/20 | (27,214 | ) | |||||||||||||
PLN | 3,647,589 | USD | 970,000 | State Street Bank and Trust Co. | 12/16/20 | (26,151 | ) | |||||||||||||
RUB | 66,718,256 | USD | 880,000 | Citibank N.A. | 12/16/20 | (27,341 | ) | |||||||||||||
THB | 14,400,000 | USD | 461,760 | Barclays Bank PLC | 12/16/20 | (7,365 | ) | |||||||||||||
THB | 14,400,000 | USD | 461,686 | Barclays Bank PLC | 12/16/20 | (7,291 | ) | |||||||||||||
TRY | 1,720,341 | USD | 222,000 | State Street Bank and Trust Co. | 12/16/20 | (4,094 | ) | |||||||||||||
USD | 8,980,195 | CNH | 61,750,000 | Citibank N.A. | 12/16/20 | (81,689 | ) | |||||||||||||
USD | 3,556,777 | CNH | 24,450,000 | HSBC Bank USA N.A. | 12/16/20 | (31,288 | ) | |||||||||||||
USD | 113,344 | EUR | 96,515 | Royal Bank of Canada | 12/16/20 | (5 | ) | |||||||||||||
USD | 120,407 | EUR | 102,529 | Royal Bank of Canada | 12/16/20 | (6 | ) | |||||||||||||
USD | 226,402 | EUR | 192,786 | Royal Bank of Canada | 12/16/20 | (11 | ) | |||||||||||||
USD | 452,804 | EUR | 385,572 | Royal Bank of Canada | 12/16/20 | (22 | ) | |||||||||||||
USD | 645,459 | GBP | 500,000 | Bank of America N.A. | 12/16/20 | (20 | ) | |||||||||||||
USD | 6,393,425 | GBP | 4,995,000 | UBS AG | 12/16/20 | (54,911 | ) | |||||||||||||
USD | 58,027 | HKD | 450,000 | UBS AG | 12/16/20 | (22 | ) | |||||||||||||
USD | 97,258 | IDR | 1,475,120,000 | Citibank N.A. | 12/16/20 | (1,149 | ) | |||||||||||||
USD | 601,337 | IDR | 9,023,058,798 | JPMorgan Chase Bank N.A. | 12/16/20 | (605 | ) | |||||||||||||
USD | 3,481,688 | INR | 258,820,000 | Deutsche Bank AG | 12/16/20 | (10,477 | ) | |||||||||||||
USD | 270,000 | INR | 20,028,087 | UBS AG | 12/16/20 | (232 | ) | |||||||||||||
USD | 3,987,053 | JPY | 422,760,000 | Bank of America N.A. | 12/16/20 | (25,533 | ) | |||||||||||||
USD | 22,090,950 | JPY | 2,342,374,119 | Bank of America N.A. | 12/16/20 | (141,469 | ) | |||||||||||||
USD | 225,543 | JPY | 23,800,000 | Barclays Bank PLC | 12/16/20 | (352 | ) | |||||||||||||
USD | 225,145 | JPY | 23,800,000 | Citibank N.A. | 12/16/20 | (750 | ) | |||||||||||||
USD | 1,479,920 | MXN | 33,216,804 | Morgan Stanley & Co. International PLC | 12/16/20 | (9,598 | ) | |||||||||||||
USD | 188,815 | MYR | 790,000 | Goldman Sachs International | 12/16/20 | (949 | ) | |||||||||||||
USD | 241,453 | MYR | 1,010,000 | Goldman Sachs International | 12/16/20 | (1,155 | ) | |||||||||||||
ZAR | 182,533,450 | USD | 11,000,000 | BNP Paribas S.A. | 12/17/20 | (199,617 | ) | |||||||||||||
USD | 1,741,000 | TRY | 13,974,833 | JPMorgan Chase Bank N.A. | 12/29/20 | (21,035 | ) | |||||||||||||
|
| |||||||||||||||||||
(2,304,601 | ) | |||||||||||||||||||
|
| |||||||||||||||||||
$ | 509,244 | |||||||||||||||||||
|
|
Exchange-Traded Options Purchased
Description | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | |||||||||||||||||||
Call | ||||||||||||||||||||||||
SPDR S&P 500 ETF Trust | 175 | 10/07/20 | USD | 340.00 | USD | 5,861 | $ | 28,437 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 25 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Exchange-Traded Options Purchased (continued)
Description | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | |||||||||||||
Call (continued) | ||||||||||||||||||
SPDR S&P 500 ETF Trust | 132 | 10/09/20 | USD | 340.00 | USD | 4,421 | $28,974 | |||||||||||
SPDR S&P 500 ETF Trust | 141 | �� | 10/09/20 | USD | 342.00 | USD | 4,722 | 22,631 | ||||||||||
Deutsche Telekom AG | 93 | 10/16/20 | EUR | 16.20 | EUR | 133 | 1,690 | |||||||||||
Invesco Ltd. | 54 | 10/16/20 | USD | 315.00 | USD | 1,500 | 270 | |||||||||||
Invesco Ltd. | 120 | 10/16/20 | USD | 285.00 | USD | 3,334 | 36,660 | |||||||||||
NVIDIA Corp. | 4 | 10/16/20 | USD | 520.00 | USD | 216 | 13,480 | |||||||||||
PayPal Holdings, Inc. | 19 | 10/16/20 | USD | 210.00 | USD | 374 | 3,468 | |||||||||||
PayPal Holdings, Inc. | 14 | 10/16/20 | USD | 192.50 | USD | 276 | 12,145 | |||||||||||
SPDR S&P 500 ETF Trust | 102 | 10/16/20 | USD | 333.00 | USD | 3,416 | 71,655 | |||||||||||
SPDR S&P 500 ETF Trust | 379 | 10/16/20 | USD | 350.00 | USD | 12,692 | 36,763 | |||||||||||
SPDR S&P 500 ETF Trust | 84 | 10/16/20 | USD | 335.00 | USD | 2,813 | 49,350 | |||||||||||
Union Pacific Corp | 6 | 10/16/20 | USD | 202.50 | USD | 118 | 1,422 | |||||||||||
Walmart, Inc. | 28 | 10/16/20 | USD | 145.00 | USD | 392 | 2,954 | |||||||||||
Wells Fargo & Co. | 77 | 10/16/20 | USD | 35.00 | USD | 181 | 116 | |||||||||||
Invesco Ltd. | 45 | 10/23/20 | USD | 290.00 | USD | 1,250 | 12,330 | |||||||||||
Merck & Co., Inc. | 75 | 11/20/20 | USD | 87.50 | USD | 622 | 11,550 | |||||||||||
Micron Technology, Inc. | 59 | 11/20/20 | USD | 52.50 | USD | 277 | 7,464 | |||||||||||
Southwest Airlines Co. | 56 | 11/20/20 | USD | 40.00 | USD | 210 | 12,068 | |||||||||||
SPDR S&P 500 ETF Trust | 60 | 11/20/20 | USD | 350.00 | USD | 2,009 | 32,010 | |||||||||||
SPDR S&P 500 ETF Trust | 27 | 11/20/20 | USD | 41.00 | USD | 98 | 270 | |||||||||||
SPDR S&P 500 ETF Trust | 27 | 11/20/20 | USD | 38.00 | USD | 98 | 1,890 | |||||||||||
T MOBILE USA, Inc. | 37 | 11/20/20 | USD | 125.00 | USD | 423 | 6,771 | |||||||||||
Walmart, Inc. | 49 | 11/20/20 | USD | 150.00 | USD | 686 | 13,524 | |||||||||||
Bank of America Corp. | 148 | 12/18/20 | USD | 27.00 | USD | 357 | 10,656 | |||||||||||
Charter Communications, Inc. | 5 | 12/18/20 | USD | 670.00 | USD | 312 | 8,225 | |||||||||||
Health Care Select Sector SPDR | 113 | 12/18/20 | USD | 111.00 | USD | 1,192 | 24,464 | |||||||||||
Ishares Latin Amarica ETF. | 146 | 12/18/20 | USD | 25.00 | USD | 307 | 4,380 | |||||||||||
JPMorgan Chase & Co | 34 | 12/18/20 | USD | 110.00 | USD | 327 | 6,545 | |||||||||||
Mcdonald’S Corp | 9 | 12/18/20 | USD | 230.00 | USD | 198 | 5,738 | |||||||||||
Merck & Co., Inc. | 54 | 12/18/20 | USD | 90.00 | USD | 448 | 7,695 | |||||||||||
Slack Technologies, Inc | 44 | 12/18/20 | USD | 42.00 | USD | 118 | 1,496 | |||||||||||
SPDR S&P 500 ETF Trust | 91 | 12/18/20 | USD | 340.00 | USD | 3,047 | 120,529 | |||||||||||
SPDR S&P 500 ETF Trust | 92 | 12/18/20 | USD | 360.00 | USD | 3,081 | 45,678 | |||||||||||
SPDR S&P 500 ETF Trust | 59 | 12/18/20 | USD | 350.00 | USD | 1,976 | 49,619 | |||||||||||
SPDR S&P 500 ETF Trust | 56 | 12/18/20 | USD | 365.00 | USD | 1,875 | 21,028 | |||||||||||
SPDR S&P 500 ETF Trust | 43 | 12/31/20 | USD | 350.00 | USD | 1,440 | 38,571 | |||||||||||
DR Horton, Inc. | 55 | 01/15/21 | USD | 80.00 | USD | 416 | 28,187 | |||||||||||
VanEck Vectors Semiconductor ETF | 69 | 01/15/21 | USD | 170.00 | USD | 1,202 | 102,120 | |||||||||||
VanEck Vectors Semiconductor ETF | 16 | 01/15/21 | USD | 180.00 | USD | 279 | 15,400 | |||||||||||
VanEck Vectors Semiconductor ETF | 18 | 01/15/21 | USD | 185.00 | USD | 314 | 13,770 | |||||||||||
Walt Disney Co | 17 | 01/15/21 | USD | 140.00 | USD | 211 | 5,355 | |||||||||||
SPDR S&P 500 ETF Trust | 68 | 12/17/21 | USD | 305.00 | USD | 2,277 | 345,338 | |||||||||||
SPDR S&P 500 ETF Trust | 14 | 12/17/21 | USD | 360.00 | USD | 469 | 26,586 | |||||||||||
| ||||||||||||||||||
1,289,272 | ||||||||||||||||||
| ||||||||||||||||||
Put | ||||||||||||||||||
CARNIVAL Corp | 73 | 10/16/20 | USD | 15.00 | USD | 111 | 7,008 | |||||||||||
Chewy, Inc. | 17 | 10/16/20 | USD | 45.00 | USD | 93 | 425 | |||||||||||
Exxon Mobil Corp | 89 | 10/16/20 | USD | 37.50 | USD | 306 | 29,815 | |||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF | 1,813 | 10/16/20 | USD | 134.00 | USD | 24,423 | 138,694 | |||||||||||
BJ’s Wholesale Club Holdings, Inc. | 43 | 11/20/20 | USD | 30.00 | USD | 179 | 1,290 | |||||||||||
Slack Technologies, Inc. | 44 | 12/18/20 | USD | 25.00 | USD | 118 | 9,152 | |||||||||||
186,384 | ||||||||||||||||||
$1,475,656 |
OTC Barrier Options Purchased
Description | Type of Option | Counterparty | Number of Contracts | Expiration Date | Exercise Price | Barrier Price/Range | Notional Amount (000) | Value | ||||||||||||||||||||
Call | ||||||||||||||||||||||||||||
Euro Stoxx 50 Index | One-touch | Deutsche Bank Ag | 123,231 | 10/02/20 | USD | 3,562.75 | USD 1.1639 | 123 | $ | — |
26 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 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 | ||||||||||||||||||||
Call (continued) | ||||||||||||||||||||||||||||
USD Currency | One-touch | HSBC Bank USA N.A. | — | 10/08/20 | BRL | 4.90 | BRL | 4.9 | USD | 107 | $ | 10 | ||||||||||||||||
EUR Currency | Up-and-out | BANK OF AMERICA, N.A. | — | 10/09/20 | USD | 1.18 | USD | 1.23 | EUR | 5,590 | 6,285 | |||||||||||||||||
AUD Currency | One-touch | Bank of America N.A. | — | 10/12/20 | JPY | 71.00 | JPY | 71 | AUD | 392 | 3,757 | |||||||||||||||||
EUR Currency | One-touch | Bank of America N.A. | — | 10/13/20 | AUD | 1.70 | AUD | 1.7 | EUR | 186 | 4,806 | |||||||||||||||||
USD Currency | One-touch | Deutsche Bank AG | — | 10/13/20 | BRL | 4.90 | BRL | 4.9 | USD | 107 | 128 | |||||||||||||||||
Euro Stoxx 50 Index | One-touch | Goldman Sachs International | 123,231 | 10/16/20 | USD | 3,562.75 | USD | 1.1639 | 123 | 407 | ||||||||||||||||||
EUR Currency | One-touch | Morgan Stanley & Co. International PLC | — | 10/29/20 | USD | 1.22 | USD | 1.218 | EUR | 212 | 6,185 | |||||||||||||||||
USD Currency | Down-and-in | Bank of America N.A. | — | 10/30/20 | ZAR | 16.50 | ZAR | 15.65 | USD | 3,682 | 895 | |||||||||||||||||
USD Currency | Down-and-in | BNP PARIBAS SA | — | 11/02/20 | ZAR | 16.58 | ZAR | 15.68 | USD | 3,381 | 1,075 | |||||||||||||||||
USD Currency | Down-and-in | BANK OF AMERICA, N.A. | — | 11/02/20 | ZAR | 17.03 | ZAR | 16.13 | USD | 3,839 | 4,530 | |||||||||||||||||
Morgan Stanley & Co. | ||||||||||||||||||||||||||||
USD Currency | Down-and-in | International PLC | — | 11/02/20 | MXN | 21.40 | MXN | 20.4 | USD | 7,220 | 1,307 | |||||||||||||||||
USD Currency | One-touch | Bank of America N.A. | — | 11/03/20 | CAD | 1.40 | CAD | 1.4 | USD | 275 | 6,759 | |||||||||||||||||
AUD Currency | One-touch | Bank of America N.A. | — | 11/12/20 | JPY | 70.00 | JPY | 70 | AUD | 392 | 14,565 | |||||||||||||||||
USD Currency | One-touch | BNP Paribas S.A. | — | 02/18/21 | JPY | 100.00 | JPY | 100 | USD | 320 | 81,737 | |||||||||||||||||
EUR Currency | One-touch | BNP Paribas S.A. | — | 06/28/21 | USD | 1.25 | USD | 1.25 | EUR | 180 | 31,054 | |||||||||||||||||
|
| |||||||||||||||||||||||||||
163,500 | ||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||
Put | ||||||||||||||||||||||||||||
NZD Currency | One-touch | Bank of America N.A. | — | 10/27/20 | USD | 0.62 | USD | 0.62 | NZD | 671 | 11,707 | |||||||||||||||||
USD Currency | Down-and-out | Goldman Sachs International | — | 11/20/20 | MXN | 21.90 | MXN | 21.25 | USD | 1,911 | 9,387 | |||||||||||||||||
S&P 500 Index | Down-and-out | Bank of America N.A. | 414 | 12/18/20 | USD | 2,900.00 | USD | 2200 | — | 8,734 | ||||||||||||||||||
|
| |||||||||||||||||||||||||||
29,828 | ||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||
$ | 193,328 | |||||||||||||||||||||||||||
|
|
OTC Options Purchased
Description | Counterparty | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | ||||||||||||||||
Call | ||||||||||||||||||||||
EUR Currency | JPMorgan Chase Bank N.A. | — | 10/09/20 | USD | 1.22 | EUR | 5,580 | $ | 183 | |||||||||||||
EUR Currency | Barclays Bank PLC | — | 10/13/20 | USD | 1.18 | EUR | 18,585 | 52,078 | ||||||||||||||
EUR Currency | Goldman Sachs International | — | 10/13/20 | AUD | 1.65 | EUR | 5,589 | 16,014 | ||||||||||||||
EUR Currency | Goldman Sachs International | — | 10/13/20 | USD | 1.18 | EUR | 14,755 | 41,346 | ||||||||||||||
USD Currency | Bank of America N.A. | — | 10/15/20 | ZAR | 17.00 | USD | 2,696 | 25,057 | ||||||||||||||
EUR Currency | JPMorgan Chase Bank N.A. | — | 10/22/20 | USD | 1.17 | EUR | 2,912 | 34,163 | ||||||||||||||
USD Currency | Deutsche Bank AG | — | 10/22/20 | BRL | 6.00 | USD | 1,497 | 7,094 | ||||||||||||||
USD Currency | JPMorgan Chase Bank N.A. | — | 10/23/20 | IDR | 15,000.00 | USD | 2,848 | 23,391 | ||||||||||||||
USD Currency | Citibank N.A. | — | 10/30/20 | MXN | 22.50 | USD | 1,469 | 23,527 | ||||||||||||||
USD Currency | Bank of America N.A. | — | 11/03/20 | CAD | 1.36 | USD | 9,109 | 17,188 | ||||||||||||||
USD Currency | Citibank N.A. | — | 11/03/20 | CNH | 7.05 | USD | 6,831 | 8,355 | ||||||||||||||
USD Currency | Deutsche Bank AG | — | 11/03/20 | CLP | 775.00 | USD | 3,502 | 79,131 | ||||||||||||||
USD Currency | JPMorgan Chase Bank N.A. | — | 11/03/20 | TWD | 30.00 | USD | 2,234 | 1,193 | ||||||||||||||
USD Currency | Citibank N.A. | — | 11/06/20 | TRY | 7.70 | USD | 1,127 | 34,207 | ||||||||||||||
Societe Generale SA | Goldman Sachs International | 59 | 12/18/20 | EUR | 11.50 | EUR | 67 | 7,367 | ||||||||||||||
UniCredit SpA. | Morgan Stanley & Co. International PLC | 28 | 12/18/20 | EUR | 7.60 | EUR | 99 | 6,434 | ||||||||||||||
SPDR S&P 500 ETF Trust | Morgan Stanley & Co. International PLC | 8,400 | 06/18/21 | USD | 360.00 | USD | 2,813 | 110,026 | ||||||||||||||
486,754 | ||||||||||||||||||||||
Put | ||||||||||||||||||||||
USD Currency | Citibank N.A. | — | 10/01/20 | MXN | 21.50 | USD | 2,888 | 101 | ||||||||||||||
USD Currency | Citibank N.A. | — | 10/02/20 | RUB | 73.50 | USD | 5,236 | 5 | ||||||||||||||
USD Currency | Bank of America N.A. | — | 10/07/20 | BRL | 5.30 | USD | 2,474 | 596 | ||||||||||||||
USD Currency | Bank of America N.A. | — | 10/08/20 | BRL | 5.25 | USD | 2,279 | 376 | ||||||||||||||
USD Currency | Bank of America N.A. | — | 10/09/20 | MXN | 23.80 | USD | 1,496 | 112,595 | ||||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 10/09/20 | MXN | 21.30 | USD | 2,558 | 3,924 | ||||||||||||||
AUD Currency | Morgan Stanley & Co. International PLC | — | 10/12/20 | JPY | 72.50 | AUD | 6,051 | 2,353 | ||||||||||||||
AUD Currency | Morgan Stanley & Co. International PLC | — | 10/13/20 | JPY | 73.00 | AUD | 6,051 | 4,057 | ||||||||||||||
USD Currency | Bank of America N.A. | — | 10/13/20 | BRL | 5.20 | USD | 2,267 | 780 | ||||||||||||||
USD Currency | Deutsche Bank AG | — | 10/22/20 | BRL | 5.45 | USD | 2,993 | 25,048 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 27 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 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 (continued) | ||||||||||||||||||||||
USD Currency | Bank of America N.A. | — | 10/30/20 | ZAR | 17.00 | USD | 2,294 | $ | 63,702 | |||||||||||||
USD Currency | BNP Paribas S.A. | — | 10/30/20 | RUB | 79.00 | USD | 2,294 | 64,957 | ||||||||||||||
USD Currency | Citibank N.A. | — | 10/30/20 | MXN | 21.50 | USD | 1,844 | 14,855 | ||||||||||||||
USD Currency | Goldman Sachs International | — | 10/30/20 | JPY | 104.50 | USD | 2,212 | 7,238 | ||||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 10/30/20 | MXN | 20.70 | USD | 2,335 | 4,411 | ||||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 10/30/20 | MXN | 21.80 | USD | 2,775 | 35,218 | ||||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 10/30/20 | MXN | 20.90 | USD | 2,938 | 8,182 | ||||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 10/30/20 | MXN | 21.70 | USD | 4,526 | 49,680 | ||||||||||||||
USD Currency | Citibank N.A. | — | 11/09/20 | RUB | 75.00 | USD | 2,922 | 22,415 | ||||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 11/13/20 | BRL | 5.10 | USD | 4,714 | 13,482 | ||||||||||||||
USD Currency | Bank of America N.A. | — | 11/27/20 | JPY | 102.70 | USD | 3,170 | 15,000 | ||||||||||||||
|
| |||||||||||||||||||||
448,975 | ||||||||||||||||||||||
|
| |||||||||||||||||||||
$935,729 | ||||||||||||||||||||||
|
|
OTC Interest Rate Swaptions Purchased
| Paid by the Fund | Received by the Fund |
| Expiration Date | Exercise Rate | Notional Amount (000) |
| |||||||||||||||||||
Description | Rate | Frequency | Rate | Frequency | Counterparty | Value | ||||||||||||||||||||
Call | ||||||||||||||||||||||||||
30-Year Interest Rate Swap, 10/21/50 | 3-Month LIBOR, 0.23% | Quarterly | 0.72% | Semi-Annual | Citibank N.A. | 10/19/20 | 0.72 | % | USD | 2,377 | $ | 332 | ||||||||||||||
30-Year Interest Rate Swap, 10/23/50 | 3-Month LIBOR, 0.23% | Quarterly | 0.93% | Semi-Annual | Morgan Stanley & Co. International PLC | 10/21/20 | 0.93 | USD | 4,524 | 12,610 | ||||||||||||||||
30-Year Interest Rate Swap, 10/29/50 | 3-Month LIBOR, 0.23% | Quarterly | 0.58% | Semi-Annual | Goldman Sachs International | 10/27/20 | 0.58 | USD | 5,908 | 711 | ||||||||||||||||
30-Year Interest Rate Swap, 12/20/50 | 3-Month LIBOR, 0.23% | Quarterly | 0.85% | Semi-Annual | Goldman Sachs International | 12/18/20 | 0.85 | USD | 7,691 | 111,020 | ||||||||||||||||
30-Year Interest Rate Swap, 06/06/51 | 3-Month LIBOR, 0.23% | Quarterly | 1.00% | Semi-Annual | JPMorgan Chase Bank N.A. | 06/04/21 | 1.00 | USD | 6,264 | 320,850 | ||||||||||||||||
30-Year Interest Rate Swap, 06/13/51 | 3-Month LIBOR, 0.23% | Quarterly | 1.00% | Semi-Annual | BNP Paribas S.A. | 06/11/21 | 1.00 | USD | 2,043 | 106,070 | ||||||||||||||||
|
| |||||||||||||||||||||||||
551,593 | ||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||
Put | ||||||||||||||||||||||||||
10-Year Interest Rate Swap, 10/04/30 | 0.75% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | JPMorgan Chase Bank N.A. | 10/02/20 | 0.75 | USD | 4,233 | 732 | ||||||||||||||||
30-Year Interest Rate Swap, 10/28/50 | 1.15% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | Deutsche Bank AG | 10/26/20 | 1.14 | USD | 11,826 | 167,861 | ||||||||||||||||
30-Year Interest Rate Swap, 10/28/50 | 1.17% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | Citibank N.A. | 10/26/20 | 1.17 | USD | 6,800 | 79,341 | ||||||||||||||||
30-Year Interest Rate Swap, 10/29/50 | 0.98% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | Goldman Sachs International | 10/27/20 | 0.98 | USD | 5,908 | 241,852 | ||||||||||||||||
10-Year Interest Rate Swap, 11/21/30 | 0.81% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | Citibank N.A. | 11/19/20 | 0.81 | USD | 5,481 | 22,739 | ||||||||||||||||
30-Year Interest Rate Swap, 11/26/50 | 1.22% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | Citibank N.A. | 11/24/20 | 1.22 | USD | 6,800 | 123,201 | ||||||||||||||||
30-Year Interest Rate Swap, 12/26/50 | 1.27% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | Citibank N.A. | 12/24/20 | 1.27 | USD | 6,800 | 167,073 | ||||||||||||||||
30-Year Interest Rate Swap, 02/10/51 | 0.89% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | Citibank N.A. | 02/08/21 | 0.89 | USD | 3,789 | 334,604 | ||||||||||||||||
|
| |||||||||||||||||||||||||
1,137,403 | ||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||
$ | 1,688,996 | |||||||||||||||||||||||||
|
|
28 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Exchange-Traded Options Written
Description | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | |||||||||||||
Call (continued) | ||||||||||||||||||
Adobe, Inc. | 1 | 10/16/20 | USD | 470.00 | USD | 49 | $(2,730) | |||||||||||
Applied Materials, Inc. | 6 | 10/16/20 | USD | 72.50 | USD | 36 | $(24) | |||||||||||
NVIDIA Corp. | 4 | 10/16/20 | USD | 600.00 | USD | 216 | (1,680) | |||||||||||
Paypal Holdings, Inc. | 19 | 10/16/20 | USD | 240.00 | USD | 374 | (238) | |||||||||||
Walmart, Inc. | 28 | 10/16/20 | USD | 160.00 | USD | 392 | (196) | |||||||||||
Western Digital Corp. | 8 | 10/16/20 | USD | 57.50 | USD | 29 | (16) | |||||||||||
Charter Communications, Inc. | 1 | 11/20/20 | USD | 680.00 | USD | 62 | (820) | |||||||||||
Facebook, Inc. | 1 | 11/20/20 | USD | 285.00 | USD | 26 | (900) | |||||||||||
Intel Corp. | 5 | 11/20/20 | USD | 55.00 | USD | 26 | (723) | |||||||||||
NVIDIA Corp. | 9 | 11/20/20 | USD | 650.00 | USD | 487 | (11,520) | |||||||||||
US Bancorp. | 10 | 11/20/20 | USD | 42.50 | USD | 36 | (390) | |||||||||||
Xilinx, Inc. | 4 | 11/20/20 | USD | 110.00 | USD | 42 | (1,690) | |||||||||||
Citigroup, Inc. | 7 | 12/18/20 | USD | 57.50 | USD | 30 | (214) | |||||||||||
Johnson & Johnson | 2 | 12/18/20 | USD | 165.00 | USD | 30 | (247) | |||||||||||
Mcdonald’S Corp. | 9 | 12/18/20 | USD | 250.00 | USD | 198 | (1,787) | |||||||||||
Slack Technologies, Inc. | 44 | 12/18/20 | USD | 35.00 | USD | 118 | (3,960) | |||||||||||
Uber Technologies, Inc. | 9 | 12/18/20 | USD | 40.00 | USD | 33 | (2,084) | |||||||||||
DR Horton, Inc. | 55 | 01/15/21 | USD | 95.00 | USD | 416 | (8,387) | |||||||||||
VanEck Vectors Semiconductor ETF | 16 | 01/15/21 | USD | 205.00 | USD | 279 | (4,016) | |||||||||||
VanEck Vectors Semiconductor ETF | 18 | 01/15/21 | USD | 210.00 | USD | 314 | (3,294) | |||||||||||
| ||||||||||||||||||
(44,916) | ||||||||||||||||||
| ||||||||||||||||||
Put | ||||||||||||||||||
Apple, Inc. | 56 | 10/16/20 | USD | 100.00 | USD | 649 | (1,904) | |||||||||||
Apple, Inc. | 50 | 10/16/20 | USD | 105.00 | USD | 579 | (3,850) | |||||||||||
Chewy, Inc. | 17 | 10/16/20 | USD | 35.00 | USD | 93 | (94) | |||||||||||
Deutsche Telekom Ag | 93 | 10/16/20 | EUR | 14.00 | EUR | 133 | (1,036) | |||||||||||
Exxon Mobil Corp. | 89 | 10/16/20 | USD | 35.00 | USD | 306 | (12,949) | |||||||||||
Invesco Qqq Trust Series 1 | 99 | 10/16/20 | USD | 245.00 | USD | 2,751 | (6,385) | |||||||||||
Invesco Qqq Trust Series 1 | 139 | 10/16/20 | USD | 258.00 | USD | 3,862 | (23,560) | |||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF. | 1,813 | 10/16/20 | USD | 129.00 | USD | 24,423 | (28,101) | |||||||||||
Microsoft Corp. | 28 | 10/16/20 | USD | 195.00 | USD | 589 | (2,856) | |||||||||||
Nvidia Corp. | 4 | 10/16/20 | USD | 420.00 | USD | 216 | (146) | |||||||||||
Paypal Holdings, Inc. | 14 | 10/16/20 | USD | 165.00 | USD | 276 | (434) | |||||||||||
salesforce.com, Inc. | 30 | 10/16/20 | USD | 210.00 | USD | 754 | (1,590) | |||||||||||
SPDR S&P 500 ETF Trust | 45 | 10/16/20 | USD | 300.00 | USD | 1,507 | (2,768) | |||||||||||
SPDR S&P 500 ETF Trust | 31 | 10/16/20 | USD | 310.00 | USD | 1,038 | (3,906) | |||||||||||
Union Pacific Corp. | 6 | 10/16/20 | USD | 190.00 | USD | 118 | (1,272) | |||||||||||
Walmart, Inc. | 28 | 10/16/20 | USD | 130.00 | USD | 392 | (1,036) | |||||||||||
Health Care Select Sector SPDR. | 52 | 10/23/20 | USD | 100.00 | USD | 548 | (3,250) | |||||||||||
Unitedhealth Group, Inc. | 13 | 10/30/20 | USD | 290.00 | USD | 405 | (5,258) | |||||||||||
Amazon.Com, Inc. | 3 | 11/20/20 | USD | 2,460.00 | USD | 945 | (8,242) | |||||||||||
Bj’S Wholesale Club Holdings, Inc. | 43 | 11/20/20 | USD | 25.00 | USD | 179 | (1,290) | |||||||||||
Invesco Qqq Trust Series 1 | 75 | 11/20/20 | USD | 219.00 | USD | 2,084 | (12,787) | |||||||||||
Micron Technology, Inc. | 59 | 11/20/20 | USD | 40.00 | USD | 277 | (4,277) | |||||||||||
Nvidia Corp. | 9 | 11/20/20 | USD | 400.00 | USD | 487 | (3,983) | |||||||||||
Southwest Airlines Co. | 56 | 11/20/20 | USD | 35.00 | USD | 210 | (11,900) | |||||||||||
SPDR S&P 500 ETF Trust | 95 | 11/20/20 | USD | 300.00 | USD | 3,181 | (40,850) | |||||||||||
T MOBILE USA, Inc. | 130 | 11/20/20 | USD | 95.00 | USD | 1,487 | (11,635) | |||||||||||
VanEck Vectors Semiconductor ETF | 19 | 11/20/20 | USD | 165.00 | USD | 331 | (10,545) | |||||||||||
Visa, Inc. | 24 | 11/20/20 | USD | 180.00 | USD | 480 | (7,740) | |||||||||||
Walmart, Inc. | 49 | 11/20/20 | USD | 130.00 | USD | 686 | (13,132) | |||||||||||
Charter Communications, Inc | 5 | 12/18/20 | USD | 590.00 | USD | 312 | (10,175) | |||||||||||
Mcdonald’S Corp. | 9 | 12/18/20 | USD | 210.00 | USD | 198 | (6,975) | |||||||||||
Merck & Co., Inc. | 54 | 12/18/20 | USD | 70.00 | USD | 448 | (4,401) | |||||||||||
Visa, Inc. | 24 | 12/18/20 | USD | 175.00 | USD | 480 | (8,340) | |||||||||||
SPDR S&P 500 ETF Trust | 43 | 12/31/20 | USD | 250.00 | USD | 1,440 | (8,428) | |||||||||||
Dr Horton, Inc. | 55 | 01/15/21 | USD | 60.00 | USD | 416 | (11,220) | |||||||||||
VanEck Vectors Semiconductor ETF | 16 | 01/15/21 | USD | 145.00 | USD | 279 | (6,360) | |||||||||||
VanEck Vectors Semiconductor ETF | 18 | 01/15/21 | USD | 150.00 | USD | 314 | (9,045) |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 29 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 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 (continued) | ||||||||||||||||
Walt Disney Co. | 17 | 01/15/21 | USD 110.00 | USD | 211 | $(6,290) | ||||||||||
SPDR S&P 500 ETF Trust | 8 | 12/17/21 | USD 270.00 | USD | 268 | (13,088) | ||||||||||
| ||||||||||||||||
(311,098) | ||||||||||||||||
| ||||||||||||||||
$(356,014) | ||||||||||||||||
|
OTC Barrier Options Written
Description | Type of Option | Counterparty | Expiration Date | Exercise Price | Barrier Price/Range | Notional Amount (000) | Value | |||||||||||||||||
Call | ||||||||||||||||||||||||
USD Currency | One-touch | JPMorgan Chase Bank N.A. | 10/30/20 | MXN | 22.75 | MXN | 22.75 | USD | 37 | $ | (11,870 | ) | ||||||||||||
USD Currency | One-touch | BNP Paribas S.A. | 11/13/20 | BRL | 5.50 | BRL | 5.5 | USD | 79 | (50,285 | ) | |||||||||||||
USD Currency | One-touch | HSBC BANK USA | 11/19/20 | JPY | 100.00 | JPY | 100 | USD | 320 | (29,923 | ) | |||||||||||||
|
| |||||||||||||||||||||||
(92,078 | ) | |||||||||||||||||||||||
|
| |||||||||||||||||||||||
Put | ||||||||||||||||||||||||
USD Currency | Down-and-out | Goldman Sachs International | 11/20/20 | MXN | 21.40 | MXN | 21.25 | USD | 1,911 | (4,084 | ) | |||||||||||||
|
| |||||||||||||||||||||||
$ | (96,162 | ) | ||||||||||||||||||||||
|
|
OTC Options Written
Description | Counterparty | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | ||||||||||||||||
Call | ||||||||||||||||||||||
USD Currency | Bank of America N.A. | — | 10/07/20 | BRL | 5.45 | USD | 2,474 | $ | (82,090 | ) | ||||||||||||
EUR Currency | JPMorgan Chase Bank N.A. | — | 10/09/20 | USD | 1.23 | EUR | 5,580 | (78 | ) | |||||||||||||
EUR Currency | Barclays Bank PLC | — | 10/13/20 | USD | 1.20 | EUR | 11,220 | (4,341 | ) | |||||||||||||
EUR Currency | Barclays Bank PLC | — | 10/13/20 | USD | 1.20 | EUR | 7,365 | (2,850 | ) | |||||||||||||
EUR Currency | Goldman Sachs International | — | 10/13/20 | USD | 1.20 | EUR | 14,755 | (5,709 | ) | |||||||||||||
EUR Currency | Goldman Sachs International | — | 10/13/20 | AUD | 1.71 | EUR | 5,589 | (708 | ) | |||||||||||||
USD Currency | Deutsche Bank AG | — | 10/22/20 | BRL | 5.65 | USD | 1,497 | (29,464 | ) | |||||||||||||
USD Currency | JPMorgan Chase Bank N.A. | — | 10/23/20 | IDR | 15,500.00 | USD | 4,272 | (9,706 | ) | |||||||||||||
USD Currency | Bank of America N.A. | — | 10/30/20 | ZAR | 18.00 | USD | 2,294 | (9,827 | ) | |||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 10/30/20 | MXN | 22.50 | USD | 2,938 | (47,055 | ) | |||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 10/30/20 | MXN | 22.50 | USD | 2,335 | (37,397 | ) | |||||||||||||
USD Currency | Deutsche Bank AG | — | 11/03/20 | CLP | 810.00 | USD | 4,204 | (27,965 | ) | |||||||||||||
USD Currency | Citibank N.A. | — | 11/09/20 | RUB | 78.00 | USD | 2,192 | (50,602 | ) | |||||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF | UBS AG | 37,300 | 11/20/20 | USD | 140.00 | USD | 5,025 | (4,849 | ) | |||||||||||||
STMicroelectronics NV | UBS AG | 20 | 11/20/20 | EUR | 28.00 | EUR | 52 | (2,767 | ) | |||||||||||||
Societe Generale SA. | Goldman Sachs International | 59 | 12/18/20 | EUR | 13.00 | EUR | 67 | (3,839 | ) | |||||||||||||
|
| |||||||||||||||||||||
(319,247 | ) | |||||||||||||||||||||
|
| |||||||||||||||||||||
Put | ||||||||||||||||||||||
USD Currency | Citibank N.A. | — | 10/02/20 | RUB | 70.50 | USD | 3,839 | (4 | ) | |||||||||||||
USD Currency | Bank of America N.A. | — | 10/08/20 | BRL | 5.05 | USD | 3,418 | (21 | ) | |||||||||||||
USD Currency | Bank of America N.A. | — | 10/09/20 | MXN | 22.80 | USD | 2,393 | (80,414 | ) | |||||||||||||
AUD Currency | Morgan Stanley & Co. International PLC | — | 10/13/20 | JPY | 69.50 | AUD | 6,051 | (260 | ) | |||||||||||||
USD Currency | Bank of America N.A. | — | 10/13/20 | BRL | 5.00 | USD | 3,401 | (92 | ) | |||||||||||||
USD Currency | Bank of America N.A. | — | 10/30/20 | ZAR | 16.25 | USD | 3,440 | (25,363 | ) | |||||||||||||
USD Currency | BNP Paribas S.A. | — | 10/30/20 | RUB | 76.80 | USD | 3,440 | (43,599 | ) | |||||||||||||
USD Currency | Goldman Sachs International | — | 10/30/20 | JPY | 102.50 | USD | 2,212 | (1,805 | ) | |||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 10/30/20 | MXN | 21.00 | USD | 4,526 | (15,226 | ) | |||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 10/30/20 | MXN | 20.20 | USD | 2,938 | (2,027 | ) | |||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 10/30/20 | MXN | 20.10 | USD | 2,802 | (1,575 | ) | |||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 10/30/20 | MXN | 21.20 | USD | 2,775 | (13,445 | ) | |||||||||||||
USD Currency | Deutsche Bank AG | — | 11/03/20 | CLP | 740.00 | USD | 1,752 | (2,053 | ) | |||||||||||||
USD Currency | Citibank N.A. | — | 11/06/20 | TRY | 7.25 | USD | 1,127 | (2,705 | ) | |||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 11/13/20 | BRL | 4.85 | USD | 4,714 | (2,923 | ) |
30 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
OTC Options Written (continued)
Description | Counterparty | Number of Contracts | Expiration Date | Exercise Price | Notional | Value | ||||||||||||||||
Put (continued) | ||||||||||||||||||||||
Societe Generale SA. | Goldman Sachs International | 59 | 12/18/20 | EUR | 9.60 | EUR | 67 | $ | (3,493 | ) | ||||||||||||
Unicredit SPA | Morgan Stanley & Co. International PLC | 28 | 12/18/20 | EUR | 6.00 | EUR | 99 | (4,072 | ) | |||||||||||||
|
| |||||||||||||||||||||
(199,077 | ) | |||||||||||||||||||||
|
| |||||||||||||||||||||
$ | (518,324 | ) | ||||||||||||||||||||
|
|
OTC Interest Rate Swaptions Written
| Paid by the Fund | Received by the Fund |
| Expiration Date | Exercise Rate |
|
|
| ||||||||||||||||||||||
Description | Rate | Frequency | Rate | Frequency | Counterparty | Notional Amount (000) | Value | |||||||||||||||||||||||
Call | ||||||||||||||||||||||||||||||
5-Year Interest Rate Swap, 10/29/25 | 0.17% | Quarterly | 3-Month LIBOR, 0.23% | Quarterly | Goldman Sachs International | 10/27/20 | 0.17 | % | USD | 29,907 | $ | (665 | ) | |||||||||||||||||
10-Year Interest Rate Swap, 11/21/30 | 0.51% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | Citibank N.A. | 11/19/20 | 0.51 | USD | 5,481 | (7,805 | ) | |||||||||||||||||||
10-Year Interest Rate Swap, 12/17/30 | 0.47% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | Citibank N.A. | 12/15/20 | 0.47 | USD | 3,764 | (9,434 | ) | |||||||||||||||||||
30-Year Interest Rate Swap, 12/20/50 | 0.60% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | Goldman Sachs International | 12/18/20 | 0.60 | USD | 7,691 | (41,555 | ) | |||||||||||||||||||
30-Year Interest Rate Swap, 01/13/51 | 0.71% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | Citibank N.A. | 01/11/21 | 0.71 | USD | 4,651 | (58,885 | ) | |||||||||||||||||||
30-Year Interest Rate Swap, 03/26/51 | 0.87% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | Citibank N.A. | 03/24/21 | 0.87 | USD | 9,600 | (295,747 | ) | |||||||||||||||||||
30-Year Interest Rate Swap, 06/06/51 | 0.50% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | JPMorgan Chase Bank N.A. | 06/04/21 | 0.50 | USD | 6,264 | (105,038 | ) | |||||||||||||||||||
30-Year Interest Rate Swap, 06/13/51 | 0.50% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | BNP Paribas S.A. | 06/11/21 | 0.50 | USD | 2,043 | (35,184 | ) | |||||||||||||||||||
10-Year Interest Rate Swap, 09/17/31 | 0.55% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | Citibank N.A. | 09/15/21 | 0.55 | USD | 3,764 | (47,965 | ) | |||||||||||||||||||
10-Year Interest Rate Swap, 09/22/31 | 0.55% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | Morgan Stanley & Co. International PLC | 09/20/21 | 0.55 | USD | 3,740 | (47,987 | ) | |||||||||||||||||||
5-Year Interest Rate Swap, 04/10/27(0.02%) | Annual | 6-Month EURIBOR, (0.48%) | Semi-Annual | Barclays Bank PLC | 04/08/22 | (0.02 | ) | EUR | 10,850 | (255,550 | ) | |||||||||||||||||||
5-Year Interest Rate Swap, 04/21/27(0.15%) | Annual | 6-Month EURIBOR, (0.48%) | Semi-Annual | Barclays Bank PLC | 04/19/22 | (0.15 | ) | EUR | 2,861 | (50,505 | ) | |||||||||||||||||||
5-Year Interest Rate Swap, 04/21/27(0.13%) | Annual | 6-Month EURIBOR, (0.48%) | Semi-Annual | Barclays Bank PLC | 04/19/22 | (0.13 | ) | EUR | 7,160 | (132,969 | ) | |||||||||||||||||||
|
| |||||||||||||||||||||||||||||
(1,089,289 | ) | |||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||
Put | ||||||||||||||||||||||||||||||
2-Year Interest Rate Swap, 10/07/22 | 3-Month LIBOR, 0.23% | 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, 0.23% | Quarterly | 3.75% | Semi-Annual | Bank of America N.A. | 10/13/20 | 3.75 | USD | 36,833 | — | ||||||||||||||||||||
30-Year Interest Rate Swap, 10/21/50 | 3-Month LIBOR, 0.23% | Quarterly | 1.07% | Semi-Annual | Citibank N.A. | 10/19/20 | 1.07 | USD | 2,377 | (50,867 | ) | |||||||||||||||||||
30-Year Interest Rate Swap, 10/23/50 | 3-Month LIBOR, 0.23% | Quarterly | 1.19% | Semi-Annual | Morgan Stanley & Co. International PLC | 10/21/20 | 1.19 | USD | 4,524 | (36,850 | ) | |||||||||||||||||||
5-Year Interest Rate Swap, 10/29/25 | 3-Month LIBOR, 0.23% | Quarterly | 0.37% | Semi-Annual | Goldman Sachs International | 10/27/20 | 0.37 | USD | 29,907 | (34,166 | ) | |||||||||||||||||||
5-Year Interest Rate Swap, 11/27/25 | 3-Month LIBOR, 0.23% | Quarterly | 0.49% | Semi-Annual | Citibank N.A. | 11/25/20 | 0.48 | USD | 34,625 | (21,500 | ) | |||||||||||||||||||
10-Year Interest Rate Swap, 12/17/30 | 3-Month LIBOR, 0.23% | Quarterly | 1.07% | Semi-Annual | Citibank N.A. | 12/15/20 | 1.07 | USD | 11,292 | (21,838 | ) | |||||||||||||||||||
30-Year Interest Rate Swap, 12/20/50 | 3-Month LIBOR, 0.23% | Quarterly | 1.20% | Semi-Annual | Goldman Sachs International | 12/18/20 | 1.20 | USD | 7,691 | (222,788 | ) | |||||||||||||||||||
30-Year Interest Rate Swap, 02/10/51 | 3-Month LIBOR, 0.23% | Quarterly | 1.24% | Semi-Annual | Citibank N.A. | 02/08/21 | 1.24 | USD | 5,684 | (212,889 | ) |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 31 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
OTC Interest Rate Swaptions Written (continued)
Put | ||||||||||||||||||||||||||||||
| Paid by the Fund | Received by the Fund |
| Expiration | Exercise |
| Notional |
| ||||||||||||||||||||||
Description | Rate | Frequency | Rate | Frequency | Counterparty | Date | Rate | Amount (000) | Value | |||||||||||||||||||||
Put (continued) | ||||||||||||||||||||||||||||||
5-Year Interest Rate Swap, 02/10/26 | 3-Month LIBOR, 0.23% | Quarterly | 0.39% | Semi-Annual | Citibank N.A. | 02/08/21 | 0.39 | % | USD | 20,840 | $ | (89,106 | ) | |||||||||||||||||
10-Year Interest Rate Swap, 09/17/31 | 3-Month LIBOR, 0.23% | Quarterly | 1.40% | Semi-Annual | Citibank N.A. | 09/15/21 | 1.40 | USD | 7,528 | (50,551 | ) | |||||||||||||||||||
10-Year Interest Rate Swap, 09/22/31 | 3-Month LIBOR, 0.23% | Quarterly | 1.40% | Semi-Annual | Morgan Stanley & Co. International PLC | 09/20/21 | 1.40 | USD | 7,480 | (51,104 | ) | |||||||||||||||||||
10-Year Interest Rate Swap, 02/13/32 | 3-Month LIBOR, 0.23% | Quarterly | 2.00% | Semi-Annual | JPMorgan Chase Bank N.A. | 02/11/22 | 2.00 | USD | 8,100 | (30,500 | ) | |||||||||||||||||||
5-Year Interest Rate Swap, 04/10/27 | 6-Month EURIBOR, (0.48%) | Semi-Annual | (0.02%) | Annual | Barclays Bank PLC | 04/08/22 | (0.02 | ) | EUR | 10,850 | (46,454 | ) | ||||||||||||||||||
5-Year Interest Rate Swap, 04/21/27 | 6-Month EURIBOR, (0.48%) | Semi-Annual | (0.15%) | Annual | Barclays Bank PLC | 04/19/22 | (0.15 | ) | EUR | 2,861 | (17,898 | ) | ||||||||||||||||||
5-Year Interest Rate Swap, 04/21/27 | 6-Month EURIBOR, (0.48%) | Semi-Annual | (0.13%) | Annual | Barclays Bank PLC | 04/19/22 | (0.13 | ) | EUR | 7,160 | (42,307 | ) | ||||||||||||||||||
|
| |||||||||||||||||||||||||||||
(928,818 | ) | |||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||
$ | (2,018,107 | ) | ||||||||||||||||||||||||||||
|
|
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 Premium Paid (Received) | Unrealized Appreciation (Depreciation) | |||||||||||||||||
CDX.NA.IG.35.V1. | 1.00% | Quarterly | 12/20/25 | USD | 3,328 | $ | (70,284 | ) | $ | (80,862 | ) | $ | 10,578 | |||||||||||
|
|
|
|
|
|
Centrally Cleared Credit Default Swaps — Sell Protection
Reference Obligation/Index | Financing Rate Received by the Fund | Payment Frequency | Termination Date | Credit Rating(a) | Notional | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||
ITRAXX.FINSR.28.V2 | 1.00% | Quarterly | 12/20/22 | CC- | EUR | 1,318 | $ | 24,603 | $ | 9,794 | $ | 14,809 | ||||||||||||||
CDX.NA.IG.30.V1 | 1.00 | Quarterly | 06/20/23 | B+ | USD | 830 | 5,964 | 6,900 | (936 | ) | ||||||||||||||||
ITRAXX.FINSR.29.V2 | 1.00 | Quarterly | 06/20/23 | CC+ | EUR | 1,020 | 20,996 | 12,121 | 8,875 | |||||||||||||||||
CDX.NA.HY.34.V9 | 5.00 | Quarterly | 06/20/25 | B- | USD | 9,200 | 464,948 | 374,287 | 90,661 | |||||||||||||||||
CDX.NA.HY.35.V1 | 5.00 | Quarterly | 12/20/25 | B+ | USD | 410 | 17,369 | 16,638 | 731 | |||||||||||||||||
ITRAXX.XO.34.V1 | 0.00 | Quarterly | 12/20/25 | B | EUR | 1,832 | 156,665 | 145,387 | 11,278 | |||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||
$ | 690,545 | $ | 565,127 | $ | 125,418 | |||||||||||||||||||||
|
|
|
|
|
|
(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 |
|
| Upfront (Received) | Unrealized (Depreciation) | |||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | Notional Amount (000) | Value | |||||||||||||||||||||||||||
3-Month CAD BA, 0.61% | Semi-Annual | 1.91% | Semi-Annual | N/A | 07/09/21 | CAD | 9,280 | $ | 97,087 | $ | 55 | $ | 97,032 | |||||||||||||||||||
3-Month CAD BA, 0.61% | Semi-Annual | 1.91% | Semi-Annual | N/A | 07/09/21 | CAD | 720 | 7,519 | 4 | 7,515 | ||||||||||||||||||||||
2.46% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 07/25/21 | USD | 19,070 | (425,467 | ) | 132 | (425,599 | ) | ||||||||||||||||||||
2.18% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 08/01/21 | USD | 29,547 | (576,317 | ) | 209 | (576,526 | ) | ||||||||||||||||||||
2.34% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 08/02/21 | USD | 38,983 | (822,731 | ) | 276 | (823,007 | ) | ||||||||||||||||||||
2.20% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 08/09/21 | USD | 29,591 | (582,491 | ) | 214 | (582,705 | ) | ||||||||||||||||||||
2.16% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 08/12/21 | USD | 17,394 | (336,694 | ) | 127 | (336,821 | ) | ||||||||||||||||||||
1.16% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 10/03/21 | USD | 500 | (7,290 | ) | 2 | (7,292 | ) |
32 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 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 |
| Upfront (Received) | Unrealized (Depreciation) | |||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | Amount (000) | Value | |||||||||||||||||||||||||||
6-Month CHF LIBOR, (0.63%) | Semi-Annual | (0.62%) | Annual | 01/07/21 | (a) | 01/07/22 | CHF | 1,304 | $ | 1,529 | $ | 23 | $ | 1,506 | ||||||||||||||||||
6-Month CHF LIBOR, (0.63%) | Semi-Annual | (0.62%) | Annual | 01/08/21 | (a) | 01/08/22 | CHF | 2,897 | 3,410 | 51 | 3,359 | |||||||||||||||||||||
6-Month CHF LIBOR, (0.63%) | Semi-Annual | (0.60%) | Annual | 01/15/21 | (a) | 01/15/22 | CHF | 1,666 | 2,371 | 30 | 2,341 | |||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.07% | Semi-Annual | N/A | 02/28/22 | USD | 11,100 | 308,712 | 70 | 308,642 | ||||||||||||||||||||||
1.06% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 03/27/22 | USD | 53,900 | (687,920 | ) | 681 | (688,601 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 1.21% | Semi-Annual | N/A | 03/27/22 | USD | 15,648 | 234,974 | 198 | 234,776 | ||||||||||||||||||||||
6-Month CHF LIBOR, (0.63%) | Semi-Annual | (0.64%) | Annual | 04/06/21 | (a) | 04/06/22 | CHF | 7,550 | 7,217 | 134 | 7,083 | |||||||||||||||||||||
1.90% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 04/29/22 | USD | 17,926 | (613,171 | ) | 238 | (613,409 | ) | ||||||||||||||||||||
0.88% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 08/17/22 | USD | 21,242 | (281,306 | ) | 337 | (281,643 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.16% | Semi-Annual | N/A | 09/29/22 | USD | 1,860 | 72,740 | — | 72,740 | ||||||||||||||||||||||
1-Month MXIBOR, 4.55% | Semi-Annual | 4.51% | Annual | N/A | 09/29/22 | MXN | 263,823 | (5,679 | ) | 198 | (5,877 | ) | ||||||||||||||||||||
2.02% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 10/30/22 | USD | 2,000 | (91,363 | ) | 3,063 | (94,426 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.12% | Semi-Annual | N/A | 10/30/22 | USD | 3,500 | 168,649 | (2,060 | ) | 170,709 | |||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.26% | Semi-Annual | N/A | 12/14/22 | USD | 1,735 | 89,506 | 14 | 89,492 | ||||||||||||||||||||||
6-Month CHF LIBOR, (0.63%) | Semi-Annual | (0.66%) | Annual | 05/09/22 | (a) | 05/09/23 | CHF | 691 | 84 | 12 | 72 | |||||||||||||||||||||
6-Month CHF LIBOR, (0.63%) | Semi-Annual | (0.69%) | Annual | 05/16/22 | (a) | 05/16/23 | CHF | 933 | (188 | ) | 17 | (205 | ) | |||||||||||||||||||
6-Month CHF LIBOR, (0.63%) | Semi-Annual | (0.68%) | Annual | 05/18/22 | (a) | 05/18/23 | CHF | 951 | (146 | ) | 17 | (163 | ) | |||||||||||||||||||
6-Month CHF LIBOR, (0.63%) | Semi-Annual | (0.68%) | Annual | 05/23/22 | (a) | 05/23/23 | CHF | 2,757 | (456 | ) | 49 | (505 | ) | |||||||||||||||||||
6-Month CHF LIBOR, (0.63%) | Semi-Annual | (0.62%) | Annual | 06/07/22 | (a) | 06/07/23 | CHF | 2,729 | 1,324 | 49 | 1,275 | |||||||||||||||||||||
6-Month CHF LIBOR, (0.63%) | Semi-Annual | (0.62%) | Annual | 06/07/22 | (a) | 06/07/23 | CHF | 2,771 | 1,153 | 50 | 1,103 | |||||||||||||||||||||
6-Month CHF LIBOR, (0.63%) | Semi-Annual | (0.58%) | Annual | 06/09/22 | (a) | 06/09/23 | CHF | 2,771 | 2,480 | 50 | 2,430 | |||||||||||||||||||||
6-Month GBP LIBOR, 0.09% | Semi-Annual | (0.12%) | Semi-Annual | 09/29/22 | (a) | 09/29/23 | GBP | 5,993 | (2,706 | ) | 133 | (2,839 | ) | |||||||||||||||||||
6-Month GBP LIBOR, 0.09% | Semi-Annual | (0.12%) | Semi-Annual | 09/29/22 | (a) | 09/29/23 | GBP | 6,084 | (2,511 | ) | 135 | (2,646 | ) | |||||||||||||||||||
6-Month GBP LIBOR, 0.09% | Semi-Annual | (0.11%) | Semi-Annual | 09/29/22 | (a) | 09/29/23 | GBP | 6,084 | (2,118 | ) | 135 | (2,253 | ) | |||||||||||||||||||
3.00% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 10/25/23 | USD | 3,313 | (320,209 | ) | 38 | (320,247 | ) | ||||||||||||||||||||
3.13% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 11/16/23 | USD | 9,596 | (969,275 | ) | 112 | (969,387 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 3.09% | Semi-Annual | N/A | 11/27/23 | USD | 3,756 | 374,853 | 44 | 374,809 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 1.86% | Semi-Annual | N/A | 11/30/23 | USD | 21,500 | 1,222,497 | 298 | 1,222,199 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 3.08% | Semi-Annual | N/A | 12/04/23 | USD | 2,986 | 296,901 | 35 | 296,866 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 3.06% | Semi-Annual | N/A | 12/20/23 | USD | 18,445 | 1,818,007 | 222 | 1,817,785 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 3.05% | Semi-Annual | N/A | 12/28/23 | USD | 14,605 | 1,434,864 | 177 | 1,434,687 | ||||||||||||||||||||||
1-Month MXIBOR, 4.55% | Semi-Annual | 6.00% | Annual | N/A | 03/29/24 | MXN | 85,000 | 155,996 | 55 | 155,941 | ||||||||||||||||||||||
0.53% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | 06/06/22 | (a) | 06/06/24 | USD | 12,667 | (49,637 | ) | 213 | (49,850 | ) | |||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 1.72% | Semi-Annual | N/A | 06/27/24 | USD | 7,468 | 434,725 | 102 | 434,623 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 1.76% | Semi-Annual | N/A | 07/02/24 | USD | 798 | 47,225 | 11 | 47,214 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 1.72% | Semi-Annual | N/A | 07/05/24 | USD | 2,320 | 133,442 | 32 | 133,410 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 1.72% | Semi-Annual | N/A | 07/05/24 | USD | 780 | 44,849 | 11 | 44,838 | ||||||||||||||||||||||
2.34% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 07/26/24 | USD | 19,050 | (1,568,182 | ) | 267 | (1,568,449 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.64% | Semi-Annual | N/A | 07/26/24 | USD | 5,230 | 493,220 | 73 | 493,147 | ||||||||||||||||||||||
2.15% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 08/09/24 | USD | 7,694 | (572,771 | ) | 109 | (572,880 | ) | ||||||||||||||||||||
2.16% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 08/09/24 | USD | 12,872 | (965,955 | ) | 182 | (966,137 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.30% | Semi-Annual | N/A | 08/09/24 | USD | 2,397 | 192,808 | 34 | 192,774 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.31% | Semi-Annual | N/A | 08/09/24 | USD | 3,995 | 323,740 | 56 | 323,684 | ||||||||||||||||||||||
2.13% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 08/12/24 | USD | 7,136 | (525,481 | ) | 101 | (525,582 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.28% | Semi-Annual | N/A | 08/12/24 | USD | 2,349 | 187,063 | 33 | 187,030 | ||||||||||||||||||||||
1-Month MXIBOR, 4.55% | Semi-Annual | 6.67% | Annual | N/A | 08/12/24 | MXN | 28,395 | 84,923 | 22 | 84,901 | ||||||||||||||||||||||
1-Month MXIBOR, 4.55% | Semi-Annual | 6.72% | Annual | N/A | 08/13/24 | MXN | 24,432 | 74,843 | 18 | 74,825 | ||||||||||||||||||||||
1.51% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 08/28/24 | USD | 19,731 | (966,602 | ) | 282 | (966,884 | ) | ||||||||||||||||||||
1.52% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 09/12/24 | USD | 2,775 | (136,785 | ) | 40 | (136,825 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.26% | Semi-Annual | N/A | 10/25/24 | USD | 10,653 | 949,277 | 158 | 949,119 | ||||||||||||||||||||||
1.56% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 11/08/24 | USD | 10,807 | (619,061 | ) | 162 | (619,223 | ) | ||||||||||||||||||||
1-Month MXIBOR, 4.55% | Semi-Annual | 6.59% | Annual | N/A | 11/08/24 | MXN | 17,860 | 52,234 | 14 | 52,220 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 1.28% | Semi-Annual | N/A | 11/29/24 | USD | 5,130 | 230,049 | 78 | 229,971 | ||||||||||||||||||||||
1.53% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 12/02/24 | USD | 10,260 | (575,357 | ) | 156 | (575,513 | ) | ||||||||||||||||||||
1-Month MXIBOR, 4.55% | Semi-Annual | 5.50% | Annual | N/A | 04/30/25 | MXN | 61,640 | 58,934 | 42 | 58,892 | ||||||||||||||||||||||
0.35% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 08/27/25 | USD | 10,469 | (1,180 | ) | 189 | (1,369 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.49% | Semi-Annual | N/A | 09/30/25 | USD | 18,750 | 1,996,608 | 278 | 1,996,330 | ||||||||||||||||||||||
1.70% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 05/05/26 | USD | 6,150 | (486,130 | ) | 28 | (486,158 | ) | ||||||||||||||||||||
1.71% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 05/05/26 | USD | 92 | (7,300 | ) | 1 | (7,301 | ) | ||||||||||||||||||||
1.72% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 05/25/26 | USD | 220 | (17,548 | ) | 2 | (17,550 | ) | ||||||||||||||||||||
1.73% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 05/25/26 | USD | 290 | (23,256 | ) | — | (23,256 | ) |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 33 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Centrally Cleared Interest Rate Swaps (continued)
Paid by the Fund | Received by the Fund | Effective | Termination |
| Notional |
| Upfront Premium Paid | Unrealized Appreciation | ||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | Date | Date | Amount (000) | Value | (Received) | (Depreciation) | |||||||||||||||||||||||
1.74% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 05/25/26 | USD | 210 | $ | (16,984 | ) | $ | — | $ | (16,984 | ) | |||||||||||||||||
1.73% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 05/26/26 | USD | 740 | (59,667 | ) | 8 | (59,675 | ) | ||||||||||||||||||||
1.76% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 11/10/26 | USD | 1,363 | (118,465 | ) | 17 | (118,482 | ) | ||||||||||||||||||||
1.74% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 11/16/26 | USD | 6,380 | (544,675 | ) | 15,219 | (559,894 | ) | ||||||||||||||||||||
2.37% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 12/15/26 | USD | 920 | (115,734 | ) | — | (115,734 | ) | ||||||||||||||||||||
1.80% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 01/30/27 | USD | 2,520 | (220,008 | ) | 19,937 | (239,945 | ) | ||||||||||||||||||||
1.80% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 01/31/27 | USD | 2,600 | (227,175 | ) | 18,504 | (245,679 | ) | ||||||||||||||||||||
2.31% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 07/28/27 | USD | 2,570 | (326,385 | ) | 38 | (326,423 | ) | ||||||||||||||||||||
2.39% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 10/31/27 | USD | 1,300 | (184,320 | ) | 3,399 | (187,719 | ) | ||||||||||||||||||||
3.06% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 11/15/27 | USD | 5,500 | (1,052,025 | ) | 85 | (1,052,110 | ) | ||||||||||||||||||||
2.28% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 12/08/27 | USD | 2,354 | (312,307 | ) | 36 | (312,343 | ) | ||||||||||||||||||||
3.09% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 04/27/28 | USD | 540 | (110,034 | ) | 8 | (110,042 | ) | ||||||||||||||||||||
3.05% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 04/30/28 | USD | 2,235 | (448,070 | ) | 35 | (448,105 | ) | ||||||||||||||||||||
3.07% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 06/14/28 | USD | 2,140 | (428,997 | ) | 34 | (429,031 | ) | ||||||||||||||||||||
3.05% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 06/18/28 | USD | 1,410 | (281,586 | ) | (8,792 | ) | (272,794 | ) | |||||||||||||||||||
2.94% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 07/17/28 | USD | 4,726 | (894,404 | ) | 79 | (894,483 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 3.08% | Semi-Annual | N/A | 09/04/28 | USD | 1,600 | 318,388 | 27 | 318,361 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 3.06% | Semi-Annual | N/A | 09/05/28 | USD | 1,560 | 307,471 | 26 | 307,445 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 3.10% | Semi-Annual | N/A | 09/06/28 | USD | 1,641 | 328,727 | 28 | 328,699 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 3.10% | Semi-Annual | N/A | 09/06/28 | USD | 1,638 | 327,477 | 28 | 327,449 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 3.17% | Semi-Annual | N/A | 11/20/28 | USD | 1,155 | 252,666 | 20 | 252,646 | ||||||||||||||||||||||
3.08% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 12/19/28 | USD | 6,410 | (1,348,821 | ) | 112 | (1,348,933 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 3.13% | Semi-Annual | N/A | 01/04/29 | USD | 8,275 | 1,767,698 | 142 | 1,767,556 | ||||||||||||||||||||||
3.28% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 01/04/29 | USD | 2,420 | (547,525 | ) | 42 | (547,567 | ) | ||||||||||||||||||||
2.80% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 01/11/29 | USD | 1,320 | (244,603 | ) | 23 | (244,626 | ) | ||||||||||||||||||||
3.04% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 02/16/29 | USD | 1,435 | (293,711 | ) | 25 | (293,736 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.72% | Semi-Annual | N/A | 02/21/29 | USD | 10,900 | 1,935,548 | 190 | 1,935,358 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.75% | Semi-Annual | N/A | 02/21/29 | USD | 9,350 | 1,687,869 | 163 | 1,687,706 | ||||||||||||||||||||||
2.82% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 02/21/29 | USD | 7,650 | (1,422,859 | ) | 133 | (1,422,992 | ) | ||||||||||||||||||||
2.85% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 02/21/29 | USD | 2,640 | (498,807 | ) | 46 | (498,853 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.70% | Semi-Annual | N/A | 03/13/29 | USD | 3,842 | 675,014 | 67 | 674,947 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.61% | Semi-Annual | N/A | 04/10/29 | USD | 3,842 | 689,453 | 68 | 689,385 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.30% | Semi-Annual | N/A | 05/28/29 | USD | 2,454 | 368,983 | 44 | 368,939 | ||||||||||||||||||||||
2.21% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 06/26/29 | USD | 8,155 | (1,157,263 | ) | 148 | (1,157,411 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 1.96% | Semi-Annual | N/A | 06/27/29 | USD | 2,645 | 315,114 | 48 | 315,066 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 1.99% | Semi-Annual | N/A | 06/28/29 | USD | 1,654 | 202,090 | 30 | 202,060 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 1.97% | Semi-Annual | N/A | 07/02/29 | USD | 868 | 103,783 | 16 | 103,767 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.59% | Semi-Annual | N/A | 07/25/29 | USD | 8,590 | 1,495,653 | 158 | 1,495,495 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.73% | Semi-Annual | N/A | 08/02/29 | USD | 4,473 | 833,690 | 81 | 833,609 | ||||||||||||||||||||||
2.01% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 09/06/29 | USD | 2,957 | (358,503 | ) | 55 | (358,558 | ) | ||||||||||||||||||||
2.02% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 09/09/29 | USD | 2,958 | (359,949 | ) | 55 | (360,004 | ) | ||||||||||||||||||||
1.76% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 09/27/29 | USD | 2,536 | (249,640 | ) | 47 | (249,687 | ) | ||||||||||||||||||||
1.79% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 09/30/29 | USD | 1,560 | (157,670 | ) | 29 | (157,699 | ) | ||||||||||||||||||||
1.78% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 10/02/29 | USD | 3,104 | (335,977 | ) | 58 | (336,035 | ) | ||||||||||||||||||||
2.34% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 10/25/29 | USD | 10,653 | (1,706,602 | ) | 201 | (1,706,803 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 1.75% | Semi-Annual | N/A | 11/08/29 | USD | 2,360 | 246,232 | 45 | 246,187 | ||||||||||||||||||||||
1.09% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 03/27/30 | USD | 12,183 | (460,450 | ) | 244 | (460,694 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 1.29% | Semi-Annual | N/A | 03/27/30 | USD | 2,813 | 159,029 | 56 | 158,973 | ||||||||||||||||||||||
0.69% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 06/23/30 | USD | 3,151 | (1,811 | ) | 64 | (1,875 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 1.08% | Semi-Annual | N/A | 08/17/30 | USD | 4,248 | 155,656 | 88 | 155,568 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 0.64% | Semi-Annual | N/A | 08/21/30 | USD | 3,566 | (24,428 | ) | 74 | (24,502 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 0.68% | Semi-Annual | N/A | 09/14/30 | USD | 783 | (3,178 | ) | 16 | (3,194 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 0.66% | Semi-Annual | N/A | 09/25/30 | USD | 1,243 | (7,170 | ) | 26 | (7,196 | ) | ||||||||||||||||||||
0.71% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 09/25/30 | USD | 1,243 | 1,108 | 26 | 1,082 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 0.69% | Semi-Annual | N/A | 09/29/30 | USD | 994 | (2,616 | ) | 21 | (2,637 | ) | ||||||||||||||||||||
0.76% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 09/29/30 | USD | 994 | (4,338 | ) | 21 | (4,359 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 2.92% | Semi-Annual | N/A | 05/15/44 | USD | 3,150 | 1,279,659 | 75 | 1,279,584 | ||||||||||||||||||||||
2.62% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 05/11/47 | USD | 1,724 | (641,842 | ) | — | (641,842 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 3.12% | Semi-Annual | N/A | 04/27/48 | USD | 870 | 443,063 | 21 | 443,042 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 3.18% | Semi-Annual | N/A | 05/18/48 | USD | 770 | 402,111 | 19 | 402,092 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 3.01% | Semi-Annual | N/A | 07/13/48 | USD | 3,035 | 1,450,248 | 79 | 1,450,169 |
34 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 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, 0.23% | Quarterly | 3.27% | Semi-Annual | N/A | 11/20/48 | USD | 575 | $ | 318,438 | $ | 15 | $ | 318,423 | |||||||||||||||||||
6-Month JPY LIBOR, (0.05%) | Semi-Annual | 0.27% | Semi-Annual | N/A | 09/19/49 | JPY | 265,000 | (43,315 | ) | 79 | (43,394 | ) | ||||||||||||||||||||
0.38% | Semi-Annual | 6-Month JPY LIBOR, (0.05%) | Semi-Annual | N/A | 01/10/50 | JPY | 20,000 | (2,608 | ) | 6 | (2,614 | ) | ||||||||||||||||||||
0.40% | Semi-Annual | 6-Month JPY LIBOR, (0.05%) | Semi-Annual | N/A | 01/10/50 | JPY | 20,000 | (3,784 | ) | 6 | (3,790 | ) | ||||||||||||||||||||
0.92% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 05/26/50 | USD | 2,262 | 117,980 | 62 | 117,918 | ||||||||||||||||||||||
0.89% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 07/02/50 | USD | 2,377 | 146,938 | 65 | 146,873 | ||||||||||||||||||||||
1.04% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 07/16/50 | USD | 619 | 13,460 | 17 | 13,443 | ||||||||||||||||||||||
0.88% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | N/A | 07/21/50 | USD | 1,585 | 102,746 | 44 | 102,702 | ||||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 1.08% | Semi-Annual | N/A | 09/28/50 | USD | 828 | (9,688 | ) | 23 | (9,711 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.23% | Quarterly | 0.97% | Semi-Annual | 10/28/20 | (a) | 10/28/50 | USD | 1,982 | (82,746 | ) | 56 | (82,802 | ) | |||||||||||||||||||
1.15% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | 06/08/21 | (a) | 06/08/51 | USD | 1,566 | (2,240 | ) | 43 | (2,283 | ) | |||||||||||||||||||
1.18% | Semi-Annual | 3-Month LIBOR, 0.23% | Quarterly | 06/15/21 | (a) | 06/15/51 | USD | 511 | (4,286 | ) | 14 | (4,300 | ) | |||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||
$ | 491,556 | $ | 60,340 | $ | 431,216 | |||||||||||||||||||||||||||
|
|
|
|
|
|
(a) | Forward Swap. |
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) | ||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | |||||||||||||||||||||||||
UK Retail Price Index All Items Monthly | Quarterly | 3.41% | Semi-Annual | 12/15/24 | GBP | 110 | $ | (2,454 | ) | $ | 5 | $ | (2,459 | ) | ||||||||||||||
UK Retail Price Index All Items Monthly | Quarterly | 3.45% | Semi-Annual | 12/15/24 | GBP | 545 | (13,767 | ) | 26 | (13,793 | ) | |||||||||||||||||
UK Retail Price Index All Items Monthly | Quarterly | 3.51% | Semi-Annual | 12/15/24 | GBP | 550 | (16,237 | ) | 26 | (16,263 | ) | |||||||||||||||||
UK Retail Price Index All Items Monthly | Semi-Annual | 3.35% | Quarterly | 01/15/25 | GBP | 270 | (4,815 | ) | 13 | (4,828 | ) | |||||||||||||||||
UK Retail Price Index All Items Monthly | Semi-Annual | 3.30% | Quarterly | 02/15/25 | GBP | 620 | (6,073 | ) | 29 | (6,102 | ) | |||||||||||||||||
UK Retail Price Index All Items Monthly | Semi-Annual | 3.17% | Quarterly | 04/15/25 | GBP | 1,710 | 5,319 | 81 | 5,238 | |||||||||||||||||||
UK Retail Price Index All Items Monthly | Quarterly | 3.14% | Semi-Annual | 05/15/25 | GBP | 320 | 2,084 | 14 | 2,070 | |||||||||||||||||||
3.51% | Semi-Annual | UK Retail Price Index All Items Monthly | Quarterly | 12/15/29 | GBP | 110 | 2,670 | 6 | 2,664 | |||||||||||||||||||
3.53% | Quarterly | UK Retail Price Index All Items Monthly | Semi-Annual | 12/15/29 | GBP | 545 | 15,126 | 29 | 15,097 | |||||||||||||||||||
3.58% | Quarterly | UK Retail Price Index All Items Monthly | Semi-Annual | 12/15/29 | GBP | 550 | 20,071 | 30 | 20,041 | |||||||||||||||||||
3.48% | Semi-Annual | UK Retail Price Index All Items Monthly | Quarterly | 01/15/30 | GBP | 270 | 5,300 | 14 | 5,286 | |||||||||||||||||||
3.41% | Semi-Annual | UK Retail Price Index All Items Monthly | Quarterly | 02/15/30 | GBP | 620 | 1,416 | 33 | 1,383 | |||||||||||||||||||
3.34% | Semi-Annual | UK Retail Price Index All Items Monthly | Quarterly | 04/15/30 | GBP | 1,710 | (20,130 | ) | 86 | (20,216 | ) | |||||||||||||||||
3.35% | Quarterly | UK Retail Price Index All Items Monthly | Semi-Annual | 05/15/30 | GBP | 320 | (4,181 | ) | 16 | (4,197 | ) | |||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||
$ | (15,671 | ) | $ | 408 | $ | (16,079 | ) | |||||||||||||||||||||
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS | 35 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
OTC Credit Default Swaps — Buy Protection
Reference Obligations/Index | Financing Rate Paid by the Fund | Payment Frequency | Counterparty | Termination Date | Notional Amount (000) | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||||||
Hess Corp | 1.00 | % | Quarterly | BNP Paribas S.A. | 06/20/24 | USD | 150 | $ | 3,022 | $ | (784 | ) | $ | 3,806 | ||||||||||||||||||
Federal Republic of Brazil | 1.00 | Quarterly | Barclays Bank PLC | 12/20/25 | USD | 3,732 | 264,317 | 238,378 | 25,939 | |||||||||||||||||||||||
Federal Republic of Brazil | 1.00 | Quarterly | Barclays Bank PLC | 12/20/25 | USD | 2,750 | 194,781 | 164,555 | 30,226 | |||||||||||||||||||||||
Federal Republic of Brazil | 1.00 | Quarterly | Barclays Bank PLC | 12/20/25 | USD | 690 | 48,872 | 38,046 | 10,826 | |||||||||||||||||||||||
Federal Republic of Brazil | 1.00 | Quarterly | Barclays Bank PLC | 12/20/25 | USD | 690 | 48,873 | 39,016 | 9,857 | |||||||||||||||||||||||
Federal Republic of Brazil | 1.00 | Quarterly | Barclays Bank PLC | 12/20/25 | USD | 616 | 43,630 | 34,831 | 8,799 | |||||||||||||||||||||||
Republic of Chile | 1.00 | Quarterly | Citibank N.A. | 12/20/25 | USD | 850 | (14,226 | ) | (11,686 | ) | (2,540 | ) | ||||||||||||||||||||
Republic of Colombia | 1.00 | Quarterly | Barclays Bank PLC | 12/20/25 | USD | 400 | 9,804 | 6,870 | 2,934 | |||||||||||||||||||||||
Republic of Colombia | 1.00 | Quarterly | Barclays Bank PLC | 12/20/25 | USD | 400 | 9,803 | 7,266 | 2,537 | |||||||||||||||||||||||
Republic of Colombia | 1.00 | Quarterly | Citibank N.A. | 12/20/25 | USD | 8,110 | 198,772 | 157,282 | 41,490 | |||||||||||||||||||||||
Republic of Colombia | 1.00 | Quarterly | Goldman Sachs International | 12/20/25 | USD | 1,460 | 35,784 | 27,199 | 8,585 | |||||||||||||||||||||||
Republic of Colombia | 1.00 | Quarterly | Goldman Sachs International | 12/20/25 | USD | 596 | 14,608 | 13,692 | 916 | |||||||||||||||||||||||
Republic of Colombia | 1.00 | Quarterly | Morgan Stanley & Co. International PLC | 12/20/25 | USD | 240 | 5,882 | 4,241 | 1,641 | |||||||||||||||||||||||
Republic of Colombia | 1.00 | Quarterly | Morgan Stanley & Co. International PLC | 12/20/25 | USD | 360 | 8,823 | 6,674 | 2,149 | |||||||||||||||||||||||
Republic of Indonesia | 1.00 | Quarterly | Citibank N.A. | 12/20/25 | USD | 3,866 | 29,538 | 3,885 | 25,653 | |||||||||||||||||||||||
Republic of Indonesia | 1.00 | Quarterly | Citibank N.A. | 12/20/25 | USD | 590 | 4,507 | 1,096 | 3,411 | |||||||||||||||||||||||
Republic of Indonesia | 1.00 | Quarterly | Citibank N.A. | 12/20/25 | USD | 620 | 4,737 | 1,463 | 3,274 | |||||||||||||||||||||||
Republic of Indonesia | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/25 | USD | 786 | 6,005 | 1,579 | 4,426 | |||||||||||||||||||||||
Republic of Philippines | 1.00 | Quarterly | Goldman Sachs International | 12/20/25 | USD | 3,946 | (90,499 | ) | (93,095 | ) | 2,596 | |||||||||||||||||||||
Republic of Russia | 1.00 | Quarterly | Bank of America N.A. | 12/20/25 | USD | 1,512 | 19,023 | 14,546 | 4,477 | |||||||||||||||||||||||
Republic of Russia | 1.00 | Quarterly | Bank of America N.A. | 12/20/25 | USD | 1,672 | 21,036 | 12,154 | 8,882 | |||||||||||||||||||||||
Republic of Russia | 1.00 | Quarterly | Bank of America N.A. | 12/20/25 | USD | 1,996 | 25,113 | 15,366 | 9,747 | |||||||||||||||||||||||
Republic of Russia | 1.00 | Quarterly | Citibank N.A. | 12/20/25 | USD | 682 | 8,583 | 4,565 | 4,018 | |||||||||||||||||||||||
Republic of South Aftrica | 1.00 | Quarterly | Goldman Sachs International | 12/20/25 | USD | 1,574 | 161,501 | 149,151 | 12,350 | |||||||||||||||||||||||
Republic of South Aftrica | 1.00 | Quarterly | Morgan Stanley & Co. International PLC | 12/20/25 | USD | 617 | 63,318 | 59,318 | 4,000 | |||||||||||||||||||||||
Republic of South Aftrica | 1.00 | Quarterly | Morgan Stanley & Co. International PLC | 12/20/25 | USD | 2,638 | 270,666 | 253,569 | 17,097 | |||||||||||||||||||||||
Republic of South Aftrica | 1.00 | Quarterly | Morgan Stanley & Co. International PLC | 12/20/25 | USD | 5,288 | 542,547 | 508,276 | 34,271 | |||||||||||||||||||||||
Republic of South Aftrica | 1.00 | Quarterly | Morgan Stanley & Co. International PLC | 12/20/25 | USD | 2,750 | 282,174 | 264,350 | 17,824 | |||||||||||||||||||||||
Republic of South Aftrica | 1.00 | Quarterly | Morgan Stanley & Co. International PLC | 12/20/25 | USD | 1,996 | 204,795 | 187,185 | 17,610 | |||||||||||||||||||||||
United Mexican States | 1.00 | Quarterly | Barclays Bank PLC | 12/20/25 | USD | 5,575 | 137,802 | 102,976 | 34,826 | |||||||||||||||||||||||
United Mexican States | 1.00 | Quarterly | Barclays Bank PLC | 12/20/25 | USD | 660 | 16,314 | 10,272 | 6,042 | |||||||||||||||||||||||
United Mexican States | 1.00 | Quarterly | Barclays Bank PLC | 12/20/25 | USD | 660 | 16,314 | 11,254 | 5,060 | |||||||||||||||||||||||
United Mexican States | 1.00 | Quarterly | Morgan Stanley & Co. International PLC | 12/20/25 | USD | 676 | 16,709 | 11,694 | 5,015 | |||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||
$ | 2,612,928 | $ | 2,245,184 | $ | 367,744 | |||||||||||||||||||||||||||
|
|
|
|
|
|
OTC Credit Default Swaps — Sell Protection
Reference Obligation/Index | Financing Rate Received by the Fund | Payment Frequency | Counterparty | Termination Date | Credit Rating (a) | Notional Amount | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||||||
CMBX.NA.9 | 3.00 | % | Monthly | Deutsche Bank AG | 09/17/58 | NR | USD | 1,350 | $ | (354,685 | ) | $ | (136,684 | ) | $ | (218,001 | ) | |||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Goldman Sachs International | 09/17/58 | NR | USD | 70 | (18,392 | ) | (355 | ) | (18,037 | ) | |||||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Morgan Stanley & Co. International PLC | 09/17/58 | NR | USD | 265 | (69,623 | ) | (1,081 | ) | (68,542 | ) | |||||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Morgan Stanley & Co. International PLC | 09/17/58 | NR | USD | 190 | (49,919 | ) | (586 | ) | (49,333 | ) | |||||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Morgan Stanley & Co. International PLC | 09/17/58 | NR | USD | 70 | (18,391 | ) | (354 | ) | (18,037 | ) | |||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||
$ | (511,010 | ) | $ | (139,060 | ) | $ | (371,950 | ) | ||||||||||||||||||||||||||||
|
|
|
|
|
|
(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. |
36 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
OTC Interest Rate Swaps
Paid by the Fund | Received by the Fund |
| Effective Date | Termination Date |
|
| Upfront Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | Counterparty | Notional Amount (000) | Value | ||||||||||||||||||||||||||
1-Day BZDIOVER, 0.01% | Semi-Annual | 3.10% | Semi-Annual | Citibank N.A. | N/A | 01/03/22 | BRL | 38,821 | $ | 8,403 | $ | — | $ | 8,403 | ||||||||||||||||||
3-Month KRW CDC, 0.68% | Quarterly | 0.87% | Quarterly | Bank of America N.A. | 09/15/21 | (a) | 09/15/22 | KRW | 3,734,876 | 1,692 | — | 1,692 | ||||||||||||||||||||
3-Month KRW CDC, 0.68% | Quarterly | 0.89% | Quarterly | BNP Paribas S.A. | 09/15/21 | (a) | 09/15/22 | KRW | 3,734,876 | 2,276 | — | 2,276 | ||||||||||||||||||||
3-Month KRW CDC, 0.68% | Quarterly | 0.89% | Quarterly | Bank of America N.A. | 09/15/21 | (a) | 09/15/22 | KRW | 3,450,938 | 2,293 | — | 2,293 | ||||||||||||||||||||
1-Day BZDIOVER, 0.01% | Semi-Annual | 4.52% | Semi-Annual | BNP Paribas S.A. | N/A | 01/03/23 | BRL | 42,596 | 13,791 | — | 13,791 | |||||||||||||||||||||
1-Day BZDIOVER, 0.01% | Semi-Annual | 5.13% | Semi-Annual | JPMorgan Chase Bank N.A. | N/A | 01/03/23 | BRL | 6,048 | 28,618 | — | 28,618 | |||||||||||||||||||||
1-Day BZDIOVER, 0.01% | Semi-Annual | 7.44% | Semi-Annual | Citibank N.A. | N/A | 01/04/27 | BRL | 15,391 | 100,849 | — | 100,849 | |||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||
$ | 157,922 | $ | — | $ | 157,922 | |||||||||||||||||||||||||||
|
|
|
|
|
|
(a) | Forward Swap. |
FairValue Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:
• | Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Fund has the ability to access |
• | Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market–corroborated inputs) |
• | 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 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 financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund’s policy regarding valuation of financial instruments, refer to its most recent financial statements.
The following tables summarize the Fund’s investments and derivative financial instruments categorized in the disclosure hierarchy. The breakdown of the Fund’s investments into major categories is disclosed in the Consolidated Schedule of Investments above.
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets | ||||||||||||||||
Investments | ||||||||||||||||
Long-Term Investments | ||||||||||||||||
Asset-Backed Securities | $ | — | $ | 18,877,020 | $ | 247,175 | $ | 19,124,195 | ||||||||
Common Stocks | ||||||||||||||||
Canada | 8,366 | — | — | 8,366 | ||||||||||||
France. | — | 728,817 | — | 728,817 | ||||||||||||
Germany | 10,813 | 368,775 | — | 379,588 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 37 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
FairValue Hierarchy as of Period End (continued)
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Common Stocks (continued) | ||||||||||||||||
Hong Kong. | $ | — | $ | 42,417 | $ | — | $ | 42,417 | ||||||||
Italy | — | 50,447 | — | 50,447 | ||||||||||||
Netherlands. | 125,684 | 593,729 | — | 719,413 | ||||||||||||
Spain | — | 18,683 | — | 18,683 | ||||||||||||
Sweden. | — | 527,541 | — | 527,541 | ||||||||||||
Switzerland | — | 105,160 | — | 105,160 | ||||||||||||
Taiwan. | 365,869 | — | — | 365,869 | ||||||||||||
United Kingdom | — | 141,070 | — | 141,070 | ||||||||||||
United States | 5,964,927 | — | — | 5,964,927 | ||||||||||||
Corporate Bonds. | — | 229,346,241 | 2,573 | 229,348,814 | ||||||||||||
Floating Rate Loan Interests. | — | — | 75,905 | 75,905 | ||||||||||||
Foreign Agency Obligations | — | 176,688,705 | — | 176,688,705 | ||||||||||||
Investment Companies | 37,359,632 | — | — | 37,359,632 | ||||||||||||
Municipal Bonds | — | 184,434 | — | 184,434 | ||||||||||||
Non-Agency Mortgage-Backed Securities | — | 20,282,955 | — | 20,282,955 | ||||||||||||
Preferred Securities | ||||||||||||||||
Capital Trusts | — | 5,346,261 | — | 5,346,261 | ||||||||||||
Preferred Stocks | ||||||||||||||||
United States. | 6,100 | 345,758 | — | 351,858 | ||||||||||||
U.S. Government Sponsored Agency Securities | — | 85,087,910 | — | 85,087,910 | ||||||||||||
U.S. Treasury Obligations | — | 42,771,442 | — | 42,771,442 | ||||||||||||
Warrants | — | 3,000 | — | 3,000 | ||||||||||||
Short-Term Securities | ||||||||||||||||
Money Market Funds. | 30,931,873 | — | — | 30,931,873 | ||||||||||||
Options Purchased | ||||||||||||||||
Equity Contracts | 1,489,457 | 119,167 | — | 1,608,624 | ||||||||||||
Foreign Currency Exchange Contracts | — | 996,089 | — | 996,089 | ||||||||||||
Interest Rate Contracts. | — | 1,688,996 | — | 1,688,996 | ||||||||||||
Liabilities | ||||||||||||||||
Investments | ||||||||||||||||
TBA Sale Commitments. | — | (22,571,592 | ) | — | (22,571,592 | ) | ||||||||||
|
|
|
|
|
|
|
| |||||||||
$ | 76,262,721 | $ | 561,743,025 | $ | 325,653 | $ | 638,331,399 | |||||||||
|
|
|
|
|
|
|
| |||||||||
Derivative Financial Instruments(a) | ||||||||||||||||
Assets | ||||||||||||||||
Credit Contracts | $ | — | $ | 507,216 | $ | — | $ | 507,216 | ||||||||
Equity Contracts | 17,153 | 51,779 | — | 68,932 | ||||||||||||
Foreign Currency Exchange Contracts. | — | 2,813,845 | — | 2,813,845 | ||||||||||||
Interest Rate Contracts | 415,840 | 28,207,806 | — | 28,623,646 | ||||||||||||
Liabilities | ||||||||||||||||
Credit Contracts | — | (375,426 | ) | — | (375,426 | ) | ||||||||||
Equity Contracts | (657,803 | ) | (72,707 | ) | — | (730,510 | ) | |||||||||
Foreign Currency Exchange Contracts. | — | (2,900,067 | ) | — | (2,900,067 | ) | ||||||||||
Interest Rate Contracts | (844,576 | ) | (29,636,775 | ) | — | (30,481,351 | ) | |||||||||
|
|
|
|
|
|
|
| |||||||||
$ | (1,069,386 | ) | $ | (1,404,329 | ) | $ | — | $ | (2,473,715 | ) | ||||||
|
|
|
|
|
|
|
|
(a) | 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 $2,031,546 are categorized as Level 2 within the disclosure hierarchy.
Currency Abbreviation | ||
AUD | Australian Dollar | |
BRL | Brazilian Real | |
CAD | Canadian Dollar |
Currency Abbreviation (continued) | ||
CHF | Swiss Franc | |
CLP | Chilean Peso | |
CNH | Chinese Yuan |
38 |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Strategic Global Bond Fund, Inc. |
Currency Abbreviation (continued) | ||
CNY | Chinese Yuan | |
COP | Colombian Peso | |
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 | |
MXN | Mexican Peso | |
MYR | Malaysian Ringgit | |
NOK | Norwegian Krone | |
NZD | New Zealand Dollar | |
PLN | Polish Zloty | |
RUB | New Russian Ruble | |
SEK | Swedish Krona | |
SGD | Singapore Dollar | |
THB | Thai Baht | |
TRY | Turkish Lira | |
TWD | New Taiwan Dollar | |
USD | United States Dollar | |
ZAR | South African Rand | |
Portfolio Abbreviation | ||
ADR | American Depositary Receipt | |
AMT | Alternative Minimum Tax | |
BZDIOVER | Overnight Brazil CETIP — Interbank Rate | |
CLO | Collateralized Loan Obligation | |
CMT | Constant Maturity Treasury | |
CPI | Consumer Price Index | |
CR | Custodian Receipt | |
DAC | Designated Activity Company | |
ETF | Exchange-Traded Fund | |
EURIBOR | Euro Interbank Offered Rate | |
GMTN | Global Medium-Term Note | |
GOL | General Obligation Ltd. | |
LIBOR | London Interbank Offered Rate | |
MSCI | Morgan Stanley Capital International | |
MXIBOR | Mexico Interbank Offered Rate |
Portfolio Abbreviation (continued) | ||
PIK | Payment-in-Kind | |
RB | Revenue Bond | |
REIT | Real Estate Investment Trust | |
S&P | Standard & Poor’s | |
SAB | Special Assessment Bonds | |
SCA | Svenska Celluosa Aktiebolaget | |
SPDR | Standard & Poor’s Depository Receipt | |
TBA | To-Be-Announced |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 39 |