Consolidated Schedule of Investments (unaudited) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Asset-Backed Securities | ||||||||||||
Cayman Islands(a)(b) — 2.5% | ||||||||||||
AGL CLO Ltd., Series 2020-3A, Class A, (3 mo. LIBOR US + 1.30%), 1.54%, 01/15/33 | USD | 250 | $ | 250,635 | ||||||||
Allegro CLO VI Ltd., Series 2017-2A, Class A, (3 mo. LIBOR US + 1.13%), 1.35%, 01/17/31 | 400 | 400,260 | ||||||||||
ALM Ltd., Series 2020-1A, Class A2, (3 mo. LIBOR US + 1.85%), 2.09%, 10/15/29 | 250 | 249,873 | ||||||||||
AMMC CLO XII Ltd., Series 2013-12A, Class AR, (3 mo. LIBOR US + 1.20%), 1.40%, 11/10/30 | 500 | 500,595 | ||||||||||
Ares LV CLO Ltd., Series 2020-55A, Class E, (3 mo. LIBOR US + 6.20%), 6.44%, 04/15/31 | 500 | 500,736 | ||||||||||
Ares XXXVII CLO Ltd., Series 2015-4A, Class A1R, (3 mo. LIBOR US + 1.17%), 1.41%, 10/15/30 | 400 | 400,452 | ||||||||||
Bain Capital Credit CLO Ltd., Series 2017-1A, Class A1, (3 mo. LIBOR US + 1.25%), 1.47%, 07/20/30 | 600 | 600,179 | ||||||||||
Barings CLO Ltd., Series 2019-3A, Class B, (3 mo. LIBOR US + 1.95%), 2.17%, 04/20/31 | 750 | 750,615 | ||||||||||
Benefit Street Partners CLO VIII Ltd., Series 2015- 8A, Class A1AR, (3 mo. LIBOR US + 1.10%), 1.32%, 01/20/31. | 500 | 500,562 | ||||||||||
Carlyle Global Market Strategies CLO Ltd., (3 mo. LIBOR US + 1.30%), 1.51%, 07/27/31 | 1,000 | 1,000,598 | ||||||||||
CBAM Ltd. | ||||||||||||
Series 2017-1A, Class A1, (3 mo. LIBOR US + 1.25%), 1.47%, 07/20/30 | 400 | 400,000 | ||||||||||
Series 2019-10A, Class A1A, (3 mo. LIBOR US + 1.42%), 1.64%, 04/20/32 | 1,000 | 1,000,724 | ||||||||||
Cedar Funding VIII Clo Ltd., Series 2017-8A, Class A1, (3 mo. LIBOR US + 1.25%), 1.47%, 10/17/30 | 750 | 750,290 | ||||||||||
CIFC Funding Ltd. | ||||||||||||
Series 2014-3A, Class A1R2, (3 mo. LIBOR US + 1.20%), 1.42%, 10/22/31 | 1,500 | 1,500,001 | ||||||||||
Series 2014-5A, Class A1R2, (3 mo. LIBOR US + 1.20%), 1.42%, 10/17/31 | 2,000 | 2,000,269 | ||||||||||
Dryden 37 Senior Loan Fund (3 mo. LIBOR + 0.95%), 1.00%, 07/18/30 | 750 | 750,000 | ||||||||||
Series 2015-37A, Class AR, (3 mo. LIBOR US + 1.10%), 1.34%, 01/15/31 | 750 | 750,029 | ||||||||||
Dryden 49 Senior Loan Fund, Series 2017-49A, Class A, (3 mo. LIBOR US + 1.21%), 1.43%, 07/18/30 | 750 | 750,108 | ||||||||||
Eaton Vance CLO Ltd., Series 2018-1A, Class A2, (3 mo. LIBOR US + 1.45%), 1.69%, 10/15/30 | 250 | 250,198 | ||||||||||
Elmwood CLO IV Ltd., Series 2020-1A, Class A, (3 mo. LIBOR US + 1.24%), 1.48%, 04/15/33(c) | 500 | 500,900 | ||||||||||
Jamestown CLO IX Ltd., Series 2016-9A, Class BR, (3 mo. LIBOR US + 2.65%), 2.87%, 10/20/28 | 750 | 748,669 | ||||||||||
Jamestown CLO XV Ltd., Series 2020-15A, Class A, (3 mo. LIBOR US + 1.34%), 1.58%, 04/15/33 | 1,000 | 1,001,751 | ||||||||||
Madison Park Funding XI Ltd., (3 mo. LIBOR US + 0.90%), 1.01%, 07/23/29 | 1,000 | 1,000,000 | ||||||||||
Mariner CLO LLC, Series 2016-3A, Class CR, (3 mo. LIBOR US + 2.05%), 2.27%, 07/23/29(c) | 250 | 250,100 | ||||||||||
OCP CLO Ltd. | ||||||||||||
Series 2013-4A, Class BRR, (3 mo. LIBOR US + 1.90%), 2.12%, 04/24/29 | 250 | 242,861 |
Security | Par (000) | Value | ||||||||||
Cayman Islands (continued) | ||||||||||||
OCP CLO Ltd. (continued) | ||||||||||||
Series 2015-9A, Class A1R, (3 mo. LIBOR US + 0.80%), 1.04%, 07/15/27 | USD | 286 | $ | 286,320 | ||||||||
Series 2017-13A, Class A1A, (3 mo. LIBOR US + 1.26%), 1.50%, 07/15/30 | 500 | 500,087 | ||||||||||
Octagon Investment Partner Ltd., Series 2018-1A, Class A1, (3 mo. LIBOR US + 0.97%), 1.21%, 04/15/31 | 750 | 748,990 | ||||||||||
OHA Credit Funding 5 Ltd., Series 2020-5A, Class A2A, (3 mo. LIBOR US + 1.45%), 1.67%, 04/18/33 | 300 | 300,108 | ||||||||||
OHA Credit Funding Ltd., Series 2019-3A, Class B1, (3 mo. LIBOR US + 1.80%), 2.02%, 07/20/32 | 1,000 | 1,001,256 | ||||||||||
Park Avenue Institutional Advisers CLO Ltd., Series 2017-1A, Class DR, (3 mo. LIBOR US + 6.81%), 7.01%, 02/14/34 | 250 | 241,251 | ||||||||||
Pikes Peak Clo 2, Series 2018-2A, Class A, (3 mo. LIBOR US + 1.29%), 1.51%, 01/18/32 | 250 | 250,099 | ||||||||||
RR Ltd., Class 3A, (3 mo. LIBOR US + 1.40%), 1.64%, 01/15/30. | 1,125 | 1,111,618 | ||||||||||
Symphony CLO XIX Ltd., Series 2018-19A, Class A, (3 mo. LIBOR US + 0.96%), 1.18%, 04/16/31 | 500 | 498,955 | ||||||||||
TICP CLO XII Ltd., Class 12A, (3 mo. LIBOR US + 1.65%), 1.89%, 01/15/31 | 650 | 645,437 | ||||||||||
TRESTLES CLO Ltd., (3 mo. LIBOR US + 0.99%), 1.19%, 04/25/32. | 250 | 250,000 | ||||||||||
Trimaran Cavu Ltd. | ||||||||||||
Class B, (3 mo. LIBOR US + 2.20%), 2.42%, 07/20/32 | 250 | 251,732 | ||||||||||
Series 2019-1A, Class C1, (3 mo. LIBOR US + 3.15%), 3.37%, 07/20/32 | 500 | 501,691 | ||||||||||
Venture 39 CLO Ltd., Series 2020-39A, Class A1, (3 mo. LIBOR US + 1.28%), 1.52%, 04/15/33 | 335 | 335,628 | ||||||||||
Whitebox Clo I Ltd., Series 2019-1A, Class C, (3 mo. LIBOR US + 4.35%), 4.57%, 07/24/32 | 500 | 501,148 | ||||||||||
|
| |||||||||||
24,474,725 | ||||||||||||
United States(a)(b) — 1.3% | ||||||||||||
Anchorage Capital CLO Ltd. | ||||||||||||
Series 2014-3RA, Class A, (3 mo. LIBOR US + 1.05%), 1.27%, 01/28/31 | 400 | 400,097 | ||||||||||
Series 2014-4RA, Class A, (3 mo. LIBOR US + 1.05%), 1.27%, 01/28/31 | 400 | 400,095 | ||||||||||
Apidos CLO XII, Series 2013-12A, Class AR, (3 mo. LIBOR US + 1.08%), 1.32%, 04/15/31 | 500 | 500,272 | ||||||||||
Battalion CLO XI Ltd., Series 2017-11A, Class E, (3 mo. LIBOR US + 5.98%), 6.20%, 10/24/29 | 400 | 386,845 | ||||||||||
Chenango Park CLO Ltd., Series 2018-1A, Class A2, (3 mo. LIBOR US + 1.55%), 1.79%, 04/15/30 | 1,018 | 1,015,752 | ||||||||||
CIFC Funding Ltd. | ||||||||||||
Series 2013-1A, Class A2R, (3 mo. LIBOR US + 1.75%), 1.97%, 07/16/30 | 1,000 | 1,000,254 | ||||||||||
Series 2018-1A, Class A, (3 mo. LIBOR US + 1.00%), 1.22%, 04/18/31 | 400 | 399,445 | ||||||||||
Dryden 53 CLO Ltd., Series 2017-53A, Class A, (3 mo. LIBOR US + 1.12%), 1.36%, 01/15/31 | 600 | 600,019 | ||||||||||
Elevation CLO Ltd., Series 2017-8A, Class A1, (3 mo. LIBOR US + 1.16%), 1.38%, 10/25/30 | 400 | 399,663 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 1 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
United States (continued) | ||||||||||||
LCM Ltd., Series 26A, Class A1, (3 mo. LIBOR US + 1.07%), 1.29%, 01/20/31 | USD | 600 | $ | 600,041 | ||||||||
Neuberger Berman Loan Advisers CLO Ltd., Series 2017-26A, Class A, (3 mo. LIBOR US + 1.17%), 1.39%, 10/18/30 | 550 | 550,155 | ||||||||||
Palmer Square Loan Funding Ltd., Series 2019-2A, Class A2, (3 mo. LIBOR US + 1.60%), 1.82%, 04/20/27 | 1,000 | 1,000,629 | ||||||||||
Rockford Tower CLO Ltd. | ||||||||||||
Series 2017-1A, Class E, (3 mo. LIBOR US + 5.40%), 5.64%, 04/15/29 | 400 | 375,805 | ||||||||||
Series 2017-3A, Class A, (3 mo. LIBOR US + 1.19%), 1.41%, 10/20/30 | 400 | 400,100 | ||||||||||
RR Ltd., Series 2018-3A, Class A1R2, (3 mo. LIBOR US + 1.09%), 1.33%, 01/15/30 | 400 | 400,446 | ||||||||||
Shackleton CLO Ltd., Series 2013-3A, Class AR, (3 mo. LIBOR US + 1.12%), 1.36%, 07/15/30 | 398 | 397,625 | ||||||||||
Steele Creek CLO Ltd., Series 2017-1A, Class A, (3 mo. LIBOR US + 1.25%), 1.49%, 10/15/30 | 400 | 398,907 | ||||||||||
Tiaa CLO III Ltd., Series 2017-2A, Class A, (3 mo. LIBOR US + 1.15%), 1.37%, 01/16/31 | 400 | 400,013 | ||||||||||
TICP CLO XV Ltd., Series 2020-15A, Class A, (3 mo. LIBOR US + 1.28%), 1.50%, 04/20/33 | 1,750 | 1,754,810 | ||||||||||
Voya CLO Ltd., Series 2017-4A, Class A1, (3 mo. LIBOR US + 1.13%), 1.37%, 10/15/30 | 400 | 400,174 | ||||||||||
York CLO Ltd., Series 2015-1A, Class AR, (3 mo. LIBOR US + 1.15%), 1.37%, 01/22/31 | 600 | 600,279 | ||||||||||
|
| |||||||||||
12,381,426 | ||||||||||||
|
| |||||||||||
Total Asset-Backed Securities — 3.8% | ||||||||||||
(Cost: $36,571,767) | 36,856,151 | |||||||||||
|
| |||||||||||
Shares | ||||||||||||
Common Stocks | ||||||||||||
Canada(d) — 0.0% | ||||||||||||
Largo Resources Ltd. | 1,012 | 14,012 | ||||||||||
Shopify, Inc., Class A | 110 | 121,715 | ||||||||||
|
| |||||||||||
135,727 | ||||||||||||
France — 0.1% | ||||||||||||
BNP Paribas SA(d) | 389 | 23,701 | ||||||||||
Societe Generale SA(d) | 15,982 | 417,847 | ||||||||||
TOTAL SE | 1,286 | 59,953 | ||||||||||
|
| |||||||||||
501,501 | ||||||||||||
Germany — 0.1% | ||||||||||||
Allianz SE, Registered Shares | 1,015 | 258,171 | ||||||||||
Puma SE(d) | 2,993 | 293,438 | ||||||||||
|
| |||||||||||
551,609 | ||||||||||||
Ireland — 0.0% | ||||||||||||
Flutter Entertainment PLC(d) | 2,259 | 482,638 | ||||||||||
|
| |||||||||||
Italy(d) — 0.1% | ||||||||||||
Assicurazioni Generali SpA | 32,618 | 651,679 | ||||||||||
UniCredit SpA | 2,857 | 30,178 | ||||||||||
|
| |||||||||||
681,857 |
Security |
Shares | Value | ||||||
Netherlands — 0.0% | ||||||||
ING Groep NV | 16,439 | $ | 200,787 | |||||
ING Groep NV, ADR | 3,600 | 44,028 | ||||||
|
| |||||||
244,815 | ||||||||
Singapore — 0.0% | ||||||||
Sea Ltd(d) | 1,810 | 404,046 | ||||||
|
| |||||||
Sweden — 0.1% | ||||||||
Volvo AB, B Shares(d) | 19,135 | 484,594 | ||||||
|
| |||||||
Switzerland — 0.0% | ||||||||
Cie Financiere Richemont SA, Class A, Registered | ||||||||
Shares | 2,144 | 205,874 | ||||||
|
| |||||||
Taiwan — 0.0% | ||||||||
Taiwan Semiconductor Manufacturing Co. Ltd., ADR . | 12 | 1,419 | ||||||
|
| |||||||
United Kingdom — 0.1% | ||||||||
Barclays PLC | 63,831 | 163,466 | ||||||
Capri Holdings Ltd.(d) | 9,733 | 496,383 | ||||||
Farfetch Ltd., Class A(d) | 5,703 | 302,373 | ||||||
|
| |||||||
962,222 | ||||||||
United States — 1.6% | ||||||||
Advance Auto Parts, Inc. | 494 | 90,644 | ||||||
Alaska Air Group, Inc.(d) | 2,586 | 178,977 | ||||||
Alphabet, Inc., Class A(d) | 154 | 317,628 | ||||||
Amazon.com, Inc.(d) | 141 | 436,265 | ||||||
Applied Materials, Inc | 1,778 | 237,541 | ||||||
Avalara, Inc.(d) | 2,202 | 293,813 | ||||||
Bank of America Corp.(e) | 13,872 | 536,708 | ||||||
Citigroup, Inc | 6,814 | 495,719 | ||||||
ConocoPhillips | 4,828 | 255,739 | ||||||
Coupa Software, Inc.(d) | 921 | 234,376 | ||||||
Deere & Co | 459 | 171,730 | ||||||
Delta Air Lines, Inc.(d) | 2,548 | 123,017 | ||||||
Devon Energy Corp. | 9,858 | 215,397 | ||||||
Driven Brands Holdings, Inc.(d) | 48 | 1,220 | ||||||
Edwards Lifesciences Corp.(d) | 1,054 | 88,157 | ||||||
Energy Select Sector SPDR Fund | 6,764 | 331,842 | ||||||
EQT Corp.(d) | 8,364 | 155,403 | ||||||
Exxon Mobil Corp. | 5,528 | 308,628 | ||||||
Freeport-McMoRan, Inc.(d) | 18,710 | 616,120 | ||||||
Generac Holdings, Inc.(d) | 263 | 86,119 | ||||||
Goldman Sachs Group, Inc. | 724 | 236,748 | ||||||
Health Care Select Sector SPDR Fund | 3,733 | 435,790 | ||||||
Hilton Worldwide Holdings, Inc.(d) | 2,592 | 313,425 | ||||||
Intel Corp | 2,572 | 164,608 | ||||||
Intuitive Surgical, Inc.(d) | 224 | 165,523 | ||||||
Johnson & Johnson | 2,830 | 465,111 | ||||||
JPMorgan Chase & Co. | 2,858 | 435,073 | ||||||
Las Vegas Sands Corp.(d) | 1,823 | 110,766 | ||||||
Lowe’s Cos., Inc | 1,662 | 316,079 | ||||||
Marathon Oil Corp | 6,360 | 67,925 | ||||||
Microchip Technology, Inc | 417 | 64,727 | ||||||
Micron Technology, Inc.(d) | 4,789 | 422,438 | ||||||
Microsoft Corp. | 3,248 | 765,781 | ||||||
Monster Beverage Corp.(d) | 3,040 | 276,914 | ||||||
NVIDIA Corp | 524 | 279,779 | ||||||
PayPal Holdings, Inc.(d) | 886 | 215,156 | ||||||
Penn National Gaming, Inc.(d) | 3,244 | 340,101 | ||||||
Pioneer Natural Resources Co | 540 | 85,763 | ||||||
PVH Corp.(d) | 2,202 | 232,751 | ||||||
Quest Diagnostics, Inc | 2,573 | 330,219 |
2 |
|
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security |
Shares | Value | ||||||
United States (continued) | ||||||||
salesforce.com, Inc.(d) | 951 | $ | 201,488 | |||||
Sonos, Inc.(d) | 22,084 | 827,488 | ||||||
Southwest Airlines Co.(d) | 32 | 1,954 | ||||||
SPDR Euro Stoxx 50 ETF | 2,296 | 102,195 | ||||||
Starwood Property Trust, Inc | 16,088 | 398,017 | ||||||
Texas Instruments, Inc | 222 | 41,956 | ||||||
Toll Brothers, Inc. | 14,743 | 836,370 | ||||||
Ulta Beauty, Inc.(d) | 580 | 179,319 | ||||||
United Parcel Service, Inc., Class B | 1,361 | 231,356 | ||||||
United States Steel Corp. | 18,575 | 486,108 | ||||||
VanEck Vectors Gold Miners ETF | 1,502 | 48,817 | ||||||
Visa, Inc., Class A | 1,447 | 306,373 | ||||||
Walmart, Inc. | 368 | 49,985 | ||||||
Walt Disney Co.(d) | 3,125 | 576,625 | ||||||
Wayfair, Inc., Class A(d) | 547 | 172,168 | ||||||
Western Digital Corp.(d) | 3,857 | 257,455 | ||||||
Wynn Resorts Ltd.(d) | 2,067 | 259,140 | ||||||
Xilinx, Inc.(d) | 273 | 33,825 | ||||||
|
| |||||||
15,910,359 | ||||||||
|
| |||||||
Total Common Stocks — 2.1% | 20,566,661 | |||||||
|
| |||||||
Par (000) | ||||||||
Corporate Bonds | ||||||||
Argentina — 0.2% | ||||||||
Capex SA, 6.88%, 05/15/24(b) | USD | 305 | 268,114 | |||||
Generacion Mediterranea SA/Generacion Frias | 518 | �� | 341,718 | |||||
Genneia SA | ||||||||
8.75%, 01/20/22 | 744 | 661,695 | ||||||
8.75%, 01/20/22(b) | 200 | 177,875 | ||||||
Stoneway Capital Corp.(d)(f) | ||||||||
10.00%, 03/01/27 | 554 | 217,936 | ||||||
10.00%, 03/01/27(b) | 546 | 215,147 | ||||||
YPF SA, 7.00%, 12/15/47(b) | 620 | 346,813 | ||||||
|
| |||||||
2,229,298 | ||||||||
Australia — 0.1% | ||||||||
FMG Resources August 2006 Pty Ltd.(b) | ||||||||
5.13%, 05/15/24 | 38 | 41,187 | ||||||
4.50%, 09/15/27 | 7 | 7,479 | ||||||
Santos Finance Ltd., 5.25%, 03/13/29 | 300 | 328,388 | ||||||
Telstra Corp. Ltd., 3.50%, 09/21/22 | EUR | 100 | 123,748 | |||||
|
| |||||||
500,802 | ||||||||
Austria — 0.1% | ||||||||
ams AG, 6.00%, 07/31/25 | 100 | 125,553 | ||||||
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG, 0.38%, 09/03/27 | 400 | 459,571 | ||||||
Erste Group Bank AG, (5 year EURIBOR ICE Swap Rate + 2.10%), 1.63%, 09/08/31(a) | 100 | 121,332 | ||||||
Klabin Austria GmbH, 3.20%, 01/12/31(b) | USD | 690 | 655,500 | |||||
|
| |||||||
1,361,956 |
Security | Par (000) | Value | ||||||
Bahamas — 0.0% | ||||||||
Intercorp Peru Ltd., 3.88%, 08/15/29(b) | USD | 400 | $ | 410,750 | ||||
|
| |||||||
Bahrain — 0.1% | ||||||||
BBK BSC, 5.50%, 07/09/24. | 217 | 228,257 | ||||||
Oil and Gas Holding Co., 7.63%, 11/07/24 | 790 | 879,122 | ||||||
|
| |||||||
1,107,379 | ||||||||
Belgium — 0.1% | ||||||||
Anheuser-Busch InBev SA/NV, 3.70%, 04/02/40 | EUR | 130 | 206,028 | |||||
KBC Group NV, 1.13%, 01/25/24. | 400 | 484,729 | ||||||
|
| |||||||
690,757 | ||||||||
Bermuda — 0.2% | ||||||||
Digicel Group 0.5 Ltd., (8.00% Cash or 3.00% PIK), 8.00%, 04/01/25(b)(g) | USD | 132 | 107,815 | |||||
Star Energy Geothermal Darajat II/Star Energy | ||||||||
4.85%, 10/14/38(b) | 1,375 | 1,497,031 | ||||||
4.85%, 10/14/38 | 300 | 326,625 | ||||||
|
| |||||||
1,931,471 | ||||||||
Brazil — 1.5% | ||||||||
Azul Investments LLP, 5.88%, 10/26/24(b) | 282 | 246,978 | ||||||
Banco do Brasil SA | ||||||||
5.88%, 01/26/22(b) | 339 | 350,971 | ||||||
4.75%, 03/20/24 | 200 | 211,292 | ||||||
Banco Votorantim SA, 4.00%, 09/24/22(b) | 288 | 297,270 | ||||||
Braskem Netherlands Finance BV, (5 year CMT + 8.22%), 8.50%, 01/23/81(a)(b) | 452 | 513,020 | ||||||
BRF GmbH, 4.35%, 09/29/26(b) | 549 | 561,524 | ||||||
BRF SA, 5.75%, 09/21/50(b) | 495 | 485,669 | ||||||
Centrais Eletricas Brasileiras SA(b) | ||||||||
3.63%, 02/04/25 | 359 | 361,131 | ||||||
4.63%, 02/04/30 | 200 | 199,570 | ||||||
Embraer Netherlands Finance BV, 5.40%, 02/01/27 | 439 | 457,625 | ||||||
Gol Finance SA, 7.00%, 01/31/25(b) | 650 | 529,344 | ||||||
Itau Unibanco Holding SA, 5.13%, 05/13/23(b) | 200 | 211,130 | ||||||
Itau Unibanco Holding SA/Cayman Island(b) | ||||||||
2.90%, 01/24/23 | 1,192 | 1,215,840 | ||||||
3.25%, 01/24/25 | 655 | 667,609 | ||||||
JBS USA LUX SA/JBS USA Food Co./JBS USA | 12 | 13,281 | ||||||
Odebrecht Offshore Drilling Finance Ltd., (7.72% | — | (h) | 18 | |||||
Oi SA, (10.00% Cash or 8.00% Cash + 4.00% PIK), 10.00%, 07/27/25(g) | 906 | 946,770 | ||||||
Petrobras Global Finance BV | ||||||||
5.30%, 01/27/25 | 1,814 | 1,990,865 | ||||||
7.38%, 01/17/27 | 153 | 181,305 | ||||||
6.00%, 01/27/28 | 65 | 71,256 | ||||||
5.09%, 01/15/30 | 1,144 | 1,188,502 | ||||||
5.60%, 01/03/31 | 1,135 | 1,196,290 | ||||||
Rumo Luxembourg Sarl, 5.88%, 01/18/25(b) | 848 | 890,400 | ||||||
Suzano Austria GmbH, 3.75%, 01/15/31 | 520 | 536,848 | ||||||
Vale Overseas Ltd., 3.75%, 07/08/30 | 1,040 | 1,081,496 | ||||||
|
| |||||||
14,406,004 | ||||||||
Canada — 0.2% | ||||||||
1011778 BC ULC/New Red Finance, Inc.(b) | ||||||||
5.75%, 04/15/25 | 5 | 5,313 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 3 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Canada (continued) | ||||||||||||
1011778 BC ULC/New Red Finance, | ||||||||||||
Inc.(b) (continued) | ||||||||||||
3.88%, 01/15/28 | USD | 8 | $ | 8,086 | ||||||||
4.38%, 01/15/28 | 21 | 21,099 | ||||||||||
Bausch Health Cos., Inc.(b) | ||||||||||||
6.13%, 04/15/25 | 81 | 83,041 | ||||||||||
7.00%, 01/15/28 | 77 | 83,587 | ||||||||||
7.25%, 05/30/29 | 38 | 42,418 | ||||||||||
Clarios Global LP, 6.75%, 05/15/25(b) | 5 | 5,349 | ||||||||||
GFL Environmental, Inc., 5.13%, 12/15/26(b) | 8 | 8,430 | ||||||||||
Mattamy Group Corp.(b) | ||||||||||||
5.25%, 12/15/27 | 19 | 19,879 | ||||||||||
4.63%, 03/01/30 | 18 | 17,879 | ||||||||||
MEGlobal Canada ULC | ||||||||||||
5.00%, 05/18/25(b) | 520 | 578,012 | ||||||||||
5.88%, 05/18/30(b) | 505 | 608,525 | ||||||||||
5.88%, 05/18/30 | 200 | 241,000 | ||||||||||
Toronto-Dominion Bank, 0.38%, 04/25/24 | EUR | 365 | 434,263 | |||||||||
|
| |||||||||||
2,156,881 | ||||||||||||
Cayman Islands — 1.0% | ||||||||||||
Agile Group Holdings Ltd., 5.75%, 01/02/25 | USD | 200 | 204,438 | |||||||||
Arabian Centres Sukuk Ltd., 5.38%, 11/26/24 | 443 | 450,752 | ||||||||||
China SCE Group Holdings Ltd., 7.38%, 04/09/24 | 200 | 205,688 | ||||||||||
Country Garden Holdings Co. Ltd. | ||||||||||||
2.70%, 07/12/26 | 200 | 197,750 | ||||||||||
3.30%, 01/12/31 | 300 | 283,500 | ||||||||||
DP World Crescent Ltd., 3.91%, 05/31/23 | 722 | 759,508 | ||||||||||
Embraer Overseas Ltd., 5.70%, 09/16/23 | 227 | 238,279 | ||||||||||
Fantasia Holdings Group Co. Ltd. | ||||||||||||
11.88%, 06/01/23 | 200 | 197,375 | ||||||||||
9.88%, 10/19/23 | 200 | 184,750 | ||||||||||
Grupo Aval Ltd., 4.75%, 09/26/22 | 200 | 208,500 | ||||||||||
Kaisa Group Holdings Ltd. | ||||||||||||
10.88%, 07/23/23 | 200 | 207,625 | ||||||||||
11.95%, 11/12/23 | 200 | 210,062 | ||||||||||
Latam Finance Ltd.(d)(f) | ||||||||||||
6.88%, 04/11/24 | 200 | 165,000 | ||||||||||
6.88%, 04/11/24(b) | 200 | 165,000 | ||||||||||
Logan Group Co. Ltd., 5.75%, 01/14/25 | 200 | 209,937 | ||||||||||
Longfor Group Holdings Ltd., 3.95%, 09/16/29 | 200 | 209,437 | ||||||||||
MAF Global Securities Ltd. | ||||||||||||
4.75%, 05/07/24 | 202 | 219,612 | ||||||||||
(5 year USD Swap + 3.48%), 5.50%(a)(i) | 862 | 870,081 | ||||||||||
Meituan, 3.05%, 10/28/30 | 400 | 389,000 | ||||||||||
Melco Resorts Finance Ltd. | ||||||||||||
4.88%, 06/06/25 | 200 | 205,375 | ||||||||||
5.25%, 04/26/26 | 200 | 206,313 | ||||||||||
Oryx Funding Ltd., 5.80%, 02/03/31(b) | 550 | 568,562 | ||||||||||
Redsun Properties Group Ltd., 9.70%, 04/16/23 | 200 | 206,875 | ||||||||||
Ronshine China Holdings Ltd. | ||||||||||||
5.50%, 02/01/22 | 200 | 197,499 | ||||||||||
7.35%, 12/15/23 | 200 | 189,125 | ||||||||||
Sable International Finance Ltd., 5.75%, 09/07/27 | 234 | 245,407 | ||||||||||
Sands China Ltd., 4.38%, 06/18/30 | 300 | 317,712 | ||||||||||
Shimao Group Holdings Ltd., 4.60%, 07/13/30 | 200 | 210,500 | ||||||||||
Shui On Development Holding Ltd., 6.15%, 08/24/24. | 200 | 208,188 | ||||||||||
Tencent Holdings Ltd. | ||||||||||||
2.39%, 06/03/30(b) | 200 | 192,772 | ||||||||||
3.24%, 06/03/50 | 400 | 366,932 | ||||||||||
Times China Holdings Ltd., 5.75%, 01/14/27 | 210 | 202,650 |
Security | Par (000) | Value | ||||||||||
Cayman Islands (continued) | ||||||||||||
UPCB Finance VII Ltd., 3.63%, 06/15/29 | EUR | 100 | $ | 118,443 | ||||||||
Vale Overseas Ltd., 6.25%, 08/10/26 | USD | 205 | 243,079 | |||||||||
Wynn Macau Ltd., 4.88%, 10/01/24 | 200 | 202,563 | ||||||||||
Yuzhou Group Holdings Co. Ltd., 8.30%, 05/27/25 | 200 | 173,500 | ||||||||||
Zhenro Properties Group Ltd., 9.15%, 05/06/23 | 200 | 209,375 | ||||||||||
|
| |||||||||||
9,841,164 | ||||||||||||
Chile — 0.4% | ||||||||||||
Celulosa Arauco y Constitucion SA, 4.25%, 04/30/29(b) | 200 | 217,410 | ||||||||||
Colbun SA, 3.15%, 03/06/30(b) | 200 | 204,625 | ||||||||||
Corp. Nacional del Cobre de Chile, 3.75%, 01/15/31(b) | 200 | 216,000 | ||||||||||
Empresa de Transporte de Pasajeros Metro | ||||||||||||
5.00%, 01/25/47 | 200 | 232,650 | ||||||||||
4.70%, 05/07/50 | 217 | 247,532 | ||||||||||
Empresa Nacional de Telecomunicaciones SA, 4.75%, 08/01/26(b) | 462 | 513,109 | ||||||||||
Empresa Nacional del Petroleo, 4.50%, 09/14/47 | 250 | 248,375 | ||||||||||
GNL Quintero SA, 4.63%, 07/31/29 | 400 | 435,800 | ||||||||||
Inversiones CMPC SA/Cayman Islands Branch, 4.38%, 05/15/23(b) | 257 | 270,332 | ||||||||||
Kenbourne Invest SA, 6.88%, 11/26/24(b) | 362 | 385,077 | ||||||||||
VTR Comunicaciones SpA, 4.38%, 04/15/29(b) | 1,114 | 1,118,456 | ||||||||||
|
| |||||||||||
4,089,366 | ||||||||||||
China — 0.6% | ||||||||||||
Beijing Environment Bvi Co. Ltd., 5.30%, 10/18/21 | 200 | 203,125 | ||||||||||
China Aoyuan Group Ltd., 6.35%, 02/08/24 | 200 | 200,438 | ||||||||||
China Construction Bank Corp.(a) | ||||||||||||
(5 year CMT + 1.88%), 4.25%, 02/27/29 | 200 | 215,937 | ||||||||||
(5 year CMT + 2.15%), 2.45%, 06/24/30 | 300 | 305,250 | ||||||||||
China Development Bank Financial Leasing Co. Ltd., (5 year CMT + 2.75%), 2.88%, | 200 | 202,763 | ||||||||||
China Evergrande Group, 9.50%, 04/11/22 | 200 | 192,125 | ||||||||||
CIFI Holdings Group Co. Ltd., 5.95%, 10/20/25 | 200 | 212,562 | ||||||||||
Coastal Emerald Ltd., 3.95%, 08/01/22 | 200 | 202,898 | ||||||||||
Easy Tactic Ltd., 11.75%, 08/02/23 | 200 | 203,438 | ||||||||||
Fortune Star BVI Ltd., 6.85%, 07/02/24 | 200 | 210,937 | ||||||||||
Huarong Finance 2019 Co. Ltd. | ||||||||||||
4.50%, 05/29/29 | 400 | 421,625 | ||||||||||
3.88%, 11/13/29 | 300 | 303,375 | ||||||||||
Huarong Finance II Co. Ltd., 5.00%, 11/19/25 | 300 | 329,625 | ||||||||||
KWG Group Holdings Ltd., 7.88%, 09/01/23 | 200 | 206,250 | ||||||||||
Ocean Laurel Co. Ltd., 2.38%, 10/20/25 | 200 | 197,063 | ||||||||||
RKPF Overseas Ltd. | ||||||||||||
Series 2019-A, 6.70%, 09/30/24 | 200 | 212,625 | ||||||||||
Series 2019-A, 6.00%, 09/04/25 | 200 | 207,437 | ||||||||||
Seazen Group Ltd., 6.00%, 08/12/24 | 200 | 211,000 | ||||||||||
Sino-Ocean Land Treasure IV Ltd. | ||||||||||||
5.25%, 04/30/22 | 200 | 206,841 | ||||||||||
4.75%, 08/05/29 | 200 | 202,063 | ||||||||||
Sunac China Holdings Ltd. | ||||||||||||
7.50%, 02/01/24 | 200 | 210,437 | ||||||||||
6.65%, 08/03/24 | 200 | 205,125 | ||||||||||
Sunny Express Enterprises Corp., 3.13%, 04/23/30 | 200 | 201,316 | ||||||||||
ZhongAn Online P&C Insurance Co. Ltd. | ||||||||||||
3.13%, 07/16/25 | 200 | 201,625 | ||||||||||
3.50%, 03/08/26 | 200 | 203,437 | ||||||||||
5,669,317 |
4 |
|
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Colombia — 0.6% | ||||||||||||
Bancolombia SA, 3.00%, 01/29/25 | USD | 200 | $ | 204,300 | ||||||||
Ecopetrol SA | ||||||||||||
5.38%, 06/26/26 | 453 | 506,286 | ||||||||||
6.88%, 04/29/30 | 1,845 | 2,234,756 | ||||||||||
5.88%, 05/28/45 | 54 | 57,170 | ||||||||||
Empresas Publicas de Medellin ESP(b) | ||||||||||||
4.25%, 07/18/29 | 432 | 433,620 | ||||||||||
4.38%, 02/15/31 | 258 | 258,516 | ||||||||||
Grupo Aval Ltd., 4.38%, 02/04/30(b) | 1,417 | 1,425,414 | ||||||||||
Oleoducto Central SA, 4.00%, 07/14/27(b) | 394 | 416,163 | ||||||||||
SURA Asset Management SA, 4.88%, | 170 | 184,503 | ||||||||||
|
| |||||||||||
5,720,728 | ||||||||||||
Denmark — 0.0% | ||||||||||||
Orsted A/S, 2.13%, 05/17/27. | GBP | 200 | 287,662 | |||||||||
|
| |||||||||||
Dominican Republic — 0.0% | ||||||||||||
Aeropuertos Dominicanos Siglo XXI SA, 6.75%, 03/30/29(b) | USD | 452 | 468,526 | |||||||||
|
| |||||||||||
Finland — 0.0% | ||||||||||||
OP Corporate Bank PLC, 0.60%, 01/18/27 | EUR | 130 | 154,728 | |||||||||
|
| |||||||||||
France — 1.0% | ||||||||||||
Altice France SA | ||||||||||||
2.50%, 01/15/25 | 200 | 228,700 | ||||||||||
2.13%, 02/15/25 | 100 | 113,166 | ||||||||||
5.88%, 02/01/27 | 300 | 374,678 | ||||||||||
Banque Federative du Credit Mutuel SA | ||||||||||||
0.13%, 02/05/24 | 300 | 354,794 | ||||||||||
1.25%, 12/05/25 | GBP | 200 | 277,790 | |||||||||
BNP Paribas SA | ||||||||||||
0.75%, 11/11/22 | EUR | 480 | 573,101 | |||||||||
1.50%, 05/25/28 | 100 | 128,591 | ||||||||||
(3 mo. Euribor + 0.83%), 0.50%, 01/19/30(a) | 400 | 461,735 | ||||||||||
(5 year EUR Swap + 1.20%), 1.13%, 01/15/32(a) | 100 | 118,057 | ||||||||||
BPCE SA, 0.63%, 04/28/25 | 400 | 481,213 | ||||||||||
CAB SELAS, 3.38%, 02/01/28 | 300 | 350,473 | ||||||||||
CMA CGM SA, 7.50%, 01/15/26 | 300 | 383,913 | ||||||||||
Credit Agricole Assurances SA, (5 year EURIBOR ICE Swap Rate + 2.65%), 2.63%, 01/29/48(a) | 300 | 375,522 | ||||||||||
Credit Agricole SA | ||||||||||||
1.25%, 04/14/26 | 100 | 124,630 | ||||||||||
(3 mo. Euribor + 1.25%), 1.00%, 04/22/26(a) | 100 | 121,163 | ||||||||||
Dassault Systemes SE, 0.01%, 09/16/22 | 100 | 117,711 | ||||||||||
Engie SA | ||||||||||||
2.63%, 07/20/22 | 35 | 42,586 | ||||||||||
0.01%, 03/04/27 | 100 | 116,169 | ||||||||||
2.13%, 03/30/32 | 100 | 135,639 | ||||||||||
Getlink SE, 3.50%, 10/30/25 | 100 | 121,961 | ||||||||||
Icade Sante SAS, 1.38%, 09/17/30 | 100 | 122,804 | ||||||||||
Kering SA, 0.75%, 05/13/28 | 100 | 121,854 | ||||||||||
Loxam SAS, 3.75%, 07/15/26 | 200 | 235,713 | ||||||||||
LVMH Moet Hennessy Louis Vuitton SE, 0.13%, 02/28/23 | 100 | 118,061 | ||||||||||
Orange SA | ||||||||||||
0.01%, 09/04/26 | 100 | 116,766 | ||||||||||
(5 year EUR Swap + 2.36%), | 400 | 493,017 | ||||||||||
Orano SA, 2.75%, 03/08/28 | 200 | 242,653 | ||||||||||
Pernod Ricard SA, 0.50%, 10/24/27 | 100 | 119,942 | ||||||||||
Picard Groupe SAS, (3 mo. EURIBOR + 3.00%), 3.00%, 11/30/23(a) | 200 | 234,209 | ||||||||||
PSA Banque France SA, 0.01%, 01/22/25 | 100 | 116,932 |
Security | Par (000) | Value | ||||||||||
France (continued) | ||||||||||||
Rubis Terminal Infra SAS, 5.63%, 05/15/25 | EUR | 150 | $ | 185,149 | ||||||||
Schneider Electric SE, 0.01%, 06/12/23 | 100 | 117,903 | ||||||||||
Societe Generale SA, 0.01%, 05/27/22 | 400 | 471,135 | ||||||||||
Suez SA, (5 year EURIBOR ICE Swap Rate + 2.15%), 1.63%(a)(i) | 100 | 115,364 | ||||||||||
Thales SA, 0.25%, 01/29/27 | 400 | 469,815 | ||||||||||
Total Capital International SA, 0.25%, 07/12/23 | 100 | 118,695 | ||||||||||
TOTAL SE(a)(i) | ||||||||||||
(5 year EUR Swap + 2.15%), 2.63% | 260 | 321,356 | ||||||||||
Series NC7, (5 year EUR Swap + 1.99%), 1.63% | 350 | 410,527 | ||||||||||
Veolia Environnement SA, 0.89%, 01/14/24 | 200 | 240,415 | ||||||||||
|
| |||||||||||
9,373,902 | ||||||||||||
Germany — 0.9% | ||||||||||||
Adler Group SA, 3.25%, 08/05/25 | 100 | 122,280 | ||||||||||
Adler Real Estate AG, 3.00%, 04/27/26 | 200 | 245,059 | ||||||||||
Allianz Finance II BV, 3.50%, 02/14/22 | 100 | 121,202 | ||||||||||
Amphenol Technologies Holding GmbH, 0.75%, 05/04/26 | 150 | 181,606 | ||||||||||
BASF SE | ||||||||||||
0.25%, 06/05/27 | 200 | 238,265 | ||||||||||
Series 10Y, 2.00%, 12/05/22 | 995 | 1,211,277 | ||||||||||
Bayer AG, 1.38%, 07/06/32 | 200 | 240,243 | ||||||||||
Cheplapharm Arzneimittel GmbH | ||||||||||||
3.50%, 02/11/27 | 200 | 237,589 | ||||||||||
4.38%, 01/15/28 | 300 | 367,641 | ||||||||||
Commerzbank AG, (5 year EUR Swap + 6.36%), 6.13%(a)(i) | 200 | 250,767 | ||||||||||
Covestro AG, 0.88%, 02/03/26 | 60 | 72,715 | ||||||||||
DEMIRE Deutsche Mittelstand Real Estate AG, 1.88%, 10/15/24 | 200 | 226,331 | ||||||||||
E.ON SE, 0.38%, 09/29/27 | 75 | 88,867 | ||||||||||
Fraport AG Frankfurt Airport Services Worldwide, 1.88%, 03/31/28(j) | 935 | 1,113,908 | ||||||||||
IHO Verwaltungs GmbH, (3.63% Cash or 4.38% PIK), 3.63%, 05/15/25(g) | 200 | 238,659 | ||||||||||
LEG Immobilien AG, 0.88%, 11/28/27 | 100 | 121,137 | ||||||||||
Merck Financial Services GmbH | ||||||||||||
0.01%, 12/15/23 | 200 | 235,519 | ||||||||||
0.13%, 07/16/25 | 100 | 118,320 | ||||||||||
Merck KGaA, (5 year EURIBOR ICE Swap Rate + 1.95%), 1.63%, 06/25/79(a) | 200 | 241,342 | ||||||||||
Nidda BondCo GmbH, 5.00%, 09/30/25 | 100 | 118,386 | ||||||||||
Nidda Healthcare Holding GmbH, 3.50%, 09/30/24 | 300 | 353,569 | ||||||||||
Schaeffler AG | ||||||||||||
1.88%, 03/26/24 | 10 | 12,137 | ||||||||||
3.38%, 10/12/28 | 100 | 128,118 | ||||||||||
Techem Verwaltungsgesellschaft 674 mbH, 6.00%, 07/30/26 | 200 | 243,335 | ||||||||||
thyssenkrupp AG, 1.88%, 03/06/23 | 400 | 469,261 | ||||||||||
Vertical Midco GmbH | ||||||||||||
4.38%, 07/15/27 | 200 | 246,314 | ||||||||||
(3 mo. EURIBOR + 4.75%), 4.75%, 07/15/27(a) | 200 | 238,644 | ||||||||||
Volkswagen Financial Services NV, 1.63%, 11/30/22 | GBP | 200 | 279,233 | |||||||||
Volkswagen Leasing GmbH | ||||||||||||
1.00%, 02/16/23 | EUR | 100 | 119,474 | |||||||||
2.63%, 01/15/24 | 225 | 282,353 | ||||||||||
ZF Finance GmbH | ||||||||||||
3.00%, 09/21/25 | 100 | 123,651 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 5 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Germany (continued) | ||||||||
ZF Finance GmbH (continued) | ||||||||
2.75%, 05/25/27 | EUR | 100 | $ | 121,196 | ||||
3.75%, 09/21/28 | 300 | 383,464 | ||||||
|
| |||||||
8,791,862 | ||||||||
Guatemala(b) — 0.2% | ||||||||
Banco Industrial SA, (5 year CMT + 4.44%), 4.88%, 01/29/31(a) | USD | 245 | 251,278 | |||||
Central American Bottling Corp., 5.75%, 01/31/27 | 882 | 933,818 | ||||||
Energuate Trust, 5.88%, 05/03/27 | 351 | 370,340 | ||||||
|
| |||||||
1,555,436 | ||||||||
Hong Kong — 0.3% | ||||||||
Bank of East Asia Ltd.(a) | ||||||||
(5 year CMT + 3.75%), 4.00%, 05/29/30 | 400 | 416,500 | ||||||
(5 year CMT + 5.53%), 5.83%(i) | 250 | 268,047 | ||||||
CITIC Ltd., 2.85%, 02/25/30 | 200 | 198,187 | ||||||
CMB International Leasing Management Ltd. | ||||||||
2.00%, 02/04/26 | 200 | 197,363 | ||||||
2.75%, 08/12/30 | 200 | 191,688 | ||||||
GLP China Holdings Ltd., 2.95%, 03/29/26 | 200 | 199,111 | ||||||
Nanyang Commercial Bank Ltd., (5 year CMT + | 250 | 262,109 | ||||||
Vanke Real Estate Hong Kong Co. Ltd., 3.15%, | 300 | 310,594 | ||||||
Wheelock MTN BVI Ltd., 2.38%, 01/25/26 | 200 | 199,775 | ||||||
Yango Justice International Ltd., 7.50%, 04/15/24 | 200 | 195,000 | ||||||
|
| |||||||
2,438,374 | ||||||||
India — 0.3% | ||||||||
Adani Electricity Mumbai Ltd., 3.95%, 02/12/30 | 200 | 201,313 | ||||||
Adani Transmission Ltd. | ||||||||
4.00%, 08/03/26 | 200 | 213,408 | ||||||
4.25%, 05/21/36 | 193 | 199,031 | ||||||
Bharat Petroleum Corp. Ltd., 4.00%, 05/08/25 | 200 | 209,313 | ||||||
Bharti Airtel Ltd., 3.25%, 06/03/31 | 200 | 194,736 | ||||||
Manappuram Finance Ltd., 5.90%, 01/13/23 | 200 | 206,813 | ||||||
Muthoot Finance Ltd. | ||||||||
6.13%, 10/31/22(b) | 200 | 207,250 | ||||||
4.40%, 09/02/23 | 200 | 202,875 | ||||||
Oil India Ltd., 5.13%, 02/04/29 | 200 | 221,804 | ||||||
REC Ltd., 4.63%, 03/22/28 | 200 | 214,062 | ||||||
ReNew Power Pvt Ltd., 5.88%, 03/05/27 | 200 | 212,187 | ||||||
Shriram Transport Finance Co. Ltd., 5.10%, | 200 | 203,188 | ||||||
Vedanta Resources Finance II PLC, 13.88%, | 200 | 215,812 | ||||||
|
| |||||||
2,701,792 | ||||||||
Indonesia — 0.2% | ||||||||
Pertamina Persero PT | ||||||||
3.65%, 07/30/29 | 500 | 523,125 | ||||||
3.10%, 08/27/30 | 200 | 200,022 | ||||||
4.18%, 01/21/50 | 300 | 290,812 | ||||||
Perusahaan Perseroan Persero PT Perusahaan | ||||||||
Listrik Negara, 6.25%, 01/25/49 | 200 | 246,687 | ||||||
Theta Capital Pte Ltd., 8.13%, 01/22/25 | 200 | 204,313 | ||||||
|
| |||||||
1,464,959 | ||||||||
Ireland — 0.1% | ||||||||
Atlas Copco Finance DAC, 0.13%, 09/03/29 | EUR | 275 | 318,927 | |||||
C&W Senior Financing DAC, 6.88%, 09/15/27 | USD | 230 | 245,237 | |||||
ESB Finance DAC, 1.13%, 06/11/30 | EUR | 105 | 130,746 |
Security | Par (000) | Value | ||||||
Ireland (continued) | ||||||||
Fresenius Finance Ireland PLC, 0.88%, 10/01/31(j) | EUR | 101 | $ | 117,531 | ||||
Phosagro OAO Via Phosagro Bond Funding DAC, | USD | 200 | 204,500 | |||||
Virgin Media Vendor Financing Notes III DAC, | GBP | 100 | 141,996 | |||||
|
| |||||||
1,158,937 | ||||||||
Isle of Man — 0.0% | ||||||||
AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30 | USD | 204 | 204,446 | |||||
|
| |||||||
Israel(b) — 0.3% | ||||||||
Bank Leumi Le-Israel BM, (5 year CMT + 1.63%), | 497 | 505,697 | ||||||
Energean Israel Finance Ltd. | ||||||||
4.50%, 03/30/24 | 187 | 188,258 | ||||||
4.88%, 03/30/26 | 172 | 172,979 | ||||||
5.88%, 03/30/31 | 1,000 | 999,500 | ||||||
Leviathan Bond Ltd., 5.75%, 06/30/23 | 672 | 703,190 | ||||||
|
| |||||||
2,569,624 | ||||||||
Italy — 0.3% | ||||||||
Autostrade per l’Italia SpA | ||||||||
2.00%, 12/04/28 | EUR | 100 | 119,987 | |||||
2.00%, 01/15/30 | 100 | 118,870 | ||||||
Brunello Bidco SpA, (3 mo. Euribor + 3.75%), 3.75%, 02/15/28(a) | 100 | 117,211 | ||||||
Centurion Bidco SpA, 5.88%, 09/30/26 | 100 | 122,109 | ||||||
Diocle SpA, (3 mo. Euribor + 3.88%), 3.88%, | 180 | 211,358 | ||||||
Enel Finance International NV, 0.01%, 06/17/24 | 300 | 353,536 | ||||||
International Game Technology PLC, 4.75%, 02/15/23 | 200 | 245,094 | ||||||
Intesa Sanpaolo SpA | ||||||||
0.75%, 12/04/24 | 100 | 119,844 | ||||||
1.35%, 02/24/31 | 350 | 403,112 | ||||||
(5 year EUR Swap + 6.09%), 5.88%(a)(i) | 300 | 394,467 | ||||||
(5 year USD Swap + 5.46%), 7.70%(a)(b)(i) | USD | 200 | 227,000 | |||||
Nexi SpA, Series ., 0.00%, 02/24/28(k)(l) | EUR | 100 | 111,501 | |||||
Rossini Sarl, 6.75%, 10/30/25. | 200 | 248,026 | ||||||
Sisal Group SpA, 7.00%, 07/31/23 | 69 | 81,992 | ||||||
Snam SpA, 0.01%, 08/15/25 | 290 | 340,049 | ||||||
|
| |||||||
3,214,156 | ||||||||
Japan — 0.5% | ||||||||
Asahi Group Holdings Ltd., 0.16%, 10/23/24 | 200 | 235,606 | ||||||
Nippon Life Insurance Co., (5 year CMT + 2.64%), | USD | 250 | 237,187 | |||||
Nissan Motor Co. Ltd., 4.81%, 09/17/30(b) | 619 | 678,911 | ||||||
SoftBank Group Corp., 4.75%, 07/30/25 | EUR | 2,100 | 2,730,485 | |||||
Takeda Pharmaceutical Co. Ltd. | ||||||||
3.00%, 11/21/30 | 265 | 372,810 | ||||||
3.18%, 07/09/50 | USD | 400 | 382,038 | |||||
|
| |||||||
4,637,037 | ||||||||
Jersey — 0.3% | ||||||||
Galaxy Pipeline Assets Bidco Ltd. | ||||||||
2.16%, 03/31/34(b) | 725 | 703,286 | ||||||
2.63%, 03/31/36 | 300 | 286,500 | ||||||
2.94%, 09/30/40(b) | 825 | 797,363 |
6 |
|
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Jersey (continued) | ||||||||
Heathrow Funding Ltd., 2.63%, 03/16/28 | GBP | 570 | $ | 777,522 | ||||
LHC3 PLC, (4.13% Cash or 4.88% PIK), 4.13%, | EUR | 200 | 238,058 | |||||
|
| |||||||
2,802,729 | ||||||||
Kazakhstan — 0.0% | ||||||||
KazMunayGas National Co. JSC, 3.50%, | USD | 260 | 266,110 | |||||
|
| |||||||
Kuwait — 0.2% | ||||||||
NBK Tier 1 Financing Ltd., (6 year USD Swap + | 1,444 | 1,435,322 | ||||||
|
| |||||||
Lithuania — 0.0% | ||||||||
ASG Finance Designated Activity Co., 7.88%, | 502 | 469,213 | ||||||
|
| |||||||
Luxembourg — 1.0% | ||||||||
Adler Group SA, 2.75%, 11/13/26 | EUR | 100 | 119,669 | |||||
Altice Financing SA | ||||||||
2.25%, 01/15/25 | 100 | 114,392 | ||||||
5.00%, 01/15/28(b) | USD | 367 | 362,389 | |||||
Atento Luxco 1 SA, 8.00%, 02/10/26(b) | 455 | 477,466 | ||||||
Becton Dickinson Euro Finance Sarl, 1.21%, | EUR | 110 | 128,102 | |||||
DH Europe Finance II Sarl, 0.20%, 03/18/26 | 140 | 164,933 | ||||||
FEL Energy VI Sarl, 5.75%, 12/01/40 | USD | 1,676 | 1,709,520 | |||||
Garfunkelux Holdco 3 SA, 7.75%, 11/01/25 | GBP | 200 | 284,893 | |||||
GOL Equity Finance SA, 3.75%, 07/15/24(b)(k) | USD | 282 | 232,186 | |||||
Holcim Finance Luxembourg SA | ||||||||
0.13%, 07/19/27 | EUR | 240 | 277,260 | |||||
0.50%, 04/23/31 | 140 | 158,957 | ||||||
Kenbourne Invest SA, 4.70%, 01/22/28(b) | USD | 520 | 530,400 | |||||
MHP Lux SA, 6.25%, 09/19/29. | 400 | 396,500 | ||||||
Millicom International Cellular SA(b) | ||||||||
6.63%, 10/15/26 | 368 | 391,451 | ||||||
5.13%, 01/15/28 | 180 | 189,056 | ||||||
4.50%, 04/27/31 | 1,255 | 1,305,200 | ||||||
Monitchem HoldCo 3 SA, 5.25%, 03/15/25 | EUR | 100 | 120,642 | |||||
Nielsen Co. Luxembourg Sarl, 5.00%, 02/01/25(b) | USD | 15 | 15,338 | |||||
Puma International Financing SA, 5.00%, | 200 | 196,687 | ||||||
SES SA, 2.00%, 07/02/28 | EUR | 200 | 255,246 | |||||
Simpar Europe SA, 5.20%, 01/26/31(b) | USD | 985 | 964,684 | |||||
Summer BC Holdco B Sarl, 5.75%, 10/31/26 | EUR | 400 | 493,472 | |||||
Traton Finance Luxembourg SA | ||||||||
0.75%, 03/24/29 | 300 | 353,639 | ||||||
1.25%, 03/24/33 | 200 | 235,287 | ||||||
|
| |||||||
9,477,369 | ||||||||
Malaysia — 0.0% | ||||||||
Petronas Capital Ltd., 3.50%, 04/21/30(b) | USD | 200 | 213,610 | |||||
TNB Global Ventures Capital Bhd, 4.85%, 11/01/28 | 200 | 229,437 | ||||||
|
| |||||||
443,047 | ||||||||
Mauritius — 0.2% | ||||||||
Greenko Mauritius Ltd., 6.25%, 02/21/23 | 200 | 205,688 | ||||||
HTA Group Ltd., 7.00%, 12/18/25(b) | 805 | 852,294 | ||||||
India Green Energy Holdings, 5.38%, 04/29/24(b) | 690 | 716,737 | ||||||
|
| |||||||
1,774,719 | ||||||||
Mexico — 2.1% | ||||||||
Alfa SAB de CV, 6.88%, 03/25/44(b) | 200 | 246,875 | ||||||
Alpha Holding SA de CV, 9.00%, 02/10/25(b) | 308 | 219,546 |
Security | Par (000) | Value | ||||||
Mexico (continued) | ||||||||
Axtel SAB de CV, 6.38%, 11/14/24(b) | USD | 439 | $ | 458,343 | ||||
Banco Mercantil del Norte SA, (5 year CMT + | 200 | 204,250 | ||||||
Cemex SAB de CV | ||||||||
3.13%, 03/19/26 | EUR | 200 | 240,623 | |||||
5.45%, 11/19/29 | USD | 200 | 217,600 | |||||
5.20%, 09/17/30(b) | 830 | 894,325 | ||||||
3.88%, 07/11/31(b) | 938 | 915,957 | ||||||
Controladora Mabe SA de CV, 5.60%, 10/23/28(b) | 260 | 302,250 | ||||||
Cydsa SAB de CV, 6.25%, 10/04/27(b) | 1,020 | 1,068,450 | ||||||
Grupo Bimbo SAB de CV, (5 year CMT + 3.28%), | 274 | 289,755 | ||||||
Grupo KUO SAB de CV, 5.75%, 07/07/27(b) | 270 | 283,247 | ||||||
Infraestructura Energetica Nova SAB de CV, 4.75%, 01/15/51(b) | 200 | 197,000 | ||||||
Mexico City Airport Trust | ||||||||
4.25%, 10/31/26(b) | 200 | 211,063 | ||||||
5.50%, 07/31/47 | 2,044 | 2,013,953 | ||||||
Operadora de Servicios Mega SA de CV Sofom ER, 8.25%, 02/11/25(b) | 2,120 | 2,141,598 | ||||||
Petroleos Mexicanos | ||||||||
6.88%, 10/16/25 | 1,479 | 1,596,581 | ||||||
6.84%, 01/23/30 | 2,323 | 2,348,901 | ||||||
5.95%, 01/28/31(m) | 396 | 378,180 | ||||||
6.38%, 01/23/45 | 1,027 | 852,410 | ||||||
5.63%, 01/23/46 | 208 | 165,329 | ||||||
6.35%, 02/12/48 | 527 | 434,116 | ||||||
7.69%, 01/23/50 | 1,656 | 1,530,144 | ||||||
6.95%, 01/28/60 | 1,555 | 1,327,581 | ||||||
Trust Fibra Uno(b) | ||||||||
5.25%, 01/30/26 | 550 | 605,688 | ||||||
6.95%, 01/30/44 | 699 | 811,058 | ||||||
6.39%, 01/15/50 | 358 | 394,248 | ||||||
|
| |||||||
20,349,071 | ||||||||
Morocco — 0.1% | ||||||||
OCP SA, 4.50%, 10/22/25 | 447 | 472,004 | ||||||
|
| |||||||
MultiNational — 0.1% | ||||||||
Clarios Global LP/Clarios US Finance Co., 4.38%, | EUR | 200 | 242,749 | |||||
Digicel International Finance Ltd./Digicel Holdings | ||||||||
8.75%, 05/25/24 | USD | 120 | 122,920 | |||||
8.00%, 12/31/26 | 48 | 46,119 | ||||||
(6.00% Cash and 7.00% PIK), 13.00%, | 63 | 63,678 | ||||||
JBS USA LUX SA/JBS USA Food Co./JBS USA | 24 | 27,108 | ||||||
Promigas SA ESP/Gases del Pacifico SAC | ||||||||
3.75%, 10/16/29 | 450 | 455,062 | ||||||
3.75%, 10/16/29(b) | 400 | 404,500 | ||||||
|
| |||||||
1,362,136 | ||||||||
Netherlands — 1.6% | ||||||||
ABN AMRO Bank NV, 0.88%, 01/15/24 | EUR | 100 | 120,868 | |||||
Airbus SE | ||||||||
2.00%, 04/07/28 | 400 | 519,739 | ||||||
2.38%, 04/07/32 | 100 | 135,284 | ||||||
Allianz Finance II BV, 0.01%, 01/14/25 | 100 | 118,044 | ||||||
ASML Holding NV, 1.38%, 07/07/26 | 220 | 276,291 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 7 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Netherlands (continued) | ||||||||
Bharti Airtel International Netherlands BV, 5.35%, | USD | 300 | $ | 330,477 | ||||
BMW Finance NV, 0.01%, 04/14/23 | EUR | 480 | 565,179 | |||||
Braskem Netherlands Finance BV | ||||||||
4.50%, 01/10/28 | USD | 600 | 616,230 | |||||
5.88%, 01/31/50(b) | 738 | 739,494 | ||||||
(5 year CMT + 8.22%), 8.50%, 01/23/81(a) | 269 | 305,315 | ||||||
Cooperatieve Rabobank UA | ||||||||
1.38%, 02/03/27 | EUR | 100 | 126,823 | |||||
4.63%, 05/23/29 | GBP | 255 | 413,063 | |||||
Deutsche Telekom International Finance BV, 4.25%, 07/13/22 | EUR | 520 | 645,129 | |||||
Embraer Netherlands Finance BV, 6.95%, | USD | 440 | 481,932 | |||||
Enel Finance International NV, 1.00%, 10/20/27 | GBP | 210 | 282,312 | |||||
Equate Petrochemical BV | ||||||||
4.25%, 11/03/26(b) | USD | 600 | 653,625 | |||||
4.25%, 11/03/26 | 342 | 372,566 | ||||||
Iberdrola International BV(a)(i) | ||||||||
Series NC5, (5 year EUR Swap + 2.32%), 1.87% | EUR | 400 | 479,634 | |||||
Series NC6, (5 year EUR Swap + 1.83%), 1.45% | 100 | 117,856 | ||||||
Imperial Brands Finance Netherlands BV, 1.75%, | 270 | 315,842 | ||||||
ING Bank NV, (3 mo. Euribor + 0.40%), 0.09%, | 500 | 589,210 | ||||||
ING Groep NV | ||||||||
1.00%, 09/20/23 | 200 | 241,365 | ||||||
(3 mo. Euribor + 0.60%), 0.10%, 09/03/25(a) | 200 | 234,481 | ||||||
Intertrust Group BV, 3.38%, 11/15/25 | 100 | 120,202 | ||||||
NXP BV/NXP Funding LLC/NXP USA, Inc., 2.70%, | USD | 30 | 31,463 | |||||
OCI NV, 3.63%, 10/15/25 | EUR | 200 | 244,508 | |||||
Petrobras Global Finance BV | ||||||||
4.38%, 05/20/23 | USD | 88 | 92,158 | |||||
6.25%, 03/17/24 | 266 | 294,512 | ||||||
PPF Telecom Group BV, 3.25%, 09/29/27 | EUR | 100 | 124,635 | |||||
Redexis Gas Finance BV | ||||||||
1.88%, 05/28/25 | 200 | 248,508 | ||||||
1.88%, 04/27/27 | 300 | 379,630 | ||||||
RELX Finance BV, 0.50%, 03/10/28 | 100 | 118,739 | ||||||
Shell International Finance BV | ||||||||
0.13%, 11/08/27 | 100 | 116,994 | ||||||
1.25%, 05/12/28 | 100 | 125,679 | ||||||
Siemens Financieringsmaatschappij NV, 0.01%, | 100 | 117,669 | ||||||
Stellantis NV, 0.63%, 03/30/27 | 350 | 409,041 | ||||||
Telefonica Europe BV, (6 year EUR Swap + 4.11%), 4.38%(a)(i) | 800 | 1,019,393 | ||||||
Teva Pharmaceutical Finance Netherlands II BV, | ||||||||
4.50%, 03/01/25 | 100 | 123,353 | ||||||
Trivium Packaging Finance BV, 3.75%, 08/15/26 | 100 | 120,143 | ||||||
United Group BV | ||||||||
4.88%, 07/01/24 | 200 | 238,398 | ||||||
4.00%, 11/15/27 | 100 | 115,818 | ||||||
Upjohn Finance BV, 1.02%, 06/23/24 | 390 | 470,113 | ||||||
VEON Holdings BV(b) | ||||||||
4.00%, 04/09/25 | USD | 400 | 412,600 | |||||
3.38%, 11/25/27 | 765 | 750,427 | ||||||
Vivo Energy Investments BV, 5.13%, 09/24/27(b) | 350 | 373,625 |
Security | Par (000) | Value | ||||||
Netherlands (continued) | ||||||||
Volkswagen Financial Services NV, 1.63%, 02/10/24 | GBP | 200 | $ | 279,678 | ||||
Volkswagen International Finance NV, 4.13%, | EUR | 200 | 320,405 | |||||
Vonovia Finance BV, 0.75%, 01/25/22 | 200 | 236,509 | ||||||
Wolters Kluwer NV, 0.25%, 03/30/28 | 180 | 210,798 | ||||||
Ziggo BV, 4.25%, 01/15/27 | 80 | 97,560 | ||||||
|
| |||||||
15,873,317 | ||||||||
Norway — 0.0% | ||||||||
Adevinta ASA, 3.00%, 11/15/27 | 200 | 242,162 | ||||||
Telenor ASA, 0.01%, 09/25/23 | 160 | 188,604 | ||||||
|
| |||||||
430,766 | ||||||||
Panama — 0.1% | ||||||||
AES Panama Generation Holdings SRL, 4.38%, | USD | 400 | 413,860 | |||||
Banco Nacional de Panama, 2.50%, 08/11/30(b) | 200 | 185,600 | ||||||
Banistmo SA, 3.65%, 09/19/22 | 200 | 204,000 | ||||||
ENA Master Trust, 4.00%, 05/19/48(b) | 314 | 316,748 | ||||||
|
| |||||||
1,120,208 | ||||||||
Peru — 0.2% | ||||||||
Inkia Energy Ltd. | ||||||||
5.88%, 11/09/27(b) | 284 | 298,200 | ||||||
5.88%, 11/09/27 | 200 | 210,000 | ||||||
InRetail Consumer, 3.25%, 03/22/28(b) | 730 | 728,912 | ||||||
Kallpa Generacion SA, 4.88%, 05/24/26 | 200 | 218,125 | ||||||
Nexa Resources SA, 5.38%, 05/04/27(b) | 400 | 434,100 | ||||||
Orazul Energy Egenor SCA, 5.63%, 04/28/27(b) | 293 | 305,178 | ||||||
|
| |||||||
2,194,515 | ||||||||
Portugal — 0.0% | ||||||||
Transportes Aereos Portugueses SA, 5.63%, | EUR | 100 | 90,702 | |||||
|
| |||||||
Saudi Arabia — 0.2% | ||||||||
Arabian Centres Sukuk Ltd., 5.63%, 10/07/26(b) | USD | 1,175 | 1,175,000 | |||||
Saudi Arabian Oil Co. | ||||||||
2.25%, 11/24/30(b) | 200 | 191,910 | ||||||
4.25%, 04/16/39 | 200 | 215,312 | ||||||
Saudi Electricity Global Sukuk Co. 2, 5.06%, | 200 | 228,125 | ||||||
|
| |||||||
1,810,347 | ||||||||
Singapore — 0.3% | ||||||||
BOC Aviation Ltd., 3.00%, 09/11/29 | 400 | 397,250 | ||||||
Continuum Energy Levanter Pte Ltd., 4.50%, | 950 | 964,250 | ||||||
LLPL Capital Pte Ltd., 6.88%, 02/04/39 | 182 | 212,610 | ||||||
Puma International Financing SA, 5.13%, | 937 | 936,707 | ||||||
|
| |||||||
2,510,817 | ||||||||
South Africa — 0.1% | ||||||||
Eskom Holdings SOC Ltd., 7.13%, 02/11/25 | 369 | 380,992 | ||||||
Gold Fields Orogen Holdings BVI Ltd., 5.13%, | 200 | 216,813 | ||||||
|
| |||||||
597,805 |
8 |
|
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
South Korea(a) — 0.1% | ||||||||
Kookmin Bank, (5 year CMT + 2.64%), 4.35%(i) | USD | 300 | $ | 316,219 | ||||
Shinhan Financial Group Co. Ltd., (5 year CMT + | 200 | 208,937 | ||||||
|
| |||||||
525,156 | ||||||||
Spain — 0.2% | ||||||||
Amadeus IT Group SA | ||||||||
2.88%, 05/20/27 | EUR | 300 | 395,244 | |||||
1.88%, 09/24/28 | 100 | 123,949 | ||||||
Banco Bilbao Vizcaya Argentaria SA, (5 year USD Swap + 3.87%), 6.13%(a)(i) | USD | 200 | 209,400 | |||||
Banco de Sabadell SA | ||||||||
0.88%, 07/22/25 | EUR | 100 | 119,166 | |||||
(1 year EUR Swap + 1.55%), 1.13%, | 200 | 240,735 | ||||||
Cirsa Finance International Sarl, 7.88%, | USD | 200 | 202,260 | |||||
ContourGlobal Power Holdings SA, 4.13%, 08/01/25. | EUR | 100 | 119,909 | |||||
Ferrovial Netherlands BV, (5 year EUR Swap + | 200 | 231,302 | ||||||
Lorca Telecom Bondco SA, 4.00%, 09/18/27 | 200 | 240,382 | ||||||
Telefonica Emisiones SA, 1.45%, 01/22/27 | 100 | 125,050 | ||||||
|
| |||||||
2,007,397 | ||||||||
Sweden — 0.1% | ||||||||
Heimstaden Bostad AB(a)(i) | ||||||||
(5 year EUR Swap + 3.15%), 2.63% | 100 | 116,083 | ||||||
(5 year EUR Swap + 3.91%), 3.38% | 100 | 120,966 | ||||||
Intrum AB, 4.88%, 08/15/25 | 100 | 122,401 | ||||||
Skandinaviska Enskilda Banken AB, 0.38%, | 425 | 502,213 | ||||||
Verisure Holding AB | ||||||||
3.50%, 05/15/23 | 100 | 118,409 | ||||||
3.88%, 07/15/26 | 100 | 120,888 | ||||||
Volvo Treasury AB, (3 mo. Euribor + 0.65%), 0.11%, 09/13/21(a) | 200 | 234,908 | ||||||
|
| |||||||
1,335,868 | ||||||||
Switzerland — 0.2% | ||||||||
Credit Suisse Group AG, (1 year EURIBOR ICE | 325 | 388,101 | ||||||
Credit Suisse Group Funding Guernsey Ltd., 1.25%, 04/14/22 | 195 | 231,564 | ||||||
Sika Capital BV, 0.88%, 04/29/27 | 380 | 464,206 | ||||||
UBS Group AG, (1 year EUR Swap + 0.55%), | 305 | 358,598 | ||||||
|
| |||||||
1,442,469 | ||||||||
Thailand — 0.1% | ||||||||
Bangkok Bank PCL, (5 year CMT + 1.90%), 3.73%, 09/25/34(a) | USD | 200 | 201,375 | |||||
Kasikornbank PCL, (5 year CMT + 1.70%), 3.34%, 10/02/31(a) | 500 | 509,844 | ||||||
Thaioil Treasury Center Co. Ltd., 3.75%, 06/18/50 | 400 | 353,545 | ||||||
|
| |||||||
1,064,764 | ||||||||
United Arab Emirates — 0.3% | ||||||||
Abu Dhabi Crude Oil Pipeline LLC, 4.60%, 11/02/47 | 200 | 225,750 | ||||||
DP World Ltd., 6.85%, 07/02/37 | 400 | 519,375 | ||||||
Emirates NBD Bank PJSC, (6 year USD Swap + | 744 | 792,127 | ||||||
MAF Sukuk Ltd., 4.64%, 05/14/29 | 220 | 243,719 |
Security | Par (000) | Value | ||||||
United Arab Emirates (continued) | ||||||||
MDGH - GMTN BV(b) | ||||||||
2.50%, 11/07/24 | USD | 575 | $ | 602,852 | ||||
2.88%, 11/07/29 | 400 | 413,875 | ||||||
|
| |||||||
2,797,698 | ||||||||
United Kingdom — 1.2% | ||||||||
Arrow Global Finance PLC, 5.13%, 09/15/24 | GBP | 200 | 278,052 | |||||
Barclays PLC(a) | ||||||||
(1 year EUR Swap + 3.70%), 3.38%, 04/02/25 | EUR | 200 | 256,080 | |||||
(5 year EUR Swap + 1.90%), 2.00%, 02/07/28 | 200 | 240,548 | ||||||
(5 year UK Government Bond + 1.75%), 1.70%, | GBP | 200 | 278,967 | |||||
(5 year USD Swap + 6.77%), 7.88%(i) | USD | 200 | 210,250 | |||||
BAT International Finance PLC | ||||||||
4.00%, 09/04/26 | GBP | 100 | 153,432 | |||||
1.25%, 03/13/27 | EUR | 140 | 169,079 | |||||
2.25%, 01/16/30 | 315 | 397,401 | ||||||
Bellis Acquisition Co. PLC, 3.25%, 02/16/26 | GBP | 100 | 138,384 | |||||
Cabot Financial Luxembourg SA, 7.50%, 10/01/23 | 88 | 124,068 | ||||||
Chanel Ceres PLC, 0.50%, 07/31/26 | EUR | 170 | 201,204 | |||||
CPUK Finance Ltd., 4.25%, 08/28/22 | GBP | 104 | 143,400 | |||||
eG Global Finance PLC | ||||||||
3.63%, 02/07/24 | EUR | 100 | 113,531 | |||||
4.38%, 02/07/25 | 200 | 229,010 | ||||||
6.25%, 10/30/25 | 100 | 119,369 | ||||||
Fresnillo PLC, 4.25%, 10/02/50(b) | USD | 675 | 663,188 | |||||
Heathrow Finance PLC, 4.38%, 03/01/27 | GBP | 200 | 279,957 | |||||
INEOS Finance PLC, 3.38%, 03/31/26 | EUR | 100 | 120,495 | |||||
Informa PLC | ||||||||
2.13%, 10/06/25 | 250 | 309,291 | ||||||
3.13%, 07/05/26 | GBP | 400 | 579,220 | |||||
InterContinental Hotels Group PLC, 3.38%, | 100 | 145,376 | ||||||
Ladbrokes Group Finance PLC, 5.13%, 09/16/22 | 100 | 143,719 | ||||||
Liquid Telecommunications Financing PLC, 5.50%, 09/04/26(b) | USD | 1,376 | 1,448,240 | |||||
Motability Operations Group PLC, 0.13%, 07/20/28 | EUR | 100 | 116,249 | |||||
National Grid Electricity Transmission PLC, 0.19%, 01/20/25 | 100 | 117,922 | ||||||
Pinewood Finance Co. Ltd., 3.25%, 09/30/25 | GBP | 200 | 281,234 | |||||
Premier Foods Finance PLC, 6.25%, 10/15/23 | 200 | 282,232 | ||||||
Rolls-Royce PLC | ||||||||
4.63%, 02/16/26 | EUR | 100 | 126,358 | |||||
1.63%, 05/09/28 | 200 | 213,692 | ||||||
Royalty Pharma PLC, 3.55%, 09/02/50(b) | 209 | 199,167 | ||||||
Synthomer PLC, 3.88%, 07/01/25 | EUR | 100 | 122,182 | |||||
Tesco Corporate Treasury Services PLC, 0.38%, 07/27/29 | 100 | 115,068 | ||||||
Thames Water Kemble Finance PLC, 4.63%, 05/19/26 | GBP | 167 | 232,979 | |||||
Vedanta Resources Finance II PLC, 8.95%, 03/11/25(b) | USD | 1,700 | 1,624,350 | |||||
Virgin Media Finance PLC, 5.00%, | 200 | 199,750 | ||||||
Virgin Media Secured Finance PLC, 5.50%, | 200 | 207,521 | ||||||
Vmed O2 UK Financing I PLC, 3.25%, 01/31/31 | EUR | 300 | 353,620 | |||||
Vodafone Group PLC, 4.25%, 09/17/50 | USD | 183 | 201,606 | |||||
|
| |||||||
11,136,191 | ||||||||
United States — 6.7% | ||||||||
AbbVie, Inc. , 1.38%, 05/17/24 | EUR | 100 | 121,960 | |||||
7-Eleven, Inc., 2.80%, 02/10/51(b) | USD | 220 | 197,038 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 9 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
AbbVie, Inc., 4.25%, 11/21/49 | USD | 1,874 | $ | 2,120,498 | ||||
Acadia Healthcare Co., Inc., 5.50%, 07/01/28(b) | 30 | 31,582 | ||||||
ADT Security Corp., 4.88%, 07/15/32(b) | 23 | 23,374 | ||||||
Albertsons Cos., Inc./Safeway, Inc./New Albertsons | 21 | 19,984 | ||||||
Altria Group, Inc. | ||||||||
1.70%, 06/15/25 | EUR | 220 | 270,866 | |||||
2.20%, 06/15/27 | 210 | 265,695 | ||||||
3.40%, 02/04/41 | USD | 171 | 158,659 | |||||
3.70%, 02/04/51 | 217 | 197,699 | ||||||
Amazon.com, Inc., 2.50%, 06/03/50 | 222 | 198,566 | ||||||
American Airlines Pass Through Trust, | 86 | 78,275 | ||||||
American Airlines Pass-Through Trust | ||||||||
Series 2015-2, Class AA, 3.60%, 03/22/29 | 10 | 9,989 | ||||||
Series 2016-1, Class B, 5.25%, 07/15/25 | 6 | 5,429 | ||||||
Series 2016-2, Class B, 4.38%, 12/15/25(b) | 64 | 59,626 | ||||||
Series 2017-1, Class B, 4.95%, 08/15/26 | 16 | 15,157 | ||||||
Series 2019-1, Class AA, 3.15%, 08/15/33 | 80 | 80,018 | ||||||
American Builders & Contractors Supply Co., Inc.(b) | ||||||||
5.88%, 05/15/26 | 18 | 18,588 | ||||||
4.00%, 01/15/28 | 25 | 25,000 | ||||||
American Tower Corp. | ||||||||
3.10%, 06/15/50 | 172 | 158,114 | ||||||
2.95%, 01/15/51 | 225 | 198,915 | ||||||
Anheuser-Busch InBev Worldwide, Inc., 4.50%, | 2,081 | 2,361,138 | ||||||
Anthem, Inc., 3.13%, 05/15/50 | 165 | 157,451 | ||||||
Apple, Inc. | ||||||||
4.25%, 02/09/47 | 1,393 | 1,658,541 | ||||||
2.65%, 02/08/51 | 739 | 675,284 | ||||||
Aramark Services, Inc. | ||||||||
4.75%, 06/01/26 | 35 | 35,980 | ||||||
5.00%, 02/01/28(b) | 80 | 83,020 | ||||||
Ardagh Packaging Finance PLC/Ardagh Holdings | ||||||||
5.25%, 04/30/25(b) | 677 | 711,517 | ||||||
2.13%, 08/15/26 | EUR | 200 | 233,694 | |||||
4.75%, 07/15/27 | GBP | 200 | 281,924 | |||||
AT&T, Inc. | ||||||||
4.38%, 09/14/29 | 100 | 162,267 | ||||||
2.60%, 05/19/38 | EUR | 100 | 132,254 | |||||
3.30%, 02/01/52 | USD | 220 | 198,142 | |||||
Axalta Coating Systems Dutch Holding B BV, 3.75%, | EUR | 100 | 119,336 | |||||
B&G Foods, Inc., 5.25%, 09/15/27 | USD | 5 | 5,203 | |||||
Ball Corp., 2.88%, 08/15/30. | 12 | 11,559 | ||||||
Bank of America Corp. | EUR | 100 | 126,260 | |||||
(3 mo. Euribor + 0.94%), 0.65%, 10/26/31(a) | 100 | 116,133 | ||||||
(3 mo. LIBOR US + 3.15%), 4.08%, 03/20/51(a) | USD | 1,875 | 2,081,826 | |||||
(SOFR + 1.65%), 3.48%, 03/13/52(a) | 193 | 196,664 | ||||||
BAT Capital Corp., 3.98%, 09/25/50 | 383 | 358,935 | ||||||
Bausch Health Americas, Inc.(b) | ||||||||
9.25%, 04/01/26 | 79 | 87,532 | ||||||
8.50%, 01/31/27 | 42 | 46,594 | ||||||
Bausch Health Cos., Inc.(b) | ||||||||
9.00%, 12/15/25 | 80 | 86,918 | ||||||
5.75%, 08/15/27 | 5 | 5,381 | ||||||
Beacon Roofing Supply, Inc., 4.88%, 11/01/25(b) | 35 | 35,787 | ||||||
Becton Dickinson & Co., 1.40%, 05/24/23 | EUR | 495 | 597,818 |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
Becton Dickinson Euro Finance Sarl, 0.63%, | EUR | 200 | $ | 237,899 | ||||
Berry Global, Inc.(b) | ||||||||
4.50%, 02/15/26 | USD | 15 | 15,375 | |||||
4.88%, 07/15/26 | 48 | 50,791 | ||||||
5.63%, 07/15/27 | 15 | 15,844 | ||||||
Booking Holdings, Inc., 0.10%, 03/08/25 | EUR | 350 | 411,593 | |||||
Boxer Parent Co., Inc., 6.50%, 10/02/25 | 300 | 374,396 | ||||||
Broadcom, Inc., 3.75%, 02/15/51(b) | USD | 372 | 355,712 | |||||
Brookfield Property REIT, Inc./BPR Cumulus | 17 | 17,502 | ||||||
Buckeye Partners LP, 4.15%, 07/01/23 | 4 | 4,105 | ||||||
Builders FirstSource, Inc., 6.75%, 06/01/27(b) | 7 | 7,534 | ||||||
Caesars Entertainment, Inc., 6.25%, 07/01/25(b) | 803 | 856,010 | ||||||
Caesars Resort Collection LLC/CRC Finco, Inc.(b) | ||||||||
5.75%, 07/01/25 | 68 | 71,760 | ||||||
5.25%, 10/15/25 | 42 | 42,155 | ||||||
Calpine Corp.(b) | ||||||||
5.25%, 06/01/26 | 33 | 33,932 | ||||||
4.50%, 02/15/28 | 34 | 34,286 | ||||||
5.13%, 03/15/28 | 38 | 38,177 | ||||||
Capital One Financial Corp., 1.65%, 06/12/29 | EUR | 400 | 498,165 | |||||
Catalent Pharma Solutions, Inc., 2.38%, 03/01/28 | 100 | 116,708 | ||||||
CCO Holdings LLC/CCO Holdings Capital Corp.(b) | ||||||||
5.75%, 02/15/26 | USD | 18 | 18,572 | |||||
5.50%, 05/01/26 | 25 | 25,783 | ||||||
5.13%, 05/01/27 | 54 | 57,095 | ||||||
5.38%, 06/01/29 | 25 | 26,812 | ||||||
4.75%, 03/01/30 | 83 | 86,009 | ||||||
4.50%, 08/15/30 | 27 | 27,518 | ||||||
Cedar Fair LP/Canada’s Wonderland Co./Magnum | 26 | 27,366 | ||||||
Centene Corp. | ||||||||
5.38%, 08/15/26(b) | 19 | 20,043 | ||||||
4.63%, 12/15/29 | 121 | 130,959 | ||||||
Charter Communications Operating LLC/Charter | ||||||||
3.50%, 06/01/41 | 209 | 198,212 | ||||||
3.70%, 04/01/51 | 170 | 159,002 | ||||||
Cheniere Energy Partners LP, 4.50%, 10/01/29 | 40 | 41,481 | ||||||
Cheniere Energy, Inc., 4.63%, 10/15/28(b) | 56 | 58,158 | ||||||
Churchill Downs, Inc., 4.75%, 01/15/28(b) | 4 | 4,137 | ||||||
Citgo Holding, Inc., 9.25%, 08/01/24(b) | 602 | 597,485 | ||||||
Citigroup, Inc.(a) | ||||||||
(SOFR + 4.55%), 5.32%, 03/26/41 | 153 | 196,984 | ||||||
Series V, (SOFR + 3.23%), 4.70%(i) | 10 | 10,070 | ||||||
Clarios Global LP/Clarios US Finance Co., 6.25%, | 25 | 26,551 | ||||||
CNX Resources Corp., 7.25%, 03/14/27(b) | 22 | 23,630 | ||||||
Coca-Cola Co., 1.00%, 03/09/41 | EUR | 170 | 194,694 | |||||
Comcast Corp. | ||||||||
3.45%, 02/01/50 | USD | 1,834 | 1,894,639 | |||||
4.95%, 10/15/58 | 10 | 13,084 | ||||||
Continental Resources, Inc. | ||||||||
5.00%, 09/15/22 | 19 | 19,015 | ||||||
4.38%, 01/15/28 | 30 | 31,545 | ||||||
Coty, Inc., 6.50%, 04/15/26(b) | 136 | 137,057 | ||||||
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26 | 21 | 21,777 |
10 |
|
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
Crown Castle International Corp., 3.25%, 01/15/51 | USD | 114 | $ | 104,934 | ||||
CrownRock LP/CrownRock Finance, Inc., 5.63%, 10/15/25(b) | 37 | 37,748 | ||||||
CSC Holdings LLC(b) | ||||||||
5.50%, 05/15/26 | 200 | 206,200 | ||||||
5.75%, 01/15/30 | 200 | 210,649 | ||||||
4.13%, 12/01/30 | 400 | 397,312 | ||||||
CVS Health Corp., 5.05%, 03/25/48 | 87 | 106,805 | ||||||
DAE Funding LLC(b) | ||||||||
2.63%, 03/20/25 | 835 | 839,697 | ||||||
3.38%, 03/20/28 | 380 | 376,200 | ||||||
DaVita, Inc., 4.63%, 06/01/30(b) | 1,478 | 1,505,875 | ||||||
DCP Midstream Operating LP | ||||||||
5.38%, 07/15/25 | 9 | 9,753 | ||||||
5.13%, 05/15/29 | 19 | 20,206 | ||||||
Dell International LLC/EMC Corp., 8.35%, | ||||||||
07/15/46(b) | 131 | 199,302 | ||||||
Diamond Sports Group LLC/Diamond Sports | ||||||||
Finance Co., 5.38%, 08/15/26(b) | 28 | 20,160 | ||||||
DISH DBS Corp., 7.75%, 07/01/26 | 89 | 98,232 | ||||||
DR Horton, Inc., 2.60%, 10/15/25 | 1,072 | 1,127,525 | ||||||
DraftKings, Inc., 0.00%, 03/15/28(b)(k)(l) | 174 | 172,173 | ||||||
Elanco Animal Health, Inc., 5.90%, 08/28/28 | 40 | 45,350 | ||||||
Encompass Health Corp., 4.50%, 02/01/28 | 15 | 15,362 | ||||||
Encore Capital Group, Inc., 4.88%, 10/15/25 | EUR | 100 | 123,550 | |||||
Endeavor Energy Resources LP/EER Finance, Inc.(b) | ||||||||
6.63%, 07/15/25 | USD | 41 | 43,818 | |||||
5.75%, 01/30/28 | 68 | 71,830 | ||||||
Energizer Holdings, Inc., 4.38%, 03/31/29(b) | 10 | 10,035 | ||||||
Energy Transfer Operating LP, 5.00%, 05/15/50 | 193 | 199,609 | ||||||
Enterprise Products Operating LLC, 3.20%, 02/15/52 | 394 | 359,404 | ||||||
Equinix, Inc., 2.95%, 09/15/51 | 228 | 200,722 | ||||||
ESH Hospitality, Inc., 4.63%, 10/01/27(b) | 24 | 25,383 | ||||||
Expedia Group, Inc., 6.25%, 05/01/25(b) | 268 | 309,999 | ||||||
Exxon Mobil Corp., 3.45%, 04/15/51 Fidelity National Information Services, Inc. | 1,837 | 1,855,098 | ||||||
0.75%, 05/21/23 | EUR | 230 | 274,265 | |||||
1.10%, 07/15/24 | 110 | 133,299 | ||||||
FirstEnergy Transmission LLC, 4.35%, | USD | 1,032 | 1,118,687 | |||||
Fiserv, Inc. | ||||||||
2.25%, 07/01/25 | GBP | 435 | 629,261 | |||||
1.63%, 07/01/30 | EUR | 265 | 334,334 | |||||
Ford Motor Co. | ||||||||
9.00%, 04/22/25 | USD | 124 | 150,178 | |||||
9.63%, 04/22/30 | 36 | 50,239 | ||||||
Ford Motor Credit Co. LLC | ||||||||
3.25%, 09/15/25 | EUR | 100 | 124,631 | |||||
2.33%, 11/25/25 | 100 | 120,260 | ||||||
4.13%, 08/17/27 | USD | 208 | 214,760 | |||||
5.11%, 05/03/29 | 247 | 265,142 | ||||||
General Electric Co., 4.35%, 05/01/50 | 2,137 | 2,371,952 | ||||||
General Motors Co., 5.95%, 04/01/49 | 239 | 303,271 | ||||||
General Motors Financial Co., Inc. | ||||||||
2.35%, 09/03/25 | GBP | 355 | 504,096 | |||||
0.85%, 02/26/26 | EUR | 100 | 118,739 | |||||
0.60%, 05/20/27 | 230 | 267,457 | ||||||
Gilead Sciences, Inc., 2.80%, 10/01/50 | USD | 223 | 198,199 | |||||
GLP Capital LP/GLP Financing II, Inc., 4.00%, 01/15/31 | 288 | 297,641 |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
Goodyear Tire & Rubber Co., 5.00%, 05/31/26 | USD | 15 | $ | 15,407 | ||||
Gray Television, Inc.(b) | ||||||||
5.88%, 07/15/26 | 18 | 18,653 | ||||||
7.00%, 05/15/27 | 18 | 19,575 | ||||||
Harsco Corp., 5.75%, 07/31/27(b) | 15 | 15,356 | ||||||
HCA, Inc. | ||||||||
5.88%, 02/01/29 | 24 | 27,960 | ||||||
3.50%, 09/01/30 | 26 | 26,220 | ||||||
Herc Holdings, Inc., 5.50%, 07/15/27(b) | 10 | 10,642 | ||||||
Hess Corp., 5.60%, 02/15/41 | 173 | 199,572 | ||||||
Hilton Domestic Operating Co., Inc., 4.88%, 01/15/30 | 43 | 45,614 | ||||||
Howard Hughes Corp., 5.38%, 08/01/28(b) | 18 | 18,923 | ||||||
iHeartCommunications, Inc. | ||||||||
6.38%, 05/01/26 | 38 | 40,267 | ||||||
4.75%, 01/15/28(b) | 24 | 24,180 | ||||||
International Business Machines Corp. | ||||||||
0.88%, 01/31/25 | EUR | 100 | 121,581 | |||||
4.25%, 05/15/49 | USD | 108 | 124,322 | |||||
IRB Holding Corp., 7.00%, 06/15/25(b) | 16 | 17,223 | ||||||
Iron Mountain, Inc.(b) | ||||||||
4.88%, 09/15/27 | 18 | 18,416 | ||||||
5.25%, 03/15/28 | 15 | 15,581 | ||||||
5.00%, 07/15/28 | 535 | 547,037 | ||||||
5.25%, 07/15/30 | 385 | 397,243 | ||||||
Jaguar Holding Co. II/PPD Development LP, 5.00%, 06/15/28(b) | 7 | 7,291 | ||||||
JBS Investments II GmbH, 7.00%, 01/15/26(b) | 200 | 212,884 | ||||||
JPMorgan Chase & Co. | ||||||||
0.63%, 01/25/24 | EUR | 1,105 | 1,320,545 | |||||
(SOFR + 2.44%), 3.11%, 04/22/51(a) | USD | 202 | 197,831 | |||||
Kaiser Aluminum Corp., 4.63%, 03/01/28(b) | 15 | 15,353 | ||||||
KAR Auction Services, Inc., 5.13%, 06/01/25(b) | 15 | 15,271 | ||||||
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC(b) | ||||||||
5.25%, 06/01/26 | 24 | 24,734 | ||||||
4.75%, 06/01/27 | 8 | 8,390 | ||||||
Kinder Morgan, Inc., 3.60%, 02/15/51 | 383 | 356,862 | ||||||
Kraft Heinz Foods Co., 5.00%, 07/15/35 | 15 | 17,264 | ||||||
Kroger Co., 3.95%, 01/15/50 | 146 | 157,761 | ||||||
L Brands, Inc., 6.88%, 07/01/25(b) | 20 | 22,224 | ||||||
Lamar Media Corp., 4.00%, 02/15/30 | 8 | 7,978 | ||||||
Lamb Weston Holdings, Inc., 4.88%, 05/15/28(b) | 5 | 5,399 | ||||||
Level 3 Financing, Inc. | ||||||||
5.25%, 03/15/26 | 27 | 27,810 | ||||||
4.25%, 07/01/28(b) | 715 | 723,087 | ||||||
3.63%, 01/15/29(b) | 23 | 22,281 | ||||||
Liberty Mutual Group, Inc., (5 year EUR Swap + | ||||||||
3.70%), 3.63%, 05/23/59(a) | EUR | 200 | 239,036 | |||||
Lowe’s Cos., Inc., 3.00%, 10/15/50 | USD | 170 | 158,562 | |||||
Lumen Technologies, Inc. | ||||||||
5.63%, 04/01/25 | 15 | 16,181 | ||||||
5.13%, 12/15/26(b) | 89 | 93,751 | ||||||
4.00%, 02/15/27(b) | 51 | 52,093 | ||||||
Series Y, 7.50%, 04/01/24 | 24 | 26,900 | ||||||
LYB International Finance III LLC, 3.63%, 04/01/51 | 108 | 106,389 | ||||||
Marriott International, Inc., Series FF, 4.63%, 06/15/30 | 81 | 90,614 | ||||||
Marriott Ownership Resorts, Inc., 6.13%, | 4 | 4,249 | ||||||
Masonite International Corp., 5.38%, 02/01/28(b) | 4 | 4,245 | ||||||
MasTec, Inc., 4.50%, 08/15/28(b) | 6 | 6,225 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 11 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
McDonald’s Corp. | ||||||||
1.00%, 11/15/23 | EUR | 100 | $ | 120,816 | ||||
4.45%, 09/01/48 | USD | 138 | 160,928 | |||||
Medtronic Global Holdings SCA | ||||||||
1.13%, 03/07/27 | EUR | 290 | 358,115 | |||||
2.25%, 03/07/39 | 100 | 136,915 | ||||||
Metropolitan Life Global Funding I | ||||||||
0.01%, 09/23/22 | 100 | 117,738 | ||||||
2.38%, 01/11/23 | 100 | 122,736 | ||||||
MGM Growth Properties Operating Partnership | ||||||||
LP/MGP Finance Co-Issuer, Inc. | ||||||||
4.63%, 06/15/25(b) | USD | 91 | 95,978 | |||||
4.50%, 09/01/26 | 15 | 15,699 | ||||||
5.75%, 02/01/27 | 37 | 40,790 | ||||||
MGM Resorts International | ||||||||
6.75%, 05/01/25 | 21 | 22,626 | ||||||
5.75%, 06/15/25 | 21 | 22,890 | ||||||
4.63%, 09/01/26 | 14 | 14,681 | ||||||
5.50%, 04/15/27 | 66 | 70,950 | ||||||
Morgan Stanley, (SOFR + 1.43%), 2.80%, 01/25/52(a) | 2,018 | 1,857,501 | ||||||
Motorola Solutions, Inc., 5.50%, 09/01/44 | 165 | 200,047 | ||||||
MPT Operating Partnership LP/MPT Finance Corp., 4.63%, 08/01/29 | 19 | 19,989 | ||||||
Navient Corp. | ||||||||
7.25%, 09/25/23 | 15 | 16,235 | ||||||
6.75%, 06/25/25 | 15 | 16,286 | ||||||
6.75%, 06/15/26 | 15 | 16,260 | ||||||
Netflix, Inc. | ||||||||
4.38%, 11/15/26 | 31 | 34,635 | ||||||
6.38%, 05/15/29 | 21 | 26,040 | ||||||
New Metro Global Ltd., 6.80%, 08/05/23 | 200 | 209,875 | ||||||
Nexstar Broadcasting, Inc., 5.63%, 07/15/27(b) | 25 | 26,203 | ||||||
NextEra Energy Operating Partners LP, 4.50%, 09/15/27(b) | 6 | 6,488 | ||||||
NRG Energy, Inc. | ||||||||
3.75%, 06/15/24(b) | 20 | 21,418 | ||||||
7.25%, 05/15/26 | 9 | 9,360 | ||||||
4.45%, 06/15/29(b) | 40 | 43,595 | ||||||
5.25%, 06/15/29(b) | 31 | 33,170 | ||||||
NuStar Logistics LP, 5.75%, 10/01/25 | 200 | 214,104 | ||||||
OI European Group BV, 2.88%, 02/15/25 | EUR | 200 | 237,003 | |||||
ONE Gas Inc., 2.00%, 05/15/30 | USD | 35 | 33,101 | |||||
Oracle Corp. | ||||||||
3.40%, 07/08/24 | 105 | 112,818 | ||||||
3.60%, 04/01/50 | 1,875 | 1,816,091 | ||||||
3.95%, 03/25/51 | 191 | 196,895 | ||||||
Outfront Media Capital LLC/Outfront Media Capital Corp.(b) | ||||||||
5.00%, 08/15/27 | 15 | 15,150 | ||||||
4.63%, 03/15/30 | 15 | 14,438 | ||||||
Owens-Brockway Glass Container, Inc., 5.88%, 08/15/23(b) | 19 | 20,354 | ||||||
Park Intermediate Holdings LLC/PK Domestic | ||||||||
Property LLC/PK Finance Co. Issuer, 7.50%, 06/01/25(b) | 15 | 16,394 | ||||||
Park Intermediate Holdings LLC/PK Domestic | ||||||||
Property LLC/PK Finance Co.Issuer, 5.88%, 10/01/28(b) | 67 | 71,037 |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
PennyMac Financial Services, Inc., 5.38%, 10/15/25(b) | USD | 15 | $ | 15,548 | ||||
PG&E Corp., 5.00%, 07/01/28 | 275 | 290,531 | ||||||
Philip Morris International, Inc. | ||||||||
0.13%, 08/03/26 | EUR | 260 | 301,719 | |||||
3.13%, 06/03/33 | 165 | 233,334 | ||||||
2.00%, 05/09/36 | 200 | 249,619 | ||||||
Post Holdings, Inc.(b) | ||||||||
5.50%, 12/15/29 | USD | 20 | 21,416 | |||||
4.63%, 04/15/30 | 74 | 74,185 | ||||||
Prime Security Services Borrower LLC/Prime Finance, Inc.(b) | ||||||||
3.38%, 08/31/27 | 13 | 12,610 | ||||||
6.25%, 01/15/28 | 59 | 61,418 | ||||||
Procter & Gamble Co., 0.63%, 10/30/24 | EUR | 150 | 181,057 | |||||
Prologis Euro Finance LLC | ||||||||
0.63%, 09/10/31 | 200 | 232,495 | ||||||
1.50%, 09/10/49 | 100 | 113,838 | ||||||
Quicken Loans LLC/Quicken Loans Co.Issuer, Inc., | ||||||||
3.88%, 03/01/31(b) | USD | 34 | 32,725 | |||||
Radiate Holdco LLC/Radiate Finance, Inc., 4.50%, 09/15/26(b) | 8 | 8,090 | ||||||
Rockies Express Pipeline LLC, 4.95%, 07/15/29(b) | 17 | 17,361 | ||||||
Sally Holdings LLC/Sally Capital, Inc., 5.63%, 12/01/25 | 17 | 17,531 | ||||||
Sasol Financing USA LLC | ||||||||
4.38%, 09/18/26 | 455 | 464,168 | ||||||
5.50%, 03/18/31 | 945 | 926,100 | ||||||
SASOL Financing USA LLC, 5.88%, 03/27/24 | 249 | 263,000 | ||||||
Scenery Journey Ltd., 13.00%, 11/06/22 | 200 | 186,375 | ||||||
Scientific Games International, Inc., 5.00%, | 73 | 75,606 | ||||||
Select Medical Corp., 6.25%, 08/15/26(b) | 530 | 563,263 | ||||||
Service Properties Trust | ||||||||
5.00%, 08/15/22 | 409 | 415,106 | ||||||
4.35%, 10/01/24 | 7 | 6,959 | ||||||
7.50%, 09/15/25 | 79 | 89,777 | ||||||
SES SA | ||||||||
1.63%, 03/22/26 | EUR | 295 | 368,646 | |||||
(5 year EUR Swap + 5.40%), 5.63%(a)(i) | 200 | 258,205 | ||||||
Silgan Holdings, Inc., 3.25%, 03/15/25 | 100 | 118,091 | ||||||
Sirius XM Radio, Inc.(b) | ||||||||
5.00%, 08/01/27 | USD | 39 | 40,913 | |||||
4.13%, 07/01/30 | 26 | 26,030 | ||||||
Six Flags Entertainment Corp., 4.88%, 07/31/24(b) | 24 | 24,231 | ||||||
Six Flags Theme Parks, Inc., 7.00%, 07/01/25(b) | 7 | 7,569 | ||||||
SM Energy Co., 10.00%, 01/15/25(b) | 668 | 751,500 | ||||||
Specialty Building Products Holdings LLC/SBP | ||||||||
Finance Corp., 6.38%, 09/30/26(b) | 18 | 18,585 | ||||||
Sprint Corp., 7.63%, 03/01/26 | 15 | 18,371 | ||||||
Standard Industries, Inc.(b) | ||||||||
4.75%, 01/15/28 | 16 | 16,586 | ||||||
4.38%, 07/15/30 | 21 | 21,189 | ||||||
Steel Dynamics, Inc. | ||||||||
3.25%, 01/15/31 | 25 | 26,458 | ||||||
3.25%, 10/15/50 | 212 | 197,830 | ||||||
Stericycle, Inc., 5.38%, 07/15/24(b) | 18 | 18,585 | ||||||
Stryker Corp., 0.75%, 03/01/29 | EUR | 100 | 119,379 |
12 |
|
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | 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(b) | USD | 32 | $ | 33,400 | ||||
Sunoco LP/Sunoco Finance Corp., 5.50%, 02/15/26 . | 41 | 42,119 | ||||||
Targa Resources Partners LP/Targa Resources Partners Finance Corp. | ||||||||
5.88%, 04/15/26 | 57 | 59,672 | ||||||
5.50%, 03/01/30 | 43 | 45,150 | ||||||
Taylor Morrison Communities, Inc., 5.88%, 06/15/27(b) | 3 | 3,315 | ||||||
TEGNA, Inc. | ||||||||
4.75%, 03/15/26(b) | 80 | 84,900 | ||||||
4.63%, 03/15/28 | 31 | 31,542 | ||||||
Tenet Healthcare Corp. | ||||||||
4.63%, 09/01/24(b) | 10 | 10,288 | ||||||
7.50%, 04/01/25(b) | 7 | 7,558 | ||||||
5.13%, 05/01/25 | 24 | 24,337 | ||||||
4.88%, 01/01/26(b) | 34 | 35,352 | ||||||
6.25%, 02/01/27(b) | 25 | 26,397 | ||||||
4.63%, 06/15/28(b) | 46 | 47,149 | ||||||
Terex Corp., 5.63%, 02/01/25(b) | 8 | 8,225 | ||||||
Texas Eastern Transmission LP, 2.80%, 10/15/22(b) | 20 | 20,500 | ||||||
T-Mobile USA, Inc. | ||||||||
4.75%, 02/01/28 | 15 | 15,949 | ||||||
4.50%, 04/15/50(b) | 144 | 161,696 | ||||||
3.30%, 02/15/51(b) | 215 | 200,933 | ||||||
Transcontinental Gas Pipe Line Co. LLC, 4.60%, 03/15/48 | 9 | 10,219 | ||||||
TransDigm, Inc. | ||||||||
8.00%, 12/15/25(b) | 191 | 207,999 | ||||||
6.25%, 03/15/26(b) | 119 | 126,164 | ||||||
6.38%, 06/15/26 | 66 | 68,227 | ||||||
Travel & Leisure Co., 6.63%, 07/31/26(b) | 212 | 240,694 | ||||||
TreeHouse Foods, Inc., 4.00%, 09/01/28 | 4 | 4,028 | ||||||
Tri Pointe Homes, Inc., 5.70%, 06/15/28 | 25 | 27,630 | ||||||
U.S. Foods, Inc., 6.25%, 04/15/25(b) | 9 | 9,648 | ||||||
UGI International LLC, 3.25%, 11/01/25 | EUR | 100 | 119,773 | |||||
Under Armour, Inc., 3.25%, 06/15/26 | USD | 6 | 6,004 | |||||
United Airlines Pass-Through Trust | ||||||||
Series 16-2, Class B, 3.65%, 04/07/27 | 4 | 4,373 | ||||||
Series 2014-2, Class B, 4.63%, 03/03/24 | 9 | 9,506 | ||||||
Series 2015-1, Class AA, 3.45%, 06/01/29 | 1 | 818 | ||||||
Series 2019-2, Class B, 3.50%, 05/01/28 | 61 | 59,537 | ||||||
Series AA, 2.88%, 04/07/30 | 7 | 6,833 | ||||||
Series AA, Class AA, 2.70%, 11/01/33 | 75 | 72,723 | ||||||
Series B, 4.75%, 10/11/23 | 3 | 2,541 | ||||||
United Rentals North America, Inc. | ||||||||
5.88%, 09/15/26 | 34 | 35,572 | ||||||
5.50%, 05/15/27 | 24 | 25,596 | ||||||
4.88%, 01/15/28 | 42 | 44,242 | ||||||
3.88%, 02/15/31 | 101 | 101,505 | ||||||
UnitedHealth Group, Inc. | ||||||||
2.90%, 05/15/50 | 167 | 159,922 | ||||||
3.13%, 05/15/60 | 205 | 201,246 | ||||||
Vail Resorts, Inc., 6.25%, 05/15/25(b) | 6 | 6,398 | ||||||
Valvoline, Inc., 4.25%, 02/15/30(b) | 6 | 6,120 | ||||||
Verizon Communications, Inc. | ||||||||
1.88%, 09/19/30 | GBP | 270 | 371,305 | |||||
2.88%, 11/20/50 | USD | 252 | 223,973 | |||||
3.55%, 03/22/51 | 218 | 217,694 | ||||||
3.00%, 11/20/60 | 508 | 441,032 |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
Verizon Communications, Inc. (continued) | ||||||||
3.70%, 03/22/61 | USD | 1,295 | $ | 1,279,612 | ||||
ViacomCBS, Inc., 4.95%, 05/19/50 | 169 | 198,094 | ||||||
ViaSat, Inc., 5.63%, 04/15/27(b) | 6 | 6,293 | ||||||
VICI Properties LP/VICI Note Co., Inc.(b) | ||||||||
3.50%, 02/15/25 | 8 | 8,145 | ||||||
4.25%, 12/01/26 | 35 | 35,808 | ||||||
4.63%, 12/01/29 | 24 | 24,897 | ||||||
Vistra Operations Co. LLC, 5.50%, 09/01/26(b) | 17 | 17,616 | ||||||
Wells Fargo & Co. | ||||||||
0.50%, 04/26/24 | EUR | 750 | 892,262 | |||||
2.00%, 07/28/25 | GBP | 185 | 263,281 | |||||
2.00%, 04/27/26 | EUR | 135 | 171,756 | |||||
Williams Scotsman International, Inc., 4.63%, 08/15/28(b) | USD | 3 | 3,056 | |||||
WMG Acquisition Corp., 3.88%, 07/15/30(b) | 5 | 5,048 | ||||||
WPX Energy, Inc. | ||||||||
5.25%, 10/15/27(e) | 4 | 4,262 | ||||||
4.50%, 01/15/30 | 30 | 32,304 | ||||||
Wyndham Hotels & Resorts, Inc.(b) | ||||||||
5.38%, 04/15/26 | 12 | 12,270 | ||||||
4.38%, 08/15/28 | 34 | 34,391 | ||||||
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.(b) | ||||||||
5.50%, 03/01/25 | 28 | 29,582 | ||||||
5.25%, 05/15/27 | 75 | 78,535 | ||||||
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.(b) | ||||||||
7.75%, 04/15/25 | 41 | 44,447 | ||||||
5.13%, 10/01/29 | 51 | 52,198 | ||||||
Yum! Brands, Inc.(b) | ||||||||
7.75%, 04/01/25 | 7 | 7,656 | ||||||
4.75%, 01/15/30 | 42 | 44,407 | ||||||
Zayo Group Holdings, Inc., 4.00%, 03/01/27(b) | 13 | 12,773 | ||||||
|
| |||||||
64,265,981 | ||||||||
|
| |||||||
Total Corporate Bonds — 24.6% | 237,193,035 | |||||||
|
| |||||||
Floating Rate Loan Interests(a) |
| |||||||
Mexico — 0.0% |
| |||||||
Credito Real SAB de CV Sofom ENR, Term Loan B, (3 mo. LIBOR + 3.75%), 3.93%, 02/17/23(c) | 85 | 83,130 | ||||||
|
| |||||||
United States — 1.1% | ||||||||
Athenahealth, Inc., 2021 Term Loan B1, (3 mo. LIBOR + 4.25%), 4.45%, 02/11/26 | 218 | 218,181 | ||||||
Avantor Funding, Inc., 2020 Incremental Term Loan B4, (1 mo. LIBOR + 2.25%, 1.00% Floor), 3.25%, 11/06/27 | 848 | 847,451 | ||||||
City Brewing Company LLC, 4.50%, 03/30/28(c) | 711 | 707,445 | ||||||
Foundation Building Materials Holding Company LLC | ||||||||
2021 Delayed Draw Term Loan, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 02/10/28 | 73 | 72,676 | ||||||
2021 Term Loan, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 02/10/28 | 127 | 125,669 | ||||||
Granite Acquisition Inc., 2021 Term Loan B, 03/31/28(j)(n) | 299 | 297,879 | ||||||
IRB Holding Corp, 2020 Fourth Amendment Incremental Term Loan, 12/15/27(j)(n) | 848 | 846,013 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 13 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
Leslie’s Poolmart, Inc., 2021 Term Loan B, 03/04/28(j)(n) | USD | 650 | $ | 645,665 | ||||
Park River Holdings, Inc., Term Loan, | 352 | 349,582 | ||||||
Playtika Holding Corp., 2021 Term Loan, | 795 | 790,031 | ||||||
Select Medical Corp., 2017 Term Loan B, (1 mo. LIBOR + 2.25%), 2.36%, 03/06/25 | 850 | 844,075 | ||||||
Shearer’s Foods, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 09/23/27 | 848 | 845,620 | ||||||
Signal Parent, Inc, Term Loan B, 03/25/28(c)(j)(n) | 835 | 828,737 | ||||||
The Enterprise Development Authority, Term Loan B, 02/18/28(c)(j)(n) | 761 | 762,903 | ||||||
Triton Water Holdings, Inc, Term Loan, | 858 | 853,976 | ||||||
Woof Holdings, Inc., 1st Lien Term Loan, | 850 | 845,750 | ||||||
|
| |||||||
9,881,653 | ||||||||
|
| |||||||
Total Floating Rate Loan Interests — 1.1% |
| 9,964,783 | ||||||
|
| |||||||
Foreign Agency Obligations |
| |||||||
Albania — 0.1% |
| |||||||
Albania Government International Bond, 3.50%, 06/16/27 | EUR | 403 | 503,317 | |||||
|
| |||||||
Argentina — 0.1% | ||||||||
Argentine Republic Government International Bond, 1.13%, 07/09/35(o) | USD | 4,559 | 1,344,905 | |||||
|
| |||||||
Australia — 0.8% | ||||||||
Australia Government Bond | ||||||||
2.00%, 12/21/21 | AUD | 210 | 161,739 | |||||
5.75%, 07/15/22 | 320 | 260,691 | ||||||
2.75%, 04/21/24 | 130 | 106,638 | ||||||
4.75%, 04/21/27 | 220 | 203,939 | ||||||
2.25%, 05/21/28 | 90 | 72,954 | ||||||
3.75%, 04/21/37 | 80 | 72,852 | ||||||
3.00%, 03/21/47 | 5,000 | 4,038,740 | ||||||
1.75%, 06/21/51 | 4,040 | 2,455,151 | ||||||
|
| |||||||
7,372,704 | ||||||||
Austria(b) — 0.1% | ||||||||
Republic of Austria Government Bond | ||||||||
0.75%, 02/20/28 | EUR | 556 | 702,872 | |||||
1.50%, 02/20/47 | 222 | 326,312 | ||||||
|
| |||||||
1,029,184 | ||||||||
Bahrain — 0.2% | ||||||||
Bahrain Government International Bond | ||||||||
7.00%, 01/26/26 | USD | 200 | 230,000 | |||||
4.25%, 01/25/28(b) | 200 | 198,383 | ||||||
6.00%, 09/19/44 | 1,269 | 1,184,532 | ||||||
7.50%, 09/20/47 | 240 | 249,000 | ||||||
CBB International Sukuk Programme Co. SPC, 6.25%, 11/14/24(b) | 200 | 219,688 | ||||||
|
| |||||||
2,081,603 |
Security | Par (000) | Value | ||||||
Belgium(b) — 0.2% | ||||||||
Belgium Government Bond, 1.60%, 06/22/47 | EUR | 351 | $ | 497,050 | ||||
Kingdom of Belgium Government Bond, 0.80%, 06/22/28 | 855 | 1,085,378 | ||||||
|
| |||||||
1,582,428 | ||||||||
Brazil — 0.1% | ||||||||
Brazilian Government International Bond | ||||||||
4.63%, 01/13/28 | USD | 200 | 211,500 | |||||
3.88%, 06/12/30 | 342 | 331,526 | ||||||
|
| |||||||
543,026 | ||||||||
Canada — 0.1% | ||||||||
Canadian Government Bond | ||||||||
5.75%, 06/01/33 | CAD | 170 | 195,011 | |||||
5.00%, 06/01/37 | 90 | 103,533 | ||||||
4.00%, 06/01/41 | 280 | 301,093 | ||||||
3.50%, 12/01/45 | 140 | 144,721 | ||||||
2.75%, 12/01/48 | 210 | 194,627 | ||||||
|
| |||||||
938,985 | ||||||||
Chile — 0.1% | ||||||||
Chile Government International Bond | ||||||||
2.45%, 01/31/31 | USD | 200 | 201,187 | |||||
3.50%, 01/25/50 | 260 | 264,794 | ||||||
|
| |||||||
465,981 | ||||||||
China — 6.8% | ||||||||
China Development Bank | ||||||||
3.30%, 02/01/24 | CNY | 1,400 | 213,519 | |||||
2.89%, 06/22/25 | 13,800 | 2,059,582 | ||||||
China Government Bond | ||||||||
3.19%, 04/11/24 | 1,400 | 215,043 | ||||||
2.94%, 10/17/24 | 8,500 | 1,294,221 | ||||||
2.41%, 06/19/25 | 79,500 | 11,831,172 | ||||||
2.85%, 06/04/27 | 55,200 | 8,242,688 | ||||||
3.25%, 11/22/28 | 100 | 15,238 | ||||||
3.29%, 05/23/29 | 119,300 | 18,219,645 | ||||||
3.13%, 11/21/29 | 7,280 | 1,098,674 | ||||||
2.68%, 05/21/30 | 141,180 | 20,529,522 | ||||||
3.27%, 11/19/30 | 5,400 | 826,443 | ||||||
3.86%, 07/22/49 | 7,230 | 1,123,852 | ||||||
|
| |||||||
65,669,599 | ||||||||
Colombia — 0.2% | ||||||||
Colombia Government International Bond | ||||||||
8.13%, 05/21/24 | USD | 100 | 119,375 | |||||
3.88%, 04/25/27 | 200 | 213,812 | ||||||
4.50%, 03/15/29 | 500 | 546,094 | ||||||
3.00%, 01/30/30 | 200 | 195,438 | ||||||
3.13%, 04/15/31 | 200 | 195,750 | ||||||
4.13%, 05/15/51 | 200 | 190,250 | ||||||
|
| |||||||
1,460,719 | ||||||||
Croatia — 0.1% | ||||||||
Croatia Government International Bond, 1.50%, 06/17/31 | EUR | 395 | 486,956 | |||||
|
| |||||||
Denmark — 0.0% | ||||||||
Denmark Government Bond | ||||||||
1.50%, 11/15/23 | DKK | 200 | 33,195 | |||||
1.75%, 11/15/25 | 500 | 86,856 | ||||||
4.50%, 11/15/39 | 450 | 126,120 | ||||||
|
| |||||||
246,171 |
14 |
|
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Dominican Republic — 0.2% | ||||||||
Dominican Republic International Bond | ||||||||
6.88%, 01/29/26 | USD | 100 | $ | 115,750 | ||||
5.95%, 01/25/27 | 299 | 335,254 | ||||||
4.50%, 01/30/30(b) | 750 | 753,516 | ||||||
4.88%, 09/23/32(b) | 330 | 333,300 | ||||||
6.40%, 06/05/49 | 183 | 191,635 | ||||||
|
| |||||||
1,729,455 | ||||||||
Ecuador — 0.0% | ||||||||
Ecuador Government International Bond, 1.00%, 07/31/35(o) | 380 | 173,850 | ||||||
|
| |||||||
Egypt — 0.7% | ||||||||
Egypt Government International Bond | ||||||||
5.75%, 05/29/24(b) | 559 | 585,727 | ||||||
5.88%, 06/11/25 | 556 | 585,885 | ||||||
5.25%, 10/06/25(b) | 200 | 207,250 | ||||||
7.60%, 03/01/29 | 300 | 318,750 | ||||||
5.88%, 02/16/31(b) | 684 | 639,540 | ||||||
6.38%, 04/11/31(b) | EUR | 1,245 | 1,498,337 | |||||
7.63%, 05/29/32 | USD | 702 | 716,479 | |||||
8.50%, 01/31/47(b) | 296 | 293,595 | ||||||
7.90%, 02/21/48 | 451 | 423,517 | ||||||
8.88%, 05/29/50(b) | 1,121 | 1,144,121 | ||||||
|
| |||||||
6,413,201 | ||||||||
France — 0.1% | ||||||||
France Government Bond OAT | ||||||||
2.50%, 05/25/30 | EUR | 40 | 58,243 | |||||
1.50%, 05/25/31 | 190 | 257,446 | ||||||
5.75%, 10/25/32 | 100 | 194,831 | ||||||
French Republic Government Bond OAT(b) | ||||||||
1.50%, 05/25/50 | 266 | 372,832 | ||||||
0.50%, 05/25/72 | 160 | 152,636 | ||||||
|
| |||||||
1,035,988 | ||||||||
Ghana(b)(j) — 0.2% | ||||||||
Ghana Government International Bond, 8.63%, 04/07/34 | USD | 1,126 | 1,105,844 | |||||
Ghana Republic Government Bond, 8.88%, 05/07/42 | 803 | 771,081 | ||||||
|
| |||||||
1,876,925 | ||||||||
Greece — 0.8% | ||||||||
Hellenic Republic Government Bond | ||||||||
3.50%, 01/30/23 | EUR | 9 | 10,742 | |||||
2.00%, 04/22/27(b) | 411 | 529,021 | ||||||
3.75%, 01/30/28 | 137 | 195,227 | ||||||
3.88%, 03/12/29(b) | 615 | 901,802 | ||||||
1.50%, 06/18/30(b) | 2,847 | 3,564,512 | ||||||
0.75%, 06/18/31(b) | 1,025 | 1,188,284 | ||||||
3.90%, 01/30/33 | 12 | 18,839 | ||||||
4.00%, 01/30/37 | 10 | 15,690 | ||||||
4.20%, 01/30/42 | 9 | 16,521 | ||||||
1.88%, 01/24/52(b) | 1,150 | 1,339,513 | ||||||
|
| |||||||
7,780,151 | ||||||||
Hungary — 0.0% | ||||||||
Hungary Government International Bond, 1.75%, | ||||||||
06/05/35 | 347 | 434,649 | ||||||
|
| |||||||
Indonesia — 0.5% | ||||||||
Indonesia Government International Bond 4.75%, 01/08/26 | USD | 200 | 226,437 |
Security | Par (000) | Value | ||||||
Indonesia (continued) | ||||||||
Indonesia Government International Bond (continued) | ||||||||
4.10%, 04/24/28 | USD | 400 | $ | 442,375 | ||||
4.75%, 02/11/29 | 493 | 565,772 | ||||||
4.63%, 04/15/43 | 200 | 221,187 | ||||||
4.75%, 07/18/47 | 200 | 225,250 | ||||||
Indonesia Treasury Bond | ||||||||
6.50%, 06/15/25 | IDR | 5,061,000 | 356,970 | |||||
6.50%, 02/15/31 | 19,369,000 | 1,309,524 | ||||||
7.50%, 06/15/35 | 12,168,000 | 856,710 | ||||||
7.38%, 05/15/48 | 10,223,000 | 686,093 | ||||||
|
| |||||||
4,890,318 | ||||||||
Israel — 0.0% | ||||||||
Israel Government International Bond, 2.75%, 07/03/30 | USD | 200 | 209,375 | |||||
|
| |||||||
Italy — 1.3% | ||||||||
Italy Buoni Poliennali Del Tesoro | ||||||||
1.45%, 09/15/22 | EUR | 603 | 725,992 | |||||
0.95%, 03/01/23 | 5,204 | 6,255,751 | ||||||
4.75%, 09/01/44(b) | 232 | 448,087 | ||||||
1.50%, 04/30/45(b) | 621 | 731,640 | ||||||
3.85%, 09/01/49(b) | 700 | 1,238,985 | ||||||
2.45%, 09/01/50(b) | 1,785 | 2,487,851 | ||||||
0.15%, 05/15/51(b) | 488 | 575,001 | ||||||
2.80%, 03/01/67(b) | 120 | 175,785 | ||||||
|
| |||||||
12,639,092 | ||||||||
Japan — 1.4% | ||||||||
Japan Government Thirty Year Bond | ||||||||
0.40%, 09/20/49 | JPY | 1,500,000 | 12,659,065 | |||||
0.60%, 09/20/50 | 140,000 | 1,241,837 | ||||||
|
| |||||||
13,900,902 | ||||||||
Mexico — 0.2% | ||||||||
Mexico Government International Bond | ||||||||
4.15%, 03/28/27 | USD | 341 | 378,169 | |||||
4.50%, 04/22/29 | 450 | 497,531 | ||||||
2.66%, 05/24/31 | 230 | 218,141 | ||||||
4.75%, 04/27/32 | 500 | 554,219 | ||||||
6.05%, 01/11/40 | 200 | 239,375 | ||||||
4.75%, 03/08/44 | 244 | 255,514 | ||||||
4.50%, 01/31/50 | 200 | 202,062 | ||||||
|
| |||||||
2,345,011 | ||||||||
Morocco(b) — 0.1% | ||||||||
Morocco Government International Bond | ||||||||
3.00%, 12/15/32 | 242 | 226,572 | ||||||
4.00%, 12/15/50 | 510 | 451,350 | ||||||
|
| |||||||
677,922 | ||||||||
Netherlands — 0.1% | ||||||||
Netherlands Government Bond, 2.75%, 01/15/47(b) | EUR | 311 | 594,424 | |||||
|
| |||||||
New Zealand — 0.0% | ||||||||
New Zealand Government Bond | ||||||||
6.00%, 05/15/21 | NZD | 140 | 98,383 | |||||
2.75%, 04/15/25 | 100 | 75,451 | ||||||
|
| |||||||
173,834 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 15 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Oman — 0.0% |
| |||||||
Oman Government International Bond | ||||||||
6.50%, 03/08/47 | USD | 263 | $ | 247,877 | ||||
6.75%, 01/17/48 | 200 | 192,063 | ||||||
|
| |||||||
439,940 | ||||||||
Panama — 0.3% | ||||||||
Banco Latinoamericano de Comercio Exterior SA, 2.38%, 09/14/25(b) | 823 | 835,345 | ||||||
Panama Government International Bond | ||||||||
3.88%, 03/17/28 | 200 | 218,000 | ||||||
3.16%, 01/23/30 | 200 | 207,875 | ||||||
2.25%, 09/29/32 | 245 | 232,061 | ||||||
6.70%, 01/26/36 | 400 | 538,125 | ||||||
4.50%, 05/15/47 | 200 | 220,375 | ||||||
4.50%, 04/16/50 | 200 | 219,937 | ||||||
|
| |||||||
2,471,718 | ||||||||
Paraguay — 0.1% | ||||||||
Paraguay Government International Bond | ||||||||
5.00%, 04/15/26 | 200 | 224,562 | ||||||
4.95%, 04/28/31(b) | 450 | 506,391 | ||||||
5.40%, 03/30/50 | 200 | 223,750 | ||||||
|
| |||||||
954,703 | ||||||||
Peru — 0.2% | ||||||||
Peruvian Government International Bond | ||||||||
7.35%, 07/21/25 | 100 | 123,781 | ||||||
2.39%, 01/23/26 | 50 | 51,469 | ||||||
4.13%, 08/25/27 | 167 | 186,727 | ||||||
2.84%, 06/20/30 | 66 | 66,990 | ||||||
2.78%, 01/23/31 | 307 | 307,288 | ||||||
1.86%, 12/01/32 | 57 | 51,977 | ||||||
6.55%, 03/14/37 | 350 | 474,031 | ||||||
3.30%, 03/11/41 | 196 | 191,590 | ||||||
5.63%, 11/18/50 | 16 | 21,240 | ||||||
|
| |||||||
1,475,093 | ||||||||
Philippines — 0.0% | ||||||||
Philippine Government International Bond | ||||||||
3.75%, 01/14/29 | 200 | 221,438 | ||||||
2.95%, 05/05/45 | 200 | 186,625 | ||||||
|
| |||||||
408,063 | ||||||||
Qatar — 0.1% | ||||||||
Qatar Government International Bond | ||||||||
4.50%, 04/23/28 | 486 | 566,797 | ||||||
4.00%, 03/14/29(b) | 200 | 227,000 | ||||||
6.40%, 01/20/40 | 200 | 285,625 | ||||||
4.40%, 04/16/50(b) | 215 | 249,400 | ||||||
|
| |||||||
1,328,822 | ||||||||
Romania — 0.2% | ||||||||
Romanian Government International Bond | ||||||||
3.62%, 05/26/30 | EUR | 748 | 1,008,318 | |||||
3.00%, 02/14/31(b) | USD | 308 | 308,289 | |||||
6.13%, 01/22/44(b) | 200 | 253,875 | ||||||
4.00%, 02/14/51 | 96 | 92,610 | ||||||
|
| |||||||
1,663,092 | ||||||||
Russia — 0.8% | ||||||||
Russian Federal Bond - OFZ | ||||||||
7.75%, 09/16/26 | RUB | 227,116 | 3,152,079 | |||||
7.65%, 04/10/30 | 202,095 | 2,800,731 |
Security | Par (000) | Value | ||||||
Russia (continued) | ||||||||
Russian Federal Bond - OFZ (continued) | ||||||||
8.50%, 09/17/31 | RUB | 23,948 | $ | 352,014 | ||||
Russian Foreign Bond - Eurobond | ||||||||
4.75%, 05/27/26 | USD | 400 | 447,750 | |||||
4.25%, 06/23/27 | 400 | 437,800 | ||||||
5.25%, 06/23/47 | 400 | 475,750 | ||||||
|
| |||||||
7,666,124 | ||||||||
Saudi Arabia — 0.1% | ||||||||
Saudi Government International Bond | ||||||||
3.63%, 03/04/28 | 311 | 336,949 | ||||||
4.38%, 04/16/29(b) | 200 | 227,688 | ||||||
4.50%, 04/17/30 | 228 | 262,485 | ||||||
4.63%, 10/04/47 | 300 | 336,000 | ||||||
|
| |||||||
1,163,122 | ||||||||
South Africa — 0.0% | ||||||||
Republic of South Africa Government International Bond | ||||||||
5.88%, 05/30/22 | 100 | 105,469 | ||||||
4.88%, 04/14/26 | 200 | 210,250 | ||||||
|
| |||||||
315,719 | ||||||||
Spain(b) — 0.6% | ||||||||
Spain Government Bond | ||||||||
0.50%, 04/30/30 | EUR | 4,400 | 5,292,974 | |||||
1.25%, 10/31/30 | 431 | 552,070 | ||||||
|
| |||||||
5,845,044 | ||||||||
Sri Lanka — 0.0% | ||||||||
Sri Lanka Government International Bond | ||||||||
6.85%, 03/14/24 | USD | 200 | 127,438 | |||||
6.35%, 06/28/24 | 200 | 127,687 | ||||||
|
| |||||||
255,125 | ||||||||
Sweden — 0.0% | ||||||||
Sweden Government Bond | ||||||||
1.00%, 11/12/26 | SEK | 960 | 116,083 | |||||
3.50%, 03/30/39 | 250 | 41,911 | ||||||
|
| |||||||
157,994 | ||||||||
Ukraine — 0.7% | ||||||||
Ukraine Government International Bond | ||||||||
8.99%, 02/01/24 | USD | 346 | 383,714 | |||||
7.75%, 09/01/24 | 231 | 248,830 | ||||||
7.75%, 09/01/25(b) | 250 | 271,000 | ||||||
7.75%, 09/01/25 | 200 | 216,800 | ||||||
7.75%, 09/01/27 | 100 | 106,656 | ||||||
9.75%, 11/01/28 | 3,112 | 3,623,535 | ||||||
7.38%, 09/25/32 | 499 | 500,403 | ||||||
7.25%, 03/15/33 | 780 | 775,613 | ||||||
7.25%, 03/15/33(b) | 400 | 397,750 | ||||||
|
| |||||||
6,524,301 | ||||||||
United Kingdom — 0.6% | ||||||||
United Kingdom Gilt | ||||||||
1.75%, 09/07/22 | GBP | 200 | 282,485 | |||||
0.75%, 07/22/23 | 1,826 | 2,554,872 | ||||||
1.75%, 09/07/37 | 60 | 88,820 | ||||||
4.75%, 12/07/38 | 30 | 64,501 | ||||||
3.25%, 01/22/44 | 165 | 311,130 |
16 |
|
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
United Kingdom (continued) | ||||||||
United Kingdom Gilt (continued) | ||||||||
3.50%, 01/22/45 | GBP | 700 | $ | 1,381,168 | ||||
1.50%, 07/22/47 | 1,040 | 1,469,326 | ||||||
|
| |||||||
6,152,302 | ||||||||
Uruguay — 0.0% | ||||||||
Uruguay Government International Bond, 4.38%, 10/27/27 | USD | 314 | 356,303 | |||||
|
| |||||||
Total Foreign Agency Obligations — 18.2% | 175,778,140 | |||||||
|
| |||||||
Shares | ||||||||
Investment Companies | ||||||||
United States — 4.9% | ||||||||
Consumer Discretionary Select Sector SPDR Fund | 1,317 | 221,348 | ||||||
Financial Select Sector SPDR Fund | 4,836 | 164,666 | ||||||
Industrial Select Sector SPDR Fund | 5,842 | 575,145 | ||||||
InvesCo QQQ Trust, Series 1 | 9,800 | 3,127,474 | ||||||
iShares China Large-Cap ETF(p) | 8,938 | 417,047 | ||||||
iShares iBoxx $ High Yield Corporate Bond | 2,301 | 200,601 | ||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF(p) | 1,039 | 135,122 | ||||||
iShares JP Morgan USD Emerging Markets Bond ETF(p) | 17,451 | 1,900,065 | ||||||
iShares Latin America 40 ETF(p) | 9,782 | 270,081 | ||||||
iShares MSCI Brazil ETF(p) | 4,525 | 151,361 | ||||||
iShares MSCI Emerging Markets ETF(p) | 13,148 | 701,314 | ||||||
iShares Nasdaq Biotechnology ETF(p) | 493 | 74,226 | ||||||
iShares Russell 2000 ETF(p) | 476 | 105,168 | ||||||
iShares S&P 500 Value ETF(p) | 2,805 | 396,178 | ||||||
SPDR S&P 500 ETF Trust | 95,800 | 37,968,414 | ||||||
SPDR S&P Oil & Gas Exploration & Production ETF | 3,152 | 256,384 | ||||||
|
| |||||||
Total Investment Companies — 4.9% | 46,664,594 | |||||||
|
| |||||||
Par (000) | ||||||||
Municipal Bonds | ||||||||
California — 0.0% | ||||||||
California Pollution Control Financing Authority, RB, Series A, AMT, 5.00%, 11/21/45(b) | USD | 180 | 190,569 | |||||
|
| |||||||
Puerto Rico — 0.3% | ||||||||
Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue, RB | ||||||||
Series A-1, Restructured, 4.75%, 07/01/53 | 621 | 672,785 | ||||||
Series A-1, Restructured, 5.00%, 07/01/58 | 1,854 | 2,038,214 | ||||||
|
| |||||||
2,710,999 | ||||||||
|
| |||||||
Total Municipal Bonds — 0.3% | 2,901,568 | |||||||
|
|
Security | Par (000) | Value | ||||||
Non-Agency Mortgage-Backed Securities |
| |||||||
Cayman Islands — 0.0% | ||||||||
GPMT Ltd., Series 2018-FL1, Class A, (1 mo. LIBOR US + 0.90%), 1.01%, 11/21/35(a)(b) | USD | 37 | $ | 37,057 | ||||
|
| |||||||
United States — 6.1% | ||||||||
Arbor Multifamily Mortgage Securities Trust(b) | ||||||||
1.75%, 05/15/53 | 1,326 | 1,085,445 | ||||||
Series 2020-MF1, Class XA, 0.97%, 05/15/53(a) | 14,994 | 1,069,541 | ||||||
Atrium Hotel Portfolio Trust(a)(b) | ||||||||
Series 2017-ATRM, Class D, (1 mo. LIBOR US + 1.95%), 2.06%, 12/15/36. | 200 | 190,968 | ||||||
Series 2017-ATRM, Class E, (1 mo. LIBOR US + 3.05%), 3.16%, 12/15/36. | 150 | 141,962 | ||||||
BAMLL Commercial Mortgage Securities Trust, | ||||||||
Series 2017-SCH, Class DL, (1 mo. LIBOR US + 2.00%), 2.11%, 11/15/32(a)(b) | 150 | 123,977 | ||||||
Bank | ||||||||
Series 2020-BN29, Class C, 3.03%, 11/15/53(a) | 1,050 | 1,029,512 | ||||||
Series 2020-BN29, Class D, 2.50%, 11/15/53(b) | 420 | 369,800 | ||||||
BBCMS Mortgage Trust | ||||||||
Series 2017-C1, Class AS, 3.90%, 02/15/50 | 1,200 | 1,316,795 | ||||||
Series 2017-DELC, Class E, (1 mo. LIBOR US + 2.50%), 2.61%, 08/15/36(a)(b) | 1,400 | 1,391,302 | ||||||
Series 2018-TALL, Class D, (1 mo. LIBOR US + 1.45%), 1.55%, 03/15/37(a)(b) | 500 | 487,656 | ||||||
Benchmark Mortgage Trust, Series 2020-B21, Class XA, 1.46%, 12/17/53(a) | 5,048 | 545,290 | ||||||
BX Commercial Mortgage Trust(a)(b) | ||||||||
Series 2018-BIOA, Class E, (1 mo. LIBOR US + 1.95%), 2.06%, 03/15/37. | 1,380 | 1,379,985 | ||||||
Series 2018-IND, Class B, (1 mo. LIBOR US + 0.90%), 1.01%, 11/15/35 | 700 | 700,000 | ||||||
Series 2018-IND, Class C, (1 mo. LIBOR US + 1.10%), 1.21%, 11/15/35 | 700 | 700,000 | ||||||
Series 2018-IND, Class G, (1 mo. LIBOR US + 2.05%), 2.16%, 11/15/35 | 770 | 769,518 | ||||||
Series 2019-XL, Class F, (1 mo. LIBOR US + 2.00%), 2.11%, 10/15/36 | 940 | 939,945 | ||||||
Series 2019-XL, Class G, (1 mo. LIBOR US + 2.30%), 2.41%, 10/15/36. | 1,035 | 1,033,854 | ||||||
Series 2019-XL, Class J, (1 mo. LIBOR US + 2.65%), 2.76%, 10/15/36. | 752 | 751,938 | ||||||
Series 2020-BXLP, Class G, (1 mo. LIBOR US + 2.50%), 2.61%, 12/15/36. | 1,497 | 1,495,166 | ||||||
BX Trust(a)(b) | ||||||||
Series 2021-LBA, Class GJV, (1 mo. LIBOR US + 3.00%), 3.11%, 02/15/36 | 900 | 901,101 | ||||||
Series 2021-LBA, Class GV, (1 mo. LIBOR US + 3.00%), 3.11%, 02/15/36 | 900 | 901,101 | ||||||
Series 2021-MFM1, Class F, (1 mo. LIBOR US + 3.00%), 3.11%, 01/15/34 | 390 | 389,765 | ||||||
Series 2021-MFM1, Class G, (1 mo. LIBOR US + 3.90%), 4.01%, 01/15/34 | 760 | 759,544 | ||||||
BXP Trust(a)(b) | ||||||||
Series 2017-CC, Class D, 3.55%, 08/13/37 | 110 | 115,070 | ||||||
Series 2017-CC, Class E, 3.55%, 08/13/37 | 220 | 221,246 | ||||||
CFCRE Commercial Mortgage Trust(b) | ||||||||
Series 2018-TAN, Class A, 4.24%, 02/15/33 | 750 | 782,864 | ||||||
Series 2018-TAN, Class E, 6.45%, 02/15/33(a) | 1,000 | 1,036,346 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 17 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
Citigroup Commercial Mortgage Trust | ||||||||
Series 2014-GC25, Class C, 4.52%, | USD | 1,200 | $ | 1,295,475 | ||||
Series 2015-P1, Class A5, 3.72%, 09/15/48 | 375 | 411,428 | ||||||
Series 2016-C2, Class B, 3.18%, 08/10/49 | 750 | 769,817 | ||||||
Series 2016-GC36, Class A5, 3.62%, 02/10/49 | 375 | 410,122 | ||||||
Series 2019-PRM, Class C, 3.90%, | 1,000 | 1,046,483 | ||||||
Series 2020-420K, Class D, 3.31%, | 360 | 341,495 | ||||||
Series 2020-420K, Class X, 0.80%, | 20,000 | 1,409,400 | ||||||
Cold Storage Trust, Series 2020-ICE5, Class F, (1 mo. LIBOR US + 3.49%), 3.60%, | 983 | 989,147 | ||||||
COMM Mortgage Trust | ||||||||
Series 2014-CR21, Class A3, 3.53%, 12/10/47 | 343 | 365,514 | ||||||
Series 2015-LC19, Class A4, 3.18%, 02/10/48 | 500 | 535,714 | ||||||
Series 2016-DC2, Class B, 4.63%, | 100 | 108,253 | ||||||
Series 2016-DC2, Class C, 4.63%, | 100 | 105,578 | ||||||
Series 2017-PANW, Class D, 3.93%, 10/10/29(a)(b) | 750 | 772,486 | ||||||
Series 2019-GC44, Class 180B, 3.40%, 08/15/57(a)(b) | 1,000 | 964,531 | ||||||
Credit Suisse Mortgage Capital Certificates, | ||||||||
Series 2019-ICE4, Class E, (1 mo. LIBOR US + 2.15%), 2.26%, 05/15/36(a)(b) | 700 | 701,065 | ||||||
CSAIL Commercial Mortgage Securities Trust, Series 2018-CX12, Class C, 4.76%, | 750 | 767,257 | ||||||
DBGS Mortgage Trust, Series 2018-5BP, Class D, (1 mo. LIBOR US + 1.35%), 1.46%, 06/15/33(a)(b) . | 1,000 | 990,575 | ||||||
DBJPM Mortgage Trust, Series 2016-C3, Class A5, 2.89%, 08/10/49 | 375 | 397,603 | ||||||
DBUBS Mortgage Trust(a)(b) | ||||||||
Series 2017-BRBK, Class E, 3.53%, 10/10/34 | 400 | 408,238 | ||||||
Series 2017-BRBK, Class F, 3.53%, 10/10/34 | 240 | 241,757 | ||||||
Freddie Mac Multifamily Structured Pass Through Certificates, 1.03%, 10/25/30(a) | 4,098 | 338,012 | ||||||
GCT Commercial Mortgage Trust, (1 mo. LIBOR US + 2.35%), 2.46%, 02/15/38(a)(b) | 340 | 340,383 | ||||||
GS Mortgage Securities Trust | ||||||||
4.47%, 10/10/48(a) | 1,100 | 1,188,685 | ||||||
Series 2017-GS7, Class D, 3.00%, | 225 | 201,302 | ||||||
Series 2017-GS7, Class E, 3.00%, | 180 | 155,613 | ||||||
Series 2020-GSA2, Class XA, 1.74%, | 3,656 | 465,535 | ||||||
Independence Plaza Trust, Series 2018-INDP, Class B, 3.91%, 07/10/35(b) | 1,000 | 1,049,291 | ||||||
InTown Hotel Portfolio Trust, Series 2018-STAY, Class E, (1 mo. LIBOR US + 3.35%), 3.46%, 01/15/33(a)(b) | 770 | 772,824 | ||||||
J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2019-MFP, Class F, (1 mo. LIBOR US + 3.00%), 3.11%, | 1,250 | 1,227,149 | ||||||
JP Morgan Chase Commercial Mortgage Securities Corp., Series 2018-AON, Class A, 4.13%, 07/05/31(b) | 1,200 | 1,280,936 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust , Series 2013-C16, Class B, 4.96%, 12/15/46(a) | 1,000 | 1,074,526 | ||||||
JPMDB Commercial Mortgage Securities Trust Class A5, 3.69%, 03/15/50 | 1,200 | 1,322,057 |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
JPMDB Commercial Mortgage Securities Trust (continued) | ||||||||
Series 2017-C7, Class A5, 3.41%, 10/15/50 | USD | 1,113 | $ | 1,210,143 | ||||
KKR Industrial Portfolio Trust, Series 2021-KDIP, Class F, (1 mo. LIBOR US + 2.05%), 2.16%, 12/15/37(a)(b) | 910 | 910,407 | ||||||
LCCM Mortgage Trust, Series 2014-909, Class A, 3.39%, 05/15/31(b) | 1,000 | 999,222 | ||||||
MAD Mortgage Trust(a)(b) | ||||||||
Series 2017-330M, Class D, 3.71%, 08/15/34 | 110 | 112,215 | ||||||
Series 2017-330M, Class E, 3.76%, 08/15/34 | 130 | 130,519 | ||||||
MFT Trust(a)(b) | ||||||||
Series 2020-ABC, Class C, 3.48%, 02/10/42 | 100 | 96,153 | ||||||
Series 2020-ABC, Class D, 3.48%, 02/10/42 | 105 | 96,921 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust | ||||||||
Series 2014-C16, Class A5, 3.89%, 06/15/47 | 375 | 404,875 | ||||||
Series 2015-C25, Class A5, 3.64%, 10/15/48 | 400 | 437,673 | ||||||
Morgan Stanley Capital I Trust | ||||||||
Series 2007-T27, Class C, 6.02%, | 1,250 | 1,276,574 | ||||||
Series 2017-H1, Class C, 4.28%, 06/15/50(a) | 1,100 | 1,120,718 | ||||||
Series 2018-H4, Class C, 5.08%, 12/15/51(a) | 400 | 422,392 | ||||||
Series 2018-MP, Class A, 4.28%, 07/11/40(a)(b) | 1,000 | 1,075,726 | ||||||
Series 2019-L2, Class A4, 4.07%, 03/15/52 | 589 | 659,312 | ||||||
Natixis Commercial Mortgage Securities Trust, Series 2018-SOX, Class E, 4.77%, | 382 | 375,951 | ||||||
Olympic Tower Mortgage Trust(a)(b) | ||||||||
Series 2017-OT, Class D, 3.95%, 05/10/39 | 130 | 127,144 | ||||||
Series 2017-OT, Class E, 3.95%, 05/10/39 | 160 | 141,000 | ||||||
One New York Plaza Trust, Series 2020-1NYP, Class D, (1 mo. LIBOR US + 2.75%), 2.86%, 01/15/26(a)(b) | 270 | 272,699 | ||||||
Park Avenue Mortgage Trust, Series 2017-280P, Class E, (1 mo. LIBOR US + 2.12%), 2.22%, 09/15/34(a)(b) | 350 | 345,606 | ||||||
Park Avenue Trust, Series 2017-245P, Class E, 3.66%, 06/05/37(a)(b) | 250 | 239,221 | ||||||
Texas Capital Bank, 0.01%, 02/01/26(a)(c) | 1,000 | 1,000,000 | ||||||
TVC DSCR | ||||||||
2.38%, 02/01/51 | 75 | 96,825 | ||||||
10.00%, 02/01/51 | 300 | 300,327 | ||||||
Velocity Commercial Capital Loan Trust, Series 2020-1, Class M3, 3.19%, 02/25/50(a)(b) | 99 | 97,849 | ||||||
VNDO Mortgage Trust, Series 2012-6AVE, Class C, 3.34%, 11/15/30(a)(b) | 1,000 | 1,031,585 | ||||||
Wells Fargo Commercial Mortgage Trust(a) | ||||||||
Series 2016-NXS5, Class B, 4.96%, 01/15/59 | 1,400 | 1,567,536 | ||||||
Series 2019-C50, Class XA, 1.42%, 05/15/52 | 14,342 | 1,250,611 | ||||||
|
| |||||||
58,877,146 | ||||||||
|
| |||||||
Total Non-Agency Mortgage-Backed Securities — 6.1% |
| 58,914,203 | ||||||
|
| |||||||
Preferred Securities | ||||||||
Capital Trusts — 0.7% | ||||||||
Belgium — 0.0% | ||||||||
Solvay Finance SA, 5.43%(a)(i) | EUR | 200 | 258,011 | |||||
|
|
18 |
|
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
France(a)(i) — 0.1% | ||||||||
Electricite de France SA | ||||||||
5.38% | EUR | 400 | $ | 532,594 | ||||
3.38% | 200 | 249,785 | ||||||
Societe Generale SA, 5.38%(b) | USD | 200 | 205,750 | |||||
TOTAL SE, 3.37% | EUR | 260 | 337,133 | |||||
|
| |||||||
1,325,262 | ||||||||
|
| |||||||
Germany — 0.0% | ||||||||
ATF Netherlands BV, 3.75%(a)(i) | 200 | 244,508 | ||||||
|
| |||||||
Ireland — 0.0% | ||||||||
AIB Group PLC, 6.25%(a)(i) | 200 | 262,987 | ||||||
|
| |||||||
Italy — 0.0% | ||||||||
UniCredit SpA, 6.75%(a)(i) | 200 | 239,397 | ||||||
|
| |||||||
Kuwait — 0.1% | ||||||||
Burgan Bank SAK, 5.75%(a)(i) | USD | 395 | 390,926 | |||||
|
| |||||||
Mexico(a) — 0.1% | ||||||||
Banco Mercantil del Norte SA, 6.75%(b)(i) | 200 | 207,310 | ||||||
BBVA Bancomer SA, 5.13%, 01/18/33 | 229 | 235,369 | ||||||
|
| |||||||
442,679 | ||||||||
|
| |||||||
Netherlands(i) — 0.0% | ||||||||
Abertis Infraestructuras Finance BV, 3.25%(a) | EUR | 100 | 120,135 | |||||
Stichting AK Rabobank Certificaten, 2.19%(o) | 85 | 129,385 | ||||||
|
| |||||||
249,520 | ||||||||
|
| |||||||
South Korea — 0.0% | ||||||||
Heungkuk Life Insurance Co. Ltd., 4.48%(a)(i) | USD | 200 | 201,687 | |||||
|
| |||||||
Spain(a)(i) — 0.1% | ||||||||
Naturgy Finance BV, 4.13% | EUR | 100 | 123,300 | |||||
Repsol International Finance BV, 3.75% | 200 | 251,570 | ||||||
|
| |||||||
374,870 | ||||||||
|
| |||||||
Switzerland(a)(b)(i) — 0.1% | ||||||||
Credit Suisse Group AG, 6.25% | USD | 200 | 212,744 | |||||
UBS Group AG, 7.00% | 225 | 247,138 | ||||||
|
| |||||||
459,882 | ||||||||
|
| |||||||
United Kingdom(a) — 0.2% | ||||||||
BP Capital Markets PLC, 3.25%(i) | EUR | 930 | 1,168,317 | |||||
|
| |||||||
Vodafone Group PLC | ||||||||
3.10%, 01/03/79 | 200 | 244,372 | ||||||
7.00%, 04/04/79 | USD | 46 | 55,475 | |||||
|
| |||||||
1,468,164 | ||||||||
United States — 0.0% | ||||||||
Belden, Inc., 4.13%, 10/15/26 | EUR | 200 | 240,404 | |||||
Capital One Financial Corp., Series E, 3.99%(a)(i) | USD | 25 | 24,875 | |||||
JPMorgan Chase & Co.(a)(i) | ||||||||
Series HH, 4.60% | 17 | 17,191 |
Security | Par (000) | Value | ||||||
United States (continued) | ||||||||
JPMorgan Chase & Co.(a)(i) (continued) | ||||||||
Series Q, 5.15% | USD | 30 | $ | 31,032 | ||||
Morgan Stanley, Series J, 4.05%(a)(i) | 21 | 21,000 | ||||||
|
| |||||||
334,502 | ||||||||
|
| |||||||
6,252,395 | ||||||||
Shares | ||||||||
Preferred Stocks — 0.0% | ||||||||
United States — 0.0% | ||||||||
Cash Mandatory Exchangeable Trust, 5.25%, 06/01/23(b)(k) | 290 | 326,149 | ||||||
Morgan Stanley, Series E, 7.13%(a)(d)(i) | 221 | 6,378 | ||||||
|
| |||||||
332,527 | ||||||||
|
| |||||||
Total Preferred Securities — 0.7% | 6,584,922 | |||||||
|
| |||||||
Par (000) | ||||||||
U.S. Government Sponsored Agency Securities |
| |||||||
Commercial Mortgage-Backed Securities — 0.1% |
| |||||||
FREMF Mortgage Trust | ||||||||
Series 2020-K104, Class B, 3.54%, 02/25/52 | USD | 750 | 788,753 | |||||
Series 2020-K105, Class B, 3.53%, 03/25/53 | 726 | 757,007 | ||||||
|
| |||||||
1,545,760 | ||||||||
Mortgage-Backed Securities — 13.0% | ||||||||
Fannie Mae Mortgage-Backed Securities, 3.50%, 03/01/48 | 340 | 360,241 | ||||||
Federal National Mortgage Association | ||||||||
3.50%, 06/01/49 | 248 | 261,545 | ||||||
3.00%, 07/01/50 | 4,793 | 5,000,391 | ||||||
Freddie Mac Mortgage-Backed Securities, 3.50%, 01/01/34 - 05/01/35 | 442 | 477,687 | ||||||
Ginnie Mae Mortgage-Backed Securities(q) | ||||||||
4.00%, 10/20/40 - 04/21/51 | 2,456 | 2,630,309 | ||||||
3.50%, 01/15/42 - 04/21/51 | 5,038 | 5,343,476 | ||||||
5.00%, 10/20/44 - 04/21/51 | 328 | 361,199 | ||||||
3.00%, 02/15/45 - 04/21/51 | 5,660 | 5,900,249 | ||||||
4.50%, 03/15/47 - 04/21/51 | 1,290 | 1,401,036 | ||||||
2.00%, 04/21/51 | 3,825 | 3,862,055 | ||||||
2.50%, 04/21/51 | 4,047 | 4,175,682 | ||||||
Government National Mortgage Association, 4.00%, 05/20/47 | 48 | 52,132 | ||||||
Uniform Mortgage-Backed Securities | ||||||||
5.50%, 01/14/21 - 12/01/38 | 132 | 154,263 | ||||||
4.50%, 08/01/23 - 04/14/51(q) | 4,444 | 4,859,679 | ||||||
2.50%, 09/01/27 - 06/14/51(q) | 23,701 | 24,366,204 | ||||||
3.00%, 07/01/29 - 04/14/51(q) | 12,623 | 13,330,497 | ||||||
3.50%, 07/01/29 - 04/14/51(q) | 10,576 | 11,300,245 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 19 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Mortgage-Backed Securities (continued) |
| |||||||
Uniform Mortgage-Backed Securities (continued) |
| |||||||
2.00%, 10/01/31 - 05/13/51(q) | USD 30,547 | $ | 30,634,772 | |||||
4.00%, 09/01/33 - 04/14/51(q) | 7,283 | 7,855,112 | ||||||
5.00%, 09/01/35 - 04/14/51(q) | 241 | 275,389 | ||||||
1.50%, 04/19/36(q) | 1,547 | 1,553,984 | ||||||
6.50%, 11/01/38 | 10 | 12,153 | ||||||
6.00%, 07/01/39 | 41 | 47,158 | ||||||
Series KW09, Class X1, 0.80%, 05/25/29(a) | 14,800 | 798,485 | ||||||
|
| |||||||
125,013,943 | ||||||||
|
| |||||||
Total U.S. Government Sponsored Agency |
| 126,559,703 | ||||||
|
| |||||||
U.S. Treasury Obligations | ||||||||
U.S. Treasury Bills, 0.00%, 05/27/21(l)(r) | 45,000 | 44,999,125 | ||||||
U.S. Treasury Bonds | ||||||||
1.88%, 02/15/41 | 4,242 | 3,949,793 | ||||||
1.63%, 11/15/50 | 1,545 | 1,287,503 | ||||||
U.S. Treasury Inflation Indexed Bonds | ||||||||
0.38%, 01/15/27 | 1,624 | 1,791,321 | ||||||
0.50%, 01/15/28 | 318 | 354,254 | ||||||
0.13%, 01/15/30 | 2,336 | 2,527,667 | ||||||
U.S. Treasury Inflation Protected Security | ||||||||
0.50%, 04/15/24 | 18 | 19,334 | ||||||
0.13%, 04/15/25(m) | 3,649 | 3,949,783 | ||||||
U.S. Treasury Notes | ||||||||
1.75%, 11/30/21 | 5 | 5,056 | ||||||
1.88%, 02/28/22 | 500 | 508,183 | ||||||
0.63%, 05/15/30 | 1,755 | 1,597,050 | ||||||
1.13%, 02/15/31(s) | 10,195 | 9,632,115 | ||||||
United States Treasury Securi, 0.07%, 04/01/21(r) | 50,000 | 50,000,000 | ||||||
|
| |||||||
Total U.S. Treasury Obligations — 12.5% | 120,621,184 | |||||||
|
| |||||||
Shares | ||||||||
Warrants | ||||||||
Venezuela — 0.0% | ||||||||
Venezuela Government International | 3,000 | 3,000 | ||||||
|
| |||||||
Total Warrants — 0.0% | 3,000 | |||||||
|
| |||||||
Total Long-Term Investments — 87.4% | 842,607,944 | |||||||
|
|
Security | Par (000) | Value | ||||||
Short-Term Securities | ||||||||
Borrowed Bond Agreements — 0.2% | ||||||||
BofA Securities Inc., (0.04%), 04/01/21 (Purchased on 03/31/21 to be repurchased at $1,704,761 Collateralized by U.S. Treasury Notes, 1.50%, 02/15/30, par and fair values of $1,720,000 and $1,698,836, respectively)(r) | USD | 1,705 | $ | 1,704,950 | ||||
|
| |||||||
Shares | ||||||||
Money Market Funds — 9.6% | ||||||||
BlackRock Liquidity Funds, T-Fund, Institutional Class, 0.03%(p)(t) | 93,055,450 | 93,055,450 | ||||||
|
| |||||||
Par (000) | ||||||||
U.S. Treasury Obligations — 5.7% | ||||||||
U.S. Treasury Bills, 0.00%, 04/22/21 - 04/29/21(r) | USD | 55,000 | 54,999,669 | |||||
|
| |||||||
Total Short-Term Securities — 15.5% | 149,760,069 | |||||||
|
| |||||||
Options Purchased — 1.5% | 14,162,315 | |||||||
|
| |||||||
Total Investments Before Borrowed Bonds and TBA Sale Commitments and Options Written — 104.4% |
| 1,006,530,328 | ||||||
Borrowed Bonds | ||||||||
United States — (0.2)% | ||||||||
U.S. Treasury Notes, 1.50%, 02/15/30 | (1,720 | ) | (1,698,836 | ) | ||||
|
| |||||||
Total Borrowed Bonds — (0.2)% | (1,698,836 | ) | ||||||
|
| |||||||
TBA Sale Commitments | ||||||||
United States — (2.9)% | ||||||||
Uniform Mortgage-Backed Securities | ||||||||
2.00%, 04/19/36 - 04/14/51 | 12,943 | (12,998,756 | ) | |||||
2.50%, 04/14/51 - 05/13/51 | 10,449 | (10,716,455 | ) | |||||
3.00%, 04/19/36 - 05/13/51 | 2,833 | (2,951,966 | ) | |||||
3.50%, 04/14/51(q) | 588 | (621,144 | ) | |||||
4.00%, 04/19/36(q) | 136 | (144,813 | ) | |||||
|
| |||||||
Total TBA Sale Commitments — (2.9)% |
| (27,433,134 | ) | |||||
|
| |||||||
Options Written — (0.9)% |
| (8,657,579 | ) | |||||
|
| |||||||
Total Investments, Net of Borrowed Bonds and TBA Sale Commitments and Options Written — 100.4% |
| 968,740,779 | ||||||
Liabilities in Excess of Other Assets — (0.4)% |
| (4,188,313 | ) | |||||
|
| |||||||
Net Assets — 100.0% | $ | 964,552,466 | ||||||
|
|
20 |
|
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. |
(a) | Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. |
(b) | Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. |
(c) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(d) | Non-income producing security. |
(e) | All or a portion of the security has been pledged and/or segregated as collateral in connection with outstanding exchange-traded options written. |
(f) | Issuer filed for bankruptcy and/or is in default. |
(g) | Payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates. |
(h) | Amount is less than 500. |
(i) | Perpetual security with no stated maturity date. |
(j) | When-issued security. |
(k) | Convertible security. |
(l) | Zero-coupon bond. |
(m) | All or a portion of the security has been pledged as collateral in connection with outstanding reverse repurchase agreements. |
(n) | Represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate. |
(o) | Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rate as of period end. |
(p) | Affiliate of the Fund. |
(q) | Represents or includes a TBA transaction. |
(r) | Rates are discount rates or a range of discount rates as of period end. |
(s) | All or a portion of the security has been pledged as collateral in connection with outstanding OTC derivatives. |
(t) | Annualized 7-day yield as of period end. |
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the period ended March 31, 2021 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
Affiliated Issuer | Value at 12/31/20 | Purchases at Cost | Proceeds from Sales | Net Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value at 03/31/21 | Shares Held at 03/31/21 | Income | Capital Gain Distributions from Underlying Funds | |||||||||||||||||||||||||||
BlackRock Liquidity Funds, T-Fund, Institutional Class | $ | 5,780,042 | $ | 87,275,408 | (a) | $ | — | $ | — | $ | — | $ | 93,055,450 | 93,055,450 | $ | 3,428 | $ | — | ||||||||||||||||||
iShares China Large-Cap ETF. | 622,162 | — | (206,504 | ) | 1,762 | (373 | ) | 417,047 | 8,938 | — | — | |||||||||||||||||||||||||
iShares iBoxx $ High Yield Corporate Bond ETF | 27,263,877 | — | (27,106,101 | ) | 1,320,692 | (1,277,867 | ) | 200,601 | 2,301 | 93,728 | — | |||||||||||||||||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF | 4,411,734 | — | (4,122,818 | ) | (41,520 | ) | (112,274 | ) | 135,122 | 1,039 | 17,134 | — | ||||||||||||||||||||||||
iShares JP Morgan USD Emerging Markets Bond ETF | 2,022,745 | — | — | — | (122,680 | ) | 1,900,065 | 17,451 | 12,429 | — | ||||||||||||||||||||||||||
iShares Latin America 40 ETF | 428,510 | — | (129,556 | ) | 3,688 | (32,561 | ) | 270,081 | 9,782 | — | — | |||||||||||||||||||||||||
iShares MSCI Brazil ETF | 324,844 | — | (136,109 | ) | 6,135 | (43,509 | ) | 151,361 | 4,525 | — | — | |||||||||||||||||||||||||
iShares MSCI Emerging Markets ETF | 1,018,984 | — | (347,384 | ) | 54,125 | (24,411 | ) | 701,314 | 13,148 | — | — | |||||||||||||||||||||||||
iShares Nasdaq Biotechnology ETF | 111,951 | — | (36,560 | ) | 8,615 | (9,780 | ) | 74,226 | 493 | 97 | — | |||||||||||||||||||||||||
iShares Russell 2000 ETF | 93,325 | — | — | — | 11,843 | 105,168 | 476 | 189 | — | |||||||||||||||||||||||||||
iShares S&P 500 Value ETF | 359,096 | — | — | — | 37,082 | 396,178 | 2,805 | 1,928 | — | |||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
| |||||||||||||||||||||||||||
$ | 1,353,497 | $ | (1,574,530 | ) | $ | 97,406,613 | $ | 128,933 | $ | — | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
(a) | Represents net amount purchased (sold). |
Reverse Repurchase Agreements
Counterparty | Interest Rate | Trade Date | Maturity Date(a) | Face Value | Face Value Including Accrued Interest | Type of Non-Cash Underlying Collateral | Remaining Contractual Maturity of the Agreements(a) | |||||||||||||||||
BNP Paribas S.A | 0.55 | %(b) | 10/26/20 | Open | $ | 155,851 | $ | 156,630 | Corporate Bonds | Open/Demand | ||||||||||||||
BNP Paribas S.A | 0.11 | (b) | 01/22/21 | Open | 1,638,750 | 1,639,090 | U.S. Treasury Obligations | Open/Demand | ||||||||||||||||
|
|
|
| |||||||||||||||||||||
$ | 1,794,601 | $ | 1,795,720 | |||||||||||||||||||||
|
|
|
|
(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. |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 21 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. |
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 | 48 | 06/08/21 | $ | 8,405 | $ | 67,724 | ||||||||||
Euro BTP | 125 | 06/08/21 | 16,588 | 16,262 | ||||||||||||
Euro OAT | 91 | 06/08/21 | 17,283 | (24,569 | ) | |||||||||||
Euro-Schatz | 102 | 06/08/21 | 13,409 | 306 | ||||||||||||
10-Year Australian T-Bond | 32 | 06/15/21 | 3,357 | (24,222 | ) | |||||||||||
DAX Index | 5 | 06/18/21 | 2,203 | 81,152 | ||||||||||||
Euro Stoxx 50 Index | 4 | 06/18/21 | 181 | 403 | ||||||||||||
Russell 2000 E-Mini Index | 3 | 06/18/21 | 333 | (18,997 | ) | |||||||||||
10-Year Canada Bond | 82 | 06/21/21 | 9,055 | (210,901 | ) | |||||||||||
U.S. Long Bond | 36 | 06/21/21 | 5,565 | (95,045 | ) | |||||||||||
U.S. Ultra Bond | 259 | 06/21/21 | 46,936 | (974,233 | ) | |||||||||||
5-Year U.S. Treasury Note | 510 | 06/30/21 | 62,933 | (172,842 | ) | |||||||||||
|
| |||||||||||||||
(1,354,962) | ||||||||||||||||
|
| |||||||||||||||
Short Contracts | ||||||||||||||||
Euro Bund | 18 | 06/08/21 | 4,349 | 4,864 | ||||||||||||
Euro-BOBL | 163 | 06/08/21 | 25,821 | (26,611 | ) | |||||||||||
Euro-Bund | 192 | 06/08/21 | 38,565 | 30,885 | ||||||||||||
NASDAQ 100 E-Mini Index | 1 | 06/18/21 | 262 | (3,037 | ) | |||||||||||
S&P 500 E-Mini Index | 105 | 06/18/21 | 20,829 | (142,163 | ) | |||||||||||
10-Year U.S. Treasury Note. | 513 | 06/21/21 | 67,171 | 1,078,392 | ||||||||||||
10-Year U.S. Ultra Long Treasury Note | 422 | 06/21/21 | 60,636 | 395,608 | ||||||||||||
Long Gilt. | 33 | 06/28/21 | 5,805 | 16,788 | ||||||||||||
2-Year U.S. Treasury Note | 710 | 06/30/21 | 156,716 | 56,781 | ||||||||||||
90-Day Euro-Dollar | 65 | 09/13/21 | 16,218 | (479,437 | ) | |||||||||||
|
| |||||||||||||||
932,070 | ||||||||||||||||
|
| |||||||||||||||
$ | (422,892 | ) | ||||||||||||||
|
|
Forward Foreign Currency Exchange Contracts
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
BRL | 3,032,632 | USD | 532,293 | Citibank N.A. | 04/05/21 | $ | 6,492 | |||||||||||||
BRL | 3,032,632 | USD | 532,293 | Citibank N.A. | 04/05/21 | 6,492 | ||||||||||||||
BRL | 3,153,455 | USD | 553,500 | Citibank N.A. | 04/05/21 | 6,751 | ||||||||||||||
BRL | 5,801,919 | USD | 1,018,363 | Citibank N.A. | 04/05/21 | 12,421 | ||||||||||||||
BRL | 6,432,681 | USD | 1,129,075 | Citibank N.A. | 04/05/21 | 13,771 | ||||||||||||||
BRL | 3,298,531 | USD | 569,000 | UBS AG | 04/05/21 | 17,025 | ||||||||||||||
COP | 994,072,000 | USD | 266,014 | BNP Paribas S.A. | 04/05/21 | 5,464 | ||||||||||||||
COP | 1,988,144,000 | USD | 532,029 | BNP Paribas S.A. | 04/05/21 | 10,928 | ||||||||||||||
COP | 1,014,576,000 | USD | 271,501 | Citibank N.A. | 04/05/21 | 5,577 | ||||||||||||||
COP | 1,698,472,000 | USD | 454,512 | Citibank N.A. | 04/05/21 | 9,336 | ||||||||||||||
COP | 2,029,152,000 | USD | 543,003 | Citibank N.A. | 04/05/21 | 11,153 | ||||||||||||||
COP | 1,886,400,000 | USD | 504,802 | Morgan Stanley & Co. International PLC | 04/05/21 | 10,368 | ||||||||||||||
COP | 3,776,400,000 | USD | 1,010,568 | Morgan Stanley & Co. International PLC | 04/05/21 | 20,757 | ||||||||||||||
USD | 548,000 | BRL | 3,032,632 | Citibank N.A. | 04/05/21 | 9,215 | ||||||||||||||
USD | 548,000 | BRL | 3,032,632 | Citibank N.A. | 04/05/21 | 9,215 | ||||||||||||||
USD | 569,000 | BRL | 3,153,455 | Citibank N.A. | 04/05/21 | 8,749 | ||||||||||||||
USD | 1,067,000 | BRL | 5,801,919 | Citibank N.A. | 04/05/21 | 36,217 | ||||||||||||||
USD | 1,183,000 | BRL | 6,432,681 | Citibank N.A. | 04/05/21 | 40,154 | ||||||||||||||
USD | 274,000 | COP | 994,072,000 | BNP Paribas S.A. | 04/05/21 | 2,522 | ||||||||||||||
USD | 548,000 | COP | 1,988,144,000 | BNP Paribas S.A. | 04/05/21 | 5,043 | ||||||||||||||
USD | 464,000 | COP | 1,698,472,000 | Citibank N.A. | 04/05/21 | 152 | ||||||||||||||
USD | 524,000 | COP | 1,886,400,000 | Morgan Stanley & Co. International PLC | 04/05/21 | 8,829 | ||||||||||||||
USD | 1,049,000 | COP | 3,776,400,000 | Morgan Stanley & Co. International PLC | 04/05/21 | 17,676 | ||||||||||||||
USD | 1,101,000 | RUB | 82,652,070 | BNP Paribas S.A. | 04/05/21 | 8,195 |
22 |
|
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
USD | 551,000 | RUB | 41,269,900 | Citibank N.A. | 04/05/21 | $ | 5,340 | |||||||||||||
USD | 827,000 | RUB | 61,942,300 | Citibank N.A. | 04/05/21 | 8,015 | ||||||||||||||
EUR | 724,000 | JPY | 93,282,556 | Barclays Bank PLC | 04/14/21 | 6,602 | ||||||||||||||
EUR | 724,000 | JPY | 93,282,556 | Barclays Bank PLC | 04/14/21 | 6,601 | ||||||||||||||
JPY | 94,114,620 | EUR | 724,000 | JPMorgan Chase Bank N.A. | 04/14/21 | 914 | ||||||||||||||
JPY | 94,114,620 | EUR | 724,000 | JPMorgan Chase Bank N.A. | 04/14/21 | 914 | ||||||||||||||
MXN | 29,377,529 | USD | 1,425,000 | Citibank N.A. | 04/14/21 | 11,020 | ||||||||||||||
RUB | 65,304,900 | USD | 855,000 | Bank of America N.A. | 04/14/21 | 7,659 | ||||||||||||||
USD | 968,853 | MXN | 19,808,983 | HSBC Bank USA N.A. | 04/14/21 | 559 | ||||||||||||||
USD | 167,147 | MXN | 3,418,470 | JPMorgan Chase Bank N.A. | 04/14/21 | 46 | ||||||||||||||
USD | 552,000 | RUB | 40,759,680 | Citibank N.A. | 04/14/21 | 13,576 | ||||||||||||||
USD | 584,000 | RUB | 43,186,800 | JPMorgan Chase Bank N.A. | 04/14/21 | 13,515 | ||||||||||||||
USD | 568,000 | ZAR | 8,389,874 | Citibank N.A. | 04/14/21 | 257 | ||||||||||||||
ZAR | 21,203,003 | USD | 1,425,000 | Bank of America N.A. | 04/14/21 | 9,807 | ||||||||||||||
ZAR | 25,267,116 | USD | 1,680,000 | Bank of America N.A. | 04/14/21 | 29,825 | ||||||||||||||
ZAR | 561,877 | USD | 38,000 | BNP Paribas S.A. | 04/14/21 | 22 | ||||||||||||||
ZAR | 17,108,949 | USD | 1,140,000 | BNP Paribas S.A. | 04/14/21 | 17,762 | ||||||||||||||
ZAR | 24,175,482 | USD | 1,630,000 | Citibank N.A. | 04/14/21 | 5,954 | ||||||||||||||
MXN | 20,088,485 | USD | 971,862 | Citibank N.A. | 04/15/21 | 9,989 | ||||||||||||||
MXN | 23,460,564 | USD | 1,135,000 | Citibank N.A. | 04/15/21 | 11,666 | ||||||||||||||
RUB | 61,491,352 | USD | 806,000 | BNP Paribas S.A. | 04/15/21 | 6,201 | ||||||||||||||
USD | 904,704 | EUR | 755,000 | Barclays Bank PLC | 04/15/21 | 19,150 | ||||||||||||||
USD | 1,677,597 | EUR | 1,400,000 | Barclays Bank PLC | 04/15/21 | 35,510 | ||||||||||||||
USD | 189,016 | RUB | 14,023,097 | BNP Paribas S.A. | 04/15/21 | 3,794 | ||||||||||||||
USD | 654,534 | RUB | 48,559,877 | BNP Paribas S.A. | 04/15/21 | 13,137 | ||||||||||||||
USD | 109,871 | RUB | 8,154,626 | Citibank N.A. | 04/15/21 | 2,162 | ||||||||||||||
USD | 380,466 | RUB | 28,238,187 | Citibank N.A. | 04/15/21 | 7,485 | ||||||||||||||
USD | 507,113 | RUB | 37,326,661 | JPMorgan Chase Bank N.A. | 04/15/21 | 14,088 | ||||||||||||||
USD | 569,000 | TRY | 4,254,081 | Bank of America N.A. | 04/15/21 | 59,061 | ||||||||||||||
USD | 1,055,000 | TRY | 8,018,000 | Citibank N.A. | 04/15/21 | 93,878 | ||||||||||||||
ZAR | 16,675,953 | USD | 1,111,000 | UBS AG | 04/15/21 | 17,312 | ||||||||||||||
BRL | 1,475,354 | USD | 259,654 | Deutsche Bank AG | 05/04/21 | 2,009 | ||||||||||||||
BRL | 2,977,158 | USD | 523,346 | Morgan Stanley & Co. International PLC | 05/04/21 | 4,671 | ||||||||||||||
RUB | 27,076,762 | USD | 356,297 | Barclays Bank PLC | 05/19/21 | 2 | ||||||||||||||
RUB | 35,127,059 | USD | 459,778 | Barclays Bank PLC | 05/19/21 | 2,452 | ||||||||||||||
RUB | 25,627,186 | USD | 337,195 | Citibank N.A. | 05/19/21 | 28 | ||||||||||||||
RUB | 28,755,684 | USD | 376,137 | Credit Suisse International | 05/19/21 | 2,254 | ||||||||||||||
RUB | 28,924,120 | USD | 377,437 | Credit Suisse International | 05/19/21 | 3,170 | ||||||||||||||
RUB | 28,924,120 | USD | 376,989 | Morgan Stanley & Co. International PLC | 05/19/21 | 3,618 | ||||||||||||||
RUB | 57,343,203 | USD | 749,986 | Morgan Stanley & Co. International PLC | 05/19/21 | 4,583 | ||||||||||||||
USD | 471,315 | RUB | 35,063,461 | Bank of America N.A. | 05/19/21 | 9,921 | ||||||||||||||
USD | 467,379 | RUB | 34,847,810 | Barclays Bank PLC | 05/19/21 | 8,823 | ||||||||||||||
USD | 8,268,640 | RUB | 615,248,828 | Citibank N.A. | 05/19/21 | 172,691 | ||||||||||||||
USD | 470,795 | RUB | 35,047,697 | Goldman Sachs International | 05/19/21 | 9,609 | ||||||||||||||
USD | 471,232 | RUB | 35,094,990 | Goldman Sachs International | 05/19/21 | 9,423 | ||||||||||||||
USD | 560,979 | RUB | 41,659,670 | Goldman Sachs International | 05/19/21 | 12,787 | ||||||||||||||
USD | 942,328 | RUB | 70,158,450 | Goldman Sachs International | 05/19/21 | 19,125 | ||||||||||||||
USD | 941,388 | RUB | 70,126,922 | UBS AG | 05/19/21 | 18,601 | ||||||||||||||
USD | 22,555,375 | CNH | 146,514,080 | HSBC Bank USA N.A. | 05/24/21 | 316,877 | ||||||||||||||
USD | 64,570 | EUR | 53,052 | Bank of America N.A. | 05/24/21 | 2,294 | ||||||||||||||
USD | 956,306 | EUR | 790,111 | Natwest Markets PLC | 05/24/21 | 28,815 | ||||||||||||||
USD | 1,256,942 | IDR | 18,272,291,426 | Barclays Bank PLC | 05/24/21 | 11,119 | ||||||||||||||
USD | 4,582,439 | IDR | 65,198,939,626 | JPMorgan Chase Bank N.A. | 05/24/21 | 137,112 | ||||||||||||||
MXN | 34,875,618 | USD | 1,623,201 | Citibank N.A. | 05/26/21 | 73,803 | ||||||||||||||
MXN | 11,003,212 | USD | 514,477 | HSBC Bank USA N.A. | 05/26/21 | 20,926 | ||||||||||||||
AUD | 1,900,000 | JPY | 158,201,030 | Royal Bank of Canada | 06/16/21 | 13,805 | ||||||||||||||
CAD | 430,876 | USD | 340,000 | UBS AG | 06/16/21 | 2,897 | ||||||||||||||
CNH | 11,550 | AUD | 2,278 | Morgan Stanley & Co. International PLC | 06/16/21 | 19 | ||||||||||||||
CNH | 32,123 | JPY | 534,673 | HSBC Bank USA N.A. | 06/16/21 | 35 | ||||||||||||||
EUR | 1,843,672 | AUD | 2,845,116 | Morgan Stanley & Co. International PLC | 06/16/21 | 3,635 | ||||||||||||||
EUR | 12,000,000 | USD | 14,091,960 | Morgan Stanley & Co. International PLC | 06/16/21 | 1,509 | ||||||||||||||
GBP | 777,213 | EUR | 900,000 | BNP Paribas S.A. | 06/16/21 | 14,686 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 23 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
GBP | 1,003,024 | EUR | 1,170,000 | BNP Paribas S.A. | 06/16/21 | $ | 8,952 | |||||||||||||
GBP | 5,440,548 | EUR | 6,322,998 | Citibank N.A. | 06/16/21 | 75,867 | ||||||||||||||
GBP | 1,035,385 | EUR | 1,210,000 | HSBC Bank USA N.A. | 06/16/21 | 6,596 | ||||||||||||||
JPY | 337,539,040 | AUD | 4,000,000 | Commonwealth Bank of Australia | 06/16/21 | 11,465 | ||||||||||||||
JPY | 243,751,808 | AUD | 2,888,467 | Morgan Stanley & Co. International PLC | 06/16/21 | 8,362 | ||||||||||||||
JPY | 2,756,261,543 | EUR | 21,166,501 | Westpac Banking Corp. | 06/16/21 | 51,371 | ||||||||||||||
JPY | 664,050,000 | USD | 6,000,000 | Morgan Stanley & Co. International PLC | 06/16/21 | 1,539 | ||||||||||||||
JPY | 912,958,200 | USD | 8,250,000 | Royal Bank of Canada | 06/16/21 | 1,117 | ||||||||||||||
KRW | 681,042,000 | USD | 600,000 | Deutsche Bank AG | 06/16/21 | 3,938 | ||||||||||||||
MXN | 39,240,827 | USD | 1,900,000 | Citibank N.A. | 06/16/21 | 5,009 | ||||||||||||||
MXN | 4,788,647 | USD | 228,080 | Royal Bank of Canada | 06/16/21 | 4,393 | ||||||||||||||
SGD | 2,422,557 | USD | 1,800,000 | Royal Bank of Canada | 06/16/21 | 286 | ||||||||||||||
USD | 1,884,688 | AUD | 2,434,000 | Morgan Stanley & Co. International PLC | 06/16/21 | 35,372 | ||||||||||||||
USD | 2,093,928 | BRL | 11,689,981 | Deutsche Bank AG | 06/16/21 | 27,212 | ||||||||||||||
USD | 3,086,662 | CNH | 20,259,000 | Bank of America N.A. | 06/16/21 | 16,968 | ||||||||||||||
USD | 3,084,709 | CNH | 20,260,000 | BNP Paribas S.A. | 06/16/21 | 14,863 | ||||||||||||||
USD | 15,852,723 | CNH | 103,800,000 | UBS AG | 06/16/21 | 124,688 | ||||||||||||||
USD | 11,928 | EUR | 10,000 | Bank of America N.A. | 06/16/21 | 184 | ||||||||||||||
USD | 131,098 | EUR | 110,000 | Bank of America N.A. | 06/16/21 | 1,908 | ||||||||||||||
USD | 346,997 | EUR | 290,000 | Barclays Bank PLC | 06/16/21 | 6,405 | ||||||||||||||
USD | 143,385 | EUR | 120,000 | BNP Paribas S.A. | 06/16/21 | 2,451 | ||||||||||||||
USD | 442,019 | EUR | 370,000 | Citibank N.A. | 06/16/21 | 7,471 | ||||||||||||||
USD | 23,902 | EUR | 20,000 | JPMorgan Chase Bank N.A. | 06/16/21 | 413 | ||||||||||||||
USD | 65,739,372 | EUR | 55,000,000 | Morgan Stanley & Co. International PLC | 06/16/21 | 1,144,304 | ||||||||||||||
USD | 752,820 | EUR | 628,000 | Natwest Markets PLC | 06/16/21 | 15,262 | ||||||||||||||
USD | 115,472 | EUR | 96,515 | State Street Bank and Trust Co. | 06/16/21 | 2,120 | ||||||||||||||
USD | 122,664 | EUR | 102,529 | State Street Bank and Trust Co. | 06/16/21 | 2,249 | ||||||||||||||
USD | 691,917 | EUR | 578,357 | State Street Bank and Trust Co. | 06/16/21 | 12,662 | ||||||||||||||
USD | 1,531,922 | EUR | 1,290,000 | State Street Bank and Trust Co. | 06/16/21 | 16,874 | ||||||||||||||
USD | 8,029,543 | GBP | 5,779,864 | Morgan Stanley & Co. International PLC | 06/16/21 | 59,713 | ||||||||||||||
USD | 57,964 | HKD | 450,000 | BNP Paribas S.A. | 06/16/21 | 70 | ||||||||||||||
USD | 121,609 | IDR | 1,778,530,000 | Bank of America N.A. | 06/16/21 | 719 | ||||||||||||||
USD | 162,345 | IDR | 2,371,370,000 | BNP Paribas S.A. | 06/16/21 | 1,159 | ||||||||||||||
USD | 121,675 | IDR | 1,778,528,798 | Goldman Sachs International | 06/16/21 | 786 | ||||||||||||||
USD | 270,000 | INR | 19,910,448 | Deutsche Bank AG | 06/16/21 | 969 | ||||||||||||||
USD | 4,797,481 | JPY | 522,760,000 | Morgan Stanley & Co. International PLC | 06/16/21 | 72,891 | ||||||||||||||
USD | 8,690,950 | JPY | 947,031,181 | Morgan Stanley & Co. International PLC | 06/16/21 | 131,889 | ||||||||||||||
USD | 52,038 | PLN | 200,000 | Morgan Stanley & Co. International PLC | 06/16/21 | 1,410 | ||||||||||||||
USD | 117,692 | SEK | 1,000,000 | Citibank N.A. | 06/16/21 | 3,115 | ||||||||||||||
USD | 310,000 | SEK | 2,633,601 | Citibank N.A. | 06/16/21 | 8,250 | ||||||||||||||
USD | 2,071,786 | SEK | 17,500,000 | Citibank N.A. | 06/16/21 | 66,689 | ||||||||||||||
USD | 647,871 | TWD | 18,200,000 | Bank of America N.A. | 06/16/21 | 3,471 | ||||||||||||||
|
| |||||||||||||||||||
3,587,054 | ||||||||||||||||||||
|
| |||||||||||||||||||
BRL | 3,537,554 | USD | 634,000 | BNP Paribas S.A. | 04/05/21 | (5,509 | ) | |||||||||||||
BRL | 4,660,802 | USD | 833,000 | Citibank N.A. | 04/05/21 | (4,950 | ) | |||||||||||||
BRL | 6,023,627 | USD | 1,097,000 | Citibank N.A. | 04/05/21 | (26,827 | ) | |||||||||||||
BRL | 4,348,037 | USD | 782,000 | Deutsche Bank AG | 04/05/21 | (9,517 | ) | |||||||||||||
COP | 1,886,400,000 | USD | 524,000 | Deutsche Bank AG | 04/05/21 | (8,829 | ) | |||||||||||||
COP | 3,776,400,000 | USD | 1,049,000 | Deutsche Bank AG | 04/05/21 | (17,676 | ) | |||||||||||||
COP | 991,880,000 | USD | 274,000 | JPMorgan Chase Bank N.A. | 04/05/21 | (3,120 | ) | |||||||||||||
COP | 1,983,760,000 | USD | 548,000 | JPMorgan Chase Bank N.A. | 04/05/21 | (6,241 | ) | |||||||||||||
COP | 1,010,298,000 | USD | 276,000 | Morgan Stanley & Co. International PLC | 04/05/21 | (90 | ) | |||||||||||||
COP | 1,698,472,000 | USD | 464,000 | Morgan Stanley & Co. International PLC | 04/05/21 | (152 | ) | |||||||||||||
COP | 2,020,596,000 | USD | 552,000 | Morgan Stanley & Co. International PLC | 04/05/21 | (181 | ) | |||||||||||||
RUB | 59,353,840 | USD | 806,000 | UBS AG | 04/05/21 | (21,239 | ) | |||||||||||||
RUB | 59,353,840 | USD | 806,000 | UBS AG | 04/05/21 | (21,239 | ) | |||||||||||||
RUB | 61,090,490 | USD | 827,000 | UBS AG | 04/05/21 | (19,277 | ) | |||||||||||||
RUB | 61,090,490 | USD | 827,000 | UBS AG | 04/05/21 | (19,277 | ) | |||||||||||||
USD | 620,918 | BRL | 3,537,554 | BNP Paribas S.A. | 04/05/21 | (7,573 | ) | |||||||||||||
USD | 818,072 | BRL | 4,660,802 | Citibank N.A. | 04/05/21 | (9,978 | ) | |||||||||||||
USD | 1,057,278 | BRL | 6,023,627 | Citibank N.A. | 04/05/21 | (12,895 | ) |
24 |
|
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
USD | 763,175 | BRL | 4,348,037 | Deutsche Bank AG | 04/05/21 | $ | (9,308 | ) | ||||||||||||
USD | 578,964 | BRL | 3,298,531 | UBS AG | 04/05/21 | (7,061 | ) | |||||||||||||
USD | 276,000 | COP | 1,014,576,000 | Citibank N.A. | 04/05/21 | (1,078 | ) | |||||||||||||
USD | 552,000 | COP | 2,029,152,000 | Citibank N.A. | 04/05/21 | (2,156 | ) | |||||||||||||
USD | 504,802 | COP | 1,886,400,000 | Deutsche Bank AG | 04/05/21 | (10,368 | ) | |||||||||||||
USD | 1,010,568 | COP | 3,776,400,000 | Deutsche Bank AG | 04/05/21 | (20,757 | ) | |||||||||||||
USD | 265,428 | COP | 991,880,000 | JPMorgan Chase Bank N.A. | 04/05/21 | (5,452 | ) | |||||||||||||
USD | 530,856 | COP | 1,983,760,000 | JPMorgan Chase Bank N.A. | 04/05/21 | (10,904 | ) | |||||||||||||
USD | 270,357 | COP | 1,010,298,000 | Morgan Stanley & Co. International PLC | 04/05/21 | (5,553 | ) | |||||||||||||
USD | 454,512 | COP | 1,698,472,000 | Morgan Stanley & Co. International PLC | 04/05/21 | (9,336 | ) | |||||||||||||
USD | 540,713 | COP | 2,020,596,000 | Morgan Stanley & Co. International PLC | 04/05/21 | (11,106 | ) | |||||||||||||
USD | 806,000 | RUB | 61,417,200 | BNP Paribas S.A. | 04/05/21 | (6,043 | ) | |||||||||||||
CLP | 601,642,680 | USD | 842,000 | Deutsche Bank AG | 04/14/21 | (6,811 | ) | |||||||||||||
CLP | 601,642,680 | USD | 842,000 | Deutsche Bank AG | 04/14/21 | (6,811 | ) | |||||||||||||
MXN | 11,574,704 | USD | 568,000 | Citibank N.A. | 04/14/21 | (2,210 | ) | |||||||||||||
MXN | 17,376,625 | USD | 852,000 | Citibank N.A. | 04/14/21 | (2,603 | ) | |||||||||||||
MXN | 17,376,625 | USD | 852,000 | Citibank N.A. | 04/14/21 | (2,603 | ) | |||||||||||||
MXN | 23,168,834 | USD | 1,136,000 | Citibank N.A. | 04/14/21 | (3,471 | ) | |||||||||||||
MXN | 11,610,895 | USD | 568,000 | Deutsche Bank AG | 04/14/21 | (441 | ) | |||||||||||||
RUB | 84,382,080 | USD | 1,136,000 | Bank of America N.A. | 04/14/21 | (21,337 | ) | |||||||||||||
USD | 735,000 | MXN | 15,218,543 | Citibank N.A. | 04/14/21 | (8,906 | ) | |||||||||||||
USD | 568,000 | MXN | 11,902,702 | Morgan Stanley & Co. International PLC | 04/14/21 | (13,823 | ) | |||||||||||||
USD | 852,000 | MXN | 17,455,350 | Morgan Stanley & Co. International PLC | 04/14/21 | (1,245 | ) | |||||||||||||
USD | 852,000 | MXN | 17,455,350 | Morgan Stanley & Co. International PLC | 04/14/21 | (1,245 | ) | |||||||||||||
USD | 857,000 | MXN | 17,797,142 | Morgan Stanley & Co. International PLC | 04/14/21 | (12,952 | ) | |||||||||||||
USD | 855,000 | RUB | 65,210,850 | BNP Paribas S.A. | 04/14/21 | (6,417 | ) | |||||||||||||
USD | 1,403,000 | ZAR | 20,923,641 | BNP Paribas S.A. | 04/14/21 | (12,902 | ) | |||||||||||||
USD | 551,000 | ZAR | 8,208,275 | Citibank N.A. | 04/14/21 | (4,454 | ) | |||||||||||||
USD | 1,105,000 | ZAR | 16,459,474 | Citibank N.A. | 04/14/21 | (8,812 | ) | |||||||||||||
USD | 3,856,204 | ZAR | 57,439,932 | Citibank N.A. | 04/14/21 | (30,754 | ) | |||||||||||||
USD | 572,000 | ZAR | 8,544,129 | Deutsche Bank AG | 04/14/21 | (6,181 | ) | |||||||||||||
USD | 1,143,000 | ZAR | 17,144,870 | Deutsche Bank AG | 04/14/21 | (17,193 | ) | |||||||||||||
USD | 561,000 | ZAR | 8,419,991 | UBS AG | 04/14/21 | (8,781 | ) | |||||||||||||
USD | 561,000 | ZAR | 8,419,991 | UBS AG | 04/14/21 | (8,781 | ) | |||||||||||||
USD | 1,140,000 | ZAR | 16,998,303 | UBS AG | 04/14/21 | (10,275 | ) | |||||||||||||
EUR | 722,000 | USD | 855,586 | Barclays Bank PLC | 04/15/21 | (8,739 | ) | |||||||||||||
EUR | 722,000 | USD | 855,586 | Barclays Bank PLC | 04/15/21 | (8,739 | ) | |||||||||||||
EUR | 930,000 | USD | 1,113,039 | HSBC Bank USA N.A. | 04/15/21 | (22,225 | ) | |||||||||||||
EUR | 930,000 | USD | 1,113,039 | HSBC Bank USA N.A. | 04/15/21 | (22,225 | ) | |||||||||||||
RUB | 77,580,935 | USD | 1,054,000 | JPMorgan Chase Bank N.A. | 04/15/21 | (29,282 | ) | |||||||||||||
TRY | 6,007,947 | USD | 819,381 | Morgan Stanley & Co. International PLC | 04/15/21 | (99,205 | ) | |||||||||||||
USD | 165,862 | MXN | 3,438,757 | Bank of America N.A. | 04/15/21 | (2,212 | ) | |||||||||||||
USD | 4,299,862 | MXN | 89,147,495 | Bank of America N.A. | 04/15/21 | (57,339 | ) | |||||||||||||
USD | 806,000 | MXN | 16,848,382 | HSBC Bank USA N.A. | 04/15/21 | (17,487 | ) | |||||||||||||
USD | 806,000 | MXN | 16,848,382 | HSBC Bank USA N.A. | 04/15/21 | (17,487 | ) | |||||||||||||
KZT | 53,803,947 | USD | 126,330 | Citibank N.A. | 04/20/21 | (296 | ) | |||||||||||||
USD | 98,000 | TRY | 833,588 | BNP Paribas S.A. | 04/26/21 | (1,142 | ) | |||||||||||||
USD | 98,000 | TRY | 829,080 | JPMorgan Chase Bank N.A. | 04/26/21 | (606 | ) | |||||||||||||
USD | 570,000 | BRL | 3,237,828 | Citibank N.A. | 05/04/21 | (4,249 | ) | |||||||||||||
USD | 569,000 | BRL | 3,303,176 | UBS AG | 05/04/21 | (16,839 | ) | |||||||||||||
RUB | 38,477,427 | USD | 507,551 | Barclays Bank PLC | 05/19/21 | (1,233 | ) | |||||||||||||
RUB | 44,835,000 | USD | 594,471 | BNP Paribas S.A. | 05/19/21 | (4,495 | ) | |||||||||||||
RUB | 16,742,900 | USD | 221,746 | Credit Suisse International | 05/19/21 | (1,429 | ) | |||||||||||||
RUB | 29,062,200 | USD | 385,415 | Credit Suisse International | 05/19/21 | (2,990 | ) | |||||||||||||
RUB | 29,170,149 | USD | 390,487 | Morgan Stanley & Co. International PLC | 05/19/21 | (6,642 | ) | |||||||||||||
RUB | 68,092,759 | USD | 913,384 | Morgan Stanley & Co. International PLC | 05/19/21 | (17,363 | ) | |||||||||||||
IDR | 12,640,000,000 | USD | 866,941 | Barclays Bank PLC | 05/24/21 | (5,134 | ) | |||||||||||||
IDR | 20,287,000,000 | USD | 1,395,063 | Barclays Bank PLC | 05/24/21 | (11,875 | ) | |||||||||||||
USD | 1,694,391 | MXN | 35,259,923 | Barclays Bank PLC | 05/26/21 | (21,313 | ) | |||||||||||||
USD | 515,636 | MXN | 10,618,907 | UBS AG | 05/26/21 | (1,067 | ) | |||||||||||||
USD | 1,384,000 | INR | 102,582,080 | JPMorgan Chase Bank N.A. | 06/09/21 | (3,450 | ) | |||||||||||||
BRL | 90,000 | USD | 15,975 | Barclays Bank PLC | 06/16/21 | (64 | ) |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 25 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||||
BRL | 10,604,280 | USD | 1,900,000 | Goldman Sachs International | 06/16/21 | $ | (25,230 | ) | ||||||||||||||
CAD | 3,600,000 | USD | 2,871,026 | Royal Bank of Canada | 06/16/21 | (6,098 | ) | |||||||||||||||
CAD | 4,187,849 | USD | 3,340,000 | Royal Bank of Canada | 06/16/21 | (7,254 | ) | |||||||||||||||
CHF | 46,431 | USD | 50,000 | Bank of America N.A. | 06/16/21 | (779 | ) | |||||||||||||||
CNH | 2,120,000 | USD | 323,003 | Bank of America N.A. | 06/16/21 | (1,776 | ) | |||||||||||||||
CNH | 6,650,000 | USD | 1,013,194 | Bank of America N.A. | 06/16/21 | (5,570 | ) | |||||||||||||||
CNH | 2,120,000 | USD | 322,783 | BNP Paribas S.A. | 06/16/21 | (1,555 | ) | |||||||||||||||
CNH | 6,655,000 | USD | 1,013,265 | BNP Paribas S.A. | 06/16/21 | (4,882 | ) | |||||||||||||||
CNH | 36,340,090 | USD | 5,550,000 | Morgan Stanley & Co. International PLC | 06/16/21 | (43,659 | ) | |||||||||||||||
CZK | 11,629,790 | USD | 530,000 | Natwest Markets PLC | 06/16/21 | (7,404 | ) | |||||||||||||||
EUR | 900,000 | GBP | 773,474 | BNP Paribas S.A. | 06/16/21 | (9,529 | ) | |||||||||||||||
EUR | 1,170,000 | GBP | 1,003,211 | Citibank N.A. | 06/16/21 | (9,210 | ) | |||||||||||||||
EUR | 7,000,000 | USD | 8,223,386 | Bank of America N.A. | 06/16/21 | (2,195 | ) | |||||||||||||||
EUR | 72,278,808 | USD | 86,366,099 | Bank of America N.A. | 06/16/21 | (1,477,836 | ) | |||||||||||||||
EUR | 120,000 | USD | 143,028 | Citibank N.A. | 06/16/21 | (2,093 | ) | |||||||||||||||
EUR | 230,000 | USD | 273,850 | Citibank N.A. | 06/16/21 | (3,725 | ) | |||||||||||||||
EUR | 300,000 | USD | 356,906 | Goldman Sachs International | 06/16/21 | (4,569 | ) | |||||||||||||||
EUR | 140,000 | USD | 167,576 | JPMorgan Chase Bank N.A. | 06/16/21 | (3,152 | ) | |||||||||||||||
EUR | 140,000 | USD | 166,831 | Morgan Stanley & Co. International PLC | 06/16/21 | (2,407 | ) | |||||||||||||||
EUR | 300,000 | USD | 355,104 | Morgan Stanley & Co. International PLC | 06/16/21 | (2,767 | ) | |||||||||||||||
EUR | 450,000 | USD | 530,773 | Morgan Stanley & Co. International PLC | 06/16/21 | (2,268 | ) | |||||||||||||||
EUR | 530,000 | USD | 635,342 | Natwest Markets PLC | 06/16/21 | (12,880 | ) | |||||||||||||||
EUR | 5,000,000 | USD | 5,872,390 | Natwest Markets PLC | 06/16/21 | (111 | ) | |||||||||||||||
EUR | 60,000 | USD | 71,441 | Standard Chartered Bank | 06/16/21 | (974 | ) | |||||||||||||||
EUR | 140,000 | USD | 166,801 | UBS AG | 06/16/21 | (2,377 | ) | |||||||||||||||
IDR | 26,898,255,000 | USD | 1,845,000 | Deutsche Bank AG | 06/16/21 | (16,679 | ) | |||||||||||||||
MYR | 2,266,495 | USD | 550,000 | Barclays Bank PLC | 06/16/21 | (3,378 | ) | |||||||||||||||
NOK | 12,505,614 | CAD | 1,854,366 | Westpac Banking Corp. | 06/16/21 | (13,679 | ) | |||||||||||||||
NOK | 17,700,000 | USD | 2,108,282 | Goldman Sachs International | 06/16/21 | (38,949 | ) | |||||||||||||||
NOK | 19,448,839 | USD | 2,300,000 | Westpac Banking Corp. | 06/16/21 | (26,207 | ) | |||||||||||||||
PLN | 3,726,012 | USD | 970,000 | Morgan Stanley & Co. International PLC | 06/16/21 | (26,806 | ) | |||||||||||||||
RUB | 142,612,892 | USD | 1,900,000 | UBS AG | 06/16/21 | (30,149 | ) | |||||||||||||||
RUB | 157,997,589 | USD | 2,130,000 | UBS AG | 06/16/21 | (58,435 | ) | |||||||||||||||
TRY | 16,020,346 | USD | 2,022,000 | JPMorgan Chase Bank N.A. | 06/16/21 | (179,310 | ) | |||||||||||||||
TWD | 30,763,385 | USD | 1,100,000 | UBS AG | 06/16/21 | (10,774 | ) | |||||||||||||||
USD | 1,143,000 | IDR | 16,859,250,000 | Morgan Stanley & Co. International PLC | 07/01/21 | (620 | ) | |||||||||||||||
|
| |||||||||||||||||||||
(2,923,113 | ) | |||||||||||||||||||||
|
| |||||||||||||||||||||
$ | 663,941 | |||||||||||||||||||||
|
|
Exchange-Traded Options Purchased
Description | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | |||||||||||||||||||
Call | ||||||||||||||||||||||||
Allianz SE, Registered Shares | 11 | 04/16/21 | EUR | 205.00 | EUR | 239 | $ | 10,384 | ||||||||||||||||
BNP Paribas SA | 98 | 04/16/21 | EUR | 48.00 | EUR | 508 | 25,858 | |||||||||||||||||
Farfetch Ltd., Class A | 27 | 04/16/21 | USD | 75.00 | USD | 143 | 365 | |||||||||||||||||
Home Depot, Inc. | 5 | 04/16/21 | USD | 270.00 | USD | 153 | 18,163 | |||||||||||||||||
Invesco QQQ Trust, Series 1 | 42 | 04/16/21 | USD | 340.00 | USD | 1,340 | 1,533 | |||||||||||||||||
iShares MSCI Emerging Markets ETF | 107 | 04/16/21 | USD | 59.00 | USD | 571 | 321 | |||||||||||||||||
Lowe’s Cos., Inc | 9 | 04/16/21 | USD | 170.00 | USD | 171 | 18,518 | |||||||||||||||||
Micron Technology, Inc | 21 | 04/16/21 | USD | 85.00 | USD | 185 | 11,130 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 531 | 04/16/21 | USD | 410.00 | USD | 21,045 | 26,815 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 342 | 04/16/21 | USD | 407.00 | USD | 13,555 | 28,899 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 440 | 04/16/21 | USD | 409.00 | USD | 17,439 | 26,180 | |||||||||||||||||
Visa, Inc., Class A | 28 | 04/16/21 | USD | 220.00 | USD | 593 | 3,514 | |||||||||||||||||
10-Year U.S. Treasury Note | 534 | 04/23/21 | USD | 135.50 | USD | 70 | 8,344 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 158 | 04/30/21 | USD | 405.00 | USD | 6,262 | 43,134 | |||||||||||||||||
10-Year U.S. Treasury Note | 412 | 05/21/21 | USD | 134.50 | USD | 54 | 45,062 | |||||||||||||||||
Advance Auto Parts, Inc | 9 | 05/21/21 | USD | 190.00 | USD | 165 | 5,220 |
26 |
|
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | 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) | ||||||||||||||||||
Amazon.com, Inc. | 1 | 05/21/21 | USD | 3,250.00 | USD | 309 | $6,955 | |||||||||||
ConocoPhillips | 84 | 05/21/21 | USD | 55.00 | USD | 445 | 19,740 | |||||||||||
DR Horton, Inc. | 44 | 05/21/21 | USD | 85.00 | USD | 392 | 32,340 | |||||||||||
Edwards Lifesciences Corp. | 20 | 05/21/21 | USD | 85.00 | USD | 167 | 5,810 | |||||||||||
Home Depot, Inc. | 15 | 05/21/21 | USD | 280.00 | USD | 458 | 42,750 | |||||||||||
Las Vegas Sands Corp. | 84 | 05/21/21 | USD | 72.50 | USD | 510 | 5,922 | |||||||||||
salesforce.com, Inc. | 10 | 05/21/21 | USD | 260.00 | USD | 212 | 640 | |||||||||||
SPDR S&P 500 ETF Trust | 65 | 05/21/21 | USD | 395.00 | USD | 2,576 | 64,805 | |||||||||||
VanEck Vectors Gold Miners ETF | 98 | 05/21/21 | USD | 240.00 | USD | 2,387 | 125,440 | |||||||||||
Deere & Co. | 9 | 06/18/21 | USD | 400.00 | USD | 337 | 9,878 | |||||||||||
Deere & Co. | 5 | 06/18/21 | USD | 380.00 | USD | 187 | 8,600 | |||||||||||
Intel Corp. | 137 | 06/18/21 | USD | 65.00 | USD | 877 | 43,497 | |||||||||||
Monster Beverage Corp. | 31 | 06/18/21 | USD | 95.00 | USD | 282 | 8,293 | |||||||||||
Monster Beverage Corp. | 6 | 06/18/21 | USD | 90.00 | USD | 55 | 2,970 | |||||||||||
PVH Corp. | 24 | 06/18/21 | USD | 95.00 | USD | 254 | 39,000 | |||||||||||
Ulta Beauty, Inc. | 6 | 06/18/21 | USD | 315.00 | USD | 186 | 11,430 | |||||||||||
Euro STOXX Banks | 584 | 12/17/21 | EUR | 90.00 | EUR | 31 | 222,578 | |||||||||||
SPDR S&P 500 ETF Trust | 14 | 12/17/21 | USD | 360.00 | USD | 555 | 68,523 | |||||||||||
| ||||||||||||||||||
992,611 | ||||||||||||||||||
| ||||||||||||||||||
Put | ||||||||||||||||||
10-Year U.S. Treasury Note | 552 | 04/02/21 | USD | 131.00 | USD | 72 | 155,250 | |||||||||||
Invesco QQQ Trust, Series 1 | 99 | 04/16/21 | USD | 305.00 | USD | 3,159 | 19,404 | |||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF. | 2,340 | 04/16/21 | USD | 130.00 | USD | 30,432 | 239,850 | |||||||||||
SPDR S&P 500 ETF Trust | 158 | 04/16/21 | USD | 380.00 | USD | 6,262 | 22,989 | |||||||||||
SPDR S&P 500 ETF Trust | 371 | 04/30/21 | USD | 380.00 | USD | 14,704 | 112,784 | |||||||||||
Invesco QQQ Trust, Series 1 | 50 | 05/21/21 | USD | 300.00 | USD | 1,596 | 24,700 | |||||||||||
iShares iBoxx $ High Yield Corporate Bond ETF | 4,712 | 05/21/21 | USD | 84.00 | USD | 41,079 | 202,616 | |||||||||||
iShares iBoxx $ High Yield Corporate Bond ETF | 248 | 05/21/21 | USD | 85.00 | USD | 2,162 | 14,384 | |||||||||||
SPDR S&P 500 ETF Trust | 56 | 05/21/21 | USD | 380.00 | USD | 2,219 | 27,888 | |||||||||||
SPDR S&P 500 ETF Trust | 185 | 05/21/21 | USD | 385.00 | USD | 7,332 | 110,722 | |||||||||||
iShares iBoxx $ High Yield Corporate Bond ETF | 465 | 06/18/21 | USD | 84.00 | USD | 4,054 | 35,340 | |||||||||||
| ||||||||||||||||||
965,927 | ||||||||||||||||||
| ||||||||||||||||||
$1,958,538 | ||||||||||||||||||
|
OTC Barrier Options Purchased
Description | Type of Option | Counterparty | Number of Contracts | Expiration Date | Exercise Price | Barrier Price/ Range | Notional Amount (000) | Value | ||||||||||||||||||||
Call | ||||||||||||||||||||||||||||
EUR Currency | One Touch | BNP Paribas S.A. | — | 06/28/21 | USD | 1.25 | USD | 1.25 | EUR | 180 | $ | 7,238 | ||||||||||||||||
|
| |||||||||||||||||||||||||||
Put | ||||||||||||||||||||||||||||
USD Currency | Down-and-out | Deutsche Bank AG | — | 04/20/21 | BRL | 5.48 | BRL | 5.24 | USD | 3,408 | 8,827 | |||||||||||||||||
USD Currency | Down-and-out | Goldman Sachs International | — | 04/21/21 | MXN | 20.10 | MXN | 19.45 | USD | 2,840 | 6,470 | |||||||||||||||||
USD Currency | Down-and-out | Bank of America N.A. | — | 04/21/21 | RUB | 73.75 | RUB | 71.6 | USD | 4,544 | 5,798 | |||||||||||||||||
USD Currency | Down-and-out | BNP Paribas S.A. | — | 04/29/21 | RUB | 75.00 | RUB | 72.6 | USD | 1,998 | 5,057 | |||||||||||||||||
EUR Currency | One Touch | Deutsche Bank AG | — | 05/06/21 | USD | 0.01 | USD | 1.18 | EUR | 3,340 | 2,350,169 | |||||||||||||||||
EUR Currency | One Touch | BNP Paribas S.A. | — | 05/28/21 | PLN | 4.25 | PLN | 4.25 | EUR | 140 | 675 | |||||||||||||||||
EUR Currency | One Touch | BNP Paribas S.A. | — | 05/28/21 | HUF | 340.00 | HUF | 340 | EUR | 150 | 2,028 | |||||||||||||||||
|
| |||||||||||||||||||||||||||
2,379,024 | ||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||
$ | 2,386,262 | |||||||||||||||||||||||||||
|
|
OTC Options Purchased
Description | Counterparty | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | ||||||||||||||||
Call | ||||||||||||||||||||||
EUR Currency | Citibank N.A. | — | 04/01/21 | USD | 1.21 | EUR | 17,630 | $ | 18 | |||||||||||||
USD Currency | Citibank N.A. | — | 04/08/21 | ZAR | 15.60 | USD | 2,207 | 1,382 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 27 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. |
OTC Options Purchased (continued)
Description | Counterparty | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | ||||||||||||||||
Call (continued) | ||||||||||||||||||||||
USD Currency | JPMorgan Chase Bank N.A. | — | 04/08/21 | ZAR | 15.70 | USD | 1,931 | $ | 904 | |||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 04/15/21 | BRL | 5.55 | USD783 | 18,425 | |||||||||||||||
USD Currency | JPMorgan Chase Bank N.A. | — | 04/29/21 | CLP | 760.00 | USD | 2,755 | 6,532 | ||||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 04/29/21 | CLP | 730.00 | USD | 5,510 | 52,174 | ||||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 05/06/21 | MXN | 22.00 | USD | 1,656 | 5,713 | ||||||||||||||
EUR Currency | UBS AG | — | 05/10/21 | USD | 1.23 | EUR | 10,472 | 2,257 | ||||||||||||||
Walt Disney Co. | Morgan Stanley & Co. International PLC | 149 | 05/21/21 | USD | 215.00 | USD | 27 | 265 | ||||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 05/31/21 | JPY | 112.50 | USD | 50,000 | 209,650 | ||||||||||||||
EUR Currency | Bank of America N.A. | — | 06/09/21 | USD | 1.22 | EUR | 682 | 590 | ||||||||||||||
EUR Currency | BNP Paribas S.A. | — | 06/18/21 | USD | 1.22 | EUR | 705 | 793 | ||||||||||||||
SPDR S&P 500 ETF Trust | Morgan Stanley & Co. International PLC | 8,400 | 06/18/21 | USD | 360.00 | USD | 3,024 | 338,898 | ||||||||||||||
|
| |||||||||||||||||||||
637,601 | ||||||||||||||||||||||
|
| |||||||||||||||||||||
Put | ||||||||||||||||||||||
EUR Currency | JPMorgan Chase Bank N.A. | — | 04/07/21 | JPY | 128.50 | EUR | 4,365 | 2,696 | ||||||||||||||
USD Currency | Deutsche Bank AG | — | 04/08/21 | MXN | 20.60 | USD | 3,862 | 49,360 | ||||||||||||||
EUR Currency | Citibank N.A. | — | 04/15/21 | USD | 1.19 | EUR | 4,471 | 51,707 | ||||||||||||||
USD Currency | Citibank N.A. | — | 04/22/21 | TRY | 7.50 | USD | 1,135 | 2,328 | ||||||||||||||
USD Currency | Goldman Sachs International | — | 04/22/21 | JPY | 101.00 | USD | 16,888 | 118 | ||||||||||||||
EUR Currency | Bank of America N.A. | — | 04/28/21 | NOK | 10.29 | EUR | 6,073 | 172,113 | ||||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 04/28/21 | NOK | 8.48 | USD | 5,167 | 46,383 | ||||||||||||||
USD Currency | Citibank N.A. | — | 04/29/21 | ZAR | 14.80 | USD | 3,858 | 67,399 | ||||||||||||||
USD Currency | Citibank N.A. | — | 05/14/21 | RUB | 73.00 | USD | 4,538 | 23,625 | ||||||||||||||
EUR Currency | Goldman Sachs International | — | 06/03/21 | GBP | 0.85 | EUR | 6,711 | 63,774 | ||||||||||||||
EUR Currency | Morgan Stanley & Co. International PLC | — | 06/03/21 | USD | 1.17 | EUR | 117,530 | 764,249 | ||||||||||||||
EUR Currency | Citibank N.A. | — | 06/11/21 | GBP | 0.85 | EUR | 6,911 | 70,010 | ||||||||||||||
USD Currency | Deutsche Bank AG | — | 06/17/21 | MXN | 20.00 | USD | 1,704 | 24,469 | ||||||||||||||
EUR Currency | BNP Paribas S.A. | — | 08/02/21 | USD | 1.19 | EUR | 23,736 | 505,457 | ||||||||||||||
Ishares National Muni Bond ETF | Credit Suisse International | 122 | 08/20/21 | USD | 114.00 | USD | 14 | 189 | ||||||||||||||
Ishares National Muni Bond ETF | Credit Suisse International | 122 | 08/20/21 | USD | 113.00 | USD | 14 | 51 | ||||||||||||||
|
| |||||||||||||||||||||
1,843,928 | ||||||||||||||||||||||
|
| |||||||||||||||||||||
$ | 2,481,529 | |||||||||||||||||||||
|
|
OTC Interest Rate Swaptions Purchased
| Paid by the Fund | Received by the Fund |
| Expiration | Exercise | Notional |
| |||||||||||||||||||
Description | Rate | Frequency | Rate | Frequency | Counterparty | Date | Rate | Amount (000) | Value | |||||||||||||||||
Call | ||||||||||||||||||||||||||
30-Year Interest Rate Swap, 04/03/51 | 3-Month LIBOR, 0.19% | Quarterly | 1.52% | Semi-Annual | Goldman Sachs International | 04/01/21 | 1.52 | % | USD | 17,369 | $ | 1 | ||||||||||||||
30-Year Interest Rate Swap, 04/08/51 | 3-Month LIBOR, 0.19% | Quarterly | 1.53% | Semi-Annual | Goldman Sachs International | 04/06/21 | 1.53 | USD | 9,143 | 1 | ||||||||||||||||
30-Year Interest Rate Swap, 04/23/51 | 3-Month LIBOR, 0.19% | Quarterly | 1.48% | Semi-Annual | Morgan Stanley & Co. International PLC | 04/21/21 | 1.48 | USD | 6,106 | 52 | ||||||||||||||||
30-Year Interest Rate Swap, 05/30/51 | 3-Month LIBOR, 0.19% | Quarterly | 1.80% | Semi-Annual | Deutsche Bank AG | 05/28/21 | 1.80 | USD | 5,238 | 23,285 | ||||||||||||||||
30-Year Interest Rate Swap, 06/06/51 | 3-Month LIBOR, 0.19% | Quarterly | 1.00% | Semi-Annual | JPMorgan Chase Bank N.A. | 06/04/21 | 1.00 | USD | 6,264 | 832 | ||||||||||||||||
30-Year Interest Rate Swap, 06/13/51 | 3-Month LIBOR, 0.19% | Quarterly | 1.00% | Semi-Annual | BNP Paribas S.A. | 06/11/21 | 1.00 | USD | 2,043 | 422 | ||||||||||||||||
30-Year Interest Rate Swap, 08/25/51 | 3-Month LIBOR, 0.19% | Quarterly | 1.75% | Semi-Annual | Goldman Sachs International | 08/23/21 | 1.75 | USD | 8,337 | 104,914 | ||||||||||||||||
30-Year Interest Rate Swap, 08/25/51 | 3-Month LIBOR, 0.19% | Quarterly | 1.77% | Semi-Annual | Goldman Sachs International | 08/23/21 | 1.77 | USD | 5,186 | 69,168 | ||||||||||||||||
1-Year Interest Rate Swap, 03/18/24 | 3-Month LIBOR, 0.19% | Quarterly | 0.80% | Semi-Annual | Morgan Stanley & Co. International PLC | 03/16/23 | 0.80 | USD | 123,604 | 283,297 | ||||||||||||||||
|
| |||||||||||||||||||||||||
481,972 | ||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||
Put | ||||||||||||||||||||||||||
5-Year Interest Rate Swap, 04/08/26 | 0.60% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | Bank of America N.A. | 04/06/21 | 0.60 | USD | 22,427 | 495,646 |
28 |
|
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. |
OTC Interest Rate Swaptions Purchased (continued)
| Paid by the Fund | Received by the Fund |
| Expiration Date | Exercise Rate | Notional Amount (000) |
| |||||||||||||||||||
Description | Rate | Frequency | Rate | Frequency | Counterparty | Value | ||||||||||||||||||||
Put (continued) | ||||||||||||||||||||||||||
5-Year Interest Rate Swap, 04/08/26 | 0.60% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | Bank of America N.A. | 04/06/21 | 0.60 | % | USD | 32,039 | $ | 708,066 | ||||||||||||||
5-Year Interest Rate Swap, 04/08/26 | 0.62% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | Bank of America N.A. | 04/06/21 | 0.62 | USD | 22,427 | 473,508 | ||||||||||||||||
5-Year Interest Rate Swap, 05/26/26 | 0.63% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | Morgan Stanley & Co. International PLC | 05/24/21 | 0.63 | USD | 55,869 | 1,306,766 | ||||||||||||||||
5-Year Interest Rate Swap, 05/27/26 | 0.64% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | Deutsche Bank AG | 05/25/21 | 0.64 | USD | 56,160 | 1,289,561 | ||||||||||||||||
5-Year Interest Rate Swap, 05/27/26 | 0.64% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | Goldman Sachs International | 05/25/21 | 0.64 | USD | 28,080 | 644,780 | ||||||||||||||||
5-Year Interest Rate Swap, 05/27/26 | 0.85% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | Goldman Sachs International | 05/25/21 | 0.85 | USD | 28,080 | 373,498 | ||||||||||||||||
30-Year Interest Rate Swap, 11/18/51 | 0.48% | Annual | 6-Month EURIBOR, (0.51%) | Semi-Annual | JPMorgan Chase Bank N.A. | 11/16/21 | 0.48 | EUR | 8,655 | 543,153 | ||||||||||||||||
30-Year Interest Rate Swap, 11/26/51 | 0.49% | Annual | 6-Month EURIBOR, (0.51%) | Semi-Annual | Goldman Sachs International | 11/24/21 | 0.49 | EUR | 8,548 | 532,151 | ||||||||||||||||
30-Year Interest Rate Swap, 12/11/51 | 0.52% | Annual | 6-Month EURIBOR, (0.51%) | Semi-Annual | Goldman Sachs International | 12/09/21 | 0.52 | EUR | 8,173 | 486,885 | ||||||||||||||||
|
| |||||||||||||||||||||||||
6,854,014 | ||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||
$ | 7,335,986 | |||||||||||||||||||||||||
|
|
Exchange-Traded Options Written
Description | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | |||||||||||||||
Call | ||||||||||||||||||||
Bank of America Corp. | 53 | 04/16/21 | USD | 39.00 | USD | 205 | $ | (4,956 | ) | |||||||||||
Citigroup, Inc. | 38 | 04/16/21 | USD | 72.50 | USD | 276 | (8,930 | ) | ||||||||||||
JPMorgan Chase & Co. | 24 | 04/16/21 | USD | 165.00 | USD | 365 | (1,272 | ) | ||||||||||||
Visa, Inc., Class A | 55 | 04/16/21 | USD | 235.00 | USD | 1,165 | (1,018 | ) | ||||||||||||
Amazon.com, Inc. | 1 | 05/21/21 | USD | 3,500.00 | USD | 309 | (2,030 | ) | ||||||||||||
ConocoPhillips | 84 | 05/21/21 | USD | 60.00 | USD | 445 | (8,778 | ) | ||||||||||||
ConocoPhillips | 47 | 05/21/21 | USD | 70.00 | USD | 249 | (964 | ) | ||||||||||||
Home Depot, Inc. | 10 | 05/21/21 | USD | 310.00 | USD | 305 | (8,125 | ) | ||||||||||||
Toll Brothers, Inc. | 56 | 05/21/21 | USD | 60.00 | USD | 318 | (9,800 | ) | ||||||||||||
VanEck Vectors Gold Miners ETF | 98 | 05/21/21 | USD | 265.00 | USD | 2,387 | (29,351 | ) | ||||||||||||
Intel Corp. | 64 | 06/18/21 | USD | 75.00 | USD | 410 | (4,576 | ) | ||||||||||||
iShares iBoxx $ High Yield Corporate Bond ETF | 465 | 06/18/21 | USD | 87.00 | USD | 4,054 | (25,575 | ) | ||||||||||||
SPDR S&P 500 ETF Trust | 343 | 06/18/21 | USD | 400.00 | USD | 13,594 | (329,108 | ) | ||||||||||||
SPDR S&P 500 ETF Trust | 246 | 06/18/21 | USD | 430.00 | USD | 9,750 | (27,183 | ) | ||||||||||||
Euro STOXX Banks | 584 | 12/17/21 | EUR | 105.00 | EUR | 36 | (79,615 | ) | ||||||||||||
|
| |||||||||||||||||||
(541,281 | ) | |||||||||||||||||||
|
| |||||||||||||||||||
Put | ||||||||||||||||||||
Alibaba Group Holding Ltd., ADR | 16 | 04/16/21 | USD | 220.00 | USD | 363 | (5,200 | ) | ||||||||||||
BNP Paribas SA | 98 | 04/16/21 | EUR | 41.00 | EUR | 508 | (7,125 | ) | ||||||||||||
Farfetch Ltd., Class A | 27 | 04/16/21 | USD | 55.00 | USD | 143 | (10,800 | ) | ||||||||||||
Invesco QQQ Trust, Series 1 | 99 | 04/16/21 | USD | 285.00 | USD | 3,159 | (4,554 | ) | ||||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF | 2,340 | 04/16/21 | USD | 126.00 | USD | 30,432 | (43,290 | ) | ||||||||||||
Micron Technology, Inc. | 21 | 04/16/21 | USD | 70.00 | USD | 185 | (263 | ) | ||||||||||||
Microsoft Corp. | 13 | 04/16/21 | USD | 210.00 | USD | 307 | (423 | ) | ||||||||||||
SPDR S&P 500 ETF Trust | 158 | 04/16/21 | USD | 365.00 | USD | 6,262 | (9,006 | ) | ||||||||||||
10-Year U.S. Treasury Note | 534 | 04/23/21 | USD | 129.50 | USD | 70 | (116,812 | ) | ||||||||||||
SPDR S&P 500 ETF Trust | 371 | 04/30/21 | USD | 370.00 | USD | 14,704 | (70,675 | ) | ||||||||||||
10-Year U.S. Treasury Note | 412 | 05/21/21 | USD | 129.50 | USD | 54 | (206,000 | ) | ||||||||||||
Advance Auto Parts, Inc. | 9 | 05/21/21 | USD | 160.00 | USD | 165 | (1,598 | ) | ||||||||||||
Amazon.com, Inc. | 1 | 05/21/21 | USD | 2,900.00 | US | 09 | (5,983 | ) |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 29 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | 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) | ||||||||||||||||||||
DR Horton, Inc. | 44 | 05/21/21 | USD | 72.50 | USD | 392 | $ | (3,278 | ) | |||||||||||
Edwards Lifesciences Corp. | 20 | 05/21/21 | USD | 70.00 | USD | 167 | (850 | ) | ||||||||||||
Generac Holdings, Inc. | 10 | 05/21/21 | USD | 270.00 | USD | 327 | (4,550 | ) | ||||||||||||
Invesco QQQ Trust, Series 1 | 50 | 05/21/21 | USD | 270.00 | USD | 1,596 | (6,750 | ) | ||||||||||||
Invesco QQQ Trust, Series 1 | 73 | 05/21/21 | USD | 265.00 | USD | 2,330 | (8,030 | ) | ||||||||||||
iShares iBoxx $ High Yield Corporate Bond ETF | 248 | 05/21/21 | USD | 75.00 | USD | 2,162 | (2,356 | ) | ||||||||||||
iShares iBoxx $ High Yield Corporate Bond ETF | 4,712 | 05/21/21 | USD | 81.00 | USD | 41,079 | (106,020 | ) | ||||||||||||
Las Vegas Sands Corp. | 31 | 05/21/21 | USD | 60.00 | USD | 188 | (10,307 | ) | ||||||||||||
salesforce.com, Inc. | 10 | 05/21/21 | USD | 210.00 | USD | 212 | (7,450 | ) | ||||||||||||
SPDR S&P 500 ETF Trust | 56 | 05/21/21 | USD | 350.00 | USD | 2,219 | (9,800 | ) | ||||||||||||
SPDR S&P 500 ETF Trust | 185 | 05/21/21 | USD | 360.00 | USD | 7,332 | (45,232 | ) | ||||||||||||
Deere & Co. | 9 | 06/18/21 | USD | 350.00 | USD | 337 | (9,742 | ) | ||||||||||||
Deere & Co. | 5 | 06/18/21 | USD | 330.00 | USD | 187 | (3,163 | ) | ||||||||||||
iShares iBoxx $ High Yield Corporate Bond ETF | 465 | 06/18/21 | USD | 75.00 | USD | 4,054 | (8,137 | ) | ||||||||||||
Monster Beverage Corp. | 31 | 06/18/21 | USD | 85.00 | USD | 282 | (7,052 | ) | ||||||||||||
Monster Beverage Corp. | 6 | 06/18/21 | USD | 80.00 | USD | 55 | (1,410 | ) | ||||||||||||
PVH Corp. | 24 | 06/18/21 | USD | 75.00 | USD | 254 | (1,500 | ) | ||||||||||||
SPDR S&P 500 ETF Trust | 114 | 06/18/21 | USD | 250.00 | USD | 4,518 | (4,902 | ) | ||||||||||||
Ulta Beauty, Inc. | 6 | 06/18/21 | USD | 255.00 | USD | 186 | (2,400 | ) | ||||||||||||
SPDR S&P 500 ETF Trust | 8 | 12/17/21 | USD | 270.00 | USD | 317 | (2,955 | ) | ||||||||||||
|
| |||||||||||||||||||
(727,613 | ) | |||||||||||||||||||
|
| |||||||||||||||||||
$ | (1,268,894 | ) | ||||||||||||||||||
|
|
OTC Options Written
Description | Counterparty | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | ||||||||||||||||
Call | ||||||||||||||||||||||
EUR Currency | JPMorgan Chase Bank N.A. | — | 04/07/21 | JPY | 130.00 | EUR | 2,729 | $ | (6,867 | ) | ||||||||||||
USD Currency | JPMorgan Chase Bank N.A. | — | 04/08/21 | ZAR | 16.30 | USD1,931 | (191 | ) | ||||||||||||||
USD Currency | JPMorgan Chase Bank N.A. | — | 04/15/21 | BRL | 5.55 | USD | 783 | (18,425 | ) | |||||||||||||
USD Currency | Citibank N.A. | — | 04/22/21 | TRY | 7.75 | USD | 567 | (46,716 | ) | |||||||||||||
USD Currency | Citibank N.A. | — | 04/22/21 | TRY | 7.50 | USD | 390 | (42,860 | ) | |||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 04/29/21 | CLP | 760.00 | USD | 5,510 | (13,064 | ) | |||||||||||||
USD Currency | Bank of America N.A. | — | 04/30/21 | ZAR | 15.70 | USD | 3,306 | (15,912 | ) | |||||||||||||
USD Currency | JPMorgan Chase Bank N.A. | — | 05/03/21 | MXN | 21.00 | USD | 3,298 | (32,746 | ) | |||||||||||||
USD Currency | Deutsche Bank AG | — | 05/06/21 | MXN | 22.00 | USD | 1,656 | (5,713 | ) | |||||||||||||
EUR Currency | UBS AG | — | 05/10/21 | USD | 1.24 | EUR | 10,472 | (1,024 | ) | |||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 05/13/21 | BRL | 5.75 | USD | 653 | (12,032 | ) | |||||||||||||
Walt Disney Co. | Morgan Stanley & Co. International PLC | 2,970 | 05/21/21 | USD | 215.00 | USD | 548 | (4,506 | ) | |||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 05/31/21 | JPY | 114.00 | USD | 50,000 | (96,450 | ) | |||||||||||||
|
| |||||||||||||||||||||
(296,506 | ) | |||||||||||||||||||||
|
| |||||||||||||||||||||
Put | ||||||||||||||||||||||
USD Currency | Citibank N.A. | — | 04/02/21 | RUB | 73.00 | USD | 2,090 | (6 | ) | |||||||||||||
USD Currency | Citibank N.A. | — | 04/08/21 | ZAR | 15.00 | USD | 2,207 | (41,030 | ) | |||||||||||||
USD Currency | Deutsche Bank AG | — | 04/15/21 | MXN | 20.00 | USD | 1,704 | (5,884 | ) | |||||||||||||
USD Currency | Citibank N.A. | — | 04/22/21 | TRY | 6.85 | USD | 390 | (167 | ) | |||||||||||||
EUR Currency | Bank of America N.A. | — | 04/28/21 | NOK | 10.08 | EUR | 6,073 | (75,050 | ) | |||||||||||||
USD Currency | Deutsche Bank AG | — | 04/28/21 | MXN | 20.00 | USD | 3,304 | (21,436 | ) | |||||||||||||
USD Currency | Morgan Stanley & Co. International PLC | — | 04/28/21 | NOK | 8.31 | USD | 5,167 | (15,485 | ) | |||||||||||||
USD Currency | Citibank N.A. | — | 04/29/21 | ZAR | 14.35 | USD | 4,132 | (23,209 | ) | |||||||||||||
USD Currency | Citibank N.A. | — | 05/14/21 | RUB | 71.00 | USD | 3,400 | (5,539 | ) | |||||||||||||
EUR Currency | Morgan Stanley & Co. International PLC | — | 06/03/21 | USD | 1.15 | EUR | 117,530 | (465,562 | ) | |||||||||||||
EUR Currency | Citibank N.A. | — | 06/11/21 | GBP | 0.83 | EUR | 6,911 | (17,115 | ) | |||||||||||||
EUR Currency | BNP Paribas S.A. | — | 08/02/21 | USD | 1.15 | EUR | 35,604 | (218,553 | ) | |||||||||||||
|
| |||||||||||||||||||||
(889,036 | ) | |||||||||||||||||||||
|
| |||||||||||||||||||||
$ | (1,185,542 | ) | ||||||||||||||||||||
|
|
30 |
|
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. |
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 | ||||||||||||||||||||||||||||||||||||||||
10-Year Interest Rate Swap, 09/22/31 | 0.55% | Semi-Annual | | 3-Month LIBOR, 0.19% |
| Quarterly | | Morgan Stanley & Co. International PLC | | 09/20/21 | 0.55% | USD | 3,740 | $ | (1,557 | ) | ||||||||||||||||||||||||
1-Year Interest Rate Swap, 03/18/24 | 0.40% | Semi-Annual | | 3-Month LIBOR, 0.19% |
| Quarterly | | Morgan Stanley & Co. International PLC | | 03/16/23 | 0.40 | USD | 123,605 | (107,614 | ) | |||||||||||||||||||||||||
1-Year Interest Rate Swap, 03/18/24 | 0.60% | Semi-Annual | | 3-Month LIBOR, 0.19% | | Quarterly | | Morgan Stanley & Co. International PLC | | 03/16/23 | 0.60 | USD | 123,604 | (177,863 | ) | |||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||||
(287,034 | ) | |||||||||||||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||||
Put | ||||||||||||||||||||||||||||||||||||||||
10-Year Interest Rate Swap, 04/03/31 | | 3-Month LIBOR, 0.19% |
| Quarterly | 1.40% | Semi-Annual | | Goldman Sachs International | | 04/01/21 | 1.40 | USD | 41,944 | (1,476,454 | ) | |||||||||||||||||||||||||
10-Year Interest Rate Swap, 04/08/31 | | 3-Month LIBOR, 0.19% |
| Quarterly | 1.42% | Semi-Annual | | Goldman Sachs International | | 04/06/21 | 1.42 | USD | 12,190 | (406,740 | ) | |||||||||||||||||||||||||
5-Year Interest Rate Swap, 04/08/26 | | 3-Month LIBOR, 0.19% |
| Quarterly | 0.85% | Semi-Annual | Bank of America N.A. | 04/06/21 | 0.85 | USD | 22,427 | (219,023 | ) | |||||||||||||||||||||||||||
5-Year Interest Rate Swap, 04/08/26 | | 3-Month LIBOR, 0.19% |
| Quarterly | 0.85% | Semi-Annual | Bank of America N.A. | 04/06/21 | 0.85 | USD | 32,039 | (312,889 | ) | |||||||||||||||||||||||||||
5-Year Interest Rate Swap, 04/08/26 | | 3-Month LIBOR, 0.19% |
| Quarterly | 0.87% | Semi-Annual | Bank of America N.A. | 04/06/21 | 0.87 | USD | 22,427 | (197,030 | ) | |||||||||||||||||||||||||||
5-Year Interest Rate Swap, 05/27/26 | | 3-Month LIBOR, 0.19% |
| Quarterly | 1.00% | Semi-Annual | | Goldman Sachs International | | 05/25/21 | 1.00 | USD | 28,080 | (218,098 | ) | |||||||||||||||||||||||||
5-Year Interest Rate Swap, 05/27/26 | | 3-Month LIBOR, 0.19% |
| Quarterly | 1.00% | Semi-Annual | Deutsche Bank AG | 05/25/21 | 1.00 | USD | 28,080 | (218,098 | ) | |||||||||||||||||||||||||||
30-Year Interest Rate Swap, 08/25/51 | | 3-Month LIBOR, 0.19% | | Quarterly | 2.25% | Semi-Annual | | Goldman Sachs International | | 08/23/21 | 2.25 | USD | 8,337 | (358,118 | ) | |||||||||||||||||||||||||
30-Year Interest Rate Swap, 08/25/51 | | 3-Month LIBOR, 0.19% |
| Quarterly | 2.27% | Semi-Annual | | Goldman Sachs International | | 08/23/21 | 2.27 | USD | 5,186 | (211,825 | ) | |||||||||||||||||||||||||
10-Year Interest Rate Swap, 09/22/31 | | 3-Month LIBOR, 0.19% |
| Quarterly | 1.40% | Semi-Annual | | Morgan Stanley & Co. International PLC | | 09/20/21 | 1.40 | USD | 7,480 | (381,515 | ) | |||||||||||||||||||||||||
30-Year Interest Rate Swap, 11/18/51 | | 6-Month EURIBOR, (0.51%) | | Semi-Annual | 0.78% | Annual | | JPMorgan Chase Bank N.A. | | 11/16/21 | 0.78 | EUR | 8,655 | (227,331 | ) | |||||||||||||||||||||||||
30-Year Interest Rate Swap, 11/26/51 | | 6-Month EURIBOR, (0.51%) | | Semi-Annual | 0.79% | Annual | | Goldman Sachs International | | 11/24/21 | 0.79 | EUR | 8,548 | (226,009 | ) | |||||||||||||||||||||||||
30-Year Interest Rate Swap, 12/11/51 | | 6-Month EURIBOR, (0.51%) | | Semi-Annual | 0.82% | Annual | | Goldman Sachs International | | 12/09/21 | 0.82 | EUR | 8,173 | (211,835 | ) | |||||||||||||||||||||||||
10-Year Interest Rate Swap, 01/28/32 | | 3-Month LIBOR, 0.19% |
| Quarterly | 1.76% | Semi-Annual | | Goldman Sachs International | | 01/26/22 | 1.76 | USD | 11,049 | (417,048 | ) | |||||||||||||||||||||||||
10-Year Interest Rate Swap, 01/28/32 | | 3-Month LIBOR, 0.19% |
| Quarterly | 1.76% | Semi-Annual | | Goldman Sachs International | | 01/26/22 | 1.76 | USD | 22,098 | (834,096 | ) | |||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||||
(5,916,109 | ) | |||||||||||||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||||
$ | (6,203,143 | ) | ||||||||||||||||||||||||||||||||||||||
|
|
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) | |||||||||||||||
ITRAXX.XO.34.V2 | 5.00% | Quarterly | 12/20/25 | EUR | 533 | $ | (77,279 | ) | $ | (68,317 | ) | $ | (8,962 | ) | ||||||||
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS | 31 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. |
Centrally Cleared Credit Default Swaps — Sell Protection
Reference Obligation/Index | Financing Rate Received by the Fund | Payment Frequency | Termination Date | Credit Rating(a) | Notional | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||
CDX.NA.HY.34.V9 | 5.00% | Quarterly | 06/20/25 | CCC | USD | 7,360 | $ | 688,969 | $ | 271,686 | $ | 417,283 | ||||||||||||
|
|
|
|
|
|
(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 | |||||||||||||||||||||||||||
6 Month LIBOR, 0.21% | Semi-Annual | 1.91% | Semi-Annual | N/A | 07/09/21 | CAD | 9,280 | $ | 53,076 | $ | 20 | $ | 53,056 | |||||||||||||||||||
6-Month LIBOR, 0.21% | Semi-Annual | 1.91% | Semi-Annual | N/A | 07/09/21 | CAD | 720 | 4,111 | — | 4,111 | ||||||||||||||||||||||
3-Month NIBOR, 3.50% | Semi-Annual | 0.49% | Semi-Annual | 09/02/21 | (a) | 09/02/22 | NOK | 16,590 | (4,990 | ) | 31 | (5,021 | ) | |||||||||||||||||||
3-Month NIBOR, 3.50% | Quarterly | 0.47% | Annual | 11/23/21 | (a) | 11/23/22 | NOK | 34,335 | (15,428 | ) | 66 | (15,494 | ) | |||||||||||||||||||
3-Month NIBOR, 3.50% | Quarterly | 0.47% | Annual | 11/24/21 | (a) | 11/24/22 | NOK | 38,913 | (17,566 | ) | 75 | (17,641 | ) | |||||||||||||||||||
3-Month NIBOR, 3.50% | Quarterly | 0.47% | Annual | 11/25/21 | (a) | 11/25/22 | NOK | 31,131 | (14,118 | ) | 60 | (14,178 | ) | |||||||||||||||||||
3-Month NIBOR, 3.50% | Quarterly | 0.47% | Annual | 11/26/21 | (a) | 11/26/22 | NOK | 59,148 | (27,346 | ) | 114 | (27,460 | ) | |||||||||||||||||||
3-Month NIBOR, 3.50% | Quarterly | 0.48% | Annual | 11/26/21 | (a) | 11/26/22 | NOK | 32,687 | (14,922 | ) | 62 | (14,984 | ) | |||||||||||||||||||
3-Month NIBOR, 3.50% | Quarterly | 0.50% | Annual | 12/07/21 | (a) | 12/07/22 | NOK | 32,687 | (14,699 | ) | 64 | (14,763 | ) | |||||||||||||||||||
1-Month MXIBOR, 4.29% | Monthly | 4.29% | Monthly | N/A | 01/13/23 | MXN | 263,344 | (157,387 | ) | 53 | (157,440 | ) | ||||||||||||||||||||
1-Month MXIBOR, 4.29% | Monthly | 4.18% | Monthly | N/A | 02/16/23 | MXN | 138,761 | (106,200 | ) | 29 | (106,229 | ) | ||||||||||||||||||||
1-Month MXIBOR, 4.29% | Monthly | 4.42% | Monthly | N/A | 02/28/23 | MXN | 34,384 | (19,807 | ) | 7 | (19,814 | ) | ||||||||||||||||||||
1-Month MXIBOR, 4.29% | Monthly | 4.50% | Semi-Annual | N/A | 03/03/23 | MXN | 34,373 | (17,249 | ) | 7 | (17,256 | ) | ||||||||||||||||||||
1-Month MXIBOR, 4.29% | Monthly | 5.22% | Monthly | N/A | 03/29/23 | MXN | 160,226 | 20,494 | 34 | 20,460 | ||||||||||||||||||||||
6-Month LIBOR, 0.21% | Semi-Annual | (0.68%) | Monthly | 05/23/22 | (a) | 05/23/23 | CHF | 2,757 | (2,545 | ) | 49 | (2,594 | ) | |||||||||||||||||||
6-Month LIBOR, 0.21% | Semi-Annual | (0.62%) | Quarterly | 06/07/22 | (a) | 06/07/23 | CHF | 2,730 | (835 | ) | 49 | (884 | ) | |||||||||||||||||||
6-Month LIBOR, 0.21% | Semi-Annual | (0.62%) | Quarterly | 06/07/22 | (a) | 06/07/23 | CHF | 2,771 | (1,035 | ) | 50 | (1,085 | ) | |||||||||||||||||||
6-Month LIBOR, 0.21% | Semi-Annual | (0.58%) | Quarterly | 06/09/22 | (a) | 06/09/23 | CHF | 2,771 | 253 | 50 | 203 | |||||||||||||||||||||
6-Month LIBOR, 0.21% | Semi-Annual | 0.81% | Semi-Annual | 11/16/22 | (a) | 11/16/23 | CAD | 22,161 | (73,237 | ) | 291 | (73,528 | ) | |||||||||||||||||||
6-Month LIBOR, 0.21% | Semi-Annual | 0.78% | Semi-Annual | 11/17/22 | (a) | 11/17/23 | CAD | 2,743 | (9,730 | ) | 36 | (9,766 | ) | |||||||||||||||||||
6-Month LIBOR, 0.21% | Semi-Annual | 0.78% | Semi-Annual | 11/18/22 | (a) | 11/18/23 | CAD | 10,736 | (38,780 | ) | 141 | (38,921 | ) | |||||||||||||||||||
1-Month MXIBOR, 4.29% | Monthly | 4.68% | Monthly | N/A | 02/27/24 | MXN | 222,335 | (235,299 | ) | 46 | (235,345 | ) | ||||||||||||||||||||
1-Month MXIBOR, 4.29% | Monthly | 4.86% | Monthly | N/A | 03/01/24 | MXN | 24,395 | (19,758 | ) | 5 | (19,763 | ) | ||||||||||||||||||||
0.40% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 03/08/24 | USD | 92,780 | 237,694 | 402 | 237,292 | ||||||||||||||||||||||
0.44% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 03/11/24 | USD | 100,000 | 127,794 | 434 | 127,360 | ||||||||||||||||||||||
0.45% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 03/19/24 | USD | 23,502 | 31,442 | 103 | 31,339 | ||||||||||||||||||||||
1-Month MXIBOR, 4.29% | Monthly | 5.47% | Monthly | N/A | 03/21/24 | MXN | 51,653 | (915 | ) | 11 | (926 | ) | ||||||||||||||||||||
1-Month MXIBOR, 4.29% | Monthly | 5.50% | Monthly | N/A | 03/21/24 | MXN | 51,713 | 1,225 | 11 | 1,214 | ||||||||||||||||||||||
0.44% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 03/22/24 | USD | 52,000 | 84,474 | 395 | 84,079 | ||||||||||||||||||||||
0.63% | Monthly | 6-Month GBP LIBOR, 0.11% | Monthly | 03/01/24 | (a) | 03/01/25 | GBP | 7,370 | 7,503 | 52 | 7,451 | |||||||||||||||||||||
0.64% | Monthly | 6-Month GBP LIBOR, 0.11% | Monthly | 03/01/24 | (a) | 03/01/25 | GBP | 7,370 | 7,201 | 52 | 7,149 | |||||||||||||||||||||
0.61% | Monthly | 6-Month GBP LIBOR, 0.11% | Monthly | 03/11/24 | (a) | 03/11/25 | GBP | 10,420 | 15,164 | 73 | 15,091 | |||||||||||||||||||||
3-Month LIBOR, 0.19% | Quarterly | 0.46% | Semi-Annual | N/A | 11/23/25 | USD | 8,405 | (180,721 | ) | 156 | (180,877 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.19% | Quarterly | 0.39% | Semi-Annual | N/A | 02/10/26 | USD | 20,840 | (617,976 | ) | 187 | (618,163 | ) | ||||||||||||||||||||
0.68% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 02/19/26 | USD | 12,034 | 185,574 | 108 | 185,466 | ||||||||||||||||||||||
0.70% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 02/22/26 | USD | 3,289 | 48,472 | 30 | 48,442 | ||||||||||||||||||||||
3-Month LIBOR, 0.19% | Quarterly | 0.83% | Semi-Annual | N/A | 03/08/26 | USD | 22,775 | (201,596 | ) | 207 | (201,803 | ) | ||||||||||||||||||||
0.89% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 03/18/26 | USD | 730 | 4,679 | 7 | 4,672 | ||||||||||||||||||||||
0.90% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 03/18/26 | USD | 1,450 | 9,221 | 14 | 9,207 | ||||||||||||||||||||||
3-Month LIBOR, 0.19% | Quarterly | 0.66% | Semi-Annual | N/A | 09/25/30 | USD | 1,243 | (119,001 | ) | 25 | (119,026 | ) | ||||||||||||||||||||
0.71% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 09/25/30 | USD | 1,243 | 113,448 | 25 | 113,423 | ||||||||||||||||||||||
5.81% | Monthly | 1-Month MXIBOR, 4.29% | Monthly | N/A | 10/17/30 | MXN | 60,000 | 213,517 | 58 | 213,459 | ||||||||||||||||||||||
5.89% | Monthly | 1-Month MXIBOR, 4.29% | Monthly | N/A | 10/22/30 | MXN | 100,000 | 328,930 | 100 | 328,830 | ||||||||||||||||||||||
0.81% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 11/23/30 | USD | 5,481 | 450,860 | 117 | 450,743 | ||||||||||||||||||||||
1.17% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 02/04/31 | USD | 9,608 | 507,602 | 153 | 507,449 | ||||||||||||||||||||||
1.20% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 02/05/31 | USD | 2,857 | 145,041 | 45 | 144,996 | ||||||||||||||||||||||
5.52% | Monthly | 1-Month MXIBOR, 4.29% | Monthly | N/A | 02/11/31 | MXN | 120,000 | 583,243 | 7,715 | 575,528 | ||||||||||||||||||||||
1.60% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 03/18/31 | USD | 380 | 5,650 | 7 | 5,643 | ||||||||||||||||||||||
1.61% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 03/18/31 | USD | 770 | 11,193 | 13 | 11,180 |
32 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | 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 | |||||||||||||||||||||||||||
1.66% | Semi-Annual | 3 Month LIBOR, 0.19% | Quarterly | N/A | 03/25/31 | USD | 190 | $ | 1,921 | $ | 3 | $ | 1,918 | |||||||||||||||||||
1.68% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 03/30/31 | USD | 400 | 3,346 | 7 | 3,339 | ||||||||||||||||||||||
1.30% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 11/19/50 | USD | 5,222 | 1,037,146 | 150 | 1,036,996 | ||||||||||||||||||||||
1.22% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 11/27/50 | USD | 6,800 | 1,479,739 | 196 | 1,479,543 | ||||||||||||||||||||||
1.45% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 12/11/50 | USD | 1,791 | 294,927 | 51 | 294,876 | ||||||||||||||||||||||
3-Month LIBOR, 0.19% | Quarterly | 1.20% | Semi-Annual | N/A | 12/22/50 | USD | 7,691 | (1,717,327 | ) | 220 | (1,717,547 | ) | ||||||||||||||||||||
1.27% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 12/30/50 | USD | 6,800 | 1,409,365 | 195 | 1,409,170 | ||||||||||||||||||||||
1.45% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 01/07/51 | USD | 6,212 | 1,041,649 | 193 | 1,041,456 | ||||||||||||||||||||||
1.52% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 01/08/51 | USD | 2,120 | 318,519 | 66 | 318,453 | ||||||||||||||||||||||
1.63% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 01/25/51 | USD | 4,697 | 594,799 | 146 | 594,653 | ||||||||||||||||||||||
1.48% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 01/28/51 | USD | 7,179 | 1,151,824 | 223 | 1,151,601 | ||||||||||||||||||||||
1.58% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 02/01/51 | USD | 4,957 | 686,784 | 154 | 686,630 | ||||||||||||||||||||||
1.66% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 02/04/51 | USD | 5,469 | 650,574 | 170 | 650,404 | ||||||||||||||||||||||
1.68% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 02/05/51 | USD | 2,857 | 326,727 | 89 | 326,638 | ||||||||||||||||||||||
0.89% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 02/10/51 | USD | 3,789 | 1,130,401 | 118 | 1,130,283 | ||||||||||||||||||||||
3-Month LIBOR, 0.19% | Quarterly | 1.24% | Semi-Annual | N/A | 02/10/51 | USD | 5,684 | (1,234,380 | ) | 177 | (1,234,557 | ) | ||||||||||||||||||||
1.91% | Semi-Annual | 3-Month LIBOR, 0.19% | Quarterly | N/A | 02/22/51 | USD | 1,118 | 68,633 | 35 | 68,598 | ||||||||||||||||||||||
1.68% | Semi-Annual | 6-Month BBR, 0.85% | Semi-Annual | N/A | 06/21/51 | AUD | 345 | 38,080 | 10 | 38,070 | ||||||||||||||||||||||
1.68% | Semi-Annual | 6-Month BBR, 0.85% | Semi-Annual | N/A | 06/21/51 | AUD | 340 | 37,841 | 9 | 37,832 | ||||||||||||||||||||||
1.68% | Semi-Annual | 6-Month BBR, 0.85% | Semi-Annual | N/A | 06/21/51 | AUD | 345 | 38,412 | 9 | 38,403 | ||||||||||||||||||||||
1.69% | Semi-Annual | 6-Month BBR, 0.85% | Semi-Annual | N/A | 06/21/51 | AUD | 363 | 39,900 | 10 | 39,890 | ||||||||||||||||||||||
1.69% | Semi-Annual | 6-Month BBR, 0.85% | Semi-Annual | N/A | 06/21/51 | AUD | 366 | 40,125 | 10 | 40,115 | ||||||||||||||||||||||
1.71% | Semi-Annual | 6-Month BBR, 0.85% | Semi-Annual | N/A | 06/21/51 | AUD | 341 | 36,147 | 9 | 36,138 | ||||||||||||||||||||||
1.73% | Semi-Annual | 6-Month BBR, 0.85% | Semi-Annual | N/A | 06/21/51 | AUD | 327 | 33,609 | 9 | 33,600 | ||||||||||||||||||||||
2.15% | Semi-Annual | 6-Month BBR, 0.85% | Semi-Annual | N/A | 06/21/51 | AUD | 419 | 13,054 | 12 | 13,042 | ||||||||||||||||||||||
2.17% | Semi-Annual | 6-Month BBR, 0.85% | Semi-Annual | N/A | 06/21/51 | AUD | 634 | 17,705 | 18 | 17,687 | ||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||
$ | 8,826,241 | $ | 14,128 | $ | 8,812,113 | |||||||||||||||||||||||||||
|
|
|
|
|
|
(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) | ||||||||||||||||||||
Reference | Frequency | Rate | Frequency | |||||||||||||||||||||||
UK Retail Price Index All Items Monthly | Monthly | 3.51% | Monthly | 12/15/24 | GBP | 550 | $ | (17,573 | ) | $ | 26 | $ | (17,599 | ) | ||||||||||||
UK Retail Price Index All Items Monthly | Monthly | 3.35% | Monthly | 01/15/25 | GBP | 270 | (5,270 | ) | 13 | (5,283 | ) | |||||||||||||||
UK Retail Price Index All Items Monthly | Monthly | 3.14% | Monthly | 05/15/25 | GBP | 320 | 2,111 | 14 | 2,097 | |||||||||||||||||
UK Retail Price Index All Items Monthly | Monthly | 3.43% | Monthly | 11/15/25 | GBP | 2,680 | 28,115 | 129 | 27,986 | |||||||||||||||||
2.55% | Monthly | US CPI Urban Consumers NAS | Monthly | 03/18/26 | USD | 1,310 | 1,184 | 15 | 1,169 | |||||||||||||||||
2.55% | Monthly | US CPI Urban Consumers NAS | Monthly | 03/18/26 | USD | 660 | 728 | 8 | 720 | |||||||||||||||||
3.58% | Monthly | UK Retail Price Index All Items Monthly | Monthly | 12/15/29 | GBP | 550 | 8,716 | 30 | 8,686 | |||||||||||||||||
3.48% | Monthly | UK Retail Price Index All Items Monthly | Monthly | 01/15/30 | GBP | 270 | (564 | ) | 14 | (578 | ) | |||||||||||||||
3.35% | Monthly | UK Retail Price Index All Items Monthly | Monthly | 05/15/30 | GBP | 320 | (11,592 | ) | 16 | (11,608 | ) | |||||||||||||||
3.51% | Monthly | UK Retail Price Index All Items Monthly | Monthly | 11/15/30 | GBP | 2,680 | (91,198 | ) | 146 | (91,344 | ) | |||||||||||||||
3.54% | Monthly | UK Retail Price Index All Items Monthly | Monthly | 12/15/30 | GBP | 530 | (16,728 | ) | 29 | (16,757 | ) | |||||||||||||||
2.32% | Monthly | US CPI Urban Consumers NAS | Monthly | 02/25/31 | USD | 375 | (7,170 | ) | 8 | (7,178 | ) | |||||||||||||||
2.35% | Monthly | US CPI Urban Consumers NAS | Monthly | 03/05/31 | USD | 109 | (1,641 | ) | 2 | (1,643 | ) | |||||||||||||||
2.35% | Monthly | US CPI Urban Consumers NAS | Monthly | 03/05/31 | USD | 109 | (1,687 | ) | 2 | (1,689 | ) | |||||||||||||||
2.36% | Monthly | US CPI Urban Consumers NAS | Monthly | 03/05/31 | USD | 219 | (3,200 | ) | 5 | (3,205 | ) |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 33 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. |
Centrally Cleared Inflation Swaps (continued)
Paid by the Fund | Received by the Fund | Termination Date | Notional Amount (000) | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||||
Reference | Frequency | Rate | Frequency | |||||||||||||||||||||||||
2.45% | Monthly | US CPI Urban Consumers NAS | Monthly | 03/18/31 | USD | 650 | $ | (2,745 | ) | $ | 13 | $ | (2,758 | ) | ||||||||||||||
2.45% | Monthly | US CPI Urban Consumers NAS | Monthly | 03/18/31 | USD | 320 | (1,674 | ) | 7 | (1,681 | ) | |||||||||||||||||
2.44% | Monthly | US CPI Urban Consumers NAS | Monthly | 03/25/31 | USD | 170 | (917 | ) | 3 | (920 | ) | |||||||||||||||||
2.51% | Monthly | US CPI Urban Consumers NAS | Monthly | 03/30/31 | USD | 330 | 419 | 7 | 412 | |||||||||||||||||||
3.58% | Monthly | UK Retail Price Index All Items Monthly | Monthly | 03/15/41 | GBP | 75 | (619 | ) | 4 | (623 | ) | |||||||||||||||||
3.58% | Monthly | UK Retail Price Index All Items Monthly | Monthly | 03/15/41 | GBP | 38 | (351 | ) | 2 | (353 | ) | |||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||
$ | (121,656 | ) | $ | 493 | $ | (122,149 | ) | |||||||||||||||||||||
|
|
|
|
|
|
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) | ||||||||||||||||||||||||
Federal Republic of Brazil | 1.00 | % | Quarterly | Barclays Bank PLC | 06/20/26 | USD | 7,338 | $ | 437,506 | $ | 422,608 | $ | 14,898 | |||||||||||||||||||
Republic of Chile | 1.00 | Quarterly | Goldman Sachs International | 06/20/26 | USD | 850 | (17,993 | ) | (17,691 | ) | (302 | ) | ||||||||||||||||||||
Republic of Colombia | 1.00 | Quarterly | Citibank N.A. | 06/20/26 | USD | 8,781 | 148,902 | 139,722 | 9,180 | |||||||||||||||||||||||
Republic of Indonesia | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/26 | USD | 5,862 | (34,107 | ) | (33,776 | ) | (331 | ) | ||||||||||||||||||||
Republic of Philippines | 1.00 | Quarterly | Goldman Sachs International | 06/20/26 | USD | 3,946 | (111,398 | ) | (106,459 | ) | (4,939 | ) | ||||||||||||||||||||
Republic of Russia | 1.00 | Quarterly | Citibank N.A. | 06/20/26 | USD | 3,928 | 20,952 | 17,236 | 3,716 | |||||||||||||||||||||||
Republic of South Aftrica | 1.00 | Quarterly | Goldman Sachs International | 06/20/26 | USD | 2,344 | 151,826 | 165,904 | (14,078 | ) | ||||||||||||||||||||||
Republic of South Aftrica | 1.00 | Quarterly | Goldman Sachs International | 06/20/26 | USD | 16,355 | 1,059,258 | 1,157,480 | (98,222 | ) | ||||||||||||||||||||||
Republic of South Aftrica | 1.00 | Quarterly | Goldman Sachs International | 06/20/26 | USD | 1,644 | 106,477 | 116,350 | (9,873 | ) | ||||||||||||||||||||||
United Maxican States | 1.00 | Quarterly | Morgan Stanley & Co. International PLC | 06/20/26 | USD | 8,361 | 56,417 | 55,039 | 1,378 | |||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||
$ | 1,817,840 | $ | 1,916,413 | $ | (98,573 | ) | ||||||||||||||||||||||||||
|
|
|
|
|
|
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 (000)(b) | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||||||
CMBX.NA.9 | 3.00 | % | Monthly | Morgan Stanley & Co. International PLC | 09/17/58 | NR | USD | 2,000 | $ | (219,459 | ) | $ | (222,057 | ) | $ | 2,598 | ||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Morgan Stanley & Co. International PLC | 09/17/58 | NR | USD | 2,000 | (219,459 | ) | (230,711 | ) | 11,252 | ||||||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Morgan Stanley & Co. International PLC | 09/17/58 | NR | USD | 2,000 | (219,460 | ) | (228,446 | ) | 8,986 | ||||||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Deutsche Bank AG | 09/17/58 | NR | USD | 1,350 | (148,135 | ) | (135,643 | ) | (12,492 | ) | |||||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Goldman Sachs International | 09/17/58 | NR | USD | 70 | (7,681 | ) | (351 | ) | (7,330 | ) | |||||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Morgan Stanley & Co. International PLC | 09/17/58 | NR | USD | 265 | (29,078 | ) | (1,072 | ) | (28,006 | ) | |||||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Morgan Stanley & Co. International PLC | 09/17/58 | NR | USD | 190 | (20,849 | ) | (581 | ) | (20,268 | ) | |||||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Morgan Stanley & Co. International PLC | 09/17/58 | NR | USD | 70 | (7,681 | ) | (351 | ) | (7,330 | ) | |||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||
$ | (871,802 | ) | $ | (819,212 | ) | $ | (52,590 | ) | ||||||||||||||||||||||||||||
|
|
|
|
|
|
(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. |
34 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | 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 | ||||||||||||||||||||||||||
3-Month LIBOR, 0.19% | Quarterly | 1.30% | Quarterly | Morgan Stanley & Co. International PLC | 03/16/22 | (a) | 03/16/23 | KRW | 7,972,960 | $ | 3,081 | $ | — | $ | 3,081 | |||||||||||||||||
3-Month LIBOR, 0.19% | Monthly | 4.63% | Monthly | Citibank N.A. | 03/16/22 | (a) | 03/16/23 | INR | 286,931 | (3,604 | ) | — | (3,604 | ) | ||||||||||||||||||
3-Month LIBOR, 0.19% | Monthly | 4.63% | Monthly | Citibank N.A. | 03/16/22 | (a) | 03/16/23 | INR | 541,380 | (6,326 | ) | — | (6,326 | ) | ||||||||||||||||||
3-Month LIBOR, 0.19% | Monthly | 4.64% | Monthly | Bank of America N.A. | 03/16/22 | (a) | 03/16/23 | INR | 254,449 | (2,686 | ) | — | (2,686 | ) | ||||||||||||||||||
1.42% | Semi-Annual | 3-Month LIBOR, 0.19% | Semi-Annual | Bank of America N.A. | N/A | 04/01/23 | CLP | 5,282,574 | 12,855 | — | 12,855 | |||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||
$ | 3,320 | $ | — | $ | 3,320 | |||||||||||||||||||||||||||
|
|
|
|
|
|
(a) | Forward Swap. |
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:
• | Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Fund has the ability to access; |
• | Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market–corroborated inputs); and |
• | 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 table summarizes the Fund’s investments categorized in the fair value 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 | $ | — | $ | 36,105,151 | $ | 751,000 | $ | 36,856,151 | ||||||||
Common Stocks | ||||||||||||||||
Canada | 135,727 | — | — | 135,727 | ||||||||||||
France | — | 501,501 | — | 501,501 | ||||||||||||
Germany | — | 551,609 | — | 551,609 | ||||||||||||
Ireland | — | 482,638 | — | 482,638 | ||||||||||||
Italy | — | 681,857 | — | 681,857 | ||||||||||||
Netherlands | 44,028 | 200,787 | — | 244,815 | ||||||||||||
Singapore | 404,046 | — | — | 404,046 | ||||||||||||
Sweden | — | 484,594 | — | 484,594 | ||||||||||||
Switzerland | — | 205,874 | — | 205,874 | ||||||||||||
Taiwan | 1,419 | — | — | 1,419 | ||||||||||||
United Kingdom | 798,756 | 163,466 | — | 962,222 |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 35 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. |
Fair Value Hierarchy as of Period End (continued)
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Common Stocks (continued) | ||||||||||||||||
United States | $ | 15,910,359 | $ | — | $ | — | $ | 15,910,359 | ||||||||
Corporate Bonds | ||||||||||||||||
Argentina | — | 2,229,298 | — | 2,229,298 | ||||||||||||
Australia | — | 500,802 | — | 500,802 | ||||||||||||
Austria | — | 1,361,956 | — | 1,361,956 | ||||||||||||
Bahamas | — | 410,750 | — | 410,750 | ||||||||||||
Bahrain | — | 1,107,379 | — | 1,107,379 | ||||||||||||
Belgium | — | 690,757 | — | 690,757 | ||||||||||||
Bermuda | — | 1,931,471 | — | 1,931,471 | ||||||||||||
Brazil | — | 14,406,004 | — | 14,406,004 | ||||||||||||
Canada | — | 2,156,881 | — | 2,156,881 | ||||||||||||
Cayman Islands | — | 9,841,164 | — | 9,841,164 | ||||||||||||
Chile | — | 4,089,366 | — | 4,089,366 | ||||||||||||
China | — | 5,669,317 | — | 5,669,317 | ||||||||||||
Colombia | — | 5,720,728 | — | 5,720,728 | ||||||||||||
Denmark | — | 287,662 | — | 287,662 | ||||||||||||
Dominican Republic | — | 468,526 | — | 468,526 | ||||||||||||
Finland | — | 154,728 | — | 154,728 | ||||||||||||
France | — | 9,373,902 | — | 9,373,902 | ||||||||||||
Germany | — | 8,791,862 | — | 8,791,862 | ||||||||||||
Guatemala | — | 1,555,436 | — | 1,555,436 | ||||||||||||
Hong Kong | — | 2,438,374 | — | 2,438,374 | ||||||||||||
India | — | 2,701,792 | — | 2,701,792 | ||||||||||||
Indonesia | — | 1,464,959 | — | 1,464,959 | ||||||||||||
Ireland | — | 1,158,937 | — | 1,158,937 | ||||||||||||
Isle of Man | — | 204,446 | — | 204,446 | ||||||||||||
Israel | — | 2,569,624 | — | 2,569,624 | ||||||||||||
Italy | 111,501 | 3,102,655 | — | 3,214,156 | ||||||||||||
Japan | — | 4,637,037 | — | 4,637,037 | ||||||||||||
Jersey | — | 2,802,729 | — | 2,802,729 | ||||||||||||
Kazakhstan | — | 266,110 | — | 266,110 | ||||||||||||
Kuwait | — | 1,435,322 | — | 1,435,322 | ||||||||||||
Lithuania | — | 469,213 | — | 469,213 | ||||||||||||
Luxembourg | — | 9,477,369 | — | 9,477,369 | ||||||||||||
Malaysia | — | 443,047 | — | 443,047 | ||||||||||||
Mauritius | — | 1,774,719 | — | 1,774,719 | ||||||||||||
Mexico | — | 20,349,071 | — | 20,349,071 | ||||||||||||
Morocco | — | 472,004 | — | 472,004 | ||||||||||||
MultiNational | — | 1,362,136 | — | 1,362,136 | ||||||||||||
Netherlands | — | 15,873,317 | — | 15,873,317 | ||||||||||||
Norway | — | 430,766 | — | 430,766 | ||||||||||||
Panama | — | 1,120,208 | — | 1,120,208 | ||||||||||||
Peru | — | 2,194,515 | — | 2,194,515 | ||||||||||||
Portugal | — | 90,702 | — | 90,702 | ||||||||||||
Saudi Arabia | — | 1,810,347 | — | 1,810,347 | ||||||||||||
Singapore | — | 2,510,817 | — | 2,510,817 | ||||||||||||
South Africa | — | 597,805 | — | 597,805 | ||||||||||||
South Korea | — | 525,156 | — | 525,156 | ||||||||||||
Spain | — | 2,007,397 | — | 2,007,397 | ||||||||||||
Sweden | — | 1,335,868 | — | 1,335,868 | ||||||||||||
Switzerland | — | 1,442,469 | — | 1,442,469 | ||||||||||||
Thailand | — | 1,064,764 | — | 1,064,764 | ||||||||||||
United Arab Emirates | — | 2,797,698 | — | 2,797,698 | ||||||||||||
United Kingdom | — | 11,136,191 | — | 11,136,191 | ||||||||||||
United States | — | 64,265,981 | — | 64,265,981 | ||||||||||||
Floating Rate Loan Interests | — | 7,582,568 | 2,382,215 | 9,964,783 | ||||||||||||
Foreign Agency Obligations | — | 175,778,140 | — | 175,778,140 | ||||||||||||
Investment Companies | 46,664,594 | — | — | 46,664,594 | ||||||||||||
Municipal Bonds | — | 2,901,568 | — | 2,901,568 | ||||||||||||
Non-Agency Mortgage-Backed Securities | — | 56,504,803 | 2,409,400 | 58,914,203 | ||||||||||||
Preferred Securities | ||||||||||||||||
Capital Trusts | — | 6,252,395 | — | 6,252,395 |
36
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. |
Fair Value Hierarchy as of Period End (continued)
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Preferred Stocks | ||||||||||||||||
United States | $ | 6,378 | $ | 326,149 | $ | — | $ | 332,527 | ||||||||
U.S. Government Sponsored Agency Securities | — | 126,559,703 | — | 126,559,703 | ||||||||||||
U.S. Treasury Obligations | — | 120,621,184 | — | 120,621,184 | ||||||||||||
Warrants | — | 3,000 | — | 3,000 | ||||||||||||
Short-Term Securities | ||||||||||||||||
Borrowed Bond Agreements | — | 1,704,950 | — | 1,704,950 | ||||||||||||
Money Market Funds | 93,055,450 | — | — | 93,055,450 | ||||||||||||
U.S. Treasury Obligations | — | 54,999,669 | — | 54,999,669 | ||||||||||||
Options Purchased | ||||||||||||||||
Equity Contracts | 1,749,882 | 339,403 | — | 2,089,285 | ||||||||||||
Foreign Currency Exchange Contracts | — | 4,528,388 | — | 4,528,388 | ||||||||||||
Interest Rate Contracts | 208,656 | 7,335,986 | — | 7,544,642 | ||||||||||||
Liabilities | ||||||||||||||||
Investments | ||||||||||||||||
Borrowed Bonds | — | (1,698,836 | ) | — | (1,698,836 | ) | ||||||||||
TBA Sale Commitments | — | (27,433,134 | ) | — | (27,433,134 | ) | ||||||||||
|
|
|
|
|
|
|
| |||||||||
$ | 159,090,796 | $ | 812,764,947 | $ | 5,542,615 | $ | 977,398,358 | |||||||||
|
|
|
|
|
|
|
| |||||||||
Derivative Financial Instruments(a) | ||||||||||||||||
Assets | ||||||||||||||||
Credit Contracts | $ | — | $ | 469,291 | $ | — | $ | 469,291 | ||||||||
Equity Contracts | 81,555 | — | — | 81,555 | ||||||||||||
Foreign Currency Exchange Contracts | — | 3,587,054 | — | 3,587,054 | ||||||||||||
Interest Rate Contracts | 1,667,610 | 13,693,114 | — | 15,360,724 | ||||||||||||
Other Contracts | — | 41,070 | — | 41,070 | ||||||||||||
Liabilities | ||||||||||||||||
Credit Contracts | — | (212,133 | ) | — | (212,133 | ) | ||||||||||
Equity Contracts | (1,110,279 | ) | (4,506 | ) | — | (1,114,785 | ) | |||||||||
Foreign Currency Exchange Contracts | — | (4,104,149 | ) | — | (4,104,149 | ) | ||||||||||
Interest Rate Contracts | (2,330,672 | ) | (11,080,824 | ) | — | (13,411,496 | ) | |||||||||
Other Contracts | — | (163,219 | ) | — | (163,219 | ) | ||||||||||
|
|
|
|
|
|
|
| |||||||||
$ | (1,691,786 | ) | $ | 2,225,698 | $ | — | $ | 533,912 | ||||||||
|
|
|
|
|
|
|
|
(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 $1,795,720 are categorized as Level 2 within the fair value hierarchy.
Currency Abbreviation | Currency Abbreviation (continued) | |||||
AUD | Australian Dollar | HUF | Hungarian Forint | |||
BRL | Brazilian Real | IDR | Indonesian Rupiah | |||
CAD | Canadian Dollar | INR | Indian Rupee | |||
CHF | Swiss Franc | JPY | Japanese Yen | |||
CLP | Chilean Peso | KRW | South Korean Won | |||
CNH | Chinese Yuan | MXN | Mexican Peso | |||
CNY | Chinese Yuan | MYR | Malaysian Ringgit | |||
COP | Colombian Peso | NOK | Norwegian Krone | |||
CZK | Czech Koruna | NZD | New Zealand Dollar | |||
DKK | Danish Krone | PLN | Polish Zloty | |||
EUR | Euro | RUB | New Russian Ruble | |||
GBP | British Pound | SEK | Swedish Krona | |||
HKD | Hong Kong Dollar | SGD | Singapore Dollar |
CONSOLIDATED SCHEDULE OF INVESTMENTS | 37 |
Consolidated Schedule of Investments (unaudited) (continued) March 31, 2021 | BlackRock Strategic Global Bond Fund, Inc. |
Currency Abbreviation (continued) | ||
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 | |
BBR | Bank Bill 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. | |
JSC | Joint Stock Company | |
LIBOR | London Interbank Offered Rate | |
MSCI | Morgan Stanley Capital International | |
MTN | Medium-Term Note | |
MXIBOR | Mexico Interbank Offered Rate | |
NIBOR | Norwegian Interbank Offered Rate | |
PCL | Public Company Limited | |
PIK | Payment-in-Kind | |
PJSC | Public Joint Stock Company | |
RB | Revenue Bond | |
REIT | Real Estate Investment Trust | |
S&P | Standard & Poor’s | |
SAB | Special Assessment Bonds | |
SOFR | Secured Overnight Financing Rate | |
SPDR | Standard & Poor’s Depository Receipt | |
TAN | Tax Anticipation Notes | |
TBA | To-Be-Announced |
38 |
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