Schedule of Investments (unaudited) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
Asset-Backed Securities | ||||||||||||
Cayman Islands(a)(b) — 2.3% | ||||||||||||
ACRES Commercial Realty Ltd., Series 2021-FL1, Class A, (1 mo. LIBOR US + 1.20%), 1.64%, 06/15/36 | USD | 310 | $ | 306,343 | ||||||||
AGL CLO 3 Ltd., Series 2020-3A, Class A, (3 mo. LIBOR US + 1.30%), 1.54%, 01/15/33 | 250 | 248,379 | ||||||||||
Allegro CLO VI Ltd., Series 2017-2A, Class A, (3 mo. LIBOR US + 1.13%), 1.37%, 01/17/31 | 400 | 398,211 | ||||||||||
ALM Ltd., Series 2020-1A, Class A2, | 250 | 249,198 | ||||||||||
Ares LV CLO Ltd., Series 2020-55A, Class ER, (3 mo. LIBOR US + 6.35%), 6.59%, 07/15/34 | 500 | 491,411 | ||||||||||
Ares XXXVII CLO Ltd., Series 2015-4A, Class A1R, (3 mo. LIBOR US + 1.17%), 1.41%, 10/15/30 | 400 | 398,768 | ||||||||||
Bain Capital Credit CLO Ltd., Series 2017-1A, Class A1R, (3 mo. LIBOR US + 0.97%), 1.22%, 07/20/30 | 600 | 595,454 | ||||||||||
Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class A1AR, (3 mo. LIBOR US + 1.10%), 1.35%, 01/20/31 | 500 | 497,131 | ||||||||||
Carlyle Global Market Strategies CLO Ltd., (3 mo. LIBOR US + 1.30%), 1.57%, 07/27/31 | 1,000 | 982,185 | ||||||||||
CBAM Ltd., Series 2017-1A, Class A1, | 400 | 398,688 | ||||||||||
CIFC Funding Ltd. | ||||||||||||
Series 2014-3A, Class A1R2, (3 mo. LIBOR US + 1.20%), 1.46%, 10/22/31 | 1,500 | 1,494,058 | ||||||||||
Series 2014-5A, Class A1R2, (3 mo. LIBOR US + 1.20%), 1.44%, 10/17/31 | 2,000 | 1,991,696 | ||||||||||
Dryden 37 Senior Loan Fund, Series 2015-37A, Class AR, (3 mo. LIBOR US + 1.10%), 1.34%, 01/15/31 | 750 | 745,558 | ||||||||||
Dryden 49 Senior Loan Fund, (3 mo. LIBOR + 0.95%), (3 mo. LIBOR US + 0.95%), 1.19%, 07/18/30 | 750 | 743,754 | ||||||||||
Eaton Vance CLO Ltd., Series 2018-1A, Class A2, (3 mo. LIBOR US + 1.45%), 1.69%, 10/15/30 | 250 | 247,957 | ||||||||||
Elmwood CLO IV Ltd., Series 2020-1A, Class A, (3 mo. LIBOR US + 1.24%), 1.48%, 04/15/33 | 500 | 497,420 | ||||||||||
Gulf Stream Meridian 4 Ltd., Class A2, | 250 | 248,783 | ||||||||||
Jamestown CLO XV Ltd., Series 2020-15A, |
| 1,000 | 995,316 | |||||||||
LoanCore Issuer Ltd., Series 2021-CRE5, Class A, (1 mo. LIBOR US + 1.30%), 1.70%, 07/15/36 | 160 | 158,387 | ||||||||||
Madison Park Funding XI Ltd., Series 2013-11A, Class AR2, (3 mo. LIBOR US + 0.90%), 1.16%, 07/23/29 | 987 | 979,677 | ||||||||||
Mariner CLO LLC, Series 2016-3A, | 250 | 246,271 | ||||||||||
MP CLO VIII Ltd., Series 2015-2A, | 250 | 247,385 | ||||||||||
OCP CLO Ltd., Series 2013-4A, | 250 | 248,534 | ||||||||||
Octagon Investment Partners 36 Ltd., Series 2018-1A, Class A1, (3 mo. LIBOR US + 0.97%), 1.21%, 04/15/31 | 750 | 742,398 | ||||||||||
OHA Credit Funding 3 Ltd., Series 2019-3A, Class BR, (3 mo. LIBOR US + 1.65%), 1.90%, 07/02/35 | 1,000 | 988,553 |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
Cayman Islands (continued) | ||||||||||||
OHA Credit Funding 5 Ltd., Series 2020-5A, Class A2A, (3 mo. LIBOR US + 1.45%), 1.69%, 04/18/33 | USD | 300 | $ | 297,270 | ||||||||
Park Avenue Institutional Advisers CLO Ltd, Series 2017-1A, Class DR, (3 mo. LIBOR US + 6.81%), 7.20%, 02/14/34 | 250 | 239,558 | ||||||||||
RR 3 Ltd., Class 3A, (3 mo. LIBOR US + 1.40%), 1.64%, 01/15/30 | 1,125 | 1,113,764 | ||||||||||
Symphony CLO XIX Ltd., Series 2018-19A, Class A, (3 mo. LIBOR US + 0.96%), 1.20%, 04/16/31 | 500 | 494,557 | ||||||||||
TICP CLO XII Ltd., Series 2018-12A, Class BR, (3 mo. LIBOR US + 1.65%), 1.89%, 07/15/34 | 325 | 318,904 | ||||||||||
TRESTLES CLO Ltd., Series 2017-1A, Class A1R, (3 mo. LIBOR US + 0.99%), 1.25%, 04/25/32 | 250 | 246,289 | ||||||||||
Trimaran Cavu Ltd. | ||||||||||||
Series 2019-1A, Class B, (3 mo. LIBOR US + 2.20%), 2.45%, 07/20/32 | 250 | 248,319 | ||||||||||
Series 2019-1A, Class C1, (3 mo. LIBOR US + 3.15%), 3.40%, 07/20/32 | 500 | 499,850 | ||||||||||
Venture 39 CLO Ltd., Series 2020-39A, Class A1, (3 mo. LIBOR US + 1.28%), 1.52%, 04/15/33 | 335 | 332,566 | ||||||||||
Whitebox Clo I Ltd., Series 2019-1A, Class CR, (3 mo. LIBOR US + 3.05%), 3.31%, 07/24/32 | 500 | 489,487 | ||||||||||
|
| |||||||||||
19,422,079 | ||||||||||||
Denmark — 0.0% | ||||||||||||
Red & Black Auto Germany 8 UG, Series 8, Class B, (Update Replacements.xls: EUR001M + 0.75%), 0.20%, 09/15/30(a)(c) | EUR | 100 | 109,776 | |||||||||
|
| |||||||||||
Ireland(a)(c) — 0.1% | ||||||||||||
Avoca CLO XXII DAC, Series 22X, Class B1, (3 mo. Euribor + 1.30%), 1.30%, 04/15/35 | 100 | 106,284 | ||||||||||
CVC Cordatus Loan Fund IV DAC, Series 4X, Class BR1, (3 mo. Euribor + 1.30%), 1.30%, 02/22/34 | 100 | 106,375 | ||||||||||
Henley CLO IV DAC, Series 4X, Class B1, (3 mo. Euribor + 1.35%), 1.35%, 04/25/34 | 100 | 106,875 | ||||||||||
|
| |||||||||||
319,534 | ||||||||||||
Spain — 0.0% | ||||||||||||
Autonoria Spain FT, Series 2021-SP, Class B, (Update Replacements.xls: EUR001M + 0.80%), 0.25%, 01/31/39(a)(c) | 200 | 219,391 | ||||||||||
|
| |||||||||||
United States — 2.3% | ||||||||||||
AccessLex Institute, Series 2007-A, | USD | 91 | 88,299 | |||||||||
Affirm Asset Securitization Trust, 1.75%, 02/15/27(b) | 689 | 680,948 | ||||||||||
Anchorage Capital CLO 3-R Ltd., Series 2014-3RA, Class A, (3 mo. LIBOR US + 1.05%), 1.33%, 01/28/31(a)(b) | 400 | 397,885 | ||||||||||
Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class A, (3 mo. LIBOR US + 1.05%), 1.33%, 01/28/31(a)(b) | 400 | 397,357 | ||||||||||
Apidos CLO XII, Series 2013-12A, | 500 | 496,544 | ||||||||||
Aqua Finance Trust, Series 2021-A, Class A, 1.54%, 07/17/46(b) | 85 | 81,051 | ||||||||||
BHG Securitization Trust(b) | ||||||||||||
Series 2021-A, Class A, 1.42%, 11/17/33 | 130 | 123,874 | ||||||||||
Series 2021-A, Class B, 2.79%, 11/17/33 | 100 | 93,559 | ||||||||||
Series 2022-A, Class C, 3.08%, 02/20/35 | 200 | 189,778 |
1 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
United States (continued) | ||||||||||||
Chenango Park CLO Ltd., Series 2018-1A, Class A2, (3 mo. LIBOR US + 1.55%), 1.79%, 04/15/30(a)(b) | USD | 1,018 | $ | 1,007,389 | ||||||||
CIFC Funding Ltd.(a)(b) | ||||||||||||
Series 2013-1A, Class A2R, (3 mo. LIBOR US + 1.75%), 1.99%, 07/16/30 | 1,000 | 995,895 | ||||||||||
Series 2018-1A, Class A, (3 mo. LIBOR US + 1.00%), 1.24%, 04/18/31 | 400 | 396,800 | ||||||||||
Dryden 53 CLO Ltd., Series 2017-53A, Class A, (3 mo. LIBOR US + 1.12%), 1.36%, 01/15/31(a)(b) | 600 | 596,724 | ||||||||||
Foundation Finance Trust, Series 2021-2A, Class A, 2.19%, 01/15/42(b) | 273 | 262,612 | ||||||||||
Generate CLO 2 Ltd., Series 2015-1A, | 600 | 597,619 | ||||||||||
GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A, 2.10%, 05/20/48(b)(d) | 459 | 423,063 | ||||||||||
Kapitus Asset Securitization LLC, 3.38%, 07/10/28(b) | 334 | 324,092 | ||||||||||
LCM 26 Ltd., Series 26A, Class A1, (3 mo. LIBOR US + 1.07%), 1.32%, 01/20/31(a)(b) | 600 | 596,179 | ||||||||||
LendingPoint Pass-Through Trust(b) 3.25%, 04/15/28(e) | 100 | 100,000 | ||||||||||
Series 2022-ST1, Class A, 2.50%, 03/15/28 | 96 | 93,785 | ||||||||||
Lendmark Funding Trust, Series 2021-1A, Class A, 1.90%, 11/20/31(b) | 350 | 316,460 | ||||||||||
Loanpal Solar Loan Ltd., Series 2020-2GF, Class A, 2.75%, 07/20/47(b) | 97 | 91,772 | ||||||||||
Mercury Financial Credit Card Master Trust, 2.50%, 09/21/26(b) | 935 | 902,152 | ||||||||||
Mosaic Solar Loans LLC, Series 2017-2A, Class A, 3.82%, 06/22/43(b) | 63 | 61,908 | ||||||||||
Navient Private Education Refi Loan Trust, Series 2021- DA, Class A, (Prime - 1.99%), 1.26%, 04/15/60(a)(b) | 504 | 488,915 | ||||||||||
Nelnet Student Loan Trust(b) | ||||||||||||
Series 2021-DA, Class B, 2.90%, 04/20/62 | 450 | 420,777 | ||||||||||
Series 2021-DA, Class C, 3.50%, 04/20/62 | 100 | 93,535 | ||||||||||
Oportun Issuance Trust(b) | ||||||||||||
Series 2021-B, Class A, 1.47%, 05/08/31 | 190 | 179,367 | ||||||||||
Series 2021-C, Class A, 2.18%, 10/08/31 | 680 | 640,346 | ||||||||||
Series 2021-C, Class B, 2.67%, 10/08/31 | 305 | 287,936 | ||||||||||
Pagaya AI Debt Trust, Series 2022-1, Class A, 2.03%, 10/15/29(b) | 990 | 971,905 | ||||||||||
Palmer Square Loan Funding Ltd., Series 2019-2A, Class A2, (3 mo. LIBOR US + 1.60%), 1.85%, 04/20/27(a)(b) | 1,000 | 998,388 | ||||||||||
Regional Management Issuance Trust, 3.07%, 03/15/32(b) | 182 | 176,963 | ||||||||||
Republic Finance Issuance Trust(b) | ||||||||||||
Series 2021-A, Class A, 2.30%, 12/22/31 | 600 | 569,350 | ||||||||||
Series 2021-A, Class B, 2.80%, 12/22/31 | 136 | 127,940 | ||||||||||
Series 2021-A, Class C, 3.53%, 12/22/31 | 100 | 94,081 | ||||||||||
Series 2021-A, Class D, 5.23%, 12/22/31 | 800 | 753,730 | ||||||||||
Rockford Tower CLO Ltd., Series 2017-3A, Class A, (3 mo. LIBOR US + 1.19%), 1.44%, 10/20/30(a)(b) | 400 | 398,596 | ||||||||||
RR 3 Ltd., Series 2018-3A, Class A1R2, | 400 | 397,644 | ||||||||||
Service Experts Issuer LLC, Series 2021-1A, Class A, 2.67%, 02/02/32(b) | 364 | 348,075 | ||||||||||
Shackleton CLO Ltd., Series 2013-3A, | 398 | 396,138 |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
United States (continued) | ||||||||||||
Steele Creek CLO Ltd., Series 2017-1A, Class A, (3 mo. LIBOR US + 1.25%), 1.49%, 10/15/30(a)(b) | USD | 400 | $ | 398,468 | ||||||||
Tiaa CLO III Ltd., Series 2017-2A, | 400 | 397,827 | ||||||||||
TICP CLO XV Ltd., Series 2020-15A, Class A, (3 mo. LIBOR US + 1.28%), 1.53%, 04/20/33(a)(b) | 1,750 | 1,740,862 | ||||||||||
Upstart Pass-Through Trust(b) | ||||||||||||
3.00%, 12/20/26 | 54 | 52,512 | ||||||||||
Series 2022-ST1, Class A, 2.60%, 03/20/30 | 181 | 177,154 | ||||||||||
Voya CLO Ltd., Series 2017-4A, Class A1, (3 mo. LIBOR US + 1.13%), 1.37%, 10/15/30(a)(b) | 400 | 398,180 | ||||||||||
|
| |||||||||||
19,824,434 | ||||||||||||
|
| |||||||||||
Total Asset-Backed Securities — 4.7% | 39,895,214 | |||||||||||
|
| |||||||||||
Shares | ||||||||||||
Common Stocks | ||||||||||||
Canada(f) — 0.0% | ||||||||||||
Largo, Inc. | 1,012 | 12,814 | ||||||||||
Shopify, Inc., Class A | 123 | 83,143 | ||||||||||
|
| |||||||||||
95,957 | ||||||||||||
China — 0.0% | ||||||||||||
Alibaba Group Holding Ltd., ADR(f) | 704 | 76,595 | ||||||||||
|
| |||||||||||
Denmark — 0.0% | ||||||||||||
Pandora A/S | 1,157 | 110,221 | ||||||||||
|
| |||||||||||
France — 0.1% | ||||||||||||
BNP Paribas SA | 3,193 | 182,463 | ||||||||||
Societe Generale SA | 4,461 | 119,587 | ||||||||||
|
| |||||||||||
302,050 | ||||||||||||
Germany — 0.1% | ||||||||||||
Daimler Truck Holding AG(f) | 1,911 | 53,002 | ||||||||||
Mercedes-Benz Group AG, Registered Shares | 3,574 | 250,857 | ||||||||||
|
| |||||||||||
303,859 | ||||||||||||
Ireland — 0.0% | ||||||||||||
Trane Technologies PLC | 1,174 | 179,270 | ||||||||||
|
| |||||||||||
Japan — 0.0% | ||||||||||||
SoftBank Group Corp. | 2,200 | 98,361 | ||||||||||
|
| |||||||||||
South Korea — 0.0% | ||||||||||||
Coupang, Inc.(f) | 8,592 | 151,906 | ||||||||||
|
| |||||||||||
Switzerland — 0.0% | ||||||||||||
Cie Financiere Richemont SA, Class A, Registered Shares | 1,995 | 252,876 | ||||||||||
|
| |||||||||||
United Kingdom — 0.2% | ||||||||||||
Barclays PLC | 101,669 | 197,083 | ||||||||||
BP PLC, ADR | 6,105 | 179,487 | ||||||||||
Capri Holdings Ltd.(f) | 4,686 | 240,814 | ||||||||||
Genius Sports Ltd.(f) | 26,450 | 121,670 | ||||||||||
Lloyds Banking Group PLC | 294,225 | 179,173 | ||||||||||
Shell PLC | 9,739 | 265,979 | ||||||||||
|
| |||||||||||
1,184,206 | ||||||||||||
United States — 1.4% | ||||||||||||
Advance Auto Parts, Inc. | 1,038 | 214,823 |
SCHEDULE OF INVESTMENTS | 2 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
| ||||||||
United States (continued) | ||||||||
Advanced Micro Devices, Inc.(f) | 1,732 | $ | 189,377 | |||||
Alcoa Corp. | 5,629 | 506,779 | ||||||
Alphabet, Inc., Class A(f) | 16 | 44,502 | ||||||
Alphabet, Inc., Class C(f) | 79 | 220,646 | ||||||
Altice USA, Inc., Class A(f) | 2,786 | 34,769 | ||||||
Altus Power, Inc., (Acquired 01/21/22, | 15,350 | 114,051 | ||||||
Amazon.com, Inc.(f) | 44 | 143,438 | ||||||
ANSYS, Inc.(f) | 241 | 76,554 | ||||||
Applied Materials, Inc. | 1,050 | 138,390 | ||||||
Archer-Daniels-Midland Co. | 2,991 | 269,968 | ||||||
Bath & Body Works, Inc. | 2,864 | 136,899 | ||||||
Blend Labs, Inc., Class A(f) | 5,092 | 29,024 | ||||||
Bunge Ltd. | 1,761 | 195,136 | ||||||
Carrier Global Corp. | 4,273 | 196,003 | ||||||
CF Industries Holdings, Inc. | 3,702 | 381,528 | ||||||
Chesapeake Energy Corp. | 1,087 | 94,569 | ||||||
ConocoPhillips | 2,027 | 202,700 | ||||||
CSX Corp. | 3,794 | 142,085 | ||||||
D.R. Horton, Inc. | 1,961 | 146,114 | ||||||
Danaher Corp. | 211 | 61,893 | ||||||
Deere & Co. | 395 | 164,107 | ||||||
Delta Air Lines, Inc.(f) | 3,352 | 132,639 | ||||||
Devon Energy Corp. | 6,628 | 391,914 | ||||||
Dick’s Sporting Goods, Inc. | 1,614 | 161,432 | ||||||
Dynatrace, Inc.(f) | 4,705 | 221,606 | ||||||
Edwards Lifesciences Corp.(f)(h) | 1,931 | 227,317 | ||||||
Element Solutions, Inc. | 6,664 | 145,942 | ||||||
Energy Transfer LP | 16,892 | 189,021 | ||||||
EQT Corp. | 4,116 | 141,632 | ||||||
Exxon Mobil Corp. | 2,714 | 224,149 | ||||||
FedEx Corp. | 237 | 54,839 | ||||||
Floor & Decor Holdings, Inc., Class A(f) | 985 | 79,785 | ||||||
Ford Motor Co. | 14,397 | 243,453 | ||||||
Freeport-McMoRan, Inc. | 5,333 | 265,263 | ||||||
Generac Holdings, Inc.(f) | 921 | 273,776 | ||||||
General Motors Co.(f) | 5,886 | 257,454 | ||||||
HCA Healthcare, Inc. | 401 | 100,499 | ||||||
Health Care Select Sector SPDR Fund | 3,733 | 511,384 | ||||||
Hilton Worldwide Holdings, Inc.(f) | 501 | 76,022 | ||||||
Intuitive Surgical, Inc.(f) | 457 | 137,868 | ||||||
Johnson Controls International PLC | 2,483 | 162,810 | ||||||
Lennar Corp., Class A | 1,848 | 150,002 | ||||||
LyondellBasell Industries NV, Class A | 337 | 34,650 | ||||||
MGM Resorts International | 348 | 14,595 | ||||||
Microsoft Corp. | 925 | 285,187 | ||||||
Moderna, Inc.(f) | 785 | 135,224 | ||||||
Mosaic Co. | 1,474 | 98,021 | ||||||
O’Reilly Automotive, Inc.(f) | 139 | 95,209 | ||||||
Parker-Hannifin Corp. | 265 | 75,196 | ||||||
Penn National Gaming, Inc.(f)(h) | 3,355 | 142,319 | ||||||
Planet Labs Inc., (Acquired 01/06/22, | 19,680 | 99,974 | ||||||
Proof Acquisition Corp.(e) | 4,080 | 4,325 | ||||||
PVH Corp. | 1,558 | 119,358 | ||||||
salesforce.com, Inc.(f) | 1,289 | 273,680 | ||||||
Sarcos Technology and Robotics Corp.(f) | 1,832 | 12,183 | ||||||
Signet Jewelers Ltd. | 2,391 | 173,826 | ||||||
Sonder(e) | 10,965 | 4,386 |
Security | Shares | Value | ||||||||||
| ||||||||||||
United States (continued) | ||||||||||||
Sonos, Inc.(f)(h) | 7,392 | $ | 208,602 | |||||||||
Starbucks Corp. | 1,436 | 130,633 | ||||||||||
Starwood Property Trust, Inc. | 9,155 | 221,276 | ||||||||||
TE Connectivity Ltd. | 1,825 | 239,039 | ||||||||||
Tenet Healthcare Corp.(f) | 548 | 47,106 | ||||||||||
Tesla, Inc.(f) | 88 | 94,829 | ||||||||||
Thermo Fisher Scientific, Inc. | 104 | 61,428 | ||||||||||
Toast, Inc., Class A(f) | 7,613 | 165,430 | ||||||||||
Tractor Supply Co. | 150 | 35,006 | ||||||||||
Uber Technologies, Inc.(f) | 5,438 | 194,028 | ||||||||||
United Rentals, Inc.(f) | 703 | 249,713 | ||||||||||
United States Steel Corp. | 8,601 | 324,602 | ||||||||||
Victoria’s Secret and Co.(f) | 1,786 | 91,729 | ||||||||||
Western Digital Corp.(f) | 3,974 | 197,309 | ||||||||||
Williams-Sonoma, Inc. | 1,315 | 190,675 | ||||||||||
WillScot Mobile Mini Holdings Corp.(f)(h) | 7,077 | 276,923 | ||||||||||
|
| |||||||||||
12,148,623 | ||||||||||||
|
| |||||||||||
Total Common Stocks — 1.8% | 14,903,924 | |||||||||||
|
| |||||||||||
Par (000) | ||||||||||||
Corporate Bonds | ||||||||||||
Argentina — 0.2% | ||||||||||||
Capex SA, 6.88%, 05/15/24(b) | USD | 152 | 143,431 | |||||||||
Generacion Mediterranea SA/Central Termica Roca SA, 9.63%, 12/01/27(b) | 518 | 414,234 | ||||||||||
Genneia SA, 8.75%, 09/02/27(b) | 264 | 249,230 | ||||||||||
Stoneway Capital Corp.(f)(i) | ||||||||||||
10.00%, 03/01/27(c) | 554 | 153,697 | ||||||||||
10.00%, 03/01/27(b) | 546 | 151,730 | ||||||||||
YPF SA, 7.00%, 12/15/47(b) | 620 | 397,885 | ||||||||||
|
| |||||||||||
1,510,207 | ||||||||||||
Australia(c) — 0.0% | ||||||||||||
APT Pipelines Ltd., 2.00%, 07/15/30 | EUR | 175 | 189,010 | |||||||||
Telstra Corp. Ltd., 3.50%, 09/21/22 | 100 | 112,493 | ||||||||||
|
| |||||||||||
301,503 | ||||||||||||
Austria — 0.4% | ||||||||||||
ams-OSRAM AG(c) | ||||||||||||
6.00%, 07/31/25 | 100 | 113,453 | ||||||||||
Series AMS, 0.00%, 03/05/25(j)(k) | 200 | 188,219 | ||||||||||
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG, 0.38%, 09/03/27(c) | 800 | 826,448 | ||||||||||
Erste Group Bank AG(a)(c) | ||||||||||||
(5 year EUR Swap + 1.10%), 0.88%, 11/15/32 | 800 | 798,909 | ||||||||||
(5 year EURIBOR ICE Swap Rate + 1.30%), 1.00%, 06/10/30 | 500 | 526,827 | ||||||||||
(5 year EURIBOR ICE Swap Rate + 2.10%), 1.63%, 09/08/31 | 100 | 105,962 | ||||||||||
Klabin Austria GmbH, 3.20%, 01/12/31(b) | USD | 490 | 424,462 | |||||||||
Suzano Austria GmbH | ||||||||||||
5.75%, 07/14/26(b) | 200 | 214,500 | ||||||||||
3.13%, 01/15/32 | 595 | 527,200 | ||||||||||
|
| |||||||||||
3,725,980 |
3 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
Bahrain — 0.1% | ||||||||||||
Oil and Gas Holding Co., 7.63%, 11/07/24(c) | USD | 590 | $ | 620,975 | ||||||||
|
| |||||||||||
Belgium(c) — 0.2% | ||||||||||||
Anheuser-Busch InBev SA/NV, 3.70%, 04/02/40 | EUR | 400 | 531,429 | |||||||||
KBC Group NV 1.13%, 01/25/24 | 400 | 447,800 | ||||||||||
(5 year EUR Swap + 0.95%), 0.63%, 12/07/31(a) | 600 | 612,641 | ||||||||||
|
| |||||||||||
1,591,870 | ||||||||||||
Bermuda(b) — 0.2% | ||||||||||||
Digicel Group Holdings Ltd., (8.00% Cash or 3.00% PIK), 8.00%, 04/01/25(l) | USD | 140 | 121,689 | |||||||||
Geopark Ltd., 5.50%, 01/17/27 | 255 | 241,581 | ||||||||||
Star Energy Geothermal Darajat II/Star Energy Geothermal Salak, 4.85%, 10/14/38 | 975 | 966,956 | ||||||||||
|
| |||||||||||
1,330,226 | ||||||||||||
Brazil — 0.4% | ||||||||||||
Azul Investments LLP, 5.88%, 10/26/24(b) | 282 | 246,979 | ||||||||||
Banco Votorantim SA, 4.00%, 09/24/22(b) | 288 | 290,034 | ||||||||||
Braskem Netherlands Finance BV, | 452 | 494,375 | ||||||||||
BRF GmbH, 4.35%, 09/29/26(b) | 549 | 534,520 | ||||||||||
BRF SA, 5.75%, 09/21/50(b) | 295 | 258,804 | ||||||||||
Embraer Netherlands Finance BV, 5.40%, 02/01/27 | 439 | 439,823 | ||||||||||
Gol Finance SA, 7.00%, 01/31/25(b) | 440 | 360,250 | ||||||||||
Odebrecht Offshore Drilling Finance Ltd., (7.72% PIK), | — | (m) | 21 | |||||||||
Oi SA, (10.00% Cash or 8.00% Cash + 4.00% PIK), 10.00%, 07/27/25(l) | 1,075 | 810,281 | ||||||||||
Suzano Austria GmbH, 3.75%, 01/15/31 | 277 | 259,410 | ||||||||||
|
| |||||||||||
3,694,497 | ||||||||||||
Canada — 0.5% | ||||||||||||
Bausch Health Cos., Inc.(b) | ||||||||||||
6.13%, 02/01/27 | 295 | 296,870 | ||||||||||
4.88%, 06/01/28 | 58 | 55,535 | ||||||||||
Brookfield Residential Properties, Inc./Brookfield | ||||||||||||
Residential U.S. LLC, 5.00%, 06/15/29(b) | 65 | 59,021 | ||||||||||
Frontera Energy Corp., 7.88%, 06/21/28(b) | 585 | 547,034 | ||||||||||
MEGlobal Canada ULC | ||||||||||||
5.00%, 05/18/25(b) | 520 | 534,235 | ||||||||||
5.88%, 05/18/30(c) | 200 | 222,250 | ||||||||||
Toronto-Dominion Bank, 0.38%, 04/25/24(c) | EUR | 2,065 | 2,268,529 | |||||||||
|
| |||||||||||
3,983,474 | ||||||||||||
Cayman Islands — 0.5% | ||||||||||||
Agile Group Holdings Ltd., 5.75%, 01/02/25(c) | USD | 200 | 66,000 | |||||||||
Arabian Centres Sukuk Ltd., 5.38%, 11/26/24(c) | 443 | 426,941 | ||||||||||
China SCE Group Holdings Ltd., 7.38%, 04/09/24(c) | 200 | 110,538 | ||||||||||
Country Garden Holdings Co. Ltd., 2.70%, 07/12/26(c) | 200 | 139,000 | ||||||||||
Fantasia Holdings Group Co. Ltd., 11.88%, 06/01/23(c)(f)(i) | 200 | 28,000 | ||||||||||
Grupo Aval Ltd., 4.75%, 09/26/22(c) | 200 | 200,875 | ||||||||||
Hilong Holding Ltd., 9.75%, 11/18/24(c) | 200 | 124,000 | ||||||||||
IHS Holding Ltd.(b) | ||||||||||||
5.63%, 11/29/26 | 526 | 495,755 | ||||||||||
6.25%, 11/29/28 | 335 | 312,387 | ||||||||||
Kaisa Group Holdings Ltd., 10.88%, 07/23/23(c)(f)(i) | 200 | 39,100 | ||||||||||
Latam Finance Ltd., | 200 | 176,913 | ||||||||||
MAF Global Securities Ltd.(c) 4.75%, 05/07/24 | 202 | 206,292 | ||||||||||
(5 year USD Swap + 3.48%), | 862 | 855,966 | ||||||||||
Melco Resorts Finance Ltd., 5.25%, 04/26/26(c) | 200 | 180,000 |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
Cayman Islands (continued) | ||||||||||||
Modern Land China Co. Ltd., 9.80%, 04/11/23(c)(f)(i) | USD | 200 | $ | 36,000 | ||||||||
Redsun Properties Group Ltd., 9.70%, 04/16/23(c) | 200 | 34,000 | ||||||||||
Sands China Ltd., 4.38%, 06/18/30 | 300 | 270,147 | ||||||||||
Shimao Group Holdings Ltd., 4.60%, 07/13/30(c) | 200 | 52,000 | ||||||||||
Shui On Development Holding Ltd., 6.15%, 08/24/24(c) | 200 | 187,000 | ||||||||||
Times China Holdings Ltd., 5.75%, 01/14/27(c) | 210 | 75,600 | ||||||||||
UPCB Finance VII Ltd., 3.63%, 06/15/29(c) | EUR | 100 | 108,159 | |||||||||
Yuzhou Group Holdings Co. Ltd., 8.30%, 05/27/25(c)(f)(i) | USD | 200 | 28,000 | |||||||||
|
| |||||||||||
4,152,673 | ||||||||||||
Chile(b) — 0.1% | ||||||||||||
Kenbourne Invest SA, 6.88%, 11/26/24 | 362 | 354,805 | ||||||||||
VTR Comunicaciones SpA | ||||||||||||
5.13%, 01/15/28 | 276 | 261,562 | ||||||||||
4.38%, 04/15/29 | 690 | 627,900 | ||||||||||
|
| |||||||||||
1,244,267 | ||||||||||||
China(c) — 0.1% | ||||||||||||
China Aoyuan Group Ltd., | 200 | 32,000 | ||||||||||
China Evergrande Group, 9.50%, 04/11/22(f)(i) | 200 | 25,000 | ||||||||||
CIFI Holdings Group Co. Ltd., 5.95%, 10/20/25 | 200 | 163,000 | ||||||||||
Easy Tactic Ltd., 11.75%, 08/02/23 | 200 | 43,000 | ||||||||||
KWG Group Holdings Ltd., 7.88%, 09/01/23 | 200 | 99,000 | ||||||||||
RKPF Overseas 2019 A Ltd., Series 2019-A, 6.70%, 09/30/24 | 200 | 171,000 | ||||||||||
Ronshine China Holdings Ltd., 8.95%, 01/22/23 | 200 | 44,000 | ||||||||||
Sunac China Holdings Ltd., 7.50%, 02/01/24 | 200 | 49,000 | ||||||||||
|
| |||||||||||
626,000 | ||||||||||||
Colombia — 0.5% | ||||||||||||
Banco GNB Sudameris SA, (5 year CMT + 6.66%), 7.50%, 04/16/31(a)(b) | 187 | 172,629 | ||||||||||
Ecopetrol SA, 6.88%, 04/29/30 | 1,884 | 1,980,084 | ||||||||||
Empresas Publicas de Medellin ESP(b) | ||||||||||||
4.25%, 07/18/29 | 432 | 382,407 | ||||||||||
4.38%, 02/15/31 | 258 | 220,074 | ||||||||||
Grupo Aval Ltd., 4.38%, 02/04/30(b) | 1,344 | 1,163,877 | ||||||||||
|
| |||||||||||
3,919,071 | ||||||||||||
Finland — 0.2% | ||||||||||||
Kojamo OYJ, 0.88%, 05/28/29(c) | EUR | 560 | 554,995 | |||||||||
OP Corporate Bank PLC | ||||||||||||
0.25%, 03/24/26 | 1,150 | 1,211,774 | ||||||||||
0.60%, 01/18/27 | 130 | 137,418 | ||||||||||
|
| |||||||||||
1,904,187 | ||||||||||||
France — 1.4% | ||||||||||||
Air France-KLM, 3.88%, 07/01/26(c) | 100 | 100,669 | ||||||||||
Altice France SA(c) | ||||||||||||
2.50%, 01/15/25 | 100 | 106,282 | ||||||||||
2.13%, 02/15/25 | 100 | 105,129 | ||||||||||
5.88%, 02/01/27 | 200 | 226,228 | ||||||||||
4.25%, 10/15/29 | 100 | 100,254 | ||||||||||
Banque Federative du Credit Mutuel SA, 0.75%, 06/08/26(c) | 100 | 108,352 | ||||||||||
BNP Paribas SA(a) | ||||||||||||
(3 mo. Euribor + 0.70%), 0.25%, 04/13/27(c) | 2,000 | 2,091,431 | ||||||||||
(3 mo. Euribor + 0.83%), 0.50%, 01/19/30(c) | 400 | 401,470 | ||||||||||
(5 year EUR Swap + 1.20%), 1.13%, 01/15/32(c) | 100 | 104,552 | ||||||||||
(5 year EUR Swap + 1.85%), 2.38%, 11/20/30(c) | 1,000 | 1,123,485 | ||||||||||
(SOFR + 1.00%), 1.32%, 01/13/27(b) | USD | 700 | 637,397 | |||||||||
(SOFR + 2.07%), 2.22%, 06/09/26(b) | 201 | 191,132 | ||||||||||
BPCE SA(c) | ||||||||||||
0.25%, 01/15/26 | EUR | 200 | 214,354 |
SCHEDULE OF INVESTMENTS | 4 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
France (continued) | ||||||||||||
BPCE SA(c) (continued) | ||||||||||||
(5 year EUR Swap + 1.75%), 2.25%, 03/02/32(a) | EUR | 400 | $ | 441,441 | ||||||||
CAB SELAS, 3.38%, 02/01/28(c) | 200 | 210,163 | ||||||||||
Chrome Bidco SASU, 3.50%, 05/31/28(c) | 100 | 105,691 | ||||||||||
CMA CGM SA, 7.50%, 01/15/26(c) | 100 | 119,425 | ||||||||||
Credit Agricole Assurances SA, (5 year EURIBOR ICE Swap Rate + 2.65%), 2.63%, 01/29/48(a)(c) | 300 | 325,377 | ||||||||||
Credit Agricole SA(c) | ||||||||||||
1.25%, 04/14/26 | 100 | 110,884 | ||||||||||
(3 mo. Euribor + 1.25%), 1.00%, 04/22/26(a) | 100 | 109,474 | ||||||||||
Dassault Systemes SE, 0.00%, 09/16/22(c) | 100 | 110,722 | ||||||||||
Engie SA(c) | ||||||||||||
2.63%, 07/20/22 | 35 | 39,033 | ||||||||||
0.88%, 09/19/25 | 1,200 | 1,314,769 | ||||||||||
0.00%, 03/04/27 | 100 | 102,885 | ||||||||||
2.13%, 03/30/32 | 100 | 112,715 | ||||||||||
Getlink SE, 3.50%, 10/30/25(c) | 150 | 169,256 | ||||||||||
Icade Sante SACA, 1.38%, 09/17/30(c) | 500 | 522,348 | ||||||||||
La Financiere Atalian SASU, 6.63%, 05/15/25(c) | GBP | 100 | 121,237 | |||||||||
Lion/Polaris Lux 4 SA, (3 mo. Euribor + 4.00%), 4.00%, 07/01/26(a)(c) | EUR | 100 | 110,040 | |||||||||
Loxam SAS, 3.75%, 07/15/26(c) | 100 | 109,186 | ||||||||||
LVMH Moet Hennessy Louis Vuitton SE, 0.13%, 02/28/23(c) | 100 | 110,917 | ||||||||||
Orange SA, 1.00%, 09/12/25(c) | 500 | 553,289 | ||||||||||
Picard Groupe SAS, 3.88%, 07/01/26(c) | 100 | 107,276 | ||||||||||
PSA Banque France SA, 0.00%, 01/22/25(c) | 100 | 106,742 | ||||||||||
Rubis Terminal Infra SAS, 5.63%, 05/15/25(c) | 150 | 170,086 | ||||||||||
Societe Generale SA, (3 mo. Euribor + 1.28%), 0.88%, 09/22/28(a)(c) | 200 | 209,889 | ||||||||||
Suez SA, (5 year EURIBOR ICE Swap Rate + 2.15%), 1.63%(a)(c)(n) | 100 | 104,715 | ||||||||||
Tereos Finance Groupe I SA, 7.50%, 10/30/25(c) | 120 | 137,551 | ||||||||||
TotalEnergies Capital International SA, 0.25%, 07/12/23(c) | 100 | 110,815 | ||||||||||
TotalEnergies SE, Series NC7, (5 year EUR Swap + 1.99%), 1.63%(a)(c)(n) | 750 | 760,201 | ||||||||||
Vallourec SA, 8.50%, 06/30/26(c) | 52 | 58,842 | ||||||||||
|
| |||||||||||
12,075,704 | ||||||||||||
Germany(c) — 1.1% | ||||||||||||
Adler Group SA, 3.25%, 08/05/25 | 100 | 96,874 | ||||||||||
BASF SE, Series 10Y, 2.00%, 12/05/22 | 995 | 1,116,756 | ||||||||||
Bayer AG | ||||||||||||
1.38%, 07/06/32 | 500 | 506,531 | ||||||||||
(5 year EUR Swap + 2.01%), 2.38%, 04/02/75(a) | 600 | 667,069 | ||||||||||
Cheplapharm Arzneimittel GmbH, 3.50%, 02/11/27 | 100 | 107,583 | ||||||||||
Commerzbank AG(a) | ||||||||||||
(5 year EUR Swap + 1.73%), 1.38%, 12/29/31 | 900 | 897,446 | ||||||||||
(5 year EUR Swap + 6.36%), 6.13%(n) | 200 | 226,746 | ||||||||||
Covestro AG, 0.88%, 02/03/26 | 60 | 65,475 | ||||||||||
Deutsche Bank AG | ||||||||||||
1.13%, 03/17/25 | 1,300 | 1,419,443 | ||||||||||
1.75%, 01/17/28 | 100 | 106,693 | ||||||||||
Deutsche Lufthansa AG | ||||||||||||
2.00%, 07/14/24 | 100 | 108,556 | ||||||||||
2.88%, 05/16/27 | 100 | 102,724 | ||||||||||
DIC Asset AG, 2.25%, 09/22/26 | 100 | 96,797 | ||||||||||
E.ON SE, 0.38%, 09/29/27 | 75 | 78,560 |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
Germany (continued) | ||||||||||||
Fraport AG Frankfurt Airport Services Worldwide, 1.88%, 03/31/28 | EUR | 115 | $ | 122,543 | ||||||||
IHO Verwaltungs GmbH(l) | ||||||||||||
(3.63% Cash or 4.38% PIK), 3.63%, 05/15/25 | 100 | 109,253 | ||||||||||
(4.63% PIK), 3.88%, 05/15/27 | 100 | 106,615 | ||||||||||
LEG Immobilien SE, 0.88%, 11/28/27 | 100 | 104,053 | ||||||||||
Merck Financial Services GmbH | ||||||||||||
0.01%, 12/15/23 | 200 | 220,268 | ||||||||||
0.13%, 07/16/25 | 100 | 107,647 | ||||||||||
Merck KGaA, (5 year EURIBOR ICE Swap Rate + 1.95%), 1.63%, 06/25/79(a) | 200 | 220,697 | ||||||||||
Nidda BondCo GmbH, 5.00%, 09/30/25 | 100 | 99,914 | ||||||||||
Nidda Healthcare Holding GmbH, 3.50%, 09/30/24 | 400 | 423,694 | ||||||||||
PCF GmbH, (3 mo. EURIBOR + 4.75%), 4.75%, 04/15/26(a) | 100 | 109,143 | ||||||||||
Phoenix PIB Dutch Finance BV, 2.38%, 08/05/25 | 100 | 108,195 | ||||||||||
ProGroup AG, 3.00%, 03/31/26 | 100 | 106,015 | ||||||||||
Schaeffler AG, 1.88%, 03/26/24 | 10 | 11,151 | ||||||||||
Techem Verwaltungsgesellschaft 674 mbH, 6.00%, 07/30/26 | 88 | 97,162 | ||||||||||
Tele Columbus AG, 3.88%, 05/02/25 | 150 | 153,744 | ||||||||||
thyssenkrupp AG, 1.88%, 03/06/23 | 300 | 329,961 | ||||||||||
TK Elevator Midco GmbH | ||||||||||||
4.38%, 07/15/27 | 100 | 109,131 | ||||||||||
(3 mo. Euribor + 4.75%), 4.75%, 07/15/27(a) | 100 | 110,219 | ||||||||||
Volkswagen Financial Services NV, 1.63%, 11/30/22 | GBP | 200 | 262,178 | |||||||||
Volkswagen Leasing GmbH | ||||||||||||
1.00%, 02/16/23 | EUR | 100 | 111,391 | |||||||||
0.38%, 07/20/26 | 225 | 234,081 | ||||||||||
0.63%, 07/19/29 | 40 | 39,596 | ||||||||||
ZF Finance GmbH | ||||||||||||
3.00%, 09/21/25 | 100 | 108,558 | ||||||||||
2.75%, 05/25/27 | 100 | 102,795 | ||||||||||
|
| |||||||||||
9,105,257 | ||||||||||||
Hong Kong(c) — 0.0% | ||||||||||||
Bank of East Asia Ltd., (5 year CMT + 5.53%), 5.83%(a)(n) | USD | 250 | 248,125 | |||||||||
Yango Justice International Ltd., 7.50%, 04/15/24(f)(i) | 200 | 10,000 | ||||||||||
|
| |||||||||||
258,125 | ||||||||||||
India(c) — 0.2% | ||||||||||||
Adani Electricity Mumbai Ltd., 3.95%, 02/12/30 | 200 | 180,743 | ||||||||||
Adani Transmission Ltd., 4.25%, 05/21/36 | 181 | 166,124 | ||||||||||
Bharti Airtel Ltd., 3.25%, 06/03/31 | 200 | 183,962 | ||||||||||
HDFC Bank Ltd., (5 year CMT + 2.93%), 3.70%(a)(n) | 200 | 185,000 | ||||||||||
Power Finance Corp. Ltd., 6.15%, 12/06/28 | 200 | 219,913 | ||||||||||
ReNew Power Pvt Ltd., 5.88%, 03/05/27 | 200 | 195,660 | ||||||||||
Shriram Transport Finance Co. Ltd., 5.10%, 07/16/23 | 200 | 200,000 | ||||||||||
Summit Digitel Infrastructure Pvt Ltd., 2.88%, 08/12/31 | 200 | 173,628 | ||||||||||
|
| |||||||||||
1,505,030 | ||||||||||||
Indonesia(c) — 0.0% | ||||||||||||
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, 5.38%, 01/25/29 | 200 | 214,772 | ||||||||||
Theta Capital Pte. Ltd., 8.13%, 01/22/25 | 200 | 201,000 | ||||||||||
|
| |||||||||||
415,772 | ||||||||||||
Ireland — 0.1% | ||||||||||||
Fresenius Finance Ireland PLC, 0.88%, 10/01/31(c) | EUR | 486 | 475,029 |
5 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
Ireland (continued) | ||||||||||||
Linde PLC, 1.00%, 09/30/51(c) | EUR | 200 | $ | 176,515 | ||||||||
Metalloinvest Finance DAC, 3.38%, 10/22/28(b) | USD | 447 | 89,400 | |||||||||
Virgin Media Vendor Financing Notes III DAC, 4.88%, 07/15/28(c) | GBP | 100 | 123,647 | |||||||||
|
| |||||||||||
864,591 | ||||||||||||
Isle of Man — 0.0% | ||||||||||||
AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30 | USD | 204 | 189,883 | |||||||||
|
| |||||||||||
Israel — 0.0% | ||||||||||||
Teva Pharmaceutical Finance Netherlands II BV, 3.75%, 05/09/27 | EUR | 120 | 125,017 | |||||||||
|
| |||||||||||
Italy — 0.8% | ||||||||||||
ASTM SpA, 1.00%, 11/25/26(c) | 1,290 | 1,363,258 | ||||||||||
Autostrade per l’Italia SpA(c) | ||||||||||||
2.00%, 12/04/28 | 100 | 107,598 | ||||||||||
2.00%, 01/15/30 | 100 | 104,216 | ||||||||||
Banco BPM SpA, (5 year EUR Swap + 3.80%), 3.25%, 01/14/31(a)(c) | 100 | 106,538 | ||||||||||
Brunello Bidco SpA, (3 mo. Euribor + 3.75%), 3.75%, 02/15/28(a)(c) | 100 | 109,114 | ||||||||||
Centurion Bidco SpA, 5.88%, 09/30/26(c) | 180 | 193,406 | ||||||||||
Diocle SpA, (3 mo. Euribor + 3.88%), 3.88%, 06/30/26(a)(c) | 68 | 75,645 | ||||||||||
doValue SpA, 3.38%, 07/31/26(c) | 200 | 212,409 | ||||||||||
Enel Finance International NV, 0.00%, 06/17/24(c) | 300 | 326,078 | ||||||||||
Eni SpA, 3.63%, 01/29/29(c) | 600 | 744,106 | ||||||||||
FCA Bank SpA, 0.25%, 02/28/23(c) | 639 | 708,067 | ||||||||||
Gamma Bidco SpA, 5.13%, 07/15/25(c) | 100 | 109,106 | ||||||||||
Intesa Sanpaolo SpA | ||||||||||||
0.75%, 12/04/24(c) | 100 | 109,939 | ||||||||||
0.75%, 03/16/28(c) | 200 | 206,489 | ||||||||||
1.35%, 02/24/31(c) | 600 | 592,349 | ||||||||||
(5 year EUR Swap + 6.09%), 5.88%(a)(c)(n) | 300 | 328,377 | ||||||||||
(5 year USD Swap + 5.46%), 7.70%(a)(b)(n) | USD | 400 | 418,000 | |||||||||
Nexi SpA, 0.00%, 02/24/28(c)(j)(k) | EUR | 100 | 90,423 | |||||||||
Rekeep SpA, 7.25%, 02/01/26(c) | 140 | 161,070 | ||||||||||
Rossini Sarl, 6.75%, 10/30/25(c) | 200 | 226,471 | ||||||||||
Sisal SpA, 7.00%, 07/31/23(c) | 69 | 76,073 | ||||||||||
Snam SpA, 0.00%, 08/15/25(c) | 290 | 308,514 | ||||||||||
|
| |||||||||||
6,677,246 | ||||||||||||
Japan — 0.4% | ||||||||||||
Asahi Group Holdings Ltd.(c) | ||||||||||||
0.01%, 04/19/24 | 1,770 | 1,927,340 | ||||||||||
0.16%, 10/23/24 | 200 | 216,913 | ||||||||||
East Japan Railway Co., 1.10%, 09/15/39(c) | 300 | 297,718 | ||||||||||
Nissan Motor Co. Ltd., 3.20%, 09/17/28(c) | 110 | 122,258 | ||||||||||
SoftBank Group Corp.(c) | ||||||||||||
4.75%, 07/30/25 | 400 | 433,106 | ||||||||||
2.88%, 01/06/27 | 100 | 98,456 | ||||||||||
Takeda Pharmaceutical Co. Ltd. | ||||||||||||
5.00%, 11/26/28 | USD | 200 | 216,874 | |||||||||
2.05%, 03/31/30 | 200 | 180,527 | ||||||||||
2.00%, 07/09/40 | EUR | 300 | 313,565 | |||||||||
|
| |||||||||||
3,806,757 | ||||||||||||
Jersey — 0.4% | ||||||||||||
Avis Budget Finance PLC, 4.13%, 11/15/24(c) | 100 | 110,791 | ||||||||||
CPUK Finance Ltd., 6.50%, 08/28/26(c) | GBP | 100 | 132,153 |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
Jersey (continued) | ||||||||||||
Galaxy Bidco Ltd., 6.50%, 07/31/26(c) | GBP | 140 | $ | 180,692 | ||||||||
Galaxy Pipeline Assets Bidco Ltd. | ||||||||||||
2.16%, 03/31/34(b) | USD | 696 | 640,049 | |||||||||
2.63%, 03/31/36(c) | 300 | 269,119 | ||||||||||
2.94%, 09/30/40(b) | 811 | 731,614 | ||||||||||
Heathrow Funding Ltd.(c) | ||||||||||||
2.63%, 03/16/28 | GBP | 735 | 903,200 | |||||||||
1.50%, 02/11/30 | EUR | 120 | 125,243 | |||||||||
Kane Bidco Ltd., 6.50%, 02/15/27(c) | GBP | 100 | 127,771 | |||||||||
|
| |||||||||||
3,220,632 | ||||||||||||
Kuwait — 0.1% | ||||||||||||
NBK Tier 1 Ltd., 3.63%(a)(b)(n) | USD | 1,206 | 1,126,856 | |||||||||
|
| |||||||||||
Lithuania — 0.1% | ||||||||||||
ASG Finance Designated Activity Co., 7.88%, 12/03/24(b) | 502 | 476,900 | ||||||||||
|
| |||||||||||
Luxembourg — 1.8% | ||||||||||||
Adler Group SA, 2.75%, 11/13/26(c) | EUR | 300 | 276,848 | |||||||||
Altice Financing SA(c) | ||||||||||||
2.25%, 01/15/25 | 100 | 105,370 | ||||||||||
4.25%, 08/15/29 | 100 | 98,506 | ||||||||||
Atento Luxco 1 SA, 8.00%, 02/10/26(b) | USD | 255 | 257,837 | |||||||||
Becton Dickinson Euro Finance Sarl, 1.34%, 08/13/41 | EUR | 405 | 367,085 | |||||||||
Cidron Aida Finco Sarl, 6.25%, 04/01/28(c) | GBP | 200 | 244,996 | |||||||||
CSN Resources SA, 5.88%, 04/08/32(b) | USD | 617 | 597,676 | |||||||||
DH Europe Finance II Sarl, 1.35%, 09/18/39 | EUR | 400 | 396,082 | |||||||||
EIG Pearl Holdings Sarl(b) | ||||||||||||
3.55%, 08/31/36 | USD | 1,576 | 1,505,080 | |||||||||
4.39%, 11/30/46 | 1,655 | 1,547,425 | ||||||||||
FEL Energy VI Sarl, 5.75%, 12/01/40 | 712 | 638,292 | ||||||||||
Garfunkelux Holdco 3 SA(c) | ||||||||||||
6.75%, 11/01/25 | EUR | 100 | 110,101 | |||||||||
7.75%, 11/01/25 | GBP | 100 | 130,380 | |||||||||
GOL Equity Finance SA, 3.75%, 07/15/24(b)(j) | USD | 282 | 230,183 | |||||||||
Highland Holdings Sarl, 0.32%, 12/15/26 | EUR | 420 | 437,626 | |||||||||
Holcim Finance Luxembourg SA, 0.13%, 07/19/27(c) | 240 | 244,883 | ||||||||||
JSM Global Sarl, 4.75%, 10/20/30(b) | USD | 686 | 600,164 | |||||||||
Kenbourne Invest SA, 4.70%, 01/22/28(b) | 320 | 280,000 | ||||||||||
Lincoln Financing Sarl, 3.63%, 04/01/24(c) | EUR | 100 | 110,348 | |||||||||
Lune Holdings Sarl, 5.63%, 11/15/28(c) | 100 | 98,884 | ||||||||||
MC Brazil Downstream Trading SARL, 7.25%, 06/30/31(b) | USD | 773 | 703,430 | |||||||||
Millicom International Cellular SA, 6.63%, 10/15/26(b) | 368 | 376,336 | ||||||||||
Monitchem HoldCo 3 SA, 5.25%, 03/15/25(c) | EUR | 100 | 108,412 | |||||||||
Movida Europe SA, 5.25%, 02/08/31 | USD | 200 | 178,400 | |||||||||
Prologis International Funding II SA, 2.38%, 11/14/30(c) | EUR | 440 | 499,191 | |||||||||
Rede D’or Finance Sarl, 4.50%, 01/22/30(b) | USD | 222 | 203,685 | |||||||||
Repsol Europe Finance Co., 0.88%, 07/06/33(c) | EUR | 300 | 292,669 | |||||||||
SELP Finance Sarl, 0.88%, 05/27/29(c) | 590 | 582,282 | ||||||||||
SES SA, 2.00%, 07/02/28(c) | 528 | 569,045 | ||||||||||
Simpar Europe SA, 5.20%, 01/26/31(b) | USD | 785 | 700,612 | |||||||||
Summer BC Holdco B Sarl, 5.75%, 10/31/26(c) | EUR | 300 | 336,148 | |||||||||
Traton Finance Luxembourg SA(c) | ||||||||||||
0.00%, 06/14/24 | 2,000 | 2,162,931 | ||||||||||
0.13%, 11/10/24 | 400 | 429,644 | ||||||||||
|
| |||||||||||
15,420,551 | ||||||||||||
Malaysia — 0.0% | ||||||||||||
TNB Global Ventures Capital Bhd, 4.85%, 11/01/28(c) | USD | 200 | 213,038 | |||||||||
|
|
SCHEDULE OF INVESTMENTS | 6 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
Mauritius — 0.1% | ||||||||||||
Greenko Mauritius Ltd., 6.25%, 02/21/23(c) | USD | 200 | $ | 200,500 | ||||||||
HTA Group Ltd., 7.00%, 12/18/25(b) | 405 | 400,191 | ||||||||||
|
| |||||||||||
600,691 | ||||||||||||
Mexico — 2.1% | ||||||||||||
Axtel SAB de CV, 6.38%, 11/14/24(b) | 439 | 448,137 | ||||||||||
Banco Mercantil del Norte SA, (10 year CMT + 5.03%), 6.63%(a)(b)(n) | 435 | 401,505 | ||||||||||
Braskem Idesa SAPI, 6.99%, 02/20/32(b) | 405 | 395,887 | ||||||||||
Cemex SAB de CV | ||||||||||||
3.13%, 03/19/26(c) | EUR | 100 | 109,816 | |||||||||
5.20%, 09/17/30(b) | USD | 320 | 318,400 | |||||||||
Comision Federal de Electricidad, 3.35%, 02/09/31(c) | 302 | 264,778 | ||||||||||
Cydsa SAB de CV, 6.25%, 10/04/27(b) | 620 | 592,100 | ||||||||||
Metalsa S A P I De Cv, 3.75%, 05/04/31(c) | 331 | 285,074 | ||||||||||
Mexico City Airport Trust, 5.50%, 07/31/47(c) | 1,491 | 1,317,671 | ||||||||||
Nemak SAB de CV, 3.63%, 06/28/31(c) | 331 | 285,860 | ||||||||||
Operadora de Servicios Mega SA de CV Sofom ER, 8.25%, 02/11/25(b) | 1,188 | 886,768 | ||||||||||
Orbia Advance Corp. SAB de CV, 5.50%, 01/15/48 | 225 | 221,368 | ||||||||||
Petroleos Mexicanos | ||||||||||||
6.88%, 10/16/25 | 741 | 775,012 | ||||||||||
6.84%, 01/23/30 | 1,922 | 1,907,585 | ||||||||||
6.70%, 02/16/32 | 7,473 | 7,099,350 | ||||||||||
5.50%, 06/27/44 | 358 | 269,932 | ||||||||||
6.75%, 09/21/47 | 507 | 407,096 | ||||||||||
7.69%, 01/23/50 | 671 | 583,770 | ||||||||||
6.95%, 01/28/60 | 150 | 121,485 | ||||||||||
Series 13-2, 7.19%, 09/12/24 | MXN | 17,644 | 846,782 | |||||||||
|
| |||||||||||
17,538,376 | ||||||||||||
Morocco — 0.1% | ||||||||||||
OCP SA, 3.75%, 06/23/31 | USD | 475 | 429,281 | |||||||||
|
| |||||||||||
MultiNational — 0.2% | ||||||||||||
Allied Universal Holdco LLC/Allied Universal Finance Corp., 3.63%, 06/01/28(c) | EUR | 100 | 100,945 | |||||||||
Clarios Global LP/Clarios US Finance Co., 4.38%, 05/15/26(c) | 100 | 109,242 | ||||||||||
Digicel International Finance Ltd./Digicel international Holdings Ltd.(b) | ||||||||||||
8.75%, 05/25/24 | USD | 119 | 118,793 | |||||||||
8.00%, 12/31/26 | 48 | 44,414 | ||||||||||
(6.00% Cash and 7.00% PIK), 13.00%, 12/31/25(l) | 68 | 67,227 | ||||||||||
Promigas SA ESP/Gases del Pacifico SAC | ||||||||||||
3.75%, 10/16/29(b) | 528 | 476,018 | ||||||||||
3.75%, 10/16/29(c) | 450 | 405,698 | ||||||||||
|
| |||||||||||
1,322,337 | ||||||||||||
Netherlands — 2.0% | ||||||||||||
ABN AMRO Bank NV, 0.88%, 01/15/24(c) | EUR | 100 | 111,772 | |||||||||
Airbus SE, 2.38%, 06/09/40(c) | 290 | 326,413 | ||||||||||
Allianz Finance II BV, 0.00%, 01/14/25(c) | 100 | 108,611 | ||||||||||
BP Capital Markets BV, 1.47%, 09/21/41(c) | 210 | 199,090 | ||||||||||
Braskem Netherlands Finance BV | ||||||||||||
5.88%, 01/31/50(b) | USD | 738 | 728,406 | |||||||||
(5 year CMT + 8.22%), | 269 | 294,219 | ||||||||||
Cooperatieve Rabobank UA(c) | ||||||||||||
1.38%, 02/03/27 | EUR | 100 | 112,236 | |||||||||
4.63%, 05/23/29 | GBP | 145 | 205,508 |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
Netherlands (continued) | ||||||||||||
Deutsche Telekom International Finance BV, 4.25%, 07/13/22(c) | EUR | 520 | $ | 582,380 | ||||||||
Dufry One BV, 2.00%, 02/15/27(c) | 100 | 98,871 | ||||||||||
Embraer Netherlands Finance BV | ||||||||||||
5.05%, 06/15/25 | USD | 473 | 477,730 | |||||||||
6.95%, 01/17/28(b) | 240 | 253,095 | ||||||||||
Enel Finance International NV, 0.88%, 09/28/34(c) | EUR | 390 | 370,864 | |||||||||
Equate Petrochemical BV | ||||||||||||
4.25%, 11/03/26(c) | USD | 342 | 346,232 | |||||||||
2.63%, 04/28/28(b) | 452 | 417,535 | ||||||||||
Heimstaden Bostad Treasury BV, 0.25%, 10/13/24(c) | EUR | 540 | 579,667 | |||||||||
IMCD NV, 2.13%, 03/31/27 | 330 | 365,081 | ||||||||||
Imperial Brands Finance Netherlands BV, 1.75%, 03/18/33(c) | 270 | 256,098 | ||||||||||
ING Bank NV, (3 mo. Euribor + 0.40%), 0.00%, 04/08/22(a)(c) | 500 | 553,151 | ||||||||||
ING Groep NV | ||||||||||||
1.00%, 09/20/23(c) | 200 | 223,769 | ||||||||||
(1 year CMT + 1.10%), 1.40%, 07/01/26(a)(b) | USD | 540 | 499,571 | |||||||||
(3 mo. Euribor + 0.60%), | EUR | 200 | 215,628 | |||||||||
Intertrust Group BV, 3.38%, 11/15/25(c) | 100 | 110,260 | ||||||||||
JDE Peet’s NV, 0.63%, 02/09/28(c) | 430 | 438,079 | ||||||||||
Minejesa Capital BV, 4.63%, 08/10/30(c) | USD | 200 | 190,022 | |||||||||
Mondelez International Holdings Netherlands BV, 1.25%, 09/09/41(c) | EUR | 120 | 108,276 | |||||||||
Nobel Bidco BV, 3.13%, 06/15/28(c) | 150 | 147,477 | ||||||||||
NXP BV/NXP Funding LLC/NXP USA, Inc.(b) | ||||||||||||
4.30%, 06/18/29 | USD | 555 | 571,927 | |||||||||
3.40%, 05/01/30 | 1,797 | 1,744,456 | ||||||||||
OCI NV, 3.63%, 10/15/25(c) | EUR | 90 | 101,056 | |||||||||
Siemens Financieringsmaatschappij NV, 0.00%, 02/20/26(c) | 100 | 106,731 | ||||||||||
Stellantis NV, 0.75%, 01/18/29(c) | 200 | 200,826 | ||||||||||
Telefonica Europe BV, (6 year EUR Swap + 4.11%), 4.38%(a)(c)(n) | 600 | 686,981 | ||||||||||
TenneT Holding BV, 0.88%, 06/16/35(c) | 260 | 253,610 | ||||||||||
Teva Pharmaceutical Finance Netherlands II BV, 4.50%, 03/01/25 | 100 | 111,268 | ||||||||||
Teva Pharmaceutical Finance Netherlands III BV | ||||||||||||
4.75%, 05/09/27 | USD | 310 | 296,422 | |||||||||
5.13%, 05/09/29 | 410 | 391,673 | ||||||||||
Thermo Fisher Scientific Finance I BV, 1.63%, 10/18/41 | EUR | 250 | 248,729 | |||||||||
Trivium Packaging Finance BV, 3.75%, 08/15/26(c) | 100 | 108,202 | ||||||||||
United Group BV(c) | ||||||||||||
4.88%, 07/01/24 | 100 | 110,209 | ||||||||||
4.00%, 11/15/27 | 100 | 102,217 | ||||||||||
(3 mo. Euribor + 4.88%), 4.88%, 02/01/29(a) | 100 | 108,053 | ||||||||||
Upjohn Finance BV(c) | ||||||||||||
1.02%, 06/23/24 | 390 | 428,335 | ||||||||||
1.36%, 06/23/27 | 105 | 110,388 | ||||||||||
Viterra Finance BV, 0.38%, 09/24/25(c) | 1,345 | 1,399,867 | ||||||||||
Volkswagen Financial Services NV, 1.63%, 02/10/24(c) | GBP | 200 | 257,849 | |||||||||
Volkswagen International Finance NV, 4.13%, 11/16/38(c) | EUR | 300 | 397,142 | |||||||||
Vonovia Finance BV, 1.63%, 10/07/39(c) | 900 | 831,616 | ||||||||||
|
| |||||||||||
16,887,598 |
7 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
Nigeria — 0.1% | ||||||||||||
Nigeria Government International Bond, 8.38%, 03/24/29(b) | USD | 977 | $ | 980,664 | ||||||||
|
| |||||||||||
Norway(c) — 0.1% | ||||||||||||
Adevinta ASA, 3.00%, 11/15/27 | EUR | 100 | 106,957 | |||||||||
Aker BP ASA, 1.13%, 05/12/29 | 980 | 993,208 | ||||||||||
|
| |||||||||||
1,100,165 | ||||||||||||
Oman — 0.0% | ||||||||||||
OQ SAOC, 5.13%, 05/06/28(b) | USD | 358 | 353,368 | |||||||||
|
| |||||||||||
Panama — 0.1% | ||||||||||||
Aeropuerto Internacional de Tocumen SA, 5.13%, 08/11/61(b) | 315 | 287,201 | ||||||||||
Carnival Corp., 10.13%, 02/01/26(c) | EUR | 130 | 160,481 | |||||||||
|
| |||||||||||
447,682 | ||||||||||||
Paraguay — 0.0% | ||||||||||||
Frigorifico Concepcion SA, 7.70%, 07/21/28(b) | USD | 330 | 292,628 | |||||||||
|
| |||||||||||
Peru — 0.1% | ||||||||||||
InRetail Consumer, 3.25%, 03/22/28(b) | 530 | 496,478 | ||||||||||
|
| |||||||||||
Qatar — 0.1% | ||||||||||||
Qatar Energy | ||||||||||||
3.13%, 07/12/41(b) | 432 | 394,200 | ||||||||||
3.30%, 07/12/51(c) | 200 | 184,000 | ||||||||||
|
| |||||||||||
578,200 | ||||||||||||
Saudi Arabia — 0.1% | ||||||||||||
Arabian Centres Sukuk II Ltd., 5.63%, 10/07/26(b) | 1,310 | 1,237,950 | ||||||||||
|
| |||||||||||
Singapore — 0.2% | ||||||||||||
Continuum Energy Levanter Pte. Ltd., 4.50%, 02/09/27(b) | 543 | 518,028 | ||||||||||
LLPL Capital Pte. Ltd., 6.88%, 02/04/39(c) | 174 | 173,392 | ||||||||||
Oil India International Pte. Ltd., 4.00%, 04/21/27(c) | 200 | 197,413 | ||||||||||
Puma International Financing SA, 5.13%, 10/06/24(b) | 251 | 238,450 | ||||||||||
United Overseas Bank Ltd., (5 year USD Swap + 1.79%), 3.88%(a)(c)(n) | 200 | 198,162 | ||||||||||
|
| |||||||||||
1,325,445 | ||||||||||||
South Africa — 0.1% | ||||||||||||
Eskom Holdings SOC Ltd., 7.13%, 02/11/25(c) | 886 | 854,547 | ||||||||||
Sasol Financing USA LLC, 6.50%, 09/27/28 | 328 | 332,920 | ||||||||||
|
| |||||||||||
1,187,467 | ||||||||||||
South Korea(c) — 0.1% | ||||||||||||
Kookmin Bank, (5 year CMT + 2.64%), | 200 | 200,413 | ||||||||||
Shinhan Financial Group Co. Ltd., (5 year CMT + 2.06%), 2.88%(a)(n) | 200 | 181,500 | ||||||||||
SK Hynix, Inc., 2.38%, 01/19/31 | 200 | 173,080 | ||||||||||
|
| |||||||||||
554,993 | ||||||||||||
Spain — 0.4% | ||||||||||||
Amadeus IT Group SA(c) | ||||||||||||
2.88%, 05/20/27 | EUR | 300 | 349,553 | |||||||||
1.88%, 09/24/28 | 100 | 110,809 | ||||||||||
Banco de Sabadell SA(c) | ||||||||||||
0.88%, 07/22/25 | 100 | 107,762 | ||||||||||
(Update Replacements.xls: EUSA1 + 0.97%), 0.63%, 11/07/25(a) | 1,100 | 1,185,589 | ||||||||||
Cellnex Finance Co. SA, 2.25%, 04/12/26(d) | 600 | 658,401 | ||||||||||
Ferrovial Netherlands BV, (5 year EUR Swap + 2.13%), 2.12%(a)(c)(n) | 100 | 107,611 |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
Spain (continued) | ||||||||||||
International Consolidated Airlines Group SA, 2.75%, 03/25/25(c) | EUR | 100 | $ | 105,081 | ||||||||
Lorca Telecom Bondco SA, 4.00%, 09/18/27(c) | 240 | 255,544 | ||||||||||
Merlin Properties Socimi SA(c) | ||||||||||||
1.38%, 06/01/30 | 100 | 97,322 | ||||||||||
1.88%, 12/04/34 | 700 | 657,553 | ||||||||||
Telefonica Emisiones SA, 1.45%, 01/22/27(c) | 100 | 111,704 | ||||||||||
|
| |||||||||||
3,746,929 | ||||||||||||
Sweden(c) — 0.1% | ||||||||||||
Heimstaden Bostad AB(a)(n) | ||||||||||||
(5 year EUR Swap + 3.15%), 2.63% | 100 | 93,452 | ||||||||||
(5 year EUR Swap + 3.91%), 3.38% | 100 | 100,693 | ||||||||||
Intrum AB, 4.88%, 08/15/25 | 100 | 111,342 | ||||||||||
Verisure Holding AB | ||||||||||||
3.50%, 05/15/23 | 100 | 110,326 | ||||||||||
3.88%, 07/15/26 | 180 | 194,147 | ||||||||||
|
| |||||||||||
609,960 | ||||||||||||
Switzerland — 0.4% | ||||||||||||
Credit Suisse Group AG(a) | ||||||||||||
(1 year EURIBOR ICE Swap Rate + 1.05%), 1.00%, 06/24/27(c) | 325 | 339,761 | ||||||||||
(1 year EURIBOR ICE Swap Rate + 3.50%), 3.25%, 04/02/26(c) | 1,200 | 1,368,103 | ||||||||||
(SOFR + 1.56%), 2.59%, 09/11/25(b) | USD | 1,500 | 1,449,014 | |||||||||
Credit Suisse Group Funding Guernsey Ltd., 1.25%, 04/14/22(c) | EUR | 195 | 215,814 | |||||||||
UBS Group AG, (Update Replacements.xls: EUSA1 + 0.55%), 0.25%, 01/29/26(a)(c) | 305 | 327,402 | ||||||||||
|
| |||||||||||
3,700,094 | ||||||||||||
Thailand(a)(c) — 0.0% | ||||||||||||
Bangkok Bank PCL, (5 year CMT + 1.90%), 3.73%, 09/25/34 | USD | 200 | 186,475 | |||||||||
Kasikornbank PCL, (5 year CMT + 1.70%), 3.34%, 10/02/31 | 200 | 187,663 | ||||||||||
|
| |||||||||||
374,138 | ||||||||||||
Ukraine — 0.0% | ||||||||||||
NPC Ukrenergo, 6.88%, 11/09/26(b) | 411 | 154,125 | ||||||||||
|
| |||||||||||
United Arab Emirates(c) — 0.1% | ||||||||||||
Abu Dhabi Crude Oil Pipeline LLC, 4.60%, 11/02/47 | 200 | 211,412 | ||||||||||
Emirates NBD Bank PJSC, (Update | ||||||||||||
Replacements.xls: CMTUSD6Y + 3.66%), 6.13%(a)(n) | 744 | 751,440 | ||||||||||
|
| |||||||||||
962,852 | ||||||||||||
United Kingdom — 2.0% | ||||||||||||
AstraZeneca PLC, 1.38%, 08/06/30 | 275 | 239,644 | ||||||||||
Avianca Midco 2 Ltd., 9.00%, 12/01/28(b) | 925 | 885,378 | ||||||||||
Barclays PLC | ||||||||||||
3.13%, 01/17/24(c) | GBP | 1,300 | 1,716,980 | |||||||||
4.34%, 01/10/28 | USD | 655 | 665,682 | |||||||||
(5 year UK Government Bond + 1.75%), 1.70%, 11/03/26(a)(c) | GBP | 200 | 249,766 | |||||||||
(Update Replacements.xls: EUSA1 + 1.26%), 0.58%, 08/09/29(a)(c) | EUR | 310 | 311,795 | |||||||||
(Update Replacements.xls: EUSA1 + 3.70%), 3.38%, 04/02/25(a)(c) | 200 | 230,717 | ||||||||||
BAT International Finance PLC(c) | ||||||||||||
1.25%, 03/13/27 | 730 | 758,135 | ||||||||||
2.25%, 01/16/30 | 315 | 320,892 |
SCHEDULE OF INVESTMENTS | 8 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
United Kingdom (continued) | ||||||||||||
Bellis Acquisition Co. PLC, 3.25%, 02/16/26(c) | GBP | 200 | $ | 242,411 | ||||||||
Chanel Ceres PLC, 0.50%, 07/31/26(c) | EUR | 170 | 179,482 | |||||||||
Constellation Automotive Financing PLC, 4.88%, 07/15/27(c) | GBP | 100 | 119,870 | |||||||||
eG Global Finance PLC, 4.38%, 02/07/25(c) | EUR | 100 | 107,361 | |||||||||
Heathrow Finance PLC, 4.38%, 03/01/27(c)(o) | GBP | 100 | 120,363 | |||||||||
HSBC Holdings PLC, (SOFR + 1.10%), 2.25%, 11/22/27(a) | USD | 2,106 | 1,962,238 | |||||||||
Informa PLC(c) | ||||||||||||
2.13%, 10/06/25 | EUR | 1,155 | 1,291,249 | |||||||||
1.25%, 04/22/28 | 125 | 129,263 | ||||||||||
InterContinental Hotels Group PLC, 3.38%, 10/08/28(c) | GBP | 100 | 130,468 | |||||||||
Jaguar Land Rover Automotive PLC, 4.50%, 07/15/28(c) | EUR | 150 | 149,872 | |||||||||
Jerrold Finco PLC(c) | ||||||||||||
4.88%, 01/15/26 | GBP | 100 | 126,285 | |||||||||
5.25%, 01/15/27 | 100 | 126,176 | ||||||||||
Liquid Telecommunications Financing PLC, 5.50%, 09/04/26(b) | USD | 697 | 660,407 | |||||||||
Lloyds Banking Group PLC, (3 mo. Euribor + 1.72%), 4.50%, 03/18/30(a)(c) | EUR | 422 | 495,207 | |||||||||
National Grid Electricity Transmission PLC, 0.19%, 01/20/25(c) | 1,462 | 1,581,138 | ||||||||||
Pinewood Finance Co. Ltd., 3.25%, 09/30/25(c) | GBP | 100 | 127,096 | |||||||||
Premier Foods Finance PLC, 3.50%, 10/15/26(c) | 100 | 122,023 | ||||||||||
Rolls-Royce PLC(c) | ||||||||||||
4.63%, 02/16/26 | EUR | 100 | 116,156 | |||||||||
1.63%, 05/09/28 | 100 | 97,704 | ||||||||||
Royalty Pharma PLC, 3.55%, 09/02/50 | USD | 75 | 62,301 | |||||||||
Sherwood Financing PLC, 6.00%, 11/15/26(c) | GBP | 100 | 124,140 | |||||||||
SSE PLC, Series ., (5 year GBP Swap + 2.75%), 3.63%, 09/16/77(a)(c) | 500 | 656,825 | ||||||||||
Stonegate Pub Co. Financing 2019 PLC(c) | ||||||||||||
8.00%, 07/13/25 | 100 | 133,375 | ||||||||||
8.25%, 07/31/25 | 100 | 133,664 | ||||||||||
Synthomer PLC, 3.88%, 07/01/25(c) | EUR | 100 | 110,744 | |||||||||
Tesco Corporate Treasury Services PLC, 0.38%, 07/27/29(c) | 130 | 126,553 | ||||||||||
Vedanta Resources Finance II PLC, 8.95%, 03/11/25(b) | USD | 1,450 | 1,406,500 | |||||||||
Vedanta Resources Ltd., 6.13%, 08/09/24(b) | 338 | 293,215 | ||||||||||
Very Group Funding PLC, 6.50%, 08/01/26(c) | GBP | 100 | 124,271 | |||||||||
Vmed O2 U.K. Financing I PLC(c) | ||||||||||||
3.25%, 01/31/31 | EUR | 100 | 101,775 | |||||||||
4.50%, 07/15/31 | GBP | 100 | 120,560 | |||||||||
Vodafone Group PLC, 4.25%, 09/17/50 | USD | 65 | 64,784 | |||||||||
|
| |||||||||||
16,722,465 | ||||||||||||
United States — 17.7% | ||||||||||||
AbbVie, Inc., 4.25%, 11/21/49 | 1,234 | 1,280,543 | ||||||||||
AES Corp., 2.45%, 01/15/31 | 400 | 357,702 | ||||||||||
Ally Financial, Inc., Series B, (5 year CMT + 3.87%), 4.70%(a)(n) | 330 | 310,632 | ||||||||||
Altria Group, Inc. | ||||||||||||
3.13%, 06/15/31 | EUR | 400 | 442,609 | |||||||||
3.70%, 02/04/51 | USD | 1,231 | 994,317 | |||||||||
Amazon.com, Inc. | ||||||||||||
2.50%, 06/03/50 | 123 | 102,688 | ||||||||||
3.10%, 05/12/51 | 165 | 154,851 | ||||||||||
American Airlines Pass Through Trust, Series 2019-1, Class B, 3.85%, 08/15/29 | 77 | 68,361 |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
United States (continued) | ||||||||||||
American Airlines Pass-Through Trust | ||||||||||||
Series 2015-2, Class AA, 3.60%, 03/22/29 | USD | 9 | $ | 9,043 | ||||||||
Series 2016-1, Class B, 5.25%, 07/15/25 | 5 | 4,939 | ||||||||||
Series 2016-2, Class B, 4.38%, 12/15/25(b) | 55 | 52,383 | ||||||||||
Series 2017-1, Class B, 4.95%, 08/15/26 | 14 | 13,438 | ||||||||||
Series 2019-1, Class AA, 3.15%, 08/15/33 | 76 | 71,187 | ||||||||||
American Express Co., (5 year CMT + 2.85%), 3.55%(a)(n) | 199 | 181,349 | ||||||||||
American Tower Corp. | ||||||||||||
0.45%, 01/15/27 | EUR | 600 | 622,879 | |||||||||
0.40%, 02/15/27 | 330 | 340,746 | ||||||||||
3.65%, 03/15/27 | USD | 190 | 189,492 | |||||||||
1.88%, 10/15/30 | 162 | 137,873 | ||||||||||
3.10%, 06/15/50 | 105 | 84,846 | ||||||||||
2.95%, 01/15/51 | 80 | 62,864 | ||||||||||
Amgen, Inc. | ||||||||||||
3.00%, 02/22/29 | 1,042 | 1,022,899 | ||||||||||
2.45%, 02/21/30 | 430 | 405,417 | ||||||||||
Anheuser-Busch InBev Worldwide, Inc. | ||||||||||||
4.60%, 04/15/48 | 537 | 579,570 | ||||||||||
4.50%, 06/01/50 | 1,319 | 1,409,275 | ||||||||||
Anthem, Inc. | ||||||||||||
3.13%, 05/15/50 | 59 | 51,957 | ||||||||||
3.60%, 03/15/51 | 998 | 954,115 | ||||||||||
Aon Corp./Aon Global Holdings PLC, 2.60%, 12/02/31 | 572 | 526,788 | ||||||||||
Apple, Inc. | ||||||||||||
1.20%, 02/08/28 | 307 | 279,501 | ||||||||||
1.65%, 05/11/30 | 154 | 139,583 | ||||||||||
1.65%, 02/08/31(h) | 2,455 | 2,209,361 | ||||||||||
4.25%, 02/09/47 | 940 | 1,053,433 | ||||||||||
2.65%, 05/11/50 | 42 | 36,583 | ||||||||||
2.65%, 02/08/51 | 1,149 | 991,108 | ||||||||||
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 3.25%, 09/01/28(b) | 200 | 181,500 | ||||||||||
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. | ||||||||||||
5.25%, 04/30/25(b) | 200 | 199,725 | ||||||||||
2.13%, 08/15/26(c) | EUR | 100 | 103,954 | |||||||||
4.75%, 07/15/27(c) | GBP | 100 | 119,641 | |||||||||
Ashton Woods USA LLC/Ashton Woods Finance Co.(b) | ||||||||||||
4.63%, 08/01/29 | USD | 50 | 44,092 | |||||||||
4.63%, 04/01/30 | 130 | 113,252 | ||||||||||
Astrazeneca Finance LLC, 2.25%, 05/28/31 | 210 | 195,539 | ||||||||||
AT&T, Inc. | ||||||||||||
4.38%, 09/14/29 | GBP | 100 | 142,923 | |||||||||
4.30%, 02/15/30 | USD | 1,340 | 1,415,812 | |||||||||
2.55%, 12/01/33 | 1,385 | 1,230,495 | ||||||||||
3.30%, 02/01/52 | 122 | 104,577 | ||||||||||
3.50%, 09/15/53 | 1,701 | 1,492,532 | ||||||||||
3.55%, 09/15/55 | 701 | 618,258 | ||||||||||
3.50%, 02/01/61 | 152 | 129,195 | ||||||||||
Axalta Coating Systems Dutch Holding B BV, 3.75%, 01/15/25(c) | EUR | 100 | 108,667 | |||||||||
Azul Investments LLP, 7.25%, 06/15/26(b) | USD | 739 | 617,989 | |||||||||
Bank of America Corp. | ||||||||||||
2.38%, 06/19/24(c) | EUR | 100 | 114,456 | |||||||||
(3 mo. LIBOR US + 1.51%), 3.71%, 04/24/28(a) | USD | 142 | 142,908 | |||||||||
(3 mo. LIBOR US + 3.15%), 4.08%, 03/20/51(a) | 1,241 | 1,284,223 | ||||||||||
(5 year CMT + 2.76%), 4.38%(a)(n) | 164 | 154,127 | ||||||||||
(SOFR + 0.91%), 0.98%, 09/25/25(a) | 213 | 201,883 | ||||||||||
(SOFR + 0.96%), 1.73%, 07/22/27(a) | 2,080 | 1,931,665 |
9 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
United States (continued) | ||||||||||||
Bank of America Corp. (continued) | ||||||||||||
(SOFR + 1.05%), 2.55%, 02/04/28(a) | USD | 3,573 | $ | 3,413,940 | ||||||||
(SOFR + 1.15%), 1.32%, 06/19/26(a) | 2,812 | 2,635,324 | ||||||||||
(SOFR + 1.22%), 2.30%, 07/21/32(a) | 1,455 | 1,294,972 | ||||||||||
(SOFR + 1.33%), 2.97%, 02/04/33(a) | 81 | 75,896 | ||||||||||
Series JJ, (3 mo. LIBOR US + 3.29%), | 130 | 130,975 | ||||||||||
Series N, (SOFR + 1.22%), 2.65%, 03/11/32(a) | 180 | 165,088 | ||||||||||
Series N, (SOFR + 1.65%), 3.48%, 03/13/52(a) | 150 | 141,449 | ||||||||||
Becton Dickinson & Co., 1.40%, 05/24/23 | EUR | 495 | 553,885 | |||||||||
Becton Dickinson Euro Finance Sarl, 0.63%, 06/04/23 | 200 | 222,178 | ||||||||||
Booking Holdings, Inc., 0.10%, 03/08/25 | 350 | 376,772 | ||||||||||
Boxer Parent Co., Inc., 6.50%, 10/02/25(c) | 100 | 111,538 | ||||||||||
BP Capital Markets America, Inc. | ||||||||||||
3.63%, 04/06/30 | USD | 569 | 579,391 | |||||||||
2.94%, 06/04/51 | 588 | 501,883 | ||||||||||
Bristol-Myers Squibb Co., 3.70%, 03/15/52 | 390 | 391,926 | ||||||||||
Broadcom, Inc. | ||||||||||||
4.75%, 04/15/29 | 1,059 | 1,112,725 | ||||||||||
4.15%, 11/15/30 | 315 | 319,249 | ||||||||||
2.45%, 02/15/31(b) | 1,100 | 981,286 | ||||||||||
3.75%, 02/15/51(b) | 1,278 | 1,144,372 | ||||||||||
Burlington Northern Santa Fe LLC | ||||||||||||
3.30%, 09/15/51 | 547 | 517,262 | ||||||||||
2.88%, 06/15/52 | 528 | 467,734 | ||||||||||
Capital One Financial Corp. | ||||||||||||
1.65%, 06/12/29 | EUR | 880 | 930,666 | |||||||||
Series M, (5 year CMT + | USD | 190 | 176,719 | |||||||||
CDI Escrow Issuer, Inc., | 78 | 78,780 | ||||||||||
Centene Corp. | ||||||||||||
2.45%, 07/15/28 | 304 | 277,765 | ||||||||||
2.63%, 08/01/31 | 215 | 191,350 | ||||||||||
Charles Schwab Corp., (5 year CMT + 3.17%), 4.00%(a)(n) | 130 | 124,475 | ||||||||||
Charter Communications Operating LLC/Charter | ||||||||||||
Communications Operating Capital | ||||||||||||
4.40%, 04/01/33 | 190 | 189,438 | ||||||||||
3.50%, 06/01/41 | 75 | 62,335 | ||||||||||
3.70%, 04/01/51 | 746 | 614,778 | ||||||||||
3.90%, 06/01/52 | 1,762 | 1,485,913 | ||||||||||
4.40%, 12/01/61 | 300 | 261,142 | ||||||||||
3.95%, 06/30/62 | 138 | 111,595 | ||||||||||
Chemours Co., 4.00%, 05/15/26 | EUR | 100 | 106,255 | |||||||||
Cigna Corp. | ||||||||||||
4.38%, 10/15/28 | USD | 1,198 | 1,260,201 | |||||||||
3.40%, 03/15/51 | 39 | 35,140 | ||||||||||
Citgo Holding, Inc., 9.25%, 08/01/24(b) | 402 | 406,020 | ||||||||||
Citigroup, Inc.(a) | ||||||||||||
(3 mo. LIBOR US + 1.15%), 3.52%, 10/27/28 | 143 | 141,656 | ||||||||||
(SOFR + 1.15%), 2.67%, 01/29/31 | 200 | 185,298 | ||||||||||
(SOFR + 1.35%), 3.06%, 01/25/33 | 160 | 149,493 | ||||||||||
(SOFR + 1.42%), 2.98%, 11/05/30 | 1,545 | 1,465,446 | ||||||||||
(SOFR + 1.53%), 3.29%, 03/17/26 | 796 | 793,314 | ||||||||||
(SOFR + 1.94%), 3.79%, 03/17/33 | 249 | 246,841 | ||||||||||
(SOFR + 3.91%), 4.41%, 03/31/31 | 164 | 170,257 | ||||||||||
(SOFR + 4.55%), 5.32%, 03/26/41 | 76 | 88,960 | ||||||||||
Series V, (SOFR + 3.23%), 4.70%(n) | 200 | 191,500 | ||||||||||
Colgate Energy Partners III LLC(b) | ||||||||||||
7.75%, 02/15/26 | 35 | 37,310 | ||||||||||
5.88%, 07/01/29 | 62 | 63,919 | ||||||||||
Comcast Corp. | ||||||||||||
0.25%, 09/14/29 | EUR | 600 | 607,092 |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
United States (continued) | ||||||||||||
Comcast Corp. (continued) | ||||||||||||
2.65%, 02/01/30 | USD | 1,250 | $ | 1,199,866 | ||||||||
3.40%, 04/01/30 | 133 | 134,735 | ||||||||||
4.25%, 10/15/30 | 1,600 | 1,706,818 | ||||||||||
3.45%, 02/01/50 | 1,238 | 1,158,191 | ||||||||||
2.80%, 01/15/51 | 184 | 155,161 | ||||||||||
2.94%, 11/01/56(b) | 274 | 226,193 | ||||||||||
2.99%, 11/01/63(b) | 14 | 11,457 | ||||||||||
Coty, Inc., 3.88%, 04/15/26(c) | EUR | 100 | 107,445 | |||||||||
Covanta Holding Corp., 4.88%, 12/01/29(b) | USD | 69 | 65,874 | |||||||||
Crown Castle International Corp. | ||||||||||||
2.90%, 03/15/27 | 10 | 9,668 | ||||||||||
3.65%, 09/01/27 | 500 | 496,371 | ||||||||||
4.30%, 02/15/29 | 138 | 141,756 | ||||||||||
3.25%, 01/15/51 | 942 | 788,958 | ||||||||||
CVS Health Corp. | ||||||||||||
1.75%, 08/21/30 | 161 | 141,100 | ||||||||||
5.13%, 07/20/45 | 434 | 489,904 | ||||||||||
5.05%, 03/25/48 | 1,137 | 1,287,642 | ||||||||||
4.25%, 04/01/50 | 492 | 510,427 | ||||||||||
Daimler Trucks Finance North America LLC, 2.00%, 12/14/26(b) | 355 | 330,670 | ||||||||||
Dana, Inc., 4.25%, 09/01/30 | 38 | 34,778 | ||||||||||
Dell International LLC/EMC Corp. | ||||||||||||
5.30%, 10/01/29 | 130 | 141,602 | ||||||||||
8.35%, 07/15/46 | 18 | 26,305 | ||||||||||
Discovery Communications LLC, 1.90%, 03/19/27 | EUR | 810 | 877,883 | |||||||||
Dominion Energy, Inc., Series C, 3.38%, 04/01/30 | USD | 510 | 503,124 | |||||||||
DraftKings, Inc., 0.00%, 03/15/28 | 174 | 125,019 | ||||||||||
DTE Electric Co., Series B, 3.65%, 03/01/52 | 511 | 516,509 | ||||||||||
Duke Energy Carolinas LLC, 2.45%, 02/01/30 | 875 | 818,856 | ||||||||||
Duke Energy Corp. | ||||||||||||
2.45%, 06/01/30 | 845 | 778,553 | ||||||||||
4.20%, 06/15/49 | 35 | 35,171 | ||||||||||
Edison International | ||||||||||||
4.13%, 03/15/28 | 495 | 490,885 | ||||||||||
(5 year CMT + 4.70%), 5.38%(a)(n) | 225 | 217,069 | ||||||||||
Eli Lilly & Co. | ||||||||||||
1.70%, 11/01/49 | EUR | 100 | 105,095 | |||||||||
1.38%, 09/14/61 | 240 | 205,341 | ||||||||||
Encore Capital Group, Inc., 4.88%, 10/15/25(c) | 130 | 144,532 | ||||||||||
Entergy Louisiana LLC, 2.35%, 06/15/32 | USD | 440 | 399,020 | |||||||||
Enterprise Products Operating LLC | ||||||||||||
3.13%, 07/31/29 | 209 | 205,231 | ||||||||||
5.95%, 02/01/41 | 170 | 201,537 | ||||||||||
Equinix, Inc. | ||||||||||||
3.20%, 11/18/29 | 147 | 140,678 | ||||||||||
2.95%, 09/15/51 | 81 | 64,536 | ||||||||||
Exelon Corp.(b) | ||||||||||||
2.75%, 03/15/27 | 133 | 129,591 | �� | |||||||||
4.10%, 03/15/52 | 133 | 135,084 | ||||||||||
Expedia Group, Inc., 6.25%, 05/01/25(b) | 268 | 286,527 | ||||||||||
Exxon Mobil Corp. | ||||||||||||
1.41%, 06/26/39 | EUR | 390 | 378,251 | |||||||||
3.45%, 04/15/51 | USD | 1,240 | 1,202,049 | |||||||||
Federal National Mortgage Association, 3.00%, 03/15/24 | 461 | 460,416 | ||||||||||
FedEx Corp., 0.45%, 05/04/29 | EUR | 690 | 700,632 | |||||||||
Fidelity National Information Services, Inc. | ||||||||||||
0.75%, 05/21/23 | 230 | 255,753 | ||||||||||
1.65%, 03/01/28 | USD | 480 | 429,481 |
SCHEDULE OF INVESTMENTS | 10 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
United States (continued) | ||||||||||||
Fidelity National Information Services, Inc. (continued) |
| |||||||||||
2.95%, 05/21/39 | EUR | 350 | $ | 409,532 | ||||||||
1.10%, 07/15/24 | 110 | 122,168 | ||||||||||
FirstEnergy Transmission LLC, 4.35%, 01/15/25(b) | USD | 1,032 | 1,036,972 | |||||||||
Fiserv, Inc. | ||||||||||||
2.25%, 06/01/27 | 635 | 599,718 | ||||||||||
1.63%, 07/01/30 | EUR | 470 | 503,439 | |||||||||
4.40%, 07/01/49 | USD | 33 | 34,074 | |||||||||
Florida Power & Light Co., 2.88%, 12/04/51 | 741 | 664,284 | ||||||||||
Ford Motor Co., 3.25%, 02/12/32 | 55 | 49,122 | ||||||||||
Freed Co. Ltd., 10.00%, 12/02/23(e) | 629 | 612,520 | ||||||||||
Freedom Mortgage Corp.(b) | ||||||||||||
8.13%, 11/15/24 | 112 | 111,580 | ||||||||||
8.25%, 04/15/25 | 88 | 87,734 | ||||||||||
Full House Resorts, Inc., 8.25%, 02/15/28(b) | 67 | 68,508 | ||||||||||
General Motors Co. | ||||||||||||
5.00%, 10/01/28 | 530 | 552,666 | ||||||||||
5.95%, 04/01/49 | 116 | 128,910 | ||||||||||
General Motors Financial Co., Inc. | ||||||||||||
2.75%, 06/20/25 | 800 | 777,007 | ||||||||||
0.85%, 02/26/26(c) | EUR | 100 | 105,537 | |||||||||
2.70%, 08/20/27 | USD | 151 | 142,065 | |||||||||
Gilead Sciences, Inc., 2.80%, 10/01/50 | 826 | 675,936 | ||||||||||
Glencore Funding LLC, 2.85%, 04/27/31(b) | 341 | 311,394 | ||||||||||
Global Payments, Inc. | ||||||||||||
1.20%, 03/01/26 | 305 | 280,988 | ||||||||||
2.15%, 01/15/27 | 247 | 231,828 | ||||||||||
4.15%, 08/15/49 | 35 | 33,824 | ||||||||||
Goldman Sachs Group, Inc. | ||||||||||||
3.50%, 04/01/25 | 1,700 | 1,712,679 | ||||||||||
0.25%, 01/26/28(c) | EUR | 100 | 101,150 | |||||||||
4.75%, 10/21/45 | USD | 284 | 317,301 | |||||||||
(3 mo. LIBOR US + 1.30%), 4.22%, 05/01/29(a) | 770 | 788,397 | ||||||||||
(SOFR + 0.80%), 1.43%, 03/09/27(a) | 157 | 144,676 | ||||||||||
(SOFR + 1.09%), 1.99%, 01/27/32(a) | 325 | 281,541 | ||||||||||
(SOFR + 1.11%), 2.64%, 02/24/28(a) | 1,397 | 1,335,709 | ||||||||||
(SOFR + 1.26%), 2.65%, 10/21/32(a) | 185 | 167,252 | ||||||||||
(SOFR + 1.41%), 3.10%, 02/24/33(a) | 63 | 59,383 | ||||||||||
(SOFR + 1.85%), 3.62%, 03/15/28(a) | 529 | 528,259 | ||||||||||
GXO Logistics, Inc.(b) | ||||||||||||
1.65%, 07/15/26 | 40 | 36,112 | ||||||||||
2.65%, 07/15/31 | 208 | 180,357 | ||||||||||
HCA, Inc. | ||||||||||||
5.38%, 02/01/25 | 118 | 122,779 | ||||||||||
5.25%, 04/15/25 | 235 | 247,411 | ||||||||||
3.50%, 09/01/30 | 91 | 87,912 | ||||||||||
3.63%, 03/15/32(b) | 430 | 421,381 | ||||||||||
5.25%, 06/15/49 | 32 | 35,045 | ||||||||||
4.63%, 03/15/52(b) | 83 | 83,645 | ||||||||||
Hewlett Packard Enterprise Co., 1.45%, 04/01/24 | 980 | 951,101 | ||||||||||
HP, Inc. | ||||||||||||
2.20%, 06/17/25 | 645 | 622,056 | ||||||||||
6.00%, 09/15/41 | 30 | 34,963 | ||||||||||
Intel Corp., 3.20%, 08/12/61 | 609 | 538,562 | ||||||||||
International Business Machines Corp. | ||||||||||||
0.88%, 01/31/25 | EUR | 100 | 110,863 | |||||||||
4.25%, 05/15/49 | USD | 100 | 106,497 | |||||||||
3.43%, 02/09/52 | 275 | 261,979 |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
United States (continued) | ||||||||||||
International Flavors & Fragrances, Inc., 3.47%, 12/01/50(b) | USD | 39 | $ | 34,401 | ||||||||
JBS USA LUX SA/JBS USA Finance, Inc., 6.75%, 02/15/28(b) | 100 | 105,425 | ||||||||||
JPMorgan Chase & Co. | ||||||||||||
0.63%, 01/25/24(c) | EUR | 1,105 | 1,226,477 | |||||||||
(3 mo. LIBOR US + 1.34%), 3.78%, 02/01/28(a) | USD | 2,005 | 2,030,656 | |||||||||
(SOFR + 1.07%), 1.95%, 02/04/32(a) | 955 | 836,582 | ||||||||||
(SOFR + 1.17%), 2.95%, 02/24/28(a) | 2,386 | 2,328,441 | ||||||||||
(SOFR + 1.18%), 2.55%, 11/08/32(a) | 230 | 210,162 | ||||||||||
(SOFR + 1.26%), 2.96%, 01/25/33(a) | 340 | 320,536 | ||||||||||
(SOFR + 1.89%), 2.18%, 06/01/28(a) | 153 | 143,537 | ||||||||||
(SOFR + 2.44%), 3.11%, 04/22/51(a) | 101 | 89,448 | ||||||||||
(Update Replacements.xls: TSFR3M + 0.70%), 1.04%, 02/04/27(a) | 2,102 | 1,926,099 | ||||||||||
(Update Replacements.xls: TSFR3M + 1.59%), 2.01%, 03/13/26(a) | 1,050 | 1,012,271 | ||||||||||
Keurig Dr. Pepper, Inc., 3.80%, 05/01/50 | 36 | 34,198 | ||||||||||
Kinder Morgan, Inc. | ||||||||||||
5.30%, 12/01/34 | 460 | 504,150 | ||||||||||
3.60%, 02/15/51 | 178 | 158,042 | ||||||||||
Kroger Co., 3.95%, 01/15/50 | 88 | 89,021 | ||||||||||
L3Harris Technologies, Inc., 3.85%, 12/15/26 | 550 | 560,713 | ||||||||||
Lowe’s Cos., Inc. | ||||||||||||
2.63%, 04/01/31 | 150 | 140,597 | ||||||||||
4.05%, 05/03/47 | 149 | 150,089 | ||||||||||
3.00%, 10/15/50 | 1,192 | 1,014,096 | ||||||||||
LYB International Finance III LLC, 3.63%, 04/01/51 | 78 | 70,573 | ||||||||||
Marsh & McLennan Cos., Inc., 2.90%, 12/15/51 | 239 | 198,609 | ||||||||||
McDonald’s Corp. | ||||||||||||
1.00%, 11/15/23(c) | EUR | 100 | 111,797 | |||||||||
3.80%, 04/01/28 | USD | 568 | 584,407 | |||||||||
3.60%, 07/01/30 | 365 | 371,704 | ||||||||||
MCM Trust, 1.00%, 01/01/59(e) | 1,121 | 1,120,522 | ||||||||||
Medtronic Global Holdings SCA | ||||||||||||
1.13%, 03/07/27 | EUR | 290 | 319,199 | |||||||||
2.25%, 03/07/39 | 100 | 112,951 | ||||||||||
Metropolitan Life Global Funding I, 2.38%, 01/11/23(c) | 100 | 112,814 | ||||||||||
Microsoft Corp., 2.53%, 06/01/50 | USD | 481 | 415,341 | |||||||||
Mondelez International, Inc., 2.63%, 09/04/50 | 44 | 35,620 | ||||||||||
Moody’s Corp., 3.10%, 11/29/61 | 221 | 184,813 | ||||||||||
Morgan Stanley(a) | ||||||||||||
(3 mo. LIBOR US + 1.34%), 3.59%, 07/22/28 | 1,465 | 1,469,074 | ||||||||||
(3 mo. LIBOR US + 1.63%), 4.43%, 01/23/30 | 785 | 820,784 | ||||||||||
(SOFR + 0.47%), 0.56%, 11/10/23 | 1,350 | 1,334,305 | ||||||||||
(SOFR + 1.14%), 2.70%, 01/22/31 | 140 | 131,371 | ||||||||||
(SOFR + 1.29%), 2.94%, 01/21/33 | 923 | 865,532 | ||||||||||
(SOFR + 1.43%), 2.80%, 01/25/52 | 1,332 | 1,108,181 | ||||||||||
Motorola Solutions, Inc. | ||||||||||||
2.75%, 05/24/31 | 221 | 199,957 | ||||||||||
5.50%, 09/01/44 | 59 | 64,876 | ||||||||||
Mozart Debt Merger Sub, Inc., 3.88%, 04/01/29(b) | 474 | 438,450 | ||||||||||
MPLX LP | ||||||||||||
4.00%, 03/15/28 | 580 | 589,995 | ||||||||||
4.70%, 04/15/48 | 36 | 36,266 | ||||||||||
National Grid North America, Inc., 0.41%, 01/20/26(c) | EUR | 100 | 106,930 | |||||||||
Nationstar Mortgage Holdings, Inc.(b) | ||||||||||||
6.00%, 01/15/27 | USD | 34 | 34,598 | |||||||||
5.50%, 08/15/28 | 112 | 107,666 |
11 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
United States (continued) | ||||||||||||
New Metro Global Ltd., 6.80%, 08/05/23(c) | USD | 200 | $ | 152,000 | ||||||||
Newmont Corp., 2.60%, 07/15/32 | 154 | 141,669 | ||||||||||
NextEra Energy Capital Holdings, Inc., 1.90%, 06/15/28 | 575 | 529,776 | ||||||||||
Norfolk Southern Corp., 2.55%, 11/01/29 | 1,005 | 960,776 | ||||||||||
NRG Energy, Inc.(b) | ||||||||||||
3.75%, 06/15/24 | 20 | 19,922 | ||||||||||
2.45%, 12/02/27 | 543 | 500,811 | ||||||||||
4.45%, 06/15/29 | 40 | 40,016 | ||||||||||
NVIDIA Corp. | ||||||||||||
2.85%, 04/01/30 | 500 | 491,940 | ||||||||||
2.00%, 06/15/31 | 610 | 556,477 | ||||||||||
3.50%, 04/01/50 | 753 | 760,989 | ||||||||||
OI European Group BV, 2.88%, 02/15/25(c) | EUR | 100 | 108,406 | |||||||||
Oncor Electric Delivery Co. LLC, 2.70%, 11/15/51(b) | USD | 260 | 222,467 | |||||||||
ONE Gas, Inc., 2.00%, 05/15/30 | 35 | 31,313 | ||||||||||
Oracle Corp. | ||||||||||||
3.40%, 07/08/24 | 105 | 105,750 | ||||||||||
3.60%, 04/01/40 | 558 | 484,057 | ||||||||||
3.60%, 04/01/50 | 1,265 | 1,049,143 | ||||||||||
3.95%, 03/25/51 | 68 | 59,447 | ||||||||||
Paramount Global, 4.95%, 05/19/50 | 94 | 98,244 | ||||||||||
Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co.Issuer, 4.88%, 05/15/29(b) | 222 | 208,114 | ||||||||||
Pfizer, Inc., 1.70%, 05/28/30 | 340 | 308,010 | ||||||||||
Philip Morris International, Inc. | ||||||||||||
0.13%, 08/03/26 | EUR | 260 | 266,723 | |||||||||
3.13%, 06/03/33 | 165 | 185,884 | ||||||||||
2.00%, 05/09/36 | 100 | 95,819 | ||||||||||
1.45%, 08/01/39 | 125 | 105,027 | ||||||||||
PPG Industries, Inc., 1.40%, 03/13/27 | 825 | 906,426 | ||||||||||
Procter & Gamble Co. | ||||||||||||
0.63%, 10/30/24 | 150 | 166,468 | ||||||||||
0.90%, 11/04/41 | 230 | 221,617 | ||||||||||
Prologis Euro Finance LLC | ||||||||||||
0.63%, 09/10/31 | 200 | 195,823 | ||||||||||
1.50%, 02/08/34 | 130 | 135,860 | ||||||||||
1.50%, 09/10/49 | 125 | 114,731 | ||||||||||
QUALCOMM, Inc., 2.15%, 05/20/30 | USD | 1,185 | 1,102,095 | |||||||||
Rattler Midstream LP, 5.63%, 07/15/25(b) | 50 | 50,750 | ||||||||||
Renewable Energy Group, Inc., 5.88%, 06/01/28(b) | 34 | 36,520 | ||||||||||
Roche Holdings, Inc., 2.61%, 12/13/51(b) | 400 | 346,471 | ||||||||||
S&P Global, Inc., 3.90%, 03/01/62(b) | 19 | 19,544 | ||||||||||
Sasol Financing USA LLC | ||||||||||||
4.38%, 09/18/26 | 1,265 | 1,214,400 | ||||||||||
5.50%, 03/18/31 | 745 | 694,713 | ||||||||||
SASOL Financing USA LLC, 5.88%, 03/27/24 | 249 | 252,113 | ||||||||||
SCIL IV LLC/SCIL USA Holdings LLC(c) | ||||||||||||
4.38%, 11/01/26 | EUR | 100 | 105,923 | |||||||||
(3 mo. Euribor + 4.38%), 4.38%, 11/01/26(a) | 122 | 132,871 | ||||||||||
Southern California Edison Co., Series 20C, 1.20%, 02/01/26 | USD | 2,690 | 2,473,805 | |||||||||
SRS Distribution, Inc., 4.63%, 07/01/28(b) | 36 | 34,388 | ||||||||||
Steel Dynamics, Inc., 3.25%, 10/15/50 | 76 | 64,945 | ||||||||||
Stem, Inc., 0.50%, 12/01/28(b)(j) | 27 | 20,026 | ||||||||||
Sunoco LP/Sunoco Finance Corp., 4.50%, 04/30/30(b) | 167 | 153,855 | ||||||||||
Tap Rock Resources LLC, 7.00%, 10/01/26(b) | 392 | 405,767 | ||||||||||
Tenet Healthcare Corp., 4.38%, 01/15/30(b) | 210 | 201,585 |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
United States (continued) | ||||||||||||
Texas Capital Bank NA, (3 mo. LIBOR US + 4.50%), 5.51%, 09/30/24(a)(b) | USD | 1,000 | $ | 983,760 | ||||||||
Texas Eastern Transmission LP, 2.80%, 10/15/22(b) | 20 | 20,058 | ||||||||||
Thermo Fisher Scientific, Inc., 1.75%, 10/15/28 | 552 | 504,299 | ||||||||||
T-Mobile USA, Inc. | ||||||||||||
3.88%, 04/15/30 | 1,719 | 1,725,599 | ||||||||||
4.50%, 04/15/50 | 51 | 51,594 | ||||||||||
3.30%, 02/15/51 | 1,274 | 1,071,977 | ||||||||||
Transcontinental Gas Pipe Line Co. LLC, 4.60%, 03/15/48 | 9 | 9,602 | ||||||||||
UGI International LLC, 2.50%, 12/01/29(c) | EUR | 100 | 93,367 | |||||||||
Union Pacific Corp. | ||||||||||||
2.75%, 03/01/26 | USD | 2,540 | 2,523,724 | |||||||||
3.25%, 02/05/50 | 39 | 36,298 | ||||||||||
3.85%, 02/14/72 | 121 | 119,564 | ||||||||||
United Airlines Pass-Through Trust | ||||||||||||
Series 16-2, Class B, 3.65%, 04/07/27 | 4 | 3,697 | ||||||||||
Series 2014-2, Class B, 4.63%, 03/03/24 | 8 | 7,635 | ||||||||||
Series 2015-1, Class AA, 3.45%, 06/01/29 | 1 | 725 | ||||||||||
Series 2019-2, Class B, 3.50%, 11/01/29 | 53 | 48,314 | ||||||||||
Series AA, 2.88%, 04/07/30 | 6 | 5,978 | ||||||||||
Series AA, Class AA, 2.70%, 11/01/33 | 71 | 65,090 | ||||||||||
Series B, 4.75%, 10/11/23 | 2 | 2,060 | ||||||||||
UnitedHealth Group, Inc. | ||||||||||||
2.88%, 08/15/29 | 585 | 574,959 | ||||||||||
2.30%, 05/15/31 | 800 | 751,335 | ||||||||||
2.90%, 05/15/50 | 60 | 53,183 | ||||||||||
3.13%, 05/15/60 | 73 | 64,918 | ||||||||||
Venture Global Calcasieu Pass LLC, 3.88%, 11/01/33(b) | 121 | 115,706 | ||||||||||
Verizon Communications, Inc. | ||||||||||||
2.10%, 03/22/28(h) | 3,381 | 3,151,341 | ||||||||||
1.50%, 09/18/30 | 3,480 | 3,022,005 | ||||||||||
4.86%, 08/21/46 | 357 | 409,622 | ||||||||||
2.88%, 11/20/50 | 90 | 75,197 | ||||||||||
3.55%, 03/22/51 | 78 | 73,296 | ||||||||||
3.00%, 11/20/60 | 474 | 386,533 | ||||||||||
3.70%, 03/22/61 | 1,655 | 1,532,986 | ||||||||||
Series 20Y, 2.88%, 01/15/38 | EUR | 600 | 723,255 | |||||||||
VMware, Inc., 2.20%, 08/15/31 | USD | 157 | 138,228 | |||||||||
Walt Disney Co., 2.00%, 09/01/29 | 720 | 665,649 | ||||||||||
Wells Fargo & Co.(c) | ||||||||||||
0.50%, 04/26/24 | EUR | 2,695 | 2,961,452 | |||||||||
2.00%, 04/27/26 | 135 | 152,544 | ||||||||||
Williams Cos., Inc., 2.60%, 03/15/31 | USD | 472 | 434,623 | |||||||||
XHR LP, 4.88%, 06/01/29(b) | 34 | 33,029 | ||||||||||
|
| |||||||||||
150,157,762 | ||||||||||||
|
| |||||||||||
Total Corporate Bonds — 36.0% | 305,847,937 | |||||||||||
|
| |||||||||||
Floating Rate Loan Interests(a) | ||||||||||||
Canada — 0.0% | ||||||||||||
Kronos Acquisition Holdings, Inc., 2021 1st Lien Term Loan, (SOFR + 6.00%, 1.00% Floor), 7.00%, 12/22/26 | 73 | 72,120 | ||||||||||
Raptor Acquisition Corp., 2021 Term Loan, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.93%, 11/01/26 | 34 | 33,692 | ||||||||||
|
| |||||||||||
105,812 |
SCHEDULE OF INVESTMENTS | 12 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
Luxembourg — 0.0% | ||||||||||||
Cobham Ultra U.S. Co-Borrower LLC, USD Term Loan B, 4.25%, 11/16/28(p) | USD | 38 | $ | 37,541 | ||||||||
|
| |||||||||||
Mexico — 0.0% | ||||||||||||
Credito Real SAB de CV Sofom ENR, Term Loan B, (3 mo. LIBOR + 3.75%), 4.23%, 02/17/23(e) | 60 | 11,900 | ||||||||||
|
| |||||||||||
Netherlands — 0.1% | ||||||||||||
Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3 mo. LIBOR + 2.25%), 3.26%, 07/21/26 | 436 | 432,295 | ||||||||||
|
| |||||||||||
United Kingdom — 0.0% | ||||||||||||
GVC Holdings Ltd., 2021 USD Term Loan B4, (6 mo. LIBOR + 2.50%), 3.74%, 03/16/27(e) | 215 | 212,770 | ||||||||||
|
| |||||||||||
United States — 1.2% | ||||||||||||
ACProducts Holdings, Inc., 2021 Term Loan B, (6 mo. LIBOR + 4.25%), 4.75%, 05/17/28 | 1,299 | 1,166,924 | ||||||||||
American Auto Auction Group LLC | ||||||||||||
2021 2nd Lien Term Loan, (SOFR + 8.50%, 0.75% Floor), 9.25%, 01/02/29(e) | 225 | 220,500 | ||||||||||
2021 Term Loan B, (SOFR+ 5.00%, 0.75% Floor), 5.08%, 12/30/27 | 422 | 415,069 | ||||||||||
American Rock Salt Co. LLC, 2021 Term Loan, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 06/09/28 | 53 | 52,206 | ||||||||||
Apex Tool Group LLC, 2022 Term Loan, (SOFR + 5.25%), 5.75%, 02/08/29 | 283 | 275,015 | ||||||||||
Aruba Investments, Inc., 2020 USD Term Loan, (6 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 11/24/27 | 109 | 108,079 | ||||||||||
Columbus McKinnon Corp., 2021 Term Loan B, (3 mo. LIBOR + 2.75%), 3.81%, 05/14/28 | 17 | 16,589 | ||||||||||
Conair Holdings LLC, Term Loan B, (3 mo. LIBOR + 3.75%), 4.76%, 05/17/28 | 49 | 48,022 | ||||||||||
ConnectWise LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.50%), 4.00%, 09/30/28 | 112 | 110,826 | ||||||||||
Davis-Standard, LLC, Term Loan, (3 mo. LIBOR + 5.75%, 0.75% Floor), 6.76%, 12/10/28(e) | 219 | 212,648 | ||||||||||
Digital Room Holdings, Inc., 2021 Term Loan, (1 mo. LIBOR + 5.25%), 5.75%, 12/21/28 | 137 | 134,260 | ||||||||||
Directv Financing LLC, Term Loan, (3 mo. LIBOR + 5.00%, 0.75% Floor), 5.75%, 08/02/27 | 219 | 218,360 | ||||||||||
DT Midstream, Inc., Term Loan B, (3 mo. LIBOR + 2.00%), 2.50%, 06/26/28 | 177 | 176,533 | ||||||||||
Eastman Chemical Co., 2021 Term Loan B, (3 mo. LIBOR + 5.25%, 0.75% Floor), 6.00%, 11/01/28(e) | 102 | 100,852 | ||||||||||
Emerald Electronics Manufacturing Services, Term Loan, (SOFR + 6.25%, 1.00% Floor), 7.25%, 12/29/27(e) | 163 | 158,110 | ||||||||||
Fanatics Commerce Intermediate Holdco LLC, Term Loan B, (1 mo. LIBOR + 3.25%), 3.75%, 11/24/28 | 163 | 161,954 | ||||||||||
Green Plains Operating Co. LLC, Term Loan, | 540 | 540,000 | ||||||||||
Hilton Grand Vacations Borrower LLC, 2021 Term Loan B, | 285 | 283,286 | ||||||||||
Hydrofarm Holdings LLC, 2021 Term Loan, (1 mo. LIBOR + 5.50%), 6.50%, 09/27/28(e) | 100 | 94,763 | ||||||||||
ITT Holdings LLC, 2021 Term Loan, (1 mo. LIBOR + 2.75%), 3.25%, 07/10/28 | 87 | 85,480 | ||||||||||
Jack Ohio Finance LLC, (1 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 10/04/28(e) | 81 | 79,788 | ||||||||||
Jeld-Wen, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 2.71%, 07/28/28 | 194 | 192,516 |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
United States (continued) | ||||||||||||
Jo-Ann Stores, Inc., 2021 Term Loan B1, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 07/07/28 | USD | 761 | $ | 660,415 | ||||||||
LBM Acquisition LLC, Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.21%, 12/18/27 | 376 | 366,165 | ||||||||||
LSF11 A5 Holdco LLC, Term Loan, (SOFR + 3.75%), 4.00%, 10/15/28 | 202 | 198,919 | ||||||||||
Maverick Gaming LLC, Term Loan B, (3 mo. LIBOR + 7.50%, 1.00% Floor), 8.50%, 09/03/26 | 123 | 121,221 | ||||||||||
Medical Solutions Holdings, Inc., 2021 2nd Lien Term Loan, (3 mo. LIBOR + 7.00%), 7.50%, 11/01/29 | 74 | 71,040 | ||||||||||
Medline Borrower, LP, USD Term Loan B, | 516 | 510,582 | ||||||||||
MIP V Waste Holdings LLC, Term Loan B, | 118 | 116,525 | ||||||||||
Naked Juice LLC, 2nd Lien Term Loan, (3 mo. LIBOR + 6.00%), 6.65%, 01/24/30 | 20 | 19,900 | ||||||||||
OVG Business Services LLC, Initial Term Loan, (3 mo. LIBOR + 6.25%, 1.00% Floor), 7.25%, 10/13/28 | 268 | 257,950 | ||||||||||
Profrac Services LLC, 0.00%, 03/04/25(p) | 376 | 368,480 | ||||||||||
Scientific Games Holdings LP, 2022 USD Term Loan B, 0.00%, 04/04/29 | 226 | 223,659 | ||||||||||
Signal Parent, Inc., Term Loan B, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 04/03/28 | 916 | 813,397 | ||||||||||
Sovos Brands Intermediate, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 06/08/28 | 41 | 40,904 | ||||||||||
SRS Distribution, Inc., 2021 Term Loan B, | 231 | 227,921 | ||||||||||
Tory Burch LLC, Term Loan B, (1 mo. LIBOR + 3.00%), 3.50%, 04/16/28 | 532 | 516,035 | ||||||||||
Twin River Worldwide Holdings, Inc., 2021 Term Loan B, (6 mo. LIBOR + 3.25%), 3.75%, 10/01/28 | 323 | 321,170 | ||||||||||
Vaca Morada Partners LP, 2.77%, 03/25/24(p) | 666 | 666,001 | ||||||||||
Vaco Holdings LLC, 2022 Term Loan, (SOFR + 5.00%, 0.75% Floor), 5.75%, 01/21/29 | 162 | 160,249 | ||||||||||
Valcour Packaging LLC, 2021 1st Lien Term Loan, (3 mo. LIBOR + 3.75%), 4.25%, 10/04/28(e) | 60 | 58,500 | ||||||||||
|
| |||||||||||
10,570,813 | ||||||||||||
|
| |||||||||||
Total Floating Rate Loan Interests — 1.3% | 11,371,131 | |||||||||||
|
| |||||||||||
Foreign Agency Obligations | ||||||||||||
Argentina — 0.1% | ||||||||||||
Argentine Republic Government International Bond, 1.13%, 07/09/35 | 3,236 | 985,362 | ||||||||||
|
| |||||||||||
Australia(c) — 0.1% | ||||||||||||
Australia Government Bond | ||||||||||||
5.75%, 07/15/22 | AUD | 320 | 243,184 | |||||||||
2.75%, 04/21/24 | 130 | 99,091 | ||||||||||
4.75%, 04/21/27 | 220 | 181,150 | ||||||||||
2.25%, 05/21/28 | 90 | 65,622 | ||||||||||
3.75%, 04/21/37 | 80 | 65,011 | ||||||||||
|
| |||||||||||
654,058 | ||||||||||||
Austria(b)(c) — 0.5% | ||||||||||||
Republic of Austria Government Bond | ||||||||||||
0.75%, 02/20/28 | EUR | 556 | 620,026 | |||||||||
1.50%, 02/20/47 | 222 | 266,236 |
13 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
Austria (continued) | ||||||||||||
Republic of Austria Government Bond (continued) | ||||||||||||
0.70%, 04/20/71 | EUR | 474 | $ | 393,888 | ||||||||
2.10%, 09/20/2117 | 2,189 | 2,923,623 | ||||||||||
|
| |||||||||||
4,203,773 | ||||||||||||
Belgium(b)(c) — 0.2% | ||||||||||||
Belgium Government Bond, 1.60%, 06/22/47 | 351 | 399,739 | ||||||||||
Kingdom of Belgium Government Bond, 0.80%, 06/22/28 | 855 | 956,308 | ||||||||||
|
| |||||||||||
1,356,047 | ||||||||||||
Brazil — 1.0% | ||||||||||||
Brazil Notas do Tesouro Nacional Serie F, 10.00%, 01/01/31 | BRL | 26,000 | 5,010,824 | |||||||||
Brazilian Government International Bond, 3.75%, 09/12/31 | USD | 3,900 | 3,517,800 | |||||||||
|
| |||||||||||
8,528,624 | ||||||||||||
Canada — 0.3% | ||||||||||||
Canadian Government Bond | ||||||||||||
5.75%, 06/01/33 | CAD | 170 | 179,651 | |||||||||
5.00%, 06/01/37 | 90 | 94,935 | ||||||||||
4.00%, 06/01/41 | 280 | 276,336 | ||||||||||
3.50%, 12/01/45 | 140 | 133,485 | ||||||||||
2.75%, 12/01/48 | 210 | 179,498 | ||||||||||
2.00%, 12/01/51 | 2,650 | 1,950,738 | ||||||||||
|
| |||||||||||
2,814,643 | ||||||||||||
Chile — 0.1% | ||||||||||||
Chile Government International Bond, 4.34%, 03/07/42 | USD | 1,025 | 1,052,675 | |||||||||
|
| |||||||||||
China — 6.0% | ||||||||||||
China Development Bank, 3.30%, 02/01/24 | CNY | 1,400 | 223,333 | |||||||||
China Government Bond | ||||||||||||
3.19%, 04/11/24 | 1,400 | 224,037 | ||||||||||
2.94%, 10/17/24 | 8,500 | 1,354,857 | ||||||||||
2.85%, 06/04/27 | 43,800 | 6,946,915 | ||||||||||
3.01%, 05/13/28 | 24,470 | 3,895,804 | ||||||||||
3.25%, 11/22/28 | 100 | 16,173 | ||||||||||
3.29%, 05/23/29 | 105,600 | 17,110,520 | ||||||||||
2.68%, 05/21/30 | 12,080 | 1,868,282 | ||||||||||
3.27%, 11/19/30 | 10,000 | 1,619,815 | ||||||||||
3.02%, 05/27/31 | 105,780 | 16,808,624 | ||||||||||
3.72%, 04/12/51 | 6,400 | 1,060,281 | ||||||||||
|
| |||||||||||
51,128,641 | ||||||||||||
Colombia — 0.4% | ||||||||||||
Colombia Government International Bond, 4.50%, 03/15/29 | USD | 3,129 | 3,011,271 | |||||||||
|
| |||||||||||
Denmark — 0.0% | ||||||||||||
Denmark Government Bond | ||||||||||||
1.50%, 11/15/23 | DKK | 200 | 30,507 | |||||||||
1.75%, 11/15/25 | 500 | 77,847 | ||||||||||
4.50%, 11/15/39 | 450 | 106,097 | ||||||||||
|
| |||||||||||
214,451 | ||||||||||||
Dominican Republic — 0.2% | ||||||||||||
Dominican Republic International Bond, 5.50%, 02/22/29(b) | USD | 1,740 | 1,718,576 | |||||||||
|
| |||||||||||
France(c) — 0.1% | ||||||||||||
French Republic Government Bond OAT 2.50%, 05/25/30 | EUR | 40 | 50,388 |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
France (continued) | ||||||||||||
French Republic Government Bond OAT (continued) 1.50%, 05/25/31 | EUR | 190 | $ | 222,290 | ||||||||
5.75%, 10/25/32 | 100 | 164,145 | ||||||||||
1.50%, 05/25/50(b) | 266 | 303,775 | ||||||||||
|
| |||||||||||
740,598 | ||||||||||||
Ghana — 0.1% | ||||||||||||
Ghana Government International Bond, 7.63%, 05/16/29(c) | USD | 762 | 548,640 | |||||||||
|
| |||||||||||
Greece(b)(c) — 0.5% | ||||||||||||
Hellenic Republic Government Bond | ||||||||||||
0.00%, 02/12/26 | EUR | 376 | 390,841 | |||||||||
2.00%, 04/22/27 | 411 | 462,676 | ||||||||||
1.50%, 06/18/30 | 2,297 | 2,361,657 | ||||||||||
1.75%, 06/18/32 | 325 | 330,491 | ||||||||||
1.88%, 01/24/52 | 1,195 | 1,002,301 | ||||||||||
|
| |||||||||||
4,547,966 | ||||||||||||
Indonesia — 0.6% | ||||||||||||
Indonesia Government International Bond, 8.50%, 10/12/35(c) | USD | 100 | 142,675 | |||||||||
Indonesia Treasury Bond | ||||||||||||
8.38%, 03/15/34 | IDR | 38,396,000 | 2,929,992 | |||||||||
7.50%, 06/15/35 | 30,743,000 | 2,197,228 | ||||||||||
Perusahaan Penerbit SBSN Indonesia III, 2.80%, 06/23/30(c) | USD | 200 | 196,038 | |||||||||
|
| |||||||||||
5,465,933 | ||||||||||||
Italy(c) — 0.8% | ||||||||||||
Italy Buoni Poliennali Del Tesoro | ||||||||||||
0.95%, 03/01/23 | EUR | 5,204 | 5,819,709 | |||||||||
4.75%, 09/01/44(b) | 232 | 363,362 | ||||||||||
3.85%, 09/01/49(b) | 700 | 991,897 | ||||||||||
|
| |||||||||||
7,174,968 | ||||||||||||
Ivory Coast — 0.1% | ||||||||||||
Ivory Coast Government International Bond, 6.63%, 03/22/48 | 494 | 476,571 | ||||||||||
|
| |||||||||||
Japan — 1.3% | ||||||||||||
Japan Government Thirty Year Bond, 0.40%, 09/20/49 | JPY | 1,500,000 | 10,834,155 | |||||||||
|
| |||||||||||
Mexico — 2.1% | ||||||||||||
Mexican Bonos | ||||||||||||
8.50%, 05/31/29 | MXN | 40,000 | 2,030,226 | |||||||||
7.75%, 05/29/31 | 167,500 | 8,139,709 | ||||||||||
Mexico Government International Bond, 4.13%, 01/21/26 | USD | 7,000 | 7,343,000 | |||||||||
|
| |||||||||||
17,512,935 | ||||||||||||
Netherlands — 0.1% | ||||||||||||
Netherlands Government Bond, 2.75%, 01/15/47(b)(c) | EUR | 311 | 495,323 | |||||||||
|
| |||||||||||
New Zealand — 0.0% | ||||||||||||
New Zealand Government Bond, 2.75%, 04/15/25(c) | NZD | 100 | 68,769 | |||||||||
|
| |||||||||||
Philippines — 0.0% | ||||||||||||
Philippine Government International Bond, 6.38%, 10/23/34 | USD | 100 | 126,386 | |||||||||
|
|
SCHEDULE OF INVESTMENTS | 14 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
Russia — 0.0% | ||||||||||||
Russian Federal Bond - OFZ, 6.10%, 07/18/35(f)(i) | RUB | 230,992 | $ | 85,289 | ||||||||
Russian Foreign Bond - Eurobond, 4.25%, 06/23/27(c) | USD | 400 | 92,000 | |||||||||
|
| |||||||||||
177,289 | ||||||||||||
South Africa — 1.2% | ||||||||||||
Republic of South Africa Government Bond | ||||||||||||
8.25%, 03/31/32 | ZAR | 138,000 | 8,434,339 | |||||||||
8.50%, 01/31/37 | 27,000 | 1,577,783 | ||||||||||
|
| |||||||||||
10,012,122 | ||||||||||||
Spain(b)(c) — 0.3% | ||||||||||||
Spain Government Bond | ||||||||||||
1.25%, 10/31/30 | EUR | 431 | 478,343 | |||||||||
3.45%, 07/30/66 | 1,491 | 2,146,834 | ||||||||||
|
| |||||||||||
2,625,177 | ||||||||||||
Sri Lanka — 0.0% | ||||||||||||
Sri Lanka Government International Bond, 6.85%, 03/14/24(c) | USD | 200 | 98,022 | |||||||||
|
| |||||||||||
Sweden — 0.0% | ||||||||||||
Sweden Government Bond | ||||||||||||
1.00%, 11/12/26(c) | SEK | 960 | 101,331 | |||||||||
3.50%, 03/30/39 | 250 | 35,218 | ||||||||||
|
| |||||||||||
136,549 | ||||||||||||
Ukraine(b) — 0.1% | ||||||||||||
Ukraine Government International Bond | ||||||||||||
7.38%, 09/25/32 | USD | 434 | 179,025 | |||||||||
7.25%, 03/15/33 | 1,059 | 436,838 | ||||||||||
|
| |||||||||||
615,863 | ||||||||||||
United Kingdom(c) — 1.8% | ||||||||||||
United Kingdom Gilt | ||||||||||||
1.75%, 09/07/22 | GBP | 200 | 263,886 | |||||||||
0.75%, 07/22/23 | 1,826 | 2,382,773 | ||||||||||
1.50%, 07/22/26 | 6,000 | 7,914,103 | ||||||||||
1.75%, 09/07/37 | 60 | 78,078 | ||||||||||
4.75%, 12/07/38 | 30 | 56,226 | ||||||||||
3.25%, 01/22/44 | 165 | 272,479 | ||||||||||
3.50%, 01/22/45 | 700 | 1,206,777 | ||||||||||
1.50%, 07/22/47 | 1,040 | 1,281,829 | ||||||||||
3.75%, 07/22/52 | 1,000 | 1,925,679 | ||||||||||
|
| |||||||||||
15,381,830 | ||||||||||||
|
| |||||||||||
Total Foreign Agency Obligations — 18.0% |
| 152,707,217 | ||||||||||
|
| |||||||||||
Shares | ||||||||||||
| ||||||||||||
Investment Companies | ||||||||||||
United States — 1.9% | ||||||||||||
Industrial Select Sector SPDR Fund | 1,485 | 152,925 | ||||||||||
InvesCo QQQ Trust, Series 1 | 22,400 | 8,120,896 | ||||||||||
iShares China Large-Cap ETF(q) | 3,075 | 98,308 | ||||||||||
iShares iBoxx $ High Yield Corporate Bond ETF(q) | 52,570 | 4,325,985 | ||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF(q) | 1,039 | 125,657 | ||||||||||
iShares JP Morgan USD Emerging Markets Bond ETF(h)(q) | 17,451 | 1,706,010 | ||||||||||
iShares Latin America 40 ETF(q) | 9,782 | 297,275 | ||||||||||
iShares MSCI Brazil ETF(q) | 9,033 | 341,538 | ||||||||||
iShares MSCI Emerging Markets ETF(q) | 13,148 | 593,632 |
Security |
Shares | Value | ||||||||||
| ||||||||||||
United States (continued) | ||||||||||||
iShares Nasdaq Biotechnology ETF(q) | 493 | $ | 64,238 | |||||||||
iShares Russell 2000 ETF(q) | 476 | 97,709 | ||||||||||
VanEck Semiconductor ETF | 628 | 169,428 | ||||||||||
|
| |||||||||||
Total Investment Companies — 1.9% | 16,093,601 | |||||||||||
|
| |||||||||||
Par (000) | ||||||||||||
| ||||||||||||
Municipal Bonds | ||||||||||||
California — 0.4% | ||||||||||||
California Pollution Control Financing Authority, RB, Series A, AMT, 5.00%, 11/21/45(b) | USD | 180 | 183,099 | |||||||||
Hartnell Community College District/CA, GO, Series B, 3.00%, 08/01/48 | 740 | 664,245 | ||||||||||
Palo Alto Unified School District, GO, 3.00%, 08/01/33(d) | 1,285 | 1,306,751 | ||||||||||
University of California, Refunding RB, Series BE, REF, 4.00%, 05/15/50 | 1,000 | 1,067,826 | ||||||||||
|
| |||||||||||
3,221,921 | ||||||||||||
Colorado — 0.2% | ||||||||||||
Denver City & County School District No 1, GO, Series A, (ST AID WITHHLDG), 5.00%, 12/01/42 | 1,235 | 1,493,167 | ||||||||||
|
| |||||||||||
District of Columbia — 0.1% | ||||||||||||
District of Columbia Water & Sewer Authority, Refunding RB, Series C1, 5.00%, 10/01/35 | 495 | 601,276 | ||||||||||
|
| |||||||||||
Massachusetts — 0.3% | ||||||||||||
City of Boston MA, GO, Series A, 5.00%, 11/01/37(d) | 1,350 | 1,678,644 | ||||||||||
Commonwealth of Massachusetts, GO, 5.00%, 05/01/49 | 1,000 | 1,140,332 | ||||||||||
|
| |||||||||||
2,818,976 | ||||||||||||
Nevada — 0.1% | ||||||||||||
Las Vegas Valley Water District, Refunding GO, Series A, 5.00%, 06/01/38 | 790 | 868,559 | ||||||||||
|
| |||||||||||
New Hampshire — 0.1% | ||||||||||||
State of New Hampshire, GO, Series C, 5.00%, 12/01/28 | 1,000 | 1,178,214 | ||||||||||
|
| |||||||||||
New Jersey — 0.0% | ||||||||||||
New Jersey Health Care Facilities Financing Authority, RB, 3.00%, 07/01/51 | 95 | 84,672 | ||||||||||
|
| |||||||||||
New York — 0.1% | ||||||||||||
Triborough Bridge & Tunnel Authority, Refunding RB, Series B-1, Senior Lien, 5.00%, 05/15/46 | 1,005 | 1,155,613 | ||||||||||
|
| |||||||||||
North Carolina — 0.2% | ||||||||||||
County of Wake NC, Refunding GO, 5.00%, 04/01/28 | 1,870 | 2,173,827 | ||||||||||
|
| |||||||||||
Ohio — 0.3% | ||||||||||||
Ohio Water Development Authority Water Pollution Control Loan Fund, RB, Series A, LN FD, 5.00%, 12/01/50 | 2,000 | 2,321,896 | ||||||||||
|
| |||||||||||
Pennsylvania — 0.3% | ||||||||||||
Allegheny County Airport Authority, ARB, Series A, AMT, 4.00%, 01/01/56 | 1,000 | 1,019,359 | ||||||||||
Chartiers Valley School District, GO, Series A, (ST AID WITHHLDG), 3.00%, 10/15/49 | 1,590 | 1,436,587 | ||||||||||
|
| |||||||||||
2,455,946 |
15 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
Virginia — 0.2% | ||||||||||||
County of Fairfax VA Sewer Revenue, RB, Series A, 4.00%, 07/15/51 | USD | 1,650 | $ | 1,785,074 | ||||||||
|
| |||||||||||
Wisconsin — 0.3% | ||||||||||||
State of Wisconsin, GO, Series B, 5.00%, 05/01/28 | 2,000 | 2,340,480 | ||||||||||
|
| |||||||||||
Total Municipal Bonds — 2.6% |
| 22,499,621 | ||||||||||
|
| |||||||||||
Non-Agency Mortgage-Backed Securities |
| |||||||||||
Netherlands — 0.0% | ||||||||||||
Domi BV, Series 2021-1, Class A, (3 mo. Euribor + 0.63%), 0.13%, 06/15/53(a)(c) | EUR | 168 | 186,047 | |||||||||
|
| |||||||||||
United Kingdom(a)(c) — 0.2% | ||||||||||||
Agora Securities, (Update Replacements.xls: SONIO/N + 1.20%), 1.30%, 08/17/31 | GBP | 400 | 520,378 | |||||||||
Canada Square Funding PLC, Series 2021-2, Class B, (Update Replacements.xls: SONIO/N + 1.20%), 1.48%, 06/17/58 | 112 | 145,750 | ||||||||||
Finsbury Square, Series 2021-1GRX, Class AGRN, (Update Replacements.xls: SONIO/N + 0.65%), 0.93%, 12/16/67 | 309 | 400,521 | ||||||||||
London Wall Mortgage Capital PLC, Series 2021-FL1, Class A, (Update Replacements.xls: SONIO/N + 0.75%), 0.90%, 05/15/51 | 148 | 194,030 | ||||||||||
Mortimer BTL PLC, Series 2021-1, Class B, (Update Replacements.xls: SONIO/N + 1.10%), 1.40%, 06/23/53 | 100 | 129,218 | ||||||||||
|
| |||||||||||
1,389,897 | ||||||||||||
United States — 6.2% | ||||||||||||
245 Park Avenue Trust, Series 2017-245P, Class E, 3.66%, 06/05/37(a)(b) | USD | 250 | 218,838 | |||||||||
280 Park Avenue Mortgage Trust, Series 2017-280P, Class E, (1 mo. LIBOR US + 2.12%), 2.43%, 09/15/34(a)(b) | 350 | 345,297 | ||||||||||
Arbor Multifamily Mortgage Securities Trust(b) | ||||||||||||
1.75%, 05/15/53 | 1,326 | 994,697 | ||||||||||
Series 2020-MF1, Class XA, 0.97%, 05/15/53(a) | 14,967 | 913,211 | ||||||||||
Atrium Hotel Portfolio Trust(a)(b) | ||||||||||||
Series 2017-ATRM, Class D, (1 mo. LIBOR US + 1.95%), 2.35%, 12/15/36 | 200 | 193,961 | ||||||||||
Series 2017-ATRM, Class E, (1 mo. LIBOR US + 3.05%), 3.45%, 12/15/36 | 150 | 140,946 | ||||||||||
BAMLL Commercial Mortgage Securities Trust, Series 2017-SCH, Class DL, (1 mo. LIBOR US + 2.00%), | 150 | 124,067 | ||||||||||
Bank | ||||||||||||
Series 2020-BN29, Class C, 3.03%, 11/15/53(a) | 1,050 | 953,644 | ||||||||||
Series 2021-BN35, Class A5, 2.29%, 06/15/64 | 27 | 24,684 | ||||||||||
BBCMS Mortgage Trust | ||||||||||||
Series 2017-C1, Class AS, 3.90%, 02/15/50 | 1,200 | 1,200,231 | ||||||||||
Series 2017-DELC, Class E, (1 mo. LIBOR US + 2.50%), | 1,400 | 1,364,955 | ||||||||||
Benchmark Mortgage Trust | ||||||||||||
Series 2020-B21, Class XA, 1.46%, 12/17/53(a)(b) | 5,040 | 475,468 | ||||||||||
Series 2021-B25, Class A5, 2.58%, 04/15/54 | 200 | 187,868 | ||||||||||
BHMS Mortgage Trust, Series 2018-ATLS, Class A, (1 mo. LIBOR US + 1.25%), 1.65%, 07/15/35(a)(b) | 170 | 168,238 |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
United States (continued) | ||||||||||||
BX Commercial Mortgage Trust(a)(b) | ||||||||||||
Series 2018-BIOA, Class E, (1 mo. LIBOR US + 1.95%), 2.35%, 03/15/37 | USD | 1,254 | $ | 1,233,700 | ||||||||
Series 2018-IND, Class G, (1 mo. LIBOR US + 2.05%), 2.45%, 11/15/35 | 770 | 764,191 | ||||||||||
Series 2019-XL, Class F, (1 mo. LIBOR US + 2.00%), 2.40%, 10/15/36 | 850 | 833,966 | ||||||||||
Series 2019-XL, Class G, (1 mo. LIBOR US + 2.30%), 2.70%, 10/15/36 | 935 | 915,078 | ||||||||||
Series 2019-XL, Class J, (1 mo. LIBOR US + 2.65%), 3.05%, 10/15/36 | 680 | 663,981 | ||||||||||
BX Trust(a)(b) | ||||||||||||
Series 2021-LBA, Class GJV, (1 mo. LIBOR US + 3.00%), 3.40%, 02/15/36 | 900 | 855,418 | ||||||||||
Series 2021-LBA, Class GV, (1 mo. LIBOR US + 3.00%), 3.40%, 02/15/36 | 900 | 866,194 | ||||||||||
Series 2021-MFM1, Class F, (1 mo. LIBOR US + 3.00%), 3.40%, 01/15/34 | 390 | 383,063 | ||||||||||
Series 2021-MFM1, Class G, (1 mo. LIBOR US + 3.90%), 4.30%, 01/15/34 | 760 | 743,702 | ||||||||||
BXP Trust(a)(b) | ||||||||||||
Series 2017-CC, Class D, 3.55%, 08/13/37 | 110 | 102,771 | ||||||||||
Series 2017-CC, Class E, 3.55%, 08/13/37 | 220 | 200,437 | ||||||||||
CFCRE Commercial Mortgage Trust(b) | ||||||||||||
Series 2018-TAN, Class A, 4.24%, 02/15/33 | 750 | 753,704 | ||||||||||
Series 2018-TAN, Class E, 6.45%, 02/15/33(a) | 1,000 | 998,528 | ||||||||||
Citigroup Commercial Mortgage Trust | ||||||||||||
Series 2014-GC25, Class C, 4.51%, 10/10/47(a) | 1,200 | 1,193,516 | ||||||||||
Series 2015-P1, Class A5, 3.72%, 09/15/48 | 375 | 378,444 | ||||||||||
Series 2016-C2, Class B, 3.18%, 08/10/49 | 750 | 712,831 | ||||||||||
Series 2016-GC36, Class A5, 3.62%, 02/10/49 | 375 | 376,553 | ||||||||||
Series 2019-PRM, Class C, 3.90%, 05/10/36(b) | 1,000 | 988,594 | ||||||||||
Series 2020-420K, Class D, 3.31%, 11/10/42(a)(b) | 360 | 318,626 | ||||||||||
Series 2020-420K, Class X, 0.89%, 11/10/42(a)(b) | 20,000 | 1,170,200 | ||||||||||
Cold Storage Trust, Series 2020-ICE5, Class F, (1 mo. LIBOR US + 3.49%), 3.89%, 11/15/37(a)(b) | 983 | 974,854 | ||||||||||
COMM Mortgage Trust | ||||||||||||
Series 2014-CR21, Class A3, 3.53%, 12/10/47 | 343 | 340,608 | ||||||||||
Series 2015-LC19, Class A4, 3.18%, 02/10/48 | 500 | 498,397 | ||||||||||
Series 2016-DC2, Class B, 4.67%, 02/10/49(a) | 100 | 99,556 | ||||||||||
Series 2016-DC2, Class C, 4.67%, 02/10/49(a) | 100 | 97,820 | ||||||||||
Series 2017-PANW, Class D, 3.93%, 10/10/29(a)(b) | 750 | 730,584 | ||||||||||
Series 2019-GC44, Class 180B, 3.40%, 08/15/57(a)(b) | 1,000 | 913,482 | ||||||||||
Credit Suisse Mortgage Capital Certificates(a)(b) | ||||||||||||
Series 2019-ICE4, Class C, (1 mo. LIBOR US + 1.43%), 1.83%, 05/15/36 | 100 | 98,969 | ||||||||||
Series 2019-ICE4, Class E, (1 mo. LIBOR US + 2.15%), 2.55%, 05/15/36 | 700 | 686,856 | ||||||||||
CSAIL Commercial Mortgage Trust, Series 2018-CX12, Class C, 4.74%, 08/15/51(a) | 750 | 750,914 | ||||||||||
DBGS Mortgage Trust(a)(b) | ||||||||||||
Series 2018-5BP, Class D, (1 mo. LIBOR US + 1.50%), 1.90%, 06/15/33 | 1,000 | 979,893 | ||||||||||
Series 2018-BIOD, Class D, (1 mo. LIBOR US + 1.30%), 1.61%, 05/15/35 | 91 | 90,346 | ||||||||||
DBJPM Mortgage Trust, Series 2016-C3, Class A5, 2.89%, 08/10/49 | 375 | 368,592 | ||||||||||
DBUBS Mortgage Trust(a)(b) | ||||||||||||
Series 2017-BRBK, Class E, 3.53%, 10/10/34 | 400 | 378,489 | ||||||||||
Series 2017-BRBK, Class F, 3.53%, 10/10/34 | 240 | 223,605 |
SCHEDULE OF INVESTMENTS | 16 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
United States (continued) | ||||||||||||
Freddie Mac Multifamily Structured Pass Through Certificates, 1.03%, 10/25/30(a) | USD | 4,068 | $ | 285,293 | ||||||||
GCT Commercial Mortgage Trust, (1 mo. LIBOR US + 2.35%), 2.75%, 02/15/38(a)(b) | 340 | 332,173 | ||||||||||
GS Mortgage Securities Corp. Trust, Series 2021- ROSS, Class A, (1 mo. LIBOR US + 1.15%), 1.55%, 05/15/26(a)(b) | 100 | 98,696 | ||||||||||
GS Mortgage Securities Trust | ||||||||||||
4.47%, 10/10/48(a) | 1,100 | 1,098,058 | ||||||||||
Series 2017-GS7, Class D, 3.00%, 08/10/50(b) | 225 | 198,675 | ||||||||||
Series 2020-GSA2, Class XA, 1.73%, 12/12/53(a)(b) | 3,638 | 402,565 | ||||||||||
Independence Plaza Trust, Series 2018-INDP, Class B, 3.91%, 07/10/35(b) | 1,000 | 983,848 | ||||||||||
InTown Hotel Portfolio Trust, Series 2018-STAY, Class E, (1 mo. LIBOR US + 3.50%), 3.90%, 01/15/33(a)(b) | 770 | 766,553 | ||||||||||
J.P. Morgan Chase Commercial Mortgage Securities Trust | ||||||||||||
Series 2013-C16, Class B, 4.94%, 12/15/46(a) | 1,000 | 1,017,529 | ||||||||||
Series 2018-AON, Class A, 4.13%, 07/05/31(b) | 1,200 | 1,209,805 | ||||||||||
Series 2019-MFP, Class F, (1 mo. LIBOR US + 3.00%), 3.40%, 07/15/36(a)(b) | 1,250 | 1,211,032 | ||||||||||
JPMDB Commercial Mortgage Securities Trust Class A5, 3.69%, 03/15/50 | 1,200 | 1,217,412 | ||||||||||
Series 2017-C7, Class A5, 3.41%, 10/15/50 | 1,113 | 1,115,147 | ||||||||||
KKR Industrial Portfolio Trust, Series 2021-KDIP, Class F, (1 mo. LIBOR US + 2.05%), 2.45%, 12/15/37(a)(b) | 683 | 660,226 | ||||||||||
MAD Mortgage Trust(a)(b) | ||||||||||||
Series 2017-330M, Class D, 3.71%, 08/15/34 | 110 | 106,076 | ||||||||||
Series 2017-330M, Class E, 3.76%, 08/15/34 | 130 | 123,550 | ||||||||||
MCM Trust, 3.00%, 08/25/28(e) | 465 | 307,982 | ||||||||||
MED Trust, (1 mo. LIBOR US + 5.25%), 5.65%, 11/15/38(a)(b) | 639 | 623,921 | ||||||||||
MFT Trust, Series 2020-ABC, Class C, 3.48%, 02/10/42(a)(b) | 100 | 87,283 | ||||||||||
Morgan Stanley Bank of America Merrill Lynch Trust | ||||||||||||
Series 2014-C16, Class A5, 3.89%, 06/15/47 | 375 | 378,490 | ||||||||||
Series 2015-C25, Class A5, 3.64%, 10/15/48 | 400 | 402,548 | ||||||||||
Morgan Stanley Capital I Trust | ||||||||||||
Series 2017-H1, Class C, 4.28%, 06/15/50(a) | 1,100 | 1,055,598 | ||||||||||
Series 2018-H4, Class C, 5.07%, 12/15/51(a) | 400 | 394,373 | ||||||||||
Series 2018-MP, Class A, | 1,000 | 1,020,938 | ||||||||||
Series 2019-L2, Class A4, 4.07%, 03/15/52 | 589 | 606,421 | ||||||||||
Natixis Commercial Mortgage Securities Trust, | ||||||||||||
Series 2018-SOX, Class E, 4.77%, 06/17/38(a)(b) | 382 | 362,352 | ||||||||||
Olympic Tower Mortgage Trust(a)(b) | ||||||||||||
Series 2017-OT, Class D, 3.95%, 05/10/39 | 130 | 114,554 | ||||||||||
Series 2017-OT, Class E, 3.95%, 05/10/39 | 160 | 132,939 | ||||||||||
One New York Plaza Trust, Series 2020-1NYP, Class D, (1 mo. LIBOR US + 2.75%), 3.15%, 01/15/36(a)(b) | 270 | 265,945 | ||||||||||
TVC DSCR, 0.00%, 02/01/51(e) | 1,571 | 1,641,652 | ||||||||||
Velocity Commercial Capital Loan Trust, Series 2020-1, Class M3, | 90 | 84,297 | ||||||||||
VNDO Mortgage Trust, Series 2012-6AVE, Class C, 3.34%, 11/15/30(a)(b) | 1,000 | 1,004,624 |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
United States (continued) | ||||||||||||
Wells Fargo Commercial Mortgage Trust(a) | ||||||||||||
Series 2016-NXS5, Class B, 4.95%, 01/15/59 | USD | 1,400 | $ | 1,432,034 | ||||||||
Series 2019-C50, Class XA, 1.41%, 05/15/52 | 13,533 | 1,012,206 | ||||||||||
Series 2021-C59, Class XA, 1.55%, 04/15/54 | 1,004 | 100,730 | ||||||||||
Western Alliance Bank, 5.65%, 12/30/24(b) | 2,260 | 2,259,798 | ||||||||||
|
| |||||||||||
53,107,890 | ||||||||||||
|
| |||||||||||
Total Non-Agency Mortgage-Backed Securities — 6.4% |
| 54,683,834 | ||||||||||
|
| |||||||||||
Preferred Securities | ||||||||||||
Capital Trusts — 0.6% | ||||||||||||
Colombia — 0.0% | ||||||||||||
Banco Davivienda SA, 6.65%(a)(b)(n) | 230 | 210,709 | ||||||||||
|
| |||||||||||
France(a)(n) — 0.1% | ||||||||||||
Electricite de France SA, 5.38%(c) | EUR | 300 | 344,287 | |||||||||
Societe Generale SA, 5.38%(b) | USD | 200 | 186,512 | |||||||||
TotalEnergies SE, 1.75%(c) | EUR | 100 | 110,072 | |||||||||
|
| |||||||||||
640,871 | ||||||||||||
|
| |||||||||||
Germany — 0.0% | ||||||||||||
ATF Netherlands BV, 3.75%(a)(c)(n) | 100 | 111,870 | ||||||||||
|
| |||||||||||
Italy(a)(c)(n) — 0.0% | ||||||||||||
Eni SpA, Series NC9, 2.75% | 260 | 259,497 | ||||||||||
Poste Italiane SpA, 2.63% | 100 | 96,411 | ||||||||||
|
| |||||||||||
355,908 | ||||||||||||
|
| |||||||||||
Kuwait — 0.1% | ||||||||||||
Burgan Bank SAK, 5.75%(a)(c)(n) | USD | 395 | 380,755 | |||||||||
|
| |||||||||||
Luxembourg — 0.0% | ||||||||||||
SES SA, 2.88%(a)(c)(n) | EUR | 100 | 102,397 | |||||||||
|
| |||||||||||
Mexico — 0.1% | ||||||||||||
Banco Mercantil del Norte SA, | USD | 475 | 437,683 | |||||||||
|
| |||||||||||
Netherlands — 0.0% | ||||||||||||
Abertis Infraestructuras Finance BV, 3.25%(a)(c)(n) | EUR | 100 | 108,181 | |||||||||
Naturgy Finance BV, 2.37%(a)(c)(n) | 100 | 101,701 | ||||||||||
Volkswagen International Finance NV, 4.38%, 12/31/49 | 100 | 110,166 | ||||||||||
|
| |||||||||||
320,048 | ||||||||||||
|
| |||||||||||
South Korea — 0.0% | ||||||||||||
Heungkuk Life Insurance Co. Ltd., 4.48%(a)(c)(n) | USD | 200 | 199,038 | |||||||||
|
| |||||||||||
Spain(a)(c)(n) — 0.0% | ||||||||||||
Banco Santander SA, 4.38% | EUR | 200 | 214,985 | |||||||||
Repsol International Finance BV, 3.75% | 100 | 111,455 | ||||||||||
|
| |||||||||||
326,440 | ||||||||||||
|
| |||||||||||
Sweden — 0.0% | ||||||||||||
Heimstaden Bostad AB, 3.00%(a)(c)(n) | 100 | 92,633 | ||||||||||
|
| |||||||||||
Switzerland — 0.0% | ||||||||||||
Credit Suisse Group AG, 5.10%(a)(b)(n) | USD | 200 | 184,000 | |||||||||
|
| |||||||||||
United Kingdom(a)(n) — 0.2% | ||||||||||||
Barclays PLC, 7.75% | 200 | 207,307 | ||||||||||
BP Capital Markets PLC, 3.25%(c) | EUR | 640 | 709,728 |
17 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
United Kingdom (continued) | ||||||||||||
British American Tobacco PLC(c) | ||||||||||||
Series 5.25, 3.00% | EUR | 430 | $ | 431,686 | ||||||||
Series NC8, 3.75% | 380 | 367,660 | ||||||||||
|
| |||||||||||
1,716,381 | ||||||||||||
United States(a)(n) — 0.1% | ||||||||||||
General Motors Financial Co., Inc., Series C, 5.70% | USD | 130 | 136,201 | |||||||||
JPMorgan Chase & Co., Series HH, 4.60% | 17 | 16,384 | ||||||||||
NWD Finance BVI Ltd., 4.13%(c) | 200 | 182,000 | ||||||||||
Vistra Corp., 7.00%(b) | 110 | 107,112 | ||||||||||
|
| |||||||||||
441,697 | ||||||||||||
|
| |||||||||||
5,520,430 | ||||||||||||
Shares | ||||||||||||
| ||||||||||||
Preferred Stocks — 0.3% | ||||||||||||
Germany — 0.1% | ||||||||||||
Porsche Automobil Holding SE, Preference Shares | 2,490 | 239,523 | ||||||||||
Volkswagen AG, Preference Shares | 1,124 | 193,161 | ||||||||||
|
| |||||||||||
432,684 | ||||||||||||
|
| |||||||||||
United States — 0.2% | ||||||||||||
2020 Cash Mandatory Exchangeable Trust, 5.25%, 06/01/23(b)(j) | 290 | 323,350 | ||||||||||
Dream Finders Homes, Inc.(e) | 1,320 | 1,308,450 | ||||||||||
MNTN Digital, Inc., (Acquired 11/05/21, Cost: $138,641)(e)(g) | 6,037 | 118,325 | ||||||||||
Verge Genomics, (Acquired 11/05/21, Cost: $165,930)(e)(g) | 31,150 | 159,176 | ||||||||||
|
| |||||||||||
1,909,301 | ||||||||||||
|
| |||||||||||
2,341,985 | ||||||||||||
|
| |||||||||||
Total Preferred Securities — 0.9% | 7,862,415 | |||||||||||
|
| |||||||||||
Par (000) | ||||||||||||
| ||||||||||||
U.S. Government Sponsored Agency Securities |
| |||||||||||
Agency Obligations — 2.4% | ||||||||||||
Fannie Mae Mortgage-Backed Securities | ||||||||||||
1.50%, 11/01/41 | USD | 1,860 | 1,686,248 | |||||||||
2.00%, 04/01/42 - 04/01/51 | 213 | 198,421 | ||||||||||
3.00%, 03/01/52 | 1,097 | 1,080,832 | ||||||||||
Freddie Mac Mortgage-Backed Securities, 2.50%, 01/01/52 | 1,614 | 1,547,167 | ||||||||||
Mexico Government International Bond, 4.40%, 02/12/52 | 4,059 | 3,736,309 | ||||||||||
U.S. Treasury Bills, (0.09%), 08/25/22 | JPY | 1,500,000 | 12,325,766 | |||||||||
|
| |||||||||||
20,574,743 | ||||||||||||
Commercial Mortgage-Backed Securities — 0.2% | ||||||||||||
FREMF Mortgage Trust | ||||||||||||
Series 2020-K104, Class B, 3.54%, 02/25/52 | USD | 750 | 730,929 | |||||||||
Series 2020-K105, Class B, 3.53%, 03/25/53 | 726 | 701,608 | ||||||||||
|
| |||||||||||
1,432,537 | ||||||||||||
Mortgage-Backed Securities — 16.7% | ||||||||||||
Fannie Mae Mortgage-Backed Securities 6.50%, 11/01/38 | 7 | 7,330 |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
Mortgage-Backed Securities (continued) | ||||||||||||
Fannie Mae Mortgage-Backed Securities (continued) | ||||||||||||
6.00%, 07/01/39 | USD | 33 | $ | 35,114 | ||||||||
4.00%, 01/01/41 | 1 | 1,551 | ||||||||||
3.00%, 02/01/44 | 46 | 46,118 | ||||||||||
Fannie Mae Mortgage-Backed Security | ||||||||||||
3.50%, 04/19/36 | 216 | 220,320 | ||||||||||
3.00%, 04/18/37 | 247 | 248,698 | ||||||||||
Federal National Mortgage Association | ||||||||||||
4.50%, 04/21/52 | 452 | 467,255 | ||||||||||
5.00%, 04/21/52 | 237 | 247,795 | ||||||||||
Freddie Mac Mortgage-Backed Securities | ||||||||||||
2.50%, 01/01/29 - 04/01/31 | 104 | 102,874 | ||||||||||
3.50%, 04/01/31 - 01/01/48 | 229 | 236,351 | ||||||||||
3.00%, 10/01/32 - 12/01/46 | 185 | 186,323 | ||||||||||
5.00%, 05/01/38 - 11/01/48 | 66 | 71,226 | ||||||||||
5.50%, 01/01/39 | 22 | 23,920 | ||||||||||
4.00%, 08/01/40 - 12/01/45 | 17 | 17,376 | ||||||||||
4.50%, 09/01/40 - 08/01/48 | 178 | 187,100 | ||||||||||
Freddie Mac Multifamily Structured Pass Through Certificates, Series KW09, Class X1, 0.80%, 05/25/29(a) | 14,785 | 674,734 | ||||||||||
Ginnie Mae(r) | ||||||||||||
3.00%, 05/20/51 | 1,600 | 1,577,062 | ||||||||||
4.00%, 04/01/52 - 05/19/52 | 1,327 | 1,351,578 | ||||||||||
Ginnie Mae Mortgage-Backed Securities | ||||||||||||
4.00%, 10/20/40 - 05/20/50 | 508 | 525,286 | ||||||||||
3.50%, 01/15/42 - 04/01/52(r) | 3,049 | 3,080,691 | ||||||||||
5.00%, 10/20/44 - 05/19/52 | 266 | 278,368 | ||||||||||
3.00%, 02/15/45 - 04/01/52(r) | 4,106 | 4,060,665 | ||||||||||
4.50%, 03/15/47 - 08/20/50 | 213 | 224,399 | ||||||||||
2.00%, 08/20/50 - 04/01/52(r) | 5,502 | 5,240,889 | ||||||||||
2.50%, 10/20/51 - 05/19/52(r) | 6,263 | 6,076,792 | ||||||||||
Uniform Mortgage-Backed Securities | ||||||||||||
4.50%, 08/01/23 - 04/01/52(r) | 2,168 | 2,254,500 | ||||||||||
2.50%, 09/01/27 - 05/01/52(r)(s) | 48,094 | 45,995,576 | ||||||||||
3.00%, 07/01/29 - 05/12/52(r) | 15,331 | 15,050,191 | ||||||||||
3.50%, 07/01/29 - 04/01/52(r) | 8,949 | 9,005,825 | ||||||||||
2.00%, 10/01/31 - 05/01/52(r) | 34,043 | 31,826,380 | ||||||||||
4.00%, 09/01/33 - 05/01/52(r) | 4,604 | 4,728,234 | ||||||||||
5.00%, 09/01/35 - 05/01/49 | 370 | 394,773 | ||||||||||
1.50%, 04/01/37 - 04/01/52(r) | 8,656 | 7,919,417 | ||||||||||
5.50%, 12/01/38 | 79 | 85,966 | ||||||||||
|
| |||||||||||
142,450,677 | ||||||||||||
|
| |||||||||||
Total U.S. Government Sponsored Agency Securities — 19.3% | 164,457,957 | |||||||||||
|
| |||||||||||
U.S. Treasury Obligations | ||||||||||||
U.S. Treasury Bonds | ||||||||||||
1.75%, 08/15/41(s)(t) | 4,562 | 3,953,624 | ||||||||||
2.38%, 02/15/42(t) | 2,818 | 2,718,049 | ||||||||||
1.88%, 11/15/51 | 2,203 | 1,932,707 | ||||||||||
U.S. Treasury Inflation Indexed Bonds | ||||||||||||
0.50%, 01/15/28 | 342 | 365,656 | ||||||||||
0.13%, 01/15/30 | 1,255 | 1,325,027 | ||||||||||
U.S. Treasury Inflation Protected Security | ||||||||||||
0.50%, 04/15/24 | 8,965 | 9,422,591 | ||||||||||
0.13%, 04/15/25 - 10/15/26 | 19,211 | 20,132,227 | ||||||||||
0.38%, 01/15/27 | 1,746 | 1,849,820 | ||||||||||
U.S. Treasury Notes | ||||||||||||
1.25%, 12/31/26 | 3,990 | 3,769,393 |
SCHEDULE OF INVESTMENTS | 18 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
| ||||||||||||
U.S. Treasury Obligations (continued) |
| |||||||||||
U.S. Treasury Notes (continued) | ||||||||||||
0.63%, 05/15/30 | USD | 1,755 | $ | 1,530,209 | ||||||||
1.38%, 11/15/31(t) | 3,272 | 3,002,335 | ||||||||||
|
| |||||||||||
Total U.S. Treasury Obligations — 5.9% | 50,001,638 | |||||||||||
|
| |||||||||||
Shares | ||||||||||||
| ||||||||||||
Warrants | ||||||||||||
United Kingdom — 0.0% | ||||||||||||
Genius Sports Ltd., (Expires: 12/31/28)(f) | 5,890 | 6,184 | ||||||||||
|
| |||||||||||
United States — 0.1% | ||||||||||||
Altus Power, Inc., (Expires: 12/31/27)(f) | 2,502 | 4,053 | ||||||||||
Cano Health, Inc., (Expires: 06/03/26)(f) | 9,002 | 14,223 | ||||||||||
Gores Holdings VIII, Inc., (Expires: 12/31/27)(f) | 1,786 | 2,340 | ||||||||||
Latch, Inc., (Expires: 06/04/26)(f) | 12,334 | 8,140 | ||||||||||
Offerpad Solutions, Inc., (Expires: 09/01/26)(f) | 8,529 | 6,909 | ||||||||||
Proof Acquisition Corp., (Expires: 10/01/26)(e) | 10,200 | 2,142 | ||||||||||
Sarcos Technology and Robotics Corp., Class A, (Expires: 06/15/27)(f) | 28,519 | 30,230 | ||||||||||
Sonder Secured Notes, (Expires: 01/19/27)(e) | 731,000 | 685,313 | ||||||||||
|
| |||||||||||
753,350 | ||||||||||||
Venezuela — 0.0% | ||||||||||||
Venezuela Government International Bond | 3,000 | 17,550 | ||||||||||
|
| |||||||||||
Total Warrants — 0.1% | 777,084 | |||||||||||
|
| |||||||||||
Total Long-Term Investments — 98.9% | 841,101,573 | |||||||||||
|
| |||||||||||
Par (000) | ||||||||||||
| ||||||||||||
Short-Term Securities | ||||||||||||
Borrowed Bond Agreement — 0.2% | ||||||||||||
U.S. Treasury Notes, 0.22%, 02/15/30 (Purchased on 03/31/2022 to be repurchased at $1,618,960, collateralized by U.S. Treasury Notes, 1.50%, par and fair values of $1,720,000 and $1,612,500, respectively) | USD | 1,619 | 1,618,950 | |||||||||
|
|
Security |
Shares | Value | ||||||||||
| ||||||||||||
Money Market Funds — 1.1% | ||||||||||||
BlackRock Liquidity Funds, T-Fund, Institutional Class, 0.21%(q)(u) | 9,179,335 | $ | 9,179,335 | |||||||||
|
| |||||||||||
Total Short-Term Securities — 1.3% | 10,798,285 | |||||||||||
|
| |||||||||||
Options Purchased — 0.3% | 3,186,080 | |||||||||||
|
| |||||||||||
Total Investments Before Borrowed Bonds and |
| 855,085,938 | ||||||||||
|
| |||||||||||
Par (000) | ||||||||||||
| ||||||||||||
Borrowed Bonds | ||||||||||||
United States — (0.2)% | ||||||||||||
U.S. Treasury Notes, 1.50%, 02/15/30(v) | USD | (1,720 | ) | (1,612,500 | ) | |||||||
|
| |||||||||||
Total Borrowed Bonds — (0.2)% | (1,612,500 | ) | ||||||||||
|
| |||||||||||
TBA Sale Commitments(r) | ||||||||||||
United States — (4.4)% | ||||||||||||
Ginnie Mae, 3.50%, 05/20/51 | 117 | (117,274 | ) | |||||||||
Ginnie Mae Mortgage-Backed Securities | ||||||||||||
2.00%, 05/19/52 | 45 | (42,740 | ) | |||||||||
2.50%, 04/21/52 - 05/19/52 | 718 | (696,305 | ) | |||||||||
3.00%, 05/20/51 - 04/21/52 | 1,942 | (1,918,857 | ) | |||||||||
3.50%, 04/21/52 | 101 | (101,552 | ) | |||||||||
4.00%, 04/21/52 - 05/19/52 | 529 | (539,148 | ) | |||||||||
4.50%, 04/21/52 | 48 | (49,620 | ) | |||||||||
5.00%, 04/21/52 - 05/19/52 | 474 | (494,997 | ) | |||||||||
Uniform Mortgage-Backed Securities | ||||||||||||
1.50%, 04/13/22 - 05/12/52 | 4,341 | (3,962,338 | ) | |||||||||
2.00%, 04/13/22 - 04/18/22 | 7,758 | (7,242,867 | ) | |||||||||
2.50%, 04/13/22 - 04/18/22 | 12,777 | (12,191,568 | ) | |||||||||
3.00%, 04/13/22 - 04/18/37 | 6,835 | (6,686,681 | ) | |||||||||
3.50%, 04/13/22 - 04/19/36 | 2,973 | (2,979,006 | ) | |||||||||
4.00%, 04/13/22 - 05/12/52 | 548 | (558,706 | ) | |||||||||
4.50%, 05/12/52 | 138 | (142,450 | ) | |||||||||
|
| |||||||||||
Total TBA Sale Commitments — (4.4)% |
| (37,724,109 | ) | |||||||||
|
| |||||||||||
Options Written — (0.5)% | (4,160,699 | ) | ||||||||||
|
| |||||||||||
Total Investments, Net of Borrowed Bonds and |
| 811,588,630 | ||||||||||
Other Assets Less Liabilities — 4.6% | 38,782,806 | |||||||||||
|
| |||||||||||
Net Assets — 100.0% | $850,371,436 | |||||||||||
|
|
(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. |
19 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. |
(c) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933. |
(d) | When-issued security. |
(e) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(f) | Non-income producing security. |
(g) | Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $491,526, representing 0.1% of its net assets as of period end, and an original cost of $654,871. |
(h) | All or a portion of the security has been pledged and/or segregated as collateral in connection with outstanding exchange-traded options written. |
(i) | Issuer filed for bankruptcy and/or is in default. |
(j) | Convertible security. |
(k) | Zero-coupon bond. |
(l) | 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. |
(m) | Rounds to less than 1,000. |
(n) | Perpetual security with no stated maturity date. |
(o) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(p) | 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. |
(q) | Affiliate of the Fund. |
(r) | Represents or includes a TBA transaction. |
(s) | All or a portion of the security has been pledged as collateral in connection with outstanding TBA commitments. |
(t) | All or a portion of the security has been pledged as collateral in connection with outstanding OTC derivatives. |
(u) | Annualized 7-day yield as of period end. |
(v) | All or a portion of the security has been pledged as collateral in connection with outstanding borrowed bonds. |
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the period ended March 31, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
Affiliated Issuer | Value at 12/31/21 | Purchases at Cost | Proceeds from Sales | Net Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value at 03/31/22 | Shares Held at 03/31/22 | Income | Capital Gain Distributions from Underlying Funds | |||||||||||||||||||||||||||||||||
| BlackRock Liquidity Funds, T-Fund, Institutional Class | $ | 11,170,804 | $ | — | $ (1,991,469 | )(a) | $ | — | $ | — | $ | 9,179,335 | 9,179,335 | $ | 2,106 | $ | — | ||||||||||||||||||||||||
iShares China Large-Cap ETF | 112,484 | — | — | — | (14,176 | ) | 98,308 | 3,075 | — | — | ||||||||||||||||||||||||||||||||
iShares iBoxx $ High Yield Corporate Bond ETF | 200,210 | 4,138,585 | — | — | (12,810 | ) | 4,325,985 | 52,570 | 1,410 | — | ||||||||||||||||||||||||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF | 137,688 | 3,714,086 | (3,794,319 | ) | 70,448 | (2,246 | ) | 125,657 | 1,039 | 517 | — | |||||||||||||||||||||||||||||||
iShares JP Morgan USD Emerging Markets Bond ETF | 1,903,206 | — | — | — | (197,196 | ) | 1,706,010 | 17,451 | 12,725 | — | ||||||||||||||||||||||||||||||||
iShares Latin America 40 ETF | 229,486 | — | — | — | 67,789 | 297,275 | 9,782 | — | — | |||||||||||||||||||||||||||||||||
iShares MSCI Brazil ETF | 253,556 | — | — | — | 87,982 | 341,538 | 9,033 | 1,454 | — | |||||||||||||||||||||||||||||||||
iShares MSCI Emerging Markets ETF | 642,280 | — | — | — | (48,648 | ) | 593,632 | 13,148 | 342 | — | ||||||||||||||||||||||||||||||||
iShares Nasdaq Biotechnology ETF | 75,242 | — | — | — | (11,004 | ) | 64,238 | 493 | 58 | — | ||||||||||||||||||||||||||||||||
iShares Russell 2000 ETF | 105,886 | — | — | — | (8,177 | ) | 97,709 | 476 | 190 | — | ||||||||||||||||||||||||||||||||
iShares S&P 500 Value ETF(b) | 439,347 | — | (416,681 | ) | 67,188 | (89,854 | ) | — | — | — | — | |||||||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
| |||||||||||||||||||||||||||||||||
$ | 137,636 | $ | (228,340 | ) | $ | 16,829,687 | $ | 18,802 | $ | — | ||||||||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
(a) | Represents net amount purchased (sold). |
(b) | As of period end, the entity is no longer held. |
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 | 33 | 06/08/22 | $ | 5,049 | $ | (64,062 | ) | |||||||||
Euro Bund | 32 | 06/08/22 | 5,617 | 20,246 | ||||||||||||
Euro OAT | 121 | 06/08/22 | 20,281 | (804,590 | ) | |||||||||||
10-Year Japanese Government Treasury Bonds | 5 | 06/13/22 | 6,148 | (37,799 | ) | |||||||||||
10-Year Australian Treasury Bonds | 91 | 06/15/22 | 8,631 | (351,276 | ) | |||||||||||
3-Year Australian Treasury Bonds | 84 | 06/15/22 | 6,907 | (110,264 | ) | |||||||||||
Euro Stoxx 50 Index | 4 | 06/17/22 | 168 | 6,409 | ||||||||||||
FTSE 100 Index | 1 | 06/17/22 | 98 | 4,673 | ||||||||||||
FTSE/MIB Index | 3 | 06/17/22 | 402 | 23,333 | ||||||||||||
MSCI Emerging Markets Index | 2 | 06/17/22 | 113 | 10,458 | ||||||||||||
10-Year Canadian Bond | 11 | 06/21/22 | 1,149 | (41,724 | ) |
SCHEDULE OF INVESTMENTS | 20 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. |
Futures Contracts (continued)
Description | Number of Contracts | Expiration Date | Notional Amount (000) | Value/ Unrealized Appreciation (Depreciation) | ||||||||||||
Long Contracts (continued) | ||||||||||||||||
10-Year U.S. Treasury Note | 330 | 06/21/22 | $ | 40,508 | $ | (1,096,541 | ) | |||||||||
U.S. Long Bond | 60 | 06/21/22 | 9,009 | (214,307 | ) | |||||||||||
Ultra U.S. Treasury Bond | 304 | 06/21/22 | 53,808 | (1,015,791 | ) | |||||||||||
Long Gilt | 90 | 06/28/22 | 14,333 | (158,269 | ) | |||||||||||
2-Year U.S. Treasury Note | 2,103 | 06/30/22 | 445,409 | (5,612,662 | ) | |||||||||||
3-Month SONIA Index | 32 | 12/20/22 | 10,310 | (90,693 | ) | |||||||||||
|
| |||||||||||||||
(9,532,859 | ) | |||||||||||||||
|
| |||||||||||||||
Short Contracts | ||||||||||||||||
30-Year Euro Buxl Bond | 85 | 06/08/22 | 17,509 | 1,332,711 | ||||||||||||
Euro BOBL | 420 | 06/08/22 | 59,872 | 1,645,644 | ||||||||||||
Euro-Schatz | 2 | 06/08/22 | 245 | 1,381 | ||||||||||||
Short Term Euro BTP | 47 | 06/08/22 | 5,770 | 46,998 | ||||||||||||
NASDAQ 100 E-Mini Index | 19 | 06/17/22 | 5,650 | (694,017 | ) | |||||||||||
Russell 2000 E-Mini Index | 2 | 06/17/22 | 207 | (12,952 | ) | |||||||||||
S&P 500 E-Mini Index | 61 | 06/17/22 | 13,819 | (1,062,165 | ) | |||||||||||
10-Year U.S. Ultra Long Treasury Note | 1,308 | 06/21/22 | 177,152 | 5,550,918 | ||||||||||||
5-Year U.S. Treasury Note | 2,031 | 06/30/22 | 232,661 | 2,312,210 | ||||||||||||
3-Month SONIA Index | 61 | 03/14/23 | 19,601 | 11,248 | ||||||||||||
|
| |||||||||||||||
9,131,976 | ||||||||||||||||
|
| |||||||||||||||
$ | (400,883 | ) | ||||||||||||||
|
|
Forward Foreign Currency Exchange Contracts
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
MXN | 16,725,253 | USD | 811,000 | Citibank N.A. | 04/01/22 | $ | 29,888 | |||||||||||||
MXN | 16,725,253 | USD | 811,000 | Citibank N.A. | 04/01/22 | 29,888 | ||||||||||||||
MXN | 16,815,195 | USD | 810,000 | Citibank N.A. | 04/01/22 | 35,410 | ||||||||||||||
MXN | 16,815,195 | USD | 810,000 | Citibank N.A. | 04/01/22 | 35,410 | ||||||||||||||
USD | 1,608,897 | EUR | 1,449,000 | Bank of America N.A. | 04/01/22 | 5,941 | ||||||||||||||
USD | 1,608,897 | EUR | 1,449,000 | Bank of America N.A. | 04/01/22 | 5,941 | ||||||||||||||
USD | 810,000 | ZAR | 11,785,378 | Morgan Stanley & Co. International PLC | 04/01/22 | 3,473 | ||||||||||||||
USD | 810,000 | ZAR | 11,785,378 | Morgan Stanley & Co. International PLC | 04/01/22 | 3,473 | ||||||||||||||
ZAR | 12,447,594 | USD | 810,000 | Bank of America N.A. | 04/01/22 | 41,846 | ||||||||||||||
ZAR | 12,447,594 | USD | 810,000 | Bank of America N.A. | 04/01/22 | 41,846 | ||||||||||||||
BRL | 2,628,082 | USD | 514,000 | Citibank N.A. | 04/04/22 | 37,996 | ||||||||||||||
BRL | 2,628,082 | USD | 514,000 | Citibank N.A. | 04/04/22 | 37,996 | ||||||||||||||
BRL | 2,815,593 | USD | 543,341 | Goldman Sachs International | 04/04/22 | 48,040 | ||||||||||||||
BRL | 2,815,593 | USD | 543,341 | Goldman Sachs International | 04/04/22 | 48,040 | ||||||||||||||
BRL | 4,188,105 | USD | 810,000 | Goldman Sachs International | 04/04/22 | 69,660 | ||||||||||||||
BRL | 4,188,105 | USD | 810,000 | Goldman Sachs International | 04/04/22 | 69,660 | ||||||||||||||
USD | 554,705 | BRL | 2,628,082 | Citibank N.A. | 04/04/22 | 2,709 | ||||||||||||||
USD | 554,705 | BRL | 2,628,082 | Citibank N.A. | 04/04/22 | 2,709 | ||||||||||||||
USD | 594,283 | BRL | 2,815,593 | Goldman Sachs International | 04/04/22 | 2,902 | ||||||||||||||
USD | 594,283 | BRL | 2,815,593 | Goldman Sachs International | 04/04/22 | 2,902 | ||||||||||||||
USD | 883,977 | BRL | 4,188,105 | Goldman Sachs International | 04/04/22 | 4,317 | ||||||||||||||
USD | 883,977 | BRL | 4,188,105 | Goldman Sachs International | 04/04/22 | 4,317 | ||||||||||||||
USD | 786,000 | JPY | 91,814,735 | Citibank N.A. | 04/18/22 | 31,628 | ||||||||||||||
USD | 786,000 | JPY | 91,814,735 | Citibank N.A. | 04/18/22 | 31,628 | ||||||||||||||
AUD | 1,095,000 | CAD | 1,010,130 | Royal Bank of Canada | 04/20/22 | 11,599 | ||||||||||||||
CAD | 958,535 | USD | 766,000 | HSBC Bank USA N.A. | 04/20/22 | 672 | ||||||||||||||
COP | 2,979,675,000 | USD | 779,000 | Citibank N.A. | 04/20/22 | 9,034 | ||||||||||||||
COP | 2,979,675,000 | USD | 779,000 | Citibank N.A. | 04/20/22 | 9,034 | ||||||||||||||
CZK | 30,565,706 | EUR | 1,228,000 | The Bank of New York Mellon | 04/20/22 | 23,477 | ||||||||||||||
CZK | 30,566,688 | EUR | 1,228,000 | The Bank of New York Mellon | 04/20/22 | 23,521 | ||||||||||||||
CZK | 12,284,374 | USD | 540,000 | The Bank of New York Mellon | 04/20/22 | 15,659 |
21 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
CZK | 12,284,374 | USD | 540,000 | The Bank of New York Mellon | 04/20/22 | $ | 15,659 | |||||||||||||
EUR | 702,000 | SEK | 7,290,821 | Deutsche Bank AG | 04/20/22 | 1,305 | ||||||||||||||
EUR | 937,000 | USD | 1,035,041 | Deutsche Bank AG | 04/20/22 | 1,993 | ||||||||||||||
EUR | 937,000 | USD | 1,035,041 | Deutsche Bank AG | 04/20/22 | 1,993 | ||||||||||||||
MXN | 5,392,148 | USD | 269,000 | BNP Paribas SA | 04/20/22 | 1,342 | ||||||||||||||
MXN | 5,392,148 | USD | 269,000 | BNP Paribas SA | 04/20/22 | 1,342 | ||||||||||||||
MXN | 15,376,816 | USD | 767,000 | HSBC Bank USA N.A. | 04/20/22 | 3,936 | ||||||||||||||
MXN | 15,376,816 | USD | 767,000 | HSBC Bank USA N.A. | 04/20/22 | 3,936 | ||||||||||||||
MXN | 39,230,656 | USD | 1,864,341 | HSBC Bank USA N.A. | 04/20/22 | 102,538 | ||||||||||||||
MXN | 32,163,890 | USD | 1,528,341 | UBS AG | 04/20/22 | 84,237 | ||||||||||||||
USD | 765,000 | CLP | 603,202,500 | Citibank N.A. | 04/20/22 | 508 | ||||||||||||||
USD | 765,000 | CLP | 603,202,500 | Citibank N.A. | 04/20/22 | 508 | ||||||||||||||
EUR | 412,002 | USD | 455,880 | Barclays Bank PLC | 05/20/22 | 601 | ||||||||||||||
USD | 469,592 | EUR | 412,002 | The Bank of New York Mellon | 05/20/22 | 13,110 | ||||||||||||||
RUB | 27,510,981 | USD | 312,625 | Goldman Sachs International | 05/24/22 | 2,715 | ||||||||||||||
RUB | 62,741,600 | USD | 520,677 | JPMorgan Chase Bank N.A. | 05/24/22 | 198,487 | ||||||||||||||
USD | 12,140,774 | CNH | 77,341,347 | BNP Paribas SA | 05/24/22 | 6,642 | ||||||||||||||
USD | 2,434,773 | RUB | 188,225,000 | JPMorgan Chase Bank N.A. | 05/24/22 | 277,278 | ||||||||||||||
RUB | 7,414,368 | USD | 66,646 | Citibank N.A. | 05/25/22 | 18,263 | ||||||||||||||
RUB | 7,680,951 | USD | 66,646 | Citibank N.A. | 05/25/22 | 21,316 | ||||||||||||||
RUB | 10,796,652 | USD | 99,969 | JPMorgan Chase Bank N.A. | 05/25/22 | 23,674 | ||||||||||||||
RUB | 31,460,000 | USD | 260,000 | JPMorgan Chase Bank N.A. | 05/25/22 | 100,279 | ||||||||||||||
RUB | 10,946,605 | USD | 99,969 | Morgan Stanley & Co. International PLC | 05/25/22 | 25,391 | ||||||||||||||
TRY | 263,140 | USD | 16,532 | Barclays Bank PLC | 06/08/22 | 500 | ||||||||||||||
TRY | 263,140 | USD | 16,532 | Barclays Bank PLC | 06/08/22 | 500 | ||||||||||||||
TRY | 8,276,587 | USD | 518,468 | UBS AG | 06/08/22 | 17,228 | ||||||||||||||
TRY | 8,276,587 | USD | 518,468 | UBS AG | 06/08/22 | 17,228 | ||||||||||||||
AUD | 1,900,000 | JPY | 161,131,590 | Bank of America N.A. | 06/15/22 | 97,465 | ||||||||||||||
AUD | 16,886,000 | USD | 12,401,062 | Bank of America N.A. | 06/15/22 | 249,965 | ||||||||||||||
BRL | 2,140,529 | USD | 415,000 | Morgan Stanley & Co. International PLC | 06/15/22 | 25,505 | ||||||||||||||
BRL | 19,000,000 | USD | 3,681,528 | Morgan Stanley & Co. International PLC | 06/15/22 | 228,534 | ||||||||||||||
BRL | 21,090,000 | USD | 4,086,497 | Morgan Stanley & Co. International PLC | 06/15/22 | 253,673 | ||||||||||||||
CAD | 436,185 | USD | 340,000 | Bank of America N.A. | 06/15/22 | 8,842 | ||||||||||||||
CAD | 3,600,000 | USD | 2,806,146 | Bank of America N.A. | 06/15/22 | 72,974 | ||||||||||||||
CAD | 22,129,921 | USD | 17,250,000 | Natwest Markets PLC | 06/15/22 | 448,529 | ||||||||||||||
CHF | 2,003,622 | EUR | 1,940,000 | BNP Paribas SA | 06/15/22 | 22,871 | ||||||||||||||
CHF | 554,636 | USD | 600,000 | Natwest Markets PLC | 06/15/22 | 2,019 | ||||||||||||||
CNH | 29,476 | JPY | 534,673 | Royal Bank of Canada | 06/15/22 | 219 | ||||||||||||||
CZK | 12,344,998 | USD | 530,000 | Royal Bank of Canada | 06/15/22 | 24,786 | ||||||||||||||
EUR | 950,000 | GBP | 793,739 | Bank of America N.A. | 06/15/22 | 11,383 | ||||||||||||||
EUR | 970,000 | GBP | 816,512 | Bank of America N.A. | 06/15/22 | 3,661 | ||||||||||||||
EUR | 410,000 | GBP | 342,576 | Deutsche Bank AG | 06/15/22 | 4,894 | ||||||||||||||
EUR | 410,000 | GBP | 340,353 | Goldman Sachs International | 06/15/22 | 7,812 | ||||||||||||||
EUR | 490,000 | GBP | 412,957 | Goldman Sachs International | 06/15/22 | 1,203 | ||||||||||||||
EUR | 600,000 | USD | 662,205 | Australia and New Zealand Bank Group | 06/15/22 | 3,338 | ||||||||||||||
EUR | 200,000 | USD | 218,715 | Barclays Bank PLC | 06/15/22 | 3,133 | ||||||||||||||
EUR | 210,000 | USD | 229,829 | Barclays Bank PLC | 06/15/22 | 3,111 | ||||||||||||||
EUR | 1,420,000 | USD | 1,555,844 | Barclays Bank PLC | 06/15/22 | 19,273 | ||||||||||||||
EUR | 170,000 | USD | 184,951 | Deutsche Bank AG | 06/15/22 | 3,619 | ||||||||||||||
EUR | 200,000 | USD | 218,652 | Deutsche Bank AG | 06/15/22 | 3,196 | ||||||||||||||
EUR | 590,000 | USD | 647,847 | Deutsche Bank AG | 06/15/22 | 6,604 | ||||||||||||||
EUR | 970,000 | USD | 1,073,843 | Deutsche Bank AG | 06/15/22 | 2,117 | ||||||||||||||
EUR | 1,170,000 | USD | 1,290,910 | Deutsche Bank AG | 06/15/22 | 6,898 | ||||||||||||||
EUR | 240,000 | USD | 261,869 | HSBC Bank USA N.A. | 06/15/22 | 4,348 | ||||||||||||||
EUR | 780,000 | USD | 864,020 | Morgan Stanley & Co. International PLC | 06/15/22 | 1,185 | ||||||||||||||
EUR | 29,473,891 | USD | 32,530,422 | Natwest Markets PLC | 06/15/22 | 163,131 | ||||||||||||||
IDR | 8,450,000,000 | USD | 583,443 | Barclays Bank PLC | 06/15/22 | 4,312 | ||||||||||||||
KRW | 739,551,000 | USD | 600,000 | State Street Bank and Trust Co. | 06/15/22 | 8,328 | ||||||||||||||
MXN | 39,230,000 | USD | 1,825,895 | Natwest Markets PLC | 06/15/22 | 121,434 | ||||||||||||||
NOK | 20,513,141 | USD | 2,300,000 | Bank of America N.A. | 06/15/22 | 28,899 | ||||||||||||||
PLN | 7,833,264 | USD | 1,770,000 | BNP Paribas SA | 06/15/22 | 81,183 | ||||||||||||||
SEK | 3,309,679 | USD | 340,000 | Morgan Stanley & Co. International PLC | 06/15/22 | 12,625 |
SCHEDULE OF INVESTMENTS | 22 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
SGD | 2,449,337 | USD | 1,800,000 | Australia and New Zealand Bank Group | 06/15/22 | $ | 7,114 | |||||||||||||
SGD | 620,000 | USD | 453,747 | Barclays Bank PLC | 06/15/22 | 3,687 | ||||||||||||||
TRY | 360,248 | USD | 22,000 | Citibank N.A. | 06/15/22 | 1,184 | ||||||||||||||
USD | 16,306,197 | CNH | 103,800,000 | BNP Paribas SA | 06/15/22 | 39,525 | ||||||||||||||
USD | 1,065,890 | CNH | 6,782,000 | Deutsche Bank AG | 06/15/22 | 3,071 | ||||||||||||||
USD | 1,077,540 | EUR | 970,000 | Barclays Bank PLC | 06/15/22 | 1,579 | ||||||||||||||
USD | 867,159 | EUR | 780,000 | Deutsche Bank AG | 06/15/22 | 1,953 | ||||||||||||||
USD | 1,300,350 | EUR | 1,170,000 | JPMorgan Chase Bank N.A. | 06/15/22 | 2,542 | ||||||||||||||
USD | 1,077,296 | GBP | 820,000 | JPMorgan Chase Bank N.A. | 06/15/22 | 416 | ||||||||||||||
USD | 12,201,676 | GBP | 9,279,864 | Morgan Stanley & Co. International PLC | 06/15/22 | 14,719 | ||||||||||||||
USD | 57,587 | HKD | 450,000 | Royal Bank of Canada | 06/15/22 | 83 | ||||||||||||||
USD | 1,395,267 | IDR | 20,008,820,469 | Barclays Bank PLC | 06/15/22 | 3,517 | ||||||||||||||
USD | 3,855,000 | IDR | 55,284,555,000 | Barclays Bank PLC | 06/15/22 | 9,584 | ||||||||||||||
USD | 427,505 | IDR | 6,132,065,066 | Societe Generale | 06/15/22 | 979 | ||||||||||||||
USD | 4,526,515 | JPY | 522,760,000 | Australia and New Zealand Bank Group | 06/15/22 | 224,506 | ||||||||||||||
USD | 15,000,000 | JPY | 1,776,652,500 | State Street Bank and Trust Co. | 06/15/22 | 379,188 | ||||||||||||||
ZAR | 59,000,000 | USD | 3,849,877 | Citibank N.A. | 06/15/22 | 151,189 | ||||||||||||||
|
| |||||||||||||||||||
4,449,030 | ||||||||||||||||||||
|
| |||||||||||||||||||
EUR | 351,842 | USD | 395,912 | Deutsche Bank AG | 04/01/22 | (6,687 | ) | |||||||||||||
EUR | 351,842 | USD | 395,912 | Deutsche Bank AG | 04/01/22 | (6,687 | ) | |||||||||||||
EUR | 1,030,141 | USD | 1,158,814 | HSBC Bank USA N.A. | 04/01/22 | (19,220 | ) | |||||||||||||
EUR | 1,030,141 | USD | 1,158,814 | HSBC Bank USA N.A. | 04/01/22 | (19,220 | ) | |||||||||||||
EUR | 67,017 | USD | 75,415 | JPMorgan Chase Bank N.A. | 04/01/22 | (1,278 | ) | |||||||||||||
EUR | 67,017 | USD | 75,415 | JPMorgan Chase Bank N.A. | 04/01/22 | (1,278 | ) | |||||||||||||
USD | 334,521 | MXN | 6,920,915 | Barclays Bank PLC | 04/01/22 | (13,439 | ) | |||||||||||||
USD | 334,521 | MXN | 6,920,915 | Barclays Bank PLC | 04/01/22 | (13,439 | ) | |||||||||||||
USD | 269,000 | MXN | 5,374,699 | BNP Paribas SA | 04/01/22 | (1,221 | ) | |||||||||||||
USD | 269,000 | MXN | 5,374,699 | BNP Paribas SA | 04/01/22 | (1,221 | ) | |||||||||||||
USD | 167,261 | MXN | 3,463,206 | Citibank N.A. | 04/01/22 | (6,857 | ) | |||||||||||||
USD | 167,261 | MXN | 3,463,206 | Citibank N.A. | 04/01/22 | (6,857 | ) | |||||||||||||
USD | 682,958 | MXN | 14,139,369 | Citibank N.A. | 04/01/22 | (27,920 | ) | |||||||||||||
USD | 682,958 | MXN | 14,139,369 | Citibank N.A. | 04/01/22 | (27,920 | ) | |||||||||||||
USD | 83,630 | MXN | 1,729,565 | Deutsche Bank AG | 04/01/22 | (3,327 | ) | |||||||||||||
USD | 83,630 | MXN | 1,729,565 | Deutsche Bank AG | 04/01/22 | (3,327 | ) | |||||||||||||
USD | 83,630 | MXN | 1,730,500 | Goldman Sachs International | 04/01/22 | (3,373 | ) | |||||||||||||
USD | 83,630 | MXN | 1,730,500 | Goldman Sachs International | 04/01/22 | (3,374 | ) | |||||||||||||
BRL | 4,103,346 | USD | 866,087 | Citibank N.A. | 04/04/22 | (4,229 | ) | |||||||||||||
BRL | 4,103,346 | USD | 866,087 | Citibank N.A. | 04/04/22 | (4,229 | ) | |||||||||||||
BRL | 2,629,711 | USD | 555,049 | Deutsche Bank AG | 04/04/22 | (2,711 | ) | |||||||||||||
BRL | 2,629,711 | USD | 555,049 | Deutsche Bank AG | 04/04/22 | (2,711 | ) | |||||||||||||
BRL | 2,557,702 | USD | 539,850 | Goldman Sachs International | 04/04/22 | (2,636 | ) | |||||||||||||
BRL | 2,557,702 | USD | 539,850 | Goldman Sachs International | 04/04/22 | (2,636 | ) | |||||||||||||
USD | 806,000 | BRL | 4,103,346 | Citibank N.A. | 04/04/22 | (55,857 | ) | |||||||||||||
USD | 806,000 | BRL | 4,103,346 | Citibank N.A. | 04/04/22 | (55,857 | ) | |||||||||||||
USD | 544,341 | BRL | 2,629,711 | Deutsche Bank AG | 04/04/22 | (7,998 | ) | |||||||||||||
USD | 544,341 | BRL | 2,629,711 | Deutsche Bank AG | 04/04/22 | (7,998 | ) | |||||||||||||
USD | 517,000 | BRL | 2,557,702 | Goldman Sachs International | 04/04/22 | (20,214 | ) | |||||||||||||
USD | 517,000 | BRL | 2,557,702 | Goldman Sachs International | 04/04/22 | (20,214 | ) | |||||||||||||
JPY | 91,847,628 | USD | 779,000 | HSBC Bank USA N.A. | 04/18/22 | (24,358 | ) | |||||||||||||
JPY | 91,847,628 | USD | 779,000 | HSBC Bank USA N.A. | 04/18/22 | (24,358 | ) | |||||||||||||
USD | 1,711,024 | IDR | 24,671,258,074 | Barclays Bank PLC | 04/18/22 | (8,074 | ) | |||||||||||||
USD | 448,962 | IDR | 6,477,621,968 | BNP Paribas SA | 04/18/22 | (2,400 | ) | |||||||||||||
USD | 1,420,676 | IDR | 20,497,511,572 | BNP Paribas SA | 04/18/22 | (7,594 | ) | |||||||||||||
USD | 779,000 | ZAR | 11,801,083 | Citibank N.A. | 04/19/22 | (27,064 | ) | |||||||||||||
CLP | 590,943,500 | USD | 763,000 | Citibank N.A. | 04/20/22 | (14,045 | ) | |||||||||||||
CLP | 590,943,500 | USD | 763,000 | Citibank N.A. | 04/20/22 | (14,045 | ) | |||||||||||||
COP | 2,857,500,000 | USD | 762,000 | Goldman Sachs International | 04/20/22 | (6,278 | ) | |||||||||||||
COP | 2,857,500,000 | USD | 762,000 | Goldman Sachs International | 04/20/22 | (6,278 | ) | |||||||||||||
EUR | 1,449,000 | USD | 1,609,806 | Bank of America N.A. | 04/20/22 | (6,110 | ) | |||||||||||||
EUR | 1,449,000 | USD | 1,609,806 | Bank of America N.A. | 04/20/22 | (6,110 | ) | |||||||||||||
USD | 766,000 | COP | 2,926,503,000 | Citibank N.A. | 04/20/22 | (7,971 | ) |
23 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
USD | 766,000 | COP | 2,926,503,000 | Citibank N.A. | 04/20/22 | $ | (7,971 | ) | ||||||||||||
USD | 1,629,925 | COP | 6,220,527,266 | Citibank N.A. | 04/20/22 | (15,216 | ) | |||||||||||||
USD | 1,710,925 | COP | 6,529,659,716 | Citibank N.A. | 04/20/22 | (15,972 | ) | |||||||||||||
USD | 540,000 | CZK | 12,124,593 | HSBC Bank USA N.A. | 04/20/22 | (8,432 | ) | |||||||||||||
USD | 540,000 | CZK | 12,124,593 | HSBC Bank USA N.A. | 04/20/22 | (8,432 | ) | |||||||||||||
USD | 1,050,161 | EUR | 958,000 | Royal Bank of Canada | 04/20/22 | (10,116 | ) | |||||||||||||
USD | 1,050,218 | EUR | 958,000 | Royal Bank of Canada | 04/20/22 | (10,058 | ) | |||||||||||||
USD | 775,000 | MXN | 15,832,862 | HSBC Bank USA N.A. | 04/20/22 | (18,801 | ) | |||||||||||||
USD | 1,622,000 | ZAR | 24,635,598 | UBS AG | 04/20/22 | (60,500 | ) | |||||||||||||
USD | 1,857,000 | ZAR | 28,204,855 | UBS AG | 04/20/22 | (69,264 | ) | |||||||||||||
ZAR | 11,816,756 | USD | 810,000 | Morgan Stanley & Co. International PLC | 04/20/22 | (2,969 | ) | |||||||||||||
ZAR | 11,816,756 | USD | 810,000 | Morgan Stanley & Co. International PLC | 04/20/22 | (2,969 | ) | |||||||||||||
USD | 810,000 | TRY | 12,422,160 | UBS AG | 04/29/22 | (20,069 | ) | |||||||||||||
USD | 810,000 | TRY | 12,422,160 | UBS AG | 04/29/22 | (20,069 | ) | |||||||||||||
USD | 496,922 | EUR | 454,000 | Bank of America N.A. | 05/24/22 | (6,175 | ) | |||||||||||||
USD | 818,806 | MXN | 16,949,455 | BNP Paribas SA | 05/24/22 | (25,861 | ) | |||||||||||||
USD | 815,011 | RUB | 76,488,782 | Citibank N.A. | 05/25/22 | (60,937 | ) | |||||||||||||
USD | 535,000 | TRY | 8,560,000 | Citibank N.A. | 06/08/22 | (19,040 | ) | |||||||||||||
USD | 535,000 | TRY | 8,560,000 | Citibank N.A. | 06/08/22 | (19,040 | ) | |||||||||||||
CHF | 1,026,918 | EUR | 1,010,000 | Barclays Bank PLC | 06/15/22 | (5,683 | ) | |||||||||||||
CHF | 1,039,059 | EUR | 1,020,000 | Barclays Bank PLC | 06/15/22 | (3,597 | ) | |||||||||||||
CNH | 10,653 | AUD | 2,278 | Royal Bank of Canada | 06/15/22 | (37 | ) | |||||||||||||
CNH | 9,065,000 | USD | 1,424,696 | Deutsche Bank AG | 06/15/22 | (4,105 | ) | |||||||||||||
CNH | 15,349,896 | USD | 2,411,482 | Morgan Stanley & Co. International PLC | 06/15/22 | (5,974 | ) | |||||||||||||
CNH | 38,398,689 | USD | 6,032,477 | Morgan Stanley & Co. International PLC | 06/15/22 | (14,954 | ) | |||||||||||||
EUR | 1,843,672 | AUD | 2,769,769 | Australia and New Zealand Bank Group | 06/15/22 | (30,046 | ) | |||||||||||||
EUR | 43,244 | CHF | 44,455 | Barclays Bank PLC | 06/15/22 | (284 | ) | |||||||||||||
EUR | 155,200 | CHF | 159,256 | Barclays Bank PLC | 06/15/22 | (708 | ) | |||||||||||||
EUR | 670,000 | CHF | 687,206 | Barclays Bank PLC | 06/15/22 | (2,724 | ) | |||||||||||||
EUR | 680,000 | CHF | 697,486 | Barclays Bank PLC | 06/15/22 | (2,791 | ) | |||||||||||||
EUR | 771,556 | CHF | 792,758 | HSBC Bank USA N.A. | 06/15/22 | (4,645 | ) | |||||||||||||
EUR | 680,000 | CHF | 698,570 | JPMorgan Chase Bank N.A. | 06/15/22 | (3,967 | ) | |||||||||||||
EUR | 970,000 | CHF | 997,795 | Morgan Stanley & Co. International PLC | 06/15/22 | (7,077 | ) | |||||||||||||
EUR | 480,000 | GBP | 405,998 | BNP Paribas SA | 06/15/22 | (751 | ) | |||||||||||||
EUR | 200,000 | USD | 222,252 | Barclays Bank PLC | 06/15/22 | (404 | ) | |||||||||||||
EUR | 810,000 | USD | 899,687 | Goldman Sachs International | 06/15/22 | (1,205 | ) | |||||||||||||
EUR | 1,000,000 | USD | 1,111,825 | Goldman Sachs International | 06/15/22 | (2,587 | ) | |||||||||||||
GBP | 478,002 | EUR | 570,000 | Bank of America N.A. | 06/15/22 | (4,520 | ) | |||||||||||||
GBP | 652,755 | EUR | 780,000 | Bank of America N.A. | 06/15/22 | (7,963 | ) | |||||||||||||
GBP | 803,342 | EUR | 960,000 | Bank of America N.A. | 06/15/22 | (9,864 | ) | |||||||||||||
GBP | 342,543 | EUR | 410,000 | Deutsche Bank AG | 06/15/22 | (4,937 | ) | |||||||||||||
GBP | 487,589 | EUR | 580,000 | Deutsche Bank AG | 06/15/22 | (3,023 | ) | |||||||||||||
GBP | 174,669 | EUR | 210,000 | HSBC Bank USA N.A. | 06/15/22 | (3,553 | ) | |||||||||||||
GBP | 166,320 | EUR | 200,000 | JPMorgan Chase Bank N.A. | 06/15/22 | (3,425 | ) | |||||||||||||
GBP | 5,307,535 | EUR | 6,322,998 | Morgan Stanley & Co. International PLC | 06/15/22 | (43,488 | ) | |||||||||||||
GBP | 59,568 | USD | 78,647 | Barclays Bank PLC | 06/15/22 | (418 | ) | |||||||||||||
GBP | 560,000 | USD | 737,838 | JPMorgan Chase Bank N.A. | 06/15/22 | (2,407 | ) | |||||||||||||
GBP | 200,432 | USD | 264,694 | State Street Bank and Trust Co. | 06/15/22 | (1,473 | ) | |||||||||||||
IDR | 727,480,998 | USD | 50,648 | Barclays Bank PLC | 06/15/22 | (46 | ) | |||||||||||||
JPY | 244,988,708 | AUD | 2,888,467 | Morgan Stanley & Co. International PLC | 06/15/22 | (147,932 | ) | |||||||||||||
JPY | 339,268,560 | AUD | 4,000,000 | Morgan Stanley & Co. International PLC | 06/15/22 | (204,826 | ) | |||||||||||||
JPY | 2,697,904,866 | EUR | 21,166,501 | State Street Bank and Trust Co. | 06/15/22 | (1,276,501 | ) | |||||||||||||
JPY | 4,038,715,460 | USD | 34,969,050 | Natwest Markets PLC | 06/15/22 | (1,732,781 | ) | |||||||||||||
MYR | 1,900,000 | USD | 454,328 | Barclays Bank PLC | 06/15/22 | (4,431 | ) | |||||||||||||
MYR | 2,306,425 | USD | 550,000 | Morgan Stanley & Co. International PLC | 06/15/22 | (3,866 | ) | |||||||||||||
NOK | 12,890,660 | CAD | 1,854,366 | Bank of America N.A. | 06/15/22 | (19,537 | ) | |||||||||||||
USD | 2,790,000 | AUD | 3,798,570 | Australia and New Zealand Bank Group | 06/15/22 | (55,896 | ) | |||||||||||||
USD | 1,800,000 | BRL | 9,365,382 | Citibank N.A. | 06/15/22 | (127,328 | ) | |||||||||||||
USD | 269,655 | BRL | 1,391,285 | Goldman Sachs International | 06/15/22 | (16,661 | ) | |||||||||||||
USD | 1,025,373 | BRL | 5,290,000 | Goldman Sachs International | 06/15/22 | (63,271 | ) | |||||||||||||
USD | 10,625,242 | BRL | 54,805,000 | Goldman Sachs International | 06/15/22 | (653,231 | ) | |||||||||||||
USD | 1,561,566 | CAD | 2,000,000 | Morgan Stanley & Co. International PLC | 06/15/22 | (37,946 | ) |
SCHEDULE OF INVESTMENTS | 24 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||||
USD | 352,337 | CNH | 2,265,000 | Barclays Bank PLC | 06/15/22 | $ | (2,615 | ) | ||||||||||||||
USD | 353,426 | CNH | 2,275,000 | Deutsche Bank AG | 06/15/22 | (3,094 | ) | |||||||||||||||
USD | 349,020 | CNH | 2,245,000 | Goldman Sachs International | 06/15/22 | (2,798 | ) | |||||||||||||||
USD | 354,461 | CNH | 2,280,000 | Goldman Sachs International | 06/15/22 | (2,842 | ) | |||||||||||||||
USD | 443,011 | CZK | 10,000,000 | Morgan Stanley & Co. International PLC | 06/15/22 | (6,390 | ) | |||||||||||||||
USD | 1,000,000 | DKK | 6,744,380 | State Street Bank and Trust Co. | 06/15/22 | (5,668 | ) | |||||||||||||||
USD | 1,106,865 | EUR | 1,000,000 | Bank of America N.A. | 06/15/22 | (2,373 | ) | |||||||||||||||
USD | 153,213 | EUR | 140,000 | Barclays Bank PLC | 06/15/22 | (2,081 | ) | |||||||||||||||
USD | 231,158 | EUR | 210,000 | Barclays Bank PLC | 06/15/22 | (1,782 | ) | |||||||||||||||
USD | 230,482 | EUR | 210,000 | BNP Paribas SA | 06/15/22 | (2,458 | ) | |||||||||||||||
USD | 782,257 | EUR | 710,000 | BNP Paribas SA | 06/15/22 | (5,302 | ) | |||||||||||||||
USD | 952,896 | EUR | 860,000 | Deutsche Bank AG | 06/15/22 | (1,048 | ) | |||||||||||||||
USD | 2,189,913 | EUR | 2,000,000 | Deutsche Bank AG | 06/15/22 | (28,562 | ) | |||||||||||||||
USD | 779,793 | EUR | 710,000 | Goldman Sachs International | 06/15/22 | (7,766 | ) | |||||||||||||||
USD | 651,280 | EUR | 590,000 | HSBC Bank USA N.A. | 06/15/22 | (3,170 | ) | |||||||||||||||
USD | 231,252 | EUR | 210,000 | JPMorgan Chase Bank N.A. | 06/15/22 | (1,688 | ) | |||||||||||||||
USD | 295,149 | EUR | 270,000 | Morgan Stanley & Co. International PLC | 06/15/22 | (4,345 | ) | |||||||||||||||
USD | 4,650,000 | EUR | 4,213,200 | Morgan Stanley & Co. International PLC | 06/15/22 | (23,441 | ) | |||||||||||||||
USD | 60,662,250 | EUR | 55,000,000 | Morgan Stanley & Co. International PLC | 06/15/22 | (345,827 | ) | |||||||||||||||
USD | 270,000 | INR | 20,947,140 | Barclays Bank PLC | 06/15/22 | (3,305 | ) | |||||||||||||||
USD | 1,821,745 | MXN | 39,120,000 | Bank of America N.A. | 06/15/22 | (120,123 | ) | |||||||||||||||
USD | 2,200,000 | MXN | 47,241,740 | Bank of America N.A. | 06/15/22 | (145,022 | ) | |||||||||||||||
USD | 2,600,000 | MXN | 52,675,579 | Bank of America N.A. | 06/15/22 | (14,751 | ) | |||||||||||||||
USD | 2,773,869 | MXN | 59,565,000 | Bank of America N.A. | 06/15/22 | (182,864 | ) | |||||||||||||||
USD | 10,464,920 | MXN | 224,722,782 | Bank of America N.A. | 06/15/22 | (690,042 | ) | |||||||||||||||
USD | 45,233 | PLN | 200,000 | BNP Paribas SA | 06/15/22 | (2,032 | ) | |||||||||||||||
USD | 920,885 | PLN | 4,000,000 | State Street Bank and Trust Co. | 06/15/22 | (24,409 | ) | |||||||||||||||
USD | 102,721 | SEK | 1,000,000 | Bank of America N.A. | 06/15/22 | (3,822 | ) | |||||||||||||||
USD | 1,047,203 | SEK | 10,000,000 | State Street Bank and Trust Co. | 06/15/22 | (18,233 | ) | |||||||||||||||
USD | 456,154 | SGD | 620,000 | Goldman Sachs International | 06/15/22 | (1,280 | ) | |||||||||||||||
USD | 995,642 | ZAR | 15,255,000 | State Street Bank and Trust Co. | 06/15/22 | (38,871 | ) | |||||||||||||||
USD | 1,000,000 | ZAR | 15,321,874 | State Street Bank and Trust Co. | 06/15/22 | (39,048 | ) | |||||||||||||||
USD | 4,734,540 | ZAR | 72,543,346 | State Street Bank and Trust Co. | 06/15/22 | (184,964 | ) | |||||||||||||||
USD | 9,840,000 | ZAR | 150,763,007 | State Street Bank and Trust Co. | 06/15/22 | (383,946 | ) | |||||||||||||||
USD | 734,660 | AUD | 1,000,000 | Northern Trust Co. | 06/17/22 | (14,576 | ) | |||||||||||||||
|
| |||||||||||||||||||||
(7,751,912 | ) | |||||||||||||||||||||
|
| |||||||||||||||||||||
$ | (3,302,882 | ) | ||||||||||||||||||||
|
|
Exchange-Traded Options Purchased
Description | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | |||||||||||||||||||
Call | ||||||||||||||||||||||||
Pandora A/S | 7 | 04/13/22 | DKK | 760.00 | DKK | 453 | $ | 209 | ||||||||||||||||
Alcoa Corp. | 28 | 04/14/22 | USD | 65.00 | USD | 252 | 70,210 | |||||||||||||||||
Amazon.com, Inc. | 2 | 04/14/22 | USD | 3,400.00 | USD | 652 | 4,755 | |||||||||||||||||
Apple, Inc. | 27 | 04/14/22 | USD | 185.00 | USD | 471 | 1,283 | |||||||||||||||||
Barclays PLC | 148 | 04/14/22 | GBP | 2.10 | GBP | 219 | 972 | |||||||||||||||||
BNP Paribas SA | 41 | 04/14/22 | EUR | 68.00 | EUR | 213 | 45 | |||||||||||||||||
Devon Energy Corp. | 274 | 04/14/22 | USD | 60.00 | USD | 1,620 | 53,019 | |||||||||||||||||
Diamondback Energy, Inc. | 22 | 04/14/22 | USD | 135.00 | USD | 302 | 14,410 | |||||||||||||||||
General Motors Co. | 125 | 04/14/22 | USD | 60.00 | USD | 547 | 188 | |||||||||||||||||
Hilton Worldwide Holdings, Inc. | 12 | 04/14/22 | USD | 150.00 | USD | 182 | 6,000 | |||||||||||||||||
InvesCo QQQ Trust | 114 | 04/14/22 | USD | 360.00 | USD | 4,133 | 97,755 | |||||||||||||||||
Marathon Oil Corp. | 84 | 04/14/22 | USD | 24.00 | USD | 211 | 13,944 | |||||||||||||||||
Marathon Oil Corp. | 84 | 04/14/22 | USD | 25.00 | USD | 211 | 8,946 | |||||||||||||||||
Occidental Petroleum Corp. | 25 | 04/14/22 | USD | 60.00 | USD | 142 | 3,225 | |||||||||||||||||
Shell plc | 157 | 04/14/22 | EUR | 24.00 | EUR | 392 | 16,066 | |||||||||||||||||
Starbucks Corp. | 32 | 04/14/22 | USD | 100.00 | USD | 291 | 384 | |||||||||||||||||
BP PLC | 53 | 05/20/22 | USD | 30.00 | USD | 156 | 6,175 |
25 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | 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) | ||||||||||||||||||||||||
CF Industries Holdings, Inc. | 49 | 05/20/22 | USD | 75.00 | USD | 505 | $ | 144,795 | ||||||||||||||||
CF Industries Holdings, Inc. | 30 | 05/20/22 | USD | 115.00 | USD | 309 | 12,900 | |||||||||||||||||
Chevron Corp. | 18 | 05/20/22 | USD | 155.00 | USD | 293 | 20,880 | |||||||||||||||||
Coupang, Inc. | 87 | 05/20/22 | USD | 25.00 | USD | 154 | 1,566 | |||||||||||||||||
CSX Corp. | 50 | 05/20/22 | USD | 40.00 | USD | 187 | 2,750 | |||||||||||||||||
Diamondback Energy, Inc. | 23 | 05/20/22 | USD | 150.00 | USD | 315 | 12,765 | |||||||||||||||||
Diamondback Energy, Inc. | 28 | 05/20/22 | USD | 155.00 | USD | 384 | 11,620 | |||||||||||||||||
Dynatrace, Inc. | 27 | 05/20/22 | USD | 55.00 | USD | 127 | 4,320 | |||||||||||||||||
Exxon Mobil Corp. | 37 | 05/20/22 | USD | 85.00 | USD | 306 | 9,731 | |||||||||||||||||
Freeport-McMoRan, Inc. | 13 | 05/20/22 | USD | 45.00 | USD | 65 | 8,092 | |||||||||||||||||
iShares iBoxx $ High Yield Corporate Bond ETF | 229 | 05/20/22 | USD | 82.00 | USD | 1,884 | 23,014 | |||||||||||||||||
Lloyds Banking Group PLC | 143 | 05/20/22 | GBP | 0.50 | GBP | 67 | 5,448 | |||||||||||||||||
Occidental Petroleum Corp. | 59 | 05/20/22 | USD | 55.00 | USD | 335 | 34,367 | |||||||||||||||||
Occidental Petroleum Corp. | 60 | 05/20/22 | USD | 60.00 | USD | 340 | 21,750 | |||||||||||||||||
Occidental Petroleum Corp. | 60 | 05/20/22 | USD | 65.00 | USD | 340 | 13,050 | |||||||||||||||||
Ovintiv Inc. | 134 | 05/20/22 | USD | 55.00 | USD | 725 | 54,940 | |||||||||||||||||
Schlumberger NV | �� | 19 | 05/20/22 | USD | 45.00 | USD | 78 | 2,660 | ||||||||||||||||
Tapestry, Inc. | 29 | 05/20/22 | USD | 40.00 | USD | 108 | 3,988 | |||||||||||||||||
Daimler AG | 13 | 06/17/22 | EUR | 66.00 | EUR | 83 | 2,617 | |||||||||||||||||
LyondellBasell Industries, NV Ordinary Shares Class | 31 | 06/17/22 | USD | 115.00 | USD | 319 | 4,883 | |||||||||||||||||
MGM Resorts International | 55 | 06/17/22 | USD | 55.00 | USD | 231 | 1,485 | |||||||||||||||||
Schlumberger NV | 34 | 06/17/22 | USD | 45.00 | USD | 140 | 6,715 | |||||||||||||||||
Marathon Oil Corp. | 84 | 07/15/22 | USD | 25.00 | USD | 211 | 24,108 | |||||||||||||||||
Marathon Oil Corp. | 84 | 07/15/22 | USD | 26.00 | USD | 211 | 20,160 | |||||||||||||||||
|
| |||||||||||||||||||||||
746,190 | ||||||||||||||||||||||||
|
| |||||||||||||||||||||||
Put | ||||||||||||||||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF | 155 | 04/14/22 | USD | 122.00 | USD | 1,875 | 27,435 | |||||||||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF | 306 | 04/14/22 | USD | 121.00 | USD | 3,701 | 34,425 | |||||||||||||||||
iShares Russell 2000 ETF | 47 | 04/14/22 | USD | 202.00 | USD | 965 | 11,632 | |||||||||||||||||
Snap, Inc., Class A | 47 | 04/14/22 | USD | 26.00 | USD | 169 | 141 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 85 | 04/14/22 | USD | 455.00 | USD | 3,839 | 56,610 | |||||||||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF | 306 | 05/20/22 | USD | 118.00 | USD | 3,701 | 35,190 | |||||||||||||||||
iShares Russell 2000 ETF | 97 | 05/20/22 | USD | 199.00 | USD | 1,991 | 48,597 | |||||||||||||||||
SPDR S&P 500 ETF Trust | 49 | 05/20/22 | USD | 410.00 | USD | 2,213 | 15,165 | |||||||||||||||||
|
| |||||||||||||||||||||||
229,195 | ||||||||||||||||||||||||
|
| |||||||||||||||||||||||
$ | 975,385 | |||||||||||||||||||||||
|
|
OTC Barrier Options Purchased
| ||||||||||||||||||||||||||||||||||||||||||||
Description | Type of Option | Counterparty | Number of Contracts | Expiration Date | Exercise Price | Barrier Price/Range | Notional Amount (000) | Value | ||||||||||||||||||||||||||||||||||||
| ||||||||||||||||||||||||||||||||||||||||||||
Call | ||||||||||||||||||||||||||||||||||||||||||||
USD Currency | One Touch | Morgan Stanley & Co. International PLC | — | 05/19/22 | COP | 4,100.00 | COP | 4,100.00 | USD | 274 | $ | 30,001 | ||||||||||||||||||||||||||||||||
S&P 500 Index | Up-and-out | Citibank N.A. | 919 | 06/17/22 | USD | 4,550.00 | USD | 4,600.00 | USD | 4,181 | 132,284 | |||||||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||||||||
162,285 | ||||||||||||||||||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||||||||
Put | ||||||||||||||||||||||||||||||||||||||||||||
EUR Currency | One Touch | UBS AG | — | 04/11/22 | SEK | 9.95 | SEK | 9.95 | EUR | 350 | 640 | |||||||||||||||||||||||||||||||||
USD Currency | One Touch | Bank of America N.A. | — | 04/18/22 | RUB | 66.00 | RUB | 66.00 | USD | 443 | 2,211 | |||||||||||||||||||||||||||||||||
USD Currency | One Touch | Bank of America N.A. | — | 03/28/23 | JPY | 105.00 | JPY | 105.00 | USD | 170 | 10,155 | |||||||||||||||||||||||||||||||||
USD Currency | One Touch | Bank of America N.A. | — | 03/28/23 | JPY | 105.00 | JPY | 105.00 | �� | USD | 170 | 10,155 | ||||||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||||||||
23,161 | ||||||||||||||||||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||||||||
$ | 185,446 | |||||||||||||||||||||||||||||||||||||||||||
|
|
SCHEDULE OF INVESTMENTS | 26 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. |
OTC Options Purchased
| ||||||||||||||||||||||||||||
Description | Counterparty | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | ||||||||||||||||||||||
| ||||||||||||||||||||||||||||
Call | ||||||||||||||||||||||||||||
EUR Currency | BNP Paribas S.A. | — | 04/07/22 | USD | 1.16 | EUR | 13,825 | $ | 107 | |||||||||||||||||||
EUR Currency | JPMorgan Chase Bank N.A. | — | 04/07/22 | USD | 1.16 | EUR | 13,825 | 107 | ||||||||||||||||||||
USD Currency | JPMorgan Chase Bank N.A. | — | 04/07/22 | CHF | 0.94 | USD | 2,210 | 1,624 | ||||||||||||||||||||
USD Currency | Bank Of America N.A. | — | 04/12/22 | ZAR | 15.50 | USD | 3,906 | 2,277 | ||||||||||||||||||||
EUR Currency | Bank Of America N.A. | — | 04/13/22 | CZK | 24.85 | EUR | 1,946 | 3,998 | ||||||||||||||||||||
USD Currency | UBS AG | — | 04/19/22 | CHF | 0.95 | USD | 2,150 | 1,574 | ||||||||||||||||||||
CF Industries Holdings, Inc. | Citibank N.A. | 6,900 | 05/20/22 | USD | 115.00 | USD | 711 | 29,670 | ||||||||||||||||||||
Mosaic Co. | Citibank N.A. | 12,250 | 05/20/22 | USD | 75.00 | USD | 815 | 36,321 | ||||||||||||||||||||
USD Currency | Bank Of America N.A. | — | 05/27/22 | ZAR | 15.00 | USD | 2,042 | 32,541 | ||||||||||||||||||||
USD Currency | Goldman Sachs International | — | 05/27/22 | MXN | 20.30 | USD | 3,066 | 39,493 | ||||||||||||||||||||
Tractor Supply Co. | JPMorgan Chase Bank N.A. | 563 | 07/15/22 | USD | 295.00 | USD | 131 | 1,182 | ||||||||||||||||||||
EUR Currency | Bank Of America N.A. | — | 08/05/22 | USD | 1.18 | EUR | 8,150 | 13,795 | ||||||||||||||||||||
EUR Currency | Credit Suisse International | — | 08/10/22 | USD | 1.21 | EUR | 4,810 | 3,799 | ||||||||||||||||||||
EUR Currency | JPMorgan Chase Bank N.A. | — | 08/10/22 | USD | 1.21 | EUR | 4,810 | 3,799 | ||||||||||||||||||||
|
| |||||||||||||||||||||||||||
170,287 | ||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||
Put | ||||||||||||||||||||||||||||
EUR Currency | Bank Of America N.A. | — | 04/08/22 | USD | 1.08 | EUR | 21,961 | 12,074 | ||||||||||||||||||||
EUR Currency | Deutsche Bank AG | — | 04/13/22 | USD | 1.13 | EUR | 17,187 | 414,041 | ||||||||||||||||||||
EUR Currency | UBS AG | — | 04/28/22 | SEK | 10.50 | EUR | 1,932 | 30,602 | ||||||||||||||||||||
EUR Currency | Morgan Stanley & Co. International PLC | — | 04/29/22 | USD | 1.10 | EUR | 37,643 | 329,812 | ||||||||||||||||||||
USD Currency | Barclays Bank PLC | — | 05/06/22 | CLP | 815.00 | USD | 4,284 | 163,422 | ||||||||||||||||||||
EUR Currency | Deutsche Bank AG | — | 05/12/22 | USD | 1.08 | EUR | 20,292 | 73,921 | ||||||||||||||||||||
USD Currency | JPMorgan Chase Bank N.A. | — | 05/12/22 | JPY | 116.00 | USD | 25,853 | 44,545 | ||||||||||||||||||||
EUR Currency | Bank Of America N.A. | — | 05/27/22 | USD | 1.10 | EUR | 60,000 | 488,918 | ||||||||||||||||||||
USD Currency | UBS AG | — | 05/27/22 | JPY | 120.00 | USD | 13,830 | 116,698 | ||||||||||||||||||||
USD Currency | Barclays Bank PLC | — | 09/21/22 | JPY | 115.00 | USD | 2,630 | 20,619 | ||||||||||||||||||||
|
| |||||||||||||||||||||||||||
1,694,652 | ||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||
$ | 1,864,939 | |||||||||||||||||||||||||||
|
|
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, 04/16/52 | | 3-Month LIBOR, 0.96% | | Quarterly | 1.50% | Semi-Annual | Morgan Stanley & Co. International PLC | 04/14/22 | 1.50 | % | USD | 18,728 | $ | 34 | ||||||||||||||||||||||||
30-Year Interest Rate Swap, 04/22/52 | | 3-Month LIBOR, 0.96% | | Quarterly | 1.60% | Semi-Annual | Goldman Sachs International | 04/20/22 | 0.02 | USD | 4,715 | 280 | ||||||||||||||||||||||||||
30-Year Interest Rate Swap, 04/22/52 | | 3-Month LIBOR, 0.96% | | Quarterly | 1.60% | Semi-Annual | Goldman Sachs International | 04/20/22 | 0.02 | USD | 4,714 | 280 | ||||||||||||||||||||||||||
10-Year Interest Rate Swap, 04/23/32 | | 3-Month LIBOR, 0.96% |
| Quarterly | 1.30% | Semi-Annual | Morgan Stanley & Co. International PLC | 04/21/22 | 0.01 | USD | 10,217 | 20 | ||||||||||||||||||||||||||
30-Year Interest Rate Swap, 07/07/52 | | 3-Month LIBOR, 0.96% | | Quarterly | 1.52% | Semi-Annual | Citibank N.A. | 07/05/22 | 0.01 | USD | 10,355 | 42,318 | ||||||||||||||||||||||||||
30-Year Interest Rate Swap, 07/08/52 | | 3-Month LIBOR, 0.96% | | Quarterly | 1.55% | Semi-Annual | Deutsche Bank AG | 07/06/22 | 0.01 | USD | 2,175 | 9,995 | ||||||||||||||||||||||||||
30-Year Interest Rate Swap, 07/08/52 | | 3-Month LIBOR, 0.96% | | Quarterly | 1.55% | Semi-Annual | Deutsche Bank AG | 07/06/22 | 0.02 | USD | 2,175 | 9,995 | ||||||||||||||||||||||||||
1-Year Interest Rate Swap, 03/18/24 | | 3-Month LIBOR, 0.96% | | Quarterly | 0.80% | Semi-Annual | Morgan Stanley & Co. International PLC | 03/16/23 | 0.80 | USD | 123,605 | 39,028 | ||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||
101,950 | ||||||||||||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||
Put | ||||||||||||||||||||||||||||||||||||||
10-Year Interest Rate Swap, 08/10/32 | 0.42% | Annual | | 1-Day JPOIS, 0.00% |
| Annual | BNP Paribas SA | 08/08/22 | 0.42 | JPY | 959,352 | 211 |
27 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. |
OTC Interest Rate Swaptions Purchased (continued)
| ||||||||||||||||||||||||||||||||||||||
|
| Paid by the Fund | Received by the Fund |
| Expiration | Exercise | Notional |
|
| |||||||||||||||||||||||||||||
Description | Rate | Frequency | Rate | Frequency | Counterparty | Date | Rate | Amount (000) | Value | |||||||||||||||||||||||||||||
| ||||||||||||||||||||||||||||||||||||||
Put (continued) | ||||||||||||||||||||||||||||||||||||||
| 10-Year Interest Rate Swap, 08/10/32 | 0.42% | Annual | | 1-Day JPOIS, 0.00% | | Annual | BNP Paribas SA | 08/08/22 | 0.42 | % | JPY | 479,676 | $ | 105 | |||||||||||||||||||||||
10-Year Interest Rate Swap, 09/18/32 | 1.36% | Annual | | 6-Month EURIBOR, (0.37%) | | Semi-Annual | Goldman Sachs International | 09/16/22 | 1.36 | EUR | 2,730 | 58,044 | ||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||
58,360 | ||||||||||||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||
$ | 160,310 | |||||||||||||||||||||||||||||||||||||
|
|
Exchange-Traded Options Written
| ||||||||||||||||||||||||||
Description | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | |||||||||||||||||||||
| ||||||||||||||||||||||||||
Call | ||||||||||||||||||||||||||
Alcoa Corp. | 28 | 04/14/22 | USD | 85.00 | USD | 252 | $ | (20,020 | ) | |||||||||||||||||
Alcoa Corp. | 37 | 04/14/22 | USD | 80.00 | USD | 333 | (40,422 | ) | ||||||||||||||||||
Amazon.com, Inc. | 2 | 04/14/22 | USD | 3,600.00 | USD | 652 | (760 | ) | ||||||||||||||||||
Barclays PLC | 148 | 04/14/22 | GBP | 2.30 | GBP | 219 | (9,235 | ) | ||||||||||||||||||
BNP Paribas SA | 41 | 04/14/22 | EUR | 76.00 | EUR | 213 | (272 | ) | ||||||||||||||||||
BP PLC | 48 | 04/14/22 | USD | 31.00 | USD | 141 | (1,224 | ) | ||||||||||||||||||
ConocoPhillips | 17 | 04/14/22 | USD | 110.00 | USD | 170 | (536 | ) | ||||||||||||||||||
Devon Energy Corp. | 19 | 04/14/22 | USD | 70.00 | USD | 112 | (266 | ) | ||||||||||||||||||
General Motors Co. | 125 | 04/14/22 | USD | 70.00 | USD | 547 | (125 | ) | ||||||||||||||||||
InvesCo QQQ Trust | 114 | 04/14/22 | USD | 375.00 | USD | 4,133 | (22,515 | ) | ||||||||||||||||||
Shell plc | 157 | 04/14/22 | EUR | 28.00 | EUR | 392 | (434 | ) | ||||||||||||||||||
Alcoa Corp. | 8 | 05/20/22 | USD | 90.00 | USD | 72 | (6,660 | ) | ||||||||||||||||||
Capri Holdings Limited | 35 | 05/20/22 | USD | 80.00 | USD | 180 | (455 | ) | ||||||||||||||||||
CF Industries Holdings, Inc. | 49 | 05/20/22 | USD | 90.00 | USD | 505 | (81,095 | ) | ||||||||||||||||||
CF Industries Holdings, Inc. | 7 | 05/20/22 | USD | 110.00 | USD | 72 | (4,025 | ) | ||||||||||||||||||
CF Industries Holdings, Inc. | 30 | 05/20/22 | USD | 130.00 | USD | 309 | (5,100 | ) | ||||||||||||||||||
Chevron Corp. | 18 | 05/20/22 | USD | 190.00 | USD | 293 | (1,251 | ) | ||||||||||||||||||
|
| |||||||||||||||||||||||||
(194,395 | ) | |||||||||||||||||||||||||
|
| |||||||||||||||||||||||||
Put | ||||||||||||||||||||||||||
Pandora A/S | 7 | 04/13/22 | DKK | 640.00 | DKK | 453 | (1,592 | ) | ||||||||||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF | 155 | 04/14/22 | USD | 119.00 | USD | 1,875 | (6,820 | ) | ||||||||||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF | 306 | 04/14/22 | USD | 116.00 | USD | 3,701 | (5,508 | ) | ||||||||||||||||||
iShares Russell 2000 ETF | 47 | 04/14/22 | USD | 190.00 | USD | 965 | (2,350 | ) | ||||||||||||||||||
Snap, Inc., Class A | 47 | 04/14/22 | USD | 19.00 | USD | 169 | (47 | ) | ||||||||||||||||||
Starbucks Corp. | 32 | 04/14/22 | USD | 80.00 | USD | 291 | (416 | ) | ||||||||||||||||||
10-Year U.S. Treasury Note Future | 33 | 04/22/22 | USD | 123.00 | USD | 4,051 | (30,422 | ) | ||||||||||||||||||
10-Year U.S. Treasury Note Future | 10 | 04/22/22 | USD | 121.50 | USD | 1,228 | (3,906 | ) | ||||||||||||||||||
Chevron Corp. | 18 | 05/20/22 | USD | 130.00 | USD | 293 | (999 | ) | ||||||||||||||||||
CSX Corp. | 50 | 05/20/22 | USD | 30.00 | USD | 187 | (625 | ) | ||||||||||||||||||
Dynatrace, Inc. | 27 | 05/20/22 | USD | 40.00 | USD | 127 | (3,713 | ) | ||||||||||||||||||
Exxon Mobil Corp. | 9 | 05/20/22 | USD | 70.00 | USD | 74 | (558 | ) | ||||||||||||||||||
Freeport-McMoRan, Inc. | 13 | 05/20/22 | USD | 35.00 | USD | 65 | (260 | ) | ||||||||||||||||||
iShares iBoxx $ High Yield Corporate Bond ETF | 301 | 05/20/22 | USD | 76.00 | USD | 2,477 | (8,127 | ) | ||||||||||||||||||
iShares iBoxx $ High Yield Corporate Bond ETF | 229 | 05/20/22 | USD | 75.00 | USD | 1,884 | (5,267 | ) | ||||||||||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF | 306 | 05/20/22 | USD | 113.00 | USD | 3,701 | (11,475 | ) | ||||||||||||||||||
iShares Russell 2000 ETF | 97 | 05/20/22 | USD | 182.00 | USD | 1,991 | (17,411 | ) | ||||||||||||||||||
Lloyds Banking Group PLC | 143 | 05/20/22 | GBP | 0.44 | GBP | 67 | (6,293 | ) | ||||||||||||||||||
Schlumberger NV | 19 | 05/20/22 | USD | 35.00 | USD | 78 | (1,264 | ) | ||||||||||||||||||
SPDR S&P 500 ETF Trust | 74 | 05/20/22 | USD | 380.00 | USD | 3,342 | (9,324 | ) | ||||||||||||||||||
Tapestry, Inc. | 29 | 05/20/22 | USD | 27.50 | USD | 108 | (798 | ) | ||||||||||||||||||
Daimler AG | 13 | 06/17/22 | EUR | 50.00 | EUR | 83 | (2,272 | ) | ||||||||||||||||||
LyondellBasell Industries, NV Ordinary Shares Class | 31 | 06/17/22 | USD | 90.00 | USD | 319 | (6,742 | ) |
SCHEDULE OF INVESTMENTS | 28 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | 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) | ||||||||||||||||||||||
MGM Resorts International | 55 | 06/17/22 | USD | 40.00 | USD | 231 | $ | (13,172 | ) | |||||||||||||
Schlumberger NV | 34 | 06/17/22 | USD | 35.00 | USD | 140 | (3,791 | ) | ||||||||||||||
|
| |||||||||||||||||||||
(143,152 | ) | |||||||||||||||||||||
|
| |||||||||||||||||||||
$ | (337,547 | ) | ||||||||||||||||||||
|
|
OTC Options Written
Description | Counterparty | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | ||||||||||||||||||||
Call | ||||||||||||||||||||||||||
EUR Currency | BNP Paribas S.A. | — | 04/07/22 | USD | 1.18 | EUR | 13,825 | $ | (15 | ) | ||||||||||||||||
EUR Currency | JPMorgan Chase Bank N.A. | — | 04/07/22 | USD | 1.18 | EUR | 13,825 | (15 | ) | |||||||||||||||||
USD Currency | JPMorgan Chase Bank N.A. | — | 04/07/22 | CHF | 0.95 | USD | 2,210 | (442 | ) | |||||||||||||||||
USD Currency | Bank Of America N.A. | — | 04/12/22 | ZAR | 16.25 | USD | 5,580 | (368 | ) | |||||||||||||||||
USD Currency | UBS AG | — | 04/19/22 | CHF | 0.96 | USD | 2,150 | (763 | ) | |||||||||||||||||
EUR Currency | UBS AG | — | 04/28/22 | SEK | 10.80 | EUR | 966 | (1,167 | ) | |||||||||||||||||
USD Currency | Goldman Sachs International | — | 04/28/22 | TRY | 15.00 | USD | 1,620 | (48,655 | ) | |||||||||||||||||
USD Currency | Barclays Bank PLC | — | 05/06/22 | CLP | 855.00 | USD | 2,142 | (5,214 | ) | |||||||||||||||||
USD Currency | Bank Of America N.A. | — | 05/27/22 | ZAR | 15.70 | USD | 3,064 | (18,991 | ) | |||||||||||||||||
USD Currency | Goldman Sachs International | — | 05/27/22 | MXN | 20.70 | USD | 4,600 | (35,089 | ) | |||||||||||||||||
|
| |||||||||||||||||||||||||
(110,719 | ) | |||||||||||||||||||||||||
|
| |||||||||||||||||||||||||
Put | ||||||||||||||||||||||||||
EUR Currency | Bank Of America N.A. | — | 04/08/22 | USD | 1.05 | EUR | 21,961 | (778 | ) | |||||||||||||||||
USD Currency | Bank Of America N.A. | — | 04/08/22 | RUB | 72.00 | USD | 1,702 | (22,904 | ) | |||||||||||||||||
USD Currency | Citibank N.A. | — | 04/08/22 | RUB | 72.00 | USD | 5,589 | (75,211 | ) | |||||||||||||||||
EUR Currency | Deutsche Bank AG | — | 04/13/22 | USD | 1.11 | EUR | 17,187 | (110,241 | ) | |||||||||||||||||
EUR Currency | Morgan Stanley & Co. International PLC | — | 04/29/22 | USD | 1.07 | EUR | 37,643 | (53,594 | ) | |||||||||||||||||
USD Currency | Barclays Bank PLC | — | 05/06/22 | CLP | 795.00 | USD | 4,284 | (89,424 | ) | |||||||||||||||||
EUR Currency | Deutsche Bank AG | — | 05/12/22 | USD | 1.06 | EUR | 20,292 | (32,415 | ) | |||||||||||||||||
EUR Currency | Deutsche Bank AG | — | 05/12/22 | USD | 1.04 | EUR | 10,146 | (7,464 | ) | |||||||||||||||||
USD Currency | JPMorgan Chase Bank N.A. | — | 05/12/22 | JPY | 112.00 | USD | 25,853 | (13,159 | ) | |||||||||||||||||
EUR Currency | Bank Of America N.A. | — | 05/27/22 | USD | 1.08 | EUR | 90,000 | (344,685 | ) | |||||||||||||||||
USD Currency | UBS AG | — | 05/27/22 | JPY | 116.00 | USD | 13,830 | (32,196 | ) | |||||||||||||||||
Tractor Supply Co. | JPMorgan Chase Bank N.A. | 563 | 07/15/22 | USD | 210.00 | USD | 131 | (2,140 | ) | |||||||||||||||||
S&P 500 Index | Citibank N.A. | 616 | 09/16/22 | USD | 3,700.00 | USD | 2,791 | (43,870 | ) | |||||||||||||||||
USD Currency | Barclays Bank PLC | — | 09/21/22 | JPY | 112.00 | USD | 2,630 | (12,166 | ) | |||||||||||||||||
|
| |||||||||||||||||||||||||
(840,247 | ) | |||||||||||||||||||||||||
|
| |||||||||||||||||||||||||
$ | (950,966 | ) | ||||||||||||||||||||||||
|
|
OTC Interest Rate Swaptions Written
| ||||||||||||||||||||||||||||||||||||||
|
| Paid by the Fund | Received by the Fund |
| Expiration Date | Exercise Rate | Notional Amount (000) | Value |
| |||||||||||||||||||||||||||||
Description |
Rate |
Frequency |
Rate |
Frequency |
Counterparty | |||||||||||||||||||||||||||||||||
| ||||||||||||||||||||||||||||||||||||||
Call | ||||||||||||||||||||||||||||||||||||||
2-Year Interest Rate Swap, 02/17/25 | 1.40% | Semi-Annual | | 1-Day SOFR, 0.33% | | Quarterly | Morgan Stanley & Co. International PLC | 02/15/23 | 1.40 | % | USD | 49,553 | $ | (86,899) | ||||||||||||||||||||||||
1-Year Interest Rate Swap, 03/18/24 | 0.40% | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | Morgan Stanley & Co. International PLC | 03/16/23 | 0.40 | USD | 123,605 | (24,075) | ||||||||||||||||||||||||||
1-Year Interest Rate Swap, 03/18/24 | 0.60% | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | Morgan Stanley & Co. International PLC | 03/16/23 | 0.60 | USD | 123,604 | (30,564) | ||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||
(141,538) | ||||||||||||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||
Put | ||||||||||||||||||||||||||||||||||||||
10-Year Interest Rate Swap, 09/18/32 | | 6-Month EURIBOR, (0.37%) | | Semi-Annual | 1.66% | Annual | Goldman Sachs International | 09/16/22 | 1.66 | EUR | 2,730 | (31,716) | ||||||||||||||||||||||||||
2-Year Interest Rate Swap, 02/17/25 | | 1-Day SOFR, 0.33% | | Quarterly | 2.60% | Semi-Annual | Morgan Stanley & Co. International PLC | 02/15/23 | 2.60 | USD | 49,553 | (551,859) |
29 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. |
OTC Interest Rate Swaptions Written (continued)
| ||||||||||||||||||||||||||||||||||||||
|
| Paid by the Fund | Received by the Fund | Counterparty | Expiration Date | Exercise Rate | Notional Amount | Value |
| |||||||||||||||||||||||||||||
Description |
Rate |
Frequency |
Rate |
Frequency | ||||||||||||||||||||||||||||||||||
| ||||||||||||||||||||||||||||||||||||||
Put (continued) | ||||||||||||||||||||||||||||||||||||||
| 2-Year Interest Rate Swap, | | 1-Day SOFR, 0.33% | | Quarterly | 2.70% | Semi-Annual | Morgan Stanley & Co. International PLC | 02/15/23 | 2.70% | USD | 49,553 | $ | (505,151 | ) | |||||||||||||||||||||||
10-Year Interest Rate Swap, | | 1-Day SOFR, 0.33% | | Quarterly | 3.27% | Semi-Annual | Goldman Sachs International | 03/23/23 | 3.27 | USD | 35,317 | (316,414 | ) | |||||||||||||||||||||||||
10-Year Interest Rate Swap, | | 1-Day SOFR, 0.33% | | Quarterly | 3.28% | Semi-Annual | Goldman Sachs International | 03/24/23 | 3.28 | USD | 11,507 | (102,010 | ) | |||||||||||||||||||||||||
5-Year Interest Rate Swap, | | 3-Month LIBOR, 0.96% | | Quarterly | 3.04% | Semi-Annual | Barclays Bank PLC | 06/15/26 | 0.03 | USD | 18,060 | (417,930 | ) | |||||||||||||||||||||||||
5-Year Interest Rate Swap, | | 3-Month LIBOR, 0.96% | | Quarterly | 3.04% | Semi-Annual | Barclays Bank PLC | 06/15/26 | 0.03 | USD | 18,066 | (418,060 | ) | |||||||||||||||||||||||||
5-Year Interest Rate Swap, | | 3-Month LIBOR, 0.96% | | Quarterly | 3.04% | Semi-Annual | Morgan Stanley & Co. International PLC | 06/30/26 | 0.03 | USD | 16,677 | (387,508 | ) | |||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||
(2,730,648 | ) | |||||||||||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||
$ | (2,872,186 | ) | ||||||||||||||||||||||||||||||||||||
|
|
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 | $ | (51,332 | ) | $ | (54,118 | ) | $ | 2,786 | ||||||||||||||||||||||
ITRAXX.EUR.37.V1 | 1.00 | Quarterly | 06/20/27 | EUR | 1,910 | (29,449 | ) | (23,269 | ) | (6,180 | ) | |||||||||||||||||||||||||
ITRAXX.FINSR.37.V1 | 1.00 | Quarterly | 06/20/27 | EUR | 1,861 | (20,457 | ) | (15,610 | ) | (4,847 | ) | |||||||||||||||||||||||||
ITRAXX.FINSUB.37.V1 | 1.00 | Quarterly | 06/20/27 | EUR | 931 | 26,886 | 30,512 | (3,626 | ) | |||||||||||||||||||||||||||
ITRAXX.XO.37.V1 | 5.00 | Quarterly | 06/20/27 | EUR | 139 | (11,465 | ) | (10,536 | ) | (929 | ) | |||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||
$ | (85,817 | ) | $ | (73,021 | ) | $ | (12,796 | ) | ||||||||||||||||||||||||||||
|
|
|
|
|
|
Centrally Cleared Interest Rate Swaps
Effective Date | Termination Date | Notional Amount (000) | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) |
| ||||||||||||||||||||||||||||||
Paid by the Fund | Received by the Fund | |||||||||||||||||||||||||||||||||||
Rae |
Frequency |
Rate |
Frequency | |||||||||||||||||||||||||||||||||
1-Month MXIBOR, 6.72% | Monthly | 4.42% | Monthly | N/A | 02/28/23 | MXN | 34,384 | $ | (57,978 | ) | $ | 3 | $ | (57,981 | ) | |||||||||||||||||||||
1-Month MXIBOR, 6.72% | Monthly | 4.50% | Monthly | N/A | 03/03/23 | MXN | 34,373 | (59,310 | ) | 3 | (59,313 | ) | ||||||||||||||||||||||||
1-Day ESTR, 960.68% | Monthly | (0.44%) | Monthly | 10/17/22 | (a) | 10/17/23 | EUR | 9,940 | (95,462 | ) | 37 | (95,499 | ) | |||||||||||||||||||||||
1-Month MXIBOR, 6.72% | Monthly | 4.68% | Monthly | N/A | 02/27/24 | MXN | 24,395 | (84,772 | ) | 4 | (84,776 | ) | ||||||||||||||||||||||||
1-Month MXIBOR, 6.72% | Monthly | 4.86% | Monthly | N/A | 03/01/24 | MXN | 24,395 | (82,339 | ) | 4 | (82,343 | ) | ||||||||||||||||||||||||
1-Day SOFR, 0.33% | Annual | 1.13% | Annual | N/A | 03/07/24 | USD | 53,146 | (1,082,657 | ) | 227 | (1,082,884 | ) | ||||||||||||||||||||||||
0.40% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 03/08/24 | USD | 92,780 | 3,651,986 | 265 | 3,651,721 | ||||||||||||||||||||||||||
1-Day SOFR, 0.33% | Annual | 1.13% | Annual | N/A | 03/08/24 | USD | 78,484 | (1,604,135 | ) | 336 | (1,604,471 | ) | ||||||||||||||||||||||||
0.44% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 03/11/24 | USD | 100,000 | 3,896,619 | 287 | 3,896,332 | ||||||||||||||||||||||||||
1-Day SOFR, 0.33% | Annual | 1.08% | Annual | N/A | 03/18/24 | USD | 107,840 | (2,381,631 | ) | 468 | (2,382,099 | ) | ||||||||||||||||||||||||
0.45% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 03/19/24 | USD | 23,502 | 933,330 | 68 | 933,262 | ||||||||||||||||||||||||||
0.44% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 03/22/24 | USD | 52,000 | 2,081,704 | 263 | 2,081,441 | ||||||||||||||||||||||||||
0.51% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 07/13/24 | USD | 15,789 | 712,764 | 92 | 712,672 | ||||||||||||||||||||||||||
0.55% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 07/16/24 | USD | 23,714 | 1,049,041 | 139 | 1,048,902 | ||||||||||||||||||||||||||
0.55% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 07/20/24 | USD | 15,854 | 705,725 | 93 | 705,632 | ||||||||||||||||||||||||||
0.55% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 07/20/24 | USD | 7,927 | 352,573 | 47 | 352,526 | ||||||||||||||||||||||||||
0.49% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 07/23/24 | USD | 15,880 | 729,032 | 93 | 728,939 | ||||||||||||||||||||||||||
0.49% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 07/23/24 | USD | 15,880 | 730,191 | 94 | 730,097 | ||||||||||||||||||||||||||
0.56% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 08/12/24 | USD | 23,993 | 1,098,361 | 145 | 1,098,216 | ||||||||||||||||||||||||||
0.57% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 08/13/24 | USD | 15,662 | 713,250 | 95 | 713,155 | ||||||||||||||||||||||||||
0.57% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 08/27/24 | USD | 8,168 | 380,600 | 50 | 380,550 | ||||||||||||||||||||||||||
0.57% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 08/27/24 | USD | 8,168 | 380,104 | 50 | 380,054 | ||||||||||||||||||||||||||
0.57% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 08/27/24 | USD | 8,086 | 376,010 | 50 | 375,960 | ||||||||||||||||||||||||||
0.57% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 08/27/24 | USD | 8,209 | 381,367 | 50 | 381,317 | ||||||||||||||||||||||||||
0.57% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 08/27/24 | USD | 8,209 | 380,989 | 50 | 380,939 |
SCHEDULE OF INVESTMENTS | 30 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. |
Centrally Cleared Interest Rate Swaps (continued)
Paid by the Fund |
Received by the Fund | Effective Date | Termination Date | Notional Amount (000) | Value | Upfront Paid (Received) | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | |||||||||||||||||||||||||||||||||
0.50% | Monthly | 1-Day ESTR, 960.68% | Monthly | 02/06/24 | (a) | 02/06/25 | EUR | 12,290 | $ | 76,491 | $ | 1,113 | $ | 75,378 | ||||||||||||||||||||||
2.00% | Annual | 1-Day SOFR, 0.33% | Annual | 02/17/23 | (a) | 02/17/25 | USD | 13,940 | 194,116 | 62 | 194,054 | |||||||||||||||||||||||||
0.52% | Monthly | 1-Day ESTR, 960.68% | Monthly | 02/20/24 | (a) | 02/20/25 | EUR | 2,010 | 12,007 | (150 | ) | 12,157 | ||||||||||||||||||||||||
0.60% | Monthly | 1-Day ESTR, 960.68% | Monthly | 02/20/24 | (a) | 02/20/25 | EUR | 4,020 | 20,288 | (1,372 | ) | 21,660 | ||||||||||||||||||||||||
0.64% | Monthly | 1-Day ESTR, 960.68% | Monthly | 02/20/24 | (a) | 02/20/25 | EUR | 8,020 | 37,036 | 670 | 36,366 | |||||||||||||||||||||||||
0.55% | Annual | 1-Day ESTR, 960.68% | Annual | 03/21/23 | (a) | 03/21/25 | EUR | 9,710 | 88,684 | (5,281 | ) | 93,965 | ||||||||||||||||||||||||
0.64% | Annual | 1-Day ESTR, 960.68% | Annual | 03/23/23 | (a) | 03/23/25 | EUR | 4,900 | 35,569 | 26 | 35,543 | |||||||||||||||||||||||||
0.70% | Annual | 1-Day ESTR, 960.68% | Annual | 03/24/23 | (a) | 03/24/25 | EUR | 4,900 | 28,745 | 26 | 28,719 | |||||||||||||||||||||||||
0.73% | Annual | 1-Day ESTR, 960.68% | Annual | 03/27/23 | (a) | 03/27/25 | EUR | 9,530 | 50,160 | 50 | 50,110 | |||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 0.46% | Semi-Annual | N/A | 11/23/25 | USD | 8,405 | (616,139 | ) | 114 | (616,253 | ) | ||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 0.39% | Semi-Annual | N/A | 02/10/26 | USD | 20,840 | (1,684,113 | ) | 149 | (1,684,262 | ) | ||||||||||||||||||||||||
0.68% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 02/19/26 | USD | 12,034 | 843,541 | 87 | 843,454 | ||||||||||||||||||||||||||
0.70% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 02/22/26 | USD | 3,289 | 228,627 | 24 | 228,603 | ||||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 0.83% | Semi-Annual | N/A | 03/08/26 | USD | 22,775 | (1,484,512 | ) | 166 | (1,484,678 | ) | ||||||||||||||||||||||||
0.60% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 04/08/26 | USD | 54,466 | 4,006,381 | 409 | 4,005,972 | ||||||||||||||||||||||||||
0.62% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 04/08/26 | USD | 22,427 | 1,630,384 | 168 | 1,630,216 | ||||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 0.85% | Semi-Annual | N/A | 04/08/26 | USD | 54,466 | (3,420,448 | ) | 409 | (3,420,857 | ) | ||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 0.87% | Semi-Annual | N/A | 04/08/26 | USD | 22,427 | (1,389,119 | ) | 168 | (1,389,287 | ) | ||||||||||||||||||||||||
0.63% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 05/26/26 | USD | 55,869 | 4,158,694 | 434 | 4,158,260 | ||||||||||||||||||||||||||
0.64% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 05/27/26 | USD | 84,240 | 6,241,510 | 654 | 6,240,856 | ||||||||||||||||||||||||||
0.85% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 05/27/26 | USD | 28,080 | 1,827,845 | 218 | 1,827,627 | ||||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 0.87% | Semi-Annual | N/A | 07/13/26 | USD | 9,304 | (625,908 | ) | 73 | (625,981 | ) | ||||||||||||||||||||||||
0.94% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 10/14/26 | USD | 5,483 | 357,096 | 45 | 357,051 | ||||||||||||||||||||||||||
1.17% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 10/14/26 | USD | 9,208 | 501,275 | 77 | 501,198 | ||||||||||||||||||||||||||
1.15% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 11/10/26 | USD | 22,414 | 1,262,995 | 192 | 1,262,803 | ||||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 1.39% | Semi-Annual | N/A | 01/07/27 | USD | 40,270 | (1,971,731 | ) | 354 | (1,972,085 | ) | ||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 1.42% | Semi-Annual | N/A | 01/10/27 | USD | 16,315 | (777,456 | ) | 144 | (777,600 | ) | ||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 1.47% | Semi-Annual | N/A | 01/14/27 | USD | 5,755 | (261,491 | ) | 51 | (261,542 | ) | ||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 1.63% | Semi-Annual | N/A | 02/09/27 | USD | 54,116 | (2,114,098 | ) | 485 | (2,114,583 | ) | ||||||||||||||||||||||||
1-Day SOFR, 0.33% | Annual | 1.56% | Annual | N/A | 03/07/27 | USD | 26,573 | (827,877 | ) | 242 | (828,119 | ) | ||||||||||||||||||||||||
0.77% | Annual | 6-Month EURIBOR, (0.37%) | Semi-Annual | N/A | 03/17/27 | EUR | 1,980 | 20,499 | (1,244 | ) | 21,743 | |||||||||||||||||||||||||
1-Day ESTR, 960.68% | Monthly | 0.85% | Monthly | 03/20/26 | (a) | 03/20/27 | EUR | 19,660 | (16,406 | ) | 10,662 | (27,068 | ) | |||||||||||||||||||||||
1-Day ESTR, 960.68% | Monthly | 0.87% | Monthly | 03/25/26 | (a) | 03/25/27 | EUR | 19,910 | (11,622 | ) | 140 | (11,762 | ) | |||||||||||||||||||||||
1-Day ESTR, 960.68% | Monthly | 1.01% | Monthly | 03/30/26 | (a) | 03/30/27 | EUR | 20,050 | 17,600 | 111 | 17,489 | |||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 0.66% | Semi-Annual | N/A | 09/25/30 | USD | 1,243 | (170,899 | ) | 22 | (170,921 | ) | ||||||||||||||||||||||||
0.71% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 09/25/30 | USD | 1,243 | 166,152 | 22 | 166,130 | ||||||||||||||||||||||||||
5.81% | Monthly | 1-Month MXIBOR, 6.72% | Monthly | N/A | 10/17/30 | MXN | 60,000 | 453,380 | 51 | 453,329 | ||||||||||||||||||||||||||
5.89% | Monthly | 1-Month MXIBOR, 6.72% | Monthly | N/A | 10/22/30 | MXN | 100,000 | 730,565 | 85 | 730,480 | ||||||||||||||||||||||||||
0.81% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 11/23/30 | USD | 5,481 | 681,363 | 102 | 681,261 | ||||||||||||||||||||||||||
1.17% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 02/04/31 | USD | 9,608 | 947,058 | 138 | 946,920 | ||||||||||||||||||||||||||
1.20% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 02/05/31 | USD | 2,857 | 276,612 | 41 | 276,571 | ||||||||||||||||||||||||||
5.52% | Monthly | 1-Month MXIBOR, 6.72% | Monthly | N/A | 02/11/31 | MXN | 120,000 | 1,040,319 | 7,715 | 1,032,604 | ||||||||||||||||||||||||||
6-Month EURIBOR, (0.37%) | Semi-Annual | 0.60% | Annual | N/A | 02/15/31 | EUR | 2,330 | (118,157 | ) | 41 | (118,198 | ) | ||||||||||||||||||||||||
6-Month EURIBOR, (0.37%) | Semi-Annual | 0.77% | Annual | N/A | 02/15/31 | EUR | 2,290 | (79,859 | ) | 40 | (79,899 | ) | ||||||||||||||||||||||||
6-Month EURIBOR, (0.37%) | Semi-Annual | 0.79% | Annual | N/A | 02/15/31 | EUR | 2,320 | (75,927 | ) | 40 | (75,967 | ) | ||||||||||||||||||||||||
6-Month EURIBOR, (0.37%) | Semi-Annual | 0.82% | Annual | N/A | 02/15/31 | EUR | 2,310 | (69,719 | ) | 41 | (69,760 | ) | ||||||||||||||||||||||||
6-Month EURIBOR, (0.37%) | Semi-Annual | 1.24% | Annual | 06/10/22 | (a) | 02/15/31 | EUR | 620 | 3,456 | 11 | 3,445 | |||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 1.40% | Semi-Annual | N/A | 04/07/31 | USD | 41,944 | (3,227,989 | ) | 623 | (3,228,612 | ) | ||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 1.42% | Semi-Annual | N/A | 04/08/31 | USD | 12,190 | (917,537 | ) | 181 | (917,718 | ) | ||||||||||||||||||||||||
1.57% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 05/27/31 | USD | 7,833 | 506,698 | 118 | 506,580 | ||||||||||||||||||||||||||
1.54% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 05/28/31 | USD | 1,391 | 93,460 | 21 | 93,439 | ||||||||||||||||||||||||||
2.18% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | 06/17/26 | (a) | 06/17/31 | USD | 11,926 | 50,006 | 111 | 49,895 | |||||||||||||||||||||||||
2.18% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | 06/17/26 | (a) | 06/17/31 | USD | 12,100 | 51,388 | 113 | 51,275 | |||||||||||||||||||||||||
2.16% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | 06/18/26 | (a) | 06/18/31 | USD | 12,100 | 60,405 | 113 | 60,292 | |||||||||||||||||||||||||
1.99% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | 07/02/26 | (a) | 07/02/31 | USD | 5,003 | 61,974 | 47 | 61,927 | |||||||||||||||||||||||||
1.99% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | 07/02/26 | (a) | 07/02/31 | USD | 11,674 | 142,603 | 109 | 142,494 | |||||||||||||||||||||||||
0.02% | Annual | 6-Month EURIBOR, (0.37%) | Semi-Annual | N/A | 08/26/31 | EUR | 8,789 | 999,610 | 168 | 999,442 | ||||||||||||||||||||||||||
1.40% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 10/12/31 | USD | 7,023 | 569,173 | 107 | 569,066 | ||||||||||||||||||||||||||
1.38% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 10/14/31 | USD | 4,274 | 353,158 | 65 | 353,093 | ||||||||||||||||||||||||||
1.38% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 10/14/31 | USD | 6,215 | 515,139 | 95 | 515,044 | ||||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 1.59% | Semi-Annual | N/A | 10/14/31 | USD | 32,337 | (2,067,491 | ) | 503 | (2,067,994 | ) |
31 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | 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 Premium Paid | Unrealized Appreciation | ||||||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | Amount (000) | Value | (Received) | (Depreciation) | |||||||||||||||||||||||||||
| 6-Month EURIBOR, (0.37%) | Semi-Annual | 0.22% | Annual | N/A | 10/19/31 | EUR | 215 | $ | (19,940 | ) | $ | (44 | ) | $ | (19,896 | ) | |||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 1.62% | Semi-Annual | N/A | 11/19/31 | USD | 22,175 | (1,398,545 | ) | 348 | (1,398,893 | ) | ||||||||||||||||||||||
1.44% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 11/26/31 | USD | 3,889 | 308,586 | 60 | 308,526 | ||||||||||||||||||||||||
1.41% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 11/30/31 | USD | 2,702 | 222,186 | 42 | 222,144 | ||||||||||||||||||||||||
1-Month MXIBOR, 6.72% | Monthly | 7.60% | Monthly | N/A | 01/01/32 | MXN | 60,938 | (118,313 | ) | 20 | (118,333 | ) | ||||||||||||||||||||||
1-Month MXIBOR, 6.72% | Monthly | 7.57% | Monthly | N/A | 01/12/32 | MXN | 69,665 | (145,056 | ) | 22 | (145,078 | ) | ||||||||||||||||||||||
1-Month MXIBOR, 6.72% | Monthly | 7.53% | Monthly | N/A | 01/23/32 | MXN | 41,083 | (89,917 | ) | 32 | (89,949 | ) | ||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 1.76% | Semi-Annual | N/A | 01/28/32 | USD | 33,147 | (1,820,707 | ) | 527 | (1,821,234 | ) | ||||||||||||||||||||||
1-Month MXIBOR, 6.72% | Monthly | 7.61% | Monthly | N/A | 01/28/32 | MXN | 50,000 | (95,572 | ) | 39 | (95,611 | ) | ||||||||||||||||||||||
1-Month MXIBOR, 6.72% | Monthly | 7.68% | Monthly | N/A | 01/30/32 | MXN | 29,564 | (49,815 | ) | 23 | (49,838 | ) | ||||||||||||||||||||||
6-Month EURIBOR, (0.37%) | Semi-Annual | 1.06% | Annual | N/A | 03/17/32 | EUR | 2,030 | (26,320 | ) | (3,235 | ) | (23,085 | ) | |||||||||||||||||||||
1-Month MXIBOR, 6.72% | Monthly | 8.29% | Monthly | N/A | 03/17/32 | MXN | 35,197 | 15,404 | 28 | 15,376 | ||||||||||||||||||||||||
1.70% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 11/26/41 | USD | 2,087 | 224,975 | 49 | 224,926 | ||||||||||||||||||||||||
1.30% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 11/19/50 | USD | 5,222 | 1,104,331 | 145 | 1,104,186 | ||||||||||||||||||||||||
1.22% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 11/27/50 | USD | 6,800 | 1,558,618 | 189 | 1,558,429 | ||||||||||||||||||||||||
1.45% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 12/11/50 | USD | 1,791 | 322,453 | 50 | 322,403 | ||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 1.20% | Semi-Annual | N/A | 12/22/50 | USD | 7,691 | (1,807,281 | ) | 214 | (1,807,495 | ) | ||||||||||||||||||||||
1.27% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 12/30/50 | USD | 6,800 | 1,495,376 | 189 | 1,495,187 | ||||||||||||||||||||||||
1.45% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 01/07/51 | USD | 6,212 | 1,134,586 | 187 | 1,134,399 | ||||||||||||||||||||||||
1.52% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 01/08/51 | USD | 2,120 | 352,791 | 64 | 352,727 | ||||||||||||||||||||||||
1.63% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 01/25/51 | USD | 4,697 | 676,232 | 142 | 676,090 | ||||||||||||||||||||||||
1.48% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 01/28/51 | USD | 7,179 | 1,260,473 | 217 | 1,260,256 | ||||||||||||||||||||||||
1.58% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 02/01/51 | USD | 4,957 | 768,956 | 150 | 768,806 | ||||||||||||||||||||||||
1.66% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 02/04/51 | USD | 5,469 | 748,022 | 165 | 747,857 | ||||||||||||||||||||||||
1.68% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 02/05/51 | USD | 2,857 | 378,654 | 87 | 378,567 | ||||||||||||||||||||||||
0.89% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 02/10/51 | USD | 3,789 | 1,153,814 | 115 | 1,153,699 | ||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 1.24% | Semi-Annual | N/A | 02/10/51 | USD | 5,684 | (1,299,363 | ) | 172 | (1,299,535 | ) | ||||||||||||||||||||||
1.91% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 02/22/51 | USD | 1,118 | 92,738 | 34 | 92,704 | ||||||||||||||||||||||||
2.01% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 05/27/51 | USD | 4,052 | 229,259 | 126 | 229,133 | ||||||||||||||||||||||||
1.97% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 05/28/51 | USD | 668 | 43,158 | 21 | 43,137 | ||||||||||||||||||||||||
2.04% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 06/07/51 | USD | 1,266 | 65,131 | 39 | 65,092 | ||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 1.83% | Semi-Annual | N/A | 06/22/51 | USD | 4,593 | (453,122 | ) | 142 | (453,264 | ) | ||||||||||||||||||||||
1.63% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 08/23/51 | USD | 1,028 | 149,280 | 31 | 149,249 | ||||||||||||||||||||||||
1.85% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 10/15/51 | USD | 1,508 | 135,541 | 47 | 135,494 | ||||||||||||||||||||||||
1.82% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 10/18/51 | USD | 2,342 | 226,500 | 73 | 226,427 | ||||||||||||||||||||||||
3-Month LIBOR, 0.96% | Quarterly | 1.84% | Semi-Annual | N/A | 11/08/51 | USD | 2,545 | (239,404 | ) | 79 | (239,483 | ) | ||||||||||||||||||||||
1.71% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 11/30/51 | USD | 989 | 122,687 | 30 | 122,657 | ||||||||||||||||||||||||
1.96% | Semi-Annual | 3-Month LIBOR, 0.96% | Quarterly | N/A | 01/21/52 | USD | 9,852 | 690,713 | 307 | 690,406 | ||||||||||||||||||||||||
0.92% | Annual | 6-Month EURIBOR, (0.37%) | Semi-Annual | N/A | 03/17/52 | EUR | 360 | 9,991 | 5,909 | 4,082 | ||||||||||||||||||||||||
|
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|
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| |||||||||||||||||||||||||||||
$ | 26,446,026 | $ | 30,047 | $ | 26,415,979 | |||||||||||||||||||||||||||||
|
|
|
|
|
|
(a) | Forward Swap. |
Centrally Cleared Inflation Swaps
Termination Date | Notional Amount (000) | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||||
Paid by the Fund | Received by the Fund | |||||||||||||||||||||||||
Reference | Frequency | Rate | Frequency | |||||||||||||||||||||||
4.20% | Monthly | Eurostat Eurozone HICP ex Tobacco NSA | Monthly | 03/15/24 | EUR | 1,890 | $ | 13,880 | $ | 12 | $ | 13,868 | ||||||||||||||
3.51% | Monthly | UK Retail Price Index All Items | Monthly | 12/15/24 | GBP | 330 | 40,724 | 16 | 40,708 | |||||||||||||||||
3.14% | Monthly | UK Retail Price Index All Items | Monthly | 05/15/25 | GBP | 190 | 30,629 | 8 | 30,621 | |||||||||||||||||
3.43% | Monthly | UK Retail Price Index All Items | Monthly | 11/15/25 | GBP | 1,610 | 273,110 | 77 | 273,033 | |||||||||||||||||
4.59% | Monthly | UK Retail Price Index All Items | Monthly | 02/15/27 | GBP | 280 | 13,796 | 5 | 13,791 | |||||||||||||||||
UK Retail Price Index All Items | Monthly | 3.58% | Monthly | 12/15/29 | GBP | 330 | (63,839 | ) | 18 | (63,857 | ) | |||||||||||||||
UK Retail Price Index All Items | Monthly | 3.35% | Monthly | 05/15/30 | GBP | 190 | (46,016 | ) | 10 | (46,026 | ) | |||||||||||||||
UK Retail Price Index All Items | Monthly | 3.51% | Monthly | 11/15/30 | GBP | 1,610 | (389,111 | ) | 87 | (389,198 | ) | |||||||||||||||
UK Retail Price Index All Items | Monthly | 3.54% | Monthly | 12/15/30 | GBP | 55 | (13,212 | ) | 3 | (13,215 | ) | |||||||||||||||
UK Retail Price Index All Items | Monthly | 3.74% | Monthly | 05/15/31 | GBP | 162 | (34,970 | ) | 5 | (34,975 | ) |
SCHEDULE OF INVESTMENTS | 32 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. |
Centrally Cleared Inflation Swaps (continued)
Paid by the Fund | Received by the Fund | Termination Date | Notional | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||||||||||||
Reference | Frequency | Rate | Frequency | Amount (000) | ||||||||||||||||||||||||||||||||
UK Retail Price Index All Items | Monthly | 3.81% | Monthly | 07/15/31 | GBP | 455 | $ | (86,815 | ) | $ | 13 | $ | (86,828 | ) | ||||||||||||||||||||||
UK Retail Price Index All Items | Monthly | 3.85% | Monthly | 07/15/31 | GBP | 390 | (71,946 | ) | 11 | (71,957 | ) | |||||||||||||||||||||||||
UK Retail Price Index All Items | Monthly | 4.11% | Monthly | 09/15/31 | GBP | 398 | (50,266 | ) | 11 | (50,277 | ) | |||||||||||||||||||||||||
UK Retail Price Index All Items | Monthly | 4.29% | Monthly | 02/15/32 | GBP | 280 | (16,159 | ) | 8 | (16,167 | ) | |||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||
$ | (400,195 | ) | $ | 284 | $ | (400,479 | ) | |||||||||||||||||||||||||||||
|
|
|
|
|
|
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 | 12/20/24 | USD | 838 | $ | 4,842 | $ | 11,524 | $ | (6,682 | ) |
| ||||||||||||||||||||||
Federal Republic of Brazil | 1.00 | Quarterly | Barclays Bank PLC | 12/20/24 | USD | 840 | 4,853 | 11,551 | (6,698 | ) | ||||||||||||||||||||||||||||
Federal Republic of Brazil | 1.00 | Quarterly | Barclays Bank PLC | 12/20/24 | USD | 840 | 4,853 | 11,551 | (6,698 | ) | ||||||||||||||||||||||||||||
Federal Republic of Brazil | 1.00 | Quarterly | Barclays Bank PLC | 12/20/24 | USD | 838 | 4,843 | 11,305 | (6,462 | ) | ||||||||||||||||||||||||||||
Federal Republic of Brazil | 1.00 | Quarterly | Barclays Bank PLC | 12/20/24 | USD | 1,170 | 6,760 | 15,783 | (9,023 | ) | ||||||||||||||||||||||||||||
Federal Republic of Brazil | 1.00 | Quarterly | Barclays Bank PLC | 12/20/24 | USD | 509 | 2,941 | 6,866 | (3,925 | ) | ||||||||||||||||||||||||||||
Federal Republic of Brazil | 1.00 | Quarterly | Barclays Bank PLC | 06/20/27 | USD | 12,373 | 622,670 | 754,076 | (131,406 | ) | ||||||||||||||||||||||||||||
Republic of Chile | 1.00 | Quarterly | Goldman Sachs International | 06/20/27 | USD | 850 | (12,779 | ) | (4,948 | ) | (7,831 | ) | ||||||||||||||||||||||||||
Republic of Colombia | 1.00 | Quarterly | Goldman Sachs International | 06/20/27 | USD | 9,564 | 415,182 | 531,910 | (116,728 | ) | ||||||||||||||||||||||||||||
Republic of Indonesia | 1.00 | Quarterly | Goldman Sachs International | 06/20/27 | USD | 7,061 | (56,491 | ) | 86,469 | (142,960 | ) | |||||||||||||||||||||||||||
Republic of Philippines | 1.00 | Quarterly | Goldman Sachs International | 06/20/27 | USD | 5,288 | (55,964 | ) | 28,466 | (84,430 | ) | |||||||||||||||||||||||||||
Republic of South Africa | 1.00 | Quarterly | Morgan Stanley & Co. International PLC | 06/20/27 | USD | 1,589 | 80,602 | 98,481 | (17,879 | ) | ||||||||||||||||||||||||||||
Republic of South Africa | 1.00 | Quarterly | Morgan Stanley & Co. International PLC | 06/20/27 | USD | 4,582 | 232,509 | 284,084 | (51,575 | ) | ||||||||||||||||||||||||||||
Republic of South Africa | 1.00 | Quarterly | Morgan Stanley & Co. International PLC | 06/20/27 | USD | 1,426 | 72,360 | 88,411 | (16,051 | ) | ||||||||||||||||||||||||||||
United Mexican States | 1.00 | Quarterly | Goldman Sachs International | 06/20/27 | USD | 1,450 | 168 | (3,122 | ) | 3,290 | ||||||||||||||||||||||||||||
United Mexican States | 1.00 | Quarterly | Goldman Sachs International | 06/20/27 | USD | 1,150 | 133 | (1,650 | ) | 1,783 | ||||||||||||||||||||||||||||
United Mexican States | 1.00 | Quarterly | Morgan Stanley & Co. International PLC | 06/20/27 | USD | 15,652 | 1,814 | 99,228 | (97,414 | ) | ||||||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||||
$ | 1,329,296 | $ | 2,029,985 | $ | (700,689 | ) | ||||||||||||||||||||||||||||||||
|
|
|
|
|
|
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 | 2.00 | % | Monthly | Goldman Sachs International | 09/17/58 | N/R | USD | 94 | $ | (585 | ) | $ | (1,742 | ) | $ | 1,157 |
| ||||||||||||||||||||||||||||
CMBX.NA.9 | 2.00 | Monthly | Goldman Sachs International | 09/17/58 | N/R | USD | 88 | (552 | ) | (1,645 | ) | 1,093 | ||||||||||||||||||||||||||||||||||
CMBX.NA.9 | 2.00 | Monthly | Goldman Sachs International | 09/17/58 | N/R | USD | 94 | (584 | ) | (1,544 | ) | 960 | ||||||||||||||||||||||||||||||||||
CMBX.NA.9 | 2.00 | Monthly | Morgan Stanley & Co. International PLC | 09/17/58 | N/R | USD | 187 | (1,170 | ) | (3,341 | ) | 2,171 | ||||||||||||||||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Deutsche Bank AG | 09/17/58 | N/R | USD | 1,350 | (137,037 | ) | (133,526 | ) | (3,511 | ) | |||||||||||||||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Goldman Sachs International | 09/17/58 | N/R | USD | 70 | (7,105 | ) | (345 | ) | (6,760 | ) | |||||||||||||||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Morgan Stanley & Co. International PLC | 09/17/58 | N/R | USD | 265 | (26,900 | ) | (1,053 | ) | (25,847 | ) | |||||||||||||||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Morgan Stanley & Co. International PLC | 09/17/58 | N/R | USD | 190 | (19,287 | ) | (571 | ) | (18,716 | ) | |||||||||||||||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Morgan Stanley & Co. International PLC | 09/17/58 | N/R | USD | 70 | (7,106 | ) | (345 | ) | (6,761 | ) | |||||||||||||||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Morgan Stanley & Co. International PLC | 09/17/58 | N/R | USD | 2,000 | (203,017 | ) | (217,474 | ) | 14,457 |
33 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. |
OTC Credit Default Swaps — Sell Protection (continued)
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 | N/R | USD | 2,000 | $ | (203,017 | ) | $ | (225,950 | ) | $ | 22,933 | ||||||||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Morgan Stanley & Co. International PLC | 09/17/58 | N/R | USD | 2,000 | (203,017 | ) | (223,731 | ) | 20,714 | ||||||||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||||||||
$ | (809,377 | ) | $ | (811,267 | ) | $ | 1,890 | |||||||||||||||||||||||||||||||||||
|
|
|
|
|
|
(a) | Using the rating of the issuer or the underlying securities of the index, as applicable, provided by S&P Global Ratings. |
(b) | The maximum potential amount the Fund may pay should a negative credit event take place as defined under the terms of the agreement. |
OTC Interest Rate Swaps
Upfront | ||||||||||||||||||||||||||||||||||||||||||||||
Premium | Unrealized | |||||||||||||||||||||||||||||||||||||||||||||
Paid by the Fund | Received by the Fund | Effective | Termination | Notional | Paid | Appreciation | ||||||||||||||||||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | Counterparty | Date | Date | Amount (000) | Value | (Received) | (Depreciation) | ||||||||||||||||||||||||||||||||||||
1.42% | Semiannualy | 1-Day CLP Interbank Rate, 19,431.57% | Semiannualy | Bank of America N.A. | N/A | 04/01/23 | CLP | 5,282,574 | $ | 506,056 | $ | — | $ | 506,056 | ||||||||||||||||||||||||||||||||
1-Day CLP Interbank Rate, 19,431.57% | Semiannualy | 1.65% | Semiannualy | Bank of America N.A. | N/A | 05/28/23 | CLP | 5,282,574 | (530,375 | ) | — | (530,375 | ) | |||||||||||||||||||||||||||||||||
1-Day BZDIOVER, 0.04% | Monthly | 11.47% | Monthly | Goldman Sachs International | N/A | 01/02/24 | BRL | 19,296 | (34,335 | ) | — | (34,335 | ) | |||||||||||||||||||||||||||||||||
1-Day BZDIOVER, 0.04% | Monthly | 11.77% | Monthly | JPMorgan Chase Bank N.A. | N/A | 01/02/24 | BRL | 7,500 | (5,365 | ) | — | (5,365 | ) | |||||||||||||||||||||||||||||||||
China Fixing Repo Rates 7-Day, 2.53% | Quarterly | 2.24% | Quarterly | Citibank N.A. | 06/15/22 | (a) | 06/15/24 | CNY | 15,595 | (790 | ) | — | (790 | ) | ||||||||||||||||||||||||||||||||
China Fixing Repo Rates 7-Day, 2.53% | Quarterly | 2.24% | Quarterly | BNP Paribas SA | 06/15/22 | (a) | 06/15/24 | CNY | 15,595 | (672 | ) | — | (672 | ) | ||||||||||||||||||||||||||||||||
2.95% | Quarterly | 3-Month KLIBOR, 1.97% | Quarterly | Bank of America N.A. | 09/21/22 | (a) | 09/21/24 | MYR | 32,080 | 27,060 | — | 27,060 | ||||||||||||||||||||||||||||||||||
1-Day BZDIOVER, 0.04% | Monthly | 11.33% | Monthly | Barclays Bank PLC | N/A | 01/04/27 | BRL | 36,000 | 115,587 | — | 115,587 | |||||||||||||||||||||||||||||||||||
2.42% | Quarterly | China Fixing Repo Rates 7-Day, 2.53% | Quarterly | Citibank N.A. | 06/15/22 | (a) | 06/15/27 | CNY | 6,505 | 1,927 | — | 1,927 | ||||||||||||||||||||||||||||||||||
2.43% | Quarterly | China Fixing Repo Rates 7-Day, 2.53% | Quarterly | BNP Paribas SA | 06/15/22 | (a) | 06/15/27 | CNY | 6,505 | 1,603 | — | 1,603 | ||||||||||||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||||
$ | 80,696 | $ | — | $ | 80,696 | |||||||||||||||||||||||||||||||||||||||||
|
|
|
|
|
|
(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 |
SCHEDULE OF INVESTMENTS | 34 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. |
Fair Value Hierarchy as of Period End (continued)
• | Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the 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 financial instruments categorized in the fair value hierarchy. The breakdown of the Fund’s financial instruments into major categories is disclosed in the Schedule of Investments above.
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets | ||||||||||||||||
Investments | ||||||||||||||||
Long-Term Investments | ||||||||||||||||
Asset-Backed Securities | $ | — | $ | 39,795,214 | $ | 100,000 | $ | 39,895,214 | ||||||||
Common Stocks | ||||||||||||||||
Canada | 95,957 | — | — | 95,957 | ||||||||||||
China | 76,595 | — | — | 76,595 | ||||||||||||
Denmark | — | 110,221 | — | 110,221 | ||||||||||||
France | — | 302,050 | — | 302,050 | ||||||||||||
Germany | — | 303,859 | — | 303,859 | ||||||||||||
Ireland | 179,270 | — | — | 179,270 | ||||||||||||
Japan | — | 98,361 | — | 98,361 | ||||||||||||
South Korea | 151,906 | — | — | 151,906 | ||||||||||||
Switzerland | — | 252,876 | — | 252,876 | ||||||||||||
United Kingdom | 541,971 | 642,235 | — | 1,184,206 | ||||||||||||
United States | 11,925,887 | 214,025 | 8,711 | 12,148,623 | ||||||||||||
Corporate Bonds | ||||||||||||||||
Argentina | — | 1,510,207 | — | 1,510,207 | ||||||||||||
Australia | — | 301,503 | — | 301,503 | ||||||||||||
Austria | 188,219 | 3,537,761 | — | 3,725,980 | ||||||||||||
Bahrain | — | 620,975 | — | 620,975 | ||||||||||||
Belgium | — | 1,591,870 | — | 1,591,870 | ||||||||||||
Bermuda | — | 1,330,226 | — | 1,330,226 | ||||||||||||
Brazil | — | 3,694,497 | — | 3,694,497 | ||||||||||||
Canada | — | 3,983,474 | — | 3,983,474 | ||||||||||||
Cayman Islands | — | 4,152,673 | — | 4,152,673 | ||||||||||||
Chile | — | 1,244,267 | — | 1,244,267 | ||||||||||||
China | — | 626,000 | — | 626,000 | ||||||||||||
Colombia | — | 3,919,071 | — | 3,919,071 | ||||||||||||
Finland | — | 1,904,187 | — | 1,904,187 | ||||||||||||
France | — | 12,075,704 | — | 12,075,704 | ||||||||||||
Germany | — | 9,105,257 | — | 9,105,257 | ||||||||||||
Hong Kong | — | 258,125 | — | 258,125 | ||||||||||||
India | — | 1,505,030 | — | 1,505,030 | ||||||||||||
Indonesia | — | 415,772 | — | 415,772 | ||||||||||||
Ireland | — | 864,591 | — | 864,591 | ||||||||||||
Isle of Man | — | 189,883 | — | 189,883 | ||||||||||||
Israel | — | 125,017 | — | 125,017 | ||||||||||||
Italy | 90,423 | 6,586,823 | — | 6,677,246 | ||||||||||||
Japan | — | 3,806,757 | — | 3,806,757 | ||||||||||||
Jersey | — | 3,220,632 | — | 3,220,632 | ||||||||||||
Kuwait | — | 1,126,856 | — | 1,126,856 | ||||||||||||
Lithuania | — | 476,900 | — | 476,900 | ||||||||||||
Luxembourg | — | 15,420,551 | — | 15,420,551 | ||||||||||||
Malaysia | — | 213,038 | — | 213,038 | ||||||||||||
Mauritius | — | 600,691 | — | 600,691 | ||||||||||||
Mexico | — | 17,538,376 | — | 17,538,376 |
35 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. |
Fair Value Hierarchy as of Period End (continued)
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Corporate Bonds (continued) | ||||||||||||||||
Morocco | $ | — | $ | 429,281 | $ | — | $ | 429,281 | ||||||||
MultiNational | — | 1,322,337 | — | 1,322,337 | ||||||||||||
Netherlands | — | 16,887,598 | — | 16,887,598 | ||||||||||||
Nigeria | — | 980,664 | — | 980,664 | ||||||||||||
Norway | — | 1,100,165 | — | 1,100,165 | ||||||||||||
Oman | — | 353,368 | — | 353,368 | ||||||||||||
Panama | — | 447,682 | — | 447,682 | ||||||||||||
Paraguay | — | 292,628 | — | 292,628 | ||||||||||||
Peru | — | 496,478 | — | 496,478 | ||||||||||||
Qatar | — | 578,200 | — | 578,200 | ||||||||||||
Saudi Arabia | — | 1,237,950 | — | 1,237,950 | ||||||||||||
Singapore | — | 1,325,445 | — | 1,325,445 | ||||||||||||
South Africa | — | 1,187,467 | — | 1,187,467 | ||||||||||||
South Korea | — | 554,993 | — | 554,993 | ||||||||||||
Spain | — | 3,746,929 | — | 3,746,929 | ||||||||||||
Sweden | — | 609,960 | — | 609,960 | ||||||||||||
Switzerland | — | 3,700,094 | — | 3,700,094 | ||||||||||||
Thailand | — | 374,138 | — | 374,138 | ||||||||||||
Ukraine | — | 154,125 | — | 154,125 | ||||||||||||
United Arab Emirates | — | 962,852 | — | 962,852 | ||||||||||||
United Kingdom | — | 16,722,465 | — | 16,722,465 | ||||||||||||
United States | — | 148,424,720 | 1,733,042 | 150,157,762 | ||||||||||||
Floating Rate Loan Interests | — | 9,681,300 | 1,689,831 | 11,371,131 | ||||||||||||
Foreign Agency Obligations | — | 152,707,217 | — | 152,707,217 | ||||||||||||
Investment Companies | 16,093,601 | — | — | 16,093,601 | ||||||||||||
Municipal Bonds | — | 22,499,621 | — | 22,499,621 | ||||||||||||
Non-Agency Mortgage-Backed Securities | — | 52,734,200 | 1,949,634 | 54,683,834 | ||||||||||||
Preferred Securities | ||||||||||||||||
Capital Trusts | — | 5,520,430 | — | 5,520,430 | ||||||||||||
Preferred Stocks | — | 756,034 | 1,585,951 | 2,341,985 | ||||||||||||
U.S. Government Sponsored Agency Securities | — | 164,457,957 | — | 164,457,957 | ||||||||||||
U.S. Treasury Obligations | — | 50,001,638 | — | 50,001,638 | ||||||||||||
Warrants | ||||||||||||||||
United Kingdom | 6,184 | — | — | 6,184 | ||||||||||||
United States | 65,895 | — | 687,455 | 753,350 | ||||||||||||
Venezuela | — | 17,550 | — | 17,550 | ||||||||||||
Short-Term Securities | ||||||||||||||||
Borrowed Bond Agreement | — | 1,618,950 | — | 1,618,950 | ||||||||||||
Money Market Funds | 9,179,335 | — | — | 9,179,335 | ||||||||||||
Options Purchased | ||||||||||||||||
Equity Contracts | 975,385 | 199,457 | — | 1,174,842 | ||||||||||||
Foreign Currency Exchange Contracts | — | 1,850,928 | — | 1,850,928 | ||||||||||||
Interest Rate Contracts | — | 160,310 | — | 160,310 | ||||||||||||
Liabilities | ||||||||||||||||
Investments | ||||||||||||||||
Borrowed Bonds | — | (1,612,500 | ) | — | (1,612,500 | ) | ||||||||||
TBA Sale Commitments | — | (37,724,109 | ) | — | (37,724,109 | ) | ||||||||||
|
|
|
|
|
|
|
| |||||||||
$ | 39,570,628 | $ | 768,424,077 | $ | 7,754,624 | $ | 815,749,329 | |||||||||
|
|
|
|
|
|
|
| |||||||||
Derivative Financial Instruments(a) | ||||||||||||||||
Assets | ||||||||||||||||
Credit Contracts | $ | — | $ | 71,344 | $ | — | $ | 71,344 | ||||||||
Equity Contracts | 10,458 | 34,415 | — | 44,873 | ||||||||||||
Foreign Currency Exchange Contracts | — | 4,449,030 | — | 4,449,030 | ||||||||||||
Interest Rate Contracts | 10,921,356 | 62,022,418 | — | 72,943,774 | ||||||||||||
Other Contracts | — | 372,021 | — | 372,021 | ||||||||||||
Liabilities | ||||||||||||||||
Credit Contracts | — | (782,939 | ) | — | (782,939 | ) | ||||||||||
Equity Contracts | (2,072,353 | ) | (46,010 | ) | — | (2,118,363 | ) | |||||||||
Foreign Currency Exchange Contracts | — | (8,656,868 | ) | — | (8,656,868 | ) |
SCHEDULE OF INVESTMENTS | 36 |
Schedule of Investments (unaudited) (continued) March 31, 2022 | BlackRock Strategic Global Bond Fund, Inc. |
Fair Value Hierarchy as of Period End (continued)
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Derivative Financial Instruments(a) | ||||||||||||||||
Interest Rate Contracts | $ | (9,632,306 | ) | $ | (38,397,929 | ) | $ | — | $ | (48,030,235 | ) | |||||
Other Contracts | — | (772,500 | ) | — | (772,500 | ) | ||||||||||
|
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$ | (772,845 | ) | $ | 18,292,982 | $ | — | $ | 17,520,137 | ||||||||
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(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. |
Currency Abbreviation | ||
AUD | Australian Dollar | |
BRL | Brazilian Real | |
CAD | Canadian Dollar | |
CHF | Swiss Franc | |
CLP | Chilean Peso | |
CNH | Chinese Yuan | |
CNY | Chinese Yuan | |
COP | Colombian Peso | |
CZK | Czech Koruna | |
DKK | Danish Krone | |
EUR | Euro | |
GBP | British Pound | |
HKD | Hong Kong Dollar | |
IDR | Indonesian Rupiah | |
INR | Indian Rupee | |
JPY | Japanese Yen | |
KRW | South Korean Won | |
MXN | Mexican Peso | |
MYR | Malaysian Ringgit | |
NOK | Norwegian Krone | |
NZD | New Zealand Dollar | |
PLN | Polish Zloty | |
RUB | New Russian Ruble | |
SEK | Swedish Krona | |
SGD | Singapore Dollar | |
TRY | Turkish Lira | |
USD | United States Dollar | |
ZAR | South African Rand |
Portfolio Abbreviation (continued) | ||
CLO | Collateralized Loan Obligation | |
CMT | Constant Maturity Treasury | |
CR | Custodian Receipt | |
DAC | Designated Activity Company | |
ETF | Exchange-Traded Fund | |
EURIBOR | Euro Interbank Offered Rate | |
FREMF | Freddie Mac Multifamily Securities | |
FTSE | Financial Times Stock Exchange | |
GO | General Obligation Bonds | |
GOL | General Obligation Ltd. | |
KLIBOR | Kuala Lumpur Interbank Offered Rate | |
LIBOR | London Interbank Offered Rate | |
MSCI | Morgan Stanley Capital International | |
MXIBOR | Mexico Interbank Offered Rate | |
PCL | Public Company Limited | |
PIK | Payment-in-Kind | |
PIPE | Private Investment in Public Equity | |
PJSC | Public Joint Stock Company | |
RB | Revenue Bond | |
S&P | Standard & Poor’s | |
SAB | Special Assessment Bonds | |
SCA | Societe en Commandite par Actions | |
SOFR | Secured Overnight Financing Rate | |
SONIA | Sterling Overnight Interbank Average Rate | |
SPDR | Standard & Poor’s Depository Receipt | |
ST | Special Tax | |
TAN | Tax Anticipation Notes | |
TBA | To-Be-Announced |
Portfolio Abbreviation
ADR | American Depositary Receipt | |
AMT | Alternative Minimum Tax | |
ARB | Airport Revenue Bonds | |
BZDIOVER | Overnight Brazil CETIP — Interbank Rate | |
CDI | CREST Depository Interest |
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