0001752724-22-122844.txt : 20220526 0001752724-22-122844.hdr.sgml : 20220526 20220526094930 ACCESSION NUMBER: 0001752724-22-122844 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220331 FILED AS OF DATE: 20220526 PERIOD START: 20221231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BlackRock Strategic Global Bond Fund, Inc. CENTRAL INDEX KEY: 0000835620 IRS NUMBER: 000000000 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05603 FILM NUMBER: 22966139 BUSINESS ADDRESS: STREET 1: 100 BELLEVUE PARKWAY CITY: WILMINGTON STATE: DE ZIP: 19809 BUSINESS PHONE: 800-441-7762 MAIL ADDRESS: STREET 1: 100 BELLEVUE PARKWAY CITY: WILMINGTON STATE: DE ZIP: 19809 FORMER COMPANY: FORMER CONFORMED NAME: BLACKROCK WORLD INCOME FUND, INC. DATE OF NAME CHANGE: 20061002 FORMER COMPANY: FORMER CONFORMED NAME: MERRILL LYNCH WORLD INCOME FUND INC DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: WORLD INCOME FUND INC DATE OF NAME CHANGE: 19910916 0000835620 S000002866 BlackRock Strategic Global Bond Fund, Inc. C000007879 Investor A C000007882 Institutional C000038980 Investor C C000162768 Class K NPORT-P 1 primary_doc.xml NPORT-P false 0000835620 XXXXXXXX S000002866 C000007882 C000038980 C000007879 C000162768 BlackRock Strategic Global Bond Fund, Inc. 811-05603 0000835620 WLNAPPG3EBO2UQ0EB806 100 BELLEVUE PARKWAY WILMINGTON 19809 800-441-7762 BlackRock Strategic Global Bond Fund, Inc. 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Morgan International Bank Limited PGBWEZU4QUV2UVGWJC76 FX Contract N/A 1.00000000 NC USD -13159.19000000 0.00000000 DFE US -25853032.00000000 EUR -2895539584.00000000 USD 2022-05-12 1.00000000 112.00000000 USD 2022-05-12 XXXX 34513.80000000 N N N JPMorgan Chase Bank N.A. 571474TGEMMWANRLN572 PURCHASED USD / SOLD JPY 000000000 1.00000000 NC 379187.65000000 0.044679444898 N/A DFE US N 2 JPMorgan Chase Bank N.A. 571474TGEMMWANRLN572 1776652500.00000000 JPY 15000000.00000000 USD 2022-06-15 379187.65000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WJH27 7987.59000000 PA USD 7994.83000000 0.000942025845 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED USD / SOLD MXN 000000000 1.00000000 NC -3373.50000000 -0.00039749740 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1730499.56000000 MXN 83630.00000000 USD 2022-04-01 -3373.50000000 N N N 2022-05-05 BlackRock Strategic Global Bond Fund, Inc. Ann Frechette Ann Frechette Assistant Treasurer XXXX NPORT-EX 2 NPORT_896K_90698481_0322.htm BlackRock Strategic Global Bond Fund

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,
(3 mo. LIBOR US + 1.85%), 2.09%, 10/15/29

      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,
(3 mo. LIBOR US + 1.25%), 1.50%, 07/20/30

      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,
(3 mo. LIBOR US + 1.85%), 2.09%, 07/15/34

      250       248,783  

Jamestown CLO XV Ltd., Series 2020-15A,
Class A, (3 mo. LIBOR US + 1.34%), 1.58%, 04/15/33

 

    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,
Class CR, (3 mo. LIBOR US + 2.05%), 2.31%, 07/23/29

      250       246,271  

MP CLO VIII Ltd., Series 2015-2A,
Class BRR, (3 mo. LIBOR US + 1.80%), 2.08%, 04/28/34

      250       247,385  

OCP CLO Ltd., Series 2013-4A,
Class BRR, (3 mo. LIBOR US + 1.90%), 2.16%, 04/24/29

      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,
Class A3, (3 mo. LIBOR US + 0.30%), 0.80%, 05/25/36(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,
Class AR, (3 mo. LIBOR US + 1.08%), 1.32%, 04/15/31(a)(b)

      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,
Class AR, (3 mo. LIBOR US + 1.15%), 1.41%, 01/22/31(a)(b)

      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,
(3 mo. LIBOR US + 1.09%), 1.33%, 01/15/30(a)(b)

      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,
Class AR, (3 mo. LIBOR US + 1.12%), 1.36%, 07/15/30(a)(b)

      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,
Class A, (3 mo. LIBOR US + 1.15%), 1.39%, 01/16/31(a)(b)

      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%
(Cost: $40,374,580)

        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  
 

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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,
Cost: $153,500)(g)

        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,
Cost: $196,800)(g)

    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%
(Cost: $14,769,546)

        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,
(5 year CMT + 8.22%), 8.50%, 01/23/81(a)(b)

      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),
7.72%, 12/01/26(b)(l)

      (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.,
6.88%, 04/11/24(c)(f)(i)

      200       176,913  

MAF Global Securities Ltd.(c) 4.75%, 05/07/24

      202       206,292  

(5 year USD Swap + 3.48%),
5.50%(a)(n)

      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.,
6.35%, 02/08/24(f)(i)

      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  
 

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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  
   

 

 

 
 

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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%),
8.50%, 01/23/81(a)(c)

      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%),
0.10%, 09/03/25(a)(c)

    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%),
4.35%(a)(n)

      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  
 

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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%),
5.13%(a)(n)

      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 +
3.16%), 3.95%(a)(n)

    USD       190       176,719  

CDI Escrow Issuer, Inc.,
5.75%, 04/01/30(b)(d)

      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  
 

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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%
(Cost: $330,311,749)

        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  
 

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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,
(3 mo. LIBOR + 8.00%), 8.14%, 07/20/26(e)

      540       540,000  

Hilton Grand Vacations Borrower LLC, 2021 Term Loan B,
(1 mo. LIBOR + 3.00%), 3.50%, 08/02/28

      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,
(1 mo. LIBOR + 3.25%), 3.75%, 10/21/28

      516       510,582  

MIP V Waste Holdings LLC, Term Loan B,
(1 mo. LIBOR + 3.25%), 3.75%, 12/08/28

      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,
(3 mo. LIBOR + 3.50%), 4.00%, 06/02/28

      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%
(Cost: $11,788,339)

        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  
   

 

 

 
 

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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%
(Cost: $161,047,455)

 

    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%
(Cost: $15,555,188)

        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%
(Cost: $22,428,755)

 

    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%),
2.40%, 11/15/32(a)(b)

      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%),
2.90%, 08/15/36(a)(b)

      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  
 

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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,
4.28%, 07/11/40(a)(b)

      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,
3.19%, 02/25/50(a)(b)

      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%
(Cost: $56,569,686)

 

     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,
5.88%(a)(b)(n)

    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%
(Cost: $8,613,874)

        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%
(Cost: $168,797,475)

        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  
 

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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%
(Cost: $51,272,328)

        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%
(Cost: $863,382)

        777,084  
   

 

 

 

Total Long-Term Investments — 98.9%
(Cost: $882,392,357)

        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%
(Cost: $10,798,285)

        10,798,285  
   

 

 

 

Options Purchased — 0.3%
(Cost: $5,747,682)

        3,186,080  
   

 

 

 

Total Investments Before Borrowed Bonds and
TBA Sale Commitments and Options Written — 100.5%
(Cost: $898,938,324)

 

    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)%
(Proceeds: $(1,813,507))

        (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)%
(Proceeds: $(37,867,054))

 

    (37,724,109
   

 

 

 

Options Written — (0.5)%
(Premiums Received: $(4,170,596))

        (4,160,699
   

 

 

 

Total Investments, Net of Borrowed Bonds and
TBA Sale Commitments and Options Written — 95.4%
(Cost: $855,087,167)

 

    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

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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  

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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    
                                                   

 

 

   

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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
(000)

    Value      

 

   

 

Description

 

 

Rate

    

 

Frequency

    

 

Rate

    

 

Frequency

   
 

 

   
 

Put (continued)

                            

    

 

2-Year Interest Rate Swap,
02/17/25

   
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,
03/25/33

   
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,
03/26/33

   
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,
06/17/31

   
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,
06/17/31

   
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,
07/02/31

   
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    

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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
Premium

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    
                         

 

 

    

 

 

    

 

 

   
                          $  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

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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

 

 

S C H E D U L E   O F   I N V E S T M E N T S   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
 

 

 

    

 

 

    

 

 

    

 

 

 
  $ (772,845    $ 18,292,982      $              —      $ 17,520,137  
 

 

 

    

 

 

    

 

 

    

 

 

 

 

  (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

 

 

37