| | |
Consolidated Schedule of Investments (unaudited) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
|
Asset-Backed Securities | |
|
Cayman Islands(a)(b) — 2.3% | |
ACRES Commercial Realty Ltd., Series 2021-FL1, Class A, (1 mo. LIBOR US + 1.20%), 1.28%, 06/15/36 | | | USD | | | | 310 | | | $ | 309,291 | |
AGL CLO 12 Ltd., Series 2021-12A, Class A1, (3 mo. LIBOR US + 1.16%), 1.29%, 07/20/34 | | | | | | | 100 | | | | 99,997 | |
AGL CLO 3 Ltd., Series 2020-3A, Class A, (3 mo. LIBOR US + 1.30%), 1.43%, 01/15/33 | | | | | | | 250 | | | | 250,108 | |
Allegro CLO VI Ltd., Series 2017-2A, Class A, (3 mo. LIBOR US + 1.13%), 1.26%, 01/17/31 | | | | | | | 400 | | | | 399,887 | |
ALM Ltd., Series 2020-1A, Class A2, (3 mo. LIBOR US + 1.85%), 1.98%, 10/15/29 | | | | | | | 250 | | | | 250,023 | |
Anchorage Capital CLO Ltd., Series 2021-17A, Class A1, (3 mo. LIBOR US + 1.17%), 1.32%, 07/15/34 | | | | | | | 250 | | | | 249,428 | |
Arbor Realty Collateralized Loan Obligation Ltd., Series 2021-FL2, Class A, (1 mo. LIBOR US + 1.10%), 1.18%, 05/15/36 | | | | | | | 110 | | | | 110,034 | |
Ares LV CLO Ltd., Series 2020-55A, Class ER, (3 mo. LIBOR US + 6.35%), 6.48%, 07/15/34 | | | | | | | 500 | | | | 500,019 | |
Ares XXXVII CLO Ltd., Series 2015-4A, Class A1R, (3 mo. LIBOR US + 1.17%), 1.30%, 10/15/30 | | | | | | | 400 | | | | 400,005 | |
Bain Capital Credit CLO Ltd., Series 2017-1A, Class A1R, (3 mo. LIBOR US + 0.97%), 1.10%, 07/20/30 | | | | | | | 600 | | | | 599,865 | |
BDS Ltd., Series 2021-FL7, Class A, (1 mo. LIBOR US + 1.07%), 1.15%, 06/16/36 | | | | | | | 270 | | | | 270,000 | |
Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class A1AR, (3 mo. LIBOR US + 1.10%), 1.23%, 01/20/31 | | | | | | | 500 | | | | 499,869 | |
Carlyle Global Market Strategies CLO Ltd., (3 mo. LIBOR US + 1.30%), 1.43%, 07/27/31 | | | | | | | 1,000 | | | | 1,000,000 | |
CBAM Ltd., Series 2017-1A, Class A1, (3 mo. LIBOR US + 1.25%), 1.38%, 07/20/30 | | | | | | | 400 | | | | 400,244 | |
CIFC Funding Ltd. | | | | | | | | | | | | |
Series 2014-3A, Class A1R2, (3 mo. LIBOR US + 1.20%), 1.34%, 10/22/31 | | | | | | | 1,500 | | | | 1,500,079 | |
Series 2014-5A, Class A1R2, (3 mo. LIBOR US + 1.20%), 1.33%, 10/17/31 | | | | | | | 2,000 | | | | 2,000,094 | |
Series 2021-4A, Class A, (3 mo. LIBOR US + 1.05%), 1.14%, 07/15/33 | | | | | | | 100 | | | | 99,629 | |
Dryden 37 Senior Loan Fund, Series 2015-37A, Class AR, (3 mo. LIBOR US + 1.10%), 1.23%, 01/15/31 | | | | | | | 750 | | | | 749,788 | |
Dryden 49 Senior Loan Fund, (3 mo. LIBOR + 0.95%), (3 mo. LIBOR US + 0.95%), 1.08%, 07/18/30 | | | | | | | 750 | | | | 749,818 | |
Dryden 77 CLO Ltd., Series 2020-77A, Class AR, (3 mo. LIBOR US + 1.12%), 1.25%, 05/20/34 | | | | | | | 250 | | | | 249,565 | |
Eaton Vance CLO Ltd., Series 2018-1A, Class A2, (3 mo. LIBOR US + 1.45%), 1.58%, 10/15/30 | | | | | | | 250 | | | | 250,304 | |
Elmwood CLO IV Ltd., Series 2020-1A, Class A, (3 mo. LIBOR US + 1.24%), 1.37%, 04/15/33 | | | | | | | 500 | | | | 501,000 | |
Flatiron CLO 21 Ltd., Series 2021-1A, Class A1, (3 mo. LIBOR US + 1.11%), 1.26%, 07/19/34 | | | | | | | 250 | | | | 250,128 | |
Gulf Stream Meridian 4 Ltd. | | | | | | | | | | | | |
Class A1, (3 mo. LIBOR US + 1.20%), 1.31%, 07/15/34. | | | | | | | 290 | | | | 290,050 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
|
Cayman Islands (continued) | |
Gulf Stream Meridian 4 Ltd. (continued) | | | | | | | | | | | | |
Class A2, (3 mo. LIBOR US + 1.85%), 1.96%, 07/15/34. | | | USD | | | | 250 | | | $ | 250,443 | |
Jamestown CLO XV Ltd., Series 2020-15A, Class A, (3 mo. LIBOR US + 1.34%), 1.47%, 04/15/33 | | | | | | | 1,000 | | | | 1,000,760 | |
LoanCore Issuer Ltd., Series 2021-CRE5, Class A, (1 mo. LIBOR US + 1.30%), 1.38%, 07/15/36 | | | | | | | 160 | | | | 160,181 | |
Logan CLO I Ltd., Series 2021-1A, Class A, (3 mo. LIBOR US + 1.16%), 1.31%, 07/20/34 | | | | | | | 250 | | | | 250,009 | |
Madison Park Funding XI Ltd., Series 2013-11A, Class AR2, (3 mo. LIBOR US + 0.90%), 1.04%, 07/23/29 | | | | | | | 1,000 | | | | 999,845 | |
Mariner CLO LLC, Series 2016-3A, Class CR, (3 mo. LIBOR US + 2.05%), 2.19%, 07/23/29 | | | | | | | 250 | | | | 249,980 | |
MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL6, Class A, (1 mo. LIBOR US + 1.10%), 1.18%, 07/16/36 | | | | | | | 100 | | | | 100,036 | |
MP CLO VIII Ltd., Series 2015-2A, Class BRR, (3 mo. LIBOR US + 1.80%), 1.93%, 04/28/34 | | | | | | | 250 | | | | 248,900 | |
Neuberger Berman Loan Advisers Clo 42 Ltd., Series 2021-42A, Class A, (3 mo. LIBOR US + 1.10%), 1.24%, 07/16/35 | | | | | | | 125 | | | | 124,708 | |
OCP CLO Ltd. | | | | | | | | | | | | |
Series 2013-4A, Class BRR, (3 mo. LIBOR US + 1.90%), 2.03%, 04/24/29 | | | | | | | 250 | | | | 249,797 | |
Series 2015-9A, Class A1R, (3 mo. LIBOR US + 0.80%), 0.93%, 07/15/27 | | | | | | | 91 | | | | 90,813 | |
Octagon Investment Partner Ltd., Series 2018-1A, Class A1, (3 mo. LIBOR US + 0.97%), 1.10%, 04/15/31 | | | | | | | 750 | | | | 749,780 | |
OHA Credit Funding 3 Ltd., Series 2019-3A, Class BR, (3 mo. LIBOR US + 1.65%), 1.80%, 07/02/35 | | | | | | | 1,000 | | | | 1,000,920 | |
OHA Credit Funding 5 Ltd., Series 2020-5A, Class A2A, (3 mo. LIBOR US + 1.45%), 1.58%, 04/18/33 | | | | | | | 300 | | | | 300,083 | |
Palmer Square CLO Ltd., Series 2015-1A, Class A1A4, (3 mo. LIBOR US + 1.13%), 1.26%, 05/21/34 | | | | | | | 250 | | | | 251,381 | |
Park Avenue Institutional Advisers CLO Ltd., Series 2017-1A, Class DR, (3 mo. LIBOR US + 6.81%), 6.93%, 02/14/34 | | | | | | | 250 | | | | 243,747 | |
Pikes Peak Clo 2, Series 2018-2A, Class A, (3 mo. LIBOR US + 1.29%), 1.42%, 01/18/32 | | | | | | | 250 | | | | 250,119 | |
Rockford Tower CLO Ltd., Series 2021-1A, Class A1, (3 mo. LIBOR US + 1.17%), 1.25%, 07/20/34 | | | | | | | 260 | | | | 259,858 | |
RR 3 Ltd., Class 3A, (3 mo. LIBOR US + 1.40%), 1.53%, 01/15/30 | | | | | | | 1,125 | | | | 1,114,916 | |
Sixth Street CLO XIX Ltd., Series 2021-19A, Class A, (3 mo. LIBOR US + 1.10%), 1.23%, 07/20/34 | | | | | | | 250 | | | | 250,350 | |
Symphony CLO XIX Ltd., Series 2018-19A, Class A, (3 mo. LIBOR US + 0.96%), 1.09%, 04/16/31 | | | | | | | 500 | | | | 500,180 | |
TICP CLO XII Ltd., Series 2018-12A, Class BR, (3 mo. LIBOR US + 1.65%), 1.76%, 07/15/34 | | | | | | | 325 | | | | 325,254 | |
TRESTLES CLO Ltd., Class A1R, (3 mo. LIBOR US + 0.99%), 1.12%, 04/25/32 | | | | | | | 250 | | | | 249,878 | |
Trimaran Cavu Ltd. | | | | | | | | | | | | |
Class B, (3 mo. LIBOR US + 2.20%), 2.33%, 07/20/32 | | | | | | | 250 | | | | 250,959 | |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
|
Cayman Islands (continued) | |
Trimaran Cavu Ltd. (continued) | | | | | | | | | | | | |
Series 2019-1A, Class C1, (3 mo. LIBOR US + 3.15%), 3.28%, 07/20/32 | | | USD | | | | 500 | | | $ | 501,571 | |
Venture 39 CLO Ltd., Series 2020-39A, Class A1, (3 mo. LIBOR US + 1.28%), 1.41%, 04/15/33 | | | | | | | 335 | | | | 335,592 | |
Whitebox Clo I Ltd., Series 2019-1A, Class CR, (3 mo. LIBOR US + 3.05%), 3.15%, 07/24/32 | | | | | | | 500 | | | | 500,004 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 22,789,289 | |
| | | |
Denmark — 0.0% | | | | | | | | | |
Red & Black Auto Germany 8 UG, Series 8, Class B, (1 mo. Euribor + 0.75%), 1.00%, 09/15/30(a)(c)(d)(e) | | | EUR | | | | 100 | | | | 116,321 | |
| | | | | | | | | | | | |
| | | |
Ireland(a)(d) — 0.0% | | | | | | | | | |
Avoca CLO XXII DAC, Series 22X, Class B1, (3 mo. Euribor + 1.30%), 1.30%, 04/15/35 | | | | | | | 100 | | | | 115,818 | |
CVC Cordatus Loan Fund IV DAC, Series 4X, Class BR1, (3 mo. Euribor + 1.30%), 1.30%, 02/22/34 | | | | | | | 100 | | | | 115,524 | |
Henley CLO IV DAC, Series 4X, Class B1, (3 mo. Euribor + 1.35%), 1.35%, 04/25/34 | | | | | | | 100 | | | | 114,776 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 346,118 | |
| | | |
Spain — 0.0% | | | | | | | | | |
Autonoria Spain 2021 FT, Series 2021-SP, Class B, (1 mo. Euribor + 0.80%), 0.24%, 01/31/39(a)(d) | | | | | | | 200 | | | | 231,802 | |
| | | | | | | | | | | | |
| | | |
United States — 1.7% | | | | | | | | | |
AccessLex Institute, Series 2007-A, Class A3, (3 mo. LIBOR US + 0.30%), 0.43%, 05/25/36(a) | | | USD | | | | 103 | | | | 101,820 | |
Anchorage Capital CLO Ltd.(a)(b) | | | | | | | | | | | | |
Series 2014-3RA, Class A, (3 mo. LIBOR US + 1.05%), 1.18%, 01/28/31 | | | | | | | 400 | | | | 399,928 | |
Series 2014-4RA, Class A, (3 mo. LIBOR US + 1.05%), 1.18%, 01/28/31 | | | | | | | 400 | | | | 399,927 | |
Apidos CLO XII, Series 2013-12A, Class AR, (3 mo. LIBOR US + 1.08%), 1.21%, 04/15/31(a)(b) | | | | | | | 500 | | | | 499,747 | |
BHG Securitization Trust, Series 2021-A, Class A, 1.42%, 11/17/33(b) | | | | | | | 159 | | | | 159,681 | |
Chenango Park CLO Ltd., Series 2018-1A, Class A2, (3 mo. LIBOR US + 1.55%), 1.68%, 04/15/30(a)(b) | | | | | | | 1,018 | | | | 1,015,508 | |
CIFC Funding Ltd.(a)(b) | | | | | | | | | | | | |
Series 2013-1A, Class A2R, (3 mo. LIBOR US + 1.75%), 1.88%, 07/16/30 | | | | | | | 1,000 | | | | 1,000,074 | |
Series 2018-1A, Class A, (3 mo. LIBOR US + 1.00%), 1.13%, 04/18/31 | | | | | | | 650 | | | | 650,000 | |
Dryden 53 CLO Ltd., Series 2017-53A, Class A, (3 mo. LIBOR US + 1.12%), 1.25%, 01/15/31(a)(b) | | | | | | | 600 | | | | 599,830 | |
Elevation CLO Ltd., Series 2017-8A, Class A1, (3 mo. LIBOR US + 1.16%), 1.29%, 10/25/30(a)(b) | | | | | | | 400 | | | | 399,711 | |
GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A, 2.10%, 05/20/48(b) | | | | | | | 490 | | | | 487,981 | |
LCM Ltd., Series 26A, Class A1, (3 mo. LIBOR US + 1.07%), 1.20%, 01/20/31(a)(b) | | | | | | | 600 | | | | 599,999 | |
Lendmark Funding Trust, Series 2021-1A, Class A, 1.90%, 11/20/31(b) | | | | | | | 350 | | | | 351,660 | |
Loanpal Solar Loan Ltd., Series 2020-2GF, Class A, 2.75%, 07/20/47(b) | | | | | | | 107 | | | | 110,189 | |
Mosaic Solar Loans LLC(b) | | | | | | | | | | | | |
Series 2017-2A, Class A, 3.82%, 06/22/43 | | | | | | | 72 | | | | 75,900 | |
Series 2021-2A, Class A, 1.64%, 04/22/47 | | | | | | | 313 | | | | 310,212 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
|
United States (continued) | |
Navient Private Education Refi Loan Trust, Series 2021-DA, Class A, (Prime - 1.99%), 1.26%, 04/15/60(a)(b) | | | USD | | | | 581 | | | $ | 580,908 | |
Nelnet Student Loan Trust(b) | | | | | | | | | | | | |
Series 2021-A, Class A1, (1 mo. LIBOR US + 0.80%), 0.89%, 04/20/62(a) | | | | | | | 504 | | | | 505,954 | |
Series 2021-A, Class A2, (1 mo. LIBOR US + 1.03%), 1.12%, 04/20/62(a) | | | | | | | 300 | | | | 305,914 | |
Series 2021-BA, Class AFX, 1.42%, 04/20/62 | | | | | | | 682 | | | | 682,474 | |
Neuberger Berman Loan Advisers CLO Ltd., Series 2017-26A, Class A, (3 mo. LIBOR US + 1.17%), 1.30%, 10/18/30(a)(b) | | | | | | | 550 | | | | 550,007 | |
Oportun Issuance Trust, Series 2021-B, Class A, 1.47%, 05/08/31(b) | | | | | | | 190 | | | | 190,107 | |
Palmer Square Loan Funding Ltd., Series 2019-2A, Class A2, (3 mo. LIBOR US + 1.60%), 1.73%, 04/20/27(a)(b) | | | | | | | 1,000 | | | | 1,000,140 | |
Rockford Tower CLO Ltd., Series 2017-3A, Class A, (3 mo. LIBOR US + 1.19%), 1.32%, 10/20/30(a)(b) | | | | | | | 400 | | | | 400,000 | |
RR 3 Ltd., Series 2018-3A, Class A1R2, (3 mo. LIBOR US + 1.09%), 1.22%, 01/15/30(a)(b) | | | | | | | 400 | | | | 400,751 | |
Shackleton CLO Ltd., Series 2013-3A, Class AR, (3 mo. LIBOR US + 1.12%), 1.25%, 07/15/30(a)(b) | | | | | | | 398 | | | | 397,734 | |
SLM Private Credit Student Loan Trust(a) | | | | | | | | | | | | |
Series 2005-B, Class A4, (3 mo. LIBOR US + 0.33%), 0.45%, 06/15/39 | | | | | | | 380 | | | | 372,561 | |
Series 2006-A, Class A5, (3 mo. LIBOR US + 0.29%), 0.41%, 06/15/39 | | | | | | | 51 | | | | 49,799 | |
SMB Private Education Loan Trust, Series 2021-C, Class A2, (1 mo. LIBOR US + 0.80%), 0.88%, 01/15/53(a)(b) | | | | | | | 480 | | | | 480,000 | |
Steele Creek CLO Ltd., Series 2017-1A, Class A, (3 mo. LIBOR US + 1.25%), 1.38%, 10/15/30(a)(b) | | | | | | | 400 | | | | 400,011 | |
Tiaa CLO III Ltd., Series 2017-2A, Class A, (3 mo. LIBOR US + 1.15%), 1.28%, 01/16/31(a)(b) | | | | | | | 400 | | | | 399,885 | |
TICP CLO XV Ltd., Series 2020-15A, Class A, (3 mo. LIBOR US + 1.28%), 1.41%, 04/20/33(a)(b) | | | | | | | 1,750 | | | | 1,751,754 | |
Voya CLO Ltd., Series 2017-4A, Class A1, (3 mo. LIBOR US + 1.13%), 1.26%, 10/15/30(a)(b) | | | | | | | 400 | | | | 399,900 | |
York CLO Ltd., Series 2015-1A, Class AR, (3 mo. LIBOR US + 1.15%), 1.29%, 01/22/31(a)(b) | | | | | | | 600 | | | | 599,999 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 16,630,065 | |
| | | | | | | | | | | | |
| |
Total Asset-Backed Securities — 4.0% (Cost: $39,898,764) | | | | 40,113,595 | |
| | | | | | | | | | | | |
| | | |
| | | | | Shares | | | | |
|
Common Stocks | |
| | | |
Canada(f) — 0.0% | | | | | | | | | |
Largo Resources Ltd. | | | | | | | 1,012 | | | | 10,627 | |
Shopify, Inc., Class A | | | | | | | 293 | | | | 397,243 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 407,870 | |
|
China — 0.0% | |
Alibaba Group Holding Ltd., ADR(f) | | | | | | | 1,497 | | | | 221,631 | |
| | | | | | | | | | | | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 2 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
France — 0.1% | | | | | | |
BNP Paribas SA | | | 5,759 | | | $ | 368,464 | |
Societe Generale SA | | | 13,638 | | | | 427,072 | |
| | | | | | | | |
| | | | | | | 795,536 | |
| | |
Germany — 0.1% | | | | | | |
Allianz SE, Registered Shares | | | 298 | | | | 66,766 | |
Daimler AG, Registered Shares | | | 4,970 | | | | 438,511 | |
Puma SE | | | 1,982 | | | | 220,329 | |
| | | | | | | | |
| | |
| | | | | | | 725,606 | |
| | |
Ireland — 0.0% | | | | | | |
Trane Technologies PLC. | | | 1,720 | | | | 296,958 | |
| | | | | | | | |
| | |
Italy — 0.0% | | | | | | |
Assicurazioni Generali SpA | | | 8,195 | | | | 173,563 | |
| | | | | | | | |
| | |
Singapore — 0.0% | | | | | | |
Sea Ltd., ADR(f) | | | 1,338 | | | | 426,461 | |
| | | | | | | | |
| | |
Sweden — 0.0% | | | | | | |
Volvo AB, B Shares | | | 848 | | | | 18,933 | |
| | | | | | | | |
| | |
Switzerland — 0.1% | | | | | | |
ABB Ltd., Registered Shares | | | 5,858 | | | | 195,961 | |
Cie Financiere Richemont SA, Class A, Registered Shares | | | 2,830 | | | | 293,420 | |
TE Connectivity Ltd. | | | 2,838 | | | | 389,430 | |
| | | | | | | | |
| | | | | | | 878,811 | |
| | |
Taiwan — 0.0% | | | | | | |
Taiwan Semiconductor Manufacturing Co. Ltd., ADR | | | 12 | | | | 1,340 | |
| | | | | | | | |
| | |
United Kingdom — 0.2% | | | | | | |
BP PLC, ADR | | | 12,771 | | | | 349,032 | |
Capri Holdings Ltd.(f) | | | 8,611 | | | | 416,859 | |
Genius Sports Ltd.(f) | | | 9,493 | | | | 177,139 | |
Lloyds Banking Group PLC | | | 894,747 | | | | 556,909 | |
| | | | | | | | |
| | | | | | | 1,499,939 | |
| | |
United States — 1.6% | | | | | | |
Advance Auto Parts, Inc. | | | 1,867 | | | | 389,998 | |
Airbnb, Inc., Class A(f) | | | 1,999 | | | | 335,332 | |
Alphabet, Inc., Class A(f) | | | 54 | | | | 144,370 | |
Alphabet, Inc., Class C(f) | | | 118 | | | | 314,507 | |
Amazon.com, Inc.(f) | | | 110 | | | | 361,354 | |
Apple, Inc. | | | 2,714 | | | | 384,031 | |
Applied Materials, Inc. | | | 2,011 | | | | 258,876 | |
Bath & Body Works, Inc. | | | 7,566 | | | | 476,885 | |
Best Buy Co., Inc. | | | 2,276 | | | | 240,596 | |
Carrier Global Corp. | | | 7,358 | | | | 380,850 | |
Comcast Corp., Class A | | | 3,540 | | | | 197,992 | |
ConocoPhillips | | | 9,098 | | | | 616,572 | |
Constellation Brands, Inc., Class A | | | 452 | | | | 95,232 | |
Danaher Corp. | | | 341 | | | | 103,814 | |
Deere & Co. | | | 990 | | | | 331,719 | |
Delta Air Lines, Inc.(f) | | | 7,088 | | | | 302,020 | |
Devon Energy Corp. | | | 9,382 | | | | 333,155 | |
Diamondback Energy, Inc. | | | 1,078 | | | | 102,054 | |
Edwards Lifesciences Corp.(f)(g) | | | 4,025 | | | | 455,670 | |
Energy Transfer LP | | | 19,757 | | | | 189,272 | |
EQT Corp.(f) | | | 13,118 | | | | 268,394 | |
FedEx Corp. | | | 878 | | | | 192,537 | |
Ford Motor Co.(f) | | | 31,638 | | | | 447,994 | |
Freeport-McMoRan, Inc.(g) | | | 10,300 | | | | 335,059 | |
Generac Holdings, Inc.(f) | | | 451 | | | | 184,310 | |
| | | | | | | | | | | | |
Security | | | | | Shares | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
Health Care Select Sector SPDR Fund | | | | | | | 3,733 | | | $ | 475,211 | |
Hilton Worldwide Holdings, Inc.(f) | | | | | | | 1,657 | | | | 218,906 | |
Intuitive Surgical, Inc.(f) | | | | | | | 336 | | | | 334,034 | |
Johnson Controls International PLC | | | | | | | 4,833 | | | | 329,031 | |
Las Vegas Sands Corp.(f) | | | | | | | 4,360 | | | | 159,576 | |
Masco Corp. | | | | | | | 3,161 | | | | 175,594 | |
Micron Technology, Inc.(g) | | | | | | | 5,759 | | | | 408,774 | |
Microsoft Corp. | | | | | | | 1,864 | | | | 525,499 | |
Moderna, Inc.(f) | | | | | | | 1,400 | | | | 538,804 | |
Monster Beverage Corp.(f) | | | | | | | 1,254 | | | | 111,393 | |
NVIDIA Corp. | | | | | | | 204 | | | | 42,261 | |
Ovintiv, Inc. | | | | | | | 3,012 | | | | 99,035 | |
Parker-Hannifin Corp. | | | | | | | 515 | | | | 144,004 | |
Penn National Gaming, Inc.(f)(g) | | | | | | | 4,887 | | | | 354,112 | |
PVH Corp.(f) | | | | | | | 3,632 | | | | 373,333 | |
Quest Diagnostics, Inc. | | | | | | | 3,161 | | | | 459,325 | |
Sonos, Inc.(f)(g) | | | | | | | 15,488 | | | | 501,192 | |
Starwood Property Trust, Inc. | | | | | | | 10,708 | | | | 261,382 | |
Thermo Fisher Scientific, Inc. | | | | | | | 363 | | | | 207,393 | |
TJX Cos., Inc. | | | | | | | 1,239 | | | | 81,749 | |
Toast, Inc., Class A(f) | | | | | | | 1,827 | | | | 91,259 | |
Toll Brothers, Inc. | | | | | | | 6,312 | | | | 348,991 | |
United Parcel Service, Inc., Class B | | | | | | | 953 | | | | 173,541 | |
United Rentals, Inc.(f) | | | | | | | 822 | | | | 288,464 | |
United States Steel Corp. | | | | | | | 8,670 | | | | 190,480 | |
Victoria’s Secret & Co.(f) | | | | | | | 4,017 | | | | 221,979 | |
Western Digital Corp.(f) | | | | | | | 5,635 | | | | 318,039 | |
Williams-Sonoma, Inc. | | | | | | | 2,106 | | | | 373,457 | |
WillScot Mobile Mini Holdings Corp.(f) | | | | | | | 1,432 | | | | 45,423 | |
Wynn Resorts Ltd.(f) | | | | | | | 688 | | | | 58,308 | |
Xilinx, Inc. | | | | | | | 969 | | | | 146,309 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 15,499,451 | |
| | | | | | | | | | | | |
| | | |
Total Common Stocks — 2.1% (Cost: $19,250,629) | | | | | | | | | | | 20,946,099 | |
| | | | | | | | | | | | |
| | | |
| | | | | Par (000) | | | | |
|
Corporate Bonds | |
| | | |
Argentina — 0.2% | | | | | | | | | |
Capex SA, 6.88%, 05/15/24(b) | | | USD | | | | 368 | | | | 347,369 | |
Generacion Mediterranea SA/Generacion Frias SA/Central Termica Roca SA, 9.63%, 07/27/23(b) | | | | | | | 518 | | | | 414,659 | |
Genneia SA, 8.75%, 09/02/27(b) | | | | | | | 670 | | | | 641,420 | |
Stoneway Capital Corp.(f)(h) 10.00%, 03/01/27(d) | | | | | | | 554 | | | | 141,140 | |
10.00%, 03/01/27(b) | | | | | | | 546 | | | | 139,333 | |
YPF SA, 7.00%, 12/15/47(b) | | | | | | | 620 | | | | 409,122 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,093,043 | |
|
Australia(d) — 0.1% | |
APT Pipelines Ltd., 2.00%, 07/15/30 | | | EUR | | | | 175 | | | | 218,446 | |
Santos Finance Ltd., 5.25%, 03/13/29 | | | USD | | | | 300 | | | | 336,521 | |
Telstra Corp. Ltd., 3.50%, 09/21/22 | | | EUR | | | | 100 | | | | 120,180 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 675,147 | |
|
Austria — 0.3% | |
ams AG, 6.00%, 07/31/25(d) | | | | | | | 100 | | | | 123,668 | |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
|
Austria (continued) | |
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG, 0.38%, 09/03/27(d) | | | EUR | | | | 400 | | | $ | 459,115 | |
Erste Group Bank AG, (5 year EURIBOR ICE Swap Rate + 2.10%), 1.63%, 09/08/31(a)(d) | | | | | | | 100 | | | | 120,138 | |
Klabin Austria GmbH, 3.20%, 01/12/31(b) | | | USD | | | | 1,162 | | | | 1,109,710 | |
Suzano Austria GmbH, 3.13%, 01/15/32 | | | | | | | 906 | | | | 873,271 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,685,902 | |
|
Bahamas — 0.0% | |
Intercorp Peru Ltd., 3.88%, 08/15/29(b) | | | | | | | 200 | | | | 194,750 | |
| | | | | | | | | | | | |
|
Bahrain — 0.1% | |
Oil and Gas Holding Co., 7.63%, 11/07/24(d) | | | | | | | 790 | | | | 863,826 | |
| | | | | | | | | | | | |
|
Belgium — 0.1% | |
KBC Group NV, 1.13%, 01/25/24(d) | | | EUR | | | | 400 | | | | 478,097 | |
| | | | | | | | | | | | |
|
Bermuda — 0.3% | |
Digicel Group Holdings Ltd., (8.00% Cash or 3.00% PIK), 8.00%, 04/01/25(b)(i) | | | USD | | | | 138 | | | | 121,611 | |
Geopark Ltd., 5.50%, 01/17/27(b) | | | | | | | 455 | | | | 449,682 | |
Hopson Development Holdings Ltd., 7.00%, 05/18/24(d) | | | | | | | 200 | | | | 188,350 | |
Investment Energy Resources Ltd., 6.25%, 04/26/29(b) | | | | | | | 200 | | | | 216,750 | |
Star Energy Geothermal Darajat II/Star Energy Geothermal Salak 4.85%, 10/14/38(b) | | | | | | | 1,670 | | | | 1,864,451 | |
4.85%, 10/14/38(d) | | | | | | | 300 | | | | 334,931 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,175,775 | |
|
Brazil — 1.0% | |
Azul Investments LLP, 5.88%, 10/26/24(b) | | | | | | | 282 | | | | 265,838 | |
Banco do Brasil SA 5.88%, 01/26/22(b) | | | | | | | 339 | | | | 342,941 | |
4.75%, 03/20/24(d) | | | | | | | 420 | | | | 446,329 | |
Banco Votorantim SA, 4.00%, 09/24/22(b) | | | | | | | 288 | | | | 295,074 | |
Braskem Netherlands Finance BV, (5 year CMT + 8.22%), 8.50%, 01/23/81(a)(b) | | | | | | | 652 | | | | 746,662 | |
BRF GmbH, 4.35%, 09/29/26(b) | | | | | | | 549 | | | | 565,230 | |
BRF SA, 5.75%, 09/21/50(b) | | | | | | | 295 | | | | 281,526 | |
Embraer Netherlands Finance BV, 5.40%, 02/01/27 | | | | | | | 439 | | | | 467,809 | |
Gol Finance SA, 7.00%, 01/31/25(b) | | | | | | | 650 | | | | 615,794 | |
Itau Unibanco Holding SA/Cayman Island(b) 2.90%, 01/24/23 | | | | | | | 1,192 | | | | 1,211,370 | |
3.25%, 01/24/25 | | | | | | | 400 | | | | 400,972 | |
Odebrecht Offshore Drilling Finance Ltd., (7.72% PIK), 7.72%, 12/01/26(b)(i) | | | | | | | — | (j) | | | 22 | |
Oi SA, (10.00% Cash or 8.00% Cash + 4.00% PIK), 10.00%, 07/27/25(i) | | | | | | | 1,177 | | | | 1,101,966 | |
Petrobras Global Finance BV, 5.30%, 01/27/25 | | | | | | | 1,142 | | | | 1,272,696 | |
Rumo Luxembourg Sarl, 5.88%, 01/18/25(b) | | | | | | | 848 | | | | 877,839 | |
Suzano Austria GmbH, 3.75%, 01/15/31 | | | | | | | 277 | | | | 283,856 | |
Vale Overseas Ltd., 3.75%, 07/08/30 | | | | | | | 1,133 | | | | 1,169,483 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 10,345,407 | |
|
Canada — 0.2% | |
Bausch Health Cos., Inc., 4.88%, 06/01/28(b) | | | | | | | 58 | | | | 60,103 | |
Brookfield Residential Properties, Inc./Brookfield Residential US LLC, 5.00%, 06/15/29(b) | | | | | | | 65 | | | | 66,466 | |
Frontera Energy Corp., 7.88%, 06/21/28(b) | | | | | | | 585 | | | | 566,463 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
|
Canada (continued) | |
MEGlobal Canada ULC 5.00%, 05/18/25(b) | | | USD | | | | 520 | | | $ | 572,747 | |
5.88%, 05/18/30(d) | | | | | | | 200 | | | | 245,100 | |
Toronto-Dominion Bank, 0.38%, 04/25/24(d) | | | EUR | | | | 365 | | | | 428,555 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,939,434 | |
|
Cayman Islands — 1.0% | |
Agile Group Holdings Ltd., 5.75%, 01/02/25(d) | | | USD | | | | 200 | | | | 187,500 | |
Arabian Centres Sukuk Ltd., 5.38%, 11/26/24(d) | | | | | | | 443 | | | | 458,865 | |
Central China Real Estate Ltd., 7.90%, 11/07/23(d) | | | | | | | 200 | | | | 123,000 | |
China Evergrande Group, 8.25%, 03/23/22(d) | | | | | | | 200 | | | | 51,750 | |
China Resources Land Ltd., (5 year CMT + 5.14%), 3.75%(a)(d)(k) | | | | | | | 300 | | | | 311,250 | |
China SCE Group Holdings Ltd., 7.38%, 04/09/24(d) | | | | | | | 200 | | | | 192,000 | |
Country Garden Holdings Co. Ltd.(d) 5.40%, 05/27/25 | | | | | | | 200 | | | | 202,975 | |
2.70%, 07/12/26 | | | | | | | 200 | | | | 186,000 | |
3.30%, 01/12/31 | | | | | | | 300 | | | | 273,431 | |
Embraer Overseas Ltd., 5.70%, 09/16/23(d) | | | | | | | 227 | | | | 240,875 | |
Fantasia Holdings Group Co. Ltd.(d) 11.88%, 06/01/23 | | | | | | | 200 | | | | 62,000 | |
9.88%, 10/19/23 | | | | | | | 200 | | | | 60,000 | |
Grupo Aval Ltd., 4.75%, 09/26/22(d) | | | | | | | 200 | | | | 204,700 | |
Hilong Holding Ltd., 9.75%, 11/18/24(d) | | | | | | | 200 | | | | 176,000 | |
Kaisa Group Holdings Ltd.(d) 10.88%, 07/23/23 | | | | | | | 200 | | | | 164,475 | |
11.95%, 11/12/23 | | | | | | | 200 | | | | 164,000 | |
Latam Finance Ltd.(f)(h) 6.88%, 04/11/24(d) | | | | | | | 200 | | | | 180,288 | |
6.88%, 04/11/24(b) | | | | | | | 200 | | | | 180,288 | |
Logan Group Co. Ltd., 5.75%, 01/14/25(d) | | | | | | | 200 | | | | 198,500 | |
Longfor Group Holdings Ltd.(d) 4.50%, 01/16/28 | | | | | | | 200 | | | | 214,350 | |
3.95%, 09/16/29 | | | | | | | 200 | | | | 207,066 | |
MAF Global Securities Ltd.(d) 4.75%, 05/07/24 | | | | | | | 202 | | | | 218,665 | |
(5 year USD Swap + 3.48%), 5.50%(a)(k) | | | | | | | 862 | | | | 872,784 | |
Melco Resorts Finance Ltd., 5.25%, 04/26/26(d) | | | | | | | 200 | | | | 201,100 | |
Modern Land China Co. Ltd., 9.80%, 04/11/23(d) | | | | | | | 200 | | | | 166,000 | |
Oryx Funding Ltd., 5.80%, 02/03/31(b) | | | | | | | 350 | | | | 369,250 | |
Redsun Properties Group Ltd., 9.70%, 04/16/23(d) | | | | | | | 200 | | | | 183,500 | |
Ronshine China Holdings Ltd.(d) 5.50%, 02/01/22 | | | | | | | 200 | | | | 184,287 | |
7.35%, 12/15/23 | | | | | | | 200 | | | | 149,000 | |
Sable International Finance Ltd., 5.75%, 09/07/27(d) | | | | | | | 234 | | | | 245,700 | |
Sands China Ltd., 4.38%, 06/18/30 | | | | | | | 300 | | | | 314,031 | |
Shimao Group Holdings Ltd., 4.60%, 07/13/30(d) | | | | | | | 200 | | | | 187,500 | |
Shui On Development Holding Ltd., 6.15%, 08/24/24(d) | | | | | | | 200 | | | | 198,500 | |
Tencent Holdings Ltd., 3.24%, 06/03/50(d) | | | | | | | 400 | | | | 377,700 | |
Times China Holdings Ltd., 5.75%, 01/14/27(d) | | | | | | | 210 | | | | 183,750 | |
UPCB Finance VII Ltd., 3.63%, 06/15/29(d) | | | EUR | | | | 100 | | | | 118,876 | |
Weibo Corp., 3.50%, 07/05/24 | | | USD | | | | 200 | | | | 208,537 | |
Wynn Macau Ltd., 4.88%, 10/01/24(d) | | | | | | | 200 | | | | 193,475 | |
XP, Inc., 3.25%, 07/01/26(b) | | | | | | | 1,606 | | | | 1,561,835 | |
Yuzhou Group Holdings Co. Ltd.(d) 8.38%, 10/30/24 | | | | | | | 200 | | | | 153,500 | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 4 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Cayman Islands (continued) | | | | | | | | | |
Yuzhou Group Holdings Co. Ltd.(d) (continued) 8.30%, 05/27/25 | | | USD | | | | 200 | | | $ | 146,500 | |
Zhenro Properties Group Ltd., 9.15%, 05/06/23(d) | | | | | | | 200 | | | | 194,912 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 10,468,715 | |
| | | |
Chile — 0.3% | | | | | | | | | |
Colbun SA, 3.15%, 03/06/30(b) | | | | | | | 200 | | | | 205,788 | |
Corp. Nacional del Cobre de Chile, 3.75%, 01/15/31(b) | | | | | | | 200 | | | | 213,700 | |
Embotelladora Andina SA, 3.95%, 01/21/50(b) | | | | | | | 200 | | | | 210,100 | |
GNL Quintero SA, 4.63%, 07/31/29(d) | | | | | | | 312 | | | | 337,492 | |
Kenbourne Invest SA, 6.88%, 11/26/24(b) | | | | | | | 362 | | | | 380,734 | |
Sociedad Quimica y Minera de Chile SA, 3.50%, 09/10/51(b) | | | | | | | 561 | | | | 537,999 | |
VTR Comunicaciones SpA(b) 5.13%, 01/15/28 | | | | | | | 476 | | | | 502,715 | |
4.38%, 04/15/29 | | | | | | | 914 | | | | 936,850 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,325,378 | |
| | | |
China(d) — 0.5% | | | | | | | | | |
China Aoyuan Group Ltd. 7.95%, 02/19/23 | | | | | | | 200 | | | | 180,000 | |
6.35%, 02/08/24 | | | | | | | 200 | | | | 169,600 | |
China Evergrande Group, 9.50%, 04/11/22 | | | | | | | 200 | | | | 49,750 | |
CIFI Holdings Group Co. Ltd., 5.95%, 10/20/25 | | | | | | | 200 | | | | 198,000 | |
CITIC Securities Finance MTN Co. Ltd., 2.00%, 06/03/25 | | | | | | | 200 | | | | 200,106 | |
CMHI Finance BVI Co. Ltd., (U.S. Treasury Yield Curve Rate T-Note Contant Maturity + 6.35%), 3.50%(a)(k) | | | | | | | 200 | | | | 205,037 | |
Contemporary Ruiding Development Ltd., 1.88%, 09/17/25 | | | | | | | 200 | | | | 201,432 | |
Easy Tactic Ltd., 11.75%, 08/02/23 | | | | | | | 400 | | | | 290,000 | |
Fantasia Holdings Group Co. Ltd., 11.75%, 04/17/22 | | | | | | | 200 | | | | 78,000 | |
Fortune Star BVI Ltd., 6.85%, 07/02/24 | | | | | | | 200 | | | | 207,500 | |
Huarong Finance 2019 Co. Ltd. 4.50%, 05/29/29 | | | | | | | 400 | | | | 366,200 | |
3.88%, 11/13/29 | | | | | | | 300 | | | | 263,250 | |
Industrial & Commercial Bank of China Ltd., 4.88%, 09/21/25 | | | | | | | 200 | | | | 221,726 | |
Kaisa Group Holdings Ltd., 9.38%, 06/30/24 | | | | | | | 200 | | | | 154,000 | |
KWG Group Holdings Ltd., 7.88%, 09/01/23 | | | | | | | 200 | | | | 193,000 | |
Ocean Laurel Co. Ltd., 2.38%, 10/20/25 | | | | | | | 200 | | | | 195,390 | |
RKPF Overseas Ltd. | | | | | | | | | | | | |
Series 2019-A, 6.70%, 09/30/24 | | | | | | | 200 | | | | 198,500 | |
Series 2019-A, 6.00%, 09/04/25 | | | | | | | 200 | | | | 193,000 | |
Ronshine China Holdings Ltd., 8.95%, 01/22/23 | | | | | | | 200 | | | | 146,000 | |
Seazen Group Ltd., 6.00%, 08/12/24 | | | | | | | 200 | | | | 193,000 | |
Sino-Ocean Land Treasure IV Ltd., 4.75%, 08/05/29 | | | | | | | 400 | | | | 378,950 | |
Sunac China Holdings Ltd. 7.50%, 02/01/24 | | | | | | | 200 | | | | 162,500 | |
6.65%, 08/03/24 | | | | | | | 200 | | | | 160,000 | |
ZhongAn Online P&C Insurance Co. Ltd., 3.13%, 07/16/25 | | | | | | | 200 | | | | 198,000 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 4,802,941 | |
| | | |
Colombia — 0.7% | | | | | | | | | |
Banco GNB Sudameris SA, (5 year CMT + 6.66%), 7.50%, 04/16/31(a)(b) | | | | | | | 187 | | | | 190,834 | |
Bancolombia SA, 3.00%, 01/29/25 | | | | | | | 200 | | | | 202,162 | |
Ecopetrol SA 5.38%, 06/26/26 | | | | | | | 821 | | | | 889,738 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Colombia (continued) | | | | | | | | | |
Ecopetrol SA (continued) 6.88%, 04/29/30 | | | USD | | | | 1,884 | | | $ | 2,200,512 | |
Empresas Publicas de Medellin ESP(b) 4.25%, 07/18/29 | | | | | | | 432 | | | | 429,354 | |
4.38%, 02/15/31 | | | | | | | 258 | | | | 255,188 | |
Grupo Aval Ltd., 4.38%, 02/04/30(b) | | | | | | | 1,754 | | | | 1,725,278 | |
SURA Asset Management SA, 4.88%, 04/17/24(b) | | | | | | | 562 | | | | 604,958 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 6,498,024 | |
| | | |
Denmark — 0.0% | | | | | | | | | |
Orsted A/S, 2.13%, 05/17/27(d) | | | GBP | | | | 200 | | | | 280,881 | |
| | | | | | | | | | | | |
| | | |
Dominican Republic — 0.1% | | | | | | | | | |
Aeropuertos Dominicanos Siglo XXI SA, 6.75%, 03/30/29(b) | | | USD | | | | 481 | | | | 502,134 | |
Banco de Reservas de la Republica Dominicana, 7.00%, 02/01/23(d) | | | | | | | 304 | | | | 317,205 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 819,339 | |
| | | |
Finland — 0.0% | | | | | | | | | |
Kojamo OYJ, 0.88%, 05/28/29(d) | | | EUR | | | | 210 | | | | 244,509 | |
OP Corporate Bank PLC, 0.60%, 01/18/27 | | | | | | | 130 | | | | 153,097 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 397,606 | |
| | | |
France(d) — 0.7% | | | | | | | | | |
Air France-KLM, 3.88%, 07/01/26 | | | | | | | 100 | | | | 114,985 | |
Altice France SA 2.50%, 01/15/25 | | | | | | | 200 | | | | 227,384 | |
2.13%, 02/15/25 | | | | | | | 100 | | | | 112,355 | |
5.88%, 02/01/27 | | | | | | | 300 | | | | 363,268 | |
Banque Federative du Credit Mutuel SA 0.13%, 02/05/24 | | | | | | | 300 | | | | 350,615 | |
1.25%, 12/05/25 | | | GBP | | | | 200 | | | | 270,110 | |
BNP Paribas SA(a) | | | | | | | | | | | | |
(3 mo. Euribor + 0.70%), 0.25%, 04/13/27 | | | EUR | | | | 400 | | | | 461,057 | |
(3 mo. Euribor + 0.83%), 0.50%, 01/19/30 | | | | | | | 400 | | | | 456,216 | |
(5 year EUR Swap + 1.20%), 1.13%, 01/15/32 | | | | | | | 100 | | | | 117,463 | |
CAB SELAS, 3.38%, 02/01/28 | | | | | | | 300 | | | | 350,522 | |
Chrome Bidco SASU, 3.50%, 05/31/28 | | | | | | | 100 | | | | 118,297 | |
CMA CGM SA, 7.50%, 01/15/26 | | | | | | | 300 | | | | 384,514 | |
Credit Agricole Assurances SA, (5 year EURIBOR ICE Swap Rate + 2.65%), 2.63%, 01/29/48(a) | | | | | | | 300 | | | | 374,275 | |
Credit Agricole SA 1.25%, 04/14/26 | | | | | | | 100 | | | | 122,462 | |
(3 mo. Euribor + 1.25%), 1.00%, 04/22/26(a) | | | | | | | 100 | | | | 119,361 | |
Dassault Systemes SE, 0.01%, 09/16/22 | | | | | | | 100 | | | | 116,246 | |
Engie SA 2.63%, 07/20/22 | | | | | | | 35 | | | | 41,510 | |
0.01%, 03/04/27 | | | | | | | 100 | | | | 114,972 | |
2.13%, 03/30/32 | | | | | | | 100 | | | | 132,441 | |
Getlink SE, 3.50%, 10/30/25 | | | | | | | 100 | | | | 119,855 | |
Icade Sante SAS, 1.38%, 09/17/30 | | | | | | | 100 | | | | 121,163 | |
Lion/Polaris Lux 4 SA, (3 mo. Euribor + 4.00%), 4.00%, 07/01/26(a) | | | | | | | 100 | | | | 116,488 | |
Loxam SAS, 3.75%, 07/15/26 | | | | | | | 200 | | | | 236,651 | |
LVMH Moet Hennessy Louis Vuitton SE, 0.13%, 02/28/23 | | | | | | | 100 | | | | 116,559 | |
Picard Groupe SAS, 3.88%, 07/01/26 | | | | | | | 100 | | | | 117,596 | |
PSA Banque France SA, 0.01%, 01/22/25 | | | | | | | 100 | | | | 115,719 | |
Rubis Terminal Infra SAS, 5.63%, 05/15/25 | | | | | | | 150 | | | | 182,440 | |
Schneider Electric SE, 0.01%, 06/12/23 | | | | | | | 100 | | | | 116,543 | |
Societe Generale SA, (3 mo. Euribor + 1.28%), 0.88%, 09/22/28(a) | | | | | | | 200 | | | | 235,210 | |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
France (continued) | | | | | | | | | | | | |
Suez SA, (5 year EURIBOR ICE Swap Rate + 2.15%), 1.63%(a)(k) | | | EUR | | | | 100 | | | $ | 117,571 | |
Tereos Finance Groupe I SA, 7.50%, 10/30/25 | | | | | | | 100 | | | | 124,338 | |
TotalEnergies Capital International SA, 0.25%, 07/12/23 | | | | | | | 100 | | | | 117,070 | |
TotalEnergies SE, Series NC7, (5 year EUR Swap + 1.99%), 1.63%(a)(k) | | | | | | | 750 | | | | 869,840 | |
Vallourec SA, 8.50%, 06/30/26 | | | | | | | 52 | | | | 61,656 | |
Veolia Environnement SA, 0.89%, 01/14/24 | | | | | | | 200 | | | | 236,626 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 7,353,378 | |
| | | | | | | | | | | | |
| | | |
Germany(d) — 0.9% | | | | | | | | | | | | |
Adler Group SA, 3.25%, 08/05/25 | | | | | | | 100 | | | | 101,935 | |
Allianz Finance II BV, 3.50%, 02/14/22 | | | | | | | 100 | | | | 117,538 | |
BASF SE, Series 10Y, 2.00%, 12/05/22 | | | | | | | 995 | | | | 1,185,464 | |
Bayer AG 1.38%, 07/06/32 | | | | | | | 200 | | | | 237,106 | |
(5 year EUR Swap + 2.01%), 2.38%, 04/02/75(a) | | | | | | | 600 | | | | 702,085 | |
Cheplapharm Arzneimittel GmbH 3.50%, 02/11/27 | | | | | | | 200 | | | | 234,276 | |
4.38%, 01/15/28 | | | | | | | 300 | | | | 361,405 | |
Commerzbank AG 1.75%, 01/22/25 | | | GBP | | | | 1,000 | | | | 1,351,289 | |
(5 year EUR Swap + 6.36%), 6.13%(a)(k) | | | EUR | | | | 200 | | | | 253,968 | |
Covestro AG, 0.88%, 02/03/26 | | | | | | | 60 | | | | 71,654 | |
Deutsche Bank AG, 1.75%, 01/17/28 | | | | | | | 100 | | | | 122,559 | |
E.ON SE, 0.38%, 09/29/27 | | | | | | | 75 | | | | 87,800 | |
Fraport AG Frankfurt Airport Services Worldwide, 1.88%, 03/31/28 | | | | | | | 115 | | | | 138,064 | |
IHO Verwaltungs GmbH, (3.63% Cash or 4.38% PIK), 3.63%, 05/15/25(i) | | | | | | | 200 | | | | 235,414 | |
LEG Immobilien SE, 0.88%, 11/28/27 | | | | | | | 100 | | | | 119,263 | |
Merck Financial Services GmbH 0.01%, 12/15/23 | | | | | | | 200 | | | | 233,009 | |
0.13%, 07/16/25 | | | | | | | 100 | | | | 117,046 | |
Merck KGaA, (5 year EURIBOR ICE Swap Rate + 1.95%), 1.63%, 06/25/79(a) | | | | | | | 200 | | | | 238,671 | |
Nidda BondCo GmbH, 5.00%, 09/30/25 | | | | | | | 100 | | | | 115,377 | |
Nidda Healthcare Holding GmbH, 3.50%, 09/30/24 | | | | | | | 400 | | | | 460,097 | |
PCF GmbH, (3 mo. Euribor + 4.75%), 4.75%, 04/15/26(a) | | | | | | | 100 | | | | 116,820 | |
Schaeffler AG, 1.88%, 03/26/24 | | | | | | | 10 | | | | 11,900 | |
Techem Verwaltungsgesellschaft 674 mbH, 6.00%, 07/30/26 | | | | | | | 176 | | | | 209,686 | |
thyssenkrupp AG, 1.88%, 03/06/23 | | | | | | | 400 | | | | 466,116 | |
TK Elevator Midco GmbH 4.38%, 07/15/27 | | | | | | | 200 | | | | 241,808 | |
(3 mo. EURIBOR + 4.75%), 4.75%, 07/15/27(a) | | | | | | | 200 | | | | 233,742 | |
Volkswagen Financial Services NV, 1.63%, 11/30/22 | | | GBP | | | | 200 | | | | 272,062 | |
Volkswagen Leasing GmbH 1.00%, 02/16/23 | | | EUR | | | | 100 | | | | 117,678 | |
0.38%, 07/20/26 | | | | | | | 225 | | | | 261,090 | |
0.63%, 07/19/29 | | | | | | | 40 | | | | 46,022 | |
Vonovia SE, 0.63%, 12/14/29 | | | | | | | 200 | | | | 231,151 | |
ZF Finance GmbH 3.00%, 09/21/25 | | | | | | | 100 | | | | 121,916 | |
2.75%, 05/25/27 | | | | | | | 100 | | | | 119,905 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 8,933,916 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Guatemala(b) — 0.1% | | | | | | | | | | | | |
Banco Industrial SA, (5 year CMT + 4.44%), 4.88%, 01/29/31(a) | | | USD | | | | 245 | | | $ | 248,139 | |
Central American Bottling Corp., 5.75%, 01/31/27 | | | | | | | 969 | | | | 994,315 | |
Energuate Trust, 5.88%, 05/03/27 | | | | | | | 210 | | | | 217,324 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,459,778 | |
| | | |
Hong Kong(d) — 0.2% | | | | | | | | | | | | |
Bank of East Asia Ltd.(a) | | | | | | | | | | | | |
(5 year CMT + 3.75%), 4.00%, 05/29/30 | | | | | | | 400 | | | | 418,825 | |
(5 year CMT + 5.53%), 5.83%(k) | | | | | | | 250 | | | | 261,250 | |
CITIC Ltd. 3.88%, 02/28/27 | | | | | | | 200 | | | | 216,475 | |
2.85%, 02/25/30 | | | | | | | 200 | | | | 203,225 | |
GLP China Holdings Ltd., 2.95%, 03/29/26 | | | | | | | 200 | | | | 200,560 | |
Lenovo Group Ltd., 3.42%, 11/02/30 | | | | | | | 200 | | | | 207,640 | |
Nan Fung Treasury III Ltd., 5.00%(k) | | | | | | | 200 | | | | 200,787 | |
Yango Justice International Ltd., 7.50%, 04/15/24 | | | | | | | 200 | | | | 154,000 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,862,762 | |
| | | |
India — 0.3% | | | | | | | | | | | | |
Adani Electricity Mumbai Ltd., 3.95%, 02/12/30(d) | | | | | | | 400 | | | | 399,950 | |
Adani Transmission Ltd., 4.25%, 05/21/36(d) | | | | | | | 187 | | | | 190,915 | |
Bharti Airtel Ltd., 3.25%, 06/03/31(d) | | | | | | | 200 | | | | 200,005 | |
GMR Hyderabad International Airport Ltd., 4.75%, 02/02/26(d) | | | | | | | 200 | | | | 199,100 | |
HDFC Bank Ltd., (5 year CMT + 2.93%), 3.70%(a)(d)(k) | | | | | | | 200 | | | | 199,000 | |
Manappuram Finance Ltd., 5.90%, 01/13/23(d) | | | | | | | 200 | | | | 205,288 | |
Muthoot Finance Ltd. 6.13%, 10/31/22(b) | | | | | | | 200 | | | | 206,037 | |
4.40%, 09/02/23(d) | | | | | | | 200 | | | | 203,100 | |
Oil India Ltd., 5.13%, 02/04/29(d) | | | | | | | 200 | | | | 223,475 | |
Power Finance Corp. Ltd., 6.15%, 12/06/28(d) | | | | | | | 200 | | | | 235,100 | |
ReNew Power Pvt Ltd., 5.88%, 03/05/27(d) | | | | | | | 200 | | | | 209,725 | |
Shriram Transport Finance Co. Ltd., 5.10%, 07/16/23(d) | | | | | | | 200 | | | | 203,288 | |
Summit Digitel Infrastructure Pvt Ltd., 2.88%, 08/12/31(d) | | | | | | | 200 | | | | 192,184 | |
Vedanta Resources Finance II PLC, 13.88%, 01/21/24(d) | | | | | | | 200 | | | | 214,750 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,081,917 | |
| | | |
Indonesia(d) — 0.2% | | | | | | | | | | | | |
Medco Oak Tree Pte Ltd., 7.38%, 05/14/26 | | | | | | | 200 | | | | 212,725 | |
Pelabuhan Indonesia II PT, 4.25%, 05/05/25 | | | | | | | 200 | | | | 217,022 | |
Pertamina Persero PT 3.10%, 08/27/30 | | | | | | | 665 | | | | 678,373 | |
6.50%, 05/27/41 | | | | | | | 200 | | | | 258,350 | |
4.18%, 01/21/50 | | | | | | | 300 | | | | 302,025 | |
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 5.38%, 01/25/29 | | | | | | | 200 | | | | 230,772 | |
6.25%, 01/25/49 | | | | | | | 200 | | | | 251,413 | |
Theta Capital Pte Ltd., 8.13%, 01/22/25 | | | | | | | 200 | | | | 207,725 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,358,405 | |
| | | |
Ireland — 0.1% | | | | | | | | | | | | |
Fresenius Finance Ireland PLC, 0.88%, 10/01/31(d) | | | EUR | | | | 101 | | | | 115,996 | |
Phosagro OAO Via Phosagro Bond Funding DAC, 3.05%, 01/23/25(b) | | | USD | | | | 232 | | | | 240,164 | |
Virgin Media Vendor Financing Notes III DAC, 4.88%, 07/15/28(d) | | | GBP | | | | 100 | | | | 137,204 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 493,364 | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 6 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Isle of Man — 0.0% | | | | | | | | | |
AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30 | | | USD | | | | 404 | | | $ | 413,090 | |
| | | | | | | | | | | | |
| | | |
Israel(b)(d) — 0.2% | | | | | | | | | |
Bank Leumi Le-Israel BM, (5 year CMT + 1.63%), 3.28%, 01/29/31(a) | | | | | | | 776 | | | | 790,792 | |
Energean Israel Finance Ltd. 4.50%, 03/30/24 | | | | | | | 308 | | | | 313,679 | |
4.88%, 03/30/26 | | | | | | | 81 | | | | 83,250 | |
Leviathan Bond Ltd., 5.75%, 06/30/23 | | | | | | | 507 | | | | 527,167 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,714,888 | |
| | | |
Italy — 0.5% | | | | | | | | | |
Autostrade per l’Italia SpA(d) 2.00%, 12/04/28 | | | EUR | | | | 100 | | | | 121,570 | |
2.00%, 01/15/30 | | | | | | | 100 | | | | 121,453 | |
Brunello Bidco SpA, (3 mo. Euribor + 3.75%), 3.75%, 02/15/28(a)(d) | | | | | | | 100 | | | | 115,835 | |
Centurion Bidco SpA, 5.88%, 09/30/26(d) | | | | | | | 100 | | | | 121,260 | |
Diocle SpA, (3 mo. Euribor + 3.88%), 3.88%, 06/30/26(a)(d) | | | | | | | 158 | | | | 184,032 | |
Enel Finance International NV, 0.01%, 06/17/24(d) | | | | | | | 300 | | | | 349,034 | |
Eni SpA, 3.63%, 01/29/29(d) | | | | | | | 600 | | | | 857,626 | |
Gamma Bidco SpA, 5.13%, 07/15/25(d) | | | | | | | 100 | | | | 118,179 | |
Intesa Sanpaolo SpA 0.75%, 12/04/24(d) | | | | | | | 100 | | | | 118,673 | |
0.75%, 03/16/28(d) | | | | | | | 200 | | | | 234,249 | |
1.35%, 02/24/31(d) | | | | | | | 350 | | | | 405,787 | |
(5 year EUR Swap + 6.09%), 5.88%(a)(d)(k) | | | | | | | 300 | | | | 406,146 | |
(5 year USD Swap + 5.46%), 7.70%(a)(b)(k) | | | USD | | | | 200 | | | | 225,978 | |
Nexi SpA, Series., 0.00%, 02/24/28(d)(l)(m) | | | EUR | | | | 100 | | | | 111,787 | |
Rossini Sarl, 6.75%, 10/30/25(d) | | | | | | | 500 | | | | 600,836 | |
Sisal Group SpA, 7.00%, 07/31/23(d) | | | | | | | 69 | | | | 79,637 | |
Snam SpA, 0.01%, 08/15/25(d) | | | | | | | 290 | | | | 335,562 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 4,507,644 | |
| | | |
Japan(d) — 0.1% | | | | | | | | | |
Asahi Group Holdings Ltd. 0.01%, 04/19/24 | | | | | | | 170 | | | | 197,537 | |
0.16%, 10/23/24 | | | | | | | 200 | | | | 233,083 | |
Nissan Motor Co. Ltd., 3.20%, 09/17/28 | | | | | | | 110 | | | | 143,062 | |
SoftBank Group Corp. 4.75%, 07/30/25 | | | | | | | 600 | | | | 733,618 | |
2.88%, 01/06/27 | | | | | | | 100 | | | | 110,947 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,418,247 | |
| | | |
Jersey — 0.3% | | | | | | | | | |
Galaxy Pipeline Assets Bidco Ltd. 2.16%, 03/31/34(b) | | | USD | | | | 725 | | | | 710,500 | |
2.63%, 03/31/36(d) | | | | | | | 300 | | | | 294,750 | |
2.94%, 09/30/40(b) | | | | | | | 825 | | | | 822,409 | |
Heathrow Funding Ltd.(d) 2.63%, 03/16/28 | | | GBP | | | | 570 | | | | 768,387 | |
1.50%, 02/11/30 | | | EUR | | | | 120 | | | | 143,313 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,739,359 | |
| | | |
Kazakhstan — 0.0% | | | | | | | | | |
KazMunayGas National Co. JSC, 3.50%, 04/14/33(b) | | | USD | | | | 460 | | | | 473,800 | |
| | | | | | | | | | | | |
| | | |
Kuwait — 0.1% | | | | | | | | | |
NBK Tier 1 Financing Ltd., (6 year USD Swap + 2.88%), 3.63%(a)(b)(k) | | | | | | | 1,206 | | | | 1,206,754 | |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Lithuania — 0.1% | | | | | | | | | |
ASG Finance Designated Activity Co., 7.88%, 12/03/24(b) | | | USD | | | | 502 | | | $ | 494,313 | |
| | | | | | | | | | | | |
| | | |
Luxembourg — 1.1% | | | | | | | | | |
Adler Group SA, 2.75%, 11/13/26(d) | | | EUR | | | | 300 | | | | 297,117 | |
Altice Financing SA, 2.25%, 01/15/25(d) | | | | | | | 100 | | | | 111,537 | |
Atento Luxco 1 SA, 8.00%, 02/10/26(b) | | | USD | | | | 255 | | | | 279,034 | |
Becton Dickinson Euro Finance Sarl, 1.34%, 08/13/41 | | | EUR | | | | 110 | | | | 122,237 | |
DH Europe Finance II Sarl, 0.20%, 03/18/26 | | | | | | | 140 | | | | 162,986 | |
FEL Energy VI Sarl, 5.75%, 12/01/40(d) | | | USD | | | | 734 | | | | 765,820 | |
Garfunkelux Holdco 3 SA, 7.75%, 11/01/25(d) | | | GBP | | | | 200 | | | | 281,493 | |
GOL Equity Finance SA, 3.75%, 07/15/24(b)(l) | | | USD | | | | 282 | | | | 256,432 | |
Holcim Finance Luxembourg SA(d) 0.13%, 07/19/27 | | | EUR | | | | 240 | | | | 275,201 | |
0.50%, 09/03/30 | | | | | | | 130 | | | | 146,488 | |
0.50%, 04/23/31 | | | | | | | 140 | | | | 157,079 | |
JSM Global Sarl, 4.75%, 10/20/30(b) | | | USD | | | | 686 | | | | 697,062 | |
Kenbourne Invest SA, 4.70%, 01/22/28(b) | | | | | | | 320 | | | | 321,120 | |
Lincoln Financing Sarl, 3.63%, 04/01/24(d) | | | EUR | | | | 100 | | | | 116,779 | |
MC Brazil Downstream Trading Sarl, 7.25%, 06/30/31(b) | | | USD | | | | 640 | | | | 643,520 | |
Millicom International Cellular SA(b) 6.63%, 10/15/26 | | | | | | | 368 | | | | 385,654 | |
5.13%, 01/15/28 | | | | | | | 540 | | | | 560,317 | |
4.50%, 04/27/31 | | | | | | | 1,455 | | | | 1,527,750 | |
Monitchem HoldCo 3 SA, 5.25%, 03/15/25(d) | | | EUR | | | | 100 | | | | 118,730 | |
Puma International Financing SA, 5.13%, 10/06/24(d) . | | | USD | | | | 200 | | | | 200,750 | |
Rede D’or Finance Sarl, 4.50%, 01/22/30(b) | | | | | | | 339 | | | | 338,051 | |
Repsol Europe Finance Co., 0.88%, 07/06/33(d) | | | EUR | | | | 300 | | | | 346,054 | |
SELP Finance Sarl, 0.88%, 05/27/29(d) | | | | | | | 100 | | | | 116,014 | |
SES SA, 2.00%, 07/02/28(d) | | | | | | | 320 | | | | 398,460 | |
Simpar Europe SA, 5.20%, 01/26/31(b) | | | USD | | | | 985 | | | | 979,041 | |
Summer BC Holdco B Sarl, 5.75%, 10/31/26(d) | | | EUR | | | | 400 | | | | 485,349 | |
Traton Finance Luxembourg SA, 0.01%, 06/14/24(d) | | | | | | | 600 | | | | 695,191 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 10,785,266 | |
| | | |
Malaysia — 0.1% | | | | | | | | | |
Petronas Capital Ltd., 3.50%, 04/21/30(b) | | | USD | | | | 643 | | | | 696,002 | |
TNB Global Ventures Capital Bhd, 4.85%, 11/01/28(d) | | | | | | | 200 | | | | 231,538 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 927,540 | |
| | | |
Mauritius — 0.1% | | | | | | | | | |
Greenko Mauritius Ltd., 6.25%, 02/21/23(d) | | | | | | | 200 | | | | 204,500 | |
HTA Group Ltd., 7.00%, 12/18/25(b) | | | | | | | 405 | | | | 424,693 | |
India Cleantech Energy, 4.70%, 08/10/26(b) | | | | | | | 250 | | | | 252,813 | |
India Green Energy Holdings, 5.38%, 04/29/24(b) | | | | | | | 250 | | | | 259,375 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,141,381 | |
| | | |
Mexico — 2.0% | | | | | | | | | |
Alfa SAB de CV, 6.88%, 03/25/44(b) | | | | | | | 200 | | | | 266,000 | |
Axtel SAB de CV, 6.38%, 11/14/24(b) | | | | | | | 439 | | | | 452,252 | |
Cemex SAB de CV 3.13%, 03/19/26(d) | | | EUR | | | | 200 | | | | 236,709 | |
5.20%, 09/17/30(b) | | | USD | | | | 520 | | | | 558,506 | |
3.88%, 07/11/31(b) | | | | | | | 200 | | | | 199,620 | |
Coca-Cola Femsa SAB de CV, 1.85%, 09/01/32 | | | | | | | 193 | | | | 182,301 | |
Cydsa SAB de CV, 6.25%, 10/04/27(b) | | | | | | | 820 | | | | 851,160 | |
Grupo Axo SAPI de CV, 5.75%, 06/08/26(b) | | | | | | | 335 | | | | 343,228 | |
Grupo Bimbo SAB de CV, (5 year CMT + 3.28%), 5.95%(a)(b)(k) | | | | | | | 274 | | | | 286,981 | |
Grupo KUO SAB de CV, 5.75%, 07/07/27(b) | | | | | | | 270 | | | | 277,644 | |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Mexico (continued) | | | | | | | | | |
Industrias Penoles SAB de CV, 4.75%, 08/06/50(b) | | | USD | | | | 400 | | | $ | 442,575 | |
Kimberly-Clark de Mexico SAB de CV, 2.43%, 07/01/31(b) | | | | | | | 241 | | | | 238,096 | |
Mexico City Airport Trust 4.25%, 10/31/26(b) | | | | | | | 643 | | | | 683,268 | |
5.50%, 07/31/47(d) | | | | | | | 2,244 | | | | 2,280,465 | |
Nemak SAB de CV, 3.63%, 06/28/31(b) | | | | | | | 610 | | | | 603,900 | |
Operadora de Servicios Mega SA de CV Sofom ER, 8.25%, 02/11/25(b) | | | | | | | 1,885 | | | | 1,895,368 | |
Orbia Advance Corp. SAB de CV, 1.88%, 05/11/26(b) | | | | | | | 1,385 | | | | 1,382,078 | |
Petroleos Mexicanos 6.88%, 10/16/25(d) | | | | | | | 1,479 | | | | 1,619,505 | |
6.50%, 03/13/27 | | | | | | | 793 | | | | 832,650 | |
5.35%, 02/12/28 | | | | | | | 590 | | | | 580,082 | |
6.50%, 01/23/29 | | | | | | | 2,349 | | | | 2,407,197 | |
6.84%, 01/23/30 | | | | | | | 458 | | | | 470,778 | |
5.95%, 01/28/31(n) | | | | | | | 487 | | | | 470,880 | |
5.63%, 01/23/46 | | | | | | | 60 | | | | 47,781 | |
6.35%, 02/12/48 | | | | | | | 292 | | | | 249,368 | |
7.69%, 01/23/50 | | | | | | | 917 | | | | 863,722 | |
6.95%, 01/28/60 | | | | | | | 150 | | | | 129,960 | |
Series 13-2, 7.19%, 09/12/24 | | | MXN | | | | 17,644 | | | | 811,946 | |
Trust Fibra Uno, 5.25%, 01/30/26(b) | | | USD | | | | 219 | | | | 242,433 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 19,906,453 | |
| | | |
Morocco — 0.1% | | | | | | | | | |
OCP SA, 3.75%, 06/23/31(b) | | | | | | | 565 | | | | 563,588 | |
| | | | | | | | | | | | |
| | | |
MultiNational — 0.1% | | | | | | | | | |
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, 3.63%, 06/01/28(d) | | | EUR | | | | 100 | | | | 113,666 | |
Clarios Global LP/Clarios US Finance Co., 4.38%, 05/15/26(d) | | | | | | | 200 | | | | 239,492 | |
Digicel International Finance Ltd./Digicel international Holdings Ltd.(b) 8.75%, 05/25/24 | | | USD | | | | 119 | | | | 124,041 | |
8.00%, 12/31/26 | | | | | | | 48 | | | | 46,265 | |
(6.00% Cash and 7.00% PIK), 13.00%, 12/31/25(i) | | | | | | | 66 | | | | 65,795 | |
Promigas SA ESP/Gases del Pacifico SAC 3.75%, 10/16/29(d) | | | | | | | 450 | | | | 449,809 | |
3.75%, 10/16/29(b) | | | | | | | 400 | | | | 399,830 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,438,898 | |
| | | |
Netherlands — 1.7% | | | | | | | | | |
ABN AMRO Bank NV, 0.88%, 01/15/24(d) | | | EUR | | | | 100 | | | | 118,944 | |
Airbus SE(d) 2.00%, 04/07/28 | | | | | | | 400 | | | | 510,045 | |
2.38%, 04/07/32 | | | | | | | 100 | | | | 133,249 | |
Allianz Finance II BV, 0.01%, 01/14/25(d) | | | | | | | 100 | | | | 116,639 | |
BP Capital Markets BV, 1.47%, 09/21/41(d) | | | | | | | 210 | | | | 238,906 | |
Braskem Netherlands Finance BV 4.50%, 01/10/28(d) | | | USD | | | | 600 | | | | 637,529 | |
5.88%, 01/31/50(b) | | | | | | | 738 | | | | 836,707 | |
(5 year CMT + 8.22%), 8.50%, 01/23/81(a)(d) | | | | | | | 269 | | | | 308,055 | |
Cooperatieve Rabobank UA(d) 1.38%, 02/03/27 | | | EUR | | | | 100 | | | | 124,513 | |
4.63%, 05/23/29 | | | GBP | | | | 255 | | | | 402,046 | |
Deutsche Telekom International Finance BV, 4.25%, 07/13/22(d) | | | EUR | | | | 520 | | | | 624,099 | |
Dufry One BV, 2.00%, 02/15/27(d) | | | | | | | 100 | | | | 110,356 | |
Embraer Netherlands Finance BV 5.05%, 06/15/25 | | | USD | | | | 473 | | | | 497,773 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Netherlands (continued) | | | | | | | | | |
Embraer Netherlands Finance BV (continued) 6.95%, 01/17/28(b) | | | USD | | | | 440 | | | $ | 498,102 | |
Enel Finance International NV(d) 1.00%, 10/20/27 | | | GBP | | | | 210 | | | | 275,229 | |
0.50%, 06/17/30 | | | EUR | | | | 300 | | | | 345,589 | |
0.88%, 09/28/34 | | | | | | | 170 | | | | 194,642 | |
Equate Petrochemical BV 4.25%, 11/03/26(d) | | | USD | | | | 342 | | | | 376,371 | |
4.25%, 11/03/26(b) | | | | | | | 281 | | | | 309,241 | |
2.63%, 04/28/28(b) | | | | | | | 452 | | | | 453,695 | |
Imperial Brands Finance Netherlands BV, 1.75%, 03/18/33(d) | | | EUR | | | | 270 | | | | 311,351 | |
ING Bank NV, (3 mo. Euribor + 0.40%), 0.00%, 04/08/22(a)(d) | | | | | | | 500 | | | | 580,698 | |
ING Groep NV(d) 1.00%, 09/20/23 | | | | | | | 200 | | | | 237,462 | |
(3 mo. Euribor + 0.60%), 0.10%, 09/03/25(a) | | | | | | | 200 | | | | 232,274 | |
Intertrust Group BV, 3.38%, 11/15/25(d) | | | | | | | 100 | | | | 117,810 | |
Minejesa Capital BV, 4.63%, 08/10/30(d) | | | USD | | | | 200 | | | | 205,672 | |
Mondelez International Holdings Netherlands BV, 1.25%, 09/09/41(d) | | | EUR | | | | 120 | | | | 131,734 | |
Nobian Finance BV, 3.63%, 07/15/26(d) | | | | | | | 100 | | | | 114,713 | |
OCI NV, 3.63%, 10/15/25(d) | | | | | | | 200 | | | | 240,265 | |
Petrobras Global Finance BV, 6.25%, 03/17/24 | | | USD | | | | 266 | | | | 295,726 | |
PPF Telecom Group BV, 3.25%, 09/29/27(d) | | | EUR | | | | 100 | | | | 125,681 | |
Redexis Gas Finance BV(d) 1.88%, 05/28/25 | | | | | | | 200 | | | | 244,887 | |
1.88%, 04/27/27 | | | | | | | 300 | | | | 372,287 | |
Siemens Financieringsmaatschappij NV, 0.01%, 02/20/26(d) | | | | | | | 100 | | | | 116,298 | |
Stellantis NV(d) 0.75%, 01/18/29 | | | | | | | 200 | | | | 229,842 | |
1.25%, 06/20/33 | | | | | | | 340 | | | | 387,006 | |
Telefonica Europe BV, (6 year EUR Swap + 4.11%), 4.38%(a)(d)(k) | | | | | | | 800 | | | | 1,004,345 | |
Teva Pharmaceutical Finance Netherlands II BV, 4.50%, 03/01/25 | | | | | | | 100 | | | | 120,201 | |
Trivium Packaging Finance BV, 3.75%, 08/15/26(d) | | | | | | | 100 | | | | 118,499 | |
United Group BV(d) 4.88%, 07/01/24 | | | | | | | 200 | | | | 234,320 | |
4.00%, 11/15/27 | | | | | | | 100 | | | | 114,381 | |
Upjohn Finance BV(d) 1.02%, 06/23/24 | | | | | | | 390 | | | | 463,931 | |
1.36%, 06/23/27 | | | | | | | 105 | | | | 126,837 | |
VEON Holdings BV(b) 4.00%, 04/09/25 | | | USD | | | | 490 | | | | 513,887 | |
3.38%, 11/25/27 | | | | | | | 1,185 | | | | 1,202,997 | |
Viterra Finance BV, 0.38%, 09/24/25(d) | | | EUR | | | | 420 | | | | 486,453 | |
Vivo Energy Investments BV, 5.13%, 09/24/27(b) | | | USD | | | | 350 | | | | 369,534 | |
Volkswagen Financial Services NV, 1.63%, 02/10/24(d) | | | GBP | | | | 200 | | | | 272,491 | |
Volkswagen International Finance NV, 4.13%, 11/16/38(d) | | | EUR | | | | 200 | | | | 319,390 | |
Vonovia Finance BV, 0.75%, 01/25/22(d) | | | | | | | 200 | | | | 232,493 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 16,635,195 | |
| | | |
Norway(d) — 0.1% | | | | | | | | | |
Adevinta ASA, 3.00%, 11/15/27 | | | | | | | 200 | | | | 238,161 | |
Aker BP ASA, 1.13%, 05/12/29 | | | | | | | 660 | | | | 769,705 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,007,866 | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 8 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Oman — 0.1% | | | | | | | | | |
OQ SAOC, 5.13%, 05/06/28(b) | | | USD | | | | 1,244 | | | $ | 1,254,885 | |
| | | | | | | | | | | | |
| | | |
Panama — 0.3% | | | | | | | | | |
Aeropuerto Internacional de Tocumen SA(b) 4.00%, 08/11/41 | | | | | | | 678 | | | | 689,568 | |
5.13%, 08/11/61 | | | | | | | 715 | | | | 749,990 | |
Avianca Holdings SA, Series IAI, (9.00% PIK), 9.00%, 03/31/22(b)(i) | | | | | | | 896 | | | | 892,245 | |
Banco Nacional de Panama, 2.50%, 08/11/30(b) | | | | | | | 539 | | | | 514,543 | |
Banistmo SA, 3.65%, 09/19/22(d) | | | | | | | 216 | | | | 218,171 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,064,517 | |
| | | |
Paraguay — 0.0% | | | | | | | | | |
Frigorifico Concepcion SA, 7.70%, 07/21/28(b) | | | | | | | 330 | | | | 341,138 | |
| | | | | | | | | | | | |
| | | |
Peru — 0.3% | | | | | | | | | |
Banco Internacional del Peru SAA Interbank, 3.25%, 10/04/26(b) | | | | | | | 241 | | | | 245,760 | |
Inkia Energy Ltd., 5.88%, 11/09/27(d) | | | | | | | 200 | | | | 206,680 | |
InRetail Consumer, 3.25%, 03/22/28(b) | | | | | | | 730 | | | | 726,487 | |
Kallpa Generacion SA, 4.88%, 05/24/26(d) | | | | | | | 450 | | | | 479,475 | |
Nexa Resources SA, 5.38%, 05/04/27(b) | | | | | | | 400 | | | | 418,325 | |
SAN Miguel Industrias Pet SA/NG PET R&P Latin America SA, 3.50%, 08/02/28(b) | | | | | | | 581 | | | | 570,832 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,647,559 | |
| | | |
Qatar — 0.2% | | | | | | | | | |
Qatar Petroleum 3.13%, 07/12/41(b) | | | | | | | 432 | | | | 431,913 | |
3.30%, 07/12/51(b) | | | | | | | 1,035 | | | | 1,041,909 | |
3.30%, 07/12/51(d) | | | | | | | 200 | | | | 201,335 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,675,157 | |
| | | |
Saudi Arabia(b) — 0.2% | | | | | | | | | |
Arabian Centres Sukuk II Ltd., 5.63%, 10/07/26 | | | | | | | 1,630 | | | | 1,697,237 | |
Saudi Arabian Oil Co., 2.25%, 11/24/30 | | | | | | | 200 | | | | 194,900 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,892,137 | |
| | | |
Singapore — 0.2% | | | | | | | | | |
Continuum Energy Levanter Pte Ltd., 4.50%, 02/09/27(b) | | | | | | | 744 | | | | 764,845 | |
LLPL Capital Pte Ltd., 6.88%, 02/04/39(d) | | | | | | | 359 | | | | 419,947 | |
Oil India International Pte Ltd., 4.00%, 04/21/27(d) | | | | | | | 200 | | | | 211,662 | |
Puma International Financing SA, 5.13%, 10/06/24(b) | | | | | | | 697 | | | | 699,614 | |
United Overseas Bank Ltd., (5 year USD Swap + 1.79%), 3.88%(a)(d)(k) | | | | | | | 200 | | | | 207,413 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,303,481 | |
| | | |
South Africa — 0.2% | | | | | | | | | |
Eskom Holdings SOC Ltd., 7.13%, 02/11/25(d) | | | | | | | 1,110 | | | | 1,152,874 | |
Gold Fields Orogen Holdings BVI Ltd., 5.13%, 05/15/24(b) | | | | | | | 443 | | | | 475,754 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,628,628 | |
| | | |
South Korea(d) — 0.1% | | | | | | | | | |
Kookmin Bank, (5 year CMT + 2.64%), 4.35%(a)(k) | | | | | | | 500 | | | | 527,906 | |
Shinhan Financial Group Co. Ltd., (5 year CMT + 2.06%), 2.88%(a)(k) | | | | | | | 200 | | | | 198,500 | |
SK Hynix, Inc., 2.38%, 01/19/31 | | | | | | | 200 | | | | 194,148 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 920,554 | |
| | | |
Spain(d) — 0.2% | | | | | | | | | |
Amadeus IT Group SA 2.88%, 05/20/27 | | | EUR | | | | 300 | | | | 390,019 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Spain (continued) | | | | | | | | | |
Amadeus IT Group SA (continued) 1.88%, 09/24/28 | | | EUR | | | | 100 | | | $ | 123,577 | |
Banco de Sabadell SA 0.88%, 07/22/25 | | | | | | | 100 | | | | 118,235 | |
(1 year EUR Swap + 1.55%), 1.13%, 03/11/27(a) | | | | | | | 200 | | | | 238,078 | |
Ferrovial Netherlands BV, (5 year EUR Swap + 2.13%), 2.12%(a)(k) | | | | | | | 200 | | | | 231,946 | |
Lorca Telecom Bondco SA, 4.00%, 09/18/27 | | | | | | | 200 | | | | 232,854 | |
Merlin Properties Socimi SA 1.38%, 06/01/30 | | | | | | | 100 | | | | 115,644 | |
1.88%, 12/04/34 | | | | | | | 700 | | | | 806,937 | |
Telefonica Emisiones SA, 1.45%, 01/22/27 | | | | | | | 100 | | | | 123,108 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,380,398 | |
| | | |
Sweden(d) — 0.1% | | | | | | | | | |
Heimstaden Bostad AB(a)(k) | | | | | | | | | | | | |
(5 year EUR Swap + 3.15%), 2.63% | | | | | | | 100 | | | | 112,939 | |
(5 year EUR Swap + 3.91%), 3.38% | | | | | | | 100 | | | | 118,615 | |
Intrum AB, 4.88%, 08/15/25 | | | | | | | 100 | | | | 121,275 | |
Verisure Holding AB 3.50%, 05/15/23 | | | | | | | 100 | | | | 116,764 | |
3.88%, 07/15/26 | | | | | | | 100 | | | | 118,731 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 588,324 | |
| | | |
Switzerland(d) — 0.1% | | | | | | | | | |
Credit Suisse Group AG, (1 year EURIBOR ICE Swap Rate + 1.05%), 1.00%, 06/24/27(a) | | | | | | | 325 | | | | 385,488 | |
Credit Suisse Group Funding Guernsey Ltd., 1.25%, 04/14/22 | | | | | | | 195 | | | | 227,665 | |
UBS Group AG, (1 year EUR Swap + 0.55%), 0.25%, 01/29/26(a) | | | | | | | 305 | | | | 355,374 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 968,527 | |
| | | |
Thailand(d) — 0.1% | | | | | | | | | |
Bangkok Bank PCL, (5 year CMT + 1.90%), 3.73%, 09/25/34(a) | | | USD | | | | 200 | | | | 203,345 | |
Kasikornbank PCL, (5 year CMT + 1.70%), 3.34%, 10/02/31(a) | | | | | | | 500 | | | | 503,687 | |
Thaioil Treasury Center Co. Ltd., 3.75%, 06/18/50 | | | | | | | 400 | | | | 359,576 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,066,608 | |
| | | |
Turkey — 0.0% | | | | | | | | | |
Anadolu Efes Biracilik Ve Malt Sanayii AS, 3.38%, 06/29/28(b) | | | | | | | 200 | | | | 203,250 | |
| | | | | | | | | | | | |
| | | |
United Arab Emirates — 0.2% | | | | | | | | | |
Abu Dhabi Crude Oil Pipeline LLC, 4.60%, 11/02/47(d) | | | | | | | 200 | | | | 236,000 | |
Emirates NBD Bank PJSC, (6 year USD Swap + 3.66%), 6.13%(a)(d)(k) | | | | | | | 744 | | | | 784,697 | |
MAF Sukuk Ltd., 4.64%, 05/14/29(d) | | | | | | | 200 | | | | 227,162 | |
MDGH - GMTN BV(b) 2.50%, 11/07/24 | | | | | | | 575 | | | | 600,300 | |
2.88%, 11/07/29 | | | | | | | 400 | | | | 421,450 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,269,609 | |
| | | |
United Kingdom — 1.3% | | | | | | | | | |
Antofagasta PLC, 2.38%, 10/14/30(b) | | | | | | | 246 | | | | 237,390 | |
Arqiva Broadcast Finance PLC, 6.75%, 09/30/23(d) | | | GBP | | | | 188 | | | | 258,411 | |
Arrow Global Finance PLC, 5.13%, 09/15/24(d) | | | | | | | 200 | | | | 269,480 | |
Barclays PLC(d) 3.13%, 01/17/24 | | | | | | | 1,300 | | | | 1,825,528 | |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United Kingdom (continued) | | | | | | | | | |
Barclays PLC(d) (continued) | | | | | | | | | | | | |
(1 year EUR Swap + 1.26%), 0.58%, 08/09/29(a) | | | EUR | | | | 310 | | | $ | 354,519 | |
(1 year EUR Swap + 3.70%), 3.38%, 04/02/25(a) | | | | | | | 200 | | | | 250,672 | |
(5 year UK Government Bond + 1.75%), 1.70%, 11/03/26(a) | | | GBP | | | | 200 | | | | 271,223 | |
(5 year USD Swap + 6.77%), 7.88%(a)(k) | | | USD | | | | 200 | | | | 204,612 | |
BAT International Finance PLC(d) 4.00%, 09/04/26 | | | GBP | | | | 100 | | | | 147,604 | |
1.25%, 03/13/27 | | | EUR | | | | 140 | | | | 166,852 | |
2.25%, 01/16/30 | | | | | | | 315 | | | | 388,505 | |
Bellis Acquisition Co. PLC, 3.25%, 02/16/26(d) | | | GBP | | | | 100 | | | | 132,343 | |
British Telecommunications PLC, 3.13%, 11/21/31(d) | | | | | | | 500 | | | | 696,954 | |
Chanel Ceres PLC, 0.50%, 07/31/26(d) | | | EUR | | | | 170 | | | | 198,272 | |
Constellation Automotive Financing PLC, 4.88%, 07/15/27(d) | | | GBP | | | | 100 | | | | 133,676 | |
eG Global Finance PLC(d) 4.38%, 02/07/25 | | | EUR | | | | 200 | | | | 230,185 | |
6.25%, 10/30/25 | | | | | | | 100 | | | | 118,325 | |
Fresnillo PLC, 4.25%, 10/02/50(b) | | | USD | | | | 400 | | | | 414,950 | |
Heathrow Finance PLC, 4.38%, 03/01/27(d)(o) | | | GBP | | | | 200 | | | | 273,679 | |
Informa PLC(d) 2.13%, 10/06/25 | | | EUR | | | | 250 | | | | 306,561 | |
1.25%, 04/22/28 | | | | | | | 125 | | | | 147,464 | |
InterContinental Hotels Group PLC, 3.38%, 10/08/28(d) | | | GBP | | | | 100 | | | | 143,151 | |
Liquid Telecommunications Financing PLC, 5.50%, 09/04/26(b) | | | USD | | | | 1,176 | | | | 1,211,280 | |
Motability Operations Group PLC, 0.13%, 07/20/28(d) | | | EUR | | | | 100 | | | | 114,605 | |
National Grid Electricity Transmission PLC, 0.19%, 01/20/25(d) | | | | | | | 100 | | | | 116,587 | |
Neptune Energy Bondco PLC, 6.63%, 05/15/25(b) | | | USD | | | | 200 | | | | 205,750 | |
Pinewood Finance Co. Ltd., 3.25%, 09/30/25(d) | | | GBP | | | | 200 | | | | 272,811 | |
Premier Foods Finance PLC, 3.50%, 10/15/26(d) | | | | | | | 100 | | | | 135,583 | |
Rolls-Royce PLC(d) 4.63%, 02/16/26 | | | EUR | | | | 100 | | | | 128,290 | |
1.63%, 05/09/28 | | | | | | | 200 | | | | 222,982 | |
Royalty Pharma PLC, 3.55%, 09/02/50 | | | USD | | | | 75 | | | | 73,675 | |
SSE PLC, Series ., (5 year GBP Swap + 2.75%), 3.63%, 09/16/77(a)(d) | | | GBP | | | | 500 | | | | 681,308 | |
Synthomer PLC, 3.88%, 07/01/25(d) | | | EUR | | | | 100 | | | | 119,866 | |
Tesco Corporate Treasury Services PLC, 0.38%, 07/27/29(d) | | | | | | | 230 | | | | 260,438 | |
Thames Water Kemble Finance PLC, 4.63%, 05/19/26(d) | | | GBP | | | | 167 | | | | 234,430 | |
Vedanta Resources Finance II PLC, 8.95%, 03/11/25(b) | | | USD | | | | 1,663 | | | | 1,658,843 | |
Vedanta Resources Ltd., 6.13%, 08/09/24(b) | | | | | | | 338 | | | | 301,834 | |
Vmed O2 UK Financing I PLC(d) 3.25%, 01/31/31 | | | EUR | | | | 300 | | | | 356,450 | |
4.50%, 07/15/31 | | | GBP | | | | 100 | | | | 137,435 | |
Vodafone Group PLC, 4.25%, 09/17/50 | | | USD | | | | 65 | | | | 74,906 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 13,477,429 | |
| | | |
United States — 5.2% | | | | | | | | | |
AbbVie, Inc. , 1.38%, 05/17/24 | | | EUR | | | | 100 | | | | 119,905 | |
AbbVie, Inc., 4.25%, 11/21/49 | | | USD | | | | 1,234 | | | | 1,461,615 | |
Ally Financial, Inc., Series B, (5 year CMT + 3.87%), 4.70%(a)(k) | | | | | | | 130 | | | | 135,311 | |
Altria Group, Inc. 3.13%, 06/15/31 | | | EUR | | | | 400 | | | | 529,957 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
Altria Group, Inc. (continued) 3.70%, 02/04/51 | | | USD | | | | 612 | | | $ | 576,224 | |
Amazon.com, Inc. 2.50%, 06/03/50 | | | | | | | 123 | | | | 115,196 | |
3.10%, 05/12/51 | | | | | | | 165 | | | | 172,499 | |
American Airlines Pass Through Trust, Series 2019-1, Class B, 3.85%, 08/15/29 | | | | | | | 82 | | | | 77,699 | |
American Airlines Pass-Through Trust | | | | | | | | | | | | |
Series 2015-2, Class AA, 3.60%, 03/22/29 | | | | | | | 10 | | | | 9,955 | |
Series 2016-1, Class B, 5.25%, 07/15/25 | | | | | | | 5 | | | | 5,189 | |
Series 2016-2, Class B, 4.38%, 12/15/25(b) | | | | | | | 60 | | | | 58,549 | |
Series 2017-1, Class B, 4.95%, 08/15/26 | | | | | | | 15 | | | | 15,193 | |
Series 2019-1, Class AA, 3.15%, 08/15/33 | | | | | | | 78 | | | | 78,859 | |
American Tower Corp. 0.40%, 02/15/27(e) | | | EUR | | | | 330 | | | | 379,996 | |
3.10%, 06/15/50 | | | USD | | | | 105 | | | | 102,781 | |
2.95%, 01/15/51 | | | | | | | 80 | | | | 75,448 | |
Anheuser-Busch InBev Worldwide, Inc. 4.60%, 04/15/48 | | | | | | | 34 | | | | 40,590 | |
4.50%, 06/01/50 | | | | | | | 1,319 | | | | 1,574,519 | |
Anthem, Inc. 3.13%, 05/15/50 | | | | | | | 59 | | | | 59,673 | |
3.60%, 03/15/51 | | | | | | | 510 | | | | 557,167 | |
Apple, Inc. 4.25%, 02/09/47 | | | | | | | 940 | | | | 1,166,678 | |
2.65%, 05/11/50 | | | | | | | 42 | | | | 40,379 | |
2.65%, 02/08/51 | | | | | | | 430 | | | | 411,343 | |
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.(d) 2.13%, 08/15/26 | | | EUR | | | | 200 | | | | 231,670 | |
4.75%, 07/15/27 | | | GBP | | | | 200 | | | | 275,543 | |
Ashton Woods USA LLC/Ashton Woods Finance Co., 4.63%, 08/01/29(b) | | | USD | | | | 50 | | | | 50,487 | |
AT&T, Inc. 4.38%, 09/14/29 | | | GBP | | | | 100 | | | | 157,729 | |
3.30%, 02/01/52 | | | USD | | | | 122 | | | | 118,128 | |
3.50%, 09/15/53 | | | | | | | 562 | | | | 556,223 | |
Axalta Coating Systems Dutch Holding B BV, 3.75%, 01/15/25(d) | | | EUR | | | | 100 | | | | 117,629 | |
Azul Investments LLP, 7.25%, 06/15/26(b) | | | USD | | | | 739 | | | | 705,745 | |
Bank of America Corp. 2.38%, 06/19/24(d) | | | EUR | | | | 100 | | | | 123,781 | |
(3 mo. Euribor + 0.94%), 0.65%, 10/26/31(a)(d) | | | | | | | 100 | | | | 114,441 | |
(3 mo. LIBOR US + 3.15%), 4.08%, 03/20/51(a) | | | USD | | | | 1,241 | | | | 1,468,509 | |
(SOFR + 0.91%), 0.98%, 09/25/25(a) | | | | | | | 213 | | | | 213,294 | |
(SOFR + 1.15%), 1.32%, 06/19/26(a) | | | | | | | 2,812 | | | | 2,811,313 | |
(SOFR + 1.22%), 2.65%, 03/11/32(a) | | | | | | | 180 | | | | 183,297 | |
(SOFR + 1.65%), 3.48%, 03/13/52(a) | | | | | | | 150 | | | | 161,937 | |
Series JJ, (3 mo. LIBOR US + 3.29%), 5.13%(a)(k) | | | | | | | 130 | | | | 137,888 | |
Becton Dickinson & Co., 1.40%, 05/24/23 | | | EUR | | | | 495 | | | | 587,594 | |
Becton Dickinson Euro Finance Sarl, 0.63%, 06/04/23 | | | | | | | 200 | | | | 234,522 | |
Booking Holdings, Inc., 0.10%, 03/08/25 | | | | | | | 350 | | | | 406,573 | |
BorgWarner, Inc., 1.00%, 05/19/31 | | | | | | | 370 | | | | 426,957 | |
Boxer Parent Co., Inc., 6.50%, 10/02/25(d) | | | | | | | 200 | | | | 243,231 | |
BP Capital Markets America, Inc., 2.94%, 06/04/51 | | | USD | | | | 561 | | | | 530,423 | |
Broadcom, Inc., 3.75%, 02/15/51(b) | | | | | | | 705 | | | | 703,519 | |
Calpine Corp., 5.25%, 06/01/26(b) | | | | | | | 33 | | | | 33,948 | |
Capital One Financial Corp., 1.65%, 06/12/29 | | | EUR | | | | 475 | | | | 581,854 | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 10 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
Carrier Global Corp., 3.58%, 04/05/50 | | | USD | | | | 39 | | | $ | 41,435 | |
Catalent Pharma Solutions, Inc., 2.38%, 03/01/28(d) | | | EUR | | | | 100 | | | | 117,159 | |
Centene Corp. 2.45%, 07/15/28 | | | USD | | | | 304 | | | | 305,520 | |
2.63%, 08/01/31 | | | | | | | 215 | | | | 213,547 | |
Charles Schwab Corp., (5 year CMT + 3.17%), 4.00%(a)(k) | | | | | | | 130 | | | | 135,525 | |
Charter Communications Operating LLC/Charter Communications Operating Capital 3.50%, 06/01/41 | | | | | | | 75 | | | | 73,646 | |
3.70%, 04/01/51 | | | | | | | 61 | | | | 59,391 | |
3.90%, 06/01/52 | | | | | | | 612 | | | | 609,597 | |
Cigna Corp., 3.40%, 03/15/51 | | | | | | | 39 | | | | 40,089 | |
Citgo Holding, Inc., 9.25%, 08/01/24(b) | | | | | | | 402 | | | | 405,015 | |
Citigroup, Inc.(a) | | | | | | | | | | | | |
(SOFR + 3.91%), 4.41%, 03/31/31 | | | | | | | 164 | | | | 189,364 | |
(SOFR + 4.55%), 5.32%, 03/26/41 | | | | | | | 76 | | | | 100,902 | |
Series V, (SOFR + 3.23%), 4.70%(k) | | | | | | | 10 | | | | 10,225 | |
Comcast Corp. 0.25%, 09/14/29 | | | EUR | | | | 600 | | | | 684,106 | |
3.45%, 02/01/50 | | | USD | | | | 1,238 | | | | 1,312,905 | |
2.99%, 11/01/63(b) | | | | | | | 14 | | | | 13,119 | |
Coty, Inc. 3.88%, 04/15/26(d) | | | EUR | | | | 100 | | | | 118,471 | |
6.50%, 04/15/26(b) | | | USD | | | | 136 | | | | 139,352 | |
Crown Castle International Corp., 3.25%, 01/15/51 | | | | | | | 41 | | | | 40,465 | |
CVS Health Corp., 5.05%, 03/25/48 | | | | | | | 564 | | | | 725,982 | |
DAE Funding LLC(b) 1.55%, 08/01/24 | | | | | | | 292 | | | | 289,331 | |
2.63%, 03/20/25 | | | | | | | 400 | | | | 406,325 | |
Dell International LLC/EMC Corp., 8.35%, 07/15/46 | | | | | | | 72 | | | | 116,774 | |
DraftKings, Inc., 0.00%, 03/15/28(b)(l)(m) | | | | | | | 174 | | | | 153,207 | |
Duke Energy Corp., 4.20%, 06/15/49 | | | | | | | 35 | | | | 39,844 | |
Edison International, (5 year CMT + 4.70%), 5.38%(a)(k) | | | | | | | 130 | | | | 134,427 | |
Eli Lilly & Co., 1.38%, 09/14/61 | | | EUR | | | | 240 | | | | 259,934 | |
Encore Capital Group, Inc., 4.88%, 10/15/25(d) | | | | | | | 100 | | | | 121,363 | |
Equinix, Inc., 2.95%, 09/15/51 | | | USD | | | | 81 | | | | 76,053 | |
Expedia Group, Inc., 6.25%, 05/01/25(b) | | | | | | | 268 | | | | 308,986 | |
Exxon Mobil Corp. 1.41%, 06/26/39 | | | EUR | | | | 145 | | | | 162,440 | |
3.45%, 04/15/51 | | | USD | | | | 1,240 | | | | 1,318,651 | |
FedEx Corp., 0.45%, 05/04/29 | | | EUR | | | | 260 | | | | 298,994 | |
Fidelity National Information Services, Inc. 0.75%, 05/21/23 | | | | | | | 230 | | | | 270,297 | |
1.10%, 07/15/24 | | | | | | | 110 | | | | 131,201 | |
FirstEnergy Transmission LLC, 4.35%, 01/15/25(b) | | | USD | | | | 1,032 | | | | 1,122,211 | |
Fiserv, Inc. 2.25%, 07/01/25 | | | GBP | | | | 270 | | | | 377,843 | |
1.63%, 07/01/30 | | | EUR | | | | 265 | | | | 328,927 | |
4.40%, 07/01/49 | | | USD | | | | 33 | | | | 39,512 | |
General Motors Co., 5.95%, 04/01/49 | | | | | | | 116 | | | | 152,879 | |
General Motors Financial Co., Inc.(d) 2.35%, 09/03/25 | | | GBP | | | | 355 | | | | 492,765 | |
0.85%, 02/26/26 | | | EUR | | | | 100 | | | | 117,664 | |
Gilead Sciences, Inc., 2.80%, 10/01/50 | | | USD | | | | 123 | | | | 115,951 | |
Global Payments, Inc., 4.15%, 08/15/49 | | | | | | | 35 | | | | 39,292 | |
Goldman Sachs Group, Inc. 0.25%, 01/26/28(d) | | | EUR | | | | 100 | | | | 113,957 | |
(SOFR + 1.09%), 1.99%, 01/27/32(a) | | | USD | | | | 195 | | | | 188,044 | |
Greenland Global Investment Ltd., 5.60%, 11/13/22(d) | | | | | | | 200 | | | | 138,000 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
GXO Logistics, Inc.(b) 1.65%, 07/15/26 | | | USD | | | | 40 | | | $ | 39,694 | |
2.65%, 07/15/31 | | | | | | | 208 | | | | 206,670 | |
HCA, Inc. 5.38%, 02/01/25 | | | | | | | 177 | | | | 197,797 | |
5.88%, 02/01/29 | | | | | | | 18 | | | | 21,630 | |
3.50%, 09/01/30 | | | | | | | 159 | | | | 168,443 | |
5.25%, 06/15/49 | | | | | | | 32 | | | | 40,843 | |
HP, Inc., 6.00%, 09/15/41 | | | | | | | 30 | | | | 38,731 | |
International Business Machines Corp., 0.88%, 01/31/25 | | | EUR | | | | 100 | | | | 119,623 | |
International Flavors & Fragrances, Inc., 3.47%, 12/01/50(b) | | | USD | | | | 39 | | | | 40,930 | |
JPMorgan Chase & Co. 0.63%, 01/25/24(d) | | | EUR | | | | 1,105 | | | | 1,303,515 | |
(SOFR + 0.70%), 1.04%, 02/04/27(a) | | | USD | | | | 2,102 | | | | 2,062,188 | |
(SOFR + 1.07%), 1.95%, 02/04/32(a) | | | | | | | 200 | | | | 192,944 | |
(SOFR + 2.44%), 3.11%, 04/22/51(a) | | | | | | | 101 | | | | 102,594 | |
Keurig Dr. Pepper, Inc., 3.80%, 05/01/50 | | | | | | | 36 | | | | 40,338 | |
Kinder Morgan, Inc., 3.60%, 02/15/51 | | | | | | | 178 | | | | 179,895 | |
Kroger Co., 3.95%, 01/15/50 | | | | | | | 88 | | | | 99,870 | |
Liberty Mutual Group, Inc., (5 year EUR Swap + 3.70%), 3.63%, 05/23/59(a)(d) | | | EUR | | | | 200 | | | | 241,979 | |
Lowe’s Cos., Inc., 3.00%, 10/15/50 | | | USD | | | | 648 | | | | 631,884 | |
LYB International Finance III LLC, 3.63%, 04/01/51 | | | | | | | 78 | | | | 81,997 | |
McDonald’s Corp. 1.00%, 11/15/23(d) | | | EUR | | | | 100 | | | | 118,847 | |
3.63%, 09/01/49 | | | USD | | | | 37 | | | | 40,344 | |
Medtronic Global Holdings SCA 1.13%, 03/07/27 | | | EUR | | | | 290 | | | | 353,279 | |
2.25%, 03/07/39 | | | | | | | 100 | | | | 134,267 | |
Metropolitan Life Global Funding I(d) 0.01%, 09/23/22 | | | | | | | 100 | | | | 116,277 | |
2.38%, 01/11/23 | | | | | | | 100 | | | | 119,948 | |
Mondelez International, Inc., 2.63%, 09/04/50 | | | USD | | | | 44 | | | | 40,824 | |
Morgan Stanley, (SOFR + 1.43%), 2.80%, 01/25/52(a) | | | | | | | 1,332 | | | | 1,280,302 | |
Motorola Solutions, Inc. 2.75%, 05/24/31 | | | | | | | 221 | | | | 225,534 | |
5.50%, 09/01/44 | | | | | | | 59 | | | | 76,874 | |
Mozart Debt Merger Sub, Inc., 3.88%, 04/01/29(b)(e) | | | | | | | 474 | | | | 474,000 | |
MPLX LP, 4.70%, 04/15/48 | | | | | | | 36 | | | | 41,565 | |
New Metro Global Ltd., 6.80%, 08/05/23(d) | | | | | | | 200 | | | | 197,787 | |
NRG Energy, Inc.(b) 3.75%, 06/15/24 | | | | | | | 20 | | | | 21,333 | |
4.45%, 06/15/29 | | | | | | | 40 | | | | 44,256 | |
OI European Group BV, 2.88%, 02/15/25(d) | | | EUR | | | | 200 | | | | 234,750 | |
ONE Gas, Inc., 2.00%, 05/15/30 | | | USD | | | | 35 | | | | 34,278 | |
Oracle Corp. 3.40%, 07/08/24 | | | | | | | 105 | | | | 112,112 | |
3.60%, 04/01/50 | | | | | | | 1,265 | | | | 1,266,516 | |
3.95%, 03/25/51 | | | | | | | 68 | | | | 71,714 | |
Park Intermediate Holdings LLC/PK Domestic | | | | | | | | | | | | |
Property LLC/PK Finance Co-Issuer, 4.88%, 05/15/29(b) | | | | | | | 222 | | | | 228,488 | |
Philip Morris International, Inc. 0.13%, 08/03/26 | | | EUR | | | | 260 | | | | 299,234 | |
3.13%, 06/03/33 | | | | | | | 165 | | | | 229,728 | |
2.00%, 05/09/36 | | | | | | | 100 | | | | 121,890 | |
Procter & Gamble Co., 0.63%, 10/30/24 | | | | | | | 150 | | | | 178,387 | |
Prologis Euro Finance LLC, 0.63%, 09/10/31 | | | | | | | 200 | | | | 229,311 | |
Rattler Midstream LP, 5.63%, 07/15/25(b) | | | USD | | | | 50 | | | | 52,065 | |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
Renewable Energy Group, Inc., 5.88%, 06/01/28(b) | | | USD | | | | 34 | | | $ | 35,148 | |
Rite Aid Corp., 7.50%, 07/01/25(b) | | | | | | | 28 | | | | 27,994 | |
Sasol Financing USA LLC 4.38%, 09/18/26 | | | | | | | 789 | | | | 798,507 | |
5.50%, 03/18/31 | | | | | | | 1,145 | | | | 1,168,186 | |
SASOL Financing USA LLC, 5.88%, 03/27/24 | | | | | | | 249 | | | | 261,341 | |
Scenery Journey Ltd., 13.00%, 11/06/22(d) | | | | | | | 200 | | | | 34,538 | |
SES SA, (5 year EUR Swap + 5.40%), 5.63%(a)(d)(k) | | | EUR | | | | 200 | | | | 251,941 | |
SRS Distribution, Inc., 4.63%, 07/01/28(b) | | | USD | | | | 36 | | | | 36,727 | |
Steel Dynamics, Inc., 3.25%, 10/15/50 | | | | | | | 76 | | | | 75,076 | |
Tap Rock Resources LLC, 7.00%, 10/01/26(b) | | | | | | | 392 | | | | 401,310 | |
Texas Capital Bank NA, (3 mo. LIBOR US + 4.50%), 4.63%, 09/30/24(a)(b) | | | | | | | 1,000 | | | | 1,003,434 | |
Texas Eastern Transmission LP, 2.80%, 10/15/22(b) | | | | | | | 20 | | | | 20,348 | |
T-Mobile USA, Inc. 4.50%, 04/15/50 | | | | | | | 51 | | | | 59,454 | |
3.30%, 02/15/51 | | | | | | | 687 | | | | 664,236 | |
Transcontinental Gas Pipe Line Co. LLC, 4.60%, 03/15/48 | | | | | | | 9 | | | | 10,917 | |
UGI International LLC, 3.25%, 11/01/25(d) | | | EUR | | | | 100 | | | | 117,443 | |
Union Pacific Corp., 3.25%, 02/05/50 | | | USD | | | | 39 | | | | 40,938 | |
United Airlines Pass-Through Trust | | | | | | | | | | | | |
Series 16-2, Class B, 3.65%, 04/07/27 | | | | | | | 4 | | | | 4,177 | |
Series 2014-2, Class B, 4.63%, 03/03/24 | | | | | | | 8 | | | | 8,617 | |
Series 2015-1, Class AA, 3.45%, 06/01/29 | | | | | | | 1 | | | | 799 | |
Series 2019-2, Class B, 3.50%, 11/01/29 | | | | | | | 57 | | | | 56,378 | |
Series AA, 2.88%, 04/07/30 | | | | | | | 7 | | | | 6,600 | |
Series AA, Class AA, 2.70%, 11/01/33 | | | | | | | 73 | | | | 73,843 | |
Series B, 4.75%, 04/11/22 | | | | | | | 2 | | | | 2,305 | |
UnitedHealth Group, Inc. 2.90%, 05/15/50 | | | | | | | 60 | | | | 60,162 | |
3.13%, 05/15/60 | | | | | | | 73 | | | | 74,705 | |
Verizon Communications, Inc. 1.88%, 09/19/30 | | | GBP | | | | 270 | | | | 361,361 | |
2.88%, 11/20/50 | | | USD | | | | 90 | | | | 83,893 | |
3.55%, 03/22/51 | | | | | | | 78 | | | | 82,259 | |
2.99%, 10/30/56 | | | | | | | 44 | | | | 40,628 | |
3.00%, 11/20/60 | | | | | | | 343 | | | | 316,848 | |
3.70%, 03/22/61 | | | | | | | 874 | | | | 922,881 | |
ViacomCBS, Inc., 4.95%, 05/19/50 | | | | | | | 94 | | | | 117,685 | |
Wells Fargo & Co.(d) 0.50%, 04/26/24 | | | EUR | | | | 750 | | | | 882,068 | |
2.00%, 07/28/25 | | | GBP | | | | 185 | | | | 255,386 | |
2.00%, 04/27/26 | | | EUR | | | | 135 | | | | 168,973 | |
XHR LP, 4.88%, 06/01/29(b) | | | USD | | | | 34 | | | | 34,921 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 52,309,149 | |
| | | | | | | | | | | | |
| | | |
Total Corporate Bonds — 22.8% (Cost: $227,871,238) | | | | | | | | 228,953,417 | |
| | | | | | | | | | | | |
| |
Floating Rate Loan Interests(a) | | | | | |
| | | |
Canada — 0.2% | | | | | | | | | |
Clarios Global LP, 2021 EUR Term Loan B, (EURIBOR + 3.25%), 3.25%, 04/30/26 | | | EUR | | | | 1,000 | | | | 1,146,767 | |
Great Canadian Gaming Corp., Term Loan, 11/01/26(c) | | | USD | | | | 328 | | | | 328,902 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,475,669 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
France — 0.4% | | | | | | | | | |
Altice France SA, EUR Term Loan B12, (EURIBOR + 3.00%), 3.00%, 02/02/26 | | | EUR | | | | 997 | | | $ | 1,130,613 | |
Biogroup-LCD, 2021 EUR Term Loan B, (Euribor + 3.50%), 3.50%, 01/28/28 | | | | | | | 1,000 | | | | 1,152,071 | |
Prosol SAS, 2021 EUR Term Loan B, 07/12/28(c) | | | | | | | 1,000 | | | | 1,159,080 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,441,764 | |
| | | |
Germany — 0.2% | | | | | | | | | |
CTC AcquiCo GmbH, EUR 2017 Term Loan B1, 03/07/25(c) | | | | | | | 1,000 | | | | 1,152,234 | |
Springer Nature Deutschland GmbH, 2021 EUR Term Loan B17, (EURIBOR + 2.75%), 3.25%, 08/14/26 | | | | | | | 1,000 | | | | 1,153,682 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,305,916 | |
| | | |
Ireland — 0.1% | | | | | | | | | |
Virgin Media Ireland Limited, EUR Term Loan, (Euribor + 3.50%), 3.50%, 07/15/29 | | | | | | | 1,000 | | | | 1,153,137 | |
| | | | | | | | | | | | |
| | | |
Luxembourg — 0.5% | | | | | | | | | |
AEA International Holdings (Lux) Sarl, Term Loan B, (3 mo. LIBOR + 3.75%), 4.25%, 08/05/28(p) | | | USD | | | | 731 | | | | 730,252 | |
Altice Financing SA, EUR 2017 1st Lien Term Loan, (EURIBOR + 2.75%), 2.75%, 01/31/26 | | | EUR | | | | 998 | | | | 1,127,586 | |
Claudius Finance Sarl, 2021 EUR Term Loan B, 07/10/28(c) | | | | | | | 1,000 | | | | 1,155,940 | |
Eircom Finco Sarl, 2019 EUR Term Loan B, 05/15/26(c) | | | | | | | 1,000 | | | | 1,155,454 | |
Misys Europe SA, EUR 1st Lien Term Loan, 06/13/24(c) | | | | | | | 997 | | | | 1,154,464 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,323,696 | |
| | | |
Mexico — 0.0% | | | | | | | | | |
Credito Real SAB de CV Sofom ENR, Term Loan B, (3 mo. LIBOR + 3.75%), 3.88%, 02/17/23(p) | | | USD | | | | 60 | | | | 55,692 | |
| | | | | | | | | | | | |
| | | |
Netherlands — 0.6% | | | | | | | | | |
Peer Holding III BV, 2019 EUR Term Loan B, 01/16/27(c) | | | EUR | | | | 1,000 | | | | 1,156,786 | |
Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3 mo. LIBOR + 2.25%), 3.63%, 07/21/26 | | | USD | | | | 3,128 | | | | 3,116,640 | |
UPC Broadband Holding BV, 2020 EUR Term Loan AU, 04/30/29(c) | | | EUR | | | | 1,000 | | | | 1,141,936 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,415,362 | |
| | | |
Sweden — 0.1% | | | | | | | | | |
Verisure Holding AB, 2021 EUR Term Loan, 03/27/28(c) | | | | | | | 1,000 | | | | 1,150,890 | |
| | | | | | | | | | | | |
| | | |
United Kingdom(c) — 0.5% | | | | | | | | | |
Bellis Acquisition Company PLC, 2021 EUR Term Loan B, 02/12/26 | | | | | | | 1,000 | | | | 1,151,551 | |
GVC Holdings (Gibraltar) Ltd., 2021 USD Term Loan B4, 03/16/27 | | | USD | | | | 1,895 | | | | 1,896,447 | |
Ineos 226 Ltd., EUR Term Loan B, 01/29/26 | | | EUR | | | | 1,000 | | | | 1,149,662 | |
Lorca Finco Plc, EUR New Money Term Loan B2, 09/17/27 | | | | | | | 1,000 | | | | 1,159,126 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,356,786 | |
| | | |
United States — 4.5% | | | | | | | | | |
ACProducts Holdings, Inc., 2021 Term Loan B, 05/17/28(c) | | | USD | | | | 1,455 | | | | 1,451,976 | |
American Rock Salt Company LLC, 2021 Term Loan, (1 mo. LIBOR + 4.00%), 4.75%, 06/04/28 | | | | | | | 331 | | | | 333,328 | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 12 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
Athenahealth, Inc., 2021 Term Loan B1, (3 mo. LIBOR + 4.25%), 4.38%, 02/11/26 | | | USD | | | | 217 | | | $ | 217,344 | |
Avantor Funding, Inc., 2021 EUR 7 Year Term Loan B, (EURIBOR + 2.75%), 2.75%, 06/12/28 | | | EUR | | | | 998 | | | | 1,153,652 | |
Avantor, Inc., 2021 Term Loan B5, (1 mo. LIBOR + 2.25%, 0.50% Floor), 2.75%, 11/08/27 | | | USD | | | | 1,002 | | | | 1,003,002 | |
City Brewing Co. LLC, Closing Date Term Loan, (3 mo. LIBOR + 3.50%), 4.25%, 04/05/28 | | | | | | | 911 | | | | 901,507 | |
Columbus McKinnon Corp., 2021 Term Loan B, (3 mo. LIBOR + 2.75%), 3.25%, 05/14/28(p) | | | | | | | 184 | | | | 185,303 | |
Conair Holdings LLC, Term Loan B, (3 mo. LIBOR + 3.75%), 4.25%, 05/17/28 | | | | | | | 501 | | | | 501,210 | |
ConnectWise LLC, 2021 Term Loan B, 4.00%, 09/29/28 | | | | | | | 816 | | | | 813,960 | |
Directv Financing LLC, (3 mo. LIBOR + 5.00%, 0.75% Floor), 5.75%, 07/22/27 | | | | | | | 1,425 | | | | 1,425,442 | |
DT Midstream, Inc, Term Loan B, (3 mo. LIBOR + 2.00%), 2.50%, 06/26/28 | | | | | | | 1,103 | | | | 1,102,549 | |
Eastman Chemical Company, 2021 Term Loan B, 08/12/28(c)(p) | | | | | | | 102 | | | | 101,490 | |
Foundation Building Materials Holding Company LLC, 2021 Term Loan, (3 mo. LIBOR + 7.00%, 1.00% Floor), 3.75%, 02/03/28 | | | | | | | 223 | | | | 221,267 | |
Granite Acquisition, Inc., 2021 Term Loan B, (3 mo. LIBOR + 2.75%), 3.25%, 03/24/28 | | | | | | | 353 | | | | 352,674 | |
Green Plains Operating Company LLC, Term Loan, (3 mo. LIBOR + 8.00%), 8.13%, 07/20/26(p) | | | | | | | 540 | | | | 534,600 | |
HCRX Investments Holdco LP, Term Loan B, 07/14/28(c) | | | | | | | 854 | | | | 850,798 | |
Herschend Entertainment Company LLC, 2021 Term Loan, 08/27/28(c) | | | | | | | 601 | | | | 599,876 | |
Hilton Grand Vacations Borrower LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.00%), 3.50%, 08/02/28 | | | | | | | 1,928 | | | | 1,932,338 | |
IPS Corp.(c) 2021 Delayed Draw Term Loan, 09/21/28 | | | | | | | 53 | | | | 52,520 | |
2021 Term Loan, 09/21/28 | | | | | | | 263 | | | | 262,600 | |
IRB Holding Corp., 2020 Fourth Amendment Incremental Term Loan, (3 mo. LIBOR + 3.25%, 1.00% Floor), 4.25%, 12/15/27 | | | | | | | 999 | | | | 1,000,875 | |
ITT Holdings LLC, 2021 Term Loan, (1 mo. LIBOR + 2.75%), 3.25%, 07/10/28 | | | | | | | 447 | | | | 446,070 | |
J&J Ventures Gaming LLC, Term Loan, (1 mo. LIBOR + 4.00%), 4.75%, 04/07/28(p) | | | | | | | 1,181 | | | | 1,185,429 | |
Jack Ohio Finance LLC, 5.50%, 10/04/28(p) | | | | | | | 290 | | | | 288,550 | |
Jeld-Wen, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 2.33%, 07/28/28 | | | | | | | 1,174 | | | | 1,174,552 | |
Jo-Ann Stores, Inc., 2021 Term Loan B1, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 07/07/28 | | | | | | | 948 | | | | 920,508 | |
LBM Acquisition LLC 2021 Incremental Delayed Draw Term Loan B2, 12/17/27(c) | | | | | | | 569 | | | | 562,980 | |
2021 Incremental Term Loan B2, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/17/27 | | | | | | | 1,137 | | | | 1,125,960 | |
Leslie’s Poolmart, Inc., 2021 Term Loan B, (3 mo. LIBOR + 2.75%), 3.25%, 03/04/28 | | | | | | | 793 | | | | 791,899 | |
LSF11 A5 HoldCo LLC, 4.50%, 09/30/28(p) | | | | | | | 1,079 | | | | 1,073,605 | |
Maverick Gaming LLC, Term Loan B, (3 mo. LIBOR + 7.50%, 1.00% Floor), 8.50%, 08/19/26 | | | | | | | 124 | | | | 122,140 | |
McAfee LLC, 2018 EUR Term Loan B, 09/30/24(c) | | | EUR | | | | 470 | | | | 547,960 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
Medical Solutions LLC, 2021 2nd Lien Term Loan, 10/01/29(c) | | | USD | | | | 74 | | | $ | 86,130 | |
Medline Industries, Inc., USD Term Loan B, 4.25%, 09/20/28 | | | | | | | 2,035 | | | | 2,024,825 | |
Michaels Companies, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.25%), 5.00%, 04/15/28 | | | | | | | 803 | | | | 803,349 | |
Moldrite Plastics LLC, 0.00%(p) | | | | | | | 203 | | | | 201,985 | |
Park River Holdings, Inc., Term Loan, (3 mo. LIBOR + 3.25%), 4.00%, 12/28/27 | | | | | | | 415 | | | | 413,306 | |
Playtika Holding Corp., 2021 Term Loan, (1 mo. LIBOR + 2.75%), 2.83%, 03/13/28 | | | | | | | 936 | | | | 935,056 | |
Rexnord LLC, 2021 Term Loan B, 0.00%, 10/04/28 | | | | | | | 151 | | | | 150,962 | |
SCIH Salt Holdings, Inc., 2021 Incremental Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 03/16/27 | | | | | | | 1,510 | | | | 1,514,479 | |
SeaWorld Parks & Entertainment, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.00%), 3.50%, 08/25/28 | | | | | | | 2,162 | | | | 2,152,552 | |
Select Medical Corp., 2017 Term Loan B, (1 mo. LIBOR + 2.25%), 2.34%, 03/06/25 | | | | | | | 971 | | | | 962,985 | |
Shearer’s Foods, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.50%), 4.25%, 09/23/27 | | | | | | | 999 | | | | 997,534 | |
Signal Parent, Inc, Term Loan B, (1 mo. LIBOR + 3.50%), 4.25%, 04/03/28 | | | | | | | 987 | | | | 974,243 | |
Sovos Brands Intermediate, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 06/08/28 | | | | | | | 298 | | | | 297,538 | |
Springs Windows Fashions LLC, 2021 Term Loan B, 10/06/28(c) | | | | | | | 669 | | | | 663,568 | |
SRS Distribution, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.50% Floor), 4.25%, 06/02/28 | | | | | | | 1,575 | | | | 1,574,338 | |
The Enterprise Development Authority, Term Loan B, (1 mo. LIBOR + 4.25%), 5.00%, 02/18/28(p) | | | | | | | 742 | | | | 742,865 | |
Tory Burch LLC, Term Loan B, (1 mo. LIBOR + 3.50%), 4.00%, 04/16/28 | | | | | | | 1,637 | | | | 1,639,414 | |
Triton Water Holdings, Inc, Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 03/31/28 | | | | | | | 1,013 | | | | 1,014,100 | |
Twin River Worldwide Holdings, Inc., 2021 Term Loan B, 08/06/28(c) | | | | | | | 2,765 | | | | 2,763,092 | |
Virgin Media Bristol LLC, 2020 EUR Term Loan R, (EURIBOR + 3.25%), 3.25%, 01/31/29 | | | EUR | | | | 1,000 | | | | 1,155,720 | |
Woof Holdings, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/21/27 | | | USD | | | | 1,001 | | | | 1,001,990 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 45,307,995 | |
| | | | | | | | | | | | |
| |
Total Floating Rate Loan Interests — 7.1% (Cost: $71,416,060) | | | 70,986,907 | |
| | | | | | | | | | | | |
| | | |
Foreign Agency Obligations | | | | | | | | | | | | |
| | | |
Argentina(o) — 0.4% | | | | | | | | | |
Argentine Republic Government International Bond 1.13%, 07/09/35 | | | | | | | 6,473 | | | | 2,110,198 | |
3.50%, 07/09/41 | | | | | | | 5,587 | | | | 2,036,556 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 4,146,754 | |
| | | |
Australia(d) — 0.1% | | | | | | | | | |
Australia Government Bond 2.00%, 12/21/21 | | | AUD | | | | 210 | | | | 152,463 | |
5.75%, 07/15/22 | | | | | | | 320 | | | | 241,679 | |
2.75%, 04/21/24 | | | | | | | 130 | | | | 100,434 | |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
Australia (continued) | | | | | | | | | |
Australia Government Bond (continued) | | | | | | | | | | | | |
4.75%, 04/21/27 | | | AUD | | | | 220 | | | $ | 192,412 | |
2.25%, 05/21/28 | | | | | | | 90 | | | | 69,947 | |
3.75%, 04/21/37 | | | | | | | 80 | | | | 72,008 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 828,943 | |
| | | |
Austria(b)(d) — 0.7% | | | | | | | | | |
Republic of Austria Government Bond | | | | | | | | | | | | |
0.75%, 02/20/28 | | | EUR | | | | 556 | | | | 687,746 | |
1.50%, 02/20/47 | | | | | | | 222 | | | | 313,455 | |
2.10%, 09/20/2117 | | | | | | | 3,275 | | | | 6,059,314 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 7,060,515 | |
| | | |
Bahrain — 0.3% | | | | | | | | | |
Bahrain Government International Bond | | | | | | | | | | | | |
7.00%, 01/26/26(d) | | | USD | | | | 959 | | | | 1,058,676 | |
4.25%, 01/25/28(b) | | | | | | | 200 | | | | 197,250 | |
6.75%, 09/20/29(d) | | | | | | | 200 | | | | 214,225 | |
7.38%, 05/14/30(d) | | | | | | | 424 | | | | 469,792 | |
5.25%, 01/25/33(d) | | | | | | | 535 | | | | 507,581 | |
5.25%, 01/25/33(b) | | | | | | | 200 | | | | 189,750 | |
7.50%, 09/20/47(d) | | | | | | | 507 | | | | 518,820 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,156,094 | |
| | | |
Belgium(b)(d) — 0.2% | | | | | | | | | |
Belgium Government Bond, 1.60%, 06/22/47 | | | EUR | | | | 351 | | | | 477,867 | |
Kingdom of Belgium Government Bond, 0.80%, 06/22/28 | | | | | | | 855 | | | | 1,061,804 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,539,671 | |
| | | |
Brazil — 1.2% | | | | | | | | | |
Brazil Notas do Tesouro Nacional Serie F, 10.00%, 01/01/31 | | | BRL | | | | 56,000 | | | | 9,636,322 | |
Brazilian Government International Bond | | | | | | | | | | | | |
6.00%, 04/07/26 | | | USD | | | | 250 | | | | 287,078 | |
4.63%, 01/13/28 | | | | | | | 783 | | | | 824,988 | |
3.88%, 06/12/30 | | | | | | | 1,164 | | | | 1,127,116 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 11,875,504 | |
| | | |
Canada — 0.1% | | | | | | | | | |
Canadian Government Bond | | | | | | | | | | | | |
5.75%, 06/01/33 | | | CAD | | | | 170 | | | | 192,668 | |
5.00%, 06/01/37 | | | | | | | 90 | | | | 102,635 | |
4.00%, 06/01/41 | | | | | | | 280 | | | | 298,892 | |
3.50%, 12/01/45 | | | | | | | 140 | | | | 143,801 | |
2.75%, 12/01/48 | | | | | | | 210 | | | | 193,193 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 931,189 | |
| | | |
Chile — 0.1% | | | | | | | | | |
Chile Government International Bond | | | | | | | | | | | | |
2.55%, 07/27/33 | | | USD | | | | 725 | | | | 709,775 | |
3.50%, 01/25/50 | | | | | | | 260 | | | | 259,967 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 969,742 | |
| | | |
China — 8.5% | | | | | | | | | |
China Development Bank, 3.30%, 02/01/24 | | | CNY | | | | 1,400 | | | | 219,482 | |
China Government Bond | | | | | | | | | | | | |
3.19%, 04/11/24 | | | | | | | 1,400 | | | | 220,836 | |
2.94%, 10/17/24 | | | | | | | 8,500 | | | | 1,331,455 | |
2.41%, 06/19/25 | | | | | | | 79,500 | | | | 12,217,527 | |
2.85%, 06/04/27 | | | | | | | 55,200 | | | | 8,570,966 | |
3.01%, 05/13/28 | | | | | | | 32,870 | | | | 5,146,491 | |
3.25%, 11/22/28 | | | | | | | 100 | | | | 15,859 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
China (continued) | | | | | | | | | |
China Government Bond (continued) | | | | | | | | | | | | |
3.29%, 05/23/29 | | | CNY | | | | 105,600 | | | $ | 16,828,455 | |
3.13%, 11/21/29 | | | | | | | 7,280 | | | | 1,145,030 | |
2.68%, 05/21/30 | | | | | | | 64,180 | | | | 9,711,803 | |
3.27%, 11/19/30 | | | | | | | 55,400 | | | | 8,834,754 | |
3.02%, 05/27/31 | | | | | | | 105,780 | | | | 16,585,988 | |
3.86%, 07/22/49 | | | | | | | 7,230 | | | | 1,191,219 | |
3.72%, 04/12/51 | | | | | | | 19,700 | | | | 3,212,408 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 85,232,273 | |
| | | |
Colombia — 1.6% | | | | | | | | | |
Colombia Government International Bond | | | | | | | | | | | | |
8.13%, 05/21/24 | | | | | | | 521 | | | | 601,690 | |
3.88%, 04/25/27 | | | | | | | 422 | | | | 437,508 | |
4.50%, 03/15/29 | | | | | | | 6,812 | | | | 7,175,165 | |
3.00%, 01/30/30 | | | | | | | 3,198 | | | | 3,012,716 | |
3.13%, 04/15/31 | | | | | | | 3,492 | | | | 3,264,583 | |
3.25%, 04/22/32 | | | | | | | 1,158 | | | | 1,078,677 | |
4.13%, 05/15/51 | | | | | | | 400 | | | | 344,700 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 15,915,039 | |
| | | |
Denmark — 0.0% | | | | | | | | | |
Denmark Government Bond | | | | | | | | | | | | |
1.50%, 11/15/23 | | | DKK | | | | 200 | | | | 32,541 | |
1.75%, 11/15/25 | | | | | | | 500 | | | | 84,902 | |
4.50%, 11/15/39 | | | | | | | 450 | | | | 122,199 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 239,642 | |
| | | |
Dominican Republic — 0.3% | | | | | | | | | |
Dominican Republic International Bond | | | | | | | | | | | | |
5.95%, 01/25/27(d) | | | USD | | | | 299 | | | | 335,627 | |
4.50%, 01/30/30(b) | | | | | | | 634 | | | | 643,233 | |
4.88%, 09/23/32(b) | | | | | | | 651 | | | | 664,142 | |
5.30%, 01/21/41(d) | | | | | | | 213 | | | | 210,710 | |
6.40%, 06/05/49(d) | | | | | | | 742 | | | | 785,732 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,639,444 | |
| | | |
Egypt — 0.5% | | | | | | | | | |
Egypt Government International Bond | | | | | | | | | | | | |
5.88%, 06/11/25(d) | | | | | | | 600 | | | | 617,940 | |
5.25%, 10/06/25(b) | | | | | | | 667 | | | | 677,005 | |
7.60%, 03/01/29(d) | | | | | | | 449 | | | | 462,470 | |
5.88%, 02/16/31(b) | | | | | | | 523 | | | | 477,237 | |
6.38%, 04/11/31(b) | | | EUR | | | | 365 | | | | 413,285 | |
7.30%, 09/30/33(b) | | | USD | | | | 1,217 | | | | 1,175,926 | |
8.50%, 01/31/47(b) | | | | | | | 296 | | | | 283,420 | |
7.90%, 02/21/48(d) | | | | | | | 451 | | | | 408,155 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 4,515,438 | |
| | | |
France(d) — 0.1% | | | | | | | | | |
France Government Bond OAT | | | | | | | | | | | | |
2.50%, 05/25/30 | | | EUR | | | | 40 | | | | 56,491 | |
1.50%, 05/25/31 | | | | | | | 190 | | | | 250,014 | |
5.75%, 10/25/32 | | | | | | | 100 | | | | 186,997 | |
French Republic Government Bond OAT, 1.50%, 05/25/50(b) | | | | | | | 266 | | | | 357,252 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 850,754 | |
| | | |
Ghana — 0.2% | | | | | | | | | |
Ghana Government International Bond 6.38%, 02/11/27(d) | | | USD | | | | 200 | | | | 186,250 | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 14 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
Ghana (continued) | | | | | | | | | |
Ghana Government International Bond (continued) | | | | | | | | | | | | |
8.63%, 04/07/34(b) | | | USD | | | | 1,735 | | | $ | 1,639,575 | |
8.75%, 03/11/61(d) | | | | | | | 708 | | | | 632,244 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,458,069 | |
| | | |
Greece(d) — 0.8% | | | | | | | | | |
Hellenic Republic Government Bond | | | | | | | | | | | | |
3.50%, 01/30/23 | | | EUR | | | | 9 | | | | 10,467 | |
0.01%, 02/12/26(b) | | | | | | | 838 | | | | 967,243 | |
2.00%, 04/22/27(b) | | | | | | | 411 | | | | 524,690 | |
3.75%, 01/30/28 | | | | | | | 12 | | | | 16,387 | |
3.88%, 03/12/29(b) | | | | | | | 522 | | | | 750,144 | |
1.50%, 06/18/30(b) | | | | | | | 2,847 | | | | 3,505,090 | |
0.75%, 06/18/31(b) | | | | | | | 987 | | | | 1,132,310 | |
3.90%, 01/30/33 | | | | | | | 12 | | | | 18,673 | |
4.00%, 01/30/37 | | | | | | | 10 | | | | 16,121 | |
4.20%, 01/30/42 | | | | | | | 9 | | | | 17,155 | |
1.88%, 01/24/52(b) | | | | | | | 1,195 | | | | 1,452,110 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 8,410,390 | |
| | | |
Guatemala — 0.1% | | | | | | | | | |
Guatemala Government Bond, 4.65%, 10/07/41 | | | USD | | | | 791 | | | | 770,893 | |
| | | | | | | | | | | | |
| | | |
Hungary — 0.0% | | | | | | | | | |
Hungary Government International Bond, 3.13%, 09/21/51(b) | | | | | | | 200 | | | | 196,172 | |
| | | | | | | | | | | | |
| | | |
India — 0.0% | | | | | | | | | |
Export-Import Bank of India, 3.88%, 02/01/28(d) | | | | | | | 200 | | | | 214,238 | |
| | | | | | | | | | | | |
| | | |
Indonesia — 0.4% | | | | | | | | | |
Indonesia Government International Bond | | | | | | | | | | | | |
4.75%, 01/08/26(d) | | | | | | | 422 | | | | 478,390 | |
3.50%, 01/11/28 | | | | | | | 200 | | | | 216,787 | |
4.10%, 04/24/28 | | | | | | | 620 | | | | 695,679 | |
4.75%, 02/11/29 | | | | | | | 209 | | | | 243,508 | |
8.50%, 10/12/35(d) | | | | | | | 100 | | | | 156,112 | |
4.63%, 04/15/43(d) | | | | | | | 200 | | | | 226,787 | |
Indonesia Treasury Bond | | | | | | | | | | | | |
6.50%, 06/15/25 | | | IDR | | | | 5,061,000 | | | | 371,111 | |
8.38%, 03/15/34 | | | | | | | 5,876,000 | | | | 461,869 | |
7.13%, 06/15/42 | | | | | | | 17,997,000 | | | | 1,283,348 | |
Perusahaan Penerbit SBSN Indonesia III, 2.80%, 06/23/30(d) | | | USD | | | | 200 | | | | 206,350 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 4,339,941 | |
| | | |
Ireland(d) — 0.4% | | | | | | | | | |
Ireland Government Bond | | | | | | | | | | | | |
0.20%, 10/18/30 | | | EUR | | | | 960 | | | | 1,123,823 | |
0.01%, 10/18/31 | | | | | | | 2,595 | | | | 2,949,323 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 4,073,146 | |
| | | |
Israel — 0.0% | | | | | | | | | |
Israel Government International Bond, 2.75%, 07/03/30 | | | USD | | | | 200 | | | | 212,625 | |
| | | | | | | | | | | | |
| | | |
Italy(d) — 1.1% | | | | | | | | | |
Italy Buoni Poliennali Del Tesoro | | | | | | | | | | | | |
0.95%, 03/01/23 | | | EUR | | | | 5,204 | | | | 6,145,817 | |
4.75%, 09/01/44(b) | | | | | | | 232 | | | | 428,878 | |
1.50%, 04/30/45(b) | | | | | | | 621 | | | | 699,769 | |
3.85%, 09/01/49(b) | | | | | | | 700 | | | | 1,181,563 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
Italy (continued) | | | | | | | | | |
Italy Buoni Poliennali Del Tesoro (continued) | | | | | | | | | | | | |
2.45%, 09/01/50(b) | | | EUR | | | | 1,785 | | | $ | 2,371,517 | |
2.80%, 03/01/67(b) | | | | | | | 120 | | | | 163,338 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 10,990,882 | |
| | | |
Japan — 1.3% | | | | | | | | | |
Japan Government Thirty Year Bond, 0.40%, 09/20/49 | | | JPY | | | | 1,500,000 | | | | 12,639,921 | |
| | | | | | | | | | | | |
| | | |
Mexico — 1.8% | | | | | | | | | |
Mexican Bonos 7.50%, 06/03/27 | | | MXN | | | | 41,000 | | | | 2,021,671 | |
8.50%, 05/31/29 | | | | | | | 40,000 | | | | 2,075,309 | |
7.75%, 05/29/31 | | | | | | | 221,000 | | | | 10,987,634 | |
10.00%, 11/20/36 | | | | | | | 7,800 | | | | 458,297 | |
Mexico Government International Bond 4.50%, 04/22/29 | | | USD | | | | 907 | | | | 1,018,561 | |
4.75%, 03/08/44 | | | | | | | 244 | | | | 259,448 | |
4.35%, 01/15/47 | | | | | | | 984 | | | | 985,415 | |
4.50%, 01/31/50 | | | | | | | 200 | | | | 204,850 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 18,011,185 | |
| | | |
Morocco(b) — 0.2% | | | | | | | | | |
Morocco Government International Bond | | | | | | | | | | | | |
3.00%, 12/15/32 | | | | | | | 1,577 | | | | 1,496,179 | |
4.00%, 12/15/50 | | | | | | | 1,032 | | | | 940,410 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,436,589 | |
| | | |
Netherlands — 0.1% | | | | | | | | | |
Netherlands Government Bond, 2.75%, 01/15/47(b)(d) | | | EUR | | | | 311 | | | | 579,518 | |
| | | | | | | | | | | | |
| | | |
New Zealand — 0.0% | | | | | | | | | |
New Zealand Government Bond, 2.75%, 04/15/25(d) | | | NZD | | | | 100 | | | | 72,299 | |
| | | | | | | | | | | | |
| | | |
Nigeria — 0.2% | | | | | | | | | |
Nigeria Government International Bond | | | | | | | | | | | | |
6.13%, 09/28/28(b) | | | USD | | | | 1,121 | | | | 1,122,401 | |
7.88%, 02/16/32(d) | | | | | | | 225 | | | | 232,917 | |
7.38%, 09/28/33(b) | | | | | | | 627 | | | | 631,703 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,987,021 | |
| | | |
Oman — 0.1% | | | | | | | | | |
Oman Government International Bond, 6.50%, 03/08/47(d) | | | | | | | 263 | | | | 252,940 | |
Oman Sovereign Sukuk Co., 4.88%, 06/15/30(b) | | | | | | | 228 | | | | 239,543 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 492,483 | |
| | | |
Panama — 0.2% | | | | | | | | | |
Banco Latinoamericano de Comercio Exterior SA, 2.38%, 09/14/25(b) | | | | | | | 668 | | | | 681,276 | |
Panama Government International Bond | | | | | | | | | | | | |
3.88%, 03/17/28 | | | | | | | 241 | | | | 261,455 | |
2.25%, 09/29/32 | | | | | | | 245 | | | | 229,887 | |
4.50%, 05/15/47 | | | | | | | 425 | | | | 463,330 | |
4.50%, 04/16/50 | | | | | | | 200 | | | | 217,162 | |
4.50%, 04/01/56 | | | | | | | 208 | | | | 225,784 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,078,894 | |
| | | |
Paraguay — 0.3% | | | | | | | | | |
Paraguay Government International Bond | | | | | | | | | | | | |
5.00%, 04/15/26(d) | | | | | | | 420 | | | | 464,966 | |
4.95%, 04/28/31(b) | | | | | | | 850 | | | | 956,410 | |
2.74%, 01/29/33(b) | | | | | | | 687 | | | | 657,287 | |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
Paraguay (continued) | | | | | | | | | |
Paraguay Government International Bond (continued) | | | | | | | | | | | | |
5.40%, 03/30/50(b) | | | USD | | | | 400 | | | $ | 458,450 | |
5.40%, 03/30/50(d) | | | | | | | 250 | | | | 286,531 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,823,644 | |
| | | |
Peru — 0.2% | | | | | | | | | |
Corp. Financiera de Desarrollo SA, 2.40%, 09/28/27(b) | | | | | | | 310 | | | | 305,350 | |
Peruvian Government International Bond | | | | | | | | | | | | |
7.35%, 07/21/25 | | | | | | | 100 | | | | 120,862 | |
4.13%, 08/25/27 | | | | | | | 380 | | | | 420,090 | |
2.84%, 06/20/30 | | | | | | | 66 | | | | 66,631 | |
2.78%, 01/23/31 | | | | | | | 85 | | | | 84,246 | |
1.86%, 12/01/32 | | | | | | | 463 | | | | 420,549 | |
6.55%, 03/14/37 | | | | | | | 89 | | | | 120,139 | |
3.30%, 03/11/41 | | | | | | | 226 | | | | 219,107 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,756,974 | |
| | | |
Philippines — 0.1% | | | | | | | | | |
Philippine Government International Bond | | | | | | | | | | | | |
3.75%, 01/14/29 | | | | | | | 552 | | | | 615,066 | |
6.38%, 10/23/34 | | | | | | | 100 | | | | 138,081 | |
2.95%, 05/05/45 | | | | | | | 510 | | | | 485,074 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,238,221 | |
| | | |
Qatar — 0.2% | | | | | | | | | |
Qatar Government International Bond | | | | | | | | | | | | |
4.50%, 04/23/28(d) | | | | | | | 486 | | | | 566,737 | |
4.00%, 03/14/29(b) | | | | | | | 805 | | | | 914,480 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,481,217 | |
| | | |
Romania — 0.1% | | | | | | | | | |
Romanian Government International Bond | | | | | | | | | | | | |
3.00%, 02/14/31(b) | | | | | | | 716 | | | | 729,783 | |
6.13%, 01/22/44(b) | | | | | | | 16 | | | | 20,913 | |
4.00%, 02/14/51(d) | | | | | | | 234 | | | | 232,508 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 983,204 | |
| | | |
Russia — 2.3% | | | | | | | | | |
Russian Federal Bond - OFZ | | | | | | | | | | | | |
7.65%, 04/10/30 | | | RUB | | | | 163,631 | | | | 2,313,207 | |
5.90%, 03/12/31 | | | | | | | 1,141,539 | | | | 14,288,203 | |
6.10%, 07/18/35 | | | | | | | 447,694 | | | | 5,472,856 | |
Russian Foreign Bond - Eurobond, 4.25%, 06/23/27(d) | | | USD | | | | 800 | | | | 891,600 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 22,965,866 | |
| | | |
Saudi Arabia — 0.2% | | | | | | | | | |
Saudi Government International Bond | | | | | | | | | | | | |
4.00%, 04/17/25(d) | | | | | | | 260 | | | | 284,570 | |
3.63%, 03/04/28(d) | | | | | | | 439 | | | | 481,803 | |
4.38%, 04/16/29(b) | | | | | | | 785 | | | | 903,927 | |
4.63%, 10/04/47(d) | | | | | | | 300 | | | | 352,125 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,022,425 | |
| | | |
South Africa — 1.0% | | | | | | | | | |
Republic of South Africa Government Bond, 7.00%, 02/28/31 | | | ZAR | | | | 175,557 | | | | 9,807,903 | |
Republic of South Africa Government International Bond, 4.88%, 04/14/26 | | | USD | | | | 200 | | | | 213,787 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 10,021,690 | |
| | | |
Spain(b)(d) — 2.9% | | | | | | | | | |
Spain Government Bond 0.50%, 04/30/30 | | | EUR | | | | 4,400 | | | | 5,207,257 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
Spain (continued) | | | | | | | | | |
Spain Government Bond (continued) | | | | | | | | | | | | |
1.25%, 10/31/30 | | | EUR | | | | 431 | | | $ | 541,028 | |
0.10%, 04/30/31 | | | | | | | 7,150 | | | | 8,058,583 | |
0.50%, 10/31/31 | | | | | | | 3,200 | | | | 3,721,936 | |
3.45%, 07/30/66 | | | | | | | 6,712 | | | | 11,921,822 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 29,450,626 | |
| | | |
Sri Lanka — 0.0% | | | | | | | | | |
Sri Lanka Government International Bond, 6.85%, 03/14/24(d) | | | USD | | | | 200 | | | | 127,037 | |
| | | | | | | | | | | | |
| | | |
Supranational(d) — 0.5% | | | | | | | | | |
European Union | | | | | | | | | | | | |
0.01%, 07/04/31 | | | EUR | | | | 1,625 | | | | 1,878,735 | |
0.10%, 10/04/40 | | | | | | | 500 | | | | 539,766 | |
0.30%, 11/04/50 | | | | | | | 300 | | | | 320,672 | |
Series NGEU, 0.01%, 10/04/28 | | | | | | | 2,162 | | | | 2,538,837 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,278,010 | |
| | | |
Sweden — 0.0% | | | | | | | | | |
Sweden Government Bond | | | | | | | | | | | | |
1.00%, 11/12/26(d) | | | SEK | | | | 960 | | | | 115,042 | |
3.50%, 03/30/39 | | | | | | | 250 | | | | 41,751 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 156,793 | |
| | | |
Ukraine — 0.1% | | | | | | | | | |
Ukraine Government International Bond | | | | | | | | | | | | |
8.99%, 02/01/24(d) | | | USD | | | | 200 | | | | 220,200 | |
7.75%, 09/01/24(d) | | | | | | | 231 | | | | 249,884 | |
7.75%, 09/01/27(d) | | | | | | | 100 | | | | 108,206 | |
9.75%, 11/01/28(d) | | | | | | | 419 | | | | 491,749 | |
7.25%, 03/15/33(b) | | | | | | | 385 | | | | 388,321 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,458,360 | |
| | | |
United Kingdom(d) — 0.6% | | | | | | | | | |
United Kingdom Gilt | | | | | | | | | | | | |
1.75%, 09/07/22 | | | GBP | | | | 200 | | | | 273,398 | |
0.75%, 07/22/23 | | | | | | | 1,826 | | | | 2,480,503 | |
1.75%, 09/07/37 | | | | | | | 60 | | | | 86,017 | |
4.75%, 12/07/38 | | | | | | | 30 | | | | 62,035 | |
3.25%, 01/22/44 | | | | | | | 165 | | | | 301,290 | |
3.50%, 01/22/45 | | | | | | | 700 | | | | 1,337,845 | |
1.50%, 07/22/47 | | | | | | | 1,040 | | | | 1,431,620 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,972,708 | |
| | | |
Uruguay — 0.1% | | | | | | | | | |
Uruguay Government International Bond, 4.38%, 10/27/27 | | | USD | | | | 527 | | | | 604,299 | |
| | | | | | | | | | | | |
| |
Total Foreign Agency Obligations — 29.6% (Cost: $295,983,445) | | | | 296,206,342 | |
| | | | | | | | | | | | |
| | | |
| | | | | Shares | | | | |
| | | |
Investment Companies | | | | | | | | | | | | |
| | | |
United States — 1.4% | | | | | | | | | |
Consumer Discretionary Select Sector SPDR Fund | | | | | | | 1,317 | | | | 236,336 | |
Financial Select Sector SPDR Fund | | | | | | | 11,919 | | | | 447,320 | |
Industrial Select Sector SPDR Fund | | | | | | | 5,842 | | | | 571,581 | |
InvesCo QQQ Trust, Series 1 | | | | | | | 22,400 | | | | 8,018,304 | |
iShares China Large-Cap ETF(q) | | | | | | | 3,075 | | | | 119,710 | |
iShares iBoxx $ High Yield Corporate Bond ETF(q) | | | | | | | 2,301 | | | | 201,315 | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 16 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Shares | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
iShares iBoxx $ Investment Grade Corporate Bond ETF(q) | | | | | | | 1,039 | | | $ | 138,218 | |
iShares JP Morgan USD Emerging Markets Bond ETF(q) | | | | | | | 17,451 | | | | 1,920,657 | |
iShares Latin America 40 ETF(q) | | | | | | | 9,782 | | | | 259,614 | |
iShares MSCI Brazil ETF(q) | | | | | | | 9,033 | | | | 290,230 | |
iShares MSCI Emerging Markets ETF(q) | | | | | | | 13,148 | | | | 662,396 | |
iShares Nasdaq Biotechnology ETF(q) | | | | | | | 493 | | | | 79,708 | |
iShares Russell 2000 ETF(q) | | | | | | | 476 | | | | 104,125 | |
iShares S&P 500 Value ETF(q) | | | | | | | 2,805 | | | | 407,903 | |
VanEck Semiconductor ETF | | | | | | | 628 | | | | 160,938 | |
| | | | | | | | | | | | |
| |
Total Investment Companies — 1.4% (Cost: $12,685,911) | | | | 13,618,355 | |
| | | | | | | | | | | | |
| | | |
| | | | | Par (000) | | | | |
| | | |
Municipal Bonds | | | | | | | | | | | | |
| | | |
California — 0.0% | | | | | | | | | |
California Pollution Control Financing Authority, RB, Series A, AMT, 5.00%, 11/21/45(b) | | | USD | | | | 180 | | | | 188,114 | |
| | | | | | | | | | | | |
| | | |
Total Municipal Bonds — 0.0% (Cost: $154,555) | | | | | | | | | | | 188,114 | |
| | | | | | | | | | | | |
|
Non-Agency Mortgage-Backed Securities | |
| | | |
Netherlands — 0.0% | | | | | | | | | |
Domi BV, Series 2021-1, Class A, (3 mo. Euribor + 0.63%), 0.09%, 06/15/53(a)(d) | | | EUR | | | | 187 | | | | 217,569 | |
| | | | | | | | | | | | |
| | | |
United Kingdom(a)(d) — 0.2% | | | | | | | | | |
Agora Securities, 1.25%, 08/17/31 | | | GBP | | | | 400 | | | | 538,837 | |
Canada Square Funding PLC, Series 2021-2, Class B, 1.25%, 06/17/58 | | | | | | | 112 | | | | 151,834 | |
Finsbury Square, Series 2021-1GRX, Class AGRN, 0.70%, 12/16/67 | | | | | | | 319 | | | | 431,439 | |
London Wall Mortgage Capital PLC, Series 2021-FL1, Class A, 0.80%, 05/15/51 | | | | | | | 154 | | | | 209,055 | |
Mortimer BTL PLC, Series 2021-1, Class B, 1.15%, 06/23/53 | | | | | | | 100 | | | | 135,765 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,466,930 | |
| | | |
United States — 6.1% | | | | | | | | | |
Arbor Multifamily Mortgage Securities Trust(b) | | | | | | | | | | | | |
1.75%, 05/15/53 | | | USD | | | | 1,326 | | | | 1,139,031 | |
Series 2020-MF1, Class XA, 1.09%, 05/15/53(a) | | | | | | | 14,982 | | | | 1,036,589 | |
Atrium Hotel Portfolio Trust(a)(b) | | | | | | | | | | | | |
Series 2017-ATRM, Class D, (1 mo. LIBOR US + 1.95%), 2.03%, 12/15/36 | | | | | | | 200 | | | | 199,117 | |
Series 2017-ATRM, Class E, (1 mo. LIBOR US + 3.05%), 3.13%, 12/15/36 | | | | | | | 150 | | | | 145,666 | |
BAMLL Commercial Mortgage Securities Trust, Series 2017-SCH, Class DL, (1 mo. LIBOR US + 2.00%), 2.08%, 11/15/32(a)(b) | | | | | | | 150 | | | | 124,593 | |
Bank | | | | | | | | | | | | |
Series 2020-BN29, Class C, 3.13%, 11/15/53(a) | | | | | | | 1,050 | | | | 1,057,541 | |
Series 2020-BN29, Class D, 2.50%, 11/15/53(b) | | | | | | | 420 | | | | 386,205 | |
Series 2021-BN35, Class A5, 2.29%, 06/15/64 | | | | | | | 27 | | | | 27,292 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
BBCMS Mortgage Trust | | | | | | | | | | | | |
Series 2017-C1, Class AS, 3.90%, 02/15/50 | | | USD | | | | 1,200 | | | $ | 1,315,145 | |
Series 2017-DELC, Class E, (1 mo. LIBOR US + 2.50%), 2.58%, 08/15/36(a)(b) | | | | | | | 1,400 | | | | 1,396,456 | |
Benchmark Mortgage Trust | | | | | | | | | | | | |
Series 2020-B21, Class XA, 1.57%, 12/17/53(a) | | | | | | | 5,044 | | | | 536,415 | |
Series 2021-B25, Class A5, 2.58%, 04/15/54 | | | | | | | 200 | | | | 207,423 | |
BHMS, Series 2018-ATLS, Class A, (1 mo. LIBOR US + 1.25%), 1.33%, 07/15/35(a)(b) | | | | | | | 170 | | | | 170,452 | |
BX Commercial Mortgage Trust(a)(b) | | | | | | | | | | | | |
Series 2018-BIOA, Class B, (1 mo. LIBOR US + 0.87%), 0.96%, 03/15/37 | | | | | | | 20 | | | | 20,006 | |
Series 2018-BIOA, Class E, (1 mo. LIBOR US + 1.95%), 2.04%, 03/15/37 | | | | | | | 1,380 | | | | 1,379,671 | |
Series 2018-IND, Class B, (1 mo. LIBOR US + 0.90%), 0.98%, 11/15/35 | | | | | | | 700 | | | | 700,423 | |
Series 2018-IND, Class C, (1 mo. LIBOR US + 1.10%), 1.18%, 11/15/35 | | | | | | | 700 | | | | 700,422 | |
Series 2018-IND, Class G, (1 mo. LIBOR US + 2.05%), 2.13%, 11/15/35 | | | | | | | 770 | | | | 772,061 | |
Series 2019-XL, Class A, (1 mo. LIBOR US + 0.92%), 1.00%, 10/15/36 | | | | | | | 115 | | | | 115,099 | |
Series 2019-XL, Class F, (1 mo. LIBOR US + 2.00%), 2.08%, 10/15/36 | | | | | | | 884 | | | | 884,733 | |
Series 2019-XL, Class G, (1 mo. LIBOR US + 2.30%), 2.38%, 10/15/36 | | | | | | | 972 | | | | 974,763 | |
Series 2019-XL, Class J, (1 mo. LIBOR US + 2.65%), 2.73%, 10/15/36 | | | | | | | 707 | | | | 708,497 | |
Series 2020-BXLP, Class G, (1 mo. LIBOR US + 2.50%), 2.58%, 12/15/36 | | | | | | | 1,382 | | | | 1,380,733 | |
BX Trust(a)(b) | | | | | | | | | | | | |
Series 2021-LBA, Class GJV, (1 mo. LIBOR US + 3.00%), 3.08%, 02/15/36 | | | | | | | 900 | | | | 899,986 | |
Series 2021-LBA, Class GV, (1 mo. LIBOR US + 3.00%), 3.08%, 02/15/36 | | | | | | | 900 | | | | 899,986 | |
Series 2021-MFM1, Class F, (1 mo. LIBOR US + 3.00%), 3.08%, 01/15/34 | | | | | | | 390 | | | | 392,420 | |
Series 2021-MFM1, Class G, (1 mo. LIBOR US + 3.90%), 3.99%, 01/15/34 | | | | | | | 760 | | | | 760,238 | |
BXP Trust(a)(b) | | | | | | | | | | | | |
Series 2017-CC, Class D, 3.67%, 08/13/37 | | | | | | | 110 | | | | 115,629 | |
Series 2017-CC, Class E, 3.67%, 08/13/37 | | | | | | | 220 | | | | 223,631 | |
CFCRE Commercial Mortgage Trust(b) | | | | | | | | | | | | |
Series 2018-TAN, Class A, 4.24%, 02/15/33 | | | | | | | 750 | | | | 774,415 | |
Series 2018-TAN, Class E, 6.66%, 02/15/33(a) | | | | | | | 1,000 | | | | 1,027,419 | |
Citigroup Commercial Mortgage Trust | | | | | | | | | | | | |
Series 2014-GC25, Class C, 4.66%, 10/10/47(a) | | | | | | | 1,200 | | | | 1,277,460 | |
Series 2015-P1, Class A5, 3.72%, 09/15/48 | | | | | | | 375 | | | | 409,280 | |
Series 2016-C2, Class B, 3.18%, 08/10/49 | | | | | | | 750 | | | | 774,939 | |
Series 2016-GC36, Class A5, 3.62%, 02/10/49 | | | | | | | 375 | | | | 408,527 | |
Series 2019-PRM, Class C, 3.90%, 05/10/36(b) | | | | | | | 1,000 | | | | 1,052,525 | |
Series 2020-420K, Class D, 3.42%, 11/10/42(a)(b) | | | | | | | 360 | | | | 351,519 | |
Series 2020-420K, Class X, 0.91%, 11/10/42(a)(b) | | | | | | | 20,000 | | | | 1,280,200 | |
Cold Storage Trust, Series 2020-ICE5, Class F, (1 mo. LIBOR US + 3.49%), 3.58%, 11/15/37(a)(b) | | | | | | | 983 | | | | 987,882 | |
COMM Mortgage Trust | | | | | | | | | | | | |
Series 2014-CR21, Class A3, 3.53%, 12/10/47 | | | | | | | 343 | | | | 363,430 | |
Series 2015-LC19, Class A4, 3.18%, 02/10/48 | | | | | | | 500 | | | | 532,947 | |
Series 2016-DC2, Class B, 4.83%, 02/10/49(a) | | | | | | | 100 | | | | 108,311 | |
Series 2016-DC2, Class C, 4.83%, 02/10/49(a) | | | | | | | 100 | | | | 106,171 | |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
COMM Mortgage Trust (continued) | | | | | | | | | | | | |
Series 2017-PANW, Class D, 4.34%, 10/10/29(a)(b) | | | USD | | | | 750 | | | $ | 771,305 | |
Series 2019-GC44, Class 180B, 3.51%, 08/15/57(a)(b) | | | | | | | 1,000 | | | | 968,272 | |
Credit Suisse Mortgage Capital Certificates(a)(b) | | | | | | | | | | | | |
Series 2019-ICE4, Class A, (1 mo. LIBOR US + 0.98%), 1.06%, 05/15/36 | | | | | | | 100 | | | | 100,287 | |
Series 2019-ICE4, Class B, (1 mo. LIBOR US + 1.23%), 1.31%, 05/15/36 | | | | | | | 100 | | | | 100,071 | |
Series 2019-ICE4, Class C, (1 mo. LIBOR US + 1.43%), 1.51%, 05/15/36 | | | | | | | 100 | | | | 100,071 | |
Series 2019-ICE4, Class E, (1 mo. LIBOR US + 2.15%), 2.23%, 05/15/36 | | | | | | | 700 | | | | 701,120 | |
CSAIL Commercial Mortgage Securities Trust, Series 2018-CX12, Class C, 4.92%, 08/15/51(a) | | | | | | | 750 | | | | 817,978 | |
DBGS Mortgage Trust(a)(b) | | | | | | | | | | | | |
Series 2018-5BP, Class D, (1 mo. LIBOR US + 1.50%), 1.58%, 06/15/33 | | | | | | | 1,000 | | | | 994,978 | |
Series 2018-BIOD, Class B, (1 mo. LIBOR US + 0.89%), 0.97%, 05/15/35 | | | | | | | 93 | | | | 92,930 | |
Series 2018-BIOD, Class D, (1 mo. LIBOR US + 1.30%), 1.38%, 05/15/35 | | | | | | | 93 | | | | 92,894 | |
DBJPM Mortgage Trust, Series 2016-C3, Class A5, 2.89%, 08/10/49 | | | | | | | 375 | | | | 397,943 | |
DBUBS Mortgage Trust(a)(b) | | | | | | | | | | | | |
Series 2017-BRBK, Class E, 3.65%, 10/10/34 | | | | | | | 400 | | | | 407,564 | |
Series 2017-BRBK, Class F, 3.53%, 10/10/34 | | | | | | | 240 | | | | 240,758 | |
Extended Stay America Trust, Series 2021-ESH, Class A, (1 mo. LIBOR US + 1.08%), 1.16%, 07/15/38(a)(b) | | | | | | | 269 | | | | 269,361 | |
Freddie Mac Multifamily Structured Pass Through Certificates, 1.12%, 10/25/30(a) | | | | | | | 4,094 | | | | 323,841 | |
GCT Commercial Mortgage Trust, (1 mo. LIBOR US + 2.35%), 2.43%, 02/15/38(a)(b) | | | | | | | 340 | | | | 340,313 | |
GS Mortgage Securities Corp. II, Series 2021-ROSS, Class A, (1 mo. LIBOR US + 1.15%), 1.23%, 05/15/26(a)(b) | | | | | | | 100 | | | | 100,100 | |
GS Mortgage Securities Trust | | | | | | | | | | | | |
4.47%, 10/10/48(a) | | | | | | | 1,100 | | | | 1,195,414 | |
Series 2017-GS7, Class D, 3.00%, 08/10/50(b) | | | | | | | 225 | | | | 207,503 | |
Series 2017-GS7, Class E, 3.00%, 08/10/50(b) | | | | | | | 180 | | | | 159,973 | |
Series 2020-GSA2, Class XA, 1.85%, 12/12/53(a)(b) | | | | | | | 3,647 | | | | 459,666 | |
Independence Plaza Trust, Series 2018-INDP, Class B, 3.91%, 07/10/35(b) | | | | | | | 1,000 | | | | 1,048,889 | |
InTown Hotel Portfolio Trust, Series 2018-STAY, Class E, (1 mo. LIBOR US + 3.35%), 3.43%, 01/15/33(a)(b) | | | | | | | 770 | | | | 771,465 | |
JP Morgan Chase Commercial Mortgage Securities Corp., Series 2018-AON, Class A, 4.13%, 07/05/31(b) | | | | | | | 1,200 | | | | 1,264,605 | |
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-MFP, Class F, (1 mo. LIBOR US + 3.00%), 3.08%, 07/15/36(a)(b) | | | | | | | 1,250 | | | | 1,230,934 | |
JP Morgan Chase Commercial Mortgage Securities Trust , Series 2013-C16, Class B, 5.12%, 12/15/46(a) | | | | | | | 1,000 | | | | 1,073,194 | |
JPMDB Commercial Mortgage Securities Trust | | | | | | | | | | | | |
Class A5, 3.69%, 03/15/50 | | | | | | | 1,200 | | | | 1,316,390 | |
Series 2017-C7, Class A5, 3.41%, 10/15/50 | | | | | | | 1,113 | | | | 1,221,878 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
KKR Industrial Portfolio Trust, Series 2021-KDIP, Class F, (1 mo. LIBOR US + 2.05%), 2.13%, 12/15/37(a)(b) | | | USD | | | | 910 | | | $ | 911,135 | |
MAD Mortgage Trust | | | | | | | | | | | | |
Series 2017-330M, Class D, 4.11%, 08/15/34(a)(b) | | | | | | | 110 | | | | 111,881 | |
Series 2017-330M, Class E, 4.17%, 08/15/34(a)(b) | | | | | | | 130 | | | | 130,735 | |
MCM Trust, 3.00%, 08/25/28 | | | | | | | 811 | | | | 665,876 | |
MFT Trust, Series 2020-ABC, Class C, 3.59%, 02/10/42(a)(b) | | | | | | | 100 | | | | 98,799 | |
Morgan Stanley Bank of America Merrill Lynch Trust | | | | | | | | | | | | |
Series 2014-C16, Class A5, 3.89%, 06/15/47 | | | | | | | 375 | | | | 401,035 | |
Series 2015-C25, Class A5, 3.64%, 10/15/48 | | | | | | | 400 | | | | 435,374 | |
Morgan Stanley Capital I Trust | | | | | | | | | | | | |
Series 2007-T27, Class C, 6.21%, 06/11/42(a)(b) | | | | | | | 1,250 | | | | 1,255,895 | |
Series 2017-H1, Class C, 4.28%, 06/15/50(a) | | | | | | | 1,100 | | | | 1,160,069 | |
Series 2018-H4, Class C, 5.24%, 12/15/51(a) | | | | | | | 400 | | | | 435,247 | |
Series 2018-MP, Class A, 4.42%, 07/11/40(a)(b) | | | | | | | 1,000 | | | | 1,118,264 | |
Series 2019-L2, Class A4, 4.07%, 03/15/52 | | | | | | | 589 | | | | 668,219 | |
Natixis Commercial Mortgage Securities Trust, Series 2018-SOX, Class E, 4.93%, 06/17/38(a)(b) | | | | | | | 382 | | | | 397,775 | |
Olympic Tower Mortgage Trust(a)(b) | | | | | | | | | | | | |
Series 2017-OT, Class D, 4.08%, 05/10/39 | | | | | | | 130 | | | | 128,136 | |
Series 2017-OT, Class E, 4.08%, 05/10/39 | | | | | | | 160 | | | | 144,203 | |
One New York Plaza Trust, Series 2020-1NYP, Class D, (1 mo. LIBOR US + 2.75%), 2.84%, 01/15/26(a)(b) | | | | | | | 270 | | | | 272,026 | |
Park Avenue Mortgage Trust, Series 2017-280P, Class E, (1 mo. LIBOR US + 2.12%), 2.20%, 09/15/34(a)(b) | | | | | | | 350 | | | | 349,116 | |
Park Avenue Trust, Series 2017-245P, Class E, 3.78%, 06/05/37(a)(b) | | | | | | | 250 | | | | 252,713 | |
TVC DSCR, 2.38%, 02/01/51(p) | | | | | | | 1,229 | | | | 1,388,897 | |
Velocity Commercial Capital Loan Trust, Series 2020-1, Class M3, 3.19%, 02/25/50(a)(b) | | | | | | | 99 | | | | 99,616 | |
VNDO Mortgage Trust, Series 2012-6AVE, Class C, 3.45%, 11/15/30(a)(b) | | | | | | | 1,000 | | | | 1,018,716 | |
Wells Fargo Commercial Mortgage Trust(a) | | | | | | | | | | | | |
Series 2016-NXS5, Class B, 5.12%, 01/15/59 | | | | | | | 1,400 | | | | 1,560,845 | |
Series 2019-C50, Class XA, 1.58%, 05/15/52 | | | | | | | 14,180 | | | | 1,196,186 | |
Series 2021-C59, Class XA, 1.69%, 04/15/54 | | | | | | | 1,008 | | | | 115,751 | |
Western Alliance Bank, 5.63%, 12/28/24 | | | | | | | 2,260 | | | | 2,258,157 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 61,469,611 | |
| | | | | | | | | | | | |
| |
Total Non-Agency Mortgage-Backed Securities — 6.3% (Cost: $62,071,246) | | | | 63,154,110 | |
| | | | | | | | | | | | |
| | | |
Preferred Securities | | | | | | | | | | | | |
| | | |
Capital Trusts — 0.8% | | | | | | | | | |
| | | |
Belgium — 0.0% | | | | | | | | | |
Solvay Finance SA, 5.43%(a)(d)(k) | | | EUR | | | | 200 | | | | 253,396 | |
| | | | | | | | | | | | |
| | | |
Colombia — 0.1% | | | | | | | | | |
Banco Davivienda SA, 6.65%(a)(b)(k) | | | USD | | | | 430 | | | | 456,687 | |
| | | | | | | | | | | | |
| | | |
France(a)(k) — 0.1% | | | | | | | | | |
Electricite de France SA(d) | | | | | | | | | | | | |
5.38% | | | EUR | | | | 400 | | | | 516,045 | |
3.38% | | | | | | | 200 | | | | 243,557 | |
Societe Generale SA, 5.38%(b) | | | USD | | | | 200 | | | | 214,126 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 973,728 | |
| | | | | | | | | | | | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 18 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Germany — 0.0% | | | | | | | | | |
ATF Netherlands BV, 3.75%(a)(d)(k) | | | EUR | | | | 200 | | | $ | 240,358 | |
| | | | | | | | | | | | |
| | | |
Italy(a)(d)(k) — 0.1% | | | | | | | | | |
Eni SpA, Series NC9, 2.75% | | | | | | | 260 | | | | 304,788 | |
Poste Italiane SpA, 2.63% | | | | | | | 100 | | | | 114,821 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 419,609 | |
| | | | | | | | | | | | |
| | | |
Japan — 0.0% | | | | | | | | | |
Rakuten Group, Inc., 4.25%(a)(d)(k) | | | | | | | 200 | | | | 233,658 | |
| | | | | | | | | | | | |
| | | |
Kuwait — 0.0% | | | | | | | | | |
Burgan Bank SAK, 5.75%(a)(d)(k) | | | USD | | | | 395 | | | | 402,480 | |
| | | | | | | | | | | | |
| | | |
Luxembourg — 0.0% | | | | | | | | | |
SES SA, 2.88%(a)(d)(k) | | | EUR | | | | 100 | | | | 117,975 | |
| | | | | | | | | | | | |
| | | |
Mexico(a) — 0.1% | | | | | | | | | |
BBVA Bancomer SA, 5.13%, 01/18/33(d) | | | USD | | | | 600 | | | | 623,250 | |
Cemex SAB de CV, 5.13%(b)(k) | | | | | | | 270 | | | | 273,375 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 896,625 | |
| | | | | | | | | | | | |
| | | |
Netherlands — 0.0% | | | | | | | | | |
Abertis Infraestructuras Finance BV, 3.25%(a)(d)(k) | | | EUR | | | | 100 | | | | 118,805 | |
| | | | | | | | | | | | |
| | | |
South Korea — 0.0% | | | | | | | | | |
Heungkuk Life Insurance Co. Ltd., 4.48%(a)(d)(k) | | | USD | | | | 200 | | | | 202,662 | |
| | | | | | | | | | | | |
| | | |
Spain(a)(d)(k) — 0.0% | | | | | | | | | |
Naturgy Finance BV, 4.13% | | | EUR | | | | 100 | | | | 120,633 | |
Repsol International Finance BV, 3.75% | | | | | | | 200 | | | | 246,666 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 367,299 | |
| | | | | | | | | | | | |
| | | |
Sweden — 0.0% | | | | | | | | | |
Heimstaden Bostad AB, 3.00%(a)(d)(k) | | | | | | | 100 | | | | 114,247 | |
| | | | | | | | | | | | |
| | | |
Switzerland(a)(b)(k) — 0.1% | | | | | | | | | |
Credit Suisse Group AG, 6.25% | | | USD | | | | 200 | | | | 215,478 | |
UBS Group AG, 7.00% | | | | | | | 225 | | | | 245,466 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 460,944 | |
| | | | | | | | | | | | |
| | | |
United Kingdom(a)(d)(k) — 0.2% | | | | | | | | | |
BP Capital Markets PLC | | | | | | | | | | | | |
3.25% | | | EUR | | | | 740 | | | | 914,730 | |
4.25% | | | GBP | | | | 146 | | | | 208,956 | |
British American Tobacco PLC | | | | | | | | | | | | |
Series 5.25, 3.00% | | | EUR | | | | 430 | | | | 493,732 | |
Series NC8, 3.75% | | | | | | | 380 | | | | 437,312 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,054,730 | |
| | | |
United States — 0.1% | | | | | | | | | |
Belden, Inc., 4.13%, 10/15/26(d) | | | | | | | 200 | | | | 236,463 | |
General Motors Financial Co., Inc., Series C, 5.70%(a)(k) | | | USD | | | | 130 | | | | 149,662 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
JPMorgan Chase & Co., Series HH, 4.60%(a)(k) | | | USD | | | | 17 | | | $ | 17,383 | |
NWD Finance BVI Ltd., 4.13%(a)(d)(k) | | | | | | | 200 | | | | 197,500 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 601,008 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 7,914,211 | |
| | | |
| | | | | Shares | | | | |
| | | |
Preferred Stocks — 0.2% | | | | | | | | | |
| | | |
Germany — 0.1% | | | | | | | | | |
Porsche Automobil Holding SE, Preference Shares | | | | | | | 2,912 | | | | 287,969 | |
Volkswagen AG, Preference Shares | | | | | | | 1,792 | | | | 399,441 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 687,410 | |
| | | | | | | | | | | | |
| | | |
United States — 0.1% | | | | | | | | | |
Cash Mandatory Exchangeable Trust, 5.25%, 06/01/23(b)(l) | | | | | | | 290 | | | | 327,923 | |
Dream Finders Homes, Inc. | | | | | | | 1,320 | | | | 1,306,800 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,634,723 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,322,133 | |
| | | | | | | | | | | | |
| | | |
Total Preferred Securities — 1.0% (Cost: $10,350,927) | | | | | | | | | | | 10,236,344 | |
| | | | | | | | | | | | |
| | | |
| | | | | Par (000) | | | | |
|
U.S. Government Sponsored Agency Securities | |
|
Commercial Mortgage-Backed Securities — 0.1% | |
FREMF Mortgage Trust | | | | | | | | | | | | |
Series 2020-K104, Class B, 3.66%, 02/25/52 | | | USD | | | | 750 | | | | 802,889 | |
Series 2020-K105, Class B, 3.53%, 03/25/53 | | | | | | | 726 | | | | 771,242 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,574,131 | |
|
Mortgage-Backed Securities — 21.7% | |
Freddie Mac Mortgage-Backed Securities, 5.00%, 11/01/48 | | | | | | | 43 | | | | 47,064 | |
Ginnie Mae | | | | | | | | | | | | |
4.00%, 05/20/47 | | | | | | | 34 | | | | 36,276 | |
3.00%, 12/20/50 | | | | | | | 500 | | | | 523,008 | |
Ginnie Mae Mortgage-Backed Securities(r) | | | | | | | | | | | | |
4.00%, 10/20/40 - 10/01/51 | | | | | | | 1,829 | | | | 1,951,054 | |
3.50%, 01/15/42 - 10/01/51 | | | | | | | 6,401 | | | | 6,747,025 | |
5.00%, 10/20/44 - 10/01/51 | | | | | | | 322 | | | | 348,218 | |
3.00%, 02/15/45 - 10/01/51 | | | | | | | 4,259 | | | | 4,454,210 | |
4.50%, 03/15/47 - 10/01/51 | | | | | | | 922 | | | | 990,216 | |
2.00%, 10/01/51 | | | | | | | 5,844 | | | | 5,928,236 | |
2.50%, 10/01/51 | | | | | | | 5,226 | | | | 5,394,824 | |
Uniform Mortgage-Backed Securities | | | | | | | | | | | | |
2.50%, 10/14/21 - 11/01/51(r) | | | | | | | 88,686 | | | | 91,472,779 | |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
|
Mortgage-Backed Securities (continued) | |
Uniform Mortgage-Backed Securities (continued) | |
5.50%, 10/14/21 - 12/01/38 | | | USD | | | | 114 | | | $ | 132,014 | |
4.50%, 08/01/23 - 10/01/51(r) | | | | | | | 3,159 | | | | 3,437,289 | |
3.00%, 07/01/29 - 11/01/51(r) | | | | | | | 19,148 | | | | 20,131,062 | |
3.50%, 07/01/29 - 11/10/51(r) | | | | | | | 9,588 | | | | 10,241,670 | |
2.00%, 10/01/31 - 11/10/51(r) | | | | | | | 48,264 | | | | 48,673,378 | |
4.00%, 09/01/33 - 10/01/51(r) | | | | | | | 5,550 | | | | 5,993,356 | |
5.00%, 09/01/35 - 10/01/51(r) | | | | | | | 556 | | | | 619,331 | |
1.50%, 10/01/36 - 11/10/51(r) | | | | | | | 9,467 | | | | 9,318,232 | |
6.50%, 11/01/38 | | | | | | | 7 | | | | 8,245 | |
6.00%, 07/01/39 | | | | | | | 37 | | | | 42,110 | |
Series KW09, Class X1, 0.94%, 05/25/29(a) | | | | | | | 14,795 | | | | 751,522 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 217,241,119 | |
| | | | | | | | | | | | |
| | | |
Total U.S. Government Sponsored Agency Securities — 21.8% (Cost: $219,081,612) | | | | | | | | | | | 218,815,250 | |
| | | | | | | | |
| | | |
U.S. Treasury Obligations | | | | | | | | | | | | |
U.S. Treasury Inflation Indexed Bonds | | | | | | | | | | | | |
0.38%, 01/15/27 | | | | | | | 1,695 | | | | 1,871,259 | |
0.50%, 01/15/28 | | | | | | | 332 | | | | 371,657 | |
0.13%, 01/15/30 - 01/15/31(s) | | | | | | | 5,066 | | | | 5,562,458 | |
U.S. Treasury Inflation Protected Security | | | | | | | | | | | | |
0.50%, 04/15/24 | | | | | | | 8,707 | | | | 9,297,940 | |
0.13%, 04/15/25 - 04/15/26 | | | | | | | 34,350 | | | | 37,147,225 | |
U.S. Treasury Notes | | | | | | | | | | | | |
1.75%, 11/30/21 | | | | | | | 5 | | | | 5,014 | |
1.88%, 02/28/22 | | | | | | | 500 | | | | 503,750 | |
0.63%, 05/15/30 | | | | | | | 1,755 | | | | 1,638,046 | |
| | | | | | | | |
| | | |
Total U.S. Treasury Obligations — 5.6% (Cost: $56,146,121) | | | | | | | | | | | 56,397,349 | |
| | | | | | | | |
| | | |
| | | | | Shares | | | | |
| | | |
Warrants | | | | | | | | | | | | |
| | | |
United States(f) — 0.0% | | | | | | | | | |
Austerlitz Acquisition Corp. (Expires 02/19/2026), Class A, Class A | | | | | | | 1,397 | | | | 2,361 | |
Cano Health, Inc. (Expires 06/03/2026) | | | | | | | 9,002 | | | | 37,179 | |
Latch, Inc. (Expires 06/04/2026) | | | | | | | 12,334 | | | | 40,702 | |
Offerpad Solutions, Inc. (Expires 09/01/2026) | | | | | | | 8,031 | | | | 14,054 | |
Sarcos Technology and Robotics Corp. (Expires 06/15/2027), Class A, Class A | | | | | | | 28,519 | | | | 22,245 | |
| | | | | | | | |
| | | | | | | | | | | 116,541 | |
| | | | | | | | | | | | |
Security | | | | | Shares | | | Value | |
| | | |
Venezuela — 0.0% | | | | | | | | | |
Venezuela Government International Bond | | | | | | | 3,000 | | | $ | 3,000 | |
| | | | | | | | |
| | | |
Total Warrants — 0.0% (Cost: $124,233) | | | | | | | | | | | 119,541 | |
| | | | | | | | |
| |
Total Long-Term Investments — 101.7% (Cost: $1,015,034,741) | | | | 1,019,735,423 | |
| | | | | | | | |
| | | |
| | | | | Par (000) | | | | |
| | | |
Short-Term Securities | | | | | | | | | | | | |
| |
Borrowed Bond Agreements — 0.2% | | | | |
BofA Securities Inc., (0.02%), 10/01/21 (Purchased on 09/30/21 to be repurchased at $1,732,901 Collateralized by U.S. Treasury Notes, 1.50%, 02/15/30, par and fair values of $1,720,000 and $1,730,952, respectively) | | | USD | | | | 1,733 | | | | 1,732,900 | |
| | | | | | | | |
| | | |
| | | | | Shares | | | | |
| | | |
Money Market Funds — 9.5% | | | | | | | | | |
BlackRock Liquidity Funds, T-Fund, Institutional Class, 0.01%(q)(t) | | | | | | | 95,280,859 | | | | 95,280,859 | |
| | | | | | | | |
| |
Total Short-Term Securities — 9.7% (Cost: $97,013,759) | | | | 97,013,759 | |
| | | | | | | | |
| | | |
Options Purchased — 0.5% (Cost: $6,886,850) | | | | | | | | | | | 5,202,507 | |
| | | | | | | | |
| | |
Total Investments Before Borrowed Bonds and TBA Sale Commitments and Options Written — 111.9% (Cost: $1,118,935,350) | | | | | | | | 1,121,951,689 | |
| | | | | | | | |
| | | |
| | | | | Par (000) | | | | |
| | | |
Borrowed Bonds | | | | | | | | | | | | |
| | | |
United States — (0.2)% | | | | | | | | | |
U.S. Treasury Notes, 1.50%, 02/15/30(u) | | | USD | | | | (1,720 | ) | | | (1,730,952 | ) |
| | | | | | | | |
| | | |
Total Borrowed Bonds — (0.2)% (Proceeds: $(1,819,211)) | | | | | | | | | | | (1,730,952 | ) |
| | | | | | | | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 20 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
TBA Sale Commitments(r) | | | | | | | | | | | | |
| | | |
United States — (5.2)% | | | | | | | | | |
Ginnie Mae Mortgage-Backed Securities, 3.50%, 10/21/50 | | | USD | | | | 2,549 | | | $ | (2,680,284 | ) |
Uniform Mortgage-Backed Securities | | | | | | | | | | | | |
1.50%, 10/14/51 | | | | | | | 3,323 | | | | (3,249,596 | ) |
2.00%, 10/14/51 | | | | | | | 22,600 | | | | (22,840,566 | ) |
2.50%, 10/14/51 | | | | | | | 14,300 | | | | (14,744,082 | ) |
3.00%, 10/14/51 | | | | | | | 6,800 | | | | (7,115,297 | ) |
3.50%, 10/14/51 | | | | | | | 1,000 | | | | (1,058,066 | ) |
| | | | | | | | |
Total TBA Sale Commitments — (5.2)% (Proceeds: $(51,697,281)) | | | | (51,687,891 | ) |
| | | | | | | | |
| |
Options Written — (0.3)% (Premiums Received: $(4,241,403)) | | | | (3,568,508 | ) |
| | | | | | | | |
| | |
Total Investments, Net of Borrowed Bonds and TBA Sale Commitments and Options Written — 106.2% (Cost: $1,061,177,455) | | | | | | | | 1,064,964,338 | |
| |
Liabilities in Excess of Other Assets — (6.2)% | | | (61,963,647) | |
| | | | | | | | |
| | | |
Net Assets — 100.0% | | | | | | | | $ 1,003,000,691 | |
| | | | | | | | |
(a) | Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. |
(b) | Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. |
(c) | 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. |
(d) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933. |
(e) | When-issued security. |
(f) | Non-income producing security. |
(g) | All or a portion of the security has been pledged and/or segregated as collateral in connection with outstanding exchange-traded options written. |
(h) | Issuer filed for bankruptcy and/or is in default. |
(i) | Payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates. |
(j) | Rounds to less than 1,000. |
(k) | Perpetual security with no stated maturity date. |
(l) | Convertible security. |
(n) | All or a portion of the security has been pledged as collateral in connection with outstanding reverse repurchase agreements. |
(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) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(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 OTC derivatives. |
(t) | Annualized 7-day yield as of period end. |
(u) | 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 September 30, 2021 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Affiliated Issuer | | Value at 12/31/20 | | | Purchases at Cost | | | Proceeds from Sales | | | Net Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value at 09/30/21 | | | Shares Held at 09/30/21 | | | Income | | | Capital Gain Distributions from Underlying Funds | |
BlackRock Liquidity Funds, T-Fund, Institutional Class | | $ | 5,780,042 | | | $ | 89,500,817 | (a) | | $ | — | | | $ | — | | | $ | — | | | $ | 95,280,859 | | | | 95,280,859 | | | $ | 7,234 | | | $ | — | |
iShares China Large-Cap ETF | | | 622,162 | | | | 113,852 | | | | (558,683 | ) | | | (34,022 | ) | | | (23,599 | ) | | | 119,710 | | | | 3,075 | | | | 1,350 | | | | — | |
iShares iBoxx $ High Yield Corporate Bond ETF | | | 27,263,877 | | | | 4,066,984 | | | | (31,151,487 | ) | | | 1,299,095 | | | | (1,277,154 | ) | | | 201,315 | | | | 2,301 | | | | 97,704 | | | | — | |
iShares iBoxx $ Investment Grade Corporate Bond ETF | | | 4,411,734 | | | | 7,881,385 | | | | (11,928,360 | ) | | | (117,363 | ) | | | (109,178 | ) | | | 138,218 | | | | 1,039 | | | | 18,688 | | | | — | |
iShares JP Morgan USD Emerging Markets Bond ETF | | | 2,022,745 | | | | — | | | | — | | | | — | | | | (102,088 | ) | | | 1,920,657 | | | | 17,451 | | | | 49,194 | | | | — | |
iShares Latin America 40 ETF | | | 428,510 | | | | — | | | | (129,556 | ) | | | 3,688 | | | | (43,028 | ) | | | 259,614 | | | | 9,782 | | | | 3,697 | | | | — | |
iShares MSCI Brazil ETF | | | 324,844 | | | | 275,339 | | | | (217,405 | ) | | | (5,277 | ) | | | (87,271 | ) | | | 290,230 | | | | 9,033 | | | | 7,069 | | | | — | |
iShares MSCI Emerging Markets ETF | | | 1,018,984 | | | | — | | | | (347,384 | ) | | | 54,125 | | | | (63,329 | ) | | | 662,396 | | | | 13,148 | | | | 3,166 | | | | — | |
iShares MSCI Japan ETF(b) | | | — | | | | 333,578 | | | | (356,386 | ) | | | 22,808 | | | | — | | | | — | | | | — | | | | — | | | | — | |
iShares Nasdaq Biotechnology ETF | | | 111,951 | | | | — | | | | (36,560 | ) | | | 8,615 | | | | (4,298 | ) | | | 79,708 | | | | 493 | | | | 170 | | | | — | |
iShares Russell 2000 ETF | | | 93,325 | | | | — | | | | — | | | | — | | | | 10,800 | | | | 104,125 | | | | 476 | | | | 678 | | | | — | |
iShares S&P 500 Value ETF | | | 359,096 | | | | — | | | | — | | | | — | | | | 48,807 | | | | 407,903 | | | | 2,805 | | | | 5,810 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | $ | 1,231,669 | | | $ | (1,650,338 | ) | | $ | 99,464,735 | | | | | | | $ | 194,760 | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (a) | Represents net amount purchased (sold). |
| (b) | As of period end, the entity is no longer held. |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
Reverse Repurchase Agreements
| | | | | | | | | | | | | | | | | | | | | | | | |
Counterparty | | Interest Rate | | | Trade Date | | | Maturity Date(a) | | | Face Value | | | Face Value Including Accrued Interest | | | Type of Non-Cash Underlying Collateral | | Remaining Contractual Maturity of the Agreements(a) |
BNP Paribas S.A. | | | 0.55 | %(b) | | | 06/02/21 | | | | Open | | | $ | 180,617 | | | $ | 180,949 | | | Corporate Bonds | | Open/Demand |
| | | | | | | | | | | | | | | | | | | | | | | | |
| (a) | Certain agreements have no stated maturity and can be terminated by either party at any time. |
| (b) | Variable rate security. Rate as of period end and maturity is the date the principal owed can be recovered through demand. |
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts
| | | | | | | | | | | | | | | | |
Description | | Number of Contracts | | | Expiration Date | | | Notional Amount (000) | | | Value/ Unrealized Appreciation (Depreciation) | |
Long Contracts | | | | | | | | | | | | | | | | |
Euro BTP | | | 136 | | | | 12/08/21 | | | $ | 23,951 | | | $ | (209,176 | ) |
Euro Bund | | | 96 | | | | 12/08/21 | | | | 18,895 | | | | (141,559 | ) |
Euro OAT | | | 81 | | | | 12/08/21 | | | | 15,579 | | | | (190,637 | ) |
Euro-Schatz | | | 100 | | | | 12/08/21 | | | | 13,005 | | | | (5,603 | ) |
10-Year Australian Treasury Bonds | | | 96 | | | | 12/15/21 | | | | 9,811 | | | | (180,207 | ) |
3-Year Australian Treasury Bonds | | | 82 | | | | 12/15/21 | | | | 6,897 | | | | (10,737 | ) |
Euro Stoxx 50 Index | | | 4 | | | | 12/17/21 | | | | 188 | | | | (5,267 | ) |
FTSE 100 Index | | | 1 | | | | 12/17/21 | | | | 95 | | | | 743 | |
FTSE/MIB Index | | | 3 | | | | 12/17/21 | | | | 441 | | | | (4,698 | ) |
Russell 2000 E-Mini Index | | | 3 | | | | 12/17/21 | | | | 330 | | | | (3,284 | ) |
S&P 500 E-Mini Index | | | 31 | | | | 12/17/21 | | | | 6,662 | | | | (63,652 | ) |
10-Year Canadian Bond | | | 82 | | | | 12/20/21 | | | | 9,266 | | | | (172,329 | ) |
U.S. Long Bond | | | 126 | | | | 12/21/21 | | | | 20,097 | | | | (452,693 | ) |
Ultra U.S. Treasury Bond | | | 310 | | | | 12/21/21 | | | | 59,384 | | | | (1,690,836 | ) |
Long Gilt | | | 109 | | | | 12/29/21 | | | | 18,393 | | | | (16,427 | ) |
2-Year U.S. Treasury Note | | | 308 | | | | 12/31/21 | | | | 67,784 | | | | 11,640 | |
5-Year U.S. Treasury Note | | | 1,746 | | | | 12/31/21 | | | | 214,403 | | | | (1,211,869 | ) |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | (4,346,591 | ) |
| | | | | | | | | | | | | | | | |
Short Contracts | | | | | | | | | | | | | | | | |
30-Year Euro Buxl Bond | | | 96 | | | | 12/08/21 | | | | 22,624 | | | | 538,129 | |
Euro BOBL | | | 329 | | | | 12/08/21 | | | | 51,450 | | | | 182,735 | |
Short Term Euro BTP | | | 275 | | | | 12/08/21 | | | | 36,242 | | | | 44,702 | |
10-Year Japanese Government Treasury Bonds | | | 3 | | | | 12/13/21 | | | | 4,087 | | | | 13,041 | |
NASDAQ 100 E-Mini Index | | | 6 | | | | 12/17/21 | | | | 1,762 | | | | 79,413 | |
10-Year U.S. Treasury Note | | | 418 | | | | 12/21/21 | | | | 55,058 | | | | 537,981 | |
10-Year U.S. Ultra Long Treasury Note | | | 450 | | | | 12/21/21 | | | | 65,454 | | | | 561,831 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | 1,957,832 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | $ | (2,388,759 | ) |
| | | | | | | | | | | | | | | | |
Forward Foreign Currency Exchange Contracts
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | Currency Purchased | | | Currency Sold | | | Counterparty | | Settlement Date | | | | | | Unrealized Appreciation (Depreciation) | | | | |
| | | | | | | | | | |
| | EUR | | | 748,000 | | | | | | | | PLN | | | | 3,397,749 | | | BNP Paribas SA | | | 10/04/21 | | | | | | | $ | 12,150 | | | | | |
| | EUR | | | 748,000 | | | | | | | | PLN | | | | 3,397,749 | | | BNP Paribas SA | | | 10/04/21 | | | | | | | | 12,150 | | | | | |
| | USD | | | 598,000 | | | | | | | | BRL | | | | 3,134,971 | | | BNP Paribas SA | | | 10/04/21 | | | | | | | | 22,327 | | | | | |
| | USD | | | 554,049 | | | | | | | | BRL | | | | 3,013,696 | | | Citibank N.A. | | | 10/04/21 | | | | | | | | 646 | | | | | |
| | USD | | | 566,905 | | | | | | | | BRL | | | | 3,083,626 | | | Citibank N.A. | | | 10/04/21 | | | | | | | | 661 | | | | | |
| | USD | | | 593,000 | | | | | | | | BRL | | | | 3,070,791 | | | Citibank N.A. | | | 10/04/21 | | | | | | | | 29,112 | | | | | |
| | USD | | | 586,000 | | | | | | | | BRL | | | | 3,024,059 | | | JPMorgan Chase Bank N.A. | | | 10/04/21 | | | | | | | | 30,694 | | | | | |
| | USD | | | 589,000 | | | | | | | | BRL | | | | 3,039,540 | | | JPMorgan Chase Bank N.A. | | | 10/04/21 | | | | | | | | 30,851 | | | | | |
| | USD | | | 563,716 | | | | | | | | BRL | | | | 3,066,275 | | | Morgan Stanley & Co. International PLC | | | 10/04/21 | | | | | | | | 657 | | | | | |
| | USD | | | 1,094,514 | | | | | | | | BRL | | | | 5,953,500 | | | Morgan Stanley & Co. International PLC | | | 10/04/21 | | | | | | | | 1,276 | | | | | |
| | CAD | | | 1,135,690 | | | | | | | | USD | | | | 896,000 | | | JPMorgan Chase Bank N.A. | | | 10/08/21 | | | | | | | | 631 | | | | | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 22 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | Currency Purchased | | | Currency Sold | | | Counterparty | | Settlement Date | | | | | | Unrealized Appreciation (Depreciation) | | | | |
| | | | | | | | | | |
| | KZT | | | 55,180,944 | | | | | | | | USD | | | | 126,330 | | | Citibank N.A. | | | 10/08/21 | | | | | | | $ | 3,102 | | | | | |
| | USD | | | 896,000 | | | | | | | | CAD | | | | 1,128,898 | | | JPMorgan Chase Bank N.A. | | | 10/08/21 | | | | | | | | 4,732 | | | | | |
| | USD | | | 446,323 | | | | | | | | AUD | | | | 611,000 | | | HSBC Bank USA N.A. | | | 10/12/21 | | | | | | | | 4,588 | | | | | |
| | USD | | | 268,128 | | | | | | | | TRY | | | | 2,294,425 | | | BNP Paribas SA | | | 10/12/21 | | | | | | | | 11,570 | | | | | |
| | USD | | | 329,872 | | | | | | | | TRY | | | | 2,824,983 | | | Citibank N.A. | | | 10/12/21 | | | | | | | | 13,988 | | | | | |
| | USD | | | 610,000 | | | | | | | | TRY | | | | 5,250,575 | | | Citibank N.A. | | | 10/12/21 | | | | | | | | 22,891 | | | | | |
| | USD | | | 610,000 | | | | | | | | TRY | | | | 5,250,575 | | | Citibank N.A. | | | 10/12/21 | | | | | | | | 22,891 | | | | | |
| | EUR | | | 910,000 | | | | | | | | NOK | | | | 9,208,007 | | | Deutsche Bank AG | | | 10/20/21 | | | | | | | | 1,197 | | | | | |
| | KRW | | | 720,419,200 | | | | | | | | USD | | | | 608,000 | | | Citibank N.A. | | | 10/20/21 | | | | | | | | 154 | | | | | |
| | KRW | | | 720,419,200 | | | | | | | | USD | | | | 608,000 | | | Citibank N.A. | | | 10/20/21 | | | | | | | | 154 | | | | | |
| | NOK | | | 9,252,758 | | | | | | | | EUR | | | | 910,000 | | | JPMorgan Chase Bank N.A. | | | 10/20/21 | | | | | | | | 3,921 | | | | | |
| | RUB | | | 43,636,963 | | | | | | | | USD | | | | 598,000 | | | JPMorgan Chase Bank N.A. | | | 10/20/21 | | | | | | | | 147 | | | | | |
| | RUB | | | 43,636,963 | | | | | | | | USD | | | | 598,000 | | | JPMorgan Chase Bank N.A. | | | 10/20/21 | | | | | | | | 147 | | | | | |
| | USD | | | 805,793 | | | | | | | | EUR | | | | 680,886 | | | Toronto-Dominion Bank | | | 10/20/21 | | | | | | | | 16,855 | | | | | |
| | USD | | | 608,000 | | | | | | | | KRW | | | | 717,956,800 | | | Citibank N.A. | | | 10/20/21 | | | | | | | | 1,925 | | | | | |
| | USD | | | 608,000 | | | | | | | | KRW | | | | 717,956,800 | | | Citibank N.A. | | | 10/20/21 | | | | | | | | 1,925 | | | | | |
| | USD | | | 610,000 | | | | | | | | MXN | | | | 12,329,407 | | | Goldman Sachs International | | | 10/20/21 | | | | | | | | 14,164 | | | | | |
| | USD | | | 610,000 | | | | | | | | MXN | | | | 12,329,407 | | | Goldman Sachs International | | | 10/20/21 | | | | | | | | 14,164 | | | | | |
| | USD | | | 909,000 | | | | | | | | MXN | | | | 18,450,220 | | | Goldman Sachs International | | | 10/20/21 | | | | | | | | 17,368 | | | | | |
| | USD | | | 1,515,000 | | | | | | | | MXN | | | | 30,567,701 | | | HSBC Bank USA N.A. | | | 10/20/21 | | | | | | | | 37,774 | | | | | |
| | USD | | | 1,515,000 | | | | | | | | ZAR | | | | 22,678,793 | | | Bank of America N.A. | | | 10/20/21 | | | | | | | | 12,154 | | | | | |
| | USD | | | 611,634 | | | | | | | | EUR | | | | 521,000 | | | JPMorgan Chase Bank N.A. | | | 10/21/21 | | | | | | | | 7,943 | | | | | |
| | USD | | | 1,524,977 | | | | | | | | EUR | | | | 1,299,000 | | | JPMorgan Chase Bank N.A. | | | 10/21/21 | | | | | | | | 19,805 | | | | | |
| | USD | | | 1,435,767 | | | | | | | | MXN | | | | 28,859,000 | | | Barclays Bank PLC | | | 10/29/21 | | | | | | | | 42,868 | | | | | |
| | USD | | | 1,972,308 | | | | | | | | MXN | | | | 39,869,000 | | | State Street Bank and Trust Co. | | | 10/29/21 | | | | | | | | 48,003 | | | | | |
| | USD | | | 1,494,104 | | | | | | | | MXN | | | | 30,598,661 | | | UBS AG | | | 10/29/21 | | | | | | | | 17,239 | | | | | |
| | PLN | | | 3,605,758 | | | | | | | | EUR | | | | 778,000 | | | Bank of America N.A. | | | 11/02/21 | | | | | | | | 4,868 | | | | | |
| | PLN | | | 3,605,758 | | | | | | | | EUR | | | | 778,000 | | | Bank of America N.A. | | | 11/02/21 | | | | | | | | 4,868 | | | | | |
| | USD | | | 910,000 | | | | | | | | CLP | | | | 739,648,000 | | | UBS AG | | | 11/02/21 | | | | | | | | 386 | | | | | |
| | USD | | | 832,647 | | | | | | | | MXN | | | | 16,949,455 | | | Goldman Sachs International | | | 11/24/21 | | | | | | | | 17,599 | | | | | |
| | CAD | | | 431,003 | | | | | | | | USD | | | | 340,000 | | | Natwest Markets PLC | | | 12/15/21 | | | | | | | | 278 | | | | | |
| | CAD | | | 3,600,000 | | | | | | | | USD | | | | 2,839,889 | | | Natwest Markets PLC | | | 12/15/21 | | | | | | | | 2,326 | | | | | |
| | CAD | | | 4,500,175 | | | | | | | | USD | | | | 3,550,000 | | | Natwest Markets PLC | | | 12/15/21 | | | | | | | | 2,907 | | | | | |
| | CNH | | | 10,929 | | | | | | | | AUD | | | | 2,278 | | | Morgan Stanley & Co. International PLC | | | 12/15/21 | | | | | | | | 38 | | | | | |
| | CNH | | | 31,573 | | | | | | | | JPY | | | | 534,673 | | | Royal Bank of Canada | | | 12/15/21 | | | | | | | | 63 | | | | | |
| | CNH | | | 10,170,000 | | | | | | | | USD | | | | 1,565,892 | | | Barclays Bank PLC | | | 12/15/21 | | | | | | | | 2,740 | | | | | |
| | CNH | | | 616,038,900 | | | | | | | | USD | | | | 95,000,000 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | 18,538 | | | | | |
| | CNH | | | 4,745,000 | | | | | | | | USD | | | | 729,360 | | | Deutsche Bank AG | | | 12/15/21 | | | | | | | | 2,514 | | | | | |
| | CNH | | | 4,960,000 | | | | | | | | USD | | | | 759,769 | | | Deutsche Bank AG | | | 12/15/21 | | | | | | | | 5,267 | | | | | |
| | CNH | | | 23,040,000 | | | | | | | | USD | | | | 3,541,510 | | | Deutsche Bank AG | | | 12/15/21 | | | | | | | | 12,206 | | | | | |
| | CNY | | | 6,527,264 | | | | | | | | USD | | | | 1,000,000 | | | State Street Bank and Trust Co. | | | 12/15/21 | | | | | | | | 6,504 | | | | | |
| | EUR | | | 650,000 | | | | | | | | GBP | | | | 556,455 | | | BNP Paribas SA | | | 12/15/21 | | | | | | | | 4,197 | | | | | |
| | EUR | | | 2,125,000 | | | | | | | | GBP | | | | 1,826,884 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | 3,342 | | | | | |
| | EUR | | | 2,270,000 | | | | | | | | GBP | | | | 1,948,806 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | 7,256 | | | | | |
| | EUR | | | 545,000 | | | | | | | | GBP | | | | 468,230 | | | Deutsche Bank AG | | | 12/15/21 | | | | | | | | 1,277 | | | | | |
| | EUR | | | 630,000 | | | | | | | | GBP | | | | 538,850 | | | Goldman Sachs International | | | 12/15/21 | | | | | | | | 4,719 | | | | | |
| | EUR | | | 160,000 | | | | | | | | GBP | | | | 137,457 | | | JPMorgan Chase Bank N.A. | | | 12/15/21 | | | | | | | | 381 | | | | | |
| | EUR | | | 540,000 | | | | | | | | GBP | | | | 464,672 | | | JPMorgan Chase Bank N.A. | | | 12/15/21 | | | | | | | | 272 | | | | | |
| | EUR | | | 650,000 | | | | | | | | GBP | | | | 556,267 | | | JPMorgan Chase Bank N.A. | | | 12/15/21 | | | | | | | | 4,451 | | | | | |
| | EUR | | | 3,879,477 | | | | | | | | USD | | | | 4,496,232 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | 4,210 | | | | | |
| | EUR | | | 3,879,476 | | | | | | | | USD | | | | 4,494,691 | | | Goldman Sachs International | | | 12/15/21 | | | | | | | | 5,751 | | | | | |
| | GBP | | | 560,994 | | | | | | | | EUR | | | | 650,000 | | | Barclays Bank PLC | | | 12/15/21 | | | | | | | | 1,919 | | | | | |
| | GBP | | | 432,109 | | | | | | | | EUR | | | | 500,000 | | | Deutsche Bank AG | | | 12/15/21 | | | | | | | | 2,252 | | | | | |
| | GBP | | | 138,373 | | | | | | | | EUR | | | | 160,000 | | | JPMorgan Chase Bank N.A. | | | 12/15/21 | | | | | | | | 853 | | | | | |
| | JPY | | | 234,698,053 | | | | | | | | AUD | | | | 2,888,467 | | | Natwest Markets PLC | | | 12/15/21 | | | | | | | | 21,182 | | | | | |
| | JPY | | | 325,014,000 | | | | | | | | AUD | | | | 4,000,000 | | | Natwest Markets PLC | | | 12/15/21 | | | | | | | | 29,333 | | | | | |
| | JPY | | | 2,762,124,664 | | | | | | | | EUR | | | | 21,166,501 | | | Natwest Markets PLC | | | 12/15/21 | | | | | | | | 278,774 | | | | | |
| | MYR | | | 1,129,000 | | | | | | | | USD | | | | 268,362 | | | Barclays Bank PLC | | | 12/15/21 | | | | | | | | 242 | | | | | |
| | MYR | | | 1,156,000 | | | | | | | | USD | | | | 274,845 | | | Barclays Bank PLC | | | 12/15/21 | | | | | | | | 183 | | | | | |
| | MYR | | | 1,125,000 | | | | | | | | USD | | | | 267,539 | | | Morgan Stanley & Co. International PLC | | | 12/15/21 | | | | | | | | 114 | | | | | |
| | RUB | | | 5,380,000 | | | | | | | | USD | | | | 72,532 | | | Bank of America N.A. | | | 12/15/21 | | | | | | | | 507 | | | | | |
| | RUB | | | 66,058,562 | | | | | | | | USD | | | | 887,185 | | | Goldman Sachs International | | | 12/15/21 | | | | | | | | 9,626 | | | | | |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | |
| | Currency Purchased | | | | | | Currency Sold | | | Counterparty | | Settlement Date | | | | | | Unrealized Appreciation (Depreciation) | | | | |
| | | | | | | | | | |
| | RUB | | | 74,651,810 | | | | | | | | USD | | | | 1,000,000 | | | JPMorgan Chase Bank N.A. | | | 12/15/21 | | | | | | | $ | 13,473 | | | | | |
| | USD | | | 2,790,000 | | | | | | | | AUD | | | | 3,782,528 | | | Banco Santander SA | | | 12/15/21 | | | | | | | | 54,522 | | | | | |
| | USD | | | 4,500,000 | | | | | | | | BRL | | | | 23,885,505 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | 166,691 | | | | | |
| | USD | | | 998,795 | | | | | | | | BRL | | | | 5,290,000 | | | UBS AG | | | 12/15/21 | | | | | | | | 39,083 | | | | | |
| | USD | | | 10,347,630 | | | | | | | | BRL | | | | 54,805,000 | | | UBS AG | | | 12/15/21 | | | | | | | | 404,905 | | | | | |
| | USD | | | 763,792 | | | | | | | | EUR | | | | 650,000 | | | Bank of America N.A. | | | 12/15/21 | | | | | | | | 9,750 | | | | | |
| | USD | | | 142,388 | | | | | | | | EUR | | | | 120,000 | | | Barclays Bank PLC | | | 12/15/21 | | | | | | | | 3,181 | | | | | |
| | USD | | | 500,935 | | | | | | | | EUR | | | | 423,000 | | | BNP Paribas SA | | | 12/15/21 | | | | | | | | 10,227 | | | | | |
| | USD | | | 132,774 | | | | | | | | EUR | | | | 113,000 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | 1,687 | | | | | |
| | USD | | | 2,366,843 | | | | | | | | EUR | | | | 2,000,000 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | 46,714 | | | | | |
| | USD | | | 28,762,656 | | | | | | | | EUR | | | | 24,310,000 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | 561,493 | | | | | |
| | USD | | | 28,762,656 | | | | | | | | EUR | | | | 24,310,000 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | 561,493 | | | | | |
| | USD | | | 4,650,000 | | | | | | | | EUR | | | | 3,925,352 | | | Commonwealth Bank of Australia | | | 12/15/21 | | | | | | | | 96,339 | | | | | |
| | USD | | | 760,220 | | | | | | | | EUR | | | | 650,000 | | | Goldman Sachs International | | | 12/15/21 | | | | | | | | 6,178 | | | | | |
| | USD | | | 1,512,101 | | | | | | | | EUR | | | | 1,290,000 | | | Goldman Sachs International | | | 12/15/21 | | | | | | | | 15,618 | | | | | |
| | USD | | | 130,407 | | | | | | | | EUR | | | | 110,000 | | | JPMorgan Chase Bank N.A. | | | 12/15/21 | | | | | | | | 2,800 | | | | | |
| | USD | | | 6,089,885 | | | | | | | | EUR | | | | 5,185,485 | | | JPMorgan Chase Bank N.A. | | | 12/15/21 | | | | | | | | 74,389 | | | | | |
| | USD | | | 9,002,519 | | | | | | | | EUR | | | | 7,758,953 | | | JPMorgan Chase Bank N.A. | | | 12/15/21 | | | | | | | | 1,635 | | | | | |
| | USD | | | 1,140,375 | | | | | | | | EUR | | | | 970,000 | | | Morgan Stanley & Co. International PLC | | | 12/15/21 | | | | | | | | 15,112 | | | | | |
| | USD | | | 65,150,288 | | | | | | | | EUR | | | | 55,000,000 | | | Morgan Stanley & Co. International PLC | | | 12/15/21 | | | | | | | | 1,346,751 | | | | | |
| | USD | | | 94,918 | | | | | | | | EUR | | | | 80,000 | | | The Bank of New York Mellon | | | 12/15/21 | | | | | | | | 2,113 | | | | | |
| | USD | | | 4,156,845 | | | | | | | | GBP | | | | 3,000,000 | | | State Street Bank and Trust Co. | | | 12/15/21 | | | | | | | | 114,233 | | | | | |
| | USD | | | 12,098,579 | | | | | | | | GBP | | | | 8,779,864 | | | State Street Bank and Trust Co. | | | 12/15/21 | | | | | | | | 267,383 | | | | | |
| | USD | | | 57,882 | | | | | | | | HKD | | | | 450,000 | | | BNP Paribas SA | | | 12/15/21 | | | | | | | | 65 | | | | | |
| | USD | | | 410,897 | | | | | | | | IDR | | | | 5,928,428,798 | | | BNP Paribas SA | | | 12/15/21 | | | | | | | | 243 | | | | | |
| | USD | | | 3,855,000 | | | | | | | | IDR | | | | 55,618,398,000 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | 2,391 | | | | | |
| | USD | | | 270,000 | | | | | | | | INR | | | | 20,105,010 | | | UBS AG | | | 12/15/21 | | | | | | | | 1,326 | | | | | |
| | USD | | | 2,330,950 | | | | | | | | JPY | | | | 256,771,508 | | | Commonwealth Bank of Australia | | | 12/15/21 | | | | | | | | 22,409 | | | | | |
| | USD | | | 4,745,571 | | | | | | | | JPY | | | | 522,760,000 | | | Commonwealth Bank of Australia | | | 12/15/21 | | | | | | | | 45,622 | | | | | |
| | USD | | | 10,851,920 | | | | | | | | MXN | | | | 219,101,876 | | | BNP Paribas SA | | | 12/15/21 | | | | | | | | 346,678 | | | | | |
| | USD | | | 2,959,149 | | | | | | | | MXN | | | | 59,565,000 | | | State Street Bank and Trust Co. | | | 12/15/21 | | | | | | | | 103,196 | | | | | |
| | USD | | | 676,215 | | | | | | | | NOK | | | | 5,800,000 | | | JPMorgan Chase Bank N.A. | | | 12/15/21 | | | | | | | | 13,124 | | | | | |
| | USD | | | 778,453 | | | | | | | | NOK | | | | 6,700,000 | | | JPMorgan Chase Bank N.A. | | | 12/15/21 | | | | | | | | 12,469 | | | | | |
| | USD | | | 52,341 | | | | | | | | PLN | | | | 200,000 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | 2,067 | | | | | |
| | USD | | | 116,017 | | | | | | | | SEK | | | | 1,000,000 | | | Bank of America N.A. | | | 12/15/21 | | | | | | | | 1,714 | | | | | |
| | USD | | | 310,000 | | | | | | | | SEK | | | | 2,672,053 | | | Bank of America N.A. | | | 12/15/21 | | | | | | | | 4,577 | | | | | |
| | USD | | | 1,005,512 | | | | | | | | SEK | | | | 8,660,000 | | | Deutsche Bank AG | | | 12/15/21 | | | | | | | | 15,650 | | | | | |
| | USD | | | 2,159,645 | | | | | | | | SEK | | | | 18,600,000 | | | Deutsche Bank AG | | | 12/15/21 | | | | | | | | 33,613 | | | | | |
| | USD | | | 1,185,156 | | | | | | | | TWD | | | | 32,670,000 | | | Barclays Bank PLC | | | 12/15/21 | | | | | | | | 6,056 | | | | | |
| | USD | | | 1,202,633 | | | | | | | | TWD | | | | 33,165,000 | | | Barclays Bank PLC | | | 12/15/21 | | | | | | | | 5,668 | | | | | |
| | USD | | | 1,203,200 | | | | | | | | TWD | | | | 33,165,000 | | | Barclays Bank PLC | | | 12/15/21 | | | | | | | | 6,235 | | | | | |
| | USD | | | 3,483,289 | | | | | | | | ZAR | | | | 50,000,000 | | | State Street Bank and Trust Co. | | | 12/15/21 | | | | | | | | 195,441 | | | | | |
| | USD | | | 6,700,000 | | | | | | | | ZAR | | | | 96,173,470 | | | State Street Bank and Trust Co. | | | 12/15/21 | | | | | | | | 375,925 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 5,955,006 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | BRL | | | 3,134,971 | | | | | | | | USD | | | | 576,345 | | | BNP Paribas SA | | | 10/04/21 | | | | | | | | (672 | ) | | | | |
| | BRL | | | 3,013,696 | | | | | | | | USD | | | | 572,000 | | | Citibank N.A. | | | 10/04/21 | | | | | | | | (18,597 | ) | | | | |
| | BRL | | | 3,070,791 | | | | | | | | USD | | | | 564,546 | | | Citibank N.A. | | | 10/04/21 | | | | | | | | (658 | ) | | | | |
| | BRL | | | 3,083,626 | | | | | | | | USD | | | | 586,000 | | | Citibank N.A. | | | 10/04/21 | | | | | | | | (19,756 | ) | | | | |
| | BRL | | | 3,024,059 | | | | | | | | USD | | | | 555,954 | | | JPMorgan Chase Bank N.A. | | | 10/04/21 | | | | | | | | (648 | ) | | | | |
| | BRL | | | 3,039,540 | | | | | | | | USD | | | | 558,801 | | | JPMorgan Chase Bank N.A. | | | 10/04/21 | | | | | | | | (652 | ) | | | | |
| | BRL | | | 3,135,166 | | | | | | | | USD | | | | 576,381 | | | JPMorgan Chase Bank N.A. | | | 10/04/21 | | | | | | | | (672 | ) | | | | |
| | BRL | | | 3,066,275 | | | | | | | | USD | | | | 589,000 | | | Morgan Stanley & Co. International PLC | | | 10/04/21 | | | | | | | | (25,942 | ) | | | | |
| | BRL | | | 5,953,500 | | | | | | | | USD | | | | 1,134,000 | | | Morgan Stanley & Co. International PLC | | | 10/04/21 | | | | | | | | (40,762 | ) | | | | |
| | PLN | | | 3,391,235 | | | | | | | | EUR | | | | 748,000 | | | Barclays Bank PLC | | | 10/04/21 | | | | | | | | (13,787 | ) | | | | |
| | PLN | | | 3,391,235 | | | | | | | | EUR | | | | 748,000 | | | Barclays Bank PLC | | | 10/04/21 | | | | | | | | (13,787 | ) | | | | |
| | USD | | | 572,000 | | | | | | | | BRL | | | | 3,135,166 | | | JPMorgan Chase Bank N.A. | | | 10/04/21 | | | | | | | | (3,709 | ) | | | | |
| | AUD | | | 611,000 | | | | | | | | USD | | | | 442,226 | | | JPMorgan Chase Bank N.A. | | | 10/12/21 | | | | | | | | (491 | ) | | | | |
| | TRY | | | 3,266,847 | | | | | | | | USD | | | | 374,314 | | | Citibank N.A. | | | 10/12/21 | | | | | | | | (9,021 | ) | | | | |
| | TRY | | | 3,266,847 | | | | | | | | USD | | | | 374,314 | | | Citibank N.A. | | | 10/12/21 | | | | | | | | (9,021 | ) | | | | |
| | TRY | | | 2,058,062 | | | | | | | | USD | | | | 235,687 | | | UBS AG | | | 10/12/21 | | | | | | | | (5,558 | ) | | | | |
| | TRY | | | 2,058,062 | | | | | | | | USD | | | | 235,687 | | | UBS AG | | | 10/12/21 | | | | | | | | (5,558 | ) | | | | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 24 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | Currency Purchased | | | Currency Sold | | | Counterparty | | Settlement Date | | | | | | Unrealized Appreciation (Depreciation) | | | | |
| | | | | | | | | | |
| | ZAR | | | 6,325,806 | | | | | | | | USD | | | | 448,000 | | | Bank of America N.A. | | | 10/14/21 | | | | | | | $ | (28,468 | ) | | | | |
| | ZAR | | | 6,325,806 | | | | | | | | USD | | | | 448,000 | | | Bank of America N.A. | | | 10/14/21 | | | | | | | | (28,468 | ) | | | | |
| | EUR | | | 778,000 | | | | | | | | USD | | | | 903,983 | | | JPMorgan Chase Bank N.A. | | | 10/20/21 | | | | | | | | (2,520 | ) | | | | |
| | EUR | | | 778,000 | | | | | | | | USD | | | | 903,983 | | | JPMorgan Chase Bank N.A. | | | 10/20/21 | | | | | | | | (2,520 | ) | | | | |
| | MXN | | | 11,837,084 | | | | | | | | USD | | | | 586,000 | | | Bank of Montreal | | | 10/20/21 | | | | | | | | (13,957 | ) | | | | |
| | MXN | | | 17,210,231 | | | | | | | | USD | | | | 852,000 | | | Bank of Montreal | | | 10/20/21 | | | | | | | | (20,292 | ) | | | | |
| | MXN | | | 12,271,251 | | | | | | | | USD | | | | 609,000 | | | Goldman Sachs International | | | 10/20/21 | | | | | | | | (15,975 | ) | | | | |
| | MXN | | | 12,271,251 | | | | | | | | USD | | | | 609,000 | | | Goldman Sachs International | | | 10/20/21 | | | | | | | | (15,975 | ) | | | | |
| | MXN | | | 12,173,038 | | | | | | | | USD | | | | 610,000 | | | UBS AG | | | 10/20/21 | | | | | | | | (21,721 | ) | | | | |
| | MXN | | | 12,173,038 | | | | | | | | USD | | | | 610,000 | | | UBS AG | | | 10/20/21 | | | | | | | | (21,721 | ) | | | | |
| | RUB | | | 44,122,860 | | | | | | | | USD | | | | 606,000 | | | Deutsche Bank AG | | | 10/20/21 | | | | | | | | (1,193 | ) | | | | |
| | RUB | | | 44,122,860 | | | | | | | | USD | | | | 606,000 | | | Deutsche Bank AG | | | 10/20/21 | | | | | | | | (1,193 | ) | | | | |
| | USD | | | 906,000 | | | | | | | | MXN | | | | 18,751,301 | | | HSBC Bank USA N.A. | | | 10/20/21 | | | | | | | | (183 | ) | | | | |
| | USD | | | 906,000 | | | | | | | | MXN | | | | 18,751,301 | | | HSBC Bank USA N.A. | | | 10/20/21 | | | | | | | | (183 | ) | | | | |
| | USD | | | 598,000 | | | | | | | | RUB | | | | 43,881,240 | | | Citibank N.A. | | | 10/20/21 | | | | | | | | (3,495 | ) | | | | |
| | USD | | | 598,000 | | | | | | | | RUB | | | | 43,881,240 | | | Citibank N.A. | | | 10/20/21 | | | | | | | | (3,495 | ) | | | | |
| | USD | | | 611,000 | | | | | | | | RUB | | | | 44,700,760 | | | Citibank N.A. | | | 10/20/21 | | | | | | | | (1,728 | ) | | | | |
| | USD | | | 611,000 | | | | | | | | RUB | | | | 44,700,760 | | | Citibank N.A. | | | 10/20/21 | | | | | | | | (1,728 | ) | | | | |
| | USD | | | 610,000 | | | | | | | | RUB | | | | 44,856,350 | | | UBS AG | | | 10/20/21 | | | | | | | | (4,861 | ) | | | | |
| | USD | | | 610,000 | | | | | | | | RUB | | | | 44,856,350 | | | UBS AG | | | 10/20/21 | | | | | | | | (4,861 | ) | | | | |
| | EUR | | | 521,000 | | | | | | | | USD | | | | 611,808 | | | Barclays Bank PLC | | | 10/21/21 | | | | | | | | (8,117 | ) | | | | |
| | EUR | | | 521,000 | | | | | | | | USD | | | | 611,808 | | | Barclays Bank PLC | | | 10/21/21 | | | | | | | | (8,117 | ) | | | | |
| | EUR | | | 778,000 | | | | | | | | USD | | | | 912,819 | | | Goldman Sachs International | | | 10/21/21 | | | | | | | | (11,338 | ) | | | | |
| | USD | | | 369,979 | | | | | | | | RUB | | | | 27,543,061 | | | Barclays Bank PLC | | | 10/26/21 | | | | | | | | (7,249 | ) | | | | |
| | USD | | | 383,038 | | | | | | | | RUB | | | | 28,473,162 | | | Barclays Bank PLC | | | 10/26/21 | | | | | | | | (6,927 | ) | | | | |
| | USD | | | 747,570 | | | | | | | | RUB | | | | 55,305,213 | | | Barclays Bank PLC | | | 10/26/21 | | | | | | | | (9,885 | ) | | | | |
| | USD | | | 763,544 | | | | | | | | RUB | | | | 56,758,021 | | | Barclays Bank PLC | | | 10/26/21 | | | | | | | | (13,809 | ) | | | | |
| | USD | | | 764,517 | | | | | | | | RUB | | | | 56,818,874 | | | Barclays Bank PLC | | | 10/26/21 | | | | | | | | (13,669 | ) | | | | |
| | USD | | | 765,231 | | | | | | | | RUB | | | | 56,917,888 | | | Barclays Bank PLC | | | 10/26/21 | | | | | | | | (14,311 | ) | | | | |
| | USD | | | 766,778 | | | | | | | | RUB | | | | 56,963,970 | | | Barclays Bank PLC | | | 10/26/21 | | | | | | | | (13,395 | ) | | | | |
| | USD | | | 785,030 | | | | | | | | RUB | | | | 58,315,193 | | | Credit Suisse International | | | 10/26/21 | | | | | | | | (13,649 | ) | | | | |
| | USD | | | 1,133,631 | | | | | | | | RUB | | | | 84,752,510 | | | JPMorgan Chase Bank N.A. | | | 10/26/21 | | | | | | | | (27,132 | ) | | | | |
| | USD | | | 565,035 | | | | | | | | RUB | | | | 42,420,000 | | | Morgan Stanley & Co. International PLC | | | 10/26/21 | | | | | | | | (15,945 | ) | | | | |
| | USD | | | 590,119 | | | | | | | | RUB | | | | 43,665,843 | | | Morgan Stanley & Co. International PLC | | | 10/26/21 | | | | | | | | (7,925 | ) | | | | |
| | USD | | | 765,863 | | | | | | | | RUB | | | | 56,836,576 | | | Morgan Stanley & Co. International PLC | | | 10/26/21 | | | | | | | | (12,566 | ) | | | | |
| | USD | | | 766,914 | | | | | | | | RUB | | | | 56,981,726 | | | Morgan Stanley & Co. International PLC | | | 10/26/21 | | | | | | | | (13,502 | ) | | | | |
| | USD | | | 767,453 | | | | | | | | RUB | | | | 56,954,584 | | | Morgan Stanley & Co. International PLC | | | 10/26/21 | | | | | | | | (12,592 | ) | | | | |
| | USD | | | 786,468 | | | | | | | | RUB | | | | 58,617,396 | | | Morgan Stanley & Co. International PLC | | | 10/26/21 | | | | | | | | (16,351 | ) | | | | |
| | USD | | | 898,690 | | | | | | | | RUB | | | | 66,981,604 | | | Morgan Stanley & Co. International PLC | | | 10/26/21 | | | | | | | | (18,684 | ) | | | | |
| | USD | | | 1,127,733 | | | | | | | | RUB | | | | 84,811,131 | | | Morgan Stanley & Co. International PLC | | | 10/26/21 | | | | | | | | (33,833 | ) | | | | |
| | USD | | | 1,147,161 | | | | | | | | RUB | | | | 85,228,311 | | | Morgan Stanley & Co. International PLC | | | 10/26/21 | | | | | | | | (20,118 | ) | | | | |
| | USD | | | 1,309,754 | | | | | | | | RUB | | | | 98,002,359 | | | Morgan Stanley & Co. International PLC | | | 10/26/21 | | | | | | | | (32,477 | ) | | | | |
| | USD | | | 1,468,645 | | | | | | | | RUB | | | | 109,243,716 | | | Morgan Stanley & Co. International PLC | | | 10/26/21 | | | | | | | | (27,546 | ) | | | | |
| | USD | | | 3,727,700 | | | | | | | | RUB | | | | 276,809,703 | | | Morgan Stanley & Co. International PLC | | | 10/26/21 | | | | | | | | (63,460 | ) | | | | |
| | IDR | | | 4,089,731,559 | | | | | | | | USD | | | | 286,195 | | | Barclays Bank PLC | | | 10/29/21 | | | | | | | | (1,396 | ) | | | | |
| | IDR | | | 12,182,410,146 | | | | | | | | USD | | | | 852,513 | | | Barclays Bank PLC | | | 10/29/21 | | | | | | | | (4,158 | ) | | | | |
| | IDR | | | 701,096,838 | | | | | | | | USD | | | | 49,045 | | | BNP Paribas SA | | | 10/29/21 | | | | | | | | (222 | ) | | | | |
| | IDR | | | 1,051,645,258 | | | | | | | | USD | | | | 73,542 | | | BNP Paribas SA | | | 10/29/21 | | | | | | | | (308 | ) | | | | |
| | IDR | | | 2,088,413,168 | | | | | | | | USD | | | | 146,094 | | | BNP Paribas SA | | | 10/29/21 | | | | | | | | (662 | ) | | | | |
| | IDR | | | 3,132,619,752 | | | | | | | | USD | | | | 219,064 | | | BNP Paribas SA | | | 10/29/21 | | | | | | | | (916 | ) | | | | |
| | IDR | | | 4,060,024,065 | | | | | | | | USD | | | | 284,017 | | | BNP Paribas SA | | | 10/29/21 | | | | | | | | (1,286 | ) | | | | |
| | IDR | | | 12,093,918,062 | | | | | | | | USD | | | | 846,024 | | | BNP Paribas SA | | | 10/29/21 | | | | | | | | (3,832 | ) | | | | |
| | IDR | | | 14,604,193,411 | | | | | | | | USD | | | | 1,021,201 | | | BNP Paribas SA | | | 10/29/21 | | | | | | | | (4,199 | ) | | | | |
| | IDR | | | 17,849,569,724 | | | | | | | | USD | | | | 1,247,611 | | | BNP Paribas SA | | | 10/29/21 | | | | | | | | (4,609 | ) | | | | |
| | MXN | | | 17,651,365 | | | | | | | | USD | | | | 883,315 | | | BNP Paribas SA | | | 10/29/21 | | | | | | | | (31,360 | ) | | | | |
| | MXN | | | 23,884,492 | | | | | | | | USD | | | | 1,193,709 | | | BNP Paribas SA | | | 10/29/21 | | | | | | | | (40,907 | ) | | | | |
| | MXN | | | 58,857,500 | | | | | | | | USD | | | | 2,944,126 | | | Deutsche Bank AG | | | 10/29/21 | | | | | | | | (103,329 | ) | | | | |
| | USD | | | 899,000 | | | | | | | | COP | | | | 3,464,296,500 | | | Citibank N.A. | | | 10/29/21 | | | | | | | | (9,175 | ) | | | | |
| | USD | | | 287,298 | | | | | | | | IDR | | | | 4,212,369,000 | | | Bank of America N.A. | | | 10/29/21 | | | | | | | | (6,041 | ) | | | | |
| | USD | | | 1,080,633 | | | | | | | | IDR | | | | 15,844,238,000 | | | Bank of America N.A. | | | 10/29/21 | | | | | | | | (22,723 | ) | | | | |
| | USD | | | 1,248,880 | | | | | | | | IDR | | | | 18,158,711,443 | | | Bank of America N.A. | | | 10/29/21 | | | | | | | | (15,650 | ) | | | | |
| | USD | | | 287,181 | | | | | | | | IDR | | | | 4,212,369,000 | | | BNP Paribas SA | | | 10/29/21 | | | | | | | | (6,159 | ) | | | | |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | Currency Purchased | | | Currency Sold | | | Counterparty | | Settlement Date | | | | | | Unrealized Appreciation (Depreciation) | | | | |
| | | | | | | | | | |
| | USD | | | 1,080,191 | | | | | | | | IDR | | | | 15,844,238,000 | | | BNP Paribas SA | | | 10/29/21 | | | | | | | $ | (23,165 | ) | | | | |
| | USD | | | 832,644 | | | | | | | | IDR | | | | 12,105,807,629 | | | Citibank N.A. | | | 10/29/21 | | | | | | | | (10,376 | ) | | | | |
| | MXN | | | 14,562,680 | | | | | | | | USD | | | | 708,336 | | | Citibank N.A. | | | 11/01/21 | | | | | | | | (5,752 | ) | | | | |
| | MXN | | | 14,562,680 | | | | | | | | USD | | | | 708,336 | | | Citibank N.A. | | | 11/01/21 | | | | | | | | (5,752 | ) | | | | |
| | MXN | | | 7,039,337 | | | | | | | | USD | | | | 342,119 | | | Goldman Sachs International | | | 11/01/21 | | | | | | | | (2,503 | ) | | | | |
| | MXN | | | 7,039,337 | | | | | | | | USD | | | | 342,119 | | | Goldman Sachs International | | | 11/01/21 | | | | | | | | (2,503 | ) | | | | |
| | MXN | | | 9,559,641 | | | | | | | | USD | | | | 465,545 | | | Morgan Stanley & Co. International PLC | | | 11/01/21 | | | | | | | | (4,335 | ) | | | | |
| | MXN | | | 9,559,641 | | | | | | | | USD | | | | 465,545 | | | Morgan Stanley & Co. International PLC | | | 11/01/21 | | | | | | | | (4,335 | ) | | | | |
| | BRL | | | 4,914,900 | | | | | | | | USD | | | | 906,000 | | | BNP Paribas SA | | | 11/03/21 | | | | | | | | (7,599 | ) | | | | |
| | USD | | | 1,326,780 | | | | | | | | IDR | | | | 19,254,231,052 | | | Citibank N.A. | | | 11/17/21 | | | | | | | | (11,168 | ) | | | | |
| | USD | | | 5,166,893 | | | | | | | | CNH | | | | 33,549,000 | | | BNP Paribas SA | | | 11/24/21 | | | | | | | | (16,497 | ) | | | | |
| | USD | | | 20,751,557 | | | | | | | | CNH | | | | 135,798,190 | | | Citibank N.A. | | | 11/24/21 | | | | | | | | (229,545 | ) | | | | |
| | USD | | | 3,735,495 | | | | | | | | ZAR | | | | 57,243,620 | | | Royal Bank of Canada | | | 11/24/21 | | | | | | | | (39,745 | ) | | | | |
| | USD | | | 608,000 | | | | | | | | TRY | | | | 5,598,160 | | | Citibank N.A. | | | 11/29/21 | | | | | | | | (2,558 | ) | | | | |
| | USD | | | 951,781 | | | | | | | | RUB | | | | 70,365,200 | | | Barclays Bank PLC | | | 12/02/21 | | | | | | | | (6,019 | ) | | | | |
| | USD | | | 737,205 | | | | | | | | RUB | | | | 54,663,765 | | | Citibank N.A. | | | 12/02/21 | | | | | | | | (6,869 | ) | | | | |
| | AUD | | | 1,900,000 | | | | | | | | JPY | | | | 154,374,050 | | | Commonwealth Bank of Australia | | | 12/15/21 | | | | | | | | (13,865 | ) | | | | |
| | AUD | | | 6,566,000 | | | | | | | | USD | | | | 4,842,992 | | | State Street Bank and Trust Co. | | | 12/15/21 | | | | | | | | (94,540 | ) | | | | |
| | BRL | | | 110,000 | | | | | | | | USD | | | | 20,510 | | | BNP Paribas SA | | | 12/15/21 | | | | | | | | (553 | ) | | | | |
| | BRL | | | 10,644,612 | | | | | | | | USD | | | | 1,970,345 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | (39,199 | ) | | | | |
| | BRL | | | 21,090,000 | | | | | | | | USD | | | | 3,973,330 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | (147,182 | ) | | | | |
| | BRL | | | 5,414,800 | | | | | | | | USD | | | | 1,000,000 | | | Goldman Sachs International | | | 12/15/21 | | | | | | | | (17,647 | ) | | | | |
| | BRL | | | 530,000 | | | | | | | | USD | | | | 98,689 | | | JPMorgan Chase Bank N.A. | | | 12/15/21 | | | | | | | | (2,537 | ) | | | | |
| | CHF | | | 45,965 | | | | | | | | USD | | | | 50,000 | | | Royal Bank of Canada | | | 12/15/21 | | | | | | | | (588 | ) | | | | |
| | CZK | | | 11,424,394 | | | | | | | | USD | | | | 530,000 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | (9,021 | ) | | | | |
| | EUR | | | 1,843,672 | | | | | | | | AUD | | | | 2,961,225 | | | Westpac Banking Corp. | | | 12/15/21 | | | | | | | | (2,744 | ) | | | | |
| | EUR | | | 530,000 | | | | | | | | GBP | | | | 456,452 | | | BNP Paribas SA | | | 12/15/21 | | | | | | | | (252 | ) | | | | |
| | EUR | | | 650,000 | | | | | | | | USD | | | | 762,674 | | | Barclays Bank PLC | | | 12/15/21 | | | | | | | | (8,632 | ) | | | | |
| | EUR | | | 600,000 | | | | | | | | USD | | | | 710,775 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | (14,736 | ) | | | | |
| | EUR | | | 5,171,546 | | | | | | | | USD | | | | 6,010,207 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | (10,881 | ) | | | | |
| | EUR | | | 11,526,822 | | | | | | | | USD | | | | 13,654,839 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | (282,984 | ) | | | | |
| | EUR | | | 17,500,000 | | | | | | | | USD | | | | 20,554,975 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | (253,850 | ) | | | | |
| | EUR | | | 970,000 | | | | | | | | USD | | | | 1,144,280 | | | Goldman Sachs International | | | 12/15/21 | | | | | | | | (19,018 | ) | | | | |
| | EUR | | | 970,000 | | | | | | | | USD | | | | 1,132,979 | | | Goldman Sachs International | | | 12/15/21 | | | | | | | | (7,717 | ) | | | | |
| | EUR | | | 970,000 | | | | | | | | USD | | | | 1,132,640 | | | Goldman Sachs International | | | 12/15/21 | | | | | | | | (7,378 | ) | | | | |
| | EUR | | | 140,000 | | | | | | | | USD | | | | 165,236 | | | HSBC Bank USA N.A. | | | 12/15/21 | | | | | | | | (2,827 | ) | | | | |
| | EUR | | | 143,000 | | | | | | | | USD | | | | 168,776 | | | HSBC Bank USA N.A. | | | 12/15/21 | | | | | | | | (2,887 | ) | | | | |
| | EUR | | | 110,000 | | | | | | | | USD | | | | 130,132 | | | JPMorgan Chase Bank N.A. | | | 12/15/21 | | | | | | | | (2,525 | ) | | | | |
| | EUR | | | 113,000 | | | | | | | | USD | | | | 133,218 | | | JPMorgan Chase Bank N.A. | | | 12/15/21 | | | | | | | | (2,131 | ) | | | | |
| | EUR | | | 120,000 | | | | | | | | USD | | | | 142,026 | | | JPMorgan Chase Bank N.A. | | | 12/15/21 | | | | | | | | (2,818 | ) | | | | |
| | EUR | | | 140,000 | | | | | | | | USD | | | | 164,861 | | | JPMorgan Chase Bank N.A. | | | 12/15/21 | | | | | | | | (2,452 | ) | | | | |
| | EUR | | | 2,595,106 | | | | | | | | USD | | | | 3,042,502 | | | Morgan Stanley & Co. International PLC | | | 12/15/21 | | | | | | | | (32,012 | ) | | | | |
| | EUR | | | 2,595,106 | | | | | | | | USD | | | | 3,041,983 | | | Morgan Stanley & Co. International PLC | | | 12/15/21 | | | | | | | | (31,493 | ) | | | | |
| | EUR | | | 5,199,977 | | | | | | | | USD | | | | 6,104,529 | | | Morgan Stanley & Co. International PLC | | | 12/15/21 | | | | | | | | (72,221 | ) | | | | |
| | EUR | | | 80,000 | | | | | | | | USD | | | | 94,761 | | | Standard Chartered Bank | | | 12/15/21 | | | | | | | | (1,955 | ) | | | | |
| | EUR | | | 50,000,000 | | | | | | | | USD | | | | 59,221,400 | | | Toronto-Dominion Bank | | | 12/15/21 | | | | | | | | (1,218,184 | ) | | | | |
| | GBP | | | 136,837 | | | | | | | | EUR | | | | 160,000 | | | Bank of America N.A. | | | 12/15/21 | | | | | | | | (1,218 | ) | | | | |
| | GBP | | | 556,141 | | | | | | | | EUR | | | | 650,000 | | | Bank of America N.A. | | | 12/15/21 | | | | | | | | (4,621 | ) | | | | |
| | GBP | | | 828,380 | | | | | | | | EUR | | | | 970,000 | | | Bank of America N.A. | | | 12/15/21 | | | | | | | | (8,989 | ) | | | | |
| | GBP | | | 837,655 | | | | | | | | EUR | | | | 980,000 | | | Bank of America N.A. | | | 12/15/21 | | | | | | | | (8,092 | ) | | | | |
| | GBP | | | 180,035 | | | | | | | | EUR | | | | 210,000 | | | Barclays Bank PLC | | | 12/15/21 | | | | | | | | (1,009 | ) | | | | |
| | GBP | | | 547,103 | | | | | | | | EUR | | | | 640,000 | | | BNP Paribas SA | | | 12/15/21 | | | | | | | | (5,200 | ) | | | | |
| | GBP | | | 566,439 | | | | | | | | EUR | | | | 660,000 | | | BNP Paribas SA | | | 12/15/21 | | | | | | | | (2,345 | ) | | | | |
| | GBP | | | 684,324 | | | | | | | | EUR | | | | 800,000 | | | BNP Paribas SA | | | 12/15/21 | | | | | | | | (5,899 | ) | | | | |
| | GBP | | | 691,831 | | | | | | | | EUR | | | | 810,000 | | | BNP Paribas SA | | | 12/15/21 | | | | | | | | (7,384 | ) | | | | |
| | GBP | | | 5,435,670 | | | | | | | | EUR | | | | 6,322,998 | | | Commonwealth Bank of Australia | | | 12/15/21 | | | | | | | | (10,315 | ) | | | | |
| | GBP | | | 179,375 | | | | | | | | EUR | | | | 210,000 | | | Deutsche Bank AG | | | 12/15/21 | | | | | | | | (1,899 | ) | | | | |
| | GBP | | | 558,100 | | | | | | | | EUR | | | | 650,000 | | | Deutsche Bank AG | | | 12/15/21 | | | | | | | | (1,981 | ) | | | | |
| | GBP | | | 541,857 | | | | | | | | EUR | | | | 630,000 | | | Goldman Sachs International | | | 12/15/21 | | | | | | | | (668 | ) | | | | |
| | GBP | | | 94,400 | | | | | | | | EUR | | | | 110,000 | | | Morgan Stanley & Co. International PLC | | | 12/15/21 | | | | | | | | (400 | ) | | | | |
| | GBP | | | 94,252 | | | | | | | | EUR | | | | 110,000 | | | Natwest Markets PLC | | | 12/15/21 | | | | | | | | (598 | ) | | | | |
| | GBP | | | 140,170 | | | | | | | | EUR | | | | 163,000 | | | Royal Bank of Canada | | | 12/15/21 | | | | | | | | (206 | ) | | | | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 26 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | Currency Purchased | | | Currency Sold | | | Counterparty | | Settlement Date | | | | | | Unrealized Appreciation (Depreciation) | | | | |
| | IDR | | | 10,370,000,000 | | | | | | | | USD | | | | 718,741 | | | BNP Paribas SA | | | 12/15/21 | | | | | | | $ | (426 | ) | | | | |
| | IDR | | | 659,990,000 | | | | | | | | USD | | | | 45,845 | | | Deutsche Bank AG | | | 12/15/21 | | | | | | | | (129 | ) | | | | |
| | INR | | | 3,400,000 | | | | | | | | USD | | | | 45,783 | | | Barclays Bank PLC | | | 12/15/21 | | | | | | | | (347 | ) | | | | |
| | KRW | | | 410,000,000 | | | | | | | | USD | | | | 350,427 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | (4,594 | ) | | | | |
| | KRW | | | 700,734,000 | | | | | | | | USD | | | | 600,000 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | (8,933 | ) | | | | |
| | MXN | | | 230,000 | | | | | | | | USD | | | | 11,395 | | | Natwest Markets PLC | | | 12/15/21 | | | | | | | | (367 | ) | | | | |
| | MXN | | | 20,400,007 | | | | | | | | USD | | | | 1,000,000 | | | Natwest Markets PLC | | | 12/15/21 | | | | | | | | (21,884 | ) | | | | |
| | MXN | | | 39,230,000 | | | | | | | | USD | | | | 1,948,553 | | | Natwest Markets PLC | | | 12/15/21 | | | | | | | | (67,599 | ) | | | | |
| | MYR | | | 1,130,000 | | | | | | | | USD | | | | 268,984 | | | Barclays Bank PLC | | | 12/15/21 | | | | | | | | (141 | ) | | | | |
| | MYR | | | 1,130,000 | | | | | | | | USD | | | | 268,984 | | | Barclays Bank PLC | | | 12/15/21 | | | | | | | | (141 | ) | | | | |
| | MYR | | | 1,130,000 | | | | | | | | USD | | | | 268,888 | | | Barclays Bank PLC | | | 12/15/21 | | | | | | | | (45 | ) | | | | |
| | MYR | | | 2,295,865 | | | | | | | | USD | | | | 550,000 | | | Barclays Bank PLC | | | 12/15/21 | | | | | | | | (3,783 | ) | | | | |
| | MYR | | | 2,800,000 | | | | | | | | USD | | | | 672,673 | | | Goldman Sachs International | | | 12/15/21 | | | | | | | | (6,515 | ) | | | | |
| | NOK | | | 12,740,841 | | | | | | | | CAD | | | | 1,854,366 | | | Morgan Stanley & Co. International PLC | | | 12/15/21 | | | | | | | | (7,421 | ) | | | | |
| | NOK | | | 8,680,000 | | | | | | | | USD | | | | 1,000,490 | | | Bank of America N.A. | | | 12/15/21 | | | | | | | | (8,140 | ) | | | | |
| | NOK | | | 19,000,000 | | | | | | | | USD | | | | 2,190,012 | | | Bank of America N.A. | | | 12/15/21 | | | | | | | | (17,819 | ) | | | | |
| | NOK | | | 20,036,596 | | | | | | | | USD | | | | 2,300,000 | | | State Street Bank and Trust Co. | | | 12/15/21 | | | | | | | | (9,297 | ) | | | | |
| | PLN | | | 3,708,206 | | | | | | | | USD | | | | 970,000 | | | BNP Paribas SA | | | 12/15/21 | | | | | | | | (37,868 | ) | | | | |
| | SEK | | | 5,500,000 | | | | | | | | USD | | | | 641,913 | | | JPMorgan Chase Bank N.A. | | | 12/15/21 | | | | | | | | (13,247 | ) | | | | |
| | SEK | | | 6,500,000 | | | | | | | | USD | | | | 748,526 | | | JPMorgan Chase Bank N.A. | | | 12/15/21 | | | | | | | | (5,557 | ) | | | | |
| | SGD | | | 2,422,849 | | | | | | | | USD | | | | 1,800,000 | | | Citibank N.A. | | | 12/15/21 | | | | | | | | (15,882 | ) | | | | |
| | TRY | | | 195,612 | | | | | | | | USD | | | | 22,000 | | | Morgan Stanley & Co. International PLC | | | 12/15/21 | | | | | | | | (841 | ) | | | | |
| | USD | | | 15,955,122 | | | | | | | | CNH | | | | 103,800,000 | | | Barclays Bank PLC | | | 12/15/21 | | | | | | | | (55,108 | ) | | | | |
| | USD | | | 60,313,598 | | | | | | | | CNH | | | | 392,385,070 | | | Barclays Bank PLC | | | 12/15/21 | | | | | | | | (208,320 | ) | | | | |
| | USD | | | 7,599,029 | | | | | | | | CNH | | | | 49,437,000 | | | Deutsche Bank AG | | | 12/15/21 | | | | | | | | (26,190 | ) | | | | |
| | USD | | | 65,000,000 | | | | | | | | CNY | | | | 421,843,695 | | | State Street Bank and Trust Co. | | | 12/15/21 | | | | | | | | (48,270 | ) | | | | |
| | USD | | | 2,650,000 | | | | | | | | RUB | | | | 196,341,085 | | | Goldman Sachs International | | | 12/15/21 | | | | | | | | (15,526 | ) | | | | |
| | ZAR | | | 59,000,000 | | | | | | | | USD | | | | 4,093,535 | | | UBS AG | | | 12/15/21 | | | | | | | | (213,875 | ) | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (4,585,996 | ) | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,369,010 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Options Purchased
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Description | | Number of Contracts | | | Expiration Date | | | Exercise Price | | | Notional Amount (000) | | | Value | |
Call | | | | | | | | | | | | | | | | | | | |
SPDR S&P 500 ETF Trust | | | 276 | | | | 10/01/21 | | | USD | | | 441.00 | | | USD | | | 11,844 | | | $ | 1,242 | |
Apple, Inc. | | | 25 | | | | 10/15/21 | | | USD | | | 155.00 | | | USD | | | 354 | | | | 350 | |
Barclays PLC | | | 111 | | | | 10/15/21 | | | GBP | | | 1.90 | | | GBP | | | 210 | | | | 6,917 | |
Best Buy Co., Inc. | | | 18 | | | | 10/15/21 | | | USD | | | 120.00 | | | USD | | | 190 | | | | 180 | |
Constellation Brands, Inc., Class A | | | 21 | | | | 10/15/21 | | | USD | | | 245.00 | | | USD | | | 442 | | | | 210 | |
Constellation Brands, Inc., Class A | | | 12 | | | | 10/15/21 | | | USD | | | 225.00 | | | USD | | | 253 | | | | 1,140 | |
Deere & Co. | | | 6 | | | | 10/15/21 | | | USD | | | 380.00 | | | USD | | | 201 | | | | 150 | |
iShares China Large-Cap ETF | | | 595 | | | | 10/15/21 | | | USD | | | 43.00 | | | USD | | | 2,316 | | | | 2,083 | |
iShares MSCI Japan ETF | | | 147 | | | | 10/15/21 | | | USD | | | 74.00 | | | USD | | | 1,033 | | | | 1,764 | |
Masco Corp. | | | 32 | | | | 10/15/21 | | | USD | | | 60.00 | | | USD | | | 178 | | | | 480 | |
Nucor Corp. | | | 24 | | | | 10/15/21 | | | USD | | | 110.00 | | | USD | | | 236 | | | | 1,620 | |
SPDR S&P 500 ETF Trust | | | 97 | | | | 10/15/21 | | | USD | | | 453.00 | | | USD | | | 4,163 | | | | 1,310 | |
SPDR S&P 500 ETF Trust | | | 951 | | | | 10/15/21 | | | USD | | | 450.00 | | | USD | | | 40,811 | | | | 22,348 | |
SPDR S&P 500 ETF Trust | | | 276 | | | | 10/15/21 | | | USD | | | 442.00 | | | USD | | | 11,844 | | | | 36,156 | |
TE Connectivity Ltd. | | | 14 | | | | 10/15/21 | | | USD | | | 145.00 | | | USD | | | 192 | | | | 840 | |
Thermo Fisher Scientific, Inc. | | | 4 | | | | 10/15/21 | | | USD | | | 560.00 | | | USD | | | 229 | | | | 7,780 | |
TJX Cos., Inc. | | | 54 | | | | 10/15/21 | | | USD | | | 75.00 | | | USD | | | 356 | | | | 324 | |
United Parcel Service, Inc., Class B | | | 9 | | | | 10/15/21 | | | USD | | | 200.00 | | | USD | | | 164 | | | | 149 | |
Xilinx, Inc. | | | 38 | | | | 10/15/21 | | | USD | | | 160.00 | | | USD | | | 574 | | | | 6,783 | |
Alphabet Inc., Class C | | | 1 | | | | 11/19/21 | | | USD | | | 3,000.00 | | | USD | | | 267 | | | | 1,550 | |
Alphabet Inc., Class C | | | 1 | | | | 11/19/21 | | | USD | | | 2,900.00 | | | USD | | | 267 | | | | 3,095 | |
Best Buy Co., Inc. | | | 23 | | | | 11/19/21 | | | USD | | | 125.00 | | | USD | | | 243 | | | | 863 | |
BNP Paribas SA | | | 13 | | | | 11/19/21 | | | EUR | | | 57.00 | | | EUR | | | 72 | | | | 2,763 | |
iShares China Large-Cap ETF | | | 136 | | | | 11/19/21 | | | USD | | | 45.00 | | | USD | | | 529 | | | | 1,224 | |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc.
|
Exchange-Traded Options Purchased (continued)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Description | | Number of Contracts | | | Expiration Date | | | Exercise Price | | | Notional Amount (000) | | | Value | |
Call (continued) | | | | | | | | | | | | | | | | | | | |
Microsoft Corp. | | | 6 | | | | 11/19/21 | | | USD | | | 300.00 | | | USD | | | 169 | | | $ | 2,580 | |
Parker-Hannifin Corp. | | | 13 | | | | 11/19/21 | | | USD | | | 340.00 | | | USD | | | 364 | | | | 813 | |
salesforce.com, Inc. | | | 14 | | | | 11/19/21 | | | USD | | | 280.00 | | | USD | | | 380 | | | | 10,325 | |
salesforce.com, Inc. | | | 50 | | | | 11/19/21 | | | USD | | | 300.00 | | | USD | | | 1,356 | | | | 11,200 | |
Societe Generale SA | | | 25 | | | | 11/19/21 | | | EUR | | | 28.00 | | | EUR | | | 68 | | | | 3,055 | |
SPDR S&P 500 ETF Trust | | | 207 | | | | 11/19/21 | | | USD | | | 448.00 | | | USD | | | 8,883 | | | | 60,754 | |
Williams-Sonoma, Inc. | | | 26 | | | | 11/19/21 | | | USD | | | 170.00 | | | USD | | | 461 | | | | 40,430 | |
Alphabet Inc., Class C | | | 1 | | | | 12/17/21 | | | USD | | | 2,950.00 | | | USD | | | 267 | | | | 3,535 | |
Amazon.com, Inc. | | | 1 | | | | 12/17/21 | | | USD | | | 3,650.00 | | | USD | | | 329 | | | | 4,222 | |
Best Buy Co., Inc. | | | 80 | | | | 12/17/21 | | | USD | | | 115.00 | | | USD | | | 846 | | | | 23,600 | |
Diamondback Energy, Inc. | | | 47 | | | | 12/17/21 | | | USD | | | 90.00 | | | USD | | | 445 | | | | 54,520 | |
Diamondback Energy, Inc. | | | 79 | | | | 12/17/21 | | | USD | | | 115.00 | | | USD | | | 748 | | | | 25,675 | |
Euro STOXX Banks | | | 584 | | | | 12/17/21 | | | EUR | | | 95.00 | | | EUR | | | 2,929 | | | | 244,377 | |
Freeport-McMoRan, Inc. | | | 203 | | | | 12/17/21 | | | USD | | | 33.00 | | | USD | | | 660 | | | | 53,186 | |
SPDR S&P 500 ETF Trust | | | 14 | | | | 12/17/21 | | | USD | | | 360.00 | | | USD | | | 601 | | | | 101,808 | |
Thermo Fisher Scientific, Inc. | | | 5 | | | | 12/17/21 | | | USD | | | 580.00 | | | USD | | | 286 | | | | 11,600 | |
SPDR S&P 500 ETF Trust | | | 255 | | | | 12/31/21 | | | USD | | | 465.00 | | | USD | | | 10,943 | | | | 36,847 | |
SPDR S&P 500 ETF Trust | | | 138 | | | | 12/31/21 | | | USD | | | 448.00 | | | USD | | | 5,922 | | | | 80,937 | |
Devon Energy Corp. | | | 168 | | | | 01/21/22 | | | USD | | | 28.00 | | | USD | | | 597 | | | | 141,960 | |
Devon Energy Corp. | | | 136 | | | | 01/21/22 | | | USD | | | 35.00 | | | USD | | | 483 | | | | 51,340 | |
Energy Transfer LP | | | 160 | | | | 01/21/22 | | | USD | | | 10.00 | | | USD | | | 153 | | | | 9,440 | |
FedEx Corp. | | | 9 | | | | 01/21/22 | | | USD | | | 280.00 | | | USD | | | 197 | | | | 905 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | 1,074,430 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Put | | | | | | | | | | | | | | | | | | | |
SPDR S&P 500 ETF Trust | | | 124 | | | | 10/01/21 | | | USD | | | 435.00 | | | USD | | | 5,321 | | | | 69,626 | |
SPDR S&P 500 ETF Trust | | | 114 | | | | 10/15/21 | | | USD | | | 433.00 | | | USD | | | 4,892 | | | | 95,418 | |
iShares iBoxx $ High Yield Corporate Bond ETF | | | 271 | | | | 11/19/21 | | | USD | | | 85.00 | | | USD | | | 2,371 | | | | 12,059 | |
iShares iBoxx $ Investment Grade Corporate Bond ETF | | | 316 | | | | 11/19/21 | | | USD | | | 131.00 | | | USD | | | 4,204 | | | | 28,440 | |
SPDR S&P 500 ETF Trust | | | 63 | | | | 11/19/21 | | | USD | | | 428.00 | | | USD | | | 2,704 | | | | 73,080 | |
90-Day Eurodollar Future | | | 168 | | | | 12/10/21 | | | USD | | | 99.37 | | | USD | | | 17 | | | | 9,450 | |
90-Day Eurodollar Future | | | 1,474 | | | | 12/10/21 | | | USD | | | 98.38 | | | USD | | | 145 | | | | 497,475 | |
SPDR S&P 500 ETF Trust | | | 51 | | | | 12/17/21 | | | USD | | | 423.00 | | | USD | | | 2,189 | | | | 67,932 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | 853,480 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | $ | 1,927,910 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
OTC Barrier Options Purchased
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Description | | Type of Option | | Counterparty | | Number of Contracts | | Expiration Date | | | Exercise Price | | Barrier Price/Range | | | Notional Amount (000) | | | Value | |
Put | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
EUR Currency | | One Touch | | Bank of America N.A. | | — | | | 10/04/21 | | | USD 1.16 | | USD | 1.16 | | | | EUR | | | | 217 | | | $ | 105,672 | |
EUR Currency | | One Touch | | UBS AG | | — | | | 10/11/21 | | | USD 1.15 | | USD | 1.15 | | | | EUR | | | | 431 | | | | 96,438 | |
USD Currency | | Down-and-out | | Bank Of America N.A. | | — | | | 10/27/21 | | | COP 3,830.00 | | COP | 3,705 | | | | USD | | | | 4,618 | | | | 23,007 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | $ | 225,117 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Options Purchased
| | | | | | | | | | | | | | | | | | | | | | |
Description | | Counterparty | | Number of Contracts | | | Expiration Date | | | Exercise Price | | | Notional Amount (000) | | | Value | |
Call | | | | | | | | | | | | | | | | | | | | | | |
AUD Currency | | Morgan Stanley & Co. International PLC | | | — | | | | 10/06/21 | | | USD | 0.73 | | | AUD | 2,434 | | | $ | 2,025 | |
USD Currency | | JPMorgan Chase Bank N.A. | | | — | | | | 10/08/21 | | | ZAR | 14.40 | | | USD | 1,792 | | | | 80,371 | |
USD Currency | | UBS AG | | | — | | | | 10/18/21 | | | MXN | 20.10 | | | USD | 3,660 | | | | 108,658 | |
USD Currency | | Deutsche Bank AG | | | — | | | | 10/19/21 | | | ZAR | 14.95 | | | USD | 1,832 | | | | 35,742 | |
USD Currency | | Goldman Sachs International | | | — | | | | 10/20/21 | | | MXN | 20.30 | | | USD | 3,662 | | | | 81,062 | |
USD Currency | | UBS AG | | | — | | | | 10/20/21 | | | CHF | 0.94 | | | USD | 7,100 | | | | 26,185 | |
USD Currency | | JPMorgan Chase Bank N.A. | | | — | | | | 10/27/21 | | | CNH | 6.60 | | | USD | 6,863 | | | | 2,409 | |
USD Currency | | Citibank N.A. | | | — | | | | 10/28/21 | | | MXN | 20.60 | | | USD | 3,638 | | | | 55,145 | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 28 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
OTC Options Purchased (continued)
| | | | | | | | | | | | | | | | | | | | | | |
Description | | Counterparty | | Number of Contracts | | | Expiration Date | | | Exercise Price | | | Notional Amount (000) | | | Value | |
Call (continued) | | | | | | | | | | | | | | | | | | | | | | |
USD Currency | | Barclays Bank PLC | | | — | | | | 11/04/21 | | | CLP | 785.00 | | | USD | 2,358 | | | $ | 92,228 | |
USD Currency | | UBS AG | | | — | | | | 11/12/21 | | | ZAR | 14.30 | | | USD | 1,496 | | | | 88,219 | |
EUR Currency | | BNP Paribas SA | | | — | | | | 11/18/21 | | | PLN | 4.65 | | | EUR | 4,168 | | | | 25,637 | |
Generac Holdings, Inc. | | Credit Suisse International | | | 446 | | | | 11/19/21 | | | USD | 450.00 | | | USD | 182 | | | | 4,616 | |
USD Currency | | Credit Suisse International | | | — | | | | 11/29/21 | | | CHF | 0.95 | | | USD | 6,800 | | | | 22,440 | |
USD Currency | | HSBC Bank USA | | | — | | | | 11/29/21 | | | MXN | 20.80 | | | USD | 4,851 | | | | 88,031 | |
EUR Currency | | Deutsche Bank AG | | | — | | | | 12/13/21 | | | PLN | 4.56 | | | EUR | 4,064 | | | | 79,628 | |
WillScot Mobile Mini Holdings Corp. | | Credit Suisse International | | | 2,033 | | | | 12/17/21 | | | USD | 30.00 | | | USD | 64 | | | | 6,027 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | 798,423 | |
| | | | | | | | | | | | | | | | | | | | | | |
Put | | | | | | | | | | | | | | | | | | | | | | |
EUR Currency | | Morgan Stanley & Co. International PLC | | | — | | | | 10/08/21 | | | USD | 1.18 | | | EUR | 4,024 | | | | 86,736 | |
USD Currency | | Bank Of America N.A. | | | — | | | | 10/08/21 | | | TRY | 8.70 | | | USD | 1,135 | | | | 1,056 | |
EUR Currency | | Deutsche Bank AG | | | — | | | | 10/15/21 | | | USD | 1.17 | | | EUR | 28,214 | | | | 244,103 | |
S&P 500 Index | | Morgan Stanley & Co. International PLC | | | 680 | | | | 10/15/21 | | | USD | 4,339.43 | | | USD | 2,929 | | | | 54,362 | |
USD Currency | | Standard Chartered Bank | | | — | | | | 10/25/21 | | | KRW | 1,165.00 | | | USD | 4,102 | | | | 6,096 | |
USD Currency | | BNP Paribas SA | | | — | | | | 10/29/21 | | | IDR | 14,300.00 | | | USD | 1,471 | | | | 6,811 | |
USD Currency | | Deutsche Bank AG | | | — | | | | 11/03/21 | | | BRL | 5.20 | | | USD | 3,502 | | | | 11,523 | |
USD Currency | | BNP Paribas SA | | | — | | | | 11/15/21 | | | KRW | 1,160.00 | | | USD | 2,135 | | | | 5,361 | |
USD Currency | | Citibank N.A. | | | — | | | | 11/15/21 | | | RUB | 73.00 | | | USD | 4,880 | | | | 58,584 | |
EUR Currency | | Citibank N.A. | | | — | | | | 11/19/21 | | | GBP | 0.85 | | | EUR | 6,470 | | | | 29,139 | |
EUR Currency | | Citibank N.A. | | | — | | | | 11/26/21 | | | GBP | 0.85 | | | EUR | 6,440 | | | | 32,547 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | 536,318 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | �� | | | | | | | | | | | | | $ | 1,334,741 | |
| | | | | | | | | | | | | | | | | | | | | | |
OTC Dual Binary Options Purchased
| | | | | | | | | | | | | | |
Description(a) | | Counterparty | | Units | | Expiration Date | | | Notional Amount (000) | | Value | |
Call | | | | | | | | | | | | | | |
SPX >= 4,567.729 and USSW10 >= 1.70 | | Goldman Sachs International | | 56 | | | 10/15/21 | | | USD 256 | | $ | 3,696 | |
SPX >= 4,567.729 and USSW10 >= 1.70 | | Goldman Sachs International | | 56 | | | 10/29/21 | | | USD 256 | | | 11,496 | |
| | | | | | | | | | | | | | |
| | | | | | | | | | | | $ | 15,192 | |
| | | | | | | | | | | | | | |
| (a) | Option only pays if both terms are met on the expiration date. | |
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, 11/21/51 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.34 | % | | | Semi-Annual | | | Morgan Stanley & Co. International PLC | | | 11/19/21 | | | | 1.34 | % | | | USD | | | | 7,100 | | | $ | 9,960 | |
10-Year Interest Rate Swap, 11/28/31 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.26 | % | | | Semi-Annual | | | Goldman Sachs International | | | 11/26/21 | | | | 1.26 | | | | USD | | | | 9,418 | | | | 19,212 | |
10-Year Interest Rate Swap, 11/28/31 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.30 | % | | | Semi-Annual | | | Goldman Sachs International | | | 11/26/21 | | | | 1.30 | | | | USD | | | | 8,538 | | | | 22,246 | |
20-Year Interest Rate Swap, 11/28/41 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.56 | % | | | Semi-Annual | | | Goldman Sachs International | | | 11/26/21 | | | | 1.56 | | | | USD | | | | 4,553 | | | | 24,389 | |
30-Year Interest Rate Swap, 11/28/51 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.56 | % | | | Semi-Annual | | | Goldman Sachs International | | | 11/26/21 | | | | 1.56 | | | | USD | | | | 3,425 | | | | 23,191 | |
30-Year Interest Rate Swap, 12/17/51 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.40 | % | | | Semi-Annual | | | Morgan Stanley & Co. International PLC | | | 12/15/21 | | | | 1.40 | | | | USD | | | | 4,397 | | | | 20,639 | |
10-Year Interest Rate Swap, 12/26/31 | | 6-Month EURIBOR, (0.53%) | | Semi-Annual | | | 0.07 | % | | | Annual | | | Goldman Sachs International | | | 12/24/21 | | | | 0.07 | | | | EUR | | | | 8,789 | | | | 40,924 | |
30-Year Interest Rate Swap, 04/22/52 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.60 | % | | | Semi-Annual | | | Goldman Sachs International | | | 04/20/22 | | | | 1.60 | | | | USD | | | | 4,715 | | | | 124,081 | |
30-Year Interest Rate Swap, 04/22/52 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.60 | % | | | Semi-Annual | | | Goldman Sachs International | | | 04/20/22 | | | | 1.60 | | | | USD | | | | 4,714 | | | | 124,057 | |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | 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 | |
Call (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
10-Year Interest Rate Swap, 04/23/32 | | 3-Month LIBOR, 0.13% | | Quarterly | | 1.30% | | | Semi-Annual | | | Morgan Stanley & Co. International PLC | | | 04/21/22 | | | | 1.30 | % | | | USD | | | | 10,217 | | | $ | 81,877 | |
1-Year Interest Rate Swap, 03/18/24 | | 3-Month LIBOR, 0.13% | | Quarterly | | 0.80% | | | Semi-Annual | | | Morgan Stanley & Co. International PLC | | | 03/16/23 | | | | 0.80 | | | | USD | | | | 123,604 | | | | 256,156 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 746,732 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Put | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
5-Year Interest Rate Swap, 11/10/26 | | 1.15% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | | Quarterly | | | Citibank N.A. | | | 11/08/21 | | | | 1.15 | | | | USD | | | | 22,414 | | | | 62,811 | |
30-Year Interest Rate Swap, 11/18/51 | | 0.48% | | Annual | | 6-Month EURIBOR, (0.53%) | | | Semi-Annual | | | JPMorgan Chase Bank N.A. | | | 11/16/21 | | | | 0.48 | | | | EUR | | | | 8,655 | | | | 218,143 | |
30-Year Interest Rate Swap, 11/26/51 | | 0.49% | | Annual | | 6-Month EURIBOR, (0.53%) | | | Semi-Annual | | | Goldman Sachs International | | | 11/24/21 | | | | 0.49 | | | | EUR | | | | 8,548 | | | | 219,966 | |
30-Year Interest Rate Swap, 12/11/51 | | 0.52% | | Annual | | 6-Month EURIBOR, (0.53%) | | | Semi-Annual | | | Goldman Sachs International | | | 12/09/21 | | | | 0.52 | | | | EUR | | | | 8,173 | | | | 203,031 | |
10-Year Interest Rate Swap, 12/31/31 | | 1.79% | | Semi-Annual | | 3-Month LIBOR, 0.13% 6-Month | | | Quarterly | | | Goldman Sachs International | | | 12/29/21 | | | | 1.79 | | | | USD | | | | 10,987 | | | | 74,405 | |
10-Year Interest Rate Swap, 06/10/32 | | 0.45% | | Annual | | EURIBOR, (0.53%) | | | Semi-Annual | | | Goldman Sachs International | | | 06/08/22 | | | | 0.45 | | | | EUR | | | | 2,485 | | | | 25,597 | |
10-Year Interest Rate Swap, 06/10/32 | | 0.45% | | Annual | | 6-Month EURIBOR, (0.53%) | | | Semi-Annual | | | Goldman Sachs International | | | 06/08/22 | | | | 0.45 | | | | EUR | | | | 2,485 | | | | 25,597 | |
1-Year Interest Rate Swap, 07/07/23 | | 0.50% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | | Quarterly | | | Morgan Stanley & Co. International PLC | | | 07/05/22 | | | | 0.50 | | | | USD | | | | 124,060 | | | | 123,265 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 952,815 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,699,547 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Options Written
| | | | | | | | | | | | | | | | | | | | | | | | |
Description | | Number of Contracts | | | Expiration Date | | | Exercise Price | | | Notional Amount (000) | | | Value | |
Call | | | | | | | | | | | | | | | | | | | |
iShares China Large-Cap ETF | | | 595 | | | | 10/15/21 | | | USD | | | 46.00 | | | USD | | | 2,316 | | | $ | (595 | ) |
iShares MSCI Japan ETF | | | 147 | | | | 10/15/21 | | | USD | | | 77.00 | | | USD | | | 1,033 | | | | (662 | ) |
NVIDIA Corp. | | | 10 | | | | 10/15/21 | | | USD | | | 240.00 | | | USD | | | 207 | | | | (325 | ) |
SPDR S&P 500 ETF Trust | | | 276 | | | | 10/15/21 | | | USD | | | 452.00 | | | USD | | | 11,844 | | | | (4,278 | ) |
Xilinx, Inc. | | | 38 | | | | 10/15/21 | | | USD | | | 175.00 | | | USD | | | 574 | | | | (1,444 | ) |
Best Buy Co., Inc. | | | 23 | | | | 11/19/21 | | | USD | | | 145.00 | | | USD | | | 243 | | | | (368 | ) |
ConocoPhillips | | | 69 | | | | 11/19/21 | | | USD | | | 70.00 | | | USD | | | 468 | | | | (17,733 | ) |
iShares China Large-Cap ETF | | | 136 | | | | 11/19/21 | | | USD | | | 49.00 | | | USD | | | 529 | | | | (2,856 | ) |
salesforce.com, Inc. | | | 50 | | | | 11/19/21 | | | USD | | | 320.00 | | | USD | | | 1,356 | | | | (3,375 | ) |
SPDR S&P 500 ETF Trust | | | 380 | | | | 11/19/21 | | | USD | | | 460.00 | | | USD | | | 16,307 | | | | (23,180 | ) |
Best Buy Co., Inc. | | | 80 | | | | 12/17/21 | | | USD | | | 125.00 | | | USD | | | 846 | | | | (8,760 | ) |
BP PLC | | | 64 | | | | 12/17/21 | | | USD | | | 30.00 | | | USD | | | 175 | | | | (3,657 | ) |
Diamondback Energy, Inc. | | | 47 | | | | 12/17/21 | | | USD | | | 130.00 | | | USD | | | 445 | | | | (7,050 | ) |
Diamondback Energy, Inc. | | | 79 | | | | 12/17/21 | | | USD | | | 135.00 | | | USD | | | 748 | | | | (9,282 | ) |
EQT Corp. | | | 66 | | | | 12/17/21 | | | USD | | | 25.00 | | | USD | | | 135 | | | | (5,823 | ) |
Euro STOXX Banks | | | 584 | | | | 12/17/21 | | | EUR | | | 105.00 | | | EUR | | | 2,929 | | | | (86,251 | ) |
Freeport-McMoRan, Inc. | | | 203 | | | | 12/17/21 | | | USD | | | 40.00 | | | USD | | | 660 | | | | (14,717 | ) |
SPDR S&P 500 ETF Trust | | | 56 | | | | 12/17/21 | | | USD | | | 455.00 | | | USD | | | 2,403 | | | | (15,792 | ) |
SPDR S&P 500 ETF Trust | | | 127 | | | | 12/31/21 | | | USD | | | 480.00 | | | USD | | | 5,450 | | | | (4,636 | ) |
SPDR S&P 500 ETF Trust | | | 138 | | | | 12/31/21 | | | USD | | | 470.00 | | | USD | | | 5,922 | | | | (12,765 | ) |
Devon Energy Corp. | | | 136 | | | | 01/21/22 | | | USD | | | 40.00 | | | USD | | | 483 | | | | (26,656 | ) |
Devon Energy Corp. | | | 168 | | | | 01/21/22 | | | USD | | | 38.00 | | | USD | | | 597 | | | | (42,756 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | (292,961 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 30 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
Exchange-Traded Options Written (continued)
| | | | | | | | | | | | | | | | | | | | | | | | |
Description | | Number of Contracts | | | Expiration Date | | | Exercise Price | | | Notional Amount (000) | | | Value | |
Put | | | | | | | | | | | | | | | | | | | |
SPDR S&P 500 ETF Trust | | | 277 | | | | 10/01/21 | | | USD | | | 420.00 | | | USD | | | 11,887 | | | $ | (4,848) | |
Apple, Inc. | | | 25 | | | | 10/15/21 | | | USD | | | 135.00 | | | USD | | | 354 | | | | (3,213) | |
Barclays PLC | | | 111 | | | | 10/15/21 | | | GBP | | | 1.65 | | | GBP | | | 210 | | | | (935) | |
Constellation Brands, Inc., Class A | | | 33 | | | | 10/15/21 | | | USD | | | 200.00 | | | USD | | | 695 | | | | (6,765) | |
Deere & Co. | | | 6 | | | | 10/15/21 | | | USD | | | 330.00 | | | USD | | | 201 | | | | (3,765) | |
Masco Corp. | | | 32 | | | | 10/15/21 | | | USD | | | 55.00 | | | USD | | | 178 | | | | (3,120) | |
Nucor Corp. | | | 24 | | | | 10/15/21 | | | USD | | | 92.50 | | | USD | | | 236 | | | | (3,780) | |
SPDR S&P 500 ETF Trust | | | 114 | | | | 10/15/21 | | | USD | | | 413.00 | | | USD | | | 4,892 | | | | (32,205) | |
TE Connectivity Ltd. | | | 14 | | | | 10/15/21 | | | USD | | | 125.00 | | | USD | | | 192 | | | | (980) | |
Thermo Fisher Scientific, Inc. | | | 4 | | | | 10/15/21 | | | USD | | | 490.00 | | | USD | | | 229 | | | | (160) | |
TJX Cos., Inc. | | | 54 | | | | 10/15/21 | | | USD | | | 65.00 | | | USD | | | 356 | | | | (6,399) | |
United Parcel Service, Inc., Class B | | | 9 | | | | 10/15/21 | | | USD | | | 180.00 | | | USD | | | 164 | | | | (2,322) | |
Alphabet Inc., Class C | | | 1 | | | | 11/19/21 | | | USD | | | 2,600.00 | | | USD | | | 267 | | | | (9,165) | |
Alphabet Inc., Class C | | | 1 | | | | 11/19/21 | | | USD | | | 2,500.00 | | | USD | | | 267 | | | | (5,995) | |
BNP Paribas SA | | | 13 | | | | 11/19/21 | | | EUR | | | 50.00 | | | EUR | | | 72 | | | | (1,747) | |
Comcast Corp., Class A | | | 92 | | | | 11/19/21 | | | USD | | | 50.00 | | | USD | | | 515 | | | | (5,980) | |
iShares iBoxx $ High Yield Corporate Bond ETF | | | 271 | | | | 11/19/21 | | | USD | | | 82.00 | | | USD | | | 2,371 | | | | (6,368) | |
iShares iBoxx $ Investment Grade Corporate Bond ETF | | | 316 | | | | 11/19/21 | | | USD | | | 128.00 | | | USD | | | 4,204 | | | | (13,430) | |
Microsoft Corp. | | | 6 | | | | 11/19/21 | | | USD | | | 265.00 | | | USD | | | 169 | | | | (3,660) | |
Parker-Hannifin Corp. | | | 13 | | | | 11/19/21 | | | USD | | | 250.00 | | | USD | | | 364 | | | | (4,810) | |
Societe Generale SA | | | 25 | | | | 11/19/21 | | | EUR | | | 24.00 | | | EUR | | | 68 | | | | (1,303) | |
SPDR S&P 500 ETF Trust | | | 63 | | | | 11/19/21 | | | USD | | | 398.00 | | | USD | | | 2,704 | | | | (30,334) | |
10-Year U.S. Treasury Note Future | | | 346 | | | | 11/26/21 | | | USD | | | 131.00 | | | USD | | | 45,575 | | | | (221,656) | |
10-Year U.S. Treasury Note Future | | | 410 | | | | 11/26/21 | | | USD | | | 130.00 | | | USD | | | 54,005 | | | | (134,531) | |
Alphabet Inc., Class C | | | 1 | | | | 12/17/21 | | | USD | | | 2,550.00 | | | USD | | | 267 | | | | (9,395) | |
Amazon.com, Inc. | | | 1 | | | | 12/17/21 | | | USD | | | 3,100.00 | | | USD | | | 329 | | | | (9,565) | |
SPDR S&P 500 ETF Trust | | | 51 | | | | 12/17/21 | | | USD | | | 388.00 | | | USD | | | 2,189 | | | | (30,294) | |
Energy Transfer LP | | | 160 | | | | 01/21/22 | | | USD | | | 8.00 | | | USD | | | 153 | | | | (4,960) | |
FedEx Corp. | | | 9 | | | | 01/21/22 | | | USD | | | 220.00 | | | USD | | | 197 | | | | (12,892) | |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | (574,577) | |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (867,538) | |
| | | | | | | | | | | | | | | | | | | | | | | | |
OTC Options Written
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Description | | Counterparty | | Number of Contracts | | | Expiration Date | | | Exercise Price | | | Notional Amount (000) | | | Value | |
Call | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
EUR Currency | | Deutsche Bank AG | | | — | | | | 10/13/21 | | | | PLN | | | | 4.58 | | | | EUR | | | | 2,032 | | | $ | (19,510 | ) |
USD Currency | | Citibank N.A. | | | — | | | | 10/15/21 | | | | RUB | | | | 74.00 | | | | USD | | | | 1,830 | | | | (5,327 | ) |
USD Currency | | Bank Of America N.A. | | | — | | | | 10/19/21 | | | | ZAR | | | | 14.95 | | | | USD | | | | 1,832 | | | | (35,742 | ) |
USD Currency | | JPMorgan Chase Bank N.A. | | | — | | | | 10/27/21 | | | | CNH | | | | 6.75 | | | | USD | | | | 10,294 | | | | (546 | ) |
USD Currency | | Barclays Bank PLC | | | — | | | | 11/04/21 | | | | CLP | | | | 820.00 | | | | USD | | | | 2,946 | | | | (40,587 | ) |
USD Currency | | UBS AG | | | — | | | | 11/12/21 | | | | ZAR | | | | 15.00 | | | | USD | | | | 2,095 | | | | (55,017 | ) |
USD Currency | | HSBC Bank USA | | | — | | | | 11/29/21 | | | | MXN | | | | 21.50 | | | | USD | | | | 4,851 | | | | (39,832 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (196,561 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Put | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
EUR Currency | | Deutsche Bank AG | | | — | | | | 10/15/21 | | | | USD | | | | 1.15 | | | | EUR | | | | 28,214 | | | | (95,432 | ) |
USD Currency | | JPMorgan Chase Bank N.A. | | | — | | | | 10/27/21 | | | | CNH | | | | 6.45 | | | | USD | | | | 2,054 | | | | (6,671 | ) |
USD Currency | | Deutsche Bank AG | | | — | | | | 11/03/21 | | | | BRL | | | | 4.85 | | | | USD | | | | 3,502 | | | | (361 | ) |
Generac Holdings, Inc. | | Credit Suisse International | | | 446 | | | | 11/19/21 | | | | USD | | | | 360.00 | | | | USD | | | | 182 | | | | (4,214 | ) |
USD Currency | | HSBC Bank USA | | | — | | | | 11/29/21 | | | | MXN | | | | 20.00 | | | | USD | | | | 4,851 | | | | (15,334 | ) |
WillScot Mobile Mini Holdings Corp. | | Credit Suisse International | | | 2,033 | | | | 12/17/21 | | | | USD | | | | 25.00 | | | | USD | | | | 64 | | | | (495 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (122,507 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (319,068 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
OTC Interest Rate Swaptions Written
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Paid by the Fund | | Received by the Fund | | | | | Expiration | | | Exercise | | | Notional | | | | |
Description | | Rate | | Frequency | | Rate | | | Frequency | | | Counterparty | | Date | | | Rate | | | Amount (000) | | | Value | |
Call | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
1-Year Interest Rate Swap, 03/18/24 | | 0.40% | | Semi-Annual | |
| 3-Month LIBOR, 0.13 | % | | | Quarterly | | | Morgan Stanley & Co. International PLC | | | 03/16/23 | | | | 0.40 | % | | | USD | | | | 123,605 | | | $ | (66,716 | ) |
1-Year Interest Rate Swap, 03/18/24 | | 0.60% | | Semi-Annual | |
| 3-Month LIBOR, 0.13 | % | | | Quarterly | | | Morgan Stanley & Co. International PLC | | | 03/16/23 | | | | 0.60 | | | | USD | | | | 123,604 | | | | (139,676 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Put | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (206,392 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
10-Year Interest Rate Swap, 10/14/31 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.59 | % | | | Semi-Annual | | | Citibank N.A. | | | 10/12/21 | | | | 1.59 | | | | USD | | | | 32,337 | | | | (88,587 | ) |
5-Year Interest Rate Swap, 10/14/26 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.18 | % | | | Semi-Annual | | | Citibank N.A. | | | 10/12/21 | | | | 1.18 | | | | USD | | | | 44,603 | | | | (22,997 | ) |
30-Year Interest Rate Swap, 11/18/51 | | 6-Month EURIBOR, (0.53%) | | Semi-Annual | | | 0.78 | % | | | Annual | | | JPMorgan Chase Bank N.A. | | | 11/16/21 | | | | 0.78 | | | | EUR | | | | 8,655 | | | | (19,539 | ) |
10-Year Interest Rate Swap, 11/19/31 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.62 | % | | | Semi-Annual | | | Morgan Stanley & Co. International PLC | | | 11/17/21 | | | | 1.62 | | | | USD | | | | 22,175 | | | | (160,734 | ) |
30-Year Interest Rate Swap, 11/21/51 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.94 | % | | | Semi-Annual | | | Morgan Stanley & Co. International PLC | | | 11/19/21 | | | | 1.94 | | | | USD | | | | 7,100 | | | | (108,467 | ) |
30-Year Interest Rate Swap, 11/26/51 | | 6-Month EURIBOR, (0.53%) | | Semi-Annual | | | 0.79 | % | | | Annual | | | Goldman Sachs International | | | 11/24/21 | | | | 0.79 | | | | EUR | | | | 8,548 | | | | (24,395 | ) |
10-Year Interest Rate Swap, 11/28/31 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.70 | % | | | Semi-Annual | | | Goldman Sachs International | | | 11/26/21 | | | | 1.70 | | | | USD | | | | 8,538 | | | | (49,754 | ) |
10-Year Interest Rate Swap, 11/28/31 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.71 | % | | | Semi-Annual | | | Goldman Sachs International | | | 11/26/21 | | | | 1.71 | | | | USD | | | | 9,418 | | | | (52,346 | ) |
20-Year Interest Rate Swap, 11/28/41 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.96 | % | | | Semi-Annual | | | Goldman Sachs International | | | 11/26/21 | | | | 1.96 | | | | USD | | | | 4,553 | | | | (45,943 | ) |
30-Year Interest Rate Swap, 11/28/51 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 2.01 | % | | | Semi-Annual | | | Goldman Sachs International | | | 11/26/21 | | | | 2.01 | | | | USD | | | | 3,425 | | | | (41,433 | ) |
30-Year Interest Rate Swap, 12/11/51 | | 6-Month EURIBOR, (0.53%) | | Semi-Annual | | | 0.82 | % | | | Annual | | | Goldman Sachs International | | | 12/09/21 | | | | 0.82 | | | | EUR | | | | 8,173 | | | | (29,367 | ) |
30-Year Interest Rate Swap, 12/17/51 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.90 | % | | | Semi-Annual | | | Morgan Stanley & Co. International PLC | | | 12/15/21 | | | | 1.90 | | | | USD | | | | 4,397 | | | | (114,151 | ) |
30-Year Interest Rate Swap, 12/19/51 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.97 | % | | | Semi-Annual | | | Morgan Stanley & Co. International PLC | | | 12/17/21 | | | | 1.97 | | | | USD | | | | 4,401 | | | | (88,474 | ) |
5-Year Interest Rate Swap, 12/19/26 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.31 | % | | | Semi-Annual | | | Morgan Stanley & Co. International PLC | | | 12/17/21 | | | | 1.31 | | | | USD | | | | 22,296 | | | | (64,404 | ) |
10-Year Interest Rate Swap, 12/25/31 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.72 | % | | | Semi-Annual | | | Goldman Sachs International | | | 12/23/21 | | | | 1.72 | | | | USD | | | | 21,328 | | | | (173,960 | ) |
10-Year Interest Rate Swap, 01/28/32 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.76 | % | | | Semi-Annual | | | Goldman Sachs International | | | 01/26/22 | | | | 1.76 | | | | USD | | | | 11,049 | | | | (109,020 | ) |
10-Year Interest Rate Swap, 01/28/32 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 1.76 | % | | | Semi-Annual | | | Goldman Sachs International | | | 01/26/22 | | | | 1.76 | | | | USD | | | | 22,098 | | | | (218,041 | ) |
10-Year Interest Rate Swap, 06/10/32 | | 6-Month EURIBOR, (0.53%) | | Semi-Annual | | | 0.75 | % | | | Annual | | | Goldman Sachs International | | | 06/08/22 | | | | 0.75 | | | | EUR | | | | 2,485 | | | | (10,824 | ) |
10-Year Interest Rate Swap, 06/10/32 | | 6-Month EURIBOR, (0.53%) | | Semi-Annual | | | 0.75 | % | | | Annual | | | Goldman Sachs International | | | 06/08/22 | | | | 0.75 | | | | EUR | | | | 2,485 | | | | (10,824 | ) |
5-Year Interest Rate Swap, 06/17/31 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 3.04 | % | | | Semi-Annual | | | Barclays Bank PLC | | | 06/15/26 | | | | 3.04 | | | | USD | | | | 18,060 | | | | (253,278 | ) |
5-Year Interest Rate Swap, 06/17/31 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 3.04 | % | | | Semi-Annual | | | Barclays Bank PLC | | | 06/15/26 | | | | 3.04 | | | | USD | | | | 18,066 | | | | (253,356 | ) |
5-Year Interest Rate Swap, 07/02/31 | | 3-Month LIBOR, 0.13% | | Quarterly | | | 3.04 | % | | | Semi-Annual | | | Morgan Stanley & Co. International PLC | | | 06/30/26 | | | | 3.04 | | | | USD | | | | 16,677 | | | | (235,616 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (2,175,510 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (2,381,902 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 32 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
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.V1 | | | 5.00 | % | | | Quarterly | | | | 12/20/25 | | | | EUR | | | | 533 | | | $ | (75,473 | ) | | $ | (61,105 | ) | | $ | (14,368 | ) |
CDX.NA.HY.36.V1 | | | 5.00 | | | | Quarterly | | | | 06/20/26 | | | | USD | | | | 15,000 | | | | (1,403,621 | ) | | | (1,315,921 | ) | | | (87,700 | ) |
CDX.NA.IG.36.V1 | | | 1.00 | | | | Quarterly | | | | 06/20/26 | | | | USD | | | | 6,000 | | | | (146,377 | ) | | | (142,394 | ) | | | (3,983 | ) |
CDX.NA.IG.37.V1 | | | 1.00 | | | | Quarterly | | | | 12/20/26 | | | | USD | | | | 2,823 | | | | (68,230 | ) | | | (66,569 | ) | | | (1,661 | ) |
ITRAXX.EUR.36.V1 | | | 1.00 | | | | Quarterly | | | | 12/20/26 | | | | EUR | | | | 420 | | | | (12,873 | ) | | | (13,116 | ) | | | 243 | |
ITRAXX.XO.36.V1 | | | 5.00 | | | | Quarterly | | | | 12/20/26 | | | | EUR | | | | 380 | | | | (52,713 | ) | | | (54,656 | ) | | | 1,943 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (1,759,287 | ) | | $ | (1,653,761 | ) | | $ | (105,526 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Credit Default Swaps — Sell Protection
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Reference Obligation/Index | |
| Financing Rate Received by the Fund | | |
| Payment Frequency | | |
| Termination Date | | | Credit Rating(a) | |
| Notional Amount (000) | (b) | | | Value | | |
| Upfront Premium Paid (Received) | | |
| Unrealized Appreciation (Depreciation) | |
ITRAXX.XO.35.V1 | | | 5.00 | % | | | Quarterly | | | | 06/20/26 | | | B | | EUR | 1,889 | | | $ | 258,717 | | | $ | 264,855 | | | $ | (6,138 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (a) | Using the rating of the issuer or the underlying securities of the index, as applicable, provided by S&P Global Ratings. | |
| (b) | The maximum potential amount the Fund may pay should a negative credit event take place as defined under the terms of the agreement. | |
Centrally Cleared Interest Rate Swaps
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid by the Fund | | Received by the Fund | | Effective | | | Termination | | | Notional | | | | | | Upfront Premium Paid | | | Unrealized Appreciation | |
Rate | | Frequency | | Rate | | Frequency | | Date | | | Date | | | Amount (000) | | | Value | | | (Received) | | | (Depreciation) | |
1-Month MXIBOR, 4.75% | | Monthly | | 4.42% | | Monthly | | | N/A | | | | 02/28/23 | | | MXN | | | 34,384 | | | $ | (39,078 | ) | | $ | 5 | | | $ | (39,083 | ) |
1-Month MXIBOR, 4.75% | | Monthly | | 4.50% | | Monthly | | | N/A | | | | 03/03/23 | | | MXN | | | 34,373 | | | | (37,456 | ) | | | 5 | | | | (37,461 | ) |
0.76% | | Annual | | 6-Month WIBOR, 0.21% | | Semi-Annual | | | N/A | | | | 06/18/23 | | | PLN | | | 17,730 | | | | 20,951 | | | | 18 | | | | 20,933 | |
0.83% | | Semi-Annual | | 6-Month WIBOR, 0.21% | | Semi-Annual | | | N/A | | | | 06/22/23 | | | PLN | | | 41,366 | | | | 35,047 | | | | 42 | | | | 35,005 | |
0.54% | | Annual | | 6-Month WIBOR, 0.21% | | Semi-Annual | | | N/A | | | | 07/23/23 | | | PLN | | | 10,012 | | | | 23,914 | | | | 10 | | | | 23,904 | |
1-Month MXIBOR, 4.75% | | Monthly | | 5.84% | | Monthly | | | N/A | | | | 08/14/23 | | | MXN | | | 282,903 | | | | (114,173 | ) | | | 59 | | | | (114,232 | ) |
1.38% | | Annual | | 3-Month WIBOR, 0.21% | | Quarterly | | | 09/05/22 | (a) | | | 09/05/23 | | | PLN | | | 32,986 | | | | 25,645 | | | | 15 | | | | 25,630 | |
1-Month MXIBOR, 4.75% | | Monthly | | 4.68% | | Monthly | | | N/A | | | | 02/27/24 | | | MXN | | | 24,395 | | | | (50,022 | ) | | | 4 | | | | (50,026 | ) |
1-Month MXIBOR, 4.75% | | Monthly | | 4.86% | | Monthly | | | N/A | | | | 03/01/24 | | | MXN | | | 24,395 | | | | (45,465 | ) | | | 4 | | | | (45,469 | ) |
0.40% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 03/08/24 | | | USD | | | 92,780 | | | | 200,619 | | | | 334 | | | | 200,285 | |
0.44% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 03/11/24 | | | USD | | | 100,000 | | | | 111,969 | | | | 361 | | | | 111,608 | |
0.45% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 03/19/24 | | | USD | | | 23,502 | | | | 28,111 | | | | 86 | | | | 28,025 | |
0.44% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 03/22/24 | | | USD | | | 52,000 | | | | 75,690 | | | | 329 | | | | 75,361 | |
0.51% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 04/07/24 | | | USD | | | 14,248 | | | | (25,783 | ) | | | 93 | | | | (25,876 | ) |
0.51% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 07/13/24 | | | USD | | | 15,789 | | | | 25,889 | | | | 112 | | | | 25,777 | |
0.55% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 07/16/24 | | | USD | | | 23,715 | | | | 13,945 | | | | 168 | | | | 13,777 | |
0.55% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 07/20/24 | | | USD | | | 15,854 | | | | 10,555 | | | | 113 | | | | 10,442 | |
0.55% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 07/20/24 | | | USD | | | 7,927 | | | | 4,921 | | | | 56 | | | | 4,865 | |
0.49% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 07/23/24 | | | USD | | | 15,880 | | | | 38,609 | | | | 113 | | | | 38,496 | |
0.49% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 07/23/24 | | | USD | | | 15,880 | | | | 40,034 | | | | 113 | | | | 39,921 | |
0.56% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 08/12/24 | | | USD | | | 23,993 | | | | 29,215 | | | | 175 | | | | 29,040 | |
0.57% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 08/13/24 | | | USD | | | 15,662 | | | | 14,103 | | | | 114 | | | | 13,989 | |
1-Month MXIBOR, 4.75% | | Monthly | | 6.11% | | Monthly | | | N/A | | | | 08/15/24 | | | MXN | | | 187,989 | | | | (137,092 | ) | | | 39 | | | | (137,131 | ) |
1-Month MXIBOR, 4.75% | | Monthly | | 6.12% | | Monthly | | | N/A | | | | 08/15/24 | | | MXN | | | 11,211 | | | | (7,956 | ) | | | 2 | | | | (7,958 | ) |
0.57% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 08/27/24 | | | USD | | | 8,168 | | | | 12,305 | | | | 60 | | | | 12,245 | |
0.57% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 08/27/24 | | | USD | | | 8,168 | | | | 11,695 | | | | 60 | | | | 11,635 | |
0.57% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 08/27/24 | | | USD | | | 8,086 | | | | 11,216 | | | | 60 | | | | 11,156 | |
0.57% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 08/27/24 | | | USD | | | 8,209 | | | | 10,969 | | | | 61 | | | | 10,908 | |
0.57% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 08/27/24 | | | USD | | | 8,209 | | | | 10,503 | | | | 61 | | | | 10,442 | |
0.62% | | Monthly | | 6-Month GBP LIBOR, 0.17% | | Monthly | | | 08/27/24 | (a) | | | 08/27/25 | | | GBP | | | 10,860 | | | | 41,708 | | | | 245 | | | | 41,463 | |
0.57% | | Monthly | | 6-Month GBP LIBOR, 0.17% | | Monthly | | | 09/02/24 | (a) | | | 09/02/25 | | | GBP | | | 10,870 | | | | 48,855 | | | | 64 | | | | 48,791 | |
0.63% | | Monthly | | 6-Month GBP LIBOR, 0.17% | | Monthly | | | 09/09/24 | (a) | | | 09/09/25 | | | GBP | | | 11,120 | | | | 41,887 | | | | 727 | | | | 41,160 | |
0.66% | | Monthly | | 6-Month GBP LIBOR, 0.17% | | Monthly | | | 09/09/24 | (a) | | | 09/09/25 | | | GBP | | | 11,140 | | | | 37,946 | | | | (84 | ) | | | 38,030 | |
0.86% | | Monthly | | 6-Month GBP LIBOR, 0.17% | | Monthly | | | 09/23/24 | (a) | | | 09/23/25 | | | GBP | | | 12,910 | | | | 10,476 | | | | 89 | | | | 10,387 | |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
Centrally Cleared Interest Rate Swaps (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid by the Fund | | Received by the Fund | | Effective | | | Termination | | | Notional | | | | | | Upfront Premium Paid | | | Unrealized Appreciation | |
Rate | | Frequency | | Rate | | Frequency | | Date | | | Date | | | Amount (000) | | | Value | | | (Received) | | | (Depreciation) | |
6-Month EURIBOR, (0.53%) | | Monthly | | (0.24%) | | Monthly | | | 10/01/24 | (a) | | | 10/01/25 | | | EUR | | | 25,470 | | | $ | (744 | ) | | $ | 150 | | | $ | (894 | ) |
6-Month EURIBOR, (0.53%) | | Monthly | | (0.24%) | | Monthly | | | 10/01/24 | (a) | | | 10/01/25 | | | EUR | | | 15,920 | | | | (655 | ) | | | 94 | | | | (749 | ) |
3-Month LIBOR, 0.13% | | Quarterly | | 0.46% | | Semi-Annual | | | N/A | | | | 11/23/25 | | | USD | | | 8,405 | | | | (149,547 | ) | | | 130 | | | | (149,677 | ) |
3-Month LIBOR, 0.13% | | Quarterly | | 0.39% | | Semi-Annual | | | N/A | | | | 02/10/26 | | | USD | | | 20,840 | | | | (513,963 | ) | | | 168 | | | | (514,131 | ) |
0.68% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 02/19/26 | | | USD | | | 12,034 | | | | 142,483 | | | | 97 | | | | 142,386 | |
0.70% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 02/22/26 | | | USD | | | 3,289 | | | | 36,924 | | | | 27 | | | | 36,897 | |
3-Month LIBOR, 0.13% | | Quarterly | | 0.83% | | Semi-Annual | | | N/A | | | | 03/08/26 | | | USD | | | 22,775 | | | | (132,591 | ) | | | 187 | | | | (132,778 | ) |
0.60% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 04/08/26 | | | USD | | | 54,466 | | | | 816,936 | | | | 459 | | | | 816,477 | |
0.62% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 04/08/26 | | | USD | | | 22,427 | | | | 314,203 | | | | 189 | | | | 314,014 | |
3-Month LIBOR, 0.13% | | Quarterly | | 0.85% | | Semi-Annual | | | N/A | | | | 04/08/26 | | | USD | | | 54,466 | | | | (143,553 | ) | | | 459 | | | | (144,012 | ) |
3-Month LIBOR, 0.13% | | Quarterly | | 0.87% | | Semi-Annual | | | N/A | | | | 04/08/26 | | | USD | | | 22,427 | | | | (36,928 | ) | | | 189 | | | | (37,117 | ) |
6-Month EURIBOR, (0.53%) | | Semi-Annual | | (0.37%) | | Annual | | | N/A | | | | 04/10/26 | | | EUR | | | 2,190 | | | | (16,502 | ) | | | 25 | | | | (16,527 | ) |
6-Month EURIBOR, (0.53%) | | Semi-Annual | | (0.36%) | | Annual | | | N/A | | | | 04/10/26 | | | EUR | | | 2,190 | | | | (15,877 | ) | | | 25 | | | | (15,902 | ) |
0.63% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 05/26/26 | | | USD | | | 55,869 | | | | 876,112 | | | | 485 | | | | 875,627 | |
0.64% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 05/27/26 | | | USD | | | 84,240 | | | | 1,283,329 | | | | 732 | | | | 1,282,597 | |
0.85% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 05/27/26 | | | USD | | | 28,080 | | | | 136,475 | | | | 244 | | | | 136,231 | |
3-Month LIBOR, 0.13% | | Quarterly | | 0.87% | | Semi-Annual | | | N/A | | | | 07/13/26 | | | USD | | | 9,304 | | | | (57,553 | ) | | | 81 | | | | (57,634 | ) |
1.69% | | Annual | | 6-Month WIBOR, 0.21% | | Semi-Annual | | | N/A | | | | 09/07/26 | | | PLN | | | 34,468 | | | | 67,547 | | | | 82 | | | | 67,465 | |
0.94% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | 10/14/21 | (a) | | | 10/14/26 | | | USD | | | 5,482 | | | | 40,102 | | | | 50 | | | | 40,052 | |
3-Month LIBOR, 0.13% | | Quarterly | | 0.66% | | Semi-Annual | | | N/A | | | | 09/25/30 | | | USD | | | 1,243 | | | | (88,608 | ) | | | 24 | | | | (88,632 | ) |
0.71% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 09/25/30 | | | USD | | | 1,243 | | | | 83,312 | | | | 24 | | | | 83,288 | |
5.81% | | Monthly | | 1-Month MXIBOR, 4.75% | | Monthly | | | N/A | | | | 10/17/30 | | | MXN | | | 60,000 | | | | 314,098 | | | | 54 | | | | 314,044 | |
5.89% | | Monthly | | 1-Month MXIBOR, 4.75% | | Monthly | | | N/A | | | | 10/22/30 | | | MXN | | | 100,000 | | | | 494,117 | | | | 91 | | | | 494,026 | |
0.81% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 11/23/30 | | | USD | | | 5,481 | | | | 316,479 | | | | 107 | | | | 316,372 | |
1.17% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 02/04/31 | | | USD | | | 9,608 | | | | 277,456 | | | | 146 | | | | 277,310 | |
1.20% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 02/05/31 | | | USD | | | 2,857 | | | | 76,801 | | | | 43 | | | | 76,758 | |
5.52% | | Monthly | | 1-Month MXIBOR, 4.75% | | Monthly | | | N/A | | | | 02/11/31 | | | MXN | | | 120,000 | | | | 768,801 | | | | 7,715 | | | | 761,086 | |
1.60% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 03/18/31 | | | USD | | | 380 | | | | (3,776 | ) | | | 6 | | | | (3,782 | ) |
1.61% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 03/18/31 | | | USD | | | 770 | | | | (7,895 | ) | | | 13 | | | | (7,908 | ) |
1.66% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 03/25/31 | | | USD | | | 190 | | | | (2,764 | ) | | | 3 | | | | (2,767 | ) |
1.68% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 03/30/31 | | | USD | | | 400 | | | | (6,521 | ) | | | 7 | | | | (6,528 | ) |
3-Month LIBOR, 0.13% | | Quarterly | | 1.40% | | Semi-Annual | | | N/A | | | | 04/07/31 | | | USD | | | 41,944 | | | | (206,604 | ) | | | 654 | | | | (207,258 | ) |
3-Month LIBOR, 0.13% | | Quarterly | | 1.42% | | Semi-Annual | | | N/A | | | | 04/08/31 | | | USD | | | 12,190 | | | | (37,295 | ) | | | 190 | | | | (37,485 | ) |
1.68% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 05/14/31 | | | USD | | | 1,200 | | | | (23,354 | ) | | | 1,017 | | | | (24,371 | ) |
1.57% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 05/27/31 | | | USD | | | 7,833 | | | | (67,603 | ) | | | 124 | | | | (67,727 | ) |
1.54% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 05/28/31 | | | USD | | | 3,545 | | | | (20,503 | ) | | | 56 | | | | (20,559 | ) |
1.60% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 06/01/31 | | | USD | | | 435 | | | | (4,761 | ) | | | 7 | | | | (4,768 | ) |
2.18% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | 06/17/26 | (a) | | | 06/17/31 | | | USD | | | 11,926 | | | | (68,991 | ) | | | 111 | | | | (69,102 | ) |
2.18% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | 06/17/26 | (a) | | | 06/17/31 | | | USD | | | 12,100 | | | | (69,305 | ) | | | 113 | | | | (69,418 | ) |
2.16% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | 06/18/26 | (a) | | | 06/18/31 | | | USD | | | 12,100 | | | | (59,617 | ) | | | 113 | | | | (59,730 | ) |
1.99% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | 07/02/26 | (a) | | | 07/02/31 | | | USD | | | 5,003 | | | | 15,320 | | | | 47 | | | | 15,273 | |
1.99% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | 07/02/26 | (a) | | | 07/02/31 | | | USD | | | 11,674 | | | | 33,604 | | | | 109 | | | | 33,495 | |
0.02% | | Annual | | 6-Month EURIBOR, (0.53%) | | Semi-Annual | | | N/A | | | | 08/26/31 | | | EUR | | | 8,789 | | | | 127,869 | | | | 175 | | | | 127,694 | |
1-Month MXIBOR, 4.75% | | Monthly | | 7.08% | | Monthly | | | N/A | | | | 09/02/31 | | | MXN | | | 81,564 | | | | (99,994 | ) | | | 65 | | | | (100,059 | ) |
1.40% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | 10/12/21 | (a) | | | 10/12/31 | | | USD | | | 7,023 | | | | 107,954 | | | | 112 | | | | 107,842 | |
1.38% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | 10/14/21 | (a) | | | 10/14/31 | | | USD | | | 4,275 | | | | 72,918 | | | | 68 | | | | 72,850 | |
1.38% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | 10/14/21 | (a) | | | 10/14/31 | | | USD | | | 6,215 | | | | 107,784 | | | | 99 | | | | 107,685 | |
1.44% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | 11/26/21 | (a) | | | 11/26/31 | | | USD | | | 3,889 | | | | 53,235 | | | | 62 | | | | 53,173 | |
1.41% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | 11/30/21 | (a) | | | 11/30/31 | | | USD | | | 2,702 | | | | 45,354 | | | | 43 | | | | 45,311 | |
1.70% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | 11/26/21 | (a) | | | 11/26/41 | | | USD | | | 2,087 | | | | 51,205 | | | | 50 | | | | 51,155 | |
1.30% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 11/19/50 | | | USD | | | 5,222 | | | | 659,012 | | | | 147 | | | | 658,865 | |
1.22% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 11/27/50 | | | USD | | | 6,800 | | | | 990,792 | | | | 191 | | | | 990,601 | |
1.45% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 12/11/50 | | | USD | | | 1,791 | | | | 163,206 | | | | 50 | | | | 163,156 | |
3-Month LIBOR, 0.13% | | Quarterly | | 1.20% | | Semi-Annual | | | N/A | | | | 12/22/50 | | | USD | | | 7,691 | | | | (1,165,049 | ) | | | 217 | | | | (1,165,266 | ) |
1.27% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 12/30/50 | | | USD | | | 6,800 | | | | 917,777 | | | | 192 | | | | 917,585 | |
1.45% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 01/07/51 | | | USD | | | 6,212 | | | | 583,137 | | | | 190 | | | | 582,947 | |
1.52% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 01/08/51 | | | USD | | | 2,120 | | | | 160,980 | | | | 65 | | | | 160,915 | |
1.63% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 01/25/51 | | | USD | | | 4,697 | | | | 242,298 | | | | 144 | | | | 242,154 | |
1.48% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 01/28/51 | | | USD | | | 7,179 | | | | 620,125 | | | | 220 | | | | 619,905 | |
1.58% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 02/01/51 | | | USD | | | 4,957 | | | | 316,551 | | | | 152 | | | | 316,399 | |
1.66% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 02/04/51 | | | USD | | | 5,469 | | | | 238,659 | | | | 168 | | | | 238,491 | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 34 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
Centrally Cleared Interest Rate Swaps (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid by the Fund | | Received by the Fund | | Effective | | | Termination | | | Notional | | | | | | Upfront Premium Paid | | | Unrealized Appreciation | |
Rate | | Frequency | | Rate | | Frequency | | Date | | | Date | | | Amount (000) | | | Value | | | (Received) | | | (Depreciation) | |
1.68% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 02/05/51 | | | USD | | | 2,857 | | | $ | 111,113 | | | $ | 88 | | | $ | 111,025 | |
0.89% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 02/10/51 | | | USD | | | 3,789 | | | | 865,767 | | | | 116 | | | | 865,651 | |
3-Month LIBOR, 0.13% | | Quarterly | | 1.24% | | Semi-Annual | | | N/A | | | | 02/10/51 | | | USD | | | 5,684 | | | | (823,321 | ) | | | 175 | | | | (823,496 | ) |
1.91% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 02/22/51 | | | USD | | | 1,118 | | | | (17,547 | ) | | | 34 | | | | (17,581 | ) |
2.01% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 05/27/51 | | | USD | | | 4,051 | | | | (179,704 | ) | | | 127 | | | | (179,831 | ) |
1.97% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 05/28/51 | | | USD | | | 668 | | | | (23,633 | ) | | | 21 | | | | (23,654 | ) |
2.04% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 06/07/51 | | | USD | | | 1,266 | | | | (63,190 | ) | | | 40 | | | | (63,230 | ) |
3-Month LIBOR, 0.13% | | Quarterly | | 1.83% | | Semi-Annual | | | N/A | | | | 06/22/51 | | | USD | | | 4,593 | | | | (6,365 | ) | | | 144 | | | | (6,509 | ) |
1.63% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | N/A | | | | 08/23/51 | | | USD | | | 1,028 | | | | 54,557 | | | | 32 | | | | 54,525 | |
1.71% | | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | | | 11/30/21 | (a) | | | 11/30/51 | | | USD | | | 989 | | | | 37,951 | | | | 31 | | | | 37,920 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | $ | 8,987,782 | | | $ | 21,578 | | | $ | 8,966,204 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Inflation Swaps
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid by the Fund | | Received by the Fund | | Termination Date | | | Notional Amount (000) | | | | | | Upfront Premium Paid | | | Unrealized Appreciation | |
Reference | | Frequency | | Rate | | Frequency | | Value | | | (Received) | | | (Depreciation) | |
3.51% | | Monthly | | UK Retail Price Index All Items | | Monthly | | | 12/15/24 | | | | GBP | | | | 550 | | | $ | 17,649 | | | $ | 26 | | | $ | 17,623 | |
3.35% | | Monthly | | UK Retail Price Index All Items | | Monthly | | | 01/15/25 | | | | GBP | | | | 270 | | | | 11,908 | | | | 13 | | | | 11,895 | |
3.14% | | Monthly | | UK Retail Price Index All Items | | Monthly | | | 05/15/25 | | | | GBP | | | | 320 | | | | 22,341 | | | | 14 | | | | 22,327 | |
3.43% | | Monthly | | UK Retail Price Index All Items | | Monthly | | | 11/15/25 | | | | GBP | | | | 2,680 | | | | 199,732 | | | | 129 | | | | 199,603 | |
4.20% | | Monthly | | UK Retail Price Index All Items | | Monthly | | | 09/15/26 | | | | GBP | | | | 730 | | | | 2,936 | | | | 12 | | | | 2,924 | |
4.37% | | Monthly | | UK Retail Price Index All Items | | Monthly | | | 09/15/26 | | | | GBP | | | | 458 | | | | (4,044 | ) | | | 7 | | | | (4,051 | ) |
UK Retail Price Index All Items | | Monthly | | 3.58% | | Monthly | | | 12/15/29 | | | | GBP | | | | 550 | | | | (32,818 | ) | | | 30 | | | | (32,848 | ) |
UK Retail Price Index All Items | | Monthly | | 3.48% | | Monthly | | | 01/15/30 | | | | GBP | | | | 270 | | | | (20,645 | ) | | | 14 | | | | (20,659 | ) |
UK Retail Price Index All Items | | Monthly | | 3.35% | | Monthly | | | 05/15/30 | | | | GBP | | | | 320 | | | | (35,113 | ) | | | 16 | | | | (35,129 | ) |
UK Retail Price Index All Items | | Monthly | | 3.51% | | Monthly | | | 11/15/30 | | | | GBP | | | | 2,680 | | | | (295,537 | ) | | | 146 | | | | (295,683 | ) |
UK Retail Price Index All Items | | Monthly | | 3.54% | | Monthly | | | 12/15/30 | | | | GBP | | | | 530 | | | | (57,246 | ) | | | 29 | | | | (57,275 | ) |
US CPI Urban Consumers NAS | | Monthly | | 2.32% | | Monthly | | | 02/25/31 | | | | USD | | | | 375 | | | | (22,280 | ) | | | 8 | | | | (22,288 | ) |
US CPI Urban Consumers NAS | | Monthly | | 2.35% | | Monthly | | | 03/05/31 | | | | USD | | | | 109 | | | | (6,081 | ) | | | 2 | | | | (6,083 | ) |
US CPI Urban Consumers NAS | | Monthly | | 2.35% | | Monthly | | | 03/05/31 | | | | USD | | | | 109 | | | | (6,129 | ) | | | 2 | | | | (6,131 | ) |
US CPI Urban Consumers NAS | | Monthly | | 2.36% | | Monthly | | | 03/05/31 | | | | USD | | | | 219 | | | | (12,079 | ) | | | 4 | | | | (12,083 | ) |
US CPI Urban Consumers NAS | | Monthly | | 2.45% | | Monthly | | | 03/18/31 | | | | USD | | | | 650 | | | | (28,719 | ) | | | 13 | | | | (28,732 | ) |
US CPI Urban Consumers NAS | | Monthly | | 2.45% | | Monthly | | | 03/18/31 | | | | USD | | | | 320 | | | | (14,473 | ) | | | 7 | | | | (14,480 | ) |
US CPI Urban Consumers NAS | | Monthly | | 2.44% | | Monthly | | | 03/25/31 | | | | USD | | | | 170 | | | | (7,692 | ) | | | 3 | | | | (7,695 | ) |
US CPI Urban Consumers NAS | | Monthly | | 2.51% | | Monthly | | | 03/30/31 | | | | USD | | | | 330 | | | | (12,617 | ) | | | 7 | | | | (12,624 | ) |
US CPI Urban Consumers NAS | | Monthly | | 2.67% | | Monthly | | | 05/14/31 | | | | USD | | | | 960 | | | | (16,447 | ) | | | 20 | | | | (16,467 | ) |
UK Retail Price Index All Items | | Monthly | | 3.74% | | Monthly | | | 05/15/31 | | | | GBP | | | | 162 | | | | (12,964 | ) | | | 5 | | | | (12,969 | ) |
UK Retail Price Index All Items | | Monthly | | 3.81% | | Monthly | | | 07/15/31 | | | | GBP | | | | 455 | | | | (23,919 | ) | | | 13 | | | | (23,932 | ) |
UK Retail Price Index All Items | | Monthly | | 3.85% | | Monthly | | | 07/15/31 | | | | GBP | | | | 390 | | | | (17,807 | ) | | | 11 | | | | (17,818 | ) |
UK Retail Price Index All Items | | Monthly | | 4.01% | | Monthly | | | 09/15/31 | | | | GBP | | | | 730 | | | | (1,759 | ) | | | 21 | | | | (1,780 | ) |
UK Retail Price Index All Items | | Monthly | | 4.11% | | Monthly | | | 09/15/31 | | | | GBP | | | | 398 | | | | 5,948 | | | | 11 | | | | 5,937 | |
UK Retail Price Index All Items | | Monthly | | 3.56% | | Monthly | | | 09/15/51 | | | | GBP | | | | 43 | | | | (134 | ) | | | 3 | | | | (137 | ) |
UK Retail Price Index All Items | | Monthly | | 3.57% | | Monthly | | | 09/15/51 | | | | GBP | | | | 42 | | | | 263 | | | | 3 | | | | 260 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | $ | (367,726 | ) | | $ | 569 | | | $ | (368,295 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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) | |
Rite Aid Corp. | | | 5.00 | % | | | Quarterly | | | Goldman Sachs International | | | 06/20/26 | | | | USD | | | | 28 | | | $ | 4,500 | | | $ | 2,352 | | | $ | 2,148 | |
Federal Republic of Brazil | | | 1.00 | | | | Quarterly | | | Barclays Bank PLC | | | 12/20/26 | | | | USD | | | | 5,185 | | | | 263,113 | | | | 238,551 | | | | 24,562 | |
Federal Republic of Brazil | | | 1.00 | | | | Quarterly | | | Barclays Bank PLC | | | 12/20/26 | | | | USD | | | | 4,037 | | | | 204,849 | | | | 185,726 | | | | 19,123 | |
Republic of Chile | | | 1.00 | | | | Quarterly | | | Barclays Bank PLC | | | 12/20/26 | | | | USD | | | | 850 | | | | (5,697 | ) | | | (10,906 | ) | | | 5,209 | |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
OTC Credit Default Swaps — Buy Protection (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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) | |
Republic of Colombia | | | 1.00 | % | | | Quarterly | | | Goldman Sachs International | | | 12/20/26 | | | USD | | | 2,687 | | | $ | 90,528 | | | $ | 62,939 | | | $ | 27,589 | |
Republic of Colombia | | | 1.00 | | | | Quarterly | | | Goldman Sachs International | | | 12/20/26 | | | USD | | | 5,703 | | | | 192,141 | | | | 133,585 | | | | 58,556 | |
Republic of Indonesia | | | 1.00 | | | | Quarterly | | | JPMorgan Chase Bank N.A. | | | 12/20/26 | | | USD | | | 7,061 | | | | (67,766 | ) | | | (81,009 | ) | | | 13,243 | |
Republic of Philippines | | | 1.00 | | | | Quarterly | | | JPMorgan Chase Bank N.A. | | | 12/20/26 | | | USD | | | 5,288 | | | | (129,744 | ) | | | (141,235 | ) | | | 11,491 | |
Republic of South Africa | | | 1.00 | | | | Quarterly | | | Barclays Bank PLC | | | 12/20/26 | | | USD | | | 3,651 | | | | 196,110 | | | | 192,300 | | | | 3,810 | |
Republic of South Africa | | | 1.00 | | | | Quarterly | | | Citibank N.A. | | | 12/20/26 | | | USD | | | 3,257 | | | | 174,981 | | | | 170,824 | | | | 4,157 | |
Republic of South Africa | | | 1.00 | | | | Quarterly | | | Goldman Sachs International | | | 12/20/26 | | | USD | | | 15,231 | | | | 818,201 | | | | 740,382 | | | | 77,819 | |
United Maxican States | | | 1.00 | | | | Quarterly | | | Morgan Stanley & Co. International PLC | | | 12/20/26 | | | USD | | | 32,609 | | | | 15,742 | | | | (59,067 | ) | | | 74,809 | |
United Maxican States | | | 1.00 | | | | Quarterly | | | Morgan Stanley & Co. International PLC | | | 12/20/26 | | | USD | | | 5,064 | | | | 2,445 | | | | (9,173) | | | | 11,618 | |
| | | | | | | | | | | | | | | | | | | | | | $ | 1,759,403 | | | $ | 1,425,269 | | | $ | 334,134 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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) | |
Trust Fibrauno | | | 1.00 | % | | | Quarterly | | | Citibank N.A. | | | 06/20/26 | | | N/R | | USD | | | 441 | | | $ | (29,768 | ) | | $ | (46,445 | ) | | $ | 16,677 | |
Trust Fibrauno | | | 1.00 | | | | Quarterly | | | Citibank N.A. | | | 06/20/26 | | | N/R | | USD | | | 407 | | | | (27,473 | ) | | | (42,864 | ) | | | 15,391 | |
Trust Fibrauno | | | 1.00 | | | | Quarterly | | | Citibank N.A. | | | 06/20/26 | | | N/R | | USD | | | 104 | | | | (7,020 | ) | | | (10,974 | ) | | | 3,954 | |
Trust Fibrauno | | | 1.00 | | | | Quarterly | | | Citibank N.A. | | | 06/20/26 | | | N/R | | USD | | | 77 | | | | (5,197 | ) | | | (8,125 | ) | | | 2,928 | |
CMBX.NA.9 | | | 2.00 | | | | Monthly | | | Goldman Sachs International | | | 09/17/58 | | | N/R | | USD | | | 94 | | | | 25 | | | | (1,758 | ) | | | 1,783 | |
CMBX.NA.9 | | | 2.00 | | | | Monthly | | | Goldman Sachs International | | | 09/17/58 | | | N/R | | USD | | | 88 | | | | 23 | | | | (1,661 | ) | | | 1,684 | |
CMBX.NA.9 | | | 2.00 | | | | Monthly | | | Goldman Sachs International | | | 09/17/58 | | | N/R | | USD | | | 94 | | | | 24 | | | | (1,559 | ) | | | 1,583 | |
| | | | | | | | | | Morgan Stanley & Co. | | | | | | | | | | | | | | | | | | | | | | | | |
CMBX.NA.9 | | | 2.00 | | | | Monthly | | | International PLC | | | 09/17/58 | | | N/R | | USD | | | 187 | | | | 49 | | | | (3,372 | ) | | | 3,421 | |
CMBX.NA.9 | | �� | 3.00 | | | | Monthly | | | Deutsche Bank AG | | | 09/17/58 | | | N/R | | USD | | | 1,350 | | | | (103,656 | ) | | | (134,596 | ) | | | 30,940 | |
CMBX.NA.9 | | | 3.00 | | | | Monthly | | | Goldman Sachs International | | | 09/17/58 | | | N/R | | USD | | | 70 | | | | (5,374 | ) | | | (348 | ) | | | (5,026 | ) |
| | | | | | | | | | Morgan Stanley & Co. | | | | | | | | | | | | | | | | | | | | | | | | |
CMBX.NA.9 | | | 3.00 | | | | Monthly | | | International PLC | | | 09/17/58 | | | N/R | | USD | | | 265 | | | | (20,347 | ) | | | (1,062 | ) | | | (19,285 | ) |
| | | | | | | | | | Morgan Stanley & Co. | | | | | | | | | | | | | | | | | | | | | | | | |
CMBX.NA.9 | | | 3.00 | | | | Monthly | | | International PLC | | | 09/17/58 | | | N/R | | USD | | | 190 | | | | (14,589 | ) | | | (576 | ) | | | (14,013 | ) |
| | | | | | | | | | Morgan Stanley & Co. | | | | | | | | | | | | | | | | | | | | | | | | |
CMBX.NA.9 | | | 3.00 | | | | Monthly | | | International PLC | | | 09/17/58 | | | N/R | | USD | | | 70 | | | | (5,374 | ) | | | (348 | ) | | | (5,026 | ) |
| | | | | | | | | | Morgan Stanley & Co. | | | | | | | | | | | | | | | | | | | | | | | | |
CMBX.NA.9 | | | 3.00 | | | | Monthly | | | International PLC | | | 09/17/58 | | | N/R | | USD | | | 2,000 | | | | (153,564 | ) | | | (219,783 | ) | | | 66,219 | |
| | | | | | | | | | Morgan Stanley & Co. | | | | | | | | | | | | | | | | | | | | | | | | |
CMBX.NA.9 | | | 3.00 | | | | Monthly | | | International PLC | | | 09/17/58 | | | N/R | | USD | | | 2,000 | | | | (153,564 | ) | | | (228,349 | ) | | | 74,785 | |
| | | | | | | | | | Morgan Stanley & Co. | | | | | | | | | | | | | | | | | | | | | | | | |
CMBX.NA.9 | | | 3.00 | | | | Monthly | | | International PLC | | | 09/17/58 | | | N/R | | USD | | | 2,000 | | | | (153,564 | ) | | | (226,106 | ) | | | 72,542 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | $ | (679,369 | ) | | $ | (927,926 | ) | | $ | 248,557 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (a) | Using the rating of the issuer or the underlying securities of the index, as applicable, provided by S&P Global Ratings. | |
| (b) | The maximum potential amount the Fund may pay should a negative credit event take place as defined under the terms of the agreement. | |
OTC Interest Rate Swaps
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid by the Fund | | Received by the Fund | | Counterparty | | Effective Date | | | Termination Date | | | Notional Amount (000) | | | Value | | | Upfront Premium Paid (Received) | | | Unrealized Appreciation (Depreciation) | |
Rate | | Frequency | | Rate | | Frequency |
1.42% | | Semi-Annual | | 1-Day CLP Interbank Rate, 19,051.33% | | Semi- Annual | | Bank of America N.A. | | | N/A | | | | 04/01/23 | | | CLP | | | 5,282,574 | | | $ | 230,315 | | | $ | — | | | $ | 230,315 | |
1-Day CLP Interbank Rate, 19,051.33% | | Semi-Annual | | 1.65% | | Semi- Annual | | Bank of America N.A. | | | N/A | | | | 05/28/23 | | | CLP | | | 5,282,574 | | | | (245,175 | ) | | | — | | | | (245,175 | ) |
3-Month LIBOR, 0.13% | | Quarterly | | 1.51% | | Quarterly | | BNP Paribas SA | | | 09/21/22 | (a) | | | 09/21/23 | | | KRW | | | 5,158,733 | | | | (11,307 | ) | | | — | | | | (11,307 | ) |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 36 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
OTC Interest Rate Swaps (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid by the Fund | | | Received by the Fund | | | Counterparty | | | Effective Date | | | Termination Date | | | Notional Amount (000) | | | Value | | | Upfront Premium Paid (Received) | | | Unrealized Appreciation (Depreciation) | |
Rate | | Frequency | | | Rate | | | Frequency | |
3-Month LIBOR, | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
0.13% | | | Quarterly | | | | 1.51 | % | | | Quarterly | | | | Citibank N.A. | | | | 09/21/22 | (a) | | | 09/21/23 | | | KRW | | | 5,158,733 | | | $ | (11,113 | ) | | $ | — | | | $ | (11,113 | ) |
3-Month LIBOR, | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
0.13% | | | Quarterly | | | | 1.63 | % | | | Quarterly | | |
| Bank of America N.A. | | | | 09/21/22 | (a) | | | 09/21/23 | | | KRW | | | 8,602,400 | | | | (10,077 | ) | | | — | | | | (10,077 | ) |
3-Month LIBOR, | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
0.13% | | | Quarterly | | | | 1.64 | % | | | Quarterly | | |
| Bank of America N.A. | | | | 09/21/22 | (a) | | | 09/21/23 | | | KRW | | | 8,602,400 | | | | (9,358 | ) | | | — | | | | (9,358 | ) |
3-Month LIBOR, | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
0.13% | | | Quarterly | | | | 1.67 | % | | | Quarterly | | |
| Bank of America N.A. | | | | 09/21/22 | (a) | | | 09/21/23 | | | KRW | | | 3,915,625 | | | | (3,441 | ) | | | — | | | | (3,441 | ) |
3-Month LIBOR, | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
0.13% | | | Quarterly | | | | 1.71 | % | | | Quarterly | | | | BNP Paribas SA | | |
| 09/21/22
| (a) | | | 09/21/23 | | | KRW | | | 3,915,625 | | | | (1,885 | ) | | | — | | | | (1,885 | ) |
3-Month LIBOR, | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
0.13% | | | Quarterly | | | | 2.29 | % | | | Quarterly | | | | BNP Paribas SA | | |
| 12/15/21
| (a) | | | 12/15/23 | | | CNY | | | 18,291 | | | | (1,554 | ) | | | — | | | | (1,554 | ) |
3-Month LIBOR, | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
0.13% | | | Quarterly | | | | 2.29 | % | | | Quarterly | | | | Citibank N.A. | | |
| 12/15/21
| (a) | | | 12/15/23 | | | CNY | | | 18,291 | | | | (1,500 | ) | | | — | | | | (1,500 | ) |
3-Month LIBOR, | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
0.13% | | | Quarterly | | | | 2.29 | % | | | Quarterly | | | | BNP Paribas SA | | |
| 12/15/21
| (a) | | | 12/15/23 | | | CNY | | | 13,680 | | | | (940 | ) | | | — | | | | (940 | ) |
3-Month LIBOR, | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
0.13% | | | Quarterly | | | | 2.34 | % | | | Quarterly | | | | BNP Paribas SA | | |
| 12/15/21
| (a) | | | 12/15/23 | | | CNY | | | 26,970 | | | | 1,947 | | | | — | | | | 1,947 | |
3-Month LIBOR, | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
0.13% | | | Quarterly | | | | 2.34 | % | | | Quarterly | | |
| Deutsche Bank AG | | |
| 12/15/21
| (a) | | | 12/15/23 | | | CNY | | | 26,970 | | | | 1,947 | | | | — | | | | 1,947 | |
3-Month LIBOR, | | | | | | | | | | | | | | | JPMorgan Chase | | | | | | | | | | | | | | | | | | | | | | | | | | | |
0.13% | | | Monthly | | | | 5.38 | % | | | Monthly | | | | Bank N.A. | | |
| 03/15/23
| (a) | | | 03/15/24 | | | INR | | | 225,119 | | | | 707 | | | | — | | | | 707 | |
3-Month LIBOR, | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
0.13% | | | Monthly | | | | 5.38 | % | | | Monthly | | |
| Bank of America N.A. | | |
| 03/15/23
| (a) | | | 03/15/24 | | | INR | | | 409,307 | | | | 1,335 | | | | — | | | | 1,335 | |
3-Month LIBOR, | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
0.13% | | | Monthly | | | | 5.38 | % | | | Monthly | | |
| Bank of America N.A. | | |
| 03/15/23
| (a) | | | 03/15/24 | | | INR | | | 410,536 | | | | 1,413 | | | | — | | | | 1,413 | |
3-Month LIBOR, | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
0.13% | | | Monthly | | | | 5.38 | % | | | Monthly | | |
| Bank of America N.A. | | |
| 03/15/23
| (a) | | | 03/15/24 | | | INR | | | 184,188 | | | | 656 | | | | — | | | | 656 | |
1-Day | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
BZDIOVER, | | | | | | | | | | | | | | | Morgan Stanley & | | | | | | | | | | | | | | | | | | | | | | | | | | | |
0.02% | | | Monthly | | | | 8.68 | % | | | Monthly | | |
| Co. International PLC | | | | N/A | | | | 01/04/27 | | | BRL | | | 23,600 | | | | (319,541 | ) | | | — | | | | (319,541 | ) |
1-Day | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
BZDIOVER, | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
0.02% | | | Monthly | | | | 8.96 | % | | | Monthly | | | | Citibank N.A. | | | | N/A | | | | 01/02/29 | | | BRL | | | 289 | | | | (5,697 | ) | | | — | | | | (5,697 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (383,268 | ) | | $ | — | | | $ | (383,268 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:
| • | | Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Fund has the ability to access; |
| • | | Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market–corroborated inputs); and |
| • | | Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the BlackRock Global Valuation Methodologies Committee’s (the “Global Valuation Committee’s”) assumptions used in determining the fair value of financial instruments). |
The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Global Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
Fair Value Hierarchy as of Period End (continued)
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 Consolidated Schedule of Investments above.
| | | | | | | | | | | | | | | | |
| | Level 1 | | | Level 2 | | | Level 3 | | | Total | |
Assets | | | | | | | | | | | | | | | | |
Investments | | | | | | | | | | | | | | | | |
Long-Term Investments | | | | | | | | | | | | | | | | |
Asset-Backed Securities | | $ | — | | | $ | 40,113,595 | | | $ | — | | | $ | 40,113,595 | |
Common Stocks | | | | | | | | | | | | | | | | |
Canada | | | 407,870 | | | | — | | | | — | | | | 407,870 | |
China | | | 221,631 | | | | — | | | | — | | | | 221,631 | |
France | | | — | | | | 795,536 | | | | — | | | | 795,536 | |
Germany | | | — | | | | 725,606 | | | | — | | | | 725,606 | |
Ireland | | | 296,958 | | | | — | | | | — | | | | 296,958 | |
Italy | | | — | | | | 173,563 | | | | — | | | | 173,563 | |
Singapore | | | 426,461 | | | | — | | | | — | | | | 426,461 | |
Sweden | | | — | | | | 18,933 | | | | — | | | | 18,933 | |
Switzerland | | | 389,430 | | | | 489,381 | | | | — | | | | 878,811 | |
Taiwan | | | 1,340 | | | | — | | | | — | | | | 1,340 | |
United Kingdom | | | 943,030 | | | | 556,909 | | | | — | | | | 1,499,939 | |
United States | | | 15,499,451 | | | | — | | | | — | | | | 15,499,451 | |
Corporate Bonds | | | | | | | | | | | | | | | | |
Argentina | | | — | | | | 2,093,043 | | | | — | | | | 2,093,043 | |
Australia | | | — | | | | 675,147 | | | | — | | | | 675,147 | |
Austria | | | — | | | | 2,685,902 | | | | — | | | | 2,685,902 | |
Bahamas | | | — | | | | 194,750 | | | | — | | | | 194,750 | |
Bahrain | | | — | | | | 863,826 | | | | — | | | | 863,826 | |
Belgium | | | — | | | | 478,097 | | | | — | | | | 478,097 | |
Bermuda | | | — | | | | 3,175,775 | | | | — | | | | 3,175,775 | |
Brazil | | | — | | | | 10,345,407 | | | | — | | | | 10,345,407 | |
Canada | | | — | | | | 1,939,434 | | | | — | | | | 1,939,434 | |
Cayman Islands | | | — | | | | 10,468,715 | | | | — | | | | 10,468,715 | |
Chile | | | — | | | | 3,325,378 | | | | — | | | | 3,325,378 | |
China | | | — | | | | 4,802,941 | | | | — | | | | 4,802,941 | |
Colombia | | | — | | | | 6,498,024 | | | | — | | | | 6,498,024 | |
Denmark | | | — | | | | 280,881 | | | | — | | | | 280,881 | |
Dominican Republic | | | — | | | | 819,339 | | | | — | | | | 819,339 | |
Finland | | | — | | | | 397,606 | | | | — | | | | 397,606 | |
France | | | — | | | | 7,353,378 | | | | — | | | | 7,353,378 | |
Germany | | | — | | | | 8,933,916 | | | | — | | | | 8,933,916 | |
Guatemala | | | — | | | | 1,459,778 | | | | — | | | | 1,459,778 | |
Hong Kong | | | — | | | | 1,862,762 | | | | — | | | | 1,862,762 | |
India | | | — | | | | 3,081,917 | | | | — | | | | 3,081,917 | |
Indonesia | | | — | | | | 2,358,405 | | | | — | | | | 2,358,405 | |
Ireland | | | — | | | | 493,364 | | | | — | | | | 493,364 | |
Isle of Man | | | — | | | | 413,090 | | | | — | | | | 413,090 | |
Israel | | | — | | | | 1,714,888 | | | | — | | | | 1,714,888 | |
Italy | | | 111,787 | | | | 4,395,857 | | | | — | | | | 4,507,644 | |
Japan | | | — | | | | 1,418,247 | | | | — | | | | 1,418,247 | |
Jersey | | | — | | | | 2,739,359 | | | | — | | | | 2,739,359 | |
Kazakhstan | | | — | | | | 473,800 | | | | — | | | | 473,800 | |
Kuwait | | | — | | | | 1,206,754 | | | | — | | | | 1,206,754 | |
Lithuania | | | — | | | | 494,313 | | | | — | | | | 494,313 | |
Luxembourg | | | — | | | | 10,785,266 | | | | — | | | | 10,785,266 | |
Malaysia | | | — | | | | 927,540 | | | | — | | | | 927,540 | |
Mauritius | | | — | | | | 1,141,381 | | | | — | | | | 1,141,381 | |
Mexico | | | — | | | | 19,906,453 | | | | — | | | | 19,906,453 | |
Morocco | | | — | | | | 563,588 | | | | — | | | | 563,588 | |
MultiNational | | | — | | | | 1,438,898 | | | | — | | | | 1,438,898 | |
Netherlands | | | — | | | | 16,635,195 | | | | — | | | | 16,635,195 | |
Norway | | | — | | | | 1,007,866 | | | | — | | | | 1,007,866 | |
Oman | | | — | | | | 1,254,885 | | | | — | | | | 1,254,885 | |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 38 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
Fair Value Hierarchy as of Period End (continued)
| | | | | | | | | | | | | | | | |
| | Level 1 | | | Level 2 | | | Level 3 | | | Total | |
Corporate Bonds (continued) | | | | | | | | | | | | | | | | |
Panama. | | $ | — | | | $ | 3,064,517 | | | $ | — | | | $ | 3,064,517 | |
Paraguay | | | — | | | | 341,138 | | | | — | | | | 341,138 | |
Peru | | | — | | | | 2,647,559 | | | | — | | | | 2,647,559 | |
Qatar | | | — | | | | 1,675,157 | | | | — | | | | 1,675,157 | |
Saudi Arabia | | | — | | | | 1,892,137 | | | | — | | | | 1,892,137 | |
Singapore | | | — | | | | 2,303,481 | | | | — | | | | 2,303,481 | |
South Africa | | | — | | | | 1,628,628 | | | | — | | | | 1,628,628 | |
South Korea | | | — | | | | 920,554 | | | | — | | | | 920,554 | |
Spain | | | — | | | | 2,380,398 | | | | — | | | | 2,380,398 | |
Sweden | | | — | | | | 588,324 | | | | — | | | | 588,324 | |
Switzerland | | | — | | | | 968,527 | | | | — | | | | 968,527 | |
Thailand | | | — | | | | 1,066,608 | | | | — | | | | 1,066,608 | |
Turkey | | | — | | | | 203,250 | | | | — | | | | 203,250 | |
United Arab Emirates | | | — | | | | 2,269,609 | | | | — | | | | 2,269,609 | |
United Kingdom | | | — | | | | 13,477,429 | | | | — | | | | 13,477,429 | |
United States | | | — | | | | 52,309,149 | | | | — | | | | 52,309,149 | |
Floating Rate Loan Interests | | | — | | | | 65,887,136 | | | | 5,099,771 | | | | 70,986,907 | |
Foreign Agency Obligations | | | — | | | | 296,206,342 | | | | — | | | | 296,206,342 | |
Investment Companies | | | 13,618,355 | | | | — | | | | — | | | | 13,618,355 | |
Municipal Bonds | | | — | | | | 188,114 | | | | — | | | | 188,114 | |
Non-Agency Mortgage-Backed Securities | | | — | | | | 61,765,213 | | | | 1,388,897 | | | | 63,154,110 | |
Preferred Securities | | | | | | | | | | | | | | | | |
Capital Trusts | | | — | | | | 7,914,211 | | | | — | | | | 7,914,211 | |
Preferred Stocks | | | | | | | | | | | | | | | | |
Germany | | | — | | | | 687,410 | | | | — | | | | 687,410 | |
United States | | | 1,306,800 | | | | 327,923 | | | | — | | | | 1,634,723 | |
U.S. Government Sponsored Agency Securities | | | — | | | | 218,815,250 | | | | — | | | | 218,815,250 | |
U.S. Treasury Obligations | | | — | | | | 56,397,349 | | | | — | | | | 56,397,349 | |
Warrants | | | | | | | | | | | | | | | | |
United States | | | 116,541 | | | | — | | | | — | | | | 116,541 | |
Venezuela | | | — | | | | 3,000 | | | | — | | | | 3,000 | |
Short-Term Securities | | | | | | | | | | | | | | | | |
Borrowed Bond Agreements | | | — | | | | 1,732,900 | | | | — | | | | 1,732,900 | |
Money Market Funds | | | 95,280,859 | | | | — | | | | — | | | | 95,280,859 | |
Options Purchased | | | | | | | | | | | | | | | | |
Equity Contracts | | | 1,420,985 | | | | 65,005 | | | | — | | | | 1,485,990 | |
Foreign Currency Exchange Contracts | | | — | | | | 1,494,853 | | | | — | | | | 1,494,853 | |
Interest Rate Contracts | | | 506,925 | | | | 1,699,547 | | | | — | | | | 2,206,472 | |
Other Contracts | | | — | | | | 15,192 | | | | — | | | | 15,192 | |
Unfunded SPAC PIPE Commitments(a) | | | — | | | | — | | | | — | | | | — | |
Liabilities | | | | | | | | | | | | | | | | |
Investments | | | | | | | | | | | | | | | | |
Borrowed Bonds | | | — | | | | (1,730,952 | ) | | | — | | | | (1,730,952 | ) |
TBA Sale Commitments | | | — | | | | (51,687,891 | ) | | | — | | | | (51,687,891 | ) |
| | | | | | | | | | | | | | | | |
| | $ | 130,548,423 | | | $ | 931,495,755 | | | $ | 6,488,668 | | | $ | 1,068,532,846 | |
| | | | | | | | | | | | | | | | |
Derivative Financial Instruments(b) | | | | | | | | | | | | | | | | |
Assets | | | | | | | | | | | | | | | | |
Credit Contracts | | $ | — | | | $ | 628,227 | | | $ | — | | | $ | 628,227 | |
Equity Contracts | | | 80,156 | | | | — | | | | — | | | | 80,156 | |
Foreign Currency Exchange Contracts | | | — | | | | 5,955,006 | | | | — | | | | 5,955,006 | |
Interest Rate Contracts | | | 1,890,059 | | | | 13,780,842 | | | | — | | | | 15,670,901 | |
Other Contracts | | | — | | | | 260,569 | | | | — | | | | 260,569 | |
Liabilities | | | | | | | | | | | | | | | | |
Credit Contracts | | | — | | | | (157,200 | ) | | | — | | | | (157,200 | ) |
Equity Contracts | | | (588,252 | ) | | | (4,709 | ) | | | — | | | | (592,961 | ) |
Foreign Currency Exchange Contracts | | | — | | | | (4,900,355 | ) | | | — | | | | (4,900,355 | ) |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
Fair Value Hierarchy as of Period End (continued)
| | | | | | | | | | | | | | | | |
| | Level 1 | | | Level 2 | | | Level 3 | | | Total | |
Derivative Financial Instruments(b) | | | | | | | | | | | | | | | | |
Interest Rate Contracts. | | $ | (4,638,260 | ) | | $ | (7,579,808 | ) | | $ | — | | | $ | (12,218,068 | ) |
Other Contracts. | | | — | | | | (628,864 | ) | | | — | | | | (628,864 | ) |
| | | | | | | | | | | | | | | | |
| | $ | (3,256,297 | ) | | $ | 7,353,708 | | | $ | — | | | $ | 4,097,411 | |
| | | | | | | | | | | | | | | | |
| (a) | Unfunded SPAC PIPE commitments are valued at the unrealized appreciation (depreciation) on the commitment. | |
| (b) | Derivative financial instruments are swaps, futures contracts, forward foreign currency exchange contracts and options written. Swaps, futures contracts and forward foreign currency exchange contracts are valued at the unrealized appreciation (depreciation) on the instrument and options written are shown at value. | |
The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount or face value, including accrued interest, for financial statement purposes. As of period end, reverse repurchase agreements of $180,949 are categorized as Level 2 within the fair value hierarchy.
| | | | | | |
Currency Abbreviation | | Currency Abbreviation (continued) |
| | | |
AUD | | Australian Dollar | | ZAR | | South African Rand |
| | | |
BRL | | Brazilian Real | | | | |
| | |
CAD | | Canadian Dollar | | Portfolio Abbreviation |
| | | |
CHF | | Swiss Franc | | | | |
| | | |
CLP | | Chilean Peso | | ADR | | American Depositary Receipt |
| | | |
CNH | | Chinese Yuan | | AMT | | Alternative Minimum Tax |
| | | |
CNY | | Chinese Yuan | | BZDIOVER | | Overnight Brazil CETIP — Interbank Rate |
| | | |
COP | | Colombian Peso | | CLO | | Collateralized Loan Obligation |
| | | |
CZK | | Czech Koruna | | CMT | | Constant Maturity Treasury |
| | | |
DKK | | Danish Krone | | CPI | | Consumer Price Index |
| | | |
EUR | | Euro | | CR | | Custodian Receipt |
| | | |
GBP | | British Pound | | DAC | | Designated Activity Company |
| | | |
HKD | | Hong Kong Dollar | | ETF | | Exchange-Traded Fund |
| | | |
IDR | | Indonesian Rupiah | | EURIBOR | | Euro Interbank Offered Rate |
| | | |
INR | | Indian Rupee | | FREMF | | Freddie Mac Multifamily Securities |
| | | |
JPY | | Japanese Yen | | FTSE | | Financial Times Stock Exchange |
| | | |
KRW | | South Korean Won | | GMTN | | Global Medium-Term Note |
| | | |
MXN | | Mexican Peso | | GOL | | General Obligation Ltd. |
| | | |
MYR | | Malaysian Ringgit | | JSC | | Joint Stock Company |
| | | |
NOK | | Norwegian Krone | | LIBOR | | London Interbank Offered Rate |
| | | |
NZD | | New Zealand Dollar | | LP | | Limited Partnership |
| | | |
PLN | | Polish Zloty | | MSCI | | Morgan Stanley Capital International |
| | | |
RUB | | New Russian Ruble | | MTN | | Medium-Term Note |
| | | |
SEK | | Swedish Krona | | MXIBOR | | Mexico Interbank Offered Rate |
| | | |
SGD | | Singapore Dollar | | PCL | | Public Company Limited |
| | | |
TRY | | Turkish Lira | | PIK | | Payment-in-Kind |
| | | |
TWD | | New Taiwan Dollar | | PIPE | | Private Investment in Public Equity |
| | | |
USD | | United States Dollar | | PJSC | | Public Joint Stock Company |
| | | |
| | | | RB | | Revenue Bond |
| | |
C O N S O L I D A T E D S C H E D U L E O F I N V E S T M E N T S | | 40 |
| | |
Consolidated Schedule of Investments (unaudited) (continued) September 30, 2021 | | BlackRock Strategic Global Bond Fund, Inc. |
| | | | | | |
Portfolio Abbreviation (continued) | | | | |
| | | |
S&P | | Standard & Poor’s | | | | |
| | | |
SAB | | Special Assessment Bonds | | | | |
| | | |
SAN | | State Aid Notes | | | | |
| | | |
SCA | | Societe en Commandite par Actions | | | | |
| | | |
SOFR | | Secured Overnight Financing Rate | | | | |
| | | |
SPAC | | Special Purpose Acquisition Company | | | | |
| | | |
SPDR | | Standard & Poor’s Depository Receipt | | | | |
| | | |
TAN | | Tax Anticipation Notes | | | | |
| | | |
TBA | | To-Be-Announced | | | | |
| | | |
WIBOR | | Warsaw Interbank Offered Rate | | | | |