| | |
Schedule of Investments (unaudited) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Asset-Backed Securities | | | | | | | | | | | | |
| | | |
Cayman Islands(a)(b) — 2.6% | | | | | | | | | | | | |
AGL CLO Ltd., Series 2020-3A, Class A, (3-mo. CME Term SOFR + 1.56%), 6.87%, 01/15/33 | | | USD | | | | 250 | | | $ | 248,608 | |
Allegro CLO VI Ltd., Series 2017-2A, Class A, (3-mo. CME Term SOFR + 1.39%), 6.70%, 01/17/31 | | | | | | | 367 | | | | 366,669 | |
ALM Ltd., Series 2020-1A, Class A2, (3-mo. CME Term SOFR + 2.11%), 7.42%, 10/15/29 | | | | | | | 250 | | | | 249,775 | |
Apidos CLO XXXVI, Series 2021-36A, Class B, (3-mo. CME Term SOFR + 1.86%), 7.19%, 07/20/34 | | | | | | | 250 | | | | 247,925 | |
Ares XXXVII CLO Ltd., Series 2015-4A, Class A1R, (3-mo. CME Term SOFR + 1.43%), 6.74%, 10/15/30 | | | | | | | 378 | | | | 377,008 | |
Bain Capital Credit CLO Ltd., Series 2017-1A, Class A1R, (3-mo. CME Term SOFR + 1.23%), 6.56%, 07/20/30 | | | | | | | 502 | | | | 500,160 | |
Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class A1AR, (3-mo. CME Term SOFR + 1.36%), 6.69%, 01/20/31 | | | | | | | 471 | | | | 470,089 | |
Carlyle Global Market Strategies CLO Ltd., Series 2014- 3RA, Class A1B, (3-mo. CME Term SOFR + 1.56%), 6.92%, 07/27/31 | | | | | | | 1,000 | | | | 977,094 | |
Cayuga Park CLO Ltd., Series 2020-1A, Class B1R, (3-mo. CME Term SOFR + 1.91%), 7.22%, 07/17/34 | | | | | | | 250 | | | | 248,000 | |
CBAM Ltd., Series 2017-1A, Class A1, (3-mo. CME Term SOFR + 1.51%), 6.84%, 07/20/30 | | | | | | | 348 | | | | 348,012 | |
CIFC Funding Ltd. | | | | | | | | | | | | |
Series 2014-3A, Class A1R2, (3-mo. CME Term SOFR + 1.46%), 6.81%, 10/22/31 | | | | | | | 1,500 | | | | 1,496,498 | |
Series 2014-5A, Class A1R2, (3-mo. CME Term SOFR + 1.46%), 6.77%, 10/17/31 | | | | | | | 2,000 | | | | 1,997,017 | |
Series 2018-2A, Class A2, (3-mo. CME Term SOFR + 1.86%), 7.19%, 04/20/31 | | | | | | | 250 | | | | 247,900 | |
Dryden 37 Senior Loan Fund, Series 2015-37A, Class AR, (3-mo. CME Term SOFR + 1.36%), 6.67%, 01/15/31 | | | | | | | 726 | | | | 724,508 | |
Dryden 49 Senior Loan Fund, Series 2017-49, Class AR, (3-mo. CME Term SOFR + 1.21%), 6.52%, 07/18/30 | | | | | | | 698 | | | | 695,916 | |
Eaton Vance CLO Ltd., Series 2018-1A, Class A2, (3- mo. CME Term SOFR + 1.71%), 7.02%, 10/15/30 | | | | | | | 250 | | | | 244,378 | |
Elmwood CLO IV Ltd., Series 2020-1A, Class A, (3-mo. CME Term SOFR + 1.50%), 6.81%, 04/15/33 | | | | | | | 500 | | | | 498,500 | |
Gulf Stream Meridian Ltd., Series 2021-4A, Class A2, (3-mo. CME Term SOFR + 2.11%), 7.42%, 07/15/34 | | | | | | | 250 | | | | 249,625 | |
Jamestown CLO XV Ltd., Series 2020-15A, Class A, (3-mo. CME Term SOFR + 1.60%), 6.91%, 04/15/33 | | | | | | | 1,000 | | | | 994,104 | |
Madison Park Funding XI Ltd., Series 2013-11A, Class AR2, (3-mo. CME Term SOFR + 1.16%), 6.51%, 07/23/29 | | | | | | | 928 | | | | 923,219 | |
Mariner CLO LLC, Series 2016-3A, Class CR, (3-mo. CME Term SOFR + 2.31%), 7.66%, 07/23/29 | | | | | | | 250 | | | | 248,040 | |
Neuberger Berman Loan Advisers CLO Ltd., Series 2021- 46A, Class B, (3-mo. CME Term SOFR + 1.91%), 7.24%, 01/20/36 | | | | | | | 250 | | | | 248,075 | |
OCP CLO Ltd., Series 2013-4A, Class BRR, (3-mo. CME Term SOFR + 2.16%), 7.51%, 04/24/29 | | | | | | | 250 | | | | 247,586 | |
Octagon Investment Partners Ltd., Series 2018-1A, Class A1, (3-mo. CME Term SOFR + 1.23%), 6.54%, 04/15/31 | | | | | | | 746 | | | | 743,999 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Cayman Islands (continued) | | | | | | | | | |
OHA Credit Funding Ltd. | | | | | | | | | | | | |
Series 2019-3A, Class BR, (3-mo. CME Term SOFR + 1.91%), 7.24%, 07/02/35 | | | USD | | | | 1,000 | | | $ | 991,200 | |
Series 2020-5A, Class A2A, (3-mo. CME Term SOFR + 1.71%), 7.02%, 04/18/33 | | | | | | | 300 | | | | 297,882 | |
Park Avenue Institutional Advisers CLO Ltd., Series 2017-1A, Class DR, (3-mo. CME Term SOFR + 7.07%), 12.44%, 02/14/34 | | | | | | | 250 | | | | 223,747 | |
RR Ltd., Series 2018-3A, Class 3A, (3-mo. CME Term SOFR + 1.66%), 6.97%, 01/15/30 | | | | | | | 1,125 | | | | 1,112,062 | |
Symphony CLO XIX Ltd., Series 2018-19A, Class A, (3-mo. CME Term SOFR + 1.22%), 6.53%, 04/16/31 | | | | | | | 497 | | | | 495,612 | |
TICP CLO XII Ltd., Series 2018-12A, Class BR, (3-mo. CME Term SOFR + 1.91%), 7.22%, 07/15/34 | | | | | | | 325 | | | | 321,847 | |
Trestles CLO Ltd., Series 2017-1A, Class A1R, (3-mo. CME Term SOFR + 1.25%), 6.60%, 04/25/32 | | | | | | | 250 | | | | 247,069 | |
Trimaran CAVU Ltd. | | | | | | | | | | | | |
Series 2019-1A, Class B, (3-mo. CME Term SOFR + 2.46%), 7.79%, 07/20/32 | | | | | | | 250 | | | | 249,025 | |
Series 2019-1A, Class C1, (3-mo. CME Term SOFR + 3.41%), 8.74%, 07/20/32 | | | | | | | 500 | | | | 499,876 | |
Venture 39 CLO Ltd., Series 2020-39A, Class A1, (3- mo. CME Term SOFR + 1.54%), 6.85%, 04/15/33 | | | | | | | 335 | | | | 332,379 | |
Whitebox CLO I Ltd., Series 2019-1A, Class CR, (3-mo. CME Term SOFR + 3.31%), 8.66%, 07/24/32 | | | | | | | 500 | | | | 493,643 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 18,857,047 | |
| | | |
Denmark — 0.0% | | | | | | | | | |
Red & Black Auto Germany 8 UG, Series 8, Class B, (1-mo. EURIBOR + 0.75%), 4.43%, 09/15/30(a)(c) | | | EUR | | | | 75 | | | | 78,827 | |
| | | | | | | | | | | | |
| | | |
France(a)(c) — 0.1% | | | | | | | | | |
FCT Autonoria DE, Series 2023-DE, Class B, (1-mo. EURIBOR + 1.15%), 5.02%, 01/26/43 | | | | | | | 100 | | | | 105,868 | |
Ginkgo Personal Loans, Series 2023-PL1, Class A1, (1-mo. EURIBOR + 0.79%), 1.00%, 09/23/44(d) | | | | | | | 300 | | | | 317,175 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 423,043 | |
| | | |
Germany — 0.0% | | | | | | | | | |
Red & Black Auto Germany 10 UG, (1-mo. EURIBOR + 1.20%), 5.07%, 09/15/32(a)(c)(d) | | | | | | | 100 | | | | 105,813 | |
| | | | | | | | | | | | |
| | | |
Ireland(a)(c) — 0.1% | | | | | | | | | |
Avoca CLO XXII DAC, Series 22X, Class B1, (3-mo. EURIBOR + 1.30%), 4.96%, 04/15/35 | | | | | | | 100 | | | | 100,703 | |
CVC Cordatus Loan Fund IV DAC, Series 4X, Class BR1, (3-mo. EURIBOR + 1.30%), 5.12%, 02/22/34 | | | | | | | 100 | | | | 101,086 | |
Henley CLO IV DAC, Series 4X, Class B1, (3-mo. EURIBOR + 1.35%), 5.07%, 04/25/34 | | | | | | | 100 | | | | 101,359 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 303,148 | |
| | | |
Italy(a)(c) — 0.1% | | | | | | | | | |
AutoFlorence SRL, Class A, (1-mo. EURIBOR + 0.95%), 4.82%, 12/25/46 | | | | | | | 500 | | | | 530,496 | |
Koromo Italy SRL, Series 1, Class A, (1-mo. EURIBOR + 0.80%), 4.67%, 02/26/35 | | | | | | | 216 | | | | 228,444 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 758,940 | |
| | | |
Netherlands — 0.0% | | | | | | | | | |
Domi BV, Series 2023-1, Class A, (3-mo. EURIBOR + 1.12%), 4.90%, 02/15/55(a)(c) | | | | | | | 141 | | | | 150,519 | |
| | | | | | | | | | | | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Spain — 0.0% | | | | | | | | | | | | |
Autonoria Spain FT, Series 2021-SP, Class B, (1-mo. EURIBOR + 0.80%), 4.67%, 01/31/39(a)(c) | | | EUR | | | | 122 | | | $ | 128,306 | |
| | | | | | | | | | | | |
| | | |
United Kingdom(a)(c) — 0.2% | | | | | | | | | | | | |
Atlas Funding PLC, Series 2013-1, Class B, (3-mo. LIBOR GBP + 1.90%), 7.10%, 01/20/61 | | | GBP | | | | 100 | | | | 121,457 | |
Hermitage PLC, Series 2023-1, Class B, (3-mo. LIBOR GBP + 2.45%), 7.65%, 09/21/33 | | | | | | | 100 | | | | 122,254 | |
PCL Funding VI PLC, Series 2022-1, Class A, (3-mo. LIBOR GBP + 1.40%), 6.60%, 07/15/26 | | | | | | | 500 | | | | 610,694 | |
PCL Funding VIII PLC, Series 2023-1, Class A, (3-mo. LIBOR GBP + 1.18%), 6.38%, 05/15/28 | | | | | | | 400 | | | | 488,537 | |
Polaris PLC, Series 2023-1, Class B, (3-mo. LIBOR GBP + 2.75%), 7.95%, 02/23/61 | | | | | | | 160 | | | | 195,626 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,538,568 | |
| | | |
United States — 2.6% | | | | | | | | | |
AccessLex Institute, Series 2007-A, Class A3, (3-mo. LIBOR US + 0.30%), 5.95%, 05/25/36(a) | | | USD | | | | 58 | | | | 56,407 | |
Anchorage Capital CLO Ltd.(a)(b) | | | | | | | | | | | | |
Series 2014-3RA, Class A, (3-mo. CME Term SOFR + 1.31%), 6.68%, 01/28/31 | | | | | | | 340 | | | | 338,877 | |
Series 2014-4RA, Class A, (3-mo. CME Term SOFR + 1.31%), 6.68%, 01/28/31 | | | | | | | 332 | | | | 330,831 | |
Apidos CLO XII, Series 2013-12A, Class AR, (3-mo. CME Term SOFR + 1.34%), 6.65%, 04/15/31(a)(b) | | | | | | | 498 | | | | 497,287 | |
Aqua Finance Trust, Series 2021-A, Class A, 1.54%, 07/17/46(b) | | | | | | | 51 | | | | 44,920 | |
BHG Securitization Trust(b) | | | | | | | | | | | | |
Series 2021-A, Class A, 1.42%, 11/17/33 | | | | | | | 73 | | | | 67,846 | |
Series 2021-A, Class B, 2.79%, 11/17/33 | | | | | | | 100 | | | | 88,210 | |
Chenango Park CLO Ltd., Series 2018-1A, Class A2, (3-mo. CME Term SOFR + 1.81%), 7.12%, 04/15/30(a)(b) | | | | | | | 1,018 | | | | 1,008,736 | |
CIFC Funding Ltd.(a)(b) | | | | | | | | | | | | |
Series 2013-1A, Class A2R, (3-mo. CME Term SOFR + 2.01%), 7.32%, 07/16/30 | | | | | | | 1,000 | | | | 993,400 | |
Series 2018-1A, Class A, (3-mo. CME Term SOFR + 1.26%), 6.57%, 04/18/31 | | | | | | | 400 | | | | 398,832 | |
Dryden 53 CLO Ltd., Series 2017-53A, Class A, (3-mo. CME Term SOFR + 1.38%), 6.69%, 01/15/31(a)(b) | | | | | | | 578 | | | | 576,999 | |
Foundation Finance Trust(b) | | | | | | | | | | | | |
Series 2021-2A, Class A, 2.19%, 01/15/42 | | | | | | | 161 | | | | 143,157 | |
Series 2023-2A, Class A, 6.53%, 06/15/49 | | | | | | | 382 | | | | 381,951 | |
Generate CLO Ltd., Series 2A, Class AR, (3-mo. CME Term SOFR + 1.41%), 6.76%, 01/22/31(a)(b) | | | | | | | 589 | | | | 588,038 | |
Goldman Home Improvement Trust Issuer Trust, Series 2022-GRN2, Class A, 6.80%, 10/25/52(b) | | | | | | | 117 | | | | 116,072 | |
GoodLeap Sustainable Home Solutions Trust(b) | | | | | | | | | | | | |
Series 2021-3CS, Class A, 2.10%, 05/20/48 | | | | | | | 390 | | | | 290,146 | |
Series 2022-3CS, Class A, 4.95%, 07/20/49 | | | | | | | 206 | | | | 183,733 | |
Series 2023-1GS, Class A, 5.52%, 02/22/55 | | | | | | | 186 | | | | 172,153 | |
Gracie Point International Funding(a)(b) | | | | | | | | | | | | |
Series 2022-2A, Class A, (30-day Avg SOFR + 2.75%), 8.07%, 07/01/24 | | | | | | | 217 | | | | 217,796 | |
Series 2022-2A, Class B, (30-day Avg SOFR + 3.35%), 8.67%, 07/01/24 | | | | | | | 154 | | | | 155,127 | |
Series 2022-3A, Class A, (30-day Avg SOFR + 3.25%), 8.56%, 11/01/24 | | | | | | | 176 | | | | 176,469 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
Hipgnosis Music Assets LP, Series 2022-1, Class A, 5.00%, 05/16/62(b) | | | USD | | | | 385 | | | $ | 361,288 | |
Kapitus Asset Securitization LLC, Series 2022-1A, Class A, 3.38%, 07/10/28(b) | | | | | | | 334 | | | | 314,744 | |
LCM Ltd., Series 26A, Class A1, (3-mo. CME Term SOFR + 1.33%), 6.66%, 01/20/31(a)(b) | | | | | | | 516 | | | | 513,771 | |
Lendmark Funding Trust, Series 2022-1A, Class A, 5.12%, 07/20/32(b) | | | | | | | 301 | | | | 293,338 | |
Loanpal Solar Loan Ltd., Series 2020-2GF, Class A, 2.75%, 07/20/47(b) | | | | | | | 83 | | | | 62,726 | |
Mariner Finance Issuance Trust(b) | | | | | | | | | | | | |
Series 2020-AA, Class B, 3.21%, 08/21/34 | | | | | | | 104 | | | | 97,066 | |
Series 2022-AA, Class A, 6.45%, 10/20/37 | | | | | | | 250 | | | | 250,328 | |
Mercury Financial Credit Card Master Trust, Series 2022-1A, Class A, 2.50%, 09/21/26(b) | | | | | | | 483 | | | | 462,350 | |
Mosaic Solar Loan Trust(b) | | | | | | | | | | | | |
Series 2022-2A, Class A, 4.38%, 01/21/53 | | | | | | | 85 | | | | 77,571 | |
Series 2022-3A, Class A, 6.10%, 06/20/53 | | | | | | | 90 | | | | 88,891 | |
Series 2023-1A, Class A, 5.32%, 06/20/53 | | | | | | | 212 | | | | 200,195 | |
Series 2023-4, Class A, 6.40%, 05/20/53 | | | | | | | 279 | | | | 278,938 | |
Navient Private Education Refi Loan Trust, Series 2021-DA, Class A, (Prime - 1.99%), 6.51%, 04/15/60(a)(b) | | | | | | | 322 | | | | 309,008 | |
Nelnet Student Loan Trust(b) | | | | | | | | | | | | |
Series 2021-DA, Class B, 2.90%, 04/20/62 | | | | | | | 450 | | | | 359,109 | |
Series 2021-DA, Class C, 3.50%, 04/20/62 | | | | | | | 100 | | | | 77,909 | |
OneMain Financial Issuance Trust(b) | | | | | | | | | | | | |
Series 2019-2A, Class A, 3.14%, 10/14/36 | | | | | | | 100 | | | | 90,500 | |
Series 2022-2A, Class A, 4.89%, 10/14/34 | | | | | | | 280 | | | | 274,100 | |
Series 2022-2A, Class B, 5.24%, 10/14/34 | | | | | | | 380 | | | | 367,130 | |
Series 2022-3A, Class A, 5.94%, 05/15/34 | | | | | | | 682 | | | | 677,500 | |
Series 2023-2A, Class D, 8.06%, 09/14/36 | | | | | | | 552 | | | | 549,557 | |
Oportun Issuance Trust(b) | | | | | | | | | | | | |
Series 2021-B, Class A, 1.47%, 05/08/31 | | | | | | | 190 | | | | 173,507 | |
Series 2021-C, Class B, 2.67%, 10/08/31 | | | | | | | 105 | | | | 94,347 | |
Regional Management Issuance Trust(b) | | | | | | | | | | | | |
Series 2020-1, Class A, 2.34%, 10/15/30 | | | | | | | 100 | | | | 97,436 | |
Series 2021-1, Class B, 2.42%, 03/17/31 | | | | | | | 256 | | | | 227,456 | |
Series 2021-A, Class A, 7.10%, 11/17/32 | | | | | | | 325 | | | | 324,745 | |
Series 2022-1, Class A, 3.07%, 03/15/32 | | | | | | | 389 | | | | 362,646 | |
Republic Finance Issuance Trust(b) | | | | | | | | | | | | |
Series 2021-A, Class A, 2.30%, 12/22/31 | | | | | | | 600 | | | | 553,044 | |
Series 2021-A, Class B, 2.80%, 12/22/31 | | | | | | | 136 | | | | 120,463 | |
Series 2021-A, Class C, 3.53%, 12/22/31 | | | | | | | 100 | | | | 86,415 | |
Series 2021-A, Class D, 5.23%, 12/22/31 | | | | | | | 800 | | | | 663,792 | |
Rockford Tower CLO Ltd., Series 2017-3A, Class A, (3-mo. CME Term SOFR + 1.45%), 6.78%, 10/20/30(a)(b) | | | | | | | 377 | | | | 375,506 | |
RR Ltd., Series 2018-3A, Class A1R2, (3-mo. CME Term SOFR + 1.35%), 6.66%, 01/15/30(a)(b) | | | | | | | 360 | | | | 359,013 | |
Service Experts Issuer LLC, Series 2021-1A, Class A, 2.67%, 02/02/32(b) | | | | | | | 242 | | | | 220,154 | |
Shackleton CLO Ltd., Series 2013-3A, Class AR, (3-mo. CME Term SOFR + 1.38%), 6.69%, 07/15/30(a)(b) | | | | | | | 303 | | | | 300,752 | |
Steele Creek CLO Ltd., Series 2017-1A, Class A, (3-mo. CME Term SOFR + 1.51%), 6.82%, 10/15/30(a)(b) | | | | | | | 375 | | | | 373,626 | |
| | |
SCHEDULE OF INVESTMENTS | | 2 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
Tiaa CLO III Ltd., Series 2017-2A, Class A, (3-mo. CME Term SOFR + 1.41%), 6.72%, 01/16/31(a)(b) | | | USD | | | | 362 | | | $ | 360,622 | |
TICP CLO XV Ltd., Series 2020-15A, Class A, (3-mo. CME Term SOFR + 1.54%), 6.87%, 04/20/33(a)(b) | | | | | | | 1,750 | | | | 1,747,189 | |
Voya CLO Ltd., Series 2017-4A, Class A1, (3-mo. CME Term SOFR + 1.39%), 6.70%, 10/15/30(a)(b) | | | | | | | 334 | | | | 333,041 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 19,306,760 | |
| | | | | | | | | | | | |
| | | |
Total Asset-Backed Securities — 5.7% (Cost: $42,412,029) | | | | | | | | | | | 41,650,971 | |
| | | | | | | | | | | | |
| | | |
| | | | | Shares | | | | |
| | | |
Common Stocks | | | | | | | | | | | | |
| | | |
China — 0.0% | | | | | | | | | | | | |
BYD Co. Ltd., Class H | | | | | | | 3,000 | | | | 92,430 | |
| | | | | | | | | | | | |
| | | |
Italy — 0.0% | | | | | | | | | | | | |
UniCredit SpA | | | | | | | 3,002 | | | | 71,527 | |
| | | | | | | | | | | | |
| | | |
Japan — 0.1% | | | | | | | | | |
Mitsubishi UFJ Financial Group, Inc. | | | | | | | 26,860 | | | | 227,616 | |
Mizuho Financial Group, Inc. | | | | | | | 9,960 | | | | 169,100 | |
Sumitomo Mitsui Financial Group, Inc. | | | | | | | 4,640 | | | | 227,945 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 624,661 | |
| | | |
Netherlands — 0.0% | | | | | | | | | |
Shell PLC | | | | | | | 3,881 | | | | 124,941 | |
Shell PLC, ADR | | | | | | | 211 | | | | 13,584 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 138,525 | |
| | | |
United Kingdom — 0.1% | | | | | | | | | |
Barclays PLC | | | | | | | 67,675 | | | | 130,438 | |
Genius Sports Ltd.(e) | | | | | | | 21,560 | | | | 114,915 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 245,353 | |
| | | |
United States — 0.6% | | | | | | | | | |
Activision Blizzard, Inc. | | | | | | | 1,256 | | | | 117,599 | |
Advanced Micro Devices, Inc., Series E(e) | | | | | | | 786 | | | | 80,817 | |
Alphabet, Inc., Class C(e) | | | | | | | 1,620 | | | | 213,597 | |
Boyd Gaming Corp. | | | | | | | 151 | | | | 9,185 | |
Chesapeake Energy Corp. | | | | | | | 631 | | | | 54,411 | |
Constellation Brands, Inc., Class A | | | | | | | 679 | | | | 170,653 | |
Element Solutions, Inc. | | | | | | | 6,664 | | | | 130,681 | |
Eli Lilly & Co. | | | | | | | 532 | | | | 285,753 | |
Ford Motor Co. | | | | | | | 14,391 | | | | 178,736 | |
Freeport-McMoRan, Inc. | | | | | | | 298 | | | | 11,113 | |
General Dynamics Corp. | | | | | | | 662 | | | | 146,282 | |
General Motors Co. | | | | | | | 4,657 | | | | 153,541 | |
Halliburton Co. | | | | | | | 2,014 | | | | 81,567 | |
KLA Corp. | | | | | | | 276 | | | | 126,590 | |
Las Vegas Sands Corp. | | | | | | | 2,454 | | | | 112,491 | |
Lennar Corp., Class A | | | | | | | 253 | | | | 28,394 | |
Lockheed Martin Corp. | | | | | | | 124 | | | | 50,711 | |
M/I Homes, Inc.(e) | | | | | | | 1,065 | | | | 89,503 | |
Marathon Petroleum Corp. | | | | | | | 1,806 | | | | 273,320 | |
McDonald’s Corp. | | | | | | | 281 | | | | 74,027 | |
Meritage Homes Corp. | | | | | | | 520 | | | | 63,643 | |
Mr. Cooper Group, Inc.(e) | | | | | | | 2,113 | | | | 113,172 | |
Northrop Grumman Corp. | | | | | | | 346 | | | | 152,306 | |
NVIDIA Corp. | | | | | | | 213 | | | | 92,653 | |
Phillips 66 | | | | | | | 1,269 | | | | 152,470 | |
Proof Acquisition Corp.(f) | | | | | | | 4,080 | | | | 15,626 | |
| | | | | | | | | | | | |
Security | | | | | Shares | | | Value | |
| | | |
United States (continued) | | | | | | | | | | | | |
Rockwell Automation, Inc. | | | | | | | 646 | | | $ | 184,672 | |
RXO, Inc.(e) | | | | | | | 372 | | | | 7,340 | |
Sarcos Technology & Robotics Corp. | | | | | | | 305 | | | | 261 | |
Schlumberger NV | | | | | | | 1,516 | | | | 88,383 | |
Space Exploration Technologies Corp.(f)(g) | | | | | | | 2,186 | | | | 177,066 | |
Tesla, Inc.(e) | | | | | | | 483 | | | | 120,856 | |
Transocean Ltd.(e) | | | | | | | 44,647 | | | | 366,552 | |
U.S. Steel Corp. | | | | | | | 5,984 | | | | 194,360 | |
Uber Technologies, Inc.(e) | | | | | | | 2,960 | | | | 136,131 | |
Valero Energy Corp. | | | | | | | 856 | | | | 121,304 | |
Verge Genomics, Inc., Series C, (Acquired 09/06/23, Cost: $26,514)(f)(g) | | | | | | | 3,687 | | | | 26,514 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 4,402,280 | |
| | | | | | | | | | | | |
| | | |
Total Common Stocks — 0.8% (Cost: $5,255,963) | | | | | | | | | | | 5,574,776 | |
| | | | | | | | | | | | |
| | | |
| | | | | Par (000) | | | | |
| | | |
Corporate Bonds | | | | | | | | | | | | |
| | | |
Argentina — 0.1% | | | | | | | | | | | | |
Generacion Mediterranea SA/Central Termica Roca SA, 9.88%, 12/01/27(b) | | | USD | | | | 216 | | | | 186,823 | |
YPF SA 6.95%, 07/21/27(c) | | | | | | | 82 | | | | 65,385 | |
8.50%, 06/27/29(c) | | | | | | | 30 | | | | 23,978 | |
7.00%, 09/30/33(c)(h) | | | | | | | 104 | | | | 78,416 | |
7.00%, 12/15/47(b) | | | | | | | 74 | | | | 46,990 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 401,592 | |
| | | |
Australia — 0.2% | | | | | | | | | |
FMG Resources August 2006 Pty. Ltd., 4.38%, 04/01/31(b) | | | | | | | 127 | | | | 104,494 | |
FMG Resources August Pty. Ltd., 6.13%, 04/15/32(b) | | | | | | | 268 | | | | 243,713 | |
Mineral Resources Ltd., 9.25%, 10/01/28(b) | | | | | | | 95 | | | | 95,950 | |
Oceana Australian Fixed Income Trust, A Note Upsize(f) 12.00%, 08/31/25 | | | AUD | | | | 166 | | | | 106,602 | |
12.50%, 08/31/26 | | | | | | | 248 | | | | 159,149 | |
12.50%, 08/31/27 | | | | | | | 414 | | | | 265,516 | |
Origin Energy Finance Ltd., 1.00%, 09/17/29(c) | | | EUR | | | | 854 | | | | 820,042 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,795,466 | |
| | | |
Austria — 0.0% | | | | | | | | | |
Suzano Austria GmbH, 5.00%, 01/15/30 | | | USD | | | | 200 | | | | 181,468 | |
| | | | | | | | | | | | |
| | | |
Belgium(c) — 0.2% | | | | | | | | | |
Anheuser-Busch InBev SA, 4.00%, 09/24/25 | | | GBP | | | | 100 | | | | 118,990 | |
FLUVIUS System Operator CVBA, 3.88%, 03/18/31 | | | EUR | | | | 700 | | | | 723,064 | |
KBC Group NV 1.13%, 01/25/24 | | | | | | | 400 | | | | 419,022 | |
(1-year UK Government Bond + 0.92%), 1.25%, 09/21/27(a) | | | GBP | | | | 100 | | | | 106,075 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,367,151 | |
| | | |
Bermuda — 0.0% | | | | | | | | | |
Digicel Group Holdings Ltd., (8.00% Cash or 3.00% PIK), 8.00%, 04/01/25(b)(e)(i)(j) | | | USD | | | | 144 | | | | 24,457 | |
| | | | | | | | | | | | |
| | | |
Canada — 0.3% | | | | | | | | | |
Bausch & Lomb Escrow Corp., 8.38%, 10/01/28(b) | | | | | | | 17 | | | | 17,050 | |
Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC, 5.00%, 06/15/29(b) | | | | | | | 65 | | | | 53,500 | |
Garda World Security Corp., 7.75%, 02/15/28(b) | | | | | | | 31 | | | | 30,392 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Canada (continued) | | | | | | | | | |
HR Ottawa LP, 11.00%, 03/31/31(b) | | | USD | | | | 1,942 | | | $ | 1,911,366 | |
Toronto-Dominion Bank, 2.88%, 04/05/27(c) | | | GBP | | | | 100 | | | | 110,739 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,123,047 | |
| | | |
Cayman Islands — 0.2% | | | | | | | | | |
ABRA Global Finance, (6.00% Cash & 5.50% PIK), 11.50%, 03/02/28(b)(j) | | | USD | | | | 287 | | | | 229,412 | |
Gaci First Investment Co.(c) 5.00%, 10/13/27 | | | | | | | 277 | | | | 269,923 | |
4.75%, 02/14/30 | | | | | | | 270 | | | | 256,829 | |
Melco Resorts Finance Ltd., 5.38%, 12/04/29(c) | | | | | | | 200 | | | | 164,342 | |
Shelf Drilling North Sea Holdings Ltd., 10.25%, 10/31/25(b) | | | | | | | 177 | | | | 177,451 | |
Transocean Titan Financing Ltd., 8.38%, 02/01/28(b) | | | | | | | 55 | | | | 55,963 | |
Transocean, Inc., 8.75%, 02/15/30(b) | | | | | | | 55 | | | | 56,340 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,210,260 | |
| | | |
Chile — 0.1% | | | | | | | | | |
Empresa Nacional del Petroleo, 3.75%, 08/05/26(c) | | | | | | | 200 | | | | 185,410 | |
Kenbourne Invest SA, 6.88%, 11/26/24(b) | | | | | | | 225 | | | | 187,425 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 372,835 | |
| | | |
China — 0.0% | | | | | | | | | |
Fantasia Holdings Group Co. Ltd., 11.88%, 06/01/23(c)(e)(i) | | | | | | | 200 | | | | 8,000 | |
| | | | | | | | | | | | |
| | | |
Colombia — 0.1% | | | | | | | | | |
Ecopetrol SA | | | | | | | | | | | | |
4.13%, 01/16/25 | | | | | | | 65 | | | | 62,609 | |
6.88%, 04/29/30 | | | | | | | 444 | | | | 403,596 | |
8.88%, 01/13/33 | | | | | | | 218 | | | | 212,381 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 678,586 | |
| | | |
Denmark(c) — 0.3% | | | | | | | | | |
Carlsberg Breweries A/S, 4.25%, 10/05/33(d) | | | EUR | | | | 370 | | | | 386,782 | |
Danske Bank A/S, (1-year EUR Swap + 1.25%), 4.13%, 01/10/31(a) | | | | | | | 1,978 | | | | 2,055,418 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 2,442,200 | |
| | | |
Finland — 0.0% | | | | | | | | | |
Ahlstrom-Munksjo Holding 3 Oy, 3.63%, 02/04/28(c) | | | | | | | 100 | | | | 88,624 | |
| | | | | | | | | | | | |
| | | |
France — 2.3% | | | | | | | | | |
Accor SA, 2.38%, 11/29/28(c) | | | | | | | 1,600 | | | | 1,509,753 | |
Air France-KLM, 7.25%, 05/31/26(c) | | | | | | | 100 | | | | 108,104 | |
Altice France SA, 2.13%, 02/15/25(c) | | | | | | | 100 | | | | 99,381 | |
Banque Federative du Credit Mutuel SA(c) 0.75%, 06/08/26 | | | | | | | 200 | | | | 193,588 | |
4.13%, 09/18/30 | | | | | | | 600 | | | | 626,574 | |
3.75%, 02/01/33 | | | | | | | 1,500 | | | | 1,509,087 | |
4.13%, 06/14/33 | | | | | | | 300 | | | | 308,834 | |
BNP Paribas SA 3.38%, 01/23/26(c) | | | GBP | | | | 100 | | | | 114,824 | |
1.88%, 12/14/27(c) | | | | | | | 100 | | | | 103,100 | |
(3-mo. CME Term SOFR + 2.50%), 4.71%, 01/10/25(a)(b) | | | USD | | | | 948 | | | | 943,288 | |
(3-mo. EURIBOR + 0.73%), 0.50%, 02/19/28(a)(c) | | | EUR | | | | 2,000 | | | | 1,843,383 | |
(3-mo. EURIBOR + 1.37%), 4.25%, 04/13/31(a)(c) | | | | | | | 1,200 | | | | 1,233,659 | |
BPCE SA, 3.50%, 01/25/28(c) | | | | | | | 1,700 | | | | 1,747,342 | |
Credit Agricole Assurances SA, (5-year EURIBOR ICE Swap + 2.65%), 2.63%, 01/29/48(a)(c) | | | | | | | 100 | | | | 92,533 | |
Credit Agricole SA(c) 1.25%, 04/14/26 | | | | | | | 200 | | | | 197,666 | |
0.38%, 04/20/28 | | | | | | | 1,800 | | | | 1,596,511 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
France (continued) | | | | | | | | | |
Crown European Holdings SA, 3.38%, 05/15/25(c) | | | EUR | | | | 100 | | | $ | 103,089 | |
Electricite de France SA(c) 4.25%, 01/25/32 | | | | | | | 400 | | | | 410,158 | |
4.63%, 01/25/43 | | | | | | | 200 | | | | 193,350 | |
Engie SA(c) 3.88%, 01/06/31 | | | | | | | 500 | | | | 517,626 | |
4.50%, 09/06/42 | | | | | | | 400 | | | | 407,802 | |
Forvia SE, 3.75%, 06/15/28(c) | | | | | | | 100 | | | | 94,842 | |
Goldstory SASU, 5.38%, 03/01/26(c) | | | | | | | 100 | | | | 102,514 | |
iliad SA, 5.63%, 02/15/30(c) | | | | | | | 100 | | | | 100,703 | |
Loxam SAS, 3.75%, 07/15/26(c) | | | | | | | 100 | | | | 98,806 | |
Picard Groupe SAS, 3.88%, 07/01/26(c) | | | | | | | 100 | | | | 97,806 | |
RCI Banque SA, (5-year EUR Swap + 2.85%), 2.63%, 02/18/30(a)(c) | | | | | | | 200 | | | | 198,226 | |
RTE Reseau de Transport d’Electricite SADIR, 3.75%, 07/04/35(c) | | | | | | | 300 | | | | 305,126 | |
Sabena Technics Sas, (Acquired 10/28/22, Cost: $335,566), 8.60%, 09/30/29(a)(f)(g) | | | | | | | 342 | | | | 361,579 | |
Societe Generale SA(c) 1.88%, 10/03/24 | | | GBP | | | | 100 | | | | 116,977 | |
(3-mo. EURIBOR + 1.50%), 4.75%, 09/28/29(a) | | | EUR | | | | 1,300 | | | | 1,362,399 | |
TotalEnergies Capital International SA, 1.66%, 07/22/26(c) | | | GBP | | | | 100 | | | | 111,170 | |
Worldline SA, 0.00%, 07/30/25(c)(k)(l) | | | EUR | | | | 24 | | | | 27,763 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 16,837,563 | |
| | | |
Germany — 1.6% | | | | | | | | | |
Bayer AG(c) | | | | | | | | | | | | |
4.00%, 08/26/26 | | | | | | | 890 | | | | 943,060 | |
1.38%, 07/06/32 | | | | | | | 400 | | | | 328,044 | |
4.63%, 05/26/33 | | | | | | | 965 | | | | 1,009,432 | |
(5-year EUR Swap + 3.75%), 4.50%, 03/25/82(a) | | | | | | | 100 | | | | 98,846 | |
Commerzbank AG(a)(c) | | | | | | | | | | | | |
(3-mo. EURIBOR + 1.95%), 5.25%, 03/25/29 | | | | | | | 300 | | | | 316,487 | |
(5-year EUR Swap + 6.36%), 6.13%(m) | | | | | | | 200 | | | | 190,041 | |
Deutsche Bank AG(c) | | | | | | | | | | | | |
1.75%, 01/17/28 | | | | | | | 400 | | | | 368,904 | |
(3-mo. EURIBOR + 1.93%), 3.25%, 05/24/28(a) | | | | | | | 900 | | | | 884,918 | |
(3-mo. EURIBOR + 2.50%), 5.38%, 01/11/29(a) | | | | | | | 1,100 | | | | 1,158,916 | |
(5-year EURIBOR ICE Swap + 3.30%), 4.00%, 06/24/32(a) | | | | | | | 100 | | | | 94,234 | |
Eurogrid GmbH, 3.72%, 04/27/30(c) | | | | | | | 600 | | | | 614,472 | |
Fraport AG Frankfurt Airport Services Worldwide, 1.88%, 03/31/28(c) | | | | | | | 28 | | | | 26,546 | |
Gruenenthal GmbH, 3.63%, 11/15/26(c) | | | | | | | 100 | | | | 100,291 | |
Heidelberg Materials AG, 3.75%, 05/31/32(c) | | | | | | | 1,077 | | | | 1,048,552 | |
HT Troplast GmbH, 9.38%, 07/15/28(c) | | | | | | | 100 | | | | 106,402 | |
Lanxess AG, 10.25%, 03/31/31(a)(f) | | | | | | | 300 | | | | 310,832 | |
LEG Immobilien SE, 0.88%, 11/28/27(c) | | | | | | | 200 | | | | 181,650 | |
Renk AG/Frankfurt am Main, 5.75%, 07/15/25(c) | | | | | | | 100 | | | | 104,922 | |
Robert Bosch GmbH, 4.38%, 06/02/43(c) | | | | | | | 400 | | | | 400,248 | |
RWE AG, 2.50%, 08/24/25(c) | | | | | | | 35 | | | | 36,075 | |
Sartorius Finance BV(c) 4.50%, 09/14/32 | | | | | | | 200 | | | | 208,253 | |
4.88%, 09/14/35 | | | | | | | 300 | | | | 312,749 | |
Schaeffler AG, 1.88%, 03/26/24(c) | | | | | | | 10 | | | | 10,424 | |
Techem Verwaltungsgesellschaft 675 mbH, 2.00%, 07/15/25(c) | | | | | | | 100 | | | | 101,978 | |
Volkswagen Bank GmbH(c) 4.25%, 01/07/26 | | | | | | | 1,300 | | | | 1,364,056 | |
| | |
SCHEDULE OF INVESTMENTS | | 4 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Germany (continued) | | | | | | | | | |
Volkswagen Bank GmbH(c) (continued) 4.63%, 05/03/31 | | | EUR | | | | 400 | | | $ | 412,412 | |
Volkswagen Financial Services NV, 6.50%, 09/18/27(c) | | | GBP | | | | 700 | | | | 857,300 | |
ZF Finance GmbH, 5.75%, 08/03/26(c) | | | EUR | | | | 100 | | | | 105,428 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 11,695,472 | |
| | | |
India — 0.0% | | | | | | | | | |
ReNew Power Pvt Ltd., 5.88%, 03/05/27(c) | | | USD | | | | 200 | | | | 184,036 | |
| | | | | | | | | | | | |
| | | |
Indonesia — 0.0% | | | | | | | | | |
Freeport Indonesia PT, 4.76%, 04/14/27(c) | | | | | | | 200 | | | | 189,730 | |
| | | | | | | | | | | | |
| | | |
Ireland(c) — 0.4% | | | | | | | | | |
CRH SMW Finance DAC 4.00%, 07/11/31 | | | EUR | | | | 200 | | | | 205,978 | |
4.25%, 07/11/35 | | | | | | | 300 | | | | 305,221 | |
Glencore Capital Finance DAC, 0.75%, 03/01/29 | | | | | | | 2,636 | | | | 2,268,245 | |
Linde PLC, 1.38%, 03/31/31 | | | | | | | 200 | | | | 178,232 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 2,957,676 | |
| | | |
Israel(b)(c) — 0.0% | | | | | | | | | |
Energean Israel Finance Ltd., 8.50%, 09/30/33 | | | USD | | | | 58 | | | | 57,928 | |
Leviathan Bond Ltd., 6.75%, 06/30/30 | | | | | | | 18 | | | | 16,552 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 74,480 | |
| | | |
Italy — 0.5% | | | | | | | | | |
ASTM SpA, 1.50%, 01/25/30(c) | | | EUR | | | | 800 | | | | 684,856 | |
Azzurra Aeroporti SpA(c) 2.13%, 05/30/24 | | | | | | | 100 | | | | 103,287 | |
2.63%, 05/30/27 | | | | | | | 100 | | | | 94,910 | |
Banco BPM SpA(a)(c) | | | | | | | | | | | | |
(3-mo. EURIBOR + 2.80%), 6.00%, 06/14/28 | | | | | | | 150 | | | | 158,005 | |
(5-year EUR Swap + 3.80%), 3.25%, 01/14/31 | | | | | | | 100 | | | | 97,135 | |
Castor SpA, (3-mo. EURIBOR + 5.25%), 9.10%, 02/15/29(a)(c) | | | | | | | 100 | | | | 100,186 | |
Enel Finance International NV, 0.00%, 06/17/24(c) | | | | | | | 200 | | | | 205,335 | |
Engineering - Ingegneria Informatica - SpA, 11.13%, 05/15/28(c) | | | | | | | 100 | | | | 105,646 | |
Eni SpA(c) 4.25%, 05/19/33 | | | | | | | 360 | | | | 369,728 | |
1.00%, 10/11/34 | | | | | | | 925 | | | | 689,032 | |
Infrastrutture Wireless Italiane SpA, 1.63%, 10/21/28(c) | | | | | | | 100 | | | | 92,390 | |
Intesa Sanpaolo SpA(c) 0.75%, 12/04/24 | | | | | | | 100 | | | | 101,489 | |
5.15%, 06/10/30 | | | GBP | | | | 100 | | | | 102,060 | |
Lottomatica SpA, (3-mo. EURIBOR + 4.13%), 7.93%, 06/01/28(a)(c) | | | EUR | | | | 100 | | | | 106,544 | |
Nexi SpA, 0.00%, 02/24/28(c)(k)(l) | | | | | | | 100 | | | | 80,349 | |
Rekeep SpA, 7.25%, 02/01/26(c) | | | | | | | 100 | | | | 95,613 | |
Telecom Italia SpA, 1.63%, 01/18/29(c) | | | | | | | 146 | | | | 120,588 | |
Telecom Italia SpA/Milano, 6.88%, 02/15/28(c) | | | | | | | 100 | | | | 106,269 | |
UniCredit SpA(a) | | | | | | | | | | | | |
(3-mo. EURIBOR + 1.60%), 4.45%, 02/16/29(c) | | | | | | | 150 | | | | 152,908 | |
(5-year USD ICE Swap + 4.91%), 7.30%, 04/02/34(b). | | | USD | | | | 200 | | | | 188,406 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 3,754,736 | |
| | | |
Japan — 0.4% | | | | | | | | | |
East Japan Railway Co., 4.39%, 09/05/43(c) | | | EUR | | | | 500 | | | | 508,971 | |
Nissan Motor Co. Ltd., 3.20%, 09/17/28(c) | | | | | | | 1,372 | | | | 1,309,983 | |
Nomura Holdings, Inc., 5.10%, 07/03/25 | | | USD | | | | 200 | | | | 196,184 | |
Rakuten Group, Inc., 3.55%, 11/27/24(c) | | | | | | | 500 | | | | 462,504 | |
SoftBank Group Corp.(c) 2.13%, 07/06/24 | | | EUR | | | | 200 | | | | 204,842 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Japan (continued) | | | | | | | | | |
SoftBank Group Corp.(c) (continued) 3.88%, 07/06/32 | | | EUR | | | | 100 | | | $ | 80,606 | |
Takeda Pharmaceutical Co. Ltd., 2.05%, 03/31/30 | | | USD | | | | 200 | | | | 160,827 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 2,923,917 | |
| | | |
Jersey(c) — 0.0% | | | | | | | | | |
CPUK Finance Ltd., 4.50%, 08/28/27 | | | GBP | | | | 100 | | | | 105,234 | |
Galaxy Bidco Ltd., 6.50%, 07/31/26 | | | | | | | 100 | | | | 112,859 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 218,093 | |
| | | |
Luxembourg — 0.2% | | | | | | | | | |
Cidron Aida Finco SARL, 6.25%, 04/01/28(c) | | | | | | | 100 | | | | 107,419 | |
Cirsa Finance International SARL, 4.75%, 05/22/25(c) | | | EUR | | | | 100 | | | | 104,526 | |
CSN Resources SA, 5.88%, 04/08/32(b) | | | USD | | | | 200 | | | | 161,200 | |
Cullinan Holdco Scsp, (3-mo. EURIBOR + 4.75%), 8.41%, 10/15/26(a)(c) | | | EUR | | | | 100 | | | | 85,369 | |
Dana Financing Luxembourg SARL, 8.50%, 07/15/31(c) | | | | | | | 100 | | | | 106,938 | |
EIG Pearl Holdings SARL, 4.39%, 11/30/46(b) | | | USD | | | | 213 | | | | 154,210 | |
Garfunkelux Holdco 3 SA, 6.75%, 11/01/25(c) | | | EUR | | | | 100 | | | | 81,012 | |
MC Brazil Downstream Trading SARL, 7.25%, 06/30/31(b) | | | USD | | | | 310 | | | | 235,959 | |
Stena International SA, 7.25%, 02/15/28(c) | | | EUR | | | | 100 | | | | 108,563 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,145,196 | |
| | | |
Malaysia — 0.0% | | | | | | | | | |
TNB Global Ventures Capital Bhd, 4.85%, 11/01/28(c) | | | USD | | | | 200 | | | | 193,232 | |
| | | | | | | | | | | | |
| | | |
Mexico — 0.2% | | | | | | | | | |
Grupo Posadas SAB de CV, 5.00%, 12/30/27(c)(h) | | | | | | | 206 | | | | 173,410 | |
Petroleos Mexicanos 4.88%, 01/18/24 | | | | | | | 175 | | | | 173,542 | |
6.88%, 08/04/26 | | | | | | | 992 | | | | 908,613 | |
8.75%, 06/02/29 | | | | | | | 355 | | | | 313,142 | |
Series 13-2, 7.19%, 09/12/24 | | | MXN | | | | 4,344 | | | | 235,027 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,803,734 | |
| | | |
MultiNational — 0.1% | | | | | | | | | |
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL, 3.63%, 06/01/28(c) | | | EUR | | | | 100 | | | | 86,959 | |
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 2.00%, 09/01/28(c) | | | | | | | 100 | | | | 87,487 | |
Digicel International Finance Ltd./Digicel International Holdings Ltd.(b) 8.75%, 05/25/24 | | | USD | | | | 93 | | | | 82,355 | |
8.00%, 12/31/26(e)(i) | | | | | | | 37 | | | | 2,230 | |
(6.00% Cash + 7.00% PIK), 13.00%, 12/31/25(e)(i)(j) | | | | | | | 56 | | | | 38,988 | |
NXP BV/NXP Funding LLC/NXP USA, Inc., 4.30%, 06/18/29 | | | | | | | 476 | | | | 435,388 | |
Promigas SA ESP/Gases del Pacifico SAC, 3.75%, 10/16/29(c) | | | | | | | 200 | | | | 164,500 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 897,907 | |
| | | |
Netherlands — 1.6% | | | | | | | | | |
ABN AMRO Bank NV, 0.88%, 01/15/24(c) | | | EUR | | | | 100 | | | | 104,742 | |
Ashland Services BV, 2.00%, 01/30/28(c) | | | | | | | 100 | | | | 89,432 | |
Cooperatieve Rabobank UA, (1-year UK Government Bond + 1.05%), 1.88%, 07/12/28(a)(c) | | | GBP | | | | 100 | | | | 105,788 | |
Embraer Netherlands Finance BV, 7.00%, 07/28/30(b) | | | USD | | | | 200 | | | | 197,815 | |
EnBW International Finance BV, 3.63%, 11/22/26(c) | | | EUR | | | | 34 | | | | 35,610 | |
GTCR W-2 Merger Sub LLC/GTCR W Dutch Finance Sub BV, 8.50%, 01/15/31(b)(d) | | | GBP | | | | 100 | | | | 124,267 | |
IMCD NV(c) 2.13%, 03/31/27 | | | EUR | | | | 613 | | | | 591,100 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Netherlands (continued) | | | | | | | | | |
IMCD NV(c) (continued) 4.88%, 09/18/28 | | | EUR | | | | 490 | | | $ | 512,737 | |
ING Groep NV(c) 3.00%, 02/18/26 | | | GBP | | | | 100 | | | | 114,076 | |
(3-mo. EURIBOR + 0.60%), 0.10%, 09/03/25(a) | | | EUR | | | | 200 | | | | 203,442 | |
(3-mo. EURIBOR + 1.60%), 4.50%, 05/23/29(a) | | | | | | | 1,900 | | | | 1,988,543 | |
OCI NV, 3.63%, 10/15/25(c) | | | | | | | 90 | | | | 92,699 | |
Q-Park Holding I BV, (3-mo. EURIBOR + 2.00%), 5.80%, 03/01/26(a)(c) | | | | | | | 100 | | | | 104,668 | |
REWE International Finance BV, 4.88%, 09/13/30(c) | | | | | | | 500 | | | | 529,437 | |
Shell International Finance BV, 2.75%, 04/06/30 | | | USD | | | | 429 | | | | 368,966 | |
Summer BidCo BV, (9.00% Cash or 9.75% PIK), 9.00%, 11/15/25(c)(j) | | | EUR | | | | 118 | | | | 120,524 | |
Telefonica Europe BV, (6-year EUR Swap + 4.11%), 4.38%(a)(c)(m) | | | | | | | 100 | | | | 103,406 | |
Teva Pharmaceutical Finance Netherlands II BV, 7.38%, 09/15/29 | | | | | | | 100 | | | | 107,465 | |
Viterra Finance BV, 0.38%, 09/24/25(c) | | | | | | | 1,345 | | | | 1,312,536 | |
Volkswagen Financial Services NV(c) 1.63%, 02/10/24 | | | GBP | | | | 200 | | | | 240,001 | |
1.88%, 12/03/24 | | | | | | | 100 | | | | 115,915 | |
4.25%, 10/09/25 | | | | | | | 100 | | | | 117,446 | |
Volkswagen International Finance NV(c) 1.25%, 09/23/32 | | | EUR | | | | 900 | | | | 709,021 | |
3.30%, 03/22/33 | | | | | | | 300 | | | | 281,315 | |
Wintershall Dea Finance BV(c) 0.84%, 09/25/25 | | | | | | | 200 | | | | 196,538 | |
1.33%, 09/25/28 | | | | | | | 3,600 | | | | 3,232,074 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 11,699,563 | |
| | | |
New Zealand — 0.1% | | | | | | | | | |
Chorus Ltd., 3.63%, 09/07/29 | | | | | | | 524 | | | | 533,281 | |
| | | | | | | | | | | | |
| | | |
Norway — 0.1% | | | | | | | | | |
Equinor ASA, 1.38%, 05/22/32(c) | | | | | | | 1,100 | | | | 944,901 | |
| | | | | | | | | | | | |
| | | |
Panama — 0.0% | | | | | | | | | |
Carnival Corp., 7.63%, 03/01/26(c) | | | | | | | 100 | | | | 103,773 | |
| | | | | | | | | | | | |
| | | |
Portugal(c) — 0.1% | | | | | | | | | |
EDP - Energias de Portugal SA, (5-year EUR Swap + 1.84%), 1.70%, 07/20/80(a) | | | | | | | 100 | | | | 97,399 | |
EDP Servicios Financieros Espana SA, 4.38%, 04/04/32(d) | | | | | | | 600 | | | | 631,390 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 728,789 | |
| | | |
Singapore — 0.1% | | | | | | | | | |
Continuum Energy Levanter Pte. Ltd., 4.50%, 02/09/27(b) | | | USD | | | | 193 | | | | 180,830 | |
LLPL Capital Pte. Ltd., 6.88%, 02/04/39(c) | | | | | | | 161 | | | | 142,877 | |
Pfizer Investment Enterprises Pte Ltd., 5.30%, 05/19/53 | | | | | | | 245 | | | | 227,642 | |
United Overseas Bank Ltd., (5-year USD Swap + 1.79%), 3.88%(a)(c)(m) | | | | | | | 200 | | | | 199,540 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 750,889 | |
| | | |
South Korea — 0.1% | | | | | | | | | |
Shinhan Financial Group Co. Ltd., (5-year CMT + 2.06%), 2.88%(a)(c)(m) | | | | | | | 414 | | | | 366,324 | |
| | | | | | | | | | | | |
| | | |
Spain(c) — 0.2% | | | | | | | | | |
Amadeus IT Group SA, 2.88%, 05/20/27 | | | EUR | | | | 100 | | | | 101,865 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Spain (continued) | | | | | | | | | |
Banco de Sabadell SA, (5-year EUR Swap + 2.20%), 2.00%, 01/17/30(a) | | | EUR | | | | 100 | | | $ | 97,796 | |
Banco Santander SA, (1-year UK Government Bond + 1.80%), 3.13%, 10/06/26(a) | | | GBP | | | | 200 | | | | 227,820 | |
Cellnex Finance Co. SA 1.00%, 09/15/27 | | | EUR | | | | 100 | | | | 91,557 | |
2.00%, 02/15/33 | | | | | | | 100 | | | | 81,431 | |
Cellnex Telecom SA 1.00%, 04/20/27 | | | | | | | 100 | | | | 93,422 | |
Series CLNX, 0.75%, 11/20/31(k) | | | | | | | 100 | | | | 81,086 | |
Cirsa Finance International SARL, (3-mo. EURIBOR + 4.50%), 8.19%, 07/31/28(a) | | | | | | | 100 | | | | 105,780 | |
Food Service Project SA, 5.50%, 01/21/27 | | | | | | | 100 | | | | 100,597 | |
International Consolidated Airlines Group SA, 3.75%, 03/25/29 | | | | | | | 100 | | | | 91,461 | |
Lorca Telecom Bondco SA, 4.00%, 09/18/27 | | | | | | | 100 | | | | 98,116 | |
Telefonica Emisiones SA, 5.38%, 02/02/26 | | | GBP | | | | 200 | | | | 242,027 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,412,958 | |
| | | |
Sweden — 0.0% | | | | | | | | | |
Swedbank AB, (1-year UK Government Bond + 1.00%), 1.38%, 12/08/27(a)(c) | | | | | | | 100 | | | | 105,324 | |
| | | | | | | | | | | | |
| | | |
Switzerland — 0.5% | | | | | | | | | |
Credit Suisse AG/London, 0.25%, 09/01/28(c) | | | EUR | | | | 425 | | | | 368,799 | |
Transocean Aquila Ltd., 8.00%, 09/30/28(b)(d) | | | USD | | | | 30 | | | | 30,000 | |
UBS Group AG 3.75%, 03/26/25 | | | | | | | 462 | | | | 444,356 | |
(1-day SOFR + 1.73%), 3.09%, 05/14/32(a)(b) | | | | | | | 250 | | | | 197,462 | |
(1-day SOFR + 3.73%), 4.19%, 04/01/31(a)(b) | | | | | | | 250 | | | | 218,311 | |
(1-day SOFR + 3.92%), 6.54%, 08/12/33(a)(b) | | | | | | | 250 | | | | 247,078 | |
(1-day SOFR + 5.02%), 9.02%, 11/15/33(a)(b) | | | | | | | 250 | | | | 288,704 | |
(1-year CMT + 1.80%), 6.25%, 09/22/29(a)(b) | | | | | | | 1,663 | | | | 1,645,553 | |
(1-year EUR Swap + 0.77%), 0.65%, 01/14/28(a)(c) | | | EUR | | | | 300 | | | | 276,443 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 3,716,706 | |
| | | |
Thailand(c) — 0.1% | | | | | | | | | |
Bangkok Bank PCL 5.50%, 09/21/33 | | | USD | | | | 250 | | | | 241,223 | |
(5-year CMT + 1.90%), 3.73%, 09/25/34(a) | | | | | | | 200 | | | | 166,434 | |
(5-year CMT + 4.73%), 5.00%(a)(m) | | | | | | | 200 | | | | 187,646 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 595,303 | |
| | | |
United Arab Emirates — 0.2% | | | | | | | | | |
Aldar Investment Properties Sukuk Ltd., 4.88%, 05/24/33(c) | | | | | | | 200 | | | | 190,100 | |
First Abu Dhabi Bank PJSC, (5-year CMT + 1.70%), 6.32%, 04/04/34(a)(c) | | | | | | | 600 | | | | 599,250 | |
Shelf Drilling Holdings, 9.63%, 04/15/29(b)(d) | | | | | | | 467 | | | | 461,746 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,251,096 | |
| | | |
United Kingdom — 3.4% | | | | | | | | | |
Anglo American Capital PLC 4.75%, 09/21/32(c) | | | EUR | | | | 983 | | | | 1,011,881 | |
Series 2020, 4.00%, 09/11/27(b) | | | USD | | | | 772 | | | | 720,789 | |
Avianca Midco 2 PLC, 9.00%, 12/01/28(b) | | | | | | | 205 | | | | 174,144 | |
Barclays PLC 3.00%, 05/08/26(c) | | | GBP | | | | 100 | | | | 112,363 | |
3.25%, 02/12/27(c) | | | | | | | 100 | | | | 110,137 | |
(1-day SOFR + 2.98%), 6.22%, 05/09/34(a) | | | USD | | | | 282 | | | | 267,136 | |
(1-year EUR Swap + 1.00%), 1.11%, 05/12/32(a)(c) | | | EUR | | | | 1,171 | | | | 926,524 | |
(1-year EUR Swap + 1.26%), 0.58%, 08/09/29(a)(c) | | | | | | | 1,600 | | | | 1,372,030 | |
| | |
SCHEDULE OF INVESTMENTS | | 6 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United Kingdom (continued) | | | | | | | | | | | | |
Barclays PLC (continued) | | | | | | | | | | | | |
(1-year EUR Swap + 1.75%), 4.92%, 08/08/30(a)(c) | | | EUR | | | | 1,300 | | | $ | 1,353,957 | |
(1-year EUR Swap + 2.55%), 5.26%, 01/29/34(a)(c) | | | | | | | 400 | | | | 416,281 | |
Bellis Acquisition Co. PLC, 4.50%, 02/16/26(c) | | | GBP | | | | 200 | | | | 216,243 | |
BG Energy Capital PLC(c) 5.13%, 12/01/25 | | | | | | | 200 | | | | 242,391 | |
2.25%, 11/21/29 | | | EUR | | | | 1,300 | | | | 1,232,057 | |
BP Capital Markets BV, 4.32%, 05/12/35(c) | | | | | | | 837 | | | | 857,521 | |
BP Capital Markets PLC, 2.82%, 04/07/32(c) | | | | | | | 282 | | | | 268,166 | |
British Telecommunications PLC(c) 4.25%, 01/06/33 | | | | | | | 570 | | | | 587,623 | |
(5-year UK Government Bond + 3.82%), 8.38%, 12/20/83(a) | | | GBP | | | | 100 | | | | 121,703 | |
DS Smith PLC, 4.50%, 07/27/30(c) | | | EUR | | | | 740 | | | | 765,519 | |
EC Finance PLC, 3.00%, 10/15/26(c) | | | | | | | 100 | | | | 98,083 | |
Heathrow Finance PLC, 3.88%, 03/01/27(c)(h) | | | GBP | | | | 100 | | | | 106,759 | |
HSBC Holdings PLC(a) | | | | | | | | | | | | |
(1-year GBP Swap + 1.77%), 3.00%, 05/29/30 | | | | | | | 424 | | | | 433,635 | |
(3-mo. EURIBOR + 1.29%), 4.75%, 03/10/28(c) | | | EUR | | | | 1,930 | | | | 2,041,231 | |
(3-mo. EURIBOR + 1.94%), 4.86%, 05/23/33(c) | | | | | | | 1,000 | | | | 1,038,759 | |
(3-mo. LIBOR GBP + 1.31%), 1.75%, 07/24/27 | | | GBP | | | | 1,602 | | | | 1,726,029 | |
(3-mo. LIBOR GBP + 2.12%), 6.80%, 09/14/31 | | | | | | | 630 | | | | 776,583 | |
INEOS Finance PLC, 6.63%, 05/15/28(c) | | | EUR | | | | 100 | | | | 103,544 | |
INEOS Quattro Finance 2 PLC, 2.50%, 01/15/26(c) | | | | | | | 100 | | | | 96,059 | |
Informa PLC, 3.13%, 07/05/26(c) | | | GBP | | | | 735 | | | | 832,277 | |
Lloyds Banking Group PLC, 2.25%, 10/16/24(c) | | | | | | | 200 | | | | 234,712 | |
Mobico Group PLC, 4.88%, 09/26/31(c) | | | EUR | | | | 1,100 | | | | 1,128,395 | |
NatWest Group PLC(a)(c) | | | | | | | | | | | | |
(1-year GBP Swap + 1.49%), 2.88%, 09/19/26 | | | GBP | | | | 100 | | | | 113,684 | |
(1-year GBP Swap + 2.01%), 3.13%, 03/28/27 | | | | | | | 100 | | | | 112,599 | |
Pinewood Finance Co. Ltd., 3.25%, 09/30/25(c) | | | | | | | 100 | | | | 114,232 | |
Reckitt Benckiser Treasury Services PLC, 3.88%, 09/14/33(c) | | | EUR | | | | 810 | | | | 838,156 | |
Santander U.K. Group Holdings PLC, 3.63%, 01/14/26(c) | | | GBP | | | | 100 | | | | 114,515 | |
SCC Power PLC(b)(j) | | | | | | | | | | | | |
(4.00% Cash or 4.00% PIK), 4.00%, 05/17/32 | | | USD | | | | 228 | | | | 24,566 | |
(8.00% Cash or 4.00% PIK), 8.00%, 12/31/28 | | | | | | | 432 | | | | 164,101 | |
Standard Chartered PLC(a)(c) | | | | | | | | | | | | |
(1-year EUR Swap + 0.85%), 0.80%, 11/17/29 | | | EUR | | | | 1,971 | | | | 1,710,733 | |
(1-year EUR Swap + 1.85%), 4.87%, 05/10/31 | | | | | | | 1,840 | | | | 1,912,853 | |
Vedanta Resources Ltd., 6.13%, 08/09/24(b) | | | USD | | | | 338 | | | | 213,430 | |
Virgin Media Secured Finance PLC, 5.00%, 04/15/27(c) | | | GBP | | | | 100 | | | | 113,033 | |
WPP Finance SA, 4.13%, 05/30/28(c) | | | EUR | | | | 430 | | | | 450,657 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 25,255,090 | |
| | | |
United States — 14.3% | | | | | | | | | |
AbbVie, Inc., 3.20%, 11/21/29 | | | USD | | | | 287 | | | | 253,263 | |
Allegiant Travel Co., 7.25%, 08/15/27(b) | | | | | | | 88 | | | | 82,830 | |
Amazon.com, Inc. 3.95%, 04/13/52 | | | | | | | 193 | | | | 149,179 | |
4.10%, 04/13/62 | | | | | | | 181 | | | | 137,788 | |
American Airlines Pass-Through Trust | | | | | | | | | | | | |
Series 2016-1, Class B, 5.25%, 07/15/25 | | | | | | | 4 | | | | 4,258 | |
Series 2016-2, Class B, 4.38%, 12/15/25(b) | | | | | | | 42 | | | | 40,479 | |
Series 2019-1, Class AA, 3.15%, 08/15/33 | | | | | | | 69 | | | | 58,967 | |
Series 2019-1, Class B, 3.85%, 08/15/29 | | | | | | | 63 | | | | 55,908 | |
American Express Co., (1-day SOFR + 1.76%), 4.42%, 08/03/33(a) | | | | | | | 133 | | | | 118,668 | |
American Tower Corp. 1.95%, 05/22/26 | | | EUR | | | | 200 | | | | 198,721 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | | | | |
American Tower Corp. (continued) 5.80%, 11/15/28 | | | USD | | | | 675 | | | $ | 669,919 | |
0.88%, 05/21/29 | | | EUR | | | | 723 | | | | 622,808 | |
0.95%, 10/05/30 | | | | | | | 903 | | | | 743,442 | |
1.88%, 10/15/30 | | | USD | | | | 162 | | | | 122,589 | |
2.70%, 04/15/31 | | | | | | | 203 | | | | 160,993 | |
4.63%, 05/16/31 | | | EUR | | | | 293 | | | | 303,635 | |
4.05%, 03/15/32 | | | USD | | | | 616 | | | | 530,951 | |
5.55%, 07/15/33 | | | | | | | 136 | | | | 129,589 | |
AmeriGas Partners LP/AmeriGas Finance Corp., 9.38%, 06/01/28(b) | | | | | | | 167 | | | | 169,296 | |
Amgen, Inc. 5.50%, 12/07/26(c) | | | GBP | | | | 100 | | | | 122,214 | |
3.00%, 02/22/29 | | | USD | | | | 661 | | | | 587,379 | |
4.05%, 08/18/29 | | | | | | | 312 | | | | 289,602 | |
4.00%, 09/13/29(c) | | | GBP | | | | 386 | | | | 437,139 | |
5.25%, 03/02/30 | | | USD | | | | 1,049 | | | | 1,024,859 | |
Aon Corp./Aon Global Holdings PLC, 2.60%, 12/02/31 | | | | | | | 388 | | | | 306,425 | |
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 3.25%, 09/01/28(b) | | | | | | | 200 | | | | 166,758 | |
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. 5.25%, 04/30/25(b) | | | | | | | 200 | | | | 194,950 | |
2.13%, 08/15/26(c) | | | EUR | | | | 100 | | | | 93,837 | |
Arsenal AIC Parent LLC, 8.00%, 10/01/30(b) | | | USD | | | | 16 | | | | 15,920 | |
Ashton Woods USA LLC/Ashton Woods Finance Co.(b) | | | | | | | | | | | | |
Series B, 4.63%, 08/01/29 | | | | | | | 50 | | | | 42,193 | |
Series B, 4.63%, 04/01/30 | | | | | | | 130 | | | | 106,417 | |
Astrazeneca Finance LLC, 2.25%, 05/28/31 | | | | | | | 146 | | | | 117,618 | |
AT&T, Inc. 1.70%, 03/25/26 | | | | | | | 451 | | | | 409,211 | |
2.90%, 12/04/26 | | | GBP | | | | 200 | | | | 223,154 | |
5.50%, 03/15/27(c) | | | | | | | 800 | | | | 959,491 | |
2.35%, 09/05/29 | | | EUR | | | | 678 | | | | 643,441 | |
3.95%, 04/30/31 | | | | | | | 753 | | | | 765,367 | |
5.40%, 02/15/34 | | | USD | | | | 115 | | | | 107,628 | |
4.30%, 11/18/34 | | | EUR | | | | 430 | | | | 437,088 | |
3.65%, 06/01/51 | | | USD | | | | 698 | | | | 450,066 | |
3.65%, 09/15/59 | | | | | | | 569 | | | | 346,207 | |
Azul Investments LLP, 5.88%, 10/26/24(c) | | | | | | | 214 | | | | 199,555 | |
Baltimore Gas and Electric Co., 5.40%, 06/01/53 | | | | | | | 525 | | | | 482,462 | |
Bank of America Corp. 2.38%, 06/19/24(c) | | | EUR | | | | 200 | | | | 208,771 | |
4.13%, 06/12/28(c) | | | | | | | 1,606 | | | | 1,678,801 | |
(1-day SOFR + 1.22%), 2.30%, 07/21/32(a) | | | USD | | | | 126 | | | | 95,474 | |
(1-day SOFR + 1.33%), 2.97%, 02/04/33(a) | | | | | | | 81 | | | | 63,873 | |
(1-day SOFR + 1.37%), 1.92%, 10/24/31(a) | | | | | | | 1,078 | | | | 813,280 | |
(1-day SOFR + 1.58%), 4.38%, 04/27/28(a) | | | | | | | 300 | | | | 283,277 | |
(1-day SOFR + 1.63%), 5.20%, 04/25/29(a) | | | | | | | 1,837 | | | | 1,769,589 | |
(1-day SOFR + 1.83%), 4.57%, 04/27/33(a) | | | | | | | 1,374 | | | | 1,219,883 | |
(3-mo. CME Term SOFR + 1.77%), 3.71%, 04/24/28(a) | | | | | | | 142 | | | | 130,781 | |
(3-mo. EURIBOR + 0.94%), 0.65%, 10/26/31(a)(c) | | | EUR | | | | 1,502 | | | | 1,212,201 | |
(3-mo. EURIBOR + 0.95%), 1.10%, 05/24/32(a)(c) | | | | | | | 343 | | | | 280,972 | |
(3-mo. EURIBOR + 1.20%), 2.82%, 04/27/33(a)(c) | | | | | | | 674 | | | | 620,079 | |
Series N, (1-day SOFR + 1.22%), 2.65%, 03/11/32(a) | | | USD | | | | 180 | | | | 141,654 | |
Bausch Health Cos., Inc., 5.50%, 11/01/25(b) | | | | | | | 45 | | | | 39,852 | |
Belden, Inc., 3.88%, 03/15/28(c) | | | EUR | | | | 100 | | | | 98,134 | |
Big River Steel LLC/BRS Finance Corp., Series L, 6.63%, 01/31/29(b) | | | USD | | | | 145 | | | | 143,266 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | | | | |
Boxer Parent Co., Inc., 6.50%, 10/02/25(c) | | | EUR | | | | 200 | | | $ | 209,494 | |
Broadcom Corp./Broadcom Cayman Finance Ltd., 3.63%, 01/15/24 | | | USD | | | | 813 | | | | 807,042 | |
Broadcom, Inc. 4.15%, 11/15/30 | | | | | | | 169 | | | | 149,689 | |
2.45%, 02/15/31(b) | | | | | | | 103 | | | | 80,505 | |
4.15%, 04/15/32(b) | | | | | | | 166 | | | | 144,057 | |
4.30%, 11/15/32 | | | | | | | 108 | | | | 94,223 | |
2.60%, 02/15/33(b) | | | | | | | 258 | | | | 192,387 | |
3.42%, 04/15/33(b) | | | | | | | 129 | | | | 103,182 | |
3.47%, 04/15/34(b) | | | | | | | 278 | | | | 218,344 | |
Burlington Northern Santa Fe LLC, 4.45%, 01/15/53 | | | | | | | 293 | | | | 242,661 | |
Calumet Specialty Products Partners LP/Calumet Finance Corp., 9.75%, 07/15/28(b) | | | | | | | 283 | | | | 279,419 | |
Cameron LNG LLC, 3.30%, 01/15/35(b) | | | | | | | 262 | | | | 208,557 | |
Catalent Pharma Solutions, Inc., 2.38%, 03/01/28(c) | | | EUR | | | | 100 | | | | 88,280 | |
CDI Escrow Issuer, Inc., 5.75%, 04/01/30(b) | | | USD | | | | 78 | | | | 70,467 | |
CenterPoint Energy Houston Electric LLC, 5.30%, 04/01/53 | | | | | | | 544 | | | | 508,540 | |
Central Parent LLC/CDK Global II LLC/CDK Financing Co, Inc., 8.00%, 06/15/29(b) | | | | | | | 35 | | | | 34,871 | |
Charter Communications Operating LLC/Charter | | | | | | | | | | | | |
Communications Operating Capital 4.50%, 02/01/24 | | | | | | | 1,185 | | | | 1,178,605 | |
4.91%, 07/23/25 | | | | | | | 1,868 | | | | 1,825,321 | |
4.40%, 04/01/33 | | | | | | | 86 | | | | 73,146 | |
3.90%, 06/01/52 | | | | | | | 1,099 | | | | 657,069 | |
4.40%, 12/01/61 | | | | | | | 300 | | | | 184,829 | |
Chemours Co., 4.00%, 05/15/26 | | | EUR | | | | 200 | | | | 195,854 | |
Citigroup, Inc. 1.75%, 10/23/26 | | | GBP | | | | 200 | | | | 217,956 | |
(1-day SOFR + 1.28%), 3.07%, 02/24/28(a) | | | USD | | | | 557 | | | | 505,255 | |
(1-day SOFR + 2.34%), 6.27%, 11/17/33(a) | | | | | | | 1,034 | | | | 1,030,943 | |
(1-day SOFR + 3.91%), 4.41%, 03/31/31(a) | | | | | | | 164 | | | | 147,529 | |
(3-mo. CME Term SOFR + 1.41%), 3.52%, 10/27/28(a) | | | | | | | 143 | | | | 129,366 | |
Civitas Resources, Inc., 8.38%, 07/01/28(b) | | | | | | | 336 | | | | 341,880 | |
Cleveland-Cliffs, Inc., 6.75%, 04/15/30(b) | | | | | | | 438 | | | | 409,362 | |
Comcast Corp. 2.65%, 02/01/30 | | | | | | | 373 | | | | 315,057 | |
5.50%, 11/15/32 | | | | | | | 259 | | | | 256,012 | |
4.25%, 01/15/33 | | | | | | | 151 | | | | 135,816 | |
2.89%, 11/01/51 | | | | | | | 396 | | | | 233,379 | |
2.94%, 11/01/56 | | | | | | | 360 | | | | 204,598 | |
2.99%, 11/01/63 | | | | | | | 14 | | | | 7,743 | |
Commonwealth Edison Co., 5.30%, 02/01/53 | | | | | | | 303 | | | | 277,911 | |
Coty, Inc., 3.88%, 04/15/26(c) | | | EUR | | | | 200 | | | | 205,986 | |
Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International U.S. LLC, Series 2020, 6.63%, 07/15/30(b) | | | USD | | | | 33 | | | | 32,219 | |
Covanta Holding Corp., 4.88%, 12/01/29(b) | | | | | | | 69 | | | | 56,608 | |
Credit Suisse USA, Inc., 7.13%, 07/15/32 | | | | | | | 519 | | | | 553,822 | |
Crown Castle, Inc. 4.30%, 02/15/29 | | | | | | | 138 | | | | 127,423 | |
2.10%, 04/01/31 | | | | | | | 429 | | | | 327,268 | |
5.10%, 05/01/33 | | | | | | | 192 | | | | 177,513 | |
CSC Holdings LLC, 5.25%, 06/01/24 | | | | | | | 452 | | | | 429,962 | |
CSX Corp., 4.10%, 11/15/32 | | | | | | | 221 | | | | 198,735 | |
CVS Health Corp. 1.75%, 08/21/30 | | | | | | | 161 | | | | 123,890 | |
5.63%, 02/21/53 | | | | | | | 297 | | | | 266,943 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | | | | |
Dana, Inc., 4.25%, 09/01/30 | | | USD | | | | 38 | | | $ | 30,499 | |
Dell International LLC/EMC Corp., 5.30%, 10/01/29 | | | | | | | 130 | | | | 126,200 | |
DISH DBS Corp., 5.88%, 11/15/24 | | | | | | | 255 | | | | 237,351 | |
DISH Network Corp., 0.00%, 12/15/25(k)(l) | | | | | | | 173 | | | | 115,478 | |
Duke Energy Corp., 3.85%, 06/15/34 | | | EUR | | | | 600 | | | | 564,223 | |
Earthstone Energy Holdings LLC, 8.00%, 04/15/27(b) | | | USD | | | | 180 | | | | 184,234 | |
Edison International, 6.95%, 11/15/29 | | | | | | | 328 | | | | 338,270 | |
Elevance Health, Inc., 5.13%, 02/15/53 | | | | | | | 268 | | | | 236,606 | |
Emerald Debt Merger Sub LLC, 6.63%, 12/15/30(b) | | | | | | | 106 | | | | 102,044 | |
Encore Capital Group, Inc., 4.88%, 10/15/25(c) | | | EUR | | | | 100 | | | | 102,836 | |
Entergy Louisiana LLC, 2.35%, 06/15/32 | | | USD | | | | 388 | | | | 298,440 | |
Equinix, Inc. 3.20%, 11/18/29 | | | | | | | 147 | | | | 125,881 | |
3.90%, 04/15/32 | | | | | | | 316 | | | | 270,019 | |
EquipmentShare.com, Inc., 9.00%, 05/15/28(b) | | | | | | | 612 | | | | 588,285 | |
Eversource Energy 5.13%, 05/15/33 | | | | | | | 124 | | | | 115,335 | |
Series R, 1.65%, 08/15/30 | | | | | | | 242 | | | | 185,378 | |
Expedia Group, Inc., 6.25%, 05/01/25(b) | | | | | | | 268 | | | | 268,441 | |
FirstEnergy Transmission LLC, 4.55%, 04/01/49(b) | | | | | | | 318 | | | | 248,954 | |
Fiserv, Inc. 4.50%, 05/24/31 | | | EUR | | | | 500 | | | | 523,312 | |
5.60%, 03/02/33 | | | USD | | | | 60 | | | | 58,151 | |
Florida Power & Light Co., 2.88%, 12/04/51 | | | | | | | 1,309 | | | | 792,476 | |
Ford Motor Co., 3.25%, 02/12/32 | | | | | | | 55 | | | | 42,387 | |
Ford Motor Credit Co. LLC 4.54%, 03/06/25 | | | GBP | | | | 100 | | | | 117,134 | |
6.86%, 06/05/26 | | | | | | | 108 | | | | 129,834 | |
6.13%, 05/15/28 | | | EUR | | | | 100 | | | | 108,632 | |
Freed Corp., 10.00%, 12/07/23(f) | | | USD | | | | 593 | | | | 566,556 | |
Freedom Mortgage Corp.(b) 8.13%, 11/15/24 | | | | | | | 107 | | | | 107,010 | |
8.25%, 04/15/25 | | | | | | | 64 | | | | 64,013 | |
FreeWire Technologies, Inc., 15.27%, 04/26/25(a)(f) | | | | | | | 336 | | | | 337,100 | |
Full House Resorts, Inc., 8.25%, 02/15/28(b) | | | | | | | 67 | | | | 58,625 | |
General Motors Financial Co., Inc., 2.70%, 08/20/27 | | | | | | | 151 | | | | 132,459 | |
Gilead Sciences, Inc., 2.80%, 10/01/50 | | | | | | | 459 | | | | 277,237 | |
Global Payments, Inc., 4.88%, 03/17/31 | | | EUR | | | | 1,438 | | | | 1,480,022 | |
Goldman Sachs Group, Inc. 7.25%, 04/10/28 | | | GBP | | | | 100 | | | | 127,714 | |
4.00%, 09/21/29(c) | | | EUR | | | | 2,489 | | | | 2,562,392 | |
(1-day SOFR + 0.49%), 0.93%, 10/21/24(a) | | | USD | | | | 288 | | | | 285,725 | |
(1-day SOFR + 0.73%), 1.76%, 01/24/25(a) | | | | | | | 1,007 | | | | 991,043 | |
(1-day SOFR + 0.80%), 1.43%, 03/09/27(a) | | | | | | | 157 | | | | 139,775 | |
(1-day SOFR + 1.09%), 1.99%, 01/27/32(a) | | | | | | | 195 | | | | 146,176 | |
(1-day SOFR + 1.25%), 2.38%, 07/21/32(a) | | | | | | | 103 | | | | 78,444 | |
(1-day SOFR + 1.26%), 2.65%, 10/21/32(a) | | | | | | | 489 | | | | 377,443 | |
(1-day SOFR + 1.28%), 2.62%, 04/22/32(a) | | | | | | | 232 | | | | 181,210 | |
(1-day SOFR + 1.41%), 3.10%, 02/24/33(a) | | | | | | | 461 | | | | 368,665 | |
(1-day SOFR + 1.85%), 3.62%, 03/15/28(a) | | | | | | | 371 | | | | 342,312 | |
(1-year UK Government Bond + 1.95%), 3.63%, 10/29/29(a)(c) | | | GBP | | | | 696 | | | | 757,603 | |
(3-mo. CME Term SOFR + 1.46%), 3.27%, 09/29/25(a) | | | USD | | | | 175 | | | | 169,574 | |
GrafTech Global Enterprises, Inc., 9.88%, 12/15/28(b) | | | | | | | 35 | | | | 33,163 | |
GXO Logistics, Inc., 2.65%, 07/15/31 | | | | | | | 208 | | | | 157,814 | |
HCA, Inc. 5.38%, 02/01/25 | | | | | | | 210 | | | | 207,778 | |
3.50%, 09/01/30 | | | | | | | 197 | | | | 166,667 | |
3.63%, 03/15/32 | | | | | | | 1,432 | | | | 1,186,969 | |
5.50%, 06/01/33 | | | | | | | 208 | | | | 196,710 | |
| | |
SCHEDULE OF INVESTMENTS | | 8 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | | | | |
Home Depot, Inc., 2.95%, 06/15/29 | | | USD | | | | 230 | | | $ | 204,858 | |
Honeywell International, Inc., 3.75%, 05/17/32 | | | EUR | | | | 520 | | | | 530,218 | |
Intel Corp. 4.15%, 08/05/32 | | | USD | | | | 223 | | | | 202,927 | |
5.20%, 02/10/33 | | | | | | | 302 | | | | 292,408 | |
JPMorgan Chase & Co. 0.63%, 01/25/24(c) | | | EUR | | | | 465 | | | | 486,346 | |
(1-day SOFR + 1.07%), 1.95%, 02/04/32(a) | | | USD | | | | 200 | | | | 151,675 | |
(1-day SOFR + 1.16%), 2.30%, 10/15/25(a) | | | | | | | 178 | | | | 170,729 | |
(1-day SOFR + 1.18%), 2.55%, 11/08/32(a) | | | | | | | 351 | | | | 271,637 | |
(1-day SOFR + 1.56%), 4.32%, 04/26/28(a) | | | | | | | 549 | | | | 520,892 | |
(1-day SOFR + 1.75%), 4.57%, 06/14/30(a) | | | | | | | 847 | | | | 790,112 | |
(1-day SOFR + 1.80%), 4.59%, 04/26/33(a) | | | | | | | 785 | | | | 707,635 | |
(1-day SOFR + 1.85%), 5.35%, 06/01/34(a) | | | | | | | 73 | | | | 69,224 | |
(1-day SOFR + 1.89%), 2.18%, 06/01/28(a) | | | | | | | 153 | | | | 134,060 | |
(3-mo. LIBOR GBP + 0.68%), 0.99%, 04/28/26(a)(c) | | | GBP | | | | 200 | | | | 226,279 | |
KLA Corp., 5.25%, 07/15/62 | | | USD | | | | 250 | | | | 224,588 | |
Kraft Heinz Foods Co., 4.13%, 07/01/27(c) | | | GBP | | | | 100 | | | | 116,016 | |
Landsea Homes Corp., 11.00%, 07/17/28(f) | | | USD | | | | 1,692 | | | | 1,641,240 | |
Lessen, Inc., 10.27%, 01/04/28(a)(b)(f) | | | | | | | 738 | | | | 692,808 | |
Liberty Mutual Group, Inc., (5-year EUR Swap + 3.70%), 3.63%, 05/23/59(a)(c) | | | EUR | | | | 100 | | | | 100,456 | |
Linde PLC, 3.38%, 06/12/29(c) | | | | | | | 700 | | | | 723,864 | |
Lowe’s Cos., Inc. 2.63%, 04/01/31 | | | USD | | | | 150 | | | | 121,334 | |
4.25%, 04/01/52 | | | | | | | 173 | | | | 127,620 | |
5.63%, 04/15/53 | | | | | | | 264 | | | | 239,954 | |
5.75%, 07/01/53 | | | | | | | 100 | | | | 93,282 | |
Marriott International, Inc., 5.45%, 09/15/26 | | | | | | | 175 | | | | 173,395 | |
Marsh & McLennan Cos., Inc. 2.90%, 12/15/51 | | | | | | | 68 | | | | 40,610 | |
5.45%, 03/15/53 | | | | | | | 297 | | | | 277,237 | |
Mauser Packaging Solutions Holding Co., 7.88%, 08/15/26(b) | | | | | | | 367 | | | | 354,058 | |
McDonald’s Corp., 1.00%, 11/15/23(c) | | | EUR | | | | 100 | | | | 105,334 | |
Medline Borrower LP, 3.88%, 04/01/29(b) | | | USD | | | | 213 | | | | 180,075 | |
Moody’s Corp. 1.75%, 03/09/27 | | | EUR | | | | 1,100 | | | | 1,077,345 | |
0.95%, 02/25/30 | | | | | | | 250 | | | | 217,735 | |
3.10%, 11/29/61 | | | USD | | | | 169 | | | | 98,158 | |
Morgan Stanley(a) | | | | | | | | | | | | |
(1-day SOFR + 1.02%), 1.93%, 04/28/32 | | | | | | | 269 | | | | 199,813 | |
(1-day SOFR + 1.03%), 1.79%, 02/13/32 | | | | | | | 364 | | | | 269,559 | |
(1-day SOFR + 1.14%), 2.70%, 01/22/31 | | | | | | | 281 | | | | 229,749 | |
(1-day SOFR + 1.20%), 2.51%, 10/20/32 | | | | | | | 199 | | | | 152,188 | |
(1-day SOFR + 1.29%), 2.94%, 01/21/33 | | | | | | | 166 | | | | 130,726 | |
(1-day SOFR + 1.59%), 5.16%, 04/20/29 | | | | | | | 122 | | | | 117,371 | |
(1-day SOFR + 1.61%), 4.21%, 04/20/28 | | | | | | | 585 | | | | 550,065 | |
(1-day SOFR + 1.63%), 5.45%, 07/20/29 | | | | | | | 573 | | | | 558,371 | |
(1-day SOFR + 1.87%), 5.25%, 04/21/34 | | | | | | | 280 | | | | 259,974 | |
(1-day SOFR + 1.88%), 5.42%, 07/21/34 | | | | | | | 40 | | | | 37,732 | |
(1-day SOFR + 2.08%), 4.89%, 07/20/33 | | | | | | | 1,757 | | | | 1,596,455 | |
(1-day SOFR + 2.56%), 6.34%, 10/18/33 | | | | | | | 257 | | | | 258,465 | |
(1-day SOFR + 3.12%), 3.62%, 04/01/31 | | | | | | | 227 | | | | 195,555 | |
(3-mo. CME Term SOFR + 1.89%), 4.43%, 01/23/30 | | | | | | | 134 | | | | 123,969 | |
(3-mo. EURIBOR + 0.72%), 0.50%, 02/07/31 | | | EUR | | | | 1,661 | | | | 1,356,462 | |
(3-mo. EURIBOR + 1.30%), 4.66%, 03/02/29 | | | | | | | 1,142 | | | | 1,206,254 | |
(3-mo. EURIBOR + 1.76%), 4.81%, 10/25/28 | | | | | | | 1,800 | | | | 1,928,989 | |
Motorola Solutions, Inc., 2.75%, 05/24/31 | | | USD | | | | 221 | | | | 174,557 | |
Nasdaq, Inc. 4.50%, 02/15/32 | | | EUR | | | | 890 | | | | 932,616 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
Nasdaq, Inc. (continued) 5.55%, 02/15/34 | | | USD | | | | 115 | | | $ | 109,762 | |
6.10%, 06/28/63 | | | | | | | 160 | | | | 148,798 | |
National Grid North America, Inc., 4.67%, 09/12/33(c) | | | EUR | | | | 850 | | | | 884,858 | |
Nationstar Mortgage Holdings, Inc.(b) 6.00%, 01/15/27 | | | USD | | | | 34 | | | | 32,127 | |
5.50%, 08/15/28 | | | | | | | 154 | | | | 135,838 | |
5.13%, 12/15/30 | | | | | | | 135 | | | | 109,610 | |
5.75%, 11/15/31 | | | | | | | 64 | | | | 52,942 | |
New York Life Global Funding, 4.35%, 09/16/25(c) | | | GBP | | | | 150 | | | | 178,709 | |
Newmont Corp., 2.60%, 07/15/32 | | | USD | | | | 154 | | | | 120,629 | |
Nexstar Media, Inc., 4.75%, 11/01/28(b) | | | | | | | 69 | | | | 57,112 | |
NextEra Energy Capital Holdings, Inc., 2.25%, 06/01/30 | | | | | | | 110 | | | | 88,063 | |
Norfolk Southern Corp. 2.55%, 11/01/29 | | | | | | | 213 | | | | 179,887 | |
3.00%, 03/15/32 | | | | | | | 122 | | | | 100,519 | |
4.45%, 03/01/33 | | | | | | | 255 | | | | 232,859 | |
Northern Oil and Gas, Inc., 8.75%, 06/15/31(b) | | | | | | | 120 | | | | 120,900 | |
NRG Energy, Inc.(b) 3.75%, 06/15/24 | | | | | | | 20 | | | | 19,584 | |
4.45%, 06/15/29 | | | | | | | 40 | | | | 34,690 | |
NVIDIA Corp., 2.00%, 06/15/31 | | | | | | | 145 | | | | 116,019 | |
Ohio Power Co., 5.00%, 06/01/33 | | | | | | | 113 | | | | 106,025 | |
Olympus Water U.S. Holding Corp. 9.63%, 11/15/28(c) | | | EUR | | | | 100 | | | | 105,455 | |
9.75%, 11/15/28(b) | | | USD | | | | 666 | | | | 664,560 | |
Oncor Electric Delivery Co. LLC, 4.15%, 06/01/32 | | | | | | | 663 | | | | 603,701 | |
ONE Gas, Inc., 2.00%, 05/15/30 | | | | | | | 35 | | | | 27,822 | |
Oracle Corp. 3.40%, 07/08/24 | | | | | | | 1,004 | | | | 985,076 | |
2.50%, 04/01/25 | | | | | | | 517 | | | | 492,245 | |
6.15%, 11/09/29 | | | | | | | 225 | | | | 228,410 | |
2.95%, 04/01/30 | | | | | | | 97 | | | | 81,624 | |
2.88%, 03/25/31 | | | | | | | 1,666 | | | | 1,360,838 | |
6.25%, 11/09/32 | | | | | | | 474 | | | | 479,855 | |
4.10%, 03/25/61 | | | | | | | 49 | | | | 32,681 | |
Organon & Co./Organon Foreign Debt Co-Issuer BV, 2.88%, 04/30/28(c) | | | EUR | | | | 100 | | | | 90,865 | |
Pacific Gas and Electric Co. 6.10%, 01/15/29 | | | USD | | | | 440 | | | | 429,758 | |
4.55%, 07/01/30 | | | | | | | 311 | | | | 274,911 | |
Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, 4.88%, 05/15/29(b) | | | | | | | 222 | | | | 187,801 | |
PECO Energy Co. 2.85%, 09/15/51 | | | | | | | 343 | | | | 203,011 | |
4.38%, 08/15/52 | | | | | | | 290 | | | | 231,884 | |
Permian Resources Operating LLC(b) 7.75%, 02/15/26 | | | | | | | 35 | | | | 35,227 | |
5.88%, 07/01/29 | | | | | | | 62 | | | | 58,322 | |
7.00%, 01/15/32 | | | | | | | 74 | | | | 72,980 | |
Pfizer Investment Enterprises Pte. Ltd., 5.34%, 05/19/63 | | | | | | | 874 | | | | 798,438 | |
Pilgrim’s Pride Corp., 6.25%, 07/01/33 | | | | | | | 219 | | | | 205,814 | |
Procter & Gamble Co., 3.25%, 08/02/26 | | | EUR | | | | 696 | | | | 726,773 | |
Prologis LP, 5.13%, 01/15/34 | | | USD | | | | 346 | | | | 326,750 | |
Public Service Electric and Gas Co., 3.10%, 03/15/32 | | | | | | | 232 | | | | 195,150 | |
QUALCOMM, Inc. 2.15%, 05/20/30 | | | | | | | 199 | | | | 164,841 | |
4.50%, 05/20/52 | | | | | | | 204 | | | | 167,282 | |
Rain Carbon, Inc., 12.25%, 09/01/29(b) | | | | | | | 70 | | | | 73,413 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | | | | |
Raytheon Technologies Corp., 2.15%, 05/18/30 | | | EUR | | | | 2,288 | | | $ | 2,105,531 | |
Ryder System, Inc., 5.25%, 06/01/28 | | | USD | | | | 345 | | | | 335,768 | |
S&P Global, Inc. 5.25%, 09/15/33(b) | | | | | | | 45 | | | | 43,863 | |
2.30%, 08/15/60 | | | | | | | 121 | | | | 59,638 | |
3.90%, 03/01/62 | | | | | | | 19 | | | | 13,724 | |
Salesforce, Inc., 1.95%, 07/15/31 | | | | | | | 93 | | | | 73,651 | |
Sasol Financing USA LLC, 5.88%, 03/27/24 | | | | | | | 278 | | | | 274,041 | |
Service Properties Trust 4.35%, 10/01/24 | | | | | | | 46 | | | | 44,128 | |
4.50%, 03/15/25 | | | | | | | 46 | | | | 43,051 | |
Sitio Royalties Corp., 11.89%, 09/21/26(a) | | | | | | | 932 | | | | 960,372 | |
Sitio Royalties Operating Partnership LP/Sitio Finance Corp., 7.88%, 11/01/28(b)(d) | | | | | | | 106 | | | | 106,265 | |
Sonder Holdings, Inc., (13.99% PIK), 13.99%, 01/19/27(f)(j) | | | | | | | 871 | | | | 746,497 | |
Southern California Edison Co. 5.65%, 10/01/28 | | | | | | | 30 | | | | 29,946 | |
5.95%, 11/01/32 | | | | | | | 716 | | | | 714,088 | |
Southern Co., (5-year EUR Swap + 2.11%), 1.88%, 09/15/81(a) | | | EUR | | | | 1,000 | | | | 833,240 | |
Sprint Capital Corp., 8.75%, 03/15/32 | | | USD | | | | 272 | | | | 314,662 | |
Stem, Inc., 0.50%, 12/01/28(b)(k) | | | | | | | 27 | | | | 15,539 | |
Sunoco LP/Sunoco Finance Corp., 4.50%, 04/30/30 | | | | | | | 167 | | | | 144,617 | |
Tenet Healthcare Corp., 4.38%, 01/15/30 | | | | | | | 210 | | | | 180,626 | |
Tenneco, Inc., 8.00%, 11/17/28(b) | | | | | | | 222 | | | | 180,653 | |
Texas Capital Bank NA, (3-mo. LIBOR US + 4.50%), 10.16%, 09/30/24(a)(b) | | | | | | | 727 | | | | 720,767 | |
Texas Instruments, Inc., 4.90%, 03/14/33 | | | | | | | 70 | | | | 67,697 | |
Thermo Fisher Scientific, Inc., 2.60%, 10/01/29 | | | | | | | 123 | | | | 105,789 | |
T-Mobile U.S., Inc. 3.38%, 04/15/29 | | | | | | | 133 | | | | 116,979 | |
3.88%, 04/15/30(n) | | | | | | | 783 | | | | 693,715 | |
5.05%, 07/15/33 | | | | | | | 469 | | | | 435,143 | |
Union Pacific Corp. 3.84%, 03/20/60 | | | | | | | 108 | | | | 75,691 | |
5.15%, 01/20/63 | | | | | | | 175 | | | | 154,588 | |
3.85%, 02/14/72 | | | | | | | 121 | | | | 82,528 | |
United Airlines Pass-Through Trust | | | | | | | | | | | | |
Series 16-2, Class B, 3.65%, 04/07/27 | | | | | | | 3 | | | | 2,991 | |
Series 2016-2, Class AA, 2.88%, 04/07/30 | | | | | | | 6 | | | | 4,999 | |
Series 2019-2, Class AA, 2.70%, 11/01/33 | | | | | | | 65 | | | | 53,846 | |
UnitedHealth Group, Inc. 2.88%, 08/15/29 | | | | | | | 320 | | | | 281,094 | |
5.30%, 02/15/30 | | | | | | | 353 | | | | 350,805 | |
6.05%, 02/15/63 | | | | | | | 245 | | | | 247,891 | |
Venture Global LNG, Inc., 8.13%, 06/01/28(b) | | | | | | | 630 | | | | 623,790 | |
Verizon Communications, Inc. 1.45%, 03/20/26 | | | | | | | 2,508 | | | | 2,264,476 | |
1.13%, 11/03/28 | | | GBP | | | | 100 | | | | 97,795 | |
1.50%, 09/18/30 | | | USD | | | | 678 | | | | 514,327 | |
2.36%, 03/15/32 | | | | | | | 267 | | | | 203,710 | |
5.05%, 05/09/33 | | | | | | | 403 | | | | 376,480 | |
4.50%, 08/10/33 | | | | | | | 297 | | | | 264,432 | |
4.40%, 11/01/34 | | | | | | | 333 | | | | 288,750 | |
2.88%, 11/20/50 | | | | | | | 121 | | | | 69,950 | |
3.55%, 03/22/51 | | | | | | | 105 | | | | 69,092 | |
2.99%, 10/30/56 | | | | | | | 124 | | | | 68,832 | |
VMware, Inc., 2.20%, 08/15/31 | | | | | | | 157 | | | | 118,477 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | | | | |
Walt Disney Co. 2.00%, 09/01/29 | | | USD | | | | 384 | | | $ | 317,679 | |
3.80%, 03/22/30 | | | | | | | 201 | | | | 182,319 | |
Wells Fargo & Co. 0.50%, 04/26/24(c) | | | EUR | | | | 145 | | | | 150,148 | |
1.63%, 06/02/25(c) | | | | | | | 934 | | | | 945,097 | |
2.00%, 04/27/26(c) | | | | | | | 135 | | | | 134,943 | |
(1-day SOFR + 1.99%), 5.56%, 07/25/34(a) | | | USD | | | | 300 | | | | 284,065 | |
(1-day SOFR + 2.02%), 5.39%, 04/24/34(a) | | | | | | | 519 | | | | 485,217 | |
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.50%, 03/01/25(b) | | | | | | | 20 | | | | 19,664 | |
XHR LP, 4.88%, 06/01/29(b) | | | | | | | 34 | | | | 28,900 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 105,452,431 | |
| | | | | | | | | | | | |
| | | |
Total Corporate Bonds — 28.0% (Cost: $216,137,691) | | | | | | | | | | | 206,485,886 | |
| | | | | | | | | | | | |
| | | |
Floating Rate Loan Interests(a) | | | | | | | | | | | | |
| | | |
Luxembourg — 0.0% | | | | | | | | | | | | |
Euro Parfums Fze, Term Loan B, 06/23/28(o) | | | | | | | 242 | | | | 234,740 | |
| | | | | | | | | | | | |
| | | |
Mexico — 0.0% | | | | | | | | | |
Credito Real SAB de CV Sofom ENR, Term Loan B, (Defaulted), 5.26%, 02/17/24(f) | | | | | | | 59 | | | | 6,545 | |
| | | | | | | | | | | | |
| | | |
United States — 0.7% | | | | | | | | | |
American Auto Auction Group, LLC, Series A, 2021 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 5.00%), 10.39%, 12/30/27 | | | | | | | 66 | | | | 62,487 | |
American Rock Salt Co. LLC, 2021 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 4.00%), 9.43%, 06/09/28 | | | | | | | 52 | | | | 48,076 | |
Apex Tool Group LLC, 2022 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 5.25%), 10.67%, 02/08/29 | | | | | | | 279 | | | | 253,775 | |
Aruba Investments Holdings LLC, 2020 USD Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 4.00%), 9.42%, 11/24/27 | | | | | | | 108 | | | | 105,509 | |
Bally’s Corp., 2021 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.84%, 10/02/28 | | | | | | | 318 | | | | 311,505 | |
Conair Holdings LLC, Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.40%, 05/17/28 | | | | | | | 48 | | | | 46,014 | |
ConnectWise LLC, 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.93%, 09/29/28 | | | | | | | 110 | | | | 108,114 | |
Coreweave Compute Acquisition Co. II, LLC, Delayed Draw Term Loan, (3-mo. CME Term SOFR + 8.75%), 11.75%, 07/31/28(f) | | | | | | | 60 | | | | 58,870 | |
Digital Room Holdings, Inc., 2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 5.25%), 10.67%, 12/21/28 | | | | | | | 135 | | | | 122,969 | |
DirecTV Financing LLC, Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 5.00%), 10.43%, 08/02/27 | | | | | | | 188 | | | | 183,419 | |
DS Parent, Inc., Term Loan, (6-mo. CME Term SOFR at 0.75% Floor + 5.75%), 11.34%, 12/10/28 | | | | | | | 203 | | | | 199,536 | |
ECL Entertainment, LLC, 2023 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 4.75%), 10.14%, 08/31/30 | | | | | | | 398 | | | | 396,838 | |
EIS Buyer, Inc., Revolver, 07/10/28(f)(o) | | | | | | | 53 | | | | 51,385 | |
| | |
SCHEDULE OF INVESTMENTS | | 10 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | | | | |
EIS Group, Inc., Term Loan, (1-mo. CME Term SOFR + 7.00%), 12.31%, 05/01/28(f) | | | USD | | | | 532 | | | $ | 513,854 | |
Emerald Electronics Manufacturing Services, Term Loan, (3-mo. CME Term SOFR at 1.00% Floor + 6.25%), 11.82%, 12/29/27(f) | | | | | | | 157 | | | | 148,259 | |
Flexsys Holdings, Inc., 2021 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 5.25%), 10.90%, 11/01/28 | | | | | | | 101 | | | | 93,939 | |
Green Plains Operating Co. LLC, Term Loan, (3-mo. LIBOR US + 8.00%), 13.67%, 07/20/26(f) | | | | | | | 526 | | | | 517,054 | |
Hydrofarm Holdings LLC, 2021 Term Loan, (1-mo. CME Term SOFR at -4.50% Floor + 5.50%), 10.93%, 10/25/28(f) | | | | | | | 98 | | | | 78,600 | |
Jack Ohio Finance LLC, Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 4.75%), 10.18%, 10/04/28 | | | | | | | 80 | | | | 78,462 | |
Kronos Acquisition Holdings, Inc., 2021 1st Lien Term Loan, (3-mo. CME Term SOFR at 1.00% Floor + 6.00%), 11.57%, 12/22/26 | | | | | | | 72 | | | | 71,678 | |
Level 3 Financing, Inc., 2019 Term Loan B, 03/01/27(o) | | | | | | | 103 | | | | 97,103 | |
Maverick Gaming LLC, Term Loan B, (3-mo. LIBOR US at 1.00% Floor + 7.50%), 13.18%, 09/03/26 | | | | | | | 121 | | | | 89,806 | |
Medical Solutions Holdings, Inc., 2021 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 7.00%), 12.52%, 11/01/29 | | | | | | | 74 | | | | 66,045 | |
Medline Borrower LP, USD Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.68%, 10/23/28 | | | | | | | 508 | | | | 506,583 | |
Naked Juice LLC, 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 6.00%), 11.49%, 01/24/30 | | | | | | | 20 | | | | 16,144 | |
Orion Group Holdco, LLC, 2023 Term Loan, 03/19/27(o) | | | | | | | 106 | | | | 104,926 | |
Profrac Services LLC, 2022 Term Loan, (3-mo. CME Term SOFR at 1.00% Floor + 7.25%), 12.78%, 03/04/25 | | | | | | | 215 | | | | 214,634 | |
Vaco Holdings LLC, 2022 Term Loan, (3-mo. CME Term SOFR + 5.00%), 10.39%, 01/21/29 | | | | | | | 159 | | | | 152,351 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 4,697,935 | |
| | | | | | | | | | | | |
| | | |
Total Floating Rate Loan Interests — 0.7% (Cost: $5,123,806) | | | | | | | | | | | 4,939,220 | |
| | | | | | | | | | | | |
| | | |
Foreign Agency Obligations | | | | | | | | | | | | |
| | | |
Angola — 0.0% | | | | | | | | | |
Angolan Government International Bond, 8.75%, 04/14/32(b) | | | | | | | 271 | | | | 217,263 | |
| | | | | | | | | | | | |
| | | |
Argentina(h) — 0.0% | | | | | | | | | |
Argentine Republic Government International Bond 4.13%, 07/09/35 | | | | | | | 247 | | | | 61,251 | |
5.00%, 01/09/38 | | | | | | | 209 | | | | 61,156 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 122,407 | |
| | | |
Australia(c) — 0.1% | | | | | | | | | |
Australia Government Bond 3.75%, 04/21/37 | | | | | | | 80 | | | | 46,909 | |
Series 136, 4.75%, 04/21/27 | | | | | | | 220 | | | | 144,490 | |
| | | | | | | | |
Security | | Par (000) | | | Value | |
| | |
Australia (continued) | | | | | | | | |
Australia Government Bond (continued) | | | | | | | | |
Series 137, 2.75%, 04/21/24 | | | 130 | | | $ | 82,927 | |
Series 149, 2.25%, 05/21/28 | | | 90 | | | | 53,329 | |
| | | | | | | | |
| | |
| | | | | | | 327,655 | |
| | |
Austria(b)(c) — 0.1% | | | | | | |
Republic of Austria Government Bond 0.75%, 02/20/28 | | | 556 | | | | 529,077 | |
1.50%, 02/20/47 | | | 222 | | | | 155,056 | |
| | | | | | | | |
| | |
| | | | | | | 684,133 | |
| | |
Belgium(b)(c) — 0.1% | | | | | | |
Kingdom of Belgium Government Bond | | | | | | | | |
Series 78, 1.60%, 06/22/47 | | | 351 | | | | 240,743 | |
Series 85, 0.80%, 06/22/28 | | | 855 | | | | 813,427 | |
| | | | | | | | |
| | |
| | | | | | | 1,054,170 | |
| | |
Benin — 0.0% | | | | | | |
Benin Government International Bond, 4.88%, 01/19/32(c) | | | 139 | | | | 108,783 | |
| | | | | | | | |
| | |
Brazil — 1.7% | | | | | | |
Brazil Notas do Tesouro Nacional | | | | | | | | |
Series F, 10.00%, 01/01/25 | | | 10,466 | | | | 2,059,795 | |
Series F, 10.00%, 01/01/27 | | | 12,267 | | | | 2,380,847 | |
Series F, 10.00%, 01/01/31 | | | 26,000 | | | | 4,800,966 | |
Brazilian Government International Bond, 3.75%, 09/12/31 | | | 3,900 | | | | 3,286,608 | |
| | | | | | | | |
| | |
| | | | | | | 12,528,216 | |
| | |
Canada — 0.3% | | | | | | |
Canadian Government Bond 5.75%, 06/01/33 | | | 170 | | | | 142,000 | |
5.00%, 06/01/37 | | | 90 | | | | 72,892 | |
4.00%, 06/01/41 | | | 280 | | | | 206,554 | |
3.50%, 12/01/45 | | | 140 | | | | 96,615 | |
2.75%, 12/01/48 | | | 210 | | | | 127,010 | |
2.00%, 12/01/51 | | | 2,650 | | | | 1,336,365 | |
| | | | | | | | |
| | |
| | | | | | | 1,981,436 | |
| | |
China — 3.2% | | | | | | |
China Development Bank, Series 1903, 3.30%, 02/01/24 | | | 1,400 | | | | 192,431 | |
China Government Bond 2.68%, 05/21/30 | | | 12,080 | | | | 1,654,247 | |
3.02%, 05/27/31 | | | 105,780 | | | | 14,826,347 | |
2.88%, 02/25/33 | | | 15,000 | | | | 2,084,263 | |
3.19%, 04/15/53 | | | 21,580 | | | | 3,061,691 | |
Series 1827, 3.25%, 11/22/28 | | | 100 | | | | 14,196 | |
Series 1904, 3.19%, 04/11/24 | | | 1,400 | | | | 192,961 | |
Series 1913, 2.94%, 10/17/24 | | | 8,500 | | | | 1,174,156 | |
| | | | | | | | |
| | |
| | | | | | | 23,200,292 | |
| | |
Colombia — 0.4% | | | | | | |
Colombia Government International Bond 3.88%, 04/25/27 | | | 200 | | | | 181,678 | |
8.00%, 04/20/33 | | | 200 | | | | 197,594 | |
4.13%, 05/15/51 | | | 200 | | | | 111,000 | |
Colombian TES 7.50%, 08/26/26 | | | 3,923,000 | | | | 882,784 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Par (000) | | | Value | |
| | |
Colombia (continued) | | | | | | |
Colombian TES (continued) | | | | | | | | |
Series B, 6.25%, 11/26/25 | | | 4,994,600 | | | $ | 1,126,030 | |
Series B, 5.75%, 11/03/27 | | | 3,058,000 | | | | 623,373 | |
| | | | | | | | |
| | | | | | | 3,122,459 | |
| | |
Czech Republic — 0.6% | | | | | | |
Czech Republic Government Bond 5.50%, 12/12/28 | | | 17,870 | | | | 800,237 | |
2.75%, 07/23/29 | | | 29,470 | | | | 1,146,943 | |
5.00%, 09/30/30 | | | 49,470 | | | | 2,171,836 | |
4.20%, 12/04/36(c) | | | 3,280 | | | | 132,528 | |
| | | | | | | | |
| | | | | | | 4,251,544 | |
| | |
Denmark — 0.0% | | | | | | |
Denmark Government Bond 1.50%, 11/15/23 | | | 200 | | | | 28,248 | |
1.75%, 11/15/25 | | | 500 | | | | 68,784 | |
4.50%, 11/15/39 | | | 450 | | | | 74,197 | |
| | | | | | | | |
| | | | | | | 171,229 | |
| | |
Dominican Republic — 0.1% | | | | | | |
Dominican Republic International Bond 6.88%, 01/29/26(c) | | | 100 | | | | 99,768 | |
4.88%, 09/23/32(c) | | | 150 | | | | 121,754 | |
4.88%, 09/23/32(b) | | | 150 | | | | 121,753 | |
| | | | | | | | |
| | | | | | | 343,275 | |
| | |
Egypt(c) — 0.0% | | | | | | |
Egypt Government International Bond 7.63%, 05/29/32 | | | 300 | | | | 172,377 | |
7.50%, 02/16/61 | | | 200 | | | | 100,398 | |
| | | | | | | | |
| | | | | | | 272,775 | |
| | |
France(c) — 0.3% | | | | | | |
French Republic Government Bond OAT 2.50%, 05/25/30 | | | 40 | | | | 40,613 | |
1.50%, 05/25/31 | | | 190 | | | | 177,927 | |
5.75%, 10/25/32 | | | 100 | | | | 125,394 | |
1.50%, 05/25/50(b) | | | 2,536 | | | | 1,653,813 | |
| | | | | | | | |
| | | | | | | 1,997,747 | |
| | |
Germany — 0.2% | | | | | | |
Bundesrepublik Deutschland Bundesanleihe, 1.70%, 08/15/32(c) | | | 1,530 | | | | 1,483,397 | |
| | | | | | | | |
| | |
Ghana — 0.0% | | | | | | |
Ghana Government International Bond, 7.63%, 05/16/29(c)(e)(i) | | | 381 | | | | 167,758 | |
| | | | | | | | |
| | |
Greece(b)(c) — 0.2% | | | | | | |
Hellenic Republic Government Bond 2.00%, 04/22/27 | | | 92 | | | | 91,762 | |
1.50%, 06/18/30 | | | 1,740 | | | | 1,561,907 | |
| | | | | | | | |
| | | | | | | 1,653,669 | |
| | |
Guatemala(b) — 0.0% | | | | | | |
Guatemala Government Bond 5.25%, 08/10/29 | | | 101 | | | | 92,926 | |
6.60%, 06/13/36 | | | 205 | | | | 196,800 | |
| | | | | | | | |
| | | | | | | 289,726 | |
| | | | | | | | |
Security | | Par (000) | | | Value | |
| | |
Hungary — 0.0% | | | | | | |
Hungary Government International Bond, 5.38%, 03/25/24 | | | 16 | | | $ | 15,960 | |
| | | | | | | | |
| | |
Indonesia — 0.5% | | | | | | |
Indonesia Government International Bond, 6.75%, 01/15/44(c) | | | 200 | | | | 216,350 | |
Indonesia Treasury Bond 7.00%, 02/15/33 | | | 10,023,000 | | | | 651,122 | |
Series FR72, 8.25%, 05/15/36 | | | 22,408,000 | | | | 1,598,500 | |
Series FR98, 7.13%, 06/15/38 | | | 14,054,000 | | | | 913,442 | |
| | | | | | | | |
| | | | | | | 3,379,414 | |
| | |
Italy(c) — 0.5% | | | | | | |
Italy Buoni Poliennali Del Tesoro 2.65%, 12/01/27 | | | 3,060 | | | | 3,063,397 | |
Series 30Y, 3.85%, 09/01/49(b) | | | 700 | | | | 610,993 | |
Series 31Y, 4.75%, 09/01/44(b) | | | 232 | | | | 235,480 | |
| | | | | | | | |
| | | | | | | 3,909,870 | |
| | |
Ivory Coast(c) — 0.0% | | | | | | |
Ivory Coast Government International Bond 5.88%, 10/17/31 | | | 100 | | | | 87,176 | |
4.88%, 01/30/32 | | | 127 | | | | 101,748 | |
| | | | | | | | |
| | | | | | | 188,924 | |
| | |
Japan — 2.1% | | | | | | |
Japan Government Forty Year Bond, 1.00%, 03/20/62 | | | 800,000 | | | | 4,254,818 | |
Japan Government Thirty Year Bond, Series 64, 0.40%, 09/20/49 | | | 2,274,950 | | | | 11,334,865 | |
| | | | | | | | |
| | | | | | | 15,589,683 | |
| | |
Jordan — 0.0% | | | | | | |
Jordan Government International Bond, 5.85%, 07/07/30(c) | | | 200 | | | | 176,966 | |
| | | | | | | | |
| | |
Mexico — 3.4% | | | | | | |
Mexican Bonos | | | | | | | | |
Series M, 7.75%, 05/29/31 | | | 73,074 | | | | 3,702,313 | |
Series M 20, 10.00%, 12/05/24 | | | 77,500 | | | | 4,396,266 | |
Series M 30, 8.50%, 11/18/38 | | | 19,059 | | | | 967,861 | |
Series M20, 7.50%, 06/03/27 | | | 90,900 | | | | 4,767,653 | |
Mexico Bonos | | | | | | | | |
Series M, 8.50%, 05/31/29 | | | 41,526 | | | | 2,234,606 | |
Series M, 7.50%, 05/26/33 | | | 45,000 | | | | 2,200,862 | |
Mexico Cetes(l) 0.00%, 07/25/24 | | | 588,339 | | | | 3,081,242 | |
0.00%, 10/03/24 | | | 203,347 | | | | 1,041,501 | |
0.00%, 11/28/24 | | | 483,400 | | | | 2,436,347 | |
Mexico Government International Bond, 2.66%, 05/24/31 | | | 200 | | | | 157,878 | |
| | | | | | | | |
| | | | | | | 24,986,529 | |
| | |
Morocco — 0.1% | | | | | | |
Morocco Government International Bond, 6.50%, 09/08/33(b) | | | 349 | | | | 342,362 | |
| | | | | | | | |
| | |
Netherlands — 0.0% | | | | | | |
Netherlands Government Bond, 2.75%, 01/15/47(b)(c) | | | 311 | | | | 301,519 | |
| | | | | | | | |
| | |
SCHEDULE OF INVESTMENTS | | 12 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Par (000) | | | Value | |
| | |
New Zealand — 0.0% | | | | | | | | |
New Zealand Government Bond, Series 0425, 2.75%, 04/15/25(c) | | | 100 | | | $ | 57,335 | |
| | | | | | | | |
| | |
Nigeria(c) — 0.1% | | | | | | |
Nigeria Government International Bond 7.88%, 02/16/32 | | | 231 | | | | 181,619 | |
7.38%, 09/28/33 | | | 200 | | | | 147,424 | |
| | | | | | | | |
| | | | | | | 329,043 | |
| | |
Panama — 0.1% | | | | | | |
Panama Government International Bond, 6.40%, 02/14/35 | | | 460 | | | | 444,544 | |
| | | | | | | | |
| | |
Peru — 0.0% | | | | | | |
Peruvian Government International Bond, 1.86%, 12/01/32 | | | 87 | | | | 62,686 | |
| | | | | | | | |
| | |
Poland — 0.3% | | | | | | |
Bank Gospodarstwa Krajowego, 5.38%, 05/22/33(b) | | | 333 | | | | 313,020 | |
Republic of Poland Government Bond, 2.50%, 07/25/26 | | | 7,442 | | | | 1,592,194 | |
Republic of Poland Government International Bond, 4.88%, 10/04/33 | | | 15 | | | | 13,907 | |
| | | | | | | | |
| | | | | | | 1,919,121 | |
| | |
Romania — 0.0% | | | | | | |
Romanian Government International Bond 5.25%, 11/25/27(b) | | | 16 | | | | 15,537 | |
2.13%, 03/07/28(c) | | | 206 | | | | 188,698 | |
2.88%, 03/11/29(c) | | | 32 | | | | 29,566 | |
2.50%, 02/08/30(c) | | | 33 | | | | 28,522 | |
2.12%, 07/16/31(c) | | | 40 | | | | 31,273 | |
| | | | | | | | |
| | | | | | | 293,596 | |
| | |
Russia — 0.0% | | | | | | |
Russian Federal Bond - OFZ, Series 6233, 6.10%, 07/18/35(e)(i) | | | 27,309 | | | | 69,334 | |
| | | | | | | | |
| | |
Saudi Arabia(c) — 0.1% | | | | | | |
Saudi Government International Bond 4.50%, 04/17/30 | | | 200 | | | | 190,552 | |
3.45%, 02/02/61 | | | 303 | | | | 184,948 | |
| | | | | | | | |
| | | | | | | 375,500 | |
| | |
Senegal — 0.0% | | | | | | |
Senegal Government International Bond, 4.75%, 03/13/28(c) | | | 100 | | | | 90,030 | |
| | | | | | | | |
| | |
South Africa — 0.6% | | | | | | |
Republic of South Africa Government Bond | | | | | | | | |
Series 2040, 9.00%, 01/31/40 | | | 45,898 | | | | 1,784,738 | |
Series R186, 10.50%, 12/21/26 | | | 32,198 | | | | 1,749,373 | |
Republic of South Africa Government International Bond 5.00%, 10/12/46 | | | 200 | | | | 123,354 | |
Series 2030, 8.00%, 01/31/30 | | | 23,420 | | | | 1,078,962 | |
| | | | | | | | |
| | | | | | | 4,736,427 | |
| | |
Spain(b)(c) — 3.4% | | | | | | |
Spain Government Bond 1.25%, 10/31/30 | | | 431 | | | | 388,664 | |
2.55%, 10/31/32 | | | 10,184 | | | | 9,741,992 | |
3.15%, 04/30/33 | | | 9,248 | | | | 9,223,811 | |
3.55%, 10/31/33 | | | 4,000 | | | | 4,101,885 | |
3.90%, 07/30/39 | | | 462 | | | | 467,187 | |
| | | | | | | | |
Security | | Par (000) | | | Value | |
| | |
Spain (continued) | | | | | | | | |
Spain Government Bond (continued) 2.90%, 10/31/46 | | | 866 | | | $ | 719,734 | |
3.45%, 07/30/66 | | | 688 | | | | 577,575 | |
| | | | | | | | |
| | | | | | | 25,220,848 | |
| | |
Sri Lanka — 0.0% | | | | | | |
Sri Lanka Government International Bond, 6.85%, 03/14/24(c)(e)(i) | | | 200 | | | | 94,440 | |
| | | | | | | | |
| | |
Supranational — 0.0% | | | | | | |
European Union, Series NGEU, 3.00%, 03/04/53(c) | | | 98 | | | | 86,828 | |
| | | | | | | | |
| | |
Sweden(c) — 0.0% | | | | | | |
Sweden Government Bond | | | | | | | | |
Series 1053, 3.50%, 03/30/39 | | | 250 | | | | 24,272 | |
Series 1059, 1.00%, 11/12/26 | | | 960 | | | | 82,125 | |
| | | | | | | | |
| | | | | | | 106,397 | |
| | |
Ukraine(e)(i) — 0.1% | | | | | | |
Ukraine Government International Bond 7.75%, 09/01/28(c) | | | 100 | | | | 28,500 | |
7.75%, 09/01/29(c) | | | 319 | | | | 90,596 | |
4.38%, 01/27/32(c) | | | 212 | | | | 52,672 | |
7.38%, 09/25/34(c) | | | 591 | | | | 154,546 | |
7.38%, 09/25/34(b) | | | 200 | | | | 52,300 | |
7.25%, 03/15/35(b) | | | 216 | | | | 56,484 | |
7.25%, 03/15/35(c) | | | 200 | | | | 52,300 | |
7.75%, 08/01/41(a)(c) | | | 277 | | | | 126,728 | |
| | | | | | | | |
| | | | | | | 614,126 | |
| | |
United Kingdom(c) — 0.6% | | | | | | |
United Kingdom Gilt 1.75%, 09/07/37 | | | 60 | | | | 51,472 | |
4.75%, 12/07/38 | | | 30 | | | | 36,807 | |
3.25%, 01/22/44 | | | 165 | | | | 159,463 | |
3.50%, 01/22/45 | | | 700 | | | | 697,977 | |
1.50%, 07/22/47 | | | 1,040 | | | | 670,514 | |
3.75%, 07/22/52 | | | 1,000 | | | | 1,010,145 | |
0.50%, 10/22/61 | | | 4,373 | | | | 1,449,211 | |
| | | | | | | | |
| | | | | | | 4,075,589 | |
| | |
Uruguay — 0.0% | | | | | | |
Uruguay Government International Bond, 5.75%, 10/28/34 | | | 21 | | | | 21,420 | |
| | | | | | | | |
| | |
Total Foreign Agency Obligations — 19.2% (Cost: $161,248,152) | | | | | | | 141,466,425 | |
| | | | | | | | |
| | |
| | Shares | | | | |
| |
| | |
Investment Companies | | | | | | | | |
| | |
United States — 1.7% | | | | | | | | |
iShares 0-5 Year TIPS Bond ETF(p) | | | 7,050 | | | | 683,286 | |
iShares iBoxx $ High Yield Corporate Bond ETF(p) | | | 50,650 | | | | 3,733,918 | |
iShares iBoxx $ Investment Grade Corporate Bond ETF(p) | | | 38,866 | | | | 3,965,109 | |
iShares JP Morgan USD Emerging Markets Bond ETF(n)(p) | | | 23,752 | | | | 1,960,015 | |
iShares Latin America 40 ETF(p) | | | 9,782 | | | | 250,028 | |
iShares MSCI Brazil ETF(p) | | | 9,033 | | | | 277,042 | |
iShares MSCI Emerging Markets ETF(p) | | | 13,148 | | | | 498,967 | |
iShares Russell 2000 ETF(p) | | | 476 | | | | 84,128 | |
iShares Russell Mid-Cap Growth ETF(p) | | | 2,067 | | | | 188,820 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Shares | | | Value | |
| |
| | | |
United States (continued) | | | | | | | | | |
VanEck J. P. Morgan EM Local Currency Bond ETF | | | | | | | 43,378 | | | $ | 1,035,433 | |
VanEck Semiconductor ETF(e) | | | | | | | 1,256 | | | | 182,095 | |
| | | | | | | | | | | | |
| | | |
Total Investment Companies — 1.7% (Cost: $13,427,592) | | | | | | | | | | | 12,858,841 | |
| | | | | | | | | | | | |
| | | |
| | | | | Par (000) | | | | |
| |
| | | |
Municipal Bonds | | | | | | | | | | | | |
| | | |
California — 0.2% | | | | | | | | | |
California Pollution Control Financing Authority, RB, Series A, AMT, 5.00%, 11/21/45(b) | | | USD | | | | 180 | | | | 169,602 | |
University of California, Refunding RB, Series BE, 4.00%, 05/15/50 | | | | | | | 1,000 | | | | 919,920 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,089,522 | |
| | | |
Georgia — 0.0% | | | | | | | | | |
State of Georgia, GO | | | | | | | | | | | | |
Series A, 4.00%, 07/01/40 | | | | | | | 145 | | | | 137,027 | |
Series A, 4.00%, 07/01/41 | | | | | | | 145 | | | | 135,989 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 273,016 | |
| | | |
Louisiana — 0.0% | | | | | | | | | |
Louisiana Public Facilities Authority, Refunding RB, Series A, 3.00%, 05/15/47 | | | | | | | 155 | | | | 99,594 | |
| | | | | | | | | | | | |
| | | |
Massachusetts — 0.1% | | | | | | | | | |
Commonwealth of Massachusetts, GO, Series C, 5.00%, 05/01/49 | | | | | | | 1,000 | | | | 1,020,978 | |
| | | | | | | | | | | | |
| | | |
New Jersey — 0.0% | | | | | | | | | |
New Jersey Health Care Facilities Financing Authority, RB, 3.00%, 07/01/51 | | | | | | | 95 | | | | 63,373 | |
| | | | | | | | | | | | |
| | | |
North Carolina — 0.0% | | | | | | | | | |
City of Charlotte North Carolina Airport Revenue, Refunding ARB, Series A, 3.00%, 07/01/46 | | | | | | | 230 | | | | 157,638 | |
| | | | | | | | | | | | |
| | | |
Puerto Rico(a) — 0.2% | | | | | | | | | |
Commonwealth of Puerto Rico, GO | | | | | | | | | | | | |
0.00%, 11/01/51 | | | | | | | 1,842 | | | | 746,002 | |
Series A-1, 0.00%, 11/01/43 | | | | | | | 166 | | | | 85,886 | |
Commonwealth of Puerto Rico, RB, 0.00%, 11/01/51 | | | | | | | 780 | | | | 272,960 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,104,848 | |
| | | |
Texas — 0.2% | | | | | | | | | |
Eagle Mountain & Saginaw Independent School District, GO, (PSF), 4.00%, 08/15/52 | | | | | | | 295 | | | | 252,920 | |
Katy Independent School District, GO, (PSF), 4.00%, 02/15/47 | | | | | | | 1,410 | | | | 1,230,008 | |
Lyford Consolidated Independent School District, GO, (PSF), 4.00%, 08/15/47 | | | | | | | 155 | | | | 134,472 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,617,400 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Wisconsin — 0.0% | | | | | | | | | |
Wisconsin Health & Educational Facilities Authority, Refunding RB, Series A, 5.00%, 11/15/35 | | | USD | | | | 125 | | | $ | 127,818 | |
| | | | | | | | | | | | |
| | | |
Total Municipal Bonds — 0.7% (Cost: $6,156,652) | | | | | | | | | | | 5,554,187 | |
| | | | | | | | | | | | |
|
Non-Agency Mortgage-Backed Securities | |
| | | |
Ireland — 0.0% | | | | | | | | | |
Last Mile Securities PE, Series 2021-1X, Class A1, (3-mo. EURIBOR + 0.90%), 4.69%, 08/17/31(a)(c) | | | EUR | | | | 300 | | | | 308,159 | |
| | | | | | | | | | | | |
Netherlands — 0.0% | | | | | | | | | | | | |
Domi BV, Series 2021-1, Class A, (3-mo. EURIBOR + 0.63%), 4.48%, 06/15/53(a)(c) | | | | | | | 131 | | | | 138,625 | |
| | | | | | | | | | | | |
| | | |
United Kingdom(a)(c) — 0.2% | | | | | | | | | |
Agora Securities U.K. DAC, Series 2021-1X, Class A, (3-mo. LIBOR GBP + 1.20%), 6.37%, 07/22/31 | | | GBP | | | | 300 | | | | 355,962 | |
Canada Square Funding PLC, Series 2021-2, Class B, (3-mo. LIBOR GBP + 1.20%), 6.42%, 06/17/58 | | | | | | | 112 | | | | 134,276 | |
Finsbury Square, Series 2021-1GRX, Class AGRN, (3-mo. LIBOR GBP + 0.65%), 5.87%, 12/16/67 | | | | | | | 125 | | | | 151,774 | |
London Wall Mortgage Capital PLC, Series 2021-FL1, Class A, (3-mo. LIBOR GBP + 0.75%), 5.97%, 05/15/51 | | | | | | | 100 | | | | 120,597 | |
Mortimer BTL PLC, Series 2021-1, Class B, (3-mo. LIBOR GBP + 1.10%), 6.32%, 06/23/53 | | | | | | | 100 | | | | 119,742 | |
Together Asset Backed Securitisation PLC, Class A, (3-mo. LIBOR GBP + 1.23%), 6.43%, 04/20/65 | | | | | | | 338 | | | | 412,394 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,294,745 | |
| | | |
United States — 4.7% | | | | | | | | | |
245 Park Avenue Trust, Series 2017-245P, Class E, 3.78%, 06/05/37(a)(b) | | | USD | | | | 250 | | | | 198,127 | |
280 Park Avenue Mortgage Trust, Series 2017-280P, Class E, (1-mo. Term SOFR + 2.17%), 7.75%, 09/15/34(a)(b) | | | | | | | 320 | | | | 276,000 | |
Arbor Multifamily Mortgage Securities Trust(b) | | | | | | | | | | | | |
Series 2020-MF1, Class E, 1.75%, 05/15/53 | | | | | | | 1,326 | | | | 684,765 | |
Series 2020-MF1, Class XA, 1.07%, 05/15/53(a) | | | | | | | 14,830 | | | | 673,059 | |
Atrium Hotel Portfolio Trust, Series 2017-ATRM, Class D, (1-mo. Term SOFR + 2.25%), 7.58%, 12/15/36(a)(b) | | | | | | | 200 | | | | 180,119 | |
BAMLL Commercial Mortgage Securities Trust, Series 2017-SCH, Class DL, (1-mo. Term SOFR + 2.05%), 7.38%, 11/15/32(a)(b) | | | | | | | 150 | | | | 135,451 | |
Bank, Series 2021-BN35, Class A5, 2.29%, 06/15/64 | | | | | | | 27 | | | | 20,854 | |
BBCMS Mortgage Trust, Series 2017-C1, Class AS, 3.90%, 02/15/50 | | | | | | | 1,200 | | | | 1,087,071 | |
Benchmark Mortgage Trust | | | | | | | | | | | | |
Series 2020-B21, Class XA, 1.56%, 12/17/53(a) | | | | | | | 5,015 | | | | 351,375 | |
Series 2021-B25, Class A5, 2.58%, 04/15/54 | | | | | | | 200 | | | | 152,298 | |
BHMS Mortgage Trust, Series 2018-ATLS, Class A, (1-mo. Term SOFR + 1.55%), 6.88%, 07/15/35(a)(b) | | | | | | | 170 | | | | 167,827 | |
| | |
SCHEDULE OF INVESTMENTS | | 14 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
BX Commercial Mortgage Trust(a)(b) | | | | | | | | | | | | |
Series 2019-XL, Class F, (1-mo. Term SOFR + 2.11%), 7.45%, 10/15/36 | | | USD | | | | 850 | | | $ | 840,854 | |
Series 2019-XL, Class G, (1-mo. Term SOFR + 2.41%), 7.75%, 10/15/36 | | | | | | | 935 | | | | 919,614 | |
Series 2019-XL, Class J, (1-mo. Term SOFR + 2.76%), 8.10%, 10/15/36 | | | | | | | 510 | | | | 499,576 | |
Series 2021-MFM1, Class G, (1-mo. Term SOFR + 4.01%), 9.35%, 01/15/34 | | | | | | | 687 | | | | 649,750 | |
BX Trust(a)(b) | | | | | | | | | | | | |
Series 2021-LBA, Class GJV, (1-mo. Term SOFR + 3.11%), 8.45%, 02/15/36 | | | | | | | 134 | | | | 123,188 | |
Series 2021-LBA, Class GV, (1-mo. Term SOFR + 3.11%), 8.45%, 02/15/36 | | | | | | | 712 | | | | 655,531 | |
Series 2021-MFM1, Class F, (1-mo. Term SOFR + 3.11%), 8.45%, 01/15/34 | | | | | | | 353 | | | | 340,461 | |
BXP Trust(a)(b) | | | | | | | | | | | | |
Series 2017-CC, Class D, 3.67%, 08/13/37 | | | | | | | 110 | | | | 79,573 | |
Series 2017-CC, Class E, 3.67%, 08/13/37 | | | | | | | 220 | | | | 145,260 | |
CENT Trust, (1-mo. Term SOFR + 2.62%), 7.95%, 09/15/28(a)(b) | | | | | | | 1,495 | | | | 1,494,157 | |
Citigroup Commercial Mortgage Trust | | | | | | | | | | | | |
Series 2015-P1, Class A5, 3.72%, 09/15/48 | | | | | | | 375 | | | | 357,487 | |
Series 2016-C2, Class B, 3.18%, 08/10/49 | | | | | | | 750 | | | | 647,095 | |
Series 2016-GC36, Class A5, 3.62%, 02/10/49 | | | | | | | 375 | | | | 350,551 | |
Series 2019-PRM, Class C, 3.90%, 05/10/36(b) | | | | | | | 1,000 | | | | 994,989 | |
Series 2020-420K, Class D, 3.42%, 11/10/42(a)(b) | | | | | | | 360 | | | | 254,858 | |
Series 2020-420K, Class X, 0.91%, 11/10/42(a)(b) | | | | | | | 20,000 | | | | 927,970 | |
Cold Storage Trust, Series 2020-ICE5, Class F, (1-mo. Term SOFR + 3.61%), 8.94%, 11/15/37(a)(b) | | | | | | | 983 | | | | 967,366 | |
Commercial Mortgage Trust | | | | | | | | | | | | |
Series 2014-CR21, Class A3, 3.53%, 12/10/47 | | | | | | | 309 | | | | 299,785 | |
Series 2015-LC19, Class A4, 3.18%, 02/10/48 | | | | | | | 500 | | | | 479,823 | |
Series 2016-DC2, Class B, 4.81%, 02/10/49(a) | | | | | | | 100 | | | | 89,783 | |
Series 2016-DC2, Class C, 4.81%, 02/10/49(a) | | | | | | | 100 | | | | 88,361 | |
Series 2019-GC44, Class 180B, 3.51%, 08/15/57(a)(b) | | | | | | | 1,000 | | | | 892,762 | |
Credit Suisse Mortgage Capital Certificates Trust(a)(b) | | | | | | | | | | | | |
Series 2019-ICE4, Class C, (1-mo. Term SOFR + 1.48%), 6.81%, 05/15/36 | | | | | | | 100 | | | | 99,115 | |
Series 2019-ICE4, Class E, (1-mo. Term SOFR + 2.20%), 7.53%, 05/15/36 | | | | | | | 698 | | | | 693,377 | |
CSAIL Commercial Mortgage Trust, Series 2018-CX12, Class C, 4.86%, 08/15/51(a) | | | | | | | 750 | | | | 588,626 | |
DBGS Mortgage Trust, Series 2018-BIOD, Class D, (1-mo. Term SOFR + 1.60%), 6.93%, 05/15/35(a)(b) | | | | | | | 91 | | | | 89,534 | |
DBJPM Mortgage Trust, Series 2016-C3, Class A5, 2.89%, 08/10/49 | | | | | | | 375 | | | | 341,082 | |
DBUBS Mortgage Trust, Series 2017-BRBK, Class E, 3.65%, 10/10/34(a)(b) | | | | | | | 300 | | | | 220,655 | |
Freddie Mac Multifamily Structured Pass Through | | | | | | | | | | | | |
Certificates, Series K121, Class X1, 1.12%, 10/25/30(a) | | | | | | | 4,046 | | | | 217,481 | |
GCT Commercial Mortgage Trust, Series 2021-GCT D, Class D, (1-mo. Term SOFR + 2.46%), 7.80%, 02/15/38(a)(b) | | | | | | | 340 | | | | 107,046 | |
GS Mortgage Securities Corp. Trust, Series 2021- ROSS, Class A, (1-mo. Term SOFR + 1.26%), 6.60%, 05/15/26(a)(b) | | | | | | | 100 | | | | 88,133 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
GS Mortgage Securities Trust(a) | | | | | | | | | | | | |
Series 2015-GC34, Class B, 4.47%, 10/10/48 | | | USD | | | | 1,100 | | | $ | 883,512 | |
Series 2020-GSA2, Class XA, 1.83%, 12/12/53(b) | | | | | | | 3,605 | | | | 301,829 | |
Independence Plaza Trust, Series 2018-INDP, Class B, 3.91%, 07/10/35(b) | | | | | | | 1,000 | | | | 929,443 | |
JP Morgan Chase Commercial Mortgage Securities Trust | | | | | | | | | | | | |
2.85%, 09/06/38(a)(b) | | | | | | | 450 | | | | 378,177 | |
Series 2013-C16, Class B, 5.04%, 12/15/46(a) | | | | | | | 1,000 | | | | 981,464 | |
Series 2018-AON, Class A, 4.13%, 07/05/31(b) | | | | | | | 600 | | | | 540,000 | |
JPMDB Commercial Mortgage Securities Trust | | | | | | | | | | | | |
Series 2017-C5, Class A5, 3.69%, 03/15/50 | | | | | | | 1,200 | | | | 1,103,981 | |
Series 2017-C7, Class A5, 3.41%, 10/15/50 | | | | | | | 1,113 | | | | 1,000,522 | |
KKR Industrial Portfolio Trust, Series 2021-KDIP, Class F, (1-mo. Term SOFR + 2.16%), 7.50%, 12/15/37(a)(b) | | | | | | | 683 | | | | 660,623 | |
MAD Mortgage Trust(a)(b) | | | | | | | | | | | | |
Series 2017-330M, Class D, 4.11%, 08/15/34 | | | | | | | 110 | | | | 80,398 | |
Series 2017-330M, Class E, 4.17%, 08/15/34 | | | | | | | 130 | | | | 91,125 | |
MCM Trust(f) | | | | | | | | | | | | |
2.50%, 09/25/31(b) | | | | | | | 1,014 | | | | 975,062 | |
4.42%, 09/25/31(l) | | | | | | | 641 | | | | 422,864 | |
Med Trust, Series 2021-MDLN, Class E, (1-mo. Term SOFR + 3.26%), 8.60%, 11/15/38(a)(b) | | | | | | | 398 | | | | 379,228 | |
MED Trust, Series 2021-MDLN, Class G, (1-mo. Term SOFR + 5.36%), 10.70%, 11/15/38(a)(b) | | | | | | | 636 | | | | 600,985 | |
Morgan Stanley Bank of America Merrill Lynch Trust | | | | | | | | | | | | |
Series 2014-C16, Class A5, 3.89%, 06/15/47 | | | | | | | 375 | | | | 369,186 | |
Series 2015-C25, Class A5, 3.64%, 10/15/48 | | | | | | | 400 | | | | 377,820 | |
Morgan Stanley Capital I Trust | | | | | | | | | | | | |
Series 2017-H1, Class C, 4.28%, 06/15/50(a) | | | | | | | 340 | | | | 276,207 | |
Series 2018-MP, Class A, 4.42%, 07/11/40(a)(b) | | | | | | | 1,000 | | | | 805,195 | |
Series 2019-L2, Class A4, 4.07%, 03/15/52 | | | | | | | 589 | | | | 530,344 | |
Natixis Commercial Mortgage Securities Trust, Series 2018-SOX, Class E, 4.93%, 06/17/38(a)(b) | | | | | | | 382 | | | | 323,599 | |
Olympic Tower Mortgage Trust(a)(b) | | | | | | | | | | | | |
Series 2017-OT, Class D, 4.08%, 05/10/39 | | | | | | | 130 | | | | 81,148 | |
Series 2017-OT, Class E, 4.08%, 05/10/39 | | | | | | | 160 | | | | 94,087 | |
One New York Plaza Trust, Series 2020-1NYP, Class D, (1-mo. Term SOFR + 2.86%), 8.20%, 01/15/36(a)(b) | | | | | | | 270 | | | | 205,200 | |
TVC DSCR(f) | | | | | | | | | | | | |
0.00%, 02/01/51 | | | | | | | 314 | | | | 273,765 | |
2.38%, 02/01/51(b) | | | | | | | 1,257 | | | | 1,170,078 | |
Velocity Commercial Capital Loan Trust, Series 2020-1, Class M3, 3.19%, 02/25/50(a)(b) | | | | | | | 65 | | | | 50,613 | |
Wells Fargo Commercial Mortgage Trust(a) | | | | | | | | | | | | |
Series 2016-NXS5, Class B, 5.11%, 01/15/59 | | | | | | | 1,400 | | | | 1,246,999 | |
Series 2019-C50, Class XA, 1.58%, 05/15/52 | | | | | | | 12,731 | | | | 691,395 | |
Series 2021-C59, Class XA, 1.66%, 04/15/54 | | | | | | | 993 | | | | 75,525 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 34,371,163 | |
| | | | | | | | | | | | |
| | | |
Total Non-Agency Mortgage-Backed Securities — 4.9% (Cost: $40,815,762) | | | | | | | | | | | 36,112,692 | |
| | | | | | | | | | | | |
|
Preferred Securities | |
| | | |
Capital Trusts — 0.2%(a)(c) | | | | | | | | | |
| | | |
France — 0.0% | | | | | | | | | |
Electricite de France SA, 6.00%(m) | | | GBP | | | | 200 | | | | 225,108 | |
| | | | | | | | | | | | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Ireland — 0.0% | | | | | | | | | |
AIB Group PLC, 5.25%(m) | | | EUR | | | | 200 | | | $ | 201,406 | |
| | | | | | | | | | | | |
| | | |
Jersey — 0.0% | | | | | | | | | |
HSBC Bank Capital Funding Sterling 1 LP, Series 1, 5.84%(m) | | | GBP | | | | 9 | | | | 10,903 | |
| | | | | | | | | | | | |
| | | |
Luxembourg — 0.0% | | | | | | | | | |
SES SA, 2.88%(m) | | | EUR | | | | 100 | | | | 92,461 | |
| | | | | | | | | | | | |
| | | |
Netherlands(m) — 0.1% | | | | | | | | | |
Abertis Infraestructuras Finance BV, 3.25% | | | | | | | 200 | | | | 192,748 | |
Koninklijke KPN NV, 2.00% | | | | | | | 100 | | | | 100,307 | |
Naturgy Finance BV, 3.38% | | | | | | | 100 | | | | 103,521 | |
Repsol International Finance BV, 4.25% | | | | | | | 100 | | | | 96,200 | |
Telefonica Europe BV, 6.14% | | | | | | | 200 | | | | 203,017 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 695,793 | |
| | | | | | | | | | | | |
| | | |
United Kingdom — 0.1% | | | | | | | | | |
BP Capital Markets PLC, 3.25%(m) | | | | | | | 100 | | | | 98,693 | |
Vodafone Group PLC, 2.63%, 08/27/80 | | | | | | | 149 | | | | 143,377 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 242,070 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,467,741 | |
| | | |
| | | | | Shares | | | | |
| |
| | | |
Preferred Stocks — 0.3%(f) | | | | | | | | | |
| | | |
United States — 0.3% | | | | | | | | | |
Cap Hill Brands | | | | | | | 265,896 | | | | 71,792 | |
Dream Finders Homes, Inc., 9.00%, 12/31/49 | | | | | | | 1,320 | | | | 1,219,350 | |
Lessen Nine GmbH, Series C | | | | | | | 10,022 | | | | 89,697 | |
MNTN Digital, Inc., Series D, (Acquired 11/05/21, Cost: $138,642)(g) | | | | | | | 6,037 | | | | 57,653 | |
Verge Genomics, Inc., Series B, (Acquired 11/05/21, Cost: $165,930)(g) | | | | | | | 31,150 | | | | 201,229 | |
Versa Networks, Inc., Series D, (Acquired 10/14/22, Cost: $491,084), 10/07/32(g) | | | | | | | 168,283 | | | | 533,457 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 2,173,178 | |
| | | | | | | | | | | | |
| |
Total Preferred Securities — 0.5% (Cost: $4,238,139) | | | | 3,640,919 | |
| | | | | | | | | | | | |
| | | |
| | | | | Par (000) | | | | |
| |
|
U.S. Government Sponsored Agency Securities | |
| | | |
Commercial Mortgage-Backed Securities(a) — 0.2% | | | | | | | | | |
Freddie Mac Multifamily Structured Pass Through Certificates, Series KW09, Class X1, 0.94%, 05/25/29 | | | USD | | | | 14,630 | | | | 483,076 | |
FREMF Mortgage Trust, Series 2020-K104, Class B, 3.66%, 02/25/52(b) | | | | | | | 750 | | | | 646,577 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,129,653 | |
| | | |
Mortgage-Backed Securities — 14.4% | | | | | | | | | |
Fannie Mae Mortgage-Backed Securities | | | | | | | | | | | | |
6.50%, 11/01/38 | | | | | | | 5 | | | | 5,210 | |
6.00%, 07/01/39 | | | | | | | 24 | | | | 24,261 | |
4.00%, 01/01/41 | | | | | | | 1 | | | | 1,106 | |
3.00%, 02/01/44 | | | | | | | 37 | | | | 31,805 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Mortgage-Backed Securities (continued) | | | | | | | | | |
Freddie Mac Mortgage-Backed Securities | | | | | | | | | | | | |
2.50%, 01/01/29 - 04/01/31 | | | USD | | | | 69 | | | $ | 63,075 | |
3.50%, 04/01/31 - 01/01/48 | | | | | | | 164 | | | | 150,500 | |
3.00%, 10/01/32 - 12/01/46 | | | | | | | 151 | | | | 130,901 | |
5.00%, 05/01/38 - 11/01/48 | | | | | | | 52 | | | | 49,751 | |
5.50%, 01/01/39 | | | | | | | 16 | | | | 16,440 | |
4.00%, 08/01/40 - 12/01/45 | | | | | | | 12 | | | | 11,210 | |
4.50%, 09/01/40 - 08/01/48 | | | | | | | 136 | | | | 128,284 | |
Ginnie Mae(q) | | | | | | | | | | | | |
6.00%, 10/23/53 - 11/20/53 | | | | | | | 857 | | | | 848,954 | |
6.50%, 10/23/53 - 11/20/53 | | | | | | | 408 | | | | 410,214 | |
Ginnie Mae Mortgage-Backed Securities(q) | | | | | | | | | | | | |
4.00%, 10/20/40 - 10/23/53 | | | | | | | 1,723 | | | | 1,558,534 | |
3.50%, 01/15/42 - 10/23/53 | | | | | | | 2,476 | | | | 2,179,095 | |
5.00%, 10/20/44 - 10/23/53 | | | | | | | 1,240 | | | | 1,175,630 | |
3.00%, 02/15/45 - 10/23/53(r) | | | | | | | 3,300 | | | | 2,801,023 | |
4.50%, 03/15/47 - 10/23/53 | | | | | | | 1,382 | | | | 1,279,021 | |
2.00%, 08/20/50 - 10/23/53 | | | | | | | 4,359 | | | | 3,451,895 | |
2.50%, 04/20/51 - 10/23/53 | | | | | | | 4,527 | | | | 3,701,267 | |
5.50%, 10/23/53 | | | | | | | 899 | | | | 872,381 | |
Uniform Mortgage-Backed Securities | | | | | | | | | | | | |
2.50%, 09/01/27 - 10/13/52(q) | | | | | | | 15,524 | | | | 12,557,646 | |
3.00%, 07/01/29 - 10/12/53(q) | | | | | | | 8,649 | | | | 7,277,150 | |
3.50%, 07/01/29 - 10/12/53(q) | | | | | | | 37,008 | | | | 31,880,091 | |
2.00%, 10/01/31 - 10/12/53(q)(r) | | | | | | | 22,484 | | | | 17,554,049 | |
4.00%, 09/01/33 - 10/12/53(q) | | | | | | | 4,973 | | | | 4,462,768 | |
5.00%, 09/01/35 - 10/12/53(q) | | | | | | | 2,748 | | | | 2,598,053 | |
4.50%, 10/18/38 - 10/13/52(q) | | | | | | | 3,179 | | | | 2,940,339 | |
5.50%, 12/01/38 - 10/12/53(q) | | | | | | | 2,342 | | | | 2,264,541 | |
1.50%, 11/01/41 - 11/01/50 | | | | | | | 1,946 | | | | 1,470,521 | |
6.00%, 10/12/53(q) | | | | | | | 1,303 | | | | 1,285,898 | |
6.50%, 10/12/53(q) | | | | | | | 638 | | | | 640,891 | |
Series 2021, 1.50%, 10/18/37 - 10/12/53(q) | | | | | | | 3,095 | | | | 2,431,104 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 106,253,608 | |
| | | | | | | | | | | | |
| |
Total U.S. Government Sponsored Agency Securities — 14.6% (Cost: $115,181,073) | | | | 107,383,261 | |
| | | | | | | | | | | | |
| | | |
U.S. Treasury Obligations | | | | | | | | | | | | |
U.S. Treasury Inflation-Indexed Notes | | | | | | | | | | | | |
0.13%, 04/15/25 - 04/15/27(s) | | | | | | | 7,391 | | | | 6,964,292 | |
0.38%, 01/15/27 | | | | | | | 1,898 | | | | 1,765,599 | |
1.25%, 04/15/28 | | | | | | | 3,358 | | | | 3,192,848 | |
0.63%, 07/15/32(s) | | | | | | | 3,207 | | | | 2,793,947 | |
1.13%, 01/15/33(s) | | | | | | | 939 | | | | 848,211 | |
1.50%, 02/15/53(s) | | | | | | | 51 | | | | 42,406 | |
| | | | | | | | | | | | |
| |
Total U.S. Treasury Obligations — 2.1% (Cost: $16,578,275) | | | | 15,607,303 | |
| | | | | | | | | | | | |
| | | |
| | | | | Shares | | | | |
| | | |
Warrants | | | | | | | | | | | | |
| | | |
United States(e) — 0.0% | | | | | | | | | |
Cano Health, Inc., (Issued 07/06/20, Exercisable 07/06/21, 1 Share for 1 Warrant, Expires 06/03/26, Strike Price USD 11.50) | | | | | | | 9,002 | | | | 450 | |
| | |
SCHEDULE OF INVESTMENTS | | 16 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Shares | | | Value | |
| | | |
United States (continued) | | | | | | | | | |
FreeWire Technologies, Inc., Tranche A, (Issued 04/27/22, 1 Share for 1 Warrant, Expires 04/26/27, Strike Price USD 3.35)(f) | | | | | | | 34,768 | | | $ | 5,911 | |
FreeWire Technologies, Inc., Tranche B unvest, (Exercisable 06/03/23, 1 Share for 1 Warrant, Expires 04/26/29, Strike Price USD 3.35)(f) | | | | | | | 33,030 | | | | — | |
FreeWire Technologies, Inc., Tranche B vested, (Issued 05/02/22, Exercisable 05/03/23, 1 Share for 1Warrant, Expires 04/26/27, Strike Price USD 3.35)(f) | | | | | | | 1,738 | | | | 295 | |
Latch, Inc., (Issued/Exercisable 12/29/20, 1 Share for 1 Warrant, Expires 06/04/26, Strike Price USD 11.50) | | | | | | | 12,334 | | | | — | |
Offerpad Solutions, Inc., (Issued/Exercisable 10/13/20, 1 Share for 1 Warrant, Expires 09/01/26, Strike Price USD 11.50) | | | | | | | 8,529 | | | | 100 | |
Proof Acquisition Corp. I, (1 Share for 1 Warrant, Expires 12/23/28, Strike Price USD 11.50) (f) | | | | | | | 10,200 | | | | 918 | |
Sarcos Technology & Robotics Corp., Class A, (Issued/Exercisable 12/21/20, 1 Share for 1 Warrant, Expires 09/24/26, Strike Price USD 11.50) | | | | | | | 28,519 | | | | 488 | |
Sonder Holdings, Inc., (Issued 11/19/20, Exercisable 01/19/21, 1 Share for 1 Warrant, Expires 11/19/26, Strike Price USD 12.50)(f) | | | | | | | 10,965 | | | | — | |
Versa Networks, Inc., (Acquired 10/14/22, Cost: $0), (1 Share for 1 Warrant, Exercisable 10/14/22, Expires 10/07/32, Strike Price USD 0.01(f)(g) | | | | | | | 20,741 | | | | 58,697 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 66,859 | |
| | | |
Venezuela — 0.0% | | | | | | | | | |
Venezuela Government International Bond (e) | | | | | | | 3,000 | | | | 9,000 | |
| | | | | | | | | | | | |
| | | |
Total Warrants — 0.0% (Cost: $132,872) | | | | | | | | | | | 75,859 | |
| | | | | | | | | | | | |
| |
Total Long-Term Investments — 78.9% (Cost: $626,708,006) | | | | 581,350,340 | |
| | | | | | | | | | | | |
| | | |
| | | | | Par (000) | | | | |
| |
| | | |
Short-Term Securities | | | | | | | | | | | | |
| | | |
Certificates of Deposit — 0.8% | | | | | | | | | |
| | | |
Japan — 0.2% | | | | | | | | | |
Mizuho Bank Ltd., 5.52%, 11/22/23(a) | | | USD | | | | 1,500 | | | | 1,500,080 | |
| | | | | | | | | | | | |
| | | |
United States — 0.6% | | | | | | | | | |
Citibank N.A., 5.89%, 05/10/24 | | | | | | | 1,135 | | | | 1,135,049 | |
Toronto-Dominion Bank 5.93%, 08/15/24 | | | | | | | 1,500 | | | | 1,499,749 | |
6.00%, 09/09/24 | | | | | | | 1,490 | | | | 1,490,871 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 4,125,669 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 5,625,749 | |
| | | |
Commercial Paper — 2.2% | | | | | | | | | |
| | | |
Australia(t) — 0.4% | | | | | | | | | |
Macquarie Bank Ltd., 5.91%, 05/13/24(b) | | | | | | | 745 | | | | 718,294 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Australia (continued) | | | | | | | | | |
Macquarie Bank Ltd., 6.01%, 08/20/24 | | | USD | | | | 1,120 | | | $ | 1,062,575 | |
Westpac Banking Corp., 5.83%, 06/06/24 | | | | | | | 1,120 | | | | 1,076,293 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 2,857,162 | |
| | | |
France(t) — 0.2% | | | | | | | | | |
BPCE SA, 5.85%, 04/05/24 | | | | | | | 1,000 | | | | 970,558 | |
Societe Generale SA, 5.70%, 03/06/24 | | | | | | | 611 | | | | 595,723 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,566,281 | |
| | | |
Norway — 0.1% | | | | | | | | | |
DNB Bank ASA, 5.90%, 06/13/24(t) | | | | | | | 1,120 | | | | 1,075,075 | |
| | | | | | | | | | | | |
United Kingdom — 0.2% | | | | | | | | | | | | |
NatWest Markets PLC, 5.91%, 05/20/24(t) | | | | | | | 1,120 | | | | 1,078,256 | |
| | | | | | | | | | | | |
United States(t) — 1.3% | | | | | | | | | | | | |
AT&T, Inc. | | | | | | | | | | | | |
5.99%, 01/23/24 | | | | | | | 864 | | | | 848,289 | |
5.93%, 02/21/24 | | | | | | | 2,119 | | | | 2,070,283 | |
Bayer Corp.(b) | | | | | | | | | | | | |
Series 2020, 6.27%, 08/12/24 | | | | | | | 1,000 | | | | 947,318 | |
Series 2020, 6.29%, 09/10/24 | | | | | | | 1,120 | | | | 1,055,777 | |
HSBC USA, Inc. | | | | | | | | | | | | |
5.62%, 11/20/23 | | | | | | | 288 | | | | 285,709 | |
6.46%, 08/22/24 | | | | | | | 1,500 | | | | 1,416,920 | |
HSBC USA, Inc.(b) | | | | | | | | | | | | |
6.49%, 08/12/24 | | | | | | | 450 | | | | 425,876 | |
6.46%, 09/09/24 | | | | | | | 1,120 | | | | 1,054,498 | |
Macquarie Bank Ltd., 5.78%, 02/12/24 | | | | | | | 1,000 | | | | 978,690 | |
MUFG Bank Ltd., 5.68%, 11/22/23 | | | | | | | 790 | | | | 783,646 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 9,867,006 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 16,443,780 | |
| | | |
Foreign Agency Obligations — 0.3% | | | | | | | | | |
Export-Import Bank of India, 3.88%, 03/12/24(c) | | | | | | | 300 | | | | 297,120 | |
Israel Government Bond - Fixed, 3.75%, 03/31/24 | | | ILS | | | | 7,029 | | | | 1,836,546 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 2,133,666 | |
| | | | | | | | | | | | |
| | | |
| | | | | Shares | | | | |
| | | |
Money Market Funds — 3.9% | | | | | | | | | |
BlackRock Liquidity Funds, T-Fund, Institutional Class, 5.23%(p)(u) | | | | | | | 28,666,557 | | | | 28,666,557 | |
| | | | | | | | | | | | |
| | | |
| | | | | Par (000) | | | | |
| | | |
U.S. Treasury Obligations — 16.4% | | | | | | | | | |
U.S. Treasury Bills | | | | | | | | | | | | |
5.45%, 01/18/24 | | | USD | | | | 38,845 | | | | 38,226,782 | |
5.46%, 01/25/24 | | | | | | | 54,442 | | | | 53,518,092 | |
5.50%, 02/15/24(t) | | | | | | | 7,650 | | | | 7,496,794 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
|
U.S. Treasury Obligations (continued) | |
U.S. Treasury Inflation-Indexed Notes | | | | | | | | | | | | |
0.63%, 01/15/24 | | | USD | | | | 11,319 | | | $ | 11,210,440 | |
0.50%, 04/15/24 | | | | | | | 10,427 | | | | 10,243,940 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 120,696,048 | |
| | | | | | | | | | | | |
| |
Total Short-Term Securities — 23.6% (Cost: $173,773,768) | | | | 173,565,800 | |
| | | | | | | | | | | | |
| |
Options Purchased — 0.3% (Cost: $3,302,054) | | | | 2,393,736 | |
| | | | | | | | | | | | |
| |
Total Investments Before TBA Sale Commitments and Options Written — 102.8% (Cost: $803,783,828) | | | | 757,309,876 | |
| | | |
TBA Sale Commitments(q) | | | | | | | | | | | | |
| | | |
United States — (0.1)% | | | | | | | | | |
Ginnie Mae Mortgage-Backed Securities 6.00%, 10/23/53 | | | | | | | (340 | ) | | | (336,892 | ) |
6.50%, 10/23/53 | | | | | | | (129 | ) | | | (129,726 | ) |
Uniform Mortgage-Backed Securities, 3.50%, 10/18/37 | | | | | | | (26 | ) | | | (24,038 | ) |
| | | | | | | | | | | | |
| |
Total TBA Sale Commitments — (0.1)% (Proceeds: $(490,037)) | | | | (490,656 | ) |
| | | | | | | | | | | | |
| |
Options Written — (0.8)% (Premiums Received: $(3,249,774)) | | | | (6,547,497 | ) |
| | | | | | | | | | | | |
| |
Total Investments, Net of TBA Sale Commitments and Options Written — 101.9% (Cost: $800,044,017) | | | | 750,271,723 | |
| |
Liabilities in Excess of Other Assets — (1.9)% | | | | (13,968,388 | ) |
| | | | | | | | | | | | |
| | | |
Net Assets — 100.0% | | | | | | | | | | $ | 736,303,335 | |
| | | | | | | | | | | | |
(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) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933. |
(e) | Non-income producing security. |
(f) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(g) | Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $1,416,195, representing 0.2% of its net assets as of period end, and an original cost of $1,334,802. |
(h) | 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. |
(i) | Issuer filed for bankruptcy and/or is in default. |
(j) | 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. |
(k) | Convertible security. (l) Zero-coupon bond. |
(m) | Perpetual security with no stated maturity date. |
(n) | All or a portion of the security has been pledged and/or segregated as collateral in connection with outstanding exchange-traded options written. |
(o) | 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. (p) Affiliate of the Fund. |
(q) | Represents or includes a TBA transaction. |
(r) | All or a portion of the security has been pledged as collateral in connection with outstanding TBA commitments. |
(s) | All or a portion of the security has been pledged as collateral in connection with outstanding OTC derivatives. |
(t) | Rates are discount rates or a range of discount rates as of period end. |
(u) | Annualized 7-day yield as of period end. |
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the period ended September 30, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | |
| | | | | | | | | | | |
| | Affiliated Issuer | | Value at 12/31/22 | | | Purchases at Cost | | | Proceeds from Sales | | | Net Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value at 09/30/23 | | | Shares Held at 09/30/23 | | | Income | | | Capital Gain Distributions from Underlying Funds | | | |
| | | | | |
| | | | | | | | | | | |
| | BlackRock Liquidity Funds, T-Fund, Institutional Class | | $ | 6,558,852 | | | $ | 22,107,705 | (a) | | $ | — | | | $ | — | | | $ | — | | | $ | 28,666,557 | | | | 28,666,557 | | | $ | 1,831,995 | | | $ | — | | | |
| | iShares 0-5 Year TIPS Bond ETF | | | 683,568 | | | | — | | | | — | | | | — | | | | (282 | ) | | | 683,286 | | | | 7,050 | | | | 14,266 | | | | — | | | |
| | iShares Biotechnology ETF(b) | | | 64,726 | | | | — | | | | (63,831 | ) | | | 7,827 | | | | (8,722 | ) | | | — | | | | — | | | | 35 | | | | — | | | |
| | iShares China Large-Cap ETF(b) | | | 383,353 | | | | 468,763 | | | | (875,885 | ) | | | 7,191 | | | | 16,578 | | | | — | | | | — | | | | — | | | | — | | | |
| | iShares iBoxx $ High Yield Corporate Bond ETF | | | 8,998,322 | | | | 7,598,214 | | | | (13,072,315 | ) | | | (144,444 | ) | | | 354,141 | | | | 3,733,918 | | | | 50,650 | | | | 129,242 | | | | — | | | |
| | iShares iBoxx $ Investment Grade Corporate Bond ETF | | | 2,106,281 | | | | 7,019,278 | | | | (4,996,540 | ) | | | (11,831 | ) | | | (152,079 | ) | | | 3,965,109 | | | | 38,866 | | | | 91,423 | | | | — | | | |
| | iShares JP Morgan USD Emerging Markets Bond ETF | | | 4,059,643 | | | | 949,810 | | | | (2,953,459 | ) | | | (152,859 | ) | | | 56,880 | | | | 1,960,015 | | | | 23,752 | | | | 127,822 | | | | — | | | |
| | iShares Latin America 40 ETF | | | 223,910 | | | | — | | | | — | | | | — | | | | 26,118 | | | | 250,028 | | | | 9,782 | | | | 4,683 | | | | — | | | |
| | iShares MSCI Brazil ETF | | | 252,653 | | | | — | | | | — | | | | — | | | | 24,389 | | | | 277,042 | | | | 9,033 | | | | 6,831 | | | | — | | | |
| | iShares MSCI Emerging Markets ETF | | | 498,309 | | | | — | | | | — | | | | — | | | | 658 | | | | 498,967 | | | | 13,148 | | | | 4,078 | | | | — | | | |
| | |
SCHEDULE OF INVESTMENTS | | 18 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
Affiliates (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| |
| | | | | | | | | |
Affiliated Issuer | | Value at 12/31/22 | | | Purchases at Cost | | | Proceeds from Sales | | | Net Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value at 09/30/23 | | | Shares Held at 09/30/23 | | | Income | | | Capital Gain Distributions from Underlying Funds | |
| |
| | | | | | | | | |
iShares Russell 2000 ETF | | $ | 82,995 | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,133 | | | $ | 84,128 | | | | 476 | | | $ | 937 | | | $ | — | |
| | | | | | | | | |
iShares Russell Mid-Cap Growth ETF | | | — | | | | 197,051 | | | | — | | | | — | | | | (8,231 | ) | | | 188,820 | | | | 2,067 | | | | 372 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | $ | (294,116 | ) | | $ | 310,583 | | | $ | 40,307,870 | | | | | | | $ | 2,211,684 | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (a) | Represents net amount purchased (sold). | |
| (b) | As of period end, the entity is no longer held. | |
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts
| | | | | | | | | | | | | | | | |
| | | | |
Description | | Number of Contracts | | | Expiration Date | | | Notional Amount (000) | | | Value/ Unrealized Appreciation (Depreciation) | |
Long Contracts | | | | | | | | | | | | | | | | |
Euro BTP | | | 109 | | | | 12/07/23 | | | $ | 12,645 | | | $ | (550,145 | ) |
Euro Bund | | | 177 | | | | 12/07/23 | | | | 24,073 | | | | (656,738 | ) |
Euro OAT | | | 158 | | | | 12/07/23 | | | | 20,580 | | | | (535,858 | ) |
Euro-Schatz | | | 71 | | | | 12/07/23 | | | | 7,881 | | | | (17,377 | ) |
10-Year Japanese Government Treasury Bonds | | | 13 | | | | 12/13/23 | | | | 12,610 | | | | (101,744 | ) |
10-Year Australian Treasury Bonds | | | 87 | | | | 12/15/23 | | | | 6,263 | | | | (158,491 | ) |
3-Year Australian Treasury Bonds | | | 80 | | | | 12/15/23 | | | | 5,418 | | | | (41,123 | ) |
MSCI Emerging Markets Index | | | 3 | | | | 12/15/23 | | | | 143 | | | | (4,942 | ) |
NASDAQ 100 E-Mini Index | | | 9 | | | | 12/15/23 | | | | 2,676 | | | | (113,900 | ) |
10-Year Canadian Bond | | | 54 | | | | 12/18/23 | | | | 4,577 | | | | (123,719 | ) |
3-Year Korean Bond | | | 29 | | | | 12/19/23 | | | | 2,215 | | | | (107 | ) |
U.S. Long Bond | | | 82 | | | | 12/19/23 | | | | 9,335 | | | | (514,377 | ) |
Long Gilt | | | 80 | | | | 12/27/23 | | | | 9,191 | | | | (20,211 | ) |
5-Year U.S. Treasury Note | | | 1,506 | | | | 12/29/23 | | | | 158,624 | | | | (1,095,311 | ) |
3-Month SOFR | | | 99 | | | | 03/19/24 | | | | 23,400 | | | | (110,203 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
| | | | | | | | | | | | | | | (4,044,246 | ) |
| | | | | | | | | | | | | | | | |
Short Contracts | | | | | | | | | | | | | | | | |
30-Year Euro Buxl Bond | | | 2 | | | | 12/07/23 | | | | 259 | | | | 13,870 | |
Euro BOBL | | | 290 | | | | 12/07/23 | | | | 35,489 | | | | 297,159 | |
Short Term Euro BTP | | | 37 | | | | 12/07/23 | | | | 4,074 | | | | 22,657 | |
Euro Stoxx 50 Index | | | 4 | | | | 12/15/23 | | | | 177 | | | | 3,882 | |
Euro Stoxx Banks Index | | | 60 | | | | 12/15/23 | | | | 354 | | | | (8,772 | ) |
Russell 2000 E-Mini Index | | | 21 | | | | 12/15/23 | | | | 1,889 | | | | 78,083 | |
S&P 500 E-Mini Index | | | 55 | | | | 12/15/23 | | | | 11,895 | | | | 345,359 | |
10-Year U.S. Treasury Note | | | 305 | | | | 12/19/23 | | | | 32,945 | | | | 434,182 | |
10-Year U.S. Ultra Long Treasury Note | | | 1,275 | | | | 12/19/23 | | | | 142,202 | | | | 4,095,944 | |
Ultra U.S. Treasury Bond | | | 384 | | | | 12/19/23 | | | | 45,648 | | | | 2,943,337 | |
2-Year U.S. Treasury Note | | | 1,652 | | | | 12/29/23 | | | | 334,853 | | | | 591,995 | |
3-Month SOFR | | | 109 | | | | 03/18/25 | | | | 25,999 | | | | 204,802 | |
| | | | | | | | | | | | | | | | |
| | | | |
| | | | | | | | | | | | | | | 9,022,498 | |
| | | | | | | | | | | | | | | | |
| | | | |
| | | | | | | | | | | | | | $ | 4,978,252 | |
| | | | | | | | | | | | | | | | |
Forward Foreign Currency Exchange Contracts
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | | | Settlement Date | | | | | | Unrealized Appreciation (Depreciation) | |
MXN | | | 69,150,000 | | | | | | | | USD | | | | 3,963,909 | | | State Street Bank and Trust Co. | | | | | | | 10/03/23 | | | | | | | $ | 3,958 | |
USD | | | 56,990 | | | | | | | | AUD | | | | 88,000 | | | Deutsche Bank AG | | | | | | | 10/03/23 | | | | | | | | 410 | |
USD | | | 648,473 | | | | | | | | AUD | | | | 1,000,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/03/23 | | | | | | | | 5,523 | |
USD | | | 149,609 | | | | | | | | BRL | | | | 749,183 | | | Bank of America N.A. | | | | | | | 10/03/23 | | | | | | | | 564 | |
USD | | | 146,208 | | | | | | | | BRL | | | | 732,150 | | | Citibank N.A. | | | | | | | 10/03/23 | | | | | | | | 551 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
| | Currency Purchased | | | | | Currency Sold | | | Counterparty | | | | | Settlement Date | | | | | | Unrealized Appreciation (Depreciation) | | | | |
| | | | | | | | | | | |
| | USD | | | 146,208 | | | | | BRL | | | 732,150 | | | Citibank N.A. | | | | | | | 10/03/23 | | | | | | | $ | 551 | | | | | |
| | USD | | | 146,440 | | | | | BRL | | | 733,310 | | | Citibank N.A. | | | | | | | 10/03/23 | | | | | | | | 552 | | | | | |
| | USD | | | 146,440 | | | | | BRL | | | 733,310 | | | Citibank N.A. | | | | | | | 10/03/23 | | | | | | | | 552 | | | | | |
| | USD | | | 148,000 | | | | | BRL | | | 729,477 | | | Citibank N.A. | | | | | | | 10/03/23 | | | | | | | | 2,875 | | | | | |
| | USD | | | 148,000 | | | | | BRL | | | 729,477 | | | Citibank N.A. | | | | | | | 10/03/23 | | | | | | | | 2,875 | | | | | |
| | USD | | | 221,812 | | | | | BRL | | | 1,110,744 | | | Goldman Sachs International | | | | | | | 10/03/23 | | | | | | | | 836 | | | | | |
| | USD | | | 222,000 | | | | | BRL | | | 1,101,797 | | | Goldman Sachs International | | | | | | | 10/03/23 | | | | | | | | 2,805 | | | | | |
| | USD | | | 369,000 | | | | | BRL | | | 1,846,236 | | | Goldman Sachs International | | | | | | | 10/03/23 | | | | | | | | 1,703 | | | | | |
| | USD | | | 369,000 | | | | | BRL | | | 1,846,236 | | | Goldman Sachs International | | | | | | | 10/03/23 | | | | | | | | 1,703 | | | | | |
| | USD | | | 214,732 | | | | | BRL | | | 1,075,294 | | | HSBC Bank USA N.A. | | | | | | | 10/03/23 | | | | | | | | 810 | | | | | |
| | USD | | | 214,733 | | | | | BRL | | | 1,075,294 | | | HSBC Bank USA N.A. | | | | | | | 10/03/23 | | | | | | | | 810 | | | | | |
| | USD | | | 150,000 | | | | | BRL | | | 750,362 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/03/23 | | | | | | | | 720 | | | | | |
| | USD | | | 43,206 | | | | | CAD | | | 58,000 | | | Natwest Markets PLC | | | | | | | 10/03/23 | | | | | | | | 504 | | | | | |
| | USD | | | 9,639,165 | | | | | EUR | | | 9,030,000 | | | Nomura International PLC | | | | | | | 10/03/23 | | | | | | | | 92,196 | | | | | |
| | USD | | | 113,680 | | | | | EUR | | | 106,000 | | | Royal Bank of Canada | | | | | | | 10/03/23 | | | | | | | | 1,611 | | | | | |
| | USD | | | 353,602 | | | | | EUR | | | 330,000 | | | Standard Chartered Bank | | | | | | | 10/03/23 | | | | | | | | 4,709 | | | | | |
| | USD | | | 5,302,648 | | | | | EUR | | | 4,935,000 | | | Standard Chartered Bank | | | | | | | 10/03/23 | | | | | | | | 85,118 | | | | | |
| | USD | | | 157,964 | | | | | EUR | | | 147,500 | | | State Street Bank and Trust Co. | | | | | | | 10/03/23 | | | | | | | | 2,020 | | | | | |
| | USD | | | 402,435 | | | | | EUR | | | 377,000 | | | State Street Bank and Trust Co. | | | | | | | 10/03/23 | | | | | | | | 3,852 | | | | | |
| | USD | | | 1,329,810 | | | | | EUR | | | 1,236,000 | | | State Street Bank and Trust Co. | | | | | | | 10/03/23 | | | | | | | | 23,048 | | | | | |
| | USD | | | 1,784,697 | | | | | EUR | | | 1,665,000 | | | State Street Bank and Trust Co. | | | | | | | 10/03/23 | | | | | | | | 24,375 | | | | | |
| | USD | | | 1,837,265 | | | | | EUR | | | 1,710,000 | | | State Street Bank and Trust Co. | | | | | | | 10/03/23 | | | | | | | | 29,367 | | | | | |
| | USD | | | 2,270,832 | | | | | EUR | | | 2,120,000 | | | Toronto-Dominion Bank | | | | | | | 10/03/23 | | | | | | | | 29,461 | | | | | |
| | USD | | | 184,904 | | | | | GBP | | | 148,000 | | | Commonwealth Bank of Australia | | | | | | | 10/03/23 | | | | | | | | 4,329 | | | | | |
| | USD | | | 778,303 | | | | | GBP | | | 623,000 | | | Standard Chartered Bank | | | | | | | 10/03/23 | | | | | | | | 18,180 | | | | | |
| | USD | | | 61,099 | | | | | HKD | | | 478,000 | | | Bank of Montreal | | | | | | | 10/03/23 | | | | | | | | 59 | | | | | |
| | USD | | | 3,307,844 | | | | | JPY | | | 488,000,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/03/23 | | | | | | | | 42,319 | | | | | |
| | USD | | | 203,408 | | | | | MXN | | | 3,500,000 | | | Goldman Sachs International | | | | | | | 10/03/23 | | | | | | | | 2,576 | | | | | |
| | USD | | | 3,901,471 | | | | | MXN | | | 65,650,000 | | | The Bank of New York Mellon | | | | | | | 10/03/23 | | | | | | | | 134,436 | | | | | |
| | USD | | | 234,817 | | | | | NOK | | | 2,500,000 | | | Natwest Markets PLC | | | | | | | 10/03/23 | | | | | | | | 1,099 | | | | | |
| | BRL | | | 763,062 | | | | | USD | | | 151,000 | | | Citibank N.A. | | | | | | | 10/05/23 | | | | | | | | 756 | | | | | |
| | BRL | | | 763,062 | | | | | USD | | | 151,000 | | | Citibank N.A. | | | | | | | 10/05/23 | | | | | | | | 756 | | | | | |
| | USD | | | 151,000 | | | | | BRL | | | 747,918 | | | BNP Paribas SA | | | | | | | 10/05/23 | | | | | | | | 2,256 | | | | | |
| | USD | | | 151,000 | | | | | BRL | | | 747,918 | | | BNP Paribas SA | | | | | | | 10/05/23 | | | | | | | | 2,256 | | | | | |
| | USD | | | 562,124 | | | | | CNH | | | 4,092,000 | | | BNP Paribas SA | | | | | | | 10/10/23 | | | | | | | | 1,361 | | | | | |
| | USD | | | 3,171,813 | | | | | CNH | | | 23,100,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/10/23 | | | | | | | | 6,215 | | | | | |
| | EUR | | | 140,000 | | | | | BRL | | | 739,802 | | | Goldman Sachs International | | | | | | | 10/11/23 | | | | | | | | 1,073 | | | | | |
| | EUR | | | 140,000 | | | | | BRL | | | 739,802 | | | Goldman Sachs International | | | | | | | 10/11/23 | | | | | | | | 1,073 | | | | | |
| | USD | | | 218,500 | | | | | TWD | | | 6,797,535 | | | BNP Paribas SA | | | | | | | 10/11/23 | | | | | | | | 7,423 | | | | | |
| | USD | | | 218,500 | | | | | TWD | | | 6,797,535 | | | BNP Paribas SA | | | | | | | 10/11/23 | | | | | | | | 7,423 | | | | | |
| | AUD | | | 1,095,000 | | | | | USD | | | 702,875 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 1,494 | | | | | |
| | CAD | | | 288,661 | | | | | EUR | | | 198,000 | | | UBS AG | | | | | | | 10/18/23 | | | | | | | | 3,105 | | | | | |
| | CAD | | | 288,661 | | | | | EUR | | | 198,000 | | | UBS AG | | | | | | | 10/18/23 | | | | | | | | 3,105 | | | | | |
| | CLP | | | 66,560,780 | | | | | USD | | | 74,000 | | | Bank of America N.A. | | | | | | | 10/18/23 | | | | | | | | 829 | | | | | |
| | CLP | | | 198,498,990 | | | | | USD | | | 223,000 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | 155 | | | | | |
| | CLP | | | 267,201,700 | | | | | USD | | | 298,000 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 2,392 | | | | | |
| | CLP | | | 132,982,500 | | | | | USD | | | 149,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/18/23 | | | | | | | | 501 | | | | | |
| | CLP | | | 260,565,000 | | | | | USD | | | 290,000 | | | Toronto-Dominion Bank | | | | | | | 10/18/23 | | | | | | | | 2,931 | | | | | |
| | CLP | | | 260,565,000 | | | | | USD | | | 290,000 | | | Toronto-Dominion Bank | | | | | | | 10/18/23 | | | | | | | | 2,931 | | | | | |
| | EUR | | | 70,000 | | | | | USD | | | 73,595 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 458 | | | | | |
| | EUR | | | 211,000 | | | | | USD | | | 221,961 | | | HSBC Bank PLC | | | | | | | 10/18/23 | | | | | | | | 1,256 | | | | | |
| | EUR | | | 211,000 | | | | | USD | | | 221,961 | | | HSBC Bank PLC | | | | | | | 10/18/23 | | | | | | | | 1,256 | | | | | |
| | EUR | | | 281,000 | | | | | USD | | | 295,471 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | 1,798 | | | | | |
| | JPY | | | 111,233,407 | | | | | CAD | | | 1,013,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | 146 | | | | | |
| | MXN | | | 3,777,074 | | | | | GBP | | | 175,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/18/23 | | | | | | | | 2,652 | | | | | |
| | MXN | | | 3,777,092 | | | | | GBP | | | 175,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/18/23 | | | | | | | | 2,653 | | | | | |
| | MXN | | | 2,570,354 | | | | | USD | | | 147,000 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | 119 | | | | | |
| | MXN | | | 2,570,354 | | | | | USD | | | 147,000 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | 119 | | | | | |
| | MXN | | | 3,923,172 | | | | | USD | | | 222,000 | | | BNP Paribas SA | | | | | | | 10/18/23 | | | | | | | | 2,551 | | | | | |
| | MXN | | | 9,171,978 | | | | | USD | | | 519,000 | | | Goldman Sachs International | | | | | | | 10/18/23 | | | | | | | | 5,977 | | | | | |
| | MXN | | | 5,229,157 | | | | | USD | | | 295,000 | | | HSBC Bank PLC | | | | | | | 10/18/23 | | | | | | | | 4,302 | | | | | |
| | MXN | | | 6,513,333 | | | | | USD | | | 369,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | 3,804 | | | | | |
| | |
SCHEDULE OF INVESTMENTS | | 20 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
| | Currency Purchased | | | | | Currency Sold | | | Counterparty | | | | | Settlement Date | | | | | | Unrealized Appreciation (Depreciation) | | | | |
| | | | | | | | | | | |
| | NOK | | | 3,202,781 | | | | | USD | | | 297,000 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | $ | 2,544 | | | | | |
| | NOK | | | 1,593,004 | | | | | USD | | | 148,000 | | | Deutsche Bank AG | | | | | | | 10/18/23 | | | | | | | | 988 | | | | | |
| | NOK | | | 1,613,850 | | | | | USD | | | 149,000 | | | Goldman Sachs International | | | | | | | 10/18/23 | | | | | | | | 1,937 | | | | | |
| | NOK | | | 2,390,969 | | | | | USD | | | 222,000 | | | Goldman Sachs International | | | | | | | 10/18/23 | | | | | | | | 1,618 | | | | | |
| | PLN | | | 1,555,223 | | | | | EUR | | | 336,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/18/23 | | | | | | | | 403 | | | | | |
| | PLN | | | 1,555,223 | | | | | EUR | | | 336,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/18/23 | | | | | | | | 403 | | | | | |
| | SEK | | | 1,664,172 | | | | | USD | | | 150,000 | | | Natwest Markets PLC | | | | | | | 10/18/23 | | | | | | | | 2,410 | | | | | |
| | SEK | | | 1,665,022 | | | | | USD | | | 150,000 | | | Natwest Markets PLC | | | | | | | 10/18/23 | | | | | | | | 2,488 | | | | | |
| | USD | | | 221,000 | | | | | CAD | | | 299,895 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 159 | | | | | |
| | USD | | | 221,000 | | | | | CAD | | | 299,895 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 159 | | | | | |
| | USD | | | 702,000 | | | | | CAD | | | 951,640 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 1,216 | | | | | |
| | USD | | | 46,000 | | | | | CAD | | | 62,247 | | | Toronto-Dominion Bank | | | | | | | 10/18/23 | | | | | | | | 162 | | | | | |
| | USD | | | 302,000 | | | | | CAD | | | 408,668 | | | Toronto-Dominion Bank | | | | | | | 10/18/23 | | | | | | | | 1,058 | | | | | |
| | USD | | | 447,000 | | | | | CLP | | | 397,159,500 | | | Toronto-Dominion Bank | | | | | | | 10/18/23 | | | | | | | | 508 | | | | | |
| | USD | | | 224,000 | | | | | CNH | | | 1,631,962 | | | Goldman Sachs International | | | | | | | 10/18/23 | | | | | | | | 321 | | | | | |
| | USD | | | 41,000 | | | | | COP | | | 163,333,750 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 1,135 | | | | | |
| | USD | | | 41,000 | | | | | COP | | | 163,333,750 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 1,135 | | | | | |
| | USD | | | 148,000 | | | | | COP | | | 600,119,428 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 1,527 | | | | | |
| | USD | | | 148,000 | | | | | COP | | | 600,119,428 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 1,527 | | | | | |
| | USD | | | 185,000 | | | | | COP | | | 750,149,285 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 1,909 | | | | | |
| | USD | | | 376,000 | | | | | COP | | | 1,497,890,000 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 10,405 | | | | | |
| | USD | | | 224,000 | | | | | CZK | | | 5,170,879 | | | UBS AG | | | | | | | 10/18/23 | | | | | | | | 29 | | | | | |
| | USD | | | 372,637 | | | | | EUR | | | 351,000 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 1,314 | | | | | |
| | USD | | | 220,959 | | | | | EUR | | | 208,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | 916 | | | | | |
| | USD | | | 224,774 | | | | | GBP | | | 181,000 | | | HSBC Bank PLC | | | | | | | 10/18/23 | | | | | | | | 3,916 | | | | | |
| | USD | | | 224,774 | | | | | GBP | | | 181,000 | | | HSBC Bank PLC | | | | | | | 10/18/23 | | | | | | | | 3,916 | | | | | |
| | USD | | | 32,000 | | | | | JPY | | | 4,691,145 | | | Deutsche Bank AG | | | | | | | 10/18/23 | | | | | | | | 533 | | | | | |
| | USD | | | 232,000 | | | | | JPY | | | 34,010,800 | | | Deutsche Bank AG | | | | | | | 10/18/23 | | | | | | | | 3,867 | | | | | |
| | USD | | | 222,000 | | | | | KRW | | | 299,604,540 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | 343 | | | | | |
| | USD | | | 176,000 | | | | | MXN | | | 3,036,511 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | 2,199 | | | | | |
| | USD | | | 176,000 | | | | | MXN | | | 3,036,507 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | 2,199 | | | | | |
| | USD | | | 149,000 | | | | | MXN | | | 2,567,598 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 2,038 | | | | | |
| | USD | | | 149,000 | | | | | MXN | | | 2,567,598 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 2,038 | | | | | |
| | USD | | | 737,000 | | | | | MXN | | | 12,852,543 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 1,358 | | | | | |
| | USD | | | 741,000 | | | | | MXN | | | 12,938,453 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 441 | | | | | |
| | USD | | | 750,000 | | | | | MXN | | | 12,898,650 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 11,719 | | | | | |
| | USD | | | 750,000 | | | | | MXN | | | 12,942,511 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/18/23 | | | | | | | | 9,209 | | | | | |
| | USD | | | 150,000 | | | | | PLN | | | 644,606 | | | Goldman Sachs International | | | | | | | 10/18/23 | | | | | | | | 2,505 | | | | | |
| | USD | | | 150,000 | | | | | PLN | | | 644,606 | | | Goldman Sachs International | | | | | | | 10/18/23 | | | | | | | | 2,505 | | | | | |
| | USD | | | 148,000 | | | | | ZAR | | | 2,804,008 | | | BNP Paribas SA | | | | | | | 10/18/23 | | | | | | | | 95 | | | | | |
| | USD | | | 148,000 | | | | | ZAR | | | 2,804,008 | | | BNP Paribas SA | | | | | | | 10/18/23 | | | | | | | | 95 | | | | | |
| | USD | | | 222,000 | | | | | ZAR | | | 4,182,310 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 1,392 | | | | | |
| | USD | | | 222,000 | | | | | ZAR | | | 4,195,853 | | | Goldman Sachs International | | | | | | | 10/18/23 | | | | | | | | 678 | | | | | |
| | USD | | | 369,000 | | | | | ZAR | | | 6,948,711 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/18/23 | | | | | | | | 2,470 | | | | | |
| | ZAR | | | 2,768,992 | | | | | EUR | | | 136,000 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 2,184 | | | | | |
| | ZAR | | | 2,768,992 | | | | | EUR | | | 136,000 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 2,184 | | | | | |
| | ZAR | | | 7,044,672 | | | | | USD | | | 369,000 | | | Bank of America N.A. | | | | | | | 10/18/23 | | | | | | | | 2,591 | | | | | |
| | ZAR | | | 8,438,595 | | | | | USD | | | 444,000 | | | Bank of America N.A. | | | | | | | 10/18/23 | | | | | | | | 1,118 | | | | | |
| | ZAR | | | 5,688,198 | | | | | USD | | | 297,000 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | 3,040 | | | | | |
| | ZAR | | | 2,817,446 | | | | | USD | | | 147,000 | | | Goldman Sachs International | | | | | | | 10/18/23 | | | | | | | | 1,614 | | | | | |
| | ZAR | | | 2,817,446 | | | | | USD | | | 147,000 | | | Goldman Sachs International | | | | | | | 10/18/23 | | | | | | | | 1,614 | | | | | |
| | BRL | | | 2,987,288 | | | | | USD | | | 590,000 | | | Citibank N.A. | | | | | | | 11/03/23 | | | | | | | | 1,718 | | | | | |
| | BRL | | | 2,250,787 | | | | | USD | | | 444,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 11/03/23 | | | | | | | | 1,833 | | | | | |
| | USD | | | 750,020 | | | | | AUD | | | 1,155,000 | | | Natwest Markets PLC | | | | | | | 11/03/23 | | | | | | | | 6,651 | | | | | |
| | USD | | | 590,000 | | | | | BRL | | | 2,970,945 | | | Deutsche Bank AG | | | | | | | 11/03/23 | | | | | | | | 1,519 | | | | | |
| | USD | | | 222,000 | | | | | BRL | | | 1,115,659 | | | Goldman Sachs International | | | | | | | 11/03/23 | | | | | | | | 1,012 | | | | | |
| | USD | | | 222,000 | | | | | BRL | | | 1,116,798 | | | JPMorgan Chase Bank N.A. | | | | | | | 11/03/23 | | | | | | | | 786 | | | | | |
| | USD | | | 43,217 | | | | | CAD | | | 58,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 11/03/23 | | | | | | | | 497 | | | | | |
| | USD | | | 3,731,931 | | | | | CNH | | | 27,192,000 | | | The Bank of New York Mellon | | | | | | | 11/03/23 | | | | | | | | 2,914 | | | | | |
| | USD | | | 22,987,379 | | | | | EUR | | | 21,656,500 | | | State Street Bank and Trust Co. | | | | | | | 11/03/23 | | | | | | | | 61,849 | | | | | |
| | USD | | | 945,214 | | | | | GBP | | | 771,000 | | | Royal Bank of Canada | | | | | | | 11/03/23 | | | | | | | | 4,338 | | | | | |
| | USD | | | 235,852 | | | | | NOK | | | 2,500,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 11/03/23 | | | | | | | | 1,933 | | | | | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
| | Currency Purchased | | | | | Currency Sold | | | Counterparty | | | | | Settlement Date | | | | | | Unrealized Appreciation (Depreciation)
| | | | |
| | | | | | | | | | | |
| | USD | | | 103,507 | | | | | SEK | | | 1,124,000 | | | Barclays Bank PLC | | | | | | | 11/03/23 | | | | | | | $ | 501 | | | | | |
| | USD | | | 3,289,278 | | | | | JPY | | | 488,000,000 | | | Royal Bank of Canada | | | | | | | 11/06/23 | | | | | | | | 5,985 | | | | | |
| | USD | | | 198,993 | | | | | EUR | | | 181,051 | | | UBS AG | | | | | | | 11/07/23 | | | | | | | | 7,300 | | | | | |
| | USD | | | 981,322 | | | | | ZAR | | | 18,511,179 | | | State Street Bank and Trust Co. | | | | | | | 11/07/23 | | | | | | | | 6,622 | | | | | |
| | ZAR | | | 18,511,179 | | | | | USD | | | 963,163 | | | Morgan Stanley & Co. International PLC | | | | | | | 11/07/23 | | | | | | | | 11,537 | | | | | |
| | MXN | | | 3,112,770 | | | | | USD | | | 175,537 | | | State Street Bank and Trust Co. | | | | | | | 11/15/23 | | | | | | | | 1,789 | | | | | |
| | USD | | | 741,738 | | | | | COP | | | 2,993,471,000 | | | Citibank N.A. | | | | | | | 11/15/23 | | | | | | | | 16,783 | | | | | |
| | USD | | | 246,924 | | | | | MXN | | | 4,332,455 | | | Citibank N.A. | | | | | | | 11/15/23 | | | | | | | | 116 | | | | | |
| | USD | | | 6,570,196 | | | | | MXN | | | 115,278,694 | | | Citibank N.A. | | | | | | | 11/15/23 | | | | | | | | 3,082 | | | | | |
| | CLP | | | 521,870,000 | | | | | USD | | | 583,551 | | | Goldman Sachs International | | | | | | | 12/14/23 | | | | | | | | 503 | | | | | |
| | INR | | | 69,922,000 | | | | | USD | | | 837,209 | | | Citibank N.A. | | | | | | | 12/14/23 | | | | | | | | 1,266 | | | | | |
| | MXN | | | 6,392,000 | | | | | USD | | | 362,081 | | | Barclays Bank PLC | | | | | | | 12/14/23 | | | | | | | | 291 | | | | | |
| | MXN | | | 11,849,221 | | | | | USD | | | 669,138 | | | Citibank N.A. | | | | | | | 12/14/23 | | | | | | | | 2,613 | | | | | |
| | MXN | | | 4,216,000 | | | | | USD | | | 237,213 | | | Goldman Sachs International | | | | | | | 12/14/23 | | | | | | | | 1,799 | | | | | |
| | USD | | | 364,805 | | | | | BRL | | | 1,816,000 | | | Citibank N.A. | | | | | | | 12/14/23 | | | | | | | | 6,767 | | | | | |
| | USD | | | 2,239,663 | | | | | BRL | | | 11,284,542 | | | Goldman Sachs International | | | | | | | 12/14/23 | | | | | | | | 14,829 | | | | | |
| | USD | | | 362,246 | | | | | COP | | | 1,447,898,000 | | | BNP Paribas SA | | | | | | | 12/14/23 | | | | | | | | 13,793 | | | | | |
| | USD | | | 560,437 | | | | | COP | | | 2,300,538,451 | | | BNP Paribas SA | | | | | | | 12/14/23 | | | | | | | | 6,787 | | | | | |
| | USD | | | 356,688 | | | | | COP | | | 1,469,148,000 | | | Citibank N.A. | | | | | | | 12/14/23 | | | | | | | | 3,121 | | | | | |
| | USD | | | 240,040 | | | | | CZK | | | 5,507,000 | | | Barclays Bank PLC | | | | | | | 12/14/23 | | | | | | | | 1,895 | | | | | |
| | USD | | | 1,398,755 | | | | | CZK | | | 31,947,596 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/14/23 | | | | | | | | 17,210 | | | | | |
| | USD | | | 92,956 | | | | | EUR | | | 86,518 | | | State Street Bank and Trust Co. | | | | | | | 12/14/23 | | | | | | | | 1,186 | | | | | |
| | USD | | | 93,576 | | | | | EUR | | | 87,095 | | | State Street Bank and Trust Co. | | | | | | | 12/14/23 | | | | | | | | 1,194 | | | | | |
| | USD | | | 364,198 | | | | | MXN | | | 6,338,000 | | | Citibank N.A. | | | | | | | 12/14/23 | | | | | | | | 4,887 | | | | | |
| | USD | | | 163,087 | | | | | PLN | | | 708,000 | | | Bank of America N.A. | | | | | | | 12/14/23 | | | | | | | | 1,419 | | | | | |
| | USD | | | 1,622,358 | | | | | PLN | | | 7,006,915 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/14/23 | | | | | | | | 22,369 | | | | | |
| | USD | | | 369,165 | | | | | THB | | | 13,219,000 | | | Barclays Bank PLC | | | | | | | 12/14/23 | | | | | | | | 3,819 | | | | | |
| | USD | | | 366,682 | | | | | ZAR | | | 6,982,000 | | | BNP Paribas SA | | | | | | | 12/14/23 | | | | | | | | 257 | | | | | |
| | ZAR | | | 7,006,000 | | | | | USD | | | 363,606 | | | Goldman Sachs International | | | | | | | 12/14/23 | | | | | | | | 4,079 | | | | | |
| | AUD | | | 1,900,000 | | | | | JPY | | | 177,580,840 | | | UBS AG | | | | | | | 12/20/23 | | | | | | | | 21,247 | | | | | |
| | AUD | | | 23,402,433 | | | | | USD | | | 15,056,915 | | | Citibank N.A. | | | | | | | 12/20/23 | | | | | | | | 30,115 | | | | | |
| | AUD | | | 1,900,377 | | | | | USD | | | 1,222,758 | | | UBS AG | | | | | | | 12/20/23 | | | | | | | | 2,373 | | | | | |
| | CNY | | | 26,687 | | | | | JPY | | | 534,673 | | | State Street Bank and Trust Co. | | | | | | | 12/20/23 | | | | | | | | 74 | | | | | |
| | CNY | | | 15,825,668 | | | | | USD | | | 2,182,799 | | | State Street Bank and Trust Co. | | | | | | | 12/20/23 | | | | | | | | 10,048 | | | | | |
| | COP | | | 660,587,187 | | | | | USD | | | 153,194 | | | State Street Bank and Trust Co. | | | | | | | 12/20/23 | | | | | | | | 5,591 | | | | | |
| | COP | | | 1,115,275,432 | | | | | USD | | | 263,155 | | | State Street Bank and Trust Co. | | | | | | | 12/20/23 | | | | | | | | 4,923 | | | | | |
| | EUR | | | 180,000 | | | | | USD | | | 190,078 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | 925 | | | | | |
| | GBP | | | 20,000 | | | | | USD | | | 24,337 | | | Barclays Bank PLC | | | | | | | 12/20/23 | | | | | | | | 78 | | | | | |
| | GBP | | | 50,000 | | | | | USD | | | 60,773 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | 265 | | | | | |
| | HUF | | | 23,000,000 | | | | | EUR | | | 57,809 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | 317 | | | | | |
| | JPY | | | 3,313,791,837 | | | | | EUR | | | 21,166,501 | | | State Street Bank and Trust Co. | | | | | | | 12/20/23 | | | | | | | | 515 | | | | | |
| | MXN | | | 1,100,000 | | | | | USD | | | 61,710 | | | Deutsche Bank AG | | | | | | | 12/20/23 | | | | | | | | 587 | | | | | |
| | MYR | | | 2,566,951 | | | | | USD | | | 550,000 | | | Royal Bank of Canada | | | | | | | 12/20/23 | | | | | | | | 616 | | | | | |
| | NOK | | | 14,631,018 | | | | | CAD | | | 1,854,366 | | | The Bank of New York Mellon | | | | | | | 12/20/23 | | | | | | | | 3,834 | | | | | |
| | NOK | | | 210,000 | | | | | USD | | | 19,615 | | | Bank of America N.A. | | | | | | | 12/20/23 | | | | | | | | 60 | | | | | |
| | NOK | | | 180,000 | | | | | USD | | | 16,724 | | | Barclays Bank PLC | | | | | | | 12/20/23 | | | | | | | | 140 | | | | | |
| | NOK | | | 180,000 | | | | | USD | | | 16,691 | | | Barclays Bank PLC | | | | | | | 12/20/23 | | | | | | | | 173 | | | | | |
| | NOK | | | 700,000 | | | | | USD | | | 65,100 | | | Deutsche Bank AG | | | | | | | 12/20/23 | | | | | | | | 483 | | | | | |
| | NOK | | | 180,000 | | | | | USD | | | 16,757 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | 107 | | | | | |
| | NOK | | | 180,000 | | | | | USD | | | 16,754 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | 111 | | | | | |
| | NOK | | | 180,000 | | | | | USD | | | 16,686 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | 178 | | | | | |
| | NOK | | | 190,000 | | | | | USD | | | 17,722 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | 79 | | | | | |
| | NOK | | | 260,000 | | | | | USD | | | 24,255 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | 104 | | | | | |
| | NOK | | | 3,225,000 | | | | | USD | | | 301,678 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | 473 | | | | | |
| | NOK | | | 180,000 | | | | | USD | | | 16,640 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | 224 | | | | | |
| | NOK | | | 170,000 | | | | | USD | | | 15,889 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | 39 | | | | | |
| | NOK | | | 170,000 | | | | | USD | | | 15,863 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | 65 | | | | | |
| | NOK | | | 180,000 | | | | | USD | | | 16,831 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | 34 | | | | | |
| | NOK | | | 190,000 | | | | | USD | | | 17,766 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | 35 | | | | | |
| | NOK | | | 8,768,843 | | | | | USD | | | 820,872 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | 682 | | | | | |
| | NOK | | | 20,296,459 | | | | | USD | | | 1,900,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | 1,579 | | | | | |
| | NZD | | | 160,000 | | | | | USD | | | 94,626 | | | Barclays Bank PLC | | | | | | | 12/20/23 | | | | | | | | 1,273 | | | | | |
| | |
SCHEDULE OF INVESTMENTS | | 22 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
| | Currency Purchased | | | | | Currency Sold | | | Counterparty | | | | | Settlement Date | | | | | | Unrealized Appreciation (Depreciation)
| | | | |
| | | | | | | | | | | |
| | NZD | | | 283,189 | | | | | USD | | | 167,429 | | | Natwest Markets PLC | | | | | | | 12/20/23 | | | | | | | $ | 2,306 | | | | | |
| | PHP | | | 7,214,000 | | | | | USD | | | 126,951 | | | BNP Paribas SA | | | | | | | 12/20/23 | | | | | | | | 451 | | | | | |
| | PHP | | | 8,286,000 | | | | | USD | | | 145,419 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | 915 | | | | | |
| | SEK | | | 190,000 | | | | | USD | | | 17,064 | | | Barclays Bank PLC | | | | | | | 12/20/23 | | | | | | | | 394 | | | | | |
| | SEK | | | 120,000 | | | | | USD | | | 10,787 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | 239 | | | | | |
| | SEK | | | 140,000 | | | | | USD | | | 12,590 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | 274 | | | | | |
| | SEK | | | 190,000 | | | | | USD | | | 16,994 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | 464 | | | | | |
| | SEK | | | 190,000 | | | | | USD | | | 17,025 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | 433 | | | | | |
| | SEK | | | 200,000 | | | | | USD | | | 17,936 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | 441 | | | | | |
| | SEK | | | 40,411,513 | | | | | USD | | | 3,646,000 | | | State Street Bank and Trust Co. | | | | | | | 12/20/23 | | | | | | | | 67,230 | | | | | |
| | SEK | | | 140,000 | | | | | USD | | | 12,602 | | | UBS AG | | | | | | | 12/20/23 | | | | | | | | 262 | | | | | |
| | SEK | | | 200,000 | | | | | USD | | | 18,033 | | | UBS AG | | | | | | | 12/20/23 | | | | | | | | 344 | | | | | |
| | USD | | | 396,602 | | | | | BRL | | | 1,976,129 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | 7,241 | | | | | |
| | USD | | | 2,281,000 | | | | | BRL | | | 11,365,812 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | 41,569 | | | | | |
| | USD | | | 2,345,095 | | | | | BRL | | | 11,685,000 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | 42,774 | | | | | |
| | USD | | | 2,427,884 | | | | | BRL | | | 12,097,709 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | 44,246 | | | | | |
| | USD | | | 228,791 | | | | | CAD | | | 309,879 | | | Natwest Markets PLC | | | | | | | 12/20/23 | | | | | | | | 363 | | | | | |
| | USD | | | 7,152 | | | | | CHF | | | 6,328 | | | Toronto-Dominion Bank | | | | | | | 12/20/23 | | | | | | | | 179 | | | | | |
| | USD | | | 3,760,058 | | | | | CNH | | | 27,260,000 | | | The Bank of New York Mellon | | | | | | | 12/20/23 | | | | | | | | 13,453 | | | | | |
| | USD | | | 5,629,831 | | | | | CNH | | | 40,815,364 | | | The Bank of New York Mellon | | | | | | | 12/20/23 | | | | | | | | 20,181 | | | | | |
| | USD | | | 496,491 | | | | | CZK | | | 11,349,606 | | | Citibank N.A. | | | | | | | 12/20/23 | | | | | | | | 5,630 | | | | | |
| | USD | | | 1,894,168 | | | | | CZK | | | 43,305,000 | | | Toronto-Dominion Bank | | | | | | | 12/20/23 | | | | | | | | 21,264 | | | | | |
| | USD | | | 803 | | | | | DKK | | | 5,552 | | | Toronto-Dominion Bank | | | | | | | 12/20/23 | | | | | | | | 12 | | | | | |
| | USD | | | 64,047 | | | | | EUR | | | 60,000 | | | Barclays Bank PLC | | | | | | | 12/20/23 | | | | | | | | 380 | | | | | |
| | USD | | | 64,243 | | | | | EUR | | | 60,000 | | | Barclays Bank PLC | | | | | | | 12/20/23 | | | | | | | | 576 | | | | | |
| | USD | | | 180,776 | | | | | EUR | | | 170,000 | | | Barclays Bank PLC | | | | | | | 12/20/23 | | | | | | | | 385 | | | | | |
| | USD | | | 1,241,519 | | | | | EUR | | | 1,160,000 | | | Citibank N.A. | | | | | | | 12/20/23 | | | | | | | | 10,612 | | | | | |
| | USD | | | 44,718 | | | | | EUR | | | 41,870 | | | Deutsche Bank AG | | | | | | | 12/20/23 | | | | | | | | 289 | | | | | |
| | USD | | | 92,061 | | | | | EUR | | | 86,198 | | | Deutsche Bank AG | | | | | | | 12/20/23 | | | | | | | | 594 | | | | | |
| | USD | | | 108,372 | | | | | EUR | | | 101,469 | | | Deutsche Bank AG | | | | | | | 12/20/23 | | | | | | | | 701 | | | | | |
| | USD | | | 115,806 | | | | | EUR | | | 108,430 | | | Deutsche Bank AG | | | | | | | 12/20/23 | | | | | | | | 749 | | | | | |
| | USD | | | 127,374 | | | | | EUR | | | 120,000 | | | Deutsche Bank AG | | | | | | | 12/20/23 | | | | | | | | 39 | | | | | |
| | USD | | | 617,323 | | | | | EUR | | | 580,000 | | | Deutsche Bank AG | | | | | | | 12/20/23 | | | | | | | | 1,870 | | | | | |
| | USD | | | 63,732 | | | | | EUR | | | 60,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | 64 | | | | | |
| | USD | | | 128,377 | | | | | EUR | | | 120,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | 1,042 | | | | | |
| | USD | | | 245,875 | | | | | EUR | | | 230,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | 1,816 | | | | | |
| | USD | | | 622,854 | | | | | EUR | | | 580,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | 7,401 | | | | | |
| | USD | | | 59,286,700 | | | | | EUR | | | 55,000,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | 924,758 | | | | | |
| | USD | | | 5,177,597 | | | | | EUR | | | 4,804,459 | | | The Bank of New York Mellon | | | | | | | 12/20/23 | | | | | | | | 79,460 | | | | | |
| | USD | | | 246,364 | | | | | EUR | | | 230,000 | | | UBS AG | | | | | | | 12/20/23 | | | | | | | | 2,305 | | | | | |
| | USD | | | 621,265 | | | | | EUR | | | 580,000 | | | UBS AG | | | | | | | 12/20/23 | | | | | | | | 5,812 | | | | | |
| | USD | | | 4,650,000 | | | | | EUR | | | 4,312,487 | | | UBS AG | | | | | | | 12/20/23 | | | | | | | | 73,906 | | | | | |
| | USD | | | 122,679 | | | | | GBP | | | 100,000 | | | Barclays Bank PLC | | | | | | | 12/20/23 | | | | | | | | 602 | | | | | |
| | USD | | | 10,945,907 | | | | | GBP | | | 8,764,140 | | | BNP Paribas SA | | | | | | | 12/20/23 | | | | | | | | 246,965 | | | | | |
| | USD | | | 122,839 | | | | | GBP | | | 100,000 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | 763 | | | | | |
| | USD | | | 149,006 | | | | | GBP | | | 120,000 | | | Royal Bank of Canada | | | | | | | 12/20/23 | | | | | | | | 2,515 | | | | | |
| | USD | | | 57,618 | | | | | HKD | | | 450,000 | | | Bank of America N.A. | | | | | | | 12/20/23 | | | | | | | | 58 | | | | | |
| | USD | | | 741,230 | | | | | HUF | | | 269,785,000 | | | State Street Bank and Trust Co. | | | | | | | 12/20/23 | | | | | | | | 17,974 | | | | | |
| | USD | | | 811,617 | | | | | IDR | | | 12,475,770,726 | | | Citibank N.A. | | | | | | | 12/20/23 | | | | | | | | 6,494 | | | | | |
| | USD | | | 761,000 | | | | | IDR | | | 11,707,756,700 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | 5,441 | | | | | |
| | USD | | | 1,536,052 | | | | | IDR | | | 23,631,699,204 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | 10,982 | | | | | |
| | USD | | | 761,098 | | | | | INR | | | 63,350,000 | | | Barclays Bank PLC | | | | | | | 12/20/23 | | | | | | | | 1,661 | | | | | |
| | USD | | | 78,000 | | | | | INR | | | 6,495,528 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | 132 | | | | | |
| | USD | | | 631,888 | | | | | JPY | | | 92,000,000 | | | Bank of America N.A. | | | | | | | 12/20/23 | | | | | | | | 8,313 | | | | | |
| | USD | | | 27,200 | | | | | JPY | | | 4,000,000 | | | Barclays Bank PLC | | | | | | | 12/20/23 | | | | | | | | 88 | | | | | |
| | USD | | | 61,910 | | | | | JPY | | | 9,000,000 | | | Barclays Bank PLC | | | | | | | 12/20/23 | | | | | | | | 908 | | | | | |
| | USD | | | 254,558 | | | | | JPY | | | 37,000,000 | | | HSBC Bank PLC | | | | | | | 12/20/23 | | | | | | | | 3,772 | | | | | |
| | USD | | | 27,598 | | | | | JPY | | | 4,000,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | 486 | | | | | |
| | USD | | | 34,385 | | | | | JPY | | | 5,000,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | 495 | | | | | |
| | USD | | | 21,717,144 | | | | | JPY | | | 3,154,109,393 | | | Royal Bank of Canada | | | | | | | 12/20/23 | | | | | | | | 338,625 | | | | | |
| | USD | | | 63,255 | | | | | MXN | | | 1,100,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | 958 | | | | | |
| | USD | | | 426,000 | | | | | MXN | | | 7,433,677 | | | Toronto-Dominion Bank | | | | | | | 12/20/23 | | | | | | | | 5,003 | | | | | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
| | Currency Purchased | | | | | Currency Sold | | | Counterparty | | | | | Settlement Date | | | | | | Unrealized Appreciation (Depreciation) | | | | |
| | | | | | | | | | | |
| | USD | | | 4,976,646 | | | | | MXN | | | 86,844,564 | | | Toronto-Dominion Bank | | | | | | | 12/20/23 | | | | | | | $ | 58,317 | | | | | |
| | USD | | | 23,122,221 | | | | | MXN | | | 403,503,104 | | | Toronto-Dominion Bank | | | | | | | 12/20/23 | | | | | | | | 270,346 | | | | | |
| | USD | | | 30,140 | | | | | NZD | | | 50,000 | | | Barclays Bank PLC | | | | | | | 12/20/23 | | | | | | | | 171 | | | | | |
| | USD | | | 287,452 | | | | | PLN | | | 1,240,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | 4,449 | | | | | |
| | USD | | | 289,617 | | | | | PLN | | | 1,249,338 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | 4,482 | | | | | |
| | USD | | | 758,574 | | | | | SGD | | | 1,030,000 | | | Citibank N.A. | | | | | | | 12/20/23 | | | | | | | | 2,428 | | | | | |
| | USD | | | 374,929 | | | | | THB | | | 13,250,000 | | | Citibank N.A. | | | | | | | 12/20/23 | | | | | | | | 8,496 | | | | | |
| | USD | | | 375,035 | | | | | THB | | | 13,250,000 | | | Citibank N.A. | | | | | | | 12/20/23 | | | | | | | | 8,602 | | | | | |
| | USD | | | 2,394 | | | | | TRY | | | 70,221 | | | UBS AG | | | | | | | 12/20/23 | | | | | | | | 45 | | | | | |
| | USD | | | 1,884,154 | | | | | ZAR | | | 35,835,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | 4,505 | | | | | |
| | USD | | | 4,189,356 | | | | | ZAR | | | 79,675,694 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | 10,137 | | | | | |
| | USD | | | 9,140,000 | | | | | ZAR | | | 173,703,991 | | | Royal Bank of Canada | | | | | | | 12/20/23 | | | | | | | | 28,727 | | | | | |
| | USD | | | 757,002 | | | | | IDR | | | 11,676,003,691 | | | Citibank N.A. | | | | | | | 01/31/24 | | | | | | | | 3,889 | | | | | |
| | USD | | | 627,104 | | | | | CZK | | | 14,169,751 | | | Bank of America N.A. | | | | | | | 03/04/24 | | | | | | | | 14,543 | | | | | |
| | USD | | | 868,630 | | | | | CZK | | | 19,820,890 | | | BNP Paribas SA | | | | | | | 03/04/24 | | | | | | | | 11,769 | | | | | |
| | COP | | | 2,501,665,000 | | | | | USD | | | 569,985 | | | BNP Paribas SA | | | | | | | 05/17/24 | | | | | | | | 13,444 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 3,522,520 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | AUD | | | 1,155,000 | | | | | USD | | | 749,209 | | | Natwest Markets PLC | | | | | | | 10/03/23 | | | | | | | | (6,602 | ) | | | | |
| | BRL | | | 749,183 | | | | | USD | | | 150,000 | | | Bank of America N.A. | | | | | | | 10/03/23 | | | | | | | | (955 | ) | | | | |
| | BRL | | | 729,477 | | | | | USD | | | 145,674 | | | Citibank N.A. | | | | | | | 10/03/23 | | | | | | | | (549 | ) | | | | |
| | BRL | | | 729,477 | | | | | USD | | | 145,674 | | | Citibank N.A. | | | | | | | 10/03/23 | | | | | | | | (549 | ) | | | | |
| | BRL | | | 732,150 | | | | | USD | | | 150,000 | | | Citibank N.A. | | | | | | | 10/03/23 | | | | | | | | (4,343 | ) | | | | |
| | BRL | | | 732,150 | | | | | USD | | | 150,000 | | | Citibank N.A. | | | | | | | 10/03/23 | | | | | | | | (4,343 | ) | | | | |
| | BRL | | | 733,310 | | | | | USD | | | 148,000 | | | Citibank N.A. | | | | | | | 10/03/23 | | | | | | | | (2,113 | ) | | | | |
| | BRL | | | 733,310 | | | | | USD | | | 148,000 | | | Citibank N.A. | | | | | | | 10/03/23 | | | | | | | | (2,113 | ) | | | | |
| | BRL | | | 1,101,797 | | | | | USD | | | 220,025 | | | Goldman Sachs International | | | | | | | 10/03/23 | | | | | | | | (829 | ) | | | | |
| | BRL | | | 1,110,744 | | | | | USD | | | 222,000 | | | Goldman Sachs International | | | | | | | 10/03/23 | | | | | | | | (1,025 | ) | | | | |
| | BRL | | | 1,846,236 | | | | | USD | | | 368,687 | | | Goldman Sachs International | | | | | | | 10/03/23 | | | | | | | | (1,390 | ) | | | | |
| | BRL | | | 1,846,236 | | | | | USD | | | 368,687 | | | Goldman Sachs International | | | | | | | 10/03/23 | | | | | | | | (1,390 | ) | | | | |
| | BRL | | | 1,075,294 | | | | | USD | | | 219,000 | | | HSBC Bank USA N.A. | | | | | | | 10/03/23 | | | | | | | | (5,077 | ) | | | | |
| | BRL | | | 1,075,294 | | | | | USD | | | 219,000 | | | HSBC Bank USA N.A. | | | | | | | 10/03/23 | | | | | | | | (5,077 | ) | | | | |
| | BRL | | | 750,362 | | | | | USD | | | 149,845 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/03/23 | | | | | | | | (565 | ) | | | | |
| | CAD | | | 58,000 | | | | | USD | | | 43,199 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/03/23 | | | | | | | | (497 | ) | | | | |
| | EUR | | | 21,656,500 | | | | | USD | | | 22,958,056 | | | State Street Bank and Trust Co. | | | | | | | 10/03/23 | | | | | | | | (61,719 | ) | | | | |
| | GBP | | | 771,000 | | | | | USD | | | 945,022 | | | Royal Bank of Canada | | | | | | | 10/03/23 | | | | | | | | (4,325 | ) | | | | |
| | HKD | | | 478,000 | | | | | USD | | | 61,044 | | | Societe Generale | | | | | | | 10/03/23 | | | | | | | | (4 | ) | | | | |
| | JPY | | | 488,000,000 | | | | | USD | | | 3,271,501 | | | Royal Bank of Canada | | | | | | | 10/03/23 | | | | | | | | (5,976 | ) | | | | |
| | NOK | | | 2,500,000 | | | | | USD | | | 235,649 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/03/23 | | | | | | | | (1,931 | ) | | | | |
| | SEK | | | 1,124,000 | | | | | USD | | | 103,377 | | | Barclays Bank PLC | | | | | | | 10/03/23 | | | | | | | | (499 | ) | | | | |
| | USD | | | 42,991 | | | | | AUD | | | 67,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/03/23 | | | | | | | | (87 | ) | | | | |
| | USD | | | 100,816 | | | | | SEK | | | 1,124,000 | | | State Street Bank and Trust Co. | | | | | | | 10/03/23 | | | | | | | | (2,062 | ) | | | | |
| | CNH | | | 27,192,000 | | | | | USD | | | 3,729,074 | | | The Bank of New York Mellon | | | | | | | 10/10/23 | | | | | | | | (2,714 | ) | | | | |
| | BRL | | | 743,260 | | | | | EUR | | | 140,000 | | | Deutsche Bank AG | | | | | | | 10/11/23 | | | | | | | | (386 | ) | | | | |
| | BRL | | | 743,260 | | | | | EUR | | | 140,000 | | | Deutsche Bank AG | | | | | | | 10/11/23 | | | | | | | | (386 | ) | | | | |
| | USD | | | 598,628 | | | | | COP | | | 2,501,665,000 | | | BNP Paribas SA | | | | | | | 10/17/23 | | | | | | | | (12,156 | ) | | | | |
| | CLP | | | 196,942,450 | | | | | USD | | | 223,000 | | | BNP Paribas SA | | | | | | | 10/18/23 | | | | | | | | (1,594 | ) | | | | |
| | CNH | | | 1,628,940 | | | | | USD | | | 224,000 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | (735 | ) | | | | |
| | CNH | | | 2,801,077 | | | | | USD | | | 384,000 | | | BNP Paribas SA | | | | | | | 10/18/23 | | | | | | | | (81 | ) | | | | |
| | CNH | | | 2,801,077 | | | | | USD | | | 384,000 | | | BNP Paribas SA | | | | | | | 10/18/23 | | | | | | | | (81 | ) | | | | |
| | COP | | | 602,102,050 | | | | | GBP | | | 121,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/18/23 | | | | | | | | (689 | ) | | | | |
| | COP | | | 602,102,050 | | | | | GBP | | | 121,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/18/23 | | | | | | | | (689 | ) | | | | |
| | COP | | | 1,493,472,000 | | | | | USD | | | 376,000 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | (11,484 | ) | | | | |
| | COP | | | 754,060,000 | | | | | USD | | | 185,000 | | | Deutsche Bank AG | | | | | | | 10/18/23 | | | | | | | | (954 | ) | | | | |
| | CZK | | | 3,410,938 | | | | | USD | | | 148,000 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | (259 | ) | | | | |
| | CZK | | | 4,764,464 | | | | | USD | | | 209,000 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | (2,632 | ) | | | | |
| | CZK | | | 5,106,412 | | | | | USD | | | 224,000 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | (2,821 | ) | | | | |
| | CZK | | | 6,634,361 | | | | | USD | | | 291,000 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | (3,639 | ) | | | | |
| | EUR | | | 208,000 | | | | | USD | | | 224,015 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | (3,972 | ) | | | | |
| | EUR | | | 208,000 | | | | | USD | | | 224,015 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | (3,972 | ) | | | | |
| | EUR | | | 208,000 | | | | | USD | | | 222,164 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | (2,121 | ) | | | | |
| | EUR | | | 210,000 | | | | | USD | | | 222,267 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | (109 | ) | | | | |
| | |
SCHEDULE OF INVESTMENTS | | 24 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
| | Currency Purchased | | | | | Currency Sold | | | Counterparty | | | | | Settlement Date | | | | | | Unrealized Appreciation (Depreciation) | | | | |
| | | | | | | | | | | |
| | EUR | | | 210,000 | | | | | USD | | | 222,267 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | $ | (109 | ) | | | | |
| | EUR | | | 348,000 | | | | | USD | | | 368,304 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | (155 | ) | | | | |
| | EUR | | | 456,000 | | | | | USD | | | 491,007 | | | Standard Chartered Bank | | | | | | | 10/18/23 | | | | | | | | (8,606 | ) | | | | |
| | EUR | | | 456,000 | | | | | USD | | | 490,957 | | | Standard Chartered Bank | | | | | | | 10/18/23 | | | | | | | | (8,555 | ) | | | | |
| | GBP | | | 276,000 | | | | | USD | | | 345,093 | | | BNP Paribas SA | | | | | | | 10/18/23 | | | | | | | | (8,315 | ) | | | | |
| | GBP | | | 276,000 | | | | | USD | | | 345,093 | | | BNP Paribas SA | | | | | | | 10/18/23 | | | | | | | | (8,315 | ) | | | | |
| | HUF | | | 27,384,700 | | | | | USD | | | 76,000 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | (1,860 | ) | | | | |
| | HUF | | | 82,874,750 | | | | | USD | | | 230,000 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | (5,629 | ) | | | | |
| | IDR | | | 4,079,675,000 | | | | | USD | | | 265,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | (1,515 | ) | | | | |
| | IDR | | | 4,079,675,000 | | | | | USD | | | 265,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | (1,515 | ) | | | | |
| | INR | | | 18,700,200 | | | | | USD | | | 225,000 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | (161 | ) | | | | |
| | INR | | | 18,700,200 | | | | | USD | | | 225,000 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | (161 | ) | | | | |
| | JPY | | | 34,675,608 | | | | | EUR | | | 220,000 | | | UBS AG | | | | | | | 10/18/23 | | | | | | | | (146 | ) | | | | |
| | KRW | | | 202,951,440 | | | | | USD | | | 153,000 | | | BNP Paribas SA | | | | | | | 10/18/23 | | | | | | | | (2,850 | ) | | | | |
| | KRW | | | 202,951,440 | | | | | USD | | | 153,000 | | | BNP Paribas SA | | | | | | | 10/18/23 | | | | | | | | (2,850 | ) | | | | |
| | KRW | | | 297,704,442 | | | | | USD | | | 222,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/18/23 | | | | | | | | (1,749 | ) | | | | |
| | MXN | | | 12,942,944 | | | | | USD | | | 750,000 | | | BNP Paribas SA | | | | | | | 10/18/23 | | | | | | | | (9,184 | ) | | | | |
| | MXN | | | 13,058,562 | | | | | USD | | | 750,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/18/23 | | | | | | | | (2,566 | ) | | | | |
| | MXN | | | 2,569,207 | | | | | USD | | | 149,000 | | | Toronto-Dominion Bank | | | | | | | 10/18/23 | | | | | | | | (1,946 | ) | | | | |
| | MXN | | | 2,569,207 | | | | | USD | | | 149,000 | | | Toronto-Dominion Bank | | | | | | | 10/18/23 | | | | | | | | (1,946 | ) | | | | |
| | MYR | | | 1,425,875 | | | | | USD | | | 305,000 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | (217 | ) | | | | |
| | MYR | | | 1,425,875 | | | | | USD | | | 305,000 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | (217 | ) | | | | |
| | SGD | | | 303,801 | | | | | USD | | | 223,000 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | (615 | ) | | | | |
| | THB | | | 5,343,140 | | | | | USD | | | 149,000 | | | Goldman Sachs International | | | | | | | 10/18/23 | | | | | | | | (2,077 | ) | | | | |
| | THB | | | 10,378,694 | | | | | USD | | | 291,250 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | (5,861 | ) | | | | |
| | THB | | | 10,378,694 | | | | | USD | | | 291,250 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | (5,861 | ) | | | | |
| | USD | | | 60,948 | | | | | AUD | | | 95,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | (161 | ) | | | | |
| | USD | | | 257,266 | | | | | AUD | | | 401,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | (681 | ) | | | | |
| | USD | | | 223,000 | | | | | CLP | | | 201,571,930 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | (3,610 | ) | | | | |
| | USD | | | 74,000 | | | | | CLP | | | 67,103,940 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/18/23 | | | | | | | | (1,439 | ) | | | | |
| | USD | | | 223,000 | | | | | CLP | | | 199,874,900 | | | Standard Chartered Bank | | | | | | | 10/18/23 | | | | | | | | (1,702 | ) | | | | |
| | USD | | | 227,000 | | | | | CNY | | | 1,650,425 | | | State Street Bank and Trust Co. | | | | | | | 10/18/23 | | | | | | | | (2,880 | ) | | | | |
| | USD | | | 227,000 | | | | | CNY | | | 1,650,418 | | | State Street Bank and Trust Co. | | | | | | | 10/18/23 | | | | | | | | (2,879 | ) | | | | |
| | USD | | | 148,000 | | | | | CZK | | | 3,423,187 | | | Deutsche Bank AG | | | | | | | 10/18/23 | | | | | | | | (272 | ) | | | | |
| | USD | | | 295,000 | | | | | MXN | | | 5,163,356 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | (535 | ) | | | | |
| | USD | | | 148,000 | | | | | MXN | | | 2,618,283 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | (1,863 | ) | | | | |
| | USD | | | 148,000 | | | | | MXN | | | 2,618,283 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | (1,863 | ) | | | | |
| | USD | | | 369,000 | | | | | MXN | | | 6,552,136 | | | Goldman Sachs International | | | | | | | 10/18/23 | | | | | | | | (6,025 | ) | | | | |
| | USD | | | 149,000 | | | | | NOK | | | 1,596,596 | | | BNP Paribas SA | | | | | | | 10/18/23 | | | | | | | | (324 | ) | | | | |
| | USD | | | 222,000 | | | | | NOK | | | 2,388,131 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | (1,353 | ) | | | | |
| | USD | | | 445,000 | | | | | NOK | | | 4,777,806 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/18/23 | | | | | | | | (1,850 | ) | | | | |
| | USD | | | 150,000 | | | | | SEK | | | 1,685,151 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | (4,331 | ) | | | | |
| | USD | | | 150,000 | | | | | SEK | | | 1,685,151 | | | JPMorgan Chase Bank N.A. | | | | | | | 10/18/23 | | | | | | | | (4,331 | ) | | | | |
| | USD | | | 149,000 | | | | | THB | | | 5,441,167 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | (619 | ) | | | | |
| | USD | | | 297,000 | | | | | ZAR | | | 5,665,879 | | | Bank of America N.A. | | | | | | | 10/18/23 | | | | | | | | (1,863 | ) | | | | |
| | USD | | | 148,000 | | | | | ZAR | | | 2,847,860 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | (2,219 | ) | | | | |
| | USD | | | 148,000 | | | | | ZAR | | | 2,847,860 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | (2,219 | ) | | | | |
| | USD | | | 369,000 | | | | | ZAR | | | 7,027,937 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | (1,709 | ) | | | | |
| | USD | | | 369,000 | | | | | ZAR | | | 7,113,693 | | | HSBC Bank PLC | | | | | | | 10/18/23 | | | | | | | | (6,232 | ) | | | | |
| | ZAR | | | 2,841,945 | | | | | USD | | | 150,000 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | (93 | ) | | | | |
| | ZAR | | | 2,841,945 | | | | | USD | | | 150,000 | | | Barclays Bank PLC | | | | | | | 10/18/23 | | | | | | | | (94 | ) | | | | |
| | ZAR | | | 2,700,524 | | | | | USD | | | 143,000 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | (553 | ) | | | | |
| | ZAR | | | 3,097,023 | | | | | USD | | | 164,000 | | | Citibank N.A. | | | | | | | 10/18/23 | | | | | | | | (639 | ) | | | | |
| | COP | | | 1,997,860,000 | | | | | USD | | | 491,448 | | | Morgan Stanley & Co. International PLC | | | | | | | 10/30/23 | | | | | | | | (5,684 | ) | | | | |
| | BRL | | | 1,854,406 | | | | | USD | | | 369,000 | | | Goldman Sachs International | | | | | | | 11/03/23 | | | | | | | | (1,682 | ) | | | | |
| | BRL | | | 1,854,406 | | | | | USD | | | 369,000 | | | Goldman Sachs International | | | | | | | 11/03/23 | | | | | | | | (1,682 | ) | | | | |
| | USD | | | 151,000 | | | | | BRL | | | 765,982 | | | Citibank N.A. | | | | | | | 11/03/23 | | | | | | | | (725 | ) | | | | |
| | USD | | | 151,000 | | | | | BRL | | | 765,982 | | | Citibank N.A. | | | | | | | 11/03/23 | | | | | | | | (725 | ) | | | | |
| | USD | | | 74,000 | | | | | BRL | | | 375,032 | | | Deutsche Bank AG | | | | | | | 11/03/23 | | | | | | | | (286 | ) | | | | |
| | USD | | | 74,000 | | | | | BRL | | | 375,032 | | | Deutsche Bank AG | | | | | | | 11/03/23 | | | | | | | | (286 | ) | | | | |
| | USD | | | 61,079 | | | | | HKD | | | 478,000 | | | Societe Generale | | | | | | | 11/03/23 | | | | | | | | — | | | | | |
| | USD | | | 3,943,541 | | | | | MXN | | | 69,150,000 | | | State Street Bank and Trust Co. | | | | | | | 11/03/23 | | | | | | | | (3,602 | ) | | | | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
| | Currency Purchased | | | | | Currency Sold | | | Counterparty | | | | | Settlement Date | | | | | | Unrealized Appreciation (Depreciation) | | | | |
| | | | | | | | | | | |
| | EUR | | | 45,000,000 | | | | | USD | | | 49,706,393 | | | Morgan Stanley & Co. International PLC | | | | | | | 11/07/23 | | | | | | | $ | (2,061,225 | ) | | | | |
| | ZAR | | | 85,000,000 | | | | | USD | | | 4,506,807 | | | Citibank N.A. | | | | | | | 11/07/23 | | | | | | | | (31,160 | ) | | | | |
| | EUR | | | 626,000 | | | | | USD | | | 672,535 | | | Barclays Bank PLC | | | | | | | 12/14/23 | | | | | | | | (8,530 | ) | | | | |
| | EUR | | | 440,000 | | | | | USD | | | 475,182 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/14/23 | | | | | | | | (8,469 | ) | | | | |
| | HUF | | | 438,727,326 | | | | | USD | | | 1,192,925 | | | Barclays Bank PLC | | | | | | | 12/14/23 | | | | | | | | (16,048 | ) | | | | |
| | IDR | | | 4,160,576,921 | | | | | USD | | | 270,444 | | | BNP Paribas SA | | | | | | | 12/14/23 | | | | | | | | (1,922 | ) | | | | |
| | KRW | | | 799,535,000 | | | | | USD | | | 601,588 | | | Citibank N.A. | | | | | | | 12/14/23 | | | | | | | | (8,213 | ) | | | | |
| | MYR | | | 2,340,883 | | | | | USD | | | 503,632 | | | Barclays Bank PLC | | | | | | | 12/14/23 | | | | | | | | (1,692 | ) | | | | |
| | PLN | | | 2,047,000 | | | | | USD | | | 474,896 | | | Citibank N.A. | | | | | | | 12/14/23 | | | | | | | | (7,475 | ) | | | | |
| | PLN | | | 708,000 | | | | | USD | | | 162,269 | | | Goldman Sachs International | | | | | | | 12/14/23 | | | | | | | | (601 | ) | | | | |
| | THB | | | 77,467,952 | | | | | USD | | | 2,191,084 | | | Barclays Bank PLC | | | | | | | 12/14/23 | | | | | | | | (50,025 | ) | | | | |
| | USD | | | 362,819 | | | | | BRL | | | 1,849,000 | | | Deutsche Bank AG | | | | | | | 12/14/23 | | | | | | | | (1,725 | ) | | | | |
| | USD | | | 361,882 | | | | | MXN | | | 6,464,000 | | | Citibank N.A. | | | | | | | 12/14/23 | | | | | | | | (4,573 | ) | | | | |
| | USD | | | 5,409,132 | | | | | MXN | | | 95,949,894 | | | HSBC Bank PLC | | | | | | | 12/14/23 | | | | | | | | (30,420 | ) | | | | |
| | USD | | | 363,391 | | | | | ZAR | | | 7,029,000 | | | Barclays Bank PLC | | | | | | | 12/14/23 | | | | | | | | (5,501 | ) | | | | |
| | USD | | | 2,839,373 | | | | | ZAR | | | 54,888,529 | | | Deutsche Bank AG | | | | | | | 12/14/23 | | | | | | | | (41,259 | ) | | | | |
| | CAD | | | 460,347 | | | | | USD | | | 340,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (654 | ) | | | | |
| | CAD | | | 2,241,262 | | | | | USD | | | 1,654,724 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (2,574 | ) | | | | |
| | CAD | | | 22,854,554 | | | | | USD | | | 16,880,000 | | | Nomura International PLC | | | | | | | 12/20/23 | | | | | | | | (32,730 | ) | | | | |
| | CHF | | | 530,533 | | | | | USD | | | 600,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (15,325 | ) | | | | |
| | CNH | | | 10,629 | | | | | AUD | | | 2,278 | | | Bank of Montreal | | | | | | | 12/20/23 | | | | | | | | (8 | ) | | | | |
| | CNH | | | 21,555,760 | | | | | USD | | | 2,972,692 | | | Bank of Montreal | | | | | | | 12/20/23 | | | | | | | | (10,075 | ) | | | | |
| | CNH | | | 21,614,435 | | | | | USD | | | 2,980,607 | | | Bank of Montreal | | | | | | | 12/20/23 | | | | | | | | (9,926 | ) | | | | |
| | CNH | | | 30,456,464 | | | | | USD | | | 4,200,000 | | | Bank of Montreal | | | | | | | 12/20/23 | | | | | | | | (14,073 | ) | | | | |
| | CNH | | | 91,074,178 | | | | | USD | | | 12,559,151 | | | Bank of Montreal | | | | | | | 12/20/23 | | | | | | | | (41,945 | ) | | | | |
| | CZK | | | 12,121,816 | | | | | USD | | | 530,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (5,742 | ) | | | | |
| | CZK | | | 13,999,650 | | | | | USD | | | 612,104 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (6,631 | ) | | | | |
| | DKK | | | 2,764,895 | | | | | USD | | | 400,000 | | | Natwest Markets PLC | | | | | | | 12/20/23 | | | | | | | | (6,294 | ) | | | | |
| | DKK | | | 7,311,780 | | | | | USD | | | 1,057,126 | | | Natwest Markets PLC | | | | | | | 12/20/23 | | | | | | | | (15,968 | ) | | | | |
| | EUR | | | 1,843,672 | | | | | AUD | | | 3,087,451 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | (34,042 | ) | | | | |
| | EUR | | | 230,000 | | | | | USD | | | 246,141 | | | Barclays Bank PLC | | | | | | | 12/20/23 | | | | | | | | (2,082 | ) | | | | |
| | EUR | | | 230,000 | | | | | USD | | | 246,728 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | (2,669 | ) | | | | |
| | EUR | | | 120,000 | | | | | USD | | | 128,233 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | (897 | ) | | | | |
| | EUR | | | 1,160,000 | | | | | USD | | | 1,244,622 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | (13,716 | ) | | | | |
| | EUR | | | 1,160,000 | | | | | USD | | | 1,244,122 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | (13,216 | ) | | | | |
| | EUR | | | 4,781,080 | | | | | USD | | | 5,152,696 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (79,366 | ) | | | | |
| | EUR | | | 3,545,000 | | | | | USD | | | 3,820,209 | | | Societe Generale | | | | | | | 12/20/23 | | | | | | | | (58,517 | ) | | | | |
| | GBP | | | 5,457,753 | | | | | EUR | | | 6,322,998 | | | The Bank of New York Mellon | | | | | | | 12/20/23 | | | | | | | | (46,874 | ) | | | | |
| | GBP | | | 200,000 | | | | | USD | | | 245,112 | | | Barclays Bank PLC | | | | | | | 12/20/23 | | | | | | | | (959 | ) | | | | |
| | GBP | | | 20,000 | | | | | USD | | | 24,841 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (425 | ) | | | | |
| | GBP | | | 30,000 | | | | | USD | | | 36,901 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (278 | ) | | | | |
| | GBP | | | 5,568,149 | | | | | USD | | | 6,953,198 | | | The Bank of New York Mellon | | | | | | | 12/20/23 | | | | | | | | (155,805 | ) | | | | |
| | HUF | | | 34,000,000 | | | | | EUR | | | 86,785 | | | Standard Chartered Bank | | | | | | | 12/20/23 | | | | | | | | (941 | ) | | | | |
| | IDR | | | 26,928,247,495 | | | | | USD | | | 1,749,087 | | | Bank of America N.A. | | | | | | | 12/20/23 | | | | | | | | (11,275 | ) | | | | |
| | IDR | | | 5,740,000,000 | | | | | USD | | | 373,418 | | | Citibank N.A. | | | | | | | 12/20/23 | | | | | | | | (2,988 | ) | | | | |
| | INR | | | 63,350,000 | | | | | USD | | | 759,492 | | | Citibank N.A. | | | | | | | 12/20/23 | | | | | | | | (56 | ) | | | | |
| | INR | | | 125,105,000 | | | | | USD | | | 1,502,023 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | (2,271 | ) | | | | |
| | JPY | | | 269,982,988 | | | | | AUD | | | 2,888,467 | | | The Bank of New York Mellon | | | | | | | 12/20/23 | | | | | | | | (32,189 | ) | | | | |
| | JPY | | | 373,877,200 | | | | | AUD | | | 4,000,000 | | | The Bank of New York Mellon | | | | | | | 12/20/23 | | | | | | | | (44,576 | ) | | | | |
| | JPY | | | 36,000,000 | | | | | USD | | | 246,872 | | | Royal Bank of Canada | | | | | | | 12/20/23 | | | | | | | | (2,864 | ) | | | | |
| | JPY | | | 374,902,550 | | | | | USD | | | 2,580,786 | | | Royal Bank of Canada | | | | | | | 12/20/23 | | | | | | | | (39,701 | ) | | | | |
| | JPY | | | 5,483,929,339 | | | | | USD | | | 37,748,857 | | | State Street Bank and Trust Co. | | | | | | | 12/20/23 | | | | | | | | (578,845 | ) | | | | |
| | JPY | | | 37,000,000 | | | | | USD | | | 255,247 | | | Toronto-Dominion Bank | | | | | | | 12/20/23 | | | | | | | | (4,462 | ) | | | | |
| | JPY | | | 92,000,000 | | | | | USD | | | 634,669 | | | Toronto-Dominion Bank | | | | | | | 12/20/23 | | | | | | | | (11,094 | ) | | | | |
| | KRW | | | 2,045,905,000 | | | | | USD | | | 1,547,510 | | | BNP Paribas SA | | | | | | | 12/20/23 | | | | | | | | (28,673 | ) | | | | |
| | KRW | | | 793,047,000 | | | | | USD | | | 600,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (11,258 | ) | | | | |
| | MXN | | | 1,100,000 | | | | | USD | | | 63,186 | | | Citibank N.A. | | | | | | | 12/20/23 | | | | | | | | (888 | ) | | | | |
| | MXN | | | 102,550,000 | | | | | USD | | | 5,876,215 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (68,429 | ) | | | | |
| | MXN | | | 197,616,281 | | | | | USD | | | 11,323,600 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (131,858 | ) | | | | |
| | NOK | | | 180,000 | | | | | USD | | | 16,884 | | | Bank of America N.A. | | | | | | | 12/20/23 | | | | | | | | (19 | ) | | | | |
| | PLN | | | 1,056,594 | | | | | USD | | | 244,858 | | | State Street Bank and Trust Co. | | | | | | | 12/20/23 | | | | | | | | (3,713 | ) | | | | |
| | PLN | | | 7,633,368 | | | | | USD | | | 1,770,000 | | | State Street Bank and Trust Co. | | | | | | | 12/20/23 | | | | | | | | (27,846 | ) | | | | |
| | |
SCHEDULE OF INVESTMENTS | | 26 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
Forward Foreign Currency Exchange Contracts (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
| | Currency Purchased | | | | | Currency Sold | | | Counterparty | | | | | Settlement Date | | | | | | Unrealized Appreciation (Depreciation) | | | | |
| | | | | | | | | | | |
| | SGD | | | 515,000 | | | | | USD | | | 379,150 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | $ | (1,076 | ) | | | | |
| | SGD | | | 515,000 | | | | | USD | | | 379,088 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | (1,014 | ) | | | | |
| | SGD | | | 2,439,146 | | | | | USD | | | 1,800,000 | | | State Street Bank and Trust Co. | | | | | | | 12/20/23 | | | | | | | | (9,367 | ) | | | | |
| | THB | | | 26,500,000 | | | | | USD | | | 751,294 | | | UBS AG | | | | | | | 12/20/23 | | | | | | | | (18,426 | ) | | | | |
| | TRY | | | 644,403 | | | | | USD | | | 22,000 | | | State Street Bank and Trust Co. | | | | | | | 12/20/23 | | | | | | | | (451 | ) | | | | |
| | USD | | | 2,790,000 | | | | | AUD | | | 4,333,425 | | | Toronto-Dominion Bank | | | | | | | 12/20/23 | | | | | | | | (3,663 | ) | | | | |
| | USD | | | 1,120,137 | | | | | CNY | | | 8,122,204 | | | State Street Bank and Trust Co. | | | | | | | 12/20/23 | | | | | | | | (5,297 | ) | | | | |
| | USD | | | 1,770,979 | | | | | COP | | | 7,705,088,339 | | | Bank of America N.A. | | | | | | | 12/20/23 | | | | | | | | (81,086 | ) | | | | |
| | USD | | | 112,913 | | | | | COP | | | 477,621,650 | | | Citibank N.A. | | | | | | | 12/20/23 | | | | | | | | (1,893 | ) | | | | |
| | USD | | | 183,062 | | | | | GBP | | | 150,000 | | | Barclays Bank PLC | | | | | | | 12/20/23 | | | | | | | | (52 | ) | | | | |
| | USD | | | 60,963 | | | | | GBP | | | 50,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | (75 | ) | | | | |
| | USD | | | 370,179 | | | | | IDR | | | 5,740,000,000 | | | Citibank N.A. | | | | | | | 12/20/23 | | | | | | | | (251 | ) | | | | |
| | USD | | | 16,768 | | | | | NOK | | | 180,000 | | | Barclays Bank PLC | | | | | | | 12/20/23 | | | | | | | | (97 | ) | | | | |
| | USD | | | 13,095 | | | | | NOK | | | 140,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | (21 | ) | | | | |
| | USD | | | 16,791 | | | | | NOK | | | 180,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | (73 | ) | | | | |
| | USD | | | 11,239 | | | | | NOK | | | 120,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (3 | ) | | | | |
| | USD | | | 13,102 | | | | | NOK | | | 140,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (15 | ) | | | | |
| | USD | | | 16,675 | | | | | NOK | | | 180,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (190 | ) | | | | |
| | USD | | | 16,787 | | | | | NOK | | | 180,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (77 | ) | | | | |
| | USD | | | 16,787 | | | | | NOK | | | 180,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (77 | ) | | | | |
| | USD | | | 479,266 | | | | | NOK | | | 5,118,505 | | | Toronto-Dominion Bank | | | | | | | 12/20/23 | | | | | | | | (288 | ) | | | | |
| | USD | | | 35,862 | | | | | NZD | | | 60,000 | | | HSBC Bank PLC | | | | | | | 12/20/23 | | | | | | | | (100 | ) | | | | |
| | USD | | | 272,037 | | | | | PHP | | | 15,500,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (1,700 | ) | | | | |
| | USD | | | 16,194 | | | | | SEK | | | 180,000 | | | Bank of America N.A. | | | | | | | 12/20/23 | | | | | | | | (346 | ) | | | | |
| | USD | | | 17,142 | | | | | SEK | | | 190,000 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | (316 | ) | | | | |
| | USD | | | 17,169 | | | | | SEK | | | 190,000 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | (289 | ) | | | | |
| | USD | | | 17,936 | | | | | SEK | | | 200,000 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | (441 | ) | | | | |
| | USD | | | 17,939 | | | | | SEK | | | 200,000 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | (438 | ) | | | | |
| | USD | | | 17,997 | | | | | SEK | | | 200,000 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | (381 | ) | | | | |
| | USD | | | 18,015 | | | | | SEK | | | 200,000 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | (362 | ) | | | | |
| | USD | | | 18,056 | | | | | SEK | | | 200,000 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | (321 | ) | | | | |
| | USD | | | 19,929 | | | | | SEK | | | 220,000 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | (286 | ) | | | | |
| | USD | | | 30,820 | | | | | SEK | | | 341,550 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | (563 | ) | | | | |
| | USD | | | 59,127 | | | | | SEK | | | 650,000 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | (598 | ) | | | | |
| | USD | | | 119,240 | | | | | SEK | | | 1,321,361 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | (2,174 | ) | | | | |
| | USD | | | 296,631 | | | | | SEK | | | 3,295,000 | | | Goldman Sachs International | | | | | | | 12/20/23 | | | | | | | | (6,132 | ) | | | | |
| | USD | | | 16,356 | | | | | SEK | | | 180,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | (183 | ) | | | | |
| | USD | | | 27,925 | | | | | SEK | | | 310,000 | | | JPMorgan Chase Bank N.A. | | | | | | | 12/20/23 | | | | | | | | (560 | ) | | | | |
| | USD | | | 17,105 | | | | | SEK | | | 190,000 | | | Morgan Stanley & Co. International PLC | | | | | | | 12/20/23 | | | | | | | | (353 | ) | | | | |
| | USD | | | 16,246 | | | | | SEK | | | 180,000 | | | UBS AG | | | | | | | 12/20/23 | | | | | | | | (294 | ) | | | | |
| | USD | | | 17,171 | | | | | SEK | | | 190,000 | | | UBS AG | | | | | | | 12/20/23 | | | | | | | | (287 | ) | | | | |
| | ZAR | | | 208,253,783 | | | | | USD | | | 10,947,169 | | | State Street Bank and Trust Co. | | | | | | | 12/20/23 | | | | | | | | (23,660 | ) | | | | |
| | USD | | | 97,894 | | | | | ILS | | | 374,415 | | | JPMorgan Chase Bank N.A. | | | | | | | 01/29/24 | | | | | | | | (870 | ) | | | | |
| | USD | | | 196,039 | | | | | ILS | | | 748,829 | | | JPMorgan Chase Bank N.A. | | | | | | | 01/29/24 | | | | | | | | (1,489 | ) | | | | |
| | USD | | | 942,022 | | | | | ILS | | | 3,594,379 | | | JPMorgan Chase Bank N.A. | | | | | | | 01/29/24 | | | | | | | | (6,109 | ) | | | | |
| | USD | | | 635,444 | | | | | ILS | | | 2,421,285 | | | Toronto-Dominion Bank | | | | | | | 01/29/24 | | | | | | | | (3,247 | ) | | | | |
| | COP | | | 2,993,471,000 | | | | | USD | | | 692,452 | | | Morgan Stanley & Co. International PLC | | | | | | | 08/15/24 | | | | | | | | (5,876 | ) | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (4,349,928 | ) | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (827,408 | ) | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Options Purchased
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Description | | Number of Contracts | | | Expiration Date | | | Exercise Price | | | Notional Amount (000) | | | Value | |
| | | | | | | |
Call | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
SPDR S&P 500 ETF Trust | | | 42 | | | | 10/13/23 | | | | USD | | | | 435.00 | | | | USD | | | | 1,795 | | | $ | 9,429 | |
Alibaba Group Holding Ltd., ADR | | | 129 | | | | 10/20/23 | | | | USD | | | | 110.00 | | | | USD | | | | 1,119 | | | | 967 | |
Apple, Inc. | | | 15 | | | | 10/20/23 | | | | USD | | | | 180.00 | | | | USD | | | | 257 | | | | 1,252 | |
Apple, Inc. | | | 7 | | | | 10/20/23 | | | | USD | | | | 185.00 | | | | USD | | | | 120 | | | | 172 | |
Comcast Corp., Class A | | | 95 | | | | 10/20/23 | | | | USD | | | | 47.50 | | | | USD | | | | 421 | | | | 950 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | 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) | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
MGM Resorts International | | | 30 | | | | 10/20/23 | | | | USD | | | | 50.00 | | | | USD | | | | 110 | | | $ | 60 | |
Micron Technology, Inc. | | | 42 | | | | 10/20/23 | | | | USD | | | | 70.00 | | | | USD | | | | 286 | | | | 5,586 | |
SPDR S&P 500 ETF Trust | | | 84 | | | | 10/20/23 | | | | USD | | | | 463.00 | | | | USD | | | | 3,591 | | | | 210 | |
Valero Energy Corp | | | 20 | | | | 10/20/23 | | | | USD | | | | 145.00 | | | | USD | | | | 283 | | | | 6,050 | |
10-Year U.S. Treasury Note Future | | | 2 | | | | 10/27/23 | | | | USD | | | | 109.00 | | | | USD | | | | 216 | | | | 938 | |
Adobe, Inc. | | | 5 | | | | 11/17/23 | | | | USD | | | | 590.00 | | | | USD | | | | 255 | | | | 1,150 | |
Amazon.com, Inc. | | | 21 | | | | 11/17/23 | | | | USD | | | | 150.00 | | | | USD | | | | 267 | | | | 2,005 | |
Amazon.com, Inc. | | | 15 | | | | 11/17/23 | | | | USD | | | | 155.00 | | | | USD | | | | 191 | | | | 893 | |
Broadcom, Inc. | | | 2 | | | | 11/17/23 | | | | USD | | | | 900.00 | | | | USD | | | | 166 | | | | 2,590 | |
ConocoPhillips | | | 21 | | | | 11/17/23 | | | | USD | | | | 130.00 | | | | USD | | | | 252 | | | | 3,171 | |
Devon Energy Corp. | | | 42 | | | | 11/17/23 | | | | USD | | | | 52.50 | | | | USD | | | | 200 | | | | 3,927 | |
Kenvue, Inc. | | | 127 | | | | 11/17/23 | | | | USD | | | | 25.00 | | | | USD | | | | 255 | | | | 953 | |
Lennar Corp., Class A | | | 8 | | | | 11/17/23 | | | | USD | | | | 135.00 | | | | USD | | | | 90 | | | | 160 | |
Micron Technology, Inc. | | | 38 | | | | 11/17/23 | | | | USD | | | | 77.50 | | | | USD | | | | 259 | | | | 2,014 | |
SPDR S&P 500 ETF Trust | | | 95 | | | | 11/17/23 | | | | USD | | | | 460.00 | | | | USD | | | | 4,061 | | | | 5,795 | |
T-Mobile U.S., Inc. | | | 20 | | | | 11/17/23 | | | | USD | | | | 140.00 | | | | USD | | | | 280 | | | | 10,750 | |
Uber Technologies, Inc. | | | 32 | | | | 11/17/23 | | | | USD | | | | 52.50 | | | | USD | | | | 147 | | | | 2,720 | |
Uber Technologies, Inc. | | | 32 | | | | 11/17/23 | | | | USD | | | | 47.50 | | | | USD | | | | 147 | | | | 7,680 | |
Walmart, Inc. | | | 21 | | | | 11/17/23 | | | | USD | | | | 170.00 | | | | USD | | | | 336 | | | | 2,247 | |
5-Year U.S. Treasury Note Future | | | 18 | | | | 11/24/23 | | | | USD | | | | 105.50 | | | | USD | | | | 1,896 | | | | 13,359 | |
5-Year U.S. Treasury Note Future | | | 24 | | | | 11/24/23 | | | | USD | | | | 106.50 | | | | USD | | | | 2,528 | | | | 9,000 | |
Delta Air Lines, Inc. | | | 155 | | | | 12/15/23 | | | | USD | | | | 45.00 | | | | USD | | | | 574 | | | | 3,875 | |
Delta Air Lines, Inc. | | | 32 | | | | 12/15/23 | | | | USD | | | | 42.00 | | | | USD | | | | 118 | | | | 2,064 | |
Intel Corp. | | | 63 | | | | 12/15/23 | | | | USD | | | | 38.00 | | | | USD | | | | 224 | | | | 9,576 | |
United Airlines Holdings, Inc. | | | 32 | | | | 12/15/23 | | | | USD | | | | 48.00 | | | | USD | | | | 135 | | | | 3,408 | |
Freeport-McMoRan, Inc. | | | 53 | | | | 01/19/24 | | | | USD | | | | 45.00 | | | | USD | | | | 198 | | | | 4,266 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | 117,217 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Put | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
2-Year U.S. Treasury Note Future | | | 39 | | | | 10/27/23 | | | | USD | | | | 101.25 | | | | USD | | | | 7,905 | | | | 14,016 | |
SPDR S&P 500 ETF Trust | | | 55 | | | | 11/17/23 | | | | USD | | | | 435.00 | | | | USD | | | | 2,351 | | | | 65,147 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | 79,163 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | $ | 196,380 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Barrier Options Purchased
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | |
Description | | Type of Option | | Counterparty | | Number of Contracts | | | Expiration Date | | | Exercise Price | | | Barrier Price/Range | | | Notional Amount (000) | | | Value | |
| | | | | | | | | | | |
Call | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
EUR Currency | | One Touch | | HSBC Bank USA N.A. | | | — | | | | 11/01/23 | | | | PLN | | | | 4.66 | | | | PLN | | | | 4.66 | | | | EUR | | | | 70 | | | $ | 24,162 | |
S&P 500 Index | | Down-and-in | | Citibank N.A. | | | 1,289 | | | | 12/15/23 | | | | USD | | | | 4,432.61 | | | | USD | | | | 4,215.33 | | | | USD | | | | 5,714 | | | | 4,559 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 28,721 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Put | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | Morgan Stanley & Co. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
EUR Currency | | One Touch | | International PLC | | | — | | | | 10/20/23 | | | | USD | | | | 1.06 | | | | USD | | | | 1.06 | | | | EUR | | | | 1,190 | | | | 662,785 | |
USD Currency | | One Touch | | HSBC Bank USA N.A. | | | — | | | | 11/16/23 | | | | USD | | | | 1.05 | | | | USD | | | | 1.05 | | | | EUR | | | | 57 | | | | 20,115 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 682,900 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 711,621 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Options Purchased
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Description | | Counterparty | | Number of Contracts | | | Expiration Date | | | Exercise Price | | | Notional Amount (000) | | | Value | |
| | | | | | | | |
Call | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
EUR Currency | | JPMorgan Chase Bank N.A. | | | — | | | | 10/12/23 | | | | USD | | | | 1.13 | | | | EUR | | | | 860 | | | $ | 1 | |
USD Currency | | Goldman Sachs International | | | — | | | | 10/26/23 | | | | ZAR | | | | 19.30 | | | | USD | | | | 594 | | | | 5,379 | |
USD Currency | | JPMorgan Chase Bank N.A. | | | — | | | | 11/10/23 | | | | HKD | | | | 7.82 | | | | USD | | | | 4,760 | | | | 7,735 | |
USD Currency | | Morgan Stanley & Co. International PLC | | | — | | | | 11/13/23 | | | | HKD | | | | 7.81 | | | | USD | | | | 4,175 | | | | 10,660 | |
USD Currency | | Bank of America N.A. | | | — | | | | 11/16/23 | | | | BRL | | | | 5.05 | | | | USD | | | | 600 | | | | 11,809 | |
| | |
SCHEDULE OF INVESTMENTS | | 28 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | 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) | | | | | | | | | | | | | | | | | | | | | | | | | | |
Mitsubishi UFJ Financial Group, Inc. | | Citibank N.A. | | | 26,860 | | | | 12/08/23 | | | JPY | | | 1,378.02 | | | JPY | | | 34,072 | | | $ | 3,712 | |
Mizuho Financial Group, Inc. | | Goldman Sachs International | | | 9,960 | | | | 12/08/23 | | | JPY | | | 2,803.79 | | | JPY | | | 25,308 | | | | 1,743 | |
Sumitomo Mitsui Financial Group, Inc. | | Goldman Sachs International | | | 4,640 | | | | 12/08/23 | | | JPY | | | 8,068.88 | | | JPY | | | 34,090 | | | | 2,481 | |
TOPIX Banks Index | | Morgan Stanley & Co. International PLC | | | 630,000 | | | | 12/08/23 | | | JPY | | | 267.60 | | | JPY | | | 164,890 | | | | 31,509 | |
EUR Currency | | Barclays Bank PLC | | | — | | | | 12/20/23 | | | USD | | | 1.13 | | | EUR | | | 590 | | | | 354 | |
TOPIX Banks Index | | BNP Paribas SA | | | 466,800 | | | | 01/12/24 | | | JPY | | | 286.63 | | | JPY | | | 122,176 | | | | 20,640 | |
TOPIX Banks Index | | Goldman Sachs International | | | 777,689 | | | | 01/12/24 | | | JPY | | | 286.49 | | | JPY | | | 203,545 | | | | 21,675 | |
TOPIX Banks Index | | JPMorgan Chase Bank N.A. | | | 311,512 | | | | 01/12/24 | | | JPY | | | 286.56 | | | JPY | | | 81,532 | | | | 8,655 | |
USD Currency | | HSBC Bank USA N.A. | | | — | | | | 08/21/24 | | | CNH | | | 8.50 | | | USD | | | 21,309 | | | | 19,051 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | 145,404 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
Put | | | | | | | | | | | | | | | | | | | | | | | | | | |
EUR Currency | | Bank of America N.A. | | | — | | | | 10/06/23 | | | BRL | | | 5.40 | | | EUR | | | 554 | | | | 10,240 | |
USD Currency | | Barclays Bank PLC | | | — | | | | 10/06/23 | | | MXN | | | 17.20 | | | USD | | | 606 | | | | 885 | |
EUR Currency | | Barclays Bank PLC | | | — | | | | 10/16/23 | | | USD | | | 1.08 | | | EUR | | | 550 | | | | 12,547 | |
USD Currency | | JPMorgan Chase Bank N.A. | | | — | | | | 10/18/23 | | | CNH | | | 6.90 | | | USD | | | 810 | | | | 21 | |
EUR Currency | | JPMorgan Chase Bank N.A. | | | — | | | | 10/26/23 | | | USD | | | 1.05 | | | EUR | | | 702 | | | | 3,247 | |
EUR Currency | | JPMorgan Chase Bank N.A. | | | — | | | | 11/22/23 | | | USD | | | 1.05 | | | EUR | | | 22,715 | | | | 189,732 | |
GBP Currency | | Bank of America N.A. | | | — | | | | 11/22/23 | | | CHF | | | 1.10 | | | GBP | | | 3,371 | | | | 20,409 | |
USD Currency | | Barclays Bank PLC | | | — | | | | 11/22/23 | | | MXN | | | 17.25 | | | USD | | | 2,528 | | | | 23,216 | |
USD Currency | | Bank of America N.A. | | | — | | | | 11/30/23 | | | CLP | | | 900.00 | | | USD | | | 590 | | | | 17,613 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | 277,910 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | $ | 423,314 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Interest Rate Swaptions Purchased
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | Paid by the Fund | | Received by the Fund | | Counterparty | | Expiration Date | | | Exercise Rate | | | Notional Amount (000) | | | Value | |
Description | | Rate | | Frequency | | Rate | | Frequency |
| | | | | | | | | | |
Call | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
2-Year Interest Rate Swap, 10/21/23 | | 1-Day SOFR, 5.31% | | Quarterly | | 2.75% | | Semi-Annual | | Goldman Sachs International | | | 10/19/23 | | | | 2.75 | % | | | USD | | | | 14,469 | | | $ | 2 | |
10-Year Interest Rate Swap, 10/26/33 | | 1-Day SOFR, 5.31% | | Quarterly | | 3.05% | | Semi-Annual | | Citibank N.A. | | | 10/24/23 | | | | 3.05 | | | | USD | | | | 10,739 | | | | 17 | |
10-Year Interest Rate Swap, 11/01/33 | | 1-Day SOFR, 5.31% | | Quarterly | | 2.90% | | Semi-Annual | | JPMorgan Chase Bank N.A. | | | 10/30/23 | | | | 2.90 | | | | USD | | | | 10,739 | | | | 30 | |
10-Year Interest Rate Swap, 11/09/33 | | 1-Day SOFR, 5.31% | | Quarterly | | 2.82% | | Semi-Annual | | Goldman Sachs International | | | 11/07/23 | | | | 2.82 | | | | USD | | | | 4,401 | | | | 34 | |
30-Year Interest Rate Swap, 11/16/53 | | 1-Day SOFR, 5.31% | | Quarterly | | 2.85% | | Semi-Annual | | Citibank N.A. | | | 11/14/23 | | | | 2.85 | | | | USD | | | | 3,286 | | | | 323 | |
1-Year Interest Rate Swap, 02/14/25 | | 1-Day SOFR, 5.31% 6-mo. | | Quarterly | | 4.45% | | Semi-Annual | | Citibank N.A. | | | 02/12/24 | | | | 4.45 | | | | USD | | | | 84,562 | | | | 60,239 | |
5-Year Interest Rate Swap, 03/03/29 | | EURIBOR, 4.13% | | Semi-Annual | | 3.00% | | Annual | | JPMorgan Chase Bank N.A. | | | 03/01/24 | | | | 3.00 | | | | EUR | | | | 6,374 | | | | 39,052 | |
10-Year Interest Rate Swap, 03/20/34 | | 1-Day SOFR, 5.31% 6-mo. | | Quarterly | | 3.65% | | Semi-Annual | | Citibank N.A. | | | 03/18/24 | | | | 3.65 | | | | USD | | | | 4,116 | | | | 38,109 | |
5-Year Interest Rate Swap, 03/20/29 | | EURIBOR, 4.13% | | Semi-Annual | | 3.18% | | Annual | | JPMorgan Chase Bank N.A. | | | 03/18/24 | | | | 3.18 | | | | EUR | | | | 5,242 | | | | 52,480 | |
2-Year Interest Rate Swap, 03/30/26 | | 1-Day SOFR, 5.31% 3-mo. | | Quarterly | | 4.20% | | Semi-Annual | | JPMorgan Chase Bank N.A. | | | 03/28/24 | | | | 4.20 | | | | USD | | | | 78,381 | | | | 311,997 | |
1-Year Interest Rate Swap, 08/09/25 | | EURIBOR, 3.95% 3-mo. | | Semi-Annual | | 3.00% | | Annual | | JPMorgan Chase Bank N.A. | | | 08/07/24 | | | | 3.00 | | | | EUR | | | | 10,890 | | | | 18,288 | |
1-Year Interest Rate Swap, 08/29/25 | | EURIBOR, 3.95% | | Semi-Annual | | 3.00% | | Annual | | JPMorgan Chase Bank N.A. | | | 08/27/24 | | | | 3.00 | | | | EUR | | | | 10,850 | | | | 20,656 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | 541,227 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
OTC Interest Rate Swaptions Purchased (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | Paid by the Fund | | | Received by the Fund | | Counterparty | | Expiration Date | | | Exercise Rate | | | Notional Amount (000) | | | Value | |
Description | | Rate | | Frequency | | | Rate | | Frequency |
| | | | | | | | | | |
Put | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
10-Year Interest Rate Swap, 10/26/33 | | 4.55% | | | Semi-Annual | | | 1-Day SOFR, 5.31% | | Quarterly | | Citibank N.A. | | | 10/24/23 | | | | 4.55 | % | | | USD | | | | 10,739 | | | $ | 31,922 | |
10-Year Interest Rate Swap, 11/01/33 | | 4.40% | | | Semi-Annual | | | 1-Day SOFR, 5.31% | | Quarterly | | JPMorgan Chase Bank N.A. | | | 10/30/23 | | | | 4.40 | | | | USD | | | | 10,739 | | | | 76,544 | |
30-Year Interest Rate Swap, 11/03/53 | | 3.65% | | | Semi-Annual | | | 1-Day SOFR, 5.31% | | Quarterly | | Citibank N.A. | | | 11/01/23 | | | | 3.65 | | | | USD | | | | 5,310 | | | | 354,857 | |
10-Year Interest Rate Swap, 11/09/33 | | 4.82% | | | Semi-Annual | | | 1-Day SOFR, 5.31% | | Quarterly | | Goldman Sachs International | | | 11/07/23 | | | | 4.82 | | | | USD | | | | 4,401 | | | | 7,386 | |
10-Year Interest Rate Swap, 12/22/33 | | 0.80% | | | Annual | | | Tokyo Overnight Average Rate, (0.06%) | | Annual | | Morgan Stanley & Co. International PLC | | | 12/20/23 | | | | 0.80 | | | | JPY | | | | 130,205 | | | | 187 | |
10-Year Interest Rate Swap, 12/22/33 | | 0.80% | | | Annual | | | Tokyo Overnight Average Rate, (0.06%) | | Annual | | Morgan Stanley & Co. International PLC | | | 12/20/23 | | | | 0.80 | | | | JPY | | | | 80,727 | | | | 116 | |
10-Year Interest Rate Swap, 12/22/33 | | 0.80% | | | Annual | | | Tokyo Overnight Average Rate, (0.06%) 3-mo. | | Annual | | Morgan Stanley & Co. International PLC | | | 12/20/23 | | | | 0.80 | | | | JPY | | | | 49,478 | | | | 71 | |
1-Year Interest Rate Swap, 07/27/25 | | 3.37% | | | Annual | | | EURIBOR, 3.95% | | Semi-Annual | | Citibank N.A. | | | 07/25/24 | | | | 3.37 | | | | EUR | | | | 12,210 | | | | 50,111 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 521,194 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,062,421 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Options Written
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Description | | Number of Contracts | | | Expiration Date | | | Exercise Price | | | Notional Amount (000) | | | Value | |
| | | | | | | |
Call | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Alibaba Group Holding Ltd., ADR | | | 129 | | | | 10/20/23 | | | | USD | | | | 130.00 | | | | USD | | | | 1,119 | | | $ | (258 | ) |
10-Year U.S. Treasury Note Future | | | 2 | | | | 10/27/23 | | | | USD | | | | 110.00 | | | | USD | | | | 216 | | | | (438 | ) |
2-Year U.S. Treasury Note Future | | | 29 | | | | 10/27/23 | | | | USD | | | | 102.12 | | | | USD | | | | 5,878 | | | | (2,266 | ) |
Delta Air Lines, Inc. | | | 155 | | | | 12/15/23 | | | | USD | | | | 50.00 | | | | USD | | | | 574 | | | | (1,008 | ) |
SPDR S&P 500 ETF Trust | | | 14 | | | | 12/15/23 | | | | USD | | | | 420.00 | | | | USD | | | | 598 | | | | (28,308 | ) |
Freeport-McMoRan, Inc. | | | 53 | | | | 01/19/24 | | | | USD | | | | 50.00 | | | | USD | | | | 198 | | | | (1,617 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | (33,895 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Put | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Comcast Corp., Class A | | | 95 | | | | 10/20/23 | | | | USD | | | | 42.50 | | | | USD | | | | 421 | | | | (3,277 | ) |
MGM Resorts International | | | 15 | | | | 10/20/23 | | | | USD | | | | 40.00 | | | | USD | | | | 55 | | | | (5,100 | ) |
Micron Technology, Inc. | | | 42 | | | | 10/20/23 | | | | USD | | | | 52.50 | | | | USD | | | | 286 | | | | (252 | ) |
2-Year U.S. Treasury Note Future | | | 39 | | | | 10/27/23 | | | | USD | | | | 101.00 | | | | USD | | | | 7,905 | | | | (7,312 | ) |
Adobe, Inc. | | | 5 | | | | 11/17/23 | | | | USD | | | | 510.00 | | | | USD | | | | 255 | | | | (10,300 | ) |
Amazon.com, Inc. | | | 21 | | | | 11/17/23 | | | | USD | | | | 115.00 | | | | USD | | | | 267 | | | | (5,071 | ) |
Amazon.com, Inc. | | | 15 | | | | 11/17/23 | | | | USD | | | | 125.00 | | | | USD | | | | 191 | | | | (8,362 | ) |
Broadcom, Inc. | | | 2 | | | | 11/17/23 | | | | USD | | | | 760.00 | | | | USD | | | | 166 | | | | (2,310 | ) |
ConocoPhillips | | | 21 | | | | 11/17/23 | | | | USD | | | | 110.00 | | | | USD | | | | 252 | | | | (3,528 | ) |
Devon Energy Corp. | | | 42 | | | | 11/17/23 | | | | USD | | | | 45.00 | | | | USD | | | | 200 | | | | (5,670 | ) |
Kenvue, Inc. | | | 85 | | | | 11/17/23 | | | | USD | | | | 20.00 | | | | USD | | | | 171 | | | | (5,950 | ) |
Lennar Corp., Class A | | | 8 | | | | 11/17/23 | | | | USD | | | | 115.00 | | | | USD | | | | 90 | | | | (5,000 | ) |
Micron Technology, Inc. | | | 38 | | | | 11/17/23 | | | | USD | | | | 57.50 | | | | USD | | | | 259 | | | | (1,672 | ) |
Uber Technologies, Inc. | | | 32 | | | | 11/17/23 | | | | USD | | | | 42.50 | | | | USD | | | | 147 | | | | (4,576 | ) |
Uber Technologies, Inc. | | | 32 | | | | 11/17/23 | | | | USD | | | | 37.50 | | | | USD | | | | 147 | | | | (1,408 | ) |
Walmart, Inc. | | | 21 | | | | 11/17/23 | | | | USD | | | | 150.00 | | | | USD | | | | 336 | | | | (2,793 | ) |
10-Year U.S. Treasury Note Future | | | 21 | | | | 11/24/23 | | | | USD | | | | 108.00 | | | | USD | | | | 2,268 | | | | (26,250 | ) |
Delta Air Lines, Inc. | | | 32 | | | | 12/15/23 | | | | USD | | | | 35.00 | | | | USD | | | | 118 | | | | (4,288 | ) |
Intel Corp. | | | 63 | | | | 12/15/23 | | | | USD | | | | 30.00 | | | | USD | | | | 224 | | | | (3,654 | ) |
| | |
SCHEDULE OF INVESTMENTS | | 30 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
Exchange-Traded Options Written (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Description | | Number of Contracts | | | Expiration Date | | | Exercise Price | | | Notional Amount (000) | | | Value | |
Put (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
United Airlines Holdings, Inc. | | | 32 | | | | 12/15/23 | | | | USD | | | | 41.00 | | | | USD | | | | 135 | | | $ | (6,976 | ) |
Freeport-McMoRan, Inc. | | | 53 | | | | 01/19/24 | | | | USD | | | | 38.00 | | | | USD | | | | 198 | | | | (17,225 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | (130,974 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | $ | (164,869 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Barrier Options Written
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Description | | Type of Option | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Barrier Price/Range | | | Notional Amount (000) | | | Value | |
Put | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
EUR Currency | | | Down-and-in | | | | Citibank N.A. | | | | 10/20/23 | | | | USD | | | | 1.05 | | | | USD | | | | 1.04 | | | | EUR | | | | 9,930 | | | $ | (34,571 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Options Written
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Description | | Counterparty | | Number of Contracts | | | Expiration Date | | | Exercise Price | | | Notional Amount (000) | | | Value | |
Call | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
EUR Currency | | Bank of America N.A. | | | — | | | | 10/06/23 | | | | BRL | | | | 5.70 | | | | BRL | | | | 554 | | | $ | (34 | ) |
USD Currency | | Barclays Bank PLC | | | — | | | | 10/06/23 | | | | MXN | | | | 18.30 | | | | MXN | | | | 456 | | | | (198 | ) |
EUR Currency | | Barclays Bank PLC | | | — | | | | 10/16/23 | | | | USD | | | | 1.12 | | | | USD | | | | 550 | | | | (2 | ) |
USD Currency | | Goldman Sachs International | | | — | | | | 10/26/23 | | | | USD | | | | 19.80 | | | | USD | | | | 742 | | | | (2,931 | ) |
USD Currency | | JPMorgan Chase Bank N.A. | | | — | | | | 11/10/23 | | | | HKD | | | | 7.85 | | | | HKD | | | | 4,760 | | | | (1,038 | ) |
USD Currency | | Bank of America N.A. | | | — | | | | 11/16/23 | | | | BRL | | | | 5.25 | | | | BRL | | | | 900 | | | | (6,975 | ) |
USD Currency | | Barclays Bank PLC | | | — | | | | 11/22/23 | | | | MXN | | | | 18.25 | | | | MXN | | | | 2,528 | | | | (21,529 | ) |
USD Currency | | Bank of America N.A. | | | — | | | | 11/30/23 | | | | CLP | | | | 950.00 | | | | CLP | | | | 442 | | | | (3,495 | ) |
Mitsubishi UFJ Financial Group, Inc. | | Citibank N.A. | | | 53,720 | | | | 12/08/23 | | | | JPY | | | | 1,509.26 | | | | JPY | | | | 68,144 | | | | (1,832 | ) |
Mizuho Financial Group, Inc. | | Goldman Sachs International | | | 19,920 | | | | 12/08/23 | | | | JPY | | | | 3,070.82 | | | | JPY | | | | 50,617 | | | | (849 | ) |
Sumitomo Mitsui Financial Group, Inc. | | Goldman Sachs International | | | 9,280 | | | | 12/08/23 | | | | JPY | | | | 8,837.35 | | | | JPY | | | | 68,180 | | | | (1,074 | ) |
TOPIX Banks Index | | Morgan Stanley & Co. International PLC | | | 630,000 | | | | 12/08/23 | | | | JPY | | | | 293.09 | | | | JPY | | | | 164,890 | | | | (7,162 | ) |
EUR Currency | | JPMorgan Chase Bank N.A. | | | — | | | | 12/20/23 | | | | USD | | | | 1.12 | | | | USD | | | | 590 | | | | (354 | ) |
TOPIX Banks Index | | BNP Paribas SA | | | 466,800 | | | | 01/12/24 | | | | JPY | | | | 313.92 | | | | JPY | | | | 122,176 | | | | (3,097 | ) |
TOPIX Banks Index | | Goldman Sachs International | | | 777,689 | | | | 01/12/24 | | | | JPY | | | | 313.77 | | | | JPY | | | | 203,545 | | | | (5,205 | ) |
TOPIX Banks Index | | JPMorgan Chase Bank N.A. | | | 311,512 | | | | 01/12/24 | | | | JPY | | | | 313.85 | | | | JPY | | | | 81,532 | | | | (2,076 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (57,851 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Put | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
USD Currency | | Barclays Bank PLC | | | — | | | | 10/06/23 | | | | MXN | | | | 16.70 | | | | MXN | | | | 606 | | | | (10 | ) |
USD Currency | | JPMorgan Chase Bank N.A. | | | — | | | | 10/18/23 | | | | CNH | | | | 6.77 | | | | CNH | | | | 810 | | | | (6 | ) |
EUR Currency | | JPMorgan Chase Bank N.A. | | | — | | | | 11/22/23 | | | | USD | | | | 1.03 | | | | USD | | | | 22,715 | | | | (68,558 | ) |
GBP Currency | | Bank of America N.A. | | | — | | | | 11/22/23 | | | | CHF | | | | 1.08 | | | | CHF | | | | 4,214 | | | | (8,113 | ) |
USD Currency | | Barclays Bank PLC | | | — | | | | 11/22/23 | | | | MXN | | | | 16.80 | | | | MXN | | | | 2,528 | | | | (6,174 | ) |
USD Currency | | Bank of America N.A. | | | — | | | | 11/30/23 | | | | CLP | | | | 860.00 | | | | CLP | | | | 590 | | | | (5,623 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (88,484 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (146,335 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
2-Year Interest Rate Swap, 10/21/23 | | 2.45% | | | Semi-Annual | | | 1-Day SOFR, 5.31% | | Quarterly | | Goldman Sachs International | | | 10/19/23 | | | | 2.45 | % | | | USD | | | | 14,469 | | | $ | — | |
2-Year Interest Rate Swap, 10/26/25 | | 3.09% | | | Semi-Annual | | | 1-Day SOFR, 5.31% | | Quarterly | | Citibank N.A. | | | 10/24/23 | | | | 3.09 | | | | USD | | | | 42,956 | | | | (4 | ) |
2-Year Interest Rate Swap, 11/16/25 | | 2.75% | | | Semi-Annual | | | 1-Day SOFR, 5.31% | | Quarterly | | Citibank N.A. | | | 11/14/23 | | | | 2.75 | | | | USD | | | | 32,857 | | | | (92 | ) |
10-Year Interest Rate Swap, 12/16/33 | | 2.40% | | | Semi-Annual | | | 1-Day SOFR, 5.31% | | Quarterly | | Morgan Stanley & Co. International PLC | | | 12/14/23 | | | | 2.40 | | | | USD | | | | 2,349 | | | | (107 | ) |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
OTC Interest Rate Swaptions Written (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) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
2-Year Interest Rate Swap, 01/19/26 | | 2.75% | | Semi-Annual | | 1-Day SOFR, 5.31% | | Quarterly | | Citibank N.A. | | | 01/17/24 | | | | 2.75 | % | | | USD | | | | 7,410 | | | $ | (1,147 | ) |
1-Year Interest Rate Swap, 02/14/25 | | 3.75% | | Semi-Annual | | 1-Day SOFR, 5.31% 6-mo. | | Quarterly | | Citibank N.A. | | | 02/12/24 | | | | 3.75 | | | | USD | | | | 63,422 | | | | (15,424 | ) |
5-Year Interest Rate Swap, 03/03/29 | | 2.50% | | Annual | | EURIBOR, 4.13% | | Semi-Annual | | JPMorgan Chase Bank N.A. | | | 03/01/24 | | | | 2.50 | | | | EUR | | | | 6,374 | | | | (12,053 | ) |
10-Year Interest Rate Swap, 03/20/34 | | 3.15% | | Semi-Annual | | 1-Day SOFR, 5.31% 6-mo. | | Quarterly | | Citibank N.A. | | | 03/18/24 | | | | 3.15 | | | | USD | | | | 4,116 | | | | (13,080 | ) |
5-Year Interest Rate Swap, 03/20/29 | | 2.68% | | Annual | | EURIBOR, 4.13% | | Semi-Annual | | JPMorgan Chase Bank N.A. | | | 03/18/24 | | | | 2.68 | | | | EUR | | | | 5,242 | | | | (17,964 | ) |
2-Year Interest Rate Swap, 03/30/26 | | 3.80% | | Semi-Annual | | 1-Day SOFR, 5.31% 3-mo. | | Quarterly | | JPMorgan Chase Bank N.A. | | | 03/28/24 | | | | 3.80 | | | | USD | | | | 78,381 | | | | (183,618 | ) |
1-Year Interest Rate Swap, 08/09/25 | | 2.00% | | Annual | | EURIBOR, 3.95% 3-mo. | | Semi-Annual | | JPMorgan Chase Bank N.A. | | | 08/07/24 | | | | 2.00 | | | | EUR | | | | 10,890 | | | | (4,545 | ) |
1-Year Interest Rate Swap, 08/29/25 | | 2.00% | | Annual | | EURIBOR, 3.95% | | Semi-Annual | | JPMorgan Chase Bank N.A. | | | 08/27/24 | | | | 2.00 | | | | EUR | | | | 10,850 | | | | (5,376 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (253,410 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Put | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
10-Year Interest Rate Swap, 10/04/33 | | 1-Day SOFR, 5.31% | | Quarterly | | 3.93% | | Semi-Annual | | Goldman Sachs International | | | 10/02/23 | | | | 3.93 | | | | USD | | | | 12,560 | | | | (370,543 | ) |
2-Year Interest Rate Swap, 10/08/25 | | 1-Day SOFR, 5.31% | | Quarterly | | 5.10% | | Semi-Annual | | Citibank N.A. | | | 10/06/23 | | | | 5.10 | | | | USD | | | | 79,382 | | | | (19,875 | ) |
10-Year Interest Rate Swap, 10/15/33 | | 1-Day SOFR, 5.31% | | Quarterly | | 3.50% | | Semi-Annual | | Goldman Sachs International | | | 10/13/23 | | | | 3.50 | | | | USD | | | | 17,463 | | | | (1,108,416 | ) |
2-Year Interest Rate Swap, 10/15/25 | | 1-Day SOFR, 5.31% | | Quarterly | | 4.25% | | Semi-Annual | | Citibank N.A. | | | 10/13/23 | | | | 4.25 | | | | USD | | | | 75,674 | | | | (995,950 | ) |
2-Year Interest Rate Swap, 10/18/25 | | 1-Day SOFR, 5.31% | | Quarterly | | 4.05% | | Semi-Annual | | Goldman Sachs International | | | 10/16/23 | | | | 4.05 | | | | USD | | | | 39,525 | | | | (666,792 | ) |
2-Year Interest Rate Swap, 10/21/23 | | 1-Day SOFR, 5.31% | | Quarterly | | 3.30% | | Semi-Annual | | Goldman Sachs International | | | 10/19/23 | | | | 3.30 | | | | USD | | | | 7,235 | | | | (79,898 | ) |
5-Year Interest Rate Swap, 10/29/28 | | 1-Day SOFR, 5.31% | | Quarterly | | 4.40% | | Semi-Annual | | Goldman Sachs International | | | 10/27/23 | | | | 4.40 | | | | USD | | | | 13,462 | | | | (72,231 | ) |
2-Year Interest Rate Swap, 11/03/25 | | 1-Day SOFR, 5.31% | | Quarterly | | 5.00% | | Semi-Annual | | Citibank N.A. | | | 11/01/23 | | | | 5.00 | | | | USD | | | | 26,547 | | | | (45,669 | ) |
30-Year Interest Rate Swap, 11/03/53 | | 1-Day SOFR, 5.31% | | Quarterly | | 4.00% | | Semi-Annual | | Goldman Sachs International | | | 11/01/23 | | | | 4.00 | | | | USD | | | | 5,310 | | | | (130,471 | ) |
2-Year Interest Rate Swap, 11/10/25 | | 1-Day SOFR, 5.31% | | Quarterly | | 4.80% | | Semi-Annual | | Goldman Sachs International | | | 11/08/23 | | | | 4.80 | | | | USD | | | | 106,498 | | | | (419,749 | ) |
2-Year Interest Rate Swap, 11/12/25 | | 1-Day SOFR, 5.31% | | Quarterly | | 4.85% | | Semi-Annual | | JPMorgan Chase Bank N.A. | | | 11/10/23 | | | | 4.85 | | | | USD | | | | 80,038 | | | | (268,226 | ) |
2-Year Interest Rate Swap, 11/16/25 | | 1-Day SOFR, 5.31% | | Quarterly | | 4.75% | | Semi-Annual | | Citibank N.A. | | | 11/14/23 | | | | 4.75 | | | | USD | | | | 26,285 | | | | (122,326 | ) |
2-Year Interest Rate Swap, 12/03/25 | | 1-Day SOFR, 5.31% | | Quarterly | | 3.90% | | Semi-Annual | | Citibank N.A. | | | 12/01/23 | | | | 3.90 | | | | USD | | | | 7,410 | | | | (135,107 | ) |
10-Year Interest Rate Swap, 12/16/33 | | 1-Day SOFR, 5.31% | | Quarterly | | 3.60% | | Semi-Annual | | Morgan Stanley & Co. International PLC | | | 12/14/23 | | | | 3.60 | | | | USD | | | | 2,349 | | | | (130,670 | ) |
10-Year Interest Rate Swap, 12/22/33 | | Tokyo Overnight Average Rate, (0.06%) | | Annual | | 1.00% | | Annual | | Morgan Stanley & Co. International PLC | | | 12/20/23 | | | | 1.00 | | | | JPY | | | | 130,205 | | | | (87 | ) |
10-Year Interest Rate Swap, 12/22/33 | | Tokyo Overnight Average Rate, (0.06%) | | Annual | | 1.00% | | Annual | | Morgan Stanley & Co. International PLC | | | 12/20/23 | | | | 1.00 | | | | JPY | | | | 80,727 | | | | (54 | ) |
| | |
SCHEDULE OF INVESTMENTS | | 32 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
OTC Interest Rate Swaptions Written (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | |
| | Paid by the Fund | | | Received by the Fund | | | | | Expiration | | | Exercise | | | | | | Notional | | | | |
| | | | | | | | | |
Description | | Rate | | Frequency | | | Rate | | Frequency | | | Counterparty | | Date | | | Rate | | | Amount (000) | | | Value | |
| | | | | | | | | | |
Put (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
10-Year Interest Rate Swap, 12/22/33 | | Tokyo Overnight Average Rate, (0.06%) | | | Annual | | | 1.00% | | | Annual | | | Morgan Stanley & Co. International PLC | | | 12/20/23 | | | | 1.00 | % | | | JPY | | | | 49,478 | | | $ | (33 | ) |
|
5-Year Interest Rate Swap, 01/07/29 | | 1-Day SOFR,
5.31% 6-mo. | | | Quarterly | | | 4.50% | | | Semi-Annual | | | Citibank N.A. | | | 01/05/24 | | | | 4.50 | | | | USD | | | | 10,747 | | | | (85,605 | ) |
5-Year Interest Rate Swap, 03/03/29 | | EURIBOR,
4.13% 6-mo. | | | Semi-Annual | | | 3.45% | | | Annual | | | JPMorgan Chase Bank N.A. | | | 03/01/24 | | | | 3.45 | | | | EUR | | | | 6,374 | | | | (58,222 | ) |
2-Year Interest Rate Swap, 03/20/26 | | EURIBOR, 4.13% 6-mo. | | | Semi-Annual | | | 4.05% | | | Annual | | | BNP Paribas SA | | | 03/18/24 | | | | 4.05 | | | | EUR | | | | 14,699 | | | | (22,101 | ) |
5-Year Interest Rate Swap, 03/20/29 | | EURIBOR, 4.13% | | | Semi-Annual | | | 3.58% | | | Annual | | | JPMorgan Chase Bank N.A. | | | 03/18/24 | | | | 3.58 | | | | EUR | | | | 5,242 | | | | (39,286 | ) |
5-Year Interest Rate Swap, 03/29/29 | | 1-Day SOFR, 5.31% | | | Quarterly | | | 3.79% | | | Semi-Annual | | | JPMorgan Chase Bank N.A. | | | 03/27/24 | | | | 3.79 | | | | USD | | | | 36,849 | | | | (1,004,836 | ) |
2-Year Interest Rate Swap, 03/30/26 | | 1-Day SOFR, 5.31% | | | Quarterly | | | 5.20% | | | Semi-Annual | | | JPMorgan Chase Bank N.A. | | | 03/28/24 | | | | 5.20 | | | | USD | | | | 39,190 | | | | (91,927 | ) |
1-Year Interest Rate Swap, 07/27/25 | | 1-Day SOFR, 5.31% | | | Quarterly | | | 4.50% | | | Semi-Annual | | | JPMorgan Chase Bank N.A. | | | 07/25/24 | | | | 4.50 | | | | USD | | | | 13,820 | | | | (76,007 | ) |
2-Year Interest Rate Swap, 09/20/26 | | 1-Day SONIA, 5.19% | | | Annual | | | 5.00% | | | Annual | | | Goldman Sachs International | | | 09/20/24 | | | | 5.00 | | | | GBP | | | | 490 | | | | (4,231 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (5,948,312 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (6,201,722 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Credit Default Swaps — Buy Protection
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Reference Obligation/Index | | Financing Rate Paid by the Fund | | | Payment Frequency | | | Termination Date | | | Notional Amount (000) | | | Value | | | Upfront Premium Paid (Received) | | | Unrealized Appreciation (Depreciation) | |
CDX.NA.HY.39.V2 | | | 5.00 | % | | | Quarterly | | | | 12/20/27 | | | | USD | | | | 638 | | | $ | (16,165 | ) | | $ | 3,477 | | | $ | (19,642 | ) |
CDX.NA.HY.40.V1 | | | 5.00 | | | | Quarterly | | | | 06/20/28 | | | | USD | | | | 4,110 | | | | (71,344 | ) | | | (90,445 | ) | | | 19,101 | |
CDX.NA.HY.41.V1 | | | 5.00 | | | | Quarterly | | | | 12/20/28 | | | | USD | | | | 1,313 | | | | (12,526 | ) | | | (10,673 | ) | | | (1,853 | ) |
iTraxx.FINSR.40.V1 | | | 1.00 | | | | Quarterly | | | | 12/20/28 | | | | EUR | | | | 2,265 | | | | (11,741 | ) | | | (16,484 | ) | | | 4,743 | |
iTraxx.XO.40.V1 | | | 5.00 | | | | Quarterly | | | | 12/20/28 | | | | EUR | | | | 2,664 | | | | (88,929 | ) | | | (88,607 | ) | | | (322 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (200,705 | ) | | $ | (202,732 | ) | | $ | 2,027 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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) | |
CDX.NA.IG.41.V1 | | 1.00% | | Quarterly | | | 12/20/28 | | | BBB+ | | | USD 1,750 | | | $ | 21,567 | | | $ | 21,664 | | | $ | (97 | ) |
iTraxx.EUR.40.V1 | | 1.00 | | Quarterly | | | 12/20/28 | | | BB | | | EUR 2,279 | | | | 24,229 | | | | 26,107 | | | | (1,878 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | $ | 45,796 | | | $ | 47,771 | | | $ | (1,975 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| (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. | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
Centrally Cleared Interest Rate Swaps
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid by the Fund | | Received by the Fund | | Effective Date | | | Termination Date | | | Notional Amount (000) | | Value | | | Upfront Premium Paid (Received) | | | Unrealized Appreciation (Depreciation) | |
Rate | | Frequency | | Rate | | Frequency |
3.97% | | Monthly | | 1-Day ESTR, 1,099.27% | | Monthly | | | 12/20/23 | (a) | | | 01/31/24 | | | EUR | | 35,450 | | $ | (1,102 | ) | | $ | 43 | | | $ | (1,145 | ) |
3.75% | | Monthly | | 1-Day SOFR, 5.31% | | Monthly | | | N/A | | | | 02/13/24 | | | USD | | 89,182 | | | 1,360,717 | | | | 65 | | | | 1,360,652 | |
1-Day SOFR, 5.31% | | Monthly | | 4.40% | | Monthly | | | N/A | | | | 02/13/24 | | | USD | | 178,365 | | | (1,560,070 | ) | | | 131 | | | | (1,560,201 | ) |
28-Day MXIBTIIE, 11.50% | | Monthly | | 4.68% | | Monthly | | | N/A | | | | 02/27/24 | | | MXN | | 24,395 | | | (44,458 | ) | | | — | | | | (44,458 | ) |
28-Day MXIBTIIE, 11.50% | | Monthly | | 4.86% | | Monthly | | | N/A | | | | 03/01/24 | | | MXN | | 24,395 | | | (43,274 | ) | | | — | | | | (43,274 | ) |
1-Day SOFR, 5.31% | | Annual | | 1.13% | | Annual | | | N/A | | | | 03/07/24 | | | USD | | 53,146 | | | (2,233,474 | ) | | | 51 | | | | (2,233,525 | ) |
1-Day SOFR, 5.31% | | Annual | | 1.13% | | Annual | | | N/A | | | | 03/08/24 | | | USD | | 78,484 | | | (3,299,771 | ) | | | 75 | | | | (3,299,846 | ) |
1-Day SOFR, 5.31% | | Monthly | | 4.50% | | Monthly | | | N/A | | | | 03/09/24 | | | USD | | 86,999 | | | (730,019 | ) | | | 67 | | | | (730,086 | ) |
1-Day SOFR, 5.31% | | Annual | | 1.08% | | Annual | | | N/A | | | | 03/18/24 | | | USD | | 107,840 | | | (4,585,564 | ) | | | 111 | | | | (4,585,675 | ) |
2.47% | | Monthly | | 1-Day SONIA, 5.19% | | Monthly | | | N/A | | | | 04/03/24 | | | GBP | | 46,501 | | | 1,522,151 | | | | (1,247 | ) | | | 1,523,398 | |
1-Day SONIA, 5.19% | | Monthly | | 3.22% | | Monthly | | | N/A | | | | 04/03/24 | | | GBP | | 93,003 | | | (2,193,296 | ) | | | 1,703 | | | | (2,194,999 | ) |
1.00% | | Annual | | 6-mo. EURIBOR, 4.13% | | Semi-Annual | | | N/A | | | | 05/04/24 | | | EUR | | 27,030 | | | 848,192 | | | | 60 | | | | 848,132 | |
6-mo. EURIBOR, 4.13% | | Semi-Annual | | 1.75% | | Annual | | | N/A | | | | 05/04/24 | | | EUR | | 54,060 | | | (1,267,080 | ) | | | 120 | | | | (1,267,200 | ) |
3-mo. KRW CDC, 3.83% | | Quarterly | | 3.87% | | Quarterly | | | N/A | | | | 07/03/24 | | | KRW | | 3,474,090 | | | (460 | ) | | | 9 | | | | (469 | ) |
1-Day SOFR, 5.31% | | Monthly | | 4.46% | | Monthly | | | N/A | | | | 07/12/24 | | | USD | | 36,640 | | | (366,894 | ) | | | 93 | | | | (366,987 | ) |
1-Day SOFR, 5.31% | | Monthly | | 5.37% | | Monthly | | | N/A | | | | 07/12/24 | | | USD | | 19,508 | | | (20,831 | ) | | | 49 | | | | (20,880 | ) |
1-Day SOFR, 5.31% | | Monthly | | 5.37% | | Monthly | | | N/A | | | | 07/12/24 | | | USD | | 19,508 | | | (20,256 | ) | | | 49 | | | | (20,305 | ) |
1-Day SONIA, 5.19% | | Monthly | | 4.26% | | Monthly | | | N/A | | | | 09/06/24 | | | GBP | | 9,663 | | | (134,621 | ) | | | 49 | | | | (134,670 | ) |
1-Day SOFR, 5.31% | | Monthly | | 4.59% | | Monthly | | | 12/14/23 | (a) | | | 12/14/24 | | | USD | | 100,965 | | | (724,388 | ) | | | 289 | | | | (724,677 | ) |
0.23% | | Annual | | Tokyo Overnight Average Rate, (0.06%) | | Annual | | | N/A | | | | 01/11/25 | | | JPY | | 96,050 | | | (2,455 | ) | | | 2 | | | | (2,457 | ) |
0.24% | | Annual | | Tokyo Overnight Average Rate, (0.06%) | | Annual | | | N/A | | | | 01/19/25 | | | JPY | | 498,950 | | | (12,834 | ) | | | 13 | | | | (12,847 | ) |
2.00% | | Annual | | 1-Day SOFR, 5.31% | | Annual | | | N/A | | | | 02/17/25 | | | USD | | 13,940 | | | 879,338 | | | | 43 | | | | 879,295 | |
1-Day SOFR, 5.31% | | Annual | | 2.60% | | Annual | | | N/A | | | | 02/17/25 | | | USD | | 49,553 | | | (2,546,475 | ) | | | 153 | | | | (2,546,628 | ) |
1-Day SOFR, 5.31% | | Annual | | 2.70% | | Annual | | | N/A | | | | 02/17/25 | | | USD | | 49,553 | | | (2,449,887 | ) | | | 153 | | | | (2,450,040 | ) |
3-mo. JIBAR, 8.33% | | Quarterly | | 7.20% | | Quarterly | | | 03/20/24 | (a) | | | 03/20/25 | | | ZAR | | 40,720 | | | (25,368 | ) | | | 8 | | | | (25,376 | ) |
28-Day MXIBTIIE, 11.50% | | Monthly | | 9.74% | | Monthly | | | N/A | | | | 07/28/25 | | | MXN | | 370,000 | | | (358,909 | ) | | | 90 | | | | (358,999 | ) |
1-Day SOFR, 5.31% | | Annual | | 4.10% | | Annual | | | N/A | | | | 08/11/25 | | | USD | | 51,486 | | | (946,764 | ) | | | 214 | | | | (946,978 | ) |
0.35% | | Monthly | | Tokyo Overnight Average Rate, (0.06%) | | Monthly | | | 09/13/24 | (a) | | | 09/13/25 | | | JPY | | 1,096,000 | | | 1,536 | | | | 24 | | | | 1,512 | |
28-Day MXIBTIIE, 11.50% | | Monthly | | 9.20% | | Monthly | | | 09/18/24 | (a) | | | 09/17/25 | | | MXN | | 41,752 | | | (13,742 | ) | | | 4 | | | | (13,746 | ) |
28-Day MXIBTIIE, 11.50% | | Monthly | | 9.43% | | Monthly | | | 09/18/24 | (a) | | | 09/17/25 | | | MXN | | 75,907 | | | (16,414 | ) | | | 8 | | | | (16,422 | ) |
0.38% | | Monthly | | Tokyo Overnight Average Rate, (0.06%) | | Monthly | | | 09/24/24 | (a) | | | 09/24/25 | | | JPY | | 917,000 | | | (51 | ) | | | 21 | | | | (72 | ) |
4.53% | | Monthly | | 1-Day SOFR, 5.31% | | Monthly | | | N/A | (a) | | | 09/24/25 | | | USD | | 5,360 | | | (2,180 | ) | | | 2,406 | | | | (4,586 | ) |
28-Day MXIBTIIE, 11.50% | | Monthly | | 10.53% | | Monthly | | | N/A | | | | 09/24/25 | | | MXN | | 37,295 | | | (4,339 | ) | | | 9 | | | | (4,348 | ) |
28-Day MXIBTIIE, 11.50% | | Monthly | | 10.84% | | Monthly | | | N/A | | | | 09/25/25 | | | MXN | | 61,627 | | | 12,560 | | | | 16 | | | | 12,544 | |
1-Day SOFR, 5.31% | | Annual | | 3.75% | | Annual | | | N/A | | | | 12/15/25 | | | USD | | 11,532 | | | (386,539 | ) | | | 38 | | | | (386,577 | ) |
1-Day SONIA, 5.19% | | Monthly | | 3.60% | | Monthly | | | 03/17/25 | (a) | | | 03/17/26 | | | GBP | | 860 | | | (9,227 | ) | | | (41 | ) | | | (9,186 | ) |
1-Day SONIA, 5.19% | | Monthly | | 3.75% | | Monthly | | | 03/17/25 | (a) | | | 03/17/26 | | | GBP | | 440 | | | (3,991 | ) | | | 1,581 | | | | (5,572 | ) |
3.94% | | Annual | | 6-mo. WIBOR, 5.63% | | Semi-Annual | | | 03/20/24 | (a) | | | 03/20/26 | | | PLN | | 1,407 | | | 924 | | | | 2 | | | | 922 | |
1-Day SONIA, 5.19% | | Monthly | | 3.70% | | Monthly | | | 03/31/25 | (a) | | | 03/31/26 | | | GBP | | 430 | | | (4,049 | ) | | | 2 | | | | (4,051 | ) |
0.27% | | Monthly | | Tokyo Overnight Average Rate, (0.06%) | | Monthly | | | 07/07/25 | (a) | | | 07/07/26 | | | JPY | | 610,830 | | | 13,331 | | | | 14 | | | | 13,317 | |
0.29% | | Monthly | | Tokyo Overnight Average Rate, (0.06%) | | Monthly | | | 07/07/25 | (a) | | | 07/07/26 | | | JPY | | 137,810 | | | 2,765 | | | | 3 | | | | 2,762 | |
0.32% | | Monthly | | Tokyo Overnight Average Rate, (0.06%) | | Monthly | | | 07/07/25 | (a) | | | 07/07/26 | | | JPY | | 137,790 | | | 2,509 | | | | 3 | | | | 2,506 | |
0.32% | | Monthly | | Tokyo Overnight Average Rate, (0.06%) | | Monthly | | | 07/07/25 | (a) | | | 07/07/26 | | | JPY | | 137,810 | | | 2,478 | | | | 4 | | | | 2,474 | |
0.33% | | Monthly | | Tokyo Overnight Average Rate, (0.06%) | | Monthly | | | 07/07/25 | (a) | | | 07/07/26 | | | JPY | | 413,350 | | | 7,267 | | | | 10 | | | | 7,257 | |
0.33% | | Monthly | | Tokyo Overnight Average Rate, (0.06%) | | Monthly | | | 07/07/25 | (a) | | | 07/07/26 | | | JPY | | 210,839 | | | 3,693 | | | | 5 | | | | 3,688 | |
0.36% | | Monthly | | Tokyo Overnight Average Rate, (0.06%) | | Monthly | | | 07/07/25 | (a) | | | 07/07/26 | | | JPY | | 202,571 | | | 3,105 | | | | 5 | | | | 3,100 | |
3-mo. KRW CDC, 3.83% | | Quarterly | | 3.19% | | Quarterly | | | N/A | | | | 09/20/26 | | | KRW | | 2,090,435 | | | (28,487 | ) | | | 15 | | | | (28,502 | ) |
3-mo. KRW CDC, 3.83% | | Quarterly | | 3.19% | | Quarterly | | | N/A | | | | 09/20/26 | | | KRW | | 1,545,104 | | | (20,974 | ) | | | 11 | | | | (20,985 | ) |
3-mo. KRW CDC, 3.83% | | Quarterly | | 3.33% | | Quarterly | | | N/A | | | | 09/20/26 | | | KRW | | 836,592 | | | (8,876 | ) | | | 6 | | | | (8,882 | ) |
3-mo. KRW CDC, 3.83% | | Quarterly | | 3.38% | | Quarterly | | | N/A | | | | 09/20/26 | | | KRW | | 836,717 | | | (7,991 | ) | | | 7 | | | | (7,998 | ) |
| | |
SCHEDULE OF INVESTMENTS | | 34 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | 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) | |
3-mo. KRW CDC, 3.83% | | Quarterly | | 3.38% | | Quarterly | | | N/A | | | | 09/20/26 | | | KRW | | 836,718 | | $ | (7,948 | ) | | $ | 6 | | | $ | (7,954 | ) |
3-mo. KRW CDC, 3.83% | | Quarterly | | 3.38% | | Quarterly | | | N/A | | | | 09/20/26 | | | KRW | | 2,016,852 | | | (19,435 | ) | | | 15 | | | | (19,450 | ) |
3-mo. KRW CDC, 3.83% | | Quarterly | | 3.38% | | Quarterly | | | N/A | | | | 09/20/26 | | | KRW | | 2,016,852 | | | (19,093 | ) | | | 15 | | | | (19,108 | ) |
3-mo. KRW CDC, 3.83% | | Quarterly | | 3.39% | | Quarterly | | | N/A | | | | 09/20/26 | | | KRW | | 2,016,549 | | | (18,877 | ) | | | 15 | | | | (18,892 | ) |
4.49% | | Annual | | 1-Day SONIA, 5.19% | | Annual | | | 09/20/24 | (a) | | | 09/20/26 | | | GBP | | 50 | | | 166 | | | | — | | | | 166 | |
8.22% | | Quarterly | | 3-mo. JIBAR, 8.33% | | Quarterly | | | N/A | | | | 09/20/26 | | | ZAR | | 36,852 | | | 14,903 | | | | 19 | | | | 14,884 | |
3.88% | | Annual | | 6-mo. WIBOR, 5.63% | | Semi-Annual | | | 12/20/23 | (a) | | | 12/20/26 | | | PLN | | 7,442 | | | 18,659 | | | | 17 | | | | 18,642 | |
3-mo. JIBAR, 8.33% | | Quarterly | | 8.74% | | Quarterly | | | 12/20/23 | (a) | | | 12/20/26 | | | ZAR | | 33,992 | | | 8,213 | | | | 18 | | | | 8,195 | |
1-Day SOFR, 5.31% | | Annual | | 1.56% | | Annual | | | N/A | | | | 03/07/27 | | | USD | | 26,573 | | | (3,060,814 | ) | | | 170 | | | | (3,060,984 | ) |
1-Day SOFR, 5.31% | | Annual | | 3.47% | | Annual | | | 03/10/25 | (a) | | | 03/10/27 | | | USD | | 9,879 | | | (97,334 | ) | | | 44 | | | | (97,378 | ) |
1-Day SONIA, 5.19% | | Monthly | | 3.45% | | Monthly | | | 03/16/26 | (a) | | | 03/16/27 | | | GBP | | 2,050 | | | (17,265 | ) | | | 4,023 | | | | (21,288 | ) |
0.67% | | Annual | | Tokyo Overnight Average Rate, (0.06%) | | Annual | | | 09/22/25 | (a) | | | 09/22/27 | | | JPY | | 464,000 | | | 3,370 | | | | 20 | | | | 3,350 | |
0.71% | | Annual | | Tokyo Overnight Average Rate, (0.06%) | | Annual | | | 09/29/25 | (a) | | | 09/29/27 | | | JPY | | 455,000 | | | 1,535 | | | | 20 | | | | 1,515 | |
1-Day SOFR, 5.31% | | Annual | | 2.91% | | Annual | | | N/A | | | | 10/06/27 | | | USD | | 23,492 | | | (1,756,658 | ) | | | 175 | | | | (1,756,833 | ) |
1-Day SONIA, 5.19% | | Monthly | | 3.20% | | Monthly | | | 01/26/27 | (a) | | | 01/26/28 | | | GBP | | 2,120 | | | (19,164 | ) | | | 747 | | | | (19,911 | ) |
28-Day MXIBTIIE, 11.50% | | Monthly | | 8.35% | | Monthly | | | N/A | | | | 04/28/28 | | | MXN | | 10,210 | | | (28,631 | ) | | | 5 | | | | (28,636 | ) |
1-Day SONIA, 5.19% | | Annual | | 4.86% | | Annual | | | N/A | | | | 06/20/28 | | | GBP | | 2,670 | | | 26,827 | | | | (7 | ) | | | 26,834 | |
6-mo. EURIBOR, 4.13% | | Semi-Annual | | 3.15% | | Annual | | | N/A | | | | 07/21/28 | | | EUR | | 1,026 | | | (13,880 | ) | | | 11 | | | | (13,891 | ) |
1-Day SONIA, 5.19% | | Annual | | 4.87% | | Annual | | | N/A | | | | 08/04/28 | | | GBP | | 110 | | | 1,298 | | | | 105 | | | | 1,193 | |
1-Day SONIA, 5.19% | | Annual | | 4.78% | | Annual | | | N/A | | | | 08/11/28 | | | GBP | | 110 | | | 802 | | | | (527 | ) | | | 1,329 | |
1-Day SONIA, 5.19% | | Annual | | 4.90% | | Annual | | | N/A | | | | 08/11/28 | | | GBP | | 110 | | | 1,528 | | | | 3 | | | | 1,525 | |
28-Day MXIBTIIE, 11.50% | | Monthly | | 9.13% | | Monthly | | | N/A | | | | 08/15/28 | | | MXN | | 43,274 | | | (48,036 | ) | | | 23 | | | | (48,059 | ) |
28-Day MXIBTIIE, 11.50% | | Monthly | | 9.44% | | Monthly | | | N/A | | | | 09/19/28 | | | MXN | | 3,326 | | | (1,269 | ) | | | 1 | | | | (1,270 | ) |
6-mo. PRIBOR, 7.02% | | Semi-Annual | | 4.32% | | Annual | | | N/A | | | | 09/20/28 | | | CZK | | 22,745 | | | (15,759 | ) | | | 12 | | | | (15,771 | ) |
5.70% | | Annual | | 6-mo. WIBOR, 5.63% | | Semi-Annual | | | N/A | | | | 09/20/28 | | | PLN | | 2,736 | | | (31,757 | ) | | | 7 | | | | (31,764 | ) |
28-Day MXIBTIIE, 11.50% | | Monthly | | 9.89% | | Monthly | | | N/A | | | | 09/22/28 | | | MXN | | 10,197 | | | 6,488 | | | | 5 | | | | 6,483 | |
6-mo. EURIBOR, 4.13% | | Semi-Annual | | 3.38% | | Annual | | | N/A | | | | 09/29/28 | | | EUR | | 347 | | | (575 | ) | | | 4 | | | | (579 | ) |
5.81% | | Monthly | | 28-Day MXIBTIIE, 11.50% | | Monthly | | | N/A | | | | 10/17/30 | | | MXN | | 60,000 | | | 649,378 | | | | 40 | | | | 649,338 | |
5.89% | | Monthly | | 28-Day MXIBTIIE, 11.50% | | Monthly | | | N/A | | | | 10/22/30 | | | MXN | | 100,000 | | | 1,080,913 | | | | 68 | | | | 1,080,845 | |
5.52% | | Monthly | | 28-Day MXIBTIIE, 11.50% | | Monthly | | | N/A | | | | 02/11/31 | | | MXN | | 120,000 | | | 1,454,220 | | | | 5,749 | | | | 1,448,471 | |
0.02% | | Annual | | 6-mo. EURIBOR, 4.13% | | Semi-Annual | | | N/A | | | | 08/26/31 | | | EUR | | 8,789 | | | 2,167,982 | | | | 147 | | | | 2,167,835 | |
28-Day MXIBTIIE, 11.50% | | Monthly | | 7.61% | | Monthly | | | N/A | | | | 01/28/32 | | | MXN | | 50,000 | | | (309,192 | ) | | | 33 | | | | (309,225 | ) |
28-Day MXIBTIIE, 11.50% | | Monthly | | 7.68% | | Monthly | | | N/A | | | | 01/30/32 | | | MXN | | 29,564 | | | (176,194 | ) | | | 17 | | | | (176,211 | ) |
2.38% | | Annual | | 1-Day SOFR, 5.31% | | Annual | | | N/A | | | | 04/08/32 | | | USD | | 2,064 | | | 306,293 | | | | 29 | | | | 306,264 | |
2.60% | | Annual | | 1-Day SOFR, 5.31% | | Annual | | | N/A | | | | 05/26/32 | | | USD | | 2,477 | | | 322,362 | | | | 35 | | | | 322,327 | |
6-mo. EURIBOR, 4.13% | | Semi-Annual | | 2.44% | | Annual | | | N/A | | | | 07/14/32 | | | EUR | | 772 | | | (27,659 | ) | | | 10 | | | | (27,669 | ) |
1-Day SOFR, 5.31% | | Annual | | 3.47% | | Annual | | | N/A | | | | 10/04/32 | | | USD | | 10,373 | | | (753,035 | ) | | | 148 | | | | (753,183 | ) |
1-Day SOFR, 5.31% | | Annual | | 3.42% | | Annual | | | N/A | | | | 10/05/32 | | | USD | | 4,851 | | | (373,461 | ) | | | 72 | | | | (373,533 | ) |
1-Day SOFR, 5.31% | | Annual | | 3.05% | | Annual | | | N/A | | | | 10/28/32 | | | USD | | 11,502 | | | (1,246,871 | ) | | | 171 | | | | (1,247,042 | ) |
1-Day SOFR, 5.31% | | Annual | | 2.88% | | Annual | | | N/A | | | | 11/02/32 | | | USD | | 11,629 | | | (1,427,498 | ) | | | 173 | | | | (1,427,671 | ) |
1-Day SOFR, 5.31% | | Annual | | 2.92% | | Annual | | | N/A | | | | 11/04/32 | | | USD | | 11,608 | | | (1,386,167 | ) | | | 173 | | | | (1,386,340 | ) |
1-Day SOFR, 5.31% | | Annual | | 2.90% | | Annual | | | N/A | | | | 11/15/32 | | | USD | | 18,194 | | | (2,202,714 | ) | | | 271 | | | | (2,202,985 | ) |
1-Day SOFR, 5.31% | | Annual | | 3.20% | | Annual | | | N/A | | | | 11/28/32 | | | USD | | 11,066 | | | (1,062,356 | ) | | | 165 | | | | (1,062,521 | ) |
1-Day ESTR, 1,099.27% | | Annual | | 2.34% | | Annual | | | 01/19/28 | (a) | | | 01/19/33 | | | EUR | | 2,870 | | | (99,471 | ) | | | 40 | | | | (99,511 | ) |
1.91% | | Annual | | 1-Day SSARON, 1.71% | | Annual | | | N/A | | | | 03/31/33 | | | CHF | | 510 | | | (7,366 | ) | | | 516 | | | | (7,882 | ) |
6-mo. EURIBOR, 4.13% | | Semi-Annual | | 2.96% | | Annual | | | N/A | | | | 03/31/33 | | | EUR | | 570 | | | (11,463 | ) | | | 85 | | | | (11,548 | ) |
1-Day SOFR, 5.31% | | Annual | | 3.14% | | Annual | | | 05/12/28 | (a) | | | 05/12/33 | | | USD | | 5,752 | | | (210,759 | ) | | | 53 | | | | (210,812 | ) |
28-Day MXIBTIIE, 11.50% | | Monthly | | 8.17% | | Monthly | | | N/A | | | | 06/10/33 | | | MXN | | 60,946 | | | (292,652 | ) | | | 57 | | | | (292,709 | ) |
1-Day ESTR, 1,099.27% | | Annual | | 2.78% | | Annual | | | 08/01/28 | (a) | | | 08/01/33 | | | EUR | | 720 | | | (12,936 | ) | | | 348 | | | | (13,284 | ) |
3.24% | | Annual | | 1-Day SOFR, 5.31% | | Annual | | | N/A | | | | 08/09/33 | | | USD | | 5,937 | | | 512,245 | | | | 106 | | | | 512,139 | |
1-Day SOFR, 5.31% | | Annual | | 3.75% | | Annual | | | N/A | | | | 08/09/33 | | | USD | | 12,136 | | | (545,169 | ) | | | 196 | | | | (545,365 | ) |
1-Day ESTR, 1,099.27% | | Annual | | 3.00% | | Annual | | | 08/17/28 | (a) | | | 08/17/33 | | | EUR | | 370 | | | (3,299 | ) | | | (245 | ) | | | (3,054 | ) |
1-Day ESTR, 1,099.27% | | Annual | | 2.92% | | Annual | | | 09/12/28 | (a) | | | 09/12/33 | | | EUR | | 440 | | | (5,484 | ) | | | 6 | | | | (5,490 | ) |
Tokyo Overnight Average Rate, (0.06%) | | Annual | | 1.32% | | Annual | | | 09/13/28 | (a) | | | 09/13/33 | | | JPY | | 233,000 | | | (6,038 | ) | | | 20 | | | | (6,058 | ) |
1-Day ESTR, 1,099.27% | | Annual | | 2.86% | | Annual | | | 09/19/28 | (a) | | | 09/19/33 | | | EUR | | 220 | | | (3,287 | ) | | | (827 | ) | | | (2,460 | ) |
1-Day ESTR, 1,099.27% | | Annual | | 3.03% | | Annual | | | 09/19/28 | (a) | | | 09/19/33 | | | EUR | | 210 | | | (1,641 | ) | | | 3 | | | | (1,644 | ) |
Tokyo Overnight Average Rate, (0.06%) | | Annual | | 1.32% | | Annual | | | 09/21/28 | (a) | | | 09/21/33 | | | JPY | | 194,000 | | | (4,764 | ) | | | 17 | | | | (4,781 | ) |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
Centrally Cleared Interest Rate Swaps (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Paid by the Fund | | Received by the Fund | | Effective Date | | | Termination Date | | | Notional Amount (000) | | | Value | | | Upfront Premium Paid (Received) | | | Unrealized Appreciation (Depreciation) | |
Rate | | Frequency | | Rate | | Frequency |
| | | | | | | | | | |
Tokyo Overnight Average Rate, (0.06%) | | Annual | | 1.33% | | Annual | | | 09/21/28 | (a) | | | 09/21/33 | | | JPY | | | 195,000 | | | $ | (4,606 | ) | | $ | 17 | | | $ | (4,623 | ) |
Tokyo Overnight Average Rate, (0.06%) | | Annual | | 1.34% | | Annual | | | 09/28/28 | (a) | | | 09/28/33 | | | JPY | | | 192,000 | | | | (4,074 | ) | | | 17 | | | | (4,091 | ) |
2.81% | | Annual | | 6-mo. EURIBOR, 4.13% | | Semi-Annual | | | N/A | | | | 08/15/48 | | | EUR | | | 325 | | | | 22,983 | | | | 12 | | | | 22,971 | |
2.27% | | Annual | | 6-mo. EURIBOR, 4.13% | | Semi-Annual | | | N/A | | | | 03/04/53 | | | EUR | | | 90 | | | | 13,882 | | | | 3 | | | | 13,879 | |
1-Day SSARON, 1.71% | | Annual | | 1.86% | | Annual | | | N/A | | | | 03/31/53 | | | CHF | | | 210 | | | | 2,697 | | | | (540 | ) | | | 3,237 | |
2.51% | | Annual | | 6-mo. EURIBOR, 4.13% | | Semi-Annual | | | N/A | | | | 03/31/53 | | | EUR | | | 230 | | | | 24,105 | | | | (69 | ) | | | 24,174 | |
1-Day ESTR, 1,099.27% | | Annual | | 2.78% | | Annual | | | N/A | | | | 09/13/53 | | | EUR | | | 280 | | | | (15,977 | ) | | | (2,302 | ) | | | (13,675 | ) |
2.81% | | Annual | | 6-mo. EURIBOR, 4.13% | | Semi-Annual | | | N/A | | | | 09/13/53 | | | EUR | | | 280 | | | | 16,028 | | | | 2,312 | | | | 13,716 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (28,108,295 | ) | | $ | 18,618 | | | $ | (28,126,913 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Inflation Swaps
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Paid by the Fund | | Received by the Fund | | Termination Date | | | Notional Amount (000) | | Value | | | Upfront Premium Paid (Received) | | | Unrealized Appreciation (Depreciation) | |
Reference | | Frequency | | Rate | | Frequency |
| | | | | | | | | |
2.56% | | Monthly | | Eurostat Eurozone HICP Ex Tobacco Unrevised | | Monthly | | | 06/15/28 | | | EUR | | 745 | | $ | (1,407 | ) | | $ | 9 | | | $ | (1,416 | ) |
2.46% | | Monthly | | Eurostat Eurozone HICP Ex Tobacco Unrevised | | Monthly | | | 07/15/28 | | | EUR | | 475 | | | 978 | | | | 7 | | | | 971 | |
Eurostat Eurozone HICP Ex Tobacco Unrevised | | Monthly | | 2.69% | | Monthly | | | 08/15/32 | | | EUR | | 535 | | | (10,815 | ) | | | 11 | | | | (10,826 | ) |
Eurostat Eurozone HICP Ex Tobacco Unrevised | | Monthly | | 2.56% | | Monthly | | | 06/15/33 | | | EUR | | 615 | | | 1,322 | | | | 14 | | | | 1,308 | |
Eurostat Eurozone HICP Ex Tobacco Unrevised | | Monthly | | 2.51% | | Monthly | | | 07/15/33 | | | EUR | | 610 | | | (1,239 | ) | | | 14 | | | | (1,253 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
| | | | | | | | | | | | | | | | $ | (11,161) | | | $ | 55 | | | $ | (11,216 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Credit Default Swaps — Buy Protection
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Reference Obligations/Index | | Financing Rate Paid by the Fund | | | Payment Frequency | | Counterparty | | Termination Date | | | Notional Amount (000) | | | Value | | | Upfront Premium Paid (Received) | | | Unrealized Appreciation (Depreciation) | |
Federal Republic of Brazil | | | 1.00 | % | | Quarterly | | Barclays Bank PLC | | | 12/20/24 | | | USD | | | 73 | | | $ | (516 | ) | | $ | 453 | | | $ | (969 | ) |
Federal Republic of Brazil | | | 1.00 | | | Quarterly | | Barclays Bank PLC | | | 12/20/24 | | | USD | | | 838 | | | | (5,924 | ) | | | 5,106 | | | | (11,030 | ) |
Federal Republic of Brazil | | | 1.00 | | | Quarterly | | Barclays Bank PLC | | | 12/20/24 | | | USD | | | 509 | | | | (3,598 | ) | | | 3,101 | | | | (6,699 | ) |
Deutsche Bank AG | | | 1.00 | | | Quarterly | | JPMorgan Chase Bank N.A. | | | 06/20/28 | | | EUR | | | 300 | | | | 9,180 | | | | 23,889 | | | | (14,709 | ) |
Deutsche Bank AG | | | 1.00 | | | Quarterly | | JPMorgan Chase Bank N.A. | | | 06/20/28 | | | EUR | | | 176 | | | | 5,386 | | | | 9,058 | | | | (3,672 | ) |
Deutsche Bank AG | | | 1.00 | | | Quarterly | | JPMorgan Chase Bank N.A. | | | 06/20/28 | | | EUR | | | 59 | | | | 1,806 | | | | 3,036 | | | | (1,230 | ) |
Deutsche Bank AG | | | 1.00 | | | Quarterly | | JPMorgan Chase Bank N.A. | | | 06/20/28 | | | EUR | | | 65 | | | | 1,989 | | | | 3,534 | | | | (1,545 | ) |
UBS Group AG | | | 1.00 | | | Quarterly | | Barclays Bank PLC | | | 06/20/28 | | | EUR | | | 125 | | | | (1,072 | ) | | | 6,840 | | | | (7,912 | ) |
UBS Group AG | | | 1.00 | | | Quarterly | | BNP Paribas SA | | | 06/20/28 | | | EUR | | | 100 | | | | (858 | ) | | | 4,265 | | | | (5,123 | ) |
UBS Group AG | | | 1.00 | | | Quarterly | | JPMorgan Chase Bank N.A. | | | 06/20/28 | | | EUR | | | 100 | | | | (858 | ) | | | 5,346 | | | | (6,204 | ) |
UBS Group AG | | | 1.00 | | | Quarterly | | JPMorgan Chase Bank N.A. | | | 06/20/28 | | | EUR | | | 62 | | | | (532 | ) | | | 3,282 | | | | (3,814 | ) |
UBS Group AG | | | 1.00 | | | Quarterly | | JPMorgan Chase Bank N.A. | | | 06/20/28 | | | EUR | | | 63 | | | | (540 | ) | | | 3,203 | | | | (3,743 | ) |
UBS Group AG | | | 1.00 | | | Quarterly | | JPMorgan Chase Bank N.A. | | | 06/20/28 | | | EUR | | | 600 | | | | (5,147 | ) | | | 20,310 | | | | (25,457 | ) |
Federal Republic of Brazil | | | 1.00 | | | Quarterly | | Goldman Sachs International | | | 12/20/28 | | | USD | | | 1,413 | | | | 52,928 | | | | 60,772 | | | | (7,844 | ) |
Republic of Colombia | | | 1.00 | | | Quarterly | | Barclays Bank PLC | | | 12/20/28 | | | USD | | | 1,159 | | | | 68,395 | | | | 66,882 | | | | 1,513 | |
Republic of Colombia | | | 1.00 | | | Quarterly | | JPMorgan Chase Bank N.A. | | | 12/20/28 | | | USD | | | 1,389 | | | | 81,932 | | | | 78,967 | | | | 2,965 | |
Republic of South Africa | | | 1.00 | | | Quarterly | | Barclays Bank PLC | | | 12/20/28 | | | USD | | | 330 | | | | 25,209 | | | | 26,784 | | | | (1,575 | ) |
Republic of South Africa | | | 1.00 | | | Quarterly | | Barclays Bank PLC | | | 12/20/28 | | | USD | | | 264 | | | | 20,167 | | | | 21,637 | | | | (1,470 | ) |
| | |
SCHEDULE OF INVESTMENTS | | 36 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | 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 South Africa | | | 1.00 | % | | Quarterly | | Barclays Bank PLC | | | 12/20/28 | | | | USD | | | | 299 | | | $ | 22,802 | | | $ | 24,345 | | | $ | (1,543 | ) |
United Mexican States | | | 1.00 | | | Quarterly | | Barclays Bank PLC | | | 12/20/28 | | | | USD | | | | 994 | | | | 11,438 | | | | 8,174 | | | | 3,264 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | $ | 282,187 | | | $ | 378,984 | | | $ | (96,797 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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) | |
Vistra Operations Company LLC | | | 5.00 | % | | Quarterly | | JPMorgan Chase Bank N.A. | | 12/20/23 | | BB | | USD | | | 356 | | | $ | 3,276 | | | $ | 3,534 | | | $ | (258 | ) |
CMA CGM SA | | | 5.00 | | | Quarterly | | JPMorgan Chase Bank N.A. | | 06/20/27 | | N/R | | EUR | | | 66 | | | | 8,501 | | | | 5,459 | | | | 3,042 | |
CMBX.NA.9 | | | 2.00 | | | Monthly | | Goldman Sachs International | | 09/17/58 | | N/R | | USD | | | 94 | | | | (8,568 | ) | | | (1,692 | ) | | | (6,876 | ) |
CMBX.NA.9 | | | 2.00 | | | Monthly | | Goldman Sachs International | | 09/17/58 | | N/R | | USD | | | 89 | | | | (8,096 | ) | | | (1,598 | ) | | | (6,498 | ) |
CMBX.NA.9 | | | 2.00 | | | Monthly | | Goldman Sachs International | | 09/17/58 | | N/R | | USD | | | 94 | | | | (8,568 | ) | | | (1,502 | ) | | | (7,066 | ) |
CMBX.NA.9 | | | 2.00 | | | Monthly | | Morgan Stanley & Co. International PLC | | 09/17/58 | | N/R | | USD | | | 187 | | | | (17,135 | ) | | | (3,245 | ) | | | (13,890 | ) |
CMBX.NA.9 | | | 3.00 | | | Monthly | | Morgan Stanley & Co. International PLC | | 09/17/58 | | N/R | | USD | | | 118 | | | | (25,449 | ) | | | (12,776 | ) | | | (12,673 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | $ | (56,039 | ) | | $ | (11,820 | ) | | $ | (44,219 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (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 | | | | Effective Date | | | Termination Date | | | Notional
Amount (000) | | | Value | | | Upfront Premium Paid (Received) | | | Unrealized Appreciation (Depreciation) | |
Rate | | Frequency | | Rate | | Frequency | | Counterparty |
| |
| | | | | | | | | | | |
12.62% | | Monthly | | 1-Day BZDIOVER, 0.05% | | Monthly | | Citibank N.A. | | | N/A | | | | 01/02/24 | | | BRL | | | 45,093 | | | $ | (142 | ) | | $ | — | | | $ | (142 | ) |
12.62% | | Monthly | | 1-Day BZDIOVER, 0.05% | | Monthly | | Citibank N.A. | | | N/A | | | | 01/02/24 | | | BRL | | | 29,448 | | | | (93 | ) | | | — | | | | (93 | ) |
12.37% | | Monthly | | 1-Day COOIS, 12.31% | | Monthly | | Citibank N.A. | | | N/A | | | | 04/18/24 | | | COP | | | 7,467,468 | | | | 5,837 | | | | — | | | | 5,837 | |
11.90% | | Monthly | | 1-Day COOIS, 12.31% | | Monthly | | Bank of America N.A. | | | N/A | | | | 10/21/24 | | | COP | | | 3,872,457 | | | | 4,982 | | | | — | | | | 4,982 | |
1-Day BZDIOVER, 0.05% | | Monthly | | 10.60% | | Monthly | | JPMorgan Chase Bank N.A. | | | N/A | | | | 01/02/25 | | | BRL | | | 15,421 | | | | (12,837 | ) | | | — | | | | (12,837 | ) |
1-Day BZDIOVER, 0.05% | | Monthly | | 10.64% | | Monthly | | Bank of America N.A. | | | N/A | | | | 01/02/25 | | | BRL | | | 135,000 | | | | (167,337 | ) | | | — | | | | (167,337 | ) |
1-Day BZDIOVER, 0.05% | | Monthly | | 10.92% | | Monthly | | JPMorgan Chase Bank N.A. | | | N/A | | | | 01/02/25 | | | BRL | | | 6,509 | | | | 1,235 | | | | — | | | | 1,235 | |
1-Day BZDIOVER, 0.05% | | Monthly | | 11.87% | | Monthly | | Bank of America N.A. | | | N/A | | | | 01/02/25 | | | BRL | | | 5,575 | | | | 6,937 | | | | — | | | | 6,937 | |
1-Day BZDIOVER, 0.05% | | Monthly | | 13.78% | | Monthly | | BNP Paribas SA | | | N/A | | | | 01/02/25 | | | BRL | | | 20,918 | | | | 164,070 | | | | — | | | | 164,070 | |
10.20% | | Monthly | | 1-Day COOIS, 12.31% | | Monthly | | Goldman Sachs International | | | N/A | | | | 02/28/25 | | | COP | | | 3,995,719 | | | | 11,265 | | | | — | | | | 11,265 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
OTC Interest Rate Swaps (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| |
| | | | | | | | |
Paid by the Fund | | Received by the Fund | | | | Effective Date | | | Termination Date | | | Notional
Amount (000) | | | Value | | | Upfront Premium Paid (Received) | | | Unrealized Appreciation (Depreciation) | |
Rate | | Frequency | | Rate | | Frequency | | Counterparty |
| |
1-Day BZDIOVER, 0.05% | | Monthly | | 10.11% | | Monthly | | Goldman Sachs International | | | N/A | | | | 01/02/26 | | | BRL | | | 17,491 | | | $ | (42,766 | ) | | $ | — | | | $ | (42,766 | ) |
1-Day BZDIOVER, 0.05% | | Monthly | | 11.27% | | Monthly | | BNP Paribas SA | | | N/A | | | | 01/02/26 | | | BRL | | | 1,151 | | | | 1,718 | | | | — | | | | 1,718 | |
1-Day BZDIOVER, 0.05% | | Monthly | | 11.56% | | Monthly | | Barclays Bank PLC | | | N/A | | | | 01/02/26 | | | BRL | | | 1,131 | | | | 3,126 | | | | — | | | | 3,126 | |
1-Day BZDIOVER, 0.05% | | Monthly | | 11.75% | | Monthly | | Citibank N.A. | | | N/A | | | | 01/02/26 | | | BRL | | | 5,365 | | | | 19,617 | | | | — | | | | 19,617 | |
1-Day BZDIOVER, 0.05% | | Monthly | | 11.76% | | Monthly | | Citibank N.A. | | | N/A | | | | 01/02/26 | | | BRL | | | 1,044 | | | | 3,917 | | | | — | | | | 3,917 | |
1-Day BZDIOVER, 0.05% | | Monthly | | 11.78% | | Monthly | | JPMorgan Chase Bank N.A. | | | N/A | | | | 01/02/26 | | | BRL | | | 1,091 | | | | 4,175 | | | | — | | | | 4,175 | |
1-Day BZDIOVER, 0.05% | | Monthly | | 11.80% | | Monthly | | Citibank N.A. | | | N/A | | | | 01/02/26 | | | BRL | | | 5,218 | | | | 20,690 | | | | — | | | | 20,690 | |
1-Day BZDIOVER, 0.05% | | Monthly | | 11.82% | | Monthly | | Barclays Bank PLC | | | N/A | | | | 01/02/26 | | | BRL | | | 1,334 | | | | 5,432 | | | | — | | | | 5,432 | |
1-Day BZDIOVER, 0.05% | | Monthly | | 11.83% | | Monthly | | Morgan Stanley & Co. International PLC | | | N/A | | | | 01/02/26 | | | BRL | | | 1,918 | | | | 7,913 | | | | — | | | | 7,913 | |
1-Day BZDIOVER, 0.05% | | Monthly | | 9.94% | | Monthly | | BNP Paribas SA | | | N/A | | | | 01/02/26 | | | BRL | | | 16,653 | | | | (52,057 | ) | | | — | | | | (52,057 | ) |
1-Day BZDIOVER, 0.05% | | Monthly | | 10.03% | | Monthly | | JPMorgan Chase Bank N.A. | | | N/A | | | | 01/04/27 | | | BRL | | | 5,859 | | | | (29,620 | ) | | | — | | | | (29,620 | ) |
1-Day BZDIOVER, 0.05% | | Monthly | | 10.03% | | Monthly | | BNP Paribas SA | | | N/A | | | | 01/04/27 | | | BRL | | | 5,189 | | | | (28,101 | ) | | | — | | | | (28,101 | ) |
1-Day BZDIOVER, 0.05% | | Monthly | | 10.05% | | Monthly | | Goldman Sachs International | | | N/A | | | | 01/04/27 | | | BRL | | | 14,745 | | | | (78,209 | ) | | | — | | | | (78,209 | ) |
1-Day BZDIOVER, 0.05% | | Monthly | | 10.10% | | Monthly | | Bank of America N.A. | | | N/A | | | | 01/04/27 | | | BRL | | | 5,520 | | | | (27,665 | ) | | | — | | | | (27,665 | ) |
1-Day BZDIOVER, 0.05% | | Monthly | | 10.11% | | Monthly | | Bank of America N.A. | | | N/A | | | | 01/04/27 | | | BRL | | | 310 | | | | (1,490 | ) | | | — | | | | (1,490 | ) |
1-Day BZDIOVER, 0.05% | | Monthly | | 10.12% | | Monthly | | Bank of America N.A. | | | N/A | | | | 01/04/27 | | | BRL | | | 7,355 | | | | (35,919 | ) | | | — | | | | (35,919 | ) |
1-Day BZDIOVER, 0.05% | | Monthly | | 10.12% | | Monthly | | BNP Paribas SA | | | N/A | | | | 01/04/27 | | | BRL | | | 39 | | | | (192 | ) | | | — | | | | (192 | ) |
1-Day BZDIOVER, 0.05% | | Monthly | | 10.12% | | Monthly | | BNP Paribas SA | | | N/A | | | | 01/04/27 | | | BRL | | | 7,056 | | | | (34,350 | ) | | | — | | | | (34,350 | ) |
1-Day BZDIOVER, 0.05% | | Monthly | | 10.32% | | Monthly | | Barclays Bank PLC | | | N/A | | | | 01/04/27 | | | BRL | | | 12,021 | | | | (37,483 | ) | | | — | | | | (37,483 | ) |
1-Day BZDIOVER, 0.05% | | Monthly | | 10.43% | | Monthly | | JPMorgan Chase Bank N.A. | | | N/A | | | | 01/04/27 | | | BRL | | | 320 | | | | (1,179 | ) | | | — | | | | (1,179 | ) |
| | |
SCHEDULE OF INVESTMENTS | | 38 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
OTC Interest Rate Swaps (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| |
| | | | | | | | |
Paid by the Fund | | Received by the Fund | | | | Effective Date | | | Termination Date | | | Notional
Amount (000) | | | Value | | | Upfront Premium Paid (Received) | | | Unrealized Appreciation (Depreciation) | |
Rate | | Frequency | | Rate | | Frequency | | Counterparty |
| |
10.56% | | Monthly | | 1-Day BZDIOVER, 0.05% | | Monthly | | Morgan Stanley & Co. International PLC | | | N/A | | | | 01/04/27 | | | | BRL | | | | 3,655 | | | $ | 4,139 | | | $ | — | | | $ | 4,139 | |
10.56% | | Monthly | | 1-Day BZDIOVER, 0.05% | | Monthly | | Morgan Stanley & Co. International PLC | | | N/A | | | | 01/04/27 | | | | BRL | | | | 6,399 | | | | 7,246 | | | | — | | | | 7,246 | |
1-Day BZDIOVER, 0.05% | | Monthly | | 9.94% | | Monthly | | BNP Paribas SA | | | N/A | | | | 01/04/27 | | | | BRL | | | | 160 | | | | (919 | ) | | | — | | | | (919 | ) |
1-Day BZDIOVER, 0.05% | | Monthly | | 9.95% | | Monthly | | Citibank N.A. | | | N/A | | | | 01/04/27 | | | | BRL | | | | 5,872 | | | | (32,439 | ) | | | — | | | | (32,439 | ) |
1-Day BZDIOVER, 0.05% | | Monthly | | 9.97% | | Monthly | | Bank of America N.A. | | | N/A | | | | 01/04/27 | | | | BRL | | | | 6,032 | | | | (32,760 | ) | | | — | | | | (32,760 | ) |
1-Day BZDIOVER, 0.05% | | Monthly | | 9.99% | | Monthly | | Morgan Stanley & Co. International PLC | | | N/A | | | | 01/04/27 | | | | BRL | | | | 5,865 | | | | (30,935 | ) | | | — | | | | (30,935 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | $ | (374,194 | ) | | $ | — | | | $ | (374,194 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 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 Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund’s policy regarding valuation of financial instruments, refer to its most recent financial statements.
The following table summarizes the Fund’s financial instruments categorized in the fair value hierarchy. The breakdown of the Fund’s financial instruments into major categories is disclosed in the Schedule of Investments above.
| | | | | | | | | | | | | | | | |
| |
| | | | |
| | Level 1 | | | Level 2 | | | Level 3 | | | Total | |
| |
| | | | |
Assets | | | | | | | | | | | | | | | | |
Investments | | | | | | | | | | | | | | | | |
Long-Term Investments | | | | | | | | | | | | | | | | |
Asset-Backed Securities | | $ | — | | | $ | 41,650,971 | | | $ | — | | | $ | 41,650,971 | |
Common Stocks | | | | | | | | | | | | | | | | |
China | | | — | | | | 92,430 | | | | — | | | | 92,430 | |
Italy | | | — | | | | 71,527 | | | | — | | | | 71,527 | |
Japan | | | — | | | | 624,661 | | | | — | | | | 624,661 | |
Netherlands | | | 13,584 | | | | 124,941 | | | | — | | | | 138,525 | |
United Kingdom | | | 114,915 | | | | 130,438 | | | | — | | | | 245,353 | |
United States | | | 4,183,074 | | | | — | | | | 219,206 | | | | 4,402,280 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
Fair Value Hierarchy as of Period End (continued)
| | | | | | | | | | | | | | | | |
| |
| | | | |
| | Level 1 | | | Level 2 | | | Level 3 | | | Total | |
| |
| | | | |
Corporate Bonds | | | | | | | | | | | | | | | | |
Argentina | | $ | — | | | $ | 401,592 | | | $ | — | | | $ | 401,592 | |
Australia | | | — | | | | 1,264,199 | | | | 531,267 | | | | 1,795,466 | |
Austria | | | — | | | | 181,468 | | | | — | | | | 181,468 | |
Belgium | | | — | | | | 1,367,151 | | | | — | | | | 1,367,151 | |
Bermuda | | | — | | | | 24,457 | | | | — | | | | 24,457 | |
Canada | | | — | | | | 2,123,047 | | | | — | | | | 2,123,047 | |
Cayman Islands | | | — | | | | 1,210,260 | | | | — | | | | 1,210,260 | |
Chile | | | — | | | | 372,835 | | | | — | | | | 372,835 | |
China | | | — | | | | 8,000 | | | | — | | | | 8,000 | |
Colombia | | | — | | | | 678,586 | | | | — | | | | 678,586 | |
Denmark | | | — | | | | 2,442,200 | | | | — | | | | 2,442,200 | |
Finland | | | — | | | | 88,624 | | | | — | | | | 88,624 | |
France | | | — | | | | 16,475,984 | | | | 361,579 | | | | 16,837,563 | |
Germany | | | — | | | | 11,384,640 | | | | 310,832 | | | | 11,695,472 | |
India | | | — | | | | 184,036 | | | | — | | | | 184,036 | |
Indonesia | | | — | | | | 189,730 | | | | — | | | | 189,730 | |
Ireland | | | — | | | | 2,957,676 | | | | — | | | | 2,957,676 | |
Israel | | | — | | | | 74,480 | | | | — | | | | 74,480 | |
Italy | | | 80,349 | | | | 3,674,387 | | | | — | | | | 3,754,736 | |
Japan | | | — | | | | 2,923,917 | | | | — | | | | 2,923,917 | |
Jersey | | | — | | | | 218,093 | | | | — | | | | 218,093 | |
Luxembourg | | | — | | | | 1,145,196 | | | | — | | | | 1,145,196 | |
Malaysia | | | — | | | | 193,232 | | | | — | | | | 193,232 | |
Mexico | | | — | | | | 1,803,734 | | | | — | | | | 1,803,734 | |
MultiNational | | | — | | | | 897,907 | | | | — | | | | 897,907 | |
Netherlands | | | — | | | | 11,699,563 | | | | — | | | | 11,699,563 | |
New Zealand | | | — | | | | 533,281 | | | | — | | | | 533,281 | |
Norway | | | — | | | | 944,901 | | | | — | | | | 944,901 | |
Panama | | | — | | | | 103,773 | | | | — | | | | 103,773 | |
Portugal | | | — | | | | 728,789 | | | | — | | | | 728,789 | |
Singapore | | | — | | | | 750,889 | | | | — | | | | 750,889 | |
South Korea | | | — | | | | 366,324 | | | | — | | | | 366,324 | |
Spain | | | 81,086 | | | | 1,331,872 | | | | — | | | | 1,412,958 | |
Sweden | | | — | | | | 105,324 | | | | — | | | | 105,324 | |
Switzerland | | | — | | | | 3,716,706 | | | | — | | | | 3,716,706 | |
Thailand | | | — | | | | 595,303 | | | | — | | | | 595,303 | |
United Arab Emirates | | | — | | | | 1,251,096 | | | | — | | | | 1,251,096 | |
United Kingdom | | | — | | | | 25,255,090 | | | | — | | | | 25,255,090 | |
United States | | | — | | | | 101,468,230 | | | | 3,984,201 | | | | 105,452,431 | |
Floating Rate Loan Interests | | | — | | | | 3,564,653 | | | | 1,374,567 | | | | 4,939,220 | |
Foreign Agency Obligations | | | — | | | | 141,466,425 | | | | — | | | | 141,466,425 | |
Investment Companies | | | 12,858,841 | | | | — | | | | — | | | | 12,858,841 | |
Municipal Bonds | | | — | | | | 5,554,187 | | | | — | | | | 5,554,187 | |
Non-Agency Mortgage-Backed Securities | | | — | | | | 33,270,923 | | | | 2,841,769 | | | | 36,112,692 | |
Preferred Securities | | | | | | | | | | | | | | | | |
Capital Trusts | | | — | | | | 1,467,741 | | | | — | | | | 1,467,741 | |
Preferred Stocks | | | — | | | | — | | | | 2,173,178 | | | | 2,173,178 | |
U.S. Government Sponsored Agency Securities | | | — | | | | 107,383,261 | | | | — | | | | 107,383,261 | |
U.S. Treasury Obligations | | | — | | | | 15,607,303 | | | | — | | | | 15,607,303 | |
Warrants | | | | | | | | | | | | | | | | |
United States | | | 1,038 | | | | — | | | | 65,821 | | | | 66,859 | |
Venezuela | | | — | | | | 9,000 | | | | — | | | | 9,000 | |
Short-Term Securities | | | | | | | | | | | | | | | | |
Certificates of Deposit | | | — | | | | 5,625,749 | | | | — | | | | 5,625,749 | |
Commercial Paper | | | — | | | | 16,443,780 | | | | — | | | | 16,443,780 | |
Foreign Agency Obligations | | | — | | | | 2,133,666 | | | | — | | | | 2,133,666 | |
Money Market Funds | | | 28,666,557 | | | | — | | | | — | | | | 28,666,557 | |
U.S. Treasury Obligations | | | — | | | | 120,696,048 | | | | — | | | | 120,696,048 | |
Options Purchased | | | | | | | | | | | | | | | | |
Equity Contracts | | | 159,067 | | | | 94,974 | | | | — | | | | 254,041 | |
| | |
SCHEDULE OF INVESTMENTS | | 40 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
Fair Value Hierarchy as of Period End (continued)
| | | | | | | | | | | | | | | | |
| |
| | | | |
| | Level 1 | | | Level 2 | | | Level 3 | | | Total | |
| |
| | | | |
Foreign Currency Exchange Contracts | | $ | — | | | $ | 1,039,961 | | | $ | — | | | $ | 1,039,961 | |
Interest Rate Contracts | | | 37,313 | | | | 1,062,421 | | | | — | | | | 1,099,734 | |
Liabilities | | | | | | | | | | | | | | | | |
Investments | | | | | | | | | | | | | | | | |
TBA Sale Commitments | | | — | | | | (490,656 | ) | | | — | | | | (490,656 | ) |
Unfunded Floating Rate Loan Interests(a) | | | — | | | | — | | | | (22,647 | ) | | | (22,647 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
| | $ | 46,195,824 | | | $ | 698,760,976 | | | $ | 11,839,773 | | | $ | 756,796,573 | |
| | | | | | | | | | | | | | | | |
Derivative Financial Instruments(b) | | | | | | | | | | | | | | | | |
Assets | | | | | | | | | | | | | | | | |
Credit Contracts | | $ | — | | | $ | 34,628 | | | $ | — | | | $ | 34,628 | |
Equity Contracts | | | 423,442 | | | | 3,882 | | | | — | | | | 427,324 | |
Foreign Currency Exchange Contracts | | | — | | | | 3,522,520 | | | | — | | | | 3,522,520 | |
Interest Rate Contracts | | | 8,603,946 | | | | 11,583,170 | | | | — | | | | 20,187,116 | |
Other Contracts | | | — | | | | 2,279 | | | | — | | | | 2,279 | |
Liabilities | | | | | | | | | | | | | | | | |
Credit Contracts | | | — | | | | (175,592 | ) | | | — | | | | (175,592 | ) |
Equity Contracts | | | (247,445 | ) | | | (30,067 | ) | | | — | | | | (277,512 | ) |
Foreign Currency Exchange Contracts | | | — | | | | (4,509,539 | ) | | | — | | | | (4,509,539 | ) |
Interest Rate Contracts | | | (3,961,670 | ) | | | (46,285,999 | ) | | | — | | | | (50,247,669 | ) |
Other Contracts | | | — | | | | (13,495 | ) | | | — | | | | (13,495 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
| | $ | 4,818,273 | | | $ | (35,868,213 | ) | | $ | — | | | $ | (31,049,940 | ) |
| | | | | | | | | | | | | | | | |
| (a) | Unfunded floating rate loan interests 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. | |
A reconciliation of Level 3 financial instruments is presented when the Fund had a significant amount of Level 3 investments and derivative financial instruments at the beginning and/or end of the period in relation to net assets. The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were used in determining fair value:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| |
| | | | | | | |
| | Common Stocks | | | Corporate Bonds | | | Floating Rate Loan Interests | | | Non-Agency Mortgage-Backed Securities | | | Options Purchased | | | Preferred Stocks | | | Unfunded Floating Rate Loan Interests | |
| |
| | | | | | | |
Assets/Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Opening balance, as of December 31, 2022 | | $ | 424,726 | | | $ | 3,052,118 | | | $ | 3,109,308 | | | $ | 2,965,315 | | | $ | 56,906 | | | $ | 1,857,460 | | | $ | (135 | ) |
Transfers into Level 3 | | | — | | | | — | | | | 150,347 | | | | — | | | | — | | | | — | | | | — | |
Transfers out of Level 3 | | | — | | | | (989,150 | ) | | | (307,012 | ) | | | (1,139,168 | ) | | | — | | | | — | | | | — | |
Other(a) | | | (420,116 | ) | | | (90,376 | ) | | | (708,940 | ) | | | 799,316 | | | | — | | | | 420,116 | | | | — | |
Accrued discounts/premiums | | | — | | | | 13,769 | | | | 2,668 | | | | 13,346 | | | | — | | | | — | | | | — | |
Net realized gain (loss) | | | — | | | | 424 | | | | (59,905 | ) | | | — | | | | (74,495 | ) | | | — | | | | — | |
Net change in unrealized appreciation (depreciation)(b) | | | 11,016 | | | | (61,837 | ) | | | 20,270 | | | | (87,089 | ) | | | 17,589 | | | | (234,146 | ) | | | (22,512 | ) |
Purchases | | | 203,580 | | | | 3,298,679 | | | | 173,484 | | | | 551,576 | | | | — | | | | 129,748 | | | | — | |
Sales | | | — | | | | (35,748 | ) | | | (1,005,653 | ) | | | (261,527 | ) | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Closing balance, as of September 30, 2023 | | $ | 219,206 | | | $ | 5,187,879 | | | $ | 1,374,567 | | | $ | 2,841,769 | | | $ | — | | | $ | 2,173,178 | | | $ | (22,647 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) on investments still held at September 30, 2023(b) | | $ | 11,016 | | | $ | (61,837 | ) | | $ | (7,640 | ) | | $ | (87,089 | ) | | $ | — | | | $ | (234,146 | ) | | $ | (22,647 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | |
| |
| | |
| | Warrants | | | Total | |
| |
Assets | | | | | | | | |
| | |
Opening balance, as of December 31, 2022 | | $ | 80,945 | | | $ | 11,546,643 | |
Transfers into Level 3 | | | — | | | | 150,347 | |
Transfers out of Level 3 | | | — | | | | (2,435,330 | ) |
Other(a) | | | — | | | | — | |
Accrued discounts/premiums | | | — | | | | 29,783 | |
Net realized gain (loss) | | | — | | | | (133,976 | ) |
Net change in unrealized appreciation (depreciation)(b) | | | (15,124 | ) | | | (371,833 | ) |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
| | | | | | | | |
| |
| | |
| | Warrants | | | Total | |
| |
| | |
Purchases | | $ | — | | | $ | 4,357,067 | |
Sales | | | — | | | | (1,302,928 | ) |
| | | | | | | | |
| | |
Closing balance, as of September 30, 2023 | | $ | 65,821 | | | $ | 11,839,773 | |
| | | | | | | | |
| | |
Net change in unrealized appreciation (depreciation) on investments still held at September 30, 2023(b) | | $ | (15,124 | ) | | $ | (417,467 | ) |
| | | | | | | | |
| (a) | Certain Level 3 investments were re-classified between Common Stocks, Corporate Bonds, Floating Rate Loan Interests, Non-Agency Mortgage-Backed Securities and Preferred Stocks. | |
| (e) | Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments still held at September 30, 2023 is generally due to investments no longer held or categorized as Level 3 at period end. | |
The following table summarizes the valuation approaches used and unobservable inputs utilized by the BlackRock Valuation Committee (the “Valuation Committee”) to determine the value of certain of the Fund’s Level 3 financial instruments as of period end. The table does not include Level 3 financial instruments with values based upon unadjusted third-party pricing information in the amount of $3,052,525. A significant change in third party information could result in a significantly lower or higher value of such Level 3 financial instruments.
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
| | | Value | | |
| Valuation Approach | | |
| Unobservable Inputs | | |
| Range of Unobservable Inputs Utilized | (a) | |
| Weighted Average of Unobservable Inputs Based on Fair Value
| |
| | | | | |
Assets | | | | | | | | | | | | | | | | | | | | |
Common Stocks | | $ | 219,206 | | | | Market | | | | Volatility | | | | 44% - 75% | | | | 63% | |
| | | | | | | | | | | Time to Exit | | | | 1.2 - 2.5 years | | | | 2.0 years | |
| | | | | | | | | | | EBITDA Multiple | | | | 10.59x | | | | — | |
| | | | | |
Corporate Bonds | | | 5,187,880 | | | | Income | | | | Discount Rate | | | | 8% - 48% | | | | 16% | |
| | | | | |
Floating Rate Loan Interests | | | 1,141,163 | | | | Income | | | | Discount Rate | | | | 12% - 15% | | | | 13% | |
| | | | | |
Preferred Stocks | | | 2,173,178 | | | | Market | | | | Revenue Multiple | | | | 5.25x - 9.50x | | | | 9.09x | |
| | | | | | | | | | | Time to Exit | | | | 0.3 - 2.5 years | | | | 1.9 years | |
| | | | | | | | | | | Volatility | | | | 75% - 90% | | | | 79% | |
| | | | | | | | | | | Gross Profit Multiple | | | | 6.75x | | | | — | |
| | | | | | | | | | | EBITDAR Multiple | | | | 7.25x | | | | | |
| | | | | | | Income | | | | Discount Rate | | | | 12% | | | | — | |
| | | | | |
Warrants | | | 65,821 | | | | Market | | | | Revenue Multiple | | | | 3.25x -9.50x | | | | 8.90x | |
| | | | | | | | | | | Volatility | | | | 40% - 60% | | | | 57% | |
| | | | | | | | | | | Time to Exit | | | | 0.3 years | | | | — | |
| | | | | | | | | | | | | | | | | | | | |
| | $ | 8,787,248 | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | |
| (a) | A significant change in unobservable input would have resulted in a correlated (inverse) significant change to value. | |
| | | | | | |
Currency Abbreviation | | Currency Abbreviation (continued) |
| | | |
AUD | | Australian Dollar | | GBP | | British Pound |
| | | |
BRL | | Brazilian Real | | HKD | | Hong Kong Dollar |
| | | |
CAD | | Canadian Dollar | | HUF | | Hungarian Forint |
| | | |
CHF | | Swiss Franc | | IDR | | Indonesian Rupiah |
| | | |
CLP | | Chilean Peso | | ILS | | Israeli Shekel |
| | | |
CNH | | Chinese Yuan | | INR | | Indian Rupee |
| | | |
CNY | | Chinese Yuan | | JPY | | Japanese Yen |
| | | |
COP | | Colombian Peso | | KRW | | South Korean Won |
| | | |
CZK | | Czech Koruna | | MXN | | Mexican Peso |
| | | |
DKK | | Danish Krone | | MYR | | Malaysian Ringgit |
| | | |
EUR | | Euro | | NOK | | Norwegian Krone |
| | |
SCHEDULE OF INVESTMENTS | | 42 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2023 | | BlackRock Strategic Global Bond Fund, Inc. |
| | | | | | |
Currency Abbreviation (continued) | | Portfolio Abbreviation (continued) |
| | | |
NZD | | New Zealand Dollar | | TBA | | To-Be-Announced |
| | | |
PHP | | Philippine Peso | | WIBOR | | Warsaw Interbank Offered Rate |
| | | |
PLN | | Polish Zloty | | | | |
| | | |
RUB | | New Russian Ruble | | | | |
| | | |
SEK | | Swedish Krona | | | | |
| | | |
SGD | | Singapore Dollar | | | | |
| | | |
THB | | Thai Baht | | | | |
| | | |
TRY | | Turkish Lira | | | | |
| | | |
TWD | | New Taiwan Dollar | | | | |
| | | |
USD | | United States Dollar | | | | |
| | | |
ZAR | | South African Rand | | | | |
Portfolio Abbreviation
| | |
ADR | | American Depositary Receipt |
| |
AMT | | Alternative Minimum Tax |
| |
ARB | | Airport Revenue Bonds |
| |
BZDIOVER | | Overnight Brazil Interbank Deposit (CETIP) |
| |
CDI | | CREST Depository Interest |
| |
CLO | | Collateralized Loan Obligation |
| |
CMT | | Constant Maturity Treasury |
| |
CR | | Custodian Receipt |
| |
DAC | | Designated Activity Company |
| |
ESTR | | Euro Short Term Rate |
| |
ETF | | Exchange-Traded Fund |
| |
EURIBOR | | Euro Interbank Offered Rate |
| |
FREMF | | Freddie Mac Multifamily Securities |
| |
GO | | General Obligation Bonds |
| |
JIBAR | | Johannesburg Interbank Average Rate |
| |
LIBOR | | London Interbank Offered Rate |
| |
MSCI | | Morgan Stanley Capital International |
| |
MXIBTIIE | | Mexico Interbank TIIE 28-Day |
| |
PCL | | Public Company Limited |
| |
PIK | | Payment-in-Kind |
| |
PJSC | | Public Joint Stock Company |
| |
PRIBOR | | Prague Interbank Offer Rate |
| |
PSF | | Permanent School Fund |
| |
RB | | Revenue Bond |
| |
S&P | | Standard & Poor’s |
| |
SAB | | Special Assessment Bonds |
| |
SOFR | | Secured Overnight Financing Rate |
| |
SONIA | | Sterling Overnight Interbank Average Rate |
| |
SPDR | | Standard & Poor’s Depository Receipt |