N-Q 1 dnq.htm PIMCO STRATEGIC GLOBAL GOVERNMENT FUND, INC. PIMCO Strategic Global Government Fund, Inc.

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UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

 

FORM N-Q

 

 

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number 811-08216

 

 

PIMCO Strategic Global Government Fund, Inc.

(Exact name of registrant as specified in charter)

 

 

 

1345 Avenue of the Americas, New York, NY   10105
(Address of principal executive offices)   (Zip code)

 

 

Lawrence G. Altadonna

1345 Avenue of the Americas,

New York, NY 10105

(Name and address of agent for service)

 

 

Registrant’s telephone number, including area code: 212-739-3371

Date of fiscal year end: January 31, 2012

Date of reporting period: April 30, 2011

 

 

Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington, DC 20549-2001. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.

 

 

 


Item 1. Schedule of Investments

PIMCO Strategic Global Government Fund, Inc. Schedule of Investments

April 30, 2011 (unaudited)

 

 

Principal
Amount
(000s)

          Credit Rating
(Moody’s/S&P)
     Value*  

 

U.S. GOVERNMENT AGENCY SECURITIES—172.0%

  

  
   Fannie Mae—128.1%      
$ 27      

2.325%, 4/1/30, FRN, MBS (k)

     Aaa/AAA       $ 28,587   
  8      

2.525%, 10/1/31, FRN, MBS

     Aaa/AAA         7,931   
  142      

2.525%, 3/1/32, FRN, MBS (k)

     Aaa/AAA         143,385   
  21      

2.53%, 9/1/28, FRN, MBS

     Aaa/AAA         21,568   
  9      

2.54%, 2/1/32, FRN, MBS

     Aaa/AAA         9,451   
  72      

2.614%, 11/1/27, FRN, MBS (k)

     Aaa/AAA         75,421   
  91      

2.686%, 12/1/28, FRN, MBS (k)

     Aaa/AAA         96,116   
  83      

2.75%, 3/1/31, FRN, MBS (k)

     Aaa/AAA         87,337   
  47      

2.81%, 2/1/27, FRN, MBS (k)

     Aaa/AAA         49,906   
  227      

2.815%, 12/1/30, FRN, MBS (k)

     Aaa/AAA         230,497   
  108      

2.848%, 12/1/25, FRN, MBS (k)

     Aaa/AAA         114,337   
  76,000      

4.00%, MBS, TBA (e)

     Aaa/AAA         75,691,288   
  434      

4.25%, 11/25/24, CMO (k)

     Aaa/AAA         456,166   
  14      

4.25%, 3/25/33, CMO

     Aaa/AAA         14,754   
  4,360      

4.50%, 7/25/40, CMO (k)

     Aaa/AAA         4,157,270   
  160,000      

4.50%, MBS, TBA (e)

     Aaa/AAA         164,812,460   
  12      

5.00%, 12/1/18, MBS

     Aaa/AAA         13,215   
  71      

5.50%, 8/25/14, CMO (k)

     Aaa/AAA         72,432   
  20      

5.50%, 12/25/16, CMO

     Aaa/AAA         21,718   
  124      

5.50%, 7/25/24, CMO (k)

     Aaa/AAA         132,604   
  15,226      

5.50%, 11/25/32, CMO (k)

     Aaa/AAA         16,454,634   
  2,742      

5.50%, 6/1/33, MBS (k)

     Aaa/AAA         2,970,657   
  741      

5.50%, 7/1/33, MBS (k)

     Aaa/AAA         802,891   
  9      

5.50%, 9/1/33, MBS

     Aaa/AAA         9,562   
  1,080      

5.50%, 10/1/33, MBS (k)

     Aaa/AAA         1,170,665   
  38      

5.50%, 12/1/33, MBS (k)

     Aaa/AAA         41,545   
  623      

5.50%, 1/1/34, MBS (k)

     Aaa/AAA         675,493   
  6,643      

5.50%, 2/1/34, MBS (k)

     Aaa/AAA         7,201,234   
  77      

5.50%, 7/1/34, MBS (k)

     Aaa/AAA         83,762   
  517      

5.50%, 8/1/34, MBS (k)

     Aaa/AAA         560,098   
  164      

5.50%, 10/1/34, MBS (k)

     Aaa/AAA         177,211   
  887      

5.50%, 12/25/34, CMO (k)

     Aaa/AAA         984,267   
  1,370      

5.50%, 4/25/35, CMO (k)

     Aaa/AAA         1,522,086   
  140      

5.50%, 9/1/35, MBS (k)

     Aaa/AAA         151,076   
  36      

5.50%, 1/1/36, MBS (k)

     Aaa/AAA         39,342   
  85      

5.50%, 8/1/37, MBS (k)

     Aaa/AAA         92,106   
  383      

5.50%, 6/1/38, MBS (k)

     Aaa/AAA         414,584   
  886      

5.50%, 7/1/38, MBS (k)

     Aaa/AAA         959,565   
  383      

5.50%, 3/1/39, MBS (k)

     Aaa/AAA         414,794   
  101,000      

5.50%, MBS, TBA (e)

     Aaa/AAA         108,764,375   
  100      

5.75%, 6/25/33, CMO (k)

     Aaa/AAA         111,028   
  2,500      

5.807%, 8/25/43, CMO (k)

     Aaa/AAA         2,787,350   
  46      

6.00%, 2/25/17, CMO (k)

     Aaa/AAA         49,710   
  243      

6.00%, 4/25/17, CMO (k)

     Aaa/AAA         264,204   
  1,773      

6.00%, 12/1/32, MBS (k)

     Aaa/AAA         1,961,285   
  1,557      

6.00%, 1/1/33, MBS (k)

     Aaa/AAA         1,722,609   
  390      

6.00%, 2/1/33, MBS (k)

     Aaa/AAA         431,464   
  3,663      

6.00%, 4/1/35, MBS (k)

     Aaa/AAA         4,052,444   
  4,913      

6.00%, 1/1/36, MBS (k)

     Aaa/AAA         5,402,947   
  1,373      

6.00%, 10/1/36, MBS (k)

     Aaa/AAA         1,518,495   

 


PIMCO Strategic Global Government Fund, Inc. Schedule of Investments

April 30, 2011 (unaudited)

 

 

Principal
Amount
(000s)
         Credit Rating
(Moody’s/S&P)
     Value*  
 

Fannie Mae (continued)

     
$ 7,513     

6.00%, 9/1/37, MBS (k)

     Aaa/AAA       $ 8,245,581   
  13,277     

6.00%, 4/1/39, MBS (k)

     Aaa/AAA         14,600,463   
  6,171     

6.00%, 1/25/44, CMO (k)

     Aaa/AAA         6,869,933   
  77     

6.377%, 12/25/42, CMO, VRN (k)

     Aaa/AAA         84,835   
  16     

6.50%, 5/1/13, MBS

     Aaa/AAA         16,238   
  14     

6.50%, 10/1/13, MBS

     Aaa/AAA         15,260   
  97     

6.50%, 2/1/14, MBS (k)

     Aaa/AAA         100,277   
  156     

6.50%, 10/1/18, MBS (k)

     Aaa/AAA         171,956   
  130     

6.50%, 9/1/19, MBS (k)

     Aaa/AAA         142,547   
  217     

6.50%, 1/1/20, MBS (k)

     Aaa/AAA         238,463   
  210     

6.50%, 6/25/23, CMO (k)

     Aaa/AAA         244,248   
  —   (g)   

6.50%, 3/1/24, MBS

     Aaa/AAA         98   
  21     

6.50%, 4/1/27, MBS

     Aaa/AAA         24,041   
  124     

6.50%, 11/18/27, CMO (k)

     Aaa/AAA         139,761   
  11     

6.50%, 1/1/28, MBS

     Aaa/AAA         12,007   
  455     

6.50%, 2/1/28, MBS (k)

     Aaa/AAA         516,646   
  12     

6.50%, 4/1/28, MBS

     Aaa/AAA         13,526   
  56     

6.50%, 9/1/28, MBS (k)

     Aaa/AAA         64,004   
  17     

6.50%, 11/1/28, MBS

     Aaa/AAA         19,207   
  49     

6.50%, 1/1/29, MBS (k)

     Aaa/AAA         56,373   
  7     

6.50%, 2/1/29, MBS

     Aaa/AAA         7,411   
  3     

6.50%, 3/1/29, MBS

     Aaa/AAA         3,001   
  39     

6.50%, 4/1/29, MBS (k)

     Aaa/AAA         44,035   
  23     

6.50%, 5/1/29, MBS

     Aaa/AAA         26,503   
  51     

6.50%, 6/1/29, MBS (k)

     Aaa/AAA         56,999   
  644     

6.50%, 7/1/29, MBS (k)

     Aaa/AAA         729,093   
  5     

6.50%, 9/1/29, MBS

     Aaa/AAA         5,224   
  8     

6.50%, 12/1/29, MBS

     Aaa/AAA         9,078   
  200     

6.50%, 4/1/31, MBS (k)

     Aaa/AAA         227,560   
  133     

6.50%, 5/1/31, MBS (k)

     Aaa/AAA         148,249   
  137     

6.50%, 8/1/31, MBS (k)

     Aaa/AAA         152,899   
  1,193     

6.50%, 9/25/31, CMO (k)

     Aaa/AAA         1,354,492   
  52     

6.50%, 10/1/31, MBS (k)

     Aaa/AAA         58,076   
  27     

6.50%, 11/1/31, MBS (k)

     Aaa/AAA         29,998   
  1,978     

6.50%, 3/25/32, CMO (k)

     Aaa/AAA         2,234,970   
  34     

6.50%, 6/1/32, MBS (k)

     Aaa/AAA         37,840   
  110     

6.50%, 8/1/32, MBS (k)

     Aaa/AAA         123,544   
  53     

6.50%, 9/1/32, MBS (k)

     Aaa/AAA         59,955   
  354     

6.50%, 10/1/32, MBS (k)

     Aaa/AAA         400,404   
  254     

6.50%, 5/1/33, MBS (k)

     Aaa/AAA         287,539   
  74     

6.50%, 6/1/33, MBS (k)

     Aaa/AAA         84,180   
  130     

6.50%, 7/1/33, MBS (k)

     Aaa/AAA         147,210   
  156     

6.50%, 8/1/33, MBS (k)

     Aaa/AAA         176,692   
  447     

6.50%, 9/1/33, MBS (k)

     Aaa/AAA         504,884   
  1,195     

6.50%, 10/1/33, MBS (k)

     Aaa/AAA         1,351,677   
  877     

6.50%, 11/1/33, MBS (k)

     Aaa/AAA         991,845   
  179     

6.50%, 12/1/33, MBS (k)

     Aaa/AAA         202,301   
  442     

6.50%, 1/1/34, MBS (k)

     Aaa/AAA         500,390   
  60     

6.50%, 2/1/34, MBS (k)

     Aaa/AAA         68,142   
  24     

6.50%, 3/1/34, MBS

     Aaa/AAA         26,829   
  60     

6.50%, 4/1/34, MBS (k)

     Aaa/AAA         68,173   
  66     

6.50%, 5/1/34, MBS (k)

     Aaa/AAA         74,743   
  694     

6.50%, 7/1/34, MBS (k)

     Aaa/AAA         785,691   
  496     

6.50%, 8/1/34, MBS (k)

     Aaa/AAA         560,433   

 


PIMCO Strategic Global Government Fund, Inc. Schedule of Investments

April 30, 2011 (unaudited)

 

 

Principal
Amount
(000s)
         

Credit Rating
(Moody’s/S&P)

   Value*  
  

Fannie Mae (continued)

     
$ 577      

6.50%, 9/1/34, MBS (k)

   Aaa/AAA    $ 652,126   
  14      

6.50%, 10/1/34, MBS

   Aaa/AAA      15,387   
  341      

6.50%, 11/1/34, MBS (k)

   Aaa/AAA      385,538   
  241      

6.50%, 12/1/34, MBS (k)

   Aaa/AAA      272,005   
  167      

6.50%, 2/1/35, MBS (k)

   Aaa/AAA      189,117   
  111      

6.50%, 4/1/35, MBS (k)

   Aaa/AAA      125,729   
  50      

6.50%, 7/1/35, MBS (k)

   Aaa/AAA      56,307   
  183      

6.50%, 10/1/35, MBS (k)

   Aaa/AAA      207,438   
  944      

6.50%, 6/1/36, MBS (k)

   Aaa/AAA      1,066,566   
  3,281      

6.50%, 12/1/36, MBS (k)

   Aaa/AAA      3,698,543   
  391      

6.50%, 4/1/37, MBS (k)

   Aaa/AAA      439,605   
  238      

6.50%, 2/1/38, MBS (k)

   Aaa/AAA      269,095   
  1,162      

6.50%, 7/1/39, MBS (k)

   Aaa/AAA      1,308,617   
  1,190      

6.50%, 12/25/41, CMO (k)

   Aaa/AAA      1,339,840   
  3,348      

6.50%, 7/25/42, CMO (k)

   Aaa/AAA      3,706,113   
  286      

6.50%, 8/25/42, CMO (k)

   Aaa/AAA      333,445   
  3,709      

6.50%, 9/25/42, CMO (k)

   Aaa/AAA      4,174,418   
  48      

6.50%, 10/25/42, CMO, VRN (k)

   Aaa/AAA      54,584   
  1,275      

6.50%, 6/25/44, CMO (k)

   Aaa/AAA      1,482,303   
  216      

6.50%, 11/1/47, MBS (k)

   Aaa/AAA      241,016   
  1,000      

6.50%, MBS, TBA (e)

   Aaa/AAA      1,121,094   
  54      

6.85%, 12/18/27, CMO (k)

   Aaa/AAA      61,046   
  50      

7.00%, 7/18/12, CMO (k)

   Aaa/AAA      51,481   
  35      

7.00%, 1/1/13, MBS (k)

   Aaa/AAA      35,045   
  17      

7.00%, 2/1/15, MBS

   Aaa/AAA      18,198   
  168      

7.00%, 3/1/16, MBS (k)

   Aaa/AAA      184,192   
  83      

7.00%, 5/1/16, MBS (k)

   Aaa/AAA      92,041   
  74      

7.00%, 11/1/16, MBS (k)

   Aaa/AAA      77,593   
  275      

7.00%, 5/1/17, MBS (k)

   Aaa/AAA      306,108   
  70      

7.00%, 11/1/17, MBS (k)

   Aaa/AAA      76,107   
  635      

7.00%, 7/1/21, MBS (k)

   Aaa/AAA      698,978   
  126      

7.00%, 11/1/24, MBS (k)

   Aaa/AAA      143,352   
  9      

7.00%, 10/1/25, MBS

   Aaa/AAA      10,215   
  42      

7.00%, 6/18/27, CMO (k)

   Aaa/AAA      47,918   
  5      

7.00%, 9/1/27, MBS

   Aaa/AAA      5,685   
  9      

7.00%, 11/1/27, MBS

   Aaa/AAA      10,272   
  34      

7.00%, 12/1/27, MBS (k)

   Aaa/AAA      39,562   
  3      

7.00%, 5/1/28, MBS

   Aaa/AAA      3,335   
  18      

7.00%, 6/1/28, MBS

   Aaa/AAA      20,454   
  51      

7.00%, 2/1/29, MBS (k)

   Aaa/AAA      58,894   
  135      

7.00%, 3/1/29, MBS (k)

   Aaa/AAA      155,197   
  136      

7.00%, 4/1/29, MBS (k)

   Aaa/AAA      156,094   
  71      

7.00%, 5/1/29, MBS (k)

   Aaa/AAA      81,572   
  54      

7.00%, 6/1/29, MBS (k)

   Aaa/AAA      61,431   
  22      

7.00%, 7/1/29, MBS

   Aaa/AAA      25,166   
  75      

7.00%, 9/1/29, MBS (k)

   Aaa/AAA      87,586   
  30      

7.00%, 10/1/29, MBS

   Aaa/AAA      34,955   
  1      

7.00%, 11/1/29, MBS

   Aaa/AAA      954   
  14      

7.00%, 3/1/30, MBS

   Aaa/AAA      15,647   
  5,376      

7.00%, 4/1/30, MBS (k)

   Aaa/AAA      6,194,168   
  136      

7.00%, 5/1/30, MBS (k)

   Aaa/AAA      156,855   
  12      

7.00%, 4/1/31, MBS

   Aaa/AAA      14,239   
  11      

7.00%, 6/1/31, MBS

   Aaa/AAA      12,138   
  36      

7.00%, 7/1/31, MBS

   Aaa/AAA      42,512   

 


PIMCO Strategic Global Government Fund, Inc. Schedule of Investments

April 30, 2011 (unaudited)

 

 

Principal
Amount
(000s)
          Credit Rating
(Moody’s/S&P)
     Value*  
  

Fannie Mae (continued)

     
$ 104      

7.00%, 8/1/31, MBS (k)

     Aaa/AAA       $ 119,053   
  93      

7.00%, 9/1/31, MBS (k)

     Aaa/AAA         106,977   
  11      

7.00%, 11/1/31, MBS

     Aaa/AAA         13,154   
  134      

7.00%, 12/1/31, MBS (k)

     Aaa/AAA         154,017   
  70      

7.00%, 1/1/32, MBS (k)

     Aaa/AAA         77,886   
  140      

7.00%, 2/1/32, MBS (k)

     Aaa/AAA         161,769   
  48      

7.00%, 4/1/32, MBS (k)

     Aaa/AAA         55,961   
  138      

7.00%, 5/1/32, MBS (k)

     Aaa/AAA         158,983   
  126      

7.00%, 6/1/32, MBS (k)

     Aaa/AAA         145,363   
  63      

7.00%, 7/1/32, MBS (k)

     Aaa/AAA         72,744   
  25      

7.00%, 8/1/32, MBS

     Aaa/AAA         28,649   
  338      

7.00%, 9/25/32, CMO (k)

     Aaa/AAA         386,924   
  185      

7.00%, 9/1/33, MBS (k)

     Aaa/AAA         212,229   
  353      

7.00%, 11/1/33, MBS (k)

     Aaa/AAA         405,229   
  577      

7.00%, 1/1/34, MBS (k)

     Aaa/AAA         659,826   
  140      

7.00%, 7/1/34, MBS (k)

     Aaa/AAA         156,681   
  155      

7.00%, 2/25/35, CMO (k)

     Aaa/AAA         182,082   
  142      

7.00%, 3/1/35, MBS (k)

     Aaa/AAA         163,613   
  1,899      

7.00%, 7/1/36, MBS (k)

     Aaa/AAA         2,156,216   
  1,543      

7.00%, 9/25/41, CMO, VRN (k)

     Aaa/AAA         1,814,188   
  167      

7.00%, 10/25/41, CMO (k)

     Aaa/AAA         189,414   
  78      

7.00%, 7/25/42, CMO (k)

     Aaa/AAA         89,752   
  411      

7.00%, 11/25/43, CMO (k)

     Aaa/AAA         469,162   
  351      

7.00%, 2/25/44, CMO (k)

     Aaa/AAA         402,415   
  2,159      

7.00%, 3/25/45, CMO (k)

     Aaa/AAA         2,441,648   
  208      

7.00%, 12/1/46, MBS (k)

     Aaa/AAA         236,170   
  383      

7.00%, 1/1/47, MBS (k)

     Aaa/AAA         434,395   
  1,282      

7.231%, 2/25/42, CMO, VRN (k)

     Aaa/AAA         1,458,900   
  1,128      

7.363%, 10/25/42, CMO, VRN (k)

     Aaa/AAA         1,302,554   
  530      

7.50%, 6/1/17, MBS (k)

     Aaa/AAA         581,132   
  39      

7.50%, 12/1/17, MBS (k)

     Aaa/AAA         44,672   
  388      

7.50%, 5/1/22, MBS (k)

     Aaa/AAA         453,701   
  54      

7.50%, 10/25/22, CMO (k)

     Aaa/AAA         61,977   
  586      

7.50%, 4/1/24, MBS (k)

     Aaa/AAA         673,227   
  52      

7.50%, 11/25/26, CMO (k)

     Aaa/AAA         58,137   
  201      

7.50%, 6/19/30, CMO, VRN (k)

     Aaa/AAA         230,586   
  202      

7.50%, 6/25/30, CMO (k)

     Aaa/AAA         229,347   
  47      

7.50%, 7/1/31, MBS (k)

     Aaa/AAA         54,266   
  104      

7.50%, 5/1/32, MBS (k)

     Aaa/AAA         121,522   
  90      

7.50%, 9/1/37, MBS (k)

     Aaa/AAA         102,649   
  1,162      

7.50%, 7/25/41, CMO (k)

     Aaa/AAA         1,325,673   
  74      

7.50%, 7/25/42, CMO (k)

     Aaa/AAA         85,437   
  8      

7.50%, 8/25/42, CMO

     Aaa/AAA         9,180   
  630      

7.50%, 3/25/44, CMO (k)

     Aaa/AAA         730,529   
  2,502      

7.50%, 6/25/44, CMO (k)

     Aaa/AAA         2,919,090   
  83      

7.70%, 3/25/23, CMO (k)

     Aaa/AAA         94,807   
  7      

8.00%, 4/1/19, MBS

     Aaa/AAA         8,097   
  325      

8.00%, 9/25/21, CMO (k)

     Aaa/AAA         373,733   
  2      

8.00%, 1/1/22, MBS

     Aaa/AAA         2,621   
  4      

8.00%, 12/1/22, MBS

     Aaa/AAA         4,528   
  7      

8.00%, 6/1/24, MBS

     Aaa/AAA         7,902   
  292      

8.00%, 9/1/24, MBS (k)

     Aaa/AAA         338,644   
  1      

8.00%, 12/1/24, MBS

     Aaa/AAA         1,307   
  2      

8.00%, 9/1/27, MBS

     Aaa/AAA         2,882   

 


PIMCO Strategic Global Government Fund, Inc. Schedule of Investments

April 30, 2011 (unaudited)

 

 

Principal
Amount
(000s)
          Credit Rating
(Moody’s/S&P)
     Value*  
  

Fannie Mae (continued)

     
$ 17      

8.00%, 4/1/30, MBS

     Aaa/AAA       $ 20,347   
  75      

8.00%, 5/1/30, MBS (k)

     Aaa/AAA         87,252   
  1,781      

8.00%, 7/19/30, CMO, VRN (k)

     Aaa/AAA         2,055,873   
  36      

8.00%, 8/1/30, MBS (k)

     Aaa/AAA         41,845   
  1      

8.00%, 9/1/30, MBS

     Aaa/AAA         1,260   
  1      

8.00%, 10/1/30, MBS

     Aaa/AAA         1,282   
  14      

8.00%, 1/1/31, MBS

     Aaa/AAA         16,641   
  11      

8.00%, 3/1/31, MBS

     Aaa/AAA         12,841   
  92      

8.00%, 5/1/31, MBS (k)

     Aaa/AAA         108,144   
  268      

8.00%, 7/1/31, MBS (k)

     Aaa/AAA         311,703   
  30      

8.00%, 8/1/31, MBS

     Aaa/AAA         35,224   
  328      

8.00%, 10/1/31, MBS

     Aaa/AAA         382,550   
  54      

8.00%, 11/1/31, MBS (k)

     Aaa/AAA         62,866   
  23      

8.00%, 1/1/32, MBS

     Aaa/AAA         26,258   
  96      

8.00%, 5/1/32, MBS (k)

     Aaa/AAA         111,886   
  12      

8.00%, 6/1/32, MBS

     Aaa/AAA         13,986   
  109      

8.00%, 1/1/35, MBS (k)

     Aaa/AAA         124,683   
  39      

8.50%, 4/1/16, MBS (k)

     Aaa/AAA         41,949   
  530      

8.50%, 9/25/21, CMO (k)

     Aaa/AAA         598,504   
  514      

8.50%, 10/25/21, CMO (k)

     Aaa/AAA         590,032   
  333      

8.50%, 12/25/21, CMO (k)

     Aaa/AAA         381,881   
  1,258      

8.50%, 6/18/27, CMO (k)

     Aaa/AAA         1,504,874   
  224      

8.50%, 6/25/30, CMO (k)

     Aaa/AAA         263,976   
  415      

8.50%, 6/1/36, MBS (k)

     Aaa/AAA         474,821   
  827      

9.415%, 5/15/21, MBS (k)

     Aaa/AAA         968,595   
  255      

10.040%, 7/15/27, MBS (k)

     Aaa/AAA         288,647   
  6      

10.30%, 4/25/19, CMO

     Aaa/AAA         6,454   
              
           512,567,300   
              
  

Federal Housing Administration—0.8%

     
  3,164      

7.25%, 8/1/31 (f)

     Aaa/AAA         3,134,872   
              
  

Freddie Mac—28.1%

     
  9      

2.387%, 12/1/26, FRN, MBS

     Aaa/AAA         9,604   
  74      

2.547%, 9/1/31, FRN, MBS (k)

     Aaa/AAA         74,391   
  8      

2.55%, 4/1/33, FRN, MBS

     Aaa/AAA         8,396   
  3,000      

4.00%, MBS, TBA (e)

     Aaa/AAA         2,983,125   
  40      

5.00%, 10/15/16, CMO (k)

     Aaa/AAA         40,757   
  35      

5.00%, 11/15/16, CMO (k)

     Aaa/AAA         34,968   
  49      

5.00%, 2/15/24, CMO (k)

     Aaa/AAA         53,584   
  208      

6.00%, 9/15/16, CMO (k)

     Aaa/AAA         222,302   
  2,136      

6.00%, 12/15/16, CMO (k)

     Aaa/AAA         2,307,559   
  28      

6.00%, 3/15/17, CMO (k)

     Aaa/AAA         30,693   
  824      

6.00%, 4/1/17, MBS (k)

     Aaa/AAA         895,426   
  687      

6.00%, 12/15/28, CMO (k)

     Aaa/AAA         755,152   
  1,073      

6.00%, 2/15/31, CMO (k)

     Aaa/AAA         1,175,223   
  648      

6.00%, 4/15/31, CMO (k)

     Aaa/AAA         718,759   
  1,381      

6.00%, 9/25/31, CMO (k)

     Aaa/AAA         1,546,972   
  13,104      

6.00%, 2/15/32, CMO (k)

     Aaa/AAA         14,588,785   
  5      

6.00%, 2/1/33, MBS

     Aaa/AAA         5,924   
  1,393      

6.00%, 3/1/33, MBS (k)

     Aaa/AAA         1,517,981   
  40      

6.00%, 2/1/34, MBS (k)

     Aaa/AAA         44,321   
  130      

6.00%, 3/15/35, CMO (k)

     Aaa/AAA         144,864   
  740      

6.50%, 11/1/16, MBS (k)

     Aaa/AAA         809,243   

 


PIMCO Strategic Global Government Fund, Inc. Schedule of Investments

April 30, 2011 (unaudited)

 

 

Principal
Amount
(000s)
          Credit Rating
(Moody’s/S&P)
     Value*  
  

Freddie Mac (continued)

     
$ 16      

6.50%, 8/1/21, MBS

     Aaa/AAA       $ 17,629   
  141      

6.50%, 9/15/23, CMO (k)

     Aaa/AAA         158,505   
  2,332      

6.50%, 10/15/23, CMO (k)

     Aaa/AAA         2,431,807   
  333      

6.50%, 12/15/23, CMO (k)

     Aaa/AAA         364,015   
  352      

6.50%, 3/15/26, CMO (k)

     Aaa/AAA         394,760   
  942      

6.50%, 2/15/28, CMO (k)

     Aaa/AAA         1,087,052   
  1,836      

6.50%, 5/15/29, CMO (k)

     Aaa/AAA         2,039,724   
  9      

6.50%, 6/1/29, MBS

     Aaa/AAA         9,712   
  220      

6.50%, 7/15/29, CMO (k)

     Aaa/AAA         256,103   
  8,565      

6.50%, 6/15/31, CMO (k)

     Aaa/AAA         9,741,346   
  4,701      

6.50%, 9/15/31, CMO (k)

     Aaa/AAA         5,487,995   
  92      

6.50%, 12/15/31, CMO (k)

     Aaa/AAA         96,608   
  382      

6.50%, 2/15/32, CMO (k)

     Aaa/AAA         434,256   
  860      

6.50%, 6/15/32, CMO (k)

     Aaa/AAA         1,002,307   
  4,651      

6.50%, 7/15/32, CMO (k)

     Aaa/AAA         5,424,008   
  2,220      

6.50%, 7/1/37, MBS (k)

     Aaa/AAA         2,490,209   
  112      

6.50%, 2/25/43, CMO (k)

     Aaa/AAA         126,917   
  105      

6.50%, 9/25/43, CMO, VRN (k)

     Aaa/AAA         119,654   
  594      

6.50%, 10/25/43, CMO (k)

     Aaa/AAA         669,156   
  5,111      

6.50%, 3/25/44, CMO (k)

     Aaa/AAA         5,783,200   
  352      

6.50%, 9/1/47, MBS (k)

     Aaa/AAA         394,187   
  493      

6.50%, 9/1/48, MBS (k)

     Aaa/AAA         550,178   
  979      

6.692%, 7/25/32, CMO, VRN (k)

     Aaa/AAA         1,124,110   
  1,291      

6.90%, 9/15/23, CMO (k)

     Aaa/AAA         1,477,157   
  656      

6.95%, 7/15/21, CMO (k)

     Aaa/AAA         737,146   
  3      

7.00%, 7/15/12, CMO

     Aaa/AAA         2,814   
  61      

7.00%, 9/1/12, MBS (k)

     Aaa/AAA         62,688   
  5      

7.00%, 10/1/12, MBS

     Aaa/AAA         5,303   
  7      

7.00%, 11/1/12, MBS

     Aaa/AAA         7,668   
  5      

7.00%, 12/1/12, MBS

     Aaa/AAA         5,421   
  221      

7.00%, 7/1/13, MBS (k)

     Aaa/AAA         230,142   
  7      

7.00%, 1/1/14, MBS

     Aaa/AAA         7,743   
  259      

7.00%, 9/1/14, MBS (k)

     Aaa/AAA         277,093   
  59      

7.00%, 11/1/14, MBS (k)

     Aaa/AAA         62,811   
  22      

7.00%, 7/1/15, MBS

     Aaa/AAA         24,361   
  4      

7.00%, 8/1/15, MBS

     Aaa/AAA         4,510   
  25      

7.00%, 4/1/16, MBS (k)

     Aaa/AAA         26,843   
  3      

7.00%, 6/1/16, MBS

     Aaa/AAA         3,517   
  31      

7.00%, 7/1/16, MBS (k)

     Aaa/AAA         33,764   
  8      

7.00%, 11/1/16, MBS

     Aaa/AAA         8,768   
  8      

7.00%, 3/1/17, MBS

     Aaa/AAA         9,248   
  523      

7.00%, 6/1/17, MBS (k)

     Aaa/AAA         552,460   
  389      

7.00%, 8/1/21, MBS (k)

     Aaa/AAA         424,349   
  710      

7.00%, 9/1/21, MBS (k)

     Aaa/AAA         774,070   
  468      

7.00%, 5/15/23, CMO (k)

     Aaa/AAA         470,775   
  1,229      

7.00%, 1/15/24, CMO (k)

     Aaa/AAA         1,391,387   
  66      

7.00%, 3/15/24, CMO (k)

     Aaa/AAA         74,163   
  66      

7.00%, 5/15/24, CMO (k)

     Aaa/AAA         74,977   
  8      

7.00%, 7/1/24, MBS

     Aaa/AAA         9,152   
  720      

7.00%, 9/15/25, CMO (k)

     Aaa/AAA         836,633   
  920      

7.00%, 7/15/27, CMO (k)

     Aaa/AAA         1,076,758   
  4,311      

7.00%, 3/15/29, CMO (k)

     Aaa/AAA         5,199,721   
  82      

7.00%, 3/1/31, MBS (k)

     Aaa/AAA         94,694   
  1,601      

7.00%, 6/15/31, CMO (k)

     Aaa/AAA         1,826,260   
  631      

7.00%, 10/1/31, MBS (k)

     Aaa/AAA         728,039   

 


PIMCO Strategic Global Government Fund, Inc. Schedule of Investments

April 30, 2011 (unaudited)

 

 

Principal
Amount
(000s)
         Credit Rating
(Moody’s/S&P)
     Value*  
 

Freddie Mac (continued)

     
$ 251     

7.00%, 1/1/32, MBS (k)

     Aaa/AAA       $ 289,298   
  22     

7.00%, 3/1/32, MBS

     Aaa/AAA         25,199   
  45     

7.00%, 4/1/32, MBS (k)

     Aaa/AAA         52,427   
  379     

7.00%, 1/1/36, MBS (k)

     Aaa/AAA         437,156   
  2,449     

7.00%, 6/1/36, MBS (k)

     Aaa/AAA         2,790,305   
  402     

7.00%, 7/1/36, MBS (k)

     Aaa/AAA         457,853   
  4,042     

7.00%, 8/1/36, MBS (k)

     Aaa/AAA         4,604,503   
  799     

7.00%, 9/1/36, MBS (k)

     Aaa/AAA         910,689   
  1,172     

7.00%, 11/1/36, MBS (k)

     Aaa/AAA         1,334,350   
  451     

7.00%, 12/1/36, MBS (k)

     Aaa/AAA         513,348   
  2,205     

7.00%, 1/1/37, MBS (k)

     Aaa/AAA         2,511,985   
  864     

7.00%, 2/25/43, CMO (k)

     Aaa/AAA         1,000,386   
  367     

7.00%, 9/25/43, CMO (k)

     Aaa/AAA         433,788   
  115     

7.00%, 10/25/43, CMO (k)

     Aaa/AAA         133,134   
  235     

7.157%, 7/25/32, CMO, VRN (k)

     Aaa/AAA         273,269   
  57     

7.50%, 1/1/16, MBS (k)

     Aaa/AAA         62,276   
  1,325     

7.50%, 5/15/24, CMO (k)

     Aaa/AAA         1,617,246   
  229     

7.50%, 8/1/24, MBS (k)

     Aaa/AAA         267,692   
  2     

7.50%, 6/1/25, MBS

     Aaa/AAA         2,482   
  20     

7.50%, 12/1/25, MBS

     Aaa/AAA         23,071   
  4     

7.50%, 1/1/26, MBS

     Aaa/AAA         5,597   
  15     

7.50%, 2/1/26, MBS

     Aaa/AAA         16,898   
  22     

7.50%, 3/1/26, MBS

     Aaa/AAA         24,993   
  29     

7.50%, 4/1/26, MBS (k)

     Aaa/AAA         33,662   
  25     

7.50%, 5/1/26, MBS

     Aaa/AAA         28,893   
  219     

7.50%, 6/1/26, MBS (k)

     Aaa/AAA         254,159   
  177     

7.50%, 7/1/26, MBS (k)

     Aaa/AAA         205,673   
  49     

7.50%, 8/1/26, MBS

     Aaa/AAA         56,419   
  14     

7.50%, 11/1/26, MBS

     Aaa/AAA         15,926   
  472     

7.50%, 12/1/26, MBS (k)

     Aaa/AAA         548,321   
  176     

7.50%, 3/15/28, CMO (k)

     Aaa/AAA         208,236   
  3,401     

7.50%, 4/1/28, MBS (k)

     Aaa/AAA         3,944,235   
  —   (g)   

7.50%, 2/1/30, MBS

     Aaa/AAA         562   
  1     

7.50%, 4/1/30, MBS

     Aaa/AAA         1,140   
  —   (g)   

7.50%, 6/1/30, MBS

     Aaa/AAA         78   
  4     

7.50%, 10/1/30, MBS

     Aaa/AAA         4,636   
  23     

7.50%, 11/1/30, MBS

     Aaa/AAA         26,628   
  950     

7.50%, 12/1/30, MBS (k)

     Aaa/AAA         1,101,504   
  672     

7.50%, 5/1/32, MBS (k)

     Aaa/AAA         778,723   
  28     

7.50%, 7/1/33, MBS (k)

     Aaa/AAA         31,974   
  85     

7.50%, 7/1/34, MBS (k)

     Aaa/AAA         97,123   
  521     

7.50%, 3/1/37, MBS (k)

     Aaa/AAA         594,224   
  70     

7.50%, 2/25/42, CMO (k)

     Aaa/AAA         82,562   
  72     

8.00%, 8/15/22, CMO (k)

     Aaa/AAA         84,399   
  40     

8.00%, 7/1/24, MBS

     Aaa/AAA         47,085   
  56     

8.00%, 8/1/24, MBS (k)

     Aaa/AAA         66,634   
  650     

8.00%, 12/1/26, MBS (k)

     Aaa/AAA         767,574   
  162     

8.00%, 4/15/30, CMO (k)

     Aaa/AAA         189,684   
  153     

8.50%, 4/15/22, CMO (k)

     Aaa/AAA         160,393   
  412     

8.50%, 10/1/30, MBS (k)

     Aaa/AAA         479,144   
             
          112,289,438   
             

 


PIMCO Strategic Global Government Fund, Inc. Schedule of Investments

April 30, 2011 (unaudited)

 

 

Principal
Amount
(000s)
          Credit Rating
(Moody’s/S&P)
     Value*  
  

Ginnie Mae—8.7%

     
$ 197      

5.50%, 6/20/35, FRN, MBS (k)

     Aaa/AAA       $ 207,813   
  29      

6.00%, 4/15/29, MBS (k)

     Aaa/AAA         32,191   
  3      

6.00%, 8/15/31, MBS

     Aaa/AAA         3,109   
  57      

6.00%, 2/15/36, MBS (k)

     Aaa/AAA         63,184   
  22      

6.00%, 6/15/36, MBS

     Aaa/AAA         24,389   
  10      

6.00%, 7/15/36, MBS

     Aaa/AAA         11,609   
  39      

6.00%, 9/15/36, MBS (k)

     Aaa/AAA         43,161   
  74      

6.00%, 10/15/36, MBS (k)

     Aaa/AAA         82,458   
  65      

6.00%, 12/15/36, MBS (k)

     Aaa/AAA         71,924   
  17      

6.00%, 6/15/37, MBS

     Aaa/AAA         18,585   
  1,600      

6.00%, 7/15/37, MBS (k)

     Aaa/AAA         1,775,835   
  47      

6.00%, 11/15/37, MBS (k)

     Aaa/AAA         52,888   
  60      

6.00%, 12/15/37, MBS (k)

     Aaa/AAA         66,700   
  125      

6.00%, 3/15/38, MBS (k)

     Aaa/AAA         138,705   
  585      

6.00%, 9/15/38, MBS (k)

     Aaa/AAA         653,942   
  1,154      

6.00%, 10/15/38, MBS (k)

     Aaa/AAA         1,279,187   
  3,923      

6.00%, 11/15/38, MBS (k)

     Aaa/AAA         4,373,687   
  31      

6.00%, 12/15/38, MBS (k)

     Aaa/AAA         34,558   
  14,000      

6.00%, MBS, TBA (e)

     Aaa/AAA         15,472,184   
  98      

6.50%, 11/20/24, MBS (k)

     Aaa/AAA         110,555   
  797      

6.50%, 4/15/32, MBS (k)

     Aaa/AAA         903,804   
  1,070      

6.50%, 5/15/32, MBS (k)

     Aaa/AAA         1,213,379   
  58      

6.50%, 6/20/32, CMO (k)

     Aaa/AAA         66,724   
  349      

6.50%, 8/20/38, MBS (k)

     Aaa/AAA         375,914   
  126      

6.50%, 10/20/38, MBS (k)

     Aaa/AAA         135,170   
  3      

7.00%, 4/15/24, MBS

     Aaa/AAA         3,489   
  23      

7.00%, 7/15/25, MBS (k)

     Aaa/AAA         26,866   
  29      

7.00%, 9/15/25, MBS

     Aaa/AAA         33,929   
  16      

7.00%, 11/15/25, MBS

     Aaa/AAA         18,711   
  8      

7.00%, 12/15/25, MBS

     Aaa/AAA         9,148   
  22      

7.00%, 3/15/26, MBS

     Aaa/AAA         25,702   
  7      

7.00%, 4/15/26, MBS

     Aaa/AAA         8,242   
  2      

7.00%, 5/15/26, MBS

     Aaa/AAA         2,300   
  45      

7.00%, 6/15/26, MBS (k)

     Aaa/AAA         51,017   
  3,412      

7.00%, 3/20/31, CMO (k)

     Aaa/AAA         3,870,801   
  5      

7.50%, 1/15/17, MBS

     Aaa/AAA         5,676   
  2      

7.50%, 2/15/17, MBS

     Aaa/AAA         2,518   
  4      

7.50%, 3/15/17, MBS

     Aaa/AAA         3,784   
  2      

7.50%, 4/15/17, MBS

     Aaa/AAA         2,730   
  4      

7.50%, 5/15/17, MBS

     Aaa/AAA         5,333   
  2      

7.50%, 7/15/17, MBS

     Aaa/AAA         2,317   
  1      

7.50%, 6/15/23, MBS

     Aaa/AAA         901   
  10      

7.50%, 10/15/25, MBS

     Aaa/AAA         12,148   
  112      

7.50%, 3/15/26, MBS (k)

     Aaa/AAA         130,232   
  134      

7.50%, 6/20/26, CMO (k)

     Aaa/AAA         153,261   
  239      

7.50%, 9/15/26, MBS (k)

     Aaa/AAA         278,475   
  9      

7.50%, 12/15/26, MBS

     Aaa/AAA         10,394   
  2      

7.50%, 1/15/27, MBS

     Aaa/AAA         2,671   
  4      

7.50%, 2/15/27, MBS

     Aaa/AAA         4,681   
  56      

7.50%, 3/15/27, MBS (k)

     Aaa/AAA         64,969   
  286      

7.50%, 4/15/27, MBS (k)

     Aaa/AAA         332,814   
  6      

7.50%, 5/15/27, MBS

     Aaa/AAA         6,795   
  109      

7.50%, 6/15/27, MBS (k)

     Aaa/AAA         127,121   
  157      

7.50%, 7/15/27, MBS (k)

     Aaa/AAA         183,001   
  47      

7.50%, 8/15/27, MBS (k)

     Aaa/AAA         55,289   
  55      

7.50%, 12/15/27, MBS (k)

     Aaa/AAA         63,568   

 


PIMCO Strategic Global Government Fund, Inc. Schedule of Investments

April 30, 2011 (unaudited)

 

 

Principal
Amount
(000s)
         Credit Rating
(Moody’s/S&P)
     Value*  
 

Ginnie Mae (continued)

     
$ 341     

7.50%, 1/15/28, MBS (k)

     Aaa/AAA       $ 397,037   
  85     

7.50%, 2/15/28, MBS (k)

     Aaa/AAA         99,745   
  162     

7.50%, 1/15/29, MBS (k)

     Aaa/AAA         189,065   
  186     

7.50%, 2/15/29, MBS (k)

     Aaa/AAA         216,864   
  6     

7.50%, 3/15/29, MBS

     Aaa/AAA         6,586   
  4     

8.00%, 6/15/16, MBS

     Aaa/AAA         3,848   
  —   (g)   

8.00%, 7/15/16, MBS

     Aaa/AAA         164   
  9     

8.00%, 1/15/17, MBS

     Aaa/AAA         9,168   
  —   (g)   

8.00%, 2/15/17, MBS

     Aaa/AAA         156   
  6     

8.00%, 3/15/17, MBS

     Aaa/AAA         7,282   
  15     

8.00%, 4/15/17, MBS

     Aaa/AAA         16,513   
  8     

8.00%, 5/15/17, MBS

     Aaa/AAA         9,505   
  1     

8.00%, 6/15/17, MBS

     Aaa/AAA         788   
  9     

8.00%, 7/15/17, MBS

     Aaa/AAA         9,413   
  —   (g)   

8.00%, 1/15/20, MBS

     Aaa/AAA         541   
  —   (g)   

8.00%, 5/15/21, MBS

     Aaa/AAA         39   
  6     

8.00%, 11/15/21, MBS

     Aaa/AAA         6,435   
  4     

8.00%, 12/15/21, MBS

     Aaa/AAA         5,170   
  8     

8.00%, 4/15/22, MBS

     Aaa/AAA         9,249   
  —   (g)   

8.00%, 5/15/22, MBS

     Aaa/AAA         267   
  6     

8.00%, 11/15/22, MBS

     Aaa/AAA         6,424   
  321     

8.00%, 3/20/30, CMO (k)

     Aaa/AAA         385,096   
  —   (g)   

8.50%, 10/15/16, MBS

     Aaa/AAA         199   
  —   (g)   

8.50%, 5/15/22, MBS

     Aaa/AAA         225   
  1     

8.50%, 1/15/23, MBS

     Aaa/AAA         1,040   
  2     

8.50%, 8/15/30, MBS

     Aaa/AAA         2,251   
  12     

8.50%, 2/15/31, MBS

     Aaa/AAA         13,995   
  13     

9.00%, 6/15/16, MBS

     Aaa/AAA         13,295   
  34     

9.00%, 11/15/16, MBS (k)

     Aaa/AAA         37,954   
  33     

9.00%, 12/15/16, MBS (k)

     Aaa/AAA         37,218   
  20     

9.00%, 9/15/17, MBS

     Aaa/AAA         20,885   
  42     

9.00%, 12/15/17, MBS (k)

     Aaa/AAA         47,796   
  56     

9.00%, 3/15/18, MBS (k)

     Aaa/AAA         65,921   
  43     

9.00%, 5/15/18, MBS (k)

     Aaa/AAA         49,660   
  20     

9.00%, 6/15/18, MBS

     Aaa/AAA         19,815   
  204     

9.00%, 10/15/19, MBS (k)

     Aaa/AAA         236,139   
  148     

9.00%, 11/15/19, MBS (k)

     Aaa/AAA         168,620   
  79     

9.00%, 1/15/20, MBS (k)

     Aaa/AAA         93,139   
             
          34,898,045   
             
 

Small Business Administration Participation Certificates—4.7%

     
  550     

4.625%, 2/1/25, ABS

     Aaa/AAA         582,081   
  456     

4.754%, 8/10/14, ABS

     Aaa/AAA         482,852   
  331     

5.038%, 3/10/15, ABS

     Aaa/AAA         354,998   
  1,438     

5.51%, 11/1/27, ABS

     Aaa/AAA         1,563,760   
  13,745     

5.60%, 9/1/28, ABS

     Aaa/AAA         14,858,808   
  134     

5.78%, 8/1/27, ABS

     Aaa/AAA         146,883   
  134     

5.82%, 7/1/27, ABS

     Aaa/AAA         148,593   
  91     

6.30%, 7/1/13

     Aaa/AAA         92,970   
  271     

6.30%, 6/1/18

     Aaa/AAA         295,811   
  90     

6.40%, 8/1/13

     Aaa/AAA         92,830   
  39     

7.20%, 6/1/17

     Aaa/AAA         42,538   
  26     

7.70%, 7/1/16

     Aaa/AAA         28,183   
             
          18,690,307   
             

 


PIMCO Strategic Global Government Fund, Inc. Schedule of Investments

April 30, 2011 (unaudited)

 

 

Principal
Amount
(000s)
          Credit Rating
(Moody’s/S&P)
   Value*  
  

Vendee Mortgage Trust—1.6%

     
$ 443      

6.50%, 3/15/29, CMO (k)

   Aaa/AAA    $ 499,246   
  86      

6.75%, 2/15/26, CMO (k)

   Aaa/AAA      98,004   
  198      

6.75%, 6/15/26, CMO (k)

   Aaa/AAA      225,356   
  5,344      

7.50%, 9/15/30, CMO (k)

   Aaa/AAA      5,686,273   
              
           6,508,879   
              
  

Total U.S. Government Agency Securities (cost—$666,833,669)

        688,088,840   
              

 

CORPORATE BONDS & NOTES—64.4%

     

 

Airlines—3.1%

     
  3,000      

American Airlines, Inc., 10.50%, 10/15/12

   B2/B      3,232,500   
  859      

Northwest Airlines, Inc., 1.063%, 11/20/15, FRN (MBIA)(k)

   Baa2/A-      811,387   
  

United Air Lines Pass Through Trust,

     
  2,545      

6.636%, 1/2/24

   Baa2/BB+      2,569,981   
  923      

9.75%, 1/15/17 (k)

   Baa2/BBB+      1,049,744   
  4,249      

10.40%, 5/1/18 (k)

   Baa2/BBB+      4,865,539   
              
           12,529,151   
              

 

Banking—12.2%

     
£ 1,300      

Barclays Bank PLC, 14.00%, 6/15/19 (h)

   Baa2/A-      2,850,034   
  

BPCE S.A. (h),

     
270      

4.625%, 7/30/15

   Baa3/BBB+      351,921   
315      

5.25%, 7/30/14

   Baa3/BBB+      430,404   
50      

9.00%, 3/17/15

   Baa3/BBB+      78,131   
300      

9.25%, 4/22/15

   Baa3/BBB+      467,673   
  

Cooperatieve Centrale Raiffeisen-Boerenleenbank BA,

     
2,000      

6.875%, 3/19/20

   NR/NR      3,031,429   
$ 5,900      

11.00%, 6/30/19 (a)(d)(h)(k)

   A2/AA-      7,722,380   
  7,700      

Discover Bank, 7.00%, 4/15/20

   Ba1/BBB-      8,679,417   
  £800      

DnB NOR Bank ASA, 6.012%, 3/29/17 (h)

   Baa3/BBB+      1,346,302   
$ 5,000      

ICICI Bank Ltd., 5.75%, 11/16/20 (a)(d)

   Baa2/BBB-      5,040,740   
  13,000      

Regions Financial Corp., 7.75%, 11/10/14 (k)

   Ba3/BB+      14,213,472   
  

Royal Bank of Scotland PLC, FRN,

     
  2,000      

0.990%, 4/11/16

   Baa3/BBB+      1,806,170   
  3,000      

1.048%, 9/29/15

   Baa3/BBB+      2,710,023   
              
           48,728,096   
              

 

Chemicals—1.2%

     
  4,500      

Lyondell Chemical Co., 8.00%, 11/1/17 (a)(d)

   Ba2/BB+      5,028,750   
              

 

Energy—0.2%

     
  625      

Consol Energy, Inc., 8.25%, 4/1/20

   B1/BB      700,000   
              

 

Financial Services—29.0%

     
  

Ally Financial, Inc.,

     
  3,000      

6.75%, 12/1/14

   B1/B      3,198,378   
  6,100      

8.30%, 2/12/15

   B1/B      6,877,750   
  1,800      

C10 Capital SPV Ltd., 6.722%, 12/31/16 (h)

   NR/B-      1,430,114   
  3,000      

Cantor Fitzgerald L.P., 6.375%, 6/26/15 (a)(d)(k)

   Baa3/BBB      3,129,255   
  

CIT Group, Inc.,

     
  3,900      

5.25%, 4/1/14 (a)(d)

   B3/B+      3,997,024   
  1,225      

7.00%, 5/1/13

   B3/B+      1,249,597   
  502      

7.00%, 5/1/14

   B3/B+      512,832   
  502      

7.00%, 5/1/15

   B3/B+      510,321   
  837      

7.00%, 5/1/16

   B3/B+      845,306   
  1,172      

7.00%, 5/1/17

   B3/B+      1,184,164   

 


PIMCO Strategic Global Government Fund, Inc. Schedule of Investments

April 30, 2011 (unaudited)

 

 

Principal

Amount

(000s)

          Credit Rating
(Moody’s/S&P)
     Value*  
    

Citigroup, Inc. (k),

     
$     9,000      

5.00%, 9/15/14

     Baa1/A-       $ 9,537,462   
    10,000      

5.625%, 8/27/12

     Baa1/A-         10,510,390   
    

Credit Agricole S.A. (h),

     
£     250      

5.136%, 2/24/16

     A3/A-         366,433   
$     2,500      

6.637%, 5/31/17 (a)(d)(k)

     A3/A-         2,324,500   
£     800      

8.125%, 10/26/19

     A3/A-         1,376,368   
    

Ford Motor Credit Co. LLC,

     
$     1,000      

6.625%, 8/15/17

     Ba2/BB-         1,103,148   
    10,000      

8.70%, 10/1/14 (k)

     Ba2/BB-         11,460,230   
    

General Electric Capital Corp.,

     
    5,000      

4.375%, 9/16/20 (k)

     Aa2/AA+         4,944,740   
£     3,000      

6.50%, 9/15/67, (converts to FRN on 9/15/17)

     Aa3/A+         4,935,884   
$     4,000      

HSBC Finance Corp., 6.676%, 1/15/21 (a)(d)(k)

     Baa1/BBB+         4,256,064   
    

International Lease Finance Corp.(a)(d),

     
    2,000      

6.75%, 9/1/16

     Ba3/BBB-         2,140,000   
    7,000      

7.125%, 9/1/18 (k)

     Ba3/BBB-         7,560,000   
£     300      

LBG Capital No.2 PLC, 15.00%, 12/21/19

     Ba2/BB+         691,525   
$     4,000      

Merrill Lynch & Co., Inc., 0.738%, 1/15/15, FRN (k)

     A2/A         3,889,196   
    

Morgan Stanley,

     
    8,000      

0.726%, 10/18/16, FRN (k)

     A2/A         7,598,936   
AUD     2,700      

5.33%, 3/1/13, FRN

     A2/A         2,905,408   
$     1,000      

6.625%, 4/1/18 (k)

     A2/A         1,118,575   
    

SLM Corp.,

     
    150      

0.574%, 1/27/14, FRN

     Ba1/BBB-         146,253   
    1,500      

3.125%, 9/17/12

     Ba1/BBB-         2,192,530   
$     570      

3.682%, 2/1/14, FRN

     Ba1/BBB-         578,009   
    1,050      

5.00%, 10/1/13

     Ba1/BBB-         1,095,229   
    500      

5.125%, 8/27/12

     Ba1/BBB-         518,042   
    200      

5.375%, 1/15/13

     Ba1/BBB-         209,837   
    1,000      

5.375%, 5/15/14

     Ba1/BBB-         1,044,730   
    1,000      

8.00%, 3/25/20

     Ba1/BBB-         1,109,762   
    2,500      

8.45%, 6/15/18

     Ba1/BBB-         2,841,362   
    1,800      

UBS AG, 5.875%, 12/20/17 (k)

     Aa3/A+         2,013,224   
    4,750      

Waha Aerospace BV, 3.925%, 7/28/20 (a)(d)(k)

     Aa2/AA         4,792,750   
                
             116,195,328   
                

Healthcare & Hospitals—0.4%

     
    1,500      

HCA, Inc., 9.00%, 12/15/14

     Caa1/B-         1,621,875   
                

Hotels/Gaming—0.0%

     
    100      

MGM Resorts International, 9.00%, 3/15/20

     Ba3/B         112,000   
                

Insurance—7.2%

     
    

American International Group, Inc.,

     
    6,300      

5.85%, 1/16/18 (k)

     Baa1/A-         6,679,115   
    3,000      

6.25%, 5/1/36 (k)

     Baa1/A-         3,098,823   
    3,900      

6.40%, 12/15/20 (k)

     Baa1/A-         4,277,212   
    9,700      

8.25%, 8/15/18 (k)

     Baa1/A-         11,552,060   
£     1,750      

8.625%, 5/22/68, (converts to FRN on 5/22/18)

     Baa2/BBB         3,069,267   
                
             28,676,477   
                

Oil & Gas—7.7%

     
    

Anadarko Petroleum Corp.,

     
$     600      

6.20%, 3/15/40

     Ba1/BBB-         601,149   
    3,600      

6.375%, 9/15/17 (k)

     Ba1/BBB-         4,073,605   
    4,500      

6.45%, 9/15/36 (k)

     Ba1/BBB-         4,657,113   
    7,000      

BP Capital Markets PLC, 4.75%, 3/10/19 (k)

     A2/A         7,345,961   

 


PIMCO Strategic Global Government Fund, Inc. Schedule of Investments

April 30, 2011 (unaudited)

 

 

Principal

Amount

(000s)

         

Credit Rating

(Moody’s/S&P)

   Value*  
   Gaz Capital S.A. for Gazprom,      
1,000      

5.875%, 6/1/15 (a)(d)

   Baa1/BBB    $ 1,586,756   
$ 3,000      

8.625%, 4/28/34

   Baa1/BBB      3,690,000   
  2,000       Morgan Stanley Bank AG for OAO Gazprom, 9.625%, 3/1/13    Baa1/BBB      2,274,400   
  1,250       Ras Laffan Liquefied Natural Gas Co., Ltd. III, 6.332%, 9/30/27 (b)    Aa3/A      1,315,870   
  5,000       Shell International Finance BV, 5.50%, 3/25/40 (k)    Aa1/AA      5,206,615   
              
           30,751,469   
              

 

Real Estate Investment Trust—2.6%

     
  2,000       Kilroy Realty L.P., 5.00%, 11/3/15 (k)    Baa3/BBB-      2,081,992   
  4,500       Reckson Operating Partnership L.P., 7.75%, 3/15/20    Ba1/BBB-      5,146,992   
  3,000       Wells Operating Partnership II L.P., 5.875%, 4/1/18 (a)(d)(k)    Baa3/BBB-      3,021,795   
              
           10,250,779   
              

 

Retail—0.3%

     
  973       CVS Pass Through Trust, 7.507%, 1/10/32 (a)(d)(k)    Baa2/BBB+      1,142,646   
              

 

Utilities—0.5%

     
  2,000       Energy Future Holdings Corp., 10.00%, 1/15/20    Caa3/B-      2,151,192   
              
   Total Corporate Bonds & Notes (cost—$220,685,950)         257,887,763   
              

 

MORTGAGE-BACKED SECURITIES—44.3%

     
   Adjustable Rate Mortgage Trust, CMO, VRN,      
  1,831      

2.741%, 7/25/35

   Caa1/AA-      1,517,376   
  4,708      

4.920%, 8/25/35

   Caa1/BB-      4,277,189   
  2,833       Banc of America Large Loan, Inc., 5.686%, 4/24/49, CMO, VRN (a)(d)    NR/NR      2,902,897   
  79       Banc of America Mortgage Securities, Inc., 2.888%, 2/25/35, CMO, FRN    B2/NR      70,031   
  574       BCAP LLC Trust, 5.059%, 3/26/36, CMO, FRN (a)(d)    NR/NR      532,984   
  5,000       Bear Stearns Adjustable Rate Mortgage Trust,      
  

2.851%, 10/25/35, CMO, FRN

   NR/BB      4,381,945   
  920       Bear Stearns Alt-A Trust, 5.969%, 8/25/36, CMO, VRN    Caa3/CCC      622,102   
  27       Citigroup Mortgage Loan Trust, Inc., 7.00%, 9/25/33, CMO    Aa2/NR      27,671   
   Countrywide Alternative Loan Trust, CMO,      
  1,736      

6.25%, 8/25/37

   Caa3/D      1,152,251   
  2,453      

6.50%, 7/25/35

   Ca/CCC      1,533,775   
   Countrywide Home Loan Mortgage Pass Through Trust, CMO,      
  1,444      

3.951%, 8/25/34, FRN

   Caa1/AA      988,117   
  4,357      

6.00%, 5/25/37

   Caa2/NR      3,602,834   
  4,664      

7.50%, 11/25/34 (a)(d)

   Baa1/NR      4,764,061   
  656      

7.50%, 6/25/35 (a)(d)

   B1/BBB      687,447   
   Credit Suisse First Boston Mortgage Securities Corp., CMO,      
  533      

1.363%, 3/25/34, FRN

   Aa2/AA+      446,246   
  1,217      

7.00%, 2/25/34

   Aa2/AAA      1,281,028   
   Credit Suisse Mortgage Capital Certificates,CMO,      
  5,095      

0.389%, 10/15/21, FRN (a)(d)

   Aa2/AAA      4,929,871   
  2,306      

5.695%, 9/15/40, VRN

   NR/A-      2,455,322   
2,774       DECO Series, 1.516%, 10/27/20, CMO, FRN    Aaa/A      3,622,460   
$ 6,770       Deutsche Mortgage Securities, Inc., 5.00%, 6/26/35, CMO, VRN (a)(d)    A3/AAA      4,923,394   
29       EMF-NL, 2.232%, 10/17/39, CMO, FRN    NR/AAA      41,631   
$ 615       GMAC Mortgage Corp. Loan Trust, 5.171%, 8/19/34, CMO, FRN    Ba2/AAA      485,057   
  3,207       GSAA Trust, 6.00%, 4/1/34, CMO    A2/AAA      3,318,080   
   GSMPS Mortgage Loan Trust, CMO (a)(d),      
  4,453      

7.00%, 6/25/43

   NR/NR      4,532,709   
  112      

7.50%, 6/19/27, VRN

   NR/NR      110,876   
  1,671      

8.00%, 9/19/27, VRN

   NR/NR      1,710,830   

 


PIMCO Strategic Global Government Fund, Inc. Schedule of Investments

April 30, 2011 (unaudited)

 

 

Principal
Amount
(000s)

         

Credit Rating
(Moody’s/S&P)

   Value*  
   GSR Mortgage Loan Trust, CMO,      
  $1,143      

0.543%, 12/25/34, FRN

   Baa3/AAA    $ 996,408   
  597      

0.553%, 12/25/34, FRN

   Ba2/NR      499,518   
  6,306      

5.176%, 11/25/35, VRN

   NR/BB+      6,141,152   
  5,000      

5.50%, 11/25/35

   NR/CCC      4,585,570   
  1,601      

6.50%, 1/25/34

   NR/AAA      1,688,521   
   Harborview Mortgage Loan Trust, CMO,      
  3,291      

0.584%, 10/19/33, FRN

   Aa3/AAA      3,022,293   
  3,474      

5.598%, 6/19/36, VRN

   Ca/D      2,152,648   
  1,768       JPMorgan Mortgage Trust, 5.50%, 6/25/37, CMO    NR/CC      1,552,847   
  714       JPMorgan Alternative Loan Trust, 5.95%, 9/25/36, CMO, VRN    Caa1/B-      717,820   
   JPMorgan Chase Commercial Mortgage Securities Corp., CMO (a)(d),      
  5,000      

0.669%, 7/15/19, FRN

   Baa1/NR      4,545,492   
  4,000      

5.717%, 3/18/51, VRN

   A1/NR      4,160,806   
  6,279       JPMorgan Mortgage Trust, 2.929%, 10/25/36, CMO, VRN    Caa1/NR      5,057,091   
  4,286       Luminent Mortgage Trust, 0.383%, 12/25/36, CMO, FRN    Caa2/B+      2,659,203   
  1,954       MASTR Adjustable Rate Mortgage Trust, 3.124%, 10/25/34, CMO, VRN    NR/A      1,522,305   
   MASTR Alternative Loans Trust, CMO,      
  1,138      

6.25%, 7/25/36

   Caa3/CCC      877,921   
  1,385      

6.50%, 3/25/34

   Aa2/AAA      1,459,076   
  114      

7.00%, 4/25/34

   Aa2/AAA      109,515   
   MASTR Reperforming Loan Trust, CMO (a)(d),      
  3,112      

7.00%, 5/25/35

   Ba3/BBB-      3,142,354   
  4,482      

7.50%, 7/25/35

   Ba3/AAA      4,150,076   
  180       Merrill Lynch Mortgage Investors, Inc., 5.25%, 8/25/36, CMO, VRN    A3/AAA      183,272   
  3       Morgan Stanley Dean Witter Capital I, 5.50%, 4/25/17, CMO    NR/BB      3,212   
   Newgate Fund PLC, CMO, FRN,      
  £4,200      

1.806%, 12/15/50

   Aa2/AA      5,620,627   
  £1,200      

2.056%, 12/15/50

   A3/A-      1,279,120   
  €800      

2.423%, 12/15/50

   A3/A-      761,163   
  €1,300      

2.673%, 12/15/50

   Ba1/BB+      1,071,839   
   Nomura Asset Acceptance Corp., CMO (a)(d),      
  $2,437      

7.00%, 10/25/34

   A1/AAA      2,505,454   
  3,630      

7.50%, 3/25/34

   Aa3/AAA      3,709,388   
  7,312      

7.50%, 10/25/34

   A1/AAA      7,752,640   
   Residential Accredit Loans, Inc., CMO,      
  3,606      

0.393%, 6/25/46, FRN

   Caa2/CCC      1,453,548   
  4,461      

6.00%, 8/25/35

   NR/CCC      3,756,615   
   Residential Asset Mortgage Products, Inc., CMO,      
  69      

6.50%, 11/25/31

   NR/A+      68,726   
  601      

7.00%, 8/25/16

   NR/B+      607,109   
  1,113      

8.50%, 10/25/31

   Aa2/BB      1,200,275   
  1,685      

8.50%, 11/25/31

   NR/CCC      1,801,165   
  2,067       Sequoia Mortgage Trust, 0.413%, 7/20/36, CMO, FRN    B1/BBB+      1,695,471   
  604       Structured Adjustable Rate Mortgage Loan Trust,      
  

2.620%, 3/25/34, CMO, VRN

   Baa3/AAA      595,554   
  6,140       Structured Asset Mortgage Investments, Inc.,      
  

1.806%, 8/25/47, CMO, FRN

   Caa2/CCC      3,610,252   
  5,665       Structured Asset Securities Corp., 7.50%, 10/25/36, CMO (a)(d)    B3/CCC      5,387,473   
  4,510       Thornburg Mortgage Securities Trust, 0.323%, 3/25/37, CMO, FRN    B3/B      4,359,899   
   UBS Commercial Mortgage Trust, FRN, CMO, (a)(b)(d)(m)      
  1,500      

0.794%, 7/15/24

(acquisition cost-$1,027,500; purchased 4/15/11)

   Ba3/B-      1,039,221   
  1,300      

0.794%, 7/15/24

(acquisition cost-$794,625; purchased 4/15/11)

   B1/CCC+      797,217   
  2,800      

0.794%, 7/15/24

(acquisition cost-$2,114,000; purchased 4/15/11)

   Ba1/B      2,126,525   

 


PIMCO Strategic Global Government Fund, Inc. Schedule of Investments

April 30, 2011 (unaudited)

 

 

Principal

Amount

(000s)

          Credit Rating
(Moody’s/S&P)
     Value*  
$ 5,000      

Wachovia Bank Commercial Mortgage Trust,

     
  

0.339%, 9/15/21, CMO, FRN (a)(d)

     Baa2/A+       $ 4,770,638   
  

WaMu Mortgage Pass Through Certificates, CMO, VRN,

     
  575      

2.667%, 5/25/35

     NR/BB+         473,383   
  3,933      

4.547%, 12/25/36

     NR/CCC         3,146,850   
  

Washington Mutual MSC Mortgage Pass Through Certificates, CMO,

     
  1,945      

6.50%, 8/25/34

     NR/AAA         2,007,594   
  677      

7.00%, 3/25/34

     NR/AAA         706,479   
  1,642      

7.50%, 4/25/33

     NR/AAA         1,706,659   
  

Wells Fargo Mortgage-Backed Securities Trust, CMO,

     
  2,691      

2.772%, 4/25/36, VRN

     NR/BB+         2,304,168   
  1,353      

2.808%, 6/25/35, FRN

     NR/AA         1,295,666   
  533      

2.827%, 6/25/35, VRN

     Baa1/AA+         528,710   
  195      

2.901%, 4/25/36, VRN

     NR/CCC         171,139   
  2,321      

2.905%, 5/25/35, VRN

     Baa2/AAA         2,292,785   
  2,800      

5.705%, 10/25/36, VRN

     Caa1/NR         2,379,905   
              
  

Total Mortgage-Backed Securities (cost—$171,066,531)

        177,128,541   
              

 

SENIOR LOANS (a)(c)—6.6%

     

 

Financial Services—4.8%

     
  11,000      

American General Finance Corp., 7.25%, 4/21/15

        11,035,904   
  

CIT Group, Inc.,

     
  1,829      

6.25%, 8/11/15, Term 3

        1,859,067   
  

International Lease Finance Corp.,

     
  1,700      

6.75%, 3/17/15, Term B1

        1,712,901   
  1,300      

7.00%, 3/17/16, Term B2

        1,309,750   
  3,266      

iStar Financial, Inc., 5.00%, 6/28/13, Term A1 (b)(m)

     
  

(acquisition cost-$2,955,339; purchased 3/11/11)

        3,246,173   
              
           19,163,795   
              

 

Healthcare & Hospitals—0.5%

     
  2,000      

HCA, Inc., 1.557%, 11/17/12, Term A

        1,998,226   
              

 

Oil & Gas—1.0%

     
  3,895      

Petroleum Export, 3.309%, 12/7/12, Term B

        3,885,263   
              

 

Utilities—0.4%

     
  1,913      

Texas Competitive Electric Holdings Co. LLC, 5.00%, 10/10/17

        1,536,293   
              
  

Total Senior Loans (cost—$26,370,714)

        26,583,577   
              

 

ASSET-BACKED SECURITIES—4.0%

     
  736      

Access Financial Manufactured Housing Contract Trust, 7.65%, 5/15/21

     Caa2/NR         616,974   
  

Advanta Business Card Master Trust, FRN,

     
  773      

0.463%, 6/20/14

     Ca/CCC-         630,616   
  773      

0.463%, 12/22/14

     Ca/CCC-         630,630   
  

Ameriquest Mortgage Securities, Inc., FRN,

     
  1,701      

3.738%, 11/25/32

     C/D         124,989   
  554      

5.838%, 2/25/33

     C/D         38,704   
  1,693      

Bear Stearns Asset-Backed Securities Trust, 0.713%, 9/25/34, FRN

     NR/A         1,332,972   
  

Conseco Finance Securitizations Corp.,

     
  654      

7.96%, 2/1/32

     Ca/CCC-         582,209   
  330      

7.97%, 5/1/32

     Ca/CCC-         248,490   
  

Conseco Financial Corp.,

     
  272      

6.53%, 2/1/31, VRN

     NR/CCC-         261,169   
  461      

7.05%, 1/15/27

     B3/B         419,967   
  1,128      

Credit-Based Asset Servicing and Securitization LLC, 6.02%, 12/25/37 (a)(d)

     Ba2/AAA         977,160   
  CAD 636      

Ford Auto Securitization Trust, 4.817%, 10/15/12 (a)(d)

     NR/AAA         686,717   

 


PIMCO Strategic Global Government Fund, Inc. Schedule of Investments

April 30, 2011 (unaudited)

 

 

Principal

Amount

(000s)

          Credit Rating
(Moody’s/S&P)
   Value*  
$ 5,000      

Green Tree, 8.97%, 4/25/38, VRN (a)(d)

   NR/NR    $ 5,580,886   
  1,000      

Greenpoint Manufactured Housing, 8.30%, 10/15/26, VRN

   Ca/NR      1,071,172   
  2,140      

Merrill Lynch Mortgage Investors, Inc., 0.713%, 6/25/36, FRN

   Caa1/BB-      1,305,160   
  1,664      

Morgan Stanley ABS Capital I, 0.393%, 1/25/36, FRN

   B3/B-      1,527,599   
  44      

Oakwood Mortgage Investors, Inc., 0.449%, 5/15/13, FRN

   Caa1/B-      33,918   
  33      

Residential Asset Mortgage Products, Inc., 8.50%, 12/25/31

   NR/CCC      33,882   
              
  

Total Asset-Backed Securities (cost—$16,369,078)

        16,103,214   
              

Shares

                  

 

CONVERTIBLE PREFERRED STOCK—0.4%

     

 

Utilities—0.4%

     
  27,200      

PPL Corp., 9.50%, 7/1/13 (cost—$1,360,000)

   NR/NR      1,541,696   
              

Principal

Amount

(000s)

                  

 

MUNICIPAL BONDS—0.3%

     

 

West Virginia—0.3%

     
  

Tobacco Settlement Finance Auth. Rev.,

     
$ 1,895      

7.467%, 6/1/47, Ser. A (cost—$1,783,076)

   Baa3/BB+      1,324,321   
              

Shares

                  

 

COMMON STOCK—0.0%

     

 

Oil, Gas & Consumable Fuels—0.0%

     
  3,881      

SemGroup Corp., Class A (j) (cost—$100,913)

        108,869   
              

Units

                  

 

WARRANTS—0.0%

     

 

Oil, Gas & Consumable Fuels—0.0%

     
  4,086      

SemGroup Corp., expires 11/30/14 (j) (cost—$18,385)

        33,706   
              

Principal

Amount

(000s)

                  

 

SHORT-TERM INVESTMENTS—9.1%

     

 

Corporate Notes—5.9%

     

 

Financial Services—5.6%

     
$ 4,700      

Ford Motor Credit Co. LLC, 7.25%, 10/25/11 (k)

   Ba2/BB-      4,822,247   
  9,763      

International Lease Finance Corp., 5.75%, 6/15/11 (k)

   B1/BB+      9,808,642   
1,000      

SLM Corp., 1.343%, 11/15/11, FRN

   Ba1/BBB-      1,458,635   
  

Springleaf Finance Corp.,

     
$ 3,100      

0.560%, 12/15/11, FRN

   B3/B      3,058,228   
2,200      

4.625%, 6/22/11

   B3/NR      3,258,908   
              
           22,406,660   
              

 

Insurance—0.3%

     
$ 1,000      

American International Group, Inc., 0.386%, 10/18/11, FRN (k)

   Baa1/A-      995,915   
              
  

Total Corporate Notes (cost—$22,245,896)

        23,402,575   
              

 

U.S. Treasury Obligations (i)(l)—1.1%

     
  

U.S. Treasury Bills,

     
  4,317      

0.098%-0.168%, 6/23/11-9/15/11 (cost—$4,315,380)

        4,315,380   
              

 


PIMCO Strategic Global Government Fund, Inc. Schedule of Investments

April 30, 2011 (unaudited)

 

 

Principal
Amount

(000s)

          Credit Rating
(Moody’s/S&P)
   Value*  

 

Sovereign Debt Obligations—0.5%

     

 

Tunisia—0.5%

     
$ 2,000      

Banque Centrale de Tunisie S.A., 7.375%, 4/25/12 (cost—$2,015,460)

   Baa3/BBB-    $ 2,097,500   
              

 

U.S. Government Agency Securities—0.0%

     
  

Freddie Mac, MBS,

     
  41      

7.00%, 9/1/11 (k)

   Aaa/AAA      41,524   
  1      

7.00%, 3/1/12

   Aaa/AAA      441   
              
           41,965   
              
  87      

Small Business Administration Participation Certificates,

     
  

6.344%, 8/1/11

   Aaa/AAA      88,668   
              
  

Total U.S. Government Agency Securities (cost—$128,807)

        130,633   
              

 

Repurchase Agreements—1.6%

     
  5,900      

Barclays Capital, Inc., dated 4/29/11, 0.05%, due 5/2/11, proceeds $5,900,025; collateralized by Ginnie Mae, 4.5%, due 9/20/40, valued at $6,055,008 including accrued interest

        5,900,000   
  450      

State Street Bank & Trust Co., dated 4/29/11, 0.01%, due 5/2/11, proceeds $450,000; collateralized by U.S. Treasury Bills, 0.025%, due 7/21/11, valued at $459,973

        450,000   
              
  

Total Repurchase Agreements (cost—$6,350,000)

        6,350,000   
              
  

Total Short-Term Investments (cost—$35,055,543)

        36,296,088   
              

Notional
Amount

                  

 

OPTIONS PURCHASED (j)—0.0%

     
  

Put Options—0.0%

     
  

Fannie Mae (OTC),

     
$ 50,000,000      

strike price $84, expires 7/7/11

        —     
$ 10,000,000      

strike price $84.06, expires 7/7/11

        —     
$ 16,000,000      

strike price $85, expires 5/5/11

        —     
$ 153,000,000      

strike price $89.50, expires 5/5/11

        2   
$ 70,000,000      

strike price $96.50, expires 5/5/11

        1   
$ 14,000,000      

strike price $97.50, expires 7/7/11

        —     
  

Ginnie Mae (OTC),

     
$ 7,000,000      

strike price $85, expires 5/11/11

        —     
              
  

Total Options Purchased (cost—$36,953)

        3   
              
  

Total Investments, before securities sold short
(cost—$1,139,680,812)—301.1%

        1,205,096,618   
              

Principal
Amount

(000s)

                  

 

SECURITIES SOLD SHORT—(3.8)%

     

 

U.S. Government Agency Securities—(3.8)%

     
$ 14,000      

Ginnie Mae, 6.00%, MBS, TBA (e) (proceeds received—-$15,384,687)

   Aaa/AAA      (15,472,184
              
  

Total Investments, net of securities sold short (cost—$1,124,296,125) (n)—297.3%

        1,189,624,434   
  

Other liabilities in excess of other assets—(197.3)%

        (789,420,472
              
  

Net Assets—100%

      $ 400,203,962   
              

 


Notes to Schedule of Investments:

 

* Portfolio securities and other financial instruments for which market quotations are readily available are stated at market value. Market value is generally determined on the basis of last reported sales prices, or if no sales are reported, on the basis of quotes obtained from a quotation reporting system, established market makers, or independent pricing services.

Portfolio securities and other financial instruments for which market quotations are not readily available, or for which a development/event occurs that may significantly impact the value of a security, are fair-valued, in good faith, pursuant to procedures established by the Board of Directors, or persons acting at their discretion pursuant to procedures established by the Board of Directors, including certain fixed income securities which may be valued with reference to securities whose prices are more readily available. The Fund's investments are valued daily using prices supplied by an independent pricing service or dealer quotations, or by using the last sale price on the exchange that is the primary market for such securities, or the mean between the last quoted bid and ask price. Independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Securities purchased on a when-issued or delayed-delivery basis are marked to market daily until settlement at the forward settlement date. Short-term securities maturing in 60 days or less are valued at amortized cost, if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term to maturity exceeded 60 days. Investments initially valued in currencies other than U.S. dollar are converted to the U.S. dollar using exchange rates obtained from pricing services. As a result, the net asset value (“NAV”) of the Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the New York Stock Exchange (“NYSE”) is closed.

The prices used by the Fund to value securities may differ from the value that would be realized if the securities were sold and these differences could be material. The Fund’s NAV is normally determined as of the close of regular trading (normally, 4:00 p.m. Eastern time) on the NYSE on each day the NYSE is open for business.

 

(a) Private Placement—Restricted as to resale and may not have a readily available market. Securities with an aggregate value of $154,753,353 representing 38.7% of net assets.

 

(b) Illiquid.

 

(c) These securities generally pay interest at rates which are periodically pre-determined by reference to a base lending rate plus a premium. These base lending rates are generally either the lending rate offered by one or more major European banks, such as the “LIBOR” or the prime rate offered by one or more major United States banks, or the certificate of deposit rate. These securities are generally considered to be restricted as the Fund is ordinarily contractually obligated to receive approval from the Agent bank and/or borrower prior to disposition. Remaining maturities of senior loans may be less than the stated maturities shown as a result of contractual or optional payments by the borrower. Such prepayments cannot be predicted with certainty. The interest rate disclosed reflects the rate in effect on April 30, 2011.

 

(d) 144A—Exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, typically only to qualified institutional buyers. Unless otherwise indicated, these securities are not considered to be illiquid.

 

(e) When-issued or delayed-delivery. To be settled/delivered after April 30, 2011.

 

(f) Fair-Valued—Securities with an aggregate value of $3,134,872, representing 0.8% of net assets.

 

(g) Principal amount less than $500.

 

(h) Perpetual maturity. Maturity date shown is the first call date. For Corporate Bonds & Notes, the interest rate is fixed until the first call date and variable thereafter.

 

(i) All or partial amount segregated for the benefit of the counterparty as collateral for derivatives.

 

(j) Non-income producing.

 

(k) All or partial amount segregated for the benefit of the counterparty as collateral for reverse repurchase agreements.

 

(l) Rates reflect the effective yields at purchase date.

 

(m) Restricted. The aggregate acquisition cost of such securities is $6,891,464 and the aggregate market value is $7,209,136, representing 1.8% of net assets.

 

(n) At April 30, 2011, the cost basis of portfolio securities for federal income tax purposes was $1,139,682,071. Gross unrealized appreciation was $74,681,311, gross unrealized depreciation was $9,266,764 and net unrealized appreciation was $65,414,547.

Glossary:

ABS—Asset-Backed Securities

AUD—Australian Dollar

£—British Pound

CAD—Canadian Dollar

CMO—Collateralized Mortgage Obligation

€—Euro

FRN—Floating Rate Note. The interest rate disclosed reflects the rate in effect on April 30, 2011.

LIBOR—London Inter-Bank Offered Rate

MBIA—insured by Municipal Bond Investors Assurance

MBS—Mortgage-Backed Securities

NR—Not Rated

OTC—Over the Counter

TBA—To Be Announced

VRN—Variable Rate Note. Instruments whose interest rates change on specified date (such as a coupon date or interest payment

date) and/or whose interest rates vary with changes in a designated base rate (such as the prime interest rate). The interest rate disclosed reflects the rate in effect on April 30, 2011.


Other Investments:

(A) Credit default swap agreements:

Buy protection swap agreements outstanding at April 30, 2011 (1):

 

Swap Counterparty/

Referenced Debt Issuer

   Notional Amount
(000s) (4)
     Credit
Spread  (3)
    Termination
Date
     Payments
Made
    Market
Value (5)
    Upfront
Premiums
Received
    Unrealized
Depreciation
 

Bank of America:

                

American International Group

   $ 6,300         1.81     3/20/18         (5.00 )%    $ (1,242,963   $ (620,529   $ (622,434
                                  

Sell protection swap agreements outstanding at April 30, 2011 (2):

 

Swap Counterparty/

Referenced Debt Issuer

   Notional Amount
(000s) (4)
     Credit
Spread  (3)
    Termination
Date
     Payments
Received
    Market
Value (5)
    Upfront
Premiums
Paid(Received)
    Unrealized
Appreciation
 

Bank of America:

                

MetLife

   $ 13,400         1.16     9/20/15         1.00   $ (74,927   $ (900,456   $ 825,529   

BNP Paribas:

                

General Electric

     800         0.63     12/20/13         4.60     87,742        —          87,742   

Citigroup:

                

American Express

     500         0.33     12/20/13         4.30     54,917        —          54,917   

SLM

     6,000         1.38     12/20/13         5.00     598,898        518,648        80,250   

SLM

     1,300         1.38     12/20/13         5.00     129,761        (156,000     285,761   

Deutsche Bank:

                

American International Group

     3,000         0.59     3/20/13         2.10     93,100        —          93,100   

General Electric

     4,100         0.63     12/20/13         4.78     469,370        —          469,370   

General Electric

     8,000         0.63     12/20/13         4.82     925,726        —          925,726   

ING Bank

   5,000         0.94     6/20/11         1.40     16,990        —          16,990   

SLM

   $ 2,600         1.38     12/20/13         5.00     259,523        (318,500     578,023   

Merrill Lynch:

                

American Express

     8,000         0.33     12/20/13         4.10     834,530        —          834,530   

SLM

     5,000         1.38     12/20/13         5.00     499,082        (612,500     1,111,582   
                                  
             $ 3,894,712      $ (1,468,808   $ 5,363,520   
                                  

 

€—Euro

 

(1) 

If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

(2) 

If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

(3) 

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.

(4) 

This represents the maximum potential amount the Fund could be required to make available as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

(5) 

The quoted market prices and resulting values for credit default swap agreements serve as an indicator of the status at April 30, 2011 of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement been closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.

(B) Interest rate swap agreements outstanding at April 30, 2011:

 

Swap Counterparty

                 Rate Type      Market
Value