Market priceShare price
$14.26
-0.83% ($-0.12)
NAVAsset value per share
$14.78
as of Oct 14, 2026 · Nasdaq NAV symbol
Premium / discountPrice vs. assets
3.52% discount *
Indicative: latest price vs latest reported NAV
Distribution rate (price)Payout rate
18.56%
regular, annualised · on NAV 17.90%
Expense ratioAnnual cost
3.79%
fee table, Sep 24, 2026
LeverageBorrowing
Not reported
senior securities not tagged
Quote status: Market closed — last regular-session price · last trade Oct 16, 2026, 4:00 PM EDT (exchange time, ET) · retrieved Oct 16, 2026, 10:41 PM EDTRegular-session prices; extended-hours quotes are not displayed.
Full portfolio as filed on SEC Form N-PORT for the month ending Jun 30, 2026, filed Aug 31, 2026. 1,894 positions; weights are percent of net assets as reported. Weights sum to 100.0% — leverage, cash, derivatives and short positions mean totals need not equal 100%. This is a historical report, not a live portfolio.
Asset class
| Asset class | % net assets | Value |
|---|---|---|
| ABS (other) | 9.19% | $688M |
| Equity (common) | 6.19% | $464M |
| Mortgage-backed | 43.33% | $3.2B |
| Debt | 36.50% | $2.7B |
| Loans | 35.48% | $2.7B |
| Equity (preferred) | 3.04% | $228M |
| CDO/CLO | 2.58% | $194M |
| Short-term investment vehicle | 14.84% | $1.1B |
| Derivative (interest rate) | 0.73% | $54.9M |
| Derivative (equity) | 0.09% | $6.8M |
| Repurchase agreement | -51.53% | $-3.9B |
| Derivative (credit) | -0.43% | $-32.4M |
| Derivative (FX) | -0.01% | $-699K |
Country (top 12)
| Country (top 12) | % net assets | Value |
|---|---|---|
| United States | 54.36% | $4.1B |
| United Kingdom | 5.18% | $388M |
| France | 5.04% | $378M |
| Colombia | 4.41% | $330M |
| Spain | 3.22% | $241M |
| Germany | 2.78% | $208M |
| Cayman Islands | 2.43% | $182M |
| Nigeria | 2.12% | $158M |
| Luxembourg | 2.10% | $157M |
| Egypt | 1.92% | $144M |
| Argentina | 1.71% | $128M |
| Brazil | 1.63% | $122M |
Region
| Region | % net assets | Value |
|---|---|---|
| Latin America | 8.20% | $614M |
| United States | 54.36% | $4.1B |
| Offshore domiciles | 3.82% | $286M |
| Other | 3.07% | $230M |
| Developed Europe | 22.73% | $1.7B |
| Africa | 2.30% | $172M |
| Middle East | 2.10% | $157M |
| Canada | 1.61% | $120M |
| Emerging Europe | 0.80% | $59.7M |
| Australia & New Zealand | 0.57% | $42.5M |
| Asia ex-Japan | 0.45% | $33.6M |
| Japan | 0.00% | $-223 |
Issuer type
| Issuer type | % net assets | Value |
|---|---|---|
| Corporate | 70.63% | $5.3B |
| U.S. GSE | 3.54% | $265M |
| Non-U.S. sovereign | 11.75% | $880M |
| Registered fund | 11.31% | $847M |
| Other | 1.33% | $99.3M |
| U.S. Treasury | 0.88% | $66.1M |
| Municipal | 0.52% | $39M |
| U.S. government agency | 0.03% | $2.5M |
Fair-value level
| Fair-value level | % net assets | Value |
|---|---|---|
| Level 2 | 64.65% | $4.8B |
| Level 3 | 22.30% | $1.7B |
| Level 1 | 13.05% | $977M |
Level 3 = valued with unobservable inputs (typically private or illiquid).
Long / short
| Long / short | % net assets | Value |
|---|---|---|
| Long | 151.15% | $11.3B |
| N/A | 0.38% | $28.6M |
| Short | -51.53% | $-3.9B |
All allocation percentages use net assets as the denominator (N-PORT convention). A position's share of invested assets may differ from its share of the whole fund including cash and leverage.
| Security | Identifier | Type | Issuer | Country | Balance | Units | Value (USD) | Weight | FV level |
|---|---|---|---|---|---|---|---|---|---|
| Structured Asset Mortgage Investments Inc | 86360KBK3 | MBS | CORP | United States | 2,414,691 | principal | $921K | 0.01% | 2 |
| Argent Securities Inc. | 04012XAD7 | ABS | CORP | United States | 3,479,754 | principal | $919K | 0.01% | 2 |
| CS AT1 CLAIMS US225401AJ72 | — | Debt | CORP | United States | 2,600,000 | principal | $917K | 0.01% | 2 |
| CD Commercial Mortgage Trust | 14986DAJ9 | MBS | CORP | United States | 968,721 | principal | $911K | 0.01% | 2 |
| Citigroup Mortgage Loan Trust Inc | 17312VAA6 | MBS | CORP | United States | 1,028,841 | principal | $907K | 0.01% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 3,100,000 | OU | $901K | 0.01% | 2 |
| Residential Accredit Loans, Inc. | 74922LAK9 | MBS | CORP | United States | 1,122,740 | principal | $900K | 0.01% | 2 |
| RECOLETOS RE DAC | 755933AB4 | Debt | CORP | Ireland | 900,000 | principal | $899K | 0.01% | 2 |
| BENCHMARK Mortgage Trust | 08163DBR7 | MBS | CORP | United States | 1,196,000 | principal | $898K | 0.01% | 2 |
| BAYOU RE LTD | 07304LAF8 | Debt | CORP | Bermuda | 900,000 | principal | $898K | 0.01% | 2 |
| MF1 | 55284DAA0 | MBS | CORP | United States | 900,000 | principal | $896K | 0.01% | 2 |
| ARMOR RE II LTD | 04227FAH8 | Debt | CORP | Bermuda | 900,000 | principal | $896K | 0.01% | 2 |
| BSST Mortgage Trust | 07403PAN2 | MBS | CORP | United States | 6,000,000 | principal | $895K | 0.01% | 2 |
| SBNA Auto Receivables Trust | 78437XAF3 | ABS | CORP | United States | 900,000 | principal | $893K | 0.01% | 2 |
| Countrywide Alternative Loan Trust | 02149MAR0 | MBS | CORP | United States | 2,428,256 | principal | $891K | 0.01% | 2 |
| Lansdowne Mortgage Securities PLC | XS0250833695 | MBS | CORP | Ireland | 900,000 | principal | $890K | 0.01% | 2 |
| VCAT Asset Securitization, LLC | 921968AA1 | ABS | CORP | United States | 893,473 | principal | $889K | 0.01% | 2 |
| Residential Accredit Loans, Inc. | 751151AD3 | MBS | CORP | United States | 2,591,101 | principal | $888K | 0.01% | 2 |
| TOPAZ SOLAR FARMS LLC | 89054XAC9 | Debt | CORP | United States | 900,000 | principal | $887K | 0.01% | 2 |
| Pretium Mortgage Credit Partners LLC | 69392EAA8 | ABS | CORP | United States | 885,263 | principal | $887K | 0.01% | 2 |
| Countrywide Home Loans | 12544WAG2 | MBS | CORP | United States | 887,074 | principal | $884K | 0.01% | 2 |
| Freddie Mac - SCRT | 35563P4Q9 | MBS | USGSE | United States | 1,165,860 | principal | $879K | 0.01% | 2 |
| Wells Fargo Alternative Loan Trust | 94984UAE6 | MBS | CORP | United States | 921,122 | principal | $873K | 0.01% | 2 |
| Credit Suisse Mortgage Trust | 12645KES6 | MBS | CORP | United States | 1,001,389 | principal | $872K | 0.01% | 2 |
| Pretium Mortgage Credit Partners LLC | 740934AA2 | ABS | CORP | United States | 869,912 | principal | $871K | 0.01% | 2 |
| VCAT Asset Securitization, LLC | 91825GAA4 | ABS | CORP | United States | 874,298 | principal | $868K | 0.01% | 2 |
| First Horizon Mortgage Pass-Through Trust | 32053EAA6 | MBS | CORP | United States | 2,248,163 | principal | $868K | 0.01% | 2 |
| Fremont Home Loan Trust | 35729PJF8 | ABS | CORP | United States | 875,564 | principal | $868K | 0.01% | 2 |
| Bear Stearns Alt-A Trust | 07387QAA8 | MBS | CORP | United States | 934,439 | principal | $867K | 0.01% | 2 |
| Newgate Funding PLC | XS0329656366 | MBS | CORP | United Kingdom | 791,171 | principal | $864K | 0.01% | 2 |
| Option One Mortgage Loan Trust | 68402BAE6 | MBS | CORP | United States | 1,767,778 | principal | $863K | 0.01% | 2 |
| Citigroup Mortgage Loan Trust Inc | 17315MAK1 | MBS | CORP | United States | 1,863,497 | principal | $861K | 0.01% | 2 |
| Conseco Financial Corp | 393505X80 | ABS | CORP | United States | 932,184 | principal | $858K | 0.01% | 2 |
| WARWICK FINANCE RESIDENTIAL MORTGAGES PLC | XS1697701826 | MBS | CORP | United Kingdom | 646,000 | principal | $855K | 0.01% | 2 |
| COSTA RICA GOVERNMENT | XS3310319762 | Debt | NUSS | CR | 700,000 | principal | $853K | 0.01% | 2 |
| GS Mortgage Securities Trust | 36255WAA3 | MBS | CORP | United States | 1,297,765 | principal | $850K | 0.01% | 2 |
| Morgan Stanley Capital Inc | 61750SAB8 | MBS | CORP | United States | 1,962,806 | principal | $850K | 0.01% | 2 |
| WARWICK FINANCE RESIDENTIAL MORTGAGES PLC | XS1697706890 | MBS | CORP | United Kingdom | 646,000 | principal | $848K | 0.01% | 2 |
| MASTR Asset Backed Securities Trust | 55275BAC1 | MBS | CORP | United States | 2,439,140 | principal | $840K | 0.01% | 2 |
| AQUEDUCT EUROPEAN C VAR | — | ABS | CORP | XX | 1,342,714 | principal | $838K | 0.01% | 2 |
| Credit Suisse Mortgage Trust | 12660WAA3 | MBS | CORP | United States | 1,000,000 | principal | $835K | 0.01% | 2 |
| Hilton USA Trust | 43289VAA1 | MBS | CORP | United States | 1,000,000 | principal | $834K | 0.01% | 2 |
| Securitized Asset Backed Receivables LLC Trust | 81375WFU5 | ABS | CORP | United States | 1,065,660 | principal | $831K | 0.01% | 2 |
| Asset Backed Securities Corp Home Equity Ln Trst | 04541GQZ8 | MBS | CORP | United States | 900,000 | principal | $829K | 0.01% | 2 |
| INTEGRITY RE III | 45870GAE6 | Debt | CORP | Bermuda | 800,000 | principal | $829K | 0.01% | 2 |
| Morgan Stanley Capital Inc | 61744CNG7 | MBS | CORP | United States | 926,731 | principal | $826K | 0.01% | 2 |
| IndyMac Residential Asset Backed Trust | 456606JQ6 | ABS | CORP | United States | 1,025,879 | principal | $826K | 0.01% | 2 |
| TITULOS DE TESORERIA | COL17CT04076 | Debt | NUSS | Colombia | 2,841,500,000 | principal | $822K | 0.01% | 2 |
| Freddie Mac | 3137FURT3 | MBS | USGSE | United States | 3,607,481 | principal | $821K | 0.01% | 2 |
| PALM RE LTD | 69664FAB4 | Debt | CORP | Bermuda | 800,000 | principal | $817K | 0.01% | 2 |
| NATURE COAST RE LTD | 63901CAA9 | Debt | CORP | Bermuda | 824,000 | principal | $816K | 0.01% | 2 |
| Residential Asset Securitization Trust | 761128AH0 | MBS | CORP | United States | 3,925,077 | principal | $815K | 0.01% | 2 |
| Jefferies & Co | 47233AAV9 | MBS | CORP | United States | 3,448,725 | principal | $810K | 0.01% | 2 |
| New Residential Mortgage Loan Trust | 64832MAN1 | MBS | CORP | United States | 164,584,695 | principal | $808K | 0.01% | 2 |
| Structured Asset Mortgage Investments Inc | 86360JAA9 | MBS | CORP | United States | 1,264,131 | principal | $808K | 0.01% | 2 |
| HYBAR LLC | 44861JAA2 | Debt | CORP | United States | 800,000 | principal | $805K | 0.01% | 2 |
| New Century Home Equity Loan Trust | 64352VKE0 | MBS | CORP | United States | 813,347 | principal | $805K | 0.01% | 2 |
| American Home Mortgage Investment Trust | 02660CAD2 | MBS | CORP | United States | 2,370,709 | principal | $802K | 0.01% | 2 |
| EVERGLADES RE II LTD | 30014LAY0 | Debt | CORP | Bermuda | 800,000 | principal | $799K | 0.01% | 2 |
| LOCKE TAVERN RE LTD | 539694AB5 | Debt | CORP | Bermuda | 800,000 | principal | $796K | 0.01% | 2 |
| Freddie Mac | 3137F8TX1 | MBS | USGSE | United States | 5,267,144 | principal | $792K | 0.01% | 2 |
| Option One Mortgage Loan Trust | 68400DAF1 | MBS | CORP | United States | 1,361,064 | principal | $791K | 0.01% | 2 |
| Securitized Asset Backed Receivables LLC Trust | 81376YAD3 | ABS | CORP | United States | 2,479,757 | principal | $788K | 0.01% | 2 |
| Morgan Stanley Capital Inc | 61744CPM2 | MBS | CORP | United States | 858,937 | principal | $787K | 0.01% | 2 |
| New Century Home Equity Loan Trust | 64352VNZ0 | ABS | CORP | United States | 813,971 | principal | $785K | 0.01% | 2 |
| Colombia TES | — | Debt | CORP | United States | 2,782,800,000 | principal | $781K | 0.01% | 3 |
| Prime Mortgage Trust | 74161BAL9 | MBS | CORP | United States | 1,038,260 | principal | $780K | 0.01% | 2 |
| Washington Mutual Mortgage Pass-Through CTFS | 93936JAF9 | MBS | CORP | United States | 888,262 | principal | $774K | 0.01% | 2 |
| MASTR Asset Backed Securities Trust | 57644UAF2 | MBS | CORP | United States | 2,384,164 | principal | $773K | 0.01% | 2 |
| Washington Mutual Mortgage Pass-Through CTFS | 93935PAC3 | MBS | CORP | United States | 1,065,687 | principal | $773K | 0.01% | 2 |
| Freddie Mac | 3137F83L5 | MBS | USGSE | United States | 26,299,410 | principal | $765K | 0.01% | 2 |
| Residential Accredit Loans, Inc. | 761118PS1 | MBS | CORP | United States | 877,286 | principal | $764K | 0.01% | 2 |
| J.P. Morgan Alternative Loan Trust | 466302AG1 | MBS | CORP | United States | 712,373 | principal | $758K | 0.01% | 2 |
| Countrywide Alternative Loan Trust | 02152JAA8 | MBS | CORP | United States | 4,856,439 | principal | $756K | 0.01% | 2 |
| Aegis Asset Backed Securities Trust | 00764MCH8 | MBS | CORP | United States | 740,219 | principal | $750K | 0.01% | 2 |
| Renaissance Home Equity Loan Trust | 75970JAF3 | MBS | CORP | United States | 3,152,205 | principal | $750K | 0.01% | 2 |
| GSC Capital Corp Mortgage Trust | 362480AD7 | MBS | CORP | United States | 755,345 | principal | $749K | 0.01% | 2 |
| ALAMO RE LTD | 011395AS9 | Debt | CORP | Bermuda | 750,000 | principal | $749K | 0.01% | 2 |
| Barclays Bank PLC | — | FX deriv. | OTHER | Türkiye | 9 | contracts | $745K | 0.01% | 2 |
| Ace Securities Corp. | 004421NG4 | MBS | CORP | United States | 899,458 | principal | $745K | 0.01% | 2 |
| New Residential Mortgage Loan Trust | 64832LAN3 | MBS | CORP | United States | 160,978,604 | principal | $741K | 0.01% | 2 |
| COLONY MORTGAGE CAPITAL LTD | 12564NAA0 | MBS | CORP | United States | 746,291 | principal | $739K | 0.01% | 2 |
| Merrill Lynch Mortgage Investors Trust | 59023CAA0 | MBS | CORP | United States | 760,035 | principal | $720K | 0.01% | 2 |
| PURPLE RE LTD | 74639NAC7 | Debt | CORP | Bermuda | 700,000 | principal | $719K | 0.01% | 2 |
| Nomura Asset Acceptance Corporation | 65537EAA2 | MBS | CORP | United States | 771,602 | principal | $717K | 0.01% | 2 |
| PRP Advisors, LLC | 74449DAA3 | MBS | CORP | United States | 715,613 | principal | $716K | 0.01% | 2 |
| WSTN Trust | 92943AAL8 | MBS | CORP | United States | 515,000,000 | principal | $716K | 0.01% | 2 |
| Specialty Underwriting & Residential Finance | 84751PLP2 | ABS | CORP | United States | 2,271,553 | principal | $715K | 0.01% | 2 |
| LONGLEAF PINE RE LTD | 54307MAA6 | Debt | CORP | Bermuda | 700,000 | principal | $715K | 0.01% | 2 |
| ADI ESCROW ISSUER LLC | 00092YAA2 | Debt | CORP | United States | 700,000 | principal | $715K | 0.01% | 2 |
| Freddie Mac | 3137FVFL1 | MBS | USGSE | United States | 4,617,865 | principal | $712K | 0.01% | 2 |
| Residential Asset Securitization Trust | 761136AA8 | MBS | CORP | United States | 2,407,219 | principal | $711K | 0.01% | 2 |
| Fannie Mae | 3136B0KK1 | MBS | USGSE | United States | 3,276,410 | principal | $708K | 0.01% | 2 |
| Credit Suisse Mortgage Trust | 12660WAL9 | MBS | CORP | United States | 15,850,000 | principal | $707K | 0.01% | 2 |
| LOCKE TAVERN RE LTD | 539694AC3 | Debt | CORP | Bermuda | 700,000 | principal | $701K | 0.01% | 2 |
| SUTTER RE LTD | 86944RAH1 | Debt | CORP | Bermuda | 700,000 | principal | $701K | 0.01% | 2 |
| Mill City Mortgage Trust | 59981TBB0 | MBS | CORP | United States | 1,265,000 | principal | $701K | 0.01% | 2 |
| Hilton USA Trust | 43289VAJ2 | MBS | CORP | United States | 1,435,000 | principal | $696K | 0.01% | 2 |
| WAMU Mortgage Pass-Through Certificates | 93362FAF0 | MBS | CORP | United States | 755,528 | principal | $694K | 0.01% | 2 |
| Chase Mortgage Finance Corporation | 161630BZ0 | MBS | CORP | United States | 708,281 | principal | $694K | 0.01% | 2 |
| Nomura Home Equity Loan Inc | 65535AAD6 | MBS | CORP | United States | 3,993,158 | principal | $692K | 0.01% | 2 |
| Countrywide Alternative Loan Trust | 12668AFL4 | MBS | CORP | United States | 1,298,807 | principal | $690K | 0.01% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 123,500,000 | OU | $686K | 0.01% | 2 |
| Santander Bank Auto Credit-Linked Notes | 80290CCM4 | ABS | CORP | United States | 671,655 | principal | $683K | 0.01% | 2 |
| TITULOS DE TESORERIA | COL17CT03938 | Debt | NUSS | Colombia | 2,393,500,000 | principal | $679K | 0.01% | 2 |
| Banc of America Funding Corporation | 05946XRT2 | MBS | CORP | United States | 689,159 | principal | $677K | 0.01% | 2 |
| JP Morgan Chase Commercial Mortgage Sec Trust | 46649JAL2 | MBS | CORP | United States | 699,367 | principal | $676K | 0.01% | 2 |
| Fannie Mae | 3136ABG72 | MBS | USGSE | United States | 842,968 | principal | $673K | 0.01% | 2 |
| Credit Suisse Mortgage Trust | 12637HAQ1 | MBS | CORP | United States | 2,351,911 | principal | $673K | 0.01% | 2 |
| Towd Point Mortgage Trust | 89178WAN8 | MBS | CORP | United States | 59,343,598 | principal | $672K | 0.01% | 2 |
| Conseco Finance Securitizations Corp. | 20846QDJ4 | ABS | CORP | United States | 4,584,001 | principal | $672K | 0.01% | 2 |
| Morgan Stanley Residential Mortgage Loan Trust | 617941AJ8 | MBS | CORP | United States | 700,000 | principal | $671K | 0.01% | 2 |
| Countrywide Alternative Loan Trust | 02150GBD9 | MBS | CORP | United States | 649,437 | principal | $669K | 0.01% | 2 |
| Citigroup Mortgage Loan Trust Inc | 17309BAD9 | ABS | CORP | United States | 1,940,271 | principal | $669K | 0.01% | 2 |
| Residential Asset Mortgage Products, INC. | 760985Y88 | ABS | CORP | United States | 669,788 | principal | $668K | 0.01% | 2 |
| People's Choice Home Loan Securities Trust | 71085PCE1 | ABS | CORP | United States | 900,000 | principal | $662K | 0.01% | 2 |
| DCAL AVIATION FINANCE LIMITED | 001406AA5 | ABS | CORP | Cayman Islands | 668,055 | principal | $660K | 0.01% | 2 |
| TORREY PINES RE LTD | 89141WAP7 | Debt | CORP | Bermuda | 650,000 | principal | $654K | 0.01% | 2 |
| Freddie Mac - SCRT | 35563P6P9 | MBS | USGSE | United States | 700,000 | principal | $653K | 0.01% | 2 |
| Adjustable Rate Mortgage Trust | 007037AE4 | MBS | CORP | United States | 481,953 | principal | $641K | 0.01% | 2 |
| ARMOR RE II LTD | 04227FAF2 | Debt | CORP | Bermuda | 600,000 | principal | $633K | 0.01% | 2 |
| EQTYWM927 WESTMORELAND MININGrestricted | — | Equity | CORP | United States | 240,987 | shares | $633K | 0.01% | 3 |
| JP Morgan ReRemic | 46633XAB1 | MBS | CORP | United States | 804,107 | principal | $632K | 0.01% | 2 |
| BSST Mortgage Trust | 07403PAG7 | MBS | CORP | United States | 1,509,000 | principal | $631K | 0.01% | 2 |
| Banc of America Funding Corporation | 059515AD8 | MBS | CORP | United States | 740,744 | principal | $629K | 0.01% | 2 |
| Countrywide Asset-Backed Certificates | 126670PM4 | ABS | CORP | United States | 756,324 | principal | $628K | 0.01% | 2 |
| Encore Credit Receivables Trust | 126673VT6 | ABS | CORP | United States | 698,311 | principal | $628K | 0.01% | 2 |
| Washington Mutual Mortgage Pass-Through CTFS | 93934FFZ0 | MBS | CORP | United States | 644,421 | principal | $626K | 0.01% | 2 |
| MASTR Asset Backed Securities Trust | 57643LHU3 | MBS | CORP | United States | 763,116 | principal | $621K | 0.01% | 2 |
| Countrywide Alternative Loan Trust | 02148FAE5 | MBS | CORP | United States | 748,800 | principal | $621K | 0.01% | 2 |
| Impac Secured Assets Corp. | 45254TSS4 | MBS | CORP | United States | 693,985 | principal | $619K | 0.01% | 2 |
| Bear Stearns Alt-A Trust | 07386HQJ3 | MBS | CORP | United States | 641,104 | principal | $619K | 0.01% | 2 |
| UBS Group AG | CH0244767585 | Equity | CORP | Switzerland | 12,342 | shares | $612K | 0.01% | 1 |
| Countrywide Alternative Loan Trust | 02150EBG7 | MBS | CORP | United States | 1,410,597 | principal | $611K | 0.01% | 2 |
| BCAP LLC Trust | 05532TAD4 | MBS | CORP | United States | 658,719 | principal | $610K | 0.01% | 2 |
| CHARLOTTE BUYER INC | 160924AA4 | Debt | CORP | United States | 600,000 | principal | $608K | 0.01% | 2 |
| Asset Backed Securities Corp Home Equity Ln Trst | 04541GRQ7 | MBS | CORP | United States | 609,578 | principal | $604K | 0.01% | 2 |
| Foresea Holding SA | 262051105 | Equity | CORP | Luxembourg | 26,354 | shares | $604K | 0.01% | 3 |
| Credit Suisse First Boston Mortgage Securities | 22540AB64 | MBS | CORP | United States | 610,320 | principal | $601K | 0.01% | 2 |
| Ameriquest Mortgage Securities Inc. | 03072SA39 | ABS | CORP | United States | 612,668 | principal | $601K | 0.01% | 2 |
| GATEWAY RE LTD | 36779CAU0 | Debt | CORP | Bermuda | 600,000 | principal | $601K | 0.01% | 2 |
| MOUNTAIN RE LTD | 62426LAB5 | Debt | CORP | Bermuda | 600,000 | principal | $600K | 0.01% | 2 |
| RCKT Trust | 74939HAE3 | ABS | CORP | United States | 700,000 | principal | $599K | 0.01% | 2 |
| Banc of America Funding Corporation | 058928AD4 | MBS | CORP | United States | 646,166 | principal | $597K | 0.01% | 2 |
| Countrywide Asset-Backed Certificates | 12669TAA1 | ABS | CORP | United States | 752,751 | principal | $593K | 0.01% | 2 |
| Mill City Mortgage Trust | 59981TBE4 | MBS | CORP | United States | 1,267,170 | principal | $591K | 0.01% | 2 |
| Conseco Finance Securitizations Corp. | 20846QCQ9 | ABS | CORP | United States | 5,630,274 | principal | $589K | 0.01% | 2 |
| American Home Mortgage Investment Trust | 026931AC9 | MBS | CORP | United States | 4,652,681 | principal | $588K | 0.01% | 2 |
| Freddie Mac | 3137FUYG3 | MBS | USGSE | United States | 5,370,086 | principal | $587K | 0.01% | 2 |
| Stratton Mortgage Funding PLC | XS2728575049 | MBS | CORP | United Kingdom | 378,000 | principal | $586K | 0.01% | 2 |
| Bear Stearns Alt-A Trust | 073868AM3 | MBS | CORP | United States | 1,401,211 | principal | $586K | 0.01% | 2 |
| Countrywide Alternative Loan Trust | 12668AKQ7 | MBS | CORP | United States | 1,072,941 | principal | $584K | 0.01% | 2 |
| HarborView Mortgage Loan Trust | 41161PSY0 | MBS | CORP | United States | 634,414 | principal | $581K | 0.01% | 2 |
| Morgan Stanley Capital Inc | 617526AD0 | ABS | CORP | United States | 1,040,040 | principal | $578K | 0.01% | 2 |
| Stratton Mortgage Funding PLC | XS2728574828 | MBS | CORP | United Kingdom | 378,000 | principal | $571K | 0.01% | 2 |
| Duke Funding Ltd | 264407AA5 | CDO/CLO | CORP | Cayman Islands | 7,545,721 | principal | $563K | 0.01% | 2 |
| Pagaya AI Debt Selection Trust | 69546YAB7 | ABS | CORP | United States | 579,613 | principal | $562K | 0.01% | 3 |
| Citigroup Mortgage Loan Trust Inc | 17307G4J4 | ABS | CORP | United States | 1,251,860 | principal | $561K | 0.01% | 2 |
| FannieMae Whole Loan | 31393UNU3 | MBS | USGSE | United States | 13,280,437 | principal | $557K | 0.01% | 2 |
| Freddie Mac | 3137AFHT2 | MBS | USGSE | United States | 602,120 | principal | $555K | 0.01% | 2 |
| EVERGLADES RE II LTD | 30014LAX2 | Debt | CORP | Bermuda | 550,000 | principal | $550K | 0.01% | 2 |
| Countrywide Alternative Loan Trust | 02151JAA9 | MBS | CORP | United States | 638,026 | principal | $543K | 0.01% | 2 |
| Suntrust Adjustable Rate Mortgage Loan Trust | 78473NAF0 | MBS | CORP | United States | 577,867 | principal | $538K | 0.01% | 2 |
| Countrywide Alternative Loan Trust | 02149JAG1 | MBS | CORP | United States | 1,660,428 | principal | $535K | 0.01% | 2 |
| WAMU Mortgage Pass-Through Certificates | 93364FAA9 | MBS | CORP | United States | 647,135 | principal | $529K | 0.01% | 2 |
| Deutsche Bank AG | — | FX deriv. | OTHER | Egypt | 1 | contracts | $528K | 0.01% | 2 |
| New Century Home Equity Loan Trust | 64352VKC4 | MBS | CORP | United States | 524,839 | principal | $523K | 0.01% | 2 |
| TITULOS DE TESORERIA | COL17CT03490 | Debt | NUSS | Colombia | 2,250,300,000 | principal | $522K | 0.01% | 2 |
| Countrywide Alternative Loan Trust | 12668BSA2 | MBS | CORP | United States | 642,321 | principal | $521K | 0.01% | 2 |
| ARMOR RE II LTD | 04227FAE5 | Debt | CORP | Bermuda | 500,000 | principal | $520K | 0.01% | 2 |
| BX Trust | 12434DAA0 | MBS | CORP | United States | 517,892 | principal | $518K | 0.01% | 2 |
| Reach Financial LLC | 75525PAD4 | ABS | CORP | United States | 500,000 | principal | $517K | 0.01% | 2 |
| Suntrust Alternative Loan Trust | 86800RAG6 | MBS | CORP | United States | 3,866,639 | principal | $516K | 0.01% | 2 |
| HESTIA RE LTD | 42815KAC6 | Debt | CORP | Bermuda | 500,000 | principal | $512K | 0.01% | 2 |
| HESTIA RE LTD | 42815KAD4 | Debt | CORP | Bermuda | 500,000 | principal | $511K | 0.01% | 2 |
| Fannie Mae | 3136B8JL4 | MBS | USGSE | United States | 5,087,181 | principal | $510K | 0.01% | 2 |
| Mill City Mortgage Trust | 59980XAQ0 | MBS | CORP | United States | 970,367 | principal | $502K | 0.01% | 2 |
| Structured Asset Mortgage Investments Inc | 86361HAA2 | MBS | CORP | United States | 595,641 | principal | $502K | 0.01% | 2 |
| Credit Suisse Commercial Mortgage Securities Corp | 12657VAA0 | MBS | CORP | United States | 501,654 | principal | $501K | 0.01% | 2 |
| HERBIE RE LTD | 42703VAN3 | Debt | CORP | Bermuda | 500,000 | principal | $500K | 0.01% | 2 |
| Structured Adjustable Rate Mortgage Loan Trust | 863579JG4 | MBS | CORP | United States | 532,823 | principal | $499K | 0.01% | 2 |
| Credit Suisse First Boston Mortgage Securities | 22540VQ47 | MBS | CORP | United States | 498,800 | principal | $496K | 0.01% | 2 |
| Mill City Mortgage Trust | 59981TBG9 | MBS | CORP | United States | 27,092,575 | principal | $495K | 0.01% | 2 |
| Adjustable Rate Mortgage Trust | 00703RAE0 | MBS | CORP | United States | 792,840 | principal | $488K | 0.01% | 2 |
| United States Treasury | 912797TY3 | Short-term inv. | UST | United States | 490,000 | principal | $487K | 0.01% | 2 |
| Residential Accredit Loans, Inc. | 74923YAB0 | MBS | CORP | United States | 524,656 | principal | $484K | 0.01% | 2 |
| Credit Suisse Mortgage Trust | 22942JAD5 | MBS | CORP | United States | 1,127,110 | principal | $478K | 0.01% | 2 |
| Residential Accredit Loans, Inc. | 74924DAA7 | MBS | CORP | United States | 571,954 | principal | $476K | 0.01% | 2 |
| Merrill Lynch Mortgage Investors Trust | 59020UUX1 | ABS | CORP | United States | 473,545 | principal | $472K | 0.01% | 2 |
| 20 TSQ GroundCo LLC | 90137LAC4 | MBS | CORP | United States | 500,000 | principal | $472K | 0.01% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 2,000,000 | OU | $472K | 0.01% | 2 |
| MF1 | 55284DAN2 | MBS | CORP | United States | 475,000 | principal | $471K | 0.01% | 2 |
| Wells Fargo Commercial Mortgage Trust | 94990DAA4 | MBS | CORP | United States | 500,000 | principal | $469K | 0.01% | 2 |
| Pagaya AI Debt Selection Trust | 69546YAA9 | ABS | CORP | United States | 469,687 | principal | $469K | 0.01% | 3 |
| 1166 Avenue of the Americas Commercial Mtg Trust | 682439AL8 | MBS | CORP | United States | 500,000 | principal | $466K | 0.01% | 2 |
| MFT Trust | 55317BAA5 | MBS | CORP | United States | 556,000 | principal | $464K | 0.01% | 2 |
| HSBC Bank PLC | — | FX deriv. | OTHER | Egypt | 1 | contracts | $462K | 0.01% | 2 |
| Countrywide Home Loans | 126694LU0 | MBS | CORP | United States | 554,284 | principal | $457K | 0.01% | 2 |
| HarborView Mortgage Loan Trust | 41161PG72 | MBS | CORP | United States | 478,807 | principal | $450K | 0.01% | 2 |
| WAMU Mortgage Pass-Through Certificates | 92927XAA2 | MBS | CORP | United States | 502,580 | principal | $447K | 0.01% | 2 |
| C-BASS LTD | 12498YAA7 | CDO/CLO | CORP | Cayman Islands | 98,372,552 | principal | $445K | 0.01% | 2 |
| Banc of America Alternative Loan Trust | 059487AC2 | MBS | CORP | United States | 511,165 | principal | $443K | 0.01% | 2 |
| Pagaya AI Debt Selection Trust | 69544PAC6 | ABS | CORP | United States | 441,433 | principal | $441K | 0.01% | 3 |
| The Federal Republic of Nigeria | NGO9F2807267 | Short-term inv. | NUSS | Nigeria | 613,476,000 | principal | $438K | 0.01% | 2 |
| REPUBLIC OF GHANA | 374422AN3 | Debt | NUSS | GH | 487,167 | principal | $438K | 0.01% | 2 |
| Rockford Tower CLO Ltd | 77340HAC3 | CDO/CLO | CORP | Cayman Islands | 11,666,667 | principal | $436K | 0.01% | 2 |
| UKRAINE GOVERNMENT | 903724CD2 | Debt | NUSS | Ukraine | 605,369 | principal | $436K | 0.01% | 2 |
| Morgan Stanley Mortgage Loan Trust | 61749CAK7 | MBS | CORP | United States | 1,214,175 | principal | $432K | 0.01% | 2 |
| Countrywide Alternative Loan Trust | 12668BJZ7 | MBS | CORP | United States | 655,854 | principal | $430K | 0.01% | 2 |
| Morgan Stanley Mortgage Loan Trust | 61749JAS5 | MBS | CORP | United States | 1,628,669 | principal | $428K | 0.01% | 2 |
| Countrywide Alternative Loan Trust | 02148KAB0 | MBS | CORP | United States | 718,938 | principal | $427K | 0.01% | 2 |
| Countrywide Asset-Backed Certificates | 126673YP1 | ABS | CORP | United States | 430,349 | principal | $425K | 0.01% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 1,800,000 | OU | $422K | 0.01% | 2 |
| Carrington Mortgage Loan Trust | 14454AAE9 | ABS | CORP | United States | 495,064 | principal | $422K | 0.01% | 2 |
| Countrywide Alternative Loan Trust | 12668BFL2 | MBS | CORP | United States | 772,530 | principal | $419K | 0.01% | 2 |
| Structured Adjustable Rate Mortgage Loan Trust | 86361BAJ6 | MBS | CORP | United States | 2,255,873 | principal | $416K | 0.01% | 2 |
| Aegis Asset Backed Securities Trust | 00764MFU6 | MBS | CORP | United States | 2,225,000 | principal | $416K | 0.01% | 2 |
| GSAMP Trust | 3622MHAC0 | ABS | CORP | United States | 668,812 | principal | $411K | 0.01% | 2 |
| The Federal Republic of Nigeria | NGO7F1407261 | Short-term inv. | NUSS | Nigeria | 568,075,000 | principal | $409K | 0.01% | 2 |
| IndyMac INDX Mortgage Loan Trust | 45667QAE1 | MBS | CORP | United States | 430,091 | principal | $408K | 0.01% | 2 |
| YELLOWSTONE ENERGY LP | 98580LAA3 | Debt | CORP | United States | 411,078 | principal | $408K | 0.01% | 2 |
| CITRUS RE LTD | 177510AS3 | Debt | CORP | Bermuda | 400,000 | principal | $406K | 0.01% | 2 |
| CITRUS RE LTD | 177510AT1 | Debt | CORP | Bermuda | 400,000 | principal | $406K | 0.01% | 2 |
| Countrywide Alternative Loan Trust | 02148JAU1 | MBS | CORP | United States | 497,166 | principal | $405K | 0.01% | 2 |
| POLESTAR RE LTD | 73110JAE2 | Debt | CORP | Bermuda | 400,000 | principal | $404K | 0.01% | 2 |
| Ally Bank Auto Credit-Linked Notes | 02007G4H3 | ABS | CORP | United States | 397,868 | principal | $403K | 0.01% | 2 |
| POLESTAR RE LTD | 73110JAD4 | Debt | CORP | Bermuda | 400,000 | principal | $401K | 0.01% | 2 |
| BLUE RIDGE RE LTD | 096003AC2 | Debt | CORP | Bermuda | 400,000 | principal | $400K | 0.01% | 2 |
| Greensky Home Improvement Issuer Trust | 39571XAH7 | ABS | CORP | United States | 386,830 | principal | $400K | 0.01% | 2 |
| WINDROSE RE LTD | 972917AA6 | Debt | CORP | Bermuda | 400,000 | principal | $400K | 0.01% | 2 |
| YARDSTICK RE DAC | XS3418599729 | Debt | CORP | Ireland | 350,000 | principal | $400K | 0.01% | 3 |
| BSREP Commercial Mortgage Trust 2021-DC | 05591UAC1 | MBS | CORP | United States | 426,060 | principal | $397K | 0.01% | 2 |
| GS Mortgage-Backed Securities Trust | 36260AAP1 | MBS | CORP | United States | 95,971,274 | principal | $395K | 0.01% | 2 |
| Banc of America Funding Corporation | 05950PAA1 | MBS | CORP | United States | 395,546 | principal | $392K | 0.01% | 2 |
| Bear Stearns Asset Backed Securities Trust | 073879R59 | MBS | CORP | United States | 392,370 | principal | $392K | 0.01% | 2 |
| Structured Adjustable Rate Mortgage Loan Trust | 86363GAF1 | MBS | CORP | United States | 990,275 | principal | $392K | 0.01% | 2 |
| HarborView Mortgage Loan Trust | 41161XAC0 | MBS | CORP | United States | 409,126 | principal | $391K | 0.01% | 2 |
| GMAC Mortgage Corporation Loan Trust | 36186LAG8 | MBS | CORP | United States | 402,599 | principal | $389K | 0.01% | 2 |
| IndyMac INDX Mortgage Loan Trust | 45661KAD2 | MBS | CORP | United States | 433,924 | principal | $388K | 0.01% | 2 |
| JP Morgan Chase Commercial Mortgage Sec Trust | 46651WAG9 | MBS | CORP | United States | 1,712,000 | principal | $386K | 0.01% | 2 |
| Citigroup Mortgage Loan Trust Inc | 17315XAH4 | MBS | CORP | United States | 805,460 | principal | $380K | 0.01% | 2 |
| GSAMP Trust | 3622MAAA9 | ABS | CORP | United States | 712,349 | principal | $379K | 0.01% | 2 |
| JP Morgan Chase Commercial Mortgage Sec Trust | 46652DAC9 | MBS | CORP | United States | 7,905,000 | principal | $373K | 0.00% | 2 |
| Lealand Finance Company BV | XAN5200EAC56 | Loan | CORP | Netherlands | 385,330 | principal | $373K | 0.00% | 2 |
| REP ANGOLA AVENIR IV | XS3244863646 | Debt | NUSS | Ireland | 361,363 | principal | $371K | 0.00% | 2 |
| Residential Accredit Loans, Inc. | 761118CW6 | MBS | CORP | United States | 415,910 | principal | $371K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 02150NAA1 | MBS | CORP | United States | 435,042 | principal | $370K | 0.00% | 2 |
| Flagship Credit Auto Trust | 33844T107 | ABS | CORP | United States | 9,000 | principal | $368K | 0.00% | 3 |
| The Huntington National Bank | 44644NAL3 | ABS | CORP | United States | 373,473 | principal | $368K | 0.00% | 2 |
| Bear Stearns Alt-A Trust | 07386HG39 | MBS | CORP | United States | 685,470 | principal | $364K | 0.00% | 2 |
Equities show share counts; bonds and loans show principal amount. Coupon, maturity and ratings are shown where the filing discloses them. Source: SEC N-PORT via market-data vendor re-serve, position-level.
Holdings reports on file
| Report date | Filed | Positions | Σ weight | Net assets (calc.) | Coverage |
|---|---|---|---|---|---|
| Jun 30, 2026 | Aug 31, 2026 | 1,894 | 100.0% | $7.5B | full |
| Mar 31, 2026 | May 29, 2026 | 1,849 | 100.0% | $7.5B | full |
| Dec 31, 2025 | Mar 2, 2026 | 1,740 | 100.0% | $7.7B | full |
Net assets here are calculated from position values ÷ reported weights (median across positions), not a reported figure.
CEF Explorer research page for PIMCO Dynamic Income Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.