Market priceShare price
$14.26
-0.83% ($-0.12)
NAVAsset value per share
$14.81
as of Oct 15, 2026 · Nasdaq NAV symbol
Premium / discountPrice vs. assets
3.71% discount *
Indicative: latest price vs latest reported NAV
Distribution rate (price)Payout rate
18.56%
regular, annualised · on NAV 17.87%
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 |
|---|---|---|---|---|---|---|---|---|---|
| WAMU Mortgage Pass-Through Certificates | 93364FAH4 | MBS | CORP | United States | 391,882 | principal | $363K | 0.00% | 2 |
| Citigroup Commercial Mortgage Trust | 17328CBP6 | MBS | CORP | United States | 1,510,800 | principal | $363K | 0.00% | 2 |
| ORANGE CAPITAL RE DAC | XS2931270180 | Debt | CORP | Ireland | 300,000 | principal | $357K | 0.00% | 2 |
| Asset Backed Funding Certificates | 04542BKX9 | MBS | CORP | United States | 447,402 | principal | $356K | 0.00% | 2 |
| Morgan Stanley Capital Inc | 61748LAD4 | ABS | CORP | United States | 397,327 | principal | $356K | 0.00% | 2 |
| WINSTON RE LTD | 975660AD3 | Debt | CORP | Bermuda | 350,000 | principal | $351K | 0.00% | 2 |
| PUTNAM STRUCTURED PRODUCT FUNDING | 74686PAJ9 | CDO/CLO | CORP | Cayman Islands | 671,380 | principal | $350K | 0.00% | 2 |
| QUERCUS RE DAC | XS2865536135 | Debt | CORP | Ireland | 300,000 | principal | $348K | 0.00% | 2 |
| Securitized Asset Backed Receivables LLC Trust | 81375WDT0 | ABS | CORP | United States | 387,589 | principal | $348K | 0.00% | 2 |
| Asset Backed Funding Certificates | 04542BHM7 | MBS | CORP | United States | 357,284 | principal | $346K | 0.00% | 2 |
| Freddie Mac | 3137F8UF8 | MBS | USGSE | United States | 2,823,855 | principal | $346K | 0.00% | 2 |
| Natixis Commercial Mortgage Securities | 63873VAN3 | MBS | CORP | United States | 900,000 | principal | $346K | 0.00% | 2 |
| New Century Home Equity Loan Trust | 64352VKW0 | MBS | CORP | United States | 318,327 | principal | $344K | 0.00% | 2 |
| GreenPoint Mortgage Funding Trust | 39539GAA0 | MBS | CORP | United States | 391,725 | principal | $343K | 0.00% | 2 |
| GMAC Mortgage Corporation Loan Trust | 36185MBJ0 | MBS | CORP | United States | 879,018 | principal | $342K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 12667GF73 | MBS | CORP | United States | 702,432 | principal | $341K | 0.00% | 2 |
| Madison Park Funding Ltd | 55820UAC9 | CDO/CLO | CORP | Cayman Islands | 5,600,000 | principal | $341K | 0.00% | 2 |
| CIFC Funding Ltd | 125475AA1 | CDO/CLO | CORP | Cayman Islands | 3,390,000 | principal | $335K | 0.00% | 2 |
| Banc of America Mortgage Securities | 05952FAF0 | MBS | CORP | United States | 447,052 | principal | $334K | 0.00% | 2 |
| Banc of America Mortgage Securities | 05950LAJ1 | MBS | CORP | United States | 390,720 | principal | $332K | 0.00% | 2 |
| Citibank NA | — | FX deriv. | OTHER | Egypt | 1 | contracts | $330K | 0.00% | 2 |
| Start Ltd. | 85573LAA9 | ABS | CORP | Bermuda | 328,629 | principal | $330K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 12668AUX1 | MBS | CORP | United States | 685,194 | principal | $328K | 0.00% | 2 |
| JPMorgan Chase Bank NA | — | FX deriv. | OTHER | United States | 2 | contracts | $327K | 0.00% | 2 |
| Argentina Republic Government International Bonds | 040114HS2 | Debt | NUSS | Argentina | 360,000 | principal | $319K | 0.00% | 2 |
| Freddie Mac - SCRT | 35563PFX2 | MBS | USGSE | United States | 845,055 | principal | $319K | 0.00% | 2 |
| Fremont Home Loan Trust | 35729MAE7 | ABS | CORP | United States | 1,042,529 | principal | $316K | 0.00% | 2 |
| ECAF LTD | 26827EAA3 | ABS | CORP | Cayman Islands | 346,525 | principal | $314K | 0.00% | 2 |
| CORESTATE CAPITAL HOLD | DE000A3LJQY6 | Debt | CORP | Luxembourg | 296,810 | principal | $314K | 0.00% | 2 |
| Conseco Finance Securitizations Corp. | 20846QBP2 | ABS | CORP | United States | 2,914,061 | principal | $311K | 0.00% | 2 |
| Oakwood Mortgage Investors Inc. | 67087TAQ4 | ABS | CORP | United States | 305,959 | principal | $309K | 0.00% | 2 |
| WINSTON RE LTD | 975660AC5 | Debt | CORP | Bermuda | 300,000 | principal | $309K | 0.00% | 2 |
| Fannie Mae | 3136B9T56 | MBS | USGSE | United States | 1,662,655 | principal | $309K | 0.00% | 2 |
| TORREY PINES RE LTD | 89141WAR3 | Debt | CORP | Bermuda | 300,000 | principal | $307K | 0.00% | 2 |
| Stratton Mortgage Funding PLC | XS2777583696 | MBS | CORP | United Kingdom | 145 | principal | $305K | 0.00% | 2 |
| DORMAN PRODUCTS INC | 258278AA8 | Debt | CORP | United States | 300,000 | principal | $304K | 0.00% | 2 |
| URSA RE II LTD | 91734PAJ5 | Debt | CORP | Bermuda | 300,000 | principal | $304K | 0.00% | 2 |
| SABINE RE LTD | 785628AA6 | Debt | CORP | Bermuda | 300,000 | principal | $304K | 0.00% | 2 |
| VERAISON RE LTD | 92335TAE9 | Debt | CORP | Bermuda | 300,000 | principal | $304K | 0.00% | 2 |
| Lehman Mortgage Trust | 52520RAA0 | MBS | CORP | United States | 403,912 | principal | $303K | 0.00% | 2 |
| WINSTON RE LTD | 975660AF8 | Debt | CORP | Bermuda | 300,000 | principal | $302K | 0.00% | 2 |
| TORREY PINES RE LTD | 89141WAQ5 | Debt | CORP | Bermuda | 300,000 | principal | $301K | 0.00% | 2 |
| BLUE RIDGE RE LTD | 096003AD0 | Debt | CORP | Bermuda | 300,000 | principal | $301K | 0.00% | 2 |
| WINSTON RE LTD | 975660AE1 | Debt | CORP | Bermuda | 300,000 | principal | $301K | 0.00% | 2 |
| Deutsche Alt-A Securities INC Mortgage Loan Trust | 251510KH5 | MBS | CORP | United States | 348,838 | principal | $301K | 0.00% | 2 |
| VERAISON RE LTD | 92335TAG4 | Debt | CORP | Bermuda | 300,000 | principal | $300K | 0.00% | 2 |
| J.P. Morgan Alternative Loan Trust | 46627MAX5 | MBS | CORP | United States | 463,266 | principal | $300K | 0.00% | 2 |
| LOWER FERRY RE LTD | 547915AE8 | Debt | CORP | Bermuda | 300,000 | principal | $300K | 0.00% | 2 |
| VITALITY RE XVII LTD | 92853KAC4 | Debt | CORP | Cayman Islands | 300,000 | principal | $300K | 0.00% | 2 |
| TORREY PINES RE LTD | 89141WAS1 | Debt | CORP | Bermuda | 300,000 | principal | $300K | 0.00% | 2 |
| Citigroup Mortgage Loan Trust Inc | 17311WAH0 | MBS | CORP | United States | 328,625 | principal | $300K | 0.00% | 2 |
| INTEGRITY RE III | 45870GAH9 | Debt | CORP | Bermuda | 300,000 | principal | $300K | 0.00% | 2 |
| ARMOR RE II LTD | 04227FAG0 | Debt | CORP | Bermuda | 300,000 | principal | $300K | 0.00% | 2 |
| TREMONT RE LTD | 89479VAA4 | Debt | CORP | Bermuda | 300,000 | principal | $299K | 0.00% | 2 |
| Starwood Mortgage Residential Trust | 85573RAK4 | MBS | CORP | United States | 400,000 | principal | $299K | 0.00% | 2 |
| STREAM INNOVATIONS ISSUER TRUST | 86324CAA9 | ABS | CORP | United States | 289,335 | principal | $297K | 0.00% | 2 |
| HANDSHAKE RE LTD | 410290AA8 | Debt | CORP | Bermuda | 300,000 | principal | $296K | 0.00% | 2 |
| WINDMILL III RE DAC | XS2845137541 | Debt | CORP | Ireland | 250,000 | principal | $294K | 0.00% | 2 |
| Novastar Home Equity Loan | 66988YAD4 | MBS | CORP | United States | 973,283 | principal | $293K | 0.00% | 2 |
| HarborView Mortgage Loan Trust | 41161PPN7 | MBS | CORP | United States | 763,181 | principal | $292K | 0.00% | 2 |
| Argent Securities Inc. | 040104SQ5 | ABS | CORP | United States | 962,922 | principal | $291K | 0.00% | 2 |
| The Huntington National Bank | 44644NAK5 | ABS | CORP | United States | 290,419 | principal | $290K | 0.00% | 2 |
| Morgan Stanley Mortgage Loan Trust | 61745M4R1 | MBS | CORP | United States | 357,586 | principal | $288K | 0.00% | 2 |
| Residential Asset Securitization Trust | 45660LTS8 | MBS | CORP | United States | 505,766 | principal | $286K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 12668BSL8 | MBS | CORP | United States | 1,158,487 | principal | $286K | 0.00% | 2 |
| Bank of America NA | — | Credit deriv. | OTHER | United States | 5,000,000 | OU | $284K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 12668ATS4 | MBS | CORP | United States | 6,975,171 | principal | $284K | 0.00% | 2 |
| WAMU Mortgage Pass-Through Certificates | 92927BAC6 | MBS | CORP | United States | 318,247 | principal | $282K | 0.00% | 2 |
| CS AT1 CLAIMS US225436AA21 | — | Debt | CORP | United States | 800,000 | principal | $282K | 0.00% | 2 |
| Lehman Mortgage Trust | 52522QAA0 | MBS | CORP | United States | 288,882 | principal | $282K | 0.00% | 2 |
| BCAP LLC Trust | 05532LAD1 | MBS | CORP | United States | 310,962 | principal | $280K | 0.00% | 2 |
| Verus Securitization Trust | 92538XAJ4 | MBS | CORP | United States | 189,936,101 | principal | $280K | 0.00% | 2 |
| Indymac Home Equity Loan Asset-Backed Trust | 456606BJ0 | MBS | CORP | United States | 430,012 | principal | $277K | 0.00% | 2 |
| Countrywide Asset-Backed Certificates | 126673B92 | ABS | CORP | United States | 276,536 | principal | $276K | 0.00% | 2 |
| Mill City Mortgage Trust | 59980YAR6 | MBS | CORP | United States | 62,333,918 | principal | $274K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 1,300,000 | OU | $272K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 02146TAN7 | MBS | CORP | United States | 711,838 | principal | $272K | 0.00% | 2 |
| WEST MARINE NEW COMMON STOCKrestricted | — | Equity | CORP | United States | 43,000 | shares | $272K | 0.00% | 3 |
| BAYOU RE LTD | 07304LAD3 | Debt | CORP | Bermuda | 250,000 | principal | $269K | 0.00% | 2 |
| Ashford Hospitality Trust | 04410RAL0 | MBS | CORP | United States | 266,000 | principal | $264K | 0.00% | 2 |
| Countrywide Asset-Backed Certificates | 126670SP4 | MBS | CORP | United States | 282,190 | principal | $262K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 23245QAA7 | MBS | CORP | United States | 295,010 | principal | $260K | 0.00% | 2 |
| First Horizon Alternative Mortgage Securities | 32051GW76 | MBS | CORP | United States | 316,753 | principal | $260K | 0.00% | 2 |
| BAYOU RE LTD | 07304LAC5 | Debt | CORP | Bermuda | 250,000 | principal | $258K | 0.00% | 2 |
| PALM RE LTD | 69664FAA6 | Debt | CORP | Bermuda | 250,000 | principal | $258K | 0.00% | 2 |
| Encore Credit Receivables Trust | 126673VR0 | ABS | CORP | United States | 270,095 | principal | $257K | 0.00% | 2 |
| Opteum Mortgage Acceptance Corporation | 68383NBB8 | MBS | CORP | United States | 257,052 | principal | $257K | 0.00% | 2 |
| Citigroup Mortgage Loan Trust Inc | 17312TAJ2 | MBS | CORP | United States | 376,609 | principal | $256K | 0.00% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | XX | 500,000 | OU | $256K | 0.00% | 2 |
| Structured Adjustable Rate Mortgage Loan Trust | 863579L48 | MBS | CORP | United States | 485,112 | principal | $254K | 0.00% | 2 |
| IndyMac INDA Mortgage Loan Trust | 45662FAA8 | MBS | CORP | United States | 335,038 | principal | $254K | 0.00% | 2 |
| INTEGRITY RE III | 45870GAA4 | Debt | CORP | Bermuda | 250,000 | principal | $254K | 0.00% | 2 |
| CHARLES RIVER RE LTD | 159873AA6 | Debt | CORP | Bermuda | 250,000 | principal | $253K | 0.00% | 2 |
| INTEGRITY RE III | 45870GAC0 | Debt | CORP | Bermuda | 250,000 | principal | $253K | 0.00% | 2 |
| HESTIA RE LTD | 42815KAF9 | Debt | CORP | Bermuda | 250,000 | principal | $252K | 0.00% | 2 |
| POLESTAR RE LTD | 73110JAF9 | Debt | CORP | Bermuda | 250,000 | principal | $251K | 0.00% | 2 |
| GATEWAY RE LTD | 36779CAV8 | Debt | CORP | Bermuda | 250,000 | principal | $250K | 0.00% | 2 |
| LOWER FERRY RE LTD | 547915AD0 | Debt | CORP | Bermuda | 250,000 | principal | $250K | 0.00% | 2 |
| LOWER FERRY RE LTD | 547915AB4 | Debt | CORP | Bermuda | 250,000 | principal | $250K | 0.00% | 2 |
| MAYFLOWER RE LTD | 57839MAA6 | Debt | CORP | Bermuda | 250,000 | principal | $250K | 0.00% | 2 |
| BUTTONWOOD RE LTD | 12423PAA6 | Debt | CORP | Bermuda | 250,000 | principal | $250K | 0.00% | 2 |
| BUTTONWOOD RE LTD | 12423PAD0 | Debt | CORP | Bermuda | 250,000 | principal | $250K | 0.00% | 2 |
| BUTTONWOOD RE LTD | 12423PAC2 | Debt | CORP | Bermuda | 250,000 | principal | $250K | 0.00% | 2 |
| BUTTONWOOD RE LTD | 12423PAB4 | Debt | CORP | Bermuda | 250,000 | principal | $250K | 0.00% | 2 |
| ALAMO RE LTD | 011395AR1 | Debt | CORP | Bermuda | 250,000 | principal | $250K | 0.00% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 13,800,000 | OU | $250K | 0.00% | 2 |
| INTEGRITY RE III | 45870GAJ5 | Debt | CORP | Bermuda | 250,000 | principal | $249K | 0.00% | 2 |
| INTEGRITY RE III | 45870GAK2 | Debt | CORP | Bermuda | 250,000 | principal | $249K | 0.00% | 2 |
| BLUE RIDGE RE LTD | 096003AE8 | Debt | CORP | Bermuda | 250,000 | principal | $247K | 0.00% | 2 |
| Ambac Assurance Corp | 023138AA8 | Debt | CORP | United States | 185,146 | principal | $247K | 0.00% | 2 |
| Mill City Mortgage Trust | 59982HBG4 | MBS | CORP | United States | 54,846,394 | principal | $246K | 0.00% | 2 |
| Countrywide Home Loans | 1266944K1 | MBS | CORP | United States | 259,749 | principal | $244K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 02146XAW8 | MBS | CORP | United States | 661,087 | principal | $241K | 0.00% | 2 |
| GSAMP Trust | 362334PJ7 | ABS | CORP | United States | 368,771 | principal | $241K | 0.00% | 2 |
| Morgan Stanley Residential Mortgage Loan Trust | 61775UAH1 | MBS | CORP | United States | 144,214,976 | principal | $241K | 0.00% | 2 |
| Chase Mortgage Finance Corporation | 16163EAD0 | MBS | CORP | United States | 483,621 | principal | $240K | 0.00% | 2 |
| J.P. Morgan Alternative Loan Trust | 46628GAL3 | MBS | CORP | United States | 468,133 | principal | $239K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 13,450,000 | OU | $239K | 0.00% | 2 |
| Conseco Finance Securitizations Corp. | 20846QEQ7 | ABS | CORP | United States | 1,457,111 | principal | $239K | 0.00% | 2 |
| JP Morgan Chase Commercial Mortgage Sec Trust | 46591JAA4 | MBS | CORP | United States | 241,396 | principal | $237K | 0.00% | 2 |
| JP Morgan Mortgage Acquisition Corp | 46628SAF0 | MBS | CORP | United States | 900,041 | principal | $236K | 0.00% | 2 |
| CS AT1 CLAIMS US225401AK46 | — | Debt | CORP | United States | 660,000 | principal | $233K | 0.00% | 2 |
| Residential Asset Mortgage Products, INC. | 760985YC9 | ABS | CORP | United States | 229,523 | principal | $227K | 0.00% | 2 |
| UCFC Home Equity Loan | 90263BHE1 | MBS | CORP | United States | 223,763 | principal | $226K | 0.00% | 2 |
| GAZPROM (GAZ CAPITAL SA) | 368266AH5 | Debt | CORP | Luxembourg | 300,000 | principal | $225K | 0.00% | 2 |
| Pagaya AI Debt Selection Trust | 69546YAF8 | ABS | CORP | United States | 700,000 | principal | $225K | 0.00% | 3 |
| Banc of America Funding Corporation | 05954DAW6 | MBS | CORP | United States | 275,447 | principal | $223K | 0.00% | 2 |
| Bear Stearns Adjustable Rate Mortgage Trust | 07387AGE9 | MBS | CORP | United States | 239,535 | principal | $223K | 0.00% | 2 |
| First Horizon Alternative Mortgage Securities | 32052MAE1 | MBS | CORP | United States | 334,701 | principal | $222K | 0.00% | 2 |
| Asset Backed Funding Certificates | 04542BKW1 | MBS | CORP | United States | 245,683 | principal | $220K | 0.00% | 2 |
| Citigroup Mortgage Loan Trust Inc | 17307GE61 | MBS | CORP | United States | 220,392 | principal | $217K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 12667G4Q3 | MBS | CORP | United States | 379,400 | principal | $215K | 0.00% | 2 |
| United States Treasury | 91282CPZ8 | Debt | UST | United States | 220,000 | principal | $215K | 0.00% | 2 |
| Residential Accredit Loans, Inc. | 74922PAC8 | MBS | CORP | United States | 230,601 | principal | $214K | 0.00% | 2 |
| CS AT1 CLAIMS USH3698DBW32 | — | Debt | CORP | United States | 600,000 | principal | $212K | 0.00% | 2 |
| Option One Mortgage Loan Trust | 68401TAE8 | MBS | CORP | United States | 435,395 | principal | $210K | 0.00% | 2 |
| GSR Mortgage Loan Trust | 3623414A4 | MBS | CORP | United States | 217,105 | principal | $205K | 0.00% | 2 |
| GSR Mortgage Loan Trust | 36242DFC2 | MBS | CORP | United States | 201,525 | principal | $205K | 0.00% | 2 |
| Residential Funding Mtg Sec I | 74958YAN2 | MBS | CORP | United States | 256,496 | principal | $204K | 0.00% | 2 |
| Bank of America NA | — | FX deriv. | OTHER | United States | 4 | contracts | $201K | 0.00% | 2 |
| mrcd 2019-prkc mortgage trust | 55348UAA6 | MBS | CORP | United States | 1,500,000 | principal | $199K | 0.00% | 2 |
| Washington Mutual Mortgage Pass-Through CTFS | 93935LAB4 | MBS | CORP | United States | 220,706 | principal | $198K | 0.00% | 2 |
| Morgan Stanley Residential Mortgage Loan Trust | 617941AK5 | MBS | CORP | United States | 49,882,278 | principal | $198K | 0.00% | 2 |
| Countrywide Asset-Backed Certificates | 232433AA0 | ABS | CORP | United States | 232,530 | principal | $198K | 0.00% | 2 |
| CORESTATE CAPITAL HOLD | DE000A19YDA9 | Debt | CORP | Luxembourg | 331,052 | principal | $197K | 0.00% | 2 |
| Conseco Financial Corp | 393505X98 | ABS | CORP | United States | 214,340 | principal | $196K | 0.00% | 2 |
| Morgan Stanley Capital I Trust | 61692AAN2 | MBS | CORP | United States | 18,590,000 | principal | $195K | 0.00% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 185,300,000 | OU | $194K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 02146XAF5 | MBS | CORP | United States | 496,203 | principal | $192K | 0.00% | 2 |
| DSLA Mortgage Loan Trust | 23333YAD7 | MBS | CORP | United States | 179,595 | principal | $189K | 0.00% | 2 |
| RBSSP Resecuritization Trust | 74928XDE8 | MBS | CORP | United States | 198,671 | principal | $189K | 0.00% | 2 |
| BNP Paribas SA | — | FX deriv. | OTHER | United States | 3 | contracts | $187K | 0.00% | 2 |
| RUSSIAN RAIL(RZD CAP) | XS0609017917 | Debt | CORP | Ireland | 200,000 | principal | $186K | 0.00% | 2 |
| Encore Credit Receivables Trust | 126673VQ2 | ABS | CORP | United States | 188,157 | principal | $185K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 12668BMX8 | MBS | CORP | United States | 435,526 | principal | $185K | 0.00% | 2 |
| Credit Suisse Mortgage Trust | 12652FAN2 | MBS | CORP | United States | 2,500,000 | principal | $184K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 12668ATW5 | MBS | CORP | United States | 2,177,938 | principal | $184K | 0.00% | 2 |
| GAZPROM PJSC (GAZ FN) | XS2196334671 | Debt | CORP | United Kingdom | 200,000 | principal | $181K | 0.00% | 2 |
| Morgan Stanley Capital Services LLC | — | Credit deriv. | OTHER | United States | 7,850,000 | OU | $180K | 0.00% | 2 |
| DRSLF 2025 123A SUB 144A FEE | — | ABS | CORP | United States | 8,400,000 | principal | $179K | 0.00% | 3 |
| Merrill Lynch Mortgage Investors Trust | 59020UUY9 | ABS | CORP | United States | 179,687 | principal | $178K | 0.00% | 2 |
| Government National Mortgage Association | 38381BGP3 | MBS | USGA | United States | 2,110,248 | principal | $177K | 0.00% | 2 |
| Mill City Mortgage Trust | 59980XAR8 | MBS | CORP | United States | 41,846,058 | principal | $177K | 0.00% | 2 |
| Bombardier Capital Mortgage Securitization Corp. | 09774XBP6 | ABS | CORP | United States | 3,548,567 | principal | $175K | 0.00% | 2 |
| Wells Fargo Bank NA | — | FX deriv. | OTHER | South Africa | 1 | contracts | $175K | 0.00% | 2 |
| Lehman XS Trust | 52524VAQ2 | MBS | CORP | United States | 173,059 | principal | $165K | 0.00% | 2 |
| IndyMac INDX Mortgage Loan Trust | 45661XAB8 | MBS | CORP | United States | 253,930 | principal | $165K | 0.00% | 2 |
| Towd Point Mortgage Trust | 89178WAK4 | MBS | CORP | United States | 184,861 | principal | $165K | 0.00% | 2 |
| CBS Commercial Small Balance Commercial Mortgage | 14983CAA3 | MBS | CORP | United States | 172,757 | principal | $165K | 0.00% | 2 |
| Argentina Republic Government International Bonds | 040114HW3 | Debt | NUSS | Argentina | 214,305 | principal | $164K | 0.00% | 2 |
| Citigroup Mortgage Loan Trust Inc | 17311LAJ0 | MBS | CORP | United States | 185,030 | principal | $164K | 0.00% | 2 |
| Citibank NA | — | FX deriv. | OTHER | United States | 1 | contracts | $162K | 0.00% | 2 |
| Banc of America Funding Corporation | 05951VAH2 | MBS | CORP | United States | 199,929 | principal | $162K | 0.00% | 2 |
| IndyMac INDX Mortgage Loan Trust | 45660LBE8 | MBS | CORP | United States | 176,735 | principal | $162K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 021467AA3 | MBS | CORP | United States | 339,015 | principal | $162K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 23245LAD2 | MBS | CORP | United States | 443,220 | principal | $160K | 0.00% | 2 |
| SREIT Trust | 85236WCE4 | MBS | CORP | United States | 160,000 | principal | $160K | 0.00% | 2 |
| Banc of America Alternative Loan Trust | 059475AS2 | MBS | CORP | United States | 215,306 | principal | $160K | 0.00% | 2 |
| Westmoreland Mining Holdings LLCrestricted | — | Equity | CORP | United States | 238,883 | shares | $157K | 0.00% | 3 |
| The Federal Republic of Nigeria | NGO9G0610265 | Short-term inv. | NUSS | Nigeria | 227,230,000 | principal | $156K | 0.00% | 2 |
| WAMU Mortgage Pass-Through Certificates | 933634AA5 | MBS | CORP | United States | 182,849 | principal | $155K | 0.00% | 2 |
| WAMU Mortgage Pass-Through Certificates | 93363RAA4 | MBS | CORP | United States | 168,049 | principal | $152K | 0.00% | 2 |
| Morgan Stanley Mortgage Loan Trust | 61748HHB0 | MBS | CORP | United States | 156,372 | principal | $150K | 0.00% | 2 |
| Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151VAA3 | MBS | CORP | United States | 267,802 | principal | $148K | 0.00% | 2 |
| Banc of America Funding Corporation | 05946XHV8 | MBS | CORP | United States | 173,569 | principal | $147K | 0.00% | 2 |
| Option One Mortgage Loan Trust | 68400DAA2 | MBS | CORP | United States | 223,317 | principal | $146K | 0.00% | 2 |
| Residential Accredit Loans, Inc. | 751155AQ5 | MBS | CORP | United States | 166,696 | principal | $146K | 0.00% | 2 |
| Bear Stearns Alt-A Trust | 07386HKY6 | MBS | CORP | United States | 148,361 | principal | $145K | 0.00% | 2 |
| American Home Mortgage Assets | 02660VAE8 | MBS | CORP | United States | 146,608 | principal | $144K | 0.00% | 2 |
| New Century Home Equity Loan Trust | 64352VCS8 | MBS | CORP | United States | 169,317 | principal | $144K | 0.00% | 2 |
| Credit Suisse Mortgage Trust | 12660WAN5 | MBS | CORP | United States | 13,700,000 | principal | $144K | 0.00% | 2 |
| Citigroup Mortgage Loan Trust Inc | 17311WAD9 | MBS | CORP | United States | 139,796 | principal | $143K | 0.00% | 2 |
| BENCHMARK Mortgage Trust | 08163DBT3 | MBS | CORP | United States | 200,000 | principal | $142K | 0.00% | 2 |
| Credit Suisse First Boston Mortgage Securities | 225470RY1 | MBS | CORP | United States | 235,415 | principal | $139K | 0.00% | 2 |
| JP Morgan Chase Commercial Mortgage Sec Trust | 46651WAL8 | MBS | CORP | United States | 1,146,000 | principal | $138K | 0.00% | 2 |
| Residential Accredit Loans, Inc. | 74922KAA3 | MBS | CORP | United States | 166,367 | principal | $138K | 0.00% | 2 |
| RUSSIAN FEDERATION | XS0971721963 | Debt | NUSS | Russia | 200,000 | principal | $137K | 0.00% | 2 |
| Bear Stearns Alt-A Trust | 07386HL66 | MBS | CORP | United States | 143,866 | principal | $135K | 0.00% | 2 |
| Citigroup Mortgage Loan Trust Inc | 17307GK98 | MBS | CORP | United States | 143,097 | principal | $134K | 0.00% | 2 |
| JP Morgan Mortgage Trust | 46631NDZ9 | MBS | CORP | United States | 319,728 | principal | $133K | 0.00% | 2 |
| 20 TSQ GroundCo LLC | 90137LAA8 | MBS | CORP | United States | 139,954 | principal | $133K | 0.00% | 2 |
| Lehman Mortgage Trust | 52520TAM0 | MBS | CORP | United States | 316,728 | principal | $133K | 0.00% | 2 |
| IndyMac INDX Mortgage Loan Trust | 45660NT96 | MBS | CORP | United States | 151,247 | principal | $132K | 0.00% | 2 |
| GSR Mortgage Loan Trust | 36298NAY0 | MBS | CORP | United States | 564,531 | principal | $132K | 0.00% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | XX | 1,200,000 | OU | $132K | 0.00% | 2 |
| Residential Asset Mortgage Products, INC. | 760985X89 | ABS | CORP | United States | 131,185 | principal | $131K | 0.00% | 2 |
| Barclays Bank PLC | — | Credit deriv. | OTHER | United Kingdom | 4,350,000 | OU | $130K | 0.00% | 2 |
| Lehman XS Trust | 52522WAH2 | ABS | CORP | United States | 117,231 | principal | $130K | 0.00% | 2 |
| Credit Suisse Mortgage Trust | 12637HAY4 | MBS | CORP | United States | 309,716 | principal | $127K | 0.00% | 2 |
| Specialty Underwriting & Residential Finance | 84752CAE7 | ABS | CORP | United States | 246,463 | principal | $127K | 0.00% | 2 |
| Wells Fargo Alternative Loan Trust | 94985GAA4 | MBS | CORP | United States | 141,653 | principal | $125K | 0.00% | 2 |
| Mill City Mortgage Trust | 59981TBF1 | MBS | CORP | United States | 23,941,152 | principal | $124K | 0.00% | 2 |
| Morgan Stanley Mortgage Loan Trust | 61748HHP9 | MBS | CORP | United States | 133,663 | principal | $122K | 0.00% | 2 |
| Asset Backed Funding Certificates | 04542BFV9 | MBS | CORP | United States | 123,787 | principal | $121K | 0.00% | 2 |
| Bear Stearns Alt-A Trust | 07386HUN9 | MBS | CORP | United States | 180,390 | principal | $119K | 0.00% | 2 |
| JP Morgan Mortgage Trust | 46628KAG5 | MBS | CORP | United States | 145,630 | principal | $119K | 0.00% | 2 |
| Bear Stearns Asset Backed Securities Trust | 07387UCY5 | MBS | CORP | United States | 220,087 | principal | $117K | 0.00% | 2 |
| Bear Stearns Alt-A Trust | 073873AK7 | MBS | CORP | United States | 265,585 | principal | $117K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 12667F2Q7 | MBS | CORP | United States | 281,641 | principal | $117K | 0.00% | 2 |
| Asset Backed Funding Certificates | 04542BMC3 | MBS | CORP | United States | 114,960 | principal | $117K | 0.00% | 2 |
| Conseco Finance Securitizations Corp. | 20846QFQ6 | ABS | CORP | United States | 114,532 | principal | $116K | 0.00% | 2 |
| Citigroup Mortgage Loan Trust Inc | 17309BAB3 | ABS | CORP | United States | 333,592 | principal | $115K | 0.00% | 2 |
| TIMES SQUARE HOTEL TRUST | 887367AA8 | Debt | CORP | United States | 114,929 | principal | $115K | 0.00% | 2 |
| Banc of America Funding Corporation | 05954DAR7 | MBS | CORP | United States | 129,624 | principal | $114K | 0.00% | 2 |
| Ameriquest Mortgage Securities Inc. | 03072SCW3 | MBS | CORP | United States | 113,070 | principal | $112K | 0.00% | 2 |
| LendingPoint Pass-Through Trust | 52607QAB6 | ABS | CORP | United States | 1,700,000 | principal | $112K | 0.00% | 3 |
| Residential Funding Mtg Sec I | 762009AK4 | MBS | CORP | United States | 135,828 | principal | $110K | 0.00% | 2 |
| JP Morgan Mortgage Trust | 46628BBC3 | MBS | CORP | United States | 201,420 | principal | $110K | 0.00% | 2 |
| Fannie Mae | 3136ABN25 | MBS | USGSE | United States | 1,061,778 | principal | $107K | 0.00% | 2 |
| Residential Asset Securitization Trust | 761136AH3 | MBS | CORP | United States | 360,360 | principal | $107K | 0.00% | 2 |
| Encina Private Credit LLC | — | Loan | CORP | United States | 123,688 | principal | $106K | 0.00% | 3 |
| Credit Suisse Mortgage Trust | 22942JAH6 | MBS | CORP | United States | 249,075 | principal | $106K | 0.00% | 2 |
| Morgan Stanley ReRemic Trust | 61758VAL1 | MBS | CORP | United States | 105,935 | principal | $105K | 0.00% | 2 |
| Talon Funding Ltd | 87483UAA4 | CDO/CLO | CORP | Cayman Islands | 675,547 | principal | $104K | 0.00% | 2 |
| Sequoia Mortgage Trust | 81743SAB6 | MBS | CORP | United States | 105,567 | principal | $104K | 0.00% | 2 |
| Mcdermott International Ltd | BMG5924V1485 | Equity | CORP | Bermuda | 4,683 | shares | $103K | 0.00% | 1 |
| Countrywide Alternative Loan Trust | 02146TAY3 | MBS | CORP | United States | 207,093 | principal | $103K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 02147YAG0 | MBS | CORP | United States | 202,723 | principal | $102K | 0.00% | 2 |
| Ameriquest Mortgage Securities Inc. | 03072SQD0 | ABS | CORP | United States | 102,674 | principal | $102K | 0.00% | 2 |
| GSAMP Trust | 36242DKL6 | ABS | CORP | United States | 97,376 | principal | $99.4K | 0.00% | 2 |
| Pagaya AI Debt Selection Trust | 69546RAC0 | ABS | CORP | United States | 100,184 | principal | $99.3K | 0.00% | 2 |
| IndyMac INDX Mortgage Loan Trust | 45670CAC1 | MBS | CORP | United States | 120,053 | principal | $98.4K | 0.00% | 2 |
| Ellington Financial Mortgage Trust | 26844QAH0 | MBS | CORP | United States | 189,559,587 | principal | $98K | 0.00% | 2 |
| MASTR Adjustable Rate Mortgages Trust | 576433SV9 | MBS | CORP | United States | 108,697 | principal | $97.9K | 0.00% | 2 |
| Fannie Mae | 31397USG5 | MBS | USGSE | United States | 1,079,873 | principal | $96.9K | 0.00% | 2 |
| Residential Asset Mortgage Products, INC. | 76112BMS6 | MBS | CORP | United States | 151,686 | principal | $95.9K | 0.00% | 2 |
| JPMorgan Chase Bank NA | — | FX deriv. | OTHER | United States | 1 | contracts | $94.8K | 0.00% | 2 |
| Cork Street CLO Designated Activity Company | XS1319592900 | CDO/CLO | CORP | Ireland | 1,400,594 | principal | $94.1K | 0.00% | 3 |
| Government National Mortgage Association | 38375GTB7 | MBS | USGA | United States | 1,049,260 | principal | $93.1K | 0.00% | 2 |
| Lehman Mortgage Trust | 52520MGG2 | MBS | CORP | United States | 148,681 | principal | $92.5K | 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.