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 |
|---|---|---|---|---|---|---|---|---|---|
| REPUBLIC OF GHANA | 374422AL7 | Debt | NUSS | GH | 91,112 | principal | $90.9K | 0.00% | 2 |
| COUNTRY GARDEN HLDGSrestricted | XS3261067808 | Debt | CORP | Cayman Islands | 1,284,799 | principal | $89.9K | 0.00% | 2 |
| Securitized Asset Backed Receivables LLC Trust | 81378PAB4 | ABS | CORP | United States | 200,449 | principal | $89.3K | 0.00% | 2 |
| Natixis Commercial Mortgage Securities | 63874GAL9 | MBS | CORP | United States | 100,000 | principal | $89.2K | 0.00% | 2 |
| Bear Stearns Adjustable Rate Mortgage Trust | 07386YAA2 | MBS | CORP | United States | 98,748 | principal | $87.4K | 0.00% | 2 |
| Bear Stearns Alt-A Trust | 07386HRU7 | MBS | CORP | United States | 92,172 | principal | $86.7K | 0.00% | 2 |
| Morgan Stanley Mortgage Loan Trust | 61748HRT0 | MBS | CORP | United States | 137,901 | principal | $85.8K | 0.00% | 2 |
| Worldwide Plaza Trust | 98162JAN6 | MBS | CORP | United States | 8,000,000 | principal | $84.3K | 0.00% | 2 |
| IndyMac INDX Mortgage Loan Trust | 45660NS48 | MBS | CORP | United States | 90,007 | principal | $83.8K | 0.00% | 2 |
| Freddie Mac | 3137FUS70 | MBS | USGSE | United States | 786,356 | principal | $82.6K | 0.00% | 2 |
| Countrywide Asset-Backed Certificates | 126673YN6 | ABS | CORP | United States | 81,852 | principal | $81.8K | 0.00% | 2 |
| Bear Stearns Alt-A Trust | 07386HTP6 | MBS | CORP | United States | 83,285 | principal | $81.5K | 0.00% | 2 |
| Bear Stearns Asset Backed Securities Trust | 07389NAC9 | ABS | CORP | United States | 104,055 | principal | $80K | 0.00% | 2 |
| Freddiemac Strip | 31325TCC1 | MBS | USGSE | United States | 819,896 | principal | $78.1K | 0.00% | 2 |
| Starwood Mortgage Residential Trust | 85573RAH1 | MBS | CORP | United States | 100,000 | principal | $78.1K | 0.00% | 2 |
| Bayview Commercial Asset Trust | 07325MAA2 | MBS | CORP | United States | 79,868 | principal | $76.9K | 0.00% | 2 |
| State Street Bank & Trust Co. | — | FX deriv. | OTHER | United States | 2 | contracts | $75.2K | 0.00% | 2 |
| First Horizon Alternative Mortgage Securities | 32052FAX4 | MBS | CORP | United States | 720,082 | principal | $73.9K | 0.00% | 2 |
| MASTR Asset Backed Securities Trust | 57643LNG7 | MBS | CORP | United States | 73,416 | principal | $73.8K | 0.00% | 2 |
| IndyMac INDX Mortgage Loan Trust | 45667WAA6 | MBS | CORP | United States | 75,500 | principal | $73.5K | 0.00% | 2 |
| Banc of America Mortgage Securities | 05949CPM2 | MBS | CORP | United States | 74,580 | principal | $73K | 0.00% | 2 |
| WAMU Mortgage Pass-Through Certificates | 92922FR67 | MBS | CORP | United States | 73,394 | principal | $71.8K | 0.00% | 2 |
| First Horizon Mortgage Pass-Through Trust | 32053AAB2 | MBS | CORP | United States | 160,557 | principal | $70.5K | 0.00% | 2 |
| CS AT1 CLAIMS US22546DAB29 | — | Debt | CORP | United States | 200,000 | principal | $70.5K | 0.00% | 2 |
| CS AT1 CLAIMS US225401AX66 | — | Debt | CORP | United States | 200,000 | principal | $70.5K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 12668BPS6 | MBS | CORP | United States | 162,964 | principal | $69K | 0.00% | 2 |
| Salomon Brothers Mortgage Securities VII | 79548KH35 | MBS | CORP | United States | 67,907 | principal | $67.4K | 0.00% | 2 |
| Residential Asset Securitization Trust | 76114GAC1 | MBS | CORP | United States | 167,362 | principal | $67.2K | 0.00% | 2 |
| HarborView Mortgage Loan Trust | 41161PKA0 | MBS | CORP | United States | 86,418 | principal | $66.9K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 23242GAZ7 | MBS | CORP | United States | 74,554 | principal | $66.4K | 0.00% | 2 |
| Fannie Mae | 31396LR85 | MBS | USGSE | United States | 749,238 | principal | $65.9K | 0.00% | 2 |
| NovaStar Mortgage-Backed Notes | 66988UAB6 | MBS | CORP | United States | 69,678 | principal | $65.5K | 0.00% | 2 |
| Banc of America Alternative Loan Trust | 059475AF0 | MBS | CORP | United States | 73,249 | principal | $63.1K | 0.00% | 2 |
| Bank of America NA | — | FX deriv. | OTHER | United States | 3 | contracts | $62.9K | 0.00% | 2 |
| Citigroup Mortgage Loan Trust Inc | 17313FAC6 | MBS | CORP | United States | 1,586,264 | principal | $62.5K | 0.00% | 2 |
| Residential Funding Mtg Sec I | 74958TAJ2 | MBS | CORP | United States | 79,161 | principal | $61.4K | 0.00% | 2 |
| TBW Mortgage Backed Pass Through Certificates | 878048AH0 | MBS | CORP | United States | 203,639 | principal | $60.8K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 02150QAG1 | MBS | CORP | United States | 63,469 | principal | $60.6K | 0.00% | 2 |
| Banc of America Funding Corporation | 05946XNF6 | MBS | CORP | United States | 61,697 | principal | $59.9K | 0.00% | 2 |
| Countrywide Home Loans | 12545CAT7 | MBS | CORP | United States | 140,472 | principal | $59.2K | 0.00% | 2 |
| WAMU Mortgage Pass-Through Certificates | 93363PAK6 | MBS | CORP | United States | 65,026 | principal | $58.8K | 0.00% | 2 |
| Sequoia Mortgage Trust | 81744FAA5 | MBS | CORP | United States | 65,036 | principal | $58.7K | 0.00% | 2 |
| Freddie Mac | 31396URJ1 | MBS | USGSE | United States | 654,720 | principal | $58.3K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 12668ABM6 | MBS | CORP | United States | 92,637 | principal | $58K | 0.00% | 2 |
| Credit Suisse Mortgage Trust | 22942JAF0 | MBS | CORP | United States | 133,464 | principal | $56.6K | 0.00% | 2 |
| Impac CMB Trust | 45254NQX8 | MBS | CORP | United States | 61,189 | principal | $56.3K | 0.00% | 2 |
| LendingPoint Pass-Through Trust | 52607NAB3 | ABS | CORP | United States | 1,400,000 | principal | $56.3K | 0.00% | 2 |
| HarborView Mortgage Loan Trust | 41161PDW0 | MBS | CORP | United States | 60,390 | principal | $55.9K | 0.00% | 2 |
| REPUBLIC OF VENEZUELA | USP17625AE71 | Debt | NUSS | VE | 100,000 | principal | $55K | 0.00% | 2 |
| GSR Mortgage Loan Trust | 362341WX3 | MBS | CORP | United States | 115,096 | principal | $54.6K | 0.00% | 2 |
| WAMU Mortgage Pass-Through Certificates | 92922FTJ7 | MBS | CORP | United States | 54,034 | principal | $54.6K | 0.00% | 2 |
| Fannie Mae | 31396YKY7 | MBS | USGSE | United States | 514,339 | principal | $53.4K | 0.00% | 2 |
| Washington Mutual MSC Mortgage Pass-Through CTFS | 939336G23 | MBS | CORP | United States | 56,628 | principal | $53.4K | 0.00% | 2 |
| Countrywide Home Loans | 12669GUX7 | MBS | CORP | United States | 133,533 | principal | $53.3K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 12668AV51 | MBS | CORP | United States | 117,485 | principal | $52.4K | 0.00% | 2 |
| Goldman Sachs Bank USA | — | FX deriv. | OTHER | United States | 1 | contracts | $52.3K | 0.00% | 2 |
| First Horizon Mortgage Pass-Through Trust | 32056CAE9 | MBS | CORP | United States | 202,418 | principal | $52.1K | 0.00% | 2 |
| Credit Suisse Mortgage Trust | 22942JBG7 | MBS | CORP | United States | 120,021 | principal | $50.9K | 0.00% | 2 |
| Sequoia Mortgage Trust | 81744LAL8 | MBS | CORP | United States | 64,058 | principal | $50.5K | 0.00% | 2 |
| Credit Suisse Mortgage Trust | 22942JAM5 | MBS | CORP | United States | 405,669 | principal | $50.4K | 0.00% | 2 |
| GSR Mortgage Loan Trust | 362669AS2 | MBS | CORP | United States | 225,402 | principal | $50.2K | 0.00% | 2 |
| Banc of America Funding Corporation | 05951EAE7 | MBS | CORP | United States | 57,931 | principal | $50.2K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 12668BVC4 | MBS | CORP | United States | 140,335 | principal | $49.3K | 0.00% | 2 |
| Morgan Stanley Capital I Trust | 61770YAJ4 | MBS | CORP | United States | 60,000 | principal | $48.6K | 0.00% | 2 |
| Residential Accredit Loans, Inc. | 74922EAQ2 | MBS | CORP | United States | 56,916 | principal | $47.3K | 0.00% | 2 |
| Citigroup Mortgage Loan Trust Inc | 17307G3C0 | MBS | CORP | United States | 46,896 | principal | $46.7K | 0.00% | 2 |
| Deutsche Mortgage Securities, Inc. | 251563CG5 | MBS | CORP | United States | 46,621 | principal | $46.7K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 12668AU52 | MBS | CORP | United States | 47,436 | principal | $45.8K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 12668ACP8 | MBS | CORP | United States | 49,230 | principal | $44.9K | 0.00% | 2 |
| Residential Accredit Loans, Inc. | 74922EAN9 | MBS | CORP | United States | 52,940 | principal | $44K | 0.00% | 2 |
| Venezuela Government International Bonds | USP97475AJ95 | Debt | NUSS | VE | 100,000 | principal | $44K | 0.00% | 2 |
| Morgan Stanley Mortgage Loan Trust | 61755GAJ2 | MBS | CORP | United States | 136,134 | principal | $42.6K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 12668AA62 | MBS | CORP | United States | 315,417 | principal | $42.6K | 0.00% | 2 |
| Freddie Mac | 31397AZX4 | MBS | USGSE | United States | 346,523 | principal | $42.1K | 0.00% | 2 |
| Structured Asset Securities Corporation | 86359BEK3 | MBS | CORP | United States | 42,678 | principal | $41.7K | 0.00% | 2 |
| Banc of America Mortgage Securities | 05950LAK8 | MBS | CORP | United States | 47,411 | principal | $41K | 0.00% | 2 |
| JP Morgan Chase Commercial Mortgage Sec Trust | 46652DAG0 | MBS | CORP | United States | 3,030,000 | principal | $39.7K | 0.00% | 2 |
| Freddie Mac | 31397PCY4 | MBS | USGSE | United States | 545,545 | principal | $39.2K | 0.00% | 2 |
| Goldman Sachs International | — | Credit deriv. | OTHER | United Kingdom | 1,150,000 | OU | $39.2K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 12667GLD3 | MBS | CORP | United States | 43,445 | principal | $38.7K | 0.00% | 2 |
| WARWICK FINANCE RESIDENTIAL MORTGAGES PLC | XS1697546080 | MBS | CORP | United Kingdom | 176 | principal | $37.4K | 0.00% | 2 |
| PETROLEOS DE VENEZUELA S | XS0294364954 | Debt | CORP | VE | 100,000 | principal | $36.9K | 0.00% | 2 |
| Fannie Mae | 31398SPK3 | MBS | USGSE | United States | 902,165 | principal | $36.7K | 0.00% | 2 |
| Freddie Mac | 3137AAEG4 | MBS | USGSE | United States | 464,250 | principal | $35.4K | 0.00% | 2 |
| J.P. Morgan Alternative Loan Trust | 466285AR4 | MBS | CORP | United States | 24,951 | principal | $34.3K | 0.00% | 2 |
| Citibank NA | — | Credit deriv. | OTHER | United States | 1,000,000 | OU | $34.1K | 0.00% | 2 |
| Fannie Mae | 3136A7TF9 | MBS | USGSE | United States | 371,144 | principal | $33.3K | 0.00% | 2 |
| JPMorgan Chase Bank NA | — | Credit deriv. | OTHER | United States | 900,000 | OU | $32.9K | 0.00% | 2 |
| BNP Paribas SA | — | FX deriv. | OTHER | United Kingdom | 2 | contracts | $32.6K | 0.00% | 2 |
| Fannie Mae | 31396YGT3 | MBS | USGSE | United States | 301,073 | principal | $32.5K | 0.00% | 2 |
| Asset Backed Securities Corp Home Equity Ln Trst | 04541GQY1 | MBS | CORP | United States | 26,692 | principal | $32.3K | 0.00% | 2 |
| Aegis Asset Backed Securities Trust | 00764MFS1 | MBS | CORP | United States | 31,600 | principal | $31.5K | 0.00% | 2 |
| Carlyle Global Market Strategies | 14311CAA6 | CDO/CLO | CORP | Cayman Islands | 2,900,000 | principal | $30.7K | 0.00% | 2 |
| HarborView Mortgage Loan Trust | 41161UAG7 | MBS | CORP | United States | 35,516 | principal | $30.5K | 0.00% | 2 |
| Countrywide Home Loans | 12669GDX6 | MBS | CORP | United States | 30,059 | principal | $30.1K | 0.00% | 2 |
| Structured Asset Mortgage Investments Inc | 86359LJA8 | MBS | CORP | United States | 31,048 | principal | $30.1K | 0.00% | 2 |
| CIFI HOLDINGS GROUPrestricted | XS3257174089 | Debt | CORP | Cayman Islands | 875,126 | principal | $29.5K | 0.00% | 2 |
| JP Morgan Chase Commercial Mortgage Sec Trust | 46651WAN4 | MBS | CORP | United States | 1,000,000 | principal | $28.4K | 0.00% | 2 |
| Banc of America Alternative Loan Trust | 05950BAS3 | MBS | CORP | United States | 32,204 | principal | $28.3K | 0.00% | 2 |
| TURKIYE GOVERNMENT BOND | TRT190826T19 | Debt | NUSS | Türkiye | 1,300,000 | principal | $28K | 0.00% | 2 |
| Bear Stearns Adjustable Rate Mortgage Trust | 073882AA0 | MBS | CORP | United States | 27,595 | principal | $27.7K | 0.00% | 2 |
| MASTR Asset Backed Securities Trust | 57643LJJ6 | MBS | CORP | United States | 23,592 | principal | $27.6K | 0.00% | 2 |
| Residential Accredit Loans, Inc. | 75116CCP9 | MBS | CORP | United States | 33,679 | principal | $27.5K | 0.00% | 2 |
| Bear Stearns Asset Backed Securities Trust | 073879U97 | MBS | CORP | United States | 26,389 | principal | $26.4K | 0.00% | 2 |
| Banc of America Alternative Loan Trust | 059475AQ6 | MBS | CORP | United States | 231,501 | principal | $26.1K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 9,484,900,000 | OU | $25.8K | 0.00% | 2 |
| Fannie Mae | 3136A7E73 | MBS | USGSE | United States | 372,914 | principal | $25.7K | 0.00% | 2 |
| BONOS DE TESORERIA | PEP01000C5H2 | Debt | NUSS | Peru | 100,000 | principal | $25.6K | 0.00% | 2 |
| Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151EAA1 | MBS | CORP | United States | 29,064 | principal | $25.4K | 0.00% | 2 |
| Structured Asset Mortgage Investments Inc | 86363DAJ0 | MBS | CORP | United States | 662,722 | principal | $24.9K | 0.00% | 2 |
| Residential Funding Mtg Sec I | 76111XZS5 | MBS | CORP | United States | 36,092 | principal | $24.2K | 0.00% | 2 |
| Morgan Stanley Capital I Trust | 61692AAJ1 | MBS | CORP | United States | 453,000 | principal | $23.8K | 0.00% | 2 |
| Morgan Stanley Mortgage Loan Trust | 61749CAA9 | MBS | CORP | United States | 135,735 | principal | $23.2K | 0.00% | 2 |
| Prime Mortgage Trust | 74160MLQ3 | MBS | CORP | United States | 21,903 | principal | $21K | 0.00% | 2 |
| IndyMac INDX Mortgage Loan Trust | 45660LJJ9 | MBS | CORP | United States | 21,410 | principal | $20.6K | 0.00% | 2 |
| BENCHMARK Mortgage Trust | 08162YBK7 | MBS | CORP | United States | 700,000 | principal | $20.2K | 0.00% | 2 |
| Freddie Mac | 3137BY4V9 | MBS | USGSE | United States | 189,508 | principal | $20.1K | 0.00% | 2 |
| Freddie Mac | 31397BA50 | MBS | USGSE | United States | 208,137 | principal | $19.5K | 0.00% | 2 |
| Country Garden Holdings Co Ltd | KYG245241032 | Equity | CORP | Cayman Islands | 866,494 | shares | $18.6K | 0.00% | 1 |
| Government National Mortgage Association | 38375GSY8 | MBS | USGA | United States | 519,458 | principal | $18.4K | 0.00% | 2 |
| Freddie Mac | 3137AVJC2 | MBS | USGSE | United States | 240,057 | principal | $18.3K | 0.00% | 2 |
| Fannie Mae | 31397L6S3 | MBS | USGSE | United States | 285,667 | principal | $18K | 0.00% | 2 |
| WAMU Mortgage Pass-Through Certificates | 939336PC1 | MBS | CORP | United States | 17,257 | principal | $17.1K | 0.00% | 2 |
| Wells Fargo Mortgage Backed Securities Trust | 94985JBP4 | MBS | CORP | United States | 18,289 | principal | $17.1K | 0.00% | 2 |
| First Horizon Alternative Mortgage Securities | 32051GQ57 | MBS | CORP | United States | 24,247 | principal | $17.1K | 0.00% | 2 |
| JPMorgan Chase Bank NA | — | Credit deriv. | OTHER | United States | 500,000 | OU | $17.1K | 0.00% | 2 |
| Mill City Mortgage Trust | 59980YAS4 | MBS | CORP | United States | 62,333,918 | principal | $16.8K | 0.00% | 2 |
| SVB FINANCIAL TRUST | 78500B403 | Preferred | CORP | United States | 167,720 | shares | $16.8K | 0.00% | 2 |
| Wells Fargo Mortgage Backed Securities Trust | 94985JAF7 | MBS | CORP | United States | 17,752 | principal | $16.2K | 0.00% | 2 |
| Countrywide Home Loans | 12669GM24 | MBS | CORP | United States | 15,856 | principal | $15.4K | 0.00% | 2 |
| Banc of America Funding Corporation | 05951VAA7 | MBS | CORP | United States | 13,895 | principal | $13.7K | 0.00% | 2 |
| Countrywide Home Loans | 12669GR37 | MBS | CORP | United States | 27,445 | principal | $13.4K | 0.00% | 2 |
| First Horizon Alternative Mortgage Securities | 32052FAH9 | MBS | CORP | United States | 54,606 | principal | $13.2K | 0.00% | 2 |
| HSBC Bank PLC | — | FX deriv. | OTHER | United States | 1 | contracts | $12.9K | 0.00% | 2 |
| GMAC Mortgage Corporation Loan Trust | 76112BUG3 | MBS | CORP | United States | 14,648 | principal | $12.7K | 0.00% | 2 |
| Banc of America Mortgage Securities | 05950TAA3 | MBS | CORP | United States | 14,108 | principal | $12.7K | 0.00% | 2 |
| XBP Global Holdings Inc | 98400V200 | Equity | CORP | United States | 5,398 | shares | $12.5K | 0.00% | 1 |
| Rockford Tower CLO Ltd | 77341TAC6 | CDO/CLO | CORP | Cayman Islands | 4,966,667 | principal | $12.4K | 0.00% | 2 |
| Rockford Tower CLO Ltd | 77342LAC2 | CDO/CLO | CORP | Cayman Islands | 4,966,667 | principal | $12.4K | 0.00% | 2 |
| Fannie Mae | 3136B5VS1 | MBS | USGSE | United States | 122,696 | principal | $12.2K | 0.00% | 2 |
| Bear Stearns Adjustable Rate Mortgage Trust | 07384MW40 | MBS | CORP | United States | 12,392 | principal | $12.2K | 0.00% | 2 |
| JP Morgan Chase Commercial Mortgage Sec Trust | 46652DAJ4 | MBS | CORP | United States | 4,800,000 | principal | $12.1K | 0.00% | 2 |
| IndyMac INDA Mortgage Loan Trust | 45669AAG9 | MBS | CORP | United States | 13,033 | principal | $11.3K | 0.00% | 2 |
| Societe Generale SA | — | FX deriv. | OTHER | United States | 1 | contracts | $11.2K | 0.00% | 2 |
| Countrywide Home Loans | 126694JX7 | MBS | CORP | United States | 22,397 | principal | $10.9K | 0.00% | 2 |
| JP Morgan Mortgage Trust | 46630GAX3 | MBS | CORP | United States | 11,010 | principal | $10.9K | 0.00% | 2 |
| Wells Fargo Bank NA | — | FX deriv. | OTHER | China | 1 | contracts | $10.7K | 0.00% | 2 |
| Goldman Sachs Bank USA | — | FX deriv. | OTHER | Colombia | 1 | contracts | $10.6K | 0.00% | 2 |
| Government National Mortgage Association | 38378HFV3 | MBS | USGA | United States | 129,134 | principal | $10.5K | 0.00% | 2 |
| Bear Stearns Alt-A Trust | 07386HYF2 | MBS | CORP | United States | 17,656 | principal | $10.2K | 0.00% | 2 |
| Fannie Mae | 31396XUW2 | MBS | USGSE | United States | 167,524 | principal | $10.1K | 0.00% | 2 |
| Impac CMB Trust | 45254NKQ9 | MBS | CORP | United States | 10,092 | principal | $10K | 0.00% | 2 |
| Countrywide Alternative Loan Trust | 12667F4F9 | MBS | CORP | United States | 11,064 | principal | $9.6K | 0.00% | 2 |
| Sequoia Mortgage Trust | 81744MAB8 | MBS | CORP | United States | 61,169 | principal | $9.6K | 0.00% | 2 |
| Standard Chartered Bank | — | FX deriv. | OTHER | United States | 1 | contracts | $9.3K | 0.00% | 2 |
| Bear Stearns Adjustable Rate Mortgage Trust | 07384MW81 | MBS | CORP | United States | 9,498 | principal | $9.2K | 0.00% | 2 |
| KGS-Alpha SBA COOF Trust | 48248JAA7 | ABS | USGA | United States | 434,431 | principal | $9.2K | 0.00% | 3 |
| Bear Stearns Asset Backed Securities Trust | 073879V21 | MBS | CORP | United States | 9,022 | principal | $9K | 0.00% | 2 |
| South Coast Funding | 83743YAB9 | CDO/CLO | CORP | Cayman Islands | 47,526 | principal | $8.7K | 0.00% | 2 |
| Goldman Sachs Bank USA | — | FX deriv. | OTHER | Canada | 1 | contracts | $8.6K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 10,779,900,000 | OU | $8.1K | 0.00% | 2 |
| JPMorgan Chase Bank NA | — | FX deriv. | OTHER | United States | 1 | contracts | $7.8K | 0.00% | 2 |
| Morgan Stanley Capital Inc | 617451EU9 | MBS | CORP | United States | 8,563 | principal | $7.1K | 0.00% | 2 |
| JP Morgan Mortgage Trust | 46628BAG5 | MBS | CORP | United States | 10,107 | principal | $7K | 0.00% | 2 |
| Fannie Mae | 31396WCX2 | MBS | USGSE | United States | 125,219 | principal | $6.8K | 0.00% | 2 |
| Countrywide Home Loans | 126694KN7 | MBS | CORP | United States | 18,500 | principal | $6.6K | 0.00% | 2 |
| BNP Paribas SA | — | FX deriv. | OTHER | United States | 1 | contracts | $6.3K | 0.00% | 2 |
| Countrywide Home Loans | 126694YN2 | MBS | CORP | United States | 6,780 | principal | $6.2K | 0.00% | 2 |
| Freddie Mac | 31396NH41 | MBS | USGSE | United States | 76,762 | principal | $6.2K | 0.00% | 2 |
| Deutsche Bank AG | — | FX deriv. | OTHER | United States | 1 | contracts | $5.9K | 0.00% | 2 |
| HOUT BAY | 442451AB6 | CDO/CLO | CORP | Cayman Islands | 4,870,530 | principal | $5.8K | 0.00% | 2 |
| JPMorgan Chase Bank NA | — | FX deriv. | OTHER | United States | 2 | contracts | $5.7K | 0.00% | 2 |
| BNP Paribas SA | — | FX deriv. | OTHER | United States | 1 | contracts | $5.6K | 0.00% | 2 |
| GSR Mortgage Loan Trust | 36242DPF4 | MBS | CORP | United States | 5,682 | principal | $5.4K | 0.00% | 2 |
| J.P. Morgan Alternative Loan Trust | 466285AK9 | MBS | CORP | United States | 6,658 | principal | $4.8K | 0.00% | 2 |
| REPUBLIC OF PERU | 715638AV4 | Debt | NUSS | Peru | 15,000 | principal | $4.5K | 0.00% | 2 |
| Securitized Asset Backed Receivables LLC Trust | 81375WCT1 | ABS | CORP | United States | 4,795 | principal | $4.4K | 0.00% | 2 |
| Avon Finance | XS2683225663 | MBS | CORP | United Kingdom | 6,447,530 | principal | $4.3K | 0.00% | 2 |
| Project Alpha Intermediate Holding, Inc. | 74339DAN8 | Loan | CORP | United States | 5,664 | principal | $4.1K | 0.00% | 2 |
| First Horizon Mortgage Pass-Through Trust | 32055GAE1 | MBS | CORP | United States | 7,754 | principal | $3.6K | 0.00% | 2 |
| SIERRA HAMILTON HOLDER LLCrestricted | — | Equity | CORP | United States | 30,337,712 | shares | $3K | 0.00% | 3 |
| Wells Fargo Mortgage Backed Securities Trust | 94984MAP9 | MBS | CORP | United States | 2,778 | principal | $2.6K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 5,542,000,000 | OU | $2.6K | 0.00% | 2 |
| Mill City Mortgage Trust | 59980XAS6 | MBS | CORP | United States | 41,846,059 | principal | $2.5K | 0.00% | 2 |
| JP Morgan Mortgage Acquisition Corp | 46629NAC7 | ABS | CORP | United States | 5,160 | principal | $2.3K | 0.00% | 2 |
| Freddie Mac | 31397H6H6 | MBS | USGSE | United States | 33,487 | principal | $2.2K | 0.00% | 2 |
| Marlette Funding Trust | 57109J108 | ABS | CORP | United States | 33,014 | principal | $2.2K | 0.00% | 3 |
| First Horizon Alternative Mortgage Securities | 32051GPZ2 | MBS | CORP | United States | 50,524 | principal | $2.2K | 0.00% | 2 |
| Wells Fargo Mortgage Backed Securities Trust | 94984DAB0 | MBS | CORP | United States | 2,151 | principal | $2.1K | 0.00% | 2 |
| Countrywide Home Loans | 12669GA50 | MBS | CORP | United States | 2,057 | principal | $2K | 0.00% | 2 |
| Bank of America NA | — | Credit deriv. | OTHER | United States | 100,000 | OU | $2K | 0.00% | 2 |
| BNP Paribas SA | — | Credit deriv. | OTHER | France | 100,000 | OU | $2K | 0.00% | 2 |
| Deutsche Bank AG | — | FX deriv. | OTHER | United States | 8 | contracts | $1.8K | 0.00% | 2 |
| BONOS DE TESORERIA | PEP01000C5E9 | Debt | NUSS | Peru | 5,000 | principal | $1.6K | 0.00% | 2 |
| Bank of America NA | — | FX deriv. | OTHER | United States | 1 | contracts | $1.6K | 0.00% | 2 |
| Australia & New Zealand Banking Group Ltd. | — | FX deriv. | OTHER | United States | 1 | contracts | $1.5K | 0.00% | 2 |
| Fannie Mae | 31396X2X1 | MBS | USGSE | United States | 25,862 | principal | $1.4K | 0.00% | 2 |
| Fannie Mae | 3136A2HD8 | MBS | USGSE | United States | 169,288 | principal | $1.4K | 0.00% | 2 |
| REPUBLIC OF PERU | 715638BD3 | Debt | NUSS | Peru | 4,000 | principal | $1.3K | 0.00% | 2 |
| Impac Secured Assets Corp. | 452570AA2 | MBS | CORP | United States | 1,557 | principal | $1.3K | 0.00% | 2 |
| South Coast Funding | 83743YAC7 | CDO/CLO | CORP | Cayman Islands | 10,259,094 | principal | $1K | 0.00% | 2 |
| Option One Mortgage Loan Trust | 68402VAH5 | MBS | CORP | United States | 1,034 | principal | $962 | 0.00% | 2 |
| Fannie Mae | 31396LZ52 | MBS | USGSE | United States | 25,270 | principal | $820 | 0.00% | 2 |
| Marlette Funding Trust | 57108R101 | ABS | CORP | United States | 8,800 | principal | $655 | 0.00% | 3 |
| Societe Generale SA | — | FX deriv. | OTHER | United States | 1 | contracts | $593 | 0.00% | 2 |
| Countrywide Home Loans | 17025JAP8 | MBS | CORP | United States | 1,339 | principal | $592 | 0.00% | 2 |
| HSBC Bank PLC | — | FX deriv. | OTHER | Australia | 1 | contracts | $446 | 0.00% | 2 |
| Regal Trust IV | 758842AA6 | MBS | CORP | United States | 385 | principal | $368 | 0.00% | 2 |
| Societe Generale SA | — | FX deriv. | OTHER | Australia | 1 | contracts | $362 | 0.00% | 2 |
| STEINHOFF CVRrestricted | — | Equity deriv. | OTHER | Netherlands | 299,163,217 | shares | $342 | 0.00% | 3 |
| Fannie Mae | 3136AEFR3 | MBS | USGSE | United States | 31,797 | principal | $339 | 0.00% | 2 |
| REPUBLIC OF PERU | 715638CZ3 | Debt | NUSS | Peru | 1,000 | principal | $286 | 0.00% | 2 |
| South Coast Funding | 83743YAD5 | CDO/CLO | CORP | Cayman Islands | 2,564,774 | principal | $256 | 0.00% | 2 |
| Banco Santander SA | — | FX deriv. | OTHER | United States | 1 | contracts | $236 | 0.00% | 2 |
| Wells Fargo Bank NA | — | FX deriv. | OTHER | United States | 1 | contracts | $225 | 0.00% | 2 |
| HSBC Bank PLC | — | FX deriv. | OTHER | United States | 1 | contracts | $186 | 0.00% | 2 |
| Deutsche Bank AG | — | Credit deriv. | OTHER | United Kingdom | 335,160 | OU | $180 | 0.00% | 3 |
| HOUT BAY | 442451AC4 | CDO/CLO | CORP | Cayman Islands | 1,690,000 | principal | $169 | 0.00% | 2 |
| Adagio CLO | XS1710468239 | CDO/CLO | CORP | Ireland | 1,343,393 | principal | $154 | 0.00% | 3 |
| JPMorgan Chase Bank NA | — | FX deriv. | OTHER | United States | 3 | contracts | $149 | 0.00% | 2 |
| Deutsche Bank AG | — | FX deriv. | OTHER | Indonesia | 1 | contracts | $147 | 0.00% | 2 |
| Countrywide Asset-Backed Certificates | 126670AF5 | ABS | CORP | United States | 136 | principal | $135 | 0.00% | 2 |
| Goldman Sachs Bank USA | — | FX deriv. | OTHER | United States | 1 | contracts | $66 | 0.00% | 2 |
| Australia & New Zealand Banking Group Ltd. | — | FX deriv. | OTHER | Canada | 1 | contracts | $61 | 0.00% | 2 |
| Caesars Entertainment Inc | 12769G100 | Equity | CORP | United States | 2 | shares | $60 | 0.00% | 1 |
| Citibank NA | — | FX deriv. | OTHER | United States | 1 | contracts | $59 | 0.00% | 2 |
| Harvest Funding | XS3317473356 | MBS | CORP | United Kingdom | 28,452,000 | principal | $57 | 0.00% | 2 |
| Towd Point Mortgage Trust | 89177JAQ1 | MBS | CORP | United States | 476,307,685 | principal | $48 | 0.00% | 2 |
| BNP Paribas SA | — | FX deriv. | OTHER | United States | 1 | contracts | $44 | 0.00% | 2 |
| Desarrolladora Homex SAB de CV | MX01HO000007 | Equity | CORP | Mexico | 719,113 | shares | $41 | 0.00% | 3 |
| Freddie Mac | 3137AMLU9 | MBS | USGSE | United States | 1,252 | principal | $4 | 0.00% | 2 |
| Towd Point Mortgage Trustrestricted | 89178BBJ2 | MBS | CORP | United States | 299,200,794 | principal | $30 | 0.00% | 2 |
| ANTHRACITE LTD | 03702YAD2 | MBS | CORP | United States | 2,020,690 | principal | $20 | 0.00% | 2 |
| Countrywide Asset-Backed Certificates | 126684AF6 | MBS | CORP | United States | 3 | principal | $3 | 0.00% | 2 |
| Avon Finance | XS2683327584 | MBS | CORP | United Kingdom | 9,500,000 | principal | $19 | 0.00% | 2 |
| ADLER Group SA | LU2900363131 | Equity | CORP | Luxembourg | 10,224,514 | shares | $12 | 0.00% | 3 |
| CORESTATE CAPITAL HOLDINGrestricted | LU2661932207 | Equity | CORP | Luxembourg | 843,935 | shares | $1 | 0.00% | 3 |
| Mercury Aggregator LP | — | Loan | CORP | United States | 17,814,847 | principal | $0 | 0.00% | 3 |
| Margate Funding Ltd | 56659NAB1 | CDO/CLO | CORP | Cayman Islands | 14,026,000 | principal | $0 | 0.00% | 2 |
| Harvest Funding | XS3317478405 | MBS | CORP | United Kingdom | 61,000 | principal | $0 | 0.00% | 2 |
| Envision Healthcare Corporation | — | Loan | CORP | United States | 0 | principal | $0 | 0.00% | 2 |
| RUSSIAN FEDERATION | RU000A1006S9 | Debt | NUSS | Russia | 600,000 | principal | $0 | 0.00% | 2 |
| WEST MARINE NEW WARRANT | — | Equity deriv. | OTHER | United States | 5,580 | shares | $0 | 0.00% | 3 |
| Flagship Credit Auto Trust | 33844X108 | ABS | CORP | United States | 3,330 | principal | $0 | 0.00% | 3 |
| Marlette Funding Trust | 57109M101 | ABS | CORP | United States | 35,261 | principal | $0 | 0.00% | 3 |
| COREWEAVE FINANCING DDTL V LLC | 21882DAB6 | Loan | CORP | United States | 0 | principal | $0 | 0.00% | 2 |
| iHeartCommunications Inc | 45174UAJ7 | Loan | CORP | United States | 0 | principal | $0 | 0.00% | 2 |
| Marlette Funding Trust | 57109H102 | ABS | CORP | United States | 16,400 | principal | $0 | 0.00% | 3 |
| WHIRLPOOL CORP | 963320BG0 | Debt | CORP | United States | 0 | principal | $0 | 0.00% | 2 |
| OCS Group Holdings Ltd | — | Loan | CORP | United Kingdom | 0 | principal | $0 | 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.