Market priceShare price
$4.87
-1.62% ($-0.08)
NAVAsset value per share
$4.31
as of Oct 14, 2026 · Nasdaq NAV symbol
Premium / discountPrice vs. assets
12.99% premium *
Indicative: latest price vs latest reported NAV
Distribution rate (price)Payout rate
9.86%
regular, annualised · on NAV 11.14%
Expense ratioAnnual cost
Not reported
no tagged fee table
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, 6:54 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. 717 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 |
|---|---|---|
| Loans | 8.18% | $37.4M |
| Mortgage-backed | 67.65% | $310M |
| Short-term investment vehicle | 6.56% | $30M |
| Derivative (interest rate) | 4.77% | $21.8M |
| Equity (common) | 3.21% | $14.7M |
| Debt | 23.20% | $106M |
| ABS (other) | 2.65% | $12.1M |
| Equity (preferred) | 1.21% | $5.6M |
| CDO/CLO | 0.12% | $543K |
| Derivative (equity) | 0.02% | $83.3K |
| Repurchase agreement | -17.36% | $-79.5M |
| Derivative (credit) | -0.19% | $-859K |
| Derivative (FX) | -0.01% | $-53K |
Country (top 12)
| Country (top 12) | % net assets | Value |
|---|---|---|
| United States | 81.06% | $371M |
| United Kingdom | 2.70% | $12.3M |
| Luxembourg | 2.67% | $12.2M |
| Colombia | 2.15% | $9.9M |
| Spain | 1.36% | $6.2M |
| Canada | 1.24% | $5.7M |
| Brazil | 1.10% | $5M |
| Argentina | 0.93% | $4.2M |
| Egypt | 0.92% | $4.2M |
| Italy | 0.88% | $4M |
| Nigeria | 0.63% | $2.9M |
| France | 0.51% | $2.3M |
Region
| Region | % net assets | Value |
|---|---|---|
| Developed Europe | 9.42% | $43.1M |
| United States | 81.06% | $371M |
| Latin America | 4.65% | $21.3M |
| Other | 1.25% | $5.7M |
| Canada | 1.24% | $5.7M |
| Middle East | 1.03% | $4.7M |
| Africa | 0.63% | $2.9M |
| Offshore domiciles | 0.37% | $1.7M |
| Emerging Europe | 0.32% | $1.5M |
| Asia ex-Japan | 0.02% | $101K |
Issuer type
| Issuer type | % net assets | Value |
|---|---|---|
| U.S. GSE | 55.46% | $254M |
| Non-U.S. sovereign | 5.83% | $26.7M |
| Other | 5.50% | $25.2M |
| Registered fund | 5.45% | $24.9M |
| U.S. government agency | 3.81% | $17.4M |
| Corporate | 22.58% | $103M |
| Municipal | 1.09% | $5M |
| U.S. Treasury | 0.29% | $1.3M |
Fair-value level
| Fair-value level | % net assets | Value |
|---|---|---|
| Level 2 | 86.99% | $398M |
| Level 1 | 6.91% | $31.6M |
| Level 3 | 6.11% | $28M |
Level 3 = valued with unobservable inputs (typically private or illiquid).
Long / short
| Long / short | % net assets | Value |
|---|---|---|
| N/A | 4.59% | $21M |
| Long | 113.88% | $521M |
| Short | -18.47% | $-84.6M |
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 |
|---|---|---|---|---|---|---|---|---|---|
| Fannie Mae | 3136ASD86 | MBS | USGSE | United States | 1,739,140 | principal | $145K | 0.03% | 2 |
| Freddie Mac | 31392R3H2 | MBS | USGSE | United States | 137,277 | principal | $142K | 0.03% | 2 |
| FHLMC Multifamily Structured Pass Through Certs. | 3137FCLG7 | MBS | USGSE | United States | 5,336,000 | principal | $139K | 0.03% | 2 |
| VOLCAN CIA MINERA SAA-CM | 92863UAD8 | Debt | CORP | Peru | 130,000 | principal | $135K | 0.03% | 2 |
| The Federal Republic of Nigeria | NGO4G2508260 | Short-term inv. | NUSS | Nigeria | 189,100,000 | principal | $133K | 0.03% | 2 |
| Fannie Mae | 31416BL71 | MBS | USGSE | United States | 121,361 | principal | $127K | 0.03% | 2 |
| Freddie Mac | 3133TUKA5 | MBS | USGSE | United States | 122,807 | principal | $126K | 0.03% | 2 |
| FannieMae Grantor Trust | 31392B6T8 | MBS | USGSE | United States | 121,437 | principal | $124K | 0.03% | 2 |
| VIRIDIEN | 12531QAA3 | Debt | CORP | France | 116,000 | principal | $123K | 0.03% | 2 |
| Fannie Mae | 3136AKTL7 | MBS | USGSE | United States | 2,555,596 | principal | $123K | 0.03% | 2 |
| MASTR Adjustable Rate Mortgages Trust | 576433SV9 | MBS | CORP | United States | 135,871 | principal | $122K | 0.03% | 2 |
| Pastor IM FTH/FTA | ES0347862007 | MBS | CORP | Spain | 118,375 | principal | $121K | 0.03% | 2 |
| Fannie Mae | 31392GRW7 | MBS | USGSE | United States | 119,349 | principal | $121K | 0.03% | 2 |
| UBS AG | — | FX deriv. | OTHER | Colombia | 1 | contracts | $115K | 0.03% | 2 |
| FannieMae Whole Loan | 3139216F0 | MBS | USGSE | United States | 114,046 | principal | $114K | 0.02% | 2 |
| FannieMae Whole Loan | 31393AQ34 | MBS | USGSE | United States | 112,513 | principal | $114K | 0.02% | 2 |
| Freddie Mac | 3137F83L5 | MBS | USGSE | United States | 3,896,209 | principal | $113K | 0.02% | 2 |
| Freddie Mac | 3137ARFG6 | MBS | USGSE | United States | 1,274,563 | principal | $113K | 0.02% | 2 |
| FannieMae Grantor Trust | 313920UK4 | MBS | USGSE | United States | 106,819 | principal | $111K | 0.02% | 2 |
| Fannie Mae | 31392BMM5 | MBS | USGSE | United States | 109,114 | principal | $109K | 0.02% | 2 |
| Societe Generale SA | — | FX deriv. | OTHER | XX | 1 | contracts | $109K | 0.02% | 2 |
| Fannie Mae | 31402RDH9 | MBS | USGSE | United States | 105,325 | principal | $108K | 0.02% | 2 |
| VENTURE GLOBAL LNG INC | 92332YAF8 | Debt | CORP | United States | 110,000 | principal | $107K | 0.02% | 2 |
| CORESTATE CAPITAL HOLD | DE000A19SPK4 | Debt | CORP | Luxembourg | 178,259 | principal | $106K | 0.02% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 1,640,000 | OU | $106K | 0.02% | 2 |
| FMC CORP | 302491BA2 | Debt | CORP | United States | 100,000 | principal | $104K | 0.02% | 2 |
| Fannie Mae | 3140H44J0 | MBS | USGSE | United States | 109,687 | principal | $104K | 0.02% | 2 |
| ION PLATFORM FINANCE SAR | XS3194936970 | Debt | CORP | Luxembourg | 100,000 | principal | $103K | 0.02% | 2 |
| QXO BUILDING PRODUCTS | 77583AAB6 | Debt | CORP | United States | 100,000 | principal | $103K | 0.02% | 2 |
| Freddie Mac | 3133TJTN3 | MBS | USGSE | United States | 101,200 | principal | $102K | 0.02% | 2 |
| QXO BUILDING PRODUCTS | 77583AAA8 | Debt | CORP | United States | 100,000 | principal | $102K | 0.02% | 2 |
| DORMAN PRODUCTS INC | 258278AA8 | Debt | CORP | United States | 100,000 | principal | $101K | 0.02% | 2 |
| GAIA PURCHASER INC | 36276MAA0 | Debt | CORP | United States | 100,000 | principal | $101K | 0.02% | 2 |
| AVIS BUDGET CAR/FINANCE | 053773BH9 | Debt | CORP | United States | 100,000 | principal | $101K | 0.02% | 2 |
| TUTOR PERINI CORP | 901109AH1 | Debt | CORP | United States | 100,000 | principal | $101K | 0.02% | 2 |
| IIFL FINANCE LTD | 44964HAB0 | Debt | CORP | India | 100,000 | principal | $101K | 0.02% | 2 |
| IRON MOUNTAIN INC | 46284VAR2 | Debt | OTHER | United States | 100,000 | principal | $101K | 0.02% | 2 |
| GAIA PURCHASER INC | — | Loan | CORP | United States | 100,000 | principal | $100K | 0.02% | 2 |
| FHLMC Structured Pass Through Securities | 31394PPQ0 | MBS | USGSE | United States | 98,891 | principal | $100K | 0.02% | 2 |
| CHARLOTTE BUYER INC | 12568YAJ3 | Loan | CORP | United States | 100,000 | principal | $100K | 0.02% | 2 |
| QXO INC | — | Loan | CORP | United States | 100,000 | principal | $99.9K | 0.02% | 2 |
| United States Treasury | 912797UF2 | Short-term inv. | UST | United States | 100,000 | principal | $99.3K | 0.02% | 2 |
| PBF HOLDING CO LLC | 69318FAN8 | Debt | CORP | United States | 100,000 | principal | $99.1K | 0.02% | 2 |
| Fannie Mae | 31411YFC2 | MBS | USGSE | United States | 98,599 | principal | $98.8K | 0.02% | 2 |
| COREWEAVE INC | 21873SAK4 | Debt | CORP | United States | 100,000 | principal | $98.6K | 0.02% | 2 |
| Wells Fargo Bank NA | — | FX deriv. | OTHER | United States | 1 | contracts | $97.1K | 0.02% | 2 |
| Fannie Mae | 31394BRK2 | MBS | USGSE | United States | 95,817 | principal | $97.1K | 0.02% | 2 |
| Government National Mortgage Association | 21H042679 | MBS | USGA | United States | 100,000 | principal | $96.1K | 0.02% | 2 |
| CORESTATE CAPITAL HOLD | DE000A19YDA9 | Debt | CORP | Luxembourg | 152,793 | principal | $90.8K | 0.02% | 2 |
| Residential Asset Mortgage Products, INC. | 7609856D8 | MBS | CORP | United States | 98,075 | principal | $90.3K | 0.02% | 2 |
| Adjustable Rate Mortgage Trust | 007036JA5 | MBS | CORP | United States | 89,517 | principal | $89.6K | 0.02% | 2 |
| MNSN Holdings Increstricted | 55339C109 | Equity | CORP | United States | 1,054 | shares | $88.5K | 0.02% | 1 |
| MASTR Alternative Loans Trust | 57645DAC6 | MBS | CORP | United States | 178,447 | principal | $88.4K | 0.02% | 2 |
| MAN GLG US CLO 2021-1 Ltd | 56166XAC3 | CDO/CLO | CORP | Cayman Islands | 250,000 | principal | $87K | 0.02% | 2 |
| TITULOS DE TESORERIA | COL17CT03615 | Debt | NUSS | Colombia | 392,100,000 | principal | $87K | 0.02% | 2 |
| Bear Stearns Alt-A Trust | 073873AK7 | MBS | CORP | United States | 196,302 | principal | $86.4K | 0.02% | 2 |
| Fannie Mae | 3136BADX9 | MBS | USGSE | United States | 462,326 | principal | $86.1K | 0.02% | 2 |
| REPUBLIC OF VENEZUELA | 922646AS3 | Debt | NUSS | VE | 171,000 | principal | $84.4K | 0.02% | 2 |
| Newfold Digital Holdings Group Inc. | 65131PAB5 | Loan | CORP | United States | 103,831 | principal | $84.4K | 0.02% | 2 |
| Countrywide Home Loans | 12669FP98 | MBS | CORP | United States | 84,282 | principal | $82.8K | 0.02% | 2 |
| Argentina Republic Government International Bonds | 040114HW3 | Debt | NUSS | Argentina | 107,153 | principal | $82.2K | 0.02% | 2 |
| Fannie Mae | 3136BATP9 | MBS | USGSE | United States | 732,018 | principal | $78.5K | 0.02% | 2 |
| Freddie Mac | 3137FTAM9 | MBS | USGSE | United States | 419,621 | principal | $76.5K | 0.02% | 2 |
| Government National Mortgage Association | 36291GLG9 | MBS | USGA | United States | 72,440 | principal | $75.1K | 0.02% | 2 |
| NEW WINDSTREAM WARRANTS | — | Equity deriv. | OTHER | United States | 6,551 | shares | $75.1K | 0.02% | 3 |
| Countrywide Home Loans | 12669F7M9 | MBS | CORP | United States | 72,521 | principal | $73.9K | 0.02% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 2,510,000 | OU | $73.1K | 0.02% | 2 |
| Fannie Mae | 31410FYL3 | MBS | USGSE | United States | 69,000 | principal | $72.7K | 0.02% | 2 |
| Promotora de Informaciones SA | ES0171743901 | Equity | CORP | Spain | 207,627 | shares | $72.6K | 0.02% | 1 |
| Freddie Mac | 3133TV6U5 | MBS | USGSE | United States | 70,742 | principal | $72.4K | 0.02% | 2 |
| FannieMae Whole Loan | 31394ALN4 | MBS | USGSE | United States | 69,693 | principal | $70.8K | 0.02% | 2 |
| Freddie Mac | 3137F8RG0 | MBS | USGSE | United States | 394,212 | principal | $70.5K | 0.02% | 2 |
| Government National Mortgage Association | 36212HFM7 | MBS | USGA | United States | 65,394 | principal | $67.5K | 0.01% | 2 |
| Credit Suisse Mortgage Trust | 225470YJ6 | MBS | CORP | United States | 731,395 | principal | $67.2K | 0.01% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 3,900,000 | OU | $65.8K | 0.01% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 11,800,000 | OU | $65.5K | 0.01% | 2 |
| Freddie Mac | 3133TU5B0 | MBS | USGSE | United States | 61,390 | principal | $63.3K | 0.01% | 2 |
| FannieMae Grantor Trust | 31392GFN0 | MBS | USGSE | United States | 60,181 | principal | $61.3K | 0.01% | 2 |
| BCAP LLC Trust | 05533FCN9 | MBS | CORP | United States | 73,159 | principal | $60.6K | 0.01% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 3,500,000 | OU | $60.6K | 0.01% | 2 |
| UNITED AIR 2019-1 AA PTT | 90931CAA6 | Debt | CORP | United States | 61,133 | principal | $59.4K | 0.01% | 2 |
| The Federal Republic of Nigeria | NGO8G0109260 | Short-term inv. | NUSS | Nigeria | 83,000,000 | principal | $58.1K | 0.01% | 2 |
| Government National Mortgage Association | 36296R2B2 | MBS | USGA | United States | 55,148 | principal | $57.6K | 0.01% | 2 |
| Fannie Mae | 31418CU85 | MBS | USGSE | United States | 59,062 | principal | $55.7K | 0.01% | 2 |
| ALTICE HOLDINGS 1 | XS3154194339 | Debt | CORP | Luxembourg | 3,582 | principal | $55.3K | 0.01% | 3 |
| Fannie Mae | 3140J6GQ4 | MBS | USGSE | United States | 57,754 | principal | $54.8K | 0.01% | 2 |
| JP Morgan Chase Commercial Mortgage Sec Trust | 46652DAE5 | MBS | CORP | United States | 1,700,000 | principal | $53.5K | 0.01% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 13,000,000 | OU | $52.9K | 0.01% | 2 |
| FannieMae Grantor Trust | 31359SY20 | MBS | USGSE | United States | 50,279 | principal | $51.3K | 0.01% | 2 |
| Government National Mortgage Association | 36296UHH6 | MBS | USGA | United States | 50,502 | principal | $51.2K | 0.01% | 2 |
| FannieMae Whole Loan | 31394ALL8 | MBS | USGSE | United States | 50,375 | principal | $51K | 0.01% | 2 |
| Freddie Mac | 3137FUYG3 | MBS | USGSE | United States | 463,605 | principal | $50.7K | 0.01% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 2,490,000 | OU | $50.1K | 0.01% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 3,200,000 | OU | $50K | 0.01% | 2 |
| Freddie Mac | 3128C6NS4 | MBS | USGSE | United States | 49,323 | principal | $49.3K | 0.01% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | Canada | 2,000,000 | OU | $48.8K | 0.01% | 2 |
| LUXCO3 SHARESrestricted | — | Equity | CORP | France | 2,311 | shares | $46.9K | 0.01% | 1 |
| Freddie Mac | 3128KHM37 | MBS | USGSE | United States | 44,502 | principal | $45.3K | 0.01% | 2 |
| FHLMC Structured Pass Through Securities | 31392MEN8 | MBS | USGSE | United States | 49,055 | principal | $44.9K | 0.01% | 2 |
| EGYPT TREASURY BILL | EGT9980KAQ10 | Short-term inv. | NUSS | Egypt | 2,300,000 | principal | $43.8K | 0.01% | 2 |
| Newfold Digital Holdings Group Inc. | 65131PAD1 | Loan | CORP | United States | 99,730 | principal | $43.2K | 0.01% | 2 |
| Fannie Mae | 3138APGA0 | MBS | USGSE | United States | 43,516 | principal | $43.1K | 0.01% | 2 |
| Government National Mortgage Association | 36200QP24 | MBS | USGA | United States | 41,912 | principal | $43K | 0.01% | 2 |
| The Federal Republic of Nigeria | NGO7G1808268 | Short-term inv. | NUSS | Nigeria | 60,600,000 | principal | $42.7K | 0.01% | 2 |
| Washington Mutual MSC Mortgage Pass-Through CTFS | 939336N66 | MBS | CORP | United States | 41,811 | principal | $42.1K | 0.01% | 2 |
| Fanniemae Strip | 3136FEW32 | MBS | USGSE | United States | 308,239 | principal | $41.2K | 0.01% | 2 |
| Fannie Mae | 31368HLH4 | MBS | USGSE | United States | 37,537 | principal | $38.4K | 0.01% | 2 |
| FannieMae Grantor Trust | 31393X7C5 | MBS | USGSE | United States | 37,690 | principal | $38.4K | 0.01% | 2 |
| Fannie Mae | 313921AG3 | MBS | USGSE | United States | 37,067 | principal | $38.1K | 0.01% | 2 |
| Fannie Mae | 31393TFP6 | MBS | USGSE | United States | 1,815,209 | principal | $38K | 0.01% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 2,130,000 | OU | $37.9K | 0.01% | 2 |
| Fannie Mae | 31403J6K7 | MBS | USGSE | United States | 36,290 | principal | $37.6K | 0.01% | 2 |
| Fannie Mae | 31397MCX3 | MBS | USGSE | United States | 37,210 | principal | $37.4K | 0.01% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 610,000 | OU | $35.1K | 0.01% | 2 |
| Fannie Mae | 3138AEJG9 | MBS | USGSE | United States | 34,983 | principal | $34.6K | 0.01% | 2 |
| Government National Mortgage Association | 3617Y86Q1 | MBS | USGA | United States | 36,133 | principal | $33.9K | 0.01% | 2 |
| Fannie Mae | 31416STN1 | MBS | USGSE | United States | 32,344 | principal | $33.1K | 0.01% | 2 |
| WAMU Mortgage Pass-Through Certificates | 92922FM21 | MBS | CORP | United States | 33,028 | principal | $32.7K | 0.01% | 2 |
| CNTRL PARENT/CDK GLB INC | 15477CAA3 | Debt | CORP | United States | 50,000 | principal | $32.5K | 0.01% | 2 |
| CNT PRNT/CDK GLO II/FIN | 154915AA0 | Debt | CORP | United States | 50,000 | principal | $32.5K | 0.01% | 2 |
| FHLMC Structured Pass Through Securities | 31393LFK4 | MBS | USGSE | United States | 30,417 | principal | $31.9K | 0.01% | 2 |
| Intercontinental Exchange, Inc. | — | Credit deriv. | OTHER | United States | 200,000 | OU | $31.5K | 0.01% | 2 |
| FHLMC Structured Pass Through Securities | 31392W7B0 | MBS | USGSE | United States | 30,699 | principal | $31.3K | 0.01% | 2 |
| Fannie Mae | 31418CRD8 | MBS | USGSE | United States | 32,601 | principal | $31K | 0.01% | 2 |
| Freddie Mac | 31392PKZ7 | MBS | USGSE | United States | 29,802 | principal | $30.8K | 0.01% | 2 |
| Madison Park Funding Ltd | 55820UAC9 | CDO/CLO | CORP | Cayman Islands | 500,000 | principal | $30.5K | 0.01% | 2 |
| Government National Mortgage Association | 36296AF90 | MBS | USGA | United States | 29,325 | principal | $30.4K | 0.01% | 2 |
| COUNTRY GARDEN HLDGSrestricted | XS3261067808 | Debt | CORP | Cayman Islands | 432,662 | principal | $30.3K | 0.01% | 2 |
| Bear Stearns Asset Backed Securities Trust | 073879U97 | MBS | CORP | United States | 29,773 | principal | $29.8K | 0.01% | 2 |
| Ameriquest Mortgage Securities Inc. | 03072SDG7 | MBS | CORP | United States | 39,319 | principal | $29.5K | 0.01% | 2 |
| Freddie Mac | 3137BAGM8 | MBS | USGSE | United States | 412,139 | principal | $28.7K | 0.01% | 2 |
| Fannie Mae | 31407HZQ2 | MBS | USGSE | United States | 27,044 | principal | $28.6K | 0.01% | 2 |
| Golden State Tobacco Securitization Corp | 38122ND82 | Debt | MUN | United States | 30,000 | principal | $27.6K | 0.01% | 2 |
| Adjustable Rate Mortgage Trust | 007036KD7 | MBS | CORP | United States | 28,115 | principal | $27.1K | 0.01% | 2 |
| REPUBLIC OF GHANA | 374422AN3 | Debt | NUSS | GH | 29,841 | principal | $26.8K | 0.01% | 2 |
| Lealand Finance Company BV | XAN5200EAC56 | Loan | CORP | Netherlands | 27,523 | principal | $26.6K | 0.01% | 2 |
| Freddie Mac | 31283HPH2 | MBS | USGSE | United States | 24,144 | principal | $25.5K | 0.01% | 2 |
| The Federal Republic of Nigeria | NGO1G0408261 | Short-term inv. | NUSS | Nigeria | 35,700,000 | principal | $25.3K | 0.01% | 2 |
| Fannie Mae | 31411E5N3 | MBS | USGSE | United States | 23,924 | principal | $25.2K | 0.01% | 2 |
| United States Treasury | 912797UQ8 | Short-term inv. | UST | United States | 25,000 | principal | $25K | 0.01% | 2 |
| Fannie Mae | 31403FBU7 | MBS | USGSE | United States | 23,953 | principal | $24.8K | 0.01% | 2 |
| GSR Mortgage Loan Trust | 36242DPB3 | MBS | CORP | United States | 25,865 | principal | $24.7K | 0.01% | 2 |
| Freddie Mac | 31288LTA9 | MBS | USGSE | United States | 24,592 | principal | $24.6K | 0.01% | 2 |
| State Street Bank & Trust Co. | — | FX deriv. | OTHER | United Kingdom | 1 | contracts | $24.4K | 0.01% | 2 |
| Freddie Mac | 31287NBH0 | MBS | USGSE | United States | 22,930 | principal | $24.3K | 0.01% | 2 |
| OI S.A. | 67117EAG3 | Debt | CORP | Brazil | 2,231,126 | principal | $23.7K | 0.01% | 2 |
| TITULOS DE TESORERIA | COL17CT03813 | Debt | NUSS | Colombia | 98,500,000 | principal | $23.5K | 0.01% | 2 |
| Freddie Mac | 3128MSPW4 | MBS | USGSE | United States | 23,340 | principal | $23.1K | 0.01% | 2 |
| FannieMae Grantor Trust | 31358SR37 | MBS | USGSE | United States | 22,922 | principal | $23K | 0.01% | 2 |
| Conseco Financial Corp | 393505X98 | ABS | CORP | United States | 25,129 | principal | $22.9K | 0.01% | 2 |
| Fannie Mae | 313920XQ8 | MBS | USGSE | United States | 22,370 | principal | $22.8K | 0.00% | 2 |
| Washington Mutual MSC Mortgage Pass-Through CTFS | 939336P80 | MBS | CORP | United States | 22,135 | principal | $22.4K | 0.00% | 2 |
| Bear Stearns Commercial Mortgage Securities Trust | 07388NAH9 | MBS | CORP | United States | 22,146 | principal | $22K | 0.00% | 2 |
| Credit Suisse First Boston Mortgage Securities | 22541SAN8 | MBS | CORP | United States | 21,915 | principal | $22K | 0.00% | 2 |
| FHLMC Structured Pass Through Securities | 31394PPR8 | MBS | USGSE | United States | 21,237 | principal | $21.9K | 0.00% | 2 |
| Intercontinental Exchange, Inc. | — | Credit deriv. | OTHER | United States | 1,200,000 | OU | $21.5K | 0.00% | 2 |
| Goldman Sachs International | — | Credit deriv. | OTHER | United States | 500,000 | OU | $21.3K | 0.00% | 2 |
| Fannie Mae | 31405MP27 | MBS | USGSE | United States | 19,737 | principal | $20.6K | 0.00% | 2 |
| Freddie Mac | 31283NA69 | MBS | USGSE | United States | 20,357 | principal | $20.5K | 0.00% | 2 |
| Freddie Mac | 3128M4CH4 | MBS | USGSE | United States | 19,258 | principal | $20.4K | 0.00% | 2 |
| Barclays Bank PLC | — | Credit deriv. | OTHER | United Kingdom | 1,600,000 | OU | $19.4K | 0.00% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 1,760,000 | OU | $19.1K | 0.00% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 1,300,000 | OU | $18.8K | 0.00% | 2 |
| Bank of America NA | — | Credit deriv. | OTHER | United States | 1,500,000 | OU | $18.2K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 1,000,000 | OU | $18K | 0.00% | 2 |
| Fannie Mae | 31404XR55 | MBS | USGSE | United States | 17,297 | principal | $17.9K | 0.00% | 2 |
| Fannie Mae | 31405D2F3 | MBS | USGSE | United States | 17,273 | principal | $17.9K | 0.00% | 2 |
| Fannie Mae | 31402HUF6 | MBS | USGSE | United States | 17,273 | principal | $17.9K | 0.00% | 2 |
| Fannie Mae | 31412MG44 | MBS | USGSE | United States | 15,808 | principal | $16.8K | 0.00% | 2 |
| Freddie Mac | 31283HAW5 | MBS | USGSE | United States | 16,496 | principal | $16.6K | 0.00% | 2 |
| Fannie Mae | 31371LGJ2 | MBS | USGSE | United States | 16,029 | principal | $16.6K | 0.00% | 2 |
| Small Business Administration Participation Certs | 83162CRK1 | ABS | USGA | United States | 16,475 | principal | $16.4K | 0.00% | 2 |
| Freddie Mac | 31395R6Y9 | MBS | USGSE | United States | 16,233 | principal | $16.3K | 0.00% | 2 |
| FannieMae Grantor Trust | 31392GVR3 | MBS | USGSE | United States | 15,548 | principal | $16.3K | 0.00% | 2 |
| Countrywide Home Loans | 12669GP21 | MBS | CORP | United States | 15,422 | principal | $15.8K | 0.00% | 2 |
| FannieMae Whole Loan | 31393XGU5 | MBS | USGSE | United States | 14,932 | principal | $15.3K | 0.00% | 2 |
| Fannie Mae | 3136A9ZM3 | MBS | USGSE | United States | 189,474 | principal | $14.1K | 0.00% | 2 |
| Fannie Mae | 31393EJT7 | MBS | USGSE | United States | 13,499 | principal | $14.1K | 0.00% | 2 |
| FHLMC Structured Pass Through Securities | 31392MH39 | MBS | USGSE | United States | 13,277 | principal | $14.1K | 0.00% | 2 |
| Deutsche Bank AG | — | FX deriv. | OTHER | Egypt | 1 | contracts | $13.2K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 5,688,700,000 | OU | $13K | 0.00% | 2 |
| Fannie Mae | 3136B7KN0 | MBS | USGSE | United States | 66,205 | principal | $13K | 0.00% | 2 |
| Freddie Mac | 3133TKXF2 | MBS | USGSE | United States | 12,795 | principal | $12.9K | 0.00% | 2 |
| TITULOS DE TESORERIA | COL17CT03490 | Debt | NUSS | Colombia | 55,300,000 | principal | $12.8K | 0.00% | 2 |
| Fannie Mae | 31403BM34 | MBS | USGSE | United States | 11,672 | principal | $12.1K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 1,786,200,000 | OU | $12K | 0.00% | 2 |
| TITULOS DE TESORERIA | COL17CT04035 | Debt | NUSS | Colombia | 41,473,400 | principal | $12K | 0.00% | 2 |
| Fannie Mae | 31400CXV1 | MBS | USGSE | United States | 11,748 | principal | $12K | 0.00% | 2 |
| FannieMae Whole Loan | 31393XGQ4 | MBS | USGSE | United States | 11,505 | principal | $11.8K | 0.00% | 2 |
| Chicago Board of Trade | — | Rate deriv. | OTHER | United States | 18 | contracts | $11.6K | 0.00% | 2 |
| HSBC Bank PLC | — | FX deriv. | OTHER | Egypt | 1 | contracts | $11.6K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 1,786,200,000 | OU | $11.5K | 0.00% | 2 |
| GMAC Mortgage Corporation Loan Trust | 36185N4A5 | MBS | CORP | United States | 12,619 | principal | $11.5K | 0.00% | 2 |
| Barclays Bank PLC | — | FX deriv. | OTHER | Türkiye | 7 | contracts | $11.4K | 0.00% | 2 |
| The Federal Republic of Nigeria | NGO9F2807267 | Short-term inv. | NUSS | Nigeria | 15,701,000 | principal | $11.2K | 0.00% | 2 |
| Freddie Mac | 3133TRE68 | MBS | USGSE | United States | 10,770 | principal | $10.9K | 0.00% | 2 |
| Vendee Mortgage Trust | 911760LY0 | MBS | CORP | United States | 10,909 | principal | $10.9K | 0.00% | 2 |
| Citibank NA | — | Credit deriv. | OTHER | United States | 1,200,000 | OU | $10.9K | 0.00% | 2 |
| Fannie Mae | 31403GW81 | MBS | USGSE | United States | 10,179 | principal | $10.5K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 5,921,700,000 | OU | $10.5K | 0.00% | 2 |
| The Federal Republic of Nigeria | NGO7F1407261 | Short-term inv. | NUSS | Nigeria | 14,585,000 | principal | $10.5K | 0.00% | 2 |
| FannieMae Whole Loan | 31392GVX0 | MBS | USGSE | United States | 10,463 | principal | $10.4K | 0.00% | 2 |
| Fannie Mae | 31387GGF3 | MBS | USGSE | United States | 10,095 | principal | $10.3K | 0.00% | 2 |
| Fannie Mae | 31402RQN2 | MBS | USGSE | United States | 9,985 | principal | $10.1K | 0.00% | 2 |
| FannieMae Grantor Trust | 31392GVS1 | MBS | USGSE | United States | 9,713 | principal | $9.9K | 0.00% | 2 |
| Fannie Mae | 31403H6U9 | MBS | USGSE | United States | 9,524 | principal | $9.9K | 0.00% | 2 |
| Fannie Mae | 31394B5P5 | MBS | USGSE | United States | 9,575 | principal | $9.8K | 0.00% | 2 |
| Fannie Mae | 31403A6D2 | MBS | USGSE | United States | 9,384 | principal | $9.7K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 3,499,700,000 | OU | $9.5K | 0.00% | 2 |
| Fannie Mae | 31402CWF5 | MBS | USGSE | United States | 9,102 | principal | $9.4K | 0.00% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 1,700,000 | OU | $9.4K | 0.00% | 2 |
| Freddie Mac | 3133THB89 | MBS | USGSE | United States | 9,107 | principal | $9.2K | 0.00% | 2 |
| GSMPS Mortgage Loan Trust | 36228FAT3 | MBS | CORP | United States | 8,945 | principal | $8.9K | 0.00% | 2 |
| Government National Mortgage Association | 36291GKV7 | MBS | USGA | United States | 8,137 | principal | $8.5K | 0.00% | 2 |
| Fannie Mae | 31401CRQ8 | MBS | USGSE | United States | 8,155 | principal | $8.4K | 0.00% | 2 |
| Citibank NA | — | FX deriv. | OTHER | Egypt | 1 | contracts | $8.3K | 0.00% | 2 |
| Wells Fargo Bank NA | — | Equity deriv. | OTHER | United States | 210,050 | OU | $8.2K | 0.00% | 2 |
| MASTR Alternative Loans Trust | 576434PB4 | MBS | CORP | United States | 7,755 | principal | $8K | 0.00% | 2 |
| Freddie Mac | 3133TLM62 | MBS | USGSE | United States | 7,861 | principal | $8K | 0.00% | 2 |
| Freddie Mac | 3133TSDK6 | MBS | USGSE | United States | 7,721 | principal | $7.9K | 0.00% | 2 |
| Freddie Mac | 31339DKU1 | MBS | USGSE | United States | 7,580 | principal | $7.8K | 0.00% | 2 |
| Government National Mortgage Association | 36206T6T4 | MBS | USGA | United States | 7,584 | principal | $7.6K | 0.00% | 2 |
| Fannie Mae | 31392AJW9 | MBS | USGSE | United States | 7,236 | principal | $7.4K | 0.00% | 2 |
| Fannie Mae | 31371LCS6 | MBS | USGSE | United States | 6,884 | principal | $7.1K | 0.00% | 2 |
| Fannie Mae | 31402VQ60 | MBS | USGSE | United States | 6,326 | principal | $6.6K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 970,800,000 | OU | $6.2K | 0.00% | 2 |
| Country Garden Holdings Co Ltd | KYG245241032 | Equity | CORP | Cayman Islands | 288,832 | shares | $6.2K | 0.00% | 1 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 5,900,000 | OU | $6.2K | 0.00% | 2 |
| Freddie Mac | 3133TCV70 | MBS | USGSE | United States | 5,837 | principal | $5.9K | 0.00% | 2 |
| Freddie Mac | 3133TAG22 | MBS | USGSE | United States | 5,852 | principal | $5.9K | 0.00% | 2 |
| Fannie Mae | 31393CRH8 | MBS | USGSE | United States | 5,687 | principal | $5.8K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 1,378,500,000 | OU | $5.8K | 0.00% | 2 |
| Intercontinental Exchange, Inc. | — | Credit deriv. | OTHER | United States | 500,000 | OU | $5.8K | 0.00% | 2 |
| REPUBLIC OF GHANA | 374422AL7 | Debt | NUSS | GH | 5,688 | principal | $5.7K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 893,100,000 | OU | $5.6K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 1,339,700,000 | OU | $5.5K | 0.00% | 2 |
| Wells Fargo Bank NA | — | FX deriv. | OTHER | South Africa | 1 | contracts | $5.5K | 0.00% | 2 |
| Fannie Mae | 31402Q7F2 | MBS | USGSE | United States | 5,221 | principal | $5.4K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 897,000,000 | OU | $5.3K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 873,600,000 | OU | $5.3K | 0.00% | 2 |
| Fannie Mae | 31403MRS0 | MBS | USGSE | United States | 4,931 | principal | $5.1K | 0.00% | 2 |
| Fannie Mae | 31405KU58 | MBS | USGSE | United States | 4,821 | principal | $5K | 0.00% | 2 |
| Banco Santander SA | — | FX deriv. | OTHER | United States | 1 | contracts | $5K | 0.00% | 2 |
| Freddie Mac | 3133TNSS4 | MBS | USGSE | United States | 4,725 | principal | $4.9K | 0.00% | 2 |
| Fannie Mae | 31405VAZ0 | MBS | USGSE | United States | 4,590 | principal | $4.8K | 0.00% | 2 |
| Government National Mortgage Association | 36210PTM6 | MBS | USGA | United States | 4,619 | principal | $4.7K | 0.00% | 2 |
| Fannie Mae | 31403CYH8 | MBS | USGSE | United States | 4,517 | principal | $4.7K | 0.00% | 2 |
| Government National Mortgage Association | 36291GGE0 | MBS | USGA | United States | 4,465 | principal | $4.6K | 0.00% | 2 |
| Fannie Mae | 31403UWS6 | MBS | USGSE | United States | 4,471 | principal | $4.6K | 0.00% | 2 |
| Fannie Mae | 3140FPDG1 | MBS | USGSE | United States | 4,672 | principal | $4.4K | 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 | 717 | 100.0% | $458M | full |
| Mar 31, 2026 | May 29, 2026 | 704 | 100.0% | $531M | full |
| Dec 31, 2025 | Mar 2, 2026 | 688 | 100.0% | $527M | full |
Net assets here are calculated from position values ÷ reported weights (median across positions), not a reported figure.
CEF Explorer research page for PIMCO Strategic Income Fund, Inc.. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.