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.
All 717 positions
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| Security | Identifier | Type | Issuer | Country | Balance | Units | Value (USD) | Weight | FV level |
|---|---|---|---|---|---|---|---|---|---|
| Government National Mortgage Association | 36290TMY2 | MBS | USGA | United States | 4,178 | principal | $4.4K | 0.00% | 2 |
| FannieMae Whole Loan | 31393AP68 | MBS | USGSE | United States | 4,397 | principal | $4.4K | 0.00% | 2 |
| Fannie Mae | 31382QK87 | MBS | USGSE | United States | 4,031 | principal | $4.2K | 0.00% | 2 |
| Fannie Mae | 31403FUK8 | MBS | USGSE | United States | 3,937 | principal | $4.1K | 0.00% | 2 |
| Fannie Mae | 31402RCY3 | MBS | USGSE | United States | 3,878 | principal | $4K | 0.00% | 2 |
| The Federal Republic of Nigeria | NGO9G0610265 | Short-term inv. | NUSS | Nigeria | 5,834,000 | principal | $4K | 0.00% | 2 |
| Government National Mortgage Association | 36212UHC8 | MBS | USGA | United States | 3,778 | principal | $3.9K | 0.00% | 2 |
| TITULOS DE TESORERIA | COL17CT03938 | Debt | NUSS | Colombia | 13,700,000 | principal | $3.9K | 0.00% | 2 |
| Freddie Mac | 31283HLG8 | MBS | USGSE | United States | 3,638 | principal | $3.8K | 0.00% | 2 |
| Fannie Mae | 3136B3ZF0 | MBS | USGSE | United States | 44,690 | principal | $3.8K | 0.00% | 2 |
| Fannie Mae | 31400HBK8 | MBS | USGSE | United States | 3,665 | principal | $3.8K | 0.00% | 2 |
| Fannie Mae | 31404KXZ0 | MBS | USGSE | United States | 3,378 | principal | $3.5K | 0.00% | 2 |
| Government National Mortgage Association | 36291MD59 | MBS | USGA | United States | 3,128 | principal | $3.3K | 0.00% | 2 |
| Fannie Mae | 31402CPT3 | MBS | USGSE | United States | 3,042 | principal | $3.2K | 0.00% | 2 |
| Fannie Mae | 3136A5YM2 | MBS | USGSE | United States | 125,316 | principal | $3.1K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 1,902,700,000 | OU | $3.1K | 0.00% | 2 |
| Fannie Mae | 3139213J5 | MBS | USGSE | United States | 2,930 | principal | $3K | 0.00% | 2 |
| Bank of America NA | — | FX deriv. | OTHER | United States | 3 | contracts | $2.9K | 0.00% | 2 |
| Government National Mortgage Association | 36207YF96 | MBS | USGA | United States | 2,899 | principal | $2.9K | 0.00% | 2 |
| Fannie Mae | 31371NPP4 | MBS | USGSE | United States | 2,702 | principal | $2.8K | 0.00% | 2 |
| Fannie Mae | 31404GX97 | MBS | USGSE | United States | 2,622 | principal | $2.7K | 0.00% | 2 |
| Fannie Mae | 31406D7D2 | MBS | USGSE | United States | 2,663 | principal | $2.7K | 0.00% | 2 |
| Banc of America Mortgage Securities | 05949AH86 | MBS | CORP | United States | 2,667 | principal | $2.6K | 0.00% | 2 |
| Government National Mortgage Association | 36210UX65 | MBS | USGA | United States | 2,388 | principal | $2.4K | 0.00% | 2 |
| Intercontinental Exchange, Inc. | — | Credit deriv. | OTHER | United States | 1,300,000 | OU | $2.4K | 0.00% | 2 |
| Fannie Mae | 31371KUW9 | MBS | USGSE | United States | 2,276 | principal | $2.3K | 0.00% | 2 |
| Government National Mortgage Association | 36208EKM4 | MBS | USGA | United States | 2,277 | principal | $2.3K | 0.00% | 2 |
| Government National Mortgage Association | 36208KGR4 | MBS | USGA | United States | 2,152 | principal | $2.2K | 0.00% | 2 |
| JPMorgan Chase Bank NA | — | Credit deriv. | OTHER | United States | 100,000 | OU | $2K | 0.00% | 2 |
| State Street Bank & Trust Co. | — | FX deriv. | OTHER | United States | 1 | contracts | $2K | 0.00% | 2 |
| Fannie Mae | 31371LJQ3 | MBS | USGSE | United States | 1,930 | principal | $2K | 0.00% | 2 |
| Fannie Mae | 31384VUG5 | MBS | USGSE | United States | 1,935 | principal | $2K | 0.00% | 2 |
| Government National Mortgage Association | 36210MU33 | MBS | USGA | United States | 1,906 | principal | $1.9K | 0.00% | 2 |
| Fannie Mae | 31405XGP2 | MBS | USGSE | United States | 1,865 | principal | $1.9K | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 7,571,900,000 | OU | $1.8K | 0.00% | 2 |
| Residential Asset Mortgage Products, INC. | 76112BBS8 | MBS | CORP | United States | 4,047 | principal | $1.8K | 0.00% | 2 |
| Government National Mortgage Association | 36295VKT5 | MBS | USGA | United States | 1,669 | principal | $1.8K | 0.00% | 2 |
| Freddie Mac | 31283HRA5 | MBS | USGSE | United States | 1,583 | principal | $1.7K | 0.00% | 2 |
| Fannie Mae | 31404BQE5 | MBS | USGSE | United States | 1,593 | principal | $1.6K | 0.00% | 2 |
| Fannie Mae | 31391BQC4 | MBS | USGSE | United States | 1,543 | principal | $1.6K | 0.00% | 2 |
| Small Business Administration Participation Certs | 83162CRD7 | ABS | USGA | United States | 1,538 | principal | $1.5K | 0.00% | 2 |
| Fannie Mae | 31402RLW7 | MBS | USGSE | United States | 1,410 | principal | $1.5K | 0.00% | 2 |
| Freddie Mac | 3133TD3W4 | MBS | USGSE | United States | 1,391 | principal | $1.4K | 0.00% | 2 |
| Fannie Mae | 31371KTU5 | MBS | USGSE | United States | 1,333 | principal | $1.4K | 0.00% | 2 |
| Fannie Mae | 31380LGR3 | MBS | USGSE | United States | 1,296 | principal | $1.3K | 0.00% | 2 |
| Freddie Mac | 31287QGJ4 | MBS | USGSE | United States | 1,252 | principal | $1.3K | 0.00% | 2 |
| Freddie Mac | 3128M6N79 | MBS | USGSE | United States | 1,187 | principal | $1.2K | 0.00% | 2 |
| Fannie Mae | 31385C3S0 | MBS | USGSE | United States | 1,199 | principal | $1.2K | 0.00% | 2 |
| Fannie Mae | 31402DL81 | MBS | USGSE | United States | 1,140 | principal | $1.1K | 0.00% | 2 |
| Westmoreland Coal Company | 96106JAE9 | Loan | CORP | United States | 1,963 | principal | $1.1K | 0.00% | 2 |
| Small Business Administration Participation Certs | 83162CRE5 | ABS | USGA | United States | 1,118 | principal | $1.1K | 0.00% | 2 |
| Fannie Mae | 31371JNP5 | MBS | USGSE | United States | 1,053 | principal | $1.1K | 0.00% | 2 |
| Fannie Mae | 31403RAL2 | MBS | USGSE | United States | 1,039 | principal | $1.1K | 0.00% | 2 |
| Government National Mortgage Association | 36208PF37 | MBS | USGA | United States | 1,061 | principal | $1.1K | 0.00% | 2 |
| Government National Mortgage Association | 36213LRA0 | MBS | USGA | United States | 981 | principal | $1K | 0.00% | 2 |
| Fannie Mae | 31371NTK1 | MBS | USGSE | United States | 1,000 | principal | $997 | 0.00% | 2 |
| EQTYWM927 WESTMORELAND MININGrestricted | — | Equity | CORP | United States | 381 | shares | $1K | 0.00% | 3 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 2,044,900,000 | OU | $943 | 0.00% | 2 |
| Fannie Mae | 31383GYT7 | MBS | USGSE | United States | 905 | principal | $937 | 0.00% | 2 |
| Fannie Mae | 31391UW68 | MBS | USGSE | United States | 911 | principal | $933 | 0.00% | 2 |
| Fannie Mae | 31378SNZ6 | MBS | USGSE | United States | 891 | principal | $923 | 0.00% | 2 |
| Freddie Mac | 31294F3Q7 | MBS | USGSE | United States | 843 | principal | $874 | 0.00% | 2 |
| Fannie Mae | 31400Y4F0 | MBS | USGSE | United States | 838 | principal | $868 | 0.00% | 2 |
| XBP Global Holdings Inc | 98400V200 | Equity | CORP | United States | 371 | shares | $861 | 0.00% | 1 |
| FannieMae Whole Loan | 31392JYH6 | MBS | USGSE | United States | 818 | principal | $850 | 0.00% | 2 |
| Fannie Mae | 31388DYD4 | MBS | USGSE | United States | 825 | principal | $843 | 0.00% | 2 |
| Freddie Mac | 31292GRJ7 | MBS | USGSE | United States | 835 | principal | $836 | 0.00% | 2 |
| Fannie Mae | 31371KHV6 | MBS | USGSE | United States | 793 | principal | $808 | 0.00% | 2 |
| Fannie Mae | 31374TD97 | MBS | USGSE | United States | 776 | principal | $781 | 0.00% | 2 |
| JPMorgan Chase Bank NA | — | FX deriv. | OTHER | United States | 1 | contracts | $734 | 0.00% | 2 |
| Fannie Mae | 31387W3V7 | MBS | USGSE | United States | 708 | principal | $726 | 0.00% | 2 |
| Fannie Mae | 3136AAEZ4 | MBS | USGSE | United States | 78,798 | principal | $698 | 0.00% | 2 |
| Fannie Mae | 31400DDD1 | MBS | USGSE | United States | 680 | principal | $696 | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 3,786,000,000 | OU | $695 | 0.00% | 2 |
| Fannie Mae | 31371JUJ1 | MBS | USGSE | United States | 671 | principal | $693 | 0.00% | 2 |
| Fannie Mae | 31371JFZ2 | MBS | USGSE | United States | 659 | principal | $681 | 0.00% | 2 |
| Fannie Mae | 31404BPK2 | MBS | USGSE | United States | 635 | principal | $657 | 0.00% | 2 |
| Fannie Mae | 31384LC51 | MBS | USGSE | United States | 601 | principal | $622 | 0.00% | 2 |
| Fannie Mae | 31403GDV1 | MBS | USGSE | United States | 591 | principal | $612 | 0.00% | 2 |
| Government National Mortgage Association | 36225A3F5 | MBS | USGA | United States | 602 | principal | $607 | 0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 3,786,000,000 | OU | $599 | 0.00% | 2 |
| Fannie Mae | 31387W2T3 | MBS | USGSE | United States | 579 | principal | $586 | 0.00% | 2 |
| Fannie Mae | 31371KCJ8 | MBS | USGSE | United States | 545 | principal | $552 | 0.00% | 2 |
| Government National Mortgage Association | 36208EKS1 | MBS | USGA | United States | 531 | principal | $532 | 0.00% | 2 |
| Fannie Mae | 31359RAQ5 | MBS | USGSE | United States | 532 | principal | $531 | 0.00% | 2 |
| Fannie Mae | 31401NNP0 | MBS | USGSE | United States | 507 | principal | $525 | 0.00% | 2 |
| FannieMae Whole Loan | 31392JAD1 | MBS | USGSE | United States | 488 | principal | $509 | 0.00% | 2 |
| SVB FINANCIAL TRUST | 78500B403 | Preferred | CORP | United States | 5,040 | shares | $504 | 0.00% | 2 |
| Government National Mortgage Association | 36208CKY2 | MBS | USGA | United States | 443 | principal | $445 | 0.00% | 2 |
| Fannie Mae | 31383BP84 | MBS | USGSE | United States | 400 | principal | $414 | 0.00% | 2 |
| Government National Mortgage Association | 36203M3P3 | MBS | USGA | United States | 405 | principal | $407 | 0.00% | 2 |
| Government National Mortgage Association | 36202EWW5 | MBS | USGA | United States | 360 | principal | $361 | 0.00% | 2 |
| Fannie Mae | 31384WL81 | MBS | USGSE | United States | 348 | principal | $354 | 0.00% | 2 |
| Freddie Mac | 3128FJUS5 | MBS | USGSE | United States | 345 | principal | $346 | 0.00% | 2 |
| Fannie Mae | 31403BQS5 | MBS | USGSE | United States | 322 | principal | $334 | 0.00% | 2 |
| Freddie Mac | 31336SNN4 | MBS | USGSE | United States | 326 | principal | $331 | 0.00% | 2 |
| Fannie Mae | 31403AJZ9 | MBS | USGSE | United States | 308 | principal | $320 | 0.00% | 2 |
| Wells Fargo Bank NA | — | FX deriv. | OTHER | XX | 1 | contracts | $309 | 0.00% | 2 |
| Fannie Mae | 31403KE82 | MBS | USGSE | United States | 274 | principal | $283 | 0.00% | 2 |
| Fannie Mae | 31405AKB8 | MBS | USGSE | United States | 259 | principal | $268 | 0.00% | 2 |
| Government National Mortgage Association | 36207FKQ3 | MBS | USGA | United States | 263 | principal | $263 | 0.00% | 2 |
| Goldman Sachs Bank USA | — | FX deriv. | OTHER | Canada | 1 | contracts | $228 | 0.00% | 2 |
| Fannie Mae | 31382SUS8 | MBS | USGSE | United States | 208 | principal | $216 | 0.00% | 2 |
| Fannie Mae | 31380UYG7 | MBS | USGSE | United States | 207 | principal | $214 | 0.00% | 2 |
| Freddie Mac | 31348SLQ5 | MBS | USGSE | United States | 204 | principal | $203 | 0.00% | 2 |
| GSR Mortgage Loan Trust | 36229RJJ9 | MBS | CORP | United States | 169 | principal | $170 | 0.00% | 2 |
| Fannie Mae | 31383HX66 | MBS | USGSE | United States | 155 | principal | $160 | 0.00% | 2 |
| Fannie Mae | 31382W2H4 | MBS | USGSE | United States | 153 | principal | $158 | 0.00% | 2 |
| Government National Mortgage Association | 36210FTJ5 | MBS | USGA | United States | 138 | principal | $140 | 0.00% | 2 |
| Freddie Mac | 3128M6PH5 | MBS | USGSE | United States | 118 | principal | $121 | 0.00% | 2 |
| Freddie Mac | 31335GQE8 | MBS | USGSE | United States | 96 | principal | $97 | 0.00% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 10,000 | OU | $96 | 0.00% | 2 |
| Fannie Mae | 31402JZT7 | MBS | USGSE | United States | 67 | principal | $69 | 0.00% | 2 |
| Government National Mortgage Association | 36206U4D8 | MBS | USGA | United States | 65 | principal | $66 | 0.00% | 2 |
| Freddie Mac | 3128FFEG7 | MBS | USGSE | United States | 64 | principal | $64 | 0.00% | 2 |
| Fannie Mae | 31401MEA5 | MBS | USGSE | United States | 56 | principal | $58 | 0.00% | 2 |
| Freddie Mac | 31292HF33 | MBS | USGSE | United States | 48 | principal | $49 | 0.00% | 2 |
| Westmoreland Mining Holdings LLCrestricted | — | Equity | CORP | United States | 69 | shares | $46 | 0.00% | 3 |
| Fannie Mae | 31378HDV0 | MBS | USGSE | United States | 39 | principal | $39 | 0.00% | 2 |
| Fannie Mae | 31384V7J5 | MBS | USGSE | United States | 33 | principal | $34 | 0.00% | 2 |
| Government National Mortgage Association | 36208DEA9 | MBS | USGA | United States | 21 | principal | $21 | 0.00% | 2 |
| STEINHOFF CVRrestricted | — | Equity deriv. | OTHER | Netherlands | 17,707,907 | shares | $20 | 0.00% | 3 |
| Government National Mortgage Association | 36208HLA2 | MBS | USGA | United States | 19 | principal | $19 | 0.00% | 2 |
| Freddie Mac | 31294EX87 | MBS | USGSE | United States | 17 | principal | $17 | 0.00% | 2 |
| Government National Mortgage Association | 36225AUD0 | MBS | USGA | United States | 10 | principal | $10 | 0.00% | 2 |
| Fannie Mae | 31359PQJ8 | MBS | USGSE | United States | 5 | principal | $5 | 0.00% | 2 |
| ADLER Group SA | LU2900363131 | Equity | CORP | Luxembourg | 906,702 | shares | $1 | 0.00% | 3 |
| Mercury Aggregator LP | — | Loan | CORP | United States | 970,797 | principal | $0 | 0.00% | 3 |
| WHIRLPOOL CORP | 963320BG0 | Debt | CORP | United States | 0 | principal | $0 | 0.00% | 2 |
| COREWEAVE FINANCING DDTL V LLC | 21882DAB6 | Loan | CORP | United States | 0 | principal | $0 | 0.00% | 2 |
| OCS Group Holdings Ltd | — | Loan | CORP | United Kingdom | 0 | principal | $0 | 0.00% | 2 |
| Marlette Funding Trust | 57109H102 | ABS | CORP | United States | 6,816 | principal | $0 | 0.00% | 3 |
| SG Americas Securities LLCshort | — | Repo | CORP | United States | -18,917,730 | principal | $-18.9M | -4.13% | 2 |
| Canadian Imperial Bank of Commerceshort | — | Repo | CORP | United States | -10,834,268 | principal | $-10.8M | -2.37% | 2 |
| BNP Paribas SAshort | — | Repo | CORP | United States | -9,724,774 | principal | $-9.7M | -2.12% | 2 |
| Credit Agricole CIBshort | — | Repo | CORP | United States | -8,645,024 | principal | $-8.6M | -1.89% | 2 |
| Deutsche Bank Securities, Inc.short | — | Repo | CORP | United States | -7,781,186 | principal | $-7.8M | -1.70% | 2 |
| Scotia Capital USA, Inc.short | — | Repo | CORP | United States | -7,655,891 | principal | $-7.7M | -1.67% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 72,900,000 | OU | $-4.5M | -0.97% | 2 |
| Barclays Bank PLCshort | — | Repo | CORP | United States | -4,182,735 | principal | $-4.4M | -0.95% | 2 |
| Citigroup Global Markets, Inc.short | — | Repo | CORP | United States | -3,635,092 | principal | $-3.6M | -0.79% | 2 |
| JPMorgan Securities LLCshort | — | Repo | CORP | United States | -3,076,946 | principal | $-3.1M | -0.67% | 2 |
| F. H. Deacon Hodgsonshort | — | Repo | CORP | United States | -1,985,869 | principal | $-2M | -0.43% | 2 |
| Societe Generale SAshort | — | Repo | CORP | XX | -1,711,764 | principal | $-2M | -0.43% | 2 |
| UMBS, TBAshort | 01F052698 | MBS | USGSE | United States | -1,900,000 | principal | $-1.9M | -0.42% | 2 |
| UMBS, TBAshort | 01F020679 | MBS | USGSE | United States | -1,950,000 | principal | $-1.6M | -0.34% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 44,200,000 | OU | $-1.5M | -0.33% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 77,540,000 | OU | $-1.4M | -0.30% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 2,800,000 | OU | $-1.2M | -0.26% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 2,100,000 | OU | $-922K | -0.20% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 13,700,000 | OU | $-855K | -0.19% | 2 |
| UMBS, TBAshort | 01F060675 | MBS | USGSE | United States | -700,000 | principal | $-716K | -0.16% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 28,200,000 | OU | $-595K | -0.13% | 2 |
| Royal Bank of Canadashort | — | Repo | CORP | United States | -553,601 | principal | $-554K | -0.12% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 8,600,000 | OU | $-526K | -0.11% | 2 |
| UMBS, TBAshort | 01F022675 | MBS | USGSE | United States | -600,000 | principal | $-501K | -0.11% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 7,141,000 | OU | $-458K | -0.10% | 2 |
| State Street Bank & Trust Co. | — | FX deriv. | OTHER | United States | 2 | contracts | $-394K | -0.09% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 4,500,000 | OU | $-392K | -0.09% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 12,380,000 | OU | $-392K | -0.09% | 2 |
| Intercontinental Exchange, Inc. | — | Credit deriv. | OTHER | United States | 2,300,000 | OU | $-379K | -0.08% | 2 |
| TD Securities, Inc.short | — | Repo | CORP | United States | -374,996 | principal | $-375K | -0.08% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 39,700,000 | OU | $-343K | -0.07% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 10,300,000 | OU | $-290K | -0.06% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 2,810,000 | OU | $-230K | -0.05% | 2 |
| UMBS, TBAshort | 01F060683 | MBS | USGSE | United States | -200,000 | principal | $-204K | -0.04% | 2 |
| UMBS, TBAshort | 01F020471 | MBS | USGSE | United States | -200,000 | principal | $-182K | -0.04% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 38,800,000 | OU | $-154K | -0.03% | 2 |
| Bank of America NA | — | FX deriv. | OTHER | United States | 2 | contracts | $-131K | -0.03% | 2 |
| Morgan Stanley Capital Services LLC | — | Credit deriv. | OTHER | United States | 1,160,000 | OU | $-120K | -0.03% | 2 |
| Citibank NA | — | Credit deriv. | OTHER | United States | 1,100,000 | OU | $-114K | -0.02% | 2 |
| Deutsche Bank AG | — | Credit deriv. | OTHER | United Kingdom | 500,000 | OU | $-113K | -0.02% | 2 |
| Banco Santander SA | — | FX deriv. | OTHER | Brazil | 1 | contracts | $-110K | -0.02% | 2 |
| Bank of America NA | — | Credit deriv. | OTHER | United States | 1,800,000 | OU | $-88.9K | -0.02% | 2 |
| Banco Santander SA | — | FX deriv. | OTHER | United States | 1 | contracts | $-65.1K | -0.01% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 3,400,000 | OU | $-56.3K | -0.01% | 2 |
| Citibank NA | — | FX deriv. | OTHER | United States | 2 | contracts | $-52.5K | -0.01% | 2 |
| JPMorgan Chase Bank NA | — | Credit deriv. | OTHER | United States | 200,000 | OU | $-39K | -0.01% | 2 |
| LCH Ltd. | — | Rate deriv. | OTHER | United States | 2,700,000 | OU | $-35.7K | -0.01% | 2 |
| UBS AG | — | FX deriv. | OTHER | United States | 2 | contracts | $-35.5K | -0.01% | 2 |
| Intercontinental Exchange, Inc. | — | Credit deriv. | OTHER | United States | 2,200,000 | OU | $-33.4K | -0.01% | 2 |
| Barclays Bank PLC | — | Credit deriv. | OTHER | United Kingdom | 1,100,000 | OU | $-32.7K | -0.01% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 490,000 | OU | $-29.9K | -0.01% | 2 |
| BNP Paribas SA | — | Credit deriv. | OTHER | France | 260,000 | OU | $-26.9K | -0.01% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 900,000 | OU | $-25.3K | -0.01% | 2 |
| State Street Bank & Trust Co. | — | FX deriv. | OTHER | United States | 1 | contracts | $-24.4K | -0.01% | 2 |
| Barclays Bank PLC | — | Credit deriv. | OTHER | United Kingdom | 200,000 | OU | $-22.7K | -0.00% | 3 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 4,300,000 | OU | $-17.3K | -0.00% | 2 |
| Barclays Bank PLC | — | Credit deriv. | OTHER | United Kingdom | 300,000 | OU | $-14.8K | -0.00% | 2 |
| Barclays Bank PLC | — | FX deriv. | OTHER | South Africa | 2 | contracts | $-14.1K | -0.00% | 2 |
| Barclays Bank PLC | — | FX deriv. | OTHER | United States | 5 | contracts | $-9.9K | -0.00% | 2 |
| Deutsche Bank AG | — | FX deriv. | OTHER | South Africa | 1 | contracts | $-8.8K | -0.00% | 2 |
| Chicago Board of Trade | — | Rate deriv. | OTHER | United States | 35 | contracts | $-8.3K | -0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | Canada | 1,300,000 | OU | $-8.2K | -0.00% | 2 |
| Morgan Stanley Capital Services LLC | — | Credit deriv. | OTHER | United States | 15,100,000 | OU | $-5.3K | -0.00% | 2 |
| Goldman Sachs Bank USA | — | FX deriv. | OTHER | United States | 13 | contracts | $-4.4K | -0.00% | 2 |
| Bank of America NA | — | FX deriv. | OTHER | XX | 1 | contracts | $-3.9K | -0.00% | 2 |
| BNP Paribas SA | — | FX deriv. | OTHER | Brazil | 1 | contracts | $-3.8K | -0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 250,000 | OU | $-3.8K | -0.00% | 2 |
| Morgan Stanley Capital Services LLC | — | Credit deriv. | OTHER | United States | 200,000 | OU | $-2.7K | -0.00% | 2 |
| Goldman Sachs Bank USA | — | FX deriv. | OTHER | United States | 1 | contracts | $-2.2K | -0.00% | 2 |
| HSBC Bank PLC | — | FX deriv. | OTHER | XX | 3 | contracts | $-2.2K | -0.00% | 2 |
| Standard Chartered Bank | — | FX deriv. | OTHER | United States | 1 | contracts | $-1.5K | -0.00% | 2 |
| BNP Paribas SA | — | FX deriv. | OTHER | United States | 1 | contracts | $-1.2K | -0.00% | 2 |
| BNP Paribas SA | — | FX deriv. | OTHER | United States | 2 | contracts | $-1.1K | -0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 200,000 | OU | $-748 | -0.00% | 2 |
| JPMorgan Chase Bank NA | — | FX deriv. | OTHER | Brazil | 1 | contracts | $-745 | -0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 200,000 | OU | $-733 | -0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 200,000 | OU | $-669 | -0.00% | 2 |
| JPMorgan Chase Bank NA | — | FX deriv. | OTHER | United States | 1 | contracts | $-621 | -0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 100,000 | OU | $-391 | -0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 100,000 | OU | $-364 | -0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 100,000 | OU | $-362 | -0.00% | 2 |
| Chicago Mercantile Exchange | — | Rate deriv. | OTHER | United States | 100,000 | OU | $-342 | -0.00% | 2 |
| Wells Fargo Bank NA | — | FX deriv. | OTHER | United States | 1 | contracts | $-308 | -0.00% | 2 |
| Goldman Sachs Bank USA | — | FX deriv. | OTHER | United States | 1 | contracts | $-228 | -0.00% | 2 |
| BNP Paribas SA | — | FX deriv. | OTHER | South Africa | 1 | contracts | $-4 | -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.