strategicincomefundinc

Schedule of Investments PIMCO Strategic Income Fund, Inc.

March 31, 2023

(Unaudited)


(AMOUNTS IN THOUSANDS*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)
		PRINCIPAL AMOUNT (000s)		MARKET VALUE (000s)
INVESTMENTS IN SECURITIES 280.3% ¤
LOAN PARTICIPATIONS AND ASSIGNMENTS 19.8%
Altar Bidco, Inc. 10.493% due 02/01/2030	$	700	$	620
Diamond Sports Group LLC 12.775% (LIBOR03M + 8.150%) due 05/25/2026 ~		3,121		2,945
Envision Healthcare Corp.
12.701% due 04/29/2027		2,877		2,848
16.326% due 04/28/2028		6,844		5,093
Forbes Energy Services LLC TBD% due 06/30/2023 «		66		0
Gateway Casinos & Entertainment Ltd.
12.803% due 10/15/2027		2,659		2,636
13.073% due 10/18/2027	CAD	580		426
Instant Brands Holdings, Inc. 9.953% (LIBOR03M + 5.000%) due 04/12/2028 ~	$	2,501		995
Intelsat Jackson Holdings SA 9.082% due 02/01/2029		1,240		1,230
Lealand Finance Co. BV 7.840% (LIBOR01M + 3.000%) due 06/28/2024 ~		28		20
Lealand Finance Co. BV (5.840% Cash and 3.000% PIK) 8.840% (LIBOR01M + 1.000%) due 06/30/2025 ~(b)		192		129
Market Bidco Ltd. 9.427% due 11/04/2027	GBP	2,749		3,008
NAC Aviation 29 DAC 6.945% due 06/30/2026	$	453		392
Poseidon Bidco SASU 8.265% (EUR003M + 5.250%) due 07/14/2028 «~	EUR	2,400		2,525
Promotora de Informaciones SA 7.555% (EUR003M + 5.250%) due 12/31/2026 ~		3,792		3,821
Promotora de Informaciones SA (5.305% Cash and 5.000% PIK) 10.305% (EUR003M + 2.970%) due 06/30/2027 ~(b)		547		541
PUG LLC 8.340% (LIBOR01M + 3.500%) due 02/12/2027 ~	$	15		11
Softbank Vision Fund 5.000% due 12/21/2025 «		1,780		1,676
Steenbok Lux Finco 2 SARL 10.000% (LIBOR03M + 10.000%) due 06/30/2023 ~	EUR	4,640		2,224
Steenbok Lux Finco 2 SARL (10.750% PIK) 10.750% (EUR003M) due 06/30/2023 ~(b)		5,008		3,584
Syniverse Holdings, Inc. 11.898% due 05/13/2027	$	3,695		3,290
Team Health Holdings, Inc. 7.590% (LIBOR01M + 2.750%) due 02/06/2024 ~		1,648		1,418
U.S. Renal Care, Inc. 9.875% (LIBOR01M + 5.000%) due 06/26/2026 ~		54		37
Westmoreland Mining Holdings LLC (15.000% PIK) 15.000% due 03/15/2029 (b)		7		5
Windstream Services LLC TBD% - 11.157% due 09/21/2027 «		17		15

Total Loan Participations and Assignments (Cost $50,531)				39,489

CORPORATE BONDS & NOTES 49.1%
BANKING & FINANCE 22.6%
ADLER Group SA 1.875% due 01/14/2026	EUR	200		87
Armor Holdco, Inc. 8.500% due 11/15/2029 (k)	$	2,400		1,956
Banca Monte dei Paschi di Siena SpA
1.875% due 01/09/2026 (k)	EUR	400		373
2.625% due 04/28/2025 (k)		2,100		2,082
3.625% due 09/24/2024		1,300		1,343
7.677% due 01/18/2028 •		400		365
8.000% due 01/22/2030 •		1,304		1,266
8.500% due 09/10/2030 •		400		389
10.500% due 07/23/2029 (k)		1,360		1,432
Banco de Credito del Peru SA 4.650% due 09/17/2024	PEN	400		100
Barclays PLC
2.894% due 11/24/2032 •	$	200		161
7.437% due 11/02/2033 •(k)		800		885

Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.)

March 31, 2023

(Unaudited)


CaixaBank SA 6.208% due 01/18/2029 •		1,200	1,208
Corestate Capital Holding SA
1.375% due 11/28/2049 ^	EUR	700	121
3.500% due 04/15/2023 ^(c)		600	108
Country Garden Holdings Co. Ltd.
5.400% due 05/27/2025	$	1,000	658
6.150% due 09/17/2025		200	129
Credit Suisse AG AT1 Claim ^		600	34
Credit Suisse Group AG
6.373% due 07/15/2026 •(k)		1,500	1,453
6.442% due 08/11/2028 •(k)		3,050	3,033
6.537% due 08/12/2033 •(k)		1,350	1,390
Deutsche Bank AG
3.547% due 09/18/2031 •		300	246
6.720% due 01/18/2029 •(k)		600	596
Essential Properties LP 2.950% due 07/15/2031		100	74
Fairfax India Holdings Corp. 5.000% due 02/26/2028 (k)		2,400	2,103
GLP Capital LP 3.250% due 01/15/2032		100	81
HSBC Holdings PLC
2.804% due 05/24/2032 •		200	163
6.254% due 03/09/2034 •(k)		3,000	3,139
Huarong Finance Co. Ltd.
4.500% due 05/29/2029 (k)		1,800	1,305
4.625% due 06/03/2026		200	168
4.750% due 04/27/2027		200	162
KBC Group NV 5.796% due 01/19/2029 •(k)		500	504
NatWest Group PLC 6.016% due 03/02/2034 •(k)		1,700	1,763
Santander U.K. Group Holdings PLC 6.534% due 01/10/2029 •		3,400	3,460
Societe Generale SA
6.446% due 01/10/2029 •(k)		2,000	2,008
6.691% due 01/10/2034 •(k)		3,500	3,584
SVB Financial Group
1.800% due 02/02/2031 ^(c)		502	287
2.100% due 05/15/2028 ^(c)		100	60
4.000% due 05/15/2026 ^(c)(h)		100	7
4.570% due 04/29/2033 ^(c)		600	349
UniCredit SpA 7.830% due 12/04/2023 (k)		2,240	2,261
Uniti Group LP
6.000% due 01/15/2030		2,738	1,605
10.500% due 02/15/2028		251	244
VICI Properties LP
4.500% due 09/01/2026 (k)		350	330
5.750% due 02/01/2027 (k)		2,000	1,965

			45,037

INDUSTRIALS 22.3%
AA Bond Co. Ltd. 5.500% due 07/31/2050 (k)	GBP	797	897
Air Canada Pass-Through Trust 3.600% due 09/15/2028 (k)	$	1,811	1,678
American Airlines Pass-Through Trust
3.000% due 04/15/2030 (k)		144	128
3.350% due 04/15/2031 (k)		908	813
3.700% due 04/01/2028 (k)		1,382	1,267
Amgen, Inc.
5.750% due 03/02/2063 (k)		600	623
Carvana Co. 10.250% due 05/01/2030		900	513
CDW LLC 3.569% due 12/01/2031 (k)		700	603
CGG SA
7.750% due 04/01/2027 (k)	EUR	416	385
8.750% due 04/01/2027 (k)	$	4,612	3,851
CVS Pass-Through Trust 7.507% due 01/10/2032 (k)		582	628
DTEK Energy BV (3.500% Cash and 4.000% PIK) 7.500% due 12/31/2027 (b)		2,296	679
Exela Intermediate LLC 11.500% due 07/15/2026		48	6
Gazprom PJSC Via Gaz Capital SA 8.625% due 04/28/2034 ^(c)		1,710	1,607
Intelsat Jackson Holdings SA 6.500% due 03/15/2030 (k)		7,256	6,670
Nissan Motor Co. Ltd. 4.810% due 09/17/2030 (k)		6,000	5,437
Noble Corp. PLC (11.000% Cash or 15.000% PIK) 11.000% due 02/15/2028 (b)		54	60

Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.)

March 31, 2023

(Unaudited)


Prime Healthcare Services, Inc. 7.250% due 11/01/2025 (k)		1,164	1,031
Sands China Ltd. 5.900% due 08/08/2028 (k)		767	729
Topaz Solar Farms LLC 4.875% due 09/30/2039		742	613
U.S. Renal Care, Inc. 10.625% due 07/15/2027		4,154	1,097
United Airlines Pass-Through Trust 4.150% due 02/25/2033		75	68
Valaris Ltd. (8.250% Cash or 12.000% PIK)
8.250% due 04/30/2028 (b)(k)		1,960	1,991
8.250% due 04/30/2028 (b)		9	9
Vale SA 3.202% due 12/29/2049 ~(h)	BRL	50,000	3,495
Wesco Aircraft Holdings, Inc. (7.500% Cash and 3.000% PIK) 10.500% due 11/15/2026 (b)(k)	$	10,800	9,612

			44,490

UTILITIES 4.2%
FEL Energy SARL 5.750% due 12/01/2040 (k)		1,201	992
NGD Holdings BV 6.750% due 12/31/2026 (k)		1,479	961
Oi SA 10.000% due 07/27/2025 ^(c)		3,220	253
Pacific Gas & Electric Co.
3.750% due 08/15/2042		100	71
4.000% due 12/01/2046 (k)		200	142
4.200% due 03/01/2029 (k)		1,300	1,190
4.200% due 06/01/2041 (k)		200	158
4.300% due 03/15/2045 (k)		950	716
4.450% due 04/15/2042		220	173
4.750% due 02/15/2044 (k)		1,492	1,200
Peru LNG SRL 5.375% due 03/22/2030 (k)		2,800	2,240
Rio Oil Finance Trust 9.250% due 07/06/2024 (k)		202	205

			8,301

Total Corporate Bonds & Notes (Cost $118,343)			97,828

MUNICIPAL BONDS & NOTES 2.3%
CALIFORNIA 0.9%
Golden State, California Tobacco Securitization Corp. Revenue Bonds, Series 2021
3.000% due 06/01/2046		90	83
3.487% due 06/01/2036		1,000	838
3.850% due 06/01/2050		1,000	905

			1,826

ILLINOIS 0.0%
Illinois State General Obligation Bonds, (BABs), Series 2010 6.725% due 04/01/2035		15	16

PUERTO RICO 0.3%
Commonwealth of Puerto Rico Bonds, Series 2022 0.000% due 11/01/2043		1,092	476

WEST VIRGINIA 1.1%
Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007 0.000% due 06/01/2047 (f)		25,300	2,246

Total Municipal Bonds & Notes (Cost $5,312)			4,564

U.S. GOVERNMENT AGENCIES 153.9%
Fannie Mae
0.000% due 02/25/2052 •(a)(k)		128,718	2,438
0.000% due 08/25/2054 ~(a)(k)		5,035	217
1.150% due 12/25/2042 ~(a)		2,871	75
1.155% due 10/25/2049 ~(a)(k)		6,491	706
1.205% due 02/25/2049 •(a)		73	8
1.255% due 07/25/2050 •(a)(k)		983	108
1.905% due 07/25/2041 •(a)(k)		389	36
2.500% due 12/25/2027 (a)(k)		846	32
3.000% due 06/25/2050 (a)(k)		1,172	234
3.500% due 07/25/2036 (a)(k)		3,310	378
3.500% due 07/25/2042 - 12/25/2049 (a)		404	49
4.000% due 06/25/2050 (a)(k)		631	115
4.135% due 09/01/2028 •		2	2
4.250% due 11/25/2024 (k)		32	31

Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.)

March 31, 2023

(Unaudited)


4.320% due 12/01/2028 •	10	10
4.325% due 11/01/2027 •	7	7
4.500% due 07/25/2040 (k)	385	384
4.525% due 03/01/2032 •	33	32
4.779% due 12/25/2042 ~	16	16
4.841% due 02/25/2042 ~	258	254
5.000% due 07/25/2037 (a)	513	81
5.000% due 01/25/2038 - 07/25/2038 (k)	2,646	2,680
5.159% due 10/25/2042 ~	7	7
5.499% due 10/25/2042 ~	192	197
5.500% due 11/25/2032 - 04/25/2035 (k)	2,763	2,809
5.750% due 06/25/2033	11	12
5.807% due 08/25/2043	818	818
6.000% due 09/25/2031 (k)	77	79
6.000% due 01/25/2044	583	598
6.500% due 06/25/2023 - 11/01/2047	1,832	1,892
6.500% due 09/25/2031 - 03/25/2032 (k)	288	299
6.850% due 12/18/2027	3	3
7.000% due 06/18/2027 - 01/01/2047	485	502
7.000% due 02/25/2035 (k)	49	51
7.000% due 09/25/2041 ~	191	188
7.500% due 11/25/2026 - 06/25/2044	481	492
7.500% due 06/19/2041 ~	60	62
7.982% due 06/19/2041 ~	491	529
8.500% due 06/18/2027 - 06/25/2030	72	73
10.595% due 07/25/2029 •	660	724
Freddie Mac
0.000% due 08/15/2036 - 11/15/2038 ~(a)(k)	12,110	482
0.000% due 11/15/2048 •(a)(k)	5,519	190
1.155% due 04/25/2048 ~(a)(k)	15,884	2,149
1.155% due 11/25/2049 •(a)(k)	12,311	1,588
1.305% due 05/25/2050 •(a)(k)	681	86
2.010% due 11/25/2045 ~(a)	5,336	418
3.000% due 11/25/2050 - 01/25/2051 (a)(k)	9,343	1,451
3.500% due 05/25/2050 (a)	530	107
4.262% due 12/01/2026 •	2	2
4.341% due 07/25/2032 ~	67	65
5.500% due 04/01/2039 - 06/15/2041 (k)	2,235	2,331
6.000% due 12/15/2028 - 03/15/2035 (k)	714	739
6.000% due 04/15/2031 - 02/01/2034	70	71
6.500% due 09/15/2023 - 09/01/2047	1,703	1,790
6.500% due 10/15/2023 - 07/15/2032 (k)	1,268	1,319
6.500% due 09/25/2043 ~	34	35
6.900% due 09/15/2023	5	5
7.000% due 05/15/2023 - 10/25/2043	500	523
7.000% due 01/15/2024 - 06/15/2031 (k)	707	736
7.500% due 05/15/2024 (k)	15	15
7.500% due 12/01/2025 - 02/25/2042	410	420
8.000% due 07/01/2024 - 04/15/2030	52	52
9.995% due 10/25/2029 •	650	695
12.395% due 12/25/2027 •	1,464	1,489
Ginnie Mae
1.289% due 08/20/2049 - 09/20/2049 •(a)(k)	38,611	4,328
1.289% due 09/20/2049 ~(a)(k)	13,728	1,496
1.439% due 06/20/2047 •(a)(k)	5,537	564
6.000% due 04/15/2029 - 12/15/2038	533	548
6.500% due 11/20/2024 - 10/20/2038	199	204
7.000% due 07/15/2025 - 06/15/2026	6	6
7.500% due 06/15/2023 - 03/15/2029	234	234
8.500% due 02/15/2031	6	6
Ginnie Mae, TBA
4.000% due 04/01/2053	12,000	11,377
4.500% due 05/01/2053	100	99
U.S. Small Business Administration
4.625% due 02/01/2025	15	14
5.510% due 11/01/2027	73	73
5.780% due 08/01/2027	4	4
5.820% due 07/01/2027	7	7
Uniform Mortgage-Backed Security
4.000% due 06/01/2047 - 03/01/2048	378	369
4.000% due 09/01/2047 (k)	5,376	5,233
4.500% due 09/01/2023 - 08/01/2041	127	127
6.000% due 12/01/2032 - 09/01/2037	359	373
6.000% due 04/01/2035 - 06/01/2040 (k)	1,608	1,677
6.500% due 09/01/2028 - 02/01/2038	713	746
8.000% due 12/01/2024 - 11/01/2031	66	67
Uniform Mortgage-Backed Security, TBA
6.000% due 04/01/2053 - 05/01/2053	191,700	195,618
6.500% due 04/01/2053 - 05/01/2053	47,400	48,853
Vendee Mortgage Trust
6.500% due 03/15/2029	41	40
6.750% due 02/15/2026 - 06/15/2026	23	24

Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.)

March 31, 2023

(Unaudited)


7.500% due 09/15/2030		810	859

Total U.S. Government Agencies (Cost $322,127)			306,932

NON-AGENCY MORTGAGE-BACKED SECURITIES 28.6%
Adjustable Rate Mortgage Trust
4.642% due 07/25/2035 ~		176	155
4.702% due 08/25/2035 ~		113	108
Ashford Hospitality Trust 6.084% due 04/15/2035 ~		2,200	2,058
Banc of America Mortgage Trust 3.901% due 02/25/2035 ~		4	4
Bancorp Commercial Mortgage Trust 8.434% due 08/15/2032 ~		2,267	2,251
BCAP LLC Trust 5.194% due 07/26/2036 ~		161	133
Bear Stearns ALT-A Trust 3.841% due 08/25/2036 ^~		211	108
Bear Stearns Commercial Mortgage Securities Trust
5.657% due 10/12/2041 ~		143	135
5.758% due 12/11/2040 ~		517	476
Citigroup Commercial Mortgage Trust 5.084% due 12/10/2049 ~		984	452
Citigroup Mortgage Loan Trust 7.000% due 09/25/2033		1	1
Commercial Mortgage Loan Trust 6.210% due 12/10/2049 ~		777	196
Commercial Mortgage Trust 10.685% due 12/15/2038 ~		1,380	1,015
Countrywide Alternative Loan Trust 5.265% due 07/25/2046 ^•		971	806
Countrywide Home Loan Mortgage Pass-Through Trust
4.229% due 08/25/2034 ~		160	146
5.485% due 03/25/2035 •		718	594
6.715% due 03/25/2046 ^•		939	606
Countrywide Home Loan Reperforming REMIC Trust
7.500% due 11/25/2034		236	238
7.500% due 06/25/2035 ^		49	48
Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates 7.000% due 02/25/2034		202	202
Credit Suisse Mortgage Capital Mortgage-Backed Trust 6.500% due 03/25/2036 ^		731	130
Eurosail PLC
5.871% due 09/13/2045 •	GBP	1,582	1,748
6.521% due 09/13/2045 •		1,130	1,231
8.121% due 09/13/2045 ~		960	1,153
Freddie Mac
12.060% due 10/25/2041 •(k)	$	2,800	2,609
12.360% due 11/25/2041 ~(k)		2,800	2,607
GC Pastor Hipotecario 2.816% due 06/21/2046 ~	EUR	800	745
GMAC Mortgage Corp. Loan Trust 3.415% due 08/19/2034 ~	$	17	14
GS Mortgage Securities Corp. 8.228% due 08/15/2039 ~		3,400	3,385
GS Mortgage Securities Corp. Trust 4.599% due 10/10/2032 ~		2,600	2,325
GSAA Home Equity Trust 6.000% due 04/01/2034		402	393
GSMPS Mortgage Loan Trust
7.000% due 06/25/2043		1,345	1,377
7.500% due 06/19/2027 ~		13	12
8.000% due 09/19/2027 ~		297	279
GSR Mortgage Loan Trust
5.175% due 12/25/2034 •		66	56
6.500% due 01/25/2034		4	4
IM Pastor Fondo de Titluzacion Hipotecaria 2.890% due 03/22/2043 ~	EUR	227	188
JP Morgan Chase Commercial Mortgage Securities Trust 11.075% due 11/15/2038 •(k)	$	2,200	1,960
JP Morgan Mortgage Trust
4.168% due 10/25/2036 ^~		716	582
5.500% due 06/25/2037 ^		21	20
LUXE Commercial Mortgage Trust 7.434% due 10/15/2038 •		3,016	2,846
MASTR Adjustable Rate Mortgages Trust 3.924% due 10/25/2034 ~		232	203
MASTR Alternative Loan Trust
6.250% due 07/25/2036		233	139
6.500% due 03/25/2034		469	476
7.000% due 04/25/2034		19	20
MASTR Reperforming Loan Trust
7.000% due 05/25/2035		2,360	1,706
7.500% due 07/25/2035		1,198	893
MFA Trust 3.661% due 01/26/2065 ~		300	244

Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.)

March 31, 2023

(Unaudited)


Morgan Stanley Re-REMIC Trust 3.518% due 12/26/2046 ~		7,097	6,190
NAAC Reperforming Loan REMIC Trust
7.000% due 10/25/2034 ^		509	457
7.500% due 03/25/2034 ^		1,555	1,378
7.500% due 10/25/2034 ^		1,526	1,377
Newgate Funding PLC
4.207% due 12/15/2050 •	EUR	1,209	1,203
4.457% due 12/15/2050 •		1,209	1,156
RBSSP Resecuritization Trust
6.000% due 02/26/2037 ~	$	2,292	1,328
6.250% due 12/26/2036 ~		5,221	1,923
Residential Accredit Loans, Inc. Trust 6.000% due 08/25/2035 ^		797	675
Residential Asset Mortgage Products Trust
8.500% due 10/25/2031		180	183
8.500% due 11/25/2031		638	325
8.500% due 12/25/2031		8	4
Structured Asset Securities Corp. Mortgage Loan Trust 7.500% due 10/25/2036 ^		2,167	1,313
WaMu Mortgage Pass-Through Certificates Trust 3.312% due 05/25/2035 ~		53	51
Washington Mutual Mortgage Pass-Through Certificates Trust
7.000% due 03/25/2034		31	30
7.500% due 04/25/2033		109	110
Wells Fargo Commercial Mortgage Trust 4.928% due 12/15/2039 ~(k)		2,558	2,256

Total Non-Agency Mortgage-Backed Securities (Cost $63,400)			57,036

ASSET-BACKED SECURITIES 8.8%
Access Financial Manufactured Housing Contract Trust 7.650% due 05/15/2023		200	3
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 8.370% due 11/25/2032 ^~		39	1
Bear Stearns Asset-Backed Securities Trust 3.248% due 09/25/2034 •		150	145
Conseco Finance Corp. 6.530% due 02/01/2031 ~		57	49
Conseco Finance Securitizations Corp. 7.960% due 05/01/2031		1,419	442
Countrywide Asset-Backed Certificates Trust
4.394% due 11/25/2034 •(k)		2,297	1,767
5.045% due 06/25/2037 ^•(k)		1,465	1,401
5.105% due 12/25/2036 ^•(k)		2,014	1,814
ECAF Ltd. 4.947% due 06/15/2040		1,345	903
Elmwood CLO Ltd. 0.000% due 04/20/2034 ~		1,213	894
Encore Credit Receivables Trust 5.580% due 07/25/2035 •		576	518
Exeter Automobile Receivables Trust 0.000% due 05/15/2031 «(f)		7	1,916
Flagship Credit Auto Trust 0.000% due 12/15/2025 «(f)		12	844
Madison Park Funding Ltd. 0.000% due 07/27/2047 ~		500	229
Marlette Funding Trust
0.000% due 12/15/2028 «(f)		6	324
0.000% due 04/16/2029 «(f)		10	596
0.000% due 07/16/2029 «(f)		7	523
National Collegiate Commutation Trust 0.000% due 03/25/2038 •		10,400	3,161
Oakwood Mortgage Investors, Inc. 4.914% due 06/15/2032 ~		1	1
SMB Private Education Loan Trust
0.000% due 10/15/2048 «(f)		5	1,393
0.000% due 02/16/2055 «(f)		0	595

Total Asset-Backed Securities (Cost $37,492)			17,519

SOVEREIGN ISSUES 1.3%
Argentina Government International Bond
0.500% due 07/09/2030 þ		515	130
1.000% due 07/09/2029		269	75
1.500% due 07/09/2035 þ		904	219
1.500% due 07/09/2046 þ		115	31
3.500% due 07/09/2041 þ(k)		1,880	528
3.875% due 01/09/2038 þ(k)		4,388	1,369
Ghana Government International Bond
6.375% due 02/11/2027 ^(c)		323	117
7.875% due 02/11/2035 ^(c)(k)		388	136
Venezuela Government International Bond
8.250% due 10/13/2024 ^(c)		13	2

Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.)

March 31, 2023

(Unaudited)


9.250% due 09/15/2027 ^(c)	171	18

Total Sovereign Issues (Cost $5,069)		2,625

	SHARES
COMMON STOCKS 4.9%
COMMUNICATION SERVICES 0.2%
Clear Channel Outdoor Holdings, Inc. (d)	291,816	350

CONSUMER DISCRETIONARY 0.3%
iHeartMedia, Inc. 'A' (d)	68,102	265
iHeartMedia, Inc. 'B' «(d)	52,880	186
Promotora de Informaciones SA (d)	207,627	82

		533

ENERGY 0.0%
Axis Energy Services 'A' «(d)(i)	422	14

FINANCIALS 1.5%
Banca Monte dei Paschi di Siena SpA (d)	323,500	704
Intelsat Emergence SA «(d)(i)	98,667	2,417

		3,121

INDUSTRIALS 2.9%
Neiman Marcus Group Ltd. LLC «(d)(i)	32,851	5,076
Syniverse Holdings, Inc. «(i)	787,403	742
Westmoreland Mining Holdings «(d)(i)	70	0

		5,818

Total Common Stocks (Cost $12,937)		9,836

RIGHTS 0.0%
FINANCIALS 0.0%
Intelsat Jackson Holdings SA «(d)	10,583	66

Total Rights (Cost $0)		66

WARRANTS 0.2%
FINANCIALS 0.0%
Intelsat Emergence SA - Exp. 02/17/2027 «	711	2
Intelsat Jackson Holdings SA-Exp. 12/05/2025 «	10,308	72

		74

INFORMATION TECHNOLOGY 0.2%
Windstream Holdings LLC - Exp. 9/21/2055 «	28,052	380

Total Warrants (Cost $2,791)		454

PREFERRED SECURITIES 3.6%
FINANCIALS 3.6%
Capital Farm Credit ACA 5.000% due 03/15/2026 •(h)	1,300,000	1,200
Charles Schwab Corp. 4.000% due 12/01/2030 •(h)	100,000	79
Farm Credit Bank of Texas 5.700% due 09/15/2025 •(h)	1,000,000	862
Stichting AK Rabobank Certificaten 6.500% due 12/29/2049 þ(h)	4,760,000	4,985
SVB Financial Group 4.700% due 11/15/2031 ^(c)(h)	26,000	2

Total Preferred Securities (Cost $9,105)		7,128

REAL ESTATE INVESTMENT TRUSTS 0.7%
REAL ESTATE 0.7%
CBL & Associates Properties, Inc.	2,011	52
Uniti Group, Inc.	54,523	194
VICI Properties, Inc.	33,427	1,090

Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.)

March 31, 2023

(Unaudited)


Total Real Estate Investment Trusts (Cost $850)				1,336

		PRINCIPAL AMOUNT (000s)
SHORT-TERM INSTRUMENTS 7.1%
REPURCHASE AGREEMENTS (j) 5.7%				11,381

ARGENTINA TREASURY BILLS 0.0%
8.517% due 09/18/2023 (f)(g)	ARS	23,921		57

U.S. TREASURY BILLS 1.4%
4.653% due 04/06/2023 - 05/25/2023 (e)(f)	$	2,749		2,745

Total Short-Term Instruments (Cost $14,192)				14,183

Total Investments in Securities (Cost $642,149)				558,996

Total Investments 280.3% (Cost $642,149)			$	558,996
Financial Derivative Instruments (l)(m) (0.4)%(Cost or Premiums, net $9,430)				(731)
Other Assets and Liabilities, net (179.9)%				(358,844)

Net Assets 100.0%			$	199,421

Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.)

March 31, 2023

(Unaudited)



NOTES TO SCHEDULE OF INVESTMENTS:

* A zero balance may reflect actual amounts rounding to less than one thousand.

¤	The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.
^	Security is in default.
«	Security valued using significant unobservable inputs (Level 3).
~	Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.
•	Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.
þ	Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.
(a)	Security is an Interest Only ("IO") or IO Strip.
(b)	Payment in-kind security.
(c)	Security is not accruing income as of the date of this report.
(d)	Security did not produce income within the last twelve months.
(e)	Coupon represents a weighted average yield to maturity.
(f)	Zero coupon security.
(g)	Coupon represents a yield to maturity.
(h)	Perpetual maturity; date shown, if applicable, represents next contractual call date.
(i)	RESTRICTED SECURITIES:
Issuer Description										Acquisition Date					Cost									Market Value							Market Value as Percentage of Net Assets

Axis Energy Services 'A'										07/01/2021			$		6						$			14							0.01			%
Intelsat Emergence SA										06/19/2017 - 02/23/2022					6,775									2,417							1.21
Neiman Marcus Group Ltd. LLC										09/25/2020					1,058									5,076							2.55
Syniverse Holdings, Inc.										05/12/2022 - 11/30/2022					773									742							0.37
Westmoreland Mining Holdings										03/26/2019					0									0							0.00

												$		8,612						$			8,249							4.14%

BORROWINGS AND OTHER FINANCING TRANSACTIONS
(j)	REPURCHASE AGREEMENTS:
Counterparty		Lending Rate	Settlement Date	Maturity Date			Principal Amount	Collateralized By										Collateral (Received)							Repurchase Agreements, at Value							Repurchase Agreement Proceeds to be Received(1)

FICC		2.200%	03/31/2023	04/03/2023	$		481	U.S. Treasury Notes 2.250% due 11/15/2025									$		(490)			$				481			$				481
RCY		4.920	03/31/2023	04/03/2023			10,900	U.S. Treasury Notes 0.625% due 05/15/2030											(11,175)							10,900							10,904

Total Repurchase Agreements																	$		(11,665)			$				11,381			$				11,385

REVERSE REPURCHASE AGREEMENTS:
Counterparty						Borrowing Rate(2)			Settlement Date		Maturity Date								Amount Borrowed(2)									Payable for Reverse Repurchase Agreements

BOM						5.300%			03/23/2023		06/01/2023					$			(1,044)								$	(1,046)
BOS						5.100			01/10/2023		04/12/2023								(2,821)									(2,854)
BPS						5.470			03/09/2023		07/07/2023								(5,794)									(5,815)
						5.500			03/10/2023		07/11/2023								(8,171)									(8,199)
						5.500			03/14/2023		07/14/2023								(9,256)									(9,283)
						5.550			03/01/2023		07/31/2023								(4,072)									(4,091)
						5.970			03/09/2023		07/07/2023								(3,939)									(3,955)
						6.270			03/09/2023		07/07/2023								(3,333)									(3,346)
BRC						6.270			01/06/2023		06/06/2023								(1,417)									(1,438)
BYR						5.300			03/30/2023		09/27/2023								(508)									(508)
						5.520			03/17/2023		09/08/2023								(5,668)									(5,682)
						5.540			03/23/2023		09/20/2023								(679)									(680)
CEW						4.400			02/20/2023		TBD(3)					GBP			(651)									(807)
CIB						5.390			01/17/2023		07/17/2023					$			(786)									(795)
IND						5.070			12/05/2022		04/03/2023								(391)									(397)
						5.370			04/03/2023		08/03/2023								(448)									(448)

Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.)

March 31, 2023

(Unaudited)


JML			2.500		09/14/2022					TBD(3)							EUR			(767)										(840)
			3.050		09/14/2022					TBD(3)										(1,896)										(2,076)
			5.250		03/24/2023					05/05/2023							$			(1,903)										(1,906)
JPS			5.690		01/03/2023					04/03/2023										(1,774)										(1,799)
			6.050		04/03/2023					10/02/2023										(1,770)										(1,770)
MEI			2.700		01/06/2023					04/06/2023							EUR			(320)										(349)
RCY			4.770		01/17/2023					04/17/2023							$			(1,611)										(1,627)
			5.000		02/27/2023					05/26/2023										(6,013)										(6,042)
			5.400		01/17/2023					07/17/2023										(2,399)										(2,427)
			5.600		02/14/2023					08/14/2023										(1,674)										(1,687)
			5.660		02/17/2023					09/18/2023										(1,580)										(1,591)
RDR			5.480		03/30/2023					05/30/2023										(3,359)										(3,361)
SAL			4.890		03/13/2023					04/13/2023										(7,133)										(7,154)
			5.100		02/15/2023					05/16/2023										(1,511)										(1,521)
SCX			4.530		10/07/2022					04/06/2023										(3,191)										(3,263)
			4.530		03/03/2023					04/06/2023										(1,826)										(1,833)
			5.000		03/08/2023					04/10/2023										(2,613)										(2,623)
SOG			4.900		10/12/2022					04/12/2023										(1,629)										(1,667)
			5.000		03/24/2023					TBD(3)										(401)										(402)
			5.070		03/24/2023					TBD(3)										(228)										(228)
			5.520		02/02/2023					08/02/2023										(623)										(629)
			5.540		02/06/2023					08/03/2023										(893)										(900)
TDM			4.970		03/24/2023					TBD(3)										(1,587)										(1,590)
			4.990		03/24/2023					TBD(3)										(3,212)										(3,216)
			5.310		03/28/2023					06/28/2023										(9,696)										(9,704)
ULO			3.300		02/22/2023					05/22/2023							EUR			(4,395)										(4,784)
			5.260		01/19/2023					04/19/2023							$			(502)										(507)
			5.630		01/09/2023					06/08/2023										(1,369)										(1,387)

Total Reverse Repurchase Agreements																												$		(116,227)

SHORT SALES:
Description								Coupon			Maturity Date					Principal Amount									Proceeds							Payable for Short Sales

U.S. Government Agencies (1.2)%
Uniform Mortgage-Backed Security, TBA								2.000%			04/01/2038				$			300					$			(266)					$				(271)
Uniform Mortgage-Backed Security, TBA								2.000			05/01/2053							1,950								(1,609)									(1,614)
Uniform Mortgage-Backed Security, TBA								2.500			04/01/2053							600								(510)									(517)

Total Short Sales (1.2)%																							$			(2,385)					$				(2,402)

(k)	Securities with an aggregate market value of $132,478 and cash of $735 have been pledged as collateral under the terms of master agreements as of March 31, 2023.
(1)	Includes accrued interest.
(2)	The average amount of borrowings outstanding during the period ended March 31, 2023 was $(130,187) at a weighted average interest rate of 3.227%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period.
(3)	Open maturity reverse repurchase agreement.
(l)	FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED
FUTURES CONTRACTS:
SHORT FUTURES CONTRACTS
									Variation Margin
Description		Expiration Month		# of Contracts			Notional Amount							Unrealized Appreciation/ (Depreciation)										Asset										Liability

3-Month SOFR Active Contract December Futures		03/2024		10		$	(2,393)					$		40							$			0					$					0
3-Month SOFR Active Contract December Futures		03/2025		4			(969)							9										0										(1)
3-Month SOFR Active Contract December Futures		03/2026		5			(1,213)							10										0										(1)
3-Month SOFR Active Contract June Futures		09/2024		6			(1,447)							17										0										(1)
3-Month SOFR Active Contract June Futures		09/2025		4			(970)							8										0										(1)
3-Month SOFR Active Contract March Futures		06/2024		7			(1,682)							24										0										(1)
3-Month SOFR Active Contract March Futures		06/2025		4			(970)							8										0										0
3-Month SOFR Active Contract March Futures		06/2026		4			(971)							8										0										(1)
3-Month SOFR Active Contract September Futures		12/2024		6			(1,451)							15										0										(1)
3-Month SOFR Active Contract September Futures		12/2025		4			(970)							8										0										(1)

Total Futures Contracts										$			147						$			0					$						(8)

Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.)

March 31, 2023

(Unaudited)


SWAP AGREEMENTS:
INTEREST RATE SWAPS
											Variation Margin
Pay/ Receive Floating Rate	Floating Rate Index	Fixed Rate	Payment Frequency	Maturity Date		Notional Amount				Premiums Paid/ (Received)				Unrealized Appreciation/ (Depreciation)				Market Value				Asset				Liability

Receive	1-Day GBP-SONIO Compounded-OIS	0.750%	Annual	09/21/2052	GBP	5,900		$		680		$		2,789		$		3,469		$		38		$		0
Receive(1)	1-Day USD-SOFR Compounded-OIS	2.450	Annual	12/20/2024	$	8,800				(1)				109				108				0				(7)
Receive(1)	1-Day USD-SOFR Compounded-OIS	2.350	Annual	01/17/2025		4,400				0				54				54				0				(4)
Receive(1)	1-Day USD-SOFR Compounded-OIS	2.300	Annual	01/17/2026		700				0				13				13				0				(1)
Pay	1-Day USD-SOFR Compounded-OIS	1.000	Annual	06/15/2027		11,200				(763)				(516)				(1,279)				25				0
Pay	1-Day USD-SOFR Compounded-OIS	1.750	Annual	06/15/2027		28,200				(1,308)				(922)				(2,230)				66				0
Receive	1-Day USD-SOFR Compounded-OIS	2.000	Annual	12/21/2027		47,200				3,512				(328)				3,184				0				(117)
Pay	1-Day USD-SOFR Compounded-OIS	1.000	Annual	06/15/2029		2,810				(113)				(296)				(409)				9				0
Pay	1-Day USD-SOFR Compounded-OIS	1.750	Annual	06/15/2029		73,390				(5,265)				(1,924)				(7,189)				236				0
Pay	1-Day USD-SOFR Compounded-OIS	2.000	Annual	12/21/2029		13,700				(1,410)				280				(1,130)				48				0
Receive	1-Day USD-SOFR Compounded-OIS	1.250	Annual	06/15/2032		112,370				8,956				10,330				19,286				0				(427)
Receive	1-Day USD-SOFR Compounded-OIS	1.750	Annual	06/15/2032		46,980				1,980				3,995				5,975				0				(211)
Pay	1-Day USD-SOFR Compounded-OIS	1.750	Annual	06/15/2032		880				(39)				(73)				(112)				4				0
Pay	1-Day USD-SOFR Compounded-OIS	2.000	Annual	12/21/2032		12,400				(1,625)				303				(1,322)				60				0
Pay(1)	1-Day USD-SOFR Compounded-OIS	3.000	Annual	06/21/2033		3,695				(52)				7				(45)				20				0
Pay	1-Day USD-SOFR Compounded-OIS	1.500	Annual	06/15/2052		2,800				(106)				(718)				(824)				27				0
Receive	1-Day USD-SOFR Compounded-OIS	1.750	Annual	06/15/2052		6,900				1,128				562				1,690				0				(69)
Receive	1-Year BRL-CDI	11.788	Maturity	01/04/2027	BRL	40,300				0				83				83				0				(1)
Pay	1-Year BRL-CDI	12.015	Maturity	01/04/2027		39,700				0				(49)				(49)				1				0
Pay	3-Month CAD-Bank Bill	3.300	Semi-Annual	06/19/2024	CAD	11,200				624				(792)				(168)				0				(2)
Receive	3-Month CAD-Bank Bill	3.500	Semi-Annual	06/20/2044		1,300				(183)				189				6				0				(1)
Receive	3-Month USD-LIBOR	1.000	Semi-Annual	06/17/2023	$	3,400				(76)				104				28				1				0
Receive	3-Month USD-LIBOR	0.500	Semi-Annual	12/15/2023		85,300				(3)				2,798				2,795				32				0
Receive	3-Month USD-LIBOR	3.000	Semi-Annual	06/19/2024		32,500				(1,241)				1,730				489				1				0
Receive	3-Month USD-LIBOR	1.500	Semi-Annual	12/18/2024		14,000				46				612				658				0				(6)
Receive	3-Month USD-LIBOR	2.000	Semi-Annual	06/20/2025		8,400				399				(34)				365				0				(9)
Receive	3-Month USD-LIBOR	1.350	Semi-Annual	01/20/2027		3,200				0				298				298				0				(8)
Receive	3-Month USD-LIBOR	1.360	Semi-Annual	02/15/2027		2,130				0				195				195				0				(5)
Receive	3-Month USD-LIBOR	1.450	Semi-Annual	02/17/2027		3,500				0				308				308				0				(9)
Receive	3-Month USD-LIBOR	1.420	Semi-Annual	02/24/2027		1,000				0				89				89				0				(3)
Pay	3-Month USD-LIBOR	1.650	Semi-Annual	02/24/2027		3,400				(12)				(261)				(273)				8				0
Receive	3-Month USD-LIBOR	1.420	Semi-Annual	08/17/2028		3,800				0				421				421				0				(11)
Receive	3-Month USD-LIBOR	1.370	Semi-Annual	08/25/2028		11,363				0				1,282				1,282				0				(32)
Pay	3-Month USD-LIBOR	1.500	Semi-Annual	12/15/2028		7,141				126				(877)				(751)				21				0
Receive	3-Month USD-LIBOR	1.500	Semi-Annual	01/12/2029		2,365				0				274				274				0				(7)
Pay	3-Month USD-LIBOR	1.700	Semi-Annual	01/12/2029		8,600				(33)				(872)				(905)				27				0
Pay	3-Month USD-LIBOR	3.000	Semi-Annual	06/19/2029		44,200				3,508				(4,599)				(1,091)				150				0
Pay	3-Month USD-LIBOR	1.500	Semi-Annual	12/18/2029		4,500				(68)				(467)				(535)				15				0
Receive	3-Month USD-LIBOR	1.000	Semi-Annual	12/16/2030		4,805				28				779				807				0				(19)
Receive	3-Month USD-LIBOR	1.750	Semi-Annual	12/15/2031		12,200				(187)				1,736				1,549				0				(53)
Receive	3-Month USD-LIBOR	2.000	Semi-Annual	01/15/2050		4,400				(32)				1,082				1,050				0				(43)
Receive	3-Month USD-LIBOR	1.750	Semi-Annual	01/22/2050		4,100				(9)				1,172				1,163				0				(39)
Receive	3-Month USD-LIBOR	1.875	Semi-Annual	02/07/2050		1,400				(5)				369				364				0				(14)
Receive	3-Month USD-LIBOR	1.250	Semi-Annual	12/16/2050		5,700				576				1,540				2,116				0				(49)
Receive	3-Month USD-LIBOR	1.450	Semi-Annual	04/07/2051		3,500				0				1,192				1,192				0				(32)
Pay	3-Month USD-LIBOR	1.650	Semi-Annual	04/08/2051		2,100				0				(636)				(636)				20				0
Receive	6-Month EUR-EURIBOR	0.260	Annual	09/06/2024	EUR	15,100				2				764				766				27				0
Receive	6-Month EUR-EURIBOR	0.500	Annual	09/21/2052		3,500				303				1,235				1,538				0				(5)
Receive(1)	6-Month EUR-EURIBOR	0.830	Annual	12/09/2052		3,700				23				140				163				1				0

Total Swap Agreements							$		9,360		$		23,470		$		32,830		$		837		$		(1,184)

Cash of $6,731 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2023.

Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.)

March 31, 2023

(Unaudited)


(1)	This instrument has a forward starting effective date.
(m)	FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER
FORWARD FOREIGN CURRENCY CONTRACTS:
															Unrealized Appreciation/(Depreciation)
Counterparty			Settlement Month				Currency to be Delivered					Currency to be Received											Asset													Liability

BOA			04/2023		EUR		10,957				$	11,730								$			0										$			(153)
			05/2023		PEN		1,801					470											0													(8)
BPS			04/2023		EUR		162					173											0													(3)
			04/2023		$		469				EUR	431											0													(1)
			04/2023				189				MXN	3,442											1													0
			06/2023		MXN		3,491				$	189											0													(1)
CBK			04/2023		BRL		7,165					1,381											0													(32)
			04/2023		GBP		1,696					2,046											0													(47)
			04/2023		$		1,410				BRL	7,165											3													0
			04/2023				209				PEN	825											10													0
			05/2023		PEN		705				$	177											0													(9)
			08/2023				562					144											0													(4)
DUB			04/2023		BRL		2,713					534											0													(1)
			04/2023		$		509				BRL	2,713											26													0
			04/2023				137				EUR	129											3													0
			07/2023		BRL		2,757				$	509											0													(26)
GLM			04/2023				4,474					881											0													(2)
			04/2023		MXN		766					38											0													(4)
			04/2023		$		825				BRL	4,474											58													0
			05/2023				492				PEN	1,959											27													0
			05/2023		ZAR		295				$	18											1													0
MBC			04/2023		EUR		289					307											0													(7)
			04/2023		$		1,390				EUR	1,294											14													0
MYI			04/2023		GBP		453				$	543											0													(16)
RBC			04/2023		MXN		2,663					128											0													(19)
			04/2023		$		6,960				GBP	5,653											14													0
			05/2023		GBP		4,789				$	5,905											0													(6)
			07/2023		$		1				MXN	12											0													0
SCX			04/2023		EUR		10,957				$	11,730											0													(153)
			04/2023		$		216				GBP	180											6													0
TOR			04/2023		CAD		612				$	451											0													(2)
			04/2023		GBP		3,684					4,431											0													(114)
			04/2023		$		155				CAD	210											0													0
			05/2023		CAD		210				$	155											0													0
UAG			04/2023		$		296				CAD	403											2													0
			05/2023		CAD		403				$	296											0													(2)

Total Forward Foreign Currency Contracts															$			165								$				(610)

SWAP AGREEMENTS:
CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION(1)
															Swap Agreements, at Value(4)
Counterparty		Reference Entity		Fixed Receive Rate		Payment Frequency		Maturity Date		Implied Credit Spread at March 31, 2023(2)						Notional Amount(3)					Premiums Paid/(Received)				Unrealized Appreciation/ (Depreciation)									Asset				Liability

GST		Equinix, Inc.		5.000%		Quarterly		06/20/2027		1.447%				$		500			$		70			$	(1)						$			69			$	0

Total Swap Agreements															$		70			$		(1)					$		69			$			0

(1)	If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.
(2)	Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
(3)	The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
(4)	The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
FAIR VALUE MEASUREMENTS
The following is a summary of the fair valuations according to the inputs used as of March 31, 2023 in valuing the Fund's assets and liabilities:

Category and Subcategory									Level 1				Level 2								Level 3							Fair Value at 03/31/2023

Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.)

March 31, 2023

(Unaudited)


Investments in Securities, at Value
Loan Participations and Assignments												$		0						$		35,273				$	4,216			$		39,489
Corporate Bonds & Notes
		Banking & Finance												0								45,037					0					45,037
		Industrials												0								44,490					0					44,490
		Utilities												0								8,301					0					8,301
Municipal Bonds & Notes
		California												0								1,826					0					1,826
		Illinois												0								16					0					16
		Puerto Rico												0								476					0					476
		West Virginia												0								2,246					0					2,246
U.S. Government Agencies														0								306,932					0					306,932
Non-Agency Mortgage-Backed Securities														0								57,036					0					57,036
Asset-Backed Securities														0								11,328					6,191					17,519
Sovereign Issues														0								2,625					0					2,625
Common Stocks
		Communication Services												350								0					0					350
		Consumer Discretionary												347								0					186					533
		Energy												0								0					14					14
		Financials												704								0					2,417					3,121
		Industrials												0								0					5,818					5,818
Rights
		Financials												0								0					66					66
Warrants
		Financials												0								0					74					74
		Information Technology												0								0					380					380
Preferred Securities
		Financials												0								7,128					0					7,128
Real Estate Investment Trusts
		Real Estate												1,336								0					0					1,336
Short-Term Instruments
		Repurchase Agreements												0								11,381					0					11,381
		Argentina Treasury Bills												0								57					0					57
		U.S. Treasury Bills												0								2,745					0					2,745

Total Investments												$		2,737						$		536,897				$	19,362			$		558,996

Short Sales, at Value - Liabilities
U.S. Government Agencies												$		0						$		(2,402)				$	0			$		(2,402)

Financial Derivative Instruments - Assets
Exchange-traded or centrally cleared														0								837					0					837
Over the counter														0								234					0					234

												$		0						$		1,071				$	0			$		1,071
Financial Derivative Instruments - Liabilities
Exchange-traded or centrally cleared														0								(1,192)					0					(1,192)
Over the counter														0								(610)					0					(610)

												$		0						$		(1,802)				$	0			$		(1,802)

Total Financial Derivative Instruments												$		0						$		(731)				$	0			$		(731)

Totals												$		2,737						$		533,764				$	19,362			$		555,863




The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2023:
Category and Subcategory			Beginning Balance at 06/30/2022			Net Purchases		Net Sales/Settlements			Accrued Discounts/ (Premiums)					Realized Gain/(Loss)			Net Change in Unrealized Appreciation/ (Depreciation) (1)					Transfers into Level 3				Transfers out of Level 3			Ending Balance at 03/31/2023			Net Change in Unrealized Appreciation/ (Depreciation) on Investments Held at 03/31/2023 (1)

Investments in Securities, at Value
Loan Participations and Assignments			$	12,340		$	2,678	$	(1,089)	$			(165)		$		(25)	$			(415)		$		15			$	(9,123)		$		4,216	$	356
Corporate Bonds & Notes
	Banking & Finance				2,899		0		(2,808)				0				208				(299)				0				0				0		0
	Industrials				14,118		235		0				42				0				(1,133)				0				(13,262)				0		0
Asset-Backed Securities				8,827			0		0				0				0				(2,636)				0				0				6,191		(2,637)
Common Stocks
	Consumer Discretionary				376		0		0				0				0				(190)				0				0				186		(190)
	Energy				6		0		0				0				0				8				0				0				14		8
	Financials				2,763		0		0				0				0				(346)				0				0				2,417		(346)
	Industrials				6,400		50		0				0				0				(632)				0				0				5,818		(632)
	Materials				92		0		(101)				0				101				(92)				0				0				0		0
Rights
	Financials				50		0		0				0				0				16				0				0				66		16

Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.)

March 31, 2023

(Unaudited)


Warrants
	Financials			54		0		0		0		0		20		0		0		74		21
	Information Technology			598		0		0		0		0		(218)		0		0		380		(218)

Totals		$	48,523		$	2,963	$	(3,998)	$	(123)	$	284	$	(5,917)	$	15	$	(22,385)	$	19,362	$	(3,623)


The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:
									(% Unless Noted Otherwise)

Category and Subcategory			Ending Balance at 03/31/2023		Valuation Technique		Unobservable Inputs		Input Value(s)	Weighted Average

Investments in Securities, at Value
Loan Participations and Assignments			$	1,676		Discounted Cash Flow	Discount Rate		8.410	—
				2,525		Indicative Market Quotation	Price		97.000	—
				15		Third Party Vendor	Broker Quote		91.000	—
Asset-Backed Securities				6,191		Discounted Cash Flow	Discount Rate		10.000 - 16.000	13.183
Common Stocks
	Consumer Discretionary			186		Adjusted Market Price	Adjustment Factor		10.000	—
	Energy			14		Comparable Multiple	EBITDA Multiple	X	4.400	—
	Financials			2,417		Indicative Market Quotation	Price	$	22.250	—
	Industrials			742		Discounted Cash Flow	Discount Rate		13.960	—
				5,076		Discounted Cash Flow/Comparable Multiple	Discount Rate/Revenue Multiple/EBITDA Multiple	%/X/X	10.000/0.550/6.000	—
Rights
	Financials			66		Other Valuation Techniques(2)	—		—	—
Warrants
	Financials			2		Indicative Market Quotation	Price	$	1.000 - 2.250	2.119
				72		Other Valuation Techniques(2)	—		—	—
	Information Technology			380		Comparable Multiple	EBITDA Multiple	X	4.500	—

Total			$	19,362

(1)		Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2023 may be due to an investment no longer held or categorized as Level 3 at period end.
(2)		Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund.

Notes to Financial Statements

1. INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS

(a) Investment Valuation Policies The net asset value (“NAV”) of the Fund's shares, or each of its share classes as applicable, is determined by dividing the total value of portfolio investments and other assets attributable to the Fund or class, less any liabilities, as applicable, by the total number of shares outstanding.

On each day that the New York Stock Exchange (“NYSE”) is open, the Fund’s shares are ordinarily valued as of the close of regular trading (normally 4:00 p.m., Eastern time) (“NYSE Close”). Information that becomes known to the Fund or its agents after the time as of which NAV has been calculated on a particular day will not generally be used to retroactively adjust the price of a security or the NAV determined earlier that day. If regular trading on the NYSE closes earlier than scheduled, the Fund may calculate its NAV as of the earlier closing time or calculate its NAV as of the NYSE Close for that day. The Fund generally does not calculate its NAV on days on which the NYSE is not open for business. If the NYSE is closed on a day it would normally be open for business, the Fund may calculate its NAV as of the NYSE Close for such day or such other time that the Fund may determine.

For purposes of calculating NAV, portfolio securities and other assets for which market quotations are readily available are valued at market value. A market quotation is readily available only when that quotation is a quoted price (unadjusted) in active markets for identical investments that the Fund can access at the measurement date, provided that a quotation will not be readily available if it is not reliable. Market value is generally determined on the basis of official closing prices or the last reported sales prices. The Fund will normally use pricing data for domestic equity securities received shortly after the NYSE Close and does not normally take into account trading, clearances or settlements that take place after the NYSE Close. A foreign (non-U.S.) equity security traded on a foreign exchange or on more than one exchange is typically valued using pricing information from the exchange considered by Pacific Investment Management Company LLC (“PIMCO” or the “Manager”) to be the primary exchange. If market value pricing is used, a foreign (non-U.S.) equity security will be valued as of the close of trading on the foreign exchange, or the NYSE Close, if the NYSE Close occurs before the end of trading on the foreign exchange.

Investments for which market quotations are not readily available are valued at fair value as determined in good faith pursuant to Rule 2a-5 under the Investment Company Act of 1940, as amended (the “Act”). As a general principle, the fair value of a security or other asset is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Pursuant to Rule 2a-5, the Board of Trustees has designated PIMCO as the valuation designee (“Valuation Designee”) for the Fund to perform the fair value determination relating to all Fund investments. PIMCO may carry out its designated responsibilities as Valuation Designee through various teams and committees. The Valuation Designee’s policies and procedures govern the Valuation Designee’s selection and application of methodologies for determining and calculating the fair value of Fund investments. The Valuation Designee may value Fund portfolio securities for which market quotations are not readily available and other Fund assets utilizing inputs from pricing services, quotation reporting systems, valuation agents and other third-party sources (together, “Pricing Sources”).

Domestic and foreign (non-U.S.) fixed income securities, non-exchange traded derivatives, and equity options are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Sources using data reflecting the earlier closing of the principal markets for those securities. Prices obtained from Pricing Sources may be based on, among other things, information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Certain fixed income securities purchased on a delayed-delivery basis are marked to market daily until settlement at the forward settlement date. Exchange-traded options, except equity options, futures and options on futures are valued at the settlement price determined by the relevant exchange. Swap agreements are valued on the basis of bid quotes obtained from brokers and dealers or market-based prices supplied by Pricing Sources. With respect to any portion of the Fund’s assets that are invested in one or more open-end management investment companies (other than ETFs), the Fund’s NAV will be calculated based on the NAVs of such investments.

If a foreign (non-U.S.) equity security’s value has materially changed after the close of the security’s primary exchange or principal market but before the NYSE Close, the security may be valued at fair value. Foreign (non-U.S.) equity securities that do not trade when the NYSE is open are also valued at fair value. With respect to foreign (non-U.S.) equity securities, the Fund may determine the fair value of investments based on information provided by Pricing Sources, which may recommend fair value or adjustments with reference to other securities, indexes or assets. In considering whether fair valuation is required and in determining fair values, the Valuation Designee may, among other things, consider significant events (which may be considered to include changes in the value of U.S. securities or securities indexes) that occur after the close of the relevant market and before the NYSE Close. The Fund may utilize modeling tools provided by third-party vendors to determine fair values of foreign (non-U.S.) securities. For these purposes, unless otherwise determined by the Valuation Designee, any movement in the applicable reference index or instrument (“zero trigger”) between the earlier close of the applicable foreign market and the NYSE Close may be deemed to be a significant event, prompting the application of the pricing model (effectively resulting in daily fair valuations). Foreign exchanges may permit trading in foreign (non-U.S.) equity securities on days when the Fund is not open for business, which may result in the Fund's portfolio investments being affected when shareholders are unable to buy or sell shares.

Investments valued in currencies other than the U.S. dollar are converted to the U.S. dollar using exchange rates obtained from Pricing Sources. As a result, the value of such investments and, in turn, the NAV of the Fund's shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of investments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Fund is not open for business. As a result, to the extent that the Fund holds foreign (non-U.S.) investments, the value of those investments may change at times when shareholders are unable to buy or sell shares and the value of such investments will be reflected in the Fund's next calculated NAV.

Fair valuation may require subjective determinations about the value of a security. While the Fund’s and Valuation Designee's policies and procedures are intended to result in a calculation of the Fund's NAV that fairly reflects security values as of the time of pricing, the Fund cannot ensure that fair values accurately reflect the price that the Fund could obtain for a security if it were to dispose of that security as of the time of pricing (for instance, in a forced or distressed sale). The prices used by the Fund may differ from the value that would be realized if the securities were sold.

(b) Fair Value Hierarchy U.S. GAAP describes fair value as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into levels (Level 1, 2, or 3). The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Levels 1, 2, and 3 of the fair value hierarchy are defined as follows:

• Level 1 — Quoted prices (unadjusted) in active markets or exchanges for identical assets and liabilities.

Notes to Financial Statements (Cont.)

• Level 2 — Significant other observable inputs, which may include, but are not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market corroborated inputs.

• Level 3 — Significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include assumptions made by the Valuation Designee that are used in determining the fair value of investments.

Assets or liabilities categorized as Level 2 or 3 as of period end have been transferred between Levels 2 and 3 since the prior period due to changes in the method utilized in valuing the investments. Transfers from Level 3 to Level 2 are a result of the availability of current and reliable market-based data provided by Pricing Sources or other valuation techniques which utilize significant observable inputs. In accordance with the requirements of U.S. GAAP, the amounts of transfers into and out of Level 3, if material, are disclosed in the Notes to Schedule of Investments for the Fund.

For fair valuations using significant unobservable inputs, U.S. GAAP requires a reconciliation of the beginning to ending balances for reported fair values that presents changes attributable to realized gain (loss), unrealized appreciation (depreciation), purchases and sales, accrued discounts (premiums), and transfers into and out of the Level 3 category during the period. The end of period value is used for the transfers between Levels of the Fund's assets and liabilities. Additionally, U.S. GAAP requires quantitative information regarding the significant unobservable inputs used in the determination of fair value of assets or liabilities categorized as Level 3 in the fair value hierarchy. In accordance with the requirements of U.S. GAAP, a fair value hierarchy, and if material, a Level 3 reconciliation and details of significant unobservable inputs, have been included in the Notes to Schedule of Investments for the Fund.

Level 1, Level 2 and Level 3 trading assets and trading liabilities, at fair value The valuation methods (or “techniques”) and significant inputs used in determining the fair values of portfolio securities or other assets and liabilities categorized as Level 1, Level 2 and Level 3 of the fair value hierarchy are as follows:

Common stocks, ETFs, exchange-traded notes and financial derivative instruments, such as futures contracts, rights and warrants, or options on futures that are traded on a national securities exchange, are stated at the last reported sale or settlement price on the day of valuation. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized as Level 1 of the fair value hierarchy.

Investments in registered open-end investment companies (other than ETFs) will be valued based upon the NAVs of such investments and are categorized as Level 1 of the fair value hierarchy. Investments in unregistered open-end investment companies will be calculated based upon the NAVs of such investments and are considered Level 1 provided that the NAVs are observable, calculated daily and are the value at which both purchases and sales will be conducted.

Fixed income securities including corporate, convertible and municipal bonds and notes, U.S. government agencies, U.S. treasury obligations, sovereign issues, bank loans, convertible preferred securities and non-U.S. bonds are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Sources that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The Pricing Sources' internal models use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Securities that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Fixed income securities purchased on a delayed-delivery basis or as a repurchase commitment in a sale-buyback transaction are marked to market daily until settlement at the forward settlement date and are categorized as Level 2 of the fair value hierarchy.

Mortgage-related and asset-backed securities are usually issued as separate tranches, or classes, of securities within each deal. These securities are also normally valued by Pricing Sources that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche-level attributes, current market data, estimated cash flows and market-based yield spreads for each tranche, and incorporate deal collateral performance, as available. Mortgage-related and asset-backed securities that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Valuation adjustments may be applied to certain securities that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the NYSE Close. These securities are valued using Pricing Sources that consider the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy. Preferred securities and other equities traded on inactive markets or valued by reference to similar instruments are also categorized as Level 2 of the fair value hierarchy.

Valuation adjustments may be applied to certain exchange traded futures and options to account for market movement between the exchange settlement and the NYSE close. These securities are valued using quotes obtained from a quotation reporting system, established market makers or Pricing Sources. Financial derivatives using these valuation adjustments are categorized as Level 2 of the fair value hierarchy.

Equity exchange-traded options and over the counter financial derivative instruments, such as forward foreign currency contracts and options contracts derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These contracts are normally valued on the basis of quotes obtained from a quotation reporting system, established market makers or Pricing Sources (normally determined as of the NYSE Close). Depending on the product and the terms of the transaction, financial derivative instruments can be valued by Pricing Sources using a series of techniques, including simulation pricing models. The pricing models use inputs that are observed from actively quoted markets such as quoted prices, issuer details, indices, bid/ask spreads, interest rates, implied volatilities, yield curves, dividends and exchange rates. Financial derivative instruments that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Centrally cleared swaps and over the counter swaps derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. They are valued using a broker-dealer bid quotation or on market-based prices provided by Pricing Sources (normally determined as of the NYSE Close). Centrally cleared swaps and over the counter swaps can be valued by Pricing Sources using a series of techniques, including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as the overnight index swap rate, LIBOR forward rate, interest rates, yield curves and credit spreads. These securities are categorized as Level 2 of the fair value hierarchy.

Notes to Financial Statements (Cont.)

If third-party evaluated vendor pricing is not available or not deemed to be indicative of fair value, the Manager may elect to obtain Broker Quotes directly from the broker-dealer or passed through from a third-party vendor. In the event that fair value is based upon a single sourced Broker Quote, these securities are categorized as Level 3 of the fair value hierarchy. Broker Quotes are typically received from established market participants. Although independently received, the Manager does not have the transparency to view the underlying inputs which support the market quotation. Significant changes in the Broker Quote would have direct and proportional changes in the fair value of the security.

Reference instrument valuation estimates fair value by utilizing the correlation of the security to one or more broad-based securities, market indices, and/or other financial instruments, whose pricing information is readily available. Unobservable inputs may include those used in algorithms based on percentage change in the reference instruments and/or weights of each reference instrument. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 2 or Level 3 of the fair value hierarchy depending on the source or input of the reference instrument.

Expected recovery valuation estimates that the fair value of an existing asset can be recovered, net of any liability. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

The Discounted Cash Flow model is based on future cash flows generated by the investment and may be normalized based on expected investment performance. Future cash flows are discounted to present value using an appropriate rate of return, typically calibrated to the initial transaction date and adjusted based on Capital Asset Pricing Model and/or other market-based inputs. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

Market comparable valuation estimates fair value by applying a valuation multiple to a key performance metric of the company, which may include unobservable inputs such as earnings before interest, taxes, depreciation and amortization (“EBITDA”), the PIMCO’s assumptions regarding comparable companies and non-public statements from the underlying company. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

Short-term debt instruments (such as commercial paper) having a remaining maturity of 60 days or less may be valued at amortized cost, so long as the amortized cost value of such short-term debt instruments is approximately the same as the fair value of the instrument as determined without the use of amortized cost valuation. These securities are categorized as Level 2 or Level 3 of the fair value hierarchy depending on the source of the base price.

When a fair valuation method is applied by PIMCO that uses significant unobservable inputs, investments will be priced by a method that the Valuation Designee believes reflects fair value and are categorized as Level 3 of the fair value hierarchy.

2. FEDERAL INCOME TAX MATTERS

The Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code (the “Code”) and distribute all of its taxable income and net realized gains, if applicable, to shareholders. Accordingly, no provision for Federal income taxes has been made.

The Fund may be subject to local withholding taxes, including those imposed on realized capital gains. Any applicable foreign capital gains tax is accrued daily based upon net unrealized gains, and may be payable following the sale of any applicable investments.

In accordance with U.S. GAAP, the Manager has reviewed the Fund's tax positions for all open tax years. As of March 31, 2023, the Fund has recorded no liability for net unrecognized tax benefits relating to uncertain income tax positions it has taken or expects to take in future tax returns.

The Fund files U.S. federal, state, and local tax returns as required. The Fund's tax returns are subject to examination by relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return but which can be extended to six years in certain circumstances. Tax returns for open years have incorporated no uncertain tax positions that require a provision for income taxes.

Glossary: (abbreviations that may be used in the preceding statements)

(Unaudited)

Counterparty Abbreviations:

BOA

Bank of America N.A.

DUB

Deutsche Bank AG

RBC

Royal Bank of Canada

BOM

Bank of Montreal

FICC

Fixed Income Clearing Corporation

RCY

Royal Bank of Canada

BOS

BofA Securities, Inc.

GLM

Goldman Sachs Bank USA

RDR

RBC Capital Markets LLC

BPS

BNP Paribas S.A.

GST

Goldman Sachs International

SAL

Citigroup Global Markets, Inc.

BRC

Barclays Bank PLC

IND

Crédit Agricole Corporate and Investment Bank
S.A.

SCX

Standard Chartered Bank, London

BYR

The Bank of Nova Scotia - Toronto

JML

JP Morgan Securities Plc

SOG

Societe Generale Paris

CBK

Citibank N.A.

JPS

J.P. Morgan Securities LLC

TDM

TD Securities (USA) LLC

CDI

Natixis Singapore

MBC

HSBC Bank Plc

TOR

The Toronto-Dominion Bank

CEW

Canadian Imperial Bank of Commerce World Markets

MEI

Merrill Lynch International

UAG

UBS AG Stamford

CIB

Canadian Imperial Bank of Commerce

MYI

Morgan Stanley & Co. International PLC

ULO

UBS AG London

Currency Abbreviations:

ARS

Argentine Peso

EUR

Euro

PEN

Peruvian New Sol

BRL

Brazilian Real

GBP

British Pound

USD (or $)

United States Dollar

CAD

Canadian Dollar

MXN

Mexican Peso

ZAR

South African Rand

Index/Spread Abbreviations:

EUR003M

3 Month EUR Swap Rate

LIBOR03M

3 Month USD-LIBOR

SONIO

Sterling Overnight Interbank Average Rate

LIBOR01M

1 Month USD-LIBOR

SOFR

Secured Overnight Financing Rate

Municipal Bond or Agency Abbreviations:

ACA

American Capital Access Holding Ltd.

Other Abbreviations:

ALT

Alternate Loan Trust

EBITDA

Earnings before Interest, Taxes, Depreciation and
Amoritization

REMIC

Real Estate Mortgage Investment Conduit

BABs

Build America Bonds

EURIBOR

Euro Interbank Offered Rate

TBA

To-Be-Announced

BRL-CDI

Brazil Interbank Deposit Rate

LIBOR

London Interbank Offered Rate

TBD

To-Be-Determined

CLO

Collateralized Loan Obligation

OIS

Overnight Index Swap

TBD%

Interest rate to be determined when loan
settles or at the time of funding

DAC

Designated Activity Company

PIK

Payment-in-Kind