Axonic Strategic Income Fund

AXONIC FUNDS

Actively managed U.S. bond fund
$3.99B NAV
545 positions · as of 2026-04-30 · filed 2026-06-26

Fund classification

Classified from what the fund holds · as of 2026 Q2

Axonic Strategic Income Fund is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Credit quality
Mixed credit
Rate sensitivity
Short duration
Features
Non-diversified

Fund profile

As filed in the prospectus · 2026 Q1

The investment objective of Axonic Strategic Income Fund (the Fund) is to seek to maximize total return, through a combination of current income and capital appreciation.

Strategy · summarised

The fund seeks total return by investing primarily in income-producing instruments including mortgage-backed securities, asset-backed securities, structured credit, corporate bonds, and loans, with concentrated exposure (at least 25% of assets) to mortgage-related securities. The adviser employs top-down and bottom-up analysis to identify mispriced credit risk and structural opportunities across these complex instruments, which may include unrated or below-investment-grade securities, private placements, and equity tranches with no limit on junior or residual positions. The fund may use leverage financed through bank lines, margin, short positions, derivatives, and reverse repurchase arrangements, and may invest up to 15% of assets in illiquid securities. Because returns depend on the adviser's security selection and valuation judgments applied to heterogeneous, structurally complex instruments, performance will diverge materially from broad credit benchmarks.

Expenses
1.05% 1.44%across 2 share classes
Share classGrossNetAs of
C0002169591.43%1.44%2025 Q1
C0002169601.03%1.05%2025 Q1

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 63.00% · as of 2026 Q1

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

104.22%
of net assets
Securitized80.63%
Bonds9.90%
Cash & short-term7.65%
Derivatives3.48%
2 smaller2.55%

Derivatives are shown at market value, not notional exposure.

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 79 new81 exited

Largest new: Chicago Board of Trade, Rco Mortgage Llc, Vista Point Securitization Trust, Pretium Mortgage Credit Partners Llc, Mlti Trust, Flexential Issuer, Llc, Bx Trust, A&d Mortgage Trust

Largest exited: Chicago Board of Trade, Hltn Commercial Mortgage Trust 2024-dplo, Gs Mortgage-backed Securities Trust, Toorak Mortgage Corp., Tlwnd 2019-1, Bx Trust, Mfra Trust, Santander Mortgage Asset Receivable Trust

Return profile

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

1-year
-19.85%
3-year
-45.24%
5-year
-68.48%
Volatility
1.43%
Worst 3-yr fall
-45.24%
Cumulative return· May 2023 – Apr 2026

This fund changed legal form during the period shown. The history above is continuous — it spans both eras, and the change is not a gap in reporting.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-04-30

Avg coupon
5.67%
Avg maturity
9.23 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

69%
floating
Floating rate69.0%
Fixed rate30.2%
Zero-coupon or unclassified0.8%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y11.5%
1-3y26.9%
3-5y17.1%
5-10y19.1%
10y+25.4%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying about half as much.

Interest-rate duration
1.85 yr
approx. move per 100bp
Credit-spread duration
0.87 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -2.5%
of value
Interest rates68%
Credit spreads32%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+0.87
yrs total
Investment grade+0.66 yr
High yield+0.22 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. This filer signs its rate and credit disclosures differently; the direction shown follows its interest-rate filing, and a negative reading is the least-supported figure here.

Interest rate1.85 yr total
3 mo30 yr
3 mo0.25 yr14%
1 yr0.28 yr15%
5 yr0.55 yr30%
10 yr0.73 yr39%
30 yr0.03 yr2%
Credit spread0.87 yr total
3 mo30 yr
3 mo0.02 yr3%
1 yr0.16 yr18%
5 yr0.37 yr42%
10 yr0.31 yr35%
30 yr0.02 yr2%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.25+0.02+0.01$6.7k$2.1k
1 yr+0.28+0.11+0.04$45.7k$17.7k
5 yr+0.55+0.28+0.09$112.3k$34.0k
10 yr+0.73+0.23+0.08$92.2k$30.6k
30 yr+0.03+0.01+0.01$4.9k$2.2k

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
First American Government Obligations Fund10.10%$403.47M
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT3.88% · due 2034-08-156.08%$242.64M
Chicago Board of Trade3.54%$141.21M
Us Treasury N/b4.63% · due 2035-02-152.56%$102.13M
Rco Mortgage Llc5.42% floating · due 2028-10-251.03%$41.02M
Us Treasury N/b4.25% · due 2035-05-150.84%$33.75M
Rco Mortgage Llc5.31% floating · due 2028-10-250.84%$33.52M
Center Street Lending Resi-investor Abs Trust5.38% · due 2028-07-250.81%$32.31M
Intown Mortgage Trust6.53% floating · due 2027-03-150.70%$28.00M
Mcr Mortgage Trust8.72% · due 2027-06-120.65%$25.86M
Showing 10 of 545Sign in to see more

Top 10 positions are 27.14% of net assets, top 25 35.69%, across 198 issuers.

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