Report 
 
      
Registrant:   Pimco Strategic Income Fund, Inc. — List all N-SARs

Semi-Annual Report (at mid-year) for the 1st-half period ended:  12/31/15

Were there any Answer File errors in the Filing?  None FoundNone Found by SEC InfoNot Checked by the FilerOne or more Found by SEC Info
Was the Answer File completed by the Registrant?  Yes

Is this an Amendment to a previous Report?  No
Is this a change to a previous Report?      No
 
Registrant 
 
 1.
SEC CIK:      916183
SEC File #:   811-08216

Telephone #:  844-337-4626
 
 2.
Address:      1633 Broadway
              New York, NY  10019
 
 3.
Is this the first Form N-SAR filed by the Registrant?  No
 
 4.
Is this the final Form N-SAR filed by the Registrant?  No
 
 
Funds/Series 
↑Top of Form N-SAR 
     
                                                                               
 7.
Is the Registrant a Funds/Series (multiple portfolios) company?  No
 
Investment Adviser 
 
 8.1
Name:         Pacific Investment Management Co. LLC
Role:         Adviser
SEC File #:   801-48187
Location:     Newport Beach, CA
 
Administrator 
 
10.1
Name:         Pacific Investment Management Co. LLC
SEC File #:   801-48187
Location:     Newport Beach, CA
 
Shareholder Servicing/Transfer Agent 
 
12.1
Name:         American Stock Transfer & Trust Co. LLC
SEC File #:   084-00416
Location:     Brooklyn, NY
 
Independent Public Accountant 
 
13.1
Name:         Pricewaterhousecoopers, LLP
Location:     Kansas City, MO
 
Affiliated Broker/Dealer 
 
14.1
Name:         Pimco Investments LLC
SEC File #:   008-68686
 
Custodian 
 
15.1
Name:         State Street Bank & Trust Co.
Role:         Custodian
Location:     Kansas City, MO

Type of custody:  Section 17(f)(1) — Bank
 
15.2
Name:         Banco Itau Chile
Role:         Sub-Custodian
Location:     Santiago
              Chile

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.3
Name:         Banco Itau Uruguay S.A.
Role:         Sub-Custodian
Location:     Montevideo
              Uruguay

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.4
Name:         Banco Nacional de Mexico S.A.
Role:         Sub-Custodian
Location:     Mexico City
              Mexico

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.5
Name:         Bank Hapoalim B.M.
Role:         Sub-Custodian
Location:     Tel Aviv
              Israel

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.6
Name:         Bank Polska Kasa Opieki S.A.
Role:         Sub-Custodian
Location:     Warsaw
              Poland

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.7
Name:         BNP Paribas Securities Services, S.C.A.
Role:         Sub-Custodian
Location:     Athens
              Greece

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.8
Name:         Ceskoslovenska Obchodni Banka, A.S.
Role:         Sub-Custodian
Location:     Prague
              Czech Republic

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.9
Name:         Citibank Del Peru, S.A.
Role:         Sub-Custodian
Location:     Lima
              Peru

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.10
Name:         Citibank Europe plc
Role:         Sub-Custodian
Location:     Bucharest
              Romania

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.11
Name:         Citibank Europe plc Magyarorszagi Fioktelepe
Role:         Sub-Custodian
Location:     Budapest
              Hungary

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.12
Name:         Citibank N.A.
Role:         Sub-Custodian
Location:     Sao Paulo
              Brazil

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.13
Name:         Citibank N.A.
Role:         Sub-Custodian
Location:     Singapore
              Singapore

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.14
Name:         Credit Suisse AG
Role:         Sub-Custodian
Location:     Zurich
              Switzerland

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.15
Name:         Deutsche Bank (Malaysia)
Role:         Sub-Custodian
Location:     Kuala Lumpur
              Malaysia

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.16
Name:         Deutsche Bank AG
Role:         Sub-Custodian
Location:     Paris
              France

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.17
Name:         Deutsche Bank AG
Role:         Sub-Custodian
Location:     Frankfurt
              Germany

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.18
Name:         Deutsche Bank AG
Role:         Sub-Custodian
Location:     Jakarta
              Indonesia

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.19
Name:         Deutsche Bank AG
Role:         Sub-Custodian
Location:     Amsterdam
              Netherlands

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.20
Name:         Deutsche Bank AG
Role:         Sub-Custodian
Location:     Manila
              Philippines

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.21
Name:         Deutsche Bank AG
Role:         Sub-Custodian
Location:     Lisbon
              Portugal

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.22
Name:         Deutsche Bank AG
Role:         Sub-Custodian
Location:     Moscow
              Russia

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.23
Name:         Deutsche Bank AG, Netherlands
Role:         Sub-Custodian
Location:     Brussels
              Belgium

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.24
Name:         Deutsche Bank Aktiengesellschaft
Role:         Sub-Custodian
Location:     Vienna
              Austria

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.25
Name:         Deutsche Bank A.S.
Role:         Sub-Custodian
Location:     Istanbul
              Turkey

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.26
Name:         Deutche Bank S.A.E.
Role:         Sub-Custodian
Location:     Barcelona
              Spain

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.27
Name:         Deutsche Bank S.P.A.
Role:         Sub-Custodian
Location:     Milan
              Italy

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.28
Name:         Firstrand Bank Ltd.
Role:         Sub-Custodian
Location:     Johannesburg
              South Africa

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.29
Name:         HSBC Bank (China) Co. Ltd.
Role:         Sub-Custodian
Location:     Shanghai
              P.R of China

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.30
Name:         HSBC Bank (China) Co. Ltd.
Role:         Sub-Custodian
Location:     Shenzhen
              P.R. China

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.31
Name:         Nordea Bank
Role:         Sub-Custodian
Location:     Stockholm
              Sweden

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.32
Name:         Nordea Bank Finland
Role:         Sub-Custodian
Location:     Helsinki
              Finland

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.33
Name:         Nordea Bank Norge Asa
Role:         Sub-Custodian
Location:     Oslo
              Norway

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.34
Name:         Royal Bank of Canada
Role:         Sub-Custodian
Location:     Toronto
              Canada

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.35
Name:         Stanbic Ibtc Bank plc
Role:         Sub-Custodian
Location:     Lagos
              Nigeria

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.36
Name:         Standard Chartered Bank (Hong Kong) Ltd.
Role:         Sub-Custodian
Location:     Hong Kong
              Hong Kong

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.37
Name:         Standard Chartered Bank (Thai) Public Co. Ltd.
Role:         Sub-Custodian
Location:     Bangkok
              Thailand

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.38
Name:         State Street Bank & Trust Co., United Kingdom
Role:         Sub-Custodian
Location:     London
              United Kingdom

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.39
Name:         State Street Trust Co. Canada
Role:         Sub-Custodian
Location:     Toronto
              Canada

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.40
Name:         The Hongkong & Shanghai Banking Corp., Ltd.
Role:         Sub-Custodian
Location:     Tokyo
              Japan

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.41
Name:         The Hongkong & Shanghai Banking Corp., Ltd.
Role:         Sub-Custodian
Location:     Auckland
              New Zealand

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.42
Name:         The Hongkong & Shanghai Banking Corp., Ltd.
Role:         Sub-Custodian
Location:     Sydney
              Australia

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.43
Name:         Unicredit Bank Slovakia A.S.
Role:         Sub-Custodian
Location:     Bratislava
              Slovak Republic

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.44
Name:         Cititrust Colombia S.A. Sociedad Fiduciaria
Role:         Sub-Custodian
Location:     Bogota
              Colombia

Type of custody:  Rule 17f-5 — Foreign Custodian
 
15.45
Name:         Deutsche Bank AG
Role:         Sub-Custodian
Location:     Seoul
              Republic of Korea

Type of custody:  Rule 17f-5 — Foreign Custodian
 
18.
Does the Registrant’s/Series’ Custodian(s) maintain some or all of the
Registrant’s/Series’ securities in a central depository or book-entry
system pursuant to Rule 17f-4?  Yes
 
Family of Investment Companies 
 
19.
Is the Registrant/Series part of a “family” of investment companies?  Yes

Total number of registered management investment companies, Series
and portfolios (excluding any Unit Investment Trusts) in the family:  183

The Identification Code of the family for Form N-SAR Filings:  PIMCOFUNDS
 
Brokerage Commissions Paid on Portfolio Transactions 
 
20.
The brokers who received the largest amount of gross brokerage
commissions during the period:
 
20.1
Broker:       Deutsche Bank Securities, Inc.
IRS #:        13-2730828
Commissions paid ($000s):  1
 
Portfolio Transactions with Entities Acting as Principals 
 
22.
The entities acting as principals with whom the Registrant did the
largest amount of portfolio transactions, based on total value of
principal, during the period:
 
22.1
Entity:       Credit Suisse (USA), Inc.
IRS #:        13-1898818
Registrant’s purchases ($000s):  2,864,315
Registrant’s sales ($000s):  2,809,273
 
22.2
Entity:       Barclays, Inc.
IRS #:        06-1031656
Registrant’s purchases ($000s):  1,325,940
Registrant’s sales ($000s):  1,324,143
 
22.3
Entity:       Goldman Sachs & Co.
IRS #:        13-5108880
Registrant’s purchases ($000s):  897,363
Registrant’s sales ($000s):  888,105
 
22.4
Entity:       BNP Paribas Securities Corp.
IRS #:        13-3235334
Registrant’s purchases ($000s):  271,920
Registrant’s sales ($000s):  269,186
 
22.5
Entity:       Deutsche Bank Securities, Inc.
IRS #:        13-2730828
Registrant’s purchases ($000s):  757
Registrant’s sales ($000s):  387,947
 
22.6
Entity:       Morgan Stanley & Co., Inc.
IRS #:        13-2655998
Registrant’s purchases ($000s):  163,495
Registrant’s sales ($000s):  169,529
 
22.7
Entity:       State Street Bank & Trust Co.
IRS #:        04-1867445
Registrant’s purchases ($000s):  197,697
Registrant’s sales ($000s):  7,974
 
22.8
Entity:       JPMorgan Chase & Co.
IRS #:        13-2624428
Registrant’s purchases ($000s):  88,702
Registrant’s sales ($000s):  107,440
 
22.9
Entity:       Wells Fargo & Co.
IRS #:        41-0449260
Registrant’s purchases ($000s):  45,047
Registrant’s sales ($000s):  108,874
 
22.10
Entity:       Nomura Securities
IRS #:        13-2642206
Registrant’s purchases ($000s):  46,029
Registrant’s sales ($000s):  41,900
 
23.
Total purchase/sale transactions by the Registrant during the period:
   Aggregate purchases ($000s):  6,020,190
   Aggregate sales ($000s):  6,215,636
 
Holdings of Securities Issued by Registrant’s/Series’ Brokers or Dealers 
 
24.
At period end, did the Registrant/Series hold any securities of the
Registrant’s/Series’ regular brokers or dealers, or of the parents of
such brokers or dealers, that derive more than 15% of gross revenue from
securities-related activities?  Yes

25.

The brokers or dealers, or their parents (issuers):
 
25.1
Name:         JPMorgan Chase & Co.
IRS #:        13-2624428
Type of security owned:  Debt
Value of securities owned at period end ($000s):  13,100
 
25.2
Name:         Goldman Sachs & Co.
IRS #:        13-5108880
Type of security owned:  Debt
Value of securities owned at period end ($000s):  7,262
 
25.3
Name:         Morgan Stanley & Co., Inc.
IRS #:        13-2655998
Type of security owned:  Debt
Value of securities owned at period end ($000s):  5,968
 
25.4
Name:         Credit Suisse (USA), Inc.
IRS #:        13-1898818
Type of security owned:  Debt
Value of securities owned at period end ($000s):  4,609
 
25.5
Name:         Nomura Securities
IRS #:        13-2642206
Type of security owned:  Debt
Value of securities owned at period end ($000s):  3,693
 
25.6
Name:         State Street Bank & Trust Co.
IRS #:        04-1867445
Type of security owned:  Debt
Value of securities owned at period end ($000s):  3,012
 
25.7
Name:         BNP Paribas Securities Corp.
IRS #:        13-3235334
Type of security owned:  Debt
Value of securities owned at period end ($000s):  2,877
 
25.8
Name:         Barclays, Inc.
IRS #:        06-1031656
Type of security owned:  Debt
Value of securities owned at period end ($000s):  2,483
 
25.9
Name:         Wells Fargo & Co.
IRS #:        41-0449260
Type of security owned:  Debt
Value of securities owned at period end ($000s):  517
 
Considerations which Affected the Participation of Brokers or Dealers 
 
26.
Considerations which affected the participation of brokers or dealers or
other entities in commissions or other compensation paid on portfolio
transactions of the Registrant:

Consideration?
Sales of the Registrant’s/Series’ shares ...............................  No
Receipt of investment research and statistical info ....................  No
Receipt of quotations for portfolio valuations .........................  No
Ability to execute portfolio transactions to obtain the best price
  and execution ........................................................  Yes
Receipt of telephone line and wire services ............................  No
Broker or Dealer which is an affiliated person .........................  No
An arrangement to return or credit part or all of commissions or
  profits thereon...
    To an Investment Adviser or Principal Underwriter, or to an
      affiliated person of either ......................................  No
    To the Registrant ..................................................  No
Other ..................................................................  No
 
Investment Company Type 
 
27.
Is the Registrant an “open-end” investment company?  No, Closed-End
 
Advisory Fee 
 
45.
Did the Registrant/Series have an advisory contract during the period?  Yes
 
46.
Did the Registrant/Series pay more than one Investment Adviser directly
for investment advice during the period?  No
 
47.
Was the Registrant’s/Series’ advisory fee based solely on a percentage
of its assets?  Yes
 
48.
Fee (single rate or step rates) applied to the Registrant’s/Series’
assets based on the advisory contract:
    Single-fee rate:  0.955%
    Step-fee rates:
      For 1st $000s:  0
        Annual rate:  0.0%
 
49.
Was the Registrant’s/Series’ advisory fee during the period based solely
on a percentage of its income?  No
 
50.
Was the Registrant’s/Series’ advisory fee during the period based on
some combined percentage of its income and assets?  No
 
51.
Was the Registrant’s/Series’ advisory fee during the period based in
whole or in part on its investment performance?  No
 
52.
Was the Registrant’s/Series’ advisory fee during the period based in
whole or in part on the assets, income or performance of other
Registrants?  No
 
53.
Were the expenses of the Registrant/Series limited or reduced at any
time during the period by some agreement or understanding other than by
Blue Sky Laws?  No
 
54.
Indicated below are whether services were supplied or paid for wholly or
in substantial part by Investment Adviser(s) or Administrator(s) in
connection with the advisory or administrative contract(s) but for which
the Adviser(s) or Administrator(s) are not reimbursed by the Registrant:

Provided to the Registrant?
Occupancy and office rental ............................................  Yes
Clerical and bookkeeping services ......................................  Yes
Accounting services ....................................................  Yes
Services of independent auditors .......................................  Yes
Services of outside counsel ............................................  Yes
Registration and filing fees ...........................................  Yes
Stationery, supplies and printing ......................................  Yes
Salaries & compensation of Registrant’s interested Directors ...........  Yes
Salaries & compensation of Registrant’s disinterested Directors ........  No
Salaries & compensation of Registrant’s Officers who aren’t Directors ..  Yes
Reports to current shareholders ........................................  Yes
Determination of offering and redemption prices ........................  Yes
Trading department .....................................................  Yes
Prospectus preparation and printing for current shareholders ...........  Yes
Other ..................................................................  Yes
 
Miscellaneous Info 
 
55.
Did the Registrant/Series have any of the following outstanding at any
time during the period which exceeded 1% of aggregate net assets:
    Overdrafts?  No
    Bank loans?  No
 
56.
During the period, did the Registrant’s/Series’ Investment Adviser(s)
have advisory clients other than investment companies?  Yes
 
57.
Did the Registrant/Series adjust the number of its shares outstanding by
means of a stock split or stock dividend?  No
 
Classification and Asset Allocation 
 
58.
Is the Registrant/Series a Separate Account of an insurance company?  No
 
59.
Is the Registrant/Series a management investment company?  Yes
 
60.
Was the Registrant/Series a diversified investment company at any time
during the period?  Yes

Was the Registrant/Series a diversified investment company at the end of
the period?  Yes
 
61.
The lowest minimum initial investment required by the Registrant/Series
from an investor that is not an employee or otherwise affiliated with
the Registrant/Series, its Investment Adviser, Principal Underwriter or
other affiliated entity:  $0
 
62.
Does the Registrant/Series invest primarily in debt securities,
including convertible debt securities, options & futures on debt
securities or indices of debt securities?  Yes

The percentage of net assets in each type at period end:

Debt — Short-Term Maturities
U.S. Treasury ...............................      1.2%
U.S. Government Agency ......................      0.0
Repurchase agreements .......................      1.1
State and Municipal – tax-free ..............      0.0
Bank certificates of deposit – domestic .....      0.0
Bank certificates of deposit – foreign ......      0.0
Bankers acceptances .........................      0.0
Commercial paper – taxable ..................      0.0
Time deposits ...............................      0.0
Options .....................................      0.0
All other ...................................      0.0

Debt — Intermediate & Long-Term Maturities
U.S. Treasury ...............................    19.1%
U.S. Government Agency ......................  147.6
State and Municipal – tax-free ..............      0.4
Corporate ...................................    27.6
All other ...................................    61.8

Non-Debt
Investments other than debt securities ......      0.1%
 
63.
The dollar-weighted average portfolio maturity at period end in days or,
if longer than one year, in years (to one decimal place):
    Days:     0
    Years:    4.2
 
64.
Is the timely payment of principal and interest on any of the
instruments listed in Item 62 insured or guaranteed by an entity other
than the issuer?  No

Is the issuer of any instrument covered in Item 62 delinquent or in
default as to payment of principal or interest at period end?  No
 
66.
Is the Registrant/Series a Fund that usually invests in equity
securities, options & futures on equity securities, indices of equity
securities or securities convertible into equity securities?  No
 
67.
Is the Registrant/Series a “balanced” Fund?  No
 
68.
Does the Registrant/Series have more than 50% of its net assets at
period end invested in the securities of issuers...
    Engaged primarily in production or distribution of precious metals?  No
    Located primarily in countries other than the United States?  No
 
69.
Is the Registrant/Series an index Fund?  No
 
Investment Practices 
 
70.
Activities that are permitted by the Registrant’s/Series’ investment
policies, and which were engaged in during the period:

Activity                                            Permitted Engaged In
Writing or investing in repurchase agreements?           Yes to both
Writing or investing in options on equities?             Yes      No
Writing or investing in options on debt securities?      Yes to both
Writing or investing in options on stock indices?        Yes      No
Writing or investing in interest rate futures?           Yes to both
Writing or investing in stock index futures?             Yes      No
Writing or investing in options on futures?              Yes      No
Writing or investing in options on stock index futures?  Yes      No
Writing or investing in other commodity futures?         Yes      No
Investments in restricted securities?                    Yes to both
Investments in shares of other investment companies?     Yes      No
Investments in securities of foreign issuers?            Yes to both
Currency exchange transactions?                          Yes to both
Loaning portfolio securities?                            No        –
Borrowing of money?                                      Yes      No
Purchases/sales by certain exempted affiliated persons?  Yes to both
Margin purchases?                                        No        –
Short selling?                                           Yes      No
 
Portfolio Turnover 
 
71.
Portfolio turnover rate for the period:
 
Purchases ($000s):  303,417
Sales ($000s):      307,618

Monthly average Value of portfolio ($000s):  859,201

Percent turnover (lesser of Purchases or Sales, divided by Value):  35%
 
Financial Info — Income and Expenses 
 
72.
The number of months covered by the values in Items 72 and 73:  6

Income  ($000s)
Net interest income ..............................................
 16,916
Net dividend income ..............................................
 7
Account maintenance fees .........................................
 –
Net other income .................................................
 –

Expenses  ($000s)
Advisory fees ....................................................
 1,692
Administrator fees ...............................................
 –
Salaries and other compensation ..................................
 –
Shareholder Servicing Agent fees .................................
 –
Custodian fees ...................................................
 –
Postage ..........................................................
 –
Printing expenses ................................................
 –
Directors’ fees ..................................................
 16
Registration fees ................................................
 –
Taxes ............................................................
 –
Interest .........................................................
 495
Bookkeeping fees paid to anyone performing this service ..........
 –
Auditing fees ....................................................
 –
Legal fees .......................................................
 –
Marketing/distribution payments, incl. Rule 12b-1 plan payments ..
 –
Amortization of organization expenses ............................
 –
Shareholder meeting expenses .....................................
 –
Other expenses ...................................................
 –
Total expenses ...................................................
 2,203

Expense reimbursements ($000s):   0

Net investment income ($000s):    14,720

Realized capital gains ($000s):   0
Realized capital losses ($000s):  3,526

Net unrealized appreciation during the period ($000s):  0
Net unrealized depreciation during the period ($000s):  12,408

Total income dividends for which the record date passed during the
period ($000s):  21,736

Total capital gains distributions for which the record date passed
during the period ($000s):  0
 
73.
Distributions per share for which the record date passed during the
period, shown in fractions of a cent, if so declared:

Dividends from net investment income:    $0.5200

Distribution of capital gains:  $0.0000
Other distributions:            $0.0000
 
Financial Info — Condensed Balance Sheet Data 
 
74.
Assets  ($000s)
Cash .............................................................
 579
Repurchase agreements ............................................
 3,612
Short-term debt securities, other than repurchase agreements .....
 4,102
Long-term debt securities, including convertible debt ............
 862,976
Preferred, conv. preferred and adjustable-rate preferred stock ...
 –
Common stock .....................................................
 230
Options on equities ..............................................
 –
Options on all futures ...........................................
 –
Other investments ................................................
 –
Receivables from portfolio instruments sold ......................
 299,867
Receivables from affiliated persons ..............................
 –
Other receivables ................................................
 3,369
All other assets .................................................
 13,995
Total assets .....................................................
 1,188,730

Liabilities  ($000s)
Payables for portfolio instruments purchased .....................
 721,630
Amounts owed to affiliated persons ...............................
 299
Senior long-term debt ............................................
 –
Other liabilities:
  Reverse repurchase agreements ..................................
 122,275
  Short sales ....................................................
 –
  Written options ................................................
 –
  All other liabilities ..........................................
 8,152

Equity  ($000s)
Senior equity ....................................................
 –
Net assets of common shareholders ................................
 336,374

Number of shares outstanding (000s):   41,890

Net Asset Value (NAV) per share (to nearest cent):  $8.03

Total number of shareholder accounts:  26,043

Total value of assets in segregated accounts ($000s):  186,847
 
75.
Monthly average net assets during the period ($000s):  347,264
 
76.
Market price per share at period end:  $8.95
 
Additional Disclosures 
 
77.
Did the Registrant file any additional Exhibits with the filing of this
Report (listed here and filed either herewith — as one of the ‘EX-99.*’
↑Exhibits in this Filing — or separately and incorporated by reference)?  Yes

EX-99.77D:  Policies re: Security Investments?  Yes
 
Subsidiaries 
 
78.
Does the Registrant have any wholly-owned investment company
subsidiaries whose operating and financial data are consolidated with
that of the Registrant in this Report?  No
 
Sales, Repurchases and Redemptions 
 
86.
Sales, repurchases and redemptions of the Registrant’s securities:
 
Common Stock
Sales:
    Number of shares (000s):   0
    Net consideration received ($000s):  0
Repurchases:
    Number of shares (000s):   0
    Net consideration paid ($000s):      0

Preferred Stock
Sales:
    Number of shares (000s):   0
    Net consideration received ($000s):  0
Repurchases and redemptions:
    Number of shares (000s):   0
    Net consideration paid ($000s):      0

Debt Securities
Sales:
    Principal amount ($000s):  0
    Net consideration received ($000s):  0
Repurchases and redemptions:
    Principal amount ($000s):  0
    Net consideration paid ($000s):      0
 
Securities Outstanding 
 
87.
Securities of the Registrant that are registered on a national
securities exchange or listed on Nasdaq:
 
Title of class:  Common
    CUSIP/CINS:  72200X·10·4
        Symbol:  RCS
 
88.
Did the Registrant have any of the following outstanding which exceeded
1% of aggregate net assets at any time during the period:

Notes or bonds?     No
Uncovered options?  No
Margin loans?       No
Preferred stock?    No
 
 Signature 
 
↑Top of Form N-SAR 
     
                                                                               
/s/      William G. Galipeau      
Name:   William G. Galipeau
Title:  Treasurer