Floating Rate Fund –Statistics
Portfolio Composition – As of August 31, 2021
General Statistics
| # of Issues | 408 |
| Ending Market Value | $343,981,617 |
| Average Market Price | $99.86 |
| Duration | 0.20 |
| Weighted Avg Life | 4.79 |
Top 10 Sectors
| (Percent of Portfolio) | ||
| Electronics/Electrical | 15.51% | |
| Healthcare | 12.79% | |
| Business Equipment & Services | 10.03% | |
| Chemicals & Plastics | 4.92% | |
| Insurance | 3.79% | |
| Retailers (Except Food & Drug) | 4.59% | |
| Industrial Equipment | 2.92% | |
| CLO | 0.00% | |
| Building & Development | 2.84% | |
| Leisure Goods/Activities/Movies | 2.51% | |
| Total | 59.89% | |
Figures shown represent the net assets invested in a particular asset class as a percentage of total net assets.
Top 10 Issuers
| (Percent of Portfolio) | ||
| AIG CLO LTD | 1.16% | |
| Asurion LLC | 1.06% | |
| Prime Security Services Bor | 0.72% | |
| IRB Holding Corp / Arby’s | 0.83% | |
| Verscend Holding Corp | 0.59% | |
| Avatar Purchaser Inc. | 0.45% | |
| Altice USA | 0.58% | |
| Digicert | 0.56% | |
| Ortho-Clinical Diagnostics | 1.10% | |
| Convergint Technologies | 0.54% | |
| Total | 7.61% | |
SEC Yields
| I-share | N-share | |
| Gross SEC 30-Day Yield | 3.10% | 2.85% |
| Net SEC 30-Day Yield | 3.36% | 3.13% |
Click here for a PDF version of the latest All Funds Performance Summary.
Performance data quoted represents past performance; past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost. Current performance of the fund may be lower or higher than the performance quoted. The performance information shown assumes the reinvestment of all dividends and distributions.
Portfolio Characteristics – As of August 31, 2021
Current Quality Credit Distribution*
| (Percent of Portfolio) | ||
| Cash | 4.57% | |
| AAA | 1.16% | |
| AA | 0.00% | |
| A | 0.00% | |
| BBB | 1.79% | |
| BB | 26.89% | |
| B | 61.97% | |
| CCC and Below | 2.75% | |
| Not Rated | 0.88% | |
| Total | 100.00% | |
*Credit Distribution is determined from the highest available credit rating from any Nationally Recognized Statistical Rating Agency (NRSRO”, generally S&P, Moody’s, or Fitch) and is subject to change. DoubleLine chooses to display credit ratings using S&P’s rating convention, although the rating itself might be sourced from another NRSRO. The firm evaluates a bond issuer’s financial strength, or its ability to pay a bond’s principal and interest in a timely fashion. The ratings apply to the credit worthiness of the issuers of the underlying securities and not to the fund itself. Ratings are expressed as letters ranging from ‘AAA’, which is the highest grade, to ‘D’, which is the lowest grade. In limited situations when the rating agency has not issued a formal rating, the rating agency will classify the security as unrated.
Sector Allocations are subject to change at any time and should not be considered a recommendation to buy or sell any security. Portfolio holdings generally are made available fifteen days after month-end by calling (877) DLine11. The source for the information in this report is DoubleLine Capital, which maintains its data on a trade date basis.
