Global Bond Fund – Statistics
Portfolio Composition – As of November 30, 2019
Statistics
| # of Issues | 80 |
| Ending Market Value | $1,250,413,953 |
| Market Price | $105.72 |
| Duration | 5.38 |
| Weighted Average Life | 5.81 |
Sector Breakdown
| Cash & Accrued | 3.02% |
| Sovereign | 96.98% |
| Quasi-Sovereign | 0.00% |
| Corporate | 0.00% |
| Currency | 0.00% |
| Total | 100.00% |
Figures shown represent the net assets invested in a particular asset class as a percentage of total net assets.
Portfolio Characteristics – As of November 30, 2019
Duration Breakdown
| (Percent of Portfolio) | ||
| Cash & Accrued | 3.02% | |
| Less than 1 year | 6.51% | |
| 1 to 3 years | 21.86% | |
| 3 to 5 years | 20.82% | |
| 5 to 7 years | 21.87% | |
| 7 to 10 years | 15.30% | |
| 10+ years | 10.62% | |
| Total | 100.00% | |
Current Quality Credit Distribution1
| Cash & Accrued | 3.02% |
| AAA | 32.47% |
| AA | 15.75% |
| A | 34.48% |
| BBB | 14.28% |
| BB | 0.00% |
| B and Below | 0.00% |
| Not Rated | 0.00% |
| Total | 100.00% |
Top 8 Currency Exposure
| (Percent of Portfolio) | ||
| United States Dollar | 22.33% | |
| Euro | 20.70% | |
| Japanese Yen | 19.44% | |
| Mexican Peso | 5.27% | |
| South African Rand | 5.43% | |
| Czech Koruna | 4.07% | |
| Polish Zloty | 4.08% | |
| Australian Dollar | 4.05% | |
| Total | 85.37% | |
Top 8 Country Exposure
| (Percent of Portfolio) | ||
| United States | 19.97% | |
| Japan | 19.37% | |
| Mexico | 5.10% | |
| South Africa | 5.29% | |
| Portugal | 4.98% | |
| Spain | 4.99% | |
| Poland | 4.03% | |
| Hungary | 4.00% | |
| Total | 67.73% | |
Region Breakdown
| (Percent of Sector) | ||
| Cash & Accrued | 3.02% | |
| Americas | 29.57% | |
| Developed Europe | 20.57% | |
| CEEMEA2 | 19.39% | |
| Asia | 27.45% | |
| Total | 100.00% | |
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.
1. 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.
2. CEEMEA = Central & Eastern Europe, Middle East and Africa.
