Income Fund – Statistics

Portfolio Holdings

Portfolio Composition – As of May 31, 2022


# of Issues 115
Ending Market Value $93,955,265
Average Market Price $104.70
Duration 1.35
Weighted Average Life 5.20

Sector Breakdown

Cash 9.23%
Non-Agency RMBS 27.05%
Non-Agency CMBS 19.25%
Collateralized Loan Obligations 18.92%
Asset-Backed Securities 11.28%
Agency RMBS 7.62%
Government 4.84%
Agency CMBS 1.81%
Investment Grade Corporates 0.00%
Total 100.00%

Figures shown represent the net assets invested in a particular asset class as a percentage of total net assets.

SEC Yields

I-share N-share
Gross SEC 30-Day Yield 7.82% 7.56%
Net SEC 30-Day Yield 7.95% 7.69%

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 May 31, 2022

Weighted Average Life Breakdown

(Percent of Portfolio)
Cash 9.23%
0 to 3 years 14.77%
3 to 5 years 28.14%
5 to 10 years 42.84%
10+ years 5.03%
Total 100.00%

Current Quality Credit Distribution*

Cash 9.23%
Government 11.17%
Agency 2.01%
Investment Grade 24.02%
Below Investment Grade 38.01%
Unrated Securities 15.57%
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.

Duration Breakdown

(Percent of Portfolio)
Cash 9.23%
Less than 0 29.07%
0 to 3 years 31.08%
3 to 5 years 16.19%
5 to 10 years 8.75%
10+ years 5.68%
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 thirty days after month end by calling 877 DLine 11 The source for the information in this report is DoubleLine Capital, which maintains its data on a trade date basis.

Past performance does not guarantee future results Mutual fund investing involves risk Principal loss is possible.

Investments in debt securities typically decrease in value when interest rates rise This risk is usually greater for longer term debt securities Investments in lower rated and non rated securities present a greater risk of loss to principal and interest than higher rated securities Investments in ABS and MBS include additional risks that investors should be aware of such as credit risk, prepayment risk, possible illiquidity and default, as well as increased susceptibility to adverse economic developments The Fund may use leverage which may cause the effect of an increase or decrease in the value of the portfolio securities to be magnified and the Fund to be more volatile than if leverage was not used Derivatives involve special risks including correlation, counterparty, liquidity, operational, accounting and tax risks These risks, in certain cases, may be greater than the risks presented by more traditional investments Diversification does not assure a profit, nor does it protect against a loss in a declining market.

©2022 DoubleLine

The fund's investment objectives, risks, charges and expenses must be considered carefully before investing. The statutory prospectus and summary prospectus (if available) contain this and other important information about the investment company and may be obtained by clicking here. In addition, a free hard-copy is available by calling 1 (877) 354-6311/1 (877) DLINE11. Please read the prospectuses carefully before investing.


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