Long Duration Total Return Bond Fund – Statistics

Portfolio Holdings

Portfolio Composition – As of August 31, 2022

General Statistics

# of Issues 41
Ending Market Value $48,131,546
Average Market Price $90.77
Duration 14.47
Weighted Average Life 12.38

Sector Breakdown

Cash 5.71%
Agency RMBS 66.17%
Agency Debentures 0.00%
Government 16.55%
Agency CMBS 11.57%
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 3.16% 2.91%
Net SEC 30-Day Yield 3.28% 3.02%

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, 2022

Weighted Average Life Breakdown

(Percent of Portfolio)
Cash 5.71%
Less than 10 years 38.92%
10 to 15 years 27.80%
15 to 20 years 16.63%
20 to 25 years 0.00
25+ years 10.93%
Total 100.00%

Current Quality Credit Distribution1

Cash 5.71%
Government 29.87%
Agency 64.42%
Investment Grade 0.00%
Below Investment Grade 0.00%
Unrated Securities 0.00%
Total 100.00%

Duration Breakdown

(Percent of Portfolio)
Cash 5.71%
Less than 10 years 62.96%
10 to 15 years 13.88%
15 to 20 years 16.18%
20 to 25 years 0.30%
25+ years 0.97%
Total 100.00%

Asset Mix

(Percent of Sector)
Fixed Rate 93.01%
Floating Rate 1.28%
Cash 5.71%
Total 100.00%

* There are no industry standard definitions for non-agency Mortgage securities. These definitions are DoubleLine’s based on Vichara and Loan Performance data. Prime is defined as FICO > 725 and LTV < 75 ; Alt-A defined as FICO 675-725; or FICO > 725 and LTV >= 75 ; Subprime defined as FICO < 675. NA = Not available in Vichara or Loan Performance.

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.

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) DLine11. The source for the information in this report is DoubleLine Capital, which maintains its data on a trade date basis.

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Mutual fund investing involves risk; Principal loss is possible. Investments in debt securities typically decrease when interest rates rise. This risk is usually greater for longer-term debt securities. Investments in Asset-Backed and Mortgage-Backed securities include additional risks that investors should be aware of including credit risk, prepayment risk, possible illiquidity and default, as well as increased susceptibility to adverse economic developments. Investments in lower rated and non-rated securities present a great risk of loss to principal and interest than higher rated securities. Investments in foreign securities, which involve political, economic, and currency risks, greater volatility, and differences in accounting methods. These risks are greater for investments in emerging markets. The fund may also invest in securities related to real estate, which may decline in value as a result of factors affecting the real estate industry. The fund may use certain types of exchange traded funds or investment derivatives. Derivatives involve risks different from, and in certain cases, greater than the risks presented by more traditional investments. Derivatives may involve certain costs and risks such as liquidity, interest rate, mar-ket, credit, management and the risk that a position could not be closed when most advantageous. Investing in derivatives could lose more than the amount invested. ETF investments involve additional risks such as the mar-ket price trading at a discount to its net asset value, an active secondary trading market may not develop or be maintained, or trading may be halted by the exchange in which they trade, which may impact a fund’s ability to sell its shares.  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. The Fund may make short sales of securities, which involves the risk that losses may exceed the original amount invested.

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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