Total Return Bond Fund – Statistics
Portfolio Composition – As of December 31, 2018
Statistics
| # of Issues | 2,251 |
| Ending Market Value | $47,090,068,078 |
| Average Market Price | $98.47 |
| Duration | 3.68 |
| Weighted Average Life | 5.57 |
Sector Breakdown
| Cash | 4.20% |
| Treasury | 3.47% |
| TIPS | 1.07% |
| Investment Grade Corporates | 0.00% |
| Agency Pass Throughs | 22.39% |
| Agency CMO | 25.65% |
| Non Agency Residential MBS | 25.74% |
| Commercial MBS | 7.98% |
| Collateralized Loan Obligations | 5.30% |
| Asset-Backed Securities | 4.20% |
| Total | 100.0% |
Figures shown represent the net assets invested in a particular asset class as a percentage of total net assets.
Portfolio Characteristics – As of December 31, 2018
Weighted Average Life Breakdown
| (Percent of Portfolio) | ||
| Cash | 4.20% | |
| 0 to 3 years | 18.73% | |
| 3 to 5 years | 20.36% | |
| 5 to 10 years | 50.78% | |
| 10+ years | 5.94% | |
| Total | 100.0% | |
Current Quality Credit Distribution1
| Cash | 4.20% |
| Government | 5.15% |
| Agency | 47.87% |
| Investment Grade | 17.51% |
| Below Investment Grade | 10.59% |
| Unrated Securities | 14.68% |
| Total | 100.0% |
Duration Breakdown
| (Percent of Portfolio) | ||
| Cash | 4.20% | |
| Less than 0 | 6.54% | |
| 0 to 3 years | 26.05% | |
| 3 to 5 years | 36.47% | |
| 5 to 10 years | 22.92% | |
| 10+ years | 3.82% | |
| Total | 100.0% | |
Non-Agency Residential MBS Breakdown*
| (Percent of Sector) | ||
| Prime | 20.87% | |
| Alt-A | 34.58% | |
| Subprime | 43.40% | |
| Not Rated | 1.15% | |
| Total | 100.0% | |
* 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 Organization.
Fund holdings and sector allocations are subject to change at any time and should not be considered recommendations to buy or sell any security.
