Total Return Bond Fund – Statistics

Portfolio Holdings

Portfolio Composition – As of August 31, 2022


# of Issues 2,829
Ending Market Value $37,465,942,257
Average Market Price $92.28
Duration 4.97
Weighted Average Life 7.32

Sector Breakdown

Cash 4.50%
TIPS 0.00%
Investment Grade Corporates 0.00%
Agency RMBS 33.68%
Non Agency CMBS 9.16%
Agency CMBS 9.75%
Non Agency RMBS 26.89%
Asset-Backed Securities 5.52%
Government 6.91%
Collateralized Loan Obligations 3.59%
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 4.42% 4.17%
Net SEC 30-Day Yield 4.42% 4.17%

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 4.50%
0 to 3 years 18.42%
3 to 5 years 17.37%
5 to 10 years 46.99%
10+ years 12.72%
Total 100.00%

Current Quality Credit Distribution1

Cash 4.50%
Government 11.27%
Agency 39.04%
Investment Grade 20.11%
Below Investment Grade 10.40%
Unrated Securities 14.67%
Total 100.00%

Duration Breakdown

(Percent of Portfolio)
Cash 4.50%
Less than 0 5.54%
0 to 3 years 23.80%
3 to 5 years 30.56%
5 to 10 years 25.73%
10+ years 9.87%
Total 100.00%

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 on or by calling (877) DLine11. The source for the information in this report is DoubleLine Capital, which maintains its data on a trade date basis.

©2022 DoubleLine

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. The Total Return Bond Fund intends to invest more than 50% of its net assets in mortgage-backed securities of any maturity or type. The Fund therefore potentially is more likely to react to any volatility or changes in the mortgage-backed securities marketplace.

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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