DoubleLine
Strategic
Commodity
Fund
(Consolidated)
Schedule
of
Investments
June
30,
2026
(Unaudited)
1
P
RINCIPAL
A
MOUNT
$
S
ECURITY
D
ESCRIPTION
R
ATE
M
ATURITY
V
ALUE
$
a
a
a
a
a
US
GOVERNMENT
AND
AGENCY
OBLIGATIONS
-
103.8%
7,200,000
United
States
Treasury
Bill
(a)
............................................
0.00%
7/7/2026
7,195,726
3,500,000
United
States
Treasury
Bill
(a)
............................................
0.00%
7/9/2026
3,497,176
6,000,000
United
States
Treasury
Bill
(a)
............................................
0.00%
8/6/2026
5,978,340
1,000,000
United
States
Treasury
Bill
.............................................
0.00%
9/1/2026
993,744
2,000,000
United
States
Treasury
Bill
.............................................
0.00%
9/8/2026
1,985,944
3,000,000
United
States
Treasury
Bill
.............................................
0.00%
10/13/2026
2,967,782
4,500,000
United
States
Treasury
Bill
.............................................
0.00%
10/20/2026
4,447,674
5,000,000
United
States
Treasury
Bill
.............................................
0.00%
11/27/2026
4,922,085
52,000,000
United
States
Treasury
Bill
.............................................
0.00%
12/3/2026
51,153,439
Total
US
Government
and
Agency
Obligations
(Cost
$83,171,481)
83,141,910
SHARES
SHORT
TERM
INVESTMENTS
-
4.4%
1,202,712
BNY
Dreyfus
Government
Cash
Management
-
Institutional
(b)
......................
3.54%
1,202,712
1,167,339
MSILF
Government
Portfolio
-
Institutional
(b)
..................................
3.56%
1,167,339
1,167,339
Northern
Institutional
Funds
-Treasury
Portfolio
-
SHR
(b)
..........................
3.56%
1,167,339
Total
Short
Term
Investments
(Cost
$3,537,390)
3,537,390
Total
Investments
-
108.2%
(c)
(Cost
$86,708,871)
86,679,300
Other
Liabilities
in
Excess
of
Assets
-
(8.2)%
(6,592,963)
NET
ASSETS
-
100.0%
$80,086,337
(a)
All
or
a
portion
of
security
has
been
pledged
as
collateral.
(b)
Seven-day
yield
as
of
period
end.
(c)
100.00%
of
the
total
investments
are
based
in
the
United
States.
MSILF
Morgan
Stanley
Institutional
Liquidity
Funds
Swap
Agreements
Excess
Return
Swaps
Reference
Entity
Counterparty
Long/
Short
Financing
Rate
Payment
Frequency
Termination
Date
Notional
Amount
Value
Upfront
Premiums
Paid/
(Received)
Unrealized
Appreciation
(Depreciation)
Commodity
Beta
Basket
Swap
(1)(2)
Barclays
Capital,
Inc.
Long
0.20%
Termination
07/01/2026
$
29,300,007‌
$
(2,177,534‌)
$
–‌
$
(2,177,534‌)
Commodity
Beta
Basket
Swap
(1)(2)
Canadian
Imperial
Bank
Of
Commerce
Long
0.21%
Termination
07/01/2026
$
28,900,002‌
(2,214,381‌)
–‌
(2,214,381‌)
Commodity
Beta
Basket
Swap
(1)(2)
Bank
of
America
MerrillLynch
Long
0.23%
Termination
07/01/2026
$
28,900,002‌
(2,214,846‌)
–‌
(2,214,846‌)
$
(6,606,761‌)
$
–‌
$
(6,606,761‌)
DoubleLine
Strategic
Commodity
Fund
(Consolidated)
Schedule
of
Investments
(Continued)
June
30,
2026
(Unaudited)
2
Index
Ticker
Contract
Value
(a)
Value
of
Index
Weightings
Soybean
Future
..................................
S1
0.42
$
142
18.3%
Electrolytic
Copper
Future
...........................
LP1
0.15
142
18.2%
Brent
Crude
Future
................................
CO1
0.11
84
10.8%
Crude
Oil
Future
..................................
CL1
0.11
82
10.5%
Nickel
Future
....................................
LN1
0.29
79
10.2%
Low
Sulphur
Gas
Oil
Future
..........................
QS1
0.08
60
7.7%
Gasoline
RBOB
Future
.............................
XB1
0.06
53
6.8%
Live
Cattle
Future
.................................
LC1
0.14
36
4.6%
Sugar
No.
11
Future
...............................
SB1
0.24
35
4.5%
NY
Harbor
ULSD
Heating
Oil
Future
....................
HO1
0.06
34
4.4%
Cotton
No.
2
Future
................................
CT1
0.55
31
4.0%
778
100.0%
(1)
All
or
a
portion
of
this
security
is
owned
by
DoubleLine
Strategic
Commodity
Ltd.,
which
is
a
wholly-owned
subsidiary
of
the
DoubleLine
Strategic
Commodity
Fund.
(2)
Commodity
Beta
Basket
Swap
represents
a
swap
on
a
basket
of
commodity
indices
designed
to
approximate
the
broad
commodity
market.
At
June
30,
2026,
all
constituents
and
their
weightings
were
as
follows:
(a)
Contract
value
represents
the
number
of
units
of
the
underlying
constituent’s
index
in
one
unit
of
the
custom
basket
index
at
creation.
The
contract
value
is
calculated
by
multiplying
each
constituent’s
weight
by
the
starting
price
of
the
custom
basket
index
and
dividing
by
the
starting
price
of
the
constituent’s
index.
The
contract
value
will
differ
depending
on
the
date
the
swap
is
initiated.