DoubleLine Shiller Enhanced CAPE Class I (DSEEX)
| Fund Assets | 3.24B |
| Expense Ratio | 0.55% |
| Min. Investment | $100,000 |
| Turnover | 85.00% |
| Dividend (ttm) | 0.79 |
| Dividend Yield | 4.84% |
| Dividend Growth | 3.92% |
| Payout Frequency | Monthly |
| Ex-Dividend Date | Jan 30, 2026 |
| Previous Close | 16.18 |
| YTD Return | 2.27% |
| 1-Year Return | 7.53% |
| 5-Year Return | 48.82% |
| 52-Week Low | 13.25 |
| 52-Week High | 16.39 |
| Beta (5Y) | 1.04 |
| Holdings | 788 |
| Inception Date | Oct 31, 2013 |
About DSEEX
DoubleLine Shiller Enhanced CAPE® Class I is an institutional mutual fund designed to deliver total return exceeding its benchmark, typically the S&P 500® Index, over a full market cycle. Its primary function is to blend capital preservation and appreciation through a distinctive investment approach that identifies undervalued U.S. equity sectors using a modified version of the Cyclically Adjusted Price-to-Earnings (CAPE®) Ratio, and then applies a momentum factor to adjust for potential value traps. The fund primarily allocates assets across U.S. large-cap companies while also holding a diversified mix of Treasury securities and derivatives for risk management and enhanced yield potential. With a focus on sectors identified as attractively valued, the strategy seeks to capture upside potential while managing downside risks. The fund features a relatively low expense ratio and distributes income on a monthly basis, making it notable among large blend funds for its cost structure and systematic selection process. DoubleLine Shiller Enhanced CAPE® Class I plays a unique role in the market, offering institutional investors access to a tactical, rules-based strategy for U.S. equities and income generation.
Performance
DSEEX had a total return of 7.53% in the past year, including dividends. Since the fund's inception, the average annual return has been 22.16%.
Top 10 Holdings
39.75% of assets| Name | Symbol | Weight |
|---|---|---|
| United States Treasury Notes 0.75% | T.0.75 01.31.28 | 6.14% |
| United States Treasury Notes 0.88% | T.0.875 11.15.30 | 6.08% |
| United States Treasury Notes 3.5% | T.3.5 10.31.27 | 5.26% |
| BXIICS2E INDEX SWAP 011426 | n/a | 3.56% |
| BXIICS2E INDEX SWAP 012026 | n/a | 3.24% |
| BXIICS2E INDEX SWAP 090226 | n/a | 3.21% |
| BXIICS2E INDEX SWAP 073026 | n/a | 3.20% |
| United States Treasury Notes 3.5% | T.3.5 11.15.28 | 3.09% |
| BXIICS2E INDEX SWAP 012726 | n/a | 3.06% |
| BXIICS2E INDEX SWAP 031726 | n/a | 2.92% |
Dividend History
| Ex-Dividend | Amount | Pay Date |
|---|---|---|
| Jan 30, 2026 | $0.06237 | Jan 30, 2026 |
| Dec 31, 2025 | $0.06864 | Dec 31, 2025 |
| Nov 28, 2025 | $0.06284 | Nov 28, 2025 |
| Oct 31, 2025 | $0.06541 | Oct 31, 2025 |
| Sep 30, 2025 | $0.06701 | Sep 30, 2025 |
| Aug 29, 2025 | $0.06681 | Aug 29, 2025 |