DoubleLine Shiller Enhanced CAPE Class I (DSEEX)
| Fund Assets | 2.83B |
| Expense Ratio | 0.56% |
| Min. Investment | $100,000 |
| Turnover | 48.00% |
| Dividend (ttm) | 0.77 |
| Dividend Yield | 4.89% |
| Dividend Growth | -0.71% |
| Payout Frequency | Monthly |
| Ex-Dividend Date | Jun 30, 2026 |
| Previous Close | 15.86 |
| YTD Return | 1.84% |
| 1-Year Return | 3.88% |
| 5-Year Return | 24.67% |
| 52-Week Low | 14.62 |
| 52-Week High | 16.45 |
| Beta (5Y) | 0.98 |
| Holdings | 787 |
| 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 3.88% in the past year, including dividends. Since the fund's inception, the average annual return has been 11.96%.
Top 10 Holdings
29.82% of assets| Name | Symbol | Weight |
|---|---|---|
| US TREASURY N/B - United States Treasury Note/Bond | T.3.5 10.31.27 | 7.71% |
| US TREASURY N/B - United States Treasury Note/Bond | T.0.75 01.31.28 | 7.00% |
| US TREASURY N/B - United States Treasury Note/Bond | T.3.5 11.15.28 | 3.49% |
| US TREASURY N/B - United States Treasury Note/Bond | T.0.625 03.31.27 | 3.29% |
| US TREASURY N/B - United States Treasury Note/Bond | T.0.875 11.15.30 | 3.07% |
| United States Treasury Bill | XIB.0 11.27.26 | 1.72% |
| OCTAGON INVESTMENT PARTNERS XX - OCTAGON INVESTMENT PARTNERS 20-R LTD | OCT20.2019-4A A1RR | 0.97% |
| Sound Point CLO LTD - Sound Point CLO XXIII | SNDPT.2019-2A AR | 0.88% |
| Oak Hill Credit Partners - OHA Credit Funding 16-R Ltd | OAKC.2023-16RA A1 | 0.88% |
| Preston Ridge Partners Mortgag - PRPM 2025-NQM2 Trust | PRPM.2025-NQM2 A1 | 0.80% |
Dividend History
| Ex-Dividend | Amount | Pay Date |
|---|---|---|
| Jun 30, 2026 | $0.06904 | Jun 30, 2026 |
| May 29, 2026 | $0.06208 | May 29, 2026 |
| Apr 30, 2026 | $0.06415 | Apr 30, 2026 |
| Mar 31, 2026 | $0.06788 | Mar 31, 2026 |
| Feb 27, 2026 | $0.05089 | Feb 27, 2026 |
| Jan 30, 2026 | $0.06237 | Jan 30, 2026 |