DoubleLine Shiller Enhanced CAPE Class I (DSEEX)
| Fund Assets | 2.94B |
| Expense Ratio | 0.55% |
| Min. Investment | $100,000 |
| Turnover | 85.00% |
| Dividend (ttm) | 0.79 |
| Dividend Yield | 5.05% |
| Dividend Growth | 2.52% |
| Payout Frequency | Monthly |
| Ex-Dividend Date | Apr 30, 2026 |
| Previous Close | 15.56 |
| YTD Return | 0.23% |
| 1-Year Return | 5.07% |
| 5-Year Return | 28.65% |
| 52-Week Low | 14.62 |
| 52-Week High | 16.45 |
| Beta (5Y) | 1.00 |
| Holdings | 791 |
| 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 5.07% in the past year, including dividends. Since the fund's inception, the average annual return has been 11.95%.
Top 10 Holdings
38.35% of assets| Name | Symbol | Weight |
|---|---|---|
| United States Treasury Notes 0.75% | T.0.75 01.31.28 | 6.09% |
| United States Treasury Notes 0.88% | T.0.875 11.15.30 | 6.02% |
| United States Treasury Notes 3.5% | T.3.5 10.31.27 | 5.20% |
| BXIICS2E INDEX SWAP 090226 | n/a | 3.23% |
| BXIICS2E INDEX SWAP 012027 | n/a | 3.07% |
| United States Treasury Notes 3.5% | T.3.5 11.15.28 | 3.05% |
| BXIICS2E INDEX SWAP 031726 | n/a | 2.95% |
| BXIICS2E INDEX SWAP 060226 | n/a | 2.94% |
| BXIICS2E INDEX SWAP 042826 | n/a | 2.91% |
| BXIICS2E INDEX SWAP 070726 | n/a | 2.89% |
Dividend History
| Ex-Dividend | Amount | Pay Date |
|---|---|---|
| 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 |
| Dec 31, 2025 | $0.06864 | Dec 31, 2025 |
| Nov 28, 2025 | $0.06284 | Nov 28, 2025 |