DoubleLine Shiller Enhanced CAPE Class I
DSEEX
NASDAQ- -
USD
- -
- -
Capital Structure
FRC
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in mil. unless spec.Working Capital
FRC
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in mil. unless spec.Growth Rates
FRC
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in mil. unless spec.Quarterly Revenue
FRC
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in mil. unless spec.Quarterly Earnings Per Share
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in mil. unless spec.Quarterly Dividends Per Share
FRC
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in mil. unless spec.- Sector
- Financial Services
- Industry
- Asset Management
- Address
- 2002 N. Tampa St., Tampa FL United States of America 33602
- IPO Date
- Nov 1, 2013
- CIK
- 0001480207
- Website
- doubleline.com
- Similar Companies
- Business
- DoubleLine Shiller Enhanced CAPE Class I (DSEEX) is a mutual fund managed by DoubleLine Capital LP that seeks total return exceeding the performance of the Shiller Barclays CAPE U.S. Sector TR USD Index over a full market cycle through a combination of U.S. equity sector rotation exposure and an actively managed fixed income portfolio. The fund obtains 100% notional exposure to the index, which identifies undervalued U.S. equity sectors using a modified CAPE ratio adjusted by a momentum factor to avoid value traps, selecting and equally weighting four of the five most undervalued sectors from among 11 U.S. sectors including communication services, consumer staples, materials and real estate; equity exposure is achieved primarily via excess return swaps on growth and value stocks across market capitalizations. Complementing this, the fixed income sleeve provides 100% gross exposure to a diversified portfolio of debt securities such as U.S. government notes (32.46%), investment grade corporates (13.84%), non-agency RMBS (13.16%), commercial MBS (12.14%), collateralized loan obligations (11.33%) and asset-backed securities (7.84%), with a weighted average duration of 1.64 years, weighted average life of 2.80 years and SEC 30-day yield of 4.90% (net). DoubleLine Funds Trust - DoubleLine Shiller Enhanced CAPE, domiciled in the United States, launched on October 31, 2013, with Jeffrey Gundlach (CEO-CIO of DoubleLine) and Jeffrey Sherman as portfolio managers since inception. DoubleLine Capital LP, the adviser and an independent employee-owned investment management firm founded in 2009 and headquartered in Tampa, Florida (previously Los Angeles), oversees approximately $3.48 billion in assets for DSEEX (Class I share class size around $3.32 billion), classifying it in the large blend category with a net expense ratio of 0.56%. The fund targets institutional and high-net-worth investors with a $100,000 minimum initial investment ($5,000 for IRAs), benchmarking against the S&P 500 TR USD Index (primary) and Shiller Barclays CAPE U.S. Sector TR USD Index (secondary), and operates primarily in U.S. markets while including emerging markets debt exposure (1.92%) in fixed income. Recent performance as of September 30, 2025, shows DSEEX delivering a YTD return of 9.83%, 1-year return of 10.47% and 10-year annualized return of 13.59%, with sector allocations emphasizing communication services (26.12%), real estate (25.01%), materials (24.52%) and consumer staples (24.35%). No major acquisitions, funding rounds, partnerships, new product launches or strategic shifts specific to the fund or DoubleLine have been reported in the last 1-2 years; the firm maintains focus on its core strategies amid ongoing asset management growth. DoubleLine continues to emphasize risk-managed, research-driven approaches across its strategies, including this fund's capital-efficient dual-exposure model.