DSEEX — Doubleline Shiller Enhanced CAPE
Data updated: 2026-06-11
DSEEX — Doubleline Shiller Enhanced CAPE data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Intermediate Securitized (MBS/ABS/CMBS) Bond · $2.84B AUM · 0.56% expense ratio · 2.5% 1-yr return. From SEC regulatory filings.
DSEEX Fund Overview
DSEEX — Doubleline Shiller Enhanced CAPE is a US mutual fund managed by DoubleLine Funds Trust, categorised as Intermediate Securitized (MBS/ABS/CMBS) Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: DoubleLine Funds Trust
- Category: Intermediate Securitized (MBS/ABS/CMBS) Bond
- Assets under management: $2.84B
- 1-year return: 2.5%
- Ticker: DSEEX
- SEC CIK: 0001480207
- SEC series ID: S000042768
- Share class ID: C000132287
DSEEX Holdings
Top 10 holdings of Doubleline Shiller Enhanced CAPE by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| US Treasury N/b | 7.71% |
| US Treasury N/b | 7.00% |
| US Treasury N/b | 3.49% |
| US Treasury N/b | 3.29% |
| US Treasury N/b | 3.07% |
| Treasury Bill | 1.72% |
| Octagon Investment Partners Xx | 0.97% |
| Sound Point CLO LTD | 0.88% |
| Oak Hill Credit Partners | 0.88% |
| Preston Ridge Partners Mortgag | 0.80% |
DSEEX Portfolio Allocation
Asset-class allocation of Doubleline Shiller Enhanced CAPE by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Securitized | 53.2% |
| Fixed Income | 48.0% |
| Loans | 2.1% |
| Cash & Equivalents | 1.8% |
DSEEX Performance
Total returns for DSEEX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | -4.9% |
| 1 year | 2.5% |
| 3 years (annualised) | 11.2% |
| 5 years (annualised) | 6.1% |
DSEEX Risk Information
Risk metrics for DSEEX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 11.8%
DSEEX Costs and Fees
DSEEX costs about $56 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.56%
- Gross expense ratio: 0.56%
- Portfolio turnover: 85%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
DSEEX Cashflows
Over the 12 months to 2026-03, Doubleline Shiller Enhanced CAPE had net outflows of $831.57M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | −$78.39M |
| 2026-02 | −$84.74M |
| 2026-01 | −$52.01M |
| 2025-12 | −$78.48M |
| 2025-11 | −$54.50M |
| 2025-10 | −$56.10M |
DSEEX Debt Constituents
Largest debt holdings of Doubleline Shiller Enhanced CAPE by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| US Treasury N/b | 7.71% |
| US Treasury N/b | 7.00% |
| US Treasury N/b | 3.49% |
| US Treasury N/b | 3.29% |
| US Treasury N/b | 3.07% |
| Treasury Bill | 1.72% |
| Tsy Infl Ix N/b | 0.54% |
| Tsy Infl Ix N/b | 0.38% |
| American Tower Corp. | 0.28% |
| Tsy Infl Ix N/b | 0.28% |
DSEEX Prospectus and SEC Filings
Official Doubleline Shiller Enhanced CAPE filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Intermediate Securitized (MBS/ABS/CMBS) Bond funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.