DSEEX — Doubleline Shiller Enhanced CAPE
Data updated: 2026-08-21
DSEEX — Doubleline Shiller Enhanced CAPE. Intermediate Securitized (MBS/ABS/CMBS) Bond · $2.73B AUM. Holdings, fees, performance and SEC 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: $2.73B
- 1-year return: 2.2%
- 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 |
|---|---|
| United States Of America - Bureau Of The Public Debt | 7.30% |
| United States Of America - Bureau Of The Public Debt | 6.72% |
| United States Of America - Bureau Of The Public Debt | 3.57% |
| United States Of America - Bureau Of The Public Debt | 1.22% |
| United States Of America - Bureau Of The Public Debt | 1.12% |
| United States Of America - Bureau Of The Public Debt | 1.05% |
| United States Of America - Bureau Of The Public Debt | 1.04% |
| Octagon Investment Partners 20-R Ltd. | 1.01% |
| Dreyfus Government Cash Management Funds | 0.94% |
| Oha Credit Funding 16-R Ltd. | 0.92% |
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 | 56.6% |
| Fixed Income | 41.6% |
| Cash & Equivalents | 2.8% |
| Loans | 2.2% |
DSEEX Performance
Total returns for DSEEX (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | -0.3% |
| 1 year | 2.2% |
| 3 years (annualised) | 10.3% |
| 5 years (annualised) | 5.3% |
DSEEX Risk Information
Risk metrics for DSEEX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 12.4%
DSEEX Costs and Fees
DSEEX costs about $54 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.54%
- Gross expense ratio: 0.54%
- Portfolio turnover: 48%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
DSEEX Cashflows
Over the 12 months to 2026-06, Doubleline Shiller Enhanced CAPE had net outflows of $792.40M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$97.60M |
| 2026-05 | −$67.87M |
| 2026-04 | −$46.53M |
| 2026-03 | −$78.39M |
| 2026-02 | −$84.74M |
| 2026-01 | −$52.01M |
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 |
|---|---|
| United States Of America - Bureau Of The Public Debt | 7.30% |
| United States Of America - Bureau Of The Public Debt | 6.72% |
| United States Of America - Bureau Of The Public Debt | 3.57% |
| United States Of America - Bureau Of The Public Debt | 1.22% |
| United States Of America - Bureau Of The Public Debt | 1.12% |
| United States Of America - Bureau Of The Public Debt | 1.05% |
| United States Of America - Bureau Of The Public Debt | 1.04% |
| United States Of America - Bureau Of The Public Debt | 0.72% |
| American Tower Corp. | 0.28% |
| Citigroup, Inc. | 0.21% |
DSEEX Prospectus and SEC Filings
Official Doubleline Shiller Enhanced CAPE filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-07-27
- Prospectus (485BPOS) — filed 2024-07-19
- Prospectus supplement (497) — filed 2025-10-31
- Portfolio holdings (N-PORT) — filed 2026-08-21
- Portfolio holdings (N-PORT) — filed 2026-05-28
- Portfolio holdings (N-PORT) — filed 2026-02-26
- Annual census (N-CEN) — filed 2026-06-11
- Annual census (N-CEN) — filed 2025-06-10
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.