Mortgage-Backed Securities Performance

Mortgage-Backed Securities

Total Return
Strategic MBS

Total Return - as of December 31, 2011
Seeks to outperform the Barclays US Mortgage Index as well as the Barclays US Aggregate Index.

	Total Return Composite (Gross)	Total Return Composite (Net)	Barclays MBS Index	Barclays US Aggregate Index
Last 3 Months	0.77%	0.67%	0.88%	1.12%
Last 6 Months	4.90%	4.70%	3.26%	4.98%
Last 12 Months	10.17%	9.74%	6.23%	7.84%
Since Inception Annualized (4-7-10 to 12-31-11)	15.79%	15.33%	6.12%	7.57%

Please click here for more complete list of and more information regarding the DoubleLine composites in compliance with the GIPS® performance presentation standards. Past performance is no guarantee of future results.

Strategic MBS - as of December 31, 2011
Seeks to outperform the Barclays Capital US Aggregate index by 500 basis points per annum over the long term. Employs Jeffrey Gundlach "Best Ideas Mortgages".

	Strategic MBS Composite (Gross)	Strategic MBS Composite (Net)	Barclays Aggregate Index
Last 3 Months	1.42%	1.11%	1.12%
Last 6 Months	7.97%	7.30%	4.98%
Last 12 Months	16.37%	14.95%	7.84%
Since Inception Annualized (3-1-10 to 12-31-11)	26.64%	25.09%	6.74%

Receive DoubleLine News
If you would like to be added to our database to receive future notifications of events and news about DoubleLine Click Here

Nothing on this website should be deemed to be investment advice. The views and forecasts expressed in any materials on this website are as of the date indicated, are subject to change without notice, may not come to pass and do not represent a recommendation or offer of any particular security, strategy, or investment. DoubleLine Capital LP has no obligation to provide revised assessments in the event of changed circumstances. There can be no assurance that the strategies described will achieve their objectives and goals. DoubleLine® is a registered trademark of DoubleLine Capital LP.