DoubleLine
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Strategy Matrix

Fixed Income Description Benchmark
Core Plus & Opportunistic Fixed Income Active allocation across fixed income sectors: Government, Credit, Mortgages, Emerging Markets & International. Can be more or less aggressive per client mandate. Barclays U.S. Aggregate Bond Index
Flexible Income Active allocation across global fixed income sectors: US Government, US Corporates High Yield, Bank Debt, Mortgages, Developed Countries Debt, & Emerging Markets Debt. No duration target. Not managed to a specific benchmark. Targets Libor +250 basis points
Low Duration Active allocation across fixed income sectors: Government, Credit, Mortgages (Incl. CMBS), & Emerging Markets. Uses short duration securities. BofA/Merrill Lynch 1-3 Year
U.S. Treasury Index
Sector Concentrated
Fixed Income
Description Benchmark
Emerging Markets
Fixed Income
Emerging Markets debt strategy. Concentrated in U.S. dollardenominated securities. Favors corporates over sovereigns. Also offer a Low Duration Emerging Markets strategy which uses shorter duration securities. JP Morgan Emerging Markets
Global Diversified Index
Floating Rate Primarily invested in Bank Loans and other floating rate instruments. Allocations are diversified across industries and issuers. S&P/LSTA Leveraged Loan Index
Total Return Concentrated heavily in Mortgages. Actively allocates between RMBS sub‐sectors: Agency & Non‐Agency RMBS and CMBS. Client customization available. Barclays U.S. Aggregate Bond Index
U. S. Equities Description Benchmark
Equities Focus on growth stocks selected for cash flow valuation metrics. Can be broad based or sector specific (ex. Technology) depending on client specific mandate. Russell 2000 Growth to S&P 500
Shiller Enhanced CAPE® Focus on the most undervalued sectors of the large cap universe as measured by the relative CAPE® ratio Shiller CAPE® U.S. Sector Total Return USD Index
Global Macro Description Benchmark
Multi-Asset Growth Best Ideas Global Macro strategy. Invests opportunistically in Commodities, Currencies, Equities and Fixed Income. Managed as an absolute return strategy. Blended Benchmark 1
Alternative Investment Strategies Description Benchmark
Opportunistic Income -
Fixed Income
Best Ideas Fixed Income strategy. Aggressively allocates opportunistically. Can employ leverage. No duration constraints. Barclays U.S. Aggregate Bond Index
Opportunistic Income -
Global Macro
Best Ideas Global Macro strategy is concentrated heavily in Equities. Aggressively allocates opportunistically. Can employ leverage. No duration constrains.  
Opportunistic Income ‐ CMBS Best Ideas CMBS/CRE strategy focusing on combining B‐piece CMBS and direct origination lending. Employs leverage. Barclays U.S. CMBS Index
     

1. Blended benchmark is maintained by DoubleLine and consists of 60% Barclays U.S. Aggregate Index, 25% MSCI ASCI and 15% SP GSCI.