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Archive of News

Posted: Thursday, September 22nd, 2016

Treasury Inflation-Protected Securities (TIPS) are backed by the U.S. government and their par value rises with inflation, while their interest rate remains fixed. Historically, TIPS have been considered low-risk investments that can protect investors from the negative side effects of … Read More


Posted: Friday, June 24th, 2016

While Britain’s historic independence vote has shocked financial markets and political centers, the asset valuation and economic themes forming DoubleLine’s outlook remain in force.

DoubleLine has been in a capital preservation posture, awaiting a time when sell-offs in risky assets such … Read More


Posted: Thursday, June 9th, 2016

Leveraged loans have been one of the hottest asset classes in recent years as investors seek yield and try to manage exposure to expected rising rates. These investors made large contributions to loan funds following the financial recession. In fact, … Read More


Posted: Friday, April 29th, 2016

As the non-Agency Mortgage-Backed Securities (MBS) market continues to shrink, we have diversified our securitized credit exposure within our strategies. The large majority of this diversification has been into Commercial MBS (CMBS), Collateralized Loan Obligations (CLO) and esoteric Asset-Backed Securities … Read More


Posted: Monday, March 14th, 2016

The U.S. Dollar (USD) has rallied over 20% since mid-2014, reaching its strongest levels since 2004 at the end of January. Aggressive quantitative easing (QE) from the European Central Bank (ECB) and Bank of Japan (BoJ), on top of a … Read More


Posted: Monday, February 22nd, 2016

This year has been marked by increased volatility across global equity and credit markets. Falling commodity prices continued to question the health of the global economy and investors have been rightfully spooked. Many investors are left wondering when and where … Read More


Posted: Tuesday, February 9th, 2016

At DoubleLine, we find the Fed started explicitly tightening the shadow rate or the “effective” interest rate as early as June 2014. The Wu-Xia shadow rate reached its lowest level of -3.0% in May 2014 during the Fed’s taper, just … Read More


Posted: Monday, January 11th, 2016

Over the past twelve months there has been a growing divergence between the performance of high yield corporate bonds and U.S. equities. Given the historically strong correlation between these two markets, we believe this divergence is a warning sign to … Read More


Posted: Monday, August 31st, 2015

Posted: Sunday, June 28th, 2015

Bond market liquidity was historically high before the credit crisis in 2008. But massive dealer positions and excessive risk-taking from leveraged dealer balance sheets have systematically been reduced due to increased regulation, including limitations imposed by Dodd-Frank legislation. Limitations have … Read More


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