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Docoh

Fund profile

Fund manager
Total assets
$488.06M
Liabilities
$218.36M
Net assets
$269.7M
Number of holdings
827

Top 200 of 827 Holdings

As of May 2022
Security $Holding Balance % of Fund Category Position Country
FNMA TBA 74.28M 73M principal 27.54 ABS-mortgage backed security Long USA
SHORT TERM INV FUND 55.63M 55.63M shares 20.62 Short-term investment vehicle Long USA
REPURCHASE AGREEMENT 23.97M 23.97M principal 8.89 Repurchase agreement Long USA
FNMA TBA 18.32M 18M principal 6.79 ABS-mortgage backed security Short USA
FNMA TBA 15.97M 18M principal 5.92 ABS-mortgage backed security Short USA
FNMA TBA 12.88M 14M principal 4.78 ABS-mortgage backed security Short USA
FNMA TBA 10.49M 11M principal 3.89 ABS-mortgage backed security Long USA
FNMA TBA 10.49M 11M principal 3.89 ABS-mortgage backed security Short USA
FNMA TBA 9M 9M principal 3.34 ABS-mortgage backed security Long USA
FNMA TBA 8.82M 9M principal 3.27 ABS-mortgage backed security Long USA
FNMA TBA 8.82M 9M principal 3.27 ABS-mortgage backed security Short USA
FNMA TBA 8.57M 9M principal 3.18 ABS-mortgage backed security Long USA
FNMA TBA 6M 6M principal 2.23 ABS-mortgage backed security Short USA
Mortgage Backed Swap Basket Index 5.4M 23.45M contracts 2.00 Credit derivative N/A USA
U.S. T BILLS 5.1M 5.1M principal 1.89 Debt Long USA
U.S. T BILLS 4.9M 4.9M principal 1.82 Debt Long USA
U.S. T BILLS 3.9M 3.9M principal 1.44 Debt Long USA
Mortgage Backed Swap Basket Index 3.44M 14.92M contracts 1.27 Credit derivative N/A USA
Interest Rate Swap 3.23M 196.61M contracts 1.20 Interest rate derivative N/A USA
U.S. T BILLS 3.1M 3.1M principal 1.15 Debt Long USA
FNMA TBA 3.04M 3M principal 1.13 ABS-mortgage backed security Long USA
U.S. T BILLS 3M 3M principal 1.11 Debt Long USA
CORP CMO 2.67M 2.76M principal 0.99 ABS-collateralized bond/debt obligation Long USA
FHLMC CMO IO 2.36M 14.55M principal 0.88 ABS-mortgage backed security Long USA
GNMA CMO IO 2.02M 15.05M principal 0.75 ABS-mortgage backed security Long USA
FNMA CMO IO 2.01M 10.42M principal 0.74 ABS-mortgage backed security Long USA
FNMA CMO IO 2M 10.72M principal 0.74 ABS-mortgage backed security Long USA
FHLMC CMO IO 1.98M 9.64M principal 0.73 ABS-mortgage backed security Long USA
CORP CMO 1.92M 2M principal 0.71 ABS-collateralized bond/debt obligation Long USA
CORP CMO 1.86M 1.73M principal 0.69 ABS-collateralized bond/debt obligation Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 1.84M 2.12M principal 0.68 ABS-mortgage backed security Long USA
Mortgage Backed Swap Basket Index 1.84M 8.01M contracts 0.68 Credit derivative N/A UK
FNMA CMO IO 1.83M 12.51M principal 0.68 ABS-mortgage backed security Long USA
CORP CMO 1.82M 1.94M principal 0.68 ABS-collateralized bond/debt obligation Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 1.73M 1.88M principal 0.64 ABS-mortgage backed security Long USA
GNMA CMO IO 1.72M 30.07M principal 0.64 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 1.7M 1.74M principal 0.63 ABS-mortgage backed security Long USA
Interest Rate Swap 1.7M 27.08M contracts 0.63 Interest rate derivative N/A USA
CORP CMO 1.62M 1.56M principal 0.60 ABS-collateralized bond/debt obligation Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 1.52M 1.77M principal 0.56 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 1.51M 1.57M principal 0.56 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 1.41M 1.54M principal 0.52 ABS-mortgage backed security Long USA
CORP CMO 1.4M 1.4M principal 0.52 ABS-collateralized bond/debt obligation Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 1.38M 1.44M principal 0.51 ABS-mortgage backed security Long USA
GNMA CMO IO 1.37M 9.22M principal 0.51 ABS-mortgage backed security Long USA
GNMA CMO IO 1.34M 9.65M principal 0.50 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 1.34M 1.45M principal 0.50 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 1.34M 1.44M principal 0.50 ABS-mortgage backed security Long USA
FHLMC CMO IO 1.32M 7.26M principal 0.49 ABS-mortgage backed security Long USA
CORP CMO 1.29M 1.29M principal 0.48 ABS-collateralized bond/debt obligation Long USA
GNMA CMO IO 1.29M 10.02M principal 0.48 ABS-mortgage backed security Long USA
FHLMC CMO IO 1.27M 7.78M principal 0.47 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 1.26M 1.64M principal 0.47 ABS-mortgage backed security Long USA
CORP CMO 1.24M 1.25M principal 0.46 ABS-collateralized bond/debt obligation Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 1.24M 1.5M principal 0.46 ABS-mortgage backed security Long USA
GNMA CMO IO 1.23M 24.19M principal 0.46 ABS-mortgage backed security Long USA
CORP CMO 1.2M 1.2M principal 0.44 ABS-collateralized bond/debt obligation Long USA
CORP CMO 1.18M 1.17M principal 0.44 ABS-collateralized bond/debt obligation Long USA
FNMA CMO IO 1.13M 8.41M principal 0.42 ABS-mortgage backed security Long USA
U.S. T BILLS 1.1M 1.1M principal 0.41 Debt Long USA
U.S. T BILLS 1.1M 1.1M principal 0.41 Debt Long USA
FNMA CMO IO 1.1M 6.65M principal 0.41 ABS-mortgage backed security Long USA
CORP CMO 1.09M 1.1M principal 0.41 ABS-collateralized bond/debt obligation Long USA
CORP CMO 1.09M 1.09M principal 0.40 ABS-collateralized bond/debt obligation Long USA
GNMA CMO IO 1.07M 22.76M principal 0.40 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 1.04M 1.11M principal 0.38 ABS-mortgage backed security Long USA
FNMA TBA 1.03M 1M principal 0.38 ABS-mortgage backed security Long USA
CORP CMO 1.03M 964K principal 0.38 ABS-collateralized bond/debt obligation Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 1.02M 1.07M principal 0.38 ABS-mortgage backed security Long USA
CORP CMO 1.02M 1M principal 0.38 ABS-collateralized bond/debt obligation Long USA
CORP CMO 997.19K 1M principal 0.37 ABS-collateralized bond/debt obligation Long USA
GNMA TBA 990.63K 1M principal 0.37 ABS-mortgage backed security Short USA
GNMA CMO IO 985.46K 6.62M principal 0.37 ABS-mortgage backed security Long USA
CORP CMO 983.02K 988.79K principal 0.36 ABS-collateralized bond/debt obligation Long USA
CORP CMO 981.88K 1M principal 0.36 ABS-collateralized bond/debt obligation Long USA
FNMA TBA 978.28K 1M principal 0.36 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 972.94K 1.14M principal 0.36 ABS-mortgage backed security Long USA
CORP CMO 971.03K 1M principal 0.36 ABS-collateralized bond/debt obligation Long USA
CORP CMO 965K 1M principal 0.36 ABS-collateralized bond/debt obligation Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 964.65K 1.07M principal 0.36 ABS-mortgage backed security Long USA
CORP CMO 954.23K 964K principal 0.35 ABS-collateralized bond/debt obligation Long Bermuda
GNMA CMO IO 912.95K 6.07M principal 0.34 ABS-mortgage backed security Long USA
CORP CMO 902.11K 900K principal 0.33 ABS-collateralized bond/debt obligation Long Bermuda
CORP CMO 900.54K 814.77K principal 0.33 ABS-collateralized bond/debt obligation Long USA
CORP CMO 895.53K 1.57M principal 0.33 ABS-collateralized bond/debt obligation Long USA
FNMA CMO IO 879.45K 3.99M principal 0.33 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 878.44K 1.15M principal 0.33 ABS-mortgage backed security Long USA
CORP CMO 876.8K 879K principal 0.33 ABS-collateralized bond/debt obligation Long USA
CORP CMO 873.75K 750K principal 0.32 ABS-collateralized bond/debt obligation Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 859.89K 921K principal 0.32 ABS-mortgage backed security Long USA
FHLMC CMO IO 858.86K 5.99M principal 0.32 ABS-mortgage backed security Long USA
CORP CMO 855.02K 808.52K principal 0.32 ABS-collateralized bond/debt obligation Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 848.5K 1.05M principal 0.31 ABS-mortgage backed security Long USA
CORP CMO 842.7K 956.08K principal 0.31 ABS-collateralized bond/debt obligation Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 833.75K 855K principal 0.31 ABS-mortgage backed security Long USA
Interest Rate Swap 833.42K 7.71M contracts 0.31 Interest rate derivative N/A USA
CORP CMO 822.99K 773K principal 0.31 ABS-collateralized bond/debt obligation Long USA
GNMA CMO IO 822.86K 13.57M principal 0.31 ABS-mortgage backed security Long USA
CORP CMO 816.31K 818K principal 0.30 ABS-collateralized bond/debt obligation Long USA
CORP CMO 810.33K 755K principal 0.30 ABS-collateralized bond/debt obligation Long USA
SHORT TERM INV FUND 808K 808K shares 0.30 Short-term investment vehicle Long USA
GNMA CMO IO 805.66K 7.99M principal 0.30 ABS-mortgage backed security Long USA
Mortgage Backed Swap Basket Index 804.38K 2.6M contracts 0.30 Credit derivative N/A USA
CORP CMO 788.04K 787.69K principal 0.29 ABS-collateralized bond/debt obligation Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 787.23K 1.32M principal 0.29 ABS-mortgage backed security Long USA
CORP CMO 785.92K 761K principal 0.29 ABS-collateralized bond/debt obligation Long USA
CORP CMO 783K 783K principal 0.29 ABS-collateralized bond/debt obligation Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 769.95K 875K principal 0.29 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 750.38K 1.15M principal 0.28 ABS-mortgage backed security Long USA
GNMA CMO IO 742.52K 5.05M principal 0.28 ABS-mortgage backed security Long USA
FHLMC CMO IO 741.1K 4.13M principal 0.27 ABS-mortgage backed security Long USA
GNMA CMO IO 739.13K 12.64M principal 0.27 ABS-mortgage backed security Long USA
FHLMC CMO IO 715.48K 3.19M principal 0.27 ABS-mortgage backed security Long USA
FHLMC CMO IO 714.38K 3.38M principal 0.26 ABS-mortgage backed security Long USA
FHLMC CMO IO 710.65K 6.11M principal 0.26 ABS-mortgage backed security Long USA
Mortgage Backed Swap Basket Index 707.57K 1.74M contracts 0.26 Credit derivative N/A USA
GNMA CMO IO 697.15K 4.65M principal 0.26 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 692.42K 1.14M principal 0.26 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 671.04K 721K principal 0.25 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 669.75K 971K principal 0.25 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 669.35K 917K principal 0.25 ABS-mortgage backed security Long USA
FNMA CMO IO 667.64K 4.14M principal 0.25 ABS-mortgage backed security Long USA
FHLMC CMO IO 666.95K 3.82M principal 0.25 ABS-mortgage backed security Long USA
GNMA CMO IO 663.05K 5.35M principal 0.25 ABS-mortgage backed security Long USA
GNMA CMO IO 661.98K 3.6M principal 0.25 ABS-mortgage backed security Long USA
FNMA CMO IO 653.56K 3.08M principal 0.24 ABS-mortgage backed security Long USA
CORP CMO 639.68K 633K principal 0.24 ABS-collateralized bond/debt obligation Long Bermuda
GNMA CMO IO 637.76K 4.02M principal 0.24 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 633.07K 663K principal 0.23 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 632.52K 693.35K principal 0.23 ABS-mortgage backed security Long USA
FNMA CMO IO 628.36K 3.22M principal 0.23 ABS-mortgage backed security Long USA
GNMA CMO IO 625.13K 4.69M principal 0.23 ABS-mortgage backed security Long USA
CORP CMO 624.87K 624K principal 0.23 ABS-collateralized bond/debt obligation Long USA
GNMA CMO IO 624.85K 10.13M principal 0.23 ABS-mortgage backed security Long USA
FNMA CMO IO 618.64K 3.62M principal 0.23 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 613.04K 706K principal 0.23 ABS-mortgage backed security Long USA
FNMA CMO IO 611.22K 2.79M principal 0.23 ABS-mortgage backed security Long USA
GNMA CMO IO 611.13K 4.37M principal 0.23 ABS-mortgage backed security Long USA
CORP CMO 600K 600K principal 0.22 ABS-collateralized bond/debt obligation Long USA
GNMA CMO IO 595.22K 3.66M principal 0.22 ABS-mortgage backed security Long USA
GNMA CMO IO 589.24K 11.39M principal 0.22 ABS-mortgage backed security Long USA
FNMA CMO IO 588.53K 4.44M principal 0.22 ABS-mortgage backed security Long USA
GNMA CMO IO 585.76K 5.33M principal 0.22 ABS-mortgage backed security Long USA
FNMA CMO IO 581.32K 2.88M principal 0.22 ABS-mortgage backed security Long USA
GNMA CMO IO 571.01K 3.41M principal 0.21 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 570.75K 740K principal 0.21 ABS-mortgage backed security Long USA
GNMA CMO IO 569.11K 2.94M principal 0.21 ABS-mortgage backed security Long USA
GNMA CMO IO 566.42K 10.6M principal 0.21 ABS-mortgage backed security Long USA
Mortgage Backed Swap Basket Index 564.34K 1.39M contracts 0.21 Credit derivative N/A USA
GNMA CMO IO 557.07K 2.91M principal 0.21 ABS-mortgage backed security Long USA
GNMA CMO IO 556.99K 3.16M principal 0.21 ABS-mortgage backed security Long USA
GNMA CMO IO 556.94K 3.51M principal 0.21 ABS-mortgage backed security Long USA
FNMA CMO IO 555.68K 4.06M principal 0.21 ABS-mortgage backed security Long USA
GNMA CMO IO 555.2K 4.4M principal 0.21 ABS-mortgage backed security Long USA
FHLMC CMO IO 550.6K 3.55M principal 0.20 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 546.12K 549K principal 0.20 ABS-mortgage backed security Long USA
FHLMC CMO IO 545.9K 4.57M principal 0.20 ABS-mortgage backed security Long USA
FNMA CMO IO 544.78K 4.02M principal 0.20 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 525.27K 625K principal 0.19 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 523.9K 582K principal 0.19 ABS-mortgage backed security Long USA
GNMA CMO IO 523.05K 2.85M principal 0.19 ABS-mortgage backed security Long USA
GNMA CMO IO 521.57K 2.63M principal 0.19 ABS-mortgage backed security Long USA
FNMA CMO IO 520.81K 3.31M principal 0.19 ABS-mortgage backed security Long USA
Interest Rate Swap 513.73K 14.65M contracts 0.19 Interest rate derivative N/A USA
FHLMC CMO IO 513.66K 2.58M principal 0.19 ABS-mortgage backed security Long USA
GNMA CMO IO 510K 3.4M principal 0.19 ABS-mortgage backed security Long USA
CORP CMO 508K 508K principal 0.19 ABS-collateralized bond/debt obligation Long USA
FHLMC CMO IO 503.24K 2.25M principal 0.19 ABS-mortgage backed security Long USA
GNMA CMO IO 502.59K 2.71M principal 0.19 ABS-mortgage backed security Long USA
GNMA CMO IO 501.18K 2.71M principal 0.19 ABS-mortgage backed security Long USA
U.S. T BILLS 499.83K 500K principal 0.19 Debt Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 496.41K 637K principal 0.18 ABS-mortgage backed security Long USA
CORP CMO 493.27K 488.14K principal 0.18 ABS-collateralized bond/debt obligation Long USA
FHLMC CMO IO 492.12K 2.1M principal 0.18 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 491.46K 566K principal 0.18 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 486.16K 522K principal 0.18 ABS-mortgage backed security Long USA
CORP CMO 481.75K 500K principal 0.18 ABS-collateralized bond/debt obligation Long USA
GNMA CMO IO 480.37K 4M principal 0.18 ABS-mortgage backed security Long USA
FNMA CMO IO 479.2K 2.53M principal 0.18 ABS-mortgage backed security Long USA
GNMA CMO IO 476.79K 7.39M principal 0.18 ABS-mortgage backed security Long USA
CORP CMO 473.79K 439K principal 0.18 ABS-collateralized bond/debt obligation Long USA
GNMA CMO IO 458.63K 2.33M principal 0.17 ABS-mortgage backed security Long USA
Mortgage Backed Swap Basket Index 458.5K 1.13M contracts 0.17 Credit derivative N/A USA
FNMA CMO IO 456.02K 2.01M principal 0.17 ABS-mortgage backed security Long USA
Mortgage Backed Swap Basket Index 450.35K 1.29M contracts 0.17 Credit derivative N/A USA
FNMA CMO IO 448.82K 2.65M principal 0.17 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 446.74K 471K principal 0.17 ABS-mortgage backed security Long USA
FHLMC CMO IO 443.64K 2.94M principal 0.16 ABS-mortgage backed security Long USA
GNMA CMO IO 440.54K 2.73M principal 0.16 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 438.03K 580K principal 0.16 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 433.39K 456K principal 0.16 ABS-mortgage backed security Long USA
CORP CMO 431.57K 442K principal 0.16 ABS-collateralized bond/debt obligation Long USA
GNMA CMO IO 428.91K 3.04M principal 0.16 ABS-mortgage backed security Long USA
CORP CMO 428.84K 425.7K principal 0.16 ABS-collateralized bond/debt obligation Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 426.01K 532K principal 0.16 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 418.91K 467K principal 0.16 ABS-mortgage backed security Long USA
Mortgage Backed Swap Basket Index 412.59K 1.79M contracts 0.15 Credit derivative N/A USA
COMMERCIAL MORTGAGE BACKED SECURITIES 409.41K 510K principal 0.15 ABS-mortgage backed security Long USA
FNMA CMO IO 408.16K 3.27M principal 0.15 ABS-mortgage backed security Long USA
COMMERCIAL MORTGAGE BACKED SECURITIES 404.65K 753K principal 0.15 ABS-mortgage backed security Long USA