WABF Holdings List

No.	Symbol	Name	% Weight	Shares
1	n/a	Recv Cmenairswap Fwd 9/27	7.21%	850,000
2	n/a	Recv Cmenairswapfwd53155	6.93%	818,000
3	T.4.625 09.30.30	United States Treasury Notes 4.625%	5.28%	630,000
4	n/a	Cash	5.10%	601,775
5	n/a	Recv Irswap2.3675 6-29-20	3.04%	358,000
6	FNCL.5.5 10.11	Federal National Mortgage Association 5.5%	2.43%	300,000
7	G2SF.3 10.11	Government National Mortgage Association	2.12%	300,000
8	FN.CB2775	Federal National Mortgage Association 2.5%	1.83%	268,993
9	ABCLN.2026-A A2	ALLY BANK AUTO CREDIT LINKED 24-A 0.08824%	1.74%	206,546
10	FR.RA9639	Federal Home Loan Mortgage Corp. 0.01887%	1.71%	202,682
11	BAYFRT.9A A	BAYFRT 9A A 1/41	1.70%	200,000
12	HSBC.V4.762 03.29.33	HSBC Holdings PLC 4.762%	1.58%	200,000
13	FNCL.5 10.11	Federal National Mortgage Association	1.58%	200,000
14	MEX.4.875 05.19.33	Mexico (United Mexican States) 4.875%	1.54%	200,000
15	PRXNA.3.061 07.13.31 REGS	Prosus NV 3.061%	1.48%	200,000
16	KZOKZ.3.5 04.14.33 REGS	JSC National Company KazMunayGas 3.5%	1.45%	200,000
17	FN.BF0561	Federal National Mortgage Association 0.01639%	1.42%	208,782
18	SQPT.2026-1A A1	SQUAREPOINT US CLO 1 LTD	1.27%	150,000
19	BLACK.2019-2AR A1R2	BLACK 2019-2AR A1R2 10/39	1.27%	150,000
20	NEUB.2022-51A AR2	NEUBERGER BERMAN LOAN ADVISERS CLO	1.27%	150,000
21	BMARK.2023-B39 A5	BENCHMARK 2023-B39 MTG TR 0.125%	1.26%	150,000
22	FR.SD8257	Federal Home Loan Mortgage Corp. 4.5%	1.13%	147,041
23	FN.FS5313	Federal National Mortgage Association 3.5%	1.09%	148,834
24	FN.FS5991	Federal National Mortgage Association 0.01923%	1.04%	159,027
25	n/a	Citi Margin	0.97%	114,822

Showing 25 of 405 holdings

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As of Oct 1, 2026