WABF Holdings List

No.	Symbol	Name	% Weight	Shares
1	n/a	Cash	7.15%	851,222
2	n/a	Recv Cmenairswap Fwd 9/27	7.15%	850,000
3	n/a	Recv Cmenairswapfwd53155	5.10%	607,000
4	n/a	Recv Cmenairswapfwd092720	3.67%	436,000
5	n/a	Recv Irswap2.3675 6-29-20	3.01%	358,000
6	FNCL.5.5 11.11	Federal National Mortgage Association 5.5%	2.43%	300,000
7	G2SF.3 11.11	Government National Mortgage Association	2.11%	300,000
8	FN.CB2775	Federal National Mortgage Association 2.5%	1.78%	261,625
9	BAYFRT.9A A	BAYFRT 9A A 1/41	1.68%	200,000
10	FR.RA9639	Federal Home Loan Mortgage Corp. 0.01887%	1.66%	198,192
11	ABCLN.2026-A A2	ALLY BANK AUTO CREDIT LINKED 24-A 0.08824%	1.66%	198,696
12	HSBC.V4.762 03.29.33	HSBC Holdings PLC 4.762%	1.57%	200,000
13	FNCL.5 11.11	Federal National Mortgage Association	1.57%	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%	1.47%	200,000
17	FN.BF0561	Federal National Mortgage Association 0.01639%	1.40%	206,416
18	SQPT.2026-1A A1	SQUAREPOINT US CLO 1 LTD	1.26%	150,000
19	BLACK.2019-2A A1R2	BLACK 2019-2A A1R2 10/39	1.26%	150,000
20	NEUB.2022-51A AR2	NEUBERGER BERMAN LOAN ADVISERS CLO	1.26%	150,000
21	BMARK.2023-B39 A5	BENCHMARK 2023-B39 MTG TR 0.125%	1.26%	150,000
22	T.4.625 09.30.30	United States Treasury Notes 4.625%	1.16%	140,000
23	FR.SD8257	Federal Home Loan Mortgage Corp. 4.5%	1.13%	146,043
24	FN.FS5313	Federal National Mortgage Association 3.5%	1.09%	147,582
25	FN.FS5991	Federal National Mortgage Association 0.01923%	1.03%	157,809

Showing 25 of 406 holdings

Subscribe to see the full list

As of Oct 20, 2026