LSCP Holdings List

No.	Symbol	Name	% Weight	Shares
1	n/a	2 Year Treasury Note Future Sept 26	19.83%	13,400,000
2	n/a	5 Year Treasury Note Future Sept 26	3.82%	2,500,000
3	FN.DH1011	Federal National Mortgage Association 5%	3.45%	2,475,968
4	LSSAX	Loomis Sayles Securitized Asset Fund	3.41%	304,079
5	n/a	Us 10yr Note (Cbt)sep26 Xcbt 20260921	2.81%	1,800,000
6	TII.1.125 10.15.30	United States Treasury Notes 1.125%	1.78%	1,287,064
7	FR.SL3366	Federal Home Loan Mortgage Corp. 3%	1.77%	1,434,319
8	FN.FA3449	Fnma Pass-Thru I 2.5%	1.73%	1,464,213
9	n/a	Fixed Inc Clearing Corp.Repo	1.66%	1,157,083
10	T.2 11.15.41	United States Treasury Bonds 2%	1.46%	1,517,000
11	T.4.125 06.30.31	United States Treasury Notes 4.125%	1.34%	943,000
12	FR.SD8494	Federal Home Loan Mortgage Corp. 5.5%	1.30%	910,431
13	T.3.5 02.15.33	United States Treasury Notes 3.5%	0.96%	710,000
14	T.4.375 07.31.31	United States Treasury Notes 4.375%	0.96%	670,000
15	T.1.75 08.15.41	United States Treasury Bonds 1.75%	0.96%	1,025,000
16	GOCAP.2026-92A B	GOLUB CAPITAL PARTNERS CLO 92(M) 5.56688%	0.91%	635,000
17	FN.BF0546	Federal National Mortgage Association 2.5%	0.86%	751,012
18	FHLBDN.0 08.10.18	Federal Home Loan Banks 0%	0.84%	587,000
19	FN.FS3238	Federal National Mortgage Association 2%	0.81%	715,705
20	T.4.125 08.15.53	United States Treasury Bonds 4.125%	0.79%	656,000
21	T.4.75 02.15.56	United States Treasury Bonds 4.75%	0.76%	570,000
22	FR.SL4539	Federal Home Loan Mortgage Corp. 4.5%	0.76%	561,097
23	FR.SD2253	Federal Home Loan Mortgage Corp. 3.5%	0.74%	576,340
24	G2.MB1142	Government National Mortgage Association 5%	0.73%	521,598
25	BLKMM.2026-2A A2	BLACKROCK DLF 2026-C CLO LLC 5.50292%	0.72%	500,000

Showing 25 of 381 holdings

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As of Aug 7, 2026