LSCP Holdings List

No.	Symbol	Name	% Weight	Shares
1	n/a	2 Year Treasury Note Future Dec 26	14.96%	9,800,000
2	n/a	Us 5yr Note (Cbt) Dec26 Xcbt 20261231	5.80%	3,700,000
3	n/a	Us 10yr Note (Cbt)dec26 Xcbt 20261221	3.67%	2,300,000
4	FN.DH1011	Federal National Mortgage Association 5%	3.52%	2,461,750
5	T.2 11.15.41	United States Treasury Bonds 2%	1.51%	1,517,000
6	FR.SL3366	Federal Home Loan Mortgage Corp. 3%	1.45%	1,147,748
7	B.0 12.03.26	United States Treasury Bills 0%	1.38%	929,000
8	FR.SD8494	Federal Home Loan Mortgage Corp. 5.5%	1.29%	880,182
9	n/a	Fixed Inc Clearing Corp.Repo	1.10%	738,522
10	WIB.0 12.24.26	United States Treasury Bills 0%	1.08%	727,000
11	T.4.125 10.31.31	United States Treasury Notes 4.75%	0.99%	663,000
12	T.1.75 08.15.41	United States Treasury Bonds 1.75%	0.99%	1,025,000
13	T.3.5 02.15.33	United States Treasury Notes 3.5%	0.99%	710,000
14	GOCAP.2026-92A B	GOLUB CAPITAL PARTNERS CLO 92(M) 5.6341%	0.94%	635,000
15	FHLBDN.0 11.09.18	Federal Home Loan Banks 0%	0.87%	585,000
16	FN.BF0546	Federal National Mortgage Association 2.5%	0.86%	730,633
17	T.4.125 08.15.53	United States Treasury Bonds 4.125%	0.81%	656,000
18	FN.FS3238	Federal National Mortgage Association 2%	0.80%	697,724
19	FR.SL4539	Federal Home Loan Mortgage Corp. 4.5%	0.76%	552,693
20	BLKMM.2026-2A A2	BLACKROCK DLF 2026-C CLO LLC 5.87403%	0.75%	500,000
21	CIFC.2023-1A D1R	CIFC Funding 2023-1 Ltd. 6.64249%	0.75%	500,000
22	CIFC.2019-7A A1R	Cifc Funding 2019-VII Ltd. / Cifc Funding 2019-VII LLC 5.39624%	0.75%	500,000
23	ANCHC.2020-15A A1R2	ANCHORAGE CAPITAL CLO 15 LTD 5.49444%	0.75%	500,000
24	GCBSL.2026-88A A1	GOLUB CAPITAL CLO 88B LTD 5.36624%	0.75%	500,000
25	GCBSL.2021-58A CR	Golub Capital Partners CLO 26(B)-R Ltd. 6.02403%	0.75%	500,000

Showing 25 of 439 holdings

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As of Nov 7, 2026