LSCP Holdings List

No.	Symbol	Name	% Weight	Shares
1	n/a	2 Year Treasury Note Future Dec 26	14.98%	9,800,000
2	n/a	Us 5yr Note (Cbt) Dec26 Xcbt 20261231	5.45%	3,500,000
3	n/a	Us 10yr Note (Cbt)dec26 Xcbt 20261221	3.78%	2,400,000
4	FN.DH1011	Federal National Mortgage Association 5%	3.45%	2,465,648
5	n/a	Fixed Inc Clearing Corp.Repo	2.10%	1,401,178
6	T.5 09.30.31	US TREASURY N/B 09/31 5	1.59%	1,058,000
7	T.2 11.15.41	United States Treasury Bonds 2%	1.47%	1,517,000
8	FR.SL3366	Federal Home Loan Mortgage Corp. 3%	1.44%	1,164,781
9	FR.SD8494	Federal Home Loan Mortgage Corp. 5.5%	1.28%	886,754
10	FHLBDN.0 10.22.18	Federal Home Loan Banks 0%	1.05%	701,000
11	T.3.5 02.15.33	United States Treasury Notes 3.5%	0.98%	710,000
12	T.1.75 08.15.41	United States Treasury Bonds 1.75%	0.96%	1,025,000
13	GOCAP.2026-92A B	GOLUB CAPITAL PARTNERS CLO 92(M) 5.6341%	0.95%	635,000
14	B.0 12.03.26	United States Treasury Bills 0%	0.94%	628,000
15	FN.BF0546	Federal National Mortgage Association 2.5%	0.84%	734,548
16	FN.FS3238	Federal National Mortgage Association 2%	0.79%	701,910
17	T.4.125 08.15.53	United States Treasury Bonds 4.125%	0.79%	656,000
18	FHLBDN.0 10.15.18	Federal Home Loan Banks 0%	0.78%	519,000
19	T.4.375 07.31.31	United States Treasury Notes 4.375%	0.76%	519,000
20	FR.SL4539	Federal Home Loan Mortgage Corp. 4.5%	0.75%	555,797
21	CIFC.2023-1A D1R	CIFC Funding 2023-1 Ltd. 6.64249%	0.75%	500,000
22	BLKMM.2026-2A A2	BLACKROCK DLF 2026-C CLO LLC 5.50292%	0.75%	500,000
23	CIFC.2019-7A A1R	Cifc Funding 2019-VII Ltd. / Cifc Funding 2019-VII LLC 5.00921%	0.75%	500,000
24	ANCHC.2020-15A A1R2	ANCHORAGE CAPITAL CLO 15 LTD 5.13921%	0.75%	500,000
25	GCBSL.2021-58A CR	Golub Capital Partners CLO 26(B)-R Ltd. 5.76015%	0.75%	500,000

Showing 25 of 428 holdings

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As of Oct 15, 2026