LSCP Holdings List

No.	Symbol	Name	% Weight	Shares
1	n/a	2 Year Treasury Note Future Dec 26	18.57%	12,400,000
2	n/a	Us 5yr Note (Cbt) Dec26 Xcbt 20261231	4.14%	2,700,000
3	FN.DH1011	Federal National Mortgage Association 5%	3.45%	2,468,637
4	n/a	Us 10yr Note (Cbt)dec26 Xcbt 20261221	3.12%	2,000,000
5	T.4.375 07.31.31	United States Treasury Notes 4.375%	1.69%	1,169,000
6	n/a	Fixed Inc Clearing Corp.Repo	1.52%	1,034,891
7	T.2 11.15.41	United States Treasury Bonds 2%	1.48%	1,517,000
8	FR.SL3366	Federal Home Loan Mortgage Corp. 3%	1.47%	1,187,818
9	B.0 12.03.26	United States Treasury Bills 0%	1.35%	926,000
10	FR.SD8494	Federal Home Loan Mortgage Corp. 5.5%	1.29%	893,973
11	FHLBDN.0 09.30.14	Federal Home Loan Banks 0%	1.23%	842,000
12	T.4.125 06.30.31	United States Treasury Notes 4.125%	1.07%	750,000
13	T.1.75 08.15.41	United States Treasury Bonds 1.75%	0.97%	1,025,000
14	T.3.5 02.15.33	United States Treasury Notes 3.5%	0.97%	710,000
15	GOCAP.2026-92A B	GOLUB CAPITAL PARTNERS CLO 92(M) 5.6341%	0.93%	635,000
16	T.4.625 08.15.36	United States Treasury Notes 4.625%	0.87%	605,000
17	FN.BF0546	Federal National Mortgage Association 2.5%	0.86%	741,966
18	FN.FS3238	Federal National Mortgage Association 2%	0.80%	708,447
19	T.4.125 08.15.53	United States Treasury Bonds 4.125%	0.80%	656,000
20	FR.SL4539	Federal Home Loan Mortgage Corp. 4.5%	0.76%	557,738
21	CIFC.2023-1A D1R	CIFC Funding 2023-1 Ltd. 6.35292%	0.74%	500,000
22	BLKMM.2026-2A A2	BLACKROCK DLF 2026-C CLO LLC 5.50292%	0.74%	500,000
23	ANCHC.2020-15A A1R2	ANCHORAGE CAPITAL CLO 15 LTD 5.13921%	0.74%	500,000
24	CIFC.2019-7A A1R	Cifc Funding 2019-VII Ltd. / Cifc Funding 2019-VII LLC 5.00921%	0.74%	500,000
25	GCBSL.2021-58A CR	Golub Capital Partners CLO 26(B)-R Ltd. 5.76015%	0.74%	500,000

Showing 25 of 407 holdings

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As of Sep 18, 2026