I use a bungee cargo net to hook my u lock to my rack. It works pretty well, bounces occasionally if I'm too loose with my attachments. Seems like an old manufacturer, (maybe masterlock) had holders that you actually locked your lock into so it didn't come off. My lock is an old Speciallized (don't think they've made locks for years) that had a worthless clamp that you tightened with a cam that wouldn't hold the lock in tight enough and a moderate bump would have you losing your lock.
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Bikes: 1996 Eddy Merckx Titanium EX, 1989/90 Colnago Super(issimo?) Piu(?), 1990 Concorde Aquila(hit by car while riding), others in build queue "when I get the time"