NASDAQ · inception 2014-11-05 · beta 0.46 · avg volume 572,775 · holdings as of 2026-10-15 · prices through 2026-10-16
AUM$6.5B
Holdings4
Top-10 weight0.1%
1-yr return-1.3%
Max drawdown 5y-5.8%
Volatility 1y2.5%
Performance vs S&P 500 (SPY)
■ LMBS■ SPY
Total return
1m
3m
6m
YTD
1y
3y
5y
LMBS
-0.6%
-1.8%
-2.6%
-1.8%
-1.3%
+14.0%
+12.5%
SPY
+0.3%
+2.9%
+7.5%
+11.7%
+15.1%
+80.0%
+84.9%
Rebased to 100 five years ago, weekly adjusted closes. Max drawdown is the largest peak-to-trough fall in that window (trough 2022-10-21). 3y and 5y returns are cumulative.
Top holdings
#
Ticker
Name
Weight
1
Fannie Mae or Freddie Mac TBA, 6%, due 06/01/205
4.91%
2
Fannie Mae or Freddie Mac TBA, 6.50%, due 03/01/
1.84%
3
Fannie Mae or Freddie Mac TBA, 5.50%, due 04/01/
1.74%
4
GNMA TBA, 6.50%, due 01/01/2056
1.54%
5
U.S. Treasury Bill, 0%, due 10/20/2026
1.23%
6
U.S. Treasury Bill, 0%, due 10/27/2026
1.23%
7
Freddiemac Strip Series 462, Class AK, 4.65%, du
1.21%
8
Fannie Mae or Freddie Mac TBA, 3%, due 01/01/205
1.14%
9
U.S. Treasury Bill, 0%, due 10/15/2026
1.08%
10
U.S. Treasury Bill, 0%, due 11/03/2026
1.08%
Exposure
Sector
Unclassified99.7%
Financial Services0.1%
Country
Unclassified99.7%
US0.1%
Weights of holdings joined to company profiles; bonds, cash and derivatives fall under Unclassified.
InsiderStreet scores of the holdings
The holdings are not companies we score (e.g. bonds or commodities).