Janus Henderson Expands Securitised Active ETF Lineup on the LSE

Janus Henderson Tabula Mortgage-Backed Securities UCITS ETF (USD) Dist.

The Janus Henderson Tabula Mortgage-Backed UCITS ETF invests in an actively managed portfolio of MBS. The investment team focuses on maximising carry per unit of risk, targeting positive convex opportunities, and maintaining high correlation with benchmarks, all through a deep understanding of borrower behaviour and fundamental loan-level analysis.

Investment process

Mortgage-related fixed income instruments include residential and commercial mortgage-backed securities (“MBS”), collateralized mortgage obligations (“CMOs”), stripped mortgage-backed securities (i.e. mortgage backed securities that derive their cash flow from either principal payments or interest payments), mortgage pass-through securities (i.e. securities where the combined principal and interest payments are passed through to the security holder), credit risk transfer securities (“CRTs”), and To be Announced (or “TBA”) commitments.