Janus Henderson Mortgage-Backed Securities ETF (JMBS US) – Portfolio Construction MethodologyThe investment strategy governing the actively managed Janus Henderson Mortgage-Backed Securities ETF concentrates on agency residential mortgage-backed pass-throughs, allocating across coupons, vintages, and structures to harvest spread while managing prepayment, extension, and convexity risk. Security selection combines pool-level analytics (borrower attributes, seasoning, loan size, geography, servicer) with opti ...