NYLIM VP Janus Henderson Balanced Portfolio

NYLIM VP FUNDS TRUST

Aggressive allocation fund
$2.07B NAV
732 positions · as of 2026-06-30 · filed 2026-08-24

Fund classification

Classified from what the fund holds · as of 2026 Q2

NYLIM VP Janus Henderson Balanced Portfolio is an aggressive allocation fund. 22% of NYLIM VP Janus Henderson Balanced Portfolio’s stock holdings are in companies whose revenue grew in the top quartile of U.S. companies over the last five fiscal years (covering 96% of the fund’s equity).

Asset class
Allocation (multi-asset)
Region
United States
Management
Actively managed
Fund type
Open-end fund
Equity exposure
Aggressive

Fund profile

As filed in the prospectus · 2026 Q2

The Portfolio seeks long-term capital growth, consistent with preservation of capital and balanced by current income.

Strategy · summarised

The fund allocates 45% to 70% of assets to equities selected through bottom-up fundamental analysis by subadvisor Janus Henderson Investors US LLC, which evaluates revenue growth, returns on capital, and balance sheet strength, with the remainder in fixed-income securities and cash managed through research-driven top-down and bottom-up analysis. The fixed-income allocation must include at least 25% in senior securities and limits high-yield bonds to 20% or less of the fixed-income portion. The fund may use derivatives including interest rate swaps, currency forwards, and credit default swaps to manage risk and adjust exposure. Because security selections depend on the subadvisor's assessment of individual companies and issuers, portfolio performance will diverge from any benchmark.

Expenses
0.58% 0.83%across 2 share classes
Share classExpense ratio
C0001046270.58%
C0001046280.83%

Portfolio turnover 103.00% · as of 2026 Q2

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

102.55%
of net assets
Stocks65.07%
Securitized17.34%
Bonds16.27%
Cash & short-term3.00%
2 smaller0.88%

Derivatives are shown at market value, not notional exposure.

Sector allocation

The same holdings as Allocation above, grouped by market sector instead of asset type · as of 2026 Q2

100%
of net assets
Information Technology22.7%
Securitized17.2%
Financials10.5%
Government8.6%
12 smaller41.0%

Government, Securitized and Cash are non-corporate buckets; International is foreign holdings we don’t sector-classify, and Other is the residual (held funds, unresolved names).

Portfolio growth profile

How much of the fund’s stock holdings are in fast-growing companies · as of 2026 Q2

Revenue growth
22%of stock holdings in top-quartile growers
covering 96% of the fund’s equity
Earnings growth
30%of stock holdings in top-quartile growers
covering 91% of the fund’s equity

Share of the fund’s equity (by value) in companies whose trailing five-year revenue — or net-income — growth ranks in the top 25% of U.S. public companies. Foreign and newly-listed holdings are excluded, so the figure covers only part of the book. From SEC filings — not investment advice. How we measure this.

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 65 new98 exited

Largest new: United States of America ×6, FNMA or FHLMC, AMD

Largest exited: United States of America ×5, FNMA or FHLMC ×2, INTU

Return profile

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

1-year
+18.12%
3-year
+45.83%
5-year
+44.34%
Volatility
9.97%
Worst 3-yr fall
-6.69%
Cumulative return· Jul 2023 – Apr 2026

May 2026 and Jun 2026 have been filed since the trailing figures were struck, so they are not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

This fund changed legal form during the period shown. The history above is continuous — it spans both eras, and the change is not a gap in reporting.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-06-30

Avg coupon
4.85%
Avg maturity
15.84 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

32%
floating
Fixed rate67.9%
Floating rate32.1%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y0.0%
1-3y5.0%
3-5y17.5%
5-10y20.6%
10y+56.9%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying nearly as much.

Interest-rate duration
1.92 yr
approx. move per 100bp
Credit-spread duration
1.75 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -3.5%
of value
Interest rates52%
Credit spreads48%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+1.75
yrs total
Investment grade+1.49 yr
High yield+0.26 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate1.92 yr total
3 mo30 yr
3 mo0.37 yr19%
1 yr0.04 yr2%
5 yr0.38 yr20%
10 yr0.47 yr24%
30 yr0.66 yr35%
Credit spread1.75 yr total
3 mo30 yr
3 mo0.01 yr1%
1 yr0.06 yr3%
5 yr0.41 yr24%
10 yr0.58 yr33%
30 yr0.69 yr39%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.37+0.01+0.00$1.5k$385
1 yr+0.04+0.04+0.02$7.9k$3.8k
5 yr+0.38+0.32+0.09$65.8k$19.4k
10 yr+0.47+0.49+0.09$101.3k$19.5k
30 yr+0.66+0.64+0.05$132.6k$10.0k

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
NVIDIA Corp.NVDA5.60%$115.84M
Alphabet, Inc.GOOG4.44%$91.92M
Microsoft Corp.MSFT3.28%$67.79M
Amazon.com, Inc.AMZN3.09%$63.92M
NYLIM U.S. Government Liquidity Fund2.81%$58.24M
Apple, Inc.AAPL2.66%$54.98M
Broadcom, Inc.AVGO2.49%$51.56M
United States of America4.13% · due 2031-05-312.48%$51.40M
Micron Technology, Inc.MU2.16%$44.64M
Lam Research Corp.LRCX1.75%$36.10M
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Reported price is the fund's own reported value divided by its own reported shares at 2026-06-30 — not a live quote, and not what the fund paid.

Top 10 positions are 30.75% of net assets, top 25 48.86%, across 276 issuers.

See more of this fund's book

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