For Institutional Investors in the US

JAAA AAA CLO ETF

Provides exposure to the high-quality, floating rate CLO market in a liquid, transparent manner.

NAV
$50.44
As of 11/26/2021

1-Day Change
$0.00 (0.00%)
As of 11/26/2021

YTD Return
1.30%
As of 11/26/2021

Overview

We believe our expertise in managing CLO portfolios can deliver investors risk-managed access to an asset class that provides significant credit enhancement to floating rate loans, and low correlation to traditional fixed income asset classes while exhibiting low volatility with low downgrade risk.

ETF OBJECTIVE

Janus Henderson AAA CLO ETF seeks capital preservation and current income by seeking to deliver floating-rate exposure to high quality AAA-rated collateralized loan obligations (CLOs).

WHY INVEST IN THIS ETF

High-Quality Asset Class
A robust asset class during uncertain times, AAA-rated CLOs have endured through the Global Financial Crisis and the COVID-19 pandemic, eliciting growth in the CLO market.

Risk Management
AAA-rated CLOs may help diversify a traditional fixed income portfolio, while exhibiting low volatility and low downgrade risk.

Efficient ETF Structure
Provides exposure to AAA-rated CLO markets historically available only to institutional investors with the lower cost, transparency, and liquidity characteristics of the ETF structure.

PORTFOLIO MANAGEMENT

John Kerschner, CFA

Head of U.S. Securitized Products | Portfolio Manager

Industry since 1990. Joined Firm in 2010.

Nick Childs, CFA

Portfolio Manager | Securitized Products Analyst

Industry since 2003. Joined Firm in 2017.

Performance

RETURNS (%) (As of 09/30/2021)
NAV Market Price J.P. Morgan CLO AAA Index
 
3M YTD Since Inception
(10/16/2020)
NAV 0.32 1.16 1.98
Market Price 0.44 1.28 2.09
J.P. Morgan CLO AAA Index 0.33 1.14 2.11
RETURNS (%) (As of 10/31/2021)
NAV Market Price J.P. Morgan CLO AAA Index
 
3M YTD 1YR Since Inception
(10/16/2020)
NAV 0.29 1.27 2.53 2.02
Market Price 0.27 1.37 2.55 2.09
J.P. Morgan CLO AAA Index 0.34 1.27 2.44 2.14

PREMIUM/DISCOUNT HISTORY

DISTRIBUTION OVERVIEW
Ex-DateRecord DatePayable DateOrdinary IncomeShort-Term Capital GainsLong-Term Capital GainsTotal Distribution
11/01/2021 11/02/2021 11/05/2021 $0.055738$0.000000 $0.000000 $0.055738
10/01/2021 10/04/2021 10/07/2021 $0.047366 $0.000000 $0.000000 $0.047366
09/01/2021 09/02/2021 09/08/2021 $0.044888 $0.000000 $0.000000 $0.044888
08/02/2021 08/03/2021 08/06/2021 $0.035075 $0.000000 $0.000000 $0.035075
07/01/2021 07/02/2021 07/08/2021 $0.050000$0.000000 $0.000000 $0.050000
06/01/202106/02/202106/07/2021$0.050833$0.000000 $0.000000 $0.050833
View Full History

Portfolio

Index represents the J.P. Morgan CLO AAA Index

Top Holdings (As of 11/26/2021)
% of Fund
Voya CLO 2014-1 (previously ING IM CLO 2014-1) A1AR2 1.11225% 18-APR-2031 4.22
Sound Point CLO XIX A 1.12375% 15-APR-2031 3.73
Magnetite XXIX A 1.11375% 15-JAN-2034 3.41
Rad CLO 14 Ltd|1.31|01/15/2035 3.24
TICP CLO XII AR 1.29375% 15-JUL-2034 2.79
Anchorage Capital CLO 4-R A 1.18588% 28-JAN-2031 2.11
Magnetite XXVI A1R 1.236% 15-JUL-2034 1.95
PPM CLO 2018-1 A 1.27375% 15-JUL-2031 1.94
Allegro CLO VIII A 1.22375% 15-JUL-2031 1.94
Octagon Loan Funding Ltd|1.34|11/18/2031 1.95
View Full Holdings

Documents