Status under the EU Sustainable Finance Disclosure Regulation (SFDR)

Janus Henderson EUR Short Duration Income Active Core UCITS ETF

SFDR classification: Article 8

A. Summary

No sustainable investment objective This financial product is categorised as meeting the provisions set out in Article 8 of SFDR. It promotes environmental and/or social characteristics and does not have a sustainable investment objective.
Environmental or Social (“E/S”) characteristics of the financial product The Sub-Fund promotes the following characteristics:

  • Support for the UN Global Compact principles (which cover matters including human rights, labour, corruption, and environmental pollution)
  • Human health and wellbeing
  • Climate change mitigation
Investment strategy The Sub-Fund aims to provide a steady income stream with capital preservation across various market cycles by investing in an actively managed portfolio of primarily short duration fixed income instruments. The Investment Manager uses exclusionary screens to implement the E/S characteristics. The good governance practices of investee companies are also assessed prior to making an investment and periodically thereafter.
Proportion of investments Minimum share of investments aligned with E/S characteristics 70%
Minimum share of sustainable investments 0%
Minimum share of sustainable investments with an environmental objective not aligned with EU Taxonomy 0%
Minimum share of sustainable investments with an environmental objective aligned with EU Taxonomy 0%
Minimum share of sustainable investments with a social objective 0%
Monitoring of E/S characteristics E/S characteristics are monitored both pre-trade and on an ongoing basis. Exclusionary screens are coded into the Investment Manager’s order management system.
Methodologies The Sub-Fund uses exclusionary screens to implement the E/S characteristics.
Data sources and processing The Investment Manager uses ESG data from a variety of third-party sources, including but not limited to MSCI ESG. The Investment Manager receives weekly automated data feeds from external ESG data vendors. Data is subject to quality checks and mapped to the Investment Manager’s internal data structure before it is made available to investment teams.
Limitations to methodologies and data The Investment Manager acknowledges that there may be limitations to data provided by ESG data providers. Where third-party data is used to apply ESG exclusionary screens, the Investment Manager may only invest in companies that would be excluded by the screens if it believes, based on its own research and as approved by its ESG Oversight Committee, that the third-party data is insufficient or inaccurate.
Due diligence The Investment Manager completes due diligence processes ahead of making any investment decisions, using internal and external tools and research. In addition, the Investment Manager’s Front Office Controls & Governance, Financial Risk and Investment Compliance teams conduct ongoing review and oversight.
Engagement policies The Investment Manager applies Janus Henderson’s firmwide Stewardship & Engagement and Proxy Voting policies, as described in section K.
Designated reference benchmark No index has been designated as a reference benchmark in relation to the Sub-Fund’s attainment of its E/S characteristics.

For the purposes of the AMF doctrine, the extra-financial analysis or rating as described above is higher than:

  1. 90% for equities issued by large capitalisation companies whose registered office is located in "developed" countries, debt securities and money market instruments with an investment grade credit rating, sovereign debt issued by developed countries.
  2. 75% for equities issued by large capitalisations whose registered office is located in "emerging" countries, equities issued by small and medium capitalisations, debt securities and money market instruments with a high yield credit rating and sovereign debt issued by "emerging" countries.

'Where the translated version of this disclosure text differs from the English version, the original English version prevails'

'Where the translated version of this disclosure text differs from the English version, the original English version prevails'