VNLA Janus Henderson Short Duration Income ETF

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1 Janus Henderson Short Income ETF ETF.com segment: Fixed Income: Global - Broad Market, Broad-based Short-Term Competing ETFs: MINC, STOT, HSRT Related ETF Channels: Short-Term, Global, No Underlying Index, Fixed Income, Bond, Global Bonds, Active Management Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. FUND DESCRIPTION is an actively-managed fixed income fund that aims to outperform the LIBOR 3- month rate by holding a wide range of fixed income securities with an aggregate duration target of 0-2 years. FACTSET ANALYTICS INSIGHT charges a reasonable fee for its actively-managed mandate to generate steady incomes and provide low volatility with limited duration risk. At the short end of the duration continuum, every basis point counts, and fees can have a major impact on investor experience. The fund tries to consistently outperform the 3-month LIBOR rate regardless of market cycles. s managers try to exploit structural inefficiencies in the fixed income market by selecting securities from various sectors and geographies with an aggregate duration target of 0-2 years. There is an individual 15% cap on high-yield securities, emerging market exposure, and foreign currency exposure. The fund will hedge its foreign currency exposure. is a potential fit for investors looking for a place to park their short-term cash while generating some income. Due to the fund s broad reach, market makers will be very useful when executing block trades. MSCI ESG ANALYTICS INSIGHT The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of April 2, 2019 the Janus Henderson Short Income ETF MSCI ESG Fund Quality Score is 5.38 out of 10. The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 40th percentile within its peer group and in the 45th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. SUMMARY DATA Issuer Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (60- Day) PORTFOLIO DATA Weighted Avg. Yield to Next Ex-Dividend Date Number of Holdings INDEX DATA Index Tracked Index Weighting Methodology Index Selection Methodology Segment Benchmark Janus Henderson 11/16/16 Open-Ended Fund 0.35% $925.28M $6.83M 354 No Underlying Index Proprietary Proprietary

2 1 Year Daily Price ($) May Jun Jul Aug Sep Oct Nov Dec `19 Feb Mar Apr 2 000k PERFORMANCE [as of 04/02/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 0.65% 1.84% 1.84% 3.08% (NAV) 0.65% 1.66% 1.70% 3.10% No Underlying Index All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 HOLDINGS CORPORATE BOND 4.58% SGSP (Australia) Assets P U.S. Dollar 3.01% San Diego Gas & Electric 1.08% Sydney Airport Finance C 1.41% Westpac Banking Corpora 0.94% Optus Finance Pty Ltd % Ausgrid Finance Pty Ltd. F 0.89% Export-Import Bank of Ko Wells Fargo Bank, N.A % Total Top 10 Weighting 16.58% PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Tracking Difference (12 Mo) Max. Downside Tracking Difference (12 Mo) 0.35% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K % / 39.60% 0.43% Ordinary income No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund Yes No No Policy ETN Counterparty Risk Fund Closure Risk Low Portfolio Disclosure Daily

3 Daily Spread 0.12% FACTSET ANALYTICS BLOCK LIQUIDITY As of 04/03/ % 0.06% 0% This measurement shows how easy it is to trade a $1 million USD block of. is rated a out of 5. Premium/Discount 0.4% 0.2% TRADABILITY Avg. Daily Share 138, % Average Daily $ $6.83M -0.2% Median Daily Share 123, % 1 250k 1 000k 750k 500k 250k Median Daily ($) Average Spread (%) Average Spread ($) $6.08M $0.01 Apr May Jul Aug Oct Dec Feb Apr Median Premium / Discount (12 Mo) 0.08% Max. Premium / Discount (12 Mo) 0.21% / -0.21% Impediment to Creations None Market Hours Overlap % Creation Unit Size (Shares) 25,000 Creation Unit/Day (45 Day Average) 4.92 Creation Unit Cost (%) 0.04% Underlying / Unit Open Interest on ETF Options Net Asset Value (Yesterday) $49.50 ETF.com Implied Liquidity TOP 10 HOLDINGS PERFORMANCE STATISTICS CORPORATE BOND 4.58% Goodness of Fit (R2) U.S. Dollar 3.01% Beta Sydney Airport Finance Co. Pty Ltd % 28- APR % Up Beta Down Beta Optus Finance Pty Ltd % 15-OCT % Downside Standard Deviation Export-Import Bank of Korea FRN 01-JUN-2021 MSCI ESG RATINGS MSCI ESG Quality Score 5.38 / 10

4 SGSP (Australia) Assets Pty Ltd. 3.3% 09-APR-2023 Peer Group Percentile Rank Global Percentile Rank San Diego Gas & Electric Company 3.0% 15-AUG % SRI Screening Criteria Exposure 6.14% Westpac Banking Corporation 4.334% 16-AUG % Exposure to Sustainable Impact Solutions 1.43% Ausgrid Finance Pty Ltd. FRN 30-OCT % Weighted Average Carbon Intensity (t CO2e/$M Sales) Wells Fargo Bank, N.A % 23-JUL % Total Top 10 Weighting 16.58% HOLDINGS STATISTICS Segment Benchmark Weighted Avg. Effective Key Rate (2 year) Key Rate (10 year) Yield to Credit Spread Concentration Number of Holdings Weighted Avg. Credit 354 MATURITY DISTRIBUTION Segment Benchmark 0-1 Year 1-3 Years 3-5 Years 5-7 Years 7-10 Years 10+ Years

5 2019 ETF.com The data and information contained herein is not intended to be investment or tax advice. A reference to a particular investment or security, a credit rating, or any observation concerning a security or investment provided in the ETF.com Service is not a recommendation to buy, sell, or hold such investment or security or to make any other investment decisions. You should not use such information for purposes of any actual transaction without consulting an investment or tax professional. ETF.com DOES NOT TAKE RESPONSIBILITY FOR YOUR INVESTMENT OR OTHER ACTIONS NOR SHALL ETF.com HAVE ANY LIABILITY, CONTINGENT OR OTHERWISE, FOR THE ACCURACY, COMPLETENESS, TIMELINESS, OR CORRECT SEQUENCING OF ANY INFORMATION PROVIDED BY ETF.com OR FOR ANY DECISION MADE OR ACTION TAKEN BY YOU IN RELIANCE UPON SUCH INFORMATION OR ETF.com. [ETF.com DOES NOT PROVIDE ANY RESEARCH OPINIONS.] ETF.com MAKES NO REPRESENTATIONS ABOUT THE SUITABILITY OF THE INFORMATION, PRODUCTS OR SERVICES CONTAINED HEREIN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. Data provider: Terms of Use MSCI ESG Research LLC s ("MSCI ESG") Fund Metrics products (the "Information") provide environmental, social and governance data with respect to underlying securities within more than 24,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of MSCI ESG materials have not been submitted to, nor received approval from, the US SEC or any other regulatory body. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided "as is" and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information.