Overview: |
| Title: Seeking High Current Income with Enhanced Flexibility: Exploring Equity Linked ETFs |
| Date: Wednesday, April 29, 2026 |
| Time: 10:00 AM Eastern Daylight Time |
| Duration: 1 hour |
Register Now: |
| Already Registered? |
Summary: |
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You’re invited to an upcoming webcast introducing Janus Henderson’s Structured Income ETFs: Equity Linked High Income (JELH) and Equity Linked Moderate Income (JELM).
Register now to gain portfolio-level insight into Janus Henderson’s newest income solutions. Accepted for 1 CFP / IWI / CFA CE Credit |
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Speakers: |
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Natasha Sibley is a Portfolio Manager on the Diversified Alternatives Team at Janus Henderson Investors, a position she has held since 2013. Natasha began her career at Henderson in 2009 and was promoted to an analyst role with the team in 2010. |
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Jamie Sandells is a Portfolio Manager on the Diversified Alternatives Team at Janus Henderson Investors, a position he has held since 2025. He was an associate portfolio manager on the team from 2023. Before that, he was a senior risk manager with the firm from 2020. Prior to joining the firm in 2018, Jamie was with Deutsche Bank as an equity derivatives associate from 2015. He began his career as a risk modelling consultant at Nationwide Building Society in 2013. |
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Greg Trinks is Head of U.S. Product at Janus Henderson Investors, a position he has held since 2023. In this role, he leads the U.S. product team, overseeing strategy and development of the firm’s suite of products and services across retail and institutional channels in the U.S. Prior to joining the firm, Greg was with UBS for over twenty years where he held a variety of roles, including head of exchange-traded products & listed derivatives, head of manager research & fund solutions Americas, head of exchange-traded products, various fixed income and structured product sales positions, and most recently as head of portfolio advisory group from 2022. Greg began his career focused on taxable fixed income and municipal bond sales and marketing at Prudential Financial in 1999. |
Past performance is no guarantee of future results.
Investing involves risk, including the possible loss of principal and fluctuation of value.
There is no assurance the stated objective(s) will be met.
OBJECTIVES: Janus Henderson Equity Linked High Income ETF and Janus Henderson Equity Linked Moderate Income ETF seek high current income.
Actively managed portfolios may fail to produce the intended results. No investment strategy can ensure a profit or eliminate the risk of loss.
Alternative investments include, but are not limited to, commodities, real estate, currencies, hedging strategies, futures, structured products, and other securities intended to be less correlated to the market. They are typically subject to increased risk and are not suitable for all investors.
Autocallable instruments limit upside because payouts may cease once an autocall occurs, resulting in missed future income opportunities and reinvestment at potentially less favorable levels. Barrier events can suspend income or reduce principal if predefined levels are breached. Depending on the terms, investors may receive no further coupons and may experience partial or total loss of principal following adverse market movements.
Derivatives can be more volatile and sensitive to economic or market changes than other investments, which could result in losses exceeding the original investment and magnified by leverage.
Diversification neither assures a profit nor eliminates the risk of experiencing investment losses.
Equity linked notes (ELNs) are structured obligations whose value is derived from an equity or equity index. ELNs may be difficult to value or sell, may lack active secondary markets, and may not fully participate in equity market gains. Because ELNs are unsecured obligations of issuing banks or broker dealers, investors are exposed to issuer credit risk and may experience losses if the issuer becomes unable or unwilling to meet its obligations. Many ELNs contain call features that can terminate future coupon payments and require reinvestment at less favorable terms.
Equity securities are subject to risks including market risk. Returns will fluctuate in response to issuer, political and economic developments.
Fixed income securities are subject to interest rate, inflation, credit and default risk. The bond market is volatile. As interest rates rise, bond prices usually fall, and vice versa. The return of principal is not guaranteed, and prices may decline if an issuer fails to make timely payments or its credit strength weakens.
Foreign securities are subject to additional risks including currency fluctuations, political and economic uncertainty, increased volatility, lower liquidity and differing financial and information reporting standards, all of which are magnified in emerging markets.
Forward Foreign Currency Contracts Risk. Forward foreign currency transactions are subject to significant volatility and market fluctuations that could result in substantial losses. These transactions, used for hedging and speculative purposes, also expose the Fund(s) to interest rate risks.
Options (calls and puts) involve risks. Option trading can be speculative in nature and carries a substantial risk of loss.
Reference assets, such as equity indices, single securities, or multi asset baskets, can be highly volatile and may not behave as expected. Adverse movements may reduce or eliminate potential income and can result in significant losses. Performance may diverge from broad market behavior due to index construction, volatility controls, concentration, or methodology changes.
Stability instruments rely on formulas that adjust payouts when daily market movements breach defined stability levels, which can lead to reduced income or early redemption at values below the amount invested. These instruments do not guarantee principal and may expose investors to amplified losses if leveraged components are triggered. Payoff structures may limit participation in market gains while increasing sensitivity to significant drawdowns.
Swap agreements are derivative contracts that provide synthetic exposure to a reference asset or index and may introduce counterparty default risk, valuation uncertainty, and leverage effects. Returns may differ from the reference exposure due to fees, collateral requirements, or imperfect correlation. Swap exposures may be less liquid or more volatile during periods of market stress.
Janus Henderson Investors US LLC is the investment adviser and ALPS Distributors, Inc. is the distributor. ALPS is not affiliated with Janus Henderson or any of its subsidiaries.
Janus Henderson® and any other trademarks used herein are trademarks of Janus Henderson Group plc or one of its subsidiaries. © Janus Henderson Group plc.
W-0426-2572452-05-31-2026