0001752724-19-001763.txt : 20190114
0001752724-19-001763.hdr.sgml : 20190114
20190114170850
ACCESSION NUMBER: 0001752724-19-001763
CONFORMED SUBMISSION TYPE: N-CEN
PUBLIC DOCUMENT COUNT: 10
CONFORMED PERIOD OF REPORT: 20181031
FILED AS OF DATE: 20190114
DATE AS OF CHANGE: 20190114
EFFECTIVENESS DATE: 20190114
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Janus Detroit Street Trust
CENTRAL INDEX KEY: 0001500604
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: N-CEN
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23112
FILM NUMBER: 19525611
BUSINESS ADDRESS:
STREET 1: 151 DETROIT STREET
CITY: DENVER
STATE: CO
ZIP: 80206
BUSINESS PHONE: 303-333-3863
MAIL ADDRESS:
STREET 1: 151 DETROIT STREET
CITY: DENVER
STATE: CO
ZIP: 80206
FORMER COMPANY:
FORMER CONFORMED NAME: Janus ETF Trust
DATE OF NAME CHANGE: 20100902
N-CEN
1
primary_doc.xml
X0101
N-CEN
LIVE
0001500604
XXXXXXXX
811-23112
false
false
false
N-1A
true
Janus Detroit Street Trust
811-23112
0001500604
5493003MM7OCK5UJW595
151 DETROIT STREET
DENVER
80206
US-CO
US
303-333-3863
State Street Bank and Trust Company
John Adams Building
1776 Heritage Drive
North Quincy
02171
N-A
All Funds
State Street Bank and Trust Company
Josiah Quincy Building
200 Newport Avenue
North Quincy
02171
N-A
All Funds
State Street Global Markets, LLC
State Street Financial Center
One Lincoln Street
Boston
02111
N-A
All Funds
Janus Henderson Investors
17 Old Kings Hwy S.
Suite 100
Darien
06820
N-A
All Funds
Iron Mountain
3576 Moline Street
Aurora
80010
N-A
All Funds
Janus Capital Management LLC
151 Detroit Street
Denver
80206-4805
N-A
All Funds
Iron Mountain
5151 E. 46th Avenue
Denver
80216
N-A
All Funds
Iron Mountain
11333 E. 53rd Avenue
Denver
80239
N-A
All Funds
ALPS Distributors, Inc.
1290 Broadway
Suite 1100
Denver
80203
N-A
All Funds
State Street Global Advisors, Inc.
State Street Financial Center
One Lincoln Street
Boston
02111
N-A
All Funds
State Street Bank and Trust Company (Kansas City)
801 Pennsylvania Avenue
Tower 1
Kansas City
64105
N-A
All Funds
Janus Capital Management LLC
720 South Colorado Blvd.
Denver
80206-1929
N-A
All Funds
State Street Bank and Trust Company
P.O. Box 0351
Boston
02117-0351
N-A
All Funds
Janus Capital Management LLC
520 Newport Center Drive
Suite 1420
Newport Beach
92660
N-A
Janus Henderson Short Duration Income ETF
Y
N
N-1A
10
Y
Jeffrey B. Weeden
000000000
N
Clifford J. Weber
000000000
N
Michael Drew Elder
002328124
Y
Maureen T. Upton
000000000
N
Susan K. Wold
002197638
151 Detroit Street
Denver
80206
XXXXXX
N
N
N
N
N
N
ALPS Distributors, Inc.
8-34626
000016853
0000000000
N
N
PricewaterhouseCoopers LLP
238
5493002GVO7EO8RNNS37
N
N
N
N
N
N
N
The Organics ETF
S000054084
5493000J6BULFJBY7M59
Y
1
0
0
Exchange-Traded Fund
N
Y
0.38000000
-0.09000000
0.37630000
0.37750000
Y
N
Y
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
N
N
Cash collateral reinvestment fee
Revenue sharing split
447827.00000000
29539.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
N
N
N
N
Janus Capital Management LLC
801-13991
000104652
G7D5LKZKIBRMES6BO437
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Markit North America, Inc.
549300hlptrashs0e726
N
ITG Inc.
549300S41SMIODVIT266
N
Thomson Reuters (Markets) LLC
NULL
N
Bloomberg Finance L.P.
5493001KJTIIGC8Y1R12
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (publ) (Stockholm, Stockholm, SE, Branch)
6SCPQ280AIY8EP3XFW53
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
0000000000
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
2HI3YI5320L3RW6NJ957
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch)
0000000000
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse Funds AG
549300UY5YPGQ600JV78
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Danmark A/S
549300LX0YIEPRTY0Z32
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (London, GB, Branch)
0000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Public Limited Company (Budapest, HU, Branch)
N1FBEDJ5J41VKZLO2475
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank (Malaysia) Berhad
529900DLWFR8HK7DR278
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
549300F99IL9YJDWH369
BH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
Janus Capital Management LLC
G7D5LKZKIBRMES6BO437
Y
N
N
Janus Distributors LLC dba Janus Henderson Distributors
8-43810
000028832
00000000000000000000
0.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
20.05000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
2697.66500000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
15.03000000
ITG Inc.
8-44218
000029299
549300S41SMIODVIT266
208.31000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
30.17000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
16.92000000
Susquehanna Financial Group, LLLP
08-44325
000035865
549300E8QX0ZMRDC2M81
1537.80000000
Deutsche Bank Aktiengesellschaft
8-17822
000002525
7LTWFZYICNSX8D621K86
DE
2198.89000000
6724.83500000
Bank Of America Merrill Lynch Securities Inc
N/A
000000000
00000000000000000000
6808558.00700000
ITG Inc.
8-44218
000029299
549300S41SMIODVIT266
416615.33000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
60686.22000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
42295.73000000
Deutsche Bank Capital Corporation
8-15774
000005323
529900NZEAS6DR7N9T89
5739056.46000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
18721.83000000
Susquehanna Financial Group, LLLP
08-44325
000035865
549300E8QX0ZMRDC2M81
943565.67000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
21475.03000000
14050974.28000000
N
12992164.60000000
N
The Obesity ETF
S000054083
549300T30D4YKNQPH209
Y
1
0
0
Exchange-Traded Fund
N
Y
0.13000000
-0.47000000
0.22130000
0.22100000
Y
N
Y
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
N
N
Cash collateral reinvestment fee
Revenue sharing split
36662.00000000
4481.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
Janus Capital Management LLC
801-13991
000104652
G7D5LKZKIBRMES6BO437
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Markit North America, Inc.
549300hlptrashs0e726
N
ITG Inc.
549300S41SMIODVIT266
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Bloomberg Finance L.P.
5493001KJTIIGC8Y1R12
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Thomson Reuters (Markets) LLC
NULL
N
N
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
2HI3YI5320L3RW6NJ957
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse Funds AG
549300UY5YPGQ600JV78
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (London, GB, Branch)
0000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch)
0000000000
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Danmark A/S
549300LX0YIEPRTY0Z32
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
0000000000
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank (Malaysia) Berhad
529900DLWFR8HK7DR278
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
549300F99IL9YJDWH369
BH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
Janus Capital Management LLC
G7D5LKZKIBRMES6BO437
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
N
Janus Distributors LLC dba Janus Henderson Distributors
8-43810
000028832
00000000000000000000
0.00000000
Susquehanna Financial Group, LLLP
08-44325
000035865
549300E8QX0ZMRDC2M81
25.92000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
29.15000000
Deutsche Bank Aktiengesellschaft
8-17822
000002525
7LTWFZYICNSX8D621K86
DE
488.56000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
2185.68400000
2729.31400000
Susquehanna Financial Group, LLLP
08-44325
000035865
549300E8QX0ZMRDC2M81
19909.81000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
104850.16000000
Deutsche Bank Capital Corporation
8-15774
000005323
529900NZEAS6DR7N9T89
1391542.47000000
Bank Of America Merrill Lynch Securities Inc
N/A
000000000
00000000000000000000
6285711.92500000
7802014.36500000
N
5794431.58000000
N
Janus Henderson Small/Mid Cap Growth Alpha ETF
S000052564
5493007LNQYUXWRS8K38
Y
1
0
0
Exchange-Traded Fund
Y
Y
0.12000000
-0.44000000
0.20350000
0.20580000
N
N
Y
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
N
N
Cash collateral reinvestment fee
Revenue sharing split
977766.00000000
60298.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
Janus Capital Management LLC
801-13991
000104652
G7D5LKZKIBRMES6BO437
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
ITG Inc.
549300S41SMIODVIT266
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Markit North America, Inc.
549300hlptrashs0e726
N
Bloomberg Finance L.P.
5493001KJTIIGC8Y1R12
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Thomson Reuters (Markets) LLC
NULL
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
Janus Capital Management LLC
G7D5LKZKIBRMES6BO437
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
N
Janus Distributors LLC dba Janus Henderson Distributors
8-43810
000028832
00000000000000000000
0.00000000
Virtu Americas LLC
8-68193
000149823
549300RA02N3BNSWBV74
8620.55000000
Deutsche Bank Aktiengesellschaft
8-17822
000002525
7LTWFZYICNSX8D621K86
DE
3571.88000000
Susquehanna Financial Group, LLLP
08-44325
000035865
549300E8QX0ZMRDC2M81
1895.22000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
13.98000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
1211.54000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
620.45000000
15933.62000000
Susquehanna Financial Group, LLLP
08-44325
000035865
549300E8QX0ZMRDC2M81
8955028.93000000
Virtu Americas LLC
8-68193
000149823
549300RA02N3BNSWBV74
20348794.39000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
82139.12000000
Deutsche Bank Capital Corporation
8-15774
000005323
529900NZEAS6DR7N9T89
16485841.64000000
Bank Of America Merrill Lynch Securities Inc
N/A
000000000
00000000000000000000
6187820.50000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
2719066.38000000
56202546.60000000
N
36172772.16000000
N
Janus Henderson Small Cap Growth Alpha ETF
S000052563
549300NFZEBGDTCWDB09
Y
1
0
0
Exchange-Traded Fund
Y
Y
0.63000000
0.08000000
0.24000000
0.24060000
N
N
Y
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
N
N
Revenue sharing split
Cash collateral reinvestment fee
815608.00000000
73430.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
Janus Capital Management LLC
801-13991
000104652
G7D5LKZKIBRMES6BO437
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Thomson Reuters (Markets) LLC
NULL
N
Bloomberg Finance L.P.
5493001KJTIIGC8Y1R12
N
Markit North America, Inc.
549300hlptrashs0e726
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
ITG Inc.
549300S41SMIODVIT266
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
Janus Capital Management LLC
G7D5LKZKIBRMES6BO437
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
N
Janus Distributors LLC dba Janus Henderson Distributors
8-43810
000028832
00000000000000000000
0.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
8.12000000
Susquehanna Financial Group, LLLP
08-44325
000035865
549300E8QX0ZMRDC2M81
948.66000000
Virtu Americas LLC
8-68193
000149823
549300RA02N3BNSWBV74
4406.85000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
2086.90000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
434.81000000
Deutsche Bank Aktiengesellschaft
8-17822
000002525
7LTWFZYICNSX8D621K86
DE
1814.71000000
9700.05000000
Virtu Americas LLC
8-68193
000149823
549300RA02N3BNSWBV74
7958661.09000000
Deutsche Bank Capital Corporation
8-15774
000005323
529900NZEAS6DR7N9T89
7177701.30000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
31388.00000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
1194786.46000000
Susquehanna Financial Group, LLLP
08-44325
000035865
549300E8QX0ZMRDC2M81
3855064.90000000
Bank Of America Merrill Lynch Securities Inc
N/A
000000000
00000000000000000000
7735109.34000000
29376566.73000000
N
17444278.31000000
N
Janus Henderson SG Global Quality Income ETF
S000055524
54930010PDB767N4S057
Y
1
0
1
Exchange-Traded Fund
N
Y
1.06770000
0.46750000
0.70440000
0.70540000
N
N
Y
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
N
N
Revenue sharing split
Cash collateral reinvestment fee
217029.00000000
3547.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
N
N
N
N
Janus Capital Management LLC
801-13991
000104652
G7D5LKZKIBRMES6BO437
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Thomson Reuters (Markets) LLC
NULL
N
Bloomberg Finance L.P.
5493001KJTIIGC8Y1R12
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
ITG Inc.
549300S41SMIODVIT266
N
Markit North America, Inc.
549300hlptrashs0e726
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
0000000000
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
Janus Capital Management LLC
G7D5LKZKIBRMES6BO437
Y
N
N
Janus Distributors LLC dba Janus Henderson Distributors
8-43810
000028832
00000000000000000000
0.00000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
44.73000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
34.11000000
Susquehanna Financial Group, LLLP
08-44325
000035865
549300E8QX0ZMRDC2M81
16.51000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
2593.29000000
Virtu Americas LLC
8-68193
000149823
549300RA02N3BNSWBV74
1.41000000
Deutsche Bank Aktiengesellschaft
8-17822
000002525
7LTWFZYICNSX8D621K86
DE
223.10000000
2913.15000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
113784.59000000
Bank Of America Merrill Lynch Securities Inc
N/A
000000000
00000000000000000000
9157481.54000000
Deutsche Bank Capital Corporation
8-15774
000005323
529900NZEAS6DR7N9T89
753124.19000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
180088.84000000
Susquehanna Financial Group, LLLP
08-44325
000035865
549300E8QX0ZMRDC2M81
86458.47000000
Virtu Americas LLC
8-68193
000149823
549300RA02N3BNSWBV74
6996.13000000
10297933.76000000
N
18824800.75000000
N
The Long-Term Care ETF
S000054082
5493002HMLJ1LMK8NU15
Y
1
0
0
Exchange-Traded Fund
N
Y
-0.02000000
-0.56000000
0.32350000
0.32460000
Y
N
Y
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
N
N
Cash collateral reinvestment fee
Revenue sharing split
149268.00000000
1450.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
N
N
N
N
Janus Capital Management LLC
801-13991
000104652
G7D5LKZKIBRMES6BO437
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Thomson Reuters (Markets) LLC
NULL
N
Markit North America, Inc.
549300hlptrashs0e726
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Bloomberg Finance L.P.
5493001KJTIIGC8Y1R12
N
ITG Inc.
549300S41SMIODVIT266
N
N
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
549300F99IL9YJDWH369
BH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse Funds AG
549300UY5YPGQ600JV78
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank (Malaysia) Berhad
529900DLWFR8HK7DR278
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
2HI3YI5320L3RW6NJ957
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (London, GB, Branch)
0000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch)
0000000000
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
0000000000
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
Janus Capital Management LLC
G7D5LKZKIBRMES6BO437
Y
N
N
Janus Distributors LLC dba Janus Henderson Distributors
8-43810
000028832
00000000000000000000
0.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
7.18000000
Susquehanna Financial Group, LLLP
08-44325
000035865
549300E8QX0ZMRDC2M81
204.74000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
1159.99100000
Deutsche Bank Aktiengesellschaft
8-17822
000002525
7LTWFZYICNSX8D621K86
DE
878.60000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
16.87000000
2267.38100000
Bank Of America Merrill Lynch Securities Inc
N/A
000000000
00000000000000000000
3720474.85500000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
42138.64000000
Susquehanna Financial Group, LLLP
08-44325
000035865
549300E8QX0ZMRDC2M81
503014.00000000
Deutsche Bank Capital Corporation
8-15774
000005323
529900NZEAS6DR7N9T89
2863297.54000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
23674.34000000
7152599.37500000
N
9701897.84000000
N
Janus Velocity Tail Risk Hedged Large Cap ETF
S000052565
549300Y6LWMYUXS41092
Y
1
0
1
Exchange-Traded Fund
N
Y
-5.88350000
-6.49530000
8.64010000
8.63930000
Y
N
Y
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
N
N
Cash collateral reinvestment fee
Revenue sharing split
106486.00000000
209.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
Janus Capital Management LLC
801-13991
000104652
G7D5LKZKIBRMES6BO437
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Markit North America, Inc.
549300hlptrashs0e726
N
ITG Inc.
549300S41SMIODVIT266
N
Bloomberg Finance L.P.
5493001KJTIIGC8Y1R12
N
Thomson Reuters (Markets) LLC
NULL
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
Janus Capital Management LLC
G7D5LKZKIBRMES6BO437
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
N
Janus Distributors LLC dba Janus Henderson Distributors
8-43810
000028832
00000000000000000000
0.00000000
Virtu Americas LLC
8-68193
000149823
549300RA02N3BNSWBV74
6.09000000
Susquehanna Financial Group, LLLP
08-44325
000035865
549300E8QX0ZMRDC2M81
24.09000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
390.85000000
421.03000000
BNP Paribas Securities Corp.
8-32682
000015794
RCNB6OTYUAMMP879YW96
4534005.91000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
10341515.21000000
Virtu Americas LLC
8-68193
000149823
549300RA02N3BNSWBV74
162615.48000000
Susquehanna Financial Group, LLLP
08-44325
000035865
549300E8QX0ZMRDC2M81
632630.02000000
15691012.41000000
N
13847691.83000000
N
Janus Henderson Short Duration Income ETF
S000055281
549300N11CDGSC01GZ40
Y
1
0
0
Exchange-Traded Fund
N
N
Y
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
N
N
N/A
N/A
N/A
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
Janus Capital Management LLC
801-13991
000104652
G7D5LKZKIBRMES6BO437
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Thomson Reuters (Markets) LLC
NULL
N
Bloomberg Finance L.P.
5493001KJTIIGC8Y1R12
N
ITG Inc.
549300S41SMIODVIT266
N
Markit North America, Inc.
549300hlptrashs0e726
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
N
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Euroclear PLC
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (London, GB, Branch)
0000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
2HI3YI5320L3RW6NJ957
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
Janus Capital Management LLC
G7D5LKZKIBRMES6BO437
Y
N
N
Janus Distributors LLC dba Janus Henderson Distributors
8-43810
000028832
00000000000000000000
0.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
12685.44000000
12685.44000000
SunTrust Robinson Humphrey, Inc.
008-17212
000006271
CSVTK36R0PNGXEM7NS14
509099055.70000000
Bank Of America Merrill Lynch Securities Inc
N/A
000000000
00000000000000000000
496205412.50000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
373174963.20000000
Mizuho Financial Group, Inc.
N/A
000000000
353800CI5L6DDAN5XZ33
JP
240787447.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
745375580.30000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
655613762.10000000
TD Securities (USA) LLC
8-36747
000018476
SUVUFHICNZMP2WKHG940
84433714.81000000
Wachovia Securities, Inc.
N/A
000000000
00000000000000000000
342367293.50000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
662213013.70000000
Mitsubishi UFJ Securities Holdings Co., Ltd.
8-43026
000019685
ZOMOLU8CGIZRYZ7PFU34
JP
113244814.30000000
4638225233.00000000
N
406711481.42000000
N
Janus Velocity Volatility Hedged Large Cap ETF
S000052566
5493005KMZBOZDTB2663
Y
1
0
1
Exchange-Traded Fund
N
Y
-5.88350000
-6.49530000
4.68040000
4.67960000
Y
N
Y
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
N
N
Revenue sharing split
Cash collateral reinvestment fee
689122.00000000
1360.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
N
N
N
N
Janus Capital Management LLC
801-13991
000104652
G7D5LKZKIBRMES6BO437
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
ITG Inc.
549300S41SMIODVIT266
N
Markit North America, Inc.
549300hlptrashs0e726
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Bloomberg Finance L.P.
5493001KJTIIGC8Y1R12
N
Thomson Reuters (Markets) LLC
NULL
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
Janus Capital Management LLC
G7D5LKZKIBRMES6BO437
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
N
Janus Distributors LLC dba Janus Henderson Distributors
8-43810
000028832
00000000000000000000
0.00000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
1.16000000
Susquehanna Financial Group, LLLP
08-44325
000035865
549300E8QX0ZMRDC2M81
65.56000000
Deutsche Bank Aktiengesellschaft
8-17822
000002525
7LTWFZYICNSX8D621K86
DE
48.68000000
Virtu Americas LLC
8-68193
000149823
549300RA02N3BNSWBV74
33.23000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
545.56000000
694.19000000
Susquehanna Financial Group, LLLP
08-44325
000035865
549300E8QX0ZMRDC2M81
1732637.96000000
Bank Of America Merrill Lynch Securities Inc
N/A
000000000
00000000000000000000
31147.12000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
14436845.78000000
BNP Paribas Securities Corp.
8-32682
000015794
RCNB6OTYUAMMP879YW96
14615579.60000000
Virtu Americas LLC
8-68193
000149823
549300RA02N3BNSWBV74
893058.71000000
Deutsche Bank Capital Corporation
8-15774
000005323
529900NZEAS6DR7N9T89
1241048.44000000
32970563.40000000
N
50456863.04000000
N
Janus Henderson Mortgage-Backed Securities ETF
S000063007
549300V6TVE4ZJCDWY16
Y
1
1
0
Exchange-Traded Fund
N
N
Y
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
N
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
N
N
N
N
Janus Capital Management LLC
801-13991
000104652
G7D5LKZKIBRMES6BO437
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
ITG Inc.
549300S41SMIODVIT266
N
Markit North America, Inc.
549300hlptrashs0e726
N
Thomson Reuters (Markets) LLC
NULL
N
Bloomberg Finance L.P.
5493001KJTIIGC8Y1R12
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
Janus Capital Management LLC
G7D5LKZKIBRMES6BO437
Y
N
N
Janus Distributors LLC dba Janus Henderson Distributors
8-43810
000028832
00000000000000000000
0.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
678.40000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
10.61000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
10.61000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
2109.70000000
2809.32000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
1663249.92000000
Bank Of America Merrill Lynch Securities Inc
N/A
000000000
00000000000000000000
14491736.71000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
30320990.44000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
1665549.86000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
19189331.40000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
5784570.14000000
Daiwa Capital Markets America Inc.
8-12242
000001576
M67H5PRC0NQKM73ZAS82
6252532.17000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
6221910.11500000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
86955097.45000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
16341289.45000000
195681316.00000000
N
30452143.25000000
N
Janus Velocity Tail Risk Hedged Large Cap ETF
S000052565
N
50000.00000000
7.46000000
0.00000000
92.54000000
0.00000000
41.83333333
50.37881433
58.16666666
50.37881433
0.00000000
500.00000000
0.00000000
0.00000000
500.00000000
0.00000000
0.00000000
500.00000000
0.00000000
0.00000000
500.00000000
0.00000000
The Organics ETF
S000054084
N
100000.00000000
2.36500000
1.27986327
97.63500000
1.27986327
0.38000000
0.25455844
100.38000000
0.25455844
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Janus Henderson Short Duration Income ETF
S000055281
N
50000.00000000
100.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
500.00000000
1501.54043478
0.00000000
500.00000000
0.00026086
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
The Long-Term Care ETF
S000054082
N
100000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.07000000
0.00000000
99.93000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
500.00000000
0.00000000
0.00000000
500.00000000
0.00000000
Janus Henderson Small Cap Growth Alpha ETF
S000052563
N
50000.00000000
0.07142857
0.17346501
99.92857142
0.17346501
0.35750000
0.94861929
99.64250000
0.94861929
0.00000000
550.00000000
0.00000000
0.00000000
583.33333333
0.00000000
0.00000000
437.50000000
0.00000000
0.00000000
0.00000000
0.00000000
Janus Henderson Small/Mid Cap Growth Alpha ETF
S000052564
N
50000.00000000
0.00764705
0.05673726
99.99235294
0.05673726
0.24750000
0.37312866
100.24750000
0.37312866
0.00000000
576.47058823
0.00000000
0.00000000
525.00000000
0.00000000
0.00000000
175.00000000
0.00000000
0.00000000
700.00000000
0.00000000
Janus Velocity Volatility Hedged Large Cap ETF
S000052566
N
50000.00000000
14.74333333
0.34933269
85.25666666
0.34933269
25.19714285
33.02461643
74.80285714
33.02461643
0.00000000
500.00000000
0.00000000
0.00000000
500.00000000
0.00000000
0.00000000
500.00000000
0.00000000
0.00000000
500.00000000
0.00000000
The Obesity ETF
S000054083
N
100000.00000000
0.86750000
0.26899504
99.13250000
0.26899504
2.95000000
4.68104689
97.05000000
4.68104689
0.00000000
250.00000000
2.69250000
0.00000000
250.00000000
0.00001896
0.00000000
250.00000000
20.56000000
0.00000000
500.00000000
0.00029749
Janus Henderson Mortgage-Backed Securities ETF
S000063007
N
25000.00000000
100.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Janus Henderson SG Global Quality Income ETF
S000055524
N
50000.00000000
2.07500000
0.98287842
97.92500000
0.98287842
0.89333333
0.93388079
99.10666666
0.93388079
0.00000000
500.00000000
15.95500000
0.00000000
500.00000000
0.00022145
0.00000000
500.00000000
49.65333333
0.00000000
500.00000000
0.00009608
true
INTERNAL CONTROL RPT
2
NCEN_4961220179441532.txt
Report of Independent Registered Public Accounting
Firm
To the Board of Trustees of Janus Detroit Street Trust
and Shareholders of
Janus Henderson Mortgage-Backed Securities ETF
The Long-Term Care ETF
Janus Henderson Short Duration Income ETF
The Obesity ETF
Janus Henderson Small Cap Growth Alpha ETF
Janus Henderson Small/Mid Cap Growth Alpha ETF
The Organics ETF
In planning and performing our audits of the financial
statements of Janus Henderson Mortgage-Backed
Securities ETF, Janus Henderson Short Duration
Income ETF, Janus Henderson Small Cap Growth Alpha
ETF, Janus Henderson Small/Mid Cap Growth Alpha
ETF, The Long-Term Care ETF, The Obesity ETF, and
The Organics ETF (constituting Janus Detroit Street
Trust, hereafter collectively referred to as "the Funds")
as of and for the year or period ended October 31, 2018,
in accordance with the standards of the Public Company
Accounting Oversight Board (United States) ("PCAOB"),
we considered the Funds' internal control over financial
reporting, including controls over safeguarding
securities, as a basis for designing our auditing
procedures for the purpose of expressing our opinion on
the financial statements and to comply with the
requirements of Form N-CEN, but not for the purpose of
expressing an opinion on the effectiveness of the Funds'
internal control over financial reporting. Accordingly, we
do not express an opinion on the effectiveness of the
Funds' internal control over financial reporting.
The management of the Funds is responsible for
establishing and maintaining effective internal control
over financial reporting. In fulfilling this responsibility,
estimates and judgments by management are required
to assess the expected benefits and related costs of
controls. A company's internal control over financial
reporting is a process designed to provide reasonable
assurance regarding the reliability of financial reporting
and the preparation of financial statements for external
purposes in accordance with generally accepted
accounting principles. A company's internal control over
financial reporting includes those policies and
procedures that (1) pertain to the maintenance of
records that, in reasonable detail, accurately and fairly
reflect the transactions and dispositions of the assets of
the company; (2) provide reasonable assurance that
transactions are recorded as necessary to permit
preparation of financial statements in accordance with
generally accepted accounting principles, and that
receipts and expenditures of the company are being
made only in accordance with authorizations of
management and directors of the company; and (3)
provide reasonable assurance regarding prevention or
timely detection of unauthorized acquisition, use or
disposition of a company's assets that could have a
material effect on the financial statements.
Because of its inherent limitations, internal control over
financial reporting may not prevent or detect
misstatements. Also, projections of any evaluation of
effectiveness to future periods are subject to the risk that
controls may become inadequate because of changes in
conditions, or that the degree of compliance with the
policies or procedures may deteriorate.
A deficiency in internal control over financial reporting
exists when the design or operation of a control does not
allow management or employees, in the normal course
of performing their assigned functions, to prevent or
detect misstatements on a timely basis. A material
weakness is a deficiency, or a combination of
deficiencies, in internal control over financial reporting,
such that there is a reasonable possibility that a material
misstatement of the company's annual or interim
financial statements will not be prevented or detected on
a timely basis.
Our consideration of the Funds' internal control over
financial reporting was for the limited purpose described
in the first paragraph and would not necessarily disclose
all deficiencies in internal control over financial reporting
that might be material weaknesses under standards
established by the PCAOB. However, we noted no
deficiencies in the Funds' internal control over financial
reporting and its operation, including controls over
safeguarding securities, that we consider to be a
material weakness as defined above as of October 31,
2018.
This report is intended solely for the information and use
of the Board of Trustees of Janus Detroit Street Trust
and the Securities and Exchange Commission and is not
intended to be and should not be used by anyone other
than these specified parties.
/s/ PricewaterhouseCoopers LLP,
Denver, Colorado
December 20, 2018
INTERNAL CONTROL RPT
3
NCEN_4961146377121434.txt
Mr. Jesper Nergaard
Janus Capital Management LLC
151 Detroit St
Denver, CO 80206
December 20, 2018
Enclosed are our manually signed reports dated
December 20, 2018 for use in the Certified Shareholder
Reports of Registered Management Investment
Companies on Form N-CSR relating to the financial
statements of each of the October 31, 2018 funds listed
in Appendix A (the "Funds") in the Janus Detroit Street
Trust (the "Trust").
Our manually signed reports serve to authorize the use
of our name on our reports of the Funds in the electronic
filing of the Trust's Form N-CSR with the SEC.
Very truly yours,
PricewaterhouseCoopers LLP
INTERNAL CONTROL RPT
4
jc66.txt
Report of Independent Registered Public
Accounting Firm
To the Board of Trustees of Janus Detroit Street Trust
and Shareholders of The Organics ETF:
Opinion on the Financial Statements
We have audited the accompanying statement of assets
and liabilities, including the schedule of investments, of
The Organics ETF (one of the funds constituting Janus
Detroit Street Trust, referred to hereafter as the "Fund")
as of October 31, 2018, the related statement of
operations for the year ended October 31, 2018, the
statements of changes in net assets for each of the two
years in the period ended October 31, 2018, including the
related notes, and the financial highlights for each of the
two years in the period ended October 31, 2018 and for
the period June 8, 2016 (commencement date) through
October 31, 2016 (collectively referred to as the
"financial statements"). In our opinion, the financial
statements present fairly, in all material respects, the
financial position of the Fund as of October 31, 2018, the
results of its operations for the year then ended, the
changes in its net assets for each of the two years in the
period ended October 31, 2018 and the financial
highlights for each of the two years in the period ended
October 31, 2018 and for the period June 8, 2016
(commencement date) through October 31, 2016 in
conformity with accounting principles generally accepted
in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the
Fund's management. Our responsibility is to express an
opinion on the Fund's financial statements based on our
audits. We are a public accounting firm registered with
the Public Company Accounting Oversight Board
(United States) ("PCAOB") and are required to be
independent with respect to the Fund in accordance with
the U.S. federal securities laws and the applicable rules
and regulations of the Securities and Exchange
Commission and the PCAOB.
We conducted our audits of these financial statements in
accordance with the standards of the PCAOB. Those
standards require that we plan and perform the audit to
obtain reasonable assurance about whether the financial
statements are free of material misstatement, whether
due to error or fraud.
Our audits included performing procedures to assess the
risks of material misstatement of the financial
statements, whether due to error or fraud, and
performing procedures that respond to those risks. Such
procedures included examining, on a test basis, evidence
regarding the amounts and disclosures in the financial
statements. Our audits also included evaluating the
accounting principles used and significant estimates
made by management, as well as evaluating the overall
presentation of the financial statements. Our procedures
included confirmation of securities owned as of October
31, 2018 by correspondence with the custodian, transfer
agent, and brokers; when replies were not received from
brokers, we performed other auditing procedures. We
believe that our audits provide a reasonable basis for our
opinion.
Denver, Colorado
December 20, 2018
We have served as the auditor of one or more
investment companies in Janus Henderson Funds since
1990.
INTERNAL CONTROL RPT
5
jc62.txt
Report of Independent Registered Public
Accounting Firm
To the Board of Trustees of Janus Detroit Street Trust
and Shareholders of Janus Henderson Small Cap Growth
Alpha ETF:
Opinion on the Financial Statements
We have audited the accompanying statement of assets
and liabilities, including the schedule of investments, of
Janus Henderson Small Cap Growth Alpha ETF (one of
the funds constituting Janus Detroit Street Trust,
referred to hereafter as the "Fund") as of October 31,
2018, the related statement of operations for the year
ended October 31, 2018, the statements of changes in net
assets for each of the two years in the period ended
October 31, 2018, including the related notes, and the
financial highlights for each of the two years in the
period ended October 31, 2018 and for the period
February 23, 2016 (commencement date) through
October 31, 2016 (collectively referred to as the
"financial statements"). In our opinion, the financial
statements present fairly, in all material respects, the
financial position of the Fund as of October 31, 2018, the
results of its operations for the year then ended, the
changes in its net assets for each of the two years in the
period ended October 31, 2018 and the financial
highlights for each of the two years in the period ended
October 31, 2018 and for the period February 23, 2016
(commencement date) through October 31, 2016 in
conformity with accounting principles generally accepted
in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the
Fund's management. Our responsibility is to express an
opinion on the Fund's financial statements based on our
audits. We are a public accounting firm registered with
the Public Company Accounting Oversight Board
(United States) ("PCAOB") and are required to be
independent with respect to the Fund in accordance with
the U.S. federal securities laws and the applicable rules
and regulations of the Securities and Exchange
Commission and the PCAOB.
We conducted our audits of these financial statements in
accordance with the standards of the PCAOB. Those
standards require that we plan and perform the audit to
obtain reasonable assurance about whether the financial
statements are free of material misstatement, whether
due to error or fraud.
Our audits included performing procedures to assess the
risks of material misstatement of the financial
statements, whether due to error or fraud, and
performing procedures that respond to those risks. Such
procedures included examining, on a test basis, evidence
regarding the amounts and disclosures in the financial
statements. Our audits also included evaluating the
accounting principles used and significant estimates
made by management, as well as evaluating the overall
presentation of the financial statements. Our procedures
included confirmation of securities owned as of October
31, 2018 by correspondence with the custodian and
transfer agent. We believe that our audits provide a
reasonable basis for our opinion.
Denver, Colorado
December 20, 2018
We have served as the auditor of one or more
investment companies in Janus Henderson Funds since
1990.
INTERNAL CONTROL RPT
6
jc70.txt
Report of Independent Registered Public
Accounting Firm
To the Board of Trustees of Janus Detroit Street Trust
and Shareholders of Janus Henderson Short Duration
Income ETF:
Opinion on the Financial Statements
We have audited the accompanying statement of assets
and liabilities, including the schedule of investments, of
Janus Henderson Short Duration Income ETF (one of
the funds constituting Janus Detroit Street Trust,
referred to hereafter as the "Fund") as of October 31,
2018, the related statement of operations for the year
ended October 31, 2018, the statements of changes in net
assets and the financial highlights for the year ended
October 31, 2018 and for the period November 16, 2016
(commencement date) through October 31, 2017,
including the related notes (collectively referred to as the
"financial statements"). In our opinion, the financial
statements present fairly, in all material respects, the
financial position of the Fund as of October 31, 2018, the
results of its operations for the year then ended, the
changes in its net assets and the financial highlights for
the year ended October 31, 2018 and for the period
November 16, 2016 (commencement date) through
October 31, 2017 in conformity with accounting
principles generally accepted in the United States of
America.
Basis for Opinion
These financial statements are the responsibility of the
Fund's management. Our responsibility is to express an
opinion on the Fund's financial statements based on our
audits. We are a public accounting firm registered with
the Public Company Accounting Oversight Board
(United States) ("PCAOB") and are required to be
independent with respect to the Fund in accordance with
the U.S. federal securities laws and the applicable rules
and regulations of the Securities and Exchange
Commission and the PCAOB.
We conducted our audits of these financial statements in
accordance with the standards of the PCAOB. Those
standards require that we plan and perform the audit to
obtain reasonable assurance about whether the financial
statements are free of material misstatement, whether
due to error or fraud.
Our audits included performing procedures to assess the
risks of material misstatement of the financial
statements, whether due to error or fraud, and
performing procedures that respond to those risks. Such
procedures included examining, on a test basis,
evidence regarding the amounts and disclosures in the
financial statements. Our audits also included evaluating
the accounting principles used and significant estimates
made by management, as well as evaluating the overall
presentation of the financial statements. Our procedures
included confirmation of securities owned as of October
31, 2018 by correspondence with the custodian and
brokers; when replies were not received from brokers,
we performed other auditing procedures. We believe that
our audits provide a reasonable basis for our opinion.
Denver, Colorado
December 20, 2018
We have served as the auditor of one or more
investment companies in Janus Henderson Funds since
1990.
INTERNAL CONTROL RPT
7
jc72.txt
Report of Independent Registered Public
Accounting Firm
To the Board of Trustees of Janus Detroit Street Trust
and Shareholders of Janus Henderson Mortgage-Backed
Securities ETF:
Opinion on the Financial Statements
We have audited the accompanying statement of assets
and liabilities, including the schedule of investments, of
Janus Henderson Mortgage-Backed Securities ETF (one
of the funds constituting Janus Detroit Street Trust,
referred to hereafter as the "Fund") as of October 31,
2018, the related statements of operations and changes
in net assets, including the related notes, and the
financial highlights for the period September 12, 2018
(commencement of operations) through October 31,
2018 (collectively referred to as the "financial
statements"). In our opinion, the financial statements
present fairly, in all material respects, the financial
position of the Fund as of October 31, 2018, the results of
its operations, changes in its net assets, and the financial
highlights for the period September 12, 2018
(commencement of operations) through October 31,
2018 in conformity with accounting principles generally
accepted in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the
Fund's management. Our responsibility is to express an
opinion on the Fund's financial statements based on our
audit. We are a public accounting firm registered with
the Public Company Accounting Oversight Board
(United States) ("PCAOB") and are required to be
independent with respect to the Fund in accordance with
the U.S. federal securities laws and the applicable rules
and regulations of the Securities and Exchange
Commission and the PCAOB.
We conducted our audit of these financial statements in
accordance with the standards of the PCAOB. Those
standards require that we plan and perform the audit to
obtain reasonable assurance about whether the financial
statements are free of material misstatement, whether
due to error or fraud.
Our audit included performing procedures to assess the
risks of material misstatement of the financial
statements, whether due to error or fraud, and
performing procedures that respond to those risks. Such
procedures included examining, on a test basis,
evidence regarding the amounts and disclosures in the
financial statements. Our audit also included evaluating
the accounting principles used and significant estimates
made by management, as well as evaluating the overall
presentation of the financial statements. Our procedures
included confirmation of securities owned as of October
31, 2018 by correspondence with the custodian and
brokers; when replies were not received from brokers,
we performed other auditing procedures. We believe that
our audit provides a reasonable basis for our opinion.
Denver, Colorado
December 20, 2018
We have served as the auditor of one or more
investment companies in Janus Henderson Funds since
1990.
INTERNAL CONTROL RPT
8
jc68.txt
Report of Independent Registered Public
Accounting Firm
To the Board of Trustees of Janus Detroit Street Trust
and Shareholders of The Long-Term Care ETF:
Opinion on the Financial Statements
We have audited the accompanying statement of assets
and liabilities, including the schedule of investments, of
The Long-Term Care ETF (one of the funds constituting
Janus Detroit Street Trust, referred to hereafter as the
"Fund") as of October 31, 2018, the related statement of
operations for the year ended October 31, 2018, the
statements of changes in net assets for each of the two
years in the period ended October 31, 2018, including the
related notes, and the financial highlights for each of the
two years in the period ended October 31, 2018 and for
the period June 8, 2016 (commencement date) through
October 31, 2016 (collectively referred to as the
"financial statements"). In our opinion, the financial
statements present fairly, in all material respects, the
financial position of the Fund as of October 31, 2018, the
results of its operations for the year then ended, the
changes in its net assets for each of the two years in the
period ended October 31, 2018 and the financial
highlights for each of the two years in the period ended
October 31, 2018 and for the period June 8, 2016
(commencement date) through October 31, 2016 in
conformity with accounting principles generally accepted
in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the
Fund's management. Our responsibility is to express an
opinion on the Fund's financial statements based on our
audits. We are a public accounting firm registered with
the Public Company Accounting Oversight Board
(United States) ("PCAOB") and are required to be
independent with respect to the Fund in accordance with
the U.S. federal securities laws and the applicable rules
and regulations of the Securities and Exchange
Commission and the PCAOB.
We conducted our audits of these financial statements in
accordance with the standards of the PCAOB. Those
standards require that we plan and perform the audit to
obtain reasonable assurance about whether the financial
statements are free of material misstatement, whether
due to error or fraud.
Our audits included performing procedures to assess the
risks of material misstatement of the financial
statements, whether due to error or fraud, and
performing procedures that respond to those risks. Such
procedures included examining, on a test basis,
evidence regarding the amounts and disclosures in the
financial statements. Our audits also included evaluating
the accounting principles used and significant estimates
made by management, as well as evaluating the overall
presentation of the financial statements. Our procedures
included confirmation of securities owned as of October
31, 2018 by correspondence with the custodian and
brokers; when replies were not received from brokers,
we performed other auditing procedures. We believe that
our audits provide a reasonable basis for our opinion.
Denver, Colorado
December 20, 2018
We have served as the auditor of one or more
investment companies in Janus Henderson Funds since
1990.
INTERNAL CONTROL RPT
9
jc63.txt
Report of Independent Registered Public
Accounting Firm
To the Board of Trustees of Janus Detroit
Street Trust and Shareholders of Janus
Henderson Small/Mid Cap Growth Alpha ETF:
Opinion on the Financial Statements
We have audited the accompanying statement
of assets and liabilities, including the schedule
of investments, of Janus Henderson Small/Mid
Cap Growth Alpha ETF (one of the funds
constituting Janus Detroit Street Trust,
referred to hereafter as the "Fund") as of
October 31, 2018, the related statement of
operations for the year ended October 31, 2018,
the statements of changes in net assets for each
of the two years in the period ended October
31, 2018, including the related notes, and the
financial highlights for each of the two years in
the period ended October 31, 2018 and for the
period February 23, 2016 (commencement
date) through October 31, 2016 (collectively
referred to as the "financial statements"). In
our opinion, the financial statements present
fairly, in all material respects, the financial
position of the Fund as of October 31, 2018, the
results of its operations for the year then
ended, the changes in its net assets for each of
the two years in the period ended October 31,
2018 and the financial highlights for each of
the two years in the period ended October 31,
2018 and for the period February 23, 2016
(commencement date) through October 31,
2016 in conformity with accounting principles
generally accepted in the United States of
America.
Basis for Opinion
These financial statements are the
responsibility of the Fund's management. Our
responsibility is to express an opinion on the
Fund's financial statements based on our
audits. We are a public accounting firm
registered with the Public Company
Accounting Oversight Board (United States)
("PCAOB") and are required to be independent
with respect to the Fund in accordance with the
U.S. federal securities laws and the applicable
rules and regulations of the Securities and
Exchange Commission and the PCAOB.
We conducted our audits of these financial
statements in accordance with the standards of
the PCAOB. Those standards require that we
plan and perform the audit to obtain
reasonable assurance about whether the
financial statements are free of material
misstatement, whether due to error or fraud.
Our audits included performing procedures to
assess the risks of material misstatement of the
financial statements, whether due to error or
fraud, and performing procedures that respond
to those risks. Such procedures included
examining, on a test basis, evidence regarding
the amounts and disclosures in the financial
statements. Our audits also included evaluating
the accounting principles used and significant
estimates made by management, as well as
evaluating the overall presentation of the
financial statements. Our procedures included
confirmation of securities owned as of October
31, 2018 by correspondence with the custodian
and transfer agent. We believe that our audits
provide a reasonable basis for our opinion.
Denver, Colorado
December 20, 2018
We have served as the auditor of one or more
investment companies in Janus Henderson Funds since
1990.
INTERNAL CONTROL RPT
10
jc69.txt
Report of Independent Registered Public
Accounting Firm
To the Board of Trustees of Janus Detroit Street Trust
and Shareholders of The Obesity ETF:
Opinion on the Financial Statements
We have audited the accompanying statement of assets
and liabilities, including the schedule of investments, of
The Obesity ETF (one of the funds constituting Janus
Detroit Street Trust, referred to hereafter as the "Fund")
as of October 31, 2018, the related statement of
operations for the year ended October 31, 2018, the
statements of changes in net assets for each of the two
years in the period ended October 31, 2018, including the
related notes, and the financial highlights for each of the
two years in the period ended October 31, 2018 and for
the period June 8, 2016 (commencement date) through
October 31, 2016 (collectively referred to as the
"financial statements"). In our opinion, the financial
statements present fairly, in all material respects, the
financial position of the Fund as of October 31, 2018, the
results of its operations for the year then ended, the
changes in its net assets for each of the two years in the
period ended October 31, 2018 and the financial
highlights for each of the two years in the period ended
October 31, 2018 and for the period June 8, 2016
(commencement date) through October 31, 2016 in
conformity with accounting principles generally accepted
in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the
Fund's management. Our responsibility is to express an
opinion on the Fund's financial statements based on our
audits. We are a public accounting firm registered with
the Public Company Accounting Oversight Board
(United States) ("PCAOB") and are required to be
independent with respect to the Fund in accordance with
the U.S. federal securities laws and the applicable rules
and regulations of the Securities and Exchange
Commission and the PCAOB.
We conducted our audits of these financial statements in
accordance with the standards of the PCAOB. Those
standards require that we plan and perform the audit to
obtain reasonable assurance about whether the financial
statements are free of material misstatement, whether
due to error or fraud.
Our audits included performing procedures to assess the
risks of material misstatement of the financial
statements, whether due to error or fraud, and
performing procedures that respond to those risks. Such
procedures included examining, on a test basis,
evidence regarding the amounts and disclosures in the
financial statements. Our audits also included evaluating
the accounting principles used and significant estimates
made by management, as well as evaluating the overall
presentation of the financial statements. Our procedures
included confirmation of securities owned as of October
31, 2018 by correspondence with the custodian, transfer
agent, and brokers; when replies were not received from
brokers, we performed other auditing procedures. We
believe that our audits provide a reasonable basis for our
opinion.
Denver, Colorado
December 20, 2018
We have served as the auditor of one or more
investment companies in Janus Henderson Funds since
1990.