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