0001752724-23-169627.txt : 20230801
0001752724-23-169627.hdr.sgml : 20230801
20230801120711
ACCESSION NUMBER: 0001752724-23-169627
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20220731
FILED AS OF DATE: 20230801
DATE AS OF CHANGE: 20230801
PERIOD START: 20221031
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: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23112
FILM NUMBER: 231130470
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
0001500604
S000074691
Janus Henderson B-BBB CLO ETF
C000232781
Janus Henderson B-BBB CLO ETF
JBBB
NPORT-P/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-22-212582
0001500604
XXXXXXXX
S000074691
C000232781
Janus Detroit Street Trust
811-23112
0001500604
5493003MM7OCK5UJW595
151 Detroit Street
Denver
80206
303-333-3863
Janus Henderson B-BBB CLO ETF
S000074691
549300UAMX73GRTHWH74
2022-10-31
2022-07-31
N
80577606.81
33050.27
80544556.54
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
9877.75000000
USD
N
TCW CLO Ltd.
N/A
TCW CLO Ltd., Series 2020-1A, Class DRR
87190CBE9
1500000.00000000
PA
USD
1412152.50000000
1.753256285294
Long
ABS-CBDO
CORP
US
Y
2
2034-04-20
Floating
6.10985880
N
N
N
N
N
N
CBAM Ltd.
254900IPFC9SXD6VQ444
CBAM Ltd., Series 2019-10A, Class E
12482QAA2
600000.00000000
PA
USD
536356.20000000
0.665912413005
Long
ABS-CBDO
CORP
US
Y
2
2032-04-20
Floating
9.70985880
N
N
N
N
N
N
Oaktree CLO Ltd.
N/A
Oaktree CLO Ltd., Series 2019-3A, Class D1R
67400EAY0
2500000.00000000
PA
USD
2305470.00000000
2.862353582957
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
5.91986160
N
N
N
N
N
N
Atrium XV
N/A
Atrium XV, Series 15A, Class E
04965EAA2
2000000.00000000
PA
USD
1758014.00000000
2.182660226240
Long
ABS-CBDO
CORP
US
Y
2
2031-01-23
Floating
8.63300160
N
N
N
N
N
N
Park Avenue Institutional Advisers CLO Ltd.
N/A
Park Avenue Institutional Advisers CLO Ltd., Series 2019-2A, Class CR
70018AAQ3
1250000.00000000
PA
USD
1154912.50000000
1.433880264057
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
6.01200000
N
N
N
N
N
N
AGL CLO 10 Ltd.
549300AEMLN0HO8ST474
AGL CLO 10 Ltd., Series 2021-10A, Class D
00119YAG8
2000000.00000000
PA
USD
1811866.00000000
2.249520113876
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
5.41199880
N
N
N
N
N
N
Regatta XV Funding Ltd.
N/A
Regatta XV Funding Ltd., Series 2018-4A, Class C
75888RAJ8
2000000.00000000
PA
USD
1796500.00000000
2.230442474542
Long
ABS-CBDO
CORP
US
Y
2
2031-10-25
Floating
6.08299920
N
N
N
N
N
N
Dryden 40 Senior Loan Fund
549300BH0PFEW6WVTN52
Dryden 40 Senior Loan Fund, Series 2015-40A, Class ER
26244FAG2
800000.00000000
PA
USD
688966.40000000
0.855385428384
Long
ABS-CBDO
CORP
US
Y
2
2031-08-15
Floating
7.16128920
N
N
N
N
N
N
BlueMountain CLO XXX Ltd.
5493002GUQ80FGGGNP40
BlueMountain CLO XXX Ltd., Series 2020-30A, Class DR
09630QAS0
1500000.00000000
PA
USD
1373701.05000000
1.705516932504
Long
ABS-CBDO
CORP
US
Y
2
2035-04-15
Floating
5.62786920
N
N
N
N
N
N
Magnetite XII Ltd.
549300Z6VW568TT64K70
Magnetite XII Ltd., Series 2015-12A, Class ER
55953GCG8
980000.00000000
PA
USD
856515.10000000
1.063405320972
Long
ABS-CBDO
CORP
US
Y
2
2031-10-15
Floating
8.19200160
N
N
N
N
N
N
TCI-Flatiron CLO Ltd.
N/A
TCI-Flatiron CLO Ltd., Series 2017-1A, Class D
87231BAJ2
1000000.00000000
PA
USD
920855.00000000
1.143286448591
Long
ABS-CBDO
CORP
US
Y
2
2030-11-18
Floating
4.19370840
N
N
N
N
N
N
Whitebox CLO II Ltd.
549300C89ZJ5IWOT1F21
Whitebox CLO II Ltd., Series 2020-2A, Class DR
96466CAU2
250000.00000000
PA
USD
230000.00000000
0.285556231085
Long
ABS-CBDO
CORP
US
Y
2
2034-10-24
Floating
6.13299960
N
N
N
N
N
N
Sound Point CLO XXI Ltd.
5493001O6AOY43J70E72
Sound Point CLO XXI Ltd., Series 2018-3A, Class C
83613HAJ6
800000.00000000
PA
USD
683751.20000000
0.848910502921
Long
ABS-CBDO
CORP
US
Y
2
2031-10-26
Floating
6.06629160
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 34 Ltd.
5493009EGZQAPYYVLD80
Neuberger Berman Loan Advisers CLO 34 Ltd., Series 2019-34A, Class DR
64132YAW2
2000000.00000000
PA
USD
1855988.00000000
2.304299731389
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
5.57730000
N
N
N
N
N
N
LCM 30 Ltd.
N/A
LCM 30 Ltd., Series 30A, Class DR
50200YAW8
435000.00000000
PA
USD
380855.12000000
0.472850228942
Long
ABS-CBDO
CORP
US
Y
2
2031-04-20
Floating
5.70985920
N
N
N
N
N
N
Symphony CLO XV Ltd.
549300JNP1PJXORD0Y06
Symphony CLO XV Ltd., Series 2014-15A, Class DR2
87154EBA7
500000.00000000
PA
USD
467570.50000000
0.580511607594
Long
ABS-CBDO
CORP
US
Y
2
2032-01-17
Floating
6.74029080
N
N
N
N
N
N
Apidos CLO XXIII
635400C39IXGGYE6DH05
Apidos CLO XXIII, Series 2015-23A, Class DR
03765YBA1
950000.00000000
PA
USD
871596.50000000
1.082129615509
Long
ABS-CBDO
CORP
US
Y
2
2033-04-15
Floating
5.46199920
N
N
N
N
N
N
Cedar Funding VI CLO Ltd.
549300PQ60B57EBTK013
Cedar Funding VI CLO Ltd., Series 2016-6A, Class DRR
15032DAX9
1000000.00000000
PA
USD
922799.00000000
1.145700019518
Long
ABS-CBDO
CORP
US
Y
2
2034-04-20
Floating
6.01985880
N
N
N
N
N
N
LCM 31 Ltd.
N/A
LCM 31 Ltd., Series 31A, Class D
50201QAG9
3000000.00000000
PA
USD
2711352.00000000
3.366275905502
Long
ABS-CBDO
CORP
US
Y
2
2032-01-20
Floating
6.30986040
N
N
N
N
N
N
Octagon 54 Ltd.
N/A
Octagon 54 Ltd., Series 2021-1A, Class D
67577FAJ7
250000.00000000
PA
USD
227404.00000000
0.282333170320
Long
ABS-CBDO
CORP
US
Y
2
2034-07-15
Floating
5.56200000
N
N
N
N
N
N
Federated Government Obligations Tax-Managed Fund
N/A
Federated Government Obligations Tax-Managed Fund
N/A
2495753.93000000
NS
USD
2495753.93000000
3.098600373770
Long
STIV
RF
US
N
1
N
N
N
TICP CLO VIII Ltd.
N/A
TICP CLO VIII Ltd., Series 2017-8A, Class CR
87248WAS7
2000000.00000000
PA
USD
1880222.00000000
2.334387425755
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
6.10985880
N
N
N
N
N
N
CIFC Funding Ltd.
635400BTAKRBKGRV3X14
CIFC Funding Ltd., Series 2017-5A, Class C
12551MAG4
2000000.00000000
PA
USD
1845266.00000000
2.290987844825
Long
ABS-CBDO
CORP
US
Y
2
2030-11-16
Floating
5.59028880
N
N
N
N
N
N
GoldenTree Loan Opportunities IX Ltd.
549300IOBSI2NBFBJX90
GoldenTree Loan Opportunities IX Ltd., Series 2014-9A, Class DR2
38123HAW4
1250000.00000000
PA
USD
1171135.00000000
1.454021289965
Long
ABS-CBDO
CORP
US
Y
2
2029-10-29
Floating
5.80586040
N
N
N
N
N
N
Madison Park Funding XXX Ltd.
549300FFTJ3WPTJK8589
Madison Park Funding XXX Ltd., Series 2018-30A, Class D
55821TAG2
622900.00000000
PA
USD
576421.07000000
0.715654905510
Long
ABS-CBDO
CORP
US
Y
2
2029-04-15
Floating
5.01199920
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO Ltd.
549300RVE5T2OYI2H743
Neuberger Berman Loan Advisers CLO Ltd., Series 2019-33A, Class DR
64132TAQ6
2500000.00000000
PA
USD
2287907.50000000
2.840548881616
Long
ABS-CBDO
CORP
US
Y
2
2033-10-16
Floating
5.64028920
N
N
N
N
N
N
Octagon Investment Partners XVI Ltd.
N/A
Octagon Investment Partners XVI Ltd., Series 2013-1A, Class DR
67590BAY6
1000000.00000000
PA
USD
870547.00000000
1.080826610011
Long
ABS-CBDO
CORP
US
Y
2
2030-07-17
Floating
5.74029000
N
N
N
N
N
N
Cedar Funding X CLO Ltd.
N/A
Cedar Funding X CLO Ltd., Series 2019-10A, Class DR
15033XAQ9
2000000.00000000
PA
USD
1837082.00000000
2.280827009194
Long
ABS-CBDO
CORP
US
Y
2
2032-10-20
Floating
5.90986080
N
N
N
N
N
N
AGL CLO 7 Ltd.
N/A
AGL CLO 7 Ltd., Series 2020-7A, Class DR
008511AS6
250000.00000000
PA
USD
228297.75000000
0.283442804588
Long
ABS-CBDO
CORP
US
Y
2
2034-07-15
Floating
5.61200040
N
N
N
N
N
N
THL Credit Wind River CLO Ltd.
N/A
THL Credit Wind River CLO Ltd., Series 2018-3A, Class D
88432UAJ5
500000.00000000
PA
USD
453709.00000000
0.563301878476
Long
ABS-CBDO
CORP
US
Y
2
2031-01-20
Floating
5.65985880
N
N
N
N
N
N
CIFC Funding Ltd.
549300UDPJ30BQP2HX62
CIFC Funding Ltd., Series 2015-3A, Class DR
12550MAQ3
1500000.00000000
PA
USD
1343112.00000000
1.667539133241
Long
ABS-CBDO
CORP
US
Y
2
2029-04-19
Floating
5.23757160
N
N
N
N
N
N
BlueMountain CLO XXXI Ltd.
N/A
BlueMountain CLO XXXI Ltd., Series 2021-31A, Class D
09631BAJ2
1250000.00000000
PA
USD
1134926.25000000
1.409066358738
Long
ABS-CBDO
CORP
US
Y
2
2034-04-19
Floating
5.73756840
N
N
N
N
N
N
Dryden 50 Senior Loan Fund
5493008NBEE3C4AF3K95
Dryden 50 Senior Loan Fund, Series 2017-50A, Class E
262431AG4
2400000.00000000
PA
USD
2125276.80000000
2.638634926178
Long
ABS-CBDO
CORP
US
Y
2
2030-07-15
Floating
8.77200120
N
N
N
N
N
N
Sandstone Peak Ltd.
5493000VXRKO2Z5KET86
Sandstone Peak Ltd., Series 2021-1A, Class D
800130AJ5
2000000.00000000
PA
USD
1753390.00000000
2.176919304446
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
6.06200040
N
N
N
N
N
N
CIFC Funding Ltd.
254900RRJV30GDUWIX97
CIFC Funding Ltd., Series 2019-1A, Class DR
12553DAQ0
1000000.00000000
PA
USD
924819.00000000
1.148207948156
Long
ABS-CBDO
CORP
US
Y
2
2032-04-20
Floating
5.80986000
N
N
N
N
N
N
BlueMountain CLO Ltd.
549300EB3KHH9T7ICE44
BlueMountain CLO Ltd., Series 2015-4A, Class DR
09628NAW2
415000.00000000
PA
USD
361909.47000000
0.449328279336
Long
ABS-CBDO
CORP
US
Y
2
2030-04-20
Floating
5.65985880
N
N
N
N
N
N
LCM 29 Ltd.
N/A
LCM 29 Ltd., Series 29A, Class DR
50201MAW3
1000000.00000000
PA
USD
883928.00000000
1.097439774916
Long
ABS-CBDO
CORP
US
Y
2
2031-04-15
Floating
5.91199920
N
N
N
N
N
N
CIFC Funding Ltd.
549300Y56VCWZJQV2Z14
CIFC Funding Ltd., Series 2014-5A, Class DR2
12550ABB1
2000000.00000000
PA
USD
1831950.00000000
2.274455380594
Long
ABS-CBDO
CORP
US
Y
2
2031-10-17
Floating
6.14028960
N
N
N
N
N
N
THL Credit Wind River CLO Ltd.
N/A
THL Credit Wind River CLO Ltd., Series 2018-1A, Class D
88432VAJ3
1000000.00000000
PA
USD
901853.00000000
1.119694537708
Long
ABS-CBDO
CORP
US
Y
2
2030-07-15
Floating
5.41199880
N
N
N
N
N
N
CIFC Funding Ltd.
549300X1SKS4LNS5LQ62
CIFC Funding Ltd., Series 2017-1A, Class E
12551BAA1
740000.00000000
PA
USD
666234.58000000
0.827162763841
Long
ABS-CBDO
CORP
US
Y
2
2029-04-23
Floating
9.08170920
N
N
N
N
N
N
GoldenTree Loan Opportunities XII Ltd.
5493004WVEVHIF701522
Goldentree Loan Opportunities XII Ltd., Series 2016-12A, Class ER
38137TAD4
250000.00000000
PA
USD
220437.00000000
0.273683299616
Long
ABS-CBDO
CORP
US
Y
2
2030-07-21
Floating
8.13170880
N
N
N
N
N
N
Race Point VIII CLO Ltd.
5493008ABAJEYBWITR69
Race Point VIII CLO Ltd., Series 2013-8A, Class DR2
74982LBE9
750000.00000000
PA
USD
694462.50000000
0.862209104913
Long
ABS-CBDO
CORP
US
Y
2
2030-02-20
Floating
4.97800080
N
N
N
N
N
N
Regatta XX Funding Ltd.
N/A
Regatta XX Funding Ltd., Series 2021-2A, Class D
75884YAG3
250000.00000000
PA
USD
231847.75000000
0.287850302937
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
5.61200040
N
N
N
N
N
N
Dryden 60 CLO Ltd.
549300KI3ILQQHC87U86
Dryden 60 CLO Ltd., Series 2018-60A, Class D
26251NAE0
1000000.00000000
PA
USD
910265.00000000
1.130138446473
Long
ABS-CBDO
CORP
US
Y
2
2031-07-15
Floating
5.51199960
N
N
N
N
N
N
Sixth Street CLO XIX Ltd.
N/A
Sixth Street CLO XIX Ltd., Series 2021-19A, Class D
83012KAG2
2500000.00000000
PA
USD
2312482.50000000
2.871059944133
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
5.70985920
N
N
N
N
N
N
Carlyle Global Market Strategies CLO Ltd.
549300ODZUR61VZRRZ07
Carlyle Global Market Strategies CLO Ltd., Series 2014-5A, Class DRR
14311ABA9
1000000.00000000
PA
USD
868053.00000000
1.077730187227
Long
ABS-CBDO
CORP
US
Y
2
2031-07-15
Floating
5.66200080
N
N
N
N
N
N
THL Credit Wind River CLO Ltd.
549300TGVPUHSOMYKZ89
THL Credit Wind River CLO Ltd., Series 2019-1A, Class DR
97316JAJ2
2000000.00000000
PA
USD
1837042.00000000
2.280777347240
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
6.15985920
N
N
N
N
N
N
Ares XLI CLO Ltd.
549300X38KZ67Q2FQG11
Ares XLI CLO Ltd., Series 2016-41A, Class DR
04016DAY1
1250000.00000000
PA
USD
1152725.00000000
1.431164375990
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
5.51199960
N
N
N
N
N
N
Venture 44 CLO Ltd.
5493005RF0X3GB54HH60
Venture 44 CLO Ltd., Series 2021-44A, Class D1
92332KAN1
2000000.00000000
PA
USD
1781912.00000000
2.212330760198
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
5.93985960
N
N
N
N
N
N
Elevation CLO Ltd.
549300OBPZDY731NEI33
Elevation CLO Ltd., Series 2017-8A, Class D
28622VAJ9
853000.00000000
PA
USD
743092.66000000
0.922585823203
Long
ABS-CBDO
CORP
US
Y
2
2030-10-25
Floating
5.65300080
N
N
N
N
N
N
CBAM Ltd.
N/A
CBAM Ltd., Series 2021-14A, Class D
12511GAG6
1400000.00000000
PA
USD
1290735.60000000
1.602511275059
Long
ABS-CBDO
CORP
US
Y
2
2034-04-20
Floating
5.80986000
N
N
N
N
N
N
Madison Park Funding XVII Ltd.
N/A
Madison Park Funding XVII Ltd., Series 2015-17A, Class DR
55818YBJ9
2000000.00000000
PA
USD
1887094.00000000
2.342919349320
Long
ABS-CBDO
CORP
US
Y
2
2030-07-21
Floating
6.33170880
N
N
N
N
N
N
Dryden 80 CLO Ltd.
N/A
Dryden 80 CLO Ltd., Series 2019-80A, Class DR
26245JAW8
1000000.00000000
PA
USD
921930.80000000
1.144622106823
Long
ABS-CBDO
CORP
US
Y
2
2033-01-17
Floating
5.58082080
N
N
N
N
N
N
TCW CLO Ltd.
N/A
TCW CLO Ltd., Series 2018-1A, Class D
87240UAE0
1210000.00000000
PA
USD
1099286.21000000
1.364817508746
Long
ABS-CBDO
CORP
US
Y
2
2031-04-25
Floating
5.69300040
N
N
N
N
N
N
Myers Park CLO Ltd.
N/A
Myers Park CLO Ltd., Series 2018-1A, Class D
62848FAL6
1000000.00000000
PA
USD
927441.00000000
1.151463289191
Long
ABS-CBDO
CORP
US
Y
2
2030-10-20
Floating
5.75985960
N
N
N
N
N
N
Boyce Park CLO Ltd.
N/A
Boyce Park CLO Ltd., Series 2022-1A, Class D
103228AL6
1500000.00000000
PA
USD
1388470.05000000
1.723853367186
Long
ABS-CBDO
CORP
US
Y
2
2035-04-21
Floating
3.64785840
N
N
N
N
N
N
LCM 36 Ltd.
N/A
LCM 36 Ltd., Series 36A, Class D
50190LAJ7
2000000.00000000
PA
USD
1785772.00000000
2.217123138685
Long
ABS-CBDO
CORP
US
Y
2
2034-01-15
Floating
5.91199920
N
N
N
N
N
N
Madison Park Funding XXI Ltd.
N/A
Madison Park Funding XXI Ltd., Series 2016-21A, Class C2RR
55820JBN9
1000000.00000000
PA
USD
920154.00000000
1.142416122861
Long
ABS-CBDO
CORP
US
Y
2
2032-10-15
Floating
7.66199880
N
N
N
N
N
N
Madison Park Funding XXVI Ltd.
549300FNRP3W5DX0O430
Madison Park Funding XXVI Ltd., Series 2017-26A, Class DR
55819YAG5
1250000.00000000
PA
USD
1166142.50000000
1.447822857427
Long
ABS-CBDO
CORP
US
Y
2
2030-07-29
Floating
5.80586040
N
N
N
N
N
N
Jamestown CLO XI Ltd.
549300ICXRO4NIJIWJ29
Jamestown CLO XI Ltd., Series 2018-11A, Class C
47049QAG1
1000000.00000000
PA
USD
895139.00000000
1.111358778858
Long
ABS-CBDO
CORP
US
Y
2
2031-07-14
Floating
5.73300000
N
N
N
N
N
N
Gilbert Park CLO Ltd.
N/A
Gilbert Park CLO Ltd., Series 2017-1A, Class D
375415AG1
1000000.00000000
PA
USD
933548.00000000
1.159045427900
Long
ABS-CBDO
CORP
US
Y
2
2030-10-15
Floating
5.46199920
N
N
N
N
N
N
Highbridge Loan Management
N/A
Highbridge Loan Management, Series 3A-2014, Class CR
40436XAJ6
2500000.00000000
PA
USD
2270275.00000000
2.818657271857
Long
ABS-CBDO
CORP
US
Y
2
2029-07-18
Floating
6.34029120
N
N
N
N
N
N
KKR CLO 27 Ltd.
5493007WGG1LNIZXEI24
KKR CLO 27 Ltd., Series 27A, Class DR
48253YBJ6
1250000.00000000
PA
USD
1119421.00000000
1.389815833729
Long
ABS-CBDO
CORP
US
Y
2
2032-10-15
Floating
5.57786880
N
N
N
N
N
N
Venture 31 CLO Ltd.
549300WIVX6V4NHW6X79
Venture 31 CLO Ltd., Series 2018-31A, Class D
92331VAJ7
1250000.00000000
PA
USD
1040672.50000000
1.292045725626
Long
ABS-CBDO
CORP
US
Y
2
2031-04-20
Floating
5.52985920
N
N
N
N
N
N
Greywolf CLO V Ltd.
549300RJBZLY8V18YD77
Greywolf CLO V Ltd., Series 2015-1A, Class CR
39808PAS5
1000000.00000000
PA
USD
894638.00000000
1.110736762894
Long
ABS-CBDO
CORP
US
Y
2
2031-01-27
Floating
5.78300040
N
N
N
N
N
N
Dryden 37 Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund, Series 2015-37A, Class DR
26249MAU1
1500000.00000000
PA
USD
1327753.50000000
1.648470805523
Long
ABS-CBDO
CORP
US
Y
2
2031-01-15
Floating
5.01199920
N
N
N
N
N
N
BlueMountain CLO XXVI Ltd.
N/A
BlueMountain CLO XXVI Ltd., Series 2019-26A, Class D2R
09630GAW3
1250000.00000000
PA
USD
1175000.00000000
1.458819876196
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
7.07986080
N
N
N
N
N
N
2022-08-30
Janus Detroit Street Trust
Jesper Nergaard
Jesper Nergaard
VP, CFO, Treasurer, and Principal Accounting Officer
XXXX
NPORT-EX
2
JH_B-BBB_CLO_ETF.htm
7.31 PART F
Janus
Henderson
B-BBB
CLO
ETF
Schedule
of
Investments
(unaudited)
July
31,
2022
Shares/
Principal
Amounts
Value
Collateralized
Loan
Obligations
-
96.7%
AGL
CLO
10
Ltd.
2021-10A
D,
ICE
LIBOR
USD
3
Month
+
2.9000%,
5.4120%,
4/15/34
(144A)
‡
$
2,000,000
$
1,811,866
AGL
CLO
7
Ltd.
2020-7A
DR,
ICE
LIBOR
USD
3
Month
+
3.1000%,
5.6120%,
7/15/34
(144A)
‡
250,000
228,298
Apidos
CLO
XXIII
2015-23A
DR,
ICE
LIBOR
USD
3
Month
+
2.9500%,
5.4620%,
4/15/33
(144A)
‡
950,000
871,596
Ares
XLI
CLO
Ltd.
2016-41A
DR,
ICE
LIBOR
USD
3
Month
+
3.0000%,
5.5120%,
4/15/34
(144A)
‡
1,250,000
1,152,725
Atrium
XV
15A
E,
ICE
LIBOR
USD
3
Month
+
5.8500%,
8.6330%,
1/23/31
(144A)
‡
2,000,000
1,758,014
BlueMountain
CLO
Ltd.
2015-4A
DR,
ICE
LIBOR
USD
3
Month
+
2.9500%,
5.6599%,
4/20/30
(144A)
‡
415,000
361,909
BlueMountain
CLO
XXVI
Ltd.
2019-26A
D2R,
ICE
LIBOR
USD
3
Month
+
4.3700%,
7.0799%,
10/20/34
(144A)
‡
1,250,000
1,175,000
BlueMountain
CLO
XXX
Ltd.
2020-30A
DR,
CME
Term
SOFR
3
Month
+
3.3000%,
5.6279%,
4/15/35
(144A)
‡
1,500,000
1,373,701
BlueMountain
CLO
XXXI
Ltd.
2021-31A
D,
ICE
LIBOR
USD
3
Month
+
3.0000%,
5.7376%,
4/19/34
(144A)
‡
1,250,000
1,134,926
Boyce
Park
CLO
Ltd.
2022-1A
D,
CME
Term
SOFR
3
Month
+
3.1000%,
3.6479%,
4/21/35
(144A)
‡
1,500,000
1,388,470
Carlyle
Global
Market
Strategies
CLO
Ltd.
2014-5A
DRR,
ICE
LIBOR
USD
3
Month
+
3.1500%,
5.6620%,
7/15/31
(144A)
‡
1,000,000
868,053
CBAM
Ltd.
2019-10A
E,
ICE
LIBOR
USD
3
Month
+
7.0000%,
9.7099%,
4/20/32
(144A)
‡
600,000
536,356
CBAM
Ltd.
2021-14A
D,
ICE
LIBOR
USD
3
Month
+
3.1000%,
5.8099%,
4/20/34
(144A)
‡
1,400,000
1,290,736
Cedar
Funding
VI
CLO
Ltd.
2016-6A
DRR,
ICE
LIBOR
USD
3
Month
+
3.3100%,
6.0199%,
4/20/34
(144A)
‡
1,000,000
922,799
Cedar
Funding
X
CLO
Ltd.
2019-10A
DR,
ICE
LIBOR
USD
3
Month
+
3.2000%,
5.9099%,
10/20/32
(144A)
‡
2,000,000
1,837,082
CIFC
Funding
Ltd.
2015-3A
DR,
ICE
LIBOR
USD
3
Month
+
2.5000%,
5.2376%,
4/19/29
(144A)
‡
1,500,000
1,343,112
CIFC
Funding
Ltd.
2017-1A
E,
ICE
LIBOR
USD
3
Month
+
6.3500%,
9.0817%,
4/23/29
(144A)
‡
740,000
666,235
CIFC
Funding
Ltd.
2017-5A
C,
ICE
LIBOR
USD
3
Month
+
2.8500%,
5.5903%,
11/16/30
(144A)
‡
2,000,000
1,845,266
CIFC
Funding
Ltd.
2014-5A
DR2,
ICE
LIBOR
USD
3
Month
+
3.4000%,
6.1403%,
10/17/31
(144A)
‡
2,000,000
1,831,950
CIFC
Funding
Ltd.
2019-1A
DR,
ICE
LIBOR
USD
3
Month
+
3.1000%,
5.8099%,
4/20/32
(144A)
‡
1,000,000
924,819
Dryden
37
Senior
Loan
Fund
2015-37A
DR,
ICE
LIBOR
USD
3
Month
+
2.5000%,
5.0120%,
1/15/31
(144A)
‡
1,500,000
1,327,754
Dryden
40
Senior
Loan
Fund
2015-40A
ER,
ICE
LIBOR
USD
3
Month
+
5.7500%,
7.1613%,
8/15/31
(144A)
‡
800,000
688,966
Dryden
50
Senior
Loan
Fund
2017-50A
E,
ICE
LIBOR
USD
3
Month
+
6.2600%,
8.7720%,
7/15/30
(144A)
‡
2,400,000
2,125,277
Dryden
60
CLO
Ltd.
2018-60A
D,
ICE
LIBOR
USD
3
Month
+
3.0000%,
5.5120%,
7/15/31
(144A)
‡
1,000,000
910,265
Dryden
80
CLO
Ltd.
2019-80A
DR,
CME
Term
SOFR
3
Month
+
3.1000%,
5.5808%,
1/17/33
(144A)
‡
1,000,000
921,931
Elevation
CLO
Ltd.
2017-8A
D,
ICE
LIBOR
USD
3
Month
+
2.8700%,
5.6530%,
10/25/30
(144A)
‡
853,000
743,093
Gilbert
Park
CLO
Ltd.
2017-1A
D,
ICE
LIBOR
USD
3
Month
+
2.9500%,
5.4620%,
10/15/30
(144A)
‡
1,000,000
933,548
Janus
Henderson
B-BBB
CLO
ETF
Schedule
of
Investments
(unaudited)
July
31,
2022
Shares/
Principal
Amounts
Value
Collateralized
Loan
Obligations
-
(continued)
GoldenTree
Loan
Opportunities
IX
Ltd.
2014-9A
DR2,
ICE
LIBOR
USD
3
Month
+
3.0000%,
5.8059%,
10/29/29
(144A)
‡
$
1,250,000
$
1,171,135
Goldentree
Loan
Opportunities
XII
Ltd.
2016-12A
ER,
ICE
LIBOR
USD
3
Month
+
5.4000%,
8.1317%,
7/21/30
(144A)
‡
250,000
220,437
Greywolf
CLO
V
Ltd.
2015-1A
CR,
ICE
LIBOR
USD
3
Month
+
3.0000%,
5.7830%,
1/27/31
(144A)
‡
1,000,000
894,638
Highbridge
Loan
Management
3A-2014
CR,
ICE
LIBOR
USD
3
Month
+
3.6000%,
6.3403%,
7/18/29
(144A)
‡
2,500,000
2,270,275
Jamestown
CLO
XI
Ltd.
2018-11A
C,
ICE
LIBOR
USD
3
Month
+
3.2500%,
5.7330%,
7/14/31
(144A)
‡
1,000,000
895,139
KKR
CLO
27
Ltd.
27A
DR,
CME
Term
SOFR
3
Month
+
3.2500%,
5.5779%,
10/15/32
(144A)
‡
1,250,000
1,119,421
LCM
29
Ltd.
29A
DR,
ICE
LIBOR
USD
3
Month
+
3.4000%,
5.9120%,
4/15/31
(144A)
‡
1,000,000
883,928
LCM
30
Ltd.
30A
DR,
ICE
LIBOR
USD
3
Month
+
3.0000%,
5.7099%,
4/20/31
(144A)
‡
435,000
380,855
LCM
31
Ltd.
31A
D,
ICE
LIBOR
USD
3
Month
+
3.6000%,
6.3099%,
1/20/32
(144A)
‡
3,000,000
2,711,352
LCM
36
Ltd.
36A
D,
ICE
LIBOR
USD
3
Month
+
3.4000%,
5.9120%,
1/15/34
(144A)
‡
2,000,000
1,785,772
Madison
Park
Funding
XVII
Ltd.
2015-17A
DR,
ICE
LIBOR
USD
3
Month
+
3.6000%,
6.3317%,
7/21/30
(144A)
‡
2,000,000
1,887,094
Madison
Park
Funding
XXI
Ltd.
2016-21A
C2RR,
ICE
LIBOR
USD
3
Month
+
5.1500%,
7.6620%,
10/15/32
(144A)
‡
1,000,000
920,154
Madison
Park
Funding
XXVI
Ltd.
2017-26A
DR,
ICE
LIBOR
USD
3
Month
+
3.0000%,
5.8059%,
7/29/30
(144A)
‡
1,250,000
1,166,142
Madison
Park
Funding
XXX
Ltd.
2018-30A
D,
ICE
LIBOR
USD
3
Month
+
2.5000%,
5.0120%,
4/15/29
(144A)
‡
622,900
576,421
Magnetite
XII
Ltd.
2015-12A
ER,
ICE
LIBOR
USD
3
Month
+
5.6800%,
8.1920%,
10/15/31
(144A)
‡
980,000
856,515
Myers
Park
CLO
Ltd.
2018-1A
D,
ICE
LIBOR
USD
3
Month
+
3.0500%,
5.7599%,
10/20/30
(144A)
‡
1,000,000
927,441
Neuberger
Berman
Loan
Advisers
CLO
33
Ltd.
2019-33A
DR,
ICE
LIBOR
USD
3
Month
+
2.9000%,
5.6403%,
10/16/33
(144A)
‡
2,500,000
2,287,908
Neuberger
Berman
Loan
Advisers
CLO
34
Ltd.
2019-34A
DR,
CME
Term
SOFR
3
Month
+
3.1000%,
5.5773%,
1/20/35
(144A)
‡
2,000,000
1,855,988
Oaktree
CLO
Ltd.
2019-3A
D1R,
ICE
LIBOR
USD
3
Month
+
3.2100%,
5.9199%,
10/20/34
(144A)
‡
2,500,000
2,305,470
Octagon
54
Ltd.
2021-1A
D,
ICE
LIBOR
USD
3
Month
+
3.0500%,
5.5620%,
7/15/34
(144A)
‡
250,000
227,404
Octagon
Investment
Partners
XVI
Ltd.
2013-1A
DR,
ICE
LIBOR
USD
3
Month
+
3.0000%,
5.7403%,
7/17/30
(144A)
‡
1,000,000
870,547
Park
Avenue
Institutional
Advisers
CLO
Ltd.
2019-2A
CR,
ICE
LIBOR
USD
3
Month
+
3.5000%,
6.0120%,
10/15/34
(144A)
‡
1,250,000
1,154,913
Race
Point
VIII
CLO
Ltd.
2013-8A
DR2,
ICE
LIBOR
USD
3
Month
+
3.5000%,
4.9780%,
2/20/30
(144A)
‡
750,000
694,462
Regatta
XV
Funding
Ltd.
2018-4A
C,
ICE
LIBOR
USD
3
Month
+
3.3000%,
6.0830%,
10/25/31
(144A)
‡
2,000,000
1,796,500
Regatta
XX
Funding
Ltd.
2021-2A
D,
ICE
LIBOR
USD
3
Month
+
3.1000%,
5.6120%,
10/15/34
(144A)
‡
250,000
231,848
Sandstone
Peak
Ltd.
2021-1A
D,
ICE
LIBOR
USD
3
Month
+
3.5500%,
6.0620%,
10/15/34
(144A)
‡
2,000,000
1,753,390
Sixth
Street
CLO
XIX
Ltd.
2021-19A
D,
ICE
LIBOR
USD
3
Month
+
3.0000%,
5.7099%,
7/20/34
(144A)
‡
2,500,000
2,312,483
Janus
Henderson
B-BBB
CLO
ETF
Schedule
of
Investments
(unaudited)
July
31,
2022
Shares/
Principal
Amounts
Value
Collateralized
Loan
Obligations
-
(continued)
Sound
Point
CLO
XXI
Ltd.
2018-3A
C,
ICE
LIBOR
USD
3
Month
+
3.3000%,
6.0663%,
10/26/31
(144A)
‡
$
800,000
$
683,751
Symphony
CLO
XV
Ltd.
2014-15A
DR2,
ICE
LIBOR
USD
3
Month
+
4.0000%,
6.7403%,
1/17/32
(144A)
‡
500,000
467,570
TCI-Flatiron
CLO
Ltd.
2017-1A
D,
ICE
LIBOR
USD
3
Month
+
2.7500%,
4.1937%,
11/18/30
(144A)
‡
1,000,000
920,855
TCW
CLO
Ltd.
2018-1A
D,
ICE
LIBOR
USD
3
Month
+
2.9100%,
5.6930%,
4/25/31
(144A)
‡
1,210,000
1,099,286
TCW
CLO
Ltd.
2020-1A
DRR,
ICE
LIBOR
USD
3
Month
+
3.4000%,
6.1099%,
4/20/34
(144A)
‡
1,500,000
1,412,153
THL
Credit
Wind
River
CLO
Ltd.
2018-1A
D,
ICE
LIBOR
USD
3
Month
+
2.9000%,
5.4120%,
7/15/30
(144A)
‡
1,000,000
901,853
THL
Credit
Wind
River
CLO
Ltd.
2018-3A
D,
ICE
LIBOR
USD
3
Month
+
2.9500%,
5.6599%,
1/20/31
(144A)
‡
500,000
453,709
THL
Credit
Wind
River
CLO
Ltd.
2019-1A
DR,
ICE
LIBOR
USD
3
Month
+
3.4500%,
6.1599%,
7/20/34
(144A)
‡
2,000,000
1,837,042
TICP
CLO
VIII
Ltd.
2017-8A
CR,
ICE
LIBOR
USD
3
Month
+
3.4000%,
6.1099%,
10/20/34
(144A)
‡
2,000,000
1,880,222
Venture
31
CLO
Ltd.
2018-31A
D,
ICE
LIBOR
USD
3
Month
+
2.8200%,
5.5299%,
4/20/31
(144A)
‡
1,250,000
1,040,672
Venture
44
CLO
Ltd.
2021-44A
D1,
ICE
LIBOR
USD
3
Month
+
3.2300%,
5.9399%,
10/20/34
(144A)
‡
2,000,000
1,781,912
Whitebox
CLO
II
Ltd.
2020-2A
DR,
ICE
LIBOR
USD
3
Month
+
3.3500%,
6.1330%,
10/24/34
(144A)
‡
250,000
230,000
Total
Collateralized
Loan
Obligations
(cost
$85,093,541)
77,840,404
Investment
Companies
-
3.1%
Money
Market
Funds
-
3.1%
Federated
Hermes
Government
Obligations
Tax-Managed
Fund,
1.4300%
∞
(cost
$2,509,148)
2,509,148
2,509,148
Total
Investments
(total
cost
$87,602,689
)
-
99.8%
80,349,552
Cash,
Receivables
and
Other
Assets,
net
of
Liabilities
-
0.2%
194,597
Net
Assets
-
100.0%
$80,544,149
Summary
of
Investments
by
Country
-
(Long
Positions)
(unaudited)
Country
Value
%
of
Investment
Securities
United
States
$
80,349,552
100.0
%
–
–
Schedule
of
Affiliated
Investments
-
(%
of
Net
Assets)
Dividend
Income
Realized
Gain/(Loss)
Change
in
Unrealized
Appreciatio
n/
(Depreciation)
Value
at
7/31/22
Exchange
Traded
Funds
-
N/A
Janus
Henderson
AAA
CLO
ETF
$
20,739
$
(114,824)
$
–
$
–
Market
Value
at
1/11/22
Purchases
Sales
Market
Value
at
7/31/22
Exchange
Traded
Funds
-
N/A
Janus
Henderson
AAA
CLO
ETF
$
–
$
4,720,019
$
(4,605,195)
$
–
Janus
Henderson
B-BBB
CLO
ETF
Notes
to
Schedule
of
Investments
and
Other
Information
(unaudited)
July
31,
2022
ETF
Exchange
Traded
Fund
ICE
Intercontinental
Exchange
LIBOR
LIBOR
(London
Interbank
Offered
Rate)
is
a
short-term
interest
rate
that
banks
offer
one
another
and
generally
represents
current
cash
rates.
SOFR
Secured
Overnight
Financing
Rate
∞
Rate
shown
is
the
7-day
yield
as
of
July
31,
2022.
‡
The
interest
rate
on
floating
rate
notes
is
based
on
an
index
or
market
interest
rates
and
is
subject
to
change.
Rate
in
the
security
description
is
as
of
July
31,
2022
144A
Securities
sold
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended,
are
subject
to
legal
and/or
contractual
restrictions
on
resale
and
may
not
be
publicly
sold
without
registration
under
the
1993
Act.
Unless
otherwise
noted,
these
securities
have
been
determined
to
be
liquid
in
accordance
with
the
requirements
of
Rule
22e-4,
under
the
1940
Act.
The
total
value
of
144A
securities
as
of
the
period
ended
July
31,
2022
is
$77,840,404
which
represents
96.6%
of
net
assets.
The
following
is
a
summary
of
the
inputs
that
were
used
to
value
the
Fund's
investments
in
securities
and
other
financial
instruments
as
of
July
31,
2022
.
See
Notes
to
Financial
Statements
for
more
information.
Valuation
Inputs
Summary
Level
1
-
Quoted
Prices
Level
2
-
Other
Significant
Observable
Inputs
Level
3
-
Significant
Unobservable
Inputs
Assets
Investments
in
Securities:
Collateralized
Loan
Obligations
$
—
$
77,840,404
$
—
Investment
Companies
2,509,148
—
—
Total
Assets
$
2,509,148
$
77,840,404
$
—
Investment
Valuation
Securities
held
by
the
Fund
are
valued
in
accordance
with
policies
and
procedures
established
by
and
under
the
supervision
of
the
Trustees
(the
“Valuation
Procedures”).
Equity
securities,
including
shares
of
exchange-traded
funds,
traded
on
a
domestic
securities
exchange
are
generally
valued
at
the
closing
prices
on
the
primary
market
or
exchange
on
which
they
trade.
If
such
price
is
lacking
for
the
trading
period
immediately
preceding
the
time
of
determination,
such
securities
are
generally
valued
at
their
current
bid
price.
Equity
securities
that
are
traded
on
a
foreign
exchange
are
generally
valued
at
the
closing
prices
on
such
markets.
In
the
event
that
there
is
no
current
trading
volume
on
a
particular
security
in
such
foreign
exchange,
the
bid
price
from
the
primary
exchange
is
generally
used
to
value
the
security.
Securities
that
are
traded
on
the
over-the-counter
(“OTC”)
markets
are
generally
valued
at
their
closing
or
latest
bid
prices
as
available.
Foreign
securities
and
currencies
are
converted
to
U.S.
dollars
using
the
applicable
exchange
rate
in
effect
at
the
close
of
the
London
Stock
Exchange.
The
Fund
will
determine
the
market
value
of
individual
securities
held
by
it
by
using
prices
provided
by
one
or
more
approved
professional
pricing
services
or,
as
needed,
by
obtaining
market
quotations
from
independent
broker-dealers.
Most
debt
securities
are
valued
in
accordance
with
the
evaluated
bid
price
supplied
by
the
pricing
service
that
is
intended
to
reflect
market
value.
The
evaluated
bid
price
supplied
by
the
pricing
service
is
an
evaluation
that
may
consider
factors
such
as
security
prices,
yields,
maturities
and
ratings.
Certain
short-
term
securities
maturing
within
60
days
or
less
may
be
evaluated
and
valued
on
an
amortized
cost
basis
provided
that
the
amortized
cost
determined
approximates
market
value.
Securities
for
which
market
quotations
or
evaluated
prices
are
not
readily
available,
or
are
deemed
unreliable,
are
valued
at
fair
value
determined
in
good
faith
under
the
Valuation
Procedures.
Circumstances
in
which
fair
value
pricing
may
be
utilized
include,
but
are
not
limited
to:
(i)
a
significant
event
that
may
affect
the
securities
of
a
single
issuer,
such
as
a
merger,
bankruptcy,
or
significant
issuer-
specific
development;
(ii)
an
event
that
may
affect
an
entire
market,
such
as
a
natural
disaster
or
significant
governmental
action;
(iii)
a
nonsignificant
event
such
as
a
market
closing
early
or
not
opening,
or
a
security
trading
halt;
and
(iv)
pricing
of
a
nonvalued
security
and
a
restricted
or
nonpublic
security.
Special
valuation
considerations
may
apply
with
respect
to
“odd-
lot”
fixed-income
transactions
which,
due
to
their
small
size,
may
receive
evaluated
prices
by
pricing
services
which
reflect
a
large
block
trade
and
not
what
actually
could
be
obtained
for
the
odd-lot
position.
Valuation
Inputs
Summary
FASB
ASC
820,
Fair
Value
Measurements
and
Disclosures
(“ASC
820”),
defines
fair
value,
establishes
a
framework
for
measuring
fair
value,
and
expands
disclosure
requirements
regarding
fair
value
measurements.
This
standard
emphasizes
that
fair
value
is
a
market-based
measurement
that
should
be
determined
based
on
the
assumptions
that
market
participants
would
use
in
pricing
an
asset
or
liability
and
establishes
a
hierarchy
that
prioritizes
inputs
to
valuation
techniques
used
to
measure
fair
value.
These
inputs
are
summarized
into
three
broad
levels:
Level
1
–
Unadjusted
quoted
prices
in
active
markets
the
Fund
has
the
ability
to
access
for
identical
assets
or
liabilities.
Level
2
–
Observable
inputs
other
than
unadjusted
quoted
prices
included
in
Level
1
that
are
observable
for
the
asset
or
liability
either
directly
or
indirectly.
These
inputs
may
include
quoted
prices
for
the
identical
instrument
on
an
inactive
market,
prices
for
similar
instruments,
interest
rates,
prepayment
speeds,
credit
risk,
yield
curves,
default
rates
and
similar
data.
Assets
or
liabilities
categorized
as
Level
2
in
the
hierarchy
generally
include:
debt
securities
fair
valued
in
accordance
with
the
evaluated
bid
or
ask
prices
supplied
by
a
pricing
service;
securities
traded
on
OTC
markets
and
listed
securities
for
which
no
sales
are
reported
that
are
fair
valued
at
the
latest
bid
price
(or
yield
equivalent
thereof)
obtained
from
one
or
more
dealers
transacting
in
a
market
for
such
securities
or
by
a
pricing
service
approved
by
the
Fund’s
Trustees;
and
certain
short-term
debt
securities
with
maturities
of
60
days
or
less
that
are
fair
valued
at
amortized
cost.
Other
securities
that
may
be
categorized
as
Level
2
in
the
hierarchy
include,
but
are
not
limited
to,
preferred
stocks,
bank
loans,
swaps,
investments
in
unregistered
investment
companies,
options,
and
forward
contracts.
Level
3
–
Unobservable
inputs
for
the
asset
or
liability
to
the
extent
that
relevant
observable
inputs
are
not
available,
representing
the
Fund’s
own
assumptions
about
the
assumptions
that
a
market
participant
would
use
in
valuing
the
asset
or
liability,
and
that
would
be
based
on
the
best
information
available.
The
inputs
or
methodology
used
for
fair
valuing
securities
are
not
necessarily
an
indication
of
the
risk
associated
with
investing
in
those
securities.
The
summary
of
inputs
used
as
of
July
31,
2022 to
fair
value
the
Fund’s
investments
in
securities
and
other
financial
instruments
is
included
in
the
“Valuation
Inputs
Summary”
in
the
Notes
to
Schedule
of
Investments
and
Other
Information.
For
additional
information
on
the
Fund,
please
refer
to
the
Fund's
most
recent
semiannual
or
annual
shareholder
report.