0001752724-23-169630.txt : 20230801
0001752724-23-169630.hdr.sgml : 20230801
20230801121323
ACCESSION NUMBER: 0001752724-23-169630
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20230131
FILED AS OF DATE: 20230801
DATE AS OF CHANGE: 20230801
PERIOD START: 20231031
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: 231130494
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
S000069705
Janus Henderson AAA CLO ETF
C000222294
Janus Henderson AAA CLO ETF
JAAA
NPORT-P/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-23-067666
0001500604
XXXXXXXX
S000069705
C000222294
Janus Detroit Street Trust
811-23112
0001500604
5493003MM7OCK5UJW595
151 Detroit Street
Denver
80206
303-333-3863
Janus Henderson AAA CLO ETF
S000069705
549300N7UZ9PO4OVKA94
2023-10-31
2023-01-31
N
2096185037.48
49905388.20
2046279649.28
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
2852302.20000000
USD
N
J.P. Morgan CLO AAA Index 100%
IXJAAA10BM
CIFC Funding Ltd.
635400OB7ZCBUWDQNV87
CIFC Funding Ltd., Series 2018-3A, Class A
12551YAA1
26500000.00000000
PA
USD
26291842.50000000
1.284860674309
Long
ABS-CBDO
CORP
US
Y
2
2031-07-18
Floating
5.89470840
N
N
N
N
N
N
Palmer Square CLO Ltd.
549300IUW4WDDDVSMS20
Palmer Square CLO Ltd., Series 2020-3A, Class A1AR
69701RAL1
10000000.00000000
PA
USD
9915350.00000000
0.484554982672
Long
ABS-CBDO
CORP
US
Y
2
2031-11-15
Floating
5.68613880
N
N
N
N
N
N
CIFC Funding Ltd.
N/A
CIFC Funding Ltd., Series 2019-6A, Class C
12555XAG6
1500000.00000000
PA
USD
1485748.50000000
0.072607304701
Long
ABS-CBDO
CORP
US
Y
2
2033-01-16
Floating
7.49243160
N
N
N
N
N
N
Dryden 41 Senior Loan Fund
5493000CMI5L15ZSNM78
Dryden 41 Senior Loan Fund, Series 2015-41A, Class AR
26244KAN6
52305000.00000000
PA
USD
51706683.11000000
2.526862989044
Long
ABS-CBDO
CORP
US
Y
2
2031-04-15
Floating
5.79971160
N
N
N
N
N
N
CARLYLE US CLO Ltd.
N/A
CARLYLE US CLO Ltd., Series 2019-1A, Class A1AR
14316BAL9
20100000.00000000
PA
USD
19835745.30000000
0.969356524997
Long
ABS-CBDO
CORP
US
Y
2
2031-04-20
Floating
5.88771000
N
N
N
N
N
N
Octagon Investment Partners 34 Ltd.
N/A
Octagon Investment Partners 34 Ltd., Series 2017-1A, Class A2
675922AC2
2000000.00000000
PA
USD
1956024.00000000
0.095589280804
Long
ABS-CBDO
CORP
US
Y
2
2030-01-20
Floating
6.05770920
N
N
N
N
N
N
Octagon Investment Partners 49 Ltd.
N/A
Octagon Investment Partners 49 Ltd., Series 2020-5A, Class A1
67578FAA5
35000000.00000000
PA
USD
34747300.00000000
1.698071913691
Long
ABS-CBDO
CORP
US
Y
2
2033-01-15
Floating
6.01242840
N
N
N
N
N
N
AB BSL CLO 2 Ltd.
N/A
AB BSL CLO 2 Ltd., Series 2021-2A, Class A
00037LAA8
20755000.00000000
PA
USD
20397370.60000000
0.996802690540
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
5.89242960
N
N
N
N
N
N
Shackleton CLO Ltd.
N/A
Shackleton CLO Ltd., Series 2017-11A, Class AR
81883EAE1
54500000.00000000
PA
USD
53977072.50000000
2.637815047371
Long
ABS-CBDO
CORP
US
Y
2
2030-08-15
Floating
5.69613960
N
N
N
N
N
N
Magnetite XV Ltd.
549300B3V0K3DX0M2K31
Magnetite XV Ltd., Series 2015-15A, Class CR
55953MAU6
2700000.00000000
PA
USD
2606320.80000000
0.127368749472
Long
ABS-CBDO
CORP
US
Y
2
2031-07-25
Floating
6.61771080
N
N
N
N
N
N
Northwoods Capital XII-B Ltd.
549300R06FSYRU75ZW78
Northwoods Capital XII-B Ltd., Series 2018-12BA, Class A2
66858CAL1
25890000.00000000
PA
USD
25636148.55000000
1.252817451369
Long
ABS-CBDO
CORP
US
Y
2
2031-06-15
Floating
6.36900120
N
N
N
N
N
N
Magnetite XXVI Ltd.
549300F7COUCG1RROP29
Magnetite XXVI Ltd., Series 2020-26A, Class A1R
55954YAJ4
6000000.00000000
PA
USD
5927238.00000000
0.289659236071
Long
ABS-CBDO
CORP
US
Y
2
2034-07-25
Floating
5.93771040
N
N
N
N
N
N
AMMC CLO XII Ltd.
549300YZO1X7UK2OVY35
AMMC CLO XII Ltd., Series 2013-12A, Class AR2
00176CAW1
37500000.00000000
PA
USD
37125750.00000000
1.814304804969
Long
ABS-CBDO
CORP
US
Y
2
2030-11-10
Floating
5.54199840
N
N
N
N
N
N
Sound Point CLO XIX Ltd.
5493001QI7ZD0IPL4A34
Sound Point CLO XIX Ltd., Series 2018-1A, Class A
83610JAA4
19431000.00000000
PA
USD
19058779.76000000
0.931386859401
Long
ABS-CBDO
CORP
US
Y
2
2031-04-15
Floating
5.79242880
N
N
N
N
N
N
Hayfin US XIV Ltd.
5493000YWK38UXBNS724
Hayfin US XIV Ltd., Series 2021-14A, Class A1
42088AAA2
16800000.00000000
PA
USD
16583767.20000000
0.810435035398
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
6.03771120
N
N
N
N
N
N
Octagon Investment Partners XV Ltd.
549300VYCI9AZ4NZBX86
Octagon Investment Partners XV Ltd., Series 2013-1A, Class A1RR
67590EBG8
23237788.41000000
PA
USD
23074937.99000000
1.127653202147
Long
ABS-CBDO
CORP
US
Y
2
2030-07-19
Floating
5.76757080
N
N
N
N
N
N
Battalion CLO VIII Ltd.
549300WH2OE0BGHQQP83
Battalion CLO VIII Ltd., Series 2015-8A, Class A1R2
07132ACC5
14697439.02000000
PA
USD
14544938.39000000
0.710799151773
Long
ABS-CBDO
CORP
US
Y
2
2030-07-18
Floating
5.86470960
N
N
N
N
N
N
Magnetite Xxix Ltd.
549300XSCWZTP19VRZ67
Magnetite Xxix Ltd., Series 2021-29A, Class A
55955KAA2
18306000.00000000
PA
USD
18098959.14000000
0.884481216747
Long
ABS-CBDO
CORP
US
Y
2
2034-01-15
Floating
5.78243160
N
N
N
N
N
N
Galaxy XX CLO Ltd.
549300S1CAKZT00VQL17
Galaxy XX CLO Ltd., Series 2015-20A, Class AR
36320MAL2
4000000.00000000
PA
USD
3957956.00000000
0.193422047733
Long
ABS-CBDO
CORP
US
Y
2
2031-04-20
Floating
5.80771080
N
N
N
N
N
N
Apidos CLO XXIX
549300AVJUID3QNR9M59
Apidos CLO XXIX, Series 2018-29A, Class A1B
03767MAE8
2000000.00000000
PA
USD
1960256.00000000
0.095796095156
Long
ABS-CBDO
CORP
US
Y
2
2030-07-25
Floating
6.11771040
N
N
N
N
N
N
CBAM Ltd.
N/A
CBAM Ltd., Series 2019-11RA, Class A2
12510TAB0
13889000.00000000
PA
USD
13409871.17000000
0.655329352208
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
6.30771120
N
N
N
N
N
N
OHA Credit Funding 3 Ltd.
N/A
OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR
67112RAS3
60000000.00000000
PA
USD
59315700.00000000
2.898709373416
Long
ABS-CBDO
CORP
US
Y
2
2035-07-02
Floating
5.94771120
N
N
N
N
N
N
Octagon Investment Partners 29 Ltd.
5493003U22XL00FIHD56
Octagon Investment Partners 29 Ltd., Series 2016-1A, Class AR
67591JAL6
27775000.00000000
PA
USD
27441227.83000000
1.341030188110
Long
ABS-CBDO
CORP
US
Y
2
2033-01-24
Floating
5.99556960
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 33 Ltd.
549300RVE5T2OYI2H743
Neuberger Berman Loan Advisers CLO 33 Ltd., Series 2019-33A, Class AR
64132TAJ2
23000000.00000000
PA
USD
22754383.00000000
1.111987943974
Long
ABS-CBDO
CORP
US
Y
2
2033-10-16
Floating
5.87243160
N
N
N
N
N
N
Dryden 85 CLO Ltd.
549300XS2BVK8BZTXN05
Dryden 85 CLO Ltd., Series 2020-85A, Class AR
26246BAL8
30000000.00000000
PA
USD
29536980.00000000
1.443447869424
Long
ABS-CBDO
CORP
US
Y
2
2035-10-15
Floating
5.94243000
N
N
N
N
N
N
Anchorage Capital CLO Ltd.
549300MP4QPQUMB6AD63
Anchorage Capital CLO Ltd., Series 2014-4RA, Class A
03328LAA0
15484424.77000000
PA
USD
15379099.71000000
0.751563928000
Long
ABS-CBDO
CORP
US
Y
2
2031-01-28
Floating
5.85243000
N
N
N
N
N
N
Madison Park Funding XXX Ltd.
549300FFTJ3WPTJK8589
Madison Park Funding XXX Ltd., Series 2018-30A, Class A
55821TAA5
26458748.10000000
PA
USD
26203844.52000000
1.280560285551
Long
ABS-CBDO
CORP
US
Y
2
2029-04-15
Floating
5.54243040
N
N
N
N
N
N
Tikehau US CLO I Ltd.
N/A
Tikehau US CLO I Ltd., Series 2021-1A, Class A2
88675SAC1
8000000.00000000
PA
USD
7721152.00000000
0.377326334781
Long
ABS-CBDO
CORP
US
Y
2
2035-01-18
Floating
6.24471120
N
N
N
N
N
N
Signal Peak CLO 5 Ltd.
N/A
Signal Peak CLO 5 Ltd., Series 2018-5A, Class A
56844YAA5
15750000.00000000
PA
USD
15644081.25000000
0.764513357473
Long
ABS-CBDO
CORP
US
Y
2
2031-04-25
Floating
5.92770960
N
N
N
N
N
N
Magnetite XIV-R Ltd.
549300XD71H6EU9N2I97
Magnetite XIV-R Ltd., Series 2015-14RA, Class A1
55954LAC7
17250000.00000000
PA
USD
17102081.25000000
0.835764615848
Long
ABS-CBDO
CORP
US
Y
2
2031-10-18
Floating
5.91471000
N
N
N
N
N
N
Voya CLO Ltd.
N/A
Voya CLO Ltd., Series 2018-1A, Class A1
92917AAA4
9066000.00000000
PA
USD
8958141.80000000
0.437777006830
Long
ABS-CBDO
CORP
US
Y
2
2031-04-19
Floating
5.74756920
N
N
N
N
N
N
Steele Creek CLO Ltd.
N/A
Steele Creek CLO Ltd., Series 2017-1A, Class A
85816VAA4
9962979.00000000
PA
USD
9835163.94000000
0.480636356006
Long
ABS-CBDO
CORP
US
Y
2
2030-10-15
Floating
6.04243080
N
N
N
N
N
N
BlueMountain CLO XXXII Ltd.
N/A
BlueMountain CLO XXXII Ltd., Series 2021-32A, Class A
09631EAA5
11800000.00000000
PA
USD
11605441.60000000
0.567148366259
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
5.96243160
N
N
N
N
N
N
Palmer Square CLO Ltd.
N/A
Palmer Square CLO Ltd., Series 2021-4A, Class A
69702EAA3
25000000.00000000
PA
USD
24686725.00000000
1.206419904957
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
5.96243160
N
N
N
N
N
N
KKR CLO 23 Ltd.
549300ULSPVDFXMNXZ65
KKR CLO 23 Ltd., Series 23, Class A1
48252YAA7
1000000.00000000
PA
USD
991273.00000000
0.048442694543
Long
ABS-CBDO
CORP
US
Y
2
2031-10-20
Floating
5.95770840
N
N
N
N
N
N
Wind River CLO Ltd.
549300AMLFWC1VCUN251
Wind River CLO Ltd., Series 2014-1A, Class ARR
88432CBB1
10954917.60000000
PA
USD
10732576.59000000
0.524492172600
Long
ABS-CBDO
CORP
US
Y
2
2031-07-18
Floating
5.84471160
N
N
N
N
N
N
Sounds Point CLO IV-R Ltd.
549300HOEGQTNS4MTZ12
Sounds Point CLO IV-R Ltd., Series 2013-3RA, Class A
83609YAC0
5000000.00000000
PA
USD
4906945.00000000
0.239798358045
Long
ABS-CBDO
CORP
US
Y
2
2031-04-18
Floating
5.94470880
N
N
N
N
N
N
OHA Credit Funding 8 Ltd.
N/A
OHA Credit Funding 8 Ltd., Series 2021-8A, Class A
67707GAC3
13000000.00000000
PA
USD
12888356.00000000
0.629843335662
Long
ABS-CBDO
CORP
US
Y
2
2034-01-18
Floating
5.98470840
N
N
N
N
N
N
Generate CLO 2 Ltd.
N/A
Generate CLO 2 Ltd., Series 2A, Class AR
98625TAJ4
2000000.00000000
PA
USD
1983760.00000000
0.096944716265
Long
ABS-CBDO
CORP
US
Y
2
2031-01-22
Floating
5.96529000
N
N
N
N
N
N
Jay Park CLO Ltd.
N/A
Jay Park CLO Ltd., Series 2016-1A, Class A2R
47206VAL8
22000000.00000000
PA
USD
21757252.00000000
1.063258973799
Long
ABS-CBDO
CORP
US
Y
2
2027-10-20
Floating
6.25771080
N
N
N
N
N
N
CIFC Funding Ltd.
549300X1SKS4LNS5LQ62
CIFC Funding Ltd., Series 2017-1A, Class AR
12551AAL9
8365497.37000000
PA
USD
8311514.82000000
0.406176879241
Long
ABS-CBDO
CORP
US
Y
2
2029-04-23
Floating
5.82528960
N
N
N
N
N
N
Octagon Investment Partners XVII Ltd.
54930007Y57X4ONHQV20
Octagon Investment Partners XVII Ltd., Series 2013-1A, Class A1R2
67590GBG3
5900000.00000000
PA
USD
5851183.40000000
0.285942510451
Long
ABS-CBDO
CORP
US
Y
2
2031-01-25
Floating
5.81771160
N
N
N
N
N
N
Madison Park Funding XX Ltd.
N/A
Madison Park Funding XX Ltd., Series 2016-20A, Class A2R
55819TAQ4
4750000.00000000
PA
USD
4659564.75000000
0.227709089109
Long
ABS-CBDO
CORP
US
Y
2
2030-07-27
Floating
6.11457120
N
N
N
N
N
N
Carlyle US CLO Ltd.
54930054F35TGSKQ6V76
Carlyle US CLO Ltd., Series 2016-4A, Class BR
143109AQ9
1000000.00000000
PA
USD
964806.00000000
0.047149274066
Long
ABS-CBDO
CORP
US
Y
2
2027-10-20
Floating
6.90770880
N
N
N
N
N
N
Allegro CLO VIII Ltd.
635400EGZEWLZ9KRXG08
Allegro CLO VIII Ltd., Series 2018-2A, Class A
01750LAA1
16317000.00000000
PA
USD
16111487.39000000
0.787355110317
Long
ABS-CBDO
CORP
US
Y
2
2031-07-15
Floating
5.89242960
N
N
N
N
N
N
Octagon Investment Partners 35 Ltd.
549300EBYXJ9QVMC7X31
Octagon Investment Partners 35 Ltd., Series 2018-1A, Class A1A
67591TAA8
19863000.00000000
PA
USD
19746920.63000000
0.965015736580
Long
ABS-CBDO
CORP
US
Y
2
2031-01-20
Floating
5.86770840
N
N
N
N
N
N
Madison Park Funding XXVI Ltd.
549300FNRP3W5DX0O430
Madison Park Funding XXVI Ltd., Series 2017-26A, Class AR
55819YAA8
24615357.05000000
PA
USD
24492551.03000000
1.196930783073
Long
ABS-CBDO
CORP
US
Y
2
2030-07-29
Floating
6.00243120
N
N
N
N
N
N
JMP Credit Advisors CLO IV Ltd.
54930013XSXE4PJVBQ28
JMP Credit Advisors CLO IV Ltd., Series 2017-1A, Class AR
46647YAL1
11555513.91000000
PA
USD
11482575.51000000
0.561144001702
Long
ABS-CBDO
CORP
US
Y
2
2029-07-17
Floating
6.07242960
N
N
N
N
N
N
Steele Creek CLO Ltd.
549300ZMV389HVGL0K94
Steele Creek CLO Ltd., Series 2014-1RA, Class A
85816WAC8
10216547.06000000
PA
USD
10097636.67000000
0.493463182002
Long
ABS-CBDO
CORP
US
Y
2
2031-04-21
Floating
5.88529080
N
N
N
N
N
N
Deer Creek CLO Ltd.
N/A
Deer Creek CLO Ltd., Series 2017-1A, Class A
24380LAC7
2807692.29000000
PA
USD
2785079.14000000
0.136104522223
Long
ABS-CBDO
CORP
US
Y
2
2030-10-20
Floating
5.98771080
N
N
N
N
N
N
Apex Credit CLO Ltd.
549300PKXRJW5V5VW357
Apex Credit CLO Ltd., Series 2021-1A, Class AN
03754CAA3
1476000.00000000
PA
USD
1443631.32000000
0.070549072826
Long
ABS-CBDO
CORP
US
Y
2
2034-07-18
Floating
6.00471000
N
N
N
N
N
N
Logan CLO II Ltd.
N/A
Logan CLO II Ltd., Series 2021-2A, Class A
540544AA1
24196521.00000000
PA
USD
23888547.68000000
1.167413637153
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
5.95770840
N
N
N
N
N
N
CBAM Ltd.
254900IPFC9SXD6VQ444
CBAM Ltd., Series 2019-10A, Class A1R
12482NAN1
29000000.00000000
PA
USD
28629061.00000000
1.399078616164
Long
ABS-CBDO
CORP
US
Y
2
2032-04-20
Floating
5.92770960
N
N
N
N
N
N
Octagon Investment Partners 48 Ltd.
N/A
Octagon Investment Partners 48 Ltd., Series 2020-3A, Class AR
67577UAJ4
25268000.00000000
PA
USD
24945681.39000000
1.219074890315
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
5.95770840
N
N
N
N
N
N
CBAM Ltd.
N/A
CBAM Ltd., Series 2019-11RA, Class A1
12510TAA2
16897000.00000000
PA
USD
16631683.31000000
0.812776656203
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
5.98771080
N
N
N
N
N
N
Rad CLO 10 Ltd.
N/A
Rad CLO 10 Ltd., Series 2021-10A, Class A
48662LAA9
5000000.00000000
PA
USD
4950560.00000000
0.241929787150
Long
ABS-CBDO
CORP
US
Y
2
2034-04-23
Floating
5.98529160
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2022-4A, Class B
69702YAE1
9750000.00000000
PA
USD
9750000.00000000
0.476474464447
Long
ABS-CBDO
CORP
US
Y
2
2031-07-24
Floating
0.00000000
N
N
N
N
N
N
Steele Creek CLO Ltd.
N/A
Steele Creek CLO Ltd., Series 2018-2A, Class A
85816LAA6
13000000.00000000
PA
USD
12799839.00000000
0.625517582824
Long
ABS-CBDO
CORP
US
Y
2
2031-08-18
Floating
5.87428920
N
N
N
N
N
N
Shackleton CLO Ltd.
549300HOHPZON6E4VH77
Shackleton CLO Ltd., Series 2019-14A, Class A1R
81880XAL6
3825000.00000000
PA
USD
3759512.18000000
0.183724261799
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
6.00770880
N
N
N
N
N
N
Janus Henderson Cash Liquidity Fund LLC
N/A
Janus Henderson Cash Liquidity Fund LLC
N/A
53367168.85000000
NS
USD
53377842.28000000
2.608531160380
Long
STIV
RF
US
N
2
N
N
N
Highbridge Loan Management Ltd.
254900IU43NDZ7HEB142
Highbridge Loan Management Ltd., Series 7A-2015, Class A2R
40437RAC3
3000000.00000000
PA
USD
2976303.00000000
0.145449474662
Long
ABS-CBDO
CORP
US
Y
2
2027-03-15
Floating
5.50613880
N
N
N
N
N
N
BlueMountain Fuji US CLO II Ltd.
N/A
BlueMountain Fuji US CLO II Ltd., Series 2017-2A, Class A1AR
09629EAL5
15000000.00000000
PA
USD
14874855.00000000
0.726921904600
Long
ABS-CBDO
CORP
US
Y
2
2030-10-20
Floating
5.80771080
N
N
N
N
N
N
Voya CLO Ltd.
549300ITL5IR423IJ183
Voya CLO Ltd., Series 2014-1A, Class AAR2
92915PAH8
19278783.56000000
PA
USD
19087904.32000000
0.932810152645
Long
ABS-CBDO
CORP
US
Y
2
2031-04-18
Floating
5.88350880
N
N
N
N
N
N
Canyon Capital CLO Ltd.
549300W778MFSPI8C872
Canyon Capital CLO Ltd., Series 2014-1A, Class A1BR
13875LAY4
3010000.00000000
PA
USD
2931773.11000000
0.143273335637
Long
ABS-CBDO
CORP
US
Y
2
2031-01-30
Floating
5.97242880
N
N
N
N
N
N
Palmer Square CLO Ltd.
549300EYS8N79JYSXL17
Palmer Square CLO Ltd., Series 2018-2A, Class A1A
69688MAA3
59000000.00000000
PA
USD
58608889.00000000
2.864168102371
Long
ABS-CBDO
CORP
US
Y
2
2031-07-16
Floating
5.89242960
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 42 Ltd.
549300LGCRX4YI1JNS93
Neuberger Berman Loan Advisers CLO 42 Ltd., Series 2021-42A, Class A
64133WAA3
6000000.00000000
PA
USD
5921346.00000000
0.289371298887
Long
ABS-CBDO
CORP
US
Y
2
2035-07-16
Floating
5.89242960
N
N
N
N
N
N
Dryden 64 CLO Ltd.
N/A
Dryden 64 CLO Ltd., Series 2018-64A, Class A
26251LAC8
53589000.00000000
PA
USD
52996948.73000000
2.589917206509
Long
ABS-CBDO
CORP
US
Y
2
2031-04-18
Floating
5.76470880
N
N
N
N
N
N
Magnetite XVI Ltd.
549300Z3WHVYABE20I45
Magnetite XVI Ltd., Series 2015-16A, Class AR
55953RAL5
16002784.17000000
PA
USD
15906271.38000000
0.777326373039
Long
ABS-CBDO
CORP
US
Y
2
2028-01-18
Floating
5.59470960
N
N
N
N
N
N
Carlyle US CLO Ltd.
N/A
Carlyle US CLO Ltd., Series 2021-7A, Class A1
14316WAA7
22000000.00000000
PA
USD
21754832.00000000
1.063140710393
Long
ABS-CBDO
CORP
US
Y
2
2035-10-15
Floating
5.95243080
N
N
N
N
N
N
OHA Credit Partners XIV Ltd.
N/A
OHA Credit Partners XIV Ltd., Series 2017-14A, Class C
67706XAJ2
1000000.00000000
PA
USD
961393.00000000
0.046982483569
Long
ABS-CBDO
CORP
US
Y
2
2030-01-21
Floating
6.61529160
N
N
N
N
N
N
Magnetite XXV Ltd.
549300WFCL37N4TDUR08
Magnetite XXV Ltd., Series 2020-25A, Class A
55955GAA1
12595000.00000000
PA
USD
12517855.63000000
0.611737287931
Long
ABS-CBDO
CORP
US
Y
2
2032-01-25
Floating
6.01770960
N
N
N
N
N
N
Sound Point CLO VI-R Ltd.
5493001FKRL3V2YW2890
Sound Point CLO VI-R Ltd., Series 2014-2RA, Class A
83613WAA2
4000000.00000000
PA
USD
3928220.00000000
0.191968873921
Long
ABS-CBDO
CORP
US
Y
2
2031-10-20
Floating
6.05770920
N
N
N
N
N
N
Galaxy XXI CLO Ltd.
549300BW4412X0TZDD77
Galaxy XXI CLO Ltd., Series 2015-21A, Class AR
36320WAL0
20390000.00000000
PA
USD
20222536.93000000
0.988258713178
Long
ABS-CBDO
CORP
US
Y
2
2031-04-20
Floating
5.82770880
N
N
N
N
N
N
Voya CLO Ltd.
549300KSCKXTOBY0IP86
Voya CLO Ltd., Series 2019-1A, Class AR
92917NAJ7
1000000.00000000
PA
USD
988218.00000000
0.048293399210
Long
ABS-CBDO
CORP
US
Y
2
2031-04-15
Floating
5.85243000
N
N
N
N
N
N
BlueMountain Fuji US CLO III Ltd.
549300EY8WEC9D18YD37
BlueMountain Fuji US CLO III Ltd., Series 2017-3A, Class A2
09628FAC3
3500000.00000000
PA
USD
3420238.50000000
0.167144236673
Long
ABS-CBDO
CORP
US
Y
2
2030-01-15
Floating
5.94243000
N
N
N
N
N
N
Benefit Street Partners CLO VIII Ltd.
549300D98ZLKNSI8CN63
Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class A1AR
08180XAN2
3000000.00000000
PA
USD
2973936.00000000
0.145333801323
Long
ABS-CBDO
CORP
US
Y
2
2031-01-20
Floating
5.90771160
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 43 Ltd.
549300LCOEVXWN75LP18
Neuberger Berman Loan Advisers CLO 43 Ltd., Series 2021-43A, Class A
64134AAA0
15060000.00000000
PA
USD
14849310.60000000
0.725673570825
Long
ABS-CBDO
CORP
US
Y
2
2035-07-17
Floating
5.92242840
N
N
N
N
N
N
CIFC Funding Ltd.
54930089HD7KU5NUS092
CIFC Funding Ltd., Series 2021-7A, Class A1
12567HAC6
34576000.00000000
PA
USD
34124852.35000000
1.667653410031
Long
ABS-CBDO
CORP
US
Y
2
2035-01-23
Floating
5.94528840
N
N
N
N
N
N
Sound Point CLO XVI Ltd.
549300ZK5CJ7PM7YBH85
Sound Point CLO XVI Ltd., Series 2017-2A, Class AR
83610KAJ2
18648419.55000000
PA
USD
18399649.63000000
0.899175713176
Long
ABS-CBDO
CORP
US
Y
2
2030-07-25
Floating
5.79771000
N
N
N
N
N
N
THL Credit Wind River CLO Ltd.
N/A
THL Credit Wind River CLO Ltd., Series 2014-2A, Class AR
88390AAT7
38798600.00000000
PA
USD
38417132.16000000
1.877413586824
Long
ABS-CBDO
CORP
US
Y
2
2031-01-15
Floating
5.93242920
N
N
N
N
N
N
Allegro CLO XII Ltd.
254900E0ZQX4DLP7HF87
Allegro CLO XII Ltd., Series 2020-1A, Class A1
01750TAC0
33125000.00000000
PA
USD
32866293.75000000
1.606148688502
Long
ABS-CBDO
CORP
US
Y
2
2032-01-21
Floating
6.06529080
N
N
N
N
N
N
Wind River CLO Ltd.
N/A
Wind River CLO Ltd., Series 2021-2A, Class C
97315VAG2
2000000.00000000
PA
USD
1836926.00000000
0.089769059700
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
6.75771120
N
N
N
N
N
N
LCM XXIII Ltd.
N/A
LCM XXIII Ltd., Series 23A, Class A1R
52111PAF8
22385083.22000000
PA
USD
22201704.62000000
1.084979007039
Long
ABS-CBDO
CORP
US
Y
2
2029-10-20
Floating
5.87770920
N
N
N
N
N
N
Regatta XI Funding Ltd.
254900TUAAER6MTE4E64
Regatta XI Funding Ltd., Series 2018-1A, Class A
75887XAA5
15000000.00000000
PA
USD
14835045.00000000
0.724976422710
Long
ABS-CBDO
CORP
US
Y
2
2031-07-17
Floating
5.86243080
N
N
N
N
N
N
Voya CLO Ltd.
549300L8S87K3SMP0R77
Voya CLO Ltd., Series 2014-2A, Class A1RR
92912VAY1
21310019.45000000
PA
USD
21090100.05000000
1.030655807842
Long
ABS-CBDO
CORP
US
Y
2
2030-04-17
Floating
5.81243040
N
N
N
N
N
N
Signal Peak CLO 8 Ltd.
N/A
Signal Peak CLO 8 Ltd., Series 2020-8A, Class C
56845NAE0
2000000.00000000
PA
USD
1919456.00000000
0.093802232782
Long
ABS-CBDO
CORP
US
Y
2
2033-04-20
Floating
6.80771160
N
N
N
N
N
N
Magnetite XVII Ltd.
5493003SVWF9GG13MZ22
Magnetite XVII Ltd., Series 2016-17A, Class AR
55954EAQ2
25400000.00000000
PA
USD
25218491.60000000
1.232406900438
Long
ABS-CBDO
CORP
US
Y
2
2031-07-20
Floating
5.90771160
N
N
N
N
N
N
Dryden 75 CLO Ltd.
254900JFO9XUH2EREJ70
Dryden 75 CLO Ltd., Series 2019-75A, Class AR2
26252JAS7
27500000.00000000
PA
USD
26962100.00000000
1.317615605935
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
5.83242840
N
N
N
N
N
N
KKR CLO 24 Ltd.
549300LGO0WGOG6NE245
KKR CLO 24 Ltd., Series 24, Class A1R
48252RAL8
7110000.00000000
PA
USD
7029230.40000000
0.343512696442
Long
ABS-CBDO
CORP
US
Y
2
2032-04-20
Floating
5.88771000
N
N
N
N
N
N
KKR CLO Ltd.
549300GKHET0CQ690V42
KKR CLO Ltd., Series 22A, Class A
48252WAA1
3000000.00000000
PA
USD
2965851.00000000
0.144938694036
Long
ABS-CBDO
CORP
US
Y
2
2031-07-20
Floating
5.95770840
N
N
N
N
N
N
MP CLO III Ltd.
549300FWSFBNCWDD1P18
MP CLO III Ltd., Series 2013-1A, Class AR
553205AC9
17714274.18000000
PA
USD
17459365.77000000
0.853224815881
Long
ABS-CBDO
CORP
US
Y
2
2030-10-20
Floating
6.05770920
N
N
N
N
N
N
MidOcean Credit CLO VIII
549300T32RO3I7BJ4V26
MidOcean Credit CLO VIII, Series 2018-8A, Class A2
59801MAC2
8037000.00000000
PA
USD
7757690.14000000
0.379111923569
Long
ABS-CBDO
CORP
US
Y
2
2031-02-20
Floating
5.97543120
N
N
N
N
N
N
Octagon Investment Partners XIV Ltd.
549300QEN35HTPJ3BX33
Octagon Investment Partners XIV Ltd., Series 2012-1A, Class ABRR
67590ABR2
20000000.00000000
PA
USD
19590000.00000000
0.957347154720
Long
ABS-CBDO
CORP
US
Y
2
2029-07-15
Floating
6.04243080
N
N
N
N
N
N
Octagon Investment Partners 50 Ltd.
N/A
Octagon Investment Partners 50 Ltd., Series 2020-4A, Class AR
67592MAN4
10000000.00000000
PA
USD
9841220.00000000
0.480932310667
Long
ABS-CBDO
CORP
US
Y
2
2035-01-15
Floating
5.94243000
N
N
N
N
N
N
Madison Park Funding XVIII Ltd.
N/A
Madison Park Funding XVIII Ltd., Series 2015-18A, Class ARR
55819BAW0
49809719.50000000
PA
USD
49294338.33000000
2.408973687801
Long
ABS-CBDO
CORP
US
Y
2
2030-10-21
Floating
5.75529120
N
N
N
N
N
N
Venture XVIII CLO Ltd.
549300MWRVTJN0X3KI79
Venture XVIII CLO Ltd., Series 2014-18A, Class AR
92329FAP2
22769000.57000000
PA
USD
22569657.97000000
1.102960584001
Long
ABS-CBDO
CORP
US
Y
2
2029-10-15
Floating
6.01242840
N
N
N
N
N
N
Greywolf CLO VII Ltd.
5493005EEKUYF0Q6Z361
Greywolf CLO VII Ltd., Series 2018-2A, Class A1
39809AAA6
2000000.00000000
PA
USD
1990540.00000000
0.097276049278
Long
ABS-CBDO
CORP
US
Y
2
2031-10-20
Floating
6.07903920
N
N
N
N
N
N
LCM XVIII LP
549300PYL1KC7BYM8G75
LCM XVIII LP, Series 19A, Class AR
50188QAJ0
3033855.45000000
PA
USD
3031149.25000000
0.148129765697
Long
ABS-CBDO
CORP
US
Y
2
2027-07-15
Floating
6.03243000
N
N
N
N
N
N
LCM XXIV Ltd.
N/A
LCM XXIV Ltd., Series 24A, Class AR
50188YAE4
36889395.62000000
PA
USD
36527584.43000000
1.785072946547
Long
ABS-CBDO
CORP
US
Y
2
2030-03-20
Floating
5.78770920
N
N
N
N
N
N
Pikes Peak CLO 1
549300IOF5UIE4PES702
Pikes Peak CLO 1, Series 2018-1A, Class A
721327AA2
1500000.00000000
PA
USD
1485418.50000000
0.072591177873
Long
ABS-CBDO
CORP
US
Y
2
2031-07-24
Floating
5.99556960
N
N
N
N
N
N
Dryden 53 CLO Ltd.
N/A
Dryden 53 CLO Ltd., Series 2017-53A, Class A
26243EAA9
32552000.00000000
PA
USD
32294057.95000000
1.578183996569
Long
ABS-CBDO
CORP
US
Y
2
2031-01-15
Floating
5.91243120
N
N
N
N
N
N
TICP CLO XII Ltd.
N/A
TICP CLO XII Ltd., Series 2018-12A, Class AR
87250FAL4
8580000.00000000
PA
USD
8492097.90000000
0.415001825531
Long
ABS-CBDO
CORP
US
Y
2
2034-07-15
Floating
5.96243160
N
N
N
N
N
N
CBAM Ltd.
254900YSCN4KH02DQ033
CBAM Ltd., Series 2018-8A, Class A1
12478CAA9
10793369.22000000
PA
USD
10721614.90000000
0.523956483844
Long
ABS-CBDO
CORP
US
Y
2
2029-10-20
Floating
5.92770960
N
N
N
N
N
N
KKR CLO 25 Ltd.
549300MJB0YZ0QTQNZ45
KKR CLO 25 Ltd., Series 25, Class CR
48252UAL1
1300000.00000000
PA
USD
1244783.80000000
0.060831558405
Long
ABS-CBDO
CORP
US
Y
2
2034-07-15
Floating
7.09242840
N
N
N
N
N
N
Carlyle US CLO Ltd.
N/A
Carlyle US CLO Ltd., Series 2017-5A, Class A1B
14316AAC1
4527000.00000000
PA
USD
4410194.35000000
0.215522563182
Long
ABS-CBDO
CORP
US
Y
2
2030-01-20
Floating
6.05770920
N
N
N
N
N
N
Octagon Loan Funding Ltd.
549300HJJWTCMWFILG24
Octagon Loan Funding Ltd., Series 2014-1A, Class ARR
67590RAY1
6000000.00000000
PA
USD
5950686.00000000
0.290805120507
Long
ABS-CBDO
CORP
US
Y
2
2031-11-18
Floating
5.85429120
N
N
N
N
N
N
Regatta Funding LP
N/A
Regatta Funding LP, Series 2013-2A, Class A1R3
75885WBA8
11383629.65000000
PA
USD
11302202.55000000
0.552329323803
Long
ABS-CBDO
CORP
US
Y
2
2029-01-15
Floating
5.64243120
N
N
N
N
N
N
OCP CLO Ltd.
254900NXH68CRC058O44
OCP CLO Ltd., Series 2014-5A, Class A1R
67102SAL8
2250000.00000000
PA
USD
2233743.75000000
0.109161216101
Long
ABS-CBDO
CORP
US
Y
2
2031-04-26
Floating
5.90186160
N
N
N
N
N
N
Rockford Tower CLO Ltd.
549300V5ZF7112UGSH89
Rockford Tower CLO Ltd., Series 2017-3A, Class A
77341DAA5
25470000.00000000
PA
USD
25255619.01000000
1.234221286366
Long
ABS-CBDO
CORP
US
Y
2
2030-10-20
Floating
5.99771160
N
N
N
N
N
N
Marble Point CLO XI Ltd.
549300DBVCVH5X7MO467
Marble Point CLO XI Ltd., Series 2017-2A, Class A
56607FAA3
3000000.00000000
PA
USD
2955930.00000000
0.144453862942
Long
ABS-CBDO
CORP
US
Y
2
2030-12-18
Floating
5.97471120
N
N
N
N
N
N
AGL Core CLO 4 Ltd.
549300HS2AZ4GZPCZ864
AGL Core CLO 4 Ltd., Series 2020-4A, Class A1R
001199AG3
5500000.00000000
PA
USD
5431904.50000000
0.265452696160
Long
ABS-CBDO
CORP
US
Y
2
2033-04-20
Floating
5.87770920
N
N
N
N
N
N
Ballyrock CLO Ltd.
N/A
Ballyrock CLO Ltd., Series 2019-1A, Class A1R
05875JAJ8
19000000.00000000
PA
USD
18709851.00000000
0.914334998473
Long
ABS-CBDO
CORP
US
Y
2
2032-07-15
Floating
5.82243120
N
N
N
N
N
N
Atrium XIV LLC
N/A
Atrium XIV LLC, Series 14A, Class A2A
04965LAE8
2000000.00000000
PA
USD
1973386.00000000
0.096437747435
Long
ABS-CBDO
CORP
US
Y
2
2030-08-23
Floating
6.24242880
N
N
N
N
N
N
Eaton Vance CLO Ltd.
5493004NKU3QU5G6QW39
Eaton Vance CLO Ltd., Series 2020-1A, Class AR
278300AJ7
25000000.00000000
PA
USD
24731325.00000000
1.208599470199
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
5.96243160
N
N
N
N
N
N
Oaktree CLO Ltd.
N/A
Oaktree CLO Ltd., Series 2019-2A, Class A1AR
67401UAN7
3000000.00000000
PA
USD
2972079.00000000
0.145243051263
Long
ABS-CBDO
CORP
US
Y
2
2031-04-15
Floating
5.91243120
N
N
N
N
N
N
Symphony CLO XXII Ltd.
N/A
Symphony CLO XXII Ltd., Series 2020-22A, Class A1A
87167GAA8
2650000.00000000
PA
USD
2637979.60000000
0.128915888936
Long
ABS-CBDO
CORP
US
Y
2
2033-04-18
Floating
6.08470920
N
N
N
N
N
N
CIFC Funding Ltd.
N/A
CIFC Funding Ltd., Series 2013-2A, Class A3LR
12549BAU2
6205000.00000000
PA
USD
5922163.69000000
0.289411258724
Long
ABS-CBDO
CORP
US
Y
2
2030-10-18
Floating
6.74242920
N
N
N
N
N
N
OHA Credit Funding 5 Ltd.
N/A
OHA Credit Funding 5 Ltd., Series 2020-5A, Class A2A
67113GAE7
1350000.00000000
PA
USD
1323608.85000000
0.064683673635
Long
ABS-CBDO
CORP
US
Y
2
2033-04-18
Floating
6.24471120
N
N
N
N
N
N
Sound Point CLO XVII
N/A
Sound Point CLO XVII, Series 2017-3A, Class A1R
83611GAL5
50000000.00000000
PA
USD
49192700.00000000
2.404006706380
Long
ABS-CBDO
CORP
US
Y
2
2030-10-20
Floating
5.78770920
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2021-1A, Class A1
69701YAA0
12330217.74000000
PA
USD
12249121.90000000
0.598604492025
Long
ABS-CBDO
CORP
US
Y
2
2029-04-20
Floating
5.70771000
N
N
N
N
N
N
Apidos CLO XX
5493008YDOADR1DMZM86
Apidos CLO XX, Series 2015-20A, Class A1RA
03765LAP7
21330000.00000000
PA
USD
21148119.09000000
1.033491150510
Long
ABS-CBDO
CORP
US
Y
2
2031-07-16
Floating
5.89242960
N
N
N
N
N
N
CARLYLE US CLO Ltd.
N/A
CARLYLE US CLO Ltd., Series 2021-1A, Class A1
14316MAA9
19150000.00000000
PA
USD
18886266.20000000
0.922956263902
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
5.93242920
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 40 Ltd.
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class A
64134JAA1
4500000.00000000
PA
USD
4449726.00000000
0.217454442337
Long
ABS-CBDO
CORP
US
Y
2
2033-04-16
Floating
5.85243000
N
N
N
N
N
N
Anchorage Capital CLO 9 Ltd.
5493009A4SIPWYPZDB35
Anchorage Capital CLO 9 Ltd., Series 2016-9A, Class AR2
03328WAS7
32500000.00000000
PA
USD
32127062.50000000
1.570023066559
Long
ABS-CBDO
CORP
US
Y
2
2032-07-15
Floating
5.93242920
N
N
N
N
N
N
CBAM Ltd.
25490038OT2B8HTRW786
CBAM Ltd., Series 2018-5A, Class A
12481QAC9
25900000.00000000
PA
USD
25576198.20000000
1.249887727173
Long
ABS-CBDO
CORP
US
Y
2
2031-04-17
Floating
5.81243040
N
N
N
N
N
N
Venture 32 CLO Ltd.
549300UP09C89Q3HWD39
Venture 32 CLO Ltd., Series 2018-32A, Class A1
92325QAA5
3766000.00000000
PA
USD
3705167.80000000
0.181068496737
Long
ABS-CBDO
CORP
US
Y
2
2031-07-18
Floating
5.89470840
N
N
N
N
N
N
CIFC Funding Ltd.
254900S2BZHNDNVF2L25
CIFC Funding Ltd., Series 2017-3A, Class A1
12548JAC6
9577496.81000000
PA
USD
9525289.87000000
0.465493065591
Long
ABS-CBDO
CORP
US
Y
2
2030-07-20
Floating
6.02771040
N
N
N
N
N
N
CIFC Funding Ltd.
5493006JGTCIL6LCS728
CIFC Funding Ltd., Series 2014-4RA, Class A1AR
12552FAQ6
42500000.00000000
PA
USD
41980650.00000000
2.051559766758
Long
ABS-CBDO
CORP
US
Y
2
2035-01-17
Floating
5.96243160
N
N
N
N
N
N
Logan CLO I Ltd.
N/A
Logan CLO I Ltd., Series 2021-1A, Class A
540543AA3
11000000.00000000
PA
USD
10882003.00000000
0.531794518106
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
5.96770920
N
N
N
N
N
N
2023-03-02
Janus Detroit Street Trust
Jesper Nergaard
Jesper Nergaard
VP, CFO, Treasurer, and Principal Accounting Officer
XXXX
NPORT-EX
2
JHAAA_CLO.htm
Janus
Henderson
AAA
CLO
ETF
Schedule
of
Investments
(unaudited)
January
31,
2023
Shares/
Principal
Amounts
Value
Collateralized
Loan
Obligations
-
98.9%
AB
BSL
CLO
2
Ltd.
2021-2A
A,
ICE
LIBOR
USD
3
Month
+
1.1000%,
5.8924%,
4/15/34
(144A)
‡
$
20,755,000
$
20,397,371
AGL
Core
CLO
4
Ltd.
2020-4A
A1R,
ICE
LIBOR
USD
3
Month
+
1.0700%,
5.8777%,
4/20/33
(144A)
‡
5,500,000
5,431,905
Allegro
CLO
VIII
Ltd.
2018-2A
A,
ICE
LIBOR
USD
3
Month
+
1.1000%,
5.8924%,
7/15/31
(144A)
‡
16,317,000
16,111,487
Allegro
CLO
XII
Ltd.
2020-1A
A1,
ICE
LIBOR
USD
3
Month
+
1.2500%,
6.0653%,
1/21/32
(144A)
‡
33,125,000
32,866,294
AMMC
CLO
XII
Ltd.
2013-12A
AR2,
ICE
LIBOR
USD
3
Month
+
0.9500%,
5.5420%,
11/10/30
(144A)
‡
37,500,000
37,125,750
Anchorage
Capital
CLO
Ltd.
2014-4RA
A,
ICE
LIBOR
USD
3
Month
+
1.0500%,
5.8524%,
1/28/31
(144A)
‡
15,484,425
15,379,100
Apex
Credit
CLO
Ltd.
2021-1A
AN,
ICE
LIBOR
USD
3
Month
+
1.2100%,
6.0047%,
7/18/34
(144A)
‡
1,476,000
1,443,631
Apidos
CLO
XX
2015-20A
A1RA,
ICE
LIBOR
USD
3
Month
+
1.1000%,
5.8924%,
7/16/31
(144A)
‡
21,330,000
21,148,119
Apidos
CLO
XXIX
2018-29A
A1B,
ICE
LIBOR
USD
3
Month
+
1.3000%,
6.1177%,
7/25/30
(144A)
‡
2,000,000
1,960,256
Atrium
XIV
LLC
14A
A2A,
ICE
LIBOR
USD
3
Month
+
1.4500%,
6.2424%,
8/23/30
(144A)
‡
2,000,000
1,973,386
Ballyrock
CLO
Ltd.
2019-1A
A1R,
ICE
LIBOR
USD
3
Month
+
1.0300%,
5.8224%,
7/15/32
(144A)
‡
19,000,000
18,709,851
Battalion
CLO
VIII
Ltd.
2015-8A
A1R2,
ICE
LIBOR
USD
3
Month
+
1.0700%,
5.8647%,
7/18/30
(144A)
‡
14,697,439
14,544,938
Benefit
Street
Partners
CLO
VIII
Ltd.
2015-8A
A1AR,
ICE
LIBOR
USD
3
Month
+
1.1000%,
5.9077%,
1/20/31
(144A)
‡
3,000,000
2,973,936
BlueMountain
CLO
XXXII
Ltd.
2021-32A
A,
ICE
LIBOR
USD
3
Month
+
1.1700%,
5.9624%,
10/15/34
(144A)
‡
11,800,000
11,605,442
BlueMountain
Fuji
US
CLO
II
Ltd.
2017-2A
A1AR,
ICE
LIBOR
USD
3
Month
+
1.0000%,
5.8077%,
10/20/30
(144A)
‡
15,000,000
14,874,855
BlueMountain
Fuji
US
CLO
III
Ltd.
2017-3A
A2,
ICE
LIBOR
USD
3
Month
+
1.1500%,
5.9424%,
1/15/30
(144A)
‡
3,500,000
3,420,238
Canyon
Capital
CLO
Ltd.
2014-1A
A1BR,
ICE
LIBOR
USD
3
Month
+
1.1700%,
5.9724%,
1/30/31
(144A)
‡
3,010,000
2,931,773
Carlyle
US
CLO
Ltd.
2016-4A
BR,
ICE
LIBOR
USD
3
Month
+
2.1000%,
6.9077%,
10/20/27
(144A)
‡
1,000,000
964,806
Carlyle
US
CLO
Ltd.
2017-5A
A1B,
ICE
LIBOR
USD
3
Month
+
1.2500%,
6.0577%,
1/20/30
(144A)
‡
4,527,000
4,410,194
Carlyle
US
CLO
Ltd.
2021-7A
A1,
ICE
LIBOR
USD
3
Month
+
1.1600%,
5.9524%,
10/15/35
(144A)
‡
22,000,000
21,754,832
CARLYLE
US
CLO
Ltd.
2021-1A
A1,
ICE
LIBOR
USD
3
Month
+
1.1400%,
5.9324%,
4/15/34
(144A)
‡
19,150,000
18,886,266
CBAM
Ltd.
2018-8A
A1,
ICE
LIBOR
USD
3
Month
+
1.1200%,
5.9277%,
10/20/29
(144A)
‡
10,793,369
10,721,615
CBAM
Ltd.
2018-5A
A,
ICE
LIBOR
USD
3
Month
+
1.0200%,
5.8124%,
4/17/31
(144A)
‡
25,900,000
25,576,198
CBAM
Ltd.
2019-11RA
A1,
ICE
LIBOR
USD
3
Month
+
1.1800%,
5.9877%,
1/20/35
(144A)
‡
16,897,000
16,631,683
CBAM
Ltd.
2019-11RA
A2,
ICE
LIBOR
USD
3
Month
+
1.5000%,
6.3077%,
1/20/35
(144A)
‡
13,889,000
13,409,871
CIFC
Funding
Ltd.
2017-1A
AR,
ICE
LIBOR
USD
3
Month
+
1.0100%,
5.8253%,
4/23/29
(144A)
‡
8,365,497
8,311,515
CIFC
Funding
Ltd.
2017-3A
A1,
ICE
LIBOR
USD
3
Month
+
1.2200%,
6.0277%,
7/20/30
(144A)
‡
9,577,497
9,525,290
Janus
Henderson
AAA
CLO
ETF
Schedule
of
Investments
(unaudited)
January
31,
2023
Shares/
Principal
Amounts
Value
Collateralized
Loan
Obligations
-
(continued)
CIFC
Funding
Ltd.
2013-2A
A3LR,
ICE
LIBOR
USD
3
Month
+
1.9500%,
6.7424%,
10/18/30
(144A)
‡
$
6,205,000
$
5,922,164
CIFC
Funding
Ltd.
2018-3A
A,
ICE
LIBOR
USD
3
Month
+
1.1000%,
5.8947%,
7/18/31
(144A)
‡
26,500,000
26,291,842
CIFC
Funding
Ltd.
2019-6A
C,
ICE
LIBOR
USD
3
Month
+
2.7000%,
7.4924%,
1/16/33
(144A)
‡
1,500,000
1,485,748
CIFC
Funding
Ltd.
2014-4RA
A1AR,
ICE
LIBOR
USD
3
Month
+
1.1700%,
5.9624%,
1/17/35
(144A)
‡
42,500,000
41,980,650
CIFC
Funding
Ltd.
2021-7A
A1,
ICE
LIBOR
USD
3
Month
+
1.1300%,
5.9453%,
1/23/35
(144A)
‡
34,576,000
34,124,852
Deer
Creek
CLO
Ltd.
2017-1A
A,
ICE
LIBOR
USD
3
Month
+
1.1800%,
5.9877%,
10/20/30
(144A)
‡
2,807,692
2,785,079
Dryden
41
Senior
Loan
Fund
2015-41A
AR,
ICE
LIBOR
USD
3
Month
+
0.9700%,
5.7997%,
4/15/31
(144A)
‡
52,305,000
51,706,683
Dryden
53
CLO
Ltd.
2017-53A
A,
ICE
LIBOR
USD
3
Month
+
1.1200%,
5.9124%,
1/15/31
(144A)
‡
32,552,000
32,294,058
Dryden
64
CLO
Ltd.
2018-64A
A,
ICE
LIBOR
USD
3
Month
+
0.9700%,
5.7647%,
4/18/31
(144A)
‡
53,589,000
52,996,949
Dryden
75
CLO
Ltd.
2019-75A
AR2,
ICE
LIBOR
USD
3
Month
+
1.0400%,
5.8324%,
4/15/34
(144A)
‡
27,500,000
26,962,100
Dryden
85
CLO
Ltd.
2020-85A
AR,
ICE
LIBOR
USD
3
Month
+
1.1500%,
5.9424%,
10/15/35
(144A)
‡
30,000,000
29,536,980
Eaton
Vance
CLO
Ltd.
2020-1A
AR,
ICE
LIBOR
USD
3
Month
+
1.1700%,
5.9624%,
10/15/34
(144A)
‡
25,000,000
24,731,325
Galaxy
XX
CLO
Ltd.
2015-20A
AR,
ICE
LIBOR
USD
3
Month
+
1.0000%,
5.8077%,
4/20/31
(144A)
‡
4,000,000
3,957,956
Generate
CLO
2
Ltd.
2A
AR,
ICE
LIBOR
USD
3
Month
+
1.1500%,
5.9653%,
1/22/31
(144A)
‡
2,000,000
1,983,760
Greywolf
CLO
VII
Ltd.
2018-2A
A1,
CME
Term
SOFR
3
Month
+
1.4400%,
6.0790%,
10/20/31
(144A)
‡
2,000,000
1,990,540
Hayfin
US
XIV
Ltd.
2021-14A
A1,
ICE
LIBOR
USD
3
Month
+
1.2300%,
6.0377%,
7/20/34
(144A)
‡
16,800,000
16,583,767
Highbridge
Loan
Management
Ltd.
7A-2015
A2R,
ICE
LIBOR
USD
3
Month
+
0.9000%,
5.5061%,
3/15/27
(144A)
‡
3,000,000
2,976,303
Jay
Park
CLO
Ltd.
2016-1A
A2R,
ICE
LIBOR
USD
3
Month
+
1.4500%,
6.2577%,
10/20/27
(144A)
‡
22,000,000
21,757,252
JMP
Credit
Advisors
CLO
IV
Ltd.
2017-1A
AR,
ICE
LIBOR
USD
3
Month
+
1.2800%,
6.0724%,
7/17/29
(144A)
‡
11,555,514
11,482,576
KKR
CLO
23
Ltd.
23
A1,
ICE
LIBOR
USD
3
Month
+
1.1500%,
5.9577%,
10/20/31
(144A)
‡
1,000,000
991,273
KKR
CLO
24
Ltd.
24
A1R,
ICE
LIBOR
USD
3
Month
+
1.0800%,
5.8877%,
4/20/32
(144A)
‡
7,110,000
7,029,230
KKR
CLO
25
Ltd.
25
CR,
ICE
LIBOR
USD
3
Month
+
2.3000%,
7.0924%,
7/15/34
(144A)
‡
1,300,000
1,244,784
KKR
CLO
Ltd.
22A
A,
ICE
LIBOR
USD
3
Month
+
1.1500%,
5.9577%,
7/20/31
(144A)
‡
3,000,000
2,965,851
LCM
XVIII
LP
19A
AR,
ICE
LIBOR
USD
3
Month
+
1.2400%,
6.0324%,
7/15/27
(144A)
‡
3,033,855
3,031,149
LCM
XXIII
Ltd.
23A
A1R,
ICE
LIBOR
USD
3
Month
+
1.0700%,
5.8777%,
10/20/29
(144A)
‡
22,385,083
22,201,705
LCM
XXIV
Ltd.
24A
AR,
ICE
LIBOR
USD
3
Month
+
0.9800%,
5.7877%,
3/20/30
(144A)
‡
36,889,396
36,527,584
Logan
CLO
II
Ltd.
2021-2A
A,
ICE
LIBOR
USD
3
Month
+
1.1500%,
5.9577%,
1/20/35
(144A)
‡
24,196,521
23,888,548
Janus
Henderson
AAA
CLO
ETF
Schedule
of
Investments
(unaudited)
January
31,
2023
Shares/
Principal
Amounts
Value
Collateralized
Loan
Obligations
-
(continued)
Madison
Park
Funding
XVIII
Ltd.
2015-18A
ARR,
ICE
LIBOR
USD
3
Month
+
0.9400%,
5.7553%,
10/21/30
(144A)
‡
$
49,809,720
$
49,294,338
Madison
Park
Funding
XX
Ltd.
2016-20A
A2R,
ICE
LIBOR
USD
3
Month
+
1.3000%,
6.1146%,
7/27/30
(144A)
‡
4,750,000
4,659,565
Madison
Park
Funding
XXVI
Ltd.
2017-26A
AR,
ICE
LIBOR
USD
3
Month
+
1.2000%,
6.0024%,
7/29/30
(144A)
‡
24,615,357
24,492,551
Magnetite
XIV-R
Ltd.
2015-14RA
A1,
ICE
LIBOR
USD
3
Month
+
1.1200%,
5.9147%,
10/18/31
(144A)
‡
17,250,000
17,102,081
Magnetite
XV
Ltd.
2015-15A
CR,
CME
Term
SOFR
3
Month
+
2.0616%,
6.6177%,
7/25/31
(144A)
‡
2,700,000
2,606,321
Magnetite
XVII
Ltd.
2016-17A
AR,
ICE
LIBOR
USD
3
Month
+
1.1000%,
5.9077%,
7/20/31
(144A)
‡
25,400,000
25,218,492
Magnetite
Xxix
Ltd.
2021-29A
A,
ICE
LIBOR
USD
3
Month
+
0.9900%,
5.7824%,
1/15/34
(144A)
‡
18,306,000
18,098,959
Magnetite
XXVI
Ltd.
2020-26A
A1R,
ICE
LIBOR
USD
3
Month
+
1.1200%,
5.9377%,
7/25/34
(144A)
‡
6,000,000
5,927,238
Marble
Point
CLO
XI
Ltd.
2017-2A
A,
ICE
LIBOR
USD
3
Month
+
1.1800%,
5.9747%,
12/18/30
(144A)
‡
3,000,000
2,955,930
MidOcean
Credit
CLO
VIII
2018-8A
A2,
ICE
LIBOR
USD
3
Month
+
1.3000%,
5.9754%,
2/20/31
(144A)
‡
8,037,000
7,757,690
MP
CLO
III
Ltd.
2013-1A
AR,
ICE
LIBOR
USD
3
Month
+
1.2500%,
6.0577%,
10/20/30
(144A)
‡
17,714,274
17,459,366
Neuberger
Berman
Loan
Advisers
CLO
33
Ltd.
2019-33A
AR,
ICE
LIBOR
USD
3
Month
+
1.0800%,
5.8724%,
10/16/33
(144A)
‡
23,000,000
22,754,383
Neuberger
Berman
Loan
Advisers
CLO
40
Ltd.
2021-40A
A,
ICE
LIBOR
USD
3
Month
+
1.0600%,
5.8524%,
4/16/33
(144A)
‡
4,500,000
4,449,726
Neuberger
Berman
Loan
Advisers
CLO
42
Ltd.
2021-42A
A,
ICE
LIBOR
USD
3
Month
+
1.1000%,
5.8924%,
7/16/35
(144A)
‡
6,000,000
5,921,346
Neuberger
Berman
Loan
Advisers
CLO
43
Ltd.
2021-43A
A,
ICE
LIBOR
USD
3
Month
+
1.1300%,
5.9224%,
7/17/35
(144A)
‡
15,060,000
14,849,311
Northwoods
Capital
XII-B
Ltd.
2018-12BA
A2,
ICE
LIBOR
USD
3
Month
+
1.6000%,
6.3690%,
6/15/31
(144A)
‡
25,890,000
25,636,149
Oaktree
CLO
Ltd.
2019-2A
A1AR,
ICE
LIBOR
USD
3
Month
+
1.1200%,
5.9124%,
4/15/31
(144A)
‡
3,000,000
2,972,079
OCP
CLO
Ltd.
2014-5A
A1R,
ICE
LIBOR
USD
3
Month
+
1.0800%,
5.9019%,
4/26/31
(144A)
‡
2,250,000
2,233,744
Octagon
Investment
Partners
34
Ltd.
2017-1A
A2,
ICE
LIBOR
USD
3
Month
+
1.2500%,
6.0577%,
1/20/30
(144A)
‡
2,000,000
1,956,024
Octagon
Investment
Partners
48
Ltd.
2020-3A
AR,
ICE
LIBOR
USD
3
Month
+
1.1500%,
5.9577%,
10/20/34
(144A)
‡
25,268,000
24,945,681
Octagon
Investment
Partners
49
Ltd.
2020-5A
A1,
ICE
LIBOR
USD
3
Month
+
1.2200%,
6.0124%,
1/15/33
(144A)
‡
35,000,000
34,747,300
Octagon
Investment
Partners
50
Ltd.
2020-4A
AR,
ICE
LIBOR
USD
3
Month
+
1.1500%,
5.9424%,
1/15/35
(144A)
‡
10,000,000
9,841,220
Octagon
Investment
Partners
XIV
Ltd.
2012-1A
ABRR,
ICE
LIBOR
USD
3
Month
+
1.2500%,
6.0424%,
7/15/29
(144A)
‡
20,000,000
19,590,000
Octagon
Investment
Partners
XV
Ltd.
2013-1A
A1RR,
ICE
LIBOR
USD
3
Month
+
0.9700%,
5.7676%,
7/19/30
(144A)
‡
23,237,788
23,074,938
Octagon
Investment
Partners
XVII
Ltd.
2013-1A
A1R2,
ICE
LIBOR
USD
3
Month
+
1.0000%,
5.8177%,
1/25/31
(144A)
‡
5,900,000
5,851,183
Octagon
Loan
Funding
Ltd.
2014-1A
ARR,
ICE
LIBOR
USD
3
Month
+
1.1800%,
5.8543%,
11/18/31
(144A)
‡
6,000,000
5,950,686
OHA
Credit
Funding
3
Ltd.
2019-3A
AR,
ICE
LIBOR
USD
3
Month
+
1.1400%,
5.9477%,
7/2/35
(144A)
‡
60,000,000
59,315,700
Janus
Henderson
AAA
CLO
ETF
Schedule
of
Investments
(unaudited)
January
31,
2023
Shares/
Principal
Amounts
Value
Collateralized
Loan
Obligations
-
(continued)
OHA
Credit
Funding
5
Ltd.
2020-5A
A2A,
ICE
LIBOR
USD
3
Month
+
1.4500%,
6.2447%,
4/18/33
(144A)
‡
$
1,350,000
$
1,323,609
OHA
Credit
Funding
8
Ltd.
2021-8A
A,
ICE
LIBOR
USD
3
Month
+
1.1900%,
5.9847%,
1/18/34
(144A)
‡
13,000,000
12,888,356
OHA
Credit
Partners
XIV
Ltd.
2017-14A
C,
ICE
LIBOR
USD
3
Month
+
1.8000%,
6.6153%,
1/21/30
(144A)
‡
1,000,000
961,393
Palmer
Square
CLO
Ltd.
2018-2A
A1A,
ICE
LIBOR
USD
3
Month
+
1.1000%,
5.8924%,
7/16/31
(144A)
‡
59,000,000
58,608,889
Palmer
Square
CLO
Ltd.
2021-4A
A,
ICE
LIBOR
USD
3
Month
+
1.1700%,
5.9624%,
10/15/34
(144A)
‡
25,000,000
24,686,725
Pikes
Peak
CLO
1
2018-1A
A,
ICE
LIBOR
USD
3
Month
+
1.1800%,
5.9956%,
7/24/31
(144A)
‡
1,500,000
1,485,418
Rad
CLO
10
Ltd.
2021-10A
A,
ICE
LIBOR
USD
3
Month
+
1.1700%,
5.9853%,
4/23/34
(144A)
‡
5,000,000
4,950,560
Regatta
Funding
LP
2013-2A
A1R3,
ICE
LIBOR
USD
3
Month
+
0.8500%,
5.6424%,
1/15/29
(144A)
‡
11,383,630
11,302,203
Regatta
XI
Funding
Ltd.
2018-1A
A,
ICE
LIBOR
USD
3
Month
+
1.0700%,
5.8624%,
7/17/31
(144A)
‡
15,000,000
14,835,045
Rockford
Tower
CLO
Ltd.
2017-3A
A,
ICE
LIBOR
USD
3
Month
+
1.1900%,
5.9977%,
10/20/30
(144A)
‡
25,470,000
25,255,619
Shackleton
CLO
Ltd.
2017-11A
AR,
ICE
LIBOR
USD
3
Month
+
1.0900%,
5.6961%,
8/15/30
(144A)
‡
54,500,000
53,977,072
Shackleton
CLO
Ltd.
2019-14A
A1R,
ICE
LIBOR
USD
3
Month
+
1.2000%,
6.0077%,
7/20/34
(144A)
‡
3,825,000
3,759,512
Signal
Peak
CLO
5
Ltd.
2018-5A
A,
ICE
LIBOR
USD
3
Month
+
1.1100%,
5.9277%,
4/25/31
(144A)
‡
15,750,000
15,644,081
Signal
Peak
CLO
8
Ltd.
2020-8A
C,
ICE
LIBOR
USD
3
Month
+
2.0000%,
6.8077%,
4/20/33
(144A)
‡
2,000,000
1,919,456
Sound
Point
CLO
VI-R
Ltd.
2014-2RA
A,
ICE
LIBOR
USD
3
Month
+
1.2500%,
6.0577%,
10/20/31
(144A)
‡
4,000,000
3,928,220
Sound
Point
CLO
XIX
Ltd.
2018-1A
A,
ICE
LIBOR
USD
3
Month
+
1.0000%,
5.7924%,
4/15/31
(144A)
‡
19,431,000
19,058,780
Sound
Point
CLO
XVII
2017-3A
A1R,
ICE
LIBOR
USD
3
Month
+
0.9800%,
5.7877%,
10/20/30
(144A)
‡
50,000,000
49,192,700
Sounds
Point
CLO
IV-R
Ltd.
2013-3RA
A,
ICE
LIBOR
USD
3
Month
+
1.1500%,
5.9447%,
4/18/31
(144A)
‡
5,000,000
4,906,945
Steele
Creek
CLO
Ltd.
2014-1RA
A,
ICE
LIBOR
USD
3
Month
+
1.0700%,
5.8853%,
4/21/31
(144A)
‡
10,216,547
10,097,637
Symphony
CLO
XXII
Ltd.
2020-22A
A1A,
ICE
LIBOR
USD
3
Month
+
1.2900%,
6.0847%,
4/18/33
(144A)
‡
2,650,000
2,637,980
THL
Credit
Wind
River
CLO
Ltd.
2014-2A
AR,
ICE
LIBOR
USD
3
Month
+
1.1400%,
5.9324%,
1/15/31
(144A)
‡
38,798,600
38,417,132
TICP
CLO
XII
Ltd.
2018-12A
AR,
ICE
LIBOR
USD
3
Month
+
1.1700%,
5.9624%,
7/15/34
(144A)
‡
8,580,000
8,492,098
Tikehau
US
CLO
I
Ltd.
2021-1A
A2,
ICE
LIBOR
USD
3
Month
+
1.4500%,
6.2447%,
1/18/35
(144A)
‡
8,000,000
7,721,152
United
States
of
America
2015-16A
AR,
ICE
LIBOR
USD
3
Month
+
0.8000%,
5.5947%,
1/18/28
(144A)
‡
16,002,784
15,906,271
United
States
of
America
2018-30A
A,
ICE
LIBOR
USD
3
Month
+
0.7500%,
5.5424%,
4/15/29
(144A)
‡
26,458,748
26,203,845
United
States
of
America
2021-1A
A1,
ICE
LIBOR
USD
3
Month
+
0.9000%,
5.7077%,
4/20/29
(144A)
‡
12,330,218
12,249,122
United
States
of
America
2017-2A
AR,
ICE
LIBOR
USD
3
Month
+
0.9800%,
5.7977%,
7/25/30
(144A)
‡
18,648,420
18,399,650
Janus
Henderson
AAA
CLO
ETF
Schedule
of
Investments
(unaudited)
January
31,
2023
Shares/
Principal
Amounts
Value
Collateralized
Loan
Obligations
-
(continued)
United
States
of
America
2017-1A
A,
ICE
LIBOR
USD
3
Month
+
1.2500%,
6.0424%,
10/15/30
(144A)
‡
$
9,962,979
$
9,835,164
United
States
of
America
2018-1A
A1A,
ICE
LIBOR
USD
3
Month
+
1.0600%,
5.8677%,
1/20/31
(144A)
‡
19,863,000
19,746,921
United
States
of
America
2015-21A
AR,
ICE
LIBOR
USD
3
Month
+
1.0200%,
5.8277%,
4/20/31
(144A)
‡
20,390,000
20,222,537
United
States
of
America
2019-1A
A1AR,
ICE
LIBOR
USD
3
Month
+
1.0800%,
5.8877%,
4/20/31
(144A)
‡
20,100,000
19,835,745
United
States
of
America
2014-1A
ARR,
ICE
LIBOR
USD
3
Month
+
1.0500%,
5.8447%,
7/18/31
(144A)
‡
10,954,918
10,732,577
United
States
of
America
2022-4A
B,
CME
Term
SOFR
3
Month
+
2.7500%,
0.0000%,
7/24/31
(144A)
‡
9,750,000
9,750,000
United
States
of
America
2018-2A
A,
ICE
LIBOR
USD
3
Month
+
1.2000%,
5.8743%,
8/18/31
(144A)
‡
13,000,000
12,799,839
United
States
of
America
2020-3A
A1AR,
ICE
LIBOR
USD
3
Month
+
1.0800%,
5.6861%,
11/15/31
(144A)
‡
10,000,000
9,915,350
United
States
of
America
2020-25A
A,
ICE
LIBOR
USD
3
Month
+
1.2000%,
6.0177%,
1/25/32
(144A)
‡
12,595,000
12,517,856
United
States
of
America
2019-10A
A1R,
ICE
LIBOR
USD
3
Month
+
1.1200%,
5.9277%,
4/20/32
(144A)
‡
29,000,000
28,629,061
United
States
of
America
2016-9A
AR2,
ICE
LIBOR
USD
3
Month
+
1.1400%,
5.9324%,
7/15/32
(144A)
‡
32,500,000
32,127,062
United
States
of
America
2016-1A
AR,
ICE
LIBOR
USD
3
Month
+
1.1800%,
5.9956%,
1/24/33
(144A)
‡
27,775,000
27,441,228
United
States
of
America
2021-1A
A,
ICE
LIBOR
USD
3
Month
+
1.1600%,
5.9677%,
7/20/34
(144A)
‡
11,000,000
10,882,003
Venture
32
CLO
Ltd.
2018-32A
A1,
ICE
LIBOR
USD
3
Month
+
1.1000%,
5.8947%,
7/18/31
(144A)
‡
3,766,000
3,705,168
Venture
XVIII
CLO
Ltd.
2014-18A
AR,
ICE
LIBOR
USD
3
Month
+
1.2200%,
6.0124%,
10/15/29
(144A)
‡
22,769,001
22,569,658
Voya
CLO
Ltd.
2014-2A
A1RR,
ICE
LIBOR
USD
3
Month
+
1.0200%,
5.8124%,
4/17/30
(144A)
‡
21,310,019
21,090,100
Voya
CLO
Ltd.
2019-1A
AR,
ICE
LIBOR
USD
3
Month
+
1.0600%,
5.8524%,
4/15/31
(144A)
‡
1,000,000
988,218
Voya
CLO
Ltd.
2014-1A
AAR2,
CME
Term
SOFR
3
Month
+
1.2516%,
5.8835%,
4/18/31
(144A)
‡
19,278,784
19,087,904
Voya
CLO
Ltd.
2018-1A
A1,
ICE
LIBOR
USD
3
Month
+
0.9500%,
5.7476%,
4/19/31
(144A)
‡
9,066,000
8,958,142
Wind
River
CLO
Ltd.
2021-2A
C,
ICE
LIBOR
USD
3
Month
+
1.9500%,
6.7577%,
7/20/34
(144A)
‡
2,000,000
1,836,926
Total
Collateralized
Loan
Obligations
(cost
$2,037,156,123)
2,033,664,240
Investment
Companies
-
2.7%
Money
Market
Funds
-
2.7%
Janus
Henderson
Cash
Liquidity
Fund
LLC,
4.3380%
£,∞
(cost
$56,139,368)
56,138,098
56,149,325
Total
Investments
(total
cost
$2,093,295,491
)
-
101.6%
2,089,813,565
Liabilities,
net
of
Cash,
Receivables
and
Other
Assets
-
(1.6%)
(33,646,874)
Net
Assets
-
100.0%
$2,056,166,691
Janus
Henderson
AAA
CLO
ETF
Schedule
of
Investments
(unaudited)
January
31,
2023
Summary
of
Investments
by
Country
-
(Long
Positions)
(unaudited)
Country
Value
%
of
Investment
Securities
United
States
$
2,089,813,565
100.0%
Schedule
of
Affiliated
Investments
-
(%
of
Net
Assets)
Dividend
Income
Realized
Gain/(Loss)
Change
in
Unrealized
Appreciatio
n/
(Depreciation)
Value
at
1/31/23
Investment
Company
-
2.7%
Money
Market
Funds
-
2.7%
Janus
Henderson
Cash
Liquidity
Fund
LLC,
4.3380%
∞
$
924,268
$
4,203
$
9,957
$
56,149,325
Market
Value
at
10/31/22
Purchases
Sales
Market
Value
at
1/31/23
Investment
Company
-
2.7%
Money
Market
Funds
-
2.7%
Janus
Henderson
Cash
Liquidity
Fund
LLC,
4.3380%
∞
$
117,098,991
$
633,468,777
$
(694,425,810)
$
56,149,325
Janus
Henderson
AAA
CLO
ETF
Notes
to
Schedule
of
Investments
and
Other
Information
(unaudited)
January
31,
2023
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.
LLC
Limited
Liability
Company
LP
Limited
Partnership
SOFR
Secured
Overnight
Financing
Rate
∞
Rate
shown
is
the
7-day
yield
as
of
January
31,
2023.
£
The
Fund
may
invest
in
certain
securities
that
are
considered
affiliated
companies.
As
defined
by
the
Investment
Company
Act
of
1940,
as
amended,
an
affiliated
company
is
one
in
which
the
Fund
owns
5%
or
more
of
the
outstanding
voting
securities,
or
a
company
which
is
under
common
ownership
or
control.
‡
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
January
31,
2023.
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
January
31,
2023
is
$2,033,664,240
which
represents
98.9%
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
January
31,
2023
.
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
$
—
$
2,033,664,240
$
—
Investment
Companies
—
56,149,325
—
Total
Assets
$
—
$
2,089,813,565
$
—
Investment
Valuation
Fund holdings
are
valued
in
accordance
with
policies
and
procedures
established
by
the
Adviser
pursuant
to
Rule
2a-5
under
the
1940
Act
and
approved
by
and
subject
to
the
oversight
of
the
Trustees
(the
“Valuation
Procedures”).
Equity
securities,
including
shares
of
exchange-traded
funds,
traded
on
a
domestic
securities
exchange
are
generally
valued
at
readily
available
market
quotations,
which
are
(i)
the
official
close
prices
or
(ii)
last
sale
prices
on
the
primary
market
or
exchange
in
which
the
securities
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.
Foreign
securities
and
currencies
are
converted
to
U.S.
dollars
using
the
current
spot
USD
dollar
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
Adviser-approved
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
deemed
unreliable
are
valued
at
fair
value
determined
in
good
faith
by
the
Adviser
pursuant
to
the
Valuation
Procedures.
Circumstances
in
which
fair
valuation
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
non-valued
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.
The
value
of
the
securities
of
other
mutual
funds
held
by
a
Fund,
if
any,
will
be
calculated
using
the
NAV
of
such
mutual
funds.
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
January
31,
2023 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.