TCW CLO Ltd., Series 2020-1A, Class DRR

NPORT-P/A false 0001752724-23-067663 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 2023-10-31 2023-01-31 N 83259250.77 34071.50 83225179.27 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 USD N JBBB10 ex derivatives INTRNL-1463898151 TCW CLO Ltd. N/A TCW CLO Ltd., Series 2020-1A, Class DRR 87190CBE9 1500000.00000000 PA USD 1399035.00000000 1.681023714543 Long ABS-CBDO CORP US Y 2 2034-04-20 Floating 8.20770840 N N N N N N Dryden 90 CLO Ltd. 549300BLIFMJ8T7AGX24 Dryden 90 CLO Ltd., Series 2021-90A, Class D 262484AL2 1000000.00000000 PA USD 926175.00000000 1.112854316594 Long ABS-CBDO CORP US Y 2 2035-02-20 Floating 7.67543040 N N N N N N Oaktree CLO Ltd. N/A Oaktree CLO Ltd., Series 2019-3A, Class D1R 67400EAY0 2500000.00000000 PA USD 2357165.00000000 2.832273863121 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 8.01771120 N N N N N N RR 3 Ltd. 549300YH0VOGWM5JZF65 RR 3 Ltd., Series 2018-3A, Class CR2 74988LAG9 1000000.00000000 PA USD 917585.00000000 1.102532920984 Long ABS-CBDO CORP US Y 2 2030-01-15 Floating 7.29243000 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 1141240.00000000 1.371267698081 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 8.29243080 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 1863586.00000000 2.239209355084 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 7.69242960 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 1898420.00000000 2.281064476702 Long ABS-CBDO CORP US Y 2 2031-10-25 Floating 8.11770840 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 1349011.50000000 1.620917505774 Long ABS-CBDO CORP US Y 2 2035-04-15 Floating 7.95755160 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 948886.00000000 1.140142933091 Long ABS-CBDO CORP US Y 2 2030-11-18 Floating 7.39971000 N N N N N N Dryden 54 Senior Loan Fund 54930064P37IJ78XTR63 Dryden 54 Senior Loan Fund, Series 2017-54A, Class C 26244RAC5 1000000.00000000 PA USD 964024.00000000 1.158332139931 Long ABS-CBDO CORP US Y 2 2029-10-19 Floating 6.94757160 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 237647.75000000 0.285547897985 Long ABS-CBDO CORP US Y 2 2034-10-24 Floating 8.16557040 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 1851892.00000000 2.225158318965 Long ABS-CBDO CORP US Y 2 2035-01-20 Floating 7.73903880 N N N N N N LCM 30 Ltd. N/A LCM 30 Ltd., Series 30A, Class DR 50200YAW8 435000.00000000 PA USD 386628.44000000 0.464557052794 Long ABS-CBDO CORP US Y 2 2031-04-20 Floating 7.80770880 N N N N N N Apidos CLO XXIII 635400C39IXGGYE6DH05 Apidos CLO XXIII, Series 2015-23A, Class DR 03765YBA1 950000.00000000 PA USD 891706.10000000 1.071437884329 Long ABS-CBDO CORP US Y 2 2033-04-15 Floating 7.74243000 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 915847.00000000 1.100444610673 Long ABS-CBDO CORP US Y 2 2034-04-20 Floating 8.11770840 N N N N N N LCM 31 Ltd. N/A LCM 31 Ltd., Series 31A, Class D 50201QAG9 3000000.00000000 PA USD 2706393.00000000 3.251892064083 Long ABS-CBDO CORP US Y 2 2032-01-20 Floating 8.40771000 N N N N N N Octagon 54 Ltd. N/A Octagon 54 Ltd., Series 2021-1A, Class D 67577FAJ7 250000.00000000 PA USD 232905.25000000 0.279849502329 Long ABS-CBDO CORP US Y 2 2034-07-15 Floating 7.84243080 N N N N N N TICP CLO VIII Ltd. N/A TICP CLO VIII Ltd., Series 2017-8A, Class CR 87248WAS7 2000000.00000000 PA USD 1901828.00000000 2.285159391282 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 8.20770840 N N N N N N CIFC Funding Ltd. 254900JEH56UBUEZJW15 CIFC Funding Ltd., Series 2017-4A, Class CR 12551JAS5 1500000.00000000 PA USD 1427880.00000000 1.715682696660 Long ABS-CBDO CORP US Y 2 2030-10-24 Floating 7.96556880 N N N N N N CIFC Funding Ltd. 635400BTAKRBKGRV3X14 CIFC Funding Ltd., Series 2017-5A, Class C 12551MAG4 2000000.00000000 PA USD 1887440.00000000 2.267871354024 Long ABS-CBDO CORP US Y 2 2030-11-16 Floating 7.64242920 N N N N N N MADISON PARK FUNDING XLII, LTD. 549300BF3YFW8EHN6F75 MADISON PARK FUNDING XLII, LTD., Series 13A, Class C 04966HAG1 1000000.00000000 PA USD 957617.00000000 1.150633748583 Long ABS-CBDO CORP US Y 2 2030-11-21 Floating 6.61529160 N N N N N N BlueMountain CLO XXVIII Ltd. 5493001GLQHON6UV2U40 BlueMountain CLO XXVIII Ltd., Series 2021-28A, Class D 09630PAJ2 3500000.00000000 PA USD 3170510.00000000 3.809556227826 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 7.69242960 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 588562.01000000 0.707192240572 Long ABS-CBDO CORP US Y 2 2029-04-15 Floating 7.29243000 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 2340780.00000000 2.812586311656 Long ABS-CBDO CORP US Y 2 2033-10-16 Floating 7.69242960 N N N N N N Carlyle US CLO Ltd. N/A Carlyle US CLO Ltd., Series 2021-10A, Class D 14316YAJ4 3000000.00000000 PA USD 2815365.00000000 3.382828399643 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 8.10771120 N N N N N N AGL CLO 6 Ltd. 5493008ZSC34VKNPZN79 AGL CLO 6 Ltd., Series 2020-6A, Class DR 00119VAU3 2000000.00000000 PA USD 1890772.00000000 2.271874950086 Long ABS-CBDO CORP US Y 2 2034-07-20 Floating 8.05771080 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 1866196.00000000 2.242345425229 Long ABS-CBDO CORP US Y 2 2032-10-20 Floating 8.00771040 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 235269.50000000 0.282690289241 Long ABS-CBDO CORP US Y 2 2034-07-15 Floating 7.89243120 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 436586.50000000 0.524584631513 Long ABS-CBDO CORP US Y 2 2031-01-20 Floating 7.75770840 N N N N N N CIFC Funding Ltd. 549300UDPJ30BQP2HX62 CIFC Funding Ltd., Series 2015-3A, Class DR 12550MAQ3 1500000.00000000 PA USD 1392868.50000000 1.673614298241 Long ABS-CBDO CORP US Y 2 2029-04-19 Floating 7.29757080 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 1125900.00000000 1.352835776234 Long ABS-CBDO CORP US Y 2 2034-04-19 Floating 7.79757120 N N N N N N OCP CLO Ltd. 254900ZMV4RGFPV8TK42 OCP CLO Ltd., Series 2020-19A, Class DR 670881AR2 2000000.00000000 PA USD 1865698.00000000 2.241747048627 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 7.95771000 N N N N N N Sandstone Peak Ltd. 5493000VXRKO2Z5KET86 Sandstone Peak Ltd., Series 2021-1A, Class D 800130AJ5 2000000.00000000 PA USD 1809762.00000000 2.174536619655 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 8.34243120 N N N N N N CIFC Funding Ltd. 254900RRJV30GDUWIX97 CIFC Funding Ltd., Series 2019-1A, Class DR 12553DAQ0 1000000.00000000 PA USD 951893.00000000 1.143756022335 Long ABS-CBDO CORP US Y 2 2032-04-20 Floating 7.90770960 N N N N N N LCM 29 Ltd. N/A LCM 29 Ltd., Series 29A, Class DR 50201MAW3 1000000.00000000 PA USD 868868.00000000 1.043996549627 Long ABS-CBDO CORP US Y 2 2031-04-15 Floating 8.19243000 N N N N N N CIFC Funding Ltd. 549300Y56VCWZJQV2Z14 CIFC Funding Ltd., Series 2014-5A, Class DR2 12550ABB1 2000000.00000000 PA USD 1896540.00000000 2.278805544950 Long ABS-CBDO CORP US Y 2 2031-10-17 Floating 8.19243000 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 881909.00000000 1.059666086316 Long ABS-CBDO CORP US Y 2 2030-07-15 Floating 7.69242960 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 235086.50000000 0.282470403863 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 7.89243120 N N N N N N Dryden 60 CLO Ltd. 549300KI3ILQQHC87U86 Dryden 60 CLO Ltd., Series 2018-60A, Class D 26251NAE0 3250000.00000000 PA USD 3022613.75000000 3.631850092138 Long ABS-CBDO CORP US Y 2 2031-07-15 Floating 7.79243040 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 2341210.00000000 2.813102982217 Long ABS-CBDO CORP US Y 2 2034-07-20 Floating 7.80770880 N N N N N N Annisa CLO Ltd. N/A Annisa CLO Ltd., Series 2016-2A, Class DR 036011AN4 1500000.00000000 PA USD 1428964.50000000 1.716985787875 Long ABS-CBDO CORP US Y 2 2031-07-20 Floating 7.80770880 N N N N N N Upland CLO Ltd. 54930052JF7HYEE5CO91 Upland CLO Ltd., Series 2016-1A, Class BR 915328AY4 1000000.00000000 PA USD 954048.00000000 1.146345382933 Long ABS-CBDO CORP US Y 2 2031-04-20 Floating 6.65771040 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 910064.00000000 1.093495992417 Long ABS-CBDO CORP US Y 2 2031-07-15 Floating 7.94243160 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 1727418.00000000 2.075595408927 Long ABS-CBDO CORP US Y 2 2034-07-20 Floating 8.25770880 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 1164238.75000000 1.398902063308 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 7.79243040 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 1772218.00000000 2.129425271948 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 8.03770920 N N N N N N CBAM Ltd. N/A CBAM Ltd., Series 2021-14A, Class D 12511GAG6 1400000.00000000 PA USD 1211315.00000000 1.455466976010 Long ABS-CBDO CORP US Y 2 2034-04-20 Floating 7.90770960 N N N N N N Dryden 58 CLO Ltd. 549300YIDGL7GPSLZ840 Dryden 58 CLO Ltd., Series 2018-58A, Class D 26245RAJ9 1500000.00000000 PA USD 1406292.00000000 1.689743431417 Long ABS-CBDO CORP US Y 2 2031-07-17 Floating 7.49243160 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 1953424.00000000 2.347155052274 Long ABS-CBDO CORP US Y 2 2030-07-21 Floating 8.41529160 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 867170.00000000 1.041956301694 Long ABS-CBDO CORP US Y 2 2033-01-17 Floating 7.75755000 N N N N N N TCW CLO Ltd. N/A TCW CLO Ltd., Series 2018-1A, Class D 87240UAE0 1210000.00000000 PA USD 1098075.00000000 1.319402384748 Long ABS-CBDO CORP US Y 2 2031-04-25 Floating 7.72770960 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 1394964.00000000 1.676132166053 Long ABS-CBDO CORP US Y 2 2035-04-21 Floating 7.75347120 N N N N N N LCM 36 Ltd. N/A LCM 36 Ltd., Series 36A, Class D 50190LAJ7 2000000.00000000 PA USD 1830970.00000000 2.200019292310 Long ABS-CBDO CORP US Y 2 2034-01-15 Floating 8.19243000 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 961568.00000000 1.155381109940 Long ABS-CBDO CORP US Y 2 2032-10-15 Floating 9.94242960 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 943860.00000000 1.134103895334 Long ABS-CBDO CORP US Y 2 2031-07-14 Floating 8.04242880 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 943450.00000000 1.133611255962 Long ABS-CBDO CORP US Y 2 2030-10-15 Floating 7.74243000 N N N N N N KKR CLO 27 Ltd. 5493007WGG1LNIZXEI24 KKR CLO 27 Ltd., Series 27A, Class DR 48253YBJ6 1250000.00000000 PA USD 1154045.00000000 1.386653666741 Long ABS-CBDO CORP US Y 2 2032-10-15 Floating 7.90755120 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 1037651.25000000 1.246799657389 Long ABS-CBDO CORP US Y 2 2031-04-20 Floating 7.62770880 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 909329.00000000 1.092612846227 Long ABS-CBDO CORP US Y 2 2031-01-27 Floating 7.81770960 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 1349802.00000000 1.621867338514 Long ABS-CBDO CORP US Y 2 2031-01-15 Floating 7.29243000 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 1162273.75000000 1.396540999003 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 9.17771040 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