0001752724-22-288724.txt : 20221222 0001752724-22-288724.hdr.sgml : 20221222 20221222123548 ACCESSION NUMBER: 0001752724-22-288724 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221031 FILED AS OF DATE: 20221222 DATE AS OF CHANGE: 20221222 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 SEC ACT: 1940 Act SEC FILE NUMBER: 811-23112 FILM NUMBER: 221481083 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 1 primary_doc.xml NPORT-P false 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 2022-10-31 2022-10-31 N 1662690883.48 320489.85 1662370393.63 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 263005.90999999 USD N J.P. 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N/A Madison Park Funding XVIII Ltd., Series 2015-18A, Class ARR 55819BAW0 50000000.00000000 PA USD 48809000.00000000 2.936108594512 Long ABS-CBDO CORP US Y 2 2030-10-21 Floating 5.21757000 N N N N N N Venture XVIII CLO Ltd. 549300MWRVTJN0X3KI79 Venture XVIII CLO Ltd., Series 2014-18A, Class AR 92329FAP2 24280294.46000000 PA USD 23831206.13000000 1.433567766925 Long ABS-CBDO CORP US Y 2 2029-10-15 Floating 5.29913880 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 1948776.00000000 0.117228748025 Long ABS-CBDO CORP US Y 2 2031-10-20 Floating 5.42256840 N N N N N N LCM XVIII LP 549300PYL1KC7BYM8G75 LCM XVIII LP, Series 19A, Class AR 50188QAJ0 4743139.14000000 PA USD 4706607.48000000 0.283126281485 Long ABS-CBDO CORP US Y 2 2027-07-15 Floating 5.31914040 N N N N N N LCM XXIV Ltd. N/A LCM XXIV Ltd., Series 24A, Class AR 50188YAE4 24957083.69000000 PA USD 24394351.37000000 1.467443805753 Long ABS-CBDO CORP US Y 2 2030-03-20 Floating 5.22257040 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 1463991.00000000 0.088066474572 Long ABS-CBDO CORP US Y 2 2031-07-24 Floating 5.50456920 N N N N N N Dryden 53 CLO Ltd. N/A Dryden 53 CLO Ltd., Series 2017-53A, Class A 26243EAA9 31552000.00000000 PA USD 30864702.78000000 1.856668218964 Long ABS-CBDO CORP US Y 2 2031-01-15 Floating 5.19914160 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 8221630.56000000 0.494572725278 Long ABS-CBDO CORP US Y 2 2034-07-15 Floating 5.24913840 N N N N N N CBAM Ltd. 254900YSCN4KH02DQ033 CBAM Ltd., Series 2018-8A, Class A1 12478CAA9 8917110.87000000 PA USD 8757325.16000000 0.526797469057 Long ABS-CBDO CORP US Y 2 2029-10-20 Floating 5.36257080 N N N N N N KKR CLO 25 Ltd. 549300MJB0YZ0QTQNZ45 KKR CLO 25 Ltd., Series 25, Class CR 48252UAL1 1300000.00000000 PA USD 1186602.30000000 0.071380139140 Long ABS-CBDO CORP US Y 2 2034-07-15 Floating 6.37913880 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 4302401.95000000 0.258811271331 Long ABS-CBDO CORP US Y 2 2030-01-20 Floating 5.49257040 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 5833860.00000000 0.350936230719 Long ABS-CBDO CORP US Y 2 2031-11-18 Floating 4.14056880 N N N N N N Regatta Funding LP N/A Regatta Funding LP, Series 2013-2A, Class A1R3 75885WBA8 13345223.82000000 PA USD 13120970.68000000 0.789292851357 Long ABS-CBDO CORP US Y 2 2029-01-15 Floating 3.36200040 N N N N N N OCP CLO Ltd. 254900NXH68CRC058O44 OCP CLO Ltd., Series 2014-5A, Class A1R 67102SAL8 1250000.00000000 PA USD 1221141.25000000 0.073457831941 Long ABS-CBDO CORP US Y 2 2031-04-26 Floating 5.40686160 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 24939536.31000000 1.500239441556 Long ABS-CBDO CORP US Y 2 2030-10-20 Floating 5.43256920 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 2920464.00000000 0.175680703361 Long ABS-CBDO CORP US Y 2 2030-12-18 Floating 5.37370920 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 5318769.50000000 0.319950927926 Long ABS-CBDO CORP US Y 2 2033-04-20 Floating 5.31257040 N N N N N N Ballyrock CLO Ltd. N/A Ballyrock CLO Ltd., Series 2019-1A, Class A1R 05875JAJ8 19000000.00000000 PA USD 18330877.00000000 1.102695107554 Long ABS-CBDO CORP US Y 2 2032-07-15 Floating 5.10914160 N N N N N N Atrium XIV LLC N/A Atrium XIV LLC, Series 14A, Class A2A 04965LAE8 2000000.00000000 PA USD 1927254.00000000 0.115934090704 Long ABS-CBDO CORP US Y 2 2030-08-23 Floating 5.52913920 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 23942700.00000000 1.440274687984 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 5.24913840 N N N N N N Oaktree CLO Ltd. N/A Oaktree CLO Ltd., Series 2019-2A, Class A1AR 67401UAN7 3000000.00000000 PA USD 2916150.00000000 0.175421194408 Long ABS-CBDO CORP US Y 2 2031-04-15 Floating 5.19914160 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 2571030.00000000 0.154660478185 Long ABS-CBDO CORP US Y 2 2033-04-18 Floating 5.48371080 N N N N N N CIFC Funding Ltd. N/A CIFC Funding Ltd., Series 2013-2A, Class A3LR 12549BAU2 1000000.00000000 PA USD 931230.00000000 0.056018201693 Long ABS-CBDO CORP US Y 2 2030-10-18 Floating 6.14370960 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 1304083.80000000 0.078447246473 Long ABS-CBDO CORP US Y 2 2033-04-18 Floating 5.64370920 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 48642700.00000000 2.926104807111 Long ABS-CBDO CORP US Y 2 2030-10-20 Floating 5.22257040 N N N N N N Apidos CLO XX 5493008YDOADR1DMZM86 Apidos CLO XX, Series 2015-20A, Class A1RA 03765LAP7 21330000.00000000 PA USD 20768231.79000000 1.249314344720 Long ABS-CBDO CORP US Y 2 2031-07-16 Floating 5.17914000 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 18401790.35000000 1.106960904772 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 5.21913960 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 4356549.00000000 0.262068490674 Long ABS-CBDO CORP US Y 2 2033-04-16 Floating 5.13914040 N N N N N N CBAM Ltd. 25490038OT2B8HTRW786 CBAM Ltd., Series 2018-5A, Class A 12481QAC9 5900000.00000000 PA USD 5748458.50000000 0.345798897888 Long ABS-CBDO CORP US Y 2 2031-04-17 Floating 5.09914080 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 3701718.15000000 0.222677097967 Long ABS-CBDO CORP US Y 2 2031-07-18 Floating 5.29371000 N N N N N N CIFC Funding Ltd. 254900S2BZHNDNVF2L25 CIFC Funding Ltd., Series 2017-3A, Class A1 12548JAC6 9953905.60000000 PA USD 9782847.73000000 0.588487846480 Long ABS-CBDO CORP US Y 2 2030-07-20 Floating 5.46257160 N N N N N N CIFC Funding Ltd. 5493006JGTCIL6LCS728 CIFC Funding Ltd., Series 2014-4RA, Class A1AR 12552FAQ6 42500000.00000000 PA USD 40586182.50000000 2.441464468780 Long ABS-CBDO CORP US Y 2 2035-01-17 Floating 5.24913840 N N N N N N 2022-11-30 Janus Detroit Street Trust Jesper Nergaard Jesper Nergaard VP, CFO, Treasurer, and Principal Accounting Officer