0001752724-23-145743.txt : 20230627
0001752724-23-145743.hdr.sgml : 20230627
20230627122514
ACCESSION NUMBER: 0001752724-23-145743
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230430
FILED AS OF DATE: 20230627
DATE AS OF CHANGE: 20230627
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
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23112
FILM NUMBER: 231045250
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
1
primary_doc.xml
NPORT-P
false
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
2023-04-30
N
80674325.65
1031007.09
79643318.56
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
J.P. Morgan CLO High Quality Mezzanine Index
JPM.MC.JPM_CLOIE_BBB
TCW CLO Ltd.
N/A
TCW CLO Ltd., Series 2020-1A, Class DRR
87190CBE9
1500000.00000000
PA
USD
1335271.50000000
1.676564367410
Long
ABS-CBDO
CORP
US
Y
2
2034-04-20
Floating
8.65042920
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
886945.00000000
1.113646462800
Long
ABS-CBDO
CORP
US
Y
2
2035-02-20
Floating
7.91529120
N
N
N
N
N
N
Oaktree CLO Ltd.
N/A
Oaktree CLO Ltd., Series 2019-3A, Class D1R
67400EAY0
2500000.00000000
PA
USD
2325247.50000000
2.919576358747
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
8.46042840
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
1805490.00000000
2.266969825773
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
8.16028920
N
N
N
N
N
N
Rad CLO 19 Ltd.
N/A
Rad CLO 19 Ltd., Series 2023-19A, Class D
750104AJ0
1000000.00000000
PA
USD
999824.00000000
1.255377121492
Long
ABS-CBDO
CORP
US
Y
2
2035-04-20
Floating
0.00000000
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
1343233.50000000
1.686561439536
Long
ABS-CBDO
CORP
US
Y
2
2035-04-15
Floating
8.28632160
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
932730.00000000
1.171134022118
Long
ABS-CBDO
CORP
US
Y
2
2030-11-18
Floating
7.62657120
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
958599.00000000
1.203615089541
Long
ABS-CBDO
CORP
US
Y
2
2029-10-19
Floating
7.41499920
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
238073.75000000
0.298924949769
Long
ABS-CBDO
CORP
US
Y
2
2034-10-24
Floating
8.62270920
N
N
N
N
N
N
LCM 30 Ltd.
N/A
LCM 30 Ltd., Series 30A, Class DR
50200YAW8
435000.00000000
PA
USD
385123.34000000
0.483560136572
Long
ABS-CBDO
CORP
US
Y
2
2031-04-20
Floating
8.25042960
N
N
N
N
N
N
Apidos CLO XXIII
635400C39IXGGYE6DH05
Apidos CLO XXIII, Series 2015-23A, Class DR
03765YBA1
950000.00000000
PA
USD
883114.30000000
1.108836643132
Long
ABS-CBDO
CORP
US
Y
2
2033-04-15
Floating
8.21028960
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
903782.00000000
1.134786968123
Long
ABS-CBDO
CORP
US
Y
2
2034-04-20
Floating
8.56042920
N
N
N
N
N
N
LCM 31 Ltd.
N/A
LCM 31 Ltd., Series 31A, Class D
50201QAG9
3000000.00000000
PA
USD
2704539.00000000
3.395814048057
Long
ABS-CBDO
CORP
US
Y
2
2032-01-20
Floating
8.85043080
N
N
N
N
N
N
Octagon 54 Ltd.
N/A
Octagon 54 Ltd., Series 2021-1A, Class D
67577FAJ7
1750000.00000000
PA
USD
1579401.25000000
1.983093219313
Long
ABS-CBDO
CORP
US
Y
2
2034-07-15
Floating
8.31029040
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
1902330.00000000
2.388561946432
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
8.65042920
N
N
N
N
N
N
CIFC Funding Ltd.
254900JEH56UBUEZJW15
CIFC Funding Ltd., Series 2017-4A, Class CR
12551JAS5
1500000.00000000
PA
USD
1403314.50000000
1.761999029388
Long
ABS-CBDO
CORP
US
Y
2
2030-10-24
Floating
8.42271120
N
N
N
N
N
N
CIFC Funding Ltd.
635400BTAKRBKGRV3X14
CIFC Funding Ltd., Series 2017-5A, Class C
12551MAG4
2000000.00000000
PA
USD
1862426.00000000
2.338458559580
Long
ABS-CBDO
CORP
US
Y
2
2030-11-16
Floating
8.11028880
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
3100839.00000000
3.893407577766
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
8.16028920
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
584508.18000000
0.733907364193
Long
ABS-CBDO
CORP
US
Y
2
2029-04-15
Floating
7.76028960
N
N
N
N
N
N
Carlyle US CLO Ltd.
N/A
Carlyle US CLO Ltd., Series 2021-7A, Class C
14316WAG4
2000000.00000000
PA
USD
1803654.00000000
2.264664547649
Long
ABS-CBDO
CORP
US
Y
2
2035-10-15
Floating
8.36029080
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO Ltd.
549300RVE5T2OYI2H743
Neuberger Berman Loan Advisers CLO 33 Ltd., Series 2019-33A, Class DR
64132TAQ6
2500000.00000000
PA
USD
2317707.50000000
2.910109149022
Long
ABS-CBDO
CORP
US
Y
2
2033-10-16
Floating
8.16028920
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
2761722.00000000
3.467612914596
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
8.55042840
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
1837950.00000000
2.307726540319
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
8.50043160
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
1856134.00000000
2.330558336292
Long
ABS-CBDO
CORP
US
Y
2
2032-10-20
Floating
8.45043120
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
232672.75000000
0.292143464394
Long
ABS-CBDO
CORP
US
Y
2
2034-07-15
Floating
8.36029080
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
441442.00000000
0.554273739444
Long
ABS-CBDO
CORP
US
Y
2
2031-01-20
Floating
8.20042920
N
N
N
N
N
N
CIFC Funding Ltd.
549300UDPJ30BQP2HX62
CIFC Funding Ltd., Series 2015-3A, Class DR
12550MAQ3
1500000.00000000
PA
USD
1392187.50000000
1.748027989254
Long
ABS-CBDO
CORP
US
Y
2
2029-04-19
Floating
7.76499840
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
1129347.50000000
1.418006582873
Long
ABS-CBDO
CORP
US
Y
2
2034-04-19
Floating
8.26499880
N
N
N
N
N
N
OCP CLO Ltd.
254900ZMV4RGFPV8TK42
OCP CLO Ltd., Series 2020-19A, Class DR
670881AR2
2000000.00000000
PA
USD
1810338.00000000
2.273056965395
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
8.40043080
N
N
N
N
N
N
Janus Henderson AAA CLO ETF
549300N7UZ9PO4OVKA94
Janus Henderson AAA CLO ETF
47103U845
20250.00000000
NS
USD
1007640.00000000
1.265190876295
Long
RF
US
N
1
N
N
N
Sandstone Peak Ltd.
5493000VXRKO2Z5KET86
Sandstone Peak Ltd., Series 2021-1A, Class D
800130AJ5
2000000.00000000
PA
USD
1802854.00000000
2.263660069164
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
8.81029080
N
N
N
N
N
N
Janus Henderson Cash Liquidity Fund LLC
N/A
Janus Henderson Cash Liquidity Fund LLC
N/A
732754.30000000
NS
USD
732900.85000000
0.920228919702
Long
STIV
RF
US
N
2
N
N
N
CIFC Funding Ltd.
254900RRJV30GDUWIX97
CIFC Funding Ltd., Series 2019-1A, Class DR
12553DAQ0
1000000.00000000
PA
USD
950125.00000000
1.192975151185
Long
ABS-CBDO
CORP
US
Y
2
2032-04-20
Floating
8.35043040
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
233640.75000000
0.293358883361
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
8.36029080
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
3014566.75000000
3.785084304000
Long
ABS-CBDO
CORP
US
Y
2
2031-07-15
Floating
8.26029000
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
2286560.00000000
2.871000406992
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
8.25042960
N
N
N
N
N
N
Annisa CLO Ltd.
N/A
Annisa CLO Ltd., Series 2016-2A, Class DR
036011AN4
1500000.00000000
PA
USD
1399774.50000000
1.757554212090
Long
ABS-CBDO
CORP
US
Y
2
2031-07-20
Floating
8.25042960
N
N
N
N
N
N
Upland CLO Ltd.
54930052JF7HYEE5CO91
Upland CLO Ltd., Series 2016-1A, Class BR
915328AY4
1000000.00000000
PA
USD
948649.00000000
1.191121888379
Long
ABS-CBDO
CORP
US
Y
2
2031-04-20
Floating
7.10043120
N
N
N
N
N
N
Dryden 105 CLO Ltd.
254900M9WDNRF1Z3T669
Dryden 105 CLO Ltd., Series 2023-105A, Class D
26253QAG6
1500000.00000000
PA
USD
1489669.50000000
1.870426203897
Long
ABS-CBDO
CORP
US
Y
2
2036-04-18
Floating
10.05859080
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
1126090.00000000
1.413916472041
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
8.26029000
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
1787398.00000000
2.244253544826
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
8.48043000
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
1358130.00000000
1.705265456733
Long
ABS-CBDO
CORP
US
Y
2
2031-07-17
Floating
7.96029120
N
N
N
N
N
N
KKR Static CLO 2 Ltd.
N/A
KKR Static CLO 2 Ltd., Series 2022-2A, Class D
482926AJ1
2000000.00000000
PA
USD
2004294.00000000
2.516587751789
Long
ABS-CBDO
CORP
US
Y
2
2031-10-20
Floating
10.04835960
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
1926716.00000000
2.419180961863
Long
ABS-CBDO
CORP
US
Y
2
2030-07-21
Floating
8.86142880
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
890504.00000000
1.118115136461
Long
ABS-CBDO
CORP
US
Y
2
2033-01-17
Floating
8.08632000
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
1323498.00000000
1.661781583100
Long
ABS-CBDO
CORP
US
Y
2
2035-04-21
Floating
8.15550120
N
N
N
N
N
N
LCM 36 Ltd.
N/A
LCM 36 Ltd., Series 36A, Class D
50190LAJ7
2000000.00000000
PA
USD
1760200.00000000
2.210103787518
Long
ABS-CBDO
CORP
US
Y
2
2034-01-15
Floating
8.66028960
N
N
N
N
N
N
Nassau Ltd.
N/A
Nassau Ltd., Series 2019-IA, Class BR
63171NAN0
1500000.00000000
PA
USD
1438168.50000000
1.805761645801
Long
ABS-CBDO
CORP
US
Y
2
2031-04-15
Floating
7.86029040
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
968281.00000000
1.215771790411
Long
ABS-CBDO
CORP
US
Y
2
2032-10-15
Floating
10.41028920
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
927565.00000000
1.164648857896
Long
ABS-CBDO
CORP
US
Y
2
2031-07-14
Floating
8.50128840
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
924661.00000000
1.161002600994
Long
ABS-CBDO
CORP
US
Y
2
2030-10-15
Floating
8.21028960
N
N
N
N
N
N
CARLYLE US CLO Ltd.
N/A
CARLYLE US CLO Ltd., Series 2022-2A, Class C
143119AJ4
2500000.00000000
PA
USD
2347547.50000000
2.947576196528
Long
ABS-CBDO
CORP
US
Y
2
2035-04-20
Floating
8.59844880
N
N
N
N
N
N
KKR CLO 27 Ltd.
5493007WGG1LNIZXEI24
KKR CLO 27 Ltd., Series 27A, Class DR
48253YBJ6
1250000.00000000
PA
USD
1137045.00000000
1.427671549300
Long
ABS-CBDO
CORP
US
Y
2
2032-10-15
Floating
8.23632120
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
1319860.50000000
1.657214344986
Long
ABS-CBDO
CORP
US
Y
2
2031-01-15
Floating
7.76028960
N
N
N
N
N
N
Rad CLO 18 Ltd.
N/A
Rad CLO 18 Ltd., Series 2023-18A, Class D
75009AAS9
2412000.00000000
PA
USD
2381623.27000000
2.990361668826
Long
ABS-CBDO
CORP
US
Y
2
2036-04-15
Floating
9.96518160
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
1143117.50000000
1.435296168803
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
9.62043120
N
N
N
N
N
N
2023-05-30
Janus Detroit Street Trust
Jesper Nergaard
Jesper Nergaard
VP, CFO, Treasurer, and Principal Accounting Officer