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