# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0001752724-23-067663
**Filing Date:** 2023-3
**Character Count:** 37097
**Document Hash:** e3e4a2f41f3a9bd22703684a069da630
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067663.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067663

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**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:** 23763792

**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

## Series and Classes Contracts Data

### Janus Henderson B-BBB CLO ETF (Series ID: S000074691)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000232781 | Janus Henderson B-BBB CLO ETF | JBBB            |

## Nport-Ex

# **Janus Henderson B-BBB CLOETF**

# **Schedule of Investments (unaudited)**

**January 31, 2023**

|  | Shares Principal Amount | Total |
| --- | --- | --- |
| Collaboration/Loss Obligations (18.3%) |  |  |
| ACL CLO 33 Ltr. 2023-23A-01, ICE LIBOR USD 3 Month + 2.8000%, 7.6624%, 4.5334 (1.64%) | $2,836,000 | $1,803,584 |
| ACL CLO 7 Ltr. 2023-7A- OR, ICE LIBOR USD 3 Month + 3.1000%, 7.6624%, 7.5334 (1.64%) | 250,000 | 235,270 |
| Assets: CLO FVA 2023-23A- OR, ICE LIBOR USD 3 Month + 2.8000%, 7.7424%, 4.5334 (1.64%) | 804,000 | 881,706 |

1

# **Janus Henderson B-BBB CLOETF**

# **Schedule of Investments (unaudited)**

**January 31, 2023**

| Area (S) CLD 100 2020-024 285 100 LIBOR USD 3 Month + 3.000% 1.700% | Shares Principal Amount | Value |
| --- | --- | --- |
| Commodity (L) (S) CLD 100 2020-024 285 100 LIBOR USD 3 Month + 3.000% 1.700% |  |  |
| Commodity (L) (S) CLD 100 2020-024 285 100 LIBOR USD 3 Month + 3.000% 1.700% | 1,000,000 |  |
| Commodity (L) (S) CLD 100 2020-024 285 100 LIBOR USD 3 Month + 3.000% 1.700% | 1,000,000 | $2,700,000 |
| Commodity (L) (S) CLD 100 2020-024 285 100 LIBOR USD 3 Month + 3.000% 1.700% | 1,000,000 |  |
| Commodity (L) (S) CLD 100 2020-024 285 100 LIBOR USD 3 Month + 3.000% 1.700% | 1,000,000 | 1,000,000 |
| Commodity (L) (S) CLD 100 2020-024 285 100 LIBOR USD 3 Month + 3.000% 1.700% | 1,000,000 |  |

2

# **Janus Henderson B-BBB CLOETF**

# **Schedule of Investments (unaudited)**

**January 31, 2023**

| Description of Investments | Current Principal Account | Other |
| --- | --- | --- |
| Cash and cash equivalents at end of year |  |  |
| Cash and cash equivalents at end of year | 1,000,000 |  |
| Cash and cash equivalents at end of year | 1,000,000 |  |
| Cash and cash equivalents at end of year | 1,000,000 |  |
| Cash and cash equivalents at end of year | 1,000,000 |  |
| Cash and cash equivalents at end of year | 1,000,000 |  |
| Cash and cash equivalents at end of year | 1,000,000 |  |
| Cash and cash equivalents at end of year | 1,000,000 |  |
| Cash and cash equivalents at end of year | 1,000,000 |  |
| Cash and cash equivalents at end of year | 1,000,000 |  |

2

# **Janus Henderson B-BBB CLOETF**

# **Notes to Schedule of Investments and Other Information (continued)**

**January 31, 2023**

| 1. 2023 | 1,000,000 |
| --- | --- |
| 2. 2024 | 1,000,000 |
| 3. 2025 | 1,000,000 |
| 4. 2026 | 1,000,000 |
| 5. 2027 | 1,000,000 |
| 6. 2028 | 1,000,000 |
| 7. 2029 | 1,000,000 |
| 8. 2030 | 1,000,000 |
| 9. 2031 | 1,000,000 |
| 10. 2032 | 1,000,000 |
| 11. 2033 | 1,000,000 |
| 12. 2034 | 1,000,000 |
| 13. 2035 | 1,000,000 |
| 14. 2036 | 1,000,000 |
| 15. 2037 | 1,000,000 |
| 16. 2038 | 1,000,000 |
| 17. 2039 | 1,000,000 |
| 18. 2040 | 1,000,000 |
| 19. 2041 | 1,000,000 |
| 20. 2042 | 1,000,000 |
| 21. 2043 | 1,000,000 |
| 22. 2044 | 1,000,000 |
| 23. 2045 | 1,000,000 |
| 24. 2046 | 1,000,000 |
| 25. 2047 | 1,000,000 |
| 26. 2048 | 1,000,000 |
| 27. 2049 | 1,000,000 |
| 28. 2050 | 1,000,000 |
| 29. 2051 | 1,000,000 |
| 30. 2052 | 1,000,000 |
| 31. 2053 | 1,000,000 |
| 32. 2054 | 1,000,000 |
| 33. 2055 | 1,000,000 |
| 34. 2056 | 1,000,000 |
| 35. 2057 | 1,000,000 |
| 36. 2058 | 1,000,000 |
| 37. 2059 | 1,000,000 |
| 38. 2060 | 1,000,000 |
| 39. 2061 | 1,000,000 |
| 40. 2062 | 1,000,000 |
| 41. 2063 | 1,000,000 |
| 42. 2064 | 1,000,000 |
| 43. 2065 | 1,000,000 |
| 44. 2066 | 1,000,000 |
| 45. 2067 | 1,000,000 |
| 46. 2068 | 1,000,000 |
| 47. 2069 | 1,000,000 |
| 48. 2070 | 1,000,000 |
| 49. 2071 | 1,000,000 |
| 50. 2072 | 1,000,000 |
| 51. 2073 | 1,000,000 |
| 52. 2074 | 1,000,000 |
| 53. 2075 | 1,000,000 |
| 54. 2076 | 1,000,000 |
| 55. 2077 | 1,000,000 |
| 56. 2078 | 1,000,000 |
| 57. 2079 | 1,000,000 |
| 58. 2080 | 1,000,000 |
| 59. 2081 | 1,000,000 |
| 60. 2082 | 1,000,000 |
| 61. 2083 | 1,000,000 |
| 62. 2084 | 1,000,000 |
| 63. 2085 | 1,000,000 |
| 64. 2086 | 1,000,000 |
| 65. 2087 | 1,000,000 |
| 66. 2088 | 1,000,000 |
| 67. 2089 | 1,000,000 |
| 68. 2090 | 1,000,000 |
| 69. 2091 | 1,000,000 |
| 70. 2092 | 1,000,000 |
| 71. 2093 | 1,000,000 |
| 72. 2094 | 1,000,000 |
| 73. 2095 | 1,000,000 |
| 74. 2096 | 1,000,000 |
| 75. 2097 | 1,000,000 |
| 76. 2098 | 1,000,000 |
| 77. 2099 | 1,000,000 |
| 78. 2100 | 1,000,000 |

---

4

## Investment Valuation

Investments in the financial situation. The financial situation is established by the Adviser pursuant to the Act of 1974. The financial situation is based on the oversight of the Trustees' Law. Valuation. Priorities are the following: (1) The financial situation is based on a domestic valuation exchange and the value of the financial situation is based on a domestic valuation exchange and the value of the financial situation is based on a domestic valuation exchange and the value of the financial situation is based on a domestic valuation exchange and the value of the financial situation is based on a domestic valuation exchange and the value of the financial situation is based on a domestic valuation exchange and the value of the financial situation is based on a domestic valuation exchange and the value of the financial situation is based on a domestic valuation exchange and the value of the financial situation

Copyright © 2018, 2018, 2018, 2018, 2018, 2018, 2018, 2018, 2018, 2018, 2018, 2018, 2018, 2018, 2018, 2018, 2018, 2018, 2018, 2018, 2018, 2018

4

125-25-78x480-20

THE CAMEL MECHANIC CLO, LLC 2024-24-24K, 100 LIBOR USD 3 Month +  
$1,000,000  
$1,000,000  
$1,000,000  
$1,000,000  
$1,000,000  
$1,000,000  
$1,000,000  
$1,000,000  
$1,000,000

Incorporated by S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S. S

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 risk prices supplied by a pricing service; securities traded on CPC 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 not 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

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Janus Detroit Street Trust

- **b. Investment Company Act file number:** 811-23112

- **c. CIK number of Registrant:** 0001500604

- **d. LEI of Registrant:** 5493003MM7OCK5UJW595

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 151 Detroit Street

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

  - **Telephone number:** 303-333-3863

**Item A.2. Information about the Series.**

- **a. Name of Series:** Janus Henderson B-BBB CLO ETF

- **b. EDGAR series identifier (if any):** S000074691

- **c. LEI of Series:** 549300UAMX73GRTHWH74

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $83259250.77

**Total Liabilities:** $34071.50

**Net Assets:** $83225179.27

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** -1479.25218930 | **5-Year:** -36080.38048437 | **10-Year:** -3604.20411553 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000232781 | 3.33%                | 1.70%                | 2.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14.60                   | $2112962.09                                |
| Month 2  | $0.00                    | $786648.73                                 |
| Month 3  | $-702165.84              | $2311627.07                                |

**Designated Index Information**

- **Index Name:** JBBB10 ex derivatives

- **Index Identifier:** INTRNL-1463898151

### Schedule of Portfolio Investments

| Name                                        | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TCW CLO Ltd.                                | TCW CLO Ltd., Series 2020-1A, Class DRR                               | CUSIP: 87190CBE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1399035.00   | 1.68%             | 2034-04-20      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| Dryden 90 CLO Ltd.                          | Dryden 90 CLO Ltd., Series 2021-90A, Class D                          | CUSIP: 262484AL2<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $926175.00    | 1.11%             | 2035-02-20      | Floating      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                            | Oaktree CLO Ltd., Series 2019-3A, Class D1R                           | CUSIP: 67400EAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2357165.00   | 2.83%             | 2034-10-20      | Floating      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| RR 3 Ltd.                                   | RR 3 Ltd., Series 2018-3A, Class CR2                                  | CUSIP: 74988LAG9<br>LEI: 549300YH0VOGWM5JZF65 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $917585.00    | 1.10%             | 2030-01-15      | Floating      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd. | Park Avenue Institutional Advisers CLO Ltd., Series 2019-2A, Class CR | CUSIP: 70018AAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1141240.00   | 1.37%             | 2034-10-15      | Floating      | 8.29%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 10 Ltd.                             | AGL CLO 10 Ltd., Series 2021-10A, Class D                             | CUSIP: 00119YAG8<br>LEI: 549300AEMLN0HO8ST474 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1863586.00   | 2.24%             | 2034-04-15      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Regatta XV Funding Ltd.                     | Regatta XV Funding Ltd., Series 2018-4A, Class C                      | CUSIP: 75888RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1898420.00   | 2.28%             | 2031-10-25      | Floating      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXX Ltd.                   | BlueMountain CLO XXX Ltd., Series 2020-30A, Class DR                  | CUSIP: 09630QAS0<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1349011.50   | 1.62%             | 2035-04-15      | Floating      | 7.96%                 | Yes           |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd.                       | TCI-Flatiron CLO Ltd., Series 2017-1A, Class D                        | CUSIP: 87231BAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $948886.00    | 1.14%             | 2030-11-18      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Dryden 54 Senior Loan Fund                  | Dryden 54 Senior Loan Fund, Series 2017-54A, Class C                  | CUSIP: 26244RAC5<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $964024.00    | 1.16%             | 2029-10-19      | Floating      | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                        | Whitebox CLO II Ltd., Series 2020-2A, Class DR                        | CUSIP: 96466CAU2<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $237647.75    | 0.29%             | 2034-10-24      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 34 Ltd.  | Neuberger Berman Loan Advisers CLO 34 Ltd., Series 2019-34A, Class DR | CUSIP: 64132YAW2<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1851892.00   | 2.23%             | 2035-01-20      | Floating      | 7.74%                 | Yes           |                  2 | On Loan: No      |
| LCM 30 Ltd.                                 | LCM 30 Ltd., Series 30A, Class DR                                     | CUSIP: 50200YAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    435000 | PA      | $386628.44    | 0.46%             | 2031-04-20      | Floating      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XXIII                            | Apidos CLO XXIII, Series 2015-23A, Class DR                           | CUSIP: 03765YBA1<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | US        |    950000 | PA      | $891706.10    | 1.07%             | 2033-04-15      | Floating      | 7.74%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding VI CLO Ltd.                   | Cedar Funding VI CLO Ltd., Series 2016-6A, Class DRR                  | CUSIP: 15032DAX9<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $915847.00    | 1.10%             | 2034-04-20      | Floating      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| LCM 31 Ltd.                                 | LCM 31 Ltd., Series 31A, Class D                                      | CUSIP: 50201QAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2706393.00   | 3.25%             | 2032-01-20      | Floating      | 8.41%                 | Yes           |                  2 | On Loan: No      |
| Octagon 54 Ltd.                             | Octagon 54 Ltd., Series 2021-1A, Class D                              | CUSIP: 67577FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $232905.25    | 0.28%             | 2034-07-15      | Floating      | 7.84%                 | Yes           |                  2 | On Loan: No      |
| TICP CLO VIII Ltd.                          | TICP CLO VIII Ltd., Series 2017-8A, Class CR                          | CUSIP: 87248WAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1901828.00   | 2.29%             | 2034-10-20      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                           | CIFC Funding Ltd., Series 2017-4A, Class CR                           | CUSIP: 12551JAS5<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1427880.00   | 1.72%             | 2030-10-24      | Floating      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                           | CIFC Funding Ltd., Series 2017-5A, Class C                            | CUSIP: 12551MAG4<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1887440.00   | 2.27%             | 2030-11-16      | Floating      | 7.64%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLII, LTD.             | MADISON PARK FUNDING XLII, LTD., Series 13A, Class C                  | CUSIP: 04966HAG1<br>LEI: 549300BF3YFW8EHN6F75 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $957617.00    | 1.15%             | 2030-11-21      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXVIII Ltd.                | BlueMountain CLO XXVIII Ltd., Series 2021-28A, Class D                | CUSIP: 09630PAJ2<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3170510.00   | 3.81%             | 2034-04-15      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXX Ltd.               | Madison Park Funding XXX Ltd., Series 2018-30A, Class D               | CUSIP: 55821TAG2<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | US        |    622900 | PA      | $588562.01    | 0.71%             | 2029-04-15      | Floating      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.     | Neuberger Berman Loan Advisers CLO Ltd., Series 2019-33A, Class DR    | CUSIP: 64132TAQ6<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2340780.00   | 2.81%             | 2033-10-16      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                         | Carlyle US CLO Ltd., Series 2021-10A, Class D                         | CUSIP: 14316YAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2815365.00   | 3.38%             | 2034-10-20      | Floating      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 6 Ltd.                              | AGL CLO 6 Ltd., Series 2020-6A, Class DR                              | CUSIP: 00119VAU3<br>LEI: 5493008ZSC34VKNPZN79 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1890772.00   | 2.27%             | 2034-07-20      | Floating      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding X CLO Ltd.                    | Cedar Funding X CLO Ltd., Series 2019-10A, Class DR                   | CUSIP: 15033XAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1866196.00   | 2.24%             | 2032-10-20      | Floating      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 7 Ltd.                              | AGL CLO 7 Ltd., Series 2020-7A, Class DR                              | CUSIP: 008511AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $235269.50    | 0.28%             | 2034-07-15      | Floating      | 7.89%                 | Yes           |                  2 | On Loan: No      |
| THL Credit Wind River CLO Ltd.              | THL Credit Wind River CLO Ltd., Series 2018-3A, Class D               | CUSIP: 88432UAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $436586.50    | 0.52%             | 2031-01-20      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                           | CIFC Funding Ltd., Series 2015-3A, Class DR                           | CUSIP: 12550MAQ3<br>LEI: 549300UDPJ30BQP2HX62 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1392868.50   | 1.67%             | 2029-04-19      | Floating      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXI Ltd.                  | BlueMountain CLO XXXI Ltd., Series 2021-31A, Class D                  | CUSIP: 09631BAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1125900.00   | 1.35%             | 2034-04-19      | Floating      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                | OCP CLO Ltd., Series 2020-19A, Class DR                               | CUSIP: 670881AR2<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1865698.00   | 2.24%             | 2034-10-20      | Floating      | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                         | Sandstone Peak Ltd., Series 2021-1A, Class D                          | CUSIP: 800130AJ5<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1809762.00   | 2.17%             | 2034-10-15      | Floating      | 8.34%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                           | CIFC Funding Ltd., Series 2019-1A, Class DR                           | CUSIP: 12553DAQ0<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $951893.00    | 1.14%             | 2032-04-20      | Floating      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| LCM 29 Ltd.                                 | LCM 29 Ltd., Series 29A, Class DR                                     | CUSIP: 50201MAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $868868.00    | 1.04%             | 2031-04-15      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                           | CIFC Funding Ltd., Series 2014-5A, Class DR2                          | CUSIP: 12550ABB1<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1896540.00   | 2.28%             | 2031-10-17      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| THL Credit Wind River CLO Ltd.              | THL Credit Wind River CLO Ltd., Series 2018-1A, Class D               | CUSIP: 88432VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $881909.00    | 1.06%             | 2030-07-15      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Regatta XX Funding Ltd.                     | Regatta XX Funding Ltd., Series 2021-2A, Class D                      | CUSIP: 75884YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $235086.50    | 0.28%             | 2034-10-15      | Floating      | 7.89%                 | Yes           |                  2 | On Loan: No      |
| Dryden 60 CLO Ltd.                          | Dryden 60 CLO Ltd., Series 2018-60A, Class D                          | CUSIP: 26251NAE0<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3022613.75   | 3.63%             | 2031-07-15      | Floating      | 7.79%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XIX Ltd.                   | Sixth Street CLO XIX Ltd., Series 2021-19A, Class D                   | CUSIP: 83012KAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2341210.00   | 2.81%             | 2034-07-20      | Floating      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| Annisa CLO Ltd.                             | Annisa CLO Ltd., Series 2016-2A, Class DR                             | CUSIP: 036011AN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1428964.50   | 1.72%             | 2031-07-20      | Floating      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| Upland CLO Ltd.                             | Upland CLO Ltd., Series 2016-1A, Class BR                             | CUSIP: 915328AY4<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $954048.00    | 1.15%             | 2031-04-20      | Floating      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.   | Carlyle Global Market Strategies CLO Ltd., Series 2014-5A, Class DRR  | CUSIP: 14311ABA9<br>LEI: 549300ODZUR61VZRRZ07 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $910064.00    | 1.09%             | 2031-07-15      | Floating      | 7.94%                 | Yes           |                  2 | On Loan: No      |
| THL Credit Wind River CLO Ltd.              | THL Credit Wind River CLO Ltd., Series 2019-1A, Class DR              | CUSIP: 97316JAJ2<br>LEI: 549300TGVPUHSOMYKZ89 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1727418.00   | 2.08%             | 2034-07-20      | Floating      | 8.26%                 | Yes           |                  2 | On Loan: No      |
| Ares XLI CLO Ltd.                           | Ares XLI CLO Ltd., Series 2016-41A, Class DR                          | CUSIP: 04016DAY1<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1164238.75   | 1.40%             | 2034-04-15      | Floating      | 7.79%                 | Yes           |                  2 | On Loan: No      |
| Venture 44 CLO Ltd.                         | Venture 44 CLO Ltd., Series 2021-44A, Class D1                        | CUSIP: 92332KAN1<br>LEI: 5493005RF0X3GB54HH60 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1772218.00   | 2.13%             | 2034-10-20      | Floating      | 8.04%                 | Yes           |                  2 | On Loan: No      |
| CBAM Ltd.                                   | CBAM Ltd., Series 2021-14A, Class D                                   | CUSIP: 12511GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1211315.00   | 1.46%             | 2034-04-20      | Floating      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Dryden 58 CLO Ltd.                          | Dryden 58 CLO Ltd., Series 2018-58A, Class D                          | CUSIP: 26245RAJ9<br>LEI: 549300YIDGL7GPSLZ840 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1406292.00   | 1.69%             | 2031-07-17      | Floating      | 7.49%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XVII Ltd.              | Madison Park Funding XVII Ltd., Series 2015-17A, Class DR             | CUSIP: 55818YBJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1953424.00   | 2.35%             | 2030-07-21      | Floating      | 8.42%                 | Yes           |                  2 | On Loan: No      |
| Dryden 80 CLO Ltd.                          | Dryden 80 CLO Ltd., Series 2019-80A, Class DR                         | CUSIP: 26245JAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $867170.00    | 1.04%             | 2033-01-17      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                | TCW CLO Ltd., Series 2018-1A, Class D                                 | CUSIP: 87240UAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1210000 | PA      | $1098075.00   | 1.32%             | 2031-04-25      | Floating      | 7.73%                 | Yes           |                  2 | On Loan: No      |
| Boyce Park CLO Ltd.                         | Boyce Park CLO Ltd., Series 2022-1A, Class D                          | CUSIP: 103228AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1394964.00   | 1.68%             | 2035-04-21      | Floating      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| LCM 36 Ltd.                                 | LCM 36 Ltd., Series 36A, Class D                                      | CUSIP: 50190LAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1830970.00   | 2.20%             | 2034-01-15      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXI Ltd.               | Madison Park Funding XXI Ltd., Series 2016-21A, Class C2RR            | CUSIP: 55820JBN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $961568.00    | 1.16%             | 2032-10-15      | Floating      | 9.94%                 | Yes           |                  2 | On Loan: No      |
| Jamestown CLO XI Ltd.                       | Jamestown CLO XI Ltd., Series 2018-11A, Class C                       | CUSIP: 47049QAG1<br>LEI: 549300ICXRO4NIJIWJ29 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $943860.00    | 1.13%             | 2031-07-14      | Floating      | 8.04%                 | Yes           |                  2 | On Loan: No      |
| Gilbert Park CLO Ltd.                       | Gilbert Park CLO Ltd., Series 2017-1A, Class D                        | CUSIP: 375415AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $943450.00    | 1.13%             | 2030-10-15      | Floating      | 7.74%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 27 Ltd.                             | KKR CLO 27 Ltd., Series 27A, Class DR                                 | CUSIP: 48253YBJ6<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1154045.00   | 1.39%             | 2032-10-15      | Floating      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Venture 31 CLO Ltd.                         | Venture 31 CLO Ltd., Series 2018-31A, Class D                         | CUSIP: 92331VAJ7<br>LEI: 549300WIVX6V4NHW6X79 | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1037651.25   | 1.25%             | 2031-04-20      | Floating      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Greywolf CLO V Ltd.                         | Greywolf CLO V Ltd., Series 2015-1A, Class CR                         | CUSIP: 39808PAS5<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $909329.00    | 1.09%             | 2031-01-27      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                  | Dryden 37 Senior Loan Fund, Series 2015-37A, Class DR                 | CUSIP: 26249MAU1<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1349802.00   | 1.62%             | 2031-01-15      | Floating      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXVI Ltd.                  | BlueMountain CLO XXVI Ltd., Series 2019-26A, Class D2R                | CUSIP: 09630GAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1162273.75   | 1.40%             | 2034-10-20      | Floating      | 9.18%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Janus Detroit Street Trust

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

**Title:** VP, CFO, Treasurer, and Principal Accounting Officer