# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0001752724-23-067664
**Filing Date:** 2023-3
**Character Count:** 23216
**Document Hash:** f1f597274cc35c02749e251e85f07c8d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067664.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067664

**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:** 23763790

**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 International Sustainable Equity ETF (Series ID: S000073431)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000230324 | Janus Henderson International Sustainable Equity ETF | SXUS            |

## Nport-Ex

# **Janus Henderson International Sustainable Equity ETF**

Schedule of Investments (unaudited)

January 31, 2023

|  | Shares | Value |
| --- | --- | --- |
| Common Solids - 80.0% |  |  |
| Chloride - 0.8% |  |  |
| CaM List * | 50,880 | $100,085 |
| Computers & Packaging - 2.5% |  |  |
| CIE Small Life | 120,646 | 550,858 |
| Electric Utilities - 4.5% |  |  |
| DSD plc | 43,184 | $15,854 |
| Electrical Equipment - 16.8% |  |  |

1

# **Janus Henderson International Sustainable Equity ETF**

# **Schedule of Investments (unaudited)**

**January 31, 2023**

|  | Equity | Value |
| --- | --- | --- |
| Common Stock - (continued) |  |  |
| Intercompany & Intercompany Equipment - (continued) |  |  |
| James International Manufacturing Co. Ltd. (JAM) | 1,545 | $535,300 |
| Under H & I (JAM) S.A.C. | 11,210 | 3,440,000 |
| Software - 4.7% |  |  |
| Constellation Software, Inc. | 310 | 682,062 |
| Kinans, Inc. | 3,500 | 435,770 |
| Lakings, Inc. - Class B (L444) | 180,870 | 402,267 |

1

# Janus Henderson International Sustainable Equity ETF

Notes to Schedule of Investments and Other Information (continued)
January 31, 2023

| American Depositary Receipt | 19.99 | 136.99 |
| --- | --- | --- |
| American Depositary Credit - A.B. Limited Company |  | 1,000.00 |
| American Depositary Credit - A.B. Limited Company | 19.98 | 492.89 |
| American Depositary Credit - A.B. Limited Company |  | 1,000.00 |
| American Depositary Credit - A.B. Limited Company | 24.388 | 1,000.00 |
| American Depositary Credit - A.B. Limited Company | 64.388 | 1,000.00 |
| American Depositary Credit - A.B. Limited Company | 40.600 | 807.571 |

# Investment Valuation

2016/01/01 Issue 2016 (1/01)

4,564

2015/07

The investment valuation is based on the actual value of the investment. The Company's share of the investment is based on the actual value of the investment. The Company's share of the investment is based on the actual value of the investment. The Company's share of the investment is based on the actual value of the investment. The Company's share of the investment is based on the actual value of the investment. The Company's share of the investment is based on the actual value of the investment. The Company's share of the investment is based on the actual value of the investment.

The price of the pricing service is a very low price. The price of the pricing service is a very low price. The price of the pricing service is a very low price. The price of the pricing service is a very low price. The price of the pricing service is a very low price. The price of the pricing service is a very low price. The price of the pricing service is a very low price. The price of the pricing service is a very low price. The price of the pricing service is a very low price. The price of

125.25.1998 10:25

~~(1)~~ ~~(2)~~ (3) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (21) (22) (23) (24) (25) (26) (27) (28) (29) (30) (31) (32) (33) (34) (35) (36) (37) (38) (39) (40) (41) (42) (43) (44) (45) (46) (47) (48) (49) (50) (51) (52) (53) (54) (55) (56) (57) (58) (59) (60) (61) (62) (63) (64) (65) (66) (67) (68) (69) (70) (71) (72) (73) (74) (75) (76) (77) (78) (79) (80) (81) (82) (83) (84) (85) (86) (87) (88) (89) (90) (91) (92) (93) (94) (95) (96) (97) (98) (99) (100)

a ~~(2019)~~ 'HOLD' half, and (iv) pricing of a non-valued security and a restricted or non-odd security. Special way ~~(2020)~~ considerations may apply with respect to 'odd-for' fixed-income transactions which, due to their small size, may include restricted prices by pricing services which reflect a large block trade and not what actually could be obtained by the odd-for service. Because of the securities of other mutual funds held by a Fund, if any, will be calculated using the (2019) sub mutual funds.

#### Valuation Inputs Summary

FAOB ASC 820, Fair Value Measurements and Disclosures ('ASC 820'), defines fair value, establishes a framework

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 International Sustainable Equity ETF

- **b. EDGAR series identifier (if any):** S000073431

- **c. LEI of Series:** 5493009U6ZMXOPAFQQ08

**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:** $22807597.09

**Total Liabilities:** $11245.70

**Net Assets:** $22796351.39

**Cash Not Reported:** $9822.56

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230324 | 12.03%               | -2.15%               | 9.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $507.41                  | $2295082.75                                |
| Month 2  | $-1707069.79             | $1223737.39                                |
| Month 3  | $330.77                  | $1932563.66                                |

**Designated Index Information**

- **Index Name:** MSCI ACWI ex USA - Daily

- **Index Identifier:** MSCI.MC.MXWDU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Taiwan Semiconductor Manufacturing Co. Ltd.       | Taiwan Semiconductor Manufacturing Co. Ltd.       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      4695 | NS      | $435367.35    | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                           | Siemens Healthineers AG                           | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |      4564 | NS      | $243226.85    | 1.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                           | Vestas Wind Systems A/S                           | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |     15166 | NS      | $440114.67    | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                          | Adyen NV                                          | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |        87 | NS      | $130164.40    | 0.57%             |  |  |  | Yes           |                  1 | On Loan: No      |
| adidas AG                                         | adidas AG                                         | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |      3341 | NS      | $534767.31    | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimano, Inc.                                     | Shimano, Inc.                                     | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |      3000 | NS      | $530354.88    | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Linklogis, Inc.                                   | Linklogis, Inc., Class B                          | CUSIP: N/A<br>LEI: 254900PYFTBGPA68BN15       | Long             | EC               | CORP              | KY        |    690870 | NS      | $421297.13    | 1.85%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Schneider Electric SE                             | Schneider Electric SE                             | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      6347 | NS      | $1022393.40   | 4.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Government Obligations Tax-Managed Fund | Federated Government Obligations Tax-Managed Fund | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    403277 | NS      | $403276.95    | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Boralex, Inc.                                     | Boralex, Inc., Class A                            | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |     34332 | NS      | $957904.87    | 4.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alstom SA                                         | Alstom SA                                         | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |      9940 | NS      | $293633.17    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Nidec Corp.                                       | Nidec Corp.                                       | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |      8300 | NS      | $457618.52    | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                 | Wolters Kluwer NV                                 | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |      5526 | NS      | $601051.46    | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                   | Knorr-Bremse AG                                   | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |      8457 | NS      | $552553.05    | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                        | Legrand SA                                        | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      6146 | NS      | $545469.83    | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp.                            | Intact Financial Corp.                            | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      7603 | NS      | $1099866.67   | 4.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                   | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      1618 | NS      | $1058906.14   | 4.65%             |  |  |  | No            |                  1 | On Loan: No      |
| DS Smith plc                                      | DS Smith plc                                      | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | EC               | CORP              | GB        |    128646 | NS      | $559859.48    | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Innergex Renewable Energy, Inc.                   | Innergex Renewable Energy, Inc.                   | CUSIP: 45790B104<br>LEI: 549300EORYEC4J59SU80 | Long             | EC               | CORP              | CA        |     61221 | NS      | $725833.72    | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co. Ltd.                                 | Nintendo Co. Ltd.                                 | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |     19000 | NS      | $821830.90    | 3.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp.                                     | Olympus Corp.                                     | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |     48600 | NS      | $907571.23    | 3.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Ltd.                                        | Calix Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     50886 | NS      | $199005.35    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                        | Allianz SE                                        | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      3392 | NS      | $807506.85    | 3.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SMS Co. Ltd.                                      | SMS Co. Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     13700 | NS      | $356076.74    | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                          | Infineon Technologies AG                          | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |     27997 | NS      | $1000818.16   | 4.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Nanosonics Ltd.                                   | Nanosonics Ltd.                                   | CUSIP: N/A<br>LEI: 549300XUBCM70BRANN81       | Long             | EC               | CORP              | AU        |     64393 | NS      | $219158.97    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisher & Paykel Healthcare Corp. Ltd.             | Fisher & Paykel Healthcare Corp. Ltd.             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |     28586 | NS      | $466645.73    | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| New Horizon Health Ltd.                           | New Horizon Health Ltd.                           | CUSIP: N/A<br>LEI: 6556003WN0RS45SU3L67       | Long             | EC               | CORP              | KY        |     55742 | NS      | $216182.43    | 0.95%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Rakus Co. Ltd.                                    | Rakus Co. Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     24700 | NS      | $333144.68    | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd.                                    | AIA Group Ltd.                                    | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    103346 | NS      | $1167472.08   | 5.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Corp.                                      | Yamaha Corp.                                      | CUSIP: N/A<br>LEI: 529900S5TENP3IJS7S02       | Long             | EC               | CORP              | JP        |     10700 | NS      | $413041.64    | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corp.                                    | Shimadzu Corp.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     25400 | NS      | $775408.51    | 3.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp.                                     | Keyence Corp.                                     | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |      1000 | NS      | $455842.21    | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software, Inc.                      | Constellation Software, Inc.                      | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       393 | NS      | $692361.53    | 3.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinaxis, Inc.                                     | Kinaxis, Inc.                                     | CUSIP: 49448Q109<br>LEI: 5299009VAZ14K7PFUQ15 | Long             | EC               | CORP              | CA        |      3596 | NS      | $416773.26    | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE plc                                           | SSE plc                                           | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |     43164 | NS      | $915854.12    | 4.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                     | Murata Manufacturing Co. Ltd.                     | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |     13400 | NS      | $761887.04    | 3.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnoPro Holdings, Inc.                          | TechnoPro Holdings, Inc.                          | CUSIP: N/A<br>LEI: 3538001DJ8I5PJQNHU53       | Long             | EC               | CORP              | JP        |     26400 | NS      | $815071.71    | 3.58%             |  |  |  | No            |                  1 | 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