# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0001752724-23-067655
**Filing Date:** 2023-3
**Character Count:** 16525
**Document Hash:** a52c76159aa7adc17c29380bed430245
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067655.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067655

**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:** 23763783

**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 U.S. Real Estate ETF (Series ID: S000071696)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000227173 | Janus Henderson U.S. Real Estate ETF | JRE             |

## Nport-Ex

# **Janus Henderson U.S. Real Estate ETF**

Schedule of Investments (unaudited)

January 31, 2023

|  | Shares | Other |
| --- | --- | --- |
| Common Stock - 80.0% |  |  |
| Equity Real Estate Investment Trusts (REITs) - 31.0% |  |  |
| Apple Realty Corp. | 3,784 | $282,400 |
| Alexandria Real Estate Equities, Inc. | 3,125 | 340,000 |
| Bramer Property Group, Inc. | 20,193 | 240,732 |
| Carrizo Property Trust | 3,313 | 284,985 |
| ColorOne | 6,254 | 285,287 |
| Digital Realty Trust, Inc. | 2,432 | 281,848 |

1

# **Janus Henderson U.S. Real Estate ETF**
**Notes to Schedule of Investments and Other Information (continued)**
**January 31, 2023**

| In the following table, the 1-day yield as of January 31, 2023: | 3,250 | 225,372 |
| --- | --- | --- |
| Life Savings, Inc. | 2,700 | 208,908 |
| National Asset Protection, Inc. | 5,410 | 205,500 |
| The following is a summary of the inputs that were used to value the Fund's investments or securities and other liabilities | 3,250 | 240,044 |
| Investment as of January 31, 2023. See Notes to Financial Statements for more information. | 3,250 | 240,044 |
| STC Current Liabilities | 10,000 | 225,000 |
| Valuation of Equity Summary | 6,000 | 240,000 |
| Total of Liabilities | 1,000 | 255,000 |

1

## Investment Valuation

Funding is based in accordance with policies and procedures established by the United States Department of State. The Funded by the United States Department of State is based in accordance with the United States Department of State's 1940 Act and approved by and subject to the oversight of the Trust of the United States. Prior to the 1940's, the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds for the funds

Real Estate Management & Development - 3.2%

The following table provides the information in English:

4

LPS 29-1000 10:25

fair values, values yields, maturities and ratings. Certain short-term securities maturing within 60 days or less may be evaluated and valued on an amortized cost basis provided that the amortized cost determined approximately market value. Securities for which material is available or otherwise prices are not readily available or deemed unreliable are valued at fair value determined in good faith by the Advisor pursuant to the Valuation Procedures. Circumstances in which fair valuation may be valued may be made, but are not limited to: (i) a significant event that may affect the securities of a single issuer, such as a merger, a subsidiary, or significant issuer-specific development; (ii) an event that may affect an amortized asset, such as a material transfer or significant governmental action; (iii) a nonsignificant event such as a market closing entry or not opening, or

Security trading fast, and (iv) pricing of a non-valued security and a restricted or non-valid security. Special values considerations may apply with respect to 'odd-lot' fixed-income transactions which, due to their small size, may receive evaluated prices by pricing services which reflect a large block trade and not what actually could be obtained for the odd-lot position. The value of the securities of other mutual funds held by a Fund, if any, will be calculated using the NAR of such mutual funds.

#### **Valuation Inputs Summary**

FASB 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 U.S. Real Estate ETF

- **b. EDGAR series identifier (if any):** S000071696

- **c. LEI of Series:** 549300MYPCRLSQM4UC55

**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:** $5948031.08

**Total Liabilities:** $2792.96

**Net Assets:** $5945238.12

**Cash Not Reported:** $659.84

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000227173 | 6.12%                | -3.87%               | 10.66%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-95707.60               | $289958.98                                 |
| Month 2  | $-75039.83               | $-74177.15                                 |
| Month 3  | $-42411.97               | $618480.33                                 |

**Designated Index Information**

- **Index Name:** FTSE NAREIT All Equity REITs Index

- **Index Identifier:** FTSE.MC.FNER

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Agree Realty Corp.                    | Agree Realty Corp.                    | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3382 | NS      | $252398.66    | 4.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                             | CubeSmart                             | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6250 | NS      | $286187.50    | 4.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital, Inc.           | Spirit Realty Capital, Inc.           | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      6058 | NS      | $265825.04    | 4.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential, Inc.              | Tricon Residential, Inc.              | CUSIP: 89612W102<br>LEI: 984500EFFDE9C3A9G721 | Long             | EC               | CORP              | CA        |     22051 | NS      | $190871.25    | 3.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                 | Sun Communities, Inc.                 | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      1619 | NS      | $253956.34    | 4.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage, Inc.                    | Life Storage, Inc.                    | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      2768 | NS      | $299054.72    | 5.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.            | Digital Realty Trust, Inc.            | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      2452 | NS      | $281048.24    | 4.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                 | Camden Property Trust                 | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      2313 | NS      | $284984.73    | 4.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc. | Alexandria Real Estate Equities, Inc. | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      2121 | NS      | $340929.54    | 5.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.       | Rexford Industrial Realty, Inc.       | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      4249 | NS      | $269684.03    | 4.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                       | Welltower, Inc.                       | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4691 | NS      | $352012.64    | 5.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Chartwell Retirement Residences       | Chartwell Retirement Residences       | CUSIP: 16141A103<br>LEI: 549300M7UBEIZBWP4069 | Long             |  | RF                | CA        |     16534 | NS      | $121556.22    | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                 | VICI Properties, Inc.                 | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     13243 | NS      | $452645.74    | 7.61%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.      | National Retail Properties, Inc.      | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      5419 | NS      | $256589.65    | 4.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                        | Prologis, Inc.                        | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      6810 | NS      | $880396.80    | 14.81%            |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                 | STAG Industrial, Inc.                 | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      7282 | NS      | $259239.20    | 4.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties, Inc.           | Healthpeak Properties, Inc.           | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      9293 | NS      | $255371.64    | 4.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                      | PulteGroup, Inc.                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2480 | NS      | $141087.20    | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Government & Agency Portfolio | Invesco Government & Agency Portfolio | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     32191 | NS      | $32191.42     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.          | Brixmor Property Group, Inc.          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     10230 | NS      | $240711.90    | 4.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                    | SITE Centers Corp.                    | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     16551 | NS      | $225921.15    | 3.80%             |  |  |  | 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