# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0001752724-23-067659
**Filing Date:** 2023-3
**Character Count:** 25500
**Document Hash:** cc2c23bec051ffe39ccee33f9243dfd6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067659.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067659

**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:** 23763787

**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. Sustainable Equity ETF (Series ID: S000073433)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000230326 | Janus Henderson U.S. Sustainable Equity ETF | SSPX            |

## Nport-Ex

# **Janus Henderson U.S. Sustainable Equity ETF**

Schedule of Investments (unaudited)

January 31, 2023

|  | Shares | Other |
| --- | --- | --- |
| Common Stock - 87.7% |  |  |
| Auto Components - 2.4% |  |  |
| Auto as* | 4,754 | $837,030 |
| Baseamology - 0.3% |  |  |
| Moderna, Inc.* | 317 | 98,811 |
| Banking Products - 0.2% |  |  |
| Advanced Drainage Systems, Inc. | 4,261 | 429,070 |
| Carter Global Corp. | 11,244 | 512,980 |

1

# **Janus Henderson U.S. Sustainable Equity ETF**

# **Schedule of Investments (unaudited)**

**January 31, 2023**

|  | Shares | Value |
| --- | --- | --- |
| Common Stock - (continued) |  |  |
| Intercontinental & Intercontinental Investment - (continued) |  |  |
| Illinois Instruments, Inc. | 4,407 | $598,315 |
| Copyright Technologies, Inc. | 4,416 | $1,084,488 |
| Software - 14.5% |  |  |
| Atrazine Corp. - Class A* | 2,072 | $84,877 |
| Autodock, Inc.* | 3,000 | $58,308 |
| IBM Core Holdings, Inc.* | 1,100 | $78,549 |

1

# **Janus Henderson U.S. Sustainable Equity ETF**

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

January 31, 2023

| INDUSTRY | 1,000 | 100,000 |
| --- | --- | --- |
| INDUSTRY | 1,000 | 100,000 |
| INDUSTRY | 1,000 | 100,000 |
| INDUSTRY | 1,000 | 100,000 |
| INDUSTRY | 1,000 | 100,000 |
| INDUSTRY | 1,000 | 100,000 |

The following is a summary of the inputs that were used to value the Fund's investments in securities and other financial

---

3

## Investment Valuation

852,579

The investment valuation is based on the amount of investment to be derived by the borrower pursuant to Rule 1 of the Securities Act, as amended by and subject to the oversight of the Trustees and the Trustees' Equity Act. The investment valuation is based on the amount of investment to be derived by the borrower pursuant to Rule 1 of the Securities Act, as amended by and subject to the oversight of the Trustees and the Trustees' Equity Act. The investment valuation is based on the amount of investment to be derived by the borrower pursuant to Rule 1 of the Securities Act, as amended by and subject to the oversight of the Trustees and the Trustees' Equity Act. The investment valuation is based on the amount of investment to be derived by the borrower pursuant to Rule 1 of the Securities Act, as amended by and subject to the oversight of the Trustees and the Trustees' Equity Act.

In the case of the 1980s, the 1980s were a result of the 1980s. The 1980s were a result of the 1980s. The 1980s were a result of the 1980s. The 1980s were a result of the 1980s. The 1980s were a result of the 1980s. The 1980s were a result of the 1980s.

125.00 1984 10:25

To answer your comments by Country - (Long-Processed/unspecified) 1,000 282,000
youths and ratings. Certain short-term securities maturing within 60 days or less may be evaluated and evaluated
and cost basis provided that the amortized cost determined approximately 1 million value. Securities translation
materials and liabilities or evaluated prices are not readily available or deemed unreliable and subject to fair value determination
in case of loss by the Advisor pursuant to the Valuation Procedures. Circumstances in which the valuation may be calculated
reduces that are not limited as: (1) a significant event that may affect the securities of a single issuer (such as a merger or
funding) or a significant investment development; (2) an event that may affect an investment, such as a merger or
investor or significant governmental action; (3) a nonsignificant event such as a market trading early or not operating or

a security trading halt and (iv) pricing of a non-valued security and a restricted or nonpublic security. Special valuation requirements are not included in the 'public security' section. The 'public security' section is a 'public security' section. The 'public security' section is a 'public security' section. The 'public security' section is a 'public security' section. The 'public security' section is a 'public security' section. The 'public security' section is a 'public security' section.

#### 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 U.S. Sustainable Equity ETF

- **b. EDGAR series identifier (if any):** S000073433

- **c. LEI of Series:** 549300WHBXBCN17EU676

**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:** $22366718.61

**Total Liabilities:** $9968.66

**Net Assets:** $22356749.95

**Cash Not Reported:** $115.71

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230326 | 6.11%                | -5.43%               | 9.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $1236603.85                                |
| Month 2  | $-202872.81              | $-976174.53                                |
| Month 3  | $0.00                    | $1896422.12                                |

**Designated Index Information**

- **Index Name:** S&P 500

- **Index Identifier:** SP.MC.SPX

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Cadence Design Systems, Inc.                      | Cadence Design Systems, Inc.                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1348 | NS      | $246454.84    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                        | Microchip Technology, Inc.                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      9286 | NS      | $720779.32    | 3.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                      | NVIDIA Corp.                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3120 | NS      | $609554.40    | 2.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                       | Xylem, Inc.                                       | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      4222 | NS      | $439130.22    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON plc                                          | ICON plc                                          | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |      3045 | NS      | $702511.95    | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                  | Mastercard, Inc., Class A                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1785 | NS      | $661521.00    | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                             | Walker & Dunlop, Inc.                             | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5191 | NS      | $495117.58    | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp.                               | IPG Photonics Corp.                               | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      4912 | NS      | $550635.20    | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                         | Aptiv plc                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      4754 | NS      | $537629.86    | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp.                                      | Bruker Corp.                                      | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      5599 | NS      | $392601.88    | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                           | Progressive Corp. (The)                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      7023 | NS      | $957586.05    | 4.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings, Inc.                           | Bill.com Holdings, Inc.                           | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      1169 | NS      | $135159.78    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.         | Westinghouse Air Brake Technologies Corp.         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      8524 | NS      | $884876.44    | 3.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                            | Home Depot, Inc. (The)                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1622 | NS      | $525803.74    | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                                    | Illumina, Inc.                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       902 | NS      | $193208.40    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co., Inc.                             | McCormick & Co., Inc. (Non-Voting)                | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      3044 | NS      | $228665.28    | 1.02%             |  |  |  | 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        |    514952 | NS      | $514952.16    | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer, Inc.                                 | PerkinElmer, Inc.                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      2847 | NS      | $391547.91    | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp.                   | Evoqua Water Technologies Corp.                   | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |     13759 | NS      | $667449.09    | 2.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                    | Autodesk, Inc.                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3060 | NS      | $658389.60    | 2.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.                   | Advanced Drainage Systems, Inc.                   | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      4261 | NS      | $429679.24    | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                            | Encompass Health Corp.                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      6944 | NS      | $433652.80    | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                              | Carrier Global Corp.                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     11244 | NS      | $511939.32    | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                       | Keysight Technologies, Inc.                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      4432 | NS      | $794879.20    | 3.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                           | Aon plc, Class A                                  | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      2287 | NS      | $728821.16    | 3.26%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                                 | T-Mobile US, Inc.                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      5581 | NS      | $833299.11    | 3.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                     | Certara, Inc.                                     | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14021 | NS      | $272007.40    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                   | Atlassian Corp., Class A                          | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      2072 | NS      | $334876.64    | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio, Inc.                                      | Twilio, Inc., Class A                             | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       782 | NS      | $46794.88     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                | Crown Castle, Inc.                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      1980 | NS      | $293257.80    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main, Inc.                                 | Core & Main, Inc., Class A                        | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8533 | NS      | $188323.31    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                        | Edwards Lifesciences Corp.                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      3557 | NS      | $272821.90    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co.                                | STAAR Surgical Co.                                | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      2528 | NS      | $178350.40    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                       | Marsh & McLennan Cos., Inc.                       | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      4021 | NS      | $703313.11    | 3.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                      | Humana, Inc.                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1672 | NS      | $855562.40    | 3.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                   | Microsoft Corp.                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      5525 | NS      | $1369150.25   | 6.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                    | Prologis, Inc.                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      3944 | NS      | $509880.32    | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                        | NIKE, Inc., Class B                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      3677 | NS      | $468192.41    | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                              | TE Connectivity Ltd.                              | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |      4749 | NS      | $603835.35    | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                | Lam Research Corp.                                | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       956 | NS      | $478095.60    | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                           | Texas Instruments, Inc.                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      3307 | NS      | $586033.47    | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                     | Moderna, Inc.                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       317 | NS      | $55811.02     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                     | Workday, Inc., Class A                            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      3080 | NS      | $558804.40    | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                     | Equinix, Inc.                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       451 | NS      | $332896.63    | 1.49%             |  |  |  | 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