0001752724-23-286058.txt : 20231220 0001752724-23-286058.hdr.sgml : 20231220 20231220113800 ACCESSION NUMBER: 0001752724-23-286058 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231031 FILED AS OF DATE: 20231220 DATE AS OF CHANGE: 20231220 PERIOD START: 20231031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Janus Detroit Street Trust CENTRAL INDEX KEY: 0001500604 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23112 FILM NUMBER: 231500385 BUSINESS ADDRESS: STREET 1: 151 DETROIT STREET CITY: DENVER STATE: CO ZIP: 80206 BUSINESS PHONE: 303-333-3863 MAIL ADDRESS: STREET 1: 151 DETROIT STREET CITY: DENVER STATE: CO ZIP: 80206 FORMER COMPANY: FORMER CONFORMED NAME: Janus ETF Trust DATE OF NAME CHANGE: 20100902 0001500604 S000073435 Janus Henderson Sustainable & Impact Core Bond ETF C000230328 Janus Henderson Sustainable & Impact Core Bond ETF JIB NPORT-P 1 primary_doc.xml NPORT-P false 0001500604 XXXXXXXX S000073435 C000230328 Janus Detroit Street Trust 811-23112 0001500604 5493003MM7OCK5UJW595 151 Detroit Street Denver 80206 303-333-3863 Janus Henderson Sustainable & Impact Bond ETF S000073435 549300A51BG9IW17MM56 2023-10-31 2023-10-31 N 39650941.70 6104631.78 33546309.92 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2566241.16000000 0.00000000 0.00000000 222751.13000000 USD N Bloomberg Barclays U.S. Aggregate Unhedged in USD LEHM.MC.LEHM000001UUSD FNMA B1V7KEBTPIMZEU4LTD58 3140XGJ67 104990.97000000 PA USD 89161.75000000 0.265787057392 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N FNMA or FHLMC N/A 01F0204B2 356690.00000000 PA USD 301665.93000000 0.899252200076 Long ABS-MBS USGSE US N 2 2038-11-25 Fixed 2.00000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBR5 61000.00000000 PA USD 57037.06000000 0.170024840693 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WLQ9 322342.98000000 PA USD 266255.00000000 0.793693853765 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ML4S6 2323.91000000 PA USD 2076.61000000 0.006190278468 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 308000.00000000 PA USD 255784.38000000 0.762481419297 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MJ6S9 30640.74000000 PA USD 24778.67000000 0.073864070471 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056AZ0 178000.00000000 PA USD 152936.53000000 0.455896730116 Long DBT CORP US N 2 2029-11-19 Fixed 3.90000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H0426B0 950000.00000000 PA USD 857693.25000000 2.556743952003 Long ABS-MBS USGA US N 2 2053-11-15 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQGJ9 57266.60000000 PA USD 52847.65000000 0.157536403038 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131Y6VU0 915.09000000 PA USD 766.14000000 0.002283827943 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BWKK8 9421.31000000 PA USD 8698.05000000 0.025928485191 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056AU1 76000.00000000 PA USD 58385.94000000 0.174045789653 Long DBT CORP US N 2 2044-05-15 Fixed 5.10000000 N N N N N N JPMorgan Mortgage Trust N/A 46652TBM1 198668.73000000 PA USD 185020.70000000 0.551538158567 Long ABS-MBS CORP US Y 2 2051-03-25 Floating 6.21495000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X7ST7 71094.18000000 PA USD 62503.91000000 0.186321267969 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNGU1 34472.40000000 PA USD 30401.62000000 0.090625824636 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BWME0 194707.49000000 PA USD 179556.28000000 0.535248975008 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 928563AF2 46000.00000000 PA USD 41662.50000000 0.124193987652 Long DBT CORP US N 2 2030-05-15 Fixed 4.70000000 N N N N N N AES Corp. 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