0001752724-22-151363.txt : 20220628 0001752724-22-151363.hdr.sgml : 20220628 20220628121224 ACCESSION NUMBER: 0001752724-22-151363 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220430 FILED AS OF DATE: 20220628 PERIOD START: 20221031 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: 221048418 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 S000063007 Janus Henderson Mortgage-Backed Securities ETF C000204446 Janus Henderson Mortgage-Backed Securities ETF JMBS NPORT-P 1 primary_doc.xml NPORT-P false 0001500604 XXXXXXXX S000063007 C000204446 Janus Detroit Street Trust 811-23112 0001500604 5493003MM7OCK5UJW595 151 Detroit Street Denver 80206 303-333-3863 Janus Henderson Mortgage-Backed Securities ETF S000063007 549300V6TVE4ZJCDWY16 2022-10-31 2022-04-30 N 2267002328.17 1434819651.61 832182676.56 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1042732822.51000000 0.00000000 0.00000000 33252348.00000000 USD N TPI Re-Remic Trust N/A 872659AE7 3230000.00000000 PA USD 3060872.36000000 0.367812554408 Long ABS-MBS CORP US Y 2 2046-08-25 None 0.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CWBH6 519489.32000000 PA USD 504889.75000000 0.060670543165 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5AL9 3000254.20000000 PA USD 2892105.57000000 0.347532537201 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131YAV98 479986.51000000 PA USD 493940.91000000 0.059354865693 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392EHN3 35358.79000000 PA USD 35393.92000000 0.004253143089 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 1.06786080 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31334YHQ3 2812213.87000000 PA USD 2672981.13000000 0.321201246467 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N FREMF Mortgage Trust N/A 30298UAJ0 1334438.35000000 PA USD 1348731.79000000 0.162071601343 Long ABS-MBS USGSE US Y 2 2029-09-25 Floating 6.45199920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WLQ9 34516771.13000000 PA USD 33002891.78000000 3.965822974881 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N PRPM LLC N/A 69357QAB2 2000000.00000000 PA USD 1845856.80000000 0.221809087354 Long ABS-MBS CORP US Y 2 2051-10-25 Variable 2.23700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MJ6S9 4152734.00000000 PA USD 3925290.96000000 0.471686213924 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JMBK7 1345275.40000000 PA USD 1349440.63000000 0.162156779756 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140E9H66 18420.58000000 PA USD 17682.72000000 0.002124860381 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.00000000 N N N N N N N/A N/A N/A 214.00000000 NC USD -585225.55000000 -0.07032416877 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 10 Year Ultra Bonds 2022-06-21 27606000.00000000 USD -585225.55000000 N N N Chase Mortgage Finance Corp. 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