0001752724-23-286056.txt : 20231220 0001752724-23-286056.hdr.sgml : 20231220 20231220113759 ACCESSION NUMBER: 0001752724-23-286056 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: 231500382 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 2023-10-31 2023-10-31 N 4675507543.64 2673605655.07 2001901888.57 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1634419653.00000000 0.00000000 0.00000000 98156818.43000000 USD N Bloomberg U.S. Mortgage Backed Securities (Statistics Universe) LEHM.MC.LEHM000095UUSD FNMA B1V7KEBTPIMZEU4LTD58 3140XGZ85 23532015.33000000 PA USD 19944053.18000000 0.996255275739 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N9MA1 2029108.10000000 PA USD 1975767.41000000 0.098694517512 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285VAE9 7000000.00000000 PA USD 6805205.26000000 0.339937001850 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.26000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CWBH6 377815.08000000 PA USD 346386.85000000 0.017302888417 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5AL9 2547555.83000000 PA USD 2134029.43000000 0.106600100743 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131YAV98 290785.59000000 PA USD 265296.62000000 0.013252228868 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392EHN3 26684.02000000 PA USD 26448.11000000 0.001321149160 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 5.83509960 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31334YHQ3 2127089.13000000 PA USD 1731818.24000000 0.086508647096 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 921600.05000000 PA USD 899806.14000000 0.044947564370 Long ABS-MBS USGSE US Y 2 2029-09-25 Floating 11.43110880 N N N N N N PRPM LLC N/A 69357QAB2 2000000.00000000 PA USD 1533012.80000000 0.076577818760 Long ABS-MBS CORP US Y 2 2051-10-25 Variable 2.23700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ML4S6 261183.20000000 PA USD 233388.95000000 0.011658361048 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JMBK7 1129712.51000000 PA USD 994841.34000000 0.049694810004 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C2Y85 4318933.74000000 PA USD 3984785.87000000 0.199050008032 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140E9H66 17549.24000000 PA USD 14458.35000000 0.000722230698 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H0426B0 72120488.00000000 PA USD 65112900.78000000 3.252552043222 Long ABS-MBS USGA US N 2 2053-11-15 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C4AQ7 6465479.41000000 PA USD 5962366.51000000 0.297835100912 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Chase Mortgage Finance Corp. 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