0001752724-24-136898.txt : 20240618 0001752724-24-136898.hdr.sgml : 20240618 20240618115738 ACCESSION NUMBER: 0001752724-24-136898 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240430 FILED AS OF DATE: 20240618 DATE AS OF CHANGE: 20240618 PERIOD START: 20241031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Janus Detroit Street Trust CENTRAL INDEX KEY: 0001500604 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23112 FILM NUMBER: 241050709 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 2024-10-31 2024-04-30 N 8929960341.25 5019947120.06 3910013221.19 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2951735976.73999980 0.00000000 0.00000000 95581764.81000000 USD N Bloomberg U.S. Mortgage Backed Securities (Statistics Universe) LEHM.MC.LEHM000095UUSD FNMA B1V7KEBTPIMZEU4LTD58 3140XGZ85 22804708.94000000 PA USD 20007739.89000000 0.511705172288 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N9MA1 2017052.14000000 PA USD 2000042.06000000 0.051151797880 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N FNMA or FHLMC N/A 01F050650 -299755448.00000000 PA USD -284175059.08000000 -7.26787974884 Short ABS-MBS USGSE US N 2 2054-05-25 Fixed 5.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285VAE9 4178162.40000000 PA USD 4126100.66000000 0.105526514274 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.26000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CWBH6 342664.69000000 PA USD 316677.33000000 0.008099137063 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131YAV98 286736.47000000 PA USD 269370.82000000 0.006889255988 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N J.P. 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