If you take a look at some of the diagrams on the Rane site you will see 3 connectors in a standard balanced cable. Now when you use TS connectors one of the three coloured lines will not be used and the connection between to two devices (DJR 400--(NANO)--Rockit) will now be unbalanced. If you think about one of the coloured lines(RED, BLACK, GREEN), as soon as you introduce a TS then one would be broken. So if you want to maintain the balanced connection then use TRS through the complete chain.
Saying that, doesn't mean TS will not work, it's just best practice to keep balanced lines, balanced througout to avoid any potential issues.