N-MFP2 0000277751 XXXXXXXX 2019-08-31 0000277751 W6UYDZFUOFJ4HQQ32382 S000010466 2 N N 002-34393 JANUS CAPITAL MANAGEMENT LLC 801-13991 PRICEWATERHOUSECOOPERS LLP DENVER CO JANUS CAPITAL MANAGEMENT LLC JANUS SERVICES LLC 0001170078 084-06024 N N N Exempt Government N 27 27 42776278.50 40524641.18 48127361.09 40279982.62 50470086.80 188045432.02 182806744.17 187383574.74 176547391.04 180486203.76 .1990 .1853 .2156 .1795 .2239 .8748 .8359 .8392 .7867 .8007 70086.67 225266337.15 225259077.63 75741.13 425096.38 224979809.05 224989969.46 1.0000 .0212 1.0001 1.0002 1.0001 1.0001 1.0001 C000028921 2500.00 8726673.58 8726919.64 1.0001 1.0002 1.0001 1.0001 1.0001 91292.21 5453.31 17152.96 65703.06 183550.19 83181.17 90797.98 16492.89 342126.74 2491.19 657292.81 169184.15 .0152 Y Janus Capital voluntarily waived one-half of the Funds investment advisory fee equal to $755.06. C000083514 2500.00 216253135.47 216263049.82 1.0001 1.0001 1.0001 1.0001 1.0001 3048327.97 2024477.23 6837592.85 3143170.54 5647702.73 1261432.20 3586015.50 2614472.63 2276031.62 1710548.92 20071342.67 9484414.69 .0154 Y Janus Capital voluntarily waived one-half of the Funds investment advisory fee equal to $19,183.33. AE REALTY LLC AE REALTY LLC 2.400000% 0010ENAA1 549300WHXQ8NS5FNR485 US0010ENAA11 BF04L14 Variable Rate Demand Note Y N/A N/A 2019-09-07 2019-09-07 2023-10-01 Y Federal Home Loan Bank 1.0000 7 N Moody's P-1 Y Federal Home Loan Bank 1.0000 Moody's P-1 N .0243 480000.00 480000.00 .0021 N N Y N Clearwater Solutions LLC Clearwater Solutions LLC 2.160000% 18538VAA2 US18538VAA26 BYSV0T1 Variable Rate Demand Note Y N/A N/A 2019-09-07 2019-09-07 2021-09-01 Y Federal Home Loan Bank 1.0000 7 N Moody's P-1 Y Federal Home Loan Bank 1.0000 Moody's P-1 N .0218 450000.00 450000.00 .0020 N N Y N Cypress Bend Real Estate Development Co LLC Cypress Bend Real Estate Development Co LLC 2.200000% 23267QAB8 US23267QAB86 BYSV0V3 Variable Rate Demand Note Y N/A N/A 2019-09-07 2019-09-07 2033-04-01 Y Federal Home Loan Bank 1.0000 7 N Moody's P-1 Y Federal Home Loan Bank 1.0000 Moody's P-1 N .0222 9000000.00 9000000.00 .0400 N N Y N Fannie Mae Discount Notes Fannie Mae Discount Notes 2.219747% 313588ML6 US313588ML65 BK5T9T3 U.S. Government Agency Debt Y Moody's P-1 2019-10-02 2019-10-02 2019-10-02 N N N .0222 2995094.16 2995094.16 .0133 N N Y N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 2.042010% 313312NQ9 US313312NQ96 BJGTLQ6 U.S. Government Agency Debt Y Moody's P-1 2019-10-30 2019-10-30 2019-10-30 N N N .0204 2990357.49 2990357.49 .0133 N N N N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 1.924014% 313312QL7 US313312QL72 BKTMYX7 U.S. Government Agency Debt Y Moody's P-1 2019-12-13 2019-12-13 2019-12-13 N N N .0192 2983671.66 2983671.66 .0133 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.244697% 313384LG2 US313384LG28 U.S. Government Agency Debt Y Moody's P-1 2019-09-04 2019-09-04 2019-09-04 N N N .0224 5999655.00 5999655.00 .0267 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.297128% 313384LJ6 US313384LJ66 BJQ3RD7 U.S. Government Agency Debt Y Moody's P-1 2019-09-06 2019-09-06 2019-09-06 N N N .0230 2999482.50 2999482.50 .0133 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.208124% 313384LM9 US313384LM95 BJR67L3 U.S. Government Agency Debt Y Moody's P-1 2019-09-09 2019-09-09 2019-09-09 N N N .0221 2998965.00 2998965.00 .0133 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.197802% 313384LN7 US313384LN78 BK5T9N7 U.S. Government Agency Debt Y Moody's P-1 2019-09-10 2019-09-10 2019-09-10 N N N .0220 2998792.50 2998792.50 .0133 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.230237% 313384LP2 US313384LP27 BJL2YB6 U.S. Government Agency Debt Y Moody's P-1 2019-09-11 2019-09-11 2019-09-11 N N N .0223 2998620.00 2998620.00 .0133 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.216807% 313384LR8 US313384LR82 BK5TCC7 U.S. Government Agency Debt Y Moody's P-1 2019-09-13 2019-09-13 2019-09-13 N N N .0222 5996550.00 5996550.00 .0267 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.177353% 313384LU1 US313384LU12 B5L62V6 U.S. Government Agency Debt Y Moody's P-1 2019-09-16 2019-09-16 2019-09-16 N N N .0218 2997757.50 2997757.50 .0133 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.262001% 313384LV9 US313384LV94 BJL2YC7 U.S. Government Agency Debt Y Moody's P-1 2019-09-17 2019-09-17 2019-09-17 N N N .0226 2997585.00 2997585.00 .0133 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.199346% 313384LW7 US313384LW77 BKF2L63 U.S. Government Agency Debt Y Moody's P-1 2019-09-18 2019-09-18 2019-09-18 N N N .0220 2997412.50 2997412.50 .0133 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.179276% 313384LY3 US313384LY34 BJDQZD5 U.S. Government Agency Debt Y Moody's P-1 2019-09-20 2019-09-20 2019-09-20 N N N .0218 2997067.50 2997067.50 .0133 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.167099% 313384MB2 US313384MB22 BJGWQM6 U.S. Government Agency Debt Y Moody's P-1 2019-09-23 2019-09-23 2019-09-23 N N N .0217 2996550.00 2996550.00 .0133 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.146211% 313384MD8 US313384MD87 BJBM706 U.S. Government Agency Debt Y Moody's P-1 2019-09-25 2019-09-25 2019-09-25 N N N .0215 2996205.00 2996205.00 .0133 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.223440% 313384MF3 US313384MF36 BK8MDH5 U.S. Government Agency Debt Y Moody's P-1 2019-09-27 2019-09-27 2019-09-27 N N N .0222 5991720.00 5991720.00 .0266 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.214760% 313384MK2 US313384MK21 BJR69W8 U.S. Government Agency Debt Y Moody's P-1 2019-10-01 2019-10-01 2019-10-01 N N N .0221 2995263.33 2995263.33 .0133 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.069381% 313384ML0 US313384ML04 BYM90G8 U.S. Government Agency Debt Y Moody's P-1 2019-10-02 2019-10-02 2019-10-02 N N N .0207 2995094.16 2995094.16 .0133 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.127036% 313384MN6 US313384MN69 BKKGCQ7 U.S. Government Agency Debt Y Moody's P-1 2019-10-04 2019-10-04 2019-10-04 N N N .0213 2994755.82 2994755.82 .0133 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.137085% 313384MT3 US313384MT30 U.S. Government Agency Debt Y Moody's P-1 2019-10-09 2019-10-09 2019-10-09 N N N .0214 5987820.00 5987820.00 .0266 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.090747% 313384MV8 US313384MV85 BJBL1T0 U.S. Government Agency Debt Y Moody's P-1 2019-10-11 2019-10-11 2019-10-11 N N N .0209 5987143.32 5987143.32 .0266 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.039361% 313384MZ9 US313384MZ99 BFZ93K7 U.S. Government Agency Debt Y Moody's P-1 2019-10-15 2019-10-15 2019-10-15 N N N .0204 2992895.01 2992895.01 .0133 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.132482% 313384NA3 US313384NA30 BK1XSJ2 U.S. Government Agency Debt Y Moody's P-1 2019-10-16 2019-10-16 2019-10-16 N N N .0213 2992725.84 2992725.84 .0133 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.122472% 313384NC9 US313384NC95 BK1XSN6 U.S. Government Agency Debt Y Moody's P-1 2019-10-18 2019-10-18 2019-10-18 N N N .0212 2992387.50 2992387.50 .0133 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.127665% 313384NK1 US313384NK12 BJBLV89 U.S. Government Agency Debt Y Moody's P-1 2019-10-25 2019-10-25 2019-10-25 N N N .0213 2991203.34 2991203.34 .0133 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.130998% 313384NQ8 US313384NQ81 BJBM728 U.S. Government Agency Debt Y Moody's P-1 2019-10-30 2019-10-30 2019-10-30 N N N .0213 2990357.49 2990357.49 .0133 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.066737% 313384NS4 US313384NS48 BJVNFB6 U.S. Government Agency Debt Y Moody's P-1 2019-11-01 2019-11-01 2019-11-01 N N N .0207 5980628.34 5980628.34 .0266 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.962894% 313384NV7 US313384NV76 U.S. Government Agency Debt Y Moody's P-1 2019-11-04 2019-11-04 2019-11-04 N N N .0196 2989821.66 2989821.66 .0133 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.973294% 313384NW5 US313384NW59 U.S. Government Agency Debt Y Moody's P-1 2019-11-05 2019-11-05 2019-11-05 N N N .0197 2989657.50 2989657.50 .0133 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.030437% 313384NX3 US313384NX33 BWSZ9J2 U.S. Government Agency Debt Y Moody's P-1 2019-11-06 2019-11-06 2019-11-06 N N N .0203 2989493.34 2989493.34 .0133 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.014779% 313384NZ8 US313384NZ80 B566V36 U.S. Government Agency Debt Y Moody's P-1 2019-11-08 2019-11-08 2019-11-08 N N N .0201 5978329.98 5978329.98 .0266 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.974055% 313384PG8 US313384PG81 BJXTL81 U.S. Government Agency Debt Y Moody's P-1 2019-11-15 2019-11-15 2019-11-15 N N N .0197 2988015.84 2988015.84 .0133 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.046579% 313384PM5 US313384PM59 U.S. Government Agency Debt Y Moody's P-1 2019-11-20 2019-11-20 2019-11-20 N N N .0205 2987195.01 2987195.01 .0133 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.986351% 313384PP8 US313384PP80 BJP0B60 U.S. Government Agency Debt Y Moody's P-1 2019-11-22 2019-11-22 2019-11-22 N N N .0199 2986866.66 2986866.66 .0133 N N N N FHLMC Multifamily VRD Certificates Taxable FHLMC Multifamily VRD Certificates Taxable 2.210000% 31394THC2 US31394THC27 BFM8426 U.S. Government Agency Debt Y Moody's P-1 2019-09-07 2019-09-07 2042-01-15 Y Freddie Mac 1.0000 7 N Moody's P-1 Y Freddie Mac 1.0000 Moody's P-1 N .0227 5382237.21 5382237.21 .0239 N N Y N Florida Food Products Inc Florida Food Products Inc 2.300000% 340683AA9 US340683AA93 BD6F098 Variable Rate Demand Note Y N/A N/A 2019-09-07 2019-09-07 2022-12-01 Y Federal Home Loan Bank 1.0000 7 N Moody's P-1 Y Federal Home Loan Bank 1.0000 Moody's P-1 N .0232 1350000.00 1350000.00 .0060 N N Y N Freddie Mac Discount Notes Freddie Mac Discount Notes 1.954730% 313396QB2 US313396QB24 U.S. Government Agency Debt Y Moody's P-1 2019-12-04 2019-12-04 2019-12-04 N N N .0195 2985126.66 2985126.66 .0133 N N N N Freddie Mac Discount Notes Freddie Mac Discount Notes 1.903711% 313396QK2 US313396QK23 BJXTXY1 U.S. Government Agency Debt Y Moody's P-1 2019-12-12 2019-12-12 2019-12-12 N N N .0190 2983833.33 2983833.33 .0133 N N N N Greer Family LLC Greer Family LLC 2.200000% 397438AA0 US397438AA00 BD6F0G5 Variable Rate Demand Note Y N/A N/A 2019-09-07 2019-09-07 2031-08-01 Y Federal Home Loan Bank 1.0000 7 N Moody's P-1 Y Federal Home Loan Bank 1.0000 Moody's P-1 N .0222 3000000.00 3000000.00 .0133 N N Y N Irrevocable Trust Agreement John A Thomas & Elizabeth F Thomas Irrevocable Trust Agreement John A Thomas & Elizabeth F Thomas 2.300000% 46358RAA9 US46358RAA95 BYSX0K8 Variable Rate Demand Note Y N/A N/A 2019-09-07 2019-09-07 2020-12-01 Y Federal Home Loan Bank 1.0000 7 N Moody's P-1 Y Federal Home Loan Bank 1.0000 Moody's P-1 N .0232 2500000.00 2500000.00 .0111 N N Y N Johnson Capital Management LLC Johnson Capital Management LLC 2.300000% 478186AA7 US478186AA77 BYSX0M0 Variable Rate Demand Note Y N/A N/A 2019-09-07 2019-09-07 2047-06-03 Y Federal Home Loan Bank 1.0000 7 N Moody's P-1 Y Federal Home Loan Bank 1.0000 Moody's P-1 N .0236 2845000.00 2845000.00 .0126 N N Y N Kenneth Rosenthal Irrevocable Life Insurance Trust Kenneth Rosenthal Irrevocable Life Insurance Trust 2.200000% 489544AA4 US489544AA48 BYSYNC4 Variable Rate Demand Note Y N/A N/A 2019-09-07 2019-09-07 2036-04-01 Y Federal Home Loan Bank 1.0000 7 N Moody's P-1 Y Federal Home Loan Bank 1.0000 Moody's P-1 N .0222 6425000.00 6425000.00 .0286 N N Y N Lake Nona Trust Lake Nona Trust 2.300000% 510224AA6 US510224AA63 BYSYNG8 Variable Rate Demand Note Y N/A N/A 2019-09-07 2019-09-07 2044-10-01 Y Federal Home Loan Bank 1.0000 7 N Moody's P-1 Y Federal Home Loan Bank 1.0000 Moody's P-1 N .0232 2800000.00 2800000.00 .0124 N N Y N Mississippi Business Finance Corp Mississippi Business Finance Corp 2.140000% 605279LU0 549300DYV074JUDKBQ77 US605279LU01 BF5GLK4 Variable Rate Demand Note Y N/A N/A 2019-09-07 2019-09-07 2021-09-01 Y Federal Home Loan Bank 1.0000 7 N Moody's P-1 Y Federal Home Loan Bank 1.0000 Moody's P-1 N .0216 640000.00 640000.00 .0028 N N Y N Mississippi Business Finance Corp Mississippi Business Finance Corp 2.140000% 605279LW6 549300DYV074JUDKBQ77 US605279LW66 BF5GLM6 Variable Rate Demand Note Y N/A N/A 2019-09-07 2019-09-07 2034-01-01 Y Federal Home Loan Bank 1.0000 7 N Moody's P-1 Y Federal Home Loan Bank 1.0000 Moody's P-1 N .0216 2865000.00 2865000.00 .0127 N N Y N Mississippi Business Finance Corp Mississippi Business Finance Corp 2.140000% 605279MA3 549300DYV074JUDKBQ77 US605279MA38 BF5GLQ0 Variable Rate Demand Note Y N/A N/A 2019-09-07 2019-09-07 2035-12-01 Y Federal Home Loan Bank 1.0000 7 N Moody's P-1 Y Federal Home Loan Bank 1.0000 Moody's P-1 N .0216 3020000.00 3020000.00 .0134 N N Y N Royal Bank of Canada, NY Branch Joint Repurchase Agreement Royal Bank of Canada, NY Branch Joint Repurchase Agreement 2.090000% RY0903A19 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Freddie Mac 2028-11-01 2049-09-25 1.40% to 26.13% 27118410.42 28033598.49 Agency Mortgage-Backed Securities Fannie Mae 2029-01-25 2049-07-25 0.00% to 26.73% 20153394.20 21225422.24 Agency Mortgage-Backed Securities Ginnie Mae 2032-08-16 2049-07-20 2.47% to 37.12% 1399258.80 1424861.56 Agency Mortgage-Backed Securities U.S. Treasury 2020-06-18 2020-06-18 0.00% 746659.20 736055.89 U.S. Treasuries (including strips) Y Standard & Poor A-1+ 2019-09-03 2019-09-03 2019-09-03 N N N .0209 50400000.00 50400000.00 .2240 N Y Y N Thomas H Turner Family Irrevocably Trust Thomas H Turner Family Irrevocably Trust 2.200000% 884403AA4 US884403AA40 BF04DZ2 Variable Rate Demand Note Y N/A N/A 2019-09-07 2019-09-07 2020-06-01 Y Federal Home Loan Bank 1.0000 7 N Moody's P-1 Y Federal Home Loan Bank 1.0000 Moody's P-1 N .0222 4500000.00 4500000.00 .0200 N N Y N Tyler Enterprises LLC Tyler Enterprises LLC 2.400000% 902201AA0 US902201AA02 BF04F01 Variable Rate Demand Note Y N/A N/A 2019-09-07 2019-09-07 2022-10-03 Y Federal Home Loan Bank 1.0000 7 N Moody's P-1 Y Federal Home Loan Bank 1.0000 Moody's P-1 N .0243 895000.00 895000.00 .0040 N N Y N JANUS INVESTMENT FUND 2019-09-09 Jesper Nergaard Jesper Nergaard Vice President, Chief Financial Officer, Treasurer and Principal Accounting Officer of Janus Investment Fund