N-MFP2 0000277751 XXXXXXXX 2019-10-31 0000277751 W6UYDZFUOFJ4HQQ32382 S000010472 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 Prime Y 34 34 237637795.05 229769452.47 190691290.91 212230164.45 471113751.39 454733082.60 423657463.46 395211577.15 .2505 .2424 .2008 .2233 .4966 .4796 .4461 .4158 224788.43 947283840.38 947158037.68 1232085.76 2267031.27 946347880.60 946372402.32 1.0000 .0195 1.0000 1.0000 1.0001 1.0001 C000028930 2500.00 12719074.79 12727236.95 .9994 .9994 .9995 .9995 555804.51 62481.43 595450.28 576152.87 248427.96 258331.83 564692.25 704140.66 2018479.97 2102563.54 .0136 Y Janus Capital voluntarily waived one-half of the Funds investment advisory fee equal to $1,121.63. C000083519 2500.00 933628805.81 933645165.37 1.0000 1.0000 1.0001 1.0001 9244315.63 6923172.06 6402143.06 7378154.81 7409913.36 5992849.10 6315308.55 5841444.47 34215460.67 32163517.67 .0138 Y Janus Capital voluntarily waived one-half of the Funds investment advisory fee equal to $79,136.07. Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 2.019062% 04821UY89 Asset Backed Commercial Paper Y Standard & Poor A-1 2019-11-08 2019-11-08 2019-11-08 N Y Credit Agricole Corporate and Investment Bank 1.0000 Standard & Poor A-1 N .0202 7996936.88 7996936.88 .0085 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 1.998343% 04821UYF3 Asset Backed Commercial Paper Y Standard & Poor A-1 2019-11-15 2019-11-15 2019-11-15 N Y Credit Agricole Corporate and Investment Bank 1.0000 Standard & Poor A-1 N .0200 11991300.00 11991300.00 .0127 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 1.957026% 04821UYN6 Asset Backed Commercial Paper Y Standard & Poor A-1 2019-11-22 2019-11-22 2019-11-22 N Y Credit Agricole Corporate and Investment Bank 1.0000 Standard & Poor A-1 N .0196 24973248.50 24973248.50 .0264 N N N N Bank of Montreal/Chicago IL Bank of Montreal/Chicago IL 2.030000% 06370R4W6 Certificate of Deposit Y Standard & Poor A-1 2020-01-02 2020-01-02 2020-01-02 N N N .0207 20010967.40 20010967.40 .0211 N N N N Bank of Montreal/Chicago IL Bank of Montreal/Chicago IL 1.940000% 06370R5N5 Certificate of Deposit Y Standard & Poor A-1 2020-01-09 2020-01-09 2020-01-09 N N N .0198 25011005.75 25011005.75 .0264 N N N N Breckenridge Terrace LLC Breckenridge Terrace LLC 1.900000% 106538AA9 US106538AA95 BF1XMD9 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2039-05-02 Y Bank of America NA 1.0000 7 N Standard & Poor A-1 Y Bank of America NA 1.0000 Standard & Poor A-1 N .0194 14980000.00 14980000.00 .0158 N N Y N Breckenridge Terrace LLC Breckenridge Terrace LLC 1.900000% 106538AB7 US106538AB78 BF04L36 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2039-05-02 Y Bank of America NA 1.0000 7 N Standard & Poor A-1 Y Bank of America NA 1.0000 Standard & Poor A-1 N .0194 4000000.00 4000000.00 .0042 N N Y N Cooperatieve Rabobank UA Cooperatieve Rabobank UA 1.910000% 21684XCX2 Certificate of Deposit Y Standard & Poor A-1 2020-03-11 2020-03-11 2020-03-11 N N N .0195 29998466.40 29998466.40 .0317 N N N N Cooperatieve Rabobank UA Cooperatieve Rabobank UA 1.676947% 21687BY54 Financial Company Commercial Paper Y Standard & Poor A-1 2019-11-05 2019-11-05 2019-11-05 N N N .0168 14996287.50 14996287.50 .0158 N N Y N County of Eagle CO County of Eagle CO 1.900000% 269476AA5 US269476AA53 BF1XPW9 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2027-06-01 Y Bank of America NA 1.0000 7 N Standard & Poor A-1 Y Bank of America NA 1.0000 Standard & Poor A-1 N .0194 9100000.00 9100000.00 .0096 N N Y N County of Eagle CO County of Eagle CO 1.900000% 269476AC1 US269476AC10 BF1XPX0 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2039-05-02 Y Bank of America NA 1.0000 7 N Standard & Poor A-1 Y Bank of America NA 1.0000 Standard & Poor A-1 N .0194 8000000.00 8000000.00 .0085 N N Y N Credit Agricole, New York Joint Repurchase Agreement Credit Agricole, New York Joint Repurchase Agreement 1.700000% CW1101A19 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury 2022-03-31 2029-07-15 0.25% to 2.13% 45349377.40 45900009.99 U.S. Treasuries (including strips) Y Standard & Poor A-1 2019-11-01 2019-11-01 2019-11-01 N N N .0170 45000000.00 45000000.00 .0476 N Y Y N Goldman Sachs & Co. Joint Repurchase Agreement Goldman Sachs & Co. Joint Repurchase Agreement 1.660000% GS1101A19 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Freddie Mac 2033-02-15 2048-11-15 3.02% to 6.16% 3951090.82 3955138.91 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2044-11-01 2044-11-01 3.50% 42795.14 44870.64 Agency Mortgage-Backed Securities Ginnie Mae 2041-04-16 2052-02-16 2.30% to 3.56% 11307366.62 11299990.49 Agency Mortgage-Backed Securities Y Standard & Poor A-1 2019-11-01 2019-11-01 2019-11-01 N N N .0166 15000000.00 15000000.00 .0159 N Y Y N Gotham Funding Corp. Gotham Funding Corp. 1.978595% 38346MZ23 Financial Company Commercial Paper Y Standard & Poor A-1 2019-12-02 2019-12-02 2019-12-02 N N N .0198 14975973.30 14975973.30 .0158 N N N N Griffin-Spalding County Development Authority Griffin-Spalding County Development Authority 1.880000% 398248BX1 549300QOJTNBCKFAQ841 US398248BX18 BF5F8T9 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2028-08-01 Y Bank of America NA 1.0000 7 N Standard & Poor A-1 Y Bank of America NA 1.0000 Standard & Poor A-1 N .0190 3750000.00 3750000.00 .0040 N N Y N Harry M Rubin 2014 Insurance Trust Harry M Rubin 2014 Insurance Trust 1.860000% 41587EAA2 US41587EAA29 BYSX0G4 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2034-10-01 Y Wells Fargo Bank NA 1.0000 7 N Standard & Poor A-1 Y Wells Fargo Bank NA 1.0000 Standard & Poor A-1 N .0188 6460000.00 6460000.00 .0068 N N Y N Hawkes 0-Side I LLC Hawkes 0-Side I LLC 1.880000% 420149AA4 US420149AA42 BWX1N37 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2055-04-01 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 .0190 8800000.00 8800000.00 .0093 N N Y N HSBC Bank PLC HSBC Bank PLC 1.971865% 40433GAN7 Financial Company Commercial Paper Y Standard & Poor A-1+ 2020-01-22 2020-01-22 2020-01-22 N N N .0197 14941692.45 14941692.45 .0158 N N N N HSBC Bank PLC HSBC Bank PLC 1.999539% 40433GDF1 Financial Company Commercial Paper Y Standard & Poor A-1+ 2020-04-15 2020-04-15 2020-04-15 N N N .0200 29763973.20 29763973.20 .0314 N N N N HSBC Securities (USA), Inc. Joint Repurchase Agreement HSBC Securities (USA), Inc. Joint Repurchase Agreement 1.720000% HS1101A19 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Fannie Mae 2024-05-01 2049-10-01 3.50% to 7.50% 19246251.01 20400000.00 Agency Mortgage-Backed Securities Y Standard & Poor A-1+ 2019-11-01 2019-11-01 2019-11-01 N N N .0172 20000000.00 20000000.00 .0211 N Y Y N Industrial Development Board of the City of Auburn Industrial Development Board of the City of Auburn 1.860000% 050228AH8 549300A7GYSAJZ7I4317 US050228AH85 BF1XPK7 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2026-07-01 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 .0188 3140000.00 3140000.00 .0033 N N Y N ING Financial Markets LLC Joint Repurchase Agreement ING Financial Markets LLC Joint Repurchase Agreement 1.690000% IG1101D19 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Freddie Mac 2029-09-01 2048-11-01 3.00% to 7.00% 63298.71 67773.82 Agency Mortgage-Backed Securities Fannie Mae 2020-03-01 2048-11-01 2.51% to 4.50% 376825.43 405230.55 Agency Mortgage-Backed Securities Ginnie Mae 2043-05-20 2049-01-20 3.88% to 5.00% 23624713.88 25028192.73 Agency Mortgage-Backed Securities Y Standard & Poor A-1 2019-11-01 2019-11-01 2019-11-01 N N N .0169 25000000.00 25000000.00 .0264 N Y Y N Jefferson Vista Canyon LLC Jefferson Vista Canyon LLC 2.010000% 475469AA0 549300L11AUDI5GU2S19 US475469AA06 BHPFK64 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2058-12-02 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 .0203 5175000.00 5175000.00 .0055 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.108405% 46640PAA1 Financial Company Commercial Paper Y Standard & Poor A-1 2020-01-10 2020-01-10 2020-01-10 N N N .0211 19931997.80 19931997.80 .0210 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 2.058548% 46640PB36 Financial Company Commercial Paper Y Standard & Poor A-1 2020-02-03 2020-02-03 2020-02-03 N N N .0206 24886066.00 24886066.00 .0263 N N N N Lush Properties LLC Lush Properties LLC 1.860000% 550492AA0 US550492AA07 0001437040 BYSYR88 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2033-11-01 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 .0188 5395000.00 5395000.00 .0057 N N Y N Lynette Kerrane-Darragh Children's Trust Lynette Kerrane-Darragh Children's Trust 1.860000% 55143PAA4 US55143PAA49 BYSYT59 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2030-09-01 Y Wells Fargo Bank NA 1.0000 7 N Standard & Poor A-1 Y Wells Fargo Bank NA 1.0000 Standard & Poor A-1 N .0188 4935000.00 4935000.00 .0052 N N Y N Manhattan Asset Funding Co LLC Manhattan Asset Funding Co LLC 1.999219% 56274MYN6 Asset Backed Commercial Paper Y Standard & Poor A-1 2019-11-22 2019-11-22 2019-11-22 N Y Sumitomo Mitsui Banking 1.0000 Standard & Poor A-1 N .0200 9989287.20 9989287.20 .0106 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 1.999109% 56274MYK2 Asset Backed Commercial Paper Y Standard & Poor A-1 2019-11-19 2019-11-19 2019-11-19 N Y Sumitomo Mitsui Banking 1.0000 Standard & Poor A-1 N .0200 19981548.80 19981548.80 .0211 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 1.999165% 56274MYL0 Asset Backed Commercial Paper Y Standard & Poor A-1 2019-11-20 2019-11-20 2019-11-20 N Y Sumitomo Mitsui Banking 1.0000 Standard & Poor A-1 N .0200 14985416.70 14985416.70 .0158 N N N N Michael Dennis Sullivan Irrevocable Trust Michael Dennis Sullivan Irrevocable Trust 1.860000% 594070AA2 US594070AA21 0001018949 BYSYT60 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2035-02-01 Y Wells Fargo Bank NA 1.0000 7 N Standard & Poor A-1 Y Wells Fargo Bank NA 1.0000 Standard & Poor A-1 N .0188 11375000.00 11375000.00 .0120 N N Y N Mississippi Business Finance Corp Mississippi Business Finance Corp 1.850000% 605279MA3 549300DYV074JUDKBQ77 US605279MA38 BF5GLQ0 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 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 .0187 5240000.00 5240000.00 .0055 N N Y N Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 1.998398% 65409SYE2 Asset Backed Commercial Paper Y Standard & Poor A-1 2019-11-14 2019-11-14 2019-11-14 N Y Cooperatieve Rabobank UA 1.0000 Standard & Poor A-1 N .0200 15988986.72 15988986.72 .0169 N N N N Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 2.187588% 65409SZ27 Asset Backed Commercial Paper Y Standard & Poor A-1 2019-12-02 2019-12-02 2019-12-02 N Y Cooperatieve Rabobank UA 1.0000 Standard & Poor A-1 N .0219 24959955.50 24959955.50 .0264 N N N N Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 1.958076% 65409SZB7 Asset Backed Commercial Paper Y Standard & Poor A-1 2019-12-11 2019-12-11 2019-12-11 N Y Cooperatieve Rabobank UA 1.0000 Standard & Poor A-1 N .0196 3991749.88 3991749.88 .0042 N N N N Phoenix Realty Special Account-U LP Phoenix Realty Special Account-U LP 1.900000% 71912TAA2 US71912TAA25 BF5GN31 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2020-04-01 Y Northern Trust Company 1.0000 7 N Standard & Poor A-1+ Y Northern Trust Company 1.0000 Standard & Poor A-1+ N .0192 1675000.00 1675000.00 .0018 N N Y N RDR Investment Co LLC RDR Investment Co LLC 1.930000% 749438AA5 US749438AA51 BF03PN1 Variable Rate Demand Note Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y JP Morgan Chase Bank NA 1.0000 7 N Standard & Poor A-1 Y JP Morgan Chase Bank NA 1.0000 Standard & Poor A-1 N .0195 170000.00 170000.00 .0002 N Y Y N Royal Bank of Canada, NY Branch Joint Repurchase Agreement Royal Bank of Canada, NY Branch Joint Repurchase Agreement 1.700000% RY1101A19 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Freddie Mac 2023-08-01 2049-08-01 2.22% to 27.77% 13258009.17 13710438.99 Agency Mortgage-Backed Securities Fannie Mae 2029-01-25 2049-07-25 0.00% to 28.66% 20324191.56 21346681.12 Agency Mortgage-Backed Securities Ginnie Mae 2037-04-20 2049-07-20 2.15% to 16.29% 832160.19 848575.36 Agency Mortgage-Backed Securities Y Standard & Poor A-1+ 2019-11-01 2019-11-01 2019-11-01 N N N .0170 35200000.00 35200000.00 .0372 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 1.905019% F3JS33DEI6XQ4ZBPTN86 0001534653 83050UYD4 Financial Company Commercial Paper Y Standard & Poor A-1 2019-11-13 2019-11-13 2019-11-13 N N N .0191 24983840.25 24983840.25 .0264 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 1.937759% 83050UZ68 Financial Company Commercial Paper Y Standard & Poor A-1 2019-12-06 2019-12-06 2019-12-06 N N N .0194 19963760.00 19963760.00 .0211 N N N N Societe Generale North America, Inc Societe Generale North America, Inc 1.936166% 83369CY57 Financial Company Commercial Paper Y Standard & Poor A-1 2019-11-05 2019-11-05 2019-11-05 N N N .0194 24993020.75 24993020.75 .0264 N N Y N Societe Generale North America, Inc Societe Generale North America, Inc 1.770408% 83369CYE8 Financial Company Commercial Paper Y Standard & Poor A-1 2019-11-14 2019-11-14 2019-11-14 N N N .0177 19984366.60 19984366.60 .0211 N N N N SSAB AB SSAB AB 1.860000% 78469GAA2 US78469GAA22 0001437040 BF03PS6 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2034-04-01 Y Swedbank AB 1.0000 7 N Standard & Poor A-1+ Y Swedbank AB 1.0000 Standard & Poor A-1+ N .0187 30000000.00 30000000.00 .0317 N N Y N SSAB AB SSAB AB 1.860000% 78469GAB0 US78469GAB05 0001437040 BF03PT7 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2034-05-01 Y Credit Agricole SA 1.0000 7 N Standard & Poor A-1 Y Credit Agricole SA 1.0000 Standard & Poor A-1 N .0187 20000000.00 20000000.00 .0211 N N Y N Steel Dust Recycling LLC Steel Dust Recycling LLC 1.860000% 858115AA6 US858115AA68 BF04DV8 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2046-05-01 Y Comerica Bank 1.0000 7 N Standard & Poor A-2 Y Comerica Bank 1.0000 Standard & Poor A-2 N .0188 13875000.00 13875000.00 .0147 N N Y N Sumitomo Mitsui Banking Corp/New York Sumitomo Mitsui Banking Corp/New York 1.930000% 86565BS69 Certificate of Deposit Y Standard & Poor A-1 2019-11-18 2019-11-18 2019-11-18 N N N .0197 20001270.80 20001270.80 .0211 N N N N Sumitomo Mitsui Banking Corp/New York Sumitomo Mitsui Banking Corp/New York 1.930000% 86565BT84 Certificate of Deposit Y Standard & Poor A-1 2019-11-14 2019-11-14 2019-11-14 N N N .0197 15000742.65 15000742.65 .0159 N N N N Sumitomo Mitsui Banking Corp/New York Sumitomo Mitsui Banking Corp/New York 1.870000% 86565BX63 Certificate of Deposit Y Standard & Poor A-1 2019-12-06 2019-12-06 2019-12-06 N N N .0191 10000530.50 10000530.50 .0106 N N N N Svenska Handelsbanken NY Svenska Handelsbanken NY 1.915790% 86960JDL6 Financial Company Commercial Paper Y Standard & Poor A-1+ 2020-04-20 2020-04-20 2020-04-20 N N N .0192 14860966.65 14860966.65 .0157 N N N N Swedbank AB Swedbank AB 2.189034% 87019SYL2 Financial Company Commercial Paper Y Standard & Poor A-1+ 2019-11-20 2019-11-20 2019-11-20 N N N .0219 19980111.20 19980111.20 .0211 N N N N Swedbank AB Swedbank AB 2.116147% 87019SZC1 Financial Company Commercial Paper Y Standard & Poor A-1+ 2019-12-12 2019-12-12 2019-12-12 N N N .0212 24945691.75 24945691.75 .0264 N N N N Tenderfoot Seasonal Housing LLC Tenderfoot Seasonal Housing LLC 1.900000% 88033VAA5 US88033VAA52 BF5GND1 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2035-07-02 Y Bank of America NA 1.0000 7 N Standard & Poor A-1 Y Bank of America NA 1.0000 Standard & Poor A-1 N .0194 5700000.00 5700000.00 .0060 N N Y N Toronto-Dominion Bank/The Toronto-Dominion Bank/The 2.030000% 89114M6T9 Certificate of Deposit Y Standard & Poor A-1+ 2020-01-17 2020-01-17 2020-01-17 N N N .0207 25013110.50 25013110.50 .0264 N N N N Toronto-Dominion Bank/The Toronto-Dominion Bank/The 2.060000% 89114N3T0 Certificate of Deposit Y Standard & Poor A-1+ 2020-02-14 2020-02-14 2020-02-14 N N N .0210 20015546.60 20015546.60 .0211 N N N N University of Illinois University of Illinois 1.850000% 914353H34 US914353H349 BF5GVC6 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 2044-04-01 Y Northern Trust Company 1.0000 7 N Standard & Poor A-1+ Y Northern Trust Company 1.0000 Standard & Poor A-1+ N .0193 6215000.00 6215000.00 .0066 N N Y N Victory Receivables Corp Victory Receivables Corp 1.811097% 92646LY53 Asset Backed Commercial Paper Y Standard & Poor A-1 2019-11-05 2019-11-05 2019-11-05 N Y MUFG Bank Ltd 1.0000 Standard & Poor A-1 N .0181 14996614.65 14996614.65 .0158 N N Y N Victory Receivables Corp Victory Receivables Corp 1.946984% 92646LYM6 Asset Backed Commercial Paper Y Standard & Poor A-1 2019-11-21 2019-11-21 2019-11-21 N Y MUFG Bank Ltd 1.0000 Standard & Poor A-1 N .0195 14984407.50 14984407.50 .0158 N N N N Wells Fargo Securities LLC Joint Repurchase Agreement Wells Fargo Securities LLC Joint Repurchase Agreement 1.740000% WF1101A19 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Fannie Mae 2032-12-01 2049-09-01 2.50% to 4.50% 40250512.99 40801972.06 Agency Mortgage-Backed Securities Y Standard & Poor A-1 2019-11-01 2019-11-01 2019-11-01 N N N .0174 40000000.00 40000000.00 .0423 N Y Y N JANUS INVESTMENT FUND 2019-11-07 Jesper Nergaard Jesper Nergaard Vice President, Chief Financial Officer, Treasurer and Principal Accounting Officer of Janus Investment Fund