N-MFP2 0000277751 XXXXXXXX 2019-10-31 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 28 28 43157984.95 47153674.05 43552647.51 45371508.03 193715647.57 194704776.74 197101596.03 198899733.78 .1904 .2071 .1918 .1982 .8547 .8553 .8681 .8690 65668.15 229225831.14 229206512.37 82394.31 397032.99 228957541.84 228967702.30 1.0000 .0188 1.0002 1.0002 1.0002 1.0001 C000028921 2500.00 8518169.43 8518415.48 1.0002 1.0002 1.0002 1.0002 111899.78 213783.53 147592.39 249914.12 204208.84 79942.71 2500.00 209233.97 478696.97 725160.95 .0128 Y Janus Capital voluntarily waived one-half of the Funds investment advisory fee equal to $734.29. C000083514 2500.00 220439372.41 220449286.82 1.0002 1.0002 1.0002 1.0001 3841417.17 1107150.68 2128046.74 1111241.49 1819419.28 2612729.41 3049036.84 1107892.22 12039930.56 6678085.01 .0130 Y Janus Capital voluntarily waived one-half of the Funds investment advisory fee equal to $18,506.84. AE REALTY LLC AE REALTY LLC 2.000000% 0010ENAA1 549300WHXQ8NS5FNR485 US0010ENAA11 BF04L14 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 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 .0202 380000.00 380000.00 .0017 N N Y N Clearwater Solutions LLC Clearwater Solutions LLC 1.870000% 18538VAA2 US18538VAA26 BYSV0T1 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 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 .0189 275000.00 275000.00 .0012 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% 10077639.42 10200002.22 U.S. Treasuries (including strips) Y Standard & Poor A-1 2019-11-01 2019-11-01 2019-11-01 N N N .0170 10000000.00 10000000.00 .0437 N Y Y N Cypress Bend Real Estate Development Co LLC Cypress Bend Real Estate Development Co LLC 1.860000% 23267QAB8 US23267QAB86 BYSV0V3 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 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 .0188 9000000.00 9000000.00 .0393 N N Y 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 2994155.01 2994155.01 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.066766% 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 6000000.00 6000000.00 .0262 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.962896% 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 2999580.00 2999580.00 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.973298% 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 2999439.99 2999439.99 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.030435% 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 2999300.01 2999300.01 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.987177% 313384NY1 US313384NY16 BK8VH47 U.S. Government Agency Debt Y Moody's P-1 2019-11-07 2019-11-07 2019-11-07 N N N .0199 2999160.00 2999160.00 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.014773% 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 5998039.98 5998039.98 .0262 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.987773% 313384PE3 US313384PE34 U.S. Government Agency Debt Y Moody's P-1 2019-11-13 2019-11-13 2019-11-13 N N N .0199 2998320.00 2998320.00 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.879761% 313384PF0 US313384PF09 BK71L24 U.S. Government Agency Debt Y Moody's P-1 2019-11-14 2019-11-14 2019-11-14 N N N .0188 2998179.99 2998179.99 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.994045% 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 .0199 5996080.02 5996080.02 .0262 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.823581% 313384PK9 US313384PK93 U.S. Government Agency Debt Y Moody's P-1 2019-11-18 2019-11-18 2019-11-18 N N N .0182 5995240.02 5995240.02 .0262 N N Y 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 2997339.99 2997339.99 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.967369% 313384PN3 US313384PN33 BKBPY89 U.S. Government Agency Debt Y Moody's P-1 2019-11-21 2019-11-21 2019-11-21 N N N .0197 2997200.01 2997200.01 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.957881% 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 .0196 8991180.00 8991180.00 .0393 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.947014% 313384PT0 US313384PT03 BK6H3J4 U.S. Government Agency Debt Y Moody's P-1 2019-11-26 2019-11-26 2019-11-26 N N N .0195 2996499.99 2996499.99 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.953189% 313384PZ6 US313384PZ62 U.S. Government Agency Debt Y Moody's P-1 2019-12-02 2019-12-02 2019-12-02 N N N .0195 2995685.82 2995685.82 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.730081% 313384QB8 US313384QB85 U.S. Government Agency Debt Y Moody's P-1 2019-12-04 2019-12-04 2019-12-04 N N N .0173 2995407.51 2995407.51 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.742112% 313384QC6 US313384QC68 BJLL219 U.S. Government Agency Debt Y Moody's P-1 2019-12-05 2019-12-05 2019-12-05 N N N .0174 2995268.34 2995268.34 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.963538% 313384QD4 US313384QD42 BKLJS56 U.S. Government Agency Debt Y Moody's P-1 2019-12-06 2019-12-06 2019-12-06 N N N .0196 2995129.17 2995129.17 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.732542% 313384QG7 US313384QG72 U.S. Government Agency Debt Y Moody's P-1 2019-12-09 2019-12-09 2019-12-09 N N N .0173 2994711.66 2994711.66 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.747933% 313384QH5 US313384QH55 BTFRF36 U.S. Government Agency Debt Y Moody's P-1 2019-12-10 2019-12-10 2019-12-10 N N N .0175 2994572.49 2994572.49 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.963541% 313384QJ1 US313384QJ12 BYNF4K7 U.S. Government Agency Debt Y Moody's P-1 2019-12-11 2019-12-11 2019-12-11 N N N .0196 2994433.32 2994433.32 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.727437% 313384QP7 US313384QP71 BJ9M8Q1 U.S. Government Agency Debt Y Moody's P-1 2019-12-16 2019-12-16 2019-12-16 N N N .0173 2993737.50 2993737.50 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.778960% 313384QR3 US313384QR38 U.S. Government Agency Debt Y Moody's P-1 2019-12-18 2019-12-18 2019-12-18 N N N .0178 2993459.16 2993459.16 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.727561% 313384QS1 US313384QS11 BJ9M8P0 U.S. Government Agency Debt Y Moody's P-1 2019-12-19 2019-12-19 2019-12-19 N N N .0173 2993319.99 2993319.99 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.717274% 313384QW2 US313384QW23 BK9S9V8 U.S. Government Agency Debt Y Moody's P-1 2019-12-23 2019-12-23 2019-12-23 N N N .0172 2992763.34 2992763.34 .0131 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.666384% 313384RH4 US313384RH47 BK0W9D1 U.S. Government Agency Debt Y Moody's P-1 2020-01-03 2020-01-03 2020-01-03 N N N .0167 2991495.00 2991495.00 .0131 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.708003% 313384RL5 US313384RL58 BYXVY27 U.S. Government Agency Debt Y Moody's P-1 2020-01-06 2020-01-06 2020-01-06 N N N .0171 2991090.00 2991090.00 .0131 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.713151% 313384RN1 US313384RN15 BK9PZB1 U.S. Government Agency Debt Y Moody's P-1 2020-01-08 2020-01-08 2020-01-08 N N N .0171 2990820.00 2990820.00 .0131 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.564452% 313384RP6 US313384RP62 U.S. Government Agency Debt Y Moody's P-1 2020-01-09 2020-01-09 2020-01-09 N N N .0156 2990685.00 2990685.00 .0131 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.697829% 313384RV3 US313384RV31 U.S. Government Agency Debt Y Moody's P-1 2020-01-15 2020-01-15 2020-01-15 N N N .0170 2989875.00 2989875.00 .0131 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.667428% 313384SD2 US313384SD24 BKDM8J7 U.S. Government Agency Debt Y Moody's P-1 2020-01-23 2020-01-23 2020-01-23 N N N .0167 2988795.00 2988795.00 .0131 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.636522% 313384SE0 US313384SE07 BJYR0T8 U.S. Government Agency Debt Y Moody's P-1 2020-01-24 2020-01-24 2020-01-24 N N N .0164 5977320.00 5977320.00 .0261 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.619718% 313384SK6 US313384SK66 U.S. Government Agency Debt Y Moody's P-1 2020-01-29 2020-01-29 2020-01-29 N N N .0162 5975970.00 5975970.00 .0261 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.642088% 313384SR1 US313384SR10 BVVT0M4 U.S. Government Agency Debt Y Moody's P-1 2020-02-04 2020-02-04 2020-02-04 N N N .0164 2987254.17 2987254.17 .0130 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.793868% 313384VA4 US313384VA48 BWTN3W6 U.S. Government Agency Debt Y Moody's P-1 2020-04-01 2020-04-01 2020-04-01 N N N .0179 2979733.32 2979733.32 .0130 N N N N FHLMC Multifamily VRD Certificates Taxable FHLMC Multifamily VRD Certificates Taxable 1.900000% 31394THC2 US31394THC27 BFM8426 U.S. Government Agency Debt Y Moody's P-1 2019-11-07 2019-11-07 2042-01-15 Y Freddie Mac 1.0000 7 N Moody's P-1 Y Freddie Mac 1.0000 Moody's P-1 N .0195 5344328.65 5344328.65 .0233 N N Y N Florida Food Products Inc Florida Food Products Inc 1.920000% 340683AA9 US340683AA93 BD6F098 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 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 .0194 1350000.00 1350000.00 .0059 N N Y N Freddie Mac Discount Notes Freddie Mac Discount Notes 1.954728% 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 2995407.51 2995407.51 .0131 N N N N Freddie Mac Discount Notes Freddie Mac Discount Notes 1.903710% 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 2994294.18 2994294.18 .0131 N N Y N Freddie Mac Discount Notes Freddie Mac Discount Notes 1.880890% 313396RG0 US313396RG02 BK5GMF1 U.S. Government Agency Debt Y Moody's P-1 2020-01-02 2020-01-02 2020-01-02 N N N .0188 2991630.00 2991630.00 .0131 N N N N Freddie Mac Discount Notes Freddie Mac Discount Notes 1.796687% 313396SC8 US313396SC88 U.S. Government Agency Debt Y Moody's P-1 2020-01-22 2020-01-22 2020-01-22 N N N .0180 2988930.00 2988930.00 .0130 N N N 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% 1317030.27 1318379.64 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2044-11-01 2044-11-01 3.50% 14265.05 14956.88 Agency Mortgage-Backed Securities Ginnie Mae 2041-04-16 2052-02-16 2.30% to 3.56% 3769122.21 3766663.50 Agency Mortgage-Backed Securities Y Standard & Poor A-1 2019-11-01 2019-11-01 2019-11-01 N N N .0166 5000000.00 5000000.00 .0218 N Y Y N Greer Family LLC Greer Family LLC 1.860000% 397438AA0 US397438AA00 BD6F0G5 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 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 .0188 3000000.00 3000000.00 .0131 N N Y 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% 4811562.75 5100000.00 Agency Mortgage-Backed Securities Y Standard & Poor A-1+ 2019-11-01 2019-11-01 2019-11-01 N N N .0172 5000000.00 5000000.00 .0218 N Y 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% 12659.74 13554.76 Agency Mortgage-Backed Securities Fannie Mae 2020-03-01 2048-11-01 2.51% to 4.50% 75365.09 81046.11 Agency Mortgage-Backed Securities Ginnie Mae 2043-05-20 2049-01-20 3.88% to 5.00% 4724942.78 5005638.55 Agency Mortgage-Backed Securities Y Standard & Poor A-1 2019-11-01 2019-11-01 2019-11-01 N N N .0169 5000000.00 5000000.00 .0218 N Y Y N Irrevocable Trust Agreement John A Thomas & Elizabeth F Thomas Irrevocable Trust Agreement John A Thomas & Elizabeth F Thomas 1.920000% 46358RAA9 US46358RAA95 BYSX0K8 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 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 .0194 2500000.00 2500000.00 .0109 N N Y N Johnson Capital Management LLC Johnson Capital Management LLC 1.930000% 478186AA7 US478186AA77 BYSX0M0 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 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 .0198 2845000.00 2845000.00 .0124 N N Y N Kenneth Rosenthal Irrevocable Life Insurance Trust Kenneth Rosenthal Irrevocable Life Insurance Trust 1.860000% 489544AA4 US489544AA48 BYSYNC4 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 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 .0188 6425000.00 6425000.00 .0281 N N Y N Lake Nona Trust Lake Nona Trust 1.940000% 510224AA6 US510224AA63 BYSYNG8 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 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 .0196 2700000.00 2700000.00 .0118 N N Y N Mississippi Business Finance Corp Mississippi Business Finance Corp 1.950000% 605279LU0 549300DYV074JUDKBQ77 US605279LU01 BF5GLK4 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 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 .0197 640000.00 640000.00 .0028 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 3020000.00 3020000.00 .0132 N N 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% 2937854.31 3038108.64 Agency Mortgage-Backed Securities Fannie Mae 2029-01-25 2049-07-25 0.00% to 28.66% 4503656.08 4730230.48 Agency Mortgage-Backed Securities Ginnie Mae 2037-04-20 2049-07-20 2.15% to 16.29% 184399.13 188036.58 Agency Mortgage-Backed Securities Y Standard & Poor A-1+ 2019-11-01 2019-11-01 2019-11-01 N N N .0170 7800000.00 7800000.00 .0341 N Y Y N Thomas H Turner Family Irrevocably Trust Thomas H Turner Family Irrevocably Trust 1.860000% 884403AA4 US884403AA40 BF04DZ2 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 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 .0188 4500000.00 4500000.00 .0197 N N N N Tyler Enterprises LLC Tyler Enterprises LLC 2.000000% 902201AA0 US902201AA02 BF04F01 Variable Rate Demand Note Y N/A N/A 2019-11-07 2019-11-07 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 .0202 715000.00 715000.00 .0031 N N Y 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% 10062628.25 10200493.01 Agency Mortgage-Backed Securities Y Standard & Poor A-1 2019-11-01 2019-11-01 2019-11-01 N N N .0174 10000000.00 10000000.00 .0437 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