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LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><descRefInstrmnt><otherRefInst><issuerName>HY CDSI GEN</issuerName><issueTitle>HY CDSI GEN 5Y</issueTitle><identifiers><other otherDesc="2I65BRYM6" value="RED Code"/></identifiers></otherRefInst></descRefInstrmnt><swapFlag>Y</swapFlag><fixedRecDesc amount="13544.44" curCd="USD" fixedOrFloating="Fixed" fixedRt="5"/><otherPmntDesc fixedOrFloating="Other">HY CDSI GEN 5Y</otherPmntDesc><terminationDt>2025-06-20</terminationDt><upfrontPmnt>414234.8</upfrontPmnt><pmntCurCd>USD</pmntCurCd><upfrontRcpt>0</upfrontRcpt><rcptCurCd>USD</rcptCurCd><notionalAmt>9752000</notionalAmt><curCd>USD</curCd><unrealizedAppr>61644</unrealizedAppr></swapDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>HY CDSI GEN 5Y</title><cusip>N/A</cusip><identifiers><other otherDesc="SPXXCCOKP" value="Internal ID"/></identifiers><balance>4700000</balance><units>OU</units><descOthUnits>Notional</descOthUnits><curCd>USD</curCd><valUSD>194200</valUSD><pctVal>0.018</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DCR</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><derivativeInfo><swapDeriv derivCat="SWP"><counterparties><counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><descRefInstrmnt><otherRefInst><issuerName>HY CDSI GEN</issuerName><issueTitle>HY CDSI GEN 5Y</issueTitle><identifiers><other otherDesc="2I65BRYO2" value="RED Code"/></identifiers></otherRefInst></descRefInstrmnt><swapFlag>Y</swapFlag><fixedRecDesc amount="6527.78" curCd="USD" fixedOrFloating="Fixed" fixedRt="5"/><otherPmntDesc fixedOrFloating="Other">HY CDSI GEN 5Y</otherPmntDesc><terminationDt>2025-12-20</terminationDt><upfrontPmnt>184661</upfrontPmnt><pmntCurCd>USD</pmntCurCd><upfrontRcpt>0</upfrontRcpt><rcptCurCd>USD</rcptCurCd><notionalAmt>4700000</notionalAmt><curCd>USD</curCd><unrealizedAppr>9539</unrealizedAppr></swapDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec></invstOrSecs><explntrNotes><explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/></explntrNotes><signature><ncom:dateSigned>2020-11-14</ncom:dateSigned><ncom:nameOfApplicant>JANUS INVESTMENT FUND</ncom:nameOfApplicant><ncom:signature>JESPER NERGAARD</ncom:signature><ncom:signerName>JESPER NERGAARD</ncom:signerName><ncom:title>VP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER</ncom:title></signature></nport:formData><nport:documents>XXXX</nport:documents></nport:edgarSubmission>
