N-MFP2 0000277751 XXXXXXXX 2017-12-31 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 19 19 36689860.38 34783870.13 30342770.73 30028789.55 35275944.14 162314414.69 166215625.69 167766128.11 173631369.55 181880882.45 .1874 .1797 .1581 .1592 .1877 .8289 .8586 .8739 .9203 .9677 75944.14 187792029.31 187800017.74 723419.38 829612.70 187769768.56 187784982.39 1.0000 .0134 .9999 .9999 .9999 .9999 .9999 C000028921 2500.00 7988557.20 7988954.02 .9999 .9999 .9999 1.0000 1.0000 26312.62 22359.87 12490.18 454969.01 36240.03 6.41 116384.63 50471.23 226886.56 1190.00 395623.60 506722.88 .0059 Y Janus Capital voluntarily waived one-half of the Funds investment advisory fee equal to $687. C000083514 2500.00 179781211.36 179796028.37 .9999 .9999 .9999 .9999 .9999 3432182.55 3131050.02 1899276.45 3637591.13 1203648.37 2908126.18 2678344.77 6086858.90 1421405.27 2406844.76 8458293.70 15376127.59 .0061 Y Janus Capital voluntarily waived one-half of the Funds investment advisory fee equal to $16,111. AE REALTY LLC AE REALTY LLC 1.560000% 0010ENAA1 549300WHXQ8NS5FNR485 US0010ENAA11 BF04L14 Variable Rate Demand Note Y N/A N/A 2018-01-07 2018-01-07 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 .0157 580000.00 580000.00 .0031 N N Y N Clearwater Solutions LLC Clearwater Solutions LLC 1.670000% 18538VAA2 US18538VAA26 BYSV0T1 Variable Rate Demand Note Y N/A N/A 2018-01-07 2018-01-07 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 .0168 625000.00 625000.00 .0033 N N Y N Cypress Bend Real Estate Development Co LLC Cypress Bend Real Estate Development Co LLC 1.560000% 23267QAB8 US23267QAB86 BYSV0V3 Variable Rate Demand Note Y N/A N/A 2018-01-07 2018-01-07 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 .0157 9000000.00 9000000.00 .0479 N N Y N Fannie Mae Discount Notes Fannie Mae Discount Notes 0.855700% 313589RG0 US313589RG09 U.S. Government Agency Debt Y Moody's P-1 2018-01-02 2018-01-02 2018-01-02 N N N .0086 3000000.00 3000000.00 .0160 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.855700% 313385RG3 US313385RG39 U.S. Government Agency Debt Y Moody's P-1 2018-01-02 2018-01-02 2018-01-02 N N N .0086 3000000.00 3000000.00 .0160 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.062000% 313385RH1 US313385RH12 BH7QZ82 U.S. Government Agency Debt Y Moody's P-1 2018-01-03 2018-01-03 2018-01-03 N N N .0106 2999892.00 2999892.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.557000% 313385RK4 US313385RK41 BDH2W47 U.S. Government Agency Debt Y Moody's P-1 2018-01-05 2018-01-05 2018-01-05 N N N .0056 2999676.00 2999676.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.824900% 313385RP3 US313385RP38 BFNL2L9 U.S. Government Agency Debt Y Moody's P-1 2018-01-09 2018-01-09 2018-01-09 N N N .0082 2999247.00 2999247.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.864800% 313385RQ1 US313385RQ11 U.S. Government Agency Debt Y Moody's P-1 2018-01-10 2018-01-10 2018-01-10 N N N .0086 2999139.00 2999139.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.925000% 313385RS7 US313385RS76 BYWT0W4 U.S. Government Agency Debt Y Moody's P-1 2018-01-12 2018-01-12 2018-01-12 N N N .0093 2998926.00 2998926.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.009300% 313385RW8 US313385RW88 BZ0WWL5 U.S. Government Agency Debt Y Moody's P-1 2018-01-16 2018-01-16 2018-01-16 N N N .0101 2998494.00 2998494.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.024900% 313385RX6 US313385RX61 BH7R3C5 U.S. Government Agency Debt Y Moody's P-1 2018-01-17 2018-01-17 2018-01-17 N N N .0102 2998386.00 2998386.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.049800% 313385RZ1 US313385RZ10 U.S. Government Agency Debt Y Moody's P-1 2018-01-19 2018-01-19 2018-01-19 N N N .0105 2998173.00 2998173.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.090600% 313385SD9 US313385SD98 BYW0JP3 U.S. Government Agency Debt Y Moody's P-1 2018-01-23 2018-01-23 2018-01-23 N N N .0109 2997741.00 2997741.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.097500% 313385SE7 US313385SE71 U.S. Government Agency Debt Y Moody's P-1 2018-01-24 2018-01-24 2018-01-24 N N N .0110 2997636.00 2997636.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.105200% 313385SF4 US313385SF47 BF6S6Y8 U.S. Government Agency Debt Y Moody's P-1 2018-01-25 2018-01-25 2018-01-25 N N N .0111 2997528.00 2997528.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.112300% 313385SG2 US313385SG20 BZ04147 U.S. Government Agency Debt Y Moody's P-1 2018-01-26 2018-01-26 2018-01-26 N N N .0111 2997420.00 2997420.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.140500% 313385SM9 US313385SM97 BF4KTK3 U.S. Government Agency Debt Y Moody's P-1 2018-01-31 2018-01-31 2018-01-31 N N N .0114 2996883.00 2996883.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.172200% 313385SN7 US313385SN70 U.S. Government Agency Debt Y Moody's P-1 2018-02-01 2018-02-01 2018-02-01 N N N .0117 2996700.00 2996700.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.177000% 313385SP2 US313385SP29 BD9G1N9 U.S. Government Agency Debt Y Moody's P-1 2018-02-02 2018-02-02 2018-02-02 N N N .0118 2996589.00 2996589.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.189100% 313385SS6 US313385SS67 BGFBLS4 U.S. Government Agency Debt Y Moody's P-1 2018-02-05 2018-02-05 2018-02-05 N N N .0119 2996259.00 2996259.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.210600% 313385SZ0 US313385SZ01 BGLP986 U.S. Government Agency Debt Y Moody's P-1 2018-02-12 2018-02-12 2018-02-12 N N N .0121 2995491.00 2995491.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.213500% 313385TA4 US313385TA41 U.S. Government Agency Debt Y Moody's P-1 2018-02-13 2018-02-13 2018-02-13 N N N .0121 2995380.00 2995380.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.216200% 313385TB2 US313385TB24 BDFC6Z8 U.S. Government Agency Debt Y Moody's P-1 2018-02-14 2018-02-14 2018-02-14 N N N .0122 3194953.60 3194953.60 .0170 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.218100% 313385TC0 US313385TC07 BFB3ZM9 U.S. Government Agency Debt Y Moody's P-1 2018-02-15 2018-02-15 2018-02-15 N N N .0122 2995161.00 2995161.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.310000% 313385TD8 US313385TD89 BZ7MJ39 U.S. Government Agency Debt Y Moody's P-1 2018-02-16 2018-02-16 2018-02-16 N N N .0131 2995050.00 2995050.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.229200% 313385TH9 US313385TH93 BDFC6R0 U.S. Government Agency Debt Y Moody's P-1 2018-02-20 2018-02-20 2018-02-20 N N N .0123 2994609.00 2994609.00 .0160 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.232700% 313385TK2 US313385TK23 U.S. Government Agency Debt Y Moody's P-1 2018-02-22 2018-02-22 2018-02-22 N N N .0123 2994390.00 2994390.00 .0159 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.234700% 313385TL0 US313385TL06 BF5GKX0 U.S. Government Agency Debt Y Moody's P-1 2018-02-23 2018-02-23 2018-02-23 N N N .0123 2994279.00 2994279.00 .0159 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.240700% 313385TQ9 US313385TQ92 U.S. Government Agency Debt Y Moody's P-1 2018-02-27 2018-02-27 2018-02-27 N N N .0124 2993841.00 2993841.00 .0159 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.242400% 313385TR7 US313385TR75 U.S. Government Agency Debt Y Moody's P-1 2018-02-28 2018-02-28 2018-02-28 N N N .0124 2993730.00 2993730.00 .0159 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.274000% 313385TT3 US313385TT32 BF6VFD9 U.S. Government Agency Debt Y Moody's P-1 2018-03-02 2018-03-02 2018-03-02 N N N .0127 2993361.00 2993361.00 .0159 N N N N FHLMC Multifamily VRD Certificates Taxable FHLMC Multifamily VRD Certificates Taxable 1.610000% 31394THC2 US31394THC27 U.S. Government Agency Debt Y Moody's P-1 2018-01-07 2018-01-07 2042-01-15 Y Freddie Mac 1.0000 7 N Moody's P-1 Y Freddie Mac 1.0000 Moody's P-1 N .0165 5676233.71 5676233.71 .0302 N N Y N Florida Food Products Inc Florida Food Products Inc 1.560000% 340683AA9 US340683AA93 BD6F098 Variable Rate Demand Note Y N/A N/A 2018-01-07 2018-01-07 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 .0157 1650000.00 1650000.00 .0088 N N Y N Freddie Mac Discount Notes Freddie Mac Discount Notes 1.195900% 313397SU6 US313397SU69 BDSHW96 U.S. Government Agency Debt Y Moody's P-1 2018-02-07 2018-02-07 2018-02-07 N N N .0120 2996040.00 2996040.00 .0160 N N Y N Freddie Mac Discount Notes Freddie Mac Discount Notes 1.202000% 313397SW2 US313397SW26 U.S. Government Agency Debt Y Moody's P-1 2018-02-09 2018-02-09 2018-02-09 N N N .0120 2995821.00 2995821.00 .0160 N N Y N Greer Family LLC Greer Family LLC 1.560000% 397438AA0 US397438AA00 BD6F0G5 Variable Rate Demand Note Y N/A N/A 2018-01-07 2018-01-07 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 .0157 3000000.00 3000000.00 .0160 N N Y N Irrevocable Trust Agreement John A Thomas & Elizabeth F Thomas Irrevocable Trust Agreement John A Thomas & Elizabeth F Thomas 1.560000% 46358RAA9 US46358RAA95 BYSX0K8 Variable Rate Demand Note Y N/A N/A 2018-01-07 2018-01-07 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 .0157 2500000.00 2500000.00 .0133 N N Y N Johnson Capital Management LLC Johnson Capital Management LLC 1.660000% 478186AA7 US478186AA77 BYSX0M0 Variable Rate Demand Note Y N/A N/A 2018-01-07 2018-01-07 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 .0170 2845000.00 2845000.00 .0152 N N Y N Kenneth Rosenthal Irrevocable Life Insurance Trust Kenneth Rosenthal Irrevocable Life Insurance Trust 1.560000% 489544AA4 US489544AA48 BYSYNC4 Variable Rate Demand Note Y N/A N/A 2018-01-07 2018-01-07 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 .0157 6425000.00 6425000.00 .0342 N N Y N Lake Nona Trust Lake Nona Trust 1.560000% 510224AA6 US510224AA63 BYSYNG8 Variable Rate Demand Note Y N/A N/A 2018-01-07 2018-01-07 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 .0157 2900000.00 2900000.00 .0154 N N Y N Mesivta Yeshiva Rabbi Chaim Berlin Mesivta Yeshiva Rabbi Chaim Berlin 1.563700% 590713AA1 54930002SYQO3FLVCE46 US590713AA14 BF5GL93 Variable Rate Demand Note Y N/A N/A 2018-01-07 2018-01-07 2035-11-01 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 .0158 9185000.00 9185000.00 .0489 N N Y N Mississippi Business Finance Corp Mississippi Business Finance Corp 1.650000% 605279LU0 549300DYV074JUDKBQ77 US605279LU01 BF5GLK4 Variable Rate Demand Note Y N/A N/A 2018-01-07 2018-01-07 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 .0166 1170000.00 1170000.00 .0062 N N Y N Mississippi Business Finance Corp Mississippi Business Finance Corp 1.650000% 605279LW6 549300DYV074JUDKBQ77 US605279LW66 BF5GLM6 Variable Rate Demand Note Y N/A N/A 2018-01-07 2018-01-07 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 .0166 3255000.00 3255000.00 .0173 N N Y N Mississippi Business Finance Corp Mississippi Business Finance Corp 1.650000% 605279LX4 549300DYV074JUDKBQ77 US605279LX40 BF5GLP9 Variable Rate Demand Note Y N/A N/A 2018-01-07 2018-01-07 2034-08-01 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 .0166 3825000.00 3825000.00 .0204 N N Y N Mississippi Business Finance Corp Mississippi Business Finance Corp 1.650000% 605279MA3 549300DYV074JUDKBQ77 US605279MA38 BF5GLQ0 Variable Rate Demand Note Y N/A N/A 2018-01-07 2018-01-07 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 .0166 3200000.00 3200000.00 .0170 N N Y N Phenix City Downtown Redevelopment Authority Phenix City Downtown Redevelopment Authority 1.560000% 717337AA7 US717337AA76 BF5GLZ9 Variable Rate Demand Note Y N/A N/A 2018-01-07 2018-01-07 2033-02-01 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 .0157 3790000.00 3790000.00 .0202 N N Y N RBC Capital Markets Corp Joint Repurchase Agreement RBC Capital Markets Corp Joint Repurchase Agreement 1.260000% RY0102A18 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Freddie Mac 2027-04-15 2047-12-01 1.59% to 6.50% 167410790.74 176873001.36 Agency Mortgage-Backed Securities Fannie Mae 2027-10-01 2048-01-01 1.69% to 5.50% 353154187.96 369568657.71 Agency Mortgage-Backed Securities Ginnie Mae 2046-08-20 2047-09-20 4.00% to 6.97% 13822956.69 14636881.35 Agency Mortgage-Backed Securities Y Standard & Poor A-1+ 2018-01-02 2018-01-02 2018-01-02 N N N .0126 29200000.00 29200000.00 .1555 N Y Y N Thomas H Turner Family Irrevocably Trust Thomas H Turner Family Irrevocably Trust 1.560000% 884403AA4 US884403AA40 BF04DZ2 Variable Rate Demand Note Y N/A N/A 2018-01-07 2018-01-07 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 .0157 4500000.00 4500000.00 .0240 N N Y N Tyler Enterprises LLC Tyler Enterprises LLC 1.560000% 902201AA0 US902201AA02 BF04F01 Variable Rate Demand Note Y N/A N/A 2018-01-07 2018-01-07 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 .0157 1365000.00 1365000.00 .0073 N N Y N JANUS INVESTMENT FUND 2018-01-08 Jesper Nergaard Jesper Nergaard Vice President, Chief Financial Officer, Treasurer and Principal Accounting Officer of Janus Investment Fund