N-MFP LIVE N 2014-01-31 0000763852 S000003909 11 N N 002-95973 J.P. Morgan Investment Management Inc. 801-21011 PricewaterhouseCoopers, LLP New York NY JPMorgan Funds Management, Inc. 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(REPO) BNP PARIBAS SECURITIES CORP. 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4428377.41 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2043-04-25 4.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 36009344.00 5114659.19 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2032-02-25 3.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 30801857.00 4207781.36 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2027-04-25 3.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 8333333.00 1066311.01 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2032-04-25 3.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 32404316.00 4268091.67 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2032-08-25 3.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 833333.00 115330.01 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2031-02-25 3.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 666666.00 72966.48 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2028-01-25 2.500000 Government Agency Debt 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Federal Home Loan Mortgage Corporation 2022-06-15 7.500000 Government Agency Debt GOLD REMIC (FIXED) 20000.00 101.75 Federal Home Loan Mortgage Corporation 2022-06-15 8.250000 Government Agency Debt GOLD REMIC (FIXED) 3000.00 57.91 Federal Home Loan Mortgage Corporation 2022-09-15 6.500000 Government Agency Debt GOLD REMIC (FIXED) 4000.00 161.37 Federal Home Loan Mortgage Corporation 2022-10-15 7.000000 Government Agency Debt GOLD REMIC (FIXED) 3300.00 114.57 Federal Home Loan Mortgage Corporation 2022-10-15 7.000000 Government Agency Debt GOLD REMIC (FIXED) 5000.00 409.77 Federal Home Loan Mortgage Corporation 2023-02-15 7.000000 Government Agency Debt GOLD REMIC (FIXED) 16000.00 372.03 Freddie Mac 2040-09-01 3.638000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 316215.00 67896.79 Freddie Mac 2042-05-01 2.693000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 4025759.00 3014159.95 FREDDIE MAC 2028-12-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 9934397.00 10397077.75 Freddie Mac 2043-09-01 2.420000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 18034190.00 18126489.67 Freddie Mac 2043-10-01 2.652000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 17872447.00 18066312.83 Freddie Mac 2042-11-01 2.270000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 9462000.00 8300832.17 FREDDIE MAC 2041-06-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 12037367.00 4105133.65 FREDDIE MAC 2041-08-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 12424038.00 9897518.41 FREDDIE MAC 2042-03-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 15090242.00 14268904.94 FREDDIE MAC 2042-03-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 17059650.00 14806204.76 FREDDIE MAC 2042-06-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 17482570.00 15861993.41 FEDERAL HOME LN MTG CORP PARTN 2042-06-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 9790557.00 8932794.71 FEDERAL HOME LN MTG CORP PARTN 2042-07-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 10647875.00 9934512.10 FREDDIE MAC 2042-12-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 16809756.00 16285600.58 FREDDIE MAC 2043-04-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 8841232.00 9091969.81 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1254909.00 1342347.01 FREDDIE MAC 2043-08-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 3252099.00 3363048.64 FREDDIE MAC 2023-09-15 6.700000 Government Agency Debt GOLD REMIC (FIXED) 2000.00 151.71 Federal Home Loan Mortgage Corporation 2023-10-15 6.100000 Government Agency Debt GOLD REMIC (FIXED) 5000.00 21.59 Federal Home Loan Mortgage Corporation 2024-02-15 7.000000 Government Agency Debt GOLD REMIC (FIXED) 31000.00 344.68 FREDDIE MAC 2024-03-25 7.000000 Government Agency Debt GINNIE MAE REMIC BACKED FREDDIE MAC 2000.00 110.60 Federal Home Loan Mortgage Corporation 2024-09-15 8.500000 Government Agency Debt GOLD REMIC (FIXED) 5000.00 138.81 Federal Home Loan Mortgage Corporation 2026-09-15 7.500000 Government Agency Debt GOLD REMIC (FIXED) 5000.00 62.46 Federal Home Loan Mortgage Corporation 2028-03-15 6.500000 Government Agency Debt GOLD REMIC (FIXED) 200.00 45.08 Federal Home Loan Mortgage Corporation 2019-10-15 10.000000 Government Agency Debt FEDERAL HOME LOAN FIXED RATE REMIC 43000.00 315.40 Federal Home Loan Mortgage Corporation 2020-10-15 6.000000 Government Agency Debt FEDERAL HOME LOAN FIXED RATE REMIC 10000.00 85.69 FREDDIE MAC 2020-04-15 9.000000 Government Agency Debt FEDERAL HOME LOAN FIXED RATE REMIC 9000.00 80.60 FREDDIE MAC 2020-06-15 8.000000 Government Agency Debt FEDERAL HOME LOAN FIXED RATE REMIC 10000.00 67.44 Federal Home Loan Mortgage Corporation 2020-11-15 9.300000 Government Agency Debt FEDERAL HOME LOAN FIXED RATE REMIC 13000.00 95.67 FREDDIE MAC 2017-01-01 2.125000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 12521.00 5.61 FANNIE MAE 2020-09-25 7.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 50000.00 390.81 FANNIE MAE 2020-09-25 8.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 10000.00 59.58 Fannie Mae REMIC Trust 2020-08-25 7.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 1000.00 9.11 Fannie Mae REMIC Trust 2020-08-25 7.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 3000.00 28.83 Fannie Mae REMIC Trust 2020-06-25 5.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 1000.00 4.45 Fannie Mae REMIC Trust 2020-07-25 7.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 12000.00 88.71 Fannie Mae REMIC Trust 2020-07-25 7.750000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 10000.00 52.09 Fannie Mae REMIC Trust 2020-07-25 9.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 6000.00 93.88 Fannie Mae REMIC Trust 2020-08-25 6.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 6000.00 60.34 Fannie Mae REMIC Trust 2020-07-25 7.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 34000.00 187.37 FANNIE MAE 2021-03-25 8.900000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 20000.00 144.61 Fannie Mae REMIC Trust 2020-09-25 6.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 10000.00 74.65 FANNIE MAE 2020-09-25 7.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 20000.00 202.24 FANNIE MAE 2021-06-25 8.125000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 18000.00 138.21 Fannie Mae REMIC Trust 2021-04-25 10.090000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 8300.00 319.86 FANNIE MAE 2021-06-25 8.500000 Government 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REAL EST REMIC (FIXED) 24000.00 253.25 FANNIE MAE 2021-10-25 8.100000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 21979.00 232.33 FANNIE MAE 2021-09-25 8.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 21000.00 191.74 Fannie Mae REMIC Trust 2021-10-25 8.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 4000.00 120.00 Fannie Mae REMIC Trust 2021-12-25 8.250000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 20000.00 289.47 Fannie Mae REMIC Trust 2022-02-25 7.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 7000.00 326.32 Fannie Mae REMIC Trust 2022-08-25 7.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 3000.00 69.11 Fannie Mae REMIC Trust 2022-07-25 7.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 7000.00 320.10 Fannie Mae REMIC Trust 2022-08-25 7.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 10000.00 425.29 FANNIE MAE 2022-09-25 7.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 3000.00 117.50 Fannie Mae REMIC Trust 2022-09-25 7.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 3000.00 106.21 Fannie Mae REMIC Trust 2022-09-25 7.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 3000.00 161.20 Fannie Mae REMIC Trust 2022-09-25 7.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 2000.00 62.59 Fannie Mae REMIC Trust 2022-10-25 6.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 2000.00 85.65 FANNIE MAE 2023-01-25 6.675000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 3000.00 279.22 Fannie Mae REMIC Trust 2023-03-25 7.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 1000.00 75.74 Fannie Mae REMIC Trust 2023-04-25 7.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 5000.00 524.62 FANNIE MAE 2023-04-25 6.500000 Government Agency Debt FEDERAL NAT MORT 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15224683.50 FEDERAL NATL MTG ASSN GTD 2042-08-25 2.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 2000.00 1688.52 FEDERAL NATL MTG ASSN GTD 2042-09-25 2.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 46000.00 39424.78 Fannie Mae REMIC Trust 2042-09-25 2.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 21000.00 17596.16 Fannie Mae REMIC Trust 2042-09-25 2.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 32281.00 27338.56 FEDERAL NATL MTG ASSN GTD 2042-10-25 2.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 5000.00 4147.57 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-11-25 2.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 21000.00 17377.95 Fannie Mae REMIC Trust 2032-12-25 2.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 170400.00 149301.82 Fannie Mae REMIC Trust 2042-12-25 2.500000 Government Agency Debt FEDERAL NAT MORT REAL EST 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Agency Debt GOLD REMIC (FIXED) 5000.00 4596.42 Federal Home Loan Mortgage Corporation 2042-02-15 3.500000 Government Agency Debt GOLD REMIC (FIXED) 7569.00 7477.28 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-04-15 3.500000 Government Agency Debt GOLD REMIC (FIXED) 10000.00 9340.27 FEDERAL HOME LN MTG CORP 2042-05-15 3.000000 Government Agency Debt GOLD REMIC (FIXED) 50000.00 43373.90 FEDERAL HOME LN MTG CORP 2042-07-15 3.000000 Government Agency Debt GOLD REMIC (FIXED) 18000.00 15896.00 FEDERAL HOME LN MTG CORP 2042-06-15 3.000000 Government Agency Debt GOLD REMIC (FIXED) 5000.00 4317.16 FEDERAL HOME LN MTG CORP 2042-09-15 3.000000 Government Agency Debt GOLD REMIC (FIXED) 22000.00 18808.11 FEDERAL HOME LN MTG CORP 2042-09-15 2.500000 Government Agency Debt GOLD REMIC (FIXED) 82082.00 68538.74 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 2.500000 Government Agency Debt GOLD REMIC (FIXED) 10000.00 8228.42 Federal Home Loan Mortgage Corporation 2042-10-15 3.500000 Government Agency Debt GOLD REMIC (FIXED) 500152.00 484167.98 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-11-15 2.500000 Government Agency Debt GOLD REMIC (FIXED) 45318.00 37626.15 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2043-01-15 2.500000 Government Agency Debt GOLD REMIC (FIXED) 2700.00 2388.43 Federal Home Loan Mortgage Corporation 2043-03-15 3.000000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 27100.00 9614.95 Federal Home Loan Mortgage Corporation 2043-09-15 4.000000 Government Agency Debt GOLD REMIC (FIXED) 4175249.00 4147279.62 Federal Home Loan Mortgage Corporation 2043-05-15 4.000000 Government Agency Debt GOLD REMIC (FIXED) 10439013.00 10949429.31 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2031-09-15 3.500000 Government Agency Debt GOLD REMIC (FIXED) 4000000.00 4106841.73 FANNIE MAE 2026-02-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 23436261.00 17040262.01 Fannie Mae 2035-06-01 2.575000 Government Agency 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