N-MFP2 0000763852 XXXXXXXX 2018-11-30 0000763852 S000003910 9 N N 002-95973 J.P. Morgan Investment Management Inc. 801-21011 PricewaterhouseCoopers, LLP New York NY J.P. Morgan Investment Management Inc. 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Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-12-31 1.750000 5658280.00 5579662.81 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-04-30 1.250000 1852168.89 1844537.79 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-09-30 1.375000 37.78 36.90 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-15 2.625000 113.33 112.90 U.S. Treasuries (including strips) U.S. TREASURY 2044-02-15 0.000000 37.78 16.21 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-08-15 0.000000 2423432.79 2177599.77 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-31 2.625000 115588439.99 116229082.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 69464379.99 62979845.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.000000 456758.36 314784.16 U.S. Treasuries (including strips) U.S. 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TREASURY 254900HROIFWPRGM1V77 2023-06-30 2.625000 4902686.67 4906774.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.875000 32300.00 31480.66 U.S. Treasuries (including strips) U.S. TREASURY 2036-05-15 0.000000 0.59 0.33 U.S. Treasuries (including strips) U.S. TREASURY 2047-05-15 0.000000 1597546.67 615582.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2031-05-15 0.000000 65179.78 43803.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-12 0.000000 113.33 111.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2031-11-15 0.000000 3305290.90 2182913.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-31 1.500000 1270655.56 1258232.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-15 0.000000 490858.08 474699.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 438864.44 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254900HROIFWPRGM1V77 2022-02-28 1.750000 647284.44 628084.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-10-31 2.349500 57028199.98 57137240.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.625000 3746762.22 4163849.49 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 1248744.44 2389120.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-30 1.857500 256926.67 257516.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.250000 179520.00 175813.74 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 56562324.43 53946679.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-15 0.875000 1888888.89 1865797.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-31 1.250000 59462222.20 58677322.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-02-15 2.250000 706142.22 672171.22 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.750000 5230937.78 5035408.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-04-30 1.875000 61236908.87 59399303.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 20551.11 20310.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.000000 1200426.67 1173098.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-15 2.000000 1222564.44 1211194.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-31 2.750000 31419211.10 31281752.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.000000 2114195.55 2071654.17 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2037-05-15 5.000000 755555.56 950259.82 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-05-31 2.000000 268788.89 256525.40 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-10-31 2.000000 8241977.78 8062446.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-03-31 1.250000 1642313.33 1588272.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 7446340.00 6838564.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 44365995.54 41852784.07 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-15 0.750000 7782.22 7695.84 U.S. Treasuries (including strips) U.S. TREASURY 2019-07-15 0.750000 9444520.00 9361885.17 U.S. Treasuries (including strips) U.S. TREASURY 2019-08-15 8.125000 370977.78 393827.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-03-15 1.000000 2901220.00 2895415.96 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.875000 35133.33 33991.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-01-15 2.500000 2191866.67 2938850.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-01-31 1.212900 207097.78 207607.49 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-15 2.000000 102000.00 99075.17 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-15 8.750000 560244.44 629144.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-03-15 2.375000 6951526.66 6916673.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-30 1.250000 1420595.56 1416940.38 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-05-15 4.375000 1131444.44 1328669.74 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-06-30 1.375000 1300008.89 1224266.10 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-02-15 3.500000 9444444.44 9933096.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-15 3.500000 9444444.44 9551112.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-05-15 1.750000 1703362.22 1642850.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-06-30 2.125000 6715604.44 6607046.15 U.S. Treasuries (including strips) U.S. TREASURY 2019-02-15 8.875000 374000.00 388443.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-02-15 1.375000 15033855.55 16631297.74 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 925517.78 846584.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-15 2.625000 1261400.00 1267116.35 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-31 1.625000 52133.33 51404.10 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-06-30 1.625000 2849388.89 2816550.01 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0227 755555555.31 755555555.31 0.0256 N Y Y N JPMorgan U.S. Treasury Plus Money Market Fund 2018-12-07 Timothy J. Clemens Timothy J. Clemens Treasurer