N-MFP2 0000763852 XXXXXXXX 2019-08-30 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. DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Exempt Government N 21 111 23002440123.90 23445147072.56 23828138691.58 25783200516.28 26040066678.52 28652440123.90 29095147072.56 30028138691.58 31433200516.28 30890066678.52 0.7698 0.7730 0.7759 0.7893 0.8155 0.9589 0.9593 0.9777 0.9622 0.9674 650003157.35 31235146735.13 31240063521.17 40378437.19 453435500.69 31477009615.02 31477551528.39 1.0000 0.0215 0.9999 0.9999 0.9999 0.9999 0.9998 C000010949 1000.00 288479581.26 288480552.69 0.9999 0.9999 0.9999 0.9999 0.9998 7946565.16 10343327.72 1789673.63 3629539.70 1672534.64 902819.93 1183284.97 2668330.15 4424978.85 152912.84 16576675.82 10338059.18 0.0118 Y JPM Dist Svcs, Shareholder Servicing Contract, 41713.92; C000010954 1000000.00 34821507.73 34821902.38 0.9999 0.9999 0.9999 0.9999 0.9998 1588132.20 1007718.67 595581.56 44017.33 725609.42 7461.00 278561.24 471014.41 822443.73 1250805.80 2766562.34 1773298.54 0.0164 N C000010952 10000000.00 5964032.79 5964082.29 0.9999 0.9999 0.9999 0.9999 0.9998 14540.74 60015.10 518.19 3950.00 826.54 15.00 15.00 92042.65 743.56 15.00 2109.29 96028.75 0.0145 Y JPM Dist Svcs, Shareholder Servicing Contract, 631.60; C000010953 5000000.00 2224694236.69 2224717415.21 0.9999 0.9999 0.9999 0.9999 0.9998 3257665146.55 3232535101.59 3121705198.48 3367499068.72 3406961751.38 3098088222.47 4046999842.05 4105082332.15 4116034982.51 4191313317.57 15861136098.18 15969491483.61 0.0189 Y JPM Dist Svcs, Shareholder Servicing Contract, 66833.64; C000010947 10000000.00 17177919368.65 17178262347.45 0.9999 0.9999 0.9999 0.9999 0.9998 1467873905.95 2264913862.37 1577703199.13 677218965.17 1153436270.04 1403617906.15 2015980433.55 1165444731.20 1029944970.38 1805403717.59 6613514146.51 5634225389.11 0.0194 Y JPM Dist Svcs, Shareholder Servicing Contract, 521701.93; C000010950 1000.00 831291844.39 831288701.50 0.9999 0.9999 0.9999 0.9999 0.9998 3134399509.31 3124703709.36 3241322201.06 3212824707.18 3205741532.74 3216353819.22 3346781848.02 3308130524.98 3576629236.49 3573197585.34 14630644687.38 14564781614.05 0.0156 Y JPM Dist Svcs, Shareholder Servicing Contract, 6436.78; C000010951 1000000.00 1135990997.33 1136004071.59 0.9999 0.9999 0.9999 0.9999 0.9998 589905703.01 576484274.32 548881562.84 541285930.54 545203033.68 533406160.74 572085134.39 537382850.42 576547943.33 592356170.15 2475536115.90 2454951105.32 0.0170 N C000165408 50000000.00 9372580109.29 9372732720.14 0.9999 0.9999 0.9999 0.9999 0.9998 3114363833.25 2188845607.98 1655029661.02 2120024263.81 1768298793.88 1245774789.93 2060702446.14 1133012852.52 1718082555.32 1856937205.61 9203016073.36 7557932866.12 0.0197 Y JPM Dist Svcs, Shareholder Servicing Contract, 119524.87; C000115394 50000000.00 405267936.89 405279735.14 0.9999 0.9999 0.9999 0.9999 0.9998 19080254.75 8067225.15 22174615.47 7320419.78 8782901.51 21183251.96 11120117.04 6497683.91 4295961.73 7188541.46 53875798.43 45753565.50 0.0200 N BARCLAYS CAPITAL INC. (REPO) BARCLAYS CAPITAL INC. (REPO) 2.200 0BAR21Z38 AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2026-04-30 2.375000 191551000.00 204000022.33 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 2019-09-04 2019-09-04 2019-09-04 N N N 0.0220 200000000.00 200000000.00 0.0064 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 2.260 0QK004EL2 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2021-05-15 0.000000 106.94 104.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-08-15 4.500000 456700.00 664757.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-12-31 2.625000 142911800.00 150612205.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-15 0.000000 15.42 14.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-31 1.750000 74999600.00 75443719.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-11-15 3.125000 100.00 123.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-01-15 2.375000 825400.00 1265616.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-31 2.250000 1961100.00 1998035.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-08-15 0.000000 58.29 53.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-05-15 0.000000 778.50 468.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-09-30 2.875000 197376000.00 210888931.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-02-15 0.000000 175.56 99.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 4967200.00 8113024.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-04-30 2.875000 31420000.00 34139754.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-02-28 1.750000 100.00 101.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-05-31 1.875000 29188000.00 29643387.83 U.S. Treasuries (including strips) U.S. Treasury 2047-05-15 0.000000 30.37 17.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-15 0.000000 257.16 221.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-02-15 0.000000 135.37 81.76 U.S. Treasuries (including strips) U.S. Treasury 2046-02-15 0.000000 64.89 37.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-11-15 0.000000 0.64 0.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-30 1.375000 101100.00 101225.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-11-15 2.875000 19500.00 23373.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-05-15 0.000000 4.65 4.05 U.S. Treasuries (including strips) U.S. Treasury 2029-08-15 0.000000 20936.34 17831.27 U.S. Treasuries (including strips) U.S. Treasury 2045-02-15 0.000000 428.28 252.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-11-15 0.000000 129.02 74.78 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2019-09-06 2019-09-06 2019-09-20 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0226 500000000.00 500000000.00 0.0159 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 2.050 0QK004J29 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2026-02-15 6.000000 51300.00 65705.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-15 0.000000 5.28 5.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-08-15 0.000000 925.39 594.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-15 0.000000 66.08 64.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-05-15 0.000000 24.56 21.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-15 0.000000 0.10 0.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 200.00 211.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-10-31 1.250000 100.00 99.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-11-15 0.000000 137.14 79.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2034-02-15 0.000000 0.32 0.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-08-15 2.000000 1000.00 1031.55 U.S. Treasuries (including strips) U.S. Treasury 2029-08-15 0.000000 22.43 19.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-09-15 0.875000 100.00 100.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-05-15 0.000000 42.54 41.38 U.S. Treasuries (including strips) U.S. Treasury 2020-06-15 1.500000 5500.00 5501.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-31 2.625000 54755000.00 55272431.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 187437800.00 229743779.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-11-15 0.000000 186.73 119.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-02-15 4.750000 989900.00 1499526.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-08-15 0.000000 3.69 3.01 U.S. Treasuries (including strips) U.S. Treasury 2024-11-15 0.000000 100.00 92.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-06-30 1.625000 70700000.00 70948412.52 U.S. Treasuries (including strips) U.S. Treasury 2020-11-15 0.000000 1017.06 995.97 U.S. Treasuries (including strips) U.S. Treasury 2043-02-15 0.000000 203.19 125.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-08-15 2.250000 100.00 105.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-05-15 0.000000 56.43 34.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-09-30 1.375000 20509400.00 20572781.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-01-15 0.875000 121140000.00 133524209.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-05-15 0.000000 98.49 59.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-03-15 2.375000 63920900.00 66041948.32 U.S. Treasuries (including strips) U.S. Treasury 2048-11-15 0.000000 26.64 14.57 U.S. Treasuries (including strips) U.S. Treasury 2036-02-15 0.000000 100.00 75.89 U.S. Treasuries (including strips) U.S. Treasury 2042-08-15 0.000000 92.00 57.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-01-15 0.125000 144500.00 160155.74 U.S. Treasuries (including strips) U.S. Treasury 2044-11-15 0.000000 3.21 1.91 U.S. Treasuries (including strips) U.S. Treasury 2037-05-15 0.000000 91.43 65.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-11-15 0.000000 63.20 54.61 U.S. Treasuries (including strips) U.S. Treasury 2019-11-15 0.000000 10.00 9.95 U.S. Treasuries (including strips) U.S. Treasury 2044-02-15 0.000000 184200.00 113047.22 U.S. Treasuries (including strips) U.S. Treasury 2047-05-15 0.000000 2.35 1.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-15 2.375000 200.00 204.37 U.S. Treasuries (including strips) U.S. Treasury 2041-05-15 0.000000 151.34 98.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-16 0.000000 600.00 590.67 U.S. Treasuries (including strips) U.S. Treasury 2019-08-31 1.625000 900.00 907.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-08-15 0.000000 955.65 585.30 U.S. Treasuries (including strips) U.S. Treasury 2037-02-15 0.000000 400.00 297.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-11-15 0.000000 88.81 55.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-06-30 1.875000 187297100.00 192798768.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-08-15 0.000000 85.47 68.19 U.S. Treasuries (including strips) U.S. Treasury 2045-02-15 0.000000 8.68 5.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-06-15 2.625000 136070000.00 139282724.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-02-15 0.000000 258.37 156.05 U.S. Treasuries (including strips) U.S. Treasury 2022-11-15 0.000000 100.00 95.48 U.S. Treasuries (including strips) U.S. Treasury 2046-02-15 0.000000 72.92 42.05 U.S. Treasuries (including strips) U.S. Treasury 2038-11-15 0.000000 8.87 6.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-03-31 1.875000 149300.00 151913.63 U.S. Treasuries (including strips) U.S. Treasury 2046-05-15 0.000000 100.00 58.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-11-15 0.000000 0.32 0.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-15 0.000000 18.03 15.52 U.S. Treasuries (including strips) U.S. Treasury 2045-05-15 0.000000 328.59 192.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-11-15 3.125000 36799300.00 42200932.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-10-15 2.875000 68564900.00 71211889.93 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2019-09-06 2019-09-06 2019-10-21 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0205 1000000000.00 1000000000.00 0.0318 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 2.150 0QK004JZ6 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2024-11-15 2.250000 45652082.60 47790020.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-03-31 1.500000 27971863.04 28199428.36 U.S. Treasuries (including strips) U.S. Treasury 2043-02-15 0.000000 245.19 151.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-02-15 2.000000 16207023.91 16420879.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-08-15 0.000000 3.63 3.27 U.S. Treasuries (including strips) U.S. Treasury 2046-08-15 0.000000 60.23 34.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-05-15 0.000000 368.01 295.29 U.S. Treasuries (including strips) U.S. Treasury 2022-11-15 0.000000 547.83 523.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-05-15 0.000000 29.45 26.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-01-15 2.000000 6619428.26 9648775.98 U.S. Treasuries (including strips) U.S. Treasury 2041-05-15 0.000000 864.99 560.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-15 0.000000 10544278.24 9073456.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-11-15 0.000000 199.48 124.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-05-15 0.000000 58624.10 52881.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-05-15 0.000000 772.39 474.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-08-15 3.625000 79891304.33 105886942.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-15 0.000000 16.88 16.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-08-15 2.000000 72977739.12 75280129.67 U.S. Treasuries (including strips) U.S. Treasury 2046-02-15 0.000000 46050.00 26556.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-05-15 0.000000 124.71 87.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-08-15 0.000000 71.58 65.46 U.S. Treasuries (including strips) U.S. Treasury 2029-08-15 0.000000 606.12 516.23 U.S. Treasuries (including strips) U.S. Treasury 2024-02-15 0.000000 218217.39 204716.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-08-15 0.000000 677.76 565.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-08-15 0.000000 207.00 136.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-09-30 1.125000 9932817.39 9894299.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 45.65 64.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-08-15 0.000000 137.91 88.65 U.S. Treasuries (including strips) U.S. Treasury 2042-08-15 0.000000 337.23 211.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-02-15 2.000000 45652173.91 47014216.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-07-31 1.250000 69485073.90 69018969.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2034-08-15 0.000000 40.19 30.59 U.S. Treasuries (including strips) U.S. Treasury 2037-02-15 0.000000 1232.61 918.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-08-15 3.875000 3088278.26 4184096.62 U.S. Treasuries (including strips) U.S. Treasury 2025-02-15 0.000000 45.65 42.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 1648043.48 2433751.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-15 0.000000 53.28 51.45 U.S. Treasuries (including strips) U.S. Treasury 2025-11-15 0.000000 6.27 5.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-05-15 0.000000 1064.29 639.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-08-15 0.000000 0.08 0.07 U.S. Treasuries (including strips) U.S. Treasury 2045-11-15 0.000000 9896113.04 5846920.47 U.S. Treasuries (including strips) U.S. Treasury 2038-08-15 0.000000 38600.92 26745.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 21503269.56 31389264.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-10-31 1.250000 311347.83 310754.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-05-31 2.000000 108983836.94 112386604.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-08-15 0.000000 24736.81 20174.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-05-15 0.000000 17791848.75 14608887.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-11-15 0.000000 91.30 59.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-02-15 5.375000 45.65 64.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-11-15 2.250000 456.52 480.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2034-02-15 0.000000 0.58 0.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-11-15 0.000000 1784246.53 1034202.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-15 0.000000 0.04 0.04 U.S. Treasuries (including strips) U.S. Treasury 2040-11-15 0.000000 129.48 84.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-15 0.000000 43.39 42.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-10-31 2.875000 91.30 97.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-02-15 2.000000 28669884.78 29224223.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 1495063.04 3134527.84 U.S. Treasuries (including strips) U.S. Treasury 2020-11-15 0.000000 11.77 11.53 U.S. Treasuries (including strips) U.S. Treasury 2047-05-15 0.000000 31.95 17.97 U.S. Treasuries (including strips) U.S. Treasury 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254900HROIFWPRGM1V77 2021-01-31 2.125000 63670981.65 64181771.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-15 2.375000 18185706.22 18562696.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-31 1.375000 41676534.88 41692306.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-31 2.875000 62782200.62 64194878.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-15 1.750000 63750077.62 64094220.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-11-30 2.125000 62686064.56 65169903.96 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 374507428.55 374507428.55 0.0119 N Y Y N CITIBANK N.A. (REPO) CITIBANK N.A. (REPO) 2.160 0CAN05WU1 E57ODZWZ7FF32TWEFA76 0000036684 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2026-07-15 0.125000 61813.04 66964.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-06-30 1.875000 419817.39 421263.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-01-31 1.959770 2943241.30 2946274.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-02-15 6.625000 1369.57 1868.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-09-15 1.375000 182.61 183.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-10-03 0.000000 182.61 182.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-15 1.125000 1415.22 1667.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-31 2.625000 300939.13 307347.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-12-12 0.000000 291397.83 289794.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-05-15 1.750000 422419.56 427595.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-05-15 4.500000 182.61 265.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-09-30 2.125000 45.65 47.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 913.04 1296.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-07-31 1.250000 45.65 45.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-15 1.000000 8748599.99 11035825.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-08-15 6.125000 122028.26 174141.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-01-15 1.750000 6345.65 8908.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 15910558.67 19886869.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-07-31 2.250000 136.96 138.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-01-15 2.375000 9972397.81 14914885.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 2034580.43 3004570.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-06-30 2.500000 182.61 184.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-04-15 3.375000 359282.61 742065.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 3.000000 87926.09 107624.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-15 5.250000 1369.57 1823.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-31 2.000000 45.65 45.80 U.S. Treasuries (including strips) U.S. Treasury 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2.074770 25743123.91 25747841.51 U.S. Treasuries (including strips) U.S. Treasury 2019-12-31 0.000000 34239.13 34015.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-08-15 3.875000 6846593.48 9275980.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 22922686.95 33461249.89 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 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 684782608.65 684782608.65 0.0218 N Y Y N JPMorgan U.S. Treasury Plus Money Market Fund 2019-09-09 Timothy J. Clemens Timothy J. Clemens Treasurer