N-MFP2 0000763852 XXXXXXXX 2020-01-31 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 43 96 25749802838.04 27633073027.33 23828973398.52 23595164861.57 22608528162.38 30399802838.04 30633073027.33 28978973398.52 28745164861.57 28508528162.38 0.8262 0.8786 0.7866 0.7848 0.7587 0.9754 0.9740 0.9566 0.9560 0.9567 650000824.36 29113770522.24 29108527338.02 41166795.09 43073084.07 29756621873.40 29757593997.47 1.0000 0.0164 1.0001 1.0001 1.0001 1.0001 1.0001 C000010949 1000.00 281041151.99 281049946.21 1.0001 1.0001 1.0001 1.0001 1.0001 8363345.75 3321155.50 1887032.77 3034815.98 6697282.36 6090171.33 9243408.18 1045135.19 264352.41 6584497.95 23691228.52 19938970.64 0.0067 Y JPM Dist Svcs, Shareholder Servicing Contract, 41063.86; C000010954 1000000.00 33297882.44 33298680.94 1.0001 1.0001 1.0001 1.0001 1.0002 3814912.16 0.00 229294.27 45191.34 14343902.71 2197219.28 2831965.79 1268692.58 2076278.95 13321095.27 21199285.81 16832198.47 0.0115 N C000010952 10000000.00 6723692.36 6723875.35 1.0001 1.0001 1.0001 1.0001 1.0001 505679.55 58.88 245470.66 10.00 689.73 10.00 22387.02 493.12 5374.11 23981.73 773925.52 24498.87 0.0095 N C000010953 5000000.00 1892018638.31 1892082633.03 1.0001 1.0001 1.0001 1.0001 1.0001 2827592967.53 2961422773.71 3488641620.54 3067533156.14 3398056665.68 3666243605.75 2653247017.30 2746742947.59 3397598938.03 3302555966.53 14322169334.73 14384975890.99 0.0138 Y JPM Dist Svcs, Shareholder Servicing Contract, 53143.53; C000010947 10000000.00 16865679618.06 16866251444.43 1.0001 1.0001 1.0001 1.0001 1.0001 2466722191.52 3142920869.44 1429949837.73 963072637.70 1189412263.41 1898685610.14 1137192921.57 1299024634.17 1453248069.43 2154791017.69 6960523899.71 7917826004.91 0.0143 Y JPM Dist Svcs, Shareholder Servicing Contract, 489018.45; C000010950 1000.00 769492948.15 769521230.50 1.0001 1.0001 1.0001 1.0001 1.0001 2967727180.16 3006603628.62 3528256626.65 3544492087.32 3391928042.04 3444740054.63 2648522532.63 2646916941.84 3315400665.91 3310624263.18 14340031729.81 14426639618.00 0.0105 Y JPM Dist Svcs, Shareholder Servicing Contract, 2609.28; C000010951 1000000.00 1454903729.03 1454951429.31 1.0001 1.0001 1.0001 1.0001 1.0001 621514297.81 573063556.61 656744050.28 668419644.06 730535339.82 712965957.01 528921564.01 563378989.03 649189899.25 652727508.69 2880573272.40 2911330722.72 0.0120 N C000165408 50000000.00 8416161685.17 8416411982.21 1.0001 1.0001 1.0001 1.0001 1.0001 2388315935.83 1846110441.77 871379474.46 1462643065.32 1007996581.56 1174886919.35 1265421248.16 1220936530.90 1572519494.91 1226974829.01 6606151069.53 6129175754.25 0.0146 Y JPM Dist Svcs, Shareholder Servicing Contract, 85544.22; C000115394 50000000.00 37302527.89 37302775.49 1.0001 1.0001 1.0001 1.0001 1.0002 18397490.70 33528387.94 16857607.86 3225280.35 505041.85 657166.69 100000.00 2908681.55 2848411.29 2488424.84 35206928.83 12595743.20 0.0150 N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 1.600 0QH001J60 NQQ6HPCNCCU6TUTQYE16 0000009622 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2020-02-27 0.000000 1000.00 998.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-15 2.625000 94696000.00 96017282.36 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 0.000000 100.00 98.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-08-15 2.875000 42763000.00 50400477.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-28 2.500000 49192400.00 50216499.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-31 1.250000 16269900.00 16265736.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-09-30 2.125000 100.00 104.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-01-15 0.500000 39469100.00 43117503.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-05-21 0.000000 300.00 298.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-10-31 2.875000 1000.00 1061.88 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-02-07 2020-02-07 2020-04-29 Y BANK OF MONTREAL (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0160 250000000.00 250000000.00 0.0084 N N Y N BANK OF NOVA SCOTIA (REPO) BANK OF NOVA SCOTIA (REPO) 1.570 0PP004PU7 0000009631 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2046-02-15 2.500000 1258200.00 1388065.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-08-15 2.875000 32734800.00 38581239.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-05-15 2.875000 4999800.00 5965320.03 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 45033852.00 45033852.00 0.0015 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 1.640 0QK004SZ6 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.125000 100.00 99.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-02-15 0.000000 8830.81 6947.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 0.000000 3422535.68 3358465.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-11-15 0.000000 3688.00 2322.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-08-15 0.000000 100.00 55.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-15 2.375000 22726700.00 34890678.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 2.500000 1000.00 1100.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-05-15 0.000000 4933800.00 3331390.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 1.500000 56404900.00 56941230.90 U.S. Treasuries (including strips) United States Treasur 2037-02-15 0.000000 39.04 27.79 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-11-15 0.000000 53998700.00 42731169.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-15 0.000000 0.80 0.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-03-26 0.000000 200.00 199.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 0.000000 5.41 3.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-11-15 3.125000 1161900.00 1407613.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-15 7.500000 300.00 389.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-11-15 3.750000 33129000.00 44235255.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-31 2.000000 20420900.00 20733135.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-15 0.000000 0.04 0.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-05-15 0.000000 0.10 0.06 U.S. Treasuries (including strips) United States Treasur 2046-11-15 0.000000 762.18 426.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.750000 300.00 376.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-08-15 0.000000 403070.67 328170.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-15 0.000000 373731.16 359038.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-02-15 0.000000 228283.29 200568.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-11-15 0.000000 0.08 0.07 U.S. Treasuries (including strips) United States Treasur 2035-11-15 0.000000 92.80 68.18 U.S. Treasuries (including strips) United States Treasur 2045-05-15 0.000000 89697.79 51732.48 U.S. Treasuries (including strips) United States Treasur 2048-05-15 0.000000 173.60 94.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-08-15 3.625000 100.00 131.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 1.000000 102631400.00 127617377.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-05-15 0.000000 40.96 36.52 U.S. Treasuries (including strips) United States Treasur 2039-05-15 0.000000 46800.00 32703.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-02-15 0.000000 0.04 0.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 3.000000 53399600.00 65154837.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-11-15 3.375000 1000.00 1302.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-15 2.750000 1000.00 1031.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-07-15 0.250000 91623500.00 95332140.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-30 1.125000 900.00 896.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-02-15 0.000000 0.03 0.03 U.S. Treasuries (including strips) United States Treasur 2037-05-15 0.000000 0.96 0.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-11-15 2.750000 200.00 228.36 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-05-15 0.000000 66.87 58.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-31 1.250000 12003000.00 12017293.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-08-15 0.000000 3508294.40 2725113.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-15 0.000000 32.46 27.92 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 2020-02-07 2020-02-07 2020-02-20 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 0.0164 500000000.00 500000000.00 0.0168 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 1.630 0QK004RH7 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2031-11-15 0.000000 5.20 4.21 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2034-05-15 0.000000 15052.35 11482.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-15 0.000000 99894.96 95967.69 U.S. Treasuries (including strips) United States Treasur 2025-11-15 0.000000 398.33 365.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-31 1.875000 19855900.00 20445246.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-28 1.750000 5591900.00 5673456.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-02-15 0.000000 86052.96 69277.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-02-15 0.000000 2.91 2.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-02-15 1.000000 17530600.00 22426236.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-05-15 0.000000 0.17 0.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-11-15 0.000000 108.56 94.01 U.S. Treasuries (including strips) United States Treasur 2037-08-15 0.000000 54078693.74 38065992.52 U.S. Treasuries (including strips) United States Treasur 2038-08-15 0.000000 46119.11 31730.82 U.S. Treasuries (including strips) United States Treasur 2048-08-15 0.000000 245.81 133.48 U.S. Treasuries (including strips) United States Treasur 2040-08-15 0.000000 20438700.00 13737259.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-08-15 3.750000 29201800.00 38928261.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-02-15 3.125000 269000.00 328070.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-15 2.625000 69358500.00 70659728.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-02-15 0.000000 12.22 10.74 U.S. Treasuries (including strips) United States Treasur 2035-11-15 0.000000 2150400.00 1579842.97 U.S. Treasuries (including strips) United States Treasur 2037-05-15 0.000000 135.27 95.86 U.S. Treasuries (including strips) United States Treasur 2046-05-15 0.000000 3.84 2.17 U.S. Treasuries (including strips) United States Treasur 2047-11-15 0.000000 289212.48 158739.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-02-06 0.000000 200.00 199.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-15 7.875000 8900.00 9802.11 U.S. Treasuries (including strips) United States Treasur 2023-11-15 0.000000 100.00 94.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-31 2.625000 100.00 106.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-15 0.000000 100.00 95.03 U.S. Treasuries (including strips) United States Treasur 2037-02-15 0.000000 100.00 74.14 U.S. Treasuries (including strips) United States Treasur 2046-11-15 0.000000 30632800.00 17568370.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-02-15 2.125000 19051000.00 31363016.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-08-15 2.250000 100.00 105.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-15 1.750000 58438000.00 59078262.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2034-02-15 0.000000 36.15 27.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-05-15 0.000000 383903.73 335303.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-05-15 0.000000 93.65 78.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-11-15 0.000000 11.71 7.38 U.S. Treasuries (including strips) United States Treasur 2048-05-15 0.000000 373285.80 203597.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 0.000000 272008.42 151445.86 U.S. Treasuries (including strips) United States Treasur 2037-02-15 0.000000 0.64 0.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-05-15 0.000000 1436711.87 1123682.52 U.S. Treasuries (including strips) United States Treasur 2029-08-15 0.000000 102.47 87.22 U.S. 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(including strips) United States Treasur 254900HROIFWPRGM1V77 2041-02-15 0.000000 0.20 0.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-11-15 0.000000 89.74 55.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-02-27 0.000000 800.00 799.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 0.750000 8663800.00 10505058.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-11-15 0.000000 191935513.70 159065789.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-08-15 0.000000 163.87 104.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-08-15 0.000000 3.73 2.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-05-15 0.000000 258195.63 152401.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-11-15 0.000000 2470.97 1410.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-06-18 0.000000 300.00 298.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-05-15 0.000000 26041900.00 14217523.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-12-31 2.250000 2719900.00 2836464.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-30 2.875000 66139000.00 70150344.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 0.000000 251127.60 246426.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-15 0.000000 327.22 303.78 U.S. Treasuries (including strips) United States Treasur 2037-11-15 0.000000 1858576.57 1299518.60 U.S. Treasuries (including strips) United States Treasur 2040-02-15 0.000000 300.00 205.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-15 2.375000 72913400.00 74183347.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-04-30 2.875000 74505000.00 80587624.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-09-30 3.000000 113416500.00 124288601.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-15 0.000000 201.89 173.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-02-15 0.000000 1447.09 858.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-05-15 4.375000 12013300.00 17236007.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-10-31 2.875000 478300.00 507895.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2038-11-15 0.000000 2.56 1.75 U.S. Treasuries (including strips) United States Treasur 2041-05-15 0.000000 221.56 141.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-02-15 0.000000 900.00 559.63 U.S. Treasuries (including strips) United States Treasur 2046-05-15 0.000000 100.00 57.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-05-15 0.000000 7.77 7.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 0.875000 49523600.00 60818773.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-06-30 2.750000 2813100.00 3015845.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2035-08-15 0.000000 31.50 23.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2035-05-15 0.000000 1730007.52 1287253.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-08-15 0.000000 231.99 139.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-15 7.500000 20407600.00 26496970.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-15 1.500000 100.00 100.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-08-15 0.000000 43276.37 35234.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-08-15 0.000000 13.44 10.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-15 0.000000 251.21 228.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-05-15 0.000000 2864.13 1732.68 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 2020-02-07 2020-02-07 2020-03-03 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 0.0163 1000000000.00 1000000000.00 0.0336 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 1.600 0QK004UQ3 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2027-08-15 0.000000 20.02 17.76 U.S. Treasuries (including strips) United States Treasur 2047-05-15 0.000000 500.00 283.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-02-27 0.000000 800.00 799.09 U.S. Treasuries (including strips) United States Treasur 2025-02-15 0.000000 300.00 279.93 U.S. Treasuries (including strips) United States Treasur 2027-02-15 0.000000 100.00 90.51 U.S. Treasuries (including strips) United States Treasur 2037-02-15 0.000000 300.00 222.43 U.S. Treasuries (including strips) United States Treasur 2037-05-15 0.000000 200.00 147.64 U.S. Treasuries (including strips) United States Treasur 2046-11-15 0.000000 300.00 172.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-15 0.000000 0.05 0.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-15 0.000000 79.36 71.38 U.S. Treasuries (including strips) United States Treasur 2043-02-15 0.000000 176.79 107.84 U.S. Treasuries (including strips) United States Treasur 2048-08-15 0.000000 6980.88 3790.77 U.S. Treasuries (including strips) United States Treasur 2046-08-15 0.000000 500.00 287.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 3.000000 1000.00 1215.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 0.000000 70.60 67.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-15 0.000000 205984.39 189748.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-11-15 0.000000 66.00 58.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-11-15 0.000000 181.41 153.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-02-15 0.000000 73.50 60.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-02-15 0.000000 35.20 23.92 U.S. Treasuries (including strips) United States Treasur 2047-11-15 0.000000 3887.50 2133.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-08-15 2.250000 100.00 105.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-02-15 3.000000 12694900.00 15582826.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-08-15 2.250000 100.00 106.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-15 2.750000 31132000.00 32102254.44 U.S. Treasuries (including strips) United States Treasur 2037-11-15 0.000000 2458475.79 1718968.73 U.S. Treasuries (including strips) United States Treasur 2045-02-15 0.000000 100.00 58.05 U.S. Treasuries (including strips) United States Treasur 2048-05-15 0.000000 265.60 144.86 U.S. Treasuries (including strips) United States Treasur 2036-05-15 0.000000 0.02 0.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2038-05-15 0.000000 83.87 58.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-08-15 0.000000 391.44 248.56 U.S. Treasuries (including strips) United States Treasur 2023-11-15 0.000000 200.00 189.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-15 3.625000 2551400.00 2648601.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-05-15 0.000000 85.99 67.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-15 0.000000 250.00 234.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-08-15 0.000000 455.22 273.58 U.S. Treasuries (including strips) United States Treasur 2049-05-15 0.000000 831.00 444.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-02-13 0.000000 2316600.00 2315323.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-03-12 0.000000 4541800.00 4533788.26 U.S. Treasuries (including strips) United States Treasur 2039-05-15 0.000000 300.00 209.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-01-15 2.375000 1099900.00 1647835.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-02-15 3.125000 34661000.00 42272286.04 U.S. Treasuries (including strips) United States Treasur 2036-11-15 0.000000 0.08 0.06 U.S. Treasuries (including strips) United States Treasur 2046-08-15 0.000000 381.67 214.75 U.S. Treasuries (including strips) United States Treasur 2044-05-15 0.000000 100.00 60.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-11-15 0.000000 1.69 1.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-05-15 0.000000 6.40 5.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-08-15 0.000000 58.50 48.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-15 0.375000 17750200.00 19999266.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2035-02-15 0.000000 635.26 475.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-02-15 0.000000 0.97 0.63 U.S. Treasuries (including strips) United States Treasur 2046-02-15 0.000000 225.90 128.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-09 0.000000 136700.00 135777.96 U.S. Treasuries (including strips) United States Treasur 2021-08-15 0.000000 200.00 195.62 U.S. Treasuries (including strips) United States Treasur 2043-05-15 0.000000 3000.00 1854.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-02-29 2.250000 400.00 403.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 2.875000 30614000.00 31576251.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-03-31 2.250000 100.00 105.52 U.S. Treasuries (including strips) United States Treasur 2029-02-15 0.000000 2600.00 2264.46 U.S. Treasuries (including strips) United States Treasur 2045-11-15 0.000000 500.00 291.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-31 1.500000 61046000.00 61473623.88 U.S. Treasuries (including strips) United States Treasur 2038-08-15 0.000000 821.32 565.08 U.S. Treasuries (including strips) United States Treasur 2040-11-15 0.000000 17.06 11.05 U.S. Treasuries (including strips) United States Treasur 2041-05-15 0.000000 986.94 631.15 U.S. Treasuries (including strips) United States Treasur 2020-02-15 8.500000 900.00 936.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-02-15 0.625000 100.00 120.43 U.S. Treasuries (including strips) United States Treasur 2024-08-15 0.000000 200.00 187.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-04-30 2.375000 26943000.00 28601415.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-06-30 2.750000 300.00 321.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-11-15 0.000000 0.04 0.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-15 0.000000 38.17 35.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-08-15 0.000000 761.20 419.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-31 1.375000 967000.00 971341.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-08-15 0.000000 0.54 0.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-02-15 0.000000 68.34 55.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-15 0.000000 3963.63 3679.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-02-15 0.000000 1709.05 1438.93 U.S. Treasuries (including strips) United States Treasur 2046-05-15 0.000000 263.38 148.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.000000 1500.00 962.21 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-02-15 0.000000 500.00 290.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-11-15 0.000000 100.00 56.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-28 2.750000 300.00 323.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-15 1.625000 2387400.00 2421151.87 U.S. Treasuries (including strips) United States Treasur 2046-05-15 0.000000 1200.00 693.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-02-15 1.625000 4699300.00 4785403.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 0.125000 572600.00 651685.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-31 2.125000 2346000.00 2374015.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-02-15 0.000000 250.00 223.87 U.S. Treasuries (including strips) United States Treasur 2022-11-15 0.000000 600.00 578.04 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 2020-04-14 2020-04-14 2020-04-14 N N N 0.0160 250000000.00 250000000.00 0.0084 N N N Y BNP PARIBAS (REPO) BNP PARIBAS (REPO) 1.570 0QK004W81 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2031-05-15 0.000000 14847188.21 12157946.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-02-15 0.000000 35517.21 21062.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-08-15 3.750000 4018283.94 5356683.77 U.S. Treasuries (including strips) United States Treasur 2024-08-15 0.000000 40763.05 38125.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-01-15 0.500000 59940687.81 65481422.43 U.S. Treasuries (including strips) United States Treasur 2037-02-15 0.000000 34380849.79 24476552.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-15 0.000000 87224.03 80974.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-15 0.000000 595133.16 548225.36 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-02-15 0.000000 166.47 146.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-05-15 0.000000 21396.40 18687.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-02-15 0.000000 6036898.20 5082754.37 U.S. Treasuries (including strips) United States Treasur 2030-05-15 0.000000 61639.82 52608.97 U.S. Treasuries (including strips) United States Treasur 2037-02-15 0.000000 1142.89 847.38 U.S. Treasuries (including strips) United States Treasur 2046-08-15 0.000000 78.00 43.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 0.000000 2701.91 1504.34 U.S. Treasuries (including strips) United States Treasur 2048-08-15 0.000000 238.05 129.27 U.S. Treasuries (including strips) United States Treasur 2040-02-15 0.000000 38.10 26.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-15 6.250000 27391.24 32770.32 U.S. Treasuries (including strips) United States Treasur 2024-02-15 0.000000 182100.34 171549.63 U.S. Treasuries (including strips) United States Treasur 2022-11-15 0.000000 457.16 440.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-10-31 1.875000 17703467.11 18025935.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-15 2.375000 1333332.57 1356555.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2034-02-15 0.000000 42.59 32.68 U.S. Treasuries (including strips) United States Treasur 2025-11-15 0.000000 84.89 77.82 U.S. Treasuries (including strips) United States Treasur 2045-05-15 0.000000 70.33 40.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-11-15 0.000000 1499510.38 856157.45 U.S. Treasuries (including strips) United States Treasur 2047-11-15 0.000000 257232.87 141186.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-31 1.750000 17192709.95 17470716.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.375000 74929336.05 74906107.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-08-15 0.000000 14697.74 11697.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2035-08-15 0.000000 23187696.78 17143846.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-05-15 0.000000 307.41 246.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2038-05-15 0.000000 104.07 72.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.000000 9.41 5.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-08-15 0.000000 46518750.10 27257801.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-05-15 0.000000 16.16 16.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-08-15 0.000000 23.29 15.21 U.S. Treasuries (including strips) United States Treasur 2041-05-15 0.000000 729.62 466.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-08-15 0.000000 413.30 262.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-08-15 0.000000 305.26 188.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-02-27 0.000000 800.02 799.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-05-15 3.000000 33003971.70 39895899.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-12-31 2.250000 152.39 158.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 0.000000 5.04 4.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-15 0.000000 9105089.13 7832935.18 U.S. 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(REPO) DEUTSCHE BANK SECURITIES INC. 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MORGAN SECURITIES LLC (REPO) J.P. 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Rating A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 571444571.40 571444571.40 0.0192 N Y Y N JPMorgan U.S. Treasury Plus Money Market Fund 2020-02-05 Timothy J. Clemens Timothy J. Clemens Treasurer