N-MFP2 0000763852 XXXXXXXX 2020-04-30 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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(REPO) BARCLAYS CAPITAL INC. 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Treasur 254900HROIFWPRGM1V77 2020-08-15 0.000000 1.00 1.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 2.500000 25212400.00 26375352.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-15 2.375000 11246000.00 11733545.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-15 2.625000 851900.00 883578.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-06-25 0.000000 100.00 99.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-05-05 0.000000 5209200.00 5209147.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-08-15 0.000000 7032217.60 6619264.69 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 2020-05-01 2020-05-01 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2027-11-15 2.250000 11837804.35 13448240.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-30 1.625000 2014193.58 2173110.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-05-15 3.000000 1766836.47 2504672.21 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-05-15 2.875000 4770458.47 6418419.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-11-15 3.750000 4417091.18 6789677.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-15 2.375000 706734.59 722569.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-12-15 2.625000 706734.59 741350.32 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-08-15 3.000000 9187549.65 13078544.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-30 2.750000 1766836.47 1814257.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-31 1.250000 11307753.41 11485850.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-02-15 2.750000 6713978.59 7871610.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-03-31 2.625000 8021437.57 8917413.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-12-31 1.625000 13427957.17 13814800.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-11-15 3.125000 1766836.47 2457625.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-08-15 2.750000 1272122.26 1719751.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-31 2.375000 742071.32 789676.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-08-15 2.875000 8513678.22 10142427.98 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-11-15 2.750000 1130775.34 1539436.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-05-15 2.875000 8834182.35 10547600.70 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 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 176683647.02 176683647.02 0.0068 N Y Y N JPMorgan U.S. Treasury Plus Money Market Fund 2020-05-05 Timothy J. Clemens Timothy J. Clemens Treasurer