N-MFP2 0000763852 XXXXXXXX 2020-06-30 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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JPM Dist Svcs, Shareholder Servicing Volun, 5439.34; C000010952 10000000.00 4554098.44 4554274.61 1.0006 1.0006 1.0005 1.0005 428.06 10.00 9902.77 25818.28 549.41 10.00 10.00 10.00 11466.20 25852.28 0.0000 Y JPM Inv Mgmt, Inv Adv Contract, 0.19; JPM Dist Svcs, Dist Volun, 996.61; JPM Dist Svcs, Shareholder Servicing Volun, 455.35; C000010953 5000000.00 2032043136.76 2032104722.76 1.0006 1.0006 1.0005 1.0005 3209768236.89 3200598053.70 3329898049.32 3238716420.81 3451669358.37 3538902684.23 3089212266.59 3280449375.68 14247191024.99 14392714064.36 0.0005 Y JPM Inv Mgmt, Inv Adv Contract, 86.94; JPM Dist Svcs, Shareholder Servicing Contract, 40885.90; C000010947 10000000.00 12616760599.31 12617314883.57 1.0006 1.0006 1.0005 1.0005 2338182608.25 1388040021.45 2157011613.81 1696165565.31 1259837519.84 2006857140.87 1594206724.67 1536541965.29 8205073892.81 7856001784.26 0.0010 Y JPM Inv Mgmt, Inv Adv Contract, 549.86; JPM Dist Svcs, Shareholder Servicing Contract, 269867.05; C000010950 1000.00 473741733.56 473769234.42 1.0006 1.0005 1.0005 1.0005 1852440787.96 1882091895.79 1691517384.45 1725431687.06 1709606247.08 1691202177.34 1753439739.85 1736583249.53 7704904985.66 7758371617.64 0.0000 Y JPM Inv Mgmt, Inv Adv Contract, 19.51; 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(REPO) BARCLAYS CAPITAL INC. (REPO) 0.070 0BAR22HW2 AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2030-05-15 0.000000 35550535.63 32790712.00 U.S. Treasuries (including strips) United States Treasur 2045-11-15 0.000000 32773700.00 22681858.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-15 0.000000 31176346.14 30758333.69 U.S. Treasuries (including strips) United States Treasur 2046-11-15 0.000000 10495400.00 7161357.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2034-11-15 0.000000 25900848.13 22248310.53 U.S. Treasuries (including strips) United States Treasur 2048-08-15 0.000000 29905750.00 19423515.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-11-15 0.000000 27096048.13 24480276.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-11-15 0.000000 33297948.13 24024402.98 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 0.000000 23951342.54 23910649.21 U.S. Treasuries (including strips) United States Treasur 2045-02-15 0.000000 43020453.00 29414976.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-05-15 0.000000 40034348.13 29241368.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-02-15 0.000000 21941149.25 19417258.85 U.S. Treasuries (including strips) United States Treasur 2040-02-15 0.000000 38391600.00 30663294.14 U.S. Treasuries (including strips) United States Treasur 2044-11-15 0.000000 26352888.75 18117848.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-05-15 0.000000 30983638.75 21530840.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-11-15 0.000000 34852135.63 25768205.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-02-15 0.000000 20588511.11 19829083.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.000000 35923180.50 26419595.33 U.S. Treasuries (including strips) United States Treasur 2037-11-15 0.000000 3425258.63 2782645.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-15 0.000000 24447348.15 24236807.59 U.S. Treasuries (including strips) United States Treasur 2039-11-15 0.000000 36538848.13 28375411.76 U.S. Treasuries (including strips) United States Treasur 2025-11-15 0.000000 26519473.78 25890325.78 U.S. Treasuries (including strips) Y Fitch Long Rating A+ 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 499183394.00 499183394.00 0.0142 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.070 0QK005K57 0000310732 U.S. Treasury Repurchase 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(including strips) United States Treasur 254900HROIFWPRGM1V77 2025-04-15 0.125000 62200.00 64717.06 U.S. Treasuries (including strips) United States Treasur 2035-11-15 0.000000 55683645.44 46975447.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-15 0.000000 0.45 0.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-31 1.875000 27036500.00 29045393.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2035-08-15 0.000000 177013714.23 150040010.43 U.S. Treasuries (including strips) United States Treasur 2049-02-15 0.000000 24.59 15.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-11-15 0.000000 21428234.72 18713491.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-05-15 0.000000 52386000.00 34465901.89 U.S. Treasuries (including strips) United States Treasur 2037-05-15 0.000000 2027902.75 1665009.55 U.S. 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United States Treasur 254900HROIFWPRGM1V77 2047-11-15 2.750000 174860.27 230366.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 0.000000 806612.64 527617.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2038-11-15 0.000000 434.61 345.32 U.S. Treasuries (including strips) United States Treasur 2047-08-15 0.000000 382.44 251.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-01-15 0.375000 27.58 31.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2035-05-15 0.000000 2233330.80 1899961.51 U.S. Treasuries (including strips) United States Treasur 2047-08-15 0.000000 116619.47 78551.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-03-31 2.125000 624047.93 671907.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 2.000000 2023261.01 2135111.99 U.S. Treasuries (including 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2025-05-15 0.000000 824.71 809.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-10-31 1.500000 32452009.11 34287053.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-02-15 0.000000 7596056.36 6722282.00 U.S. Treasuries (including strips) United States Treasur 2021-08-15 0.000000 137.88 137.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-31 1.750000 27.58 28.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 2.875000 359013.70 373626.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-31 0.270061 27.58 27.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-15 0.000000 0.36 0.35 U.S. Treasuries (including strips) United States Treasur 2045-05-15 0.000000 220609.08 153766.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-08-15 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United States Treasur 254900HROIFWPRGM1V77 2025-06-30 2.750000 87738900.00 98429534.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-15 2.000000 89974900.00 99081259.63 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 523461000.00 523461000.00 0.0149 N Y Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 0.070 0SB001WL4 0001675365 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2024-09-30 1.500000 192798600.00 203786868.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-31 1.750000 195339500.00 204669620.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-08-15 2.875000 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Treasur 254900HROIFWPRGM1V77 2042-02-15 3.125000 12870700.00 17694648.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-31 2.625000 327700.00 372450.52 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 100000000.00 100000000.00 0.0028 N Y Y N CITIBANK N.A. 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193032943.71 193032943.71 0.0055 N Y Y N JPMorgan U.S. Treasury Plus Money Market Fund 2020-07-06 Timothy J. Clemens Timothy J. Clemens Treasurer