N-MFP2 0000763852 XXXXXXXX 2022-09-30 0000763852 S000003910 11 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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Treasur E57ODZWZ7FF32TWEFA76 2025-01-15 2.375000 6574434.76 10449056.04 U.S. Treasuries (including strips) United States Treasur E57ODZWZ7FF32TWEFA76 2048-08-15 3.000000 38.10 32.78 U.S. Treasuries (including strips) United States Treasur E57ODZWZ7FF32TWEFA76 2025-12-31 0.375000 342.88 303.98 U.S. Treasuries (including strips) United States Treasur E57ODZWZ7FF32TWEFA76 2024-04-30 3.222255 182487.73 183057.18 U.S. Treasuries (including strips) United States Treasur E57ODZWZ7FF32TWEFA76 2045-08-15 2.875000 46707.72 38700.65 U.S. Treasuries (including strips) United States Treasur E57ODZWZ7FF32TWEFA76 2028-02-15 2.750000 457.17 431.10 U.S. Treasuries (including strips) United States Treasur E57ODZWZ7FF32TWEFA76 2032-04-15 3.375000 3433398.05 6668904.39 U.S. Treasuries (including strips) United States Treasur E57ODZWZ7FF32TWEFA76 2039-02-15 3.500000 128160.48 123238.74 U.S. Treasuries (including strips) United States Treasur E57ODZWZ7FF32TWEFA76 2041-11-15 3.125000 141608.95 125916.95 U.S. 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Treasuries (including strips) United States Treasur E57ODZWZ7FF32TWEFA76 2031-07-15 0.125000 4038.35 3928.28 U.S. Treasuries (including strips) United States Treasur E57ODZWZ7FF32TWEFA76 2029-02-15 5.250000 6019.43 6487.27 U.S. Treasuries (including strips) United States Treasur E57ODZWZ7FF32TWEFA76 2026-02-15 6.000000 38.10 40.52 U.S. Treasuries (including strips) United States Treasur E57ODZWZ7FF32TWEFA76 2028-12-31 1.375000 95396.51 82262.08 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 2022-10-03 2022-10-03 2022-10-03 N N N 0.0300 95244117.63 95244117.63 0.0047 N Y Y N DEUTSCHE BANK SECURITIES INC. (REPO) DEUTSCHE BANK SECURITIES INC. 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States Treasur 254900Y8NKGV541U8Q32 2029-05-15 2.375000 10274317700.00 9422753994.65 U.S. Treasuries (including strips) United States Treasur 254900Y8NKGV541U8Q32 2051-02-15 1.875000 65617400.00 44194877.31 U.S. Treasuries (including strips) United States Treasur 254900Y8NKGV541U8Q32 2029-08-15 1.625000 40873900.00 35465721.01 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 AA+ Standard & Poor's Short Rating A-1+ 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 9500000000.00 9500000000.00 0.4683 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 3.222 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-10-03 2024-04-30 2024-04-30 N N N 0.0334 346518357.06 346518357.06 0.0171 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 1.495 912796W62 254900HROIFWPRGM1V77 US912796W621 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-11-17 2022-11-17 2022-11-17 N N N 0.0150 498235625.00 498235625.00 0.0246 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 1.386 912796W54 254900HROIFWPRGM1V77 US912796W548 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-11-10 2022-11-10 2022-11-10 N N N 0.0139 348997141.50 348997141.50 0.0172 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 1.273 912796V63 254900HROIFWPRGM1V77 US912796V631 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & 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254900HROIFWPRGM1V77 US912796W704 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-11-25 2022-11-25 2022-11-25 N N N 0.0154 348549064.50 348549064.50 0.0172 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 2.172 912796X79 254900HROIFWPRGM1V77 US912796X793 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-12-15 2022-12-15 2022-12-15 N N N 0.0217 497161870.00 497161870.00 0.0245 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 1.618 912796U31 254900HROIFWPRGM1V77 US912796U310 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-03-23 2023-03-23 2023-03-23 N N N 0.0162 117912849.60 117912849.60 0.0059 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.250 912828ZH6 254900HROIFWPRGM1V77 US912828ZH65 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-04-15 2023-04-15 2023-04-15 N N N 0.0143 49025390.50 49025390.50 0.0024 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 3.352 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-10-03 2022-10-31 2022-10-31 N N N 0.0340 800221440.00 800221440.00 0.0394 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 1.375 912828YK0 254900HROIFWPRGM1V77 US912828YK04 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-10-15 2022-10-15 2022-10-15 N N N 0.0010 455799934.56 455799934.56 0.0225 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 2.000 912828M80 254900HROIFWPRGM1V77 US912828M805 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-11-30 2022-11-30 2022-11-30 N N N 0.0132 39923510.00 39923510.00 0.0020 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 2.000 9128283C2 254900HROIFWPRGM1V77 US9128283C28 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-10-31 2022-10-31 2022-10-31 N N N 0.0009 168897536.99 168897536.99 0.0083 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 1.875 912828M49 254900HROIFWPRGM1V77 US912828M490 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-10-31 2022-10-31 2022-10-31 N N N 0.0009 139901987.40 139901987.40 0.0069 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 3.282 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-10-03 2024-01-31 2024-01-31 N N N 0.0329 667949719.64 667949719.64 0.0329 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.125 91282CBG5 254900HROIFWPRGM1V77 US91282CBG50 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-01-31 2023-01-31 2023-01-31 N N N 0.0177 34594750.40 34594750.40 0.0017 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.125 91282CAR2 254900HROIFWPRGM1V77 US91282CAR25 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-10-31 2022-10-31 2022-10-31 N N N 0.0010 299396049.00 299396049.00 0.0148 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.125 91282CAX9 254900HROIFWPRGM1V77 US91282CAX92 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-11-30 2022-11-30 2022-11-30 N N N 0.0133 99516361.00 99516361.00 0.0049 N Y Y N JPMorgan U.S. Treasury Plus Money Market Fund 2022-10-05 Timothy J. Clemens Timothy J. Clemens Treasurer