N-MFP2 0000763852 XXXXXXXX 2022-10-31 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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2026-04-30 2.380000 1027665.03 962797.79 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2050-05-15 1.250000 473.44 248.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-04-15 0.130000 1911694.41 1872633.87 U.S. Treasuries (including strips) United States Treasur 2048-08-15 0.000000 22845279.97 7780188.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-15 2.000000 1913151.17 1768621.74 U.S. Treasuries (including strips) United States Treasur 2044-08-15 0.000000 9236056.64 3501204.35 U.S. Treasuries (including strips) United States Treasur 2047-02-15 0.000000 67380531.42 22727251.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-01-15 0.130000 7249193.87 7496281.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 0.000000 17.44 6.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-02-15 0.000000 168983.12 60603.94 U.S. Treasuries (including strips) United States Treasur 2029-08-15 0.000000 428284.81 323528.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-08-15 0.000000 5848127.64 3700297.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-03-30 0.000000 53863.37 52936.33 U.S. Treasuries (including strips) United States Treasur 2044-11-15 0.000000 1320496.82 483456.33 U.S. Treasuries (including strips) United States Treasur 2048-08-15 0.000000 4003.15 1322.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-02-15 0.000000 364.19 268.58 U.S. Treasuries (including strips) United States Treasur 2049-05-15 0.000000 655376.46 214032.85 U.S. Treasuries (including strips) United States Treasur 2034-05-15 0.000000 12444486.48 7598118.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-05-15 0.000000 35563942.60 24961584.47 U.S. 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6699642.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-06-30 1.750000 1445424.82 1389206.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-11-15 0.000000 3.35 1.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2051-02-15 0.130000 6883.15 5038.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-06-30 1.880000 11638639.75 10755231.89 U.S. Treasuries (including strips) United States Treasur 2022-11-15 7.630000 145.68 151.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-11-15 0.000000 16.69 12.42 U.S. Treasuries (including strips) United States Treasur 2025-08-15 0.000000 4259.45 3776.36 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-15 0.630000 430906.96 519242.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-31 1.380000 9960353.27 9725059.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 0.750000 479489.61 479879.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-11-15 2.250000 477559.42 439945.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-05-15 0.000000 6854377.92 2627420.14 U.S. Treasuries (including strips) United States Treasur 2046-11-15 0.000000 1086153.59 381575.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-07-15 0.130000 2196780.60 2272228.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-05-15 0.000000 15791720.26 7570819.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-02-15 1.000000 29646304.38 28959454.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-12-31 1.250000 25234351.70 22446712.60 U.S. Treasuries (including strips) United States 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254900HROIFWPRGM1V77 2031-07-15 0.130000 5523053.13 5400307.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-11-15 4.250000 4936965.76 4985504.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-11-15 0.000000 82.86 54.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-15 0.130000 399149.79 511204.33 U.S. Treasuries (including strips) United States Treasur 2050-11-15 0.000000 0.06 0.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-05-15 3.000000 6301650.15 5088734.83 U.S. Treasuries (including strips) United States Treasur 2049-08-15 0.000000 0.23 0.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-02-15 1.500000 295356.28 249090.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-29 2.130000 30530297.34 29673641.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-20 0.000000 7717102.31 7558191.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-01-15 2.380000 3897428.20 5912684.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-05-15 0.000000 779.36 291.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-11-30 0.630000 4711460.69 3955679.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-11-15 0.000000 447879.80 308046.35 U.S. Treasuries (including strips) United States Treasur 2047-05-15 0.000000 2786983.29 963738.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-02-15 3.000000 687805.01 557607.77 U.S. Treasuries (including strips) United States Treasur 2045-08-15 0.000000 764044.37 272156.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-08-15 0.000000 21122.89 9069.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-04-15 3.380000 1539203.17 2958074.17 U.S. Treasuries (including strips) United States Treasur 2039-11-15 0.000000 95578675.20 46646407.79 U.S. Treasuries (including strips) United States Treasur 2043-11-15 0.000000 51096854.46 20219638.47 U.S. Treasuries (including strips) United States Treasur 2040-08-15 0.000000 36.42 16.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-01-15 0.380000 218002.80 253170.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-06-30 0.500000 1831791.62 1548146.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-11-30 0.380000 16388449.41 14534598.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-07-31 0.630000 15358162.22 13428862.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-08-15 0.000000 12134444.97 4423272.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-15 2.380000 3444560.72 5515091.14 U.S. Treasuries (including strips) United States Treasur 2048-02-15 0.000000 339532.25 115909.52 U.S. Treasuries (including strips) United States Treasur 2040-02-15 0.000000 43593894.55 21139769.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-05-15 0.000000 2.41 0.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-31 0.250000 36.42 32.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-11-15 0.000000 5754.17 1966.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-08-15 2.250000 327.77 226.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-04-15 2.630000 62531.04 60010.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 1.000000 84274323.40 83655894.74 U.S. Treasuries (including strips) United States Treasur 2046-05-15 0.000000 8281633.21 2868973.07 U.S. Treasuries (including strips) United States Treasur 2028-11-15 0.000000 2.91 2.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-28 1.130000 36.42 33.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-08-15 0.000000 195.79 147.14 U.S. Treasuries (including strips) United States Treasur 2037-08-15 0.000000 0.50 0.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-05-31 0.500000 9005635.04 7634159.36 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-11-15 5.250000 36.42 39.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-07-15 0.380000 36.42 41.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-05-15 2.880000 2800968.10 2650805.75 U.S. Treasuries (including strips) United States Treasur 2034-08-15 0.000000 47666662.70 28704768.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-07-15 0.250000 29473606.54 31251623.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-07-15 0.130000 11933959.60 13957735.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-04-30 2.880000 155709389.26 144216479.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-15 0.000000 16.75 15.32 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-02-15 1.000000 36.42 38.02 U.S. Treasuries (including strips) United States Treasur 2047-08-15 0.000000 1274.66 438.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-05-15 0.000000 0.73 0.47 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 2022-11-01 2022-11-01 2022-11-01 N N N 0.0300 1456751058.69 1456751058.69 0.0785 N Y Y N CITIBANK N.A. (REPO) CITIBANK N.A. (REPO) 3.000 0CAN07PR2 E57ODZWZ7FF32TWEFA76 0000928158 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2039-02-15 3.500000 121784.39 111856.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-31 2.880000 2658.57 2590.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-04-30 2.500000 109.26 105.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-02-15 3.630000 473.44 423.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-15 3.130000 2694.99 2623.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-03-31 2.500000 95599.29 89085.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2050-05-15 1.250000 1502602.30 790181.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 7.130000 2913.50 2981.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-05-31 2.630000 874.05 826.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 1.000000 235993.67 234261.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-10-31 0.500000 36.42 30.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-15 0.630000 36.42 43.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-05-31 2.500000 182166.72 178314.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-04-30 2.380000 44175.98 41387.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-11-15 4.380000 196952.74 203141.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-02-15 0.630000 473.44 481.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2038-05-15 4.500000 36.42 38.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-31 2.750000 36.42 34.98 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-06-30 1.880000 72.84 67.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-01-15 0.500000 72.84 82.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-31 2.500000 1711.68 1651.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-31 0.130000 36.42 35.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-08-15 5.500000 473.44 508.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-12-31 1.380000 91192.62 77889.14 U.S. Treasuries (including strips) United States Treasur 2025-09-30 3.000000 764.79 737.71 U.S. Treasuries (including strips) United 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(including strips) United States Treasur 254900HROIFWPRGM1V77 2024-03-31 2.250000 9432.46 9146.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 0.130000 364.19 356.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-05-15 4.380000 72.84 74.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2051-08-15 2.000000 182.09 116.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 0.880000 36.42 36.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-15 2.250000 364.19 352.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-11-30 2.880000 546.28 528.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-28 1.880000 528400.03 462715.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2052-05-15 2.880000 1019.73 811.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-07-15 3.000000 36.42 35.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-04-30 0.500000 36.42 30.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-04-15 3.380000 3147747.69 6049410.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-10-31 1.380000 2767.83 2355.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 0.750000 127101.53 127204.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-04-15 3.880000 7940531.51 16190626.32 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-15 2.750000 72.84 70.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2052-02-15 0.130000 59471.86 40843.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-15 6.880000 36.42 39.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-02-15 1.000000 1284818.01 1255051.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-15 2.000000 93596.26 141413.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-02-15 2.750000 437.03 408.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-11-15 2.380000 3714.72 2659.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2038-02-15 4.380000 36.42 37.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-11-15 6.130000 691.96 768.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-04-15 0.380000 36.42 34.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-11-15 2.750000 473.44 372.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2052-02-15 2.250000 36.42 24.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2050-02-15 2.000000 145.68 94.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-02-28 0.500000 228564.24 201485.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-15 2.500000 36.42 36.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-06-30 1.750000 36.42 35.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-02-15 2.130000 3311741.44 4693650.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-08-15 6.380000 15623.66 17231.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-31 1.380000 1529.59 1375.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-02-15 2.130000 32267.04 46513.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-29 2.380000 36.42 35.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-02-15 1.380000 5184285.67 6022727.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-02-15 4.750000 33177.51 35387.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-08-15 2.750000 72.84 56.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-12-15 1.000000 36.42 34.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-04-15 2.630000 36.42 34.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-08-15 2.250000 946.89 870.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.250000 36.42 35.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-15 2.380000 7428301.42 11893464.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-07-15 0.130000 3787.55 3703.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-11-15 1.380000 86676.69 69991.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-08-31 1.130000 107180.46 90393.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-10-31 1.630000 19921.07 17972.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-31 2.750000 36.42 36.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-11-15 0.880000 1857.36 1473.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-03-31 2.250000 1711.68 1601.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 6.750000 481492.64 529051.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.750000 36.42 39.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-15 5.250000 5790.59 6161.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-09-30 0.250000 36.42 32.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-31 1.380000 36.42 34.21 U.S. Treasuries (including strips) United States Treasur 2025-02-15 7.630000 36.42 39.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-01-15 2.380000 2302759.24 3493454.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2050-08-15 1.380000 36.42 19.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-08-15 3.380000 72.84 63.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-01-15 0.130000 72.84 75.32 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-11-15 5.250000 36.42 39.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-11-15 2.000000 42537.13 29502.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-04-15 3.630000 8121387.15 16341886.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-01-15 2.500000 1676283.44 2439484.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-05-15 3.130000 36.42 30.30 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 2022-11-01 2022-11-01 2022-11-01 N N N 0.0300 91046941.16 91046941.16 0.0049 N Y Y N FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 3.050 0FRT12901 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2024-04-15 0.380000 743071400.00 699308087.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-05-15 0.250000 1387450000.00 1300110158.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-08-15 1.630000 875400.00 751285.91 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+ 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 2000000000.00 2000000000.00 0.1078 N Y Y N FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 3.050 0FRT12992 254900Y8NKGV541U8Q32 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2029-08-15 1.630000 67837400.00 58219422.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-08-15 0.630000 12163456500.00 9442585481.63 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+ 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 9500000000.00 9500000000.00 0.5119 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 3.966 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+ 2022-11-01 2024-04-30 2024-04-30 N N N 0.0410 346470734.78 346470734.78 0.0187 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 1.492 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 0.0149 499368665.00 499368665.00 0.0269 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 1.533 912796W70 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 0.0153 349234347.00 349234347.00 0.0188 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 1.625 912828TY6 254900HROIFWPRGM1V77 US912828TY62 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+ 2022-11-15 2022-11-15 2022-11-15 N N N 0.0135 507693096.88 507693096.88 0.0274 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 2.169 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 497865695.00 497865695.00 0.0269 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 1.382 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 0.0138 349775125.00 349775125.00 0.0189 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 99723164.00 99723164.00 0.0054 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 34657527.80 34657527.80 0.0019 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 39947617.20 39947617.20 0.0022 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 0.0144 49085937.50 49085937.50 0.0027 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.125 91282CBN0 254900HROIFWPRGM1V77 US91282CBN02 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+ 2023-02-28 2023-02-28 2023-02-28 N N N 0.0194 142081200.00 142081200.00 0.0077 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 4.026 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+ 2022-11-01 2024-01-31 2024-01-31 N N N 0.0405 667883166.80 667883166.80 0.0360 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 1.617 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 118012118.40 118012118.40 0.0064 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 4.070 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 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+ 2022-11-01 2023-07-31 2023-07-31 N N N 0.0399 85069073.55 85069073.55 0.0046 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 4.076 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 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+ 2022-11-01 2023-10-31 2023-10-31 N N N 0.0400 500422765.00 500422765.00 0.0270 N Y Y N JPMorgan U.S. Treasury Plus Money Market Fund 2022-11-03 Timothy J. Clemens Timothy J. Clemens Treasurer