N-MFP2/A 0000763852 XXXXXXXX 2023-01-31 0000763852 S000003909 12 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 Government/Agency N 7 71 173760176051.51 170188337222.58 167290960494.48 162134892633.88 178496798830.71 173926662556.98 172055988358.53 172966623079.08 0.8606 0.8622 0.8124 0.8075 0.8840 0.8812 0.8355 0.8614 7057961135.77 199447037705.36 199505519168.87 182756666.64 725088533.87 206021148437.41 206079199318.08 1.0000 0.0429 0.9993 0.9995 0.9994 0.9994 C000010941 50000000.00 126940204751.20 126976473978.97 0.9993 0.9995 0.9994 0.9994 21652742090.15 22213699226.35 23952275054.89 24903606221.47 22875548035.24 20410208326.90 24858234982.25 26749654876.83 108190358387.12 104679725024.06 0.0412 Y JPMIM, IA Vol, 1870.86; JPM Inv Mgt, Inv Adv Cont, 15176.35; JPMDS, Sh Serv Cont, 59095.44; JPM Dist Svcs, Sh Serv Vol, 244422.81; C000010945 5000000.00 10463508937.09 10466193322.07 0.9993 0.9995 0.9995 0.9994 27187859141.13 27466778989.68 31943634937.23 31932995570.13 25541609432.42 25744900964.06 32433844954.21 32138227748.62 130758799096.61 130658201029.42 0.0403 Y JPMIM, IA Vol, 157.92; JPM Inv Mgt, Inv Adv Cont, 1235.40; JPMDS, Sh Serv Cont, 123311.80; C000010943 1000000.00 7658559352.13 7660286228.82 0.9993 0.9995 0.9994 0.9995 2942149780.08 3015818572.16 3036056624.76 4095170478.28 2146917245.55 2297778360.18 5712207094.43 3029813322.15 14922696825.61 14107749053.64 0.0387 Y JPMIM, IA Vol, 94.03; JPM Inv Mgt, Inv Adv Cont, 818.15; C000010944 10000000.00 3556959684.38 3558011713.84 0.9993 0.9995 0.9994 0.9994 504982082.20 43413508.64 1149518058.40 916496304.70 245897808.19 855347524.40 154134196.91 268281439.32 3102713672.36 3198947254.28 0.0362 Y JPMIM, IA Vol, 55.59; JPM Inv Mgt, Inv Adv Cont, 472.82; C000010940 10000000.00 31212274818.89 31221035757.50 0.9993 0.9995 0.9994 0.9994 5405993238.23 6895112708.96 3486236196.06 5687980126.76 3794330710.35 3198830480.35 4000415187.19 4005045518.35 20386016519.47 22276129896.21 0.0408 Y JPMIM, IA Vol, 507.83; JPM Inv Mgt, Inv Adv Cont, 3945.68; JPMDS, Sh Serv Cont, 424510.60; JPM Dist Svcs, Sh Serv Vol, 74261.67; C000010942 1000.00 3548550182.54 3549449824.48 0.9993 0.9995 0.9995 0.9994 7061269602.91 7095780253.30 8966797618.66 8824297269.36 8292537789.59 7922065789.01 10885380643.72 10870734472.05 39601142425.57 39081645394.61 0.0372 Y JPMIM, IA Vol, 45.47; JPM Inv Mgt, Inv Adv Cont, 368.47; JPMDS, Sh Serv Cont, 696.28; C000010946 10000000.00 331776197.30 331875791.56 0.9993 0.9995 0.9994 0.9994 1327781.93 2883601.28 319484.88 9793925.89 513369.60 3367908.44 938755.96 2852936.80 2287014.44 20397213.55 0.0327 Y JPMIM, IA Vol, 5.23; JPM Inv Mgt, Inv Adv Cont, 42.10; C000165407 1.00 297050572.42 297137714.51 0.9993 0.9995 0.9994 0.9994 5800670.17 7576770.42 928098.47 9229528.76 710099.24 3465634.77 7668991.34 10700852.06 16283070.74 32055885.06 0.0329 Y JPMIM, IA Vol, 4.70; JPM Inv Mgt, Inv Adv Cont, 38.34; JPMDS, Sh Serv Cont, 6648.91; C000212348 5000000.00 4441676902.95 4442992092.83 0.9992 0.9994 0.9994 0.9994 379533891.23 1657809762.30 223600002.00 463660418.80 665440373.37 435750000.00 1112839625.10 558787043.86 2636204681.80 3259855750.42 0.0412 Y JPMIM, IA Vol, 73.67; JPM Inv Mgt, Inv Adv Cont, 536.64; JPMDS, Sh Serv Cont, 2339.62; JPM Dist Svcs, Sh Serv Vol, 9855.07; C000078417 1000000.00 2476493812.51 2477228200.60 0.9993 0.9995 0.9994 0.9994 35356989.30 38124815.02 9338815.14 59921563.80 48833575.57 35941441.53 0.00 95339734.94 92874713.89 231893290.68 0.0382 Y JPMIM, IA Vol, 39.33; JPM Inv Mgt, Inv Adv Cont, 314.87; C000225258 50000000.00 6023840432.92 6025674508.27 0.9993 0.9995 0.9995 0.9994 568048753.68 50520468.88 203000019.00 128000000.00 105000000.00 62100000.00 38000001.00 1099076602.94 1073500030.00 1517697071.82 0.0412 Y JPMIM, IA Vol, 96.13; JPM Inv Mgt, Inv Adv Cont, 828.73; JPMDS, Sh Serv Cont, 2847.30; JPM Dist Svcs, Sh Serv Vol, 12305.95; C000115393 50000000.00 9070252793.08 9072840184.63 0.9993 0.9995 0.9994 0.9994 2194393590.56 2348844889.94 1220180625.08 1823174403.32 1264892989.96 1126140473.81 1511584540.16 1681907159.09 6833410404.34 7432005430.29 0.0417 Y JPMIM, IA Vol, 145.86; JPM Inv Mgt, Inv Adv Cont, 1140.37; BANK OF AMERICA N.A. (REPO) BANK OF AMERICA N.A. 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2048-09-20 3.500000 1400000.00 93441.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2068-02-20 0.997860 1659000.00 932834.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2031-10-15 3.000000 1571000.00 83448.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2068-10-20 4.067680 1595405.00 843466.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2068-02-20 0.683130 6969000.00 3600152.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2051-01-20 2.000000 30001019.00 3517902.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2072-06-20 5.249770 50000000.00 50640026.38 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2028-02-15 3.000000 2627017.00 1103731.44 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2049-12-25 4.500000 1944288.00 1211434.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2070-09-20 4.115250 19536446.00 11199830.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2069-06-20 2.959180 60205142.00 30496686.94 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2033-11-25 2.500000 3000000.00 232065.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2029-08-25 2.500000 1900000.00 173320.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2048-02-25 3.500000 9700000.00 1272600.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2047-09-25 4.000000 4300000.00 520546.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2072-05-20 5.129770 26393608.00 25347396.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2072-03-20 4.575710 1200000.00 1114049.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2052-04-20 3.500000 50000000.00 45051958.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2067-11-20 5.645430 1860000.00 1046807.18 Agency Collateralized Mortgage Obligation 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(REPO) CITIGROUP GLOBAL MARKETS INC. 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2047-10-01 4.500000 77000.00 28107.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-06-01 5.000000 355445.00 21901.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-01-01 3.000000 8800000.00 3101020.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2031-10-01 2.500000 350000.00 94789.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-05-01 2.500000 27231321.00 20749910.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2056-08-01 3.500000 3777870.00 1466474.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-03-20 2.500000 1831679.00 1571898.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-10-01 2.500000 36830250.00 27085879.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-08-01 4.000000 5435984.00 649384.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-03-20 4.000000 575955.00 557808.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-03-20 3.500000 3199677.00 2746764.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2025-05-01 4.500000 1231319.00 19468.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-11-01 3.000000 4221451.00 3564614.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-02-01 3.500000 2772000.00 1161024.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2026-04-01 4.500000 1309000.00 29079.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-01-01 5.000000 7085747.00 7197316.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2048-09-01 5.000000 344000.00 56661.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-04-01 5.000000 32431518.00 22282476.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 5694000.00 671021.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-01-20 4.000000 1469998.00 714565.45 Agency Mortgage-Backed Securities FEDERAL 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2028-01-01 3.500000 11400000.00 2184144.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-07-01 5.500000 9458000.00 247798.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-02-01 4.500000 9434314.00 478681.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-04-01 3.500000 5876807.00 5361892.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2049-02-01 6.000000 10000000.00 4689510.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-10-01 6.500000 472428.00 20170.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 3.500000 7110716.00 6584704.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 7.000000 1475744.00 1540303.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-05-20 3.500000 190490.00 178021.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 6.000000 2134176.00 1991361.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 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4.000000 1250000.00 193769.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 6.000000 5214649.00 5368221.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-04-01 2.000000 829726.00 709005.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-10-01 2.000000 80359291.00 54788982.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2038-10-01 6.500000 3255000.00 42647.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-10-01 3.000000 145000.00 38746.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 6.500000 1562019.00 1630297.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-11-01 3.500000 589873.00 112507.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2045-11-20 4.000000 1449676.00 339313.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-09-01 4.000000 100000.00 25740.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2031-05-01 2.000000 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FEDERAL NATIONAL MORT 2052-04-01 3.500000 25843699.00 23217948.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2057-09-01 4.000000 2057.00 984.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 5.000000 991056.00 982145.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-11-01 4.500000 1000.00 975.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-06-01 4.500000 2217464.00 704278.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-12-01 4.033000 10380.00 168.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 4.500000 36989.00 36461.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-12-01 4.000000 2574066.00 856011.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-03-01 5.000000 1000.00 350.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 4.000000 8902126.00 8407325.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-08-01 3.500000 1024.00 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 6.000000 1987.00 2050.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2057-01-01 4.000000 1000.00 433.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-11-01 4.000000 1000.00 328.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-11-01 2.500000 1236816.00 1003881.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-03-01 4.500000 2001.00 582.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-07-01 2.000000 25491426.00 19320084.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-04-01 2.745000 2107.00 3.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-09-01 4.150000 14128.00 207.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-12-01 2.500000 4540712.00 3110442.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-08-01 4.000000 1000.00 351.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 3.000000 11207993.00 9480943.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-11-01 4.113000 91712.00 1053.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-02-01 3.500000 71543.00 20924.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 3.000000 1000.00 883.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-01-01 4.500000 3001.00 443.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2051-11-20 3.000000 840624.00 692663.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-06-01 4.000000 1000.00 454.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-10-01 3.057000 4408.00 237.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 5.000000 12144022.00 12144738.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-09-01 4.500000 1326672.00 482102.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-08-01 3.000000 1005.00 68.31 Agency 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2052-06-01 4.500000 2000.00 1950.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2028-11-01 4.000000 1000.00 90.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-08-01 4.000000 1885532.00 722403.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-05-01 4.000000 20600.00 18963.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-10-01 5.000000 6899284.00 1334687.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-10-01 3.500000 1661264.00 554486.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-01-01 5.500000 1001.00 100.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-03-01 4.000000 785733.00 135049.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-07-01 3.500000 1008.00 287.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 4.000000 27560.00 25987.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-11-01 5.500000 9856.00 10220.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-06-01 4.000000 1860054.00 1729662.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-06-01 4.500000 1000.00 242.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-06-01 2.500000 1833580.00 1214585.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-12-01 3.500000 1000.00 412.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-08-01 3.500000 11562232.00 4793748.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-10-01 3.000000 4096.00 3341.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-03-01 4.000000 40350865.00 6547679.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-06-01 5.000000 1551277.00 108730.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2050-08-01 3.000000 4000.00 1532.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-10-01 4.500000 912419.00 775772.12 Agency Mortgage-Backed 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Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-03-31 0.625000 5398100.00 4763186.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-12-31 1.375000 10399900.00 9160964.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-10-15 0.625000 868100.00 816000.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-09-30 0.250000 427900.00 415608.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-07-31 2.625000 2287400.00 2152335.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-09-30 2.125000 766500.00 743621.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-09-30 0.875000 222500.00 200706.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-05-15 0.125000 573000.00 565674.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-05-31 2.750000 89200.00 89032.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-09-30 1.625000 491400.00 457243.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-04-30 2.000000 7287600.00 7085805.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-08-15 1.500000 10836800.00 10066504.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-08-31 3.125000 25028500.00 24727854.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-02-15 1.625000 721100.00 678439.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-09-30 3.875000 18051700.00 18521804.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-06-30 1.250000 21213100.00 18718936.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-03-15 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Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 1200000000.00 1200000000.00 0.0058 N Y Y N JPMorgan U.S. Government Money Market Fund 2023-07-24 Timothy J. Clemens Timothy J. Clemens Treasurer