# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0001916065-23-000018
**Filing Date:** 2023-1
**Character Count:** 29260
**Document Hash:** 6949f3082a294b1ba11e294314fbf1da
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001916065-23-000018.hdr.sgml**: 20230109

**ACCESSION NUMBER**: 0001916065-23-000018

**CONFORMED SUBMISSION TYPE**: N-MFP2

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230109

**DATE AS OF CHANGE**: 20230109

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMORGAN TRUST II
- **CENTRAL INDEX KEY:** 0000763852
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** N-MFP2
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04236
- **FILM NUMBER:** 23517468

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20000721

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP
- **DATE OF NAME CHANGE:** 19931105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HELMSMAN FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### JPMorgan U.S. Treasury Plus Money Market Fund (Series ID: S000003910)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000010947 | Institutional Class | IJTXX           |
| C000010949 | Class C             | OTCXX           |
| C000010950 | Morgan              | MJTXX           |
| C000010951 | Premier             | PJTXX           |
| C000010952 | Reserve             | HTIXX           |
| C000010953 | Agency              | AJTXX           |
| C000010954 | Investor            | HGOXX           |
| C000115394 | IM                  | MJPXX           |
| C000165408 | Capital             | JTCXX           |
| C000222399 | Academy             | JPCXX           |
| C000225259 | Empower             | EJUXX           |

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

**Submission Type:** N-MFP2

**Live/Test Flag:** —

**Is Electronic Copy of Paper Format:** —

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2022-12-30

**EDGAR Series Identifier:** S000003910

**Total number of share classes in the series:** —

**Is this the fund's final filing on Form N-MFP?:** —

**Is Fund Liquidating?:** —

**Is Fund Merging/Being Acquired?:** —

**Has the fund acquired or merged with another fund during the reporting period?:** —

## Part A: Series-Level Information about the Fund

### Service Providers
| Item   | Role                          | Details                                                    | File/CIK Number   |
|:---|:---|:---|:---|
| A.5    | Administrator                 | J.P. Morgan Investment Management Inc.                     |  |
| A.4    | Independent Public Accountant | PricewaterhouseCoopers, LLP<br>City: New York<br>State: NY |  |
| A.6    | Transfer Agent                | DST Asset Manager Solutions, Inc.<br>CIK: 0000275143       | 084-00896         |

### Fund Characteristics & Assets

- **A.1 - Securities Act File Number:** 002-95973

- **A.7 - Is this a Feeder Fund?:** No

- **A.8 - Is this a Master Fund?:** No

- **A.9 - Is this series primarily used to fund insurance company separate accounts?:** No

- **A.10 - Money Market Fund Category:** Exempt Government

- **A.11 - WAM:** 5 days

- **A.12 - WAL:** 38 days

- **Total Value of Portfolio Securities:** $24760639720.48

- **Amortized Cost of Portfolio Securities:** $24762977046.78

- **Cash:** $585000358.42

- **Total Other Assets:** $19074773.38

- **Total Liabilities:** $77483716.20

- **Net Assets of Series:** $25289568462.38

- **Number of Shares Outstanding (Series):** 25293657698.09

- **Stable Price Per Share:** $1.00

- **7-Day Gross Yield:** 4.3300%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $21751797662.13            |  | 99.9500%                   |
| Friday, Week 2 |  | $22523990168.76            |  | 99.9500%                   |
| Friday, Week 3 |  | $22814323522.52            |  | 99.9400%                   |
| Friday, Week 4 |  | $24083710742.45            |  | 99.9300%                   |
| Friday, Week 5 |  | $25347977405.20            |  | 99.9200%                   |

## Part B: Class-Level Information about the Fund

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1000.00

- **B.3 - Net Assets of Class:** $407885668.32

- **B.4 - Shares Outstanding:** 407948681.78

- **B.7.7 - 7-Day Net Yield:** 3.3600%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** JPMIM, IA Vol, 5.65; JPM Inv Mgt, Inv Adv Cont, 21.52; JPMDS, Sh Serv Cont, 52622.25;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $11486873.15              | $28946408.00            |
| Week 2   | $2322106.14               | $31649044.29            |
| Week 3   | $35069050.82              | $3516615.23             |
| Week 4   | $61028450.96              | $49439439.65            |
| Week 5   | $37441327.36              | $38008.64               |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $146071147.85

- **Gross Redemptions for month:** $108718718.66

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1000000.00

- **B.3 - Net Assets of Class:** $15483331.44

- **B.4 - Shares Outstanding:** 15486009.61

- **B.7.7 - 7-Day Net Yield:** 3.8300%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** JPMIM, IA Vol, 0.26; JPM Inv Mgt, Inv Adv Cont, 1.04;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1605796.70               | $2001481.66             |
| Week 2   | $72898.64                 | $37493.09               |
| Week 3   | $280705.73                | $0.00                   |
| Week 4   | $1114702.73               | $1500000.00             |
| Week 5   | $179335.21                | $442056.53              |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1681920.84

- **Gross Redemptions for month:** $2601828.49

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $10000000.00

- **B.3 - Net Assets of Class:** $78404174.87

- **B.4 - Shares Outstanding:** 78414106.27

- **B.7.7 - 7-Day Net Yield:** 3.6300%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** JPMIM, IA Vol, 0.27; JPM Inv Mgt, Inv Adv Cont, 1.22;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $18619817.26              | $6260649.66             |
| Week 2   | $17385392.95              | $12957229.14            |
| Week 3   | $4083.28                  | $16554585.21            |
| Week 4   | $53506371.95              | $779029.32              |
| Week 5   | $31349219.25              | $11336603.02            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $102245067.43

- **Gross Redemptions for month:** $47878116.85

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $5000000.00

- **B.3 - Net Assets of Class:** $1055691754.83

- **B.4 - Shares Outstanding:** 1055868474.27

- **B.7.7 - 7-Day Net Yield:** 4.0700%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** JPMIM, IA Vol, 16.06; JPM Inv Mgt, Inv Adv Cont, 80.42; JPMDS, Sh Serv Cont, 35934.69;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1860167403.59            | $1982208233.11          |
| Week 2   | $2072680196.14            | $1789615198.11          |
| Week 3   | $1881268545.17            | $1970620514.68          |
| Week 4   | $1650239985.16            | $1806318175.28          |
| Week 5   | $1304246961.99            | $1287560926.72          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $7612532610.25

- **Gross Redemptions for month:** $7578355070.24

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $10000000.00

- **B.3 - Net Assets of Class:** $7039200501.44

- **B.4 - Shares Outstanding:** 7040368493.04

- **B.7.7 - 7-Day Net Yield:** 4.1200%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** JPMIM, IA Vol, 112.59; JPM Inv Mgt, Inv Adv Cont, 428.30; JPMDS, Sh Serv Cont, 220711.06;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1255331119.80            | $486799736.66           |
| Week 2   | $855640285.96             | $1137484358.83          |
| Week 3   | $1262661089.60            | $632914945.52           |
| Week 4   | $2053122262.16            | $2399512921.22          |
| Week 5   | $1543402487.19            | $1371309253.83          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $6573042880.65

- **Gross Redemptions for month:** $5749969275.45

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1000.00

- **B.3 - Net Assets of Class:** $807943511.74

- **B.4 - Shares Outstanding:** 808080158.70

- **B.7.7 - 7-Day Net Yield:** 3.7400%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** JPMIM, IA Vol, 11.34; JPM Inv Mgt, Inv Adv Cont, 42.54; JPMDS, Sh Serv Cont, 4989.09;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $2714281040.32            | $2718780660.45          |
| Week 2   | $2536570672.19            | $2571811389.62          |
| Week 3   | $2612370049.80            | $2548266121.27          |
| Week 4   | $2951047003.30            | $2866955185.19          |
| Week 5   | $2519113977.87            | $2514574930.85          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $11665019375.60

- **Gross Redemptions for month:** $11572165711.45

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1000000.00

- **B.3 - Net Assets of Class:** $2665730874.18

- **B.4 - Shares Outstanding:** 2666103064.22

- **B.7.7 - 7-Day Net Yield:** 3.8800%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** JPMIM, IA Vol, 34.55; JPM Inv Mgt, Inv Adv Cont, 143.84;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $929632733.01             | $908656694.24           |
| Week 2   | $790773335.46             | $740011824.33           |
| Week 3   | $776246685.02             | $819711119.48           |
| Week 4   | $839702875.27             | $781849353.08           |
| Week 5   | $1087097717.51            | $609625269.50           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $3792401727.93

- **Gross Redemptions for month:** $3383123226.31

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $50000000.00

- **B.3 - Net Assets of Class:** $12936898655.10

- **B.4 - Shares Outstanding:** 12939015155.88

- **B.7.7 - 7-Day Net Yield:** 4.1500%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** JPMIM, IA Vol, 185.75; JPM Inv Mgt, Inv Adv Cont, 752.62; JPMDS, Sh Serv Cont, 200742.46;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $3606173354.11            | $2977340587.71          |
| Week 2   | $2388276070.89            | $1618339300.85          |
| Week 3   | $2448766141.44            | $2749590453.27          |
| Week 4   | $4179323338.12            | $2630243548.38          |
| Week 5   | $2936377300.43            | $2443266032.12          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $13909311589.78

- **Gross Redemptions for month:** $10972068191.13

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $5000000.00

- **B.3 - Net Assets of Class:** $178137757.29

- **B.4 - Shares Outstanding:** 178163599.62

- **B.7.7 - 7-Day Net Yield:** 4.1500%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** JPMIM, IA Vol, 2.48; JPM Inv Mgt, Inv Adv Cont, 9.96; JPMDS, Sh Serv Cont, 2623.00;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $431742.48                | $0.00                   |
| Week 3   | $1014.05                  | $0.00                   |
| Week 4   | $30002850.27              | $30000000.00            |
| Week 5   | $56200000.00              | $30000000.00            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $86203864.32

- **Gross Redemptions for month:** $60000000.00

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $50000000.00

- **B.3 - Net Assets of Class:** $104161895.72

- **B.4 - Shares Outstanding:** 104179612.09

- **B.7.7 - 7-Day Net Yield:** 4.1500%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** JPMIM, IA Vol, 1.70; JPM Inv Mgt, Inv Adv Cont, 6.83; JPMDS, Sh Serv Cont, 1575.30;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $296119.95                | $0.00                   |
| Week 3   | $695.16                   | $0.00                   |
| Week 4   | $1954.02                  | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $2649.18

- **Gross Redemptions for month:** $0.00

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $50000000.00

- **B.3 - Net Assets of Class:** $30337.45

- **B.4 - Shares Outstanding:** 30342.61

- **B.7.7 - 7-Day Net Yield:** 4.1900%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $87.32                    | $0.00                   |
| Week 3   | $0.20                     | $0.00                   |
| Week 4   | $0.57                     | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $0.77

- **Gross Redemptions for month:** $0.00

## Part C: Schedule of Portfolio Securities

### Security 1: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO) 4.250
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0QK008ND1, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, CIK: 0000310732
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2023-01-03
- **C.12 - Maturity Date (WAL):** 2023-01-03
- **C.13 - Final Legal Maturity Date:** 2023-01-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO) 4.250
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0QK008NC3, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, CIK: 0000310732
- **C.18 - Value (incl. sponsor support):** $767654588.16
- **C.18.a - Value (excl. sponsor support):** $767654588.16
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.0400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2023-01-03
- **C.12 - Maturity Date (WAL):** 2023-01-03
- **C.13 - Final Legal Maturity Date:** 2023-01-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: CITIBANK N.A. (REPO)

- **C.1 - Title:** CITIBANK N.A. (REPO) 4.250
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0CAN07R90, C.3 - LEI: E57ODZWZ7FF32TWEFA76, CIK: 0000928158
- **C.18 - Value (incl. sponsor support):** $47978411.76
- **C.18.a - Value (excl. sponsor support):** $47978411.76
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2023-01-03
- **C.12 - Maturity Date (WAL):** 2023-01-03
- **C.13 - Final Legal Maturity Date:** 2023-01-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: FEDERAL RESERVE BANK OF NY(TSY/AGY REPO)

- **C.1 - Title:** FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 4.300
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0FRT12QT9, C.3 - LEI: 254900Y8NKGV541U8Q32, CIK: 0001457970
- **C.18 - Value (incl. sponsor support):** $3100000000.00
- **C.18.a - Value (excl. sponsor support):** $3100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 12.2600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-01-03
- **C.12 - Maturity Date (WAL):** 2023-01-03
- **C.13 - Final Legal Maturity Date:** 2023-01-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: FEDERAL RESERVE BANK OF NY(TSY/AGY REPO)

- **C.1 - Title:** FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 4.300
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0FRT12QP7, C.3 - LEI: 254900Y8NKGV541U8Q32, CIK: 0001457970
- **C.18 - Value (incl. sponsor support):** $9500000000.00
- **C.18.a - Value (excl. sponsor support):** $9500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 37.5600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-01-03
- **C.12 - Maturity Date (WAL):** 2023-01-03
- **C.13 - Final Legal Maturity Date:** 2023-01-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: FEDERAL RESERVE BANK OF NY(TSY/AGY REPO)

- **C.1 - Title:** FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 4.300
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0FRT12QS1, C.3 - LEI: 254900Y8NKGV541U8Q32, CIK: 0001457970
- **C.18 - Value (incl. sponsor support):** $8500000000.00
- **C.18.a - Value (excl. sponsor support):** $8500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 33.6100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-01-03
- **C.12 - Maturity Date (WAL):** 2023-01-03
- **C.13 - Final Legal Maturity Date:** 2023-01-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY 1.605
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796U31, C.4 - ISIN: US912796U310, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $118883104.80
- **C.18.a - Value (excl. sponsor support):** $118883104.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2023-03-23
- **C.12 - Maturity Date (WAL):** 2023-03-23
- **C.13 - Final Legal Maturity Date:** 2023-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY 4.323
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEL1, C.4 - ISIN: US91282CEL19, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $346331893.14
- **C.18.a - Value (excl. sponsor support):** $346331893.14
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2023-01-03
- **C.12 - Maturity Date (WAL):** 2024-04-30
- **C.13 - Final Legal Maturity Date:** 2024-04-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY 4.427
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCQ2, C.4 - ISIN: US91282CCQ24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $85069326.00
- **C.18.a - Value (excl. sponsor support):** $85069326.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-01-03
- **C.12 - Maturity Date (WAL):** 2023-07-31
- **C.13 - Final Legal Maturity Date:** 2023-07-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY 4.477
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFS5, C.4 - ISIN: US91282CFS52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $162817976.27
- **C.18.a - Value (excl. sponsor support):** $162817976.27
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2023-01-03
- **C.12 - Maturity Date (WAL):** 2024-10-31
- **C.13 - Final Legal Maturity Date:** 2024-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY 0.125
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBG5, C.4 - ISIN: US91282CBG50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34894521.55
- **C.18.a - Value (excl. sponsor support):** $34894521.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 1.7600%
- **C.11 - Maturity Date (WAM):** 2023-01-31
- **C.12 - Maturity Date (WAL):** 2023-01-31
- **C.13 - Final Legal Maturity Date:** 2023-01-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY 0.250
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZH6, C.4 - ISIN: US912828ZH65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49417969.00
- **C.18.a - Value (excl. sponsor support):** $49417969.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.4300%
- **C.11 - Maturity Date (WAM):** 2023-04-15
- **C.12 - Maturity Date (WAL):** 2023-04-15
- **C.13 - Final Legal Maturity Date:** 2023-04-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY 0.125
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBN0, C.4 - ISIN: US91282CBN02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $143039416.32
- **C.18.a - Value (excl. sponsor support):** $143039416.32
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2023-02-28
- **C.12 - Maturity Date (WAL):** 2023-02-28
- **C.13 - Final Legal Maturity Date:** 2023-02-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY 4.383
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDU2, C.4 - ISIN: US91282CDU27, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $668006686.68
- **C.18.a - Value (excl. sponsor support):** $668006686.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2023-01-03
- **C.12 - Maturity Date (WAL):** 2024-01-31
- **C.13 - Final Legal Maturity Date:** 2024-01-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY 4.433
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDE8, C.4 - ISIN: US91282CDE84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $911545826.80
- **C.18.a - Value (excl. sponsor support):** $911545826.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.6100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-01-03
- **C.12 - Maturity Date (WAL):** 2023-10-31
- **C.13 - Final Legal Maturity Date:** 2023-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** JPMorgan U.S. Treasury Plus Money Market Fund

**Date:** 2023-01-07

**By:** Timothy J. Clemens

**Name of Signing Officer:** Timothy J. Clemens

**Title of Signing Officer:** Treasurer