Monthly Schedule of Portfolio Holdings of Short-term Investment Funds (STIF) As of: 8/31/2021
Fund Information
1. Name of Fund Commingled Pension Trust Fund (Liquidity) of JPMorgan Chase Bank, N.A.
2. Type of Fund (Common Trust Fund or Collective Investment Fund) Collective Investment Fund
3. Dollar-weighted Average Portfolio Maturity 60
4. Dollar-weighted Average Portfolio Life Maturity 93
5. Net Assets
5a. Total Value of Securities at Amortized Cost 12,247,716,820.78
5b. Total Value of Other Assets at Amortized Cost 1,206,976.49
5c. Total Value of Liabilities 748,596.02
5d. Total Net Assets at Amortized Cost 12,248,175,201.25
6. Amortized Cost Net Asset Value Per Participating Interest 1.0000
7. Mark-to-Market Net Asset Value Per Participating Interest 1.0001
8. Capital / Liquidity Support
8a. Has the Bank or an Affiliate of the Bank entered into a Capital or Liquidity Support Agreement with the Fund (Yes or No) No
8b. If 8a is yes, Provide the Mark-to-Market Net Asset Value Per Participating Interest Without the Support Agreement
9. List of Holdings 9h. 9b. Title of the Issue 9d. 9f. 9g. Market Value 9k. (Including coupon or 9c. Other Unique 9e. Category of Brief Market Value with without Capital 9j. Final Legal Maturity 9a. Name of Issuer yield) CUSIP Number Identifier Investment Description Capital Support Support 9i. Amortized Cost Maturity Date Date AGRICULTURAL BANK OF CHINA Agricultural Bank of China Ltd. 0.100 388368D09 Non-Negotiable 175,000,000.00 175,000,000.00 175,000,000.00 September 3, 2021 September 3, 2021 LIMITED - NEW YORK BRANCH Time Deposit AGRICULTURAL BANK OF CHINA Agricultural Bank of China Ltd. 0.100 388368D25 Non-Negotiable 500,000,000.00 500,000,000.00 500,000,000.00 September 7, 2021 September 7, 2021 LIMITED - NEW YORK BRANCH Time Deposit ALPINE SECURITIZATION Alpine Securitization Corp. 0.200 02089XNF0 Asset Backed 25,003,742.50 25,003,742.50 25,000,000.00 October 5, 2021 October 5, 2021 CORPORATION Commercial Paper ANTALIS SA Antalis SA 0.140 03664AWH7 Asset Backed 95,594,988.65 95,594,988.65 95,594,051.44 September 17, 2021 September 17, 2021 Commercial Paper AUSTRALIA & NEW ZEALAND Australia & New Zealand Banking 0PY002VE0 Non-Negotiable 215,000,000.00 215,000,000.00 215,000,000.00 September 1, 2021 September 1, 2021 BANKING GR LTD-LONDON Group Ltd. 0.080 Time Deposit AUSTRALIA & NEW ZEALAND Australia & New Zealand Banking 0PY002VF7 Non-Negotiable 100,000,000.00 100,000,000.00 100,000,000.00 September 2, 2021 September 2, 2021 BANKING GR LTD-LONDON Group Ltd. 0.080 Time Deposit BANK OF MONTREAL-CHICAGO Bank of Montreal 0.200 06367CHX8 Certificate of 35,003,663.45 35,003,663.45 35,000,000.00 July 13, 2022 July 13, 2022 Deposit BANK OF MONTREAL-CHICAGO Bank of Montreal 0.200 06367CJU2 Certificate of 35,001,572.55 35,001,572.55 35,000,000.00 September 1, 2021 August 10, 2022 Deposit BANK OF MONTREAL-CHICAGO Bank of Montreal 0.220 06367CFG7 Certificate of 50,015,467.00 50,015,467.00 50,000,000.00 May 18, 2022 May 18, 2022 Deposit BANK OF MONTREAL-CHICAGO Bank of Montreal 0.168 06367CCY1 Certificate of 35,003,460.45 35,003,460.45 35,000,000.00 September 16, 2021 March 16, 2022 Deposit BANK OF MONTREAL-CHICAGO Bank of Montreal 0.230 06367CF44 Certificate of 50,019,610.00 50,019,610.00 50,000,000.00 May 11, 2022 May 11, 2022 Deposit BANK OF MONTREAL-CHICAGO Bank of Montreal 0.165 06367CE94 Certificate of 49,998,978.50 49,998,978.50 50,000,000.00 October 8, 2021 April 8, 2022 Deposit BANK OF MONTREAL-CHICAGO Bank of Montreal 0.136 06367CA80 Certificate of 22,000,563.64 22,000,563.64 22,000,000.00 November 4, 2021 February 1, 2022 Deposit BANK OF MONTREAL-CHICAGO Bank of Montreal 0.188 06367C6B8 Certificate of 25,002,231.25 25,002,231.25 25,000,000.00 October 7, 2021 January 7, 2022 Deposit BANK OF MONTREAL-CHICAGO Bank of Montreal 0.200 06367CGL5 Certificate of 10,000,994.70 10,000,994.70 10,000,000.00 September 1, 2021 June 21, 2022 Deposit 9h. 9b. Title of the Issue 9d. 9f. 9g. Market Value 9k. (Including coupon or 9c. Other Unique 9e. Category of Brief Market Value with without Capital 9j. Final Legal Maturity 9a. Name of Issuer yield) CUSIP Number Identifier Investment Description Capital Support Support 9i. Amortized Cost Maturity Date Date BANK OF MONTREAL-CHICAGO Bank of Montreal 0.210 06367CGX9 Certificate of 29,006,151.48 29,006,151.48 29,000,000.00 June 22, 2022 June 22, 2022 Deposit BARTON CAPITAL SA Barton Capital SA 0.120 06945LY93 Asset Backed 24,993,826.50 24,993,826.50 24,994,249.88 November 9, 2021 November 9, 2021 Commercial Paper BARTON CAPITAL SA Barton Capital SA 0.150 06945MAC0 Asset Backed 74,956,729.50 74,956,729.50 74,958,437.25 January 12, 2022 January 12, 2022 Commercial Paper BARTON CAPITAL SA Barton Capital SA 0.110 06945LYC6 Asset Backed 74,980,381.50 74,980,381.50 74,983,499.97 November 12, 2021 November 12, 2021 Commercial Paper BEDFORD ROW FUNDING CORP. Bedford Row Funding Corp. 0.181 07644DLB2 Asset Backed 25,002,361.25 25,002,361.25 25,000,000.00 November 22, 2021 May 20, 2022 Commercial Paper BEDFORD ROW FUNDING CORP. Bedford Row Funding Corp. 0.149 07644DKX5 Asset Backed 20,998,272.33 20,998,272.33 21,000,000.00 October 27, 2021 January 27, 2022 Commercial Paper BNG BANK NV BNG Bank NV 0.080 09657RW11 Financial Company 49,999,903.00 49,999,903.00 50,000,000.00 September 1, 2021 September 1, 2021 Commercial Paper BNP PARIBAS - NEW YORK BNP Paribas SA 0.235 05586FGL5 Certificate of 50,022,209.00 50,022,209.00 50,000,000.00 February 1, 2022 February 1, 2022 Deposit BNP PARIBAS - NEW YORK BNP Paribas SA 0.168 05586FBU0 Certificate of 18,000,741.06 18,000,741.06 18,000,000.00 October 7, 2021 October 8, 2021 Deposit BNP PARIBAS - NEW YORK BNP Paribas SA 0.180 09659CCN6 Financial Company 29,976,316.80 29,976,316.80 29,969,700.00 March 22, 2022 March 22, 2022 Commercial Paper BNP PARIBAS SA BNP Paribas SA 0.320 0BNP01LO9 Other Repurchase 150,000,000.00 150,000,000.00 150,000,000.00 October 5, 2021 October 5, 2021 Agreement BNP PARIBAS SA BNP Paribas SA 0.230 09660EX71 Financial Company 18,998,594.00 18,998,594.00 18,995,630.14 October 7, 2021 October 7, 2021 Commercial Paper BNP PARIBAS SA BNP Paribas SA 0.060 09660EW23 Financial Company 124,999,513.75 124,999,513.75 124,999,791.72 September 2, 2021 September 2, 2021 Commercial Paper BNZ INTERNATIONAL FUNDING LTD BNZ International Funding Ltd. 0.190 0556X0XF6 Financial Company 49,995,000.00 49,995,000.00 49,988,389.06 October 15, 2021 October 15, 2021 Commercial Paper BPCE SA BPCE SA 0.229 05571BZD8 Financial Company 99,966,778.00 99,966,778.00 99,934,437.92 December 13, 2021 December 13, 2021 Commercial Paper CANADIAN IMPERIAL BANK OF Canadian Imperial Bank of Commerce 13606CVP6 Certificate of 190,004,691.10 190,004,691.10 190,000,000.00 September 1, 2021 August 17, 2022 COMMERCE-NEW YORK 0.200 Deposit CANADIAN IMPERIAL BANK OF Canadian Imperial Bank of Commerce 13606CS47 Certificate of 85,011,796.30 85,011,796.30 85,000,000.00 October 20, 2021 October 20, 2021 COMMERCE-NEW YORK 0.190 Deposit CANADIAN IMPERIAL BANK OF Canadian Imperial Bank of Commerce 13606CLU6 Certificate of 63,008,872.29 63,008,872.29 63,000,000.00 September 30, 2021 December 31, 2021 COMMERCE-NEW YORK 0.197 Deposit CANADIAN IMPERIAL BANK OF Canadian Imperial Bank of Commerce 13606CUA0 Certificate of 25,002,496.75 25,002,496.75 25,000,000.00 September 1, 2021 July 1, 2022 COMMERCE-NEW YORK 0.200 Deposit CONCORD MINUTEMEN CAPITAL Concord Minutemen Capital Co. LLC 2063C0WH1 Asset Backed 29,998,710.90 29,998,710.90 29,998,666.68 September 17, 2021 September 17, 2021 COMPANY LLC 0.100 Commercial Paper COOPERATIEVE RABOBANK U.A. Cooperatieve Rabobank UA 0.163 21684LBX9 Certificate of 99,966,879.00 99,966,879.00 100,000,000.00 September 17, 2021 August 17, 2022 Deposit COOPERATIEVE RABOBANK U.A. Cooperatieve Rabobank UA 0.050 21687AW17 Financial Company 449,999,127.00 449,999,127.00 450,000,000.00 September 1, 2021 September 1, 2021 Commercial Paper COOPERATIEVE RABOBANK U.A. Cooperatieve Rabobank UA 0.187 1G2506N Certificate of 50,000,000.00 50,000,000.00 50,000,000.00 September 30, 2021 December 31, 2021 LONDON BRANCH DBA RABOBANK Deposit LONDON BRANCH CREDIT AGRICOLE CORPORATE Credit Agricole Corporate and 22535CL41 Certificate of 150,007,486.50 150,007,486.50 150,000,000.00 November 1, 2021 November 1, 2021 AND INVESTMENT BANK - NEW Investment Bank 0.120 Deposit YORK CREDIT AGRICOLE CORPORATE Credit Agricole Corporate and 22535CK91 Certificate of 100,006,592.00 100,006,592.00 100,000,000.00 December 8, 2021 December 8, 2021 AND INVESTMENT BANK - NEW Investment Bank 0.130 Deposit YORK CREDIT AGRICOLE CORPORATE Credit Agricole Corporate and 22532XQS0 Certificate of 24,997,945.00 24,997,945.00 25,000,000.00 September 1, 2021 May 27, 2022 AND INVESTMENT BANK - NEW Investment Bank 0.170 Deposit YORK CREDIT AGRICOLE CORPORATE Credit Agricole Corporate and 0CAL02OW7 Non-Negotiable 300,000,000.00 300,000,000.00 300,000,000.00 September 1, 2021 September 1, 2021 AND INVESTMENT BANK LONDON Investment Bank 0.100 Time Deposit BRANCH CREDIT INDUSTRIEL ET Credit Industriel et Commercial 0.135 22536UL32 Certificate of 29,000,906.83 29,000,906.83 29,000,000.00 October 25, 2021 October 25, 2021 COMMERCIAL-NEW YORK Deposit CREDIT INDUSTRIEL ET Credit Industriel et Commercial 0.165 22536UP46 Certificate of 100,007,702.00 100,007,702.00 100,000,000.00 September 17, 2021 December 17, 2021 COMMERCIAL-NEW YORK Deposit CREDIT INDUSTRIEL ET Credit Industriel et Commercial 0.180 22536UY46 Certificate of 150,005,691.00 150,005,691.00 150,000,000.00 September 1, 2021 May 11, 2022 COMMERCIAL-NEW YORK Deposit CREDIT INDUSTRIEL ET Credit Industriel et Commercial 0.132 22536UL57 Certificate of 24,000,520.56 24,000,520.56 24,000,000.00 October 28, 2021 October 28, 2021 COMMERCIAL-NEW YORK Deposit CREDIT INDUSTRIEL ET Credit Industriel et Commercial 0.240 1G1922N Certificate of 69,992,160.70 69,992,160.70 69,980,901.58 October 12, 2021 October 12, 2021 COMMERICAL - LONDON BRANCH Deposit 9h. 9b. Title of the Issue 9d. 9f. 9g. Market Value 9k. (Including coupon or 9c. Other Unique 9e. Category of Brief Market Value with without Capital 9j. Final Legal Maturity 9a. Name of Issuer yield) CUSIP Number Identifier Investment Description Capital Support Support 9i. Amortized Cost Maturity Date Date CREDIT INDUSTRIEL ET Credit Industriel et Commercial 0.220 4G6741N Certificate of 24,978,998.21 24,978,998.21 24,971,477.97 March 7, 2022 March 7, 2022 COMMERICAL - LONDON BRANCH Deposit
DBS BANK LTD DBS Bank Ltd. 0.135 23305DYV1 Financial Company 49,983,750.00 49,983,750.00 49,983,312.50 November 29, 2021 November 29, 2021 Commercial Paper DEXIA CREDIT LOCAL (SOVEREIGN Dexia Credit Local SA 0.115 25215VXE4 Non-Financial 49,994,500.00 49,994,500.00 49,993,131.82 October 14, 2021 October 14, 2021 GUARANTEED) Company Commercial Paper DEXIA CREDIT LOCAL (SOVEREIGN Dexia Credit Local SA 0.115 25215VX79 Non-Financial 45,082,829.45 45,082,829.45 45,081,815.10 October 7, 2021 October 7, 2021 GUARANTEED) Company Commercial Paper DNB BANK ASA DNB Bank ASA 0.142 2332K4LS1 Financial Company 77,000,210.98 77,000,210.98 77,000,321.48 October 28, 2021 January 28, 2022 Commercial Paper DNB BANK ASA DNB Bank ASA 0.070 2332K0W81 Financial Company 74,999,166.75 74,999,166.75 74,998,979.24 September 8, 2021 September 8, 2021 Commercial Paper DNB BANK ASA-NEW YORK DNB Bank ASA 0.135 2332K4LR3 Financial Company 17,999,989.74 17,999,989.74 18,000,000.00 October 26, 2021 January 26, 2022 Commercial Paper DNB BANK ASA-NEW YORK DNB Bank ASA 0.085 2332K0W32 Financial Company 149,999,374.50 149,999,374.50 149,999,291.70 September 3, 2021 September 3, 2021 Commercial Paper DNB BANK ASA-NEW YORK DNB Bank ASA 0.080 2332K0WQ1 Financial Company 135,994,832.00 135,994,832.00 135,993,049.36 September 24, 2021 September 24, 2021 Commercial Paper DNB BANK ASA-NEW YORK DNB Bank ASA 0.163 2332K4LK8 Financial Company 50,003,207.50 50,003,207.50 50,000,000.00 October 14, 2021 January 14, 2022 Commercial Paper ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt 0.080 29604CWN8 Non-Financial 74,995,645.50 74,995,645.50 74,996,499.83 September 22, 2021 September 22, 2021 Company Commercial Paper ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt 0.080 29604CWM0 Non-Financial 98,744,585.54 98,744,585.54 98,745,611.42 September 21, 2021 September 21, 2021 Company Commercial Paper ERSTE GROUP BANK AG - NEW Erste Group Bank AG 0.100 29603F3J3 Certificate of 100,000,555.00 100,000,555.00 100,000,000.00 September 20, 2021 September 20, 2021 YORK Deposit FEDERATION DES CAISSES Federation des caisses Desjardins du 31428FY25 Financial Company 49,992,037.50 49,992,037.50 49,993,111.16 November 2, 2021 November 2, 2021 DESJARDINS DU QUEBEC Quebec (The) 0.080 Commercial Paper FEDERATION DES CAISSES Federation des Caisses Desjardins du 31428FXE0 Financial Company 49,994,500.00 49,994,500.00 49,988,951.36 October 14, 2021 October 14, 2021 DESJARDINS DU QUEBEC Quebec 0.185 Commercial Paper FEDERATION DES CAISSES Federation des caisses Desjardins du 31428FY33 Financial Company 95,234,590.46 95,234,590.46 95,236,665.28 November 3, 2021 November 3, 2021 DESJARDINS DU QUEBEC Quebec (The) 0.080 Commercial Paper FIRST ABU DHABI BANK P.J.S.C. First Abu Dhabi Bank PJSC 0.170 31849MAL5 Financial Company 99,949,906.00 99,949,906.00 99,933,416.46 January 20, 2022 January 20, 2022 Commercial Paper FIRST ABU DHABI BANK P.J.S.C. First Abu Dhabi Bank PJSC 0.180 31849HZ21 Financial Company 89,976,285.00 89,976,285.00 89,958,600.00 December 2, 2021 December 2, 2021 Commercial Paper FIRST ABU DHABI BANK P.J.S.C. First Abu Dhabi Bank PJSC 0.160 31849MA76 Financial Company 49,977,962.50 49,977,962.50 49,971,555.60 January 7, 2022 January 7, 2022 Commercial Paper FIRST ABU DHABI BANK P.J.S.C. First Abu Dhabi Bank PJSC 0.130 31849HXS6 Financial Company 99,986,000.00 99,986,000.00 99,980,139.07 October 26, 2021 October 26, 2021 Commercial Paper FIRST ABU DHABI BANK P.J.S.C. First Abu Dhabi Bank PJSC 0.160 31849MB42 Financial Company 39,976,973.20 39,976,973.20 39,972,266.86 February 4, 2022 February 4, 2022 Commercial Paper GOTHAM FUNDING CORPORATION Gotham Funding Corp. 0.080 38346LWQ5 Asset Backed 64,996,143.55 64,996,143.55 64,996,677.75 September 24, 2021 September 24, 2021 Commercial Paper GTA FUNDING LLC GTA Funding LLC 0.140 40060VAV6 Asset Backed 99,958,389.27 99,958,389.27 99,958,389.27 December 17, 2021 December 17, 2021 Commercial Paper INDUSTRIAL & COMMERCIAL BANK Industrial & Commercial Bank of China 45581BW11 Financial Company 60,999,830.42 60,999,830.42 61,000,000.00 September 1, 2021 September 1, 2021 OF CHINA LTD/NEW YORK Ltd. 0.100 Commercial Paper ING (US) FUNDING LLC ING US Funding LLC 0.225 45685QX87 Financial Company 29,996,991.60 29,996,991.60 29,993,062.50 October 8, 2021 October 8, 2021 Commercial Paper 9h. 9b. Title of the Issue 9d. 9f. 9g. Market Value 9k. (Including coupon or 9c. Other Unique 9e. Category of Brief Market Value with without Capital 9j. Final Legal Maturity 9a. Name of Issuer yield) CUSIP Number Identifier Investment Description Capital Support Support 9i. Amortized Cost Maturity Date Date ING (US) FUNDING LLC ING US Funding LLC 0.150 45685QYJ2 Financial Company 49,989,466.50 49,989,466.50 49,983,749.87 November 18, 2021 November 18, 2021 Commercial Paper ING (US) FUNDING LLC ING US Funding LLC 0.170 45685QWV7 Financial Company 24,997,986.00 24,997,986.00 24,996,694.46 September 29, 2021 September 29, 2021 Commercial Paper ING BANK N V - AMSTERDAM ING Bank NV 0.180 PPE53IB16 Certificate of 25,000,000.00 25,000,000.00 25,000,000.00 May 13, 2022 May 13, 2022 Deposit ING BANK N V - AMSTERDAM ING Bank NV 0.250 PPEE1FU97 Certificate of 30,000,000.00 30,000,000.00 30,000,000.00 October 8, 2021 October 8, 2021 Deposit ING BANK N V - AMSTERDAM ING Bank NV 0.200 3G0425N Certificate of 100,007,990.00 100,007,990.00 100,000,000.00 September 24, 2021 September 24, 2021 Deposit KOOKMIN BANK- NEW YORK Kookmin Bank 0.170 50050EYA5 Financial Company 24,992,752.00 24,992,752.00 24,991,736.15 November 10, 2021 November 10, 2021 Commercial Paper LANDESBANK BADEN Landesbank Baden-Wurttemberg 51501HPB9 Certificate of 250,000,000.00 250,000,000.00 250,000,000.00 September 7, 2021 September 7, 2021 WUERTTEMBERG-NEW YORK 0.090 Deposit LANDESBANK HESSEN-THURINGEN Landesbank Hessen-Thueringen 51500VC64 Certificate of 150,000,000.00 150,000,000.00 150,000,000.00 September 8, 2021 September 8, 2021 GIROZENTRALE-NEW YORK BR Girozentrale 0.090 Deposit
LANDESBANK HESSEN-THURINGEN Landesbank Hessen-Thueringen 51500VB57 Certificate of 150,000,624.00 150,000,624.00 150,000,000.00 September 15, 2021 September 15, 2021 GIROZENTRALE-NEW YORK BR Girozentrale 0.100 Deposit
LIBERTY STREET FUNDING LLC Liberty Street Funding LLC 0.100 53127TYP2 Asset Backed 49,986,233.50 49,986,233.50 49,988,472.23 November 23, 2021 November 23, 2021 Commercial Paper LMA SA LMA SA 0.170 53944RCG1 Asset Backed 80,780,980.78 80,780,980.78 80,775,169.17 March 16, 2022 March 16, 2022 Commercial Paper MACQUARIE BANK LIMITED Macquarie Bank Ltd. 0.120 55607KYF7 Financial Company 49,986,805.50 49,986,805.50 49,987,499.93 November 15, 2021 November 15, 2021 Commercial Paper MACQUARIE BANK LIMITED Macquarie Bank Ltd. 0.130 55607KZ66 Financial Company 48,607,312.66 48,607,312.66 48,608,143.26 December 6, 2021 December 6, 2021 Commercial Paper MACQUARIE BANK LIMITED Macquarie Bank Ltd. 0.153 55607KXT8 Financial Company 49,990,500.00 49,990,500.00 49,988,138.81 October 27, 2021 October 27, 2021 Commercial Paper MANHATTAN ASSET FUNDING Manhattan Asset Funding Co. LLC 56274LXV1 Asset Backed 24,995,534.00 24,995,534.00 24,992,347.19 October 29, 2021 October 29, 2021 COMPANY LLC 0.190 Commercial Paper MATCHPOINT FINANCE PLC Matchpoint Finance plc 0.200 57666AWQ1 Asset Backed 79,994,880.00 79,994,880.00 79,989,777.77 September 24, 2021 September 24, 2021 Commercial Paper MATCHPOINT FINANCE PLC Matchpoint Finance plc 0.200 57666AWD0 Asset Backed 49,998,411.00 49,998,411.00 49,996,666.70 September 13, 2021 September 13, 2021 Commercial Paper MATCHPOINT FINANCE PLC Matchpoint Finance plc 0.160 57666AYN6 Asset Backed 49,986,397.00 49,986,397.00 49,981,777.55 November 22, 2021 November 22, 2021 Commercial Paper MITSUBISHI UFJ TRUST & BANKING Mitsubishi UFJ Trust & Banking Corp. 6G5073N Certificate of 74,941,046.37 74,941,046.37 74,934,060.69 February 24, 2022 February 24, 2022 CORPORATION-LONDON 0.180 Deposit
MIZUHO BANK LTD. - NEW YORK Mizuho Bank Ltd. 0.150 60710RT62 Certificate of 100,001,223.00 100,001,223.00 100,000,000.00 January 25, 2022 January 25, 2022 Deposit MIZUHO BANK LTD. - NEW YORK Mizuho Bank Ltd. 0.080 0NC001GL2 Non-Negotiable 81,814,000.00 81,814,000.00 81,814,000.00 September 1, 2021 September 1, 2021 Time Deposit MONT BLANC CAPITAL CORP Mont Blanc Capital Corp. 0.120 6117P4YN4 Non-Financial 34,990,477.90 34,990,477.90 34,990,433.36 November 22, 2021 November 22, 2021 Company Commercial Paper MONT BLANC CAPITAL CORP Mont Blanc Capital Corp. 0.120 6117P4YQ7 Non-Financial 27,067,456.63 27,067,456.63 27,067,418.91 November 24, 2021 November 24, 2021 Company Commercial Paper MUFG BANK LTD. - NEW YORK MUFG Bank Ltd. 0.190 55380TRJ1 Certificate of 50,006,420.50 50,006,420.50 50,000,000.00 October 7, 2021 October 7, 2021 BRANCH Deposit NATIONAL AUSTRALIA BANK National Australia Bank Ltd. 0.230 63254FCX3 Financial Company 29,975,619.90 29,975,619.90 29,959,558.69 March 31, 2022 March 31, 2022 LIMITED Commercial Paper NATIONAL AUSTRALIA BANK National Australia Bank Ltd. 0.187 63254GQN8 Financial Company 100,007,771.00 100,007,771.00 100,000,000.00 September 27, 2021 March 25, 2022 LIMITED Commercial Paper NATIONAL AUSTRALIA BANK National Australia Bank Ltd. 0.186 63254GRC1 Financial Company 50,002,682.00 50,002,682.00 50,000,000.00 September 8, 2021 June 8, 2022 LIMITED Commercial Paper NATIONAL AUSTRALIA BANK National Australia Bank Ltd. 0.118 63254GQA6 Financial Company 15,001,027.50 15,001,027.50 15,000,000.00 November 3, 2021 November 3, 2021 LIMITED Commercial Paper NATIONAL AUSTRALIA BANK National Australia Bank Ltd. 0.145 63254GQE8 Financial Company 50,003,838.50 50,003,838.50 50,000,000.00 November 18, 2021 February 18, 2022 LIMITED Commercial Paper NATIONAL AUSTRALIA BANK National Australia Bank Ltd. 0.230 3G6711N Certificate of 24,984,598.50 24,984,598.50 24,976,880.89 January 24, 2022 January 24, 2022 LIMITED - LONDON BRANCH Deposit NATIONAL AUSTRALIA BANK National Australia Bank Ltd. 0.228 3G6969N Certificate of 49,968,364.50 49,968,364.50 49,953,462.40 January 26, 2022 January 26, 2022 LIMITED - LONDON BRANCH Deposit NATIONAL AUSTRALIA BANK National Australia Bank Ltd. 0.230 3G7240N Certificate of 49,968,151.00 49,968,151.00 49,952,805.02 January 27, 2022 January 27, 2022 LIMITED - LONDON BRANCH Deposit NATIONAL BANK OF CANADA National Bank of Canada 0.190 63307LXM8 Financial Company 49,993,625.00 49,993,625.00 49,986,805.75 October 21, 2021 October 21, 2021 Commercial Paper 9h. 9b. Title of the Issue 9d. 9f. 9g. Market Value 9k. (Including coupon or 9c. Other Unique 9e. Category of Brief Market Value with without Capital 9j. Final Legal Maturity 9a. Name of Issuer yield) CUSIP Number Identifier Investment Description Capital Support Support 9i. Amortized Cost Maturity Date Date NATIONWIDE BUILDING SOCIETY Nationwide Building Society 0.080 6385E0WD1 Financial Company 49,998,555.50 49,998,555.50 49,998,666.74 September 13, 2021 September 13, 2021 Commercial Paper NATIONWIDE BUILDING SOCIETY Nationwide Building Society 0.080 6385E0WG4 Financial Company 124,995,500.00 124,995,500.00 124,995,833.23 September 16, 2021 September 16, 2021 Commercial Paper NATIXIS - NEW YORK BRANCH Natixis SA 0.165 63873QNK6 Certificate of 50,008,072.00 50,008,072.00 50,000,000.00 September 1, 2021 December 1, 2021 Deposit NATIXIS - NEW YORK BRANCH Natixis SA 0.230 63873QMK7 Certificate of 25,003,593.50 25,003,593.50 25,000,000.00 October 7, 2021 October 7, 2021 Deposit NATIXIS - NEW YORK BRANCH Natixis SA 0.178 63873QNS9 Certificate of 25,003,114.00 25,003,114.00 25,000,000.00 September 10, 2021 December 10, 2021 Deposit NATIXIS - NEW YORK BRANCH Natixis SA 0.180 63873QQL1 Certificate of 25,000,062.00 25,000,062.00 25,000,000.00 September 1, 2021 May 10, 2022 Deposit NATIXIS - NEW YORK BRANCH Natixis SA 0.180 63873QQB3 Certificate of 50,004,607.00 50,004,607.00 50,000,000.00 September 1, 2021 April 8, 2022 Deposit NEDERLANDSE Nederlandse Waterschapsbank NV 63975UXR8 Non-Financial 74,988,541.50 74,988,541.50 74,990,718.84 October 25, 2021 October 25, 2021 WATERSCHAPSBANK NV 0.083 Company Commercial Paper NIEUW AMSTERDAM RECEIVABLES Nieuw Amsterdam Receivables Corp. 65409RX70 Asset Backed 49,995,375.00 49,995,375.00 49,995,500.00 October 7, 2021 October 7, 2021 CORPORATION 0.090 Commercial Paper NIEUW AMSTERDAM RECEIVABLES Nieuw Amsterdam Receivables Corp. 65409RXN5 Asset Backed 24,996,569.50 24,996,569.50 24,996,104.12 October 22, 2021 October 22, 2021 CORPORATION 0.110 Commercial Paper NIEUW AMSTERDAM RECEIVABLES Nieuw Amsterdam Receivables Corp. 65409RY53 Asset Backed 49,990,650.00 49,990,650.00 49,990,069.48 November 5, 2021 November 5, 2021 CORPORATION 0.110 Commercial Paper NORDEA BANK ABP Nordea Bank Abp 0.200 65558UDG4 Certificate of 25,002,917.75 25,002,917.75 25,000,000.00 June 29, 2022 June 29, 2022 Deposit NORDEA BANK ABP / NEW YORK Nordea Bank Abp 0.128 65558T3K9 Certificate of 31,002,507.28 31,002,507.28 31,000,000.00 November 1, 2021 January 31, 2022 Deposit NRW.BANK NRW Bank 0.080 62939LY29 Non-Financial 99,982,325.00 99,982,325.00 99,986,222.44 November 2, 2021 November 2, 2021 Company Commercial Paper OLD LINE FUNDING CORPORATION Old Line Funding Corp. 0.130 67984WPN2 Asset Backed 19,997,036.20 19,997,036.20 19,996,099.85 October 25, 2021 October 25, 2021 Commercial Paper OVERSEA-CHINESE BANKING Oversea-Chinese Banking Corp. Ltd. 69033MXE2 Certificate of 50,003,998.50 50,003,998.50 50,000,000.00 October 26, 2021 January 24, 2022 CORPORATION NY AGENCY 0.145 Deposit REGENCY MARKETS NO. 1 LLC Regency Markets No. 1 LLC 0.100 7588R0WG8 Asset Backed 77,013,885.09 77,013,885.09 77,013,790.98 September 16, 2021 September 16, 2021 Commercial Paper ROYAL BANK OF CANADA Royal Bank of Canada 0.060 0ROY02LY0 Non-Negotiable 200,000,000.00 200,000,000.00 200,000,000.00 September 7, 2021 September 7, 2021 Time Deposit ROYAL BANK OF CANADA - NY Royal Bank of Canada 0.218 78015M2R0 Financial Company 50,009,503.50 50,009,503.50 50,000,000.00 September 3, 2021 December 3, 2021 Commercial Paper ROYAL BANK OF CANADA - NY Royal Bank of Canada 0.190 78015M4F4 Financial Company 49,999,998.50 49,999,998.50 50,000,000.00 September 1, 2021 August 19, 2022 Commercial Paper ROYAL BANK OF CANADA - NY Royal Bank of Canada 0.210 78015DFN5 Financial Company 49,914,778.00 49,914,778.00 49,914,250.07 June 22, 2022 June 22, 2022 Commercial Paper SHEFFIELD RECEIVABLES CO LLC Sheffield Receivables Co. LLC 0.100 82124LYP1 Asset Backed 24,993,116.75 24,993,116.75 24,994,236.05 November 23, 2021 November 23, 2021 Commercial Paper SHINHAN BANK -NEW YORK BR Shinhan Bank 0.110 82460AND6 Certificate of 49,997,900.50 49,997,900.50 50,000,000.00 November 23, 2021 November 23, 2021 Deposit SKANDINAVISKA ENSKILDA Skandinaviska Enskilda Banken AB 83050TXK2 Financial Company 24,997,414.00 24,997,414.00 24,993,333.43 October 19, 2021 October 19, 2021 BANKEN AB (PUBL) 0.200 Commercial Paper SKANDINAVISKA ENSKILDA Skandinaviska Enskilda Banken AB 83050TYN5 Financial Company 99,978,097.00 99,978,097.00 99,972,666.53 November 22, 2021 November 22, 2021 BANKEN AB (PUBL) 0.120 Commercial Paper SKANDINAVISKA ENSKILDA Skandinaviska Enskilda Banken AB 83050PSW0 Certificate of 25,000,687.00 25,000,687.00 25,000,000.00 September 9, 2021 September 9, 2021 BANKEN AB/NEW YORK 0.180 Deposit SOCIETE GENERALE SA Societe Generale SA 0.190 83369BXD3 Financial Company 24,997,939.50 24,997,939.50 24,994,458.31 October 13, 2021 October 13, 2021 Commercial Paper SOCIETE GENERALE SA Societe Generale SA 0.260 0SOC02M74 Other Repurchase 25,000,000.00 25,000,000.00 25,000,000.00 December 1, 2021 December 1, 2021 Agreement STANDARD CHARTERED BANK - Standard Chartered Bank 0.200 85325VK74 Certificate of 50,005,436.00 50,005,436.00 50,000,000.00 October 26, 2021 October 26, 2021 NEW YORK Deposit SUMITOMO MITSUI BANKING Sumitomo Mitsui Banking Corp. 0.166 86565CZ85 Certificate of 50,000,342.50 50,000,342.50 50,000,000.00 September 29, 2021 December 29, 2021 CORPORATION-NY Deposit SUMITOMO MITSUI BANKING Sumitomo Mitsui Banking Corp. 0.190 86565CF95 Certificate of 50,005,246.50 50,005,246.50 50,000,000.00 October 5, 2021 October 5, 2021 CORPORATION-NY Deposit SUMITOMO MITSUI BANKING Sumitomo Mitsui Banking Corp. 0.158 86565CB99 Certificate of 50,000,667.00 50,000,667.00 50,000,000.00 September 10, 2021 September 10, 2021 CORPORATION-NY Deposit SUMITOMO MITSUI BANKING Sumitomo Mitsui Banking Corp. 0.120 86565C2Z1 Certificate of 50,002,526.00 50,002,526.00 50,000,000.00 November 4, 2021 November 4, 2021 CORPORATION-NY Deposit SUMITOMO MITSUI BANKING Sumitomo Mitsui Banking Corp. 0.110 86565C4M8 Certificate of 25,000,748.00 25,000,748.00 25,000,000.00 November 16, 2021 November 16, 2021 CORPORATION-NY Deposit SUMITOMO MITSUI TRUST BANK Sumitomo Mitsui Trust Bank Ltd. 0.180 6G5043N Certificate of 29,976,285.43 29,976,285.43 29,973,474.54 February 25, 2022 February 25, 2022 LIMITED Deposit SUMITOMO MITSUI TRUST BANK Sumitomo Mitsui Trust Bank Ltd. 0.090 86564GP88 Certificate of 100,000,305.00 100,000,305.00 100,000,000.00 October 25, 2021 October 25, 2021 LIMITED- NEW YORK BRANCH Deposit 9h. 9b. Title of the Issue 9d. 9f. 9g. Market Value 9k. (Including coupon or 9c. Other Unique 9e. Category of Brief Market Value with without Capital 9j. Final Legal Maturity 9a. Name of Issuer yield) CUSIP Number Identifier Investment Description Capital Support Support 9i. Amortized Cost Maturity Date Date SVENSKA HANDELSBANKEN AB Svenska Handelsbanken AB 0.177 86960LCR9 Financial Company 49,989,454.50 49,989,454.50 50,000,000.00 September 10, 2021 August 10, 2022 Commercial Paper SVENSKA HANDELSBANKEN AB Svenska Handelsbanken AB 0.200 86960KFQ0 Financial Company 24,963,287.50 24,963,287.50 24,958,888.96 June 24, 2022 June 24, 2022 Commercial Paper SVENSKA HANDELSBANKEN AB Svenska Handelsbanken AB 0.126 86960LCD0 Financial Company 12,000,886.32 12,000,886.32 12,000,000.00 November 1, 2021 November 1, 2021 Commercial Paper SVENSKA HANDELSBANKEN AB Svenska Handelsbanken AB 0.125 86960LCC2 Financial Company 19,001,271.86 19,001,271.86 19,000,000.00 October 25, 2021 October 25, 2021 Commercial Paper SVENSKA HANDELSBANKEN AB Svenska Handelsbanken AB 0.135 86959RMQ0 Certificate of 18,000,483.48 18,000,483.48 18,000,000.00 October 26, 2021 January 25, 2022 (PUBL) - NEW YORK Deposit SVENSKA HANDELSBANKEN AB Svenska Handelsbanken AB 0.158 86959RPD6 Certificate of 80,007,909.60 80,007,909.60 80,000,000.00 September 16, 2021 March 16, 2022 (PUBL) - NEW YORK Deposit SVENSKA HANDELSBANKEN AB Svenska Handelsbanken AB 0.200 86959RRT9 Certificate of 25,002,281.75 25,002,281.75 25,000,000.00 June 28, 2022 June 28, 2022 (PUBL) - NEW YORK Deposit SWEDBANK AB - NEW YORK Swedbank AB 0.040 OSQ001EI9 Non-Negotiable 500,000,000.00 500,000,000.00 500,000,000.00 September 1, 2021 September 1, 2021 Time Deposit THE BANK OF NOVA SCOTIA Bank of Nova Scotia (The) 0.132 06417LQF7 Financial Company 50,001,853.50 50,001,853.50 50,000,000.00 October 28, 2021 October 28, 2021 Commercial Paper THE BANK OF NOVA SCOTIA Bank of Nova Scotia (The) 0.225 06417KEG0 Financial Company 49,944,816.50 49,944,816.50 49,919,687.50 May 16, 2022 May 16, 2022 Commercial Paper THE BANK OF NOVA SCOTIA Bank of Nova Scotia (The) 0.200 06417LQP5 Financial Company 25,002,486.75 25,002,486.75 25,000,000.00 September 1, 2021 June 21, 2022 Commercial Paper THE BANK OF NOVA SCOTIA Bank of Nova Scotia (The) 0.230 06417KE62 Financial Company 49,948,333.50 49,948,333.50 49,921,097.09 May 6, 2022 May 6, 2022 Commercial Paper THE BANK OF NOVA SCOTIA Bank of Nova Scotia (The) 0.210 06417KFN4 Financial Company 27,961,682.84 27,961,682.84 27,951,979.67 June 22, 2022 June 22, 2022 Commercial Paper THE NORINCHUKIN BANK-NEW Norinchukin Bank 0.090 65602YMU1 Certificate of 99,998,105.00 99,998,105.00 100,000,000.00 November 1, 2021 November 1, 2021 YORK BRANCH Deposit THE TORONTO-DOMINION BANK Toronto-Dominion Bank (The) 0.190 89120DTJ8 Financial Company 39,999,998.80 39,999,998.80 40,000,000.00 September 1, 2021 August 19, 2022 Commercial Paper THE TORONTO-DOMINION BANK Toronto-Dominion Bank (The) 0.230 89119BEK8 Financial Company 49,943,087.50 49,943,087.50 49,916,944.30 May 19, 2022 May 19, 2022 Commercial Paper THE TORONTO-DOMINION BANK Toronto-Dominion Bank (The) 0.190 89120DTK5 Financial Company 34,999,999.30 34,999,999.30 35,000,000.00 September 1, 2021 August 23, 2022 Commercial Paper THE TORONTO-DOMINION BANK Toronto-Dominion Bank (The) 0.240 89119BD52 Financial Company 19,982,881.20 19,982,881.20 19,971,199.64 April 5, 2022 April 5, 2022 Commercial Paper THE TORONTO-DOMINION BANK Toronto-Dominion Bank (The) 0.210 89119BFP6 Financial Company 99,859,400.00 99,859,400.00 99,827,916.18 June 23, 2022 June 23, 2022 Commercial Paper THE TORONTO-DOMINION BANK Toronto-Dominion Bank (The) 0.270 3G7602N Certificate of 49,945,620.50 49,945,620.50 49,910,992.98 April 27, 2022 April 27, 2022 LONDON BRANCH Deposit THE TORONTO-DOMINION BANK Toronto-Dominion Bank (The) 0.260 3G6480N Certificate of 24,973,653.50 24,973,653.50 24,958,220.56 April 21, 2022 April 21, 2022 LONDON BRANCH Deposit TOTAL CAPITAL CANADA LTD. TotalEnergies Capital Canada Ltd. 89153QB33 Non-Financial 24,986,783.25 24,986,783.25 24,984,930.41 February 3, 2022 February 3, 2022 0.140 Company Commercial Paper TOYOTA CREDIT CANADA INC Toyota Credit Canada, Inc. 0.160 89232DBN3 Non-Financial 99,941,667.00 99,941,667.00 99,922,666.64 February 22, 2022 February 22, 2022 Company Commercial Paper UBS AG LONDON BRANCH UBS AG 0.220 90351XCP6 Financial Company 99,893,467.00 99,893,467.00 99,875,944.70 March 23, 2022 March 23, 2022 Commercial Paper UBS AG LONDON BRANCH UBS AG 0.240 90351XCV3 Financial Company 49,944,583.50 49,944,583.50 49,930,333.12 March 29, 2022 March 29, 2022 Commercial Paper UBS AG LONDON BRANCH UBS AG 0.240 90351XCW1 Financial Company 49,944,319.50 49,944,319.50 49,929,999.79 March 30, 2022 March 30, 2022 Commercial Paper UBS AG LONDON BRANCH UBS AG 0.220 90276JNB8 Financial Company 49,996,899.50 49,996,899.50 50,000,000.00 September 1, 2021 April 14, 2022 Commercial Paper UNITED OVERSEAS BANK LIMITED United Overseas Bank Ltd. 0.190 91127QBE8 Financial Company 99,927,633.00 99,927,633.00 99,912,388.90 February 14, 2022 February 14, 2022 Commercial Paper UNITED OVERSEAS BANK LIMITED United Overseas Bank Ltd. 0.230 91127QEA3 Financial Company 74,919,150.00 74,919,150.00 74,879,729.21 May 10, 2022 May 10, 2022 Commercial Paper VICTORY RECEIVABLES Victory Receivables Corp. 0.080 92646KWL2 Asset Backed 59,268,937.42 59,268,937.42 59,269,497.42 September 20, 2021 September 20, 2021 CORPORATION Commercial Paper 9h. 9b. Title of the Issue 9d. 9f. 9g. Market Value 9k. (Including coupon or 9c. Other Unique 9e. Category of Brief Market Value with without Capital 9j. Final Legal Maturity 9a. Name of Issuer yield) CUSIP Number Identifier Investment Description Capital Support Support 9i. Amortized Cost Maturity Date Date VICTORY RECEIVABLES Victory Receivables Corp. 0.080 92646KWP3 Asset Backed 125,992,353.06 125,992,353.06 125,993,839.89 September 23, 2021 September 23, 2021 CORPORATION Commercial Paper VICTORY RECEIVABLES Victory Receivables Corp. 0.110 92646KYA4 Asset Backed 49,988,758.50 49,988,758.50 49,989,305.60 November 10, 2021 November 10, 2021 CORPORATION Commercial Paper WESTPAC BANKING CORPORATION Westpac Banking Corp. 0.190 9612C0WG0 Financial Company 49,998,444.50 49,998,444.50 49,996,041.73 September 16, 2021 September 16, 2021 Commercial Paper WESTPAC BANKING CORPORATION Westpac Banking Corp. 0.200 9612C1G19 Financial Company 19,971,288.80 19,971,288.80 19,966,333.25 July 1, 2022 July 1, 2022 Commercial Paper WESTPAC BANKING CORPORATION Westpac Banking Corp. 0.200 9612C1GF8 Financial Company 49,922,708.50 49,922,708.50 49,911,944.76 July 15, 2022 July 15, 2022 Commercial Paper WESTPAC BANKING CORPORATION Westpac Banking Corp. 0.132 9612C4N56 Financial Company 15,000,041.10 15,000,041.10 15,000,000.00 October 28, 2021 January 28, 2022 Commercial Paper WESTPAC BANKING CORPORATION Westpac Banking Corp. 0.200 9612C1FH5 Financial Company 29,959,883.40 29,959,883.40 29,951,833.70 June 17, 2022 June 17, 2022 Commercial Paper
The Commingled Pension Trust Fund (Liquidity) of JPMorgan Chase Bank, N.A. is a collective trust fund established and maintained by JPMorgan Chase Bank, N.A. under a declaration of trust. The fund is not required to file a prospectus or registration statement with the SEC, and accordingly, neither is available. The fund is available only to certain qualified retirement plans and governmental plans and is not offered to the general public. Units of the fund are not bank deposits and are not insured or guaranteed by any bank, government entity, the FDIC or any other type of deposit insurance. You should carefully consider the investment objectives, risk, charges, and expenses of the fund before investing.
J.P. Morgan Asset Management is the marketing name for the asset management businesses of JPMorgan Chase & Co. and its affiliates worldwide. Those businesses include, but are not limited to, JPMorgan Chase Bank, N.A., J.P. Morgan Investment Management Inc., Security Capital Research & Management Incorporated, and J.P. Morgan Alternative Asset Management, Inc.