0001718745-19-000198.txt : 20190708 0001718745-19-000198.hdr.sgml : 20190708 20190708135518 ACCESSION NUMBER: 0001718745-19-000198 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190628 FILED AS OF DATE: 20190708 DATE AS OF CHANGE: 20190708 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JPMorgan Trust I CENTRAL INDEX KEY: 0001217286 IRS NUMBER: 331043149 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-21295 FILM NUMBER: 19944978 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: JP MORGAN MUTUAL FUND SERIES DATE OF NAME CHANGE: 20030204 0001217286 S000002969 JPMorgan Prime Money Market Fund C000008130 Institutional Class JINXX C000008133 Class C JXCXX C000008134 Capital CJPXX C000008135 Morgan VMVXX C000008136 Premier VPMXX C000008137 Reserve JRVXX C000008138 Agency VMIXX C000115390 IM JIMXX C000212345 Academy JPAXX N-MFP2 1 primary_doc.xml N-MFP2 0001217286 XXXXXXXX 2019-06-28 0001217286 S000002969 9 N N 333-103022 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 Prime N 42 86 14549864766.66 14605701656.10 14426834908.88 15649347424.72 19484477976.69 19664430623.21 19731356842.92 19527582113.21 0.2919 0.2913 0.2868 0.3162 0.3909 0.3922 0.3923 0.3946 399983182.65 49010186798.74 0.00 79579251.66 273947596.55 49215801636.50 49195792629.27 0.0259 1.0003 1.0003 1.0004 1.0004 C000008130 10000000.00 12732225047.41 12727224176.80 1.0003 1.0003 1.0004 1.0004 1142864838.21 1518544767.60 1568553345.12 1315417700.06 1490006892.10 1751281653.78 1670972753.22 1494545227.43 5867594807.19 6079789348.87 0.0238 Y JPM Inv Mgmt, Inv Adv Contract, 255.56; JPM Dist Svcs, Shareholder Servicing Contract, 387247.75; C000008135 1000.00 2422201583.58 2420945987.26 1.0004 1.0004 1.0005 1.0005 11441523173.85 11449759508.79 11448594668.59 11521080933.77 10991938037.75 11032100155.23 10889378263.91 10925735728.18 44771060746.84 44928676325.97 0.0208 Y JPM Inv Mgmt, Inv Adv Contract, 50.29; C000008137 10000000.00 11535817.61 11530153.78 1.0004 1.0004 1.0005 1.0005 44800783.61 44774989.49 45970043.57 45417431.79 47926641.67 47665677.90 47422856.06 47433453.22 186118172.12 185291552.40 0.0189 Y JPM Inv Mgmt, Inv Adv Contract, 0.23; JPM Dist Svcs, Shareholder Servicing Contract, 2789.67; C000008136 1000000.00 2212710827.88 2211764692.57 1.0003 1.0004 1.0004 1.0004 1217707044.13 1199836274.21 1189724406.53 1178372622.32 1326848368.23 1276751045.45 1648469045.97 1608473275.61 5382630445.50 5263433217.59 0.0214 Y JPM Inv Mgmt, Inv Adv Contract, 43.27; JPM Dist Svcs, Shareholder Servicing Contract, 1643.27; C000008138 5000000.00 2302397091.76 2301307922.89 1.0004 1.0004 1.0005 1.0005 4509791520.17 4397044231.34 4547606187.56 4567373781.17 4209774393.66 4366933701.41 3926326743.95 4018854408.83 17192790080.42 17350206122.75 0.0233 Y JPM Inv Mgmt, Inv Adv Contract, 49.00; JPM Dist Svcs, Shareholder Servicing Contract, 76991.28; C000008133 1000.00 1004059.15 1003666.98 1.0003 1.0003 1.0004 1.0004 1516.30 73360.13 0.00 2.27 0.00 3.32 0.00 0.69 0.00 73373.52 0.0162 Y JPM Inv Mgmt, Inv Adv Contract, 0.01; JPM Dist Svcs, Shareholder Servicing Contract, 1826.60; C000008134 50000000.00 23721849443.10 23712555540.42 1.0003 1.0003 1.0004 1.0004 3624827390.14 3888789183.28 3197034094.39 3367077156.32 3730149992.69 3507990871.09 4793556796.46 5642245449.39 15326532270.89 16406102660.08 0.0241 Y JPM Inv Mgmt, Inv Adv Contract, 501.69; JPM Dist Svcs, Shareholder Servicing Contract, 368807.14; C000212345 5000000.00 20025.61 20016.76 1.0004 1.0004 1.0004 1.0004 22.81 0.00 0.00 0.04 0.00 0.06 0.00 0.00 0.00 0.05 0.0240 Y JPM Dist Svcs, Shareholder Servicing Contract, 0.28; C000115390 50000000.00 5811857740.40 5809440471.81 1.0003 1.0003 1.0004 1.0004 892102708.30 1292533998.33 844500680.01 552776322.75 929254723.29 775450670.36 921225348.68 830831956.52 3586848922.53 3451592947.96 0.0244 Y JPM Inv Mgmt, Inv Adv Contract, 111.24; ABN-AMRO BANK N.V. 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2019-09-11 2019-09-11 N N N 0.0300 90084582.00 90084582.00 0.0018 N N N N BARCLAYS BANK PLC BARCLAYS BANK PLC 2.616 06742QWC2 G5GSEF7VJP5I7OUK5573 US06742QWC22 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2019-08-02 2019-08-02 2019-08-02 N N N 0.0262 34917380.40 34917380.40 0.0007 N N N N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 2.790 0RI001AK5 0000851376 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NRZ PASS THRU TR XIV 2079-12-25 0.000000 493465508.00 440000000.60 Asset-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2019-07-01 2019-08-01 2019-08-01 Y BARCLAYS CAPITAL INC 1.0000 34 N Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N N 0.0283 400000000.00 400000000.00 0.0081 N N N Y BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 2.600 0RI001AN9 AC28XWWI3WIBK2824319 0000851376 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CW ALT LN TR 2006-20 2036-07-25 2.904380 33016993.00 1859578.14 Private Label Collateralized Mortgage Obligations MS BOFAML TRUST 2014 2047-08-16 4.900920 4151000.00 4043367.42 Private Label Collateralized Mortgage Obligations GE CAP CMBS 2005-C4 2045-11-10 0.000000 55651606.00 31.89 Private Label Collateralized Mortgage Obligations STRUCTURED ASSET MTG 2036-05-25 3.909690 15000000.00 378928.52 Private Label Collateralized Mortgage Obligations CWMBS CHL MTG TR 200 2037-06-25 5.750000 9000000.00 749236.34 Private Label Collateralized Mortgage Obligations CSMC MTG TRUST 2006- 2021-10-25 5.500000 20500000.00 227031.29 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2036-03-25 6.000000 1453846.00 769739.71 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2 2029-07-25 8.154380 2514000.00 2923637.52 Agency Collateralized Mortgage Obligation WF CR RISK TR SEC TR 2025-11-25 7.904380 6863762.00 7539816.95 Private Label Collateralized Mortgage Obligations PRIME MTG TR 2007-2 2037-04-25 0.268250 40230000.00 50429.29 Private Label Collateralized Mortgage Obligations HARBORVIEW MTG LN TR 2036-08-19 4.425490 16490000.00 1555195.46 Private Label Collateralized Mortgage Obligations FIRST HORIZON ALT MT 2035-08-25 4.154300 8000000.00 505184.46 Private Label Collateralized Mortgage Obligations FHLMC STACR 2017-HQA 2029-12-26 7.154380 6632000.00 7124201.83 Agency Collateralized Mortgage Obligation BEAR STEARNS ARM TR 2047-05-25 4.049780 16625000.00 2578774.15 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 20 2057-09-17 1.158830 63223793.00 1822976.69 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2 2030-02-25 6.854380 4598642.00 4855546.05 Agency Collateralized Mortgage Obligation MS BOFA ML TRUST 201 2048-03-17 3.012000 8985000.00 4197243.92 Private Label Collateralized Mortgage Obligations STARM MTG LN TR 2007 2037-10-25 3.751320 19656000.00 870658.22 Private Label Collateralized Mortgage Obligations CWMBS CHL MTG TR 200 2036-05-25 6.000000 4500000.00 1166518.86 Private Label Collateralized Mortgage Obligations FIRST HORIZON ALT 20 2037-02-25 2.904380 13177000.00 1241681.98 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SE 2035-06-25 5.500000 7175000.00 435161.18 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2 2029-10-25 7.254380 5429000.00 6079999.71 Agency Collateralized Mortgage Obligation WELLS FARGO COML TR 2050-04-15 4.514090 7000000.00 6877545.98 Private Label Collateralized Mortgage Obligations WAMU PTC WMALT 2006- 2036-02-25 0.750000 259050705.00 216850.67 Private Label Collateralized Mortgage 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Obligation COSTA RICA REP SR 14 2045-03-12 7.158000 230000.00 234274.86 Other Instrument International debt PETROLEOS MEXICANOS 2021-02-04 6.375000 120000.00 125880.00 Other Instrument International debt BANCO CRUZEIRO DO SU 2020-09-22 0.000000 100000.00 10.00 Corporate Debt Securities SRI LANKA REP BD REG 254900HXCCIOHM74FA02 2021-07-27 6.250000 919000.00 954753.95 Other Instrument International debt PARAGUAY (REPUBLIC O 2048-03-13 5.600000 341000.00 389194.67 Other Instrument International debt Federal National Mor B1V7KEBTPIMZEU4LTD58 2024-07-25 5.304380 20543790.00 15422803.43 Agency Collateralized Mortgage Obligation ARGENTINA REP GLBL B 549300KPBYGYF7HCHO27 2021-04-22 6.875000 5032000.00 4448862.49 Other Instrument International debt BRAZIL FEDERATIVE RE 2037-01-20 7.125000 71000.00 89817.19 Other Instrument International debt Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short 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0.000000 55270160.00 17618548.98 Private Label Collateralized Mortgage Obligations FIRST HORIZON MTG TR 2035-12-25 5.500000 350000.00 62215.19 Private Label Collateralized Mortgage Obligations BX TR 2019-IMC E 203 2034-04-17 4.590000 337787.00 339615.27 Private Label Collateralized Mortgage Obligations HARBORVIEW MTG LN TR 2034-06-19 1.949760 550777437.00 6148818.53 Private Label Collateralized Mortgage Obligations WELLS FARGO MBS 2005 2035-10-25 4.983030 36164000.00 9925602.12 Private Label Collateralized Mortgage Obligations CWMBS CHL MTG TR 200 2037-02-25 0.158190 189657345.00 87383.04 Private Label Collateralized Mortgage Obligations CSFB MTG PTC 2005-8 2035-09-25 2.804380 18000000.00 1461275.94 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2034-01-06 5.219900 2298.00 1862.76 Private Label Collateralized Mortgage Obligations HSI ASSET LN OBL 200 2037-06-25 6.000000 78468638.00 6233424.40 Private Label Collateralized Mortgage Obligations BCAP LLC TRUST 2011- 2036-08-28 4.347410 4896109.00 5053876.96 Private Label Collateralized Mortgage Obligations FIRST HORIZON ALT 20 2036-05-25 6.000000 9000000.00 736049.62 Private Label Collateralized Mortgage Obligations BCAP LLC TR 2010-RR1 2036-06-27 4.324170 26521397.00 8074001.62 Private Label Collateralized Mortgage Obligations CITIGRP COML MTG TR 2036-01-11 4.903100 110000.00 116999.78 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECS COR 2030-10-18 1.370320 27504471.00 10.10 Private Label Collateralized Mortgage Obligations WELLS FARGO MBS 2005 2035-02-25 0.005000 964846100.00 5615.47 Private Label Collateralized Mortgage Obligations CWALT INC 2005-22T1 2035-06-25 1.000000 1080000.00 5174.75 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2034-01-06 5.219900 29124.00 25156.99 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 200 2036-01-25 0.000000 3401307.00 100537.31 Private Label Collateralized Mortgage Obligations WELLS FARGO ALT LN 2 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Mortgage Obligations BANC AMERICA FDG 201 2037-06-29 3.512460 22178311.00 16397573.12 Private Label Collateralized Mortgage Obligations STRUCTURED ADJ RATE 2035-12-25 4.259220 73155000.00 10258601.25 Private Label Collateralized Mortgage Obligations BCAP LLC TR 2010-RR4 2037-01-26 6.176560 11208671.00 5614270.92 Private Label Collateralized Mortgage Obligations CSMC SERIES 2012-10R 2035-11-28 3.993600 9689134.00 4539019.07 Private Label Collateralized Mortgage Obligations RESIDENTIAL FDG MTG 2035-08-25 4.220140 18500000.00 1635947.44 Private Label Collateralized Mortgage Obligations GS MTG SEC CORP TR 2 2035-11-15 5.644250 10000000.00 9995222.01 Private Label Collateralized Mortgage Obligations CSMC SER 2013 5R 2036-02-27 2.706030 4406869.00 3168826.43 Private Label Collateralized Mortgage Obligations STRUCTURED ADJ RATE 2037-04-25 4.236790 13417984.00 7880823.52 Private Label Collateralized Mortgage Obligations GS MTG PARTICIPATION 2029-06-19 8.500000 23.00 0.99 Private Label Collateralized Mortgage Obligations BANC AMERICA FDG 201 2036-09-29 2.768820 12358000.00 8469619.97 Private Label Collateralized Mortgage Obligations CSMC SER 2013-5R 2036-02-27 2.706030 12062500.00 9210055.32 Private Label Collateralized Mortgage Obligations CWALT INC 2005-63 3- 2035-11-25 4.081820 31601000.00 4759590.53 Private Label Collateralized Mortgage Obligations CHASEFLEX TRUST 2007 2037-02-25 6.500000 10000000.00 1290954.71 Private Label Collateralized Mortgage Obligations CGGS COML MTG TR 201 2037-02-17 5.544250 3425707.00 3441051.05 Private Label Collateralized Mortgage Obligations RESIDENTIAL ACCREDIT 2035-09-25 0.238440 484882069.00 276026.08 Private Label Collateralized Mortgage Obligations PUERTO RICO SALES TA 2053-07-01 4.750000 1.00 0.97 Other Instrument Municipal debt CWALT INC 2006-J4 2- 2036-07-25 3.104380 8684000.00 781121.69 Private Label Collateralized Mortgage Obligations RBSSP RESEC TR 2009- 2036-07-26 2.779750 18733332.00 3502879.17 Private Label 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N JPMorgan Prime Money Market Fund 2019-07-08 Timothy J. Clemens Timothy J. Clemens Treasurer