JPMorgan U.S. Government Money Market Fund, Class IM

0001752724-20-034706.txt : 20200225 0001752724-20-034706.hdr.sgml : 20200225 20200225130541 ACCESSION NUMBER: 0001752724-20-034706 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200225 PERIOD START: 20200630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JPMorgan Trust I CENTRAL INDEX KEY: 0001217286 IRS NUMBER: 331043149 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21295 FILM NUMBER: 20649328 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 S000037364 JPMorgan SmartRetirement* Blend 2020 Fund

C000115328 Class I JSSRX

C000115329 Class R2 JIORX

C000115330 Class R5 JBSRX

C000115331 Class R6 JSYRX

C000186787 Class R3 JSTKX

C000186788 Class R4 JSTLX

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32.00000000 NC -3015.14000000 -0.00029937398 N/A DE CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long S&P/TSX 60 Index XC0009654721 2020-03-19 6473600 CAD -3015.14 N N N JPMorgan Core Bond Fund DQ695W4P67V7A4LC6I09 JPMorgan Core Bond Fund, Class R6 4812C0100 21458130.09300000 NS USD 254064260.30000000 25.22610244209 Long RF US N 1 N N N JPMorgan BetaBuilders MSCI US REIT ETF 549300UDD0DL9T2E4I67 JPMorgan BetaBuilders MSCI US REIT ETF 46641Q738 246001.00000000 NS USD 21827668.73000000 2.167274558038 Long RF US N 1 N N N N/A N/A MSCI Emerging Markets E-Mini Index N/A 253.00000000 NC USD 535501.29000000 0.053170053841 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI Emerging Markets E-Mini Index MXEF Index 2020-03-20 14150290 USD 535501.29 N N N N/A N/A SPI 200 Index N/A 43.00000000 NC -133310.74000000 -0.01323645592 N/A DE AU N 2 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SPI 200 Index XC0006013624 2020-03-19 7104915.79 AUD -133310.74 N N N JPMorgan High Yield Fund 15QB5UY3VV3GNSMNPX63 JPMorgan High Yield Fund, Class R6 4812C0126 8314730.38900000 NS USD 60448089.93000000 6.001905609245 Long RF US N 1 N N N N/A N/A TOPIX Index N/A -62.00000000 NC 23090.88000000 0.002292699113 N/A DE JP N 2 Japan Securities Clearing 549300JHM7D8P3TS4S86 Short TOPIX Index JP9010100007 2020-03-12 -1058849614.46 JPY 23090.88 N N N N/A N/A S&P 500 E-Mini Index N/A 132.00000000 NC USD 375272.04000000 0.037260852484 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P 500 E-Mini Index US78378X1072 2020-03-20 21331200 USD 375272.04 N N N JPMorgan Managed Income Fund 54930080XGK0GXPQLV03 JPMorgan Managed Income Fund, Class L 48121A415 2720558.96700000 NS USD 27314412.03000000 2.712054640038 Long RF US N 1 N N N N/A N/A U.S. Treasury 10 Year Note N/A 748.00000000 NC USD -717826.55000000 -0.07127317342 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2020-03-20 95931000 USD -717826.55 N N N JPMorgan Inflation Managed Bond Fund 6OBYPQ2V2YRR2MBSF484 JPMorgan Inflation Managed Bond Fund, Class R6 48121L809 3655454.65100000 NS USD 37760846.54000000 3.749283673325 Long RF US N 1 N N N N/A N/A Australia 10 Year Bond N/A -198.00000000 NC 354672.78000000 0.035215546929 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short Australia Australia 10 Year Bond 2020-03-16 -28305711.72 AUD 354672.78 N N N JPMorgan Equity Index Fund 549300FO80ME045UVK10 JPMorgan Equity Index Fund, Class R6 4812C2213 3260810.81600000 NS USD 160431892.15000000 15.92932174551 Long RF US N 1 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 iShares Core MSCI EAFE ETF 46432F842 1843698.00000000 NS USD 120282857.52000000 11.94291429359 Long RF US N 1 N N N iShares Russell 2000 ETF 549300O80OAR5VTWR172 iShares Russell 2000 ETF 464287655 99623.00000000 NS USD 16504542.41000000 1.638740045935 Long RF US N 1 N N N iShares Core MSCI Emerging Markets ETF 5493007C24Z3ZDJ0VD06 iShares Core MSCI Emerging Markets ETF 46434G103 517229.00000000 NS USD 27806231.04000000 2.760887469632 Long RF US N 1 N N N N/A N/A EURO STOXX 50 Index N/A -117.00000000 NC 6152.60000000 0.000610893156 N/A DE DE N 2 Eurex Clearing 529900LN3S50JPU47S06 Short EURO STOXX 50 Index EU0009658145 2020-03-20 -4367178.62 EUR 6152.6 N N N N/A N/A Long Gilt N/A -114.00000000 NC 61682.15000000 0.006124435734 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short United Kingdom of Great Britain and Northern Ireland Long Gilt 2020-03-27 -14977320 GBP 61682.15 N N N JPMorgan Emerging Markets Debt Fund 8KLDAXM5A9FOP50PQD10 JPMorgan Emerging Markets Debt Fund, Class R6 48121A134 2062910.60100000 NS USD 16915866.93000000 1.679580557962 Long RF US N 1 N N N N/A N/A Euro-Bund N/A -103.00000000 NC 227127.87000000 0.022551581671 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Bund 2020-03-06 -17560470 EUR 227127.87 N N N JPMorgan Short Duration Core Plus Fund 549300Q5U8SV79G4IM14 JPMorgan Short Duration Core Plus Fund, Class R6 46637K463 14401282.00500000 NS USD 138396320.07000000 13.74140441309 Long RF US N 1 N N N JPMorgan Floating Rate Income Fund K21GU2WTRTI2PVQVCH83 JPMorgan Floating Rate Income Fund, Class R6 46637K257 1091515.80800000 NS USD 9932793.85000000 0.986229526736 Long RF US N 1 N N N JPMorgan Emerging Markets Strategic Debt Fund VC31EK6DBMYN3TDYHO32 JPMorgan Emerging Markets Strategic Debt Fund, Class R6 46637K778 2139115.32000000 NS USD 17540745.62000000 1.741624915674 Long RF US N 1 N N N JPMorgan Income Fund 549300J9G10ZQTTAFU03 JPMorgan Income Fund, Class R6 46637K216 1529664.64800000 NS USD 14730670.56000000 1.462611876808 Long RF US N 1 N N N iShares Core U.S. Aggregate Bond ETF 549300F7VSXTKBGHJE47 iShares Core U.S. Aggregate Bond ETF 464287226 86130.00000000 NS USD 9678428.10000000 0.960973489308 Long RF US N 1 N N N iShares Russell Mid-Cap ETF 549300RVM4H7425YNW89 iShares Russell Mid-Cap ETF 464287499 392813.00000000 NS USD 23419511.06000000 2.325328971677 Long RF US N 1 N N N 2020-01-30 JPMorgan Trust I Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer