WIRB-Copernicus Group, Inc., 1st Lien Term Loan B

0001752724-20-147293.txt : 20200729 0001752724-20-147293.hdr.sgml : 20200729 20200729075009 ACCESSION NUMBER: 0001752724-20-147293 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200531 FILED AS OF DATE: 20200729 PERIOD START: 20210228 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: 201055762 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 S000032548 JPMorgan Floating Rate Income Fund

C000100362 Class A JPHAX

C000100363 Class C JPHCX

C000100364 Class I JPHSX

C000132280 Class R6 JPHRX

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N/A Berry Plastics Corp., 1st Lien Term Loan W 08579JBD3 677230.51000000 PA USD 666543.81000000 0.087975560876 Long LON CORP US N 2 2022-10-01 Variable 2.22163000 N N N N N N Pearl Intermediate Parent LLC N/A Pearl Intermediate Parent LLC, 1st Lien Term Loan 70476XAC9 5488171.05000000 PA USD 5131439.93000000 0.677286772714 Long LON CORP US N 2 2025-02-14 Variable 2.92363000 N N N N N N Gulf Finance LLC N/A Gulf Finance LLC, 1st Lien Term Loan B 40227UAB2 5486119.46000000 PA USD 3145356.87000000 0.415148307800 Long LON CORP US N 2 2023-08-25 Variable 6.42283900 N N N N N N Gray Television, Inc. 529900TM5726KDN7UU35 Gray Television, Inc. 389375AK2 2000000.00000000 PA USD 2025000.00000000 0.267275020940 Long DBT CORP US Y 2 2024-10-15 Fixed 5.12500000 N N N N N N Targa Resources Partners LP N/A Targa Resources Partners LP 87612BAM4 250000.00000000 PA USD 251250.00000000 0.033161900746 Long DBT CORP US N 2 2023-05-01 Fixed 5.25000000 N N N N N N Invenergy Thermal Operating I LLC 549300JF5R5BXJAMZL67 Invenergy Thermal Operating I LLC, Term Loan 46123UAG3 2370738.21000000 PA USD 2341103.98000000 0.308996847051 Long LON CORP US N 2 2025-08-28 Variable 3.17363000 N N N N N N California Resources Corp. N/A California Resources Corp., Senior Secured First Out N/A 2977000.00000000 PA USD 755830.53000000 0.099760306535 Long LON CORP US N 2 2022-12-31 Variable 5.75000000 N N N N N N Dole Food Co. N/A Dole Food Co., 1st Lien Term Loan B 256604BF5 11280364.71000000 PA USD 11014824.92000000 1.453821017853 Long LON CORP US N 2 2024-04-06 Variable 3.75000000 N N N N N N Conservice LLC N/A Conservice LLC, 1st Lien Term Loan 20848PAB4 2525000.00000000 PA USD 2436625.00000000 0.321604443407 Long LON CORP US N 2 2100-12-31 Variable 4.58913000 N N N N N N Hargray Communications Group, Inc. N/A Hargray Communications Group, Inc., Senior Secured Term Loan B 41254HAG4 6972554.88000000 PA USD 6632642.83000000 0.875427037669 Long LON CORP US N 2 2024-05-16 Variable 4.00000000 N N N N N N Frontera Generation Holdings LLC N/A Frontera Generation Holdings LLC, 1st Lien Senior Secured Term Loan B 35905EAB7 3045253.88000000 PA USD 1863695.37000000 0.245984799527 Long LON CORP US N 2 2025-05-02 Variable 5.38525000 N N N N N N CCO Holdings LLC N/A CCO Holdings LLC 1248EPBP7 1000000.00000000 PA USD 1027290.00000000 0.135589608030 Long DBT CORP US Y 2 2024-04-01 Fixed 5.87500000 N N N N N N Hillman Group, Inc. (The) BDPO7HREUXNPHVMSIT54 Hillman Group, Inc., Initial Term Loan 43162TAK6 3623185.75000000 PA USD 3371084.49000000 0.444941569213 Long LON CORP US N 2 2025-05-30 Variable 5.07200000 N N N N N N Lightstone Holdco LLC N/A Lightstone Holdco LLC, 1st Lien Term Loan B 53226GAG6 3860453.07000000 PA USD 3134533.47000000 0.413719752510 Long LON CORP US N 2 2024-01-30 Variable 4.75000000 N N N N N N KIK Custom Products, Inc. N/A KIK Custom Products, Inc., 1st Lien Term Loan B 49387TAR7 4275000.00000000 PA USD 4076212.50000000 0.538009768541 Long LON CORP US N 2 2023-05-15 Variable 5.00000000 N N N N N N Nexstar Broadcasting, Inc. N/A Nexstar Broadcasting, Inc., 1st Lien Term Loan B 65336RAW8 5583515.25000000 PA USD 5370671.65000000 0.708862408750 Long LON CORP US N 2 2026-09-18 Variable 3.12013000 N N N N N N Concordia Healthcare Corp. 549300WZSXRSISJ4VI31 Concordia Healthcare Corp., Initial Dollar Term Loan C2620KAK4 13655870.10000000 PA USD 12094048.24000000 1.596265183508 Long LON CORP JE N 2 2024-09-06 Variable 6.56763000 N N N N N N Ingram Micro, Inc. 549300KJMEWPKRQZHX63 Ingram Micro, Inc. 457153AF1 1400000.00000000 PA USD 1345670.98000000 0.177611970053 Long DBT CORP US N 2 2022-08-10 Fixed 5.00000000 N N N N N N Carroll County Energy LLC N/A Carroll County Energy LLC, 1st Lien Term Loan B 14474FAW4 3648385.55000000 PA USD 3456845.31000000 0.456260939565 Long LON CORP US N 2 2026-02-16 Variable 4.95013000 N N N N N N CCO Holdings LLC N/A CCO Holdings LLC 1248EPBX0 2150000.00000000 PA USD 2251845.50000000 0.297215828724 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N Sunoco LP N/A Sunoco LP 86765LAJ6 250000.00000000 PA USD 253672.50000000 0.033481640864 Long DBT CORP US N 2 2023-01-15 Fixed 4.87500000 N N N N N N HAT Holdings I LLC N/A HAT Holdings I LLC 418751AA1 1200000.00000000 PA USD 1215000.00000000 0.160365012564 Long DBT CORP US Y 2 2024-07-15 Fixed 5.25000000 N N N N N N Gray Television, Inc. N/A Gray Television, Inc., 1st Lien Term Loan B 389376AX2 1119766.07000000 PA USD 1084303.08000000 0.143114631315 Long LON CORP US N 2 2024-02-07 Variable 2.57963000 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 Hertz Corp. (The), 1st Lien Term Loan B 42804VAS0 6097402.60000000 PA USD 4653110.85000000 0.614153234505 Long LON CORP US N 2 2023-06-30 Variable 3.51013000 N N N N N N Qlik Technologies, Inc. N/A Qlik Technologies, Inc., 1st Lien Term Loan B 74339DAB4 2465270.99000000 PA USD 2335844.26000000 0.308302628891 Long LON CORP US N 2 2024-04-26 Variable 5.38000000 N N N N N N Clear Channel Worldwide Holdings, Inc. N/A Clear Channel Worldwide Holdings, Inc. 18451QAP3 3082000.00000000 PA USD 2803387.20000000 0.370012529671 Long DBT CORP US N 2 2024-02-15 Fixed 9.25000000 N N N N N N Pelican Products, Inc. N/A Pelican Products, Inc., 2nd Lien Term Loan 70583GAY8 2205367.56000000 PA USD 1728456.83000000 0.228134980461 Long LON CORP US N 2 2026-05-01 Variable 8.75000000 N N N N N N Sabre GLBL, Inc. F2TJC7HPPHLHU1AQMP98 Sabre GLBL, Inc. 78573NAA0 2400000.00000000 PA USD 2274000.00000000 0.300139949441 Long DBT CORP US Y 2 2023-04-15 Fixed 5.37500000 N N N N N N JPMorgan U.S. Government Money Market Fund 549300NQ5E5B7ZV4T516 JPMorgan U.S. Government Money Market Fund, Class Institutional 4812C2684 31766205.17000000 NS USD 31766205.17000000 4.192747235567 Long STIV RF US N 1 N N N Summit Midstream Holdings LLC N/A Summit Midstream Holdings LLC 86614WAC0 500000.00000000 PA USD 240000.00000000 0.031677039518 Long DBT CORP US N 2 2022-08-15 Fixed 5.50000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 Equinix, Inc. 29444UAQ9 1500000.00000000 PA USD 1571250.00000000 0.207385618100 Long DBT CORP US N 2 2026-01-15 Fixed 5.87500000 N N N N N N Star Merger Sub, Inc. N/A Star Merger Sub, Inc., 1st Lien Term Loan B 26483NAN0 3185846.00000000 PA USD 3096897.18000000 0.408752226486 Long LON CORP US N 2 2026-02-06 Variable 4.17375000 N N N N N N Buckeye Partners LP N/A Buckeye Partners LP, 1st Lien Term Loan 11823LAH8 2398036.00000000 PA USD 2326094.92000000 0.307015836273 Long LON CORP US N 2 2026-11-01 Variable 3.12013000 N N N N N N Altice Financing SA N/A Altice Financing SA, 1st Lien Term Loan B L0178UAK2 1047850.05000000 PA USD 987598.67000000 0.130350842076 Long LON CORP US N 2 2026-01-31 Variable 2.91825000 N N N N N N N/A N/A iHeartMedia Capital I LLC N/A 138487.00000000 NS USD 1107896.00000000 0.146228605728 N/A DO US N 3 iHeartMedia Capital I LLC N/A Call Purchased Clear Channel Outdoor Holdings, Inc. Clear Channel Outdoor Holdings, Inc. 0.00000000 1.00000000 USD 2039-05-02 XXXX -1371021.30000000 N N N 1011778 BC ULC 549300RHSHNRWI5LLA86 1011778 BC ULC, 1st Lien Term Loan B C6901LAH0 9787083.52000000 PA USD 9383366.32000000 1.238488607246 Long LON CORP CA N 2 2026-11-19 Variable 1.92363000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 Sprint Corp. 85207UAF2 2300000.00000000 PA USD 2610500.00000000 0.344553798600 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N Remington Outdoor Co., Inc. N/A Remington Outdoor Co., Inc. 75959V104 418556.00000000 NS USD 497035.25000000 0.065602521902 Long EC CORP US N 3 N N N Stars Group Holdings BV N/A Stars Group Holdings BV, 1st Lien Term Loan B N8233BAC6 1900000.00000000 PA USD 1873286.00000000 0.247250644384 Long LON CORP US N 2 2025-07-10 Variable 4.95013000 N N N N N N Axalta Dupont PC N/A Axalta Dupont PC, Term Loan B 90347BAH1 4576064.03000000 PA USD 4463081.01000000 0.589071639707 Long LON CORP US N 2 2024-06-01 Variable 3.20013000 N N N N N N Knowlton Development Corp., Inc. N/A Knowlton Development Corp., Inc., 1st Lien Term Loan B C4953EAD7 6417506.30000000 PA USD 6011085.63000000 0.793389154387 Long LON CORP US N 2 2025-12-22 Variable 3.92363000 N N N N N N Intelsat Jackson Holdings SA 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings SA, 1st Lien Term Loan L5137LAF2 18500000.00000000 PA USD 18584730.00000000 2.452955111076 Long LON CORP LU N 2 2023-11-27 Variable 6.00000000 N N N N N N ATS Automation Tooling Systems, Inc. 5493005KP4RP3IU7HQ41 ATS Automation Tooling Systems, Inc. 001940AA3 1500000.00000000 PA USD 1522500.00000000 0.200951219448 Long DBT CORP CA Y 2 2023-06-15 Fixed 6.50000000 N N N N N N Claire's Stores, Inc. N/A Claire's Stores, Inc., 1st Lien Term Loan B 17958DAL1 2711226.23000000 PA USD 2060531.93000000 0.271964797402 Long LON CORP US N 2 2026-12-18 Variable 8.42075000 N N N N N N Quest Software US Holdings, Inc. N/A Quest Software US Holdings, Inc., 2nd Lien Term Loan 74834YAL6 1089000.00000000 PA USD 891161.37000000 0.117622308063 Long LON CORP US N 2 2026-05-18 Variable 9.01013000 N N N N N N MultiPlan, Inc. N/A MultiPlan, Inc., 1st Lien Term Loan B 55328HAE1 6934084.49000000 PA USD 6646597.35000000 0.877268862176 Long LON CORP US N 2 2023-06-07 Variable 4.20013000 N N N N N N Getty Images, Inc. N/A Getty Images, Inc., 1st Lien Term Loan B 37427UAJ9 3986188.13000000 PA USD 3514502.49000000 0.463870976104 Long LON CORP US N 2 2026-02-19 Variable 4.68750000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A Clear Channel Outdoor Holdings, Inc. 18453H106 368988.00000000 NS USD 356368.61000000 0.047036260592 Long EC CORP US N 1 N N N Lightstone Holdco LLC N/A Lightstone Holdco LLC, 1st Lien Term Loan C 53226GAH4 217735.63990000 PA USD 176792.63000000 0.023334446363 Long LON CORP US N 2 2024-01-30 Variable 4.75000000 N N N N N N Neiman Marcus Group Ltd. LLC N/A Neiman Marcus Group Ltd. LLC, 1st Lien Term Loan N/A 150505.03000000 PA USD 151257.56000000 0.019964132106 Long LON CORP US N 3 2050-05-11 Variable 5.70370400 N N N N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 XPO Logistics, Inc., Term Loan 98379EAE6 2097857.15000000 PA USD 2039117.15000000 0.269138310601 Long LON CORP US N 2 2025-02-24 Variable 2.17363000 N N N N N N Titan Acquisition Ltd. N/A Titan Acquisition Ltd., 1st Lien Term Loan B C8856UAB4 2973749.14000000 PA USD 2684879.15000000 0.354370928908 Long LON CORP US N 2 2025-03-28 Variable 4.45013000 N N N N N N Tivity Health, Inc. U5UKZMHGMOP0CPFG4B24 Tivity Health, Inc., 1st Lien Term Loan B 88870TAG3 2457419.34000000 PA USD 2164077.19000000 0.285631494456 Long LON CORP US N 2 2026-03-06 Variable 5.42363000 N N N N N N Club Corp Holdings, Inc. N/A Club Corp Holdings, Inc., Term Loan B 18948TAB9 3175466.25000000 PA USD 2767609.36000000 0.365290296123 Long LON CORP US N 2 2024-09-18 Variable 4.20013000 N N N N N N Brookfield WEC Holdings, Inc. 5493002M6GRSU1IWMG57 Brookfield WEC Holdings, Inc., 1st Lien Term Loan B 11284EAL7 7100861.19000000 PA USD 6930014.47000000 0.914676425970 Long LON CORP US N 2 2025-08-01 Variable 3.40363000 N N N N N N Claire's Stores, Inc. N/A Claire's Stores, Inc. N/A 2374.00000000 NS USD 4154500.00000000 0.548342752838 Long EP CORP US N 3 N N N CityCenter Holdings LLC N/A CityCenter Holdings LLC, Term Loan B 17875LAL3 6261626.11000000 PA USD 5858001.69000000 0.773183962650 Long LON CORP US N 2 2024-04-18 Variable 3.00000000 N N N N N N Tronox Finance LLC N/A Tronox Finance LLC, 1st Lien Term Loan B 89705DAD4 2757901.14000000 PA USD 2639697.50000000 0.348407508439 Long LON CORP US N 2 2024-09-23 Variable 3.45171600 N N N N N N Moda Midstream LLC N/A Moda Midstream LLC, 1st Lien Term Loan B 60749KAB1 2453559.19000000 PA USD 2271848.60000000 0.299855991179 Long LON CORP US N 2 2025-09-29 Variable 3.65363000 N N N N N N The Go Daddy Group, Inc. 5493005GJOH8HLL11157 The Go Daddy Group, Inc., 1st Lien Term Loan B 38017BAN6 2713855.28000000 PA USD 2653933.36000000 0.350286466355 Long LON CORP US N 2 2024-02-15 Variable 1.92363000 N N N N N N Viskase Cos., Inc. N/A Viskase Cos., Inc., Initial Term Loan 92835EAB3 3897805.91000000 PA USD 3147478.27000000 0.415428306432 Long LON CORP US N 2 2021-01-30 Variable 4.70013000 N N N N N N Scientific Games Corp. N/A Scientific Games Corp., 1st Lien Term Loan B-5 80875AAP6 7270606.08000000 PA USD 6492651.23000000 0.856949873313 Long LON CORP US N 2 2024-08-14 Variable 3.47648100 N N N N N N Tempur Sealy International, Inc. 549300HFEKVR3US71V91 Tempur Sealy International, Inc. 88023UAD3 2000000.00000000 PA USD 2000000.00000000 0.263975329324 Long DBT CORP US N 2 2023-10-15 Fixed 5.62500000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 IQVIA, Inc. 449934AD0 700000.00000000 PA USD 741125.00000000 0.097819357972 Long DBT CORP US Y 2 2026-10-15 Fixed 5.00000000 N N N N N N Steinway Musical Instruments, Inc. N/A Steinway Musical Instruments, Inc., 1st Lien Term Loan B 85849GAF7 1041599.18000000 PA USD 964343.77000000 0.127281482133 Long LON CORP US N 2 2025-02-14 Variable 4.75000000 N N N N N N BJ's Wholesale Club, Inc. N/A BJ's Wholesale Club, Inc., 1st Lien Term Loan 09179FAU6 2140104.53000000 PA USD 2097302.44000000 0.276818051145 Long LON CORP US N 2 2024-02-03 Variable 2.44088000 N N N N N N Avaya Holdings Corp. 549300NZS2OZN6Q63A60 Avaya Holdings Corp. 05351X101 74.00000000 NS USD 1080.40000000 0.000142599472 Long EC CORP US N 1 N N N Asurion LLC N/A Asurion LLC, Term B-7 Loan 04649VAW0 5849617.57000000 PA USD 5677053.85000000 0.749301079822 Long LON CORP US N 2 2024-11-03 Variable 3.17363000 N N N N N N Consolidated Container Co. LLC N/A Consolidated Container Co. LLC, 1st Lien Term Loan B 20902CAQ3 4011184.49000000 PA USD 3867022.52000000 0.510399271610 Long LON CORP US N 2 2024-05-22 Variable 3.75000000 N N N N N N Diamond Sports Group LLC N/A Diamond Sports Group LLC, 1st Lien Term Loan B 25277BAB4 4967780.64000000 PA USD 4253662.17000000 0.561430936080 Long LON CORP US N 2 2026-08-24 Variable 3.42000000 N N N N N N JBS USA LUX SA N/A JBS USA LUX SA, 1st Lien Term Loan B 46611VAU9 5281181.52000000 PA USD 5093858.01000000 0.672326422860 Long LON CORP US N 2 2026-05-01 Variable 3.07200000 N N N N N N Valeant Pharmaceuticals International, Inc. N/A Valeant Pharmaceuticals International, Inc., 1st Lien Term Loan B C9413PAZ6 17543853.13000000 PA USD 17174204.14000000 2.266783096869 Long LON CORP US N 2 2025-06-02 Variable 3.17075000 N N N N N N Duff & Phelps Corp. N/A Duff & Phelps Corp., 1st Lien Term Loan B 24440EAB3 3150000.00000000 PA USD 3085047.00000000 0.407188148902 Long LON CORP US N 2 2027-04-09 Variable 4.75000000 N N N N N N Cineworld Finance US, Inc. N/A Cineworld Finance US, Inc., 1st Lien Term Loan B N/A 1750000.00000000 PA USD 1057507.50000000 0.139577945287 Long LON CORP US N 2 2027-02-05 Variable 0.00000000 N N N N N N ESH Hospitality, Inc. N/A ESH Hospitality, Inc., 1st Lien Term Loan B 26908BAK9 28895.47000000 PA USD 27775.77000000 0.003666059016 Long LON CORP US N 2 2026-09-18 Variable 2.17363000 N N N N N N Bway Holding Co. N/A Bway Holding Co., 1st Lien Term Loan 05604XAP1 6619649.88000000 PA USD 6019777.21000000 0.794536335734 Long LON CORP US N 2 2024-04-03 Variable 4.56138000 N N N N N N Barracuda Networks, Inc. N/A Barracuda Networks, Inc., 1st Lien Term Loan 06832EAB6 2438813.05000000 PA USD 2354674.00000000 0.310787922300 Long LON CORP US N 2 2025-02-12 Variable 4.51700000 N N N N N N Vistra Energy Corp. 549300KP43CPCUJOOG15 Vistra Energy Corp. N/A 1250495.00000000 NS USD 1344282.13000000 0.177428658985 Long CORP US N 3 N N N Gateway Casinos & Entertainment Ltd. N/A Gateway Casinos & Entertainment Ltd., 1st Lien Term Loan C3604MAM4 9511111.70000000 PA USD 7018439.55000000 0.926347445776 Long LON CORP US N 2 2023-12-01 Variable 4.45013000 N N N N N N Hostess Brands LLC N/A Hostess Brands LLC, 1st Lien Term Loan 44108HAJ0 4175775.60000000 PA USD 4046577.10000000 0.534098261304 Long LON CORP US N 2 2025-08-03 Variable 3.00737000 N N N N N N Prairie ECI Acquiror LP N/A Prairie ECI Acquiror LP, 1st Lien Term Loan 73955HAB0 2375100.00000000 PA USD 2138326.28000000 0.282232691982 Long LON CORP US N 2 2026-03-11 Variable 6.20013000 N N N N N N United Natural Foods, Inc. 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N/A Golden Nugget, Inc., 1st Lien Term Loan B 51508PAG9 4975754.17000000 PA USD 4262828.11000000 0.562640727095 Long LON CORP US N 2 2023-10-04 Variable 3.45498600 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 345397VU4 3500000.00000000 PA USD 3508750.00000000 0.463111718383 Long DBT CORP US N 2 2021-08-02 Fixed 5.87500000 N N N N N N Envision Healthcare Corp. N/A Envision Healthcare Corp., 1st Lien Term Loan 29373UAC5 5893476.83000000 PA USD 3833412.00000000 0.505963097567 Long LON CORP US N 2 2025-10-10 Variable 3.92363000 N N N N N N Atkins Nutritionals, Inc. N/A Atkins Nutritionals, Inc., 1st Lien Term Loan B 04761PAF2 2426601.82000000 PA USD 2384136.29000000 0.314676581153 Long LON CORP US N 2 2024-07-07 Variable 4.75000000 N N N N N N Asurion LLC N/A Asurion LLC, Term Loan B-6 04649VAV2 1746113.97000000 PA USD 1699195.89000000 0.224272897324 Long LON CORP US N 2 2023-11-03 Variable 3.17363000 N N N N N N IRB Holding Corp. 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N/A 3389.00000000 NS USD 1863950.00000000 0.246018407547 Long EC CORP US N 3 N N N Red Ventures LLC N/A Red Ventures LLC, 1st Lien Term Loan B 75703UAH8 1730670.68000000 PA USD 1644137.15000000 0.217005822812 Long LON CORP US N 2 2024-11-08 Variable 2.67363000 N N N N N N Hanjin International Corp. N/A Hanjin International Corp., 1st Lien Term Loan 41043UAB2 2836666.67000000 PA USD 2439533.34000000 0.321988308412 Long LON CORP US N 2 2020-10-19 Variable 2.67363000 N N N N N N Tennessee Merger Sub, Inc. N/A Tennessee Merger Sub, Inc., 1st Lien Term Loan B 87817JAE8 5877129.53000000 PA USD 4263034.68000000 0.562667991786 Long LON CORP US N 2 2024-02-06 Variable 3.75000000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 Berry Global, Inc. 085770AA3 800000.00000000 PA USD 836256.00000000 0.110375476499 Long DBT CORP US Y 2 2026-07-15 Fixed 4.87500000 N N N N N N Kestrel Acquisition LLC N/A Kestrel Acquisition LLC, 1st Lien Term Loan B 49254YAB1 3507316.59000000 PA USD 2941761.79000000 0.388276268654 Long LON CORP US N 2 2025-06-02 Variable 5.25000000 N N N N N N Adient US LLC 213800SOTRCDGZUHL712 Adient US LLC 00688JAA5 940000.00000000 PA USD 963612.80000000 0.127185003110 Long DBT CORP US Y 2 2026-05-15 Fixed 7.00000000 N N N N N N B&G Foods, Inc. N/A B&G Foods, Inc., 1st Lien Term Loan B 05508TAU6 1946220.00000000 PA USD 1917513.26000000 0.253088097146 Long LON CORP US N 2 2026-10-10 Variable 2.67363000 N N N N N N WestJet Airlines Ltd. N/A WestJet Airlines Ltd., 1st Lien Term Loan C4927UAB8 3650850.00000000 PA USD 2656760.05000000 0.350659554567 Long LON CORP US N 2 2026-12-11 Variable 4.00000000 N N N N N N CITGO Holding, Inc. N/A CITGO Holding, Inc., 1st Lien Term Loan B 17304YAD4 2053150.00000000 PA USD 1856170.79000000 0.244991647786 Long LON CORP US N 2 2023-08-01 Variable 8.00000000 N N N N N N Numericable US LLC N/A Numericable US LLC, 1st Lien Term Loan B F6628DAL8 6220953.33000000 PA USD 5935411.57000000 0.783401111933 Long LON CORP US N 2 2026-01-31 Variable 3.87113000 N N N N N N Samsonite IP Holdings SARL N/A Samsonite IP Holdings SARL, 1st Lien Term Loan B L8030PAF5 1668159.41000000 PA USD 1523580.03000000 0.201093770085 Long LON CORP US N 2 2025-04-25 Variable 1.92363000 N N N N N N Summit Materials LLC N/A Summit Materials LLC, Term Loan 86614DAH1 2848965.13000000 PA USD 2725035.15000000 0.359671025570 Long LON CORP US N 2 2024-11-21 Variable 2.17363000 N N N N N N CVS Holdings N/A CVS Holdings, Delayed Draw Term Loan 58401DAD6 502063.43000000 PA USD 450837.90000000 0.059505041562 Long LON CORP US N 2 2026-08-31 Variable 3.23182200 N N N N N N Advanced Drainage Systems, Inc. N/A Advanced Drainage Systems, Inc., 1st Lien Term Loan B 00769QAG8 1798193.57000000 PA USD 1755486.47000000 0.231702559521 Long LON CORP US N 2 2026-07-31 Variable 2.62500000 N N N N N N Vertiv Group Corp. N/A Vertiv Group Corp., 1st Lien Term Loan B 92537EAB4 3485000.00000000 PA USD 3336887.50000000 0.440427988365 Long LON CORP US N 2 2027-03-02 Variable 3.32963000 N N N N N N Pike Corp. N/A Pike Corp., 1st Lien Term Loan B 72108PAP9 5757583.33000000 PA USD 5634025.59000000 0.743621880270 Long LON CORP US N 2 2026-07-24 Variable 4.25000000 N N N N N N Misys Group Ltd. 549300ZB2RO6QC7YTK71 Misys Group Ltd., Term Loan B 02034DAC1 3143617.96000000 PA USD 2850224.10000000 0.376194422722 Long LON CORP US N 2 2024-06-13 Variable 4.50000000 N N N N N N Avis Budget Car Rental LLC N/A Avis Budget Car Rental LLC 053773AV9 579000.00000000 PA USD 499025.63000000 0.065865227510 Long DBT CORP US N 2 2023-04-01 Fixed 5.50000000 N N N N N N CHG Healthcare Services, Inc. N/A CHG Healthcare Services, Inc., 1st Lien Term Loan B 12541HAR4 4900461.05000000 PA USD 4781036.81000000 0.631037883215 Long LON CORP US N 2 2023-06-07 Variable 4.07297200 N N N N N N iHeartCommunications, Inc. N/A iHeartCommunications, Inc., 1st Lien term Loan B 18452RAD7 12338000.00000000 PA USD 11449664.00000000 1.511214412526 Long LON CORP US N 2 2026-08-21 Variable 4.25998500 N N N N N N CCM Merger, Inc. 549300P77RSBKKFME089 CCM Merger, Inc. 14985VAD3 732000.00000000 PA USD 684420.00000000 0.090334997448 Long DBT CORP US Y 2 2022-03-15 Fixed 6.00000000 N N N N N N Zayo Group LLC N/A Zayo Group LLC, 1st Lien Term Loan B 98919XAB7 4165000.00000000 PA USD 4001023.95000000 0.528085807417 Long LON CORP US N 2 2027-03-09 Variable 3.17363000 N N N N N N ILFC E-Capital Trust I N/A ILFC E-Capital Trust I 44965TAA5 6745000.00000000 PA USD 2917212.50000000 0.385036065198 Long SN CORP US Y 2 2065-12-21 Floating 3.33000000 N N N N N N Ultra Resources, Inc. N/A Ultra Resources, Inc., Term Loan 90388HAB1 0.35000000 PA USD 0.23000000 0.000000030357 Long LON CORP US N 2 2024-04-12 Variable 5.45013000 N N N N N N Plantronics, Inc. 5493006O3W5M472F6668 Plantronics, Inc. 727493AB4 3200000.00000000 PA USD 2448000.00000000 0.323105803092 Long DBT CORP US Y 2 2023-05-31 Fixed 5.50000000 N N N N N N Genesee & Wyoming, Inc. N/A Genesee & Wyoming, Inc., 1st Lien Term Loan 55316HAB1 3624000.00000000 PA USD 3541807.68000000 0.467474924365 Long LON CORP US N 2 2026-12-30 Variable 3.45013000 N N N N N N MidContinent Communications N/A MidContinent Communications, 1st Lien Term Loan B 59565TAH2 1937265.00000000 PA USD 1887632.27000000 0.249144175058 Long LON CORP US N 2 2026-08-15 Variable 2.73938000 N N N N N N Moran Foods Backstop Equity N/A Moran Foods Backstop Equity N/A 166799.45000000 NS USD 166799.45000000 0.022015469872 Long EC CORP US N 3 N N N PetVet Care Centers LLC N/A PetVet Care Centers LLC, 1st Lien Term Loan 70476XAH8 759116.55000000 PA USD 705978.39000000 0.093180438998 Long LON CORP US N 2 2025-02-14 Variable 3.42363000 N N N N N N Macdonald Dettwiler & Associates Ltd. N/A Macdonald Dettwiler & Associates Ltd., Term Loan B C5400EAD3 3094626.27000000 PA USD 2956667.83000000 0.390243682063 Long LON CORP US N 2 2024-10-04 Variable 2.93000000 N N N N N N Neiman Marcus Group Ltd. LLC N/A Neiman Marcus Group Ltd. LLC, Term Loan 64021SAD1 2543412.79000000 PA USD 592945.82000000 0.078261534052 Long LON CORP US N 2 2023-10-25 Variable 10.25000000 N N N N N N Momentive Performance Materials, Inc. N/A Momentive Performance Materials, Inc., 1st Lien Term Loan B 60877JAB8 5493503.12000000 PA USD 5150159.18000000 0.679757482806 Long LON CORP US N 2 2024-05-15 Variable 3.43000000 N N N N N N Allied Universal Holdco LLC N/A Allied Universal Holdco LLC, 1st Lien Term Loan 01957TAC1 3388468.44000000 PA USD 3284001.96000000 0.433447749446 Long LON CORP US N 2 2026-07-10 Variable 4.42363000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 United Rentals North America, Inc. 911365BH6 2000000.00000000 PA USD 2033750.00000000 0.268429913006 Long DBT CORP US N 2 2025-10-15 Fixed 4.62500000 N N N N N N Southcross Holdco Equity N/A Southcross Holdco Equity N/A 1363.00000000 NS USD 11585.50000000 0.001529143088 Long EC CORP US N 3 N N N Hearthside Group Holdings LLC N/A Hearthside Group Holdings LLC, 1st Lien Term Loan 40422KAB7 2573001.57000000 PA USD 2462362.50000000 0.325001475926 Long LON CORP US N 2 2025-05-23 Variable 3.86113000 N N N N N N U.S. Renal Care, Inc. 54930058SS5MF69JGN89 U.S. Renal Care, Inc., 1st Lien Term Loan B 90290PAN4 2872781.94000000 PA USD 2732216.72000000 0.360618904223 Long LON CORP US N 2 2026-06-26 Variable 5.18750000 N N N N N N II-VI, Inc. N/A II-VI, Inc., 1st Lien Term Loan B 45173JAK0 2460933.50000000 PA USD 2366605.92000000 0.312362788556 Long LON CORP US N 2 2026-09-24 Variable 3.67363000 N N N N N N Bombardier Recreational Products, Inc. N/A Bombardier Recreational Products, Inc., 1st Lien Term Loan B-2 09776MAN4 890000.00000000 PA USD 883325.00000000 0.116588003887 Long LON CORP US N 2 2023-12-30 Variable 6.00000000 N N N N N N Ascend Learning LLC 549300T466HKRLVCD610 Ascend Learning LLC, Term Loan B 02083JAC8 3069260.20000000 PA USD 2935931.54000000 0.387506747572 Long LON CORP US N 2 2024-07-12 Variable 4.00000000 N N N N N N Univision Communications, Inc. N/A Univision Communications, Inc., 1st Lien Term Loan C-5 914908AX6 0.08000000 PA USD 0.08000000 0.000000010559 Long LON CORP US N 2 2024-03-15 Variable 3.75000000 N N N N N N Pure Fishing, Inc. N/A Pure Fishing, Inc., 1st Lien Term Loan 78471PAB6 3421999.28000000 PA USD 2559176.38000000 0.337779713854 Long LON CORP US N 2 2025-12-22 Variable 4.67363000 N N N N N N Windstream Corp. N/A Windstream Corp., 1st Lien Term Loan B 97381HAR8 6317979.95000000 PA USD 3656530.90000000 0.482616974255 Long LON CORP US N 2 2021-03-29 Variable 8.25000000 N N N N N N Landesk Software Group, Inc. N/A Landesk Software Group, Inc., 2nd Lien Term Loan 51501EAE6 830000.00000000 PA USD 699963.90000000 0.092386600508 Long LON CORP US N 2 2025-01-20 Variable 10.00000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119BR9 2000000.00000000 PA USD 2195380.00000000 0.289763079245 Long DBT CORP US N 2 2025-02-01 Fixed 5.37500000 N N N N N N Gray Television, Inc. N/A Gray Television, Inc., 1st Lien Term Loan B 389376AY0 3362857.13000000 PA USD 3273976.82000000 0.432124554629 Long LON CORP US N 2 2026-01-02 Variable 2.82963000 N N N N N N Mission Broadcasting, Inc N/A Mission Broadcasting, Inc., 1st Lien Term Loan B-3 605024AQ1 349472.76000000 PA USD 335857.30000000 0.044329020686 Long LON CORP US N 2 2024-01-17 Variable 2.62013000 N N N N N N Moran Foods LLC N/A Moran Foods LLC, 1st Lien Term Loan B-2 N/A 3272252.78000000 PA USD 2563155.60000000 0.338304921809 Long LON CORP US N 3 2025-04-01 Variable 0.00000000 N N N N N N Whataburger N/A Whataburger, 1st Lien Term Loan B 96244UAD9 1402958.81000000 PA USD 1345086.76000000 0.177534860220 Long LON CORP US N 2 2026-07-31 Variable 3.01275000 N N N N N N American Airlines, Inc. N/A American Airlines, Inc., 1st Lien Term Loan B 02376CBA2 3455061.20000000 PA USD 2591295.90000000 0.342019094289 Long LON CORP US N 2 2023-12-15 Variable 2.18363000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 Centene Corp. 15135BAJ0 1057000.00000000 PA USD 1091352.50000000 0.144045067798 Long DBT CORP US N 2 2025-01-15 Fixed 4.75000000 N N N N N N T-Mobile USA, Inc. N/A T-Mobile USA, Inc., 1st Lien Term Loan 87265VAF5 13635000.00000000 PA USD 13631863.95000000 1.799237887752 Long LON CORP US N 2 2027-04-01 Variable 3.17363000 N N N N N N CEOC LLC N/A CEOC LLC, 1st Lien Term Loan B 12768PAB7 4271612.78000000 PA USD 4145600.20000000 0.547168089020 Long LON CORP US N 2 2024-10-07 Variable 2.17363000 N N N N N N Trinseo Materials Operating SCA 549300WNMXD3KV7LO256 Trinseo Materials Operating SCA, 1st Lien Term Loan B L9339LAG8 1936323.97000000 PA USD 1840475.93000000 0.242920119867 Long LON CORP LU N 2 2024-09-06 Variable 2.17363000 N N N N N N Goodrx, Inc. N/A Goodrx, Inc., 1st Lien Term Loan 38245HAC1 3664371.19000000 PA USD 3552607.87000000 0.468900416221 Long LON CORP US N 2 2025-10-10 Variable 2.92363000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 DCP Midstream Operating LP 23311VAD9 250000.00000000 PA USD 236250.00000000 0.031182085776 Long DBT CORP US N 2 2023-03-15 Fixed 3.87500000 N N N N N N Asurion LLC N/A Asurion LLC, 2nd Lien Term Loan 04649VAU4 2444000.00000000 PA USD 2430264.72000000 0.320764964903 Long LON CORP US N 2 2025-08-04 Variable 6.67363000 N N N N N N American Airlines Group, Inc. N/A American Airlines Group, Inc. 02376RAC6 2505000.00000000 PA USD 1452900.00000000 0.191764877987 Long DBT CORP US Y 2 2022-06-01 Fixed 5.00000000 N N N N N N Grizzly Acquisitions, Inc. N/A Grizzly Acquisitions, Inc., 1st Lien Term Loan B C4127DAB4 2688459.00000000 PA USD 2463300.56000000 0.325125288275 Long LON CORP US N 2 2025-10-01 Variable 4.68338000 N N N N N N Cinemark USA, Inc. 54930008H2137JSCPQ09 Cinemark USA, Inc. 172441AZ0 1279000.00000000 PA USD 1130341.83000000 0.149191178411 Long DBT CORP US N 2 2023-06-01 Fixed 4.87500000 N N N N N N TerraForm Power Operating LLC 5493000S2OLR3UT5BE13 TerraForm Power Operating LLC 88104LAC7 2709000.00000000 PA USD 2756407.50000000 0.363811788782 Long DBT CORP US Y 2 2023-01-31 Fixed 4.25000000 N N N N N N CCO Holdings LLC N/A CCO Holdings LLC 1248EPBG7 1000000.00000000 PA USD 1027500.00000000 0.135617325440 Long DBT CORP US Y 2 2025-05-01 Fixed 5.37500000 N N N N N N Medallion Midland Acquisition LLC N/A Medallion Midland Acquisition LLC, 1st Lien Term Loan B 58404BAB1 2878467.33000000 PA USD 2407118.30000000 0.317709922982 Long LON CORP US N 2 2024-10-30 Variable 4.25000000 N N N N N N Moran Foods LLC N/A Moran Foods LLC, 1st Lien Term Loan B N/A 1610965.80000000 PA USD 1610965.80000000 0.212627613792 Long LON CORP US N 3 2024-04-01 Variable 8.43338000 N N N N N N USI, Inc. N/A USI, Inc., Term Loan 90351NAE5 3345781.25000000 PA USD 3209440.66000000 0.423606577585 Long LON CORP US N 2 2024-05-16 Variable 3.17363000 N N N N N N CenturyLink, Inc. N/A CenturyLink, Inc., 1st Lien Term Loan B 15669GAH7 14800035.61000000 PA USD 14182578.12000000 1.871925364947 Long LON CORP US N 2 2027-03-15 Variable 2.42363000 N N N N N N UFC Holdings LLC 549300JEOTH7UMZ3C491 UFC Holdings LLC, 1st Lien Term Loan 90266UAF0 3961418.56000000 PA USD 3791077.56000000 0.500375473697 Long LON CORP US N 2 2026-04-29 Variable 4.25000000 N N N N N N PetSmart, Inc. N/A PetSmart, Inc., Term Loan B 71677HAG0 5545311.17000000 PA USD 5442112.93000000 0.718291776458 Long LON CORP US N 2 2022-03-11 Variable 5.00000000 N N N N N N Clover Merger Sub, Inc. N/A Clover Merger Sub, Inc., 1st Lien Term Loan 18913EAB3 5059327.51000000 PA USD 4819009.45000000 0.636049803290 Long LON CORP US N 2 2024-09-26 Variable 3.67363000 N N N N N N Nexstar Broadcasting, Inc. N/A Nexstar Broadcasting, Inc., 1st Lien Term Loan B 65336RAU2 1358448.86700000 PA USD 1305523.70000000 0.172313024324 Long LON CORP US N 2 2024-01-17 Variable 2.42363000 N N N N N N PBF Logistics LP N/A PBF Logistics LP 69318UAB1 500000.00000000 PA USD 476250.00000000 0.062859125295 Long DBT CORP US N 2 2023-05-15 Fixed 6.87500000 N N N N N N Cincinnati Bell, Inc. N/A Cincinnati Bell, Inc., Term Loan B 17187MAM2 6544659.12000000 PA USD 6481568.61000000 0.855487104181 Long LON CORP US N 2 2024-10-02 Variable 4.25000000 N N N N N N Plantronics, Inc. N/A Plantronics, Inc., 1st Lien Term Loan 72749DAC0 1790372.14000000 PA USD 1425297.36000000 0.188121669995 Long LON CORP US N 2 2025-07-02 Variable 2.79087300 N N N N N N JBS USA LUX SA N/A JBS USA LUX SA 466112AP4 2000000.00000000 PA USD 2032500.00000000 0.268264928425 Long DBT CORP US Y 2 2024-07-15 Fixed 5.87500000 N N N N N N Avaya, Inc. J6LB5QIFSP2MFEFG4U76 Avaya, Inc., 1st Lien Term Loan B 05349UBC5 3696894.98000000 PA USD 3434415.44000000 0.453300473405 Long LON CORP US N 2 2024-12-15 Variable 4.43363000 N N N N N N Adient US LLC N/A Adient US LLC, 1st Lien Term Loan B 00687MAB7 3275694.88000000 PA USD 3092255.97000000 0.408139644017 Long LON CORP US N 2 2024-05-06 Variable 5.20425300 N N N N N N Reynolds Group Holdings, Inc. 5493002QNV81KCX40V06 Reynolds Group Holdings, Inc., Term Loan 76173FAU1 4507091.44000000 PA USD 4361557.46000000 0.575671783435 Long LON CORP US N 2 2023-02-05 Variable 2.92363000 N N N N N N Quidditch Acquisition, Inc. N/A Quidditch Acquisition, Inc., 1st Cov-Lite Lien Term Loan 74840UAC6 1587796.13000000 PA USD 1320522.41000000 0.174292669029 Long LON CORP US N 2 2025-03-21 Variable 8.45013000 N N N N N N Oryx Midstream Services LLC 549300GMUP7Q51T05S83 Oryx Midstream Services LLC, 1st Lien Term Loan B 54805BAB5 3721875.00000000 PA USD 3144984.38000000 0.415099143715 Long LON CORP US N 2 2026-05-22 Variable 4.17363000 N N N N N N Cineworld Finance US, Inc. N/A Cineworld Finance US, Inc., 1st Lien Term Loan B 22834KAB7 1652153.87000000 PA USD 1215704.38000000 0.160457982035 Long LON CORP US N 2 2025-02-28 Variable 3.32200000 N N N N N N Berry Plastics Corp. N/A Berry Plastics Corp., 1st Lien Term Loan X 08579JBE1 1688492.54000000 PA USD 1652882.23000000 0.218160065499 Long LON CORP US N 2 2024-01-19 Variable 2.22163000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 Allison Transmission, Inc. 019736AD9 2950000.00000000 PA USD 2972125.00000000 0.392283837833 Long DBT CORP US Y 2 2024-10-01 Fixed 5.00000000 N N N N N N Ultimate Software Group, Inc. (The) N/A The Ultimate Software Group, Inc., 1st Lien Term Loan 90385KAB7 2392975.00000000 PA USD 2311877.08000000 0.305139256775 Long LON CORP US N 2 2026-05-04 Variable 3.92363000 N N N N N N Edgewater Generation LLC N/A Edgewater Generation LLC, 1st Lien Term Loan B 28031FAD2 2527210.69000000 PA USD 2366884.44000000 0.312399549760 Long LON CORP US N 2 2025-12-13 Variable 3.92363000 N N N N N N American Axle & Manufacturing, Inc. RY5TAKFOBLDUGX31MS24 American Axle & Manufacturing, Inc. 02406PAL4 2662000.00000000 PA USD 2642460.92000000 0.348772245791 Long DBT CORP US N 2 2022-10-15 Fixed 6.62500000 N N N N N N Ardagh Packaging Finance plc N/A Ardagh Packaging Finance plc 03969AAL4 2000000.00000000 PA USD 2061900.00000000 0.272145365766 Long DBT CORP US Y 2 2025-02-15 Fixed 6.00000000 N N N N N N VeriFone Systems, Inc. N/A VeriFone Systems, Inc., 1st Lien Term Loan 92346NAB5 3247646.72000000 PA USD 2627053.91000000 0.346738710522 Long LON CORP US N 2 2025-08-20 Variable 4.37663000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 Microchip Technology, Inc. 595017AS3 1835000.00000000 PA USD 1847493.98000000 0.243846415897 Long DBT CORP US Y 2 2025-09-01 Fixed 4.25000000 N N N N N N NAI Entertainment Holdings LLC N/A NAI Entertainment Holdings LLC, 1st Lien Term Loan B 62981EAE2 1398913.52000000 PA USD 1035196.00000000 0.136633102507 Long LON CORP US N 2 2025-05-08 Variable 3.50000000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 Freeport-McMoRan, Inc. 35671DAZ8 250000.00000000 PA USD 251980.00000000 0.033258251741 Long DBT CORP US N 2 2023-03-15 Fixed 3.87500000 N N N N N N CVS Holdings N/A CVS Holdings,1st Lien Term Loan 58401DAC8 2861501.28000000 PA USD 2569542.30000000 0.339147887427 Long LON CORP US N 2 2026-07-31 Variable 4.61202500 N N N N N N Project Boost Purchaser LLC N/A Project Boost Purchaser LLC, 1st Lien Term Loan B 74339NAB2 578089.82000000 PA USD 540993.80000000 0.071404508258 Long LON CORP US N 2 2026-06-01 Variable 3.67363000 N N N N N N Genesys Telecom Holdings US, Inc. 549300CVRD4OUCPHWQ42 Genesys Telecom Holdings US, Inc., 1st lien Term Loan B 39479UAJ2 4285931.60000000 PA USD 4151224.77000000 0.547910462879 Long LON CORP US N 2 2023-12-01 Variable 3.42363000 N N N N N N VICI Properties LLC N/A VICI Properties LLC, 1st Lien Term Loan B 92565EAB9 3445000.00000000 PA USD 3281362.50000000 0.433099373284 Long LON CORP US N 2 2024-12-22 Variable 1.92300000 N N N N N N Colfax Corp. 635400OP2DYYYMOIYL17 Colfax Corp. 15723RAA2 2000000.00000000 PA USD 2080000.00000000 0.274534342497 Long DBT CORP US Y 2 2024-02-15 Fixed 6.00000000 N N N N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 XPO Logistics, Inc. 983793AF7 1800000.00000000 PA USD 1822500.00000000 0.240547518846 Long DBT CORP US Y 2 2023-09-01 Fixed 6.12500000 N N N N N N Staples, Inc. N/A Staples, Inc., 1st Lien Term Loan 855031AQ3 9370239.83000000 PA USD 8275139.90000000 1.092216390153 Long LON CORP US N 2 2026-04-16 Variable 5.68663000 N N N N N N Albany Molecular Research, Inc. N/A Albany Molecular Research, Inc., 1st Lien Term Loan 01242HAJ7 3823026.45000000 PA USD 3705965.38000000 0.489141715824 Long LON CORP US N 2 2024-08-30 Variable 4.25000000 N N N N N N Six Flags Entertainment Corp. 549300JYTDUAA4JQ3717 Six Flags Entertainment Corp. 83001AAB8 1268000.00000000 PA USD 1191920.00000000 0.157318737264 Long DBT CORP US Y 2 2024-07-31 Fixed 4.87500000 N N N N N N Calpine Construction Finance Co. LP N/A Calpine Construction Finance Co. LP, 1st Lien Term Loan 13134NAG6 4159072.42000000 PA USD 4044697.93000000 0.533850234044 Long LON CORP US N 2 2025-01-15 Variable 2.17363000 N N N N N N HUB International Ltd. 549300JQT6ATTUNS5E06 HUB International Ltd., 1st Lien Term Loan B 44332EAP1 3879338.14000000 PA USD 3729518.10000000 0.492250384334 Long LON CORP US N 2 2025-04-25 Variable 4.01985800 N N N N N N CSC Holdings LLC N/A CSC Holdings LLC, 1st Lien Term Loan B 64072UAH5 9120682.86000000 PA USD 8770083.81000000 1.157542880973 Long LON CORP US N 2 2026-01-15 Variable 2.43363000 N N N N N N Meredith Corp. 549300YC8BC386CCTS24 Meredith Corp., 1st Lien Term Loan B 58943PAQ5 4032477.36000000 PA USD 3886300.06000000 0.512943669095 Long LON CORP US N 2 2025-01-31 Variable 3.26013000 N N N N N N MasTec, Inc. 549300TMDIT8WREDOF45 MasTec, Inc. 576323AN9 1500000.00000000 PA USD 1500000.00000000 0.197981496993 Long DBT CORP US N 2 2023-03-15 Fixed 4.87500000 N N N N N N Banijay Entertainment N/A Banijay Entertainment, 1st Lien Term Loan B F6456UAB9 4400000.00000000 PA USD 4180000.00000000 0.551708438287 Long LON CORP US N 2 2025-03-04 Variable 0.00000000 N N N N N N Informatica LLC N/A Informatica LLC, 1st Lien Term Loan B 45673YAB2 3584000.00000000 PA USD 3410785.28000000 0.450181583771 Long LON CORP US N 2 2027-02-25 Variable 3.42363000 N N N N N N Altice Financing SA N/A Altice Financing SA, 1st Lien Term Loan L0178UAG1 5248653.96000000 PA USD 4956041.50000000 0.654136343553 Long LON CORP US N 2 2025-07-15 Variable 2.93363000 N N N N N N Pelican Products, Inc. N/A Pelican Products, Inc., 1st Lien Term Loan B 70583GAW2 3418072.72000000 PA USD 3024994.36000000 0.399261941192 Long LON CORP US N 2 2025-05-01 Variable 4.50000000 N N N N N N FGI Operating Co. LLC N/A FGI Operating Co. LLC, 1st Lien Term Loan B 30252ESC3 21042163.97000000 PA USD 0.21000000 0.000000027717 Long LON CORP US N 2 2100-12-31 Variable 0.00000000 Y N N N N N Endo Pharmaceuticals, Inc. N/A Endo Pharmaceuticals, Inc., 1st Lien Term Loan B L2968EAB8 2060979.64000000 PA USD 1923285.59000000 0.253849973502 Long LON CORP US N 2 2024-04-29 Variable 5.00000000 N N N N N N Dawn Acquisition LLC N/A Dawn Acquisition LLC, 1st Lien Term Loan 23923HAB4 3178943.56000000 PA USD 2914042.19000000 0.384617623385 Long LON CORP US N 2 2025-12-31 Variable 5.20013000 N N N N N N FGI Operating Co. LLC N/A FGI Operating Co. LLC, 1st Lien Term Loan 30252KAF4 5156573.16000000 PA USD 5156573.16000000 0.680604049047 Long LON CORP US N 3 2022-05-16 Variable 12.00000000 N N N N N N AMC Entertainment Holdings, Inc. 549300ZO77UNR6NRBR11 AMC Entertainment Holdings, Inc., 1st Lien Term Loan B 00164DAQ6 3432031.47000000 PA USD 2612633.96000000 0.344835454997 Long LON CORP US N 2 2026-04-22 Variable 4.08000000 N N N N N N Exela Intermediate LLC N/A Exela Intermediate LLC, 1st Lien Term Loan B 30162EAD2 5521881.71000000 PA USD 1270032.79000000 0.167628661996 Long LON CORP US N 2 2023-07-12 Variable 8.37863000 N N N N N N DigiCert, Inc. N/A DigiCert, Inc., 1st Lien Term Loan 24022KAB5 2460000.00000000 PA USD 2372374.80000000 0.313124209555 Long LON CORP US N 2 2026-10-16 Variable 4.17363000 N N N N N N Prime Security Services Borrower LLC N/A Prime Security Services Borrower LLC, 1st Lien Term Loan B 03765VAJ9 7401746.91000000 PA USD 7205156.51000000 0.950991781280 Long LON CORP US N 2 2026-09-23 Variable 4.25000000 N N N N N N Sundyne N/A Sundyne, 1st Lien Term Loan B 85519WAC8 2925000.00000000 PA USD 2615447.25000000 0.345206774574 Long LON CORP US N 2 2027-03-17 Variable 5.25000000 N N N N N N Shutterfly, Inc. N/A Shutterfly, Inc., 1st Lien Term Loan B N/A 2400161.29000000 PA USD 2114542.10000000 0.279093473608 Long LON CORP US N 2 2026-09-25 Variable 7.45013000 N N N N N N TransDigm Group, Inc. 88Q84GB3X55CF5OC7582 TransDigm Group, Inc., 1st Lien Term Loan F 89364MBR4 7576020.03000000 PA USD 6921376.14000000 0.913536272966 Long LON CORP US N 2 2025-12-09 Variable 2.42363000 N N N N N N Commscope, Inc. N/A Commscope, Inc., 1st Lien Term Loan B-2 20337EAQ4 6802483.32000000 PA USD 6521880.88000000 0.860807826555 Long LON CORP US N 2 2026-04-06 Variable 3.42363000 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 Spectrum Brands, Inc. 84762LAS4 2000000.00000000 PA USD 2050000.00000000 0.270574712557 Long DBT CORP US N 2 2024-12-15 Fixed 6.12500000 N N N N N N Texas Competitive Electric Holdings Co. LLC N/A Texas Competitive Electric Holdings Co. LLC N/A 75000000.01000000 PA USD 30000.00000000 0.003959629939 Long DBT CORP US N 3 2020-10-20 Fixed 8.50000000 Y N N N N N iHeart Communications, Inc. N/A iHeart Communications, Inc., 1st Lien Term Loan 45174UAF5 7585987.50000000 PA USD 7073933.34000000 0.933671941522 Long LON CORP US N 2 2026-05-01 Variable 3.17363000 N N N N N N Tenneco, Inc. N/A Tenneco, Inc., 1st Lien Term Loan B 88037HAG9 4978417.76000000 PA USD 3987911.76000000 0.526355160081 Long LON CORP US N 2 2025-10-01 Variable 3.17363000 N N N N N N Cumulus Media New Holdings, Inc. N/A Cumulus Media New Holdings, Inc., 1st Lien Term Loan B 23108LAB2 4696400.00000000 PA USD 4003681.00000000 0.528436505242 Long LON CORP US N 2 2026-03-31 Variable 4.82200000 N N N N N N Lifepoint Health, Inc. N/A Lifepoint Health, Inc. 1st Lien Term Loan B 75915TAD4 3829491.39000000 PA USD 3658542.89000000 0.482882532117 Long LON CORP US N 2 2025-11-16 Variable 3.92363000 N N N N N N Ring Container Technologies LLC N/A Ring Container Technologies LLC, 1st Lien Term Loan 76680YAB8 1759639.91000000 PA USD 1660660.17000000 0.219186657635 Long LON CORP US N 2 2024-10-31 Variable 2.92363000 N N N N N N Bombardier Recreational Products, Inc. N/A Bombardier Recreational Products, Inc., 1st Lien Term Loan B N/A 2453146.06000000 PA USD 2266535.24000000 0.299154693202 Long LON CORP US N 2 2027-12-30 Variable 2.17363000 N N N N N N Trinseo Materials Operating SCA N/A Trinseo Materials Operating SCA 89668QAE8 2750000.00000000 PA USD 2626250.00000000 0.346632604318 Long DBT CORP LU Y 2 2025-09-01 Fixed 5.37500000 N N N N N N St George's University Scholastic Services LLC N/A St George's University Scholastic Services LLC, Term Loan B 91507EAF3 4616257.70000000 PA USD 4385444.82000000 0.578824620296 Long LON CORP US N 2 2025-07-17 Variable 3.25444400 N N N N N N Gates Global LLC 549300XI79MQJV13DW27 Gates Global LLC, 1st Lien Term Loan B 36740UAP7 5237799.27000000 PA USD 5008645.55000000 0.661079429264 Long LON CORP US N 2 2024-04-01 Variable 3.75000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 Bausch Health Cos., Inc. 91911KAK8 1000000.00000000 PA USD 1034790.00000000 0.136579515515 Long DBT CORP CA Y 2 2024-03-15 Fixed 7.00000000 N N N N N N CSC Holdings LLC N/A CSC Holdings LLC, 1st Lien Term Loan 64072UAE2 6771894.03000000 PA USD 6506097.19000000 0.858724574173 Long LON CORP US N 2 2025-07-17 Variable 2.43363000 N N N N N N Hoya Midco LLC 549300LK73TSUP0YKH27 Hoya Midco LLC, 1st Lien Term Loan 44325HAB4 4864054.40000000 PA USD 3850725.95000000 0.508248325394 Long LON CORP US N 2 2024-06-30 Variable 4.57200000 N N N N N N iHeartMedia, Inc. N/A iHeartMedia, Inc., Class A 45174J509 18430.00000000 NS USD 160341.00000000 0.021163034139 Long EC CORP US N 1 N N N INEOS Enterprises Holdings Ltd. N/A INEOS Enterprises Holdings Ltd., 1st Lien Term Loan B G4770QAJ4 3091183.45000000 PA USD 2935418.72000000 0.387439061658 Long LON CORP US N 2 2026-08-28 Variable 4.50000000 N N N N N N Zekelman Industries, Inc. N/A Zekelman Industries, Inc., 1st Lien Term Loan 98931YAC7 3350000.00000000 PA USD 3242163.50000000 0.427925588817 Long LON CORP US N 2 2027-01-24 Variable 2.42300000 N N N N N N 2020-06-30 JPMorgan Trust I Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer XXXX NPORT-EX 2 HG_FRI.htm HTML

JPMorgan Floating Rate Income Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF MAY 31, 2020 (Unaudited)


Investments	Principal Amount ($000)		Value ($000)
LOAN ASSIGNMENTS — 85.5%(a)
Aerospace & Defense — 1.6%
Bombardier Recreational Products, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.00%), 2.17%, 12/30/2027(b)		2,453		2,267
MacDonald Dettwiler and Associates Ltd., Term Loan B (ICE LIBOR USD 1 Month + 2.75%), 2.93%, 10/4/2024(b)		3,095		2,957
TransDigm Group, Inc., 1st Lien Term Loan F (ICE LIBOR USD 1 Month + 2.25%), 2.42%, 12/9/2025(b)		7,576		6,921

				12,145

Air Freight & Logistics — 0.3%
XPO Logistics, Inc., Term Loan (ICE LIBOR USD 1 Month + 2.00%), 2.17%, 2/24/2025(b)		2,098		2,039

Airlines — 0.7%
American Airlines, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.00%), 2.18%, 12/15/2023(b)		3,455		2,591
WestJet Airlines Ltd., 1st Lien Term Loan (ICE LIBOR USD 3 Month + 3.00%), 4.00%, 12/11/2026(b)		3,651		2,657

				5,248

Auto Components — 1.4%
Adient US LLC, 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 4.00%), 5.20%, 5/6/2024(b)		3,276		3,092
Tenneco, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.00%), 3.17%, 10/1/2025(b)		4,978		3,989
USI, Inc., Term Loan (ICE LIBOR USD 1 Month + 3.00%), 3.17%, 5/16/2024(b)		3,346		3,209

				10,290

Automobiles — 0.9%
Scientific Games International, Inc., 1st Lien Term Loan B-5 (ICE LIBOR USD 1 Month + 2.75%; ICE LIBOR USD 2 Month + 2.75%; ICE LIBOR USD 3 Month + 2.75%), 3.48%, 8/14/2024(b)		7,271		6,493

Building Products — 0.6%
Advanced Drainage Systems, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.25%), 2.63%, 7/31/2026(b)		1,798		1,755
Summit Materials LLC, Term Loan (ICE LIBOR USD 1 Month + 2.00%), 2.17%, 11/21/2024(b)		2,849		2,726

				4,481

Chemicals — 3.6%
Axalta Coating Systems US Holdings, Inc., Term Loan B (ICE LIBOR USD 3 Month + 1.75%), 3.20%, 6/1/2024(b)		4,576		4,463
Gates Global LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.75%), 3.75%, 4/1/2024(b)		5,238		5,009
INEOS Enterprises Holdings Ltd., 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 3.50%), 4.50%, 8/28/2026(b)(c)		3,091		2,935
Momentive Performance, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.25%), 3.43%, 5/15/2024(b)		5,494		5,151
Pelican Products, Inc., 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 3.50%), 4.50%, 5/1/2025(b)		3,418		3,025
Pelican Products, Inc., 2nd Lien Term Loan (ICE LIBOR USD 3 Month + 7.75%), 8.75%, 5/1/2026(b)		2,205		1,728
Trinseo Materials Operating SCA, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.00%), 2.17%, 9/6/2024(b)(c)		1,936		1,840
Tronox Finance LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.75%; ICE LIBOR USD 3 Month + 2.75%), 3.45%, 9/23/2024(b)		2,758		2,640

				26,791

Commercial Services & Supplies — 1.0%
Prime Security Services Borrower LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.25%), 4.25%, 9/23/2026(b)		7,402		7,205

Communications Equipment — 2.1%
API Group Corp., 1st Lien Term Loan (ICE LIBOR USD 1 Month + 2.50%), 2.67%, 10/1/2026(b)(c)		4,266		4,094
Avaya, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 4.25%), 4.43%, 12/15/2024(b)		3,697		3,434
CommScope, Inc., 1st Lien Term Loan B-2 (ICE LIBOR USD 1 Month + 3.25%), 3.42%, 4/6/2026(b)		6,802		6,522

JPMorgan Floating Rate Income Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF MAY 31, 2020 (Unaudited) (continued)


Investments	Principal Amount ($000)		Value ($000)
Plantronics, Inc., 1st Lien Term Loan (ICE LIBOR USD 1 Month + 2.50%; ICE LIBOR USD 3 Month + 2.50%), 2.79%, 7/2/2025(b)		1,790		1,425

				15,475

Construction & Engineering — 1.2%
Pike Corp., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.25%), 4.25%, 7/24/2026(b)		5,758		5,634
Zekelman Industries, Inc., 1st Lien Term Loan (ICE LIBOR USD 1 Month + 2.25%), 2.42%, 1/24/2027(b)		3,350		3,242

				8,876

Containers & Packaging — 2.8%
Berry Global, Inc., 1st Lien Term Loan W (ICE LIBOR USD 1 Month + 2.00%), 2.22%, 10/1/2022(b)		677		667
Berry Global, Inc., 1st Lien Term Loan X (ICE LIBOR USD 1 Month + 2.00%), 2.22%, 1/19/2024(b)		1,688		1,653
Bway Holding Co., 1st Lien Term Loan (ICE LIBOR USD 3 Month + 3.25%), 4.56%, 4/3/2024(b)		6,620		6,019
Consolidated Container, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.75%), 3.75%, 5/22/2024(b)		4,011		3,867
Reynolds Group Holdings, Inc., Term Loan (ICE LIBOR USD 1 Month + 2.75%), 2.92%, 2/5/2023(b)		4,507		4,362
Ring Container Technologies LLC, 1st Lien Term Loan (ICE LIBOR USD 1 Month + 2.75%), 2.92%, 10/31/2024(b)		1,760		1,661
Viskase Cos., Inc., Initial Term Loan (ICE LIBOR USD 3 Month + 3.25%), 4.70%, 1/30/2021(b)		3,898		3,147

				21,376

Diversified Consumer Services — 1.9%
Allied Universal Holdco LLC, 1st Lien Term Loan (ICE LIBOR USD 1 Month + 4.25%), 4.42%, 7/10/2026(b)		3,388		3,284
Conservice LLC, 1st Lien Term Loan (ICE LIBOR USD 3 Month + 4.25%), 4.59%, 12/31/2100(b)(c)		2,525		2,437
Diamond Sports Group LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.25%), 3.42%, 8/24/2026(b)		4,968		4,254
St. George’s University Scholastic Services LLC, Term Loan B (ICE LIBOR USD 1 Month + 3.25%), 3.25%, 7/17/2025(b)		4,616		4,385

				14,360

Diversified Financial Services — 0.6%
CVS Holdings I LP, Delayed Draw Term Loan (ICE LIBOR USD 1 Month + 4.25%), 3.23%, 8/31/2026(b)		502		451
Duff & Phelps Corp., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.75%), 4.75%, 4/9/2027(b)		3,150		3,084
Quidditch Acquisition, Inc., 1st Lien Cov-Lite Term Loan (ICE LIBOR USD 3 Month + 7.00%), 8.45%, 3/21/2025(b)		1,588		1,321

				4,856

Diversified Telecommunication Services — 7.3%
Centurylink, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.25%), 2.42%, 3/15/2027(b)		14,800		14,182
Cincinnati Bell, Inc., Term Loan B (ICE LIBOR USD 1 Month + 3.25%), 4.25%, 10/2/2024(b)		6,545		6,482
Dawn Acquisition LLC, 1st Lien Term Loan (ICE LIBOR USD 3 Month + 3.75%), 5.20%, 12/31/2025(b)		3,179		2,914
Getty Images, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 4.50%), 4.69%, 2/19/2026(b)		3,986		3,515
Hargray Communications Group, Inc., Senior Secured Term Loan B (ICE LIBOR USD 1 Month + 3.00%), 4.00%, 5/16/2024(b)		6,973		6,632
Intelsat Jackson Holdings, 1st Lien Term Loan (Luxembourg) (1-MONTH PRIME + 2.75%), 6.00%, 11/27/2023(b)		18,500		18,584
Windstream Corp., 1st Lien Term Loan B (1-MONTH PRIME + 5.00%), 8.25%, 3/29/2021(b)		6,318		3,657

				55,966

Electric Utilities — 2.0%
Calpine Construction Finance Co. LP, 1st Lien Term Loan (ICE LIBOR USD 1 Month + 2.00%), 2.17%, 1/15/2025(b)		4,159		4,044
Carroll County Energy LLC, 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 3.50%), 4.95%, 2/16/2026(b)		3,648		3,456
Edgewater Generation LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.75%), 3.92%, 12/13/2025(b)		2,527		2,367

JPMorgan Floating Rate Income Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF MAY 31, 2020 (Unaudited) (continued)


Investments	Principal Amount ($000)		Value ($000)
Frontera Generation Holdings LLC, 1st Lien Senior Secured Term Loan B (ICE LIBOR USD 3 Month + 4.25%), 5.39%, 5/2/2025(b)		3,045		1,864
Lightstone Holdco LLC, 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 3.75%), 4.75%, 1/30/2024(b)		3,860		3,135
Lightstone Holdco LLC, 1st Lien Term Loan C (ICE LIBOR USD 3 Month + 3.75%), 4.75%, 1/30/2024(b)		218		177

				15,043

Electrical Equipment — 1.4%
Brookfield WEC Holdings Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.00%), 3.40%, 8/1/2025(b)		7,101		6,930
Cortes NP Acquisition Corp., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.00%), 3.33%, 3/2/2027(b)		3,485		3,337

				10,267

Electronic Equipment, Instruments & Components — 0.7%
II-VI, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.50%), 3.67%, 9/24/2026(b)		2,461		2,367
VeriFone Systems, Inc., 1st Lien Term Loan (ICE LIBOR USD 3 Month + 4.00%), 4.38%, 8/20/2025(b)		3,248		2,627

				4,994

Entertainment — 1.0%
AMC Entertainment Holdings, Inc., 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 3.00%), 4.08%, 4/22/2026(b)		3,432		2,613
Banijay Entertainment, 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 4.00%), 4.00%, 3/4/2025(b)(c)		4,400		4,180
NAI Entertainment Holdings LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.50%), 3.50%, 5/8/2025(b)		1,399		1,035

				7,828

Equity Real Estate Investment Trusts (REITs) — 1.1%
ESH Hospitality, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.00%), 2.17%, 9/18/2026(b)		29		28
GGP, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.50%), 2.67%, 8/27/2025(b)		6,131		4,636
VICI Properties 1 LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 1.75%), 1.92%, 12/22/2024(b)		3,445		3,281

				7,945

Food & Staples Retailing — 1.2%
BJ’s Wholesale Club, Inc., 1st Lien Term Loan (ICE LIBOR USD 1 Month + 2.25%), 2.44%, 2/3/2024(b)		2,140		2,097
Moran Foods LLC, 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 7.00%), 8.43%, 4/1/2024‡(b)		1,611		1,611
Moran Foods LLC, 1st Lien Term Loan B2 (ICE LIBOR USD 3 Month + 10.75%), 11.75%, 4/1/2025‡(b)		3,272		2,563
United Natural Foods, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 4.25%), 4.42%, 10/22/2025(b)		3,081		2,889

				9,160

Food Products — 3.6%
Atkins Nutritionals, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.75%), 4.75%, 7/7/2024(b)		2,427		2,384
B&G Foods, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.50%), 2.67%, 10/10/2026(b)		1,946		1,918
Dole Food Co., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.75%), 3.75%, 4/6/2024(b)		11,280		11,014
Hearthside Group Holdings LLC, 1st Lien Term Loan (ICE LIBOR USD 1 Month + 3.69%), 3.86%, 5/23/2025(b)		2,573		2,462
Hostess Brands LLC, 1st Lien Term Loan (ICE LIBOR USD 1 Month + 2.25%; ICE LIBOR USD 2 Month + 2.25%; ICE LIBOR USD 3 Month + 2.25%), 3.01%, 8/3/2025(b)		4,176		4,047
JBS USA LUX SA, 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 2.00%), 3.07%, 5/1/2026(b)		5,281		5,094

				26,919

Health Care Providers & Services — 5.5%
CHG Healthcare Services, 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 3.00%), 4.07%, 6/7/2023(b)		4,900		4,781
CVS Holdings I LP, 1st Lien Term Loan (ICE LIBOR USD 1 Month + 4.25%), 4.61%, 7/31/2026(b)		2,862		2,570

JPMorgan Floating Rate Income Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF MAY 31, 2020 (Unaudited) (continued)


Investments	Principal Amount ($000)		Value ($000)
Envision Healthcare Corp., 1st Lien Term Loan (ICE LIBOR USD 1 Month + 3.75%), 3.92%, 10/10/2025(b)		5,893		3,833
Lifepoint Health, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.75%), 3.92%, 11/16/2025(b)		3,829		3,659
MultiPlan, Inc., 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 2.75%), 4.20%, 6/7/2023(b)		6,934		6,647
Pearl Intermediate Parent LLC, 1st Lien Term Loan (ICE LIBOR USD 1 Month + 2.75%), 2.92%, 2/14/2025(b)		5,488		5,131
Petvet Care Centers LLC, 1st Lien Term Loan (ICE LIBOR USD 1 Month + 3.25%), 3.42%, 2/14/2025(b)		759		706
Tennessee Merger Sub, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.75%), 3.75%, 2/6/2024(b)		5,877		4,263
Tivity Health, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 5.25%), 5.42%, 3/6/2026(b)		2,457		2,164
U.S. Renal Care, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 5.00%), 5.19%, 6/26/2026(b)		2,873		2,732
WIRB Copernicus Group, Inc., 1st Lien term Loan B (ICE LIBOR USD 3 Month + 4.00%), 5.24%, 1/8/2027(b)		5,715		5,551

				42,037

Hotels, Restaurants & Leisure — 5.6%
1011778 BC ULC, 1st Lien Term Loan B (Canada) (ICE LIBOR USD 1 Month + 1.75%), 1.92%, 11/19/2026(b)		9,787		9,383
CEOC LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.00%), 2.17%, 10/7/2024(b)		4,272		4,146
Club Corp Holdings, Inc., Term Loan B (ICE LIBOR USD 3 Month + 2.75%), 4.20%, 9/18/2024(b)		3,175		2,768
Gateway Casinos & Entertainment Ltd., 1st Lien Term Loan (ICE LIBOR USD 3 Month + 3.00%), 4.45%, 12/1/2023(b)		9,511		7,018
Golden Nugget, Inc., 1st Lien Term Loan B (ICE LIBOR USD 2 Month + 2.50%; ICE LIBOR USD 3 Month + 2.50%), 3.46%, 10/4/2023(b)(c)		4,191		3,590
Hanjin International Corp., 1st Lien Term Loan (ICE LIBOR USD 1 Month + 2.50%), 2.67%, 10/19/2020(b)		2,837		2,440
IRB Holding Corp., 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 2.75%), 3.75%, 2/5/2025(b)		6,683		6,278
Stars Group Holdings BV, 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 3.50%), 4.95%, 7/10/2025(b)(c)		1,900		1,873
UFC Holdings LLC, 1st Lien Term Loan (ICE LIBOR USD 3 Month + 3.25%), 4.25%, 4/29/2026(b)		3,961		3,791
Whataburger, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.75%), 3.01%, 7/31/2026(b)		1,403		1,345

				42,632

Household Products — 1.2%
Clover Merger Sub, Inc., 1st Lien Term Loan (ICE LIBOR USD 1 Month + 3.50%), 3.67%, 9/26/2024(b)		5,059		4,819
Kik Custom Products, 1st Lien Term Loan B (ICE LIBOR USD 2 Month + 4.00%), 5.00%, 5/15/2023(b)		4,275		4,076

				8,895

Independent Power and Renewable Electricity Producers — 0.7%
ExGen Renewables IV LLC, 1st Lien Term Loan (ICE LIBOR USD 3 Month + 3.00%), 3.37%, 11/28/2024(b)		2,737		2,655
Invenergy LLC, Term Loan (ICE LIBOR USD 1 Month + 3.00%), 3.17%, 8/28/2025(b)		2,371		2,341

				4,996

Insurance — 1.8%
Asurion LLC, 2nd Lien Term Loan (ICE LIBOR USD 1 Month + 6.50%), 6.67%, 8/4/2025(b)		2,444		2,430
Asurion LLC, Term Loan B-6 (ICE LIBOR USD 1 Month + 3.00%), 3.17%, 11/3/2023(b)		1,746		1,699
Asurion LLC, Term Loan B-7 (ICE LIBOR USD 1 Month + 3.00%), 3.17%, 11/3/2024(b)		5,850		5,677
HUB International Ltd., 1st Lien Term Loan B (ICE LIBOR USD 2 Month + 3.00%; ICE LIBOR USD 3 Month + 2.75%), 4.02%, 4/25/2025(b)		3,879		3,730

				13,536

JPMorgan Floating Rate Income Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF MAY 31, 2020 (Unaudited) (continued)


Investments	Principal Amount ($000)		Value ($000)
IT Services — 1.8%
Dun & Bradstreet Corp. (The), 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 4.00%), 4.17%, 2/6/2026(b)		3,186		3,097
Exela Intermediate LLC, 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 6.50%), 8.38%, 7/12/2023(b)		5,522		1,270
Go Daddy Group, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 1.75%), 1.92%, 2/15/2024(b)(c)		2,714		2,654
Rackspace Hosting, Inc., 1st Lien Term Loan B (ICE LIBOR USD 2 Month + 3.00%; ICE LIBOR USD 3 Month + 3.00%), 4.00%, 11/3/2023(b)		2,410		2,342
Zayo Group LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.00%), 3.17%, 3/9/2027(b)		4,165		4,001

				13,364

Leisure Products — 1.6%
Bombardier Recreational Products, Inc., 1st Lien Term Loan B2 (ICE LIBOR USD 3 Month + 5.00%), 6.00%, 12/30/2023(b)		890		883
Delta 2 SARL, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.50%), 3.50%, 2/1/2024(b)		2,466		2,322
FGI Operating Co. LLC, 1st Lien Term Loan (ICE LIBOR USD 3 Month + 10.00%), 12.00%, 5/16/2022‡(b)		5,157		5,157
FGI Operating Co. LLC, 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 4.25%), 4.25%, 12/31/2100(b)(d)		21,042		—	(e)
Pure Fishing, Inc., 1st Lien Term Loan (ICE LIBOR USD 1 Month + 4.50%), 4.67%, 12/22/2025(b)		3,422		2,559
Steinway Musical Instruments, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.75%), 4.75%, 2/14/2025(b)		1,042		964

				11,885

Life Sciences Tools & Services — 0.5%
Albany Molecular Research, Inc., 1st Lien Term Loan (ICE LIBOR USD 2 Month + 3.25%; ICE LIBOR USD 3 Month + 3.25%), 4.25%, 8/30/2024(b)		3,823		3,706

Machinery — 1.1%
Hillman Group, Inc., Initial Term Loan (ICE LIBOR USD 3 Month + 4.00%), 5.07%, 5/30/2025(b)		3,623		3,371
Sundyne, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 4.25%), 5.25%, 3/17/2027(b)		2,925		2,615
Titan Acquisition Ltd., 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 3.00%), 4.45%, 3/28/2025(b)		2,974		2,685

				8,671

Media — 10.8%
Altice Financing SA, 1st Lien Term Loan (ICE LIBOR USD 1 Month + 2.75%), 2.93%, 7/15/2025(b)		5,249		4,956
Altice Financing SA, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.75%), 2.92%, 1/31/2026(b)		1,048		988
CBS Radio, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.50%), 2.67%, 11/18/2024(b)		2,870		2,590
Cineworld Finance US, Inc., 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 2.25%), 3.32%, 2/28/2025(b)		1,652		1,216
Clear Channel Outdoor Holdings Inc., 1st Lien Term Loan B (ICE LIBOR USD 2 Month + 3.50%; ICE LIBOR USD 3 Month + 3.50%), 4.26%, 8/21/2026(b)		12,338		11,449
CSC Holdings LLC, 1st Lien Term Loan (ICE LIBOR USD 1 Month + 2.25%), 2.43%, 7/17/2025(b)		6,772		6,505
CSC Holdings LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.25%), 2.43%, 1/15/2026(b)		9,121		8,769
Cumulus Media New Holdings, Inc., 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 3.75%), 4.82%, 3/31/2026(b)		4,696		4,004
GoodRx, Inc., 1st Lien Term Loan (ICE LIBOR USD 1 Month + 2.75%), 2.92%, 10/10/2025(b)		3,664		3,553
Gray Television, Inc., 1st Lien Term Loan B
(ICE LIBOR USD 1 Month + 2.25%), 2.58%, 2/7/2024(b)		1,120		1,084
(ICE LIBOR USD 1 Month + 2.50%), 2.83%, 1/2/2026(b)		3,363		3,274
Hoya Midco LLC, 1st Lien Term Loan (ICE LIBOR USD 3 Month + 3.50%), 4.57%, 6/30/2024(b)		4,843		3,834

JPMorgan Floating Rate Income Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF MAY 31, 2020 (Unaudited) (continued)


Investments	Principal Amount ($000)			Value ($000)
iHeartCommunications, Inc., 1st Lien Term Loan (ICE LIBOR USD 1 Month + 3.00%), 3.17%, 5/1/2026(b)		7,586			7,073
Meredith Corp., 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 2.50%), 3.26%, 1/31/2025(b)		4,032			3,886
Midcontinent Communications., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 1.75%), 2.74%, 8/15/2026(b)		1,937			1,888
Mission Broadcasting, Inc., 1st Lien Term Loan B-3 (ICE LIBOR USD 1 Month + 2.25%), 2.62%, 1/17/2024(b)		349			336
Nexstar Broadcasting Group, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.25%), 2.42%, 1/17/2024(b)		1,358			1,306
Nexstar Broadcasting, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.75%), 3.12%, 9/18/2026(b)		5,584			5,371
Numericable US LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.69%), 3.87%, 1/31/2026(b)		6,221			5,935
Red Ventures LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 2.50%), 2.67%, 11/8/2024(b)		1,731			1,644
Shutterfly, Inc., 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 6.00%), 7.45%, 9/25/2026(b)		2,400			2,115

					81,776

Multiline Retail — 0.2%
Neiman Marcus Group Ltd. 0.00%, 12/30/2023‡(c)(f)		537			540
Neiman Marcus Group Ltd. LLC, 1st Lien DIP Term Loan (ICE LIBOR USD 3 Month + 1.12%), 5.70%, 5/11/2050‡(b)(c)		151			151
Neiman Marcus Group Ltd. LLC, Term Loan
(ICE LIBOR USD 1 Month + 6.00%), 10.25%, 10/25/2023(b)(c)		2,543			593
(ICE LIBOR USD 1 Month + 6.50%), 10.75%, 10/25/2023(b)		2,365			473

					1,757

Oil, Gas & Consumable Fuels — 3.1%
Buckeye Partners LP, 1st Lien Term Loan (ICE LIBOR USD 1 Month + 2.75%), 3.12%, 11/1/2026(b)		2,398			2,326
California Resources Corp., Senior Secured First Out (ICE LIBOR USD 3 Month + 4.75%), 5.75%, 12/31/2022(b)		2,977			756
CITGO Holding, Inc., 1st Lien Term Loan B (ICE LIBOR USD 6 Month + 7.00%), 8.00%, 8/1/2023(b)(c)		2,053			1,856
Grizzly Acquisitions Inc., 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 3.25%), 4.68%, 10/1/2025(b)		2,688			2,463
Gulf Finance LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 5.25%; ICE LIBOR USD 3 Month + 5.25%), 6.42%, 8/25/2023(b)		5,486			3,146
Kestrel Acquisition LLC, 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 4.25%), 5.25%, 6/2/2025(b)		3,507			2,942
Medallion Midland Acquisition LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.25%), 4.25%, 10/30/2024(b)		2,878			2,407
Moda Midstream LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.25%), 3.65%, 9/29/2025(b)		2,454			2,272
Oryx Midstream Services LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 4.00%), 4.17%, 5/22/2026(b)		3,722			3,145
Prairie ECI Acquiror LP, 1st Lien Term Loan (ICE LIBOR USD 3 Month + 4.75%), 6.20%, 3/11/2026(b)		2,375			2,138
Ultra Resources, Inc., Term Loan (ICE LIBOR USD 3 Month + 4.00%), 5.45%, 4/12/2024(b)(c)		—	(e)		—	(e)

					23,451

Pharmaceuticals — 4.1%
Concordia Healthcare Corp., Initial Dollar Term Loan (Canada) (ICE LIBOR USD 3 Month + 5.50%), 6.57%, 9/6/2024(b)(c)		13,656			12,094
Endo Pharmaceuticals, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 4.25%), 5.00%, 4/29/2024(b)		2,061			1,923
Valeant Pharmaceuticals International, Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.00%), 3.17%, 6/2/2025(b)		17,544			17,175

					31,192

Real Estate Management & Development — 0.8%
CityCenter Holdings LLC, Term B Loan (ICE LIBOR USD 1 Month + 2.25%), 3.00%, 4/18/2024(b)		6,262			5,858

JPMorgan Floating Rate Income Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF MAY 31, 2020 (Unaudited) (continued)


Investments	Principal Amount ($000)		Value ($000)
Road & Rail — 1.1%
Genesee & Wyoming, Inc., 1st Lien Term Loan (ICE LIBOR USD 3 Month + 2.00%), 3.45%, 12/30/2026(b)		3,624		3,542
Hertz Corp. (The), 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 2.75%), 3.51%, 6/30/2023(b)		6,097		4,653

				8,195

Software — 3.0%
Ascend Learning LLC, Term Loan B (ICE LIBOR USD 1 Month + 3.00%), 4.00%, 7/12/2024(b)		3,069		2,936
Barracuda Networks, Inc., 1st Lien Term Loan (ICE LIBOR USD 3 Month + 3.25%), 4.52%, 2/12/2025(b)		2,433		2,349
Cornerstone On Demand, Inc., 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 4.25%), 5.35%, 4/22/2027(b)		1,110		1,093
Greeneden US Holdings II LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.25%), 3.42%, 12/1/2023(b)		4,286		4,150
Informatica LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.25%), 3.42%, 2/25/2027(b)(c)		3,584		3,411
Landesk Software Group, Inc., 2nd Lien Term Loan (ICE LIBOR USD 1 Month + 9.00%), 10.00%, 1/20/2025(b)		830		700
Misys, Term Loan B (ICE LIBOR USD 3 Month + 3.50%), 4.50%, 6/13/2024(b)		3,135		2,843
Project Boost Purchaser LLC, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.50%), 3.67%, 6/1/2026(b)		578		541
Qlik Technologies, Inc., 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 3.50%), 5.38%, 4/26/2024(b)		2,465		2,336
The Ultimate Software Group, Inc., 1st Lien Term Loan (ICE LIBOR USD 1 Month + 3.75%), 3.92%, 5/4/2026(b)		2,393		2,312

				22,671

Specialty Retail — 2.4%
Claire’s Stores, Inc., 1st Lien Term Loan B (ICE LIBOR USD 3 Month + 6.50%), 8.42%, 12/18/2026(b)(g)		2,711		2,061
Digicert, Inc., 1st Lien Term Loan (ICE LIBOR USD 1 Month + 4.00%), 4.17%, 10/16/2026(b)		2,460		2,372
PetSmart, Inc., Term Loan B (ICE LIBOR USD 3 Month + 4.00%), 5.00%, 3/11/2022(b)		5,545		5,442
Staples, Inc., 1st Lien Term Loan (ICE LIBOR USD 3 Month + 5.00%), 5.69%, 4/16/2026(b)		9,370		8,275

				18,150

Technology Hardware, Storage & Peripherals — 1.2%
KDC US Holding Inc., 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 3.75%), 3.92%, 12/22/2025(b)		6,418		6,011
Quest Software US Holdings, Inc., 1st Lien Term Loan (ICE LIBOR USD 3 Month + 4.25%), 5.01%, 5/16/2025(b)		2,289		2,179
Quest Software US Holdings, Inc., 2nd Lien Term Loan (ICE LIBOR USD 3 Month + 8.25%), 9.01%, 5/18/2026(b)		1,089		891

				9,081

Textiles, Apparel & Luxury Goods — 0.2%
Samsonite International S.A, 1st Lien Term Loan B (ICE LIBOR USD 1 Month + 1.75%), 1.92%, 4/25/2025(b)		1,668		1,524

Wireless Telecommunication Services — 1.8%
T-Mobile USA, Inc., 1st Lien Term Loan (ICE LIBOR USD 1 Month + 3.00%), 3.17%, 4/1/2027(b)(c)		13,635		13,632

TOTAL LOAN ASSIGNMENTS (Cost $705,575)				644,766

CORPORATE BONDS — 9.3%
Air Freight & Logistics — 0.2%
XPO Logistics, Inc. 6.13%, 9/1/2023(h)		1,800		1,823

Airlines — 0.2%
American Airlines Group, Inc. 5.00%, 6/1/2022(h)		2,505		1,453

Auto Components — 0.9%
Adient US LLC 7.00%, 5/15/2026(h)		940		964
Allison Transmission, Inc. 5.00%, 10/1/2024(h)		2,950		2,971
American Axle & Manufacturing, Inc. 6.63%, 10/15/2022		2,662		2,642

				6,577

Chemicals — 0.3%
Trinseo Materials Operating SCA 5.38%, 9/1/2025(h)		2,750		2,626

JPMorgan Floating Rate Income Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF MAY 31, 2020 (Unaudited) (continued)


Investments	Principal Amount ($000)		Value ($000)
Commercial Services & Supplies — 0.4%
ILFC E-Capital Trust I (USD Constant Maturity 30 Year + 1.55%), 3.33%, 12/21/2065(b)(h)		6,745		2,917

Communications Equipment — 0.3%
Plantronics, Inc. 5.50%, 5/31/2023(h)		3,200		2,448

Construction & Engineering — 0.2%
MasTec, Inc. 4.88%, 3/15/2023		1,500		1,500

Consumer Finance — 0.5%
Ford Motor Credit Co. LLC 5.88%, 8/2/2021		3,500		3,509

Containers & Packaging — 0.4%
Ardagh Packaging Finance plc 6.00%, 2/15/2025(h)		2,000		2,062
Berry Global, Inc. 4.88%, 7/15/2026(h)		800		836

				2,898

Diversified Telecommunication Services — 0.6%
CCO Holdings LLC
5.88%, 4/1/2024(h)		1,000		1,027
5.38%, 5/1/2025(h)		1,000		1,028
5.00%, 2/1/2028(h)		2,150		2,252

				4,307

Electric Utilities — 0.0%(i)
Texas Competitive Electric Holdings Co. LLC 8.50%, 10/20/2020‡(d)		75,000		30

Electronic Equipment, Instruments & Components — 0.2%
Ingram Micro, Inc. 5.00%, 8/10/2022		1,400		1,346

Entertainment — 0.1%
Cinemark USA, Inc. 4.88%, 6/1/2023		1,279		1,130

Equity Real Estate Investment Trusts (REITs) — 0.4%
Equinix, Inc. 5.88%, 1/15/2026		1,500		1,571
HAT Holdings I LLC 5.25%, 7/15/2024(h)		1,200		1,215

				2,786

Food Products — 0.3%
JBS USA LUX SA 5.88%, 7/15/2024(h)		2,000		2,033

Health Care Providers & Services — 0.4%
Centene Corp. 4.75%, 1/15/2025		1,057		1,091
HCA, Inc. 5.38%, 2/1/2025		2,000		2,196

				3,287

Health Care Technology — 0.1%
IQVIA, Inc. 5.00%, 10/15/2026(h)		700		741

Hotels, Restaurants & Leisure — 0.5%
CCM Merger, Inc. 6.00%, 3/15/2022(h)		732		684
Sabre GLBL, Inc. 5.38%, 4/15/2023(h)		2,400		2,274
Six Flags Entertainment Corp. 4.88%, 7/31/2024(h)		1,268		1,192

				4,150

Household Durables — 0.3%
Tempur Sealy International, Inc. 5.63%, 10/15/2023		2,000		2,000

Household Products — 0.3%
Spectrum Brands, Inc. 6.13%, 12/15/2024		2,000		2,050

Machinery — 0.5%
ATS Automation Tooling Systems, Inc. (Canada) 6.50%, 6/15/2023(h)		1,500		1,523
Colfax Corp. 6.00%, 2/15/2024(h)		2,000		2,080

				3,603

Media — 0.6%
Clear Channel Worldwide Holdings, Inc. 9.25%, 2/15/2024		3,082		2,803
Gray Television, Inc. 5.13%, 10/15/2024(h)		2,000		2,025

				4,828

Metals & Mining — 0.0%(i)
Freeport-McMoRan, Inc. 3.88%, 3/15/2023		250		252

Oil, Gas & Consumable Fuels — 0.6%
DCP Midstream Operating LP 3.88%, 3/15/2023		250		236
PBF Logistics LP 6.88%, 5/15/2023		500		476
Summit Midstream Holdings LLC 5.50%, 8/15/2022		500		240
Sunoco LP 4.88%, 1/15/2023		250		254
Targa Resources Partners LP 5.25%, 5/1/2023		250		251
TerraForm Power Operating LLC 4.25%, 1/31/2023(h)		2,709		2,757

				4,214

Pharmaceuticals — 0.1%
Bausch Health Cos., Inc. 7.00%, 3/15/2024(h)		1,000		1,035

Road & Rail — 0.1%
Avis Budget Car Rental LLC 5.50%, 4/1/2023		579		499

Semiconductors & Semiconductor Equipment — 0.2%
Microchip Technology, Inc. 4.25%, 9/1/2025(h)(j)		1,835		1,847

Trading Companies & Distributors — 0.3%
United Rentals North America, Inc. 4.63%, 10/15/2025		2,000		2,034

Wireless Telecommunication Services — 0.3%
Sprint Corp. 7.88%, 9/15/2023		2,300		2,611

TOTAL CORPORATE BONDS (Cost $73,998)				70,534

JPMorgan Floating Rate Income Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF MAY 31, 2020 (Unaudited) (continued)


Investments	Shares (000)			Value ($000)
PREFERRED STOCKS — 0.6%
Specialty Retail — 0.6%
Claire’s Stores, Inc.*‡ (Cost $1,124)		2			4,155

COMMON STOCKS — 0.4%
Aerospace & Defense — 0.1%
Remington Outdoor Co., Inc.*‡		419			497

Food & Staples Retailing — 0.0%(i)
Moran Foods Backstop Equity*‡		167			167

Media — 0.1%
Clear Channel Outdoor Holdings, Inc.*		369			357
iHeartMedia, Inc., Class A*		18			160

					517

Oil, Gas & Consumable Fuels — 0.0%(i)
Southcross Holdco Equity*‡		1			12

Software — 0.0%(i)
Avaya Holdings Corp.*		—	(e)		1

Specialty Retail — 0.2%
Claire’s Stores, Inc.*‡		3			1,863

TOTAL COMMON STOCKS (Cost $10,252)					3,057


	No. of Rights (000)
RIGHTS — 0.2%
Independent Power and Renewable Electricity Producers — 0.2%
Vistra Energy Corp., expiring 12/31/2049*‡ (Cost $ —)		1,250			1,344


	No. of Warrants (000)
WARRANTS — 0.1%
Wireless Telecommunication Services — 0.1%
iHeartMedia Capital I LLC expiring 5/2/2039, price 1.00 USD*‡ (Cost $2,479)		138			1,108


	Shares (000)
SHORT-TERM INVESTMENTS — 4.2%
INVESTMENT COMPANIES — 4.2%
JPMorgan U.S. Government Money Market Fund Class Institutional Shares, 0.09%(k)(l)(Cost $31,766)		31,766			31,766

Total Investments — 100.3% (Cost $825,194)					756,730
Liabilities in Excess of Other Assets — (0.3)%					(2,028	)

Net Assets — 100.0%					754,702

Percentages indicated are based on net assets.

JPMorgan Floating Rate Income Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF MAY 31, 2020 (Unaudited) (continued)


Abbreviations

DIP		Debtor-in-Possession
ICE		Intercontinental Exchange
LIBOR		London Interbank Offered Rate
REIT		Real Estate Investment Trust
SCA		Limited partnership with share capital
USD		United States Dollar
(a)		Loan assignments are presented by obligor. Each series or loan tranche underlying each obligor may have varying terms.
(b)		Variable or floating rate security, linked to the referenced benchmark. The interest rate shown is the current rate as of May 31, 2020.
(c)		All or a portion of this security is unsettled as of May 31, 2020. Unless otherwise indicated, the coupon rate is undetermined. The coupon rate shown may not be accrued for the entire position.
(d)		Defaulted security.
(e)		Amount rounds to less than one thousand.
(f)		Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of May 31, 2020.
(g)		Fund is subject to legal or contractual restrictions on the resale of the security.
(h)		Securities exempt from registration under Rule 144A or section 4(a)(2), of the Securities Act of 1933, as amended.
(i)		Amount rounds to less than 0.1% of net assets.
(j)		All or a portion of the security is a when-issued security, delayed delivery security, or forward commitment.
(k)		Investment in an affiliated fund, which is registered under the Investment Company Act of 1940, as amended, and is advised by J.P. Morgan Investment Management Inc.
(l)		The rate shown is the current yield as of May 31, 2020.
*		Non-income producing security.
‡		Value determined using significant unobservable inputs.

A. Valuation of Investments — Investments are valued in accordance with U.S. generally accepted accounting principles (“GAAP”) and the Fund’s valuation policies set forth by, and under the supervision and responsibility of, the Board of Trustees of the Trust (the “Board”), which established the following approach to valuation, as described more fully below: (i) investments for which market quotations are readily available shall be valued at their market value and (ii) all other investments for which market quotations are not readily available shall be valued at their fair value as determined in good faith by the Board.

J.P. Morgan Investment Management Inc. (the “Administrator”) has established the J.P. Morgan Asset Management Americas Valuation Committee (“AVC”) to assist the Board with the oversight and monitoring of the valuation of the Fund’s investments. The Administrator implements the valuation policies of the Fund’s investments, as directed by the Board. The AVC oversees and carries out the policies for the valuation of investments held in the Fund. This includes monitoring the appropriateness of fair values based on results of ongoing valuation oversight including, but not limited to, consideration of macro or security specific events, market events, and pricing vendor and broker due diligence. The Administrator is responsible for discussing and assessing the potential impacts to the fair values on an ongoing basis, and, at least on a quarterly basis, with the AVC and the Board.

A market-based approach is primarily used to value the Fund’s investments. Investments for which market quotations are not readily available are fair valued by approved affiliated and/or unaffiliated pricing vendors or third party broker-dealers (collectively referred to as “Pricing Services”) or may be internally fair valued using methods set forth by the valuation policies approved by the Board. This may include the use of related or comparable assets or liabilities, recent transactions, market multiples, book values and other relevant information for the investment. An income-based valuation approach may be used in which the anticipated future cash flows of the investment are discounted to calculate the fair value. Discounts may also be applied due to the nature or duration of any restrictions on the disposition of the investments. Valuations may be based upon current market prices of securities that are comparable in coupon, rating, maturity and industry. It is possible that the estimated values may differ significantly from the values that would have been used had a ready market for the investments existed, and such differences could be material.

Fixed income instruments are valued based on prices received from Pricing Services. The Pricing Services use multiple valuation techniques to determine the valuation of fixed income instruments. In instances where sufficient market activity exists, the Pricing Services may utilize a market-based approach through which trades or quotes from market makers are used to determine the valuation of these instruments. In instances where sufficient market activity may not exist, the Pricing Services also utilize proprietary valuation models which may consider market transactions in comparable securities and the various relationships between securities in determining fair value and/or market characteristics in order to estimate the relevant cash flows, which are then discounted to calculate the fair values.

Equities and other exchange-traded instruments are valued at the last sale price or official market closing price on the primary exchange on which the instrument is traded before the net asset values (“NAV”) of the Fund are calculated on a valuation date.

Investments in open-end investment companies (“Underlying Funds”) are valued at each Underlying Fund’s NAV per share as of the report date.

JPMorgan Floating Rate Income Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF MAY 31, 2020 (Unaudited) (continued)

See the table on “Quantitative Information about Level 3 Fair Value Measurements” for information on the valuation techniques and inputs used to value level 3 securities held by the Fund at May 31, 2020.

Valuations reflected in this report are as of the report date. As a result, changes in valuation due to market events and/or issuer-related events after the report date and prior to issuance of the report are not reflected herein.

The various inputs that are used in determining the valuation of the Fund’s investments are summarized into the three broad levels listed below.

•

Level 1 – Unadjusted inputs using quoted prices in active markets for identical investments.

•

Level 2 – Other significant observable inputs including, but not limited to, quoted prices for similar investments, inputs other than quoted prices that are observable for investments (such as interest rates, prepayment speeds, credit risk, etc.) or other market corroborated inputs.

•

Level 3 – Significant inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Fund’s assumptions in determining the fair value of investments).

A financial instrument’s level within the fair value hierarchy is based on the lowest level of any input, both individually and in the aggregate, that is significant to the fair value measurement. The inputs or methodology used for valuing instruments are not necessarily an indication of the risk associated with investing in those instruments.

The following table represents each valuation input as presented on the Schedule of Portfolio Investments (amounts in thousands):


	Level 1 Quoted prices		Level 2 Other significant observable inputs		Level 3 Significant unobservable inputs		Total
Investments in Securities
Common Stocks
Aerospace & Defense	$	—	$	—	$	497	$	497
Food & Staples Retailing		—		—		167		167
Media		517		—		—		517
Oil, Gas & Consumable Fuels		—		—		12		12
Software		1		—		—		1
Specialty Retail		—		—		1,863		1,863

Total Common Stocks		518		—		2,539		3,057

Corporate Bonds
Air Freight & Logistics		—		1,823		—		1,823
Airlines		—		1,453		—		1,453
Auto Components		—		6,577		—		6,577
Chemicals		—		2,626		—		2,626
Commercial Services & Supplies		—		2,917		—		2,917
Communications Equipment		—		2,448		—		2,448
Construction & Engineering		—		1,500		—		1,500
Consumer Finance		—		3,509		—		3,509
Containers & Packaging		—		2,898		—		2,898
Diversified Telecommunication Services		—		4,307		—		4,307
Electric Utilities		—		—		30		30
Electronic Equipment, Instruments & Components		—		1,346		—		1,346
Entertainment		—		1,130		—		1,130
Equity Real Estate Investment Trusts (REITs)		—		2,786		—		2,786
Food Products		—		2,033		—		2,033
Health Care Providers & Services		—		3,287		—		3,287
Health Care Technology		—		741		—		741
Hotels, Restaurants & Leisure		—		4,150		—		4,150
Household Durables		—		2,000		—		2,000
Household Products		—		2,050		—		2,050
Machinery		—		3,603		—		3,603
Media		—		4,828		—		4,828
Metals & Mining		—		252		—		252
Oil, Gas & Consumable Fuels		—		4,214		—		4,214
Pharmaceuticals		—		1,035		—		1,035
Road & Rail		—		499		—		499
Semiconductors & Semiconductor Equipment		—		1,847		—		1,847
Trading Companies & Distributors		—		2,034		—		2,034
Wireless Telecommunication Services	$	—	$	2,611	$	—	$	2,611

Total Corporate Bonds		—		70,504		30		70,534

Loan Assignments
Aerospace & Defense		—		12,145		—		12,145
Air Freight & Logistics		—		2,039		—		2,039
Airlines		—		5,248		—		5,248
Auto Components		—		10,290		—		10,290
Automobiles		—		6,493		—		6,493
Building Products		—		4,481		—		4,481
Chemicals		—		26,791		—		26,791
Commercial Services & Supplies		—		7,205		—		7,205
Communications Equipment		—		15,475		—		15,475
Construction & Engineering		—		8,876		—		8,876
Containers & Packaging		—		21,376		—		21,376
Diversified Consumer Services		—		14,360		—		14,360
Diversified Financial Services		—		4,856		—		4,856
Diversified Telecommunication Services		—		55,966		—		55,966
Electric Utilities		—		15,043		—		15,043
Electrical Equipment		—		10,267		—		10,267
Electronic Equipment, Instruments & Components		—		4,994		—		4,994
Entertainment		—		7,828		—		7,828
Equity Real Estate Investment Trusts (REITs)		—		7,945		—		7,945
Food & Staples Retailing		—		4,986		4,174		9,160
Food Products		—		26,919		—		26,919
Health Care Providers & Services		—		42,037		—		42,037
Hotels, Restaurants & Leisure		—		42,632		—		42,632
Household Products		—		8,895		—		8,895
Independent Power and Renewable Electricity Producers		—		4,996		—		4,996
Insurance		—		13,536		—		13,536
IT Services		—		13,364		—		13,364
Leisure Products		—		6,728		5,157		11,885
Life Sciences Tools & Services		—		3,706		—		3,706
Machinery		—		8,671		—		8,671
Media		—		81,776		—		81,776
Multiline Retail		—		1,066		691		1,757
Oil, Gas & Consumable Fuels		—		23,451		—		23,451
Pharmaceuticals		—		31,192		—		31,192
Real Estate Management & Development		—		5,858		—		5,858
Road & Rail		—		8,195		—		8,195
Software		—		22,671		—		22,671
Specialty Retail		—		18,150		—		18,150
Technology Hardware, Storage & Peripherals		—		9,081		—		9,081
Textiles, Apparel & Luxury Goods	$	—	$	1,524	$	—	$	1,524
Wireless Telecommunication Services		—		13,632		—		13,632

Total Loan Assignments		—		634,744		10,022		644,766

Preferred Stocks		—		—		4,155		4,155
Rights		—		—		1,344		1,344
Warrants		—		—		1,108		1,108
Short-Term Investments
Investment Companies		31,766		—		—		31,766

Total Investments in Securities	$	32,284	$	705,248	$	19,198	$	756,730

The following is a summary of investments for which significant unobservable inputs (level 3) were used in determining fair value (amounts in thousands):


	Balance as of February 29, 2020			Realized gain (loss)		Change in net unrealized appreciation (depreciation)			Net accretion (amortization)		Purchases¹		Sales²			Transfers into Level 3		Transfers out of Level 3			Balance as May 31, 2020
Investments in Securities:
Common Stocks - Aerospace & Defense	$	293		$	—	$	204		$	—	$	—	$	—		$	—	$	—		$	497
Common Stocks - Food & Staples Retailing		—			—		49			—		118		—			—		—			167.00
Common Stocks - Oil, Gas & Consumable Fuels		106			—		(94	)		—		—		—			—		—			12
Common Stocks - Specialty Retail		2,034			—		(171	)		—		—		—			—		—			1,863
Corporate Bonds - Electric Utilities		38			—		(8	)		—		—		—			—		—			30
Corporate Bonds - Wireless Telecommunication Services		—	(a)		14		—	(b)		—		—		(14	)		—		—			—	(a)
Loan Assignments - Food & Staples Retailing		—			—		1,444			74		2,656		—			—		—			4,174
Loan Assignments - Leisure Products		5,154			—		—			—		3		—			—		—	(b)		5,157
Loan Assignments - Multiline Retail		—			—		5			—		906		(220	)		—		—			691
Preferred Stocks - Specialty Retail		3,880			—		275			—		—		—			—		—			4,155
Rights - Independent Power and Renewable Electricity Producers		1,337			—		7			—		—		—			—		—			1,344
Warrants - Wireless Telecommunication Services		1,939			—		(831	)		—		—		—			—		—			1,108

Total	$	14,781		$	14	$	880		$	74	$	3,683	$	(234	)	$	—	$	—	(b)	$	19,198

1	Purchases include all purchases of securities and securities received in corporate actions.

2	Sales include all sales of securities, maturities, paydowns and securities tendered in corporate actions.

(a)	Value is zero.

(b)	Amount rounds to less than one thousand.

The changes in net unrealized appreciation (depreciation) attributable to securities owned at May 31, 2020, which were valued using significant unobservable inputs (level 3), amounted to approximately $880,000.

There were no significant transfers into or out of level 3 for the period ended May 31, 2020.

Quantitative Information about Level 3 Fair Value Measurements #

(Amounts in thousands)


	Fair Value at May 31, 2020		Valuation Technique(s)	Unobservable Input	Range (Weighted Average) ^(a)
	$	1,611	Terms of Exchange Offer	Expected Recovery		100.00% (100.00%	)
		2,563	Market Comparable Companies	EBITDA Multiple (b)		6.0x (6.0x	)

Loan Assignments		4,174

		167	Market Comparable Companies	EBITDA Multiple (b)		6.0x (6.0x	)

Common Stocks		167

Total	$	4,341

The table above does not include certain level 3 investments that are valued by brokers and pricing services. At May 31, 2020, the value of these investments was approximately $14,857,000. The inputs for these investments are not readily available or cannot be reasonably estimated and generally are those inputs described in Note A.

(a)	Unobservable inputs were weighted by the relative fair value of the instruments.

(b)	Represents amounts used when the reporting entity has determined that market participants would take into account such multiples when pricing the investments.

The significant unobservable inputs used in the fair value measurement of the Fund’s investments are listed above. Generally, a change in the assumptions used in any input in isolation may be accompanied by a change in another input. Significant changes in any of the unobservable inputs may significantly impact the fair value measurement. The impact is based on the relationship between each unobservable input and the fair value measurement. Significant increases (decreases) in the yield and default rate may decrease (increase) the fair value measurement. A significant change in the prepayment rate (Constant Prepayment Rate or PSA Prepayment Model) may decrease or increase the fair value measurement.

B. Investment Transactions with Affiliates — The Fund invested in Underlying Funds which are advised by the Adviser. An issuer which is under common control with the Fund may be considered an affiliate. The Fund assumes the issuers listed in the table below to be affiliated issuers. Underlying Funds’ distributions may be reinvested into the Underlying Funds. Reinvestment amounts are included in the purchase cost amounts in the table below. Amounts in the table below are in thousands.


For the period ended May 31, 2020
Security Description	Value at February 29, 2020		Purchases at Cost		Proceeds from Sales		Net Realized Gain (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value at May 31, 2020		Shares at May 31, 2020		Dividend Income			Capital Gain Distributions
JPMorgan U.S. Government Money Market Fund Class IM Shares(a)	$	851	$	761	$	1,612	$	—	$	—	$	—		—	$	—	(c)	$	—
JPMorgan U.S. Government Money Market Fund Class Institutional Shares, 0.09%(a)(b)		72,982		130,437		171,653		—		—		31,766		31,766		31			—

Total	$	73,833	$	131,198	$	173,265	$	—	$	—	$	31,766			$	31		$	—

(a)	Investment in an affiliated fund, which is registered under the Investment Company Act of 1940, as amended, and is advised by J.P. Morgan Investment Management Inc.

(b)	The rate shown is the current yield as of May 31, 2020.

(c)	Amount rounds to less than one thousand.