0001752724-21-256561.txt : 20211124 0001752724-21-256561.hdr.sgml : 20211124 20211124124108 ACCESSION NUMBER: 0001752724-21-256561 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211124 PERIOD START: 20220630 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: 211443944 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 S000002795 JPMorgan U.S. Small Company Fund C000007656 Class I JSCSX C000007657 Class L JUSSX C000054337 Class A JTUAX C000054338 Class C JTUCX C000106052 Class R2 JSCZX C000106053 Class R6 JUSMX C000173220 Class R5 JUSYX C000173557 Class R3 JUSPX C000173558 Class R4 JUSQX NPORT-P 1 primary_doc.xml NPORT-P false 0001217286 XXXXXXXX S000002795 C000007657 C000173558 C000173557 C000054337 C000054338 C000173220 C000106052 C000106053 C000007656 JPMorgan Trust I 811-21295 0001217286 549300DM5WZMCZZ70R78 277 Park Avenue New York 10172 800-480-4111 JPMorgan U.S. Small Company Fund S000002795 549300MOTBMZQG15BP60 2022-06-30 2021-09-30 N 1197564366.32 90891848.37 1106672517.95 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 46723.85000000 N Radian Group, Inc. 54930005OUP720S5U385 Radian Group, Inc. 750236101 137875.00000000 NS USD 3132520.00000000 0.283057539533 Long EC CORP US N 1 N N N Green Plains, Inc. 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N/A Getty Realty Corp. 374297109 61500.00000000 NS USD 1802565.00000000 0.162881518313 Long EC CORP US N 1 N N N Personalis, Inc. 549300EZ2NYFK7H0US48 Personalis, Inc. 71535D106 136000.00000000 NS USD 2616640.00000000 0.236442123352 Long EC CORP US N 1 N N N Hemisphere Media Group, Inc. 549300PUEQ0HSP3IRZ09 Hemisphere Media Group, Inc. 42365Q103 94050.00000000 NS USD 1145529.00000000 0.103511109331 Long EC CORP US N 1 N N N Fulcrum Therapeutics, Inc. N/A Fulcrum Therapeutics, Inc. 359616109 121337.00000000 NS USD 3422916.77000000 0.309298072779 Long EC CORP US N 1 N N N Momentive Global, Inc. 549300PR9RG3VC9OH575 Momentive Global, Inc. 60878Y108 234300.00000000 NS USD 4592280.00000000 0.414962866206 Long EC CORP US N 1 N N Ingevity Corp. 5493009UTFC4B5IMGF87 Ingevity Corp. 45688C107 36800.00000000 NS USD 2626416.00000000 0.237325492175 Long EC CORP US N 1 N N N Central Pacific Financial Corp. 549300W3YEAOZ4KGG849 Central Pacific Financial Corp. 154760409 89600.00000000 NS USD 2300928.00000000 0.207914081417 Long EC CORP US N 1 N N N Del Taco Restaurants, Inc. 5299004IBCSPGYGOI790 Del Taco Restaurants, Inc. 245496104 244200.00000000 NS USD 2131866.00000000 0.192637475442 Long EC CORP US N 1 N N N Mr. Cooper Group, Inc. 549300KD8C6DPXYC2M26 Mr. Cooper Group, Inc. 62482R107 28000.00000000 NS USD 1152760.00000000 0.104164509491 Long EC CORP US N 1 N N N IDACORP, Inc. N134NUJDWN8UEFA8B673 IDACORP, Inc. 451107106 5400.00000000 NS USD 558252.00000000 0.050444191117 Long EC CORP US N 1 N N N Broadstone Net Lease, Inc. N/A Broadstone Net Lease, Inc. 11135E203 62000.00000000 NS USD 1538220.00000000 0.138995048223 Long EC CORP US N 1 N N N Southwest Gas Holdings, Inc. N/A Southwest Gas Holdings, Inc. 844895102 17300.00000000 NS USD 1157024.00000000 0.104549808659 Long EC CORP US N 1 N N N Summit Hotel Properties, Inc. 254900OBQWJK6X20LS71 Summit Hotel Properties, Inc. 866082100 25300.00000000 NS USD 243639.00000000 0.022015455886 Long EC CORP US N 1 N N N Marathon Digital Holdings, Inc. 549300M8ISKPTX2W7F94 Marathon Digital Holdings, Inc. 565788106 33800.00000000 NS USD 1067404.00000000 0.096451658705 Long EC CORP US N 1 N N Sana Biotechnology, Inc. N/A Sana Biotechnology, Inc. 799566104 1266.00000000 NS USD 28510.32000000 0.002576220113 Long EC CORP US N 1 N N N TPG RE Finance Trust, Inc. N/A TPG RE Finance Trust, Inc. 87266M107 66600.00000000 NS USD 824508.00000000 0.074503341017 Long EC CORP US N 1 N N CACI International, Inc. SYRPI2D1O9WRTS2WX210 CACI International, Inc., Class A 127190304 9250.00000000 NS USD 2424425.00000000 0.219073389885 Long EC CORP US N 1 N N N Puma Biotechnology, Inc. N/A Puma Biotechnology, Inc. 74587V107 123950.00000000 NS USD 868889.50000000 0.078513696319 Long EC CORP US N 1 N N N Veeco Instruments, Inc. 5493004201F72ADDZW04 Veeco Instruments, Inc. 922417100 89825.00000000 NS USD 1995013.25000000 0.180271328477 Long EC CORP US N 1 N N N OSI Systems, Inc. DDX3MPX1Y8YD30050X33 OSI Systems, Inc. 671044105 51992.00000000 NS USD 4928841.60000000 0.445374898179 Long EC CORP US N 1 N N N FirstCash, Inc. 549300V2X3UU7K0DG350 FirstCash, Inc. 33767D105 18425.00000000 NS USD 1612187.50000000 0.145678823125 Long EC CORP US N 1 N N N CommVault Systems, Inc. 65T5VRP62VXG39YFML83 CommVault Systems, Inc. 204166102 56050.00000000 NS USD 4221125.50000000 0.381424986302 Long EC CORP US N 1 N N N CVB Financial Corp. N/A CVB Financial Corp. 126600105 130300.00000000 NS USD 2654211.00000000 0.239837075281 Long EC CORP US N 1 N N NOW, Inc. 549300AVH5SOCFVVDW91 NOW, Inc. 67011P100 488225.00000000 NS USD 3734921.25000000 0.337491099618 Long EC CORP US N 1 N N N Independent Bank Group, Inc. N/A Independent Bank Group, Inc. 45384B106 12998.00000000 NS USD 923377.92000000 0.083437322696 Long EC CORP US N 1 N N N CIT Group, Inc. N8O96ZZJQRFYQUJY7K79 CIT Group, Inc. 125581801 53300.00000000 NS USD 2768935.00000000 0.250203646976 Long EC CORP US N 1 N N N Cowen, Inc. 5493008QI0EFC5WBED75 Cowen, Inc., Class A 223622606 54675.00000000 NS USD 1875899.25000000 0.169508072132 Long EC CORP US N 1 N N STAG Industrial, Inc. 549300QWYX2W6FASVQ07 STAG Industrial, Inc. 85254J102 96600.00000000 NS USD 3791550.00000000 0.342608128285 Long EC CORP US N 1 N N N Highwoods Properties, Inc. ZIIGTYKL9T0X3HLTDX53 Highwoods Properties, Inc. 431284108 12700.00000000 NS USD 557022.00000000 0.050333047126 Long EC CORP US N 1 N N N CytomX Therapeutics, Inc. 5493004VW2FW0QLL3345 CytomX Therapeutics, Inc. 23284F105 270550.00000000 NS USD 1377099.50000000 0.124436043876 Long EC CORP US N 1 N N N Y-mAbs Therapeutics, Inc. N/A Y-mAbs Therapeutics, Inc. 984241109 4100.00000000 NS USD 117014.00000000 0.010573498311 Long EC CORP US N 1 N N N Cirrus Logic, Inc. 549300NKSJEM5ZZSSV18 Cirrus Logic, Inc. 172755100 15850.00000000 NS USD 1305247.50000000 0.117943427602 Long EC CORP US N 1 N N N SmileDirectClub, Inc. 254900QFZEGKCURCJS93 SmileDirectClub, Inc. 83192H106 354902.00000000 NS USD 1888078.64000000 0.170608613603 Long EC CORP US N 1 N N Phillips Edison & Co., Inc. 549300UC1QJSQ49IC243 Phillips Edison & Co., Inc. 71844V201 25400.00000000 NS USD 780034.00000000 0.070484627326 Long EC CORP US N 1 N N N Simmons First National Corp. 549300IVR5AJKUVOGN05 Simmons First National Corp., Class A 828730200 92300.00000000 NS USD 2728388.00000000 0.246539780806 Long EC CORP US N 1 N N N Patterson-UTI Energy, Inc. 254900XGFBKIXD6G0697 Patterson-UTI Energy, Inc. 703481101 133500.00000000 NS USD 1201500.00000000 0.108568703072 Long EC CORP US N 1 N N N G-III Apparel Group Ltd. 529900O5KABM3R3SFM87 G-III Apparel Group Ltd. 36237H101 43800.00000000 NS USD 1239540.00000000 0.112006034296 Long EC CORP US N 1 N N N Portland General Electric Co. GJOUP9M7C39GLSK9R870 Portland General Electric Co. 736508847 56225.00000000 NS USD 2642012.75000000 0.238734829603 Long EC CORP US N 1 N N N Dicerna Pharmaceuticals, Inc. 549300CTZMJMPH28WN39 Dicerna Pharmaceuticals, Inc. 253031108 73800.00000000 NS USD 1487808.00000000 0.134439771103 Long EC CORP US N 1 N N ONE Gas, Inc. 549300HXDWI0LATTX840 ONE Gas, Inc. 68235P108 25100.00000000 NS USD 1590587.00000000 0.143726981035 Long EC CORP US N 1 N N N TTM Technologies, Inc. 549300SC4BDOIS008048 TTM Technologies, Inc. 87305R109 110200.00000000 NS USD 1385214.00000000 0.125169277950 Long EC CORP US N 1 N N N Kforce, Inc. 5493003RDQQDVXY2SK46 Kforce, Inc. 493732101 47300.00000000 NS USD 2820972.00000000 0.254905760669 Long EC CORP US N 1 N N N People's United Financial, Inc. ROPY7PEPIPIDJNF0BO69 People's United Financial, Inc. 712704105 39947.00000000 NS USD 697874.09000000 0.063060578326 Long EC CORP US N 1 N N N Atlantic Union Bankshares Corp. N/A Atlantic Union Bankshares Corp. 04911A107 14551.00000000 NS USD 536204.35000000 0.048451944121 Long EC CORP US N 1 N N N Sprouts Farmers Market, Inc. 529900P8F4G77Q52XE24 Sprouts Farmers Market, Inc. 85208M102 96200.00000000 NS USD 2228954.00000000 0.201410441105 Long EC CORP US N 1 N N AZZ, Inc. 549300HD1X2NFLWPYC83 AZZ, Inc. 002474104 15700.00000000 NS USD 835240.00000000 0.075473094926 Long EC CORP US N 1 N N N Donnelley Financial Solutions, Inc. 549300O1NPY4J56QCU04 Donnelley Financial Solutions, Inc. 25787G100 39850.00000000 NS USD 1379607.00000000 0.124662624003 Long EC CORP US N 1 N N N MasTec, Inc. 549300TMDIT8WREDOF45 MasTec, Inc. 576323109 97300.00000000 NS USD 8395044.00000000 0.758584302387 Long EC CORP US N 1 N N N Webster Financial Corp. KMRURHT0VWKYS6Z5KU67 Webster Financial Corp. 947890109 52800.00000000 NS USD 2875488.00000000 0.259831879201 Long EC CORP US N 1 N N N First Hawaiian, Inc. 5493002DJSH46F5OLV06 First Hawaiian, Inc. 32051X108 41125.00000000 NS USD 1207018.75000000 0.109067382664 Long EC CORP US N 1 N N N Select Energy Services, Inc. 54930094OK8LA3QDW486 Select Energy Services, Inc., Class A 81617J301 46500.00000000 NS USD 241335.00000000 0.021807264216 Long EC CORP US N 1 N N N Quanex Building Products Corp. 5493000TL30VL5WOAW87 Quanex Building Products Corp. 747619104 55800.00000000 NS USD 1194678.00000000 0.107952260548 Long EC CORP US N 1 N N N Homology Medicines, Inc. 549300RWKPJEFTM3K452 Homology Medicines, Inc. 438083107 24000.00000000 NS USD 188880.00000000 0.017067379639 Long EC CORP US N 1 N N N Emergent BioSolutions, Inc. 549300YW6TUOX8BE5103 Emergent BioSolutions, Inc. 29089Q105 6600.00000000 NS USD 330462.00000000 0.029860866212 Long EC CORP US N 1 N N N Rambus, Inc. 2549000211GDCQSLV833 Rambus, Inc. 750917106 195575.00000000 NS USD 4341765.00000000 0.392326088303 Long EC CORP US N 1 N N N American Equity Investment Life Holding Co. 549300RK5RZQ740FPL83 American Equity Investment Life Holding Co. 025676206 48150.00000000 NS USD 1423795.50000000 0.128655539638 Long EC CORP US N 1 N N N Biohaven Pharmaceutical Holding Co. Ltd. 5299007STZTNN32O9920 Biohaven Pharmaceutical Holding Co. Ltd. N/A 4700.00000000 NS USD 652877.00000000 0.058994597716 Long EC CORP VG N 1 N N N EnPro Industries, Inc. 549300Y5CFT2LKCFDN54 EnPro Industries, Inc. 29355X107 21700.00000000 NS USD 1890504.00000000 0.170827771480 Long EC CORP US N 1 N N N Matrix Service Co. 529900VYBKSX6HD2YW58 Matrix Service Co. 576853105 192425.00000000 NS USD 2012765.50000000 0.181875438971 Long EC CORP US N 1 N N Ennis, Inc. N/A Ennis, Inc. 293389102 100675.00000000 NS USD 1897723.75000000 0.171480155079 Long EC CORP US N 1 N N Avient Corp. SM8L9RZYIB34LNTWO040 Avient Corp. 05368V106 73925.00000000 NS USD 3426423.75000000 0.309614966887 Long EC CORP US N 1 N N N Oil States International, Inc. 5493004TF4KQJGMYL777 Oil States International, Inc. 678026105 85100.00000000 NS USD 543789.00000000 0.049137300437 Long EC CORP US N 1 N N Dorian LPG Ltd. 549300WP1W2WGMC7F395 Dorian LPG Ltd. N/A 49757.00000000 NS USD 617484.37000000 0.055796485408 Long EC CORP MH N 1 N N N Heritage Insurance Holdings, Inc. 9845008CCYDD87F66B45 Heritage Insurance Holdings, Inc. 42727J102 8300.00000000 NS USD 56523.00000000 0.005107472995 Long EC CORP US N 1 N N N Gibraltar Industries, Inc. N/A Gibraltar Industries, Inc. 374689107 6000.00000000 NS USD 417900.00000000 0.037761848534 Long EC CORP US N 1 N N N Houghton Mifflin Harcourt Co. N/A Houghton Mifflin Harcourt Co. 44157R109 153450.00000000 NS USD 2060833.50000000 0.186218909982 Long EC CORP US N 1 N N Barnes Group, Inc. G1MSYD2DQZX30V5DMX12 Barnes Group, Inc. 067806109 16400.00000000 NS USD 684372.00000000 0.061840516403 Long EC CORP US N 1 N N N Home BancShares, Inc. N/A Home BancShares, Inc. 436893200 45000.00000000 NS USD 1058850.00000000 0.095678710985 Long EC CORP US N 1 N N N Alkami Technology, Inc. N/A Alkami Technology, Inc. 01644J108 12377.00000000 NS USD 305464.36000000 0.027602055264 Long EC CORP US N 1 N N N EMCOR Group, Inc. 529900X0SQJB2J7YDU43 EMCOR Group, Inc. 29084Q100 62800.00000000 NS USD 7245864.00000000 0.654743285161 Long EC CORP US N 1 N N N Tri Pointe Homes, Inc. N/A Tri Pointe Homes, Inc. 87265H109 583675.00000000 NS USD 12268848.50000000 1.108625026916 Long EC CORP US N 1 N N N Arch Resources, Inc. W47HVZ7Q6FXL86RELH91 Arch Resources, Inc. 03940R107 21750.00000000 NS USD 2017312.50000000 0.182286310293 Long EC CORP US N 1 N N SITE Centers Corp. W2AVA6SODOQ1LCYJQR54 SITE Centers Corp. 82981J109 46700.00000000 NS USD 721048.00000000 0.065154595266 Long EC CORP US N 1 N N N Andersons, Inc. (The) L38MWB8MVRFV7HVJPU11 Andersons, Inc. (The) 034164103 6300.00000000 NS USD 194229.00000000 0.017550720457 Long EC CORP US N 1 N N N Akebia Therapeutics, Inc. 549300CBQEHMKEEGNX42 Akebia Therapeutics, Inc. 00972D105 657200.00000000 NS USD 1892736.00000000 0.171029457161 Long EC CORP US N 1 N N N AngioDynamics, Inc. 549300W3VKC5ZKMO8C28 AngioDynamics, Inc. 03475V101 102300.00000000 NS USD 2653662.00000000 0.239787467110 Long EC CORP US N 1 N N N Piper Sandler Cos. QUQDBTUSOAKFEVMRMF78 Piper Sandler Cos. 724078100 8700.00000000 NS USD 1204602.00000000 0.108849002795 Long EC CORP US N 1 N N N National Storage Affiliates Trust N/A National Storage Affiliates Trust 637870106 56500.00000000 NS USD 2982635.00000000 0.269513785841 Long EC CORP US N 1 N N N Gritstone bio, Inc. 5493003TER6KY3MUVY84 Gritstone bio, Inc. 39868T105 15900.00000000 NS USD 171720.00000000 0.015516785427 Long EC CORP US N 1 N N PDC Energy, Inc. 5493008W8H2T511J5Y59 PDC Energy, Inc. 69327R101 107100.00000000 NS USD 5075469.00000000 0.458624291981 Long EC CORP US N 1 N N N SunCoke Energy, Inc. 1KF1J2NXQE2PI0QOB943 SunCoke Energy, Inc. 86722A103 179600.00000000 NS USD 1127888.00000000 0.101917051494 Long EC CORP US N 1 N N N Upwork, Inc. 5493004QJ6WWBXVE2S70 Upwork, Inc. 91688F104 59900.00000000 NS USD 2697297.00000000 0.243730367949 Long EC CORP US N 1 N N CareTrust REIT, Inc. 5493001NVXE2B9GPLU96 CareTrust REIT, Inc. 14174T107 57100.00000000 NS USD 1160272.00000000 0.104843301083 Long EC CORP US N 1 N N N Cabot Corp. K05C0SER542GQ6VLRO68 Cabot Corp. 127055101 9200.00000000 NS USD 461104.00000000 0.041665803796 Long EC CORP US N 1 N N N Hannon Armstrong Sustainable Infrastructure Capital, Inc. N/A Hannon Armstrong Sustainable Infrastructure Capital, Inc. 41068X100 39000.00000000 NS USD 2085720.00000000 0.188467678212 Long EC CORP US N 1 N N N PotlatchDeltic Corp. 54930084YA8UJOTXDM59 PotlatchDeltic Corp. 737630103 34400.00000000 NS USD 1774352.00000000 0.160332164323 Long EC CORP US N 1 N N N Owens & Minor, Inc. 549300LMT5KQQXCEZ733 Owens & Minor, Inc. 690732102 72000.00000000 NS USD 2252880.00000000 0.203572417626 Long EC CORP US N 1 N N HomeStreet, Inc. N/A HomeStreet, Inc. 43785V102 41500.00000000 NS USD 1707725.00000000 0.154311684107 Long EC CORP US N 1 N N N Sunrun, Inc. 54930007SJ77CI66U531 Sunrun, Inc. 86771W105 82500.00000000 NS USD 3630000.00000000 0.328010313902 Long EC CORP US N 1 N N Plymouth Industrial REIT, Inc. N/A Plymouth Industrial REIT, Inc. 729640102 71200.00000000 NS USD 1619800.00000000 0.146366695994 Long EC CORP US N 1 N N N Herman Miller, Inc. U98HXD3PNK7HYU2MU887 Herman Miller, Inc. 600544100 84000.00000000 NS USD 3163440.00000000 0.285851500664 Long EC CORP US N 1 N N N 2021-10-29 JPMorgan Trust I Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer XXXX NPORT-EX 2 HG_USSC.htm HTML

JPMorgan U.S. Small Company Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF SEPTEMBER 30, 2021 (Unaudited)

 

Investments

    Shares (000)      Value ($000)  

COMMON STOCKS — 97.4%

      

Aerospace & Defense — 0.4%

      

AAR Corp. *

      38        1,216  

AeroVironment, Inc. * (a)

      12        1,027  

Astronics Corp. *

      122        1,721  

Moog, Inc., Class A

      10        797  
     

 

 

  
        4,761  
     

 

 

  

Air Freight & Logistics — 0.4%

      

Echo Global Logistics, Inc. *

      54        2,563  

Hub Group, Inc., Class A *

      23        1,554  
     

 

 

  
        4,117  
     

 

 

  

Airlines — 0.7%

      

Allegiant Travel Co. * (a)

      11        2,150  

SkyWest, Inc.*

      109        5,393  
     

 

 

  
        7,543  
     

 

 

  

Auto Components — 0.5%

      

Dana, Inc.

      163        3,625  

Goodyear Tire & Rubber Co. (The) *

      15        267  

Lear Corp.

      10        1,502  
     

 

 

  
        5,394  
     

 

 

  

Automobiles — 0.0%(b)

      

Winnebago Industries, Inc. (a)

      3        196  
     

 

 

  

Banks — 7.3%

      

1st Source Corp.

      18        827  

Atlantic Union Bankshares Corp.

      14        525  

BancorpSouth Bank

      72        2,151  

Banner Corp.

      56        3,085  

Brookline Bancorp, Inc.

      102        1,557  

Business First Bancshares, Inc.

      2        38  

Cadence BanCorp

      235        5,156  

Cathay General Bancorp

      95        3,948  

Central Pacific Financial Corp.

      88        2,250  

CIT Group, Inc.

      52        2,707  

Columbia Banking System, Inc.

      92        3,483  

ConnectOne Bancorp, Inc.

      15        444  

CVB Financial Corp. (a)

      127        2,595  

Eastern Bankshares, Inc.

      401        8,133  

Enterprise Financial Services Corp.

      17        747  

Equity Bancshares, Inc., Class A

      33        1,102  

Financial Institutions, Inc.

      7        213  

First Bancshares, Inc. (The)

      8        306  

First Commonwealth Financial Corp.

      118        1,607  

First Community Bankshares, Inc.

      8        241  

First Hawaiian, Inc.

      40        1,181  

First Merchants Corp.

      69        2,887  

Flushing Financial Corp.

      24        542  

Glacier Bancorp, Inc.

      15        841  

Great Western Bancorp, Inc.

      107        3,510  

HarborOne Bancorp, Inc.

      31        439  

Home BancShares, Inc.

      44        1,035  

HomeTrust Bancshares, Inc.

      40        1,128  

Hope Bancorp, Inc.

      279        4,034  

Independent Bank Corp.

      34        720  

Independent Bank Group, Inc.

      15        1,030  

Investors Bancorp, Inc.

      79        1,197  

Nicolet Bankshares, Inc. *

      3        200  

Old National Bancorp

      203        3,434  

People’s United Financial, Inc.

      39        682  

Pinnacle Financial Partners, Inc.

      29        2,728  

QCR Holdings, Inc.

      6        324  

Simmons First National Corp., Class A

      90        2,666  

Trustmark Corp.

      102        3,294  

UMB Financial Corp.

      28        2,662  

Webster Financial Corp.

      52        2,810  

Westamerica BanCorp

      33        1,880  
     

 

 

  
        80,339  
     

 

 

  

Biotechnology — 8.0%

      

ACADIA Pharmaceuticals, Inc. *

      55        907  

Akebia Therapeutics, Inc. *

      643        1,850  

Amicus Therapeutics, Inc. *

      409        3,902  

Arena Pharmaceuticals, Inc. * (a)

      111        6,620  

Atara Biotherapeutics, Inc. *

      297        5,321  

Athenex, Inc. *

      85        257  

Biohaven Pharmaceutical Holding Co. Ltd. *

      5        639  

Black Diamond Therapeutics, Inc. * (a)

      178        1,502  

Bluebird Bio, Inc. *

      17        316  

Bridgebio Pharma, Inc. * (a)

      29        1,359  

Catalyst Pharmaceuticals, Inc. *

      685        3,632  

Coherus Biosciences, Inc. * (a)

      432        6,935  

CytomX Therapeutics, Inc. *

      264        1,346  

Decibel Therapeutics, Inc. * (a)

      2        16  

Dicerna Pharmaceuticals, Inc. * (a)

      72        1,454  

Eagle Pharmaceuticals, Inc. *

      93        5,200  

Eiger BioPharmaceuticals, Inc. *

      92        614  

Emergent BioSolutions, Inc. *

      7        325  

Flexion Therapeutics, Inc. * (a)

      121        737  

Gritstone bio, Inc. * (a)

      16        167  

Harpoon Therapeutics, Inc. *

      185        1,465  

Heron Therapeutics, Inc. * (a)

      174        1,859  

Homology Medicines, Inc. *

      24        185  

Insmed, Inc. *

      108        2,980  

Intercept Pharmaceuticals, Inc. * (a)

      163        2,413  

Ligand Pharmaceuticals, Inc. * (a)

      22        3,065  

Madrigal Pharmaceuticals, Inc. *

      25        2,003  

Myriad Genetics, Inc. *

      68        2,182  

OPKO Health, Inc. *

      457        1,668  

Puma Biotechnology, Inc. *

      121        849  

REGENXBIO, Inc. *

      84        3,505  

Sana Biotechnology, Inc. *

      1        29  

Sarepta Therapeutics, Inc. *

      55        5,054  

Sensei Biotherapeutics, Inc. * (a)

      142        1,491  

Sigilon Therapeutics, Inc. *

      93        525  

Sutro Biopharma, Inc. *

      14        269  

TG Therapeutics, Inc. *

      59        1,960  

Travere Therapeutics, Inc. *

      69        1,666  

Turning Point Therapeutics, Inc. *

      13        864  

UroGen Pharma Ltd. * (a)

      49        826  

Vanda Pharmaceuticals, Inc. *

      290        4,968  

Xencor, Inc. *

      158        5,149  

Y-mAbs Therapeutics, Inc. *

      4        114  
     

 

 

  
        88,188  
     

 

 

  

Building Products — 0.6%

      

Advanced Drainage Systems, Inc.

      9        941  

Cornerstone Building Brands, Inc. *

      81        1,183  

Gibraltar Industries, Inc. *

      6        411  

JPMorgan U.S. Small Company Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF SEPTEMBER 30, 2021 (Unaudited) (continued)

 

Investments

    Shares (000)      Value ($000)  

Masonite International Corp. *

      5        488  

Quanex Building Products Corp.

      55        1,167  

UFP Industries, Inc.

      35        2,407  
     

 

 

  
        6,597  
     

 

 

  

Capital Markets — 1.9%

      

Artisan Partners Asset Management, Inc., Class A

      9        440  

AssetMark Financial Holdings, Inc. *

      8        194  

Blucora, Inc. *

      143        2,229  

Brightsphere Investment Group, Inc.

      86        2,234  

Cohen & Steers, Inc.

      8        628  

Cowen, Inc., Class A (a)

      53        1,835  

Donnelley Financial Solutions, Inc. *

      39        1,348  

Federated Hermes, Inc.

      45        1,469  

Focus Financial Partners, Inc., Class A *

      63        3,274  

Houlihan Lokey, Inc.

      3        306  

Piper Sandler Cos.

      9        1,177  

Stifel Financial Corp. (a)

      38        2,611  

Virtus Investment Partners, Inc.

      10        3,042  
     

 

 

  
        20,787  
     

 

 

  

Chemicals — 2.0%

      

Avient Corp.

      72        3,347  

Cabot Corp.

      9        451  

Ecovyst, Inc.

      34        398  

FutureFuel Corp.

      88        629  

HB Fuller Co.

      27        1,737  

Ingevity Corp. *

      36        2,569  

Koppers Holdings, Inc. *

      32        1,005  

Minerals Technologies, Inc.

      32        2,212  

Orion Engineered Carbons SA (Germany) *

      74        1,344  

Stepan Co.

      8        870  

Trinseo SA

      28        1,529  

Tronox Holdings plc, Class A

      145        3,583  

Zymergen, Inc. * (a)

      155        2,041  
     

 

 

  
        21,715  
     

 

 

  

Commercial Services & Supplies — 2.3%

      

ABM Industries, Inc.

      123        5,529  

ACCO Brands Corp.

      148        1,268  

Brink’s Co. (The) (a)

      14        905  

Ennis, Inc. (a)

      98        1,854  

Healthcare Services Group, Inc. (a)

      57        1,434  

Heritage-Crystal Clean, Inc. *

      21        606  

Herman Miller, Inc.

      82        3,092  

HNI Corp. (a)

      67        2,461  

SP Plus Corp. *

      9        266  

Steelcase, Inc., Class A

      208        2,631  

Tetra Tech, Inc.

      34        5,092  
     

 

 

  
        25,138  
     

 

 

  

Communications Equipment — 1.4%

      

ADTRAN, Inc.

      45        852  

EchoStar Corp., Class A *

      178        4,529  

Extreme Networks, Inc. *

      357        3,514  

NetScout Systems, Inc. *

      246        6,641  
     

 

 

  
        15,536  
     

 

 

  

Construction & Engineering — 3.3%

      

Arcosa, Inc.

      41        2,052  

Argan, Inc.

      93        4,080  

Comfort Systems USA, Inc.

      86        6,098  

EMCOR Group, Inc.

      61        7,085  

MasTec, Inc. *

      95        8,206  

Matrix Service Co. * (a)

      181        1,895  

MYR Group, Inc. *

      24        2,420  

Primoris Services Corp.

      153        3,749  
     

 

 

  
        35,585  
     

 

 

  

Consumer Finance — 1.2%

      

Credit Acceptance Corp. * (a)

      3        1,917  

EZCORP, Inc., Class A * (a)

      37        282  

FirstCash, Inc.

      18        1,577  

Navient Corp.

      216        4,254  

Nelnet, Inc., Class A

      4        333  

PROG Holdings, Inc. (a)

      90        3,772  

Regional Management Corp. (a)

      16        937  
     

 

 

  
        13,072  
     

 

 

  

Containers & Packaging — 0.3%

      

Graphic Packaging Holding Co.

      38        729  

Greif, Inc., Class A

      34        2,210  

Myers Industries, Inc.

      11        224  
     

 

 

  
        3,163  
     

 

 

  

Diversified Consumer Services — 0.2%

      

Coursera, Inc. *

      16        495  

Houghton Mifflin Harcourt Co. * (a)

      150        2,015  
     

 

 

  
        2,510  
     

 

 

  

Diversified Telecommunication Services — 0.0% (b)

      

Consolidated Communications Holdings, Inc. *

      38        347  
     

 

 

  

Electric Utilities — 0.5%

      

IDACORP, Inc.

      5        548  

PNM Resources, Inc.

      25        1,232  

Portland General Electric Co.

      55        2,581  

Via Renewables, Inc. (a)

      89        904  
     

 

 

  
        5,265  
     

 

 

  

Electrical Equipment — 1.6%

      

Atkore, Inc. *

      113        9,840  

AZZ, Inc.

      15        814  

Bloom Energy Corp., Class A * (a)

      105        1,969  

Powell Industries, Inc.

      47        1,155  

Sunrun, Inc. * (a)

      81        3,547  

Thermon Group Holdings, Inc. *

      32        559  
     

 

 

  
        17,884  
     

 

 

  

Electronic Equipment, Instruments & Components — 2.4%

      

Benchmark Electronics, Inc. (a)

      116        3,096  

Fabrinet (Thailand) *

      32        3,309  

Insight Enterprises, Inc. *

      7        658  

Kimball Electronics, Inc. *

      23        600  

Knowles Corp. *

      137        2,562  

OSI Systems, Inc. *

      56        5,328  

Sanmina Corp. * (a)

      41        1,565  

ScanSource, Inc. *

      151        5,267  

TTM Technologies, Inc. *

      108        1,354  

Vishay Intertechnology, Inc.

      144        2,893  
     

 

 

  
        26,632  
     

 

 

  

Energy Equipment & Services — 0.5%

      

ChampionX Corp. *

      26        586  

National Energy Services Reunited Corp. * (a)

      44        548  

NexTier Oilfield Solutions, Inc. *

      286        1,317  

JPMorgan U.S. Small Company Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF SEPTEMBER 30, 2021 (Unaudited) (continued)

 

Investments

    Shares (000)      Value ($000)  

Oceaneering International, Inc.  *

      22        289  

Oil States International, Inc. * (a)

      83        532  

Patterson-UTI Energy, Inc.

      131        1,175  

ProPetro Holding Corp. *

      106        913  

Select Energy Services, Inc., Class A *

      46        236  
     

 

 

  
        5,596  
     

 

 

  

Entertainment — 0.7%

      

AMC Entertainment Holdings, Inc., Class A * (a)

      60        2,284  

Cinemark Holdings, Inc. * (a)

      38        728  

Lions Gate Entertainment Corp., Class A *

      361        5,118  
     

 

 

  
        8,130  
     

 

 

  

Equity Real Estate Investment Trusts (REITs) — 5.6%

      

Agree Realty Corp.

      36        2,398  

Alexander & Baldwin, Inc.

      50        1,170  

American Assets Trust, Inc.

      17        631  

American Finance Trust, Inc.

      39        317  

Americold Realty Trust

      37        1,065  

Apple Hospitality REIT, Inc.

      110        1,730  

Broadstone Net Lease, Inc.

      61        1,503  

CareTrust REIT, Inc.

      56        1,134  

CatchMark Timber Trust, Inc., Class A

      45        538  

Centerspace

      11        1,068  

Chatham Lodging Trust *

      12        147  

City Office REIT, Inc.

      61        1,086  

Community Healthcare Trust, Inc.

      19        854  

Corporate Office Properties Trust

      61        1,635  

DiamondRock Hospitality Co. *

      119        1,126  

DigitalBridge Group, Inc. * (a)

      143        862  

Easterly Government Properties, Inc.

      29        595  

Equity LifeStyle Properties, Inc.

      4        305  

Essential Properties Realty Trust, Inc.

      34        952  

First Industrial Realty Trust, Inc.

      37        1,932  

Four Corners Property Trust, Inc.

      77        2,066  

Getty Realty Corp.

      60        1,762  

Gladstone Commercial Corp.

      59        1,238  

Global Medical REIT, Inc.

      7        97  

Global Net Lease, Inc.

      32        511  

Healthcare Realty Trust, Inc.

      49        1,465  

Highwoods Properties, Inc.

      12        544  

Independence Realty Trust, Inc.

      64        1,309  

Innovative Industrial Properties, Inc. (a)

      4        855  

Kite Realty Group Trust

      73        1,492  

Lexington Realty Trust (a)

      102        1,297  

National Storage Affiliates Trust

      55        2,914  

Phillips Edison & Co., Inc.

      25        762  

Physicians Realty Trust

      72        1,267  

Piedmont Office Realty Trust, Inc., Class A

      72        1,250  

Plymouth Industrial REIT, Inc.

      70        1,583  

PotlatchDeltic Corp.

      34        1,733  

Retail Opportunity Investments Corp.

      35        613  

Retail Properties of America, Inc., Class A

      64        818  

Ryman Hospitality Properties, Inc. *

      19        1,615  

Sabra Health Care REIT, Inc.

      129        1,893  

SITE Centers Corp.

      46        706  

STAG Industrial, Inc.

      94        3,705  

Summit Hotel Properties, Inc. *

      25        238  

Sunstone Hotel Investors, Inc. *

      225        2,682  

Terreno Realty Corp.

      47        2,959  

UMH Properties, Inc.

      37        840  

Xenia Hotels & Resorts, Inc. *

      103        1,826  
     

 

 

  
        61,088  
     

 

 

  

Food & Staples Retailing — 0.4%

      

Andersons, Inc. (The)

      6        191  

Performance Food Group Co. *

      51        2,373  

SpartanNash Co. (a)

      7        145  

Sprouts Farmers Market, Inc. * (a)

      94        2,178  
     

 

 

  
        4,887  
     

 

 

  

Food Products — 1.2%

      

Darling Ingredients, Inc. *

      134        9,603  

John B Sanfilippo & Son, Inc.

      19        1,545  

Seneca Foods Corp., Class A *

      31        1,483  
     

 

 

  
        12,631  
     

 

 

  

Gas Utilities — 0.4%

      

New Jersey Resources Corp.

      19        675  

Northwest Natural Holding Co.

      22        998  

ONE Gas, Inc.

      25        1,553  

Southwest Gas Holdings, Inc.

      17        1,130  
     

 

 

  
        4,356  
     

 

 

  

Health Care Equipment & Supplies — 4.3%

      

Accuray, Inc. * (a)

      430        1,700  

AngioDynamics, Inc. *

      100        2,594  

Bioventus, Inc., Class A * (a)

      97        1,372  

Cardiovascular Systems, Inc. * (a)

      253        8,290  

Integer Holdings Corp. *

      61        5,490  

LivaNova plc *

      32        2,518  

Natus Medical, Inc. *

      85        2,134  

NuVasive, Inc. * (a)

      213        12,734  

SeaSpine Holdings Corp. *

      19        294  

SmileDirectClub, Inc. * (a)

      347        1,846  

STAAR Surgical Co. *

      41        5,270  

Varex Imaging Corp. *

      33        917  

Zynex, Inc. * (a)

      150        1,712  
     

 

 

  
        46,871  
     

 

 

  

Health Care Providers & Services — 3.0%

      

AdaptHealth Corp. * (a)

      194        4,516  

Apollo Medical Holdings, Inc. * (a)

      11        1,020  

Cross Country Healthcare, Inc. *

      338        7,174  

Ensign Group, Inc. (The)

      2        165  

HealthEquity, Inc. *

      22        1,431  

LHC Group, Inc. *

      19        3,013  

LifeStance Health Group, Inc. * (a)

      225        3,267  

ModivCare, Inc. *

      2        400  

Option Care Health, Inc. *

      164        3,969  

Owens & Minor, Inc. (a)

      70        2,203  

Tenet Healthcare Corp. * (a)

      77        5,093  

Tivity Health, Inc. * (a)

      14        321  
     

 

 

  
        32,572  
     

 

 

  

Health Care Technology — 1.4%

      

Allscripts Healthcare Solutions, Inc. * (a)

      621        8,309  

Evolent Health, Inc., Class A *

      187        5,791  

Inspire Medical Systems, Inc. *

      3        629  
     

 

 

  
        14,729  
     

 

 

  

Hotels, Restaurants & Leisure — 1.4%

      

Bloomin’ Brands, Inc. *

      176        4,388  

Boyd Gaming Corp. *

      66        4,158  

JPMorgan U.S. Small Company Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF SEPTEMBER 30, 2021 (Unaudited) (continued)

 

Investments

    Shares (000)      Value ($000)  

Del Taco Restaurants, Inc.

      239        2,084  

Marriott Vacations Worldwide Corp.

      31        4,829  
     

 

 

  
        15,459  
     

 

 

  

Household Durables — 1.9%

      

Ethan Allen Interiors, Inc. (a)

      36        844  

Hooker Furnishings Corp.

      20        540  

Meritage Homes Corp. *

      9        902  

TopBuild Corp. *

      27        5,468  

Traeger, Inc. * (a)

      25        525  

Tri Pointe Homes, Inc. *

      571        11,994  
     

 

 

  
        20,273  
     

 

 

  

Household Products — 0.1%

      

Central Garden & Pet Co., Class A *

      22        955  
     

 

 

  

Independent Power and Renewable Electricity Producers — 0.1%

      

Clearway Energy, Inc.

      31        884  

Clearway Energy, Inc., Class C

      8        236  
     

 

 

  
        1,120  
     

 

 

  

Insurance — 1.1%

      

American Equity Investment Life Holding Co.

      47        1,391  

Argo Group International Holdings Ltd.

      31        1,604  

CNO Financial Group, Inc.

      69        1,630  

Employers Holdings, Inc.

      11        415  

First American Financial Corp.

      11        749  

Heritage Insurance Holdings, Inc.

      8        55  

James River Group Holdings Ltd.

      9        343  

Kinsale Capital Group, Inc.

      6        970  

Primerica, Inc.

      7        1,006  

RLI Corp. (a)

      15        1,484  

Selective Insurance Group, Inc.

      13        974  

Stewart Information Services Corp.

      17        1,088  
     

 

 

  
        11,709  
     

 

 

  

Interactive Media & Services — 1.2%

      

EverQuote, Inc., Class A *

      19        348  

Liberty TripAdvisor Holdings, Inc., Class A *

      1,789        5,529  

QuinStreet, Inc. *

      186        3,264  

Yelp, Inc. *

      97        3,609  
     

 

 

  
        12,750  
     

 

 

  

Internet & Direct Marketing Retail — 0.5%

      

Stamps.com, Inc. *

      17        5,475  
     

 

 

  

IT Services — 1.8%

      

CSG Systems International, Inc.

      11        535  

DigitalOcean Holdings, Inc. * (a)

      58        4,466  

EVERTEC, Inc. (Puerto Rico)

      56        2,569  

LiveRamp Holdings, Inc. *

      40        1,880  

Perficient, Inc. *

      92        10,651  
     

 

 

  
        20,101  
     

 

 

  

Life Sciences Tools & Services — 0.9%

      

Adaptive Biotechnologies Corp. * (a)

      20        673  

Medpace Holdings, Inc. *

      22        4,102  

Personalis, Inc. *

      133        2,557  

Rapid Micro Biosystems, Inc., Class A * (a)

      123        2,273  
     

 

 

  
        9,605  
     

 

 

  

Machinery — 1.8%

      

Altra Industrial Motion Corp.

      64        3,515  

Barnes Group, Inc.

      16        668  

Douglas Dynamics, Inc.

      46        1,657  

EnPro Industries, Inc.

      21        1,847  

Kadant, Inc. (a)

      12        2,485  

Manitowoc Co., Inc. (The) *

      72        1,540  

Meritor, Inc. *

      58        1,238  

SPX FLOW, Inc.

      37        2,697  

Wabash National Corp. (a)

      246        3,718  
     

 

 

  
        19,365  
     

 

 

  

Marine — 0.1%

      

Costamare, Inc. (Monaco)

      56        874  
     

 

 

  

Media — 0.9%

      

AMC Networks, Inc., Class A *

      77        3,564  

Hemisphere Media Group, Inc. *

      92        1,120  

National CineMedia, Inc.

      163        581  

Sinclair Broadcast Group, Inc., Class A (a)

      131        4,162  
     

 

 

  
        9,427  
     

 

 

  

Metals & Mining — 1.2%

      

Alcoa Corp. *

      43        2,114  

Allegheny Technologies, Inc. *

      83        1,379  

Arconic Corp. *

      55        1,738  

Cleveland-Cliffs, Inc. * (a)

      89        1,769  

Commercial Metals Co.

      72        2,205  

Kaiser Aluminum Corp.

      9        1,024  

Materion Corp.

      14        961  

SunCoke Energy, Inc.

      176        1,103  

United States Steel Corp.

      17        371  

Warrior Met Coal, Inc.

      28        659  

Worthington Industries, Inc.

      2        130  
     

 

 

  
        13,453  
     

 

 

  

Mortgage Real Estate Investment Trusts (REITs) — 1.5%

      

Ares Commercial Real Estate Corp.

      40        600  

Blackstone Mortgage Trust, Inc., Class A

      46        1,395  

Ellington Financial, Inc.

      76        1,390  

Granite Point Mortgage Trust, Inc.

      18        232  

Great Ajax Corp.

      6        76  

Hannon Armstrong Sustainable Infrastructure Capital, Inc.

      38        2,038  

KKR Real Estate Finance Trust, Inc.

      107        2,262  

Ladder Capital Corp.

      114        1,264  

MFA Financial, Inc.

      88        402  

PennyMac Mortgage Investment Trust

      124        2,447  

Ready Capital Corp.

      22        317  

Redwood Trust, Inc.

      220        2,841  

TPG RE Finance Trust, Inc. (a)

      65        806  
     

 

 

  
        16,070  
     

 

 

  

Multiline Retail — 0.8%

      

Dillard’s, Inc., Class A (a)

      24        4,123  

Macy’s, Inc. (a)

      199        4,507  
     

 

 

  
        8,630  
     

 

 

  

Multi-Utilities — 0.1%

      

Black Hills Corp.

      23        1,469  
     

 

 

  

Oil, Gas & Consumable Fuels — 3.2%

      

Antero Resources Corp. *

      196        3,691  

Arch Resources, Inc. * (a)

      21        1,971  

CNX Resources Corp. * (a)

      208        2,627  

JPMorgan U.S. Small Company Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF SEPTEMBER 30, 2021 (Unaudited) (continued)

 

Investments

    Shares (000)      Value ($000)  

Delek US Holdings, Inc. *

      37        663  

Dorian LPG Ltd.

      49        604  

Falcon Minerals Corp.

      20        92  

Green Plains, Inc. *

      45        1,463  

Magnolia Oil & Gas Corp., Class A (a)

      209        3,722  

Matador Resources Co.

      18        685  

Oasis Petroleum, Inc.

      10        1,024  

Ovintiv, Inc. (a)

      231        7,582  

PDC Energy, Inc.

      105        4,962  

Range Resources Corp. * (a)

      145        3,290  

Renewable Energy Group, Inc. *

      24        1,196  

REX American Resources Corp. * (a)

      12        940  
     

 

 

  
        34,512  
     

 

 

  

Paper & Forest Products — 0.6%

      

Domtar Corp. *

      7        400  

Glatfelter Corp.

      123        1,736  

Louisiana-Pacific Corp.

      42        2,547  

Neenah, Inc.

      13        597  

Verso Corp., Class A (a)

      58        1,212  
     

 

 

  
        6,492  
     

 

 

  

Personal Products — 1.8%

      

BellRing Brands, Inc., Class A *

      307        9,431  

Herbalife Nutrition Ltd. * (a)

      23        991  

Honest Co., Inc. (The) * (a)

      69        718  

Medifast, Inc.

      5        982  

Nu Skin Enterprises, Inc., Class A (a)

      64        2,578  

USANA Health Sciences, Inc. * (a)

      49        4,532  
     

 

 

  
        19,232  
     

 

 

  

Pharmaceuticals — 2.1%

      

Amneal Pharmaceuticals, Inc. * (a)

      285        1,523  

Amphastar Pharmaceuticals, Inc. * (a)

      120        2,275  

Arvinas, Inc. *

      1        117  

BioDelivery Sciences International, Inc. *

      498        1,797  

Corcept Therapeutics, Inc. *

      349        6,859  

Esperion Therapeutics, Inc. * (a)

      12        143  

Fulcrum Therapeutics, Inc. *

      119        3,347  

Landos Biopharma, Inc. *

      108        1,577  

Lannett Co., Inc. * (a)

      333        1,000  

Marinus Pharmaceuticals, Inc. * (a)

      268        3,048  

WaVe Life Sciences Ltd. *

      155        759  
     

 

 

  
        22,445  
     

 

 

  

Professional Services — 2.8%

      

Barrett Business Services, Inc.

      13        992  

CACI International, Inc., Class A *

      9        2,372  

Heidrick & Struggles International, Inc.

      8        335  

Huron Consulting Group, Inc. *

      62        3,218  

KBR, Inc.

      27        1,052  

Kelly Services, Inc., Class A

      153        2,883  

Kforce, Inc.

      46        2,755  

Korn Ferry

      32        2,308  

ManTech International Corp., Class A

      121        9,179  

TrueBlue, Inc. *

      116        3,143  

Upwork, Inc. * (a)

      59        2,639  
     

 

 

  
        30,876  
     

 

 

  

Real Estate Management & Development — 0.3%

      

Kennedy-Wilson Holdings, Inc.

      43        904  

Realogy Holdings Corp. *

      140        2,452  
     

 

 

  
        3,356  
     

 

 

  

Road & Rail — 0.8%

      

ArcBest Corp.

      92        7,492  

Schneider National, Inc., Class B

      17        384  

Werner Enterprises, Inc. (a)

      12        536  
     

 

 

  
        8,412  
     

 

 

  

Semiconductors & Semiconductor Equipment — 2.4%

      

Amkor Technology, Inc.

      74        1,852  

Cirrus Logic, Inc. *

      15        1,272  

Cohu, Inc. *

      93        2,974  

MACOM Technology Solutions Holdings, Inc. *

      15        947  

Rambus, Inc. *

      191        4,244  

Silicon Laboratories, Inc. *

      19        2,719  

SMART Global Holdings, Inc. *

      194        8,650  

SunPower Corp. * (a)

      44        987  

Veeco Instruments, Inc. *

      88        1,951  
     

 

 

  
        25,596  
     

 

 

  

Software — 6.0%

      

A10 Networks, Inc. *

      322        4,341  

ACI Worldwide, Inc. *

      124        3,811  

Alkami Technology, Inc. *

      12        298  

American Software, Inc., Class A

      133        3,166  

Appfolio, Inc., Class A * (a)

      60        7,191  

Avaya Holdings Corp. * (a)

      138        2,729  

Blackline, Inc. *

      6        661  

Box, Inc., Class A *

      109        2,589  

CommVault Systems, Inc. *

      55        4,123  

Digital Turbine, Inc. *

      24        1,671  

eGain Corp. * (a)

      299        3,054  

Envestnet, Inc. *

      4        281  

JFrog Ltd. (Israel) *

      11        372  

Marathon Digital Holdings, Inc. * (a)

      33        1,042  

Momentive Global, Inc. * (a)

      229        4,488  

Paycor HCM, Inc. *

      56        1,963  

Qualys, Inc. *

      5        576  

Riot Blockchain, Inc. * (a)

      29        743  

SecureWorks Corp., Class A *

      83        1,646  

Sprout Social, Inc., Class A *

      35        4,219  

SPS Commerce, Inc. *

      3        484  

Vonage Holdings Corp. *

      295        4,751  

Workiva, Inc. * (a)

      77        10,853  
     

 

 

  
        65,052  
     

 

 

  

Specialty Retail — 2.7%

      

Abercrombie & Fitch Co., Class A *

      128        4,814  

Bed Bath & Beyond, Inc. *

      56        969  

Children’s Place, Inc. (The) * (a)

      16        1,167  

Group 1 Automotive, Inc.

      5        939  

Guess?, Inc. (a)

      70        1,462  

Hibbett, Inc.

      22        1,565  

Lithia Motors, Inc., Class A

      3        983  

Murphy USA, Inc.

      36        5,943  

Signet Jewelers Ltd. (a)

      21        1,666  

Sleep Number Corp. * (a)

      46        4,337  

Sonic Automotive, Inc., Class A (a)

      43        2,243  

Winmark Corp.

      4        817  

Zumiez, Inc. *

      61        2,412  
     

 

 

  
        29,317  
     

 

 

  

JPMorgan U.S. Small Company Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF SEPTEMBER 30, 2021 (Unaudited) (continued)

 

Investments

    Shares (000)     Value ($000)  

Technology Hardware, Storage & Peripherals — 0.1%

     

Diebold Nixdorf, Inc. *

      64       647  
    

 

 

  

Textiles, Apparel & Luxury Goods — 0.5%

     

Deckers Outdoor Corp. *

      12       4,296  

G-III Apparel Group Ltd. *

      43       1,211  
    

 

 

  
       5,507  
    

 

 

  

Thrifts & Mortgage Finance — 2.5%

     

Axos Financial, Inc. * (a)

      49       2,505  

Essent Group Ltd.

      86       3,795  

HomeStreet, Inc.

      41       1,671  

Merchants Bancorp

      —   (c)      10  

Meridian Bancorp, Inc.

      173       3,586  

MGIC Investment Corp.

      109       1,630  

Mr. Cooper Group, Inc. *

      27       1,128  

NMI Holdings, Inc., Class A *

      30       681  

Northfield Bancorp, Inc.

      163       2,795  

PennyMac Financial Services, Inc.

      35       2,158  

Premier Financial Corp.

      13       401  

Radian Group, Inc.

      135       3,062  

Washington Federal, Inc.

      96       3,298  
    

 

 

  
       26,720  
    

 

 

  

Trading Companies & Distributors — 2.4%

     

Boise Cascade Co.

      20       1,082  

Herc Holdings, Inc. *

      107       17,507  

MRC Global, Inc. * (a)

      198       1,451  

NOW, Inc. *

      477       3,651  

Rush Enterprises, Inc., Class A

      17       763  

Veritiv Corp. *

      20       1,753  
    

 

 

  
       26,207  
    

 

 

  

Water Utilities — 0.8%

     

American States Water Co.

      98       8,385  
    

 

 

  

Wireless Telecommunication Services — 0.5%

     

Gogo, Inc. * (a)

      310       5,354  
    

 

 

  

TOTAL COMMON STOCKS

(Cost $823,093)

 

 

     1,060,474  
    

 

 

  
     No. of
Rights (000)		        

RIGHTS — 0.0% (b)

     

Biotechnology — 0.0% (b)

     

Alder Biopharmaceuticals, Inc. * ‡

(Cost $ — )

      187       165  
    

 

 

  
     Shares (000)        

SHORT-TERM INVESTMENTS — 10.0%

     

INVESTMENT COMPANIES — 2.4%

     

JPMorgan Prime Money Market Fund Class IM Shares, 0.07% (d) (e)

(Cost $26,535)

      26,523       26,536  
    

 

 

  

INVESTMENT OF CASH COLLATERAL FROM SECURITIES LOANED — 7.6%

     

JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 0.08% (d) (e)

      73,604       73,604  

JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.03% (d) (e)

      8,622       8,622  
    

 

 

  

TOTAL INVESTMENT OF CASH COLLATERAL FROM SECURITIES LOANED

(Cost $82,227)

 

 

     82,226  
    

 

 

  

TOTAL SHORT-TERM INVESTMENTS

(Cost $108,762)

        108,762  
    

 

 

  

Total Investments — 107.4%

(Cost $931,855)

        1,169,401  

Liabilities in Excess of Other Assets — (7.4)%

        (80,807 ) 
    

 

 

  

Net Assets — 100.0%

        1,088,594  
    

 

 

  

 

Percentages indicated are based on net assets.

JPMorgan U.S. Small Company Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF SEPTEMBER 30, 2021 (Unaudited) (continued)

 

Abbreviations

 

REIT

Real Estate Investment Trust

 

(a)

The security or a portion of this security is on loan at September 30, 2021. The total value of securities on loan at September 30, 2021 is $79,172.

(b)

Amount rounds to less than 0.1% of net assets.

(c)

Amount rounds to less than one thousand.

(d)

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.

(e)

The rate shown is the current yield as of September 30, 2021.

*

Non-income producing security.

‡

Value determined using significant unobservable inputs.

Futures contracts outstanding as of September 30, 2021 (amounts in thousands, except number of contracts):

 

Description

    Number of
Contracts		      Expiration
Date		      Trading
Currency		      Notional Amount
($)		      Value and
Unrealized
Appreciation
(Depreciation) ($)		  

Long Contracts

 

Russell 2000 E-Mini Index

      263        12/2021        USD        28,964        (555 ) 
              

 

 

  

Abbreviations

 

USD

United States Dollar

JPMorgan U.S. Small Company Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF SEPTEMBER 30, 2021 (Unaudited) (continued)

(Dollar values in thousands)

 

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.

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.

Futures contracts are generally valued on the basis of available market quotations.

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:

 

     Level 1
Quoted prices		     Level 2
Other significant observable
inputs		      Level 3
Significant unobservable
inputs		      Total  

Investments in Securities

 

   

Common Stocks

    $ 1,060,474     $ —        $ —        $ 1,060,474  

Rights

      —         —          165        165  

Short-Term Investments

           

Investment Companies

      26,536       —          —          26,536  

Investment of Cash Collateral from Securities Loaned

      82,226       —          —          82,226  
  

 

 

    

 

 

     

 

 

     

 

 

  

Total Short-Term Investments

      108,762       —          —          108,762  
  

 

 

    

 

 

     

 

 

     

 

 

  

Total Investments in Securities

    $ 1,169,236     $ —        $ 165      $ 1,169,401  
  

 

 

    

 

 

     

 

 

     

 

 

  

Depreciation in Other Financial Instruments

           

Futures Contracts

    $ (555 )    $ —        $ —        $ (555 ) 
  

 

 

    

 

 

     

 

 

     

 

 

  

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 such Underlying Funds. Reinvestment amounts are included in the purchases at cost amounts in the table below.

 

For the period ended September 30, 2021

  

Security Description

   Value at
June 30,
2021		     Purchases
at Cost		     Proceeds
from
Sales		     Net
Realized
Gain (Loss)		     Change in
Unrealized
Appreciation/
(Depreciation)		     Value at
September 30,
2021		     Shares at
September 30,
2021		     Dividend
Income		     Capital Gain
Distributions		  

JPMorgan Prime Money Market Fund Class IM Shares, 0.07% (a) (b)

   $ 30,588     $ 59,386     $ 63,438     $ —   (c)    $ —   (c)    $ 26,536       26,523     $ 3     $ —    

JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 0.08% (a) (b)

     84,603       66,000       77,000       (6 )      7       73,604       73,604       16       —    

JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.03% (a) (b)

     10,743       38,996       41,117       —         —         8,622       8,622       1       —    
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

      

 

 

    

 

 

  

Total

   $ 125,934     $ 164,382     $ 181,555     $ (6 )    $ 7     $ 108,762       $ 20     $ —    
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

      

 

 

    

 

 

  

 

(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 September 30, 2021.

(c)

Amount rounds to less than one thousand.