0001752724-21-256613.txt : 20211124 0001752724-21-256613.hdr.sgml : 20211124 20211124125137 ACCESSION NUMBER: 0001752724-21-256613 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: 211444099 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 S000011876 JPMorgan SmartRetirement 2040 Fund C000032453 Class A SMTAX C000032454 Class C SMTCX C000032455 Class I SMTSX C000032456 Class R5 SMTIX C000070632 Class R2 SMTZX C000148429 Class R6 SMTYX C000169487 Class R4 SMTQX C000169488 Class R3 SMTPX NPORT-P 1 primary_doc.xml NPORT-P false 0001217286 XXXXXXXX S000011876 C000032453 C000070632 C000169488 C000169487 C000148429 C000032455 C000032454 C000032456 JPMorgan Trust I 811-21295 0001217286 549300DM5WZMCZZ70R78 277 Park Avenue New York 10172 800-480-4111 JPMorgan SmartRetirement 2040 Fund S000011876 549300FUD4TN9G6K7U44 2022-06-30 2021-09-30 N 5221495040.76 5136775.00 5216358265.76 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 36349.22000000 N JPMorgan Small Cap Value Fund 549300V4YKXS0HHDUK18 JPMorgan Small Cap Value Fund, Class R6 4812C0225 797288.99200000 NS USD 26868639.03000000 0.515084234270 Long RF US N 1 N N N JPMorgan BetaBuilders U.S. Mid Cap Equity ETF 549300S2VYDS8QJGW220 JPMorgan BetaBuilders U.S. Mid Cap Equity ETF 46641Q340 1249883.00000000 NS USD 109627237.93000000 2.101604842780 Long RF US N 1 N N N JPMorgan Emerging Markets Debt Fund 8KLDAXM5A9FOP50PQD10 JPMorgan Emerging Markets Debt Fund, Class R6 48121A134 4998152.87200000 NS USD 39485407.69000000 0.756953523479 Long RF US N 1 N N N N/A N/A S&P 500 E-Mini Index N/A 379.00000000 NC USD -2775049.37000000 -0.05319897960 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P 500 E-Mini Index US78378X1072 2021-12-17 81532375.00000000 USD -2775049.37000000 N N N JPMorgan International Research Enhanced Equity Fund HXS35OABUD2FH4OQXR78 JPMorgan International Research Enhanced Equity Fund, Class R6 4812CA637 18909102.00000000 NS USD 389716592.22000000 7.471047277908 Long RF US N 1 N N N N/A N/A MSCI EAFE E-Mini Index N/A 877.00000000 NC USD -4706511.89000000 -0.09022600922 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI EAFE E-Mini Index MSDUEAFE Index 2021-12-17 99412335.00000000 USD -4706511.89000000 N N N JPMorgan Realty Income Fund 549300IJYII8K4BC2M84 JPMorgan Realty Income Fund, Class R6 904504453 12063740.56900000 NS USD 192416662.08000000 3.688716385586 Long RF US N 1 N N N JPMorgan Income Fund 549300J9G10ZQTTAFU03 JPMorgan Income Fund, Class R6 46637K216 4591232.59700000 NS USD 43616709.67000000 0.836152492751 Long RF US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828Z60 27636600.00000000 PA USD 27758151.85000000 0.532136606340 Long DBT UST US N 2 2022-01-31 Fixed 1.37500000 N N N N N N JPMorgan Core Plus Bond Fund JW89OQCNJOLWVS3KT374 JPMorgan Core Plus Bond Fund, Class R6 4812C0134 53638214.59500000 NS USD 458070352.64000000 8.781420471955 Long RF US N 1 N N N JPMorgan Emerging Markets Research Enhanced Equity Fund 549300RH6H0TG40PHS83 JPMorgan Emerging Markets Research Enhanced Equity Fund, Class R6 46645V626 20869422.16300000 NS USD 428449237.01000000 8.213569988517 Long RF US N 1 N N N JPMorgan Small Cap Equity Fund 549300RO68EY7ZS30I29 JPMorgan Small Cap Equity Fund, Class R6 48127B862 738717.36600000 NS USD 56231165.90000000 1.077977451608 Long RF US N 1 N N N JPMorgan High Yield Fund 15QB5UY3VV3GNSMNPX63 JPMorgan High Yield Fund, Class R6 4812C0126 15010991.92800000 NS USD 109730350.99000000 2.103581567820 Long RF US N 1 N N N JPMorgan Emerging Markets Strategic Debt Fund VC31EK6DBMYN3TDYHO32 JPMorgan Emerging Markets Strategic Debt Fund, Class R6 46637K778 5029570.87800000 NS USD 39431835.68000000 0.755926523276 Long RF US N 1 N N N JPMorgan International Equity Fund HQ7PRYSQNFVGDT1BSL78 JPMorgan International Equity Fund, Class R6 48121L882 11999908.96500000 NS USD 255118064.60000000 4.890731265039 Long RF US N 1 N N N JPMorgan U.S. Government Money Market Fund 8I5DZWZKVSZI1NUHU748 JPMorgan U.S. Government Money Market Fund, Class IM 4812C2270 87780040.83000000 NS USD 87780040.83000000 1.682783972224 Long STIV RF US N 1 N N N JPMorgan Large Cap Value Fund 549300JPSGHFE3RK0F55 JPMorgan Large Cap Value Fund, Class R6 48121L833 2775749.70300000 NS USD 53488696.78000000 1.025403050459 Long RF US N 1 N N N JPMorgan U.S. Research Enhanced Equity Fund 549300VOOZNRR4HQN096 JPMorgan U.S. Research Enhanced Equity Fund, Class R6 4812A1837 11597603.32260000 NS USD 426443874.17000000 8.175126255594 Long RF US N 1 N N N JPMorgan Growth Advantage Fund 549300WH8DD4YVIMGX89 JPMorgan Growth Advantage Fund, Class R6 46640W108 11805395.32200000 NS USD 433376062.27000000 8.308019506916 Long RF US N 1 N N N JPMorgan Small Cap Growth Fund 549300O2OV2J830JXI18 JPMorgan Small Cap Growth Fund, Class R6 48121L825 942221.41800000 NS USD 27663620.83000000 0.530324402976 Long RF US N 1 N N N JPMorgan International Focus Fund 549300RMZ0H6Q5148Y98 JPMorgan International Focus Fund, Class R6 48121L130 19865379.57700000 NS USD 530604288.50000000 10.17192956210 Long RF US N 1 N N N N/A N/A EURO STOXX 50 Index N/A 1158.00000000 NC -1806060.41000000 -0.03462301318 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long EURO STOXX 50 Index EU0009658145 2021-12-17 46597920.00000000 EUR -1806060.41000000 N N N JPMorgan High Yield Research Enhanced ETF 549300UUJZT2ZWE64W88 JPMorgan High Yield Research Enhanced ETF 46641Q878 1378893.00000000 NS USD 71798958.51000000 1.376419234493 Long RF US N 1 N N N JPMorgan U.S. Equity Fund 549300O4STN5CE50YK08 JPMorgan U.S. Equity Fund, Class R6 48121L817 23894327.47800000 NS USD 521852112.12000000 10.00414629388 Long RF US N 1 N N N N/A N/A FTSE 100 Index N/A 434.00000000 NC 10230.88000000 0.000196130700 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long FTSE 100 Index GB0001383545 2021-12-17 30564450.00000000 GBP 10230.88000000 N N N JPMorgan Core Bond Fund DQ695W4P67V7A4LC6I09 JPMorgan Core Bond Fund, Class R6 4812C0100 15304347.40100000 NS USD 183499125.34000000 3.517763082809 Long RF US N 1 N N N JPMorgan BetaBuilders MSCI US REIT ETF 549300UDD0DL9T2E4I67 JPMorgan BetaBuilders MSCI US REIT ETF 46641Q738 637984.00000000 NS USD 61351731.36000000 1.176141059227 Long RF US N 1 N N N JPMorgan Value Advantage Fund 549300P7ZUUEK5GQXK57 JPMorgan Value Advantage Fund, Class R6 46641U382 14786378.22500000 NS USD 635370672.33000000 12.18034958412 Long RF 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_SR2040.htm HTML

JPMorgan SmartRetirement® 2040 Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF SEPTEMBER 30, 2021 (Unaudited)

 

Investments

    Shares (000)      Value ($000)  
               

INVESTMENT COMPANIES — 93.4%

 

Alternative Assets — 3.7%

      

JPMorgan Realty Income Fund Class R6 Shares (a)

      12,064        192,417  
     

 

 

  

Fixed Income — 16.8%

      

JPMorgan Core Bond Fund Class R6 Shares (a)

      15,304        183,499  

JPMorgan Core Plus Bond Fund Class R6 Shares (a)

      53,638        458,071  

JPMorgan Emerging Markets Debt Fund Class R6 Shares (a)

      4,998        39,485  

JPMorgan Emerging Markets Strategic Debt Fund Class R6 Shares (a)

      5,030        39,432  

JPMorgan High Yield Fund Class R6 Shares (a)

      15,011        109,730  

JPMorgan Income Fund Class R6 Shares (a)

      4,606        43,753  
     

 

 

  

Total Fixed Income

         873,970  
     

 

 

  

International Equity — 31.1%

      

JPMorgan Emerging Markets Research Enhanced Equity Fund Class R6 Shares (a)

      20,869        428,449  

JPMorgan International Equity Fund Class R6 Shares (a)

      12,000        255,118  

JPMorgan International Focus Fund Class R6 Shares (a)

      20,456        546,376  

JPMorgan International Research Enhanced Equity Fund Class R6 Shares (a)

      18,909        389,717  
     

 

 

  

Total International Equity

         1,619,660  
     

 

 

  

U.S. Equity — 41.8%

      

JPMorgan Growth Advantage Fund Class R6 Shares (a)

      11,805        433,376  

JPMorgan Large Cap Value Fund Class R6 Shares (a)

      2,776        53,489  

JPMorgan Small Cap Equity Fund Class R6 Shares (a)

      739        56,231  

JPMorgan Small Cap Growth Fund Class R6 Shares (a)

      942        27,664  

JPMorgan Small Cap Value Fund Class R6 Shares (a)

      797        26,869  

JPMorgan U.S. Equity Fund Class R6 Shares (a)

      23,894        521,852  

JPMorgan U.S. Research Enhanced Equity Fund Class R6 Shares (a)

      11,598        426,444  

JPMorgan Value Advantage Fund Class R6 Shares (a)

      14,603        627,484  
     

 

 

  

Total U.S. Equity

         2,173,409  
     

 

 

  

TOTAL INVESTMENT COMPANIES

(Cost $3,493,513)

 

 

      4,859,456  
     

 

 

  

EXCHANGE-TRADED FUNDS — 4.7%

      

Alternative Assets — 1.2%

      

JPMorgan BetaBuilders MSCI US REIT ETF (a)

      638        61,352  
     

 

 

  

Fixed Income — 1.4%

      

JPMorgan High Yield Research Enhanced ETF (a)

      1,379        71,799  
     

 

 

  

U.S. Equity — 2.1%

      

JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (a)

      1,250        109,627  
     

 

 

  

TOTAL EXCHANGE-TRADED FUNDS

(Cost $222,476)

 

 

      242,778  
     

 

 

  
     Principal
Amount
($000)		         

U.S. TREASURY OBLIGATIONS — 0.5%

      

U.S. Treasury Notes 1.38%, 1/31/2022 (b)

(Cost $27,755)

      27,637        27,758  
     

 

 

  
     Shares (000)         

SHORT-TERM INVESTMENTS — 1.7%

      

INVESTMENT COMPANIES — 1.7%

      

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

(Cost $87,780)

      87,780        87,780  
     

 

 

  

Total Investments — 100.3%

(Cost $3,831,524)

 

 

      5,217,772  

Liabilities in Excess of Other Assets — (0.3)%

 

      (16,627 ) 
     

 

 

  

Net Assets — 100.0%

 

      5,201,145  
     

 

 

  

 

Percentages indicated are based on net assets.

JPMorgan SmartRetirement® 2040 Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

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

 

Abbreviations
ETF    Exchange-Traded Fund
REIT    Real Estate Investment Trust

 

(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)

All or a portion of this security is deposited with the broker as initial margin for futures contracts.

(c)

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

Detailed information about investment portfolios of the underlying funds and ETFs can be found in shareholder reports filed with the Securities and Exchange Commission (SEC) by each such underlying fund semi-annually on Form N-CSR and in portfolio holdings filed quarterly on Form N-PORT, and are available for download from both the SEC’s as well as the respective underlying fund’s website. Detailed information about underlying J.P. Morgan Funds can also be found at www.jpmorganfunds.com or by calling 1-800-480-4111.

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

 

EURO STOXX 50 Index

      1,158        12/2021      EUR      53,977        (1,806 ) 

FTSE 100 Index

      434        12/2021      GBP      41,183        10  

MSCI EAFE E-Mini Index

      877        12/2021      USD      99,412        (4,706 ) 

S&P 500 E-Mini Index

      379        12/2021      USD      81,532        (2,775 ) 
              

 

 

  
                 (9,277 ) 
              

 

 

  

 

Abbreviations
EAFE    Europe, Australasia and Far East
EUR    Euro
FTSE    Financial Times and the London Stock Exchange
GBP    British Pound
MSCI    Morgan Stanley Capital International
USD    United States Dollar

JPMorgan SmartRetirement® 2040 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.

Fixed income instruments are valued based on prices received from approved affiliated and unaffiliated pricing vendors or third party broker-dealers (collectively referred to as “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, excluding exchange-traded funds (“ETFs”) (“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

 

Exchange-Traded Funds

    $ 242,778     $ —        $ —        $ 242,778  

Investment Companies

      4,859,456       —          —          4,859,456  

U.S. Treasury Obligations

      —         27,758        —          27,758  

Short-Term Investments

           

Investment Companies

      87,780       —          —          87,780  
  

 

 

    

 

 

     

 

 

     

 

 

  

Total Investments in Securities

    $ 5,190,014     $ 27,758      $ —        $ 5,217,772  
  

 

 

    

 

 

     

 

 

     

 

 

  

Appreciation in Other Financial Instruments

           

Futures Contracts

    $ 10     $ —        $ —        $ 10  

Depreciation in Other Financial Instruments

           

Futures Contracts

      (9,287 )      —          —          (9,287 ) 
  

 

 

    

 

 

     

 

 

     

 

 

  

Total Net Appreciation/Depreciation in Other Financial Instruments

    $ (9,277 )    $ —        $ —        $ (9,277 ) 
  

 

 

    

 

 

     

 

 

     

 

 

  

JPMorgan SmartRetirement® 2040 Fund

SCHEDULE OF PORTFOLIO INVESTMENTS

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

(Dollar values in thousands)

 

B. Investment Transactions with Affiliates — The Fund invested in Underlying Funds and ETFs, 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’ and ETFs’ distributions may be reinvested into such Underlying Funds and ETFs. 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 BetaBuilders MSCI US REIT ETF (a)

    $ 69,027      $ —        $ 8,272      $ 993     $ (396 )    $ 61,352        638      $ 421      $ —    

JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (a)

      120,598        8,201        16,446        625       (3,351 )      109,627        1,250        255        —    

JPMorgan Core Bond Fund Class R6 Shares (a)

      193,285        1,018        9,917        (322 )      (565 )      183,499        15,304        1,018        —    

JPMorgan Core Plus Bond Fund Class R6 Shares (a)

      484,600        3,088        27,336        (457 )      (1,824 )      458,071        53,638        3,088        —    

JPMorgan Emerging Markets Debt Fund Class R6 Shares (a)

      42,904        484        3,050        (116 )      (737 )      39,485        4,998        484        —    

JPMorgan Emerging Markets Research Enhanced Equity Fund Class R6 Shares (a)

      457,971        17,538        5,967        (4 )      (41,089 )      428,449        20,869        —          —    

JPMorgan Emerging Markets Strategic Debt Fund Class R6 Shares (a)

      42,957        783        3,234        (189 )      (885 )      39,432        5,030        783        —    

JPMorgan Growth Advantage Fund Class R6 Shares (a)

      402,560        40,348        9,917        6,393       (6,008 )      433,376        11,805        —          —    

JPMorgan High Yield Fund Class R6 Shares (a)

      116,931        1,325        8,264        568       (830 )      109,730        15,011        1,326        —    

JPMorgan High Yield Research Enhanced ETF (a)

      80,061        —          7,898        12       (376 )      71,799        1,379        841        —    

JPMorgan Income Fund Class R6 Shares (a)

      43,602        425        —          —         (274 )      43,753        4,606        425        —    

JPMorgan International Equity Fund Class R6 Shares (a)

      274,989        —          18,173        1,141       (2,839 )      255,118        12,000        —          —    

JPMorgan International Focus Fund Class R6 Shares (a)

      569,418        24,029        27,210        4,647       (24,508 )      546,376        20,456        —          —    

JPMorgan International Research Enhanced Equity Fund Class R6 Shares (a)

      409,904        —          18,028        2,221       (4,380 )      389,717        18,909        —          —    

JPMorgan Large Cap Value Fund Class R6 Shares (a)

      163,936        205        104,951        (7,903 )      2,202       53,489        2,776        205        —    

JPMorgan Managed Income Fund Class L Shares (a)

      1        —          1        —         —   (b)      —          —          —          —    

JPMorgan Realty Income Fund Class R6 Shares (a)

      215,307        725        26,283        5,382       (2,714 )      192,417        12,064        725        —    

JPMorgan Small Cap Equity Fund Class R6 Shares (a)

      56,985        —          —          —         (754 )      56,231        739        —          —    

JPMorgan Small Cap Growth Fund Class R6 Shares (a)

      29,369        —          —          —         (1,705 )      27,664        942        —          —    

JPMorgan Small Cap Value Fund Class R6 Shares (a)

      27,548        53        —          —         (732 )      26,869        797        54        —    

JPMorgan U.S. Equity Fund Class R6 Shares (a)

      547,710        937        31,141        9,859       (5,513 )      521,852        23,894        937        —    

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

      49,724        324,757        286,701        —         —         87,780        87,780        5        —    

JPMorgan U.S. Research Enhanced Equity Fund Class R6 Shares (a)

      382,814        54,329        8,345        3,739       (6,093 )      426,444        11,598        1,128        —    

JPMorgan Value Advantage Fund Class R6 Shares (a)

      752,200        —          122,869        6,060       (7,907 )      627,484        14,603        —          —    
  

 

 

     

 

 

     

 

 

     

 

 

    

 

 

    

 

 

        

 

 

     

 

 

  

Total

    $ 5,534,401      $ 478,245      $ 744,003      $ 32,649     $ (111,278 )    $ 5,190,014         $ 11,695      $ —    
  

 

 

     

 

 

     

 

 

     

 

 

    

 

 

    

 

 

        

 

 

     

 

 

  

 

(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)

Amount rounds to less than one thousand.

(c)

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