|
THE “UNAUDITED MUTUAL FUNDS HOLDINGS” LIST (“the
List”) IS TO BE USED FOR REPORTING PURPOSES ONLY. IT IS
NOT TO BE REPRODUCED FOR USE AS ADVERTISING OR
SALES LITERATURE WITH THE GENERAL PUBLIC. The list is
submitted for the general information of the shareholders of the Fund.
It is not authorized for distribution to prospective investors in the Fund
unless preceded or accompanied by a prospectus. The list has been
created from the books and records of the Fund. Holdings are
available 60 days after the fund’s fiscal quarter, using a trade date
accounting convention, by contacting the appropriate service center.
The list is subject to change without notice. The list is for
informational purposes only and is not intended as an offer or
solicitation with respect to the purchase or sale of any security.
|
|
JPMorgan Asset Management is the marketing name for the asset
management business of J.P. Morgan Chase & Co.
|
|
J.P. Morgan Distribution Services, Inc., member FINRA.
|
|
© J.P. Morgan Chase & Co., 2022.
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — 97.8%
|
||
|
Air Freight & Logistics — 0.5%
|
||
|
Atlas Air Worldwide Holdings, Inc. *
|
27
|
2,542
|
|
Hub Group, Inc., Class A *
|
20
|
1,387
|
|
Radiant Logistics, Inc. *
|
64
|
364
|
|
|
|
4,293
|
|
Airlines — 0.1%
|
||
|
SkyWest, Inc. *
|
77
|
1,255
|
|
Auto Components — 0.1%
|
||
|
Goodyear Tire & Rubber Co. (The) *
|
13
|
135
|
|
Lear Corp.
|
9
|
1,005
|
|
|
|
1,140
|
|
Automobiles — 0.0% ^
|
||
|
Winnebago Industries, Inc.
|
2
|
122
|
|
Banks — 11.4%
|
||
|
1st Source Corp.
|
15
|
718
|
|
Atlantic Union Bankshares Corp.
|
13
|
381
|
|
Bancorp, Inc. (The) *
|
23
|
508
|
|
Banner Corp.
|
49
|
2,917
|
|
Brookline Bancorp, Inc.
|
281
|
3,276
|
|
Business First Bancshares, Inc.
|
31
|
659
|
|
Byline Bancorp, Inc.
|
65
|
1,312
|
|
Cadence Bank
|
71
|
1,796
|
|
Capital City Bank Group, Inc.
|
21
|
647
|
|
Capstar Financial Holdings, Inc.
|
75
|
1,393
|
|
Cathay General Bancorp
|
26
|
1,003
|
|
Central Pacific Financial Corp.
|
77
|
1,603
|
|
Coastal Financial Corp. *
|
16
|
634
|
|
Columbia Banking System, Inc.
|
81
|
2,345
|
|
Community Bank System, Inc.
|
12
|
739
|
|
ConnectOne Bancorp, Inc.
|
44
|
1,015
|
|
Customers Bancorp, Inc. *
|
48
|
1,403
|
|
CVB Financial Corp.
|
138
|
3,489
|
|
Eastern Bankshares, Inc.
|
354
|
6,962
|
|
Enterprise Financial Services Corp.
|
23
|
1,017
|
|
Equity Bancshares, Inc., Class A
|
18
|
533
|
|
Financial Institutions, Inc.
|
6
|
154
|
|
First BanCorp (Puerto Rico)
|
75
|
1,030
|
|
First Bancshares, Inc. (The)
|
7
|
206
|
|
First Citizens BancShares, Inc., Class A
|
1
|
1,171
|
|
First Commonwealth Financial Corp.
|
104
|
1,341
|
|
First Financial Bankshares, Inc.
|
19
|
813
|
|
First Financial Corp.
|
16
|
723
|
|
First Internet Bancorp
|
15
|
521
|
|
First Interstate BancSystem, Inc., Class A
|
23
|
947
|
|
First Merchants Corp.
|
66
|
2,545
|
|
First Western Financial, Inc. *
|
3
|
76
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Banks — continued
|
||
|
Glacier Bancorp, Inc.
|
28
|
1,385
|
|
Hancock Whitney Corp.
|
50
|
2,300
|
|
HarborOne Bancorp, Inc.
|
28
|
373
|
|
Heritage Commerce Corp.
|
75
|
845
|
|
Home BancShares, Inc.
|
117
|
2,638
|
|
HomeTrust Bancshares, Inc.
|
21
|
460
|
|
Hope Bancorp, Inc.
|
5
|
58
|
|
Independent Bank Corp.
|
33
|
2,460
|
|
Independent Bank Corp.
|
30
|
565
|
|
Independent Bank Group, Inc.
|
13
|
786
|
|
MVB Financial Corp.
|
3
|
77
|
|
National Bank Holdings Corp., Class A
|
10
|
370
|
|
Nicolet Bankshares, Inc. *
|
2
|
162
|
|
OceanFirst Financial Corp.
|
234
|
4,359
|
|
OFG Bancorp (Puerto Rico)
|
84
|
2,110
|
|
Old National Bancorp
|
196
|
3,233
|
|
Old Second Bancorp, Inc.
|
116
|
1,509
|
|
Origin Bancorp, Inc.
|
7
|
258
|
|
Peapack-Gladstone Financial Corp.
|
35
|
1,164
|
|
Peoples Bancorp, Inc.
|
10
|
284
|
|
Pinnacle Financial Partners, Inc.
|
26
|
2,076
|
|
Popular, Inc. (Puerto Rico)
|
68
|
4,930
|
|
Premier Financial Corp.
|
11
|
288
|
|
QCR Holdings, Inc.
|
11
|
565
|
|
Republic Bancorp, Inc., Class A
|
4
|
142
|
|
Sandy Spring Bancorp, Inc.
|
16
|
549
|
|
Silvergate Capital Corp., Class A *
|
6
|
475
|
|
Simmons First National Corp., Class A
|
21
|
449
|
|
SmartFinancial, Inc.
|
15
|
372
|
|
South Plains Financial, Inc.
|
3
|
94
|
|
Southside Bancshares, Inc.
|
11
|
400
|
|
SouthState Corp.
|
43
|
3,410
|
|
TriCo Bancshares
|
31
|
1,375
|
|
Trustmark Corp.
|
9
|
276
|
|
UMB Financial Corp.
|
25
|
2,101
|
|
United Community Banks, Inc.
|
29
|
947
|
|
Valley National Bancorp
|
13
|
135
|
|
Veritex Holdings, Inc.
|
64
|
1,705
|
|
Washington Federal, Inc.
|
85
|
2,546
|
|
Webster Financial Corp.
|
10
|
451
|
|
Westamerica BanCorp
|
10
|
498
|
|
Western Alliance Bancorp
|
23
|
1,528
|
|
Wintrust Financial Corp.
|
32
|
2,618
|
|
|
|
97,203
|
|
Biotechnology — 8.8%
|
||
|
2seventy bio, Inc. * (a)
|
142
|
2,068
|
|
ACADIA Pharmaceuticals, Inc. *
|
48
|
790
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Biotechnology — continued
|
||
|
Alkermes plc *
|
59
|
1,309
|
|
Amicus Therapeutics, Inc. *
|
458
|
4,785
|
|
Arrowhead Pharmaceuticals, Inc. *
|
46
|
1,510
|
|
Atara Biotherapeutics, Inc. *
|
263
|
994
|
|
Beam Therapeutics, Inc. *
|
27
|
1,296
|
|
Biohaven Pharmaceutical Holding Co. Ltd. *
|
13
|
1,965
|
|
Bluebird Bio, Inc. *
|
15
|
93
|
|
Bridgebio Pharma, Inc. *
|
25
|
253
|
|
CareDx, Inc. *
|
64
|
1,089
|
|
Catalyst Pharmaceuticals, Inc. *
|
606
|
7,780
|
|
Coherus Biosciences, Inc. *
|
382
|
3,670
|
|
CTI BioPharma Corp. * (a)
|
284
|
1,651
|
|
Decibel Therapeutics, Inc. * (a)
|
2
|
7
|
|
Eiger BioPharmaceuticals, Inc. *
|
81
|
613
|
|
Emergent BioSolutions, Inc. *
|
6
|
122
|
|
Enanta Pharmaceuticals, Inc. *
|
51
|
2,651
|
|
Fate Therapeutics, Inc. *
|
138
|
3,093
|
|
Global Blood Therapeutics, Inc. *
|
27
|
1,811
|
|
Heron Therapeutics, Inc. * (a)
|
154
|
649
|
|
Insmed, Inc. *
|
12
|
259
|
|
Intellia Therapeutics, Inc. *
|
46
|
2,591
|
|
Intercept Pharmaceuticals, Inc. * (a)
|
144
|
2,005
|
|
iTeos Therapeutics, Inc. *
|
202
|
3,842
|
|
Kura Oncology, Inc. *
|
190
|
2,593
|
|
Kymera Therapeutics, Inc. *
|
52
|
1,139
|
|
Ligand Pharmaceuticals, Inc. *
|
20
|
1,679
|
|
Madrigal Pharmaceuticals, Inc. *
|
22
|
1,436
|
|
Protagonist Therapeutics, Inc. *
|
75
|
635
|
|
Relay Therapeutics, Inc. *
|
168
|
3,751
|
|
Replimune Group, Inc. *
|
117
|
2,017
|
|
REVOLUTION Medicines, Inc. *
|
100
|
1,978
|
|
Sana Biotechnology, Inc. * (a)
|
1
|
8
|
|
Sutro Biopharma, Inc. *
|
13
|
70
|
|
Syndax Pharmaceuticals, Inc. *
|
137
|
3,290
|
|
TG Therapeutics, Inc. *
|
148
|
874
|
|
Travere Therapeutics, Inc. *
|
129
|
3,191
|
|
Tyra Biosciences, Inc. * (a)
|
195
|
1,717
|
|
Xencor, Inc. *
|
139
|
3,623
|
|
Y-mAbs Therapeutics, Inc. *
|
4
|
50
|
|
|
|
74,947
|
|
Building Products — 0.4%
|
||
|
UFP Industries, Inc.
|
47
|
3,413
|
|
Capital Markets — 1.6%
|
||
|
AssetMark Financial Holdings, Inc. *
|
27
|
492
|
|
Blucora, Inc. *
|
126
|
2,446
|
|
Cowen, Inc., Class A (a)
|
55
|
2,143
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Capital Markets — continued
|
||
|
Donnelley Financial Solutions, Inc. *
|
34
|
1,274
|
|
Focus Financial Partners, Inc., Class A *
|
44
|
1,388
|
|
PJT Partners, Inc., Class A
|
41
|
2,706
|
|
Stifel Financial Corp.
|
28
|
1,465
|
|
Victory Capital Holdings, Inc., Class A
|
42
|
970
|
|
Virtus Investment Partners, Inc.
|
3
|
415
|
|
|
|
13,299
|
|
Chemicals — 1.6%
|
||
|
AdvanSix, Inc.
|
47
|
1,504
|
|
Avient Corp.
|
52
|
1,588
|
|
Cabot Corp.
|
47
|
2,984
|
|
Ecovyst, Inc. *
|
30
|
255
|
|
HB Fuller Co.
|
35
|
2,087
|
|
Ingevity Corp. *
|
40
|
2,413
|
|
Minerals Technologies, Inc.
|
13
|
621
|
|
Orion Engineered Carbons SA (Germany)
|
104
|
1,395
|
|
Tronox Holdings plc, Class A
|
67
|
827
|
|
|
|
13,674
|
|
Commercial Services & Supplies — 1.9%
|
||
|
ABM Industries, Inc.
|
57
|
2,169
|
|
Brink's Co. (The)
|
13
|
610
|
|
Ennis, Inc. (a)
|
16
|
315
|
|
GEO Group, Inc. (The), REIT * (a)
|
151
|
1,163
|
|
Healthcare Services Group, Inc.
|
25
|
302
|
|
Heritage-Crystal Clean, Inc. *
|
18
|
544
|
|
MillerKnoll, Inc.
|
159
|
2,482
|
|
Steelcase, Inc., Class A
|
184
|
1,198
|
|
Tetra Tech, Inc.
|
35
|
4,460
|
|
UniFirst Corp.
|
16
|
2,793
|
|
|
|
16,036
|
|
Communications Equipment — 2.0%
|
||
|
Calix, Inc. *
|
67
|
4,109
|
|
CommScope Holding Co., Inc. *
|
1,068
|
9,836
|
|
Extreme Networks, Inc. *
|
210
|
2,743
|
|
|
|
16,688
|
|
Construction & Engineering — 3.2%
|
||
|
Argan, Inc.
|
93
|
3,005
|
|
Comfort Systems USA, Inc.
|
76
|
7,358
|
|
EMCOR Group, Inc.
|
54
|
6,271
|
|
MasTec, Inc. *
|
56
|
3,569
|
|
MYR Group, Inc. *
|
61
|
5,145
|
|
Primoris Services Corp.
|
136
|
2,200
|
|
|
|
27,548
|
|
Construction Materials — 0.1%
|
||
|
Summit Materials, Inc., Class A *
|
48
|
1,160
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Consumer Finance — 0.3%
|
||
|
Encore Capital Group, Inc. *
|
43
|
1,965
|
|
PROG Holdings, Inc. *
|
17
|
254
|
|
|
|
2,219
|
|
Containers & Packaging — 0.2%
|
||
|
Greif, Inc., Class A
|
14
|
809
|
|
O-I Glass, Inc. *
|
66
|
861
|
|
|
|
1,670
|
|
Diversified Consumer Services — 1.3%
|
||
|
Adtalem Global Education, Inc. *
|
82
|
2,989
|
|
Chegg, Inc. *
|
303
|
6,388
|
|
Coursera, Inc. *
|
14
|
149
|
|
Perdoceo Education Corp. *
|
160
|
1,650
|
|
|
|
11,176
|
|
Diversified Telecommunication Services — 1.1%
|
||
|
Bandwidth, Inc., Class A *
|
61
|
727
|
|
EchoStar Corp., Class A * (a)
|
146
|
2,398
|
|
Liberty Latin America Ltd., Class C (Chile) *
|
817
|
5,026
|
|
Ooma, Inc. *
|
100
|
1,229
|
|
|
|
9,380
|
|
Electric Utilities — 1.0%
|
||
|
ALLETE, Inc.
|
9
|
440
|
|
IDACORP, Inc.
|
22
|
2,208
|
|
PNM Resources, Inc.
|
22
|
1,001
|
|
Portland General Electric Co.
|
87
|
3,804
|
|
Via Renewables, Inc. (a)
|
130
|
896
|
|
|
|
8,349
|
|
Electrical Equipment — 1.9%
|
||
|
Atkore, Inc. *
|
92
|
7,127
|
|
AZZ, Inc.
|
14
|
497
|
|
Bloom Energy Corp., Class A *
|
48
|
966
|
|
Encore Wire Corp.
|
31
|
3,616
|
|
Powell Industries, Inc.
|
42
|
875
|
|
SunPower Corp. * (a)
|
38
|
887
|
|
Sunrun, Inc. *
|
71
|
1,967
|
|
|
|
15,935
|
|
Electronic Equipment, Instruments & Components — 2.2%
|
||
|
Benchmark Electronics, Inc.
|
222
|
5,499
|
|
Fabrinet (Thailand) *
|
29
|
2,728
|
|
Insight Enterprises, Inc. *
|
6
|
536
|
|
OSI Systems, Inc. *
|
88
|
6,325
|
|
ScanSource, Inc. *
|
134
|
3,539
|
|
|
|
18,627
|
|
Energy Equipment & Services — 0.9%
|
||
|
Archrock, Inc.
|
37
|
236
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Energy Equipment & Services — continued
|
||
|
ChampionX Corp.
|
131
|
2,570
|
|
Helix Energy Solutions Group, Inc. *
|
58
|
223
|
|
NexTier Oilfield Solutions, Inc. *
|
196
|
1,447
|
|
Oceaneering International, Inc. *
|
90
|
712
|
|
Oil States International, Inc. *
|
74
|
287
|
|
Patterson-UTI Energy, Inc.
|
143
|
1,675
|
|
ProPetro Holding Corp. *
|
61
|
493
|
|
Select Energy Services, Inc., Class A *
|
40
|
281
|
|
|
|
7,924
|
|
Entertainment — 0.3%
|
||
|
Cinemark Holdings, Inc. *
|
34
|
407
|
|
Lions Gate Entertainment Corp., Class A *
|
233
|
1,732
|
|
|
|
2,139
|
|
Equity Real Estate Investment Trusts (REITs) — 4.6%
|
||
|
Agree Realty Corp.
|
58
|
3,906
|
|
Alexander & Baldwin, Inc.
|
65
|
1,070
|
|
American Assets Trust, Inc.
|
15
|
385
|
|
Apple Hospitality REIT, Inc.
|
139
|
1,953
|
|
Broadstone Net Lease, Inc.
|
33
|
511
|
|
Centerspace
|
10
|
673
|
|
Community Healthcare Trust, Inc.
|
17
|
547
|
|
Corporate Office Properties Trust
|
44
|
1,020
|
|
DiamondRock Hospitality Co.
|
23
|
175
|
|
Equity Commonwealth
|
89
|
2,168
|
|
Essential Properties Realty Trust, Inc.
|
30
|
587
|
|
First Industrial Realty Trust, Inc.
|
33
|
1,474
|
|
Four Corners Property Trust, Inc.
|
15
|
358
|
|
Getty Realty Corp.
|
32
|
863
|
|
Gladstone Commercial Corp.
|
32
|
497
|
|
Global Medical REIT, Inc.
|
24
|
202
|
|
Healthcare Realty Trust, Inc.
|
130
|
2,713
|
|
Highwoods Properties, Inc.
|
11
|
299
|
|
Independence Realty Trust, Inc.
|
57
|
952
|
|
Kite Realty Group Trust
|
100
|
1,721
|
|
National Storage Affiliates Trust
|
64
|
2,682
|
|
Paramount Group, Inc.
|
62
|
389
|
|
Pebblebrook Hotel Trust
|
25
|
356
|
|
Phillips Edison & Co., Inc.
|
35
|
976
|
|
Physicians Realty Trust
|
53
|
799
|
|
Piedmont Office Realty Trust, Inc., Class A
|
63
|
670
|
|
Plymouth Industrial REIT, Inc.
|
15
|
252
|
|
PotlatchDeltic Corp.
|
30
|
1,219
|
|
Retail Opportunity Investments Corp.
|
97
|
1,335
|
|
RLJ Lodging Trust
|
62
|
627
|
|
Ryman Hospitality Properties, Inc.
|
17
|
1,258
|
|
Sabra Health Care REIT, Inc.
|
29
|
383
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Equity Real Estate Investment Trusts (REITs) — continued
|
||
|
SITE Centers Corp.
|
179
|
1,915
|
|
STAG Industrial, Inc.
|
26
|
745
|
|
Terreno Realty Corp.
|
27
|
1,457
|
|
UMH Properties, Inc.
|
15
|
239
|
|
Xenia Hotels & Resorts, Inc.
|
125
|
1,724
|
|
|
|
39,100
|
|
Food & Staples Retailing — 0.7%
|
||
|
Andersons, Inc. (The)
|
58
|
1,799
|
|
BJ's Wholesale Club Holdings, Inc. *
|
25
|
1,835
|
|
SpartanNash Co.
|
6
|
168
|
|
Sprouts Farmers Market, Inc. *
|
83
|
2,309
|
|
|
|
6,111
|
|
Food Products — 0.9%
|
||
|
Darling Ingredients, Inc. *
|
112
|
7,427
|
|
Gas Utilities — 0.9%
|
||
|
Chesapeake Utilities Corp.
|
3
|
312
|
|
New Jersey Resources Corp.
|
107
|
4,125
|
|
Northwest Natural Holding Co.
|
33
|
1,453
|
|
ONE Gas, Inc.
|
26
|
1,841
|
|
Southwest Gas Holdings, Inc.
|
2
|
155
|
|
Spire, Inc.
|
3
|
164
|
|
|
|
8,050
|
|
Health Care Equipment & Supplies — 4.8%
|
||
|
Alphatec Holdings, Inc. *
|
288
|
2,518
|
|
AngioDynamics, Inc. *
|
178
|
3,638
|
|
Axonics, Inc. *
|
130
|
9,166
|
|
Bioventus, Inc., Class A * (a)
|
86
|
600
|
|
Cardiovascular Systems, Inc. *
|
224
|
3,096
|
|
Inspire Medical Systems, Inc. *
|
27
|
4,837
|
|
LivaNova plc *
|
72
|
3,671
|
|
Nevro Corp. *
|
14
|
634
|
|
NuVasive, Inc. *
|
37
|
1,622
|
|
SeaSpine Holdings Corp. *
|
103
|
586
|
|
Shockwave Medical, Inc. *
|
17
|
4,810
|
|
STAAR Surgical Co. *
|
36
|
2,561
|
|
Varex Imaging Corp. *
|
29
|
609
|
|
ViewRay, Inc. *
|
363
|
1,320
|
|
Zynex, Inc. (a)
|
146
|
1,328
|
|
|
|
40,996
|
|
Health Care Providers & Services — 2.7%
|
||
|
AdaptHealth Corp. *
|
160
|
3,003
|
|
AMN Healthcare Services, Inc. *
|
15
|
1,632
|
|
Fulgent Genetics, Inc. *
|
48
|
1,845
|
|
HealthEquity, Inc. *
|
20
|
1,317
|
|
Joint Corp. (The) *
|
25
|
395
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Health Care Providers & Services — continued
|
||
|
ModivCare, Inc. *
|
2
|
199
|
|
OPKO Health, Inc. * (a)
|
405
|
764
|
|
Option Care Health, Inc. *
|
294
|
9,267
|
|
Progyny, Inc. *
|
90
|
3,338
|
|
Tenet Healthcare Corp. *
|
26
|
1,329
|
|
|
|
23,089
|
|
Health Care Technology — 0.8%
|
||
|
Allscripts Healthcare Solutions, Inc. *
|
94
|
1,431
|
|
Evolent Health, Inc., Class A *
|
32
|
1,161
|
|
Health Catalyst, Inc. *
|
91
|
882
|
|
NextGen Healthcare, Inc. *
|
173
|
3,062
|
|
|
|
6,536
|
|
Hotels, Restaurants & Leisure — 2.0%
|
||
|
Bloomin' Brands, Inc.
|
155
|
2,845
|
|
Boyd Gaming Corp.
|
58
|
2,770
|
|
Marriott Vacations Worldwide Corp.
|
27
|
3,302
|
|
Red Rock Resorts, Inc., Class A
|
149
|
5,108
|
|
SeaWorld Entertainment, Inc. *
|
60
|
2,708
|
|
|
|
16,733
|
|
Household Durables — 1.4%
|
||
|
Helen of Troy Ltd. *
|
6
|
569
|
|
LGI Homes, Inc. *
|
8
|
651
|
|
Meritage Homes Corp. *
|
35
|
2,494
|
|
Sonos, Inc. *
|
77
|
1,065
|
|
Taylor Morrison Home Corp. *
|
123
|
2,871
|
|
TopBuild Corp. *
|
24
|
3,905
|
|
Tri Pointe Homes, Inc. *
|
50
|
764
|
|
|
|
12,319
|
|
Household Products — 0.1%
|
||
|
Central Garden & Pet Co., Class A *
|
20
|
673
|
|
Independent Power and Renewable Electricity Producers — 0.2%
|
||
|
Clearway Energy, Inc.
|
28
|
808
|
|
Clearway Energy, Inc., Class C
|
35
|
1,118
|
|
|
|
1,926
|
|
Insurance — 0.9%
|
||
|
American Equity Investment Life Holding Co.
|
6
|
208
|
|
Employers Holdings, Inc.
|
34
|
1,159
|
|
Kinsale Capital Group, Inc.
|
10
|
2,529
|
|
RLI Corp.
|
35
|
3,634
|
|
|
|
7,530
|
|
Interactive Media & Services — 0.7%
|
||
|
EverQuote, Inc., Class A *
|
17
|
113
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Interactive Media & Services — continued
|
||
|
QuinStreet, Inc. *
|
164
|
1,726
|
|
Yelp, Inc. *
|
115
|
3,886
|
|
|
|
5,725
|
|
IT Services — 1.9%
|
||
|
CSG Systems International, Inc.
|
47
|
2,459
|
|
DigitalOcean Holdings, Inc. * (a)
|
51
|
1,842
|
|
EVERTEC, Inc. (Puerto Rico)
|
12
|
376
|
|
Information Services Group, Inc.
|
405
|
1,929
|
|
International Money Express, Inc. *
|
180
|
4,101
|
|
Perficient, Inc. *
|
81
|
5,289
|
|
|
|
15,996
|
|
Leisure Products — 0.4%
|
||
|
Acushnet Holdings Corp.
|
76
|
3,305
|
|
Life Sciences Tools & Services — 0.4%
|
||
|
Adaptive Biotechnologies Corp. *
|
18
|
125
|
|
Medpace Holdings, Inc. *
|
20
|
3,234
|
|
|
|
3,359
|
|
Machinery — 1.7%
|
||
|
Altra Industrial Motion Corp.
|
56
|
1,889
|
|
Douglas Dynamics, Inc.
|
41
|
1,131
|
|
EnPro Industries, Inc.
|
7
|
603
|
|
Hillenbrand, Inc.
|
69
|
2,534
|
|
Kadant, Inc.
|
11
|
1,814
|
|
Mueller Industries, Inc.
|
42
|
2,514
|
|
Terex Corp.
|
13
|
392
|
|
Wabash National Corp.
|
241
|
3,749
|
|
|
|
14,626
|
|
Marine — 0.1%
|
||
|
Eagle Bulk Shipping, Inc.
|
11
|
492
|
|
Safe Bulkers, Inc. (Greece) (a)
|
133
|
329
|
|
|
|
821
|
|
Media — 0.7%
|
||
|
AMC Networks, Inc., Class A *
|
68
|
1,376
|
|
Cardlytics, Inc. *
|
46
|
430
|
|
Gray Television, Inc.
|
53
|
759
|
|
John Wiley & Sons, Inc., Class A
|
19
|
715
|
|
Sinclair Broadcast Group, Inc., Class A
|
116
|
2,102
|
|
Thryv Holdings, Inc. *
|
36
|
826
|
|
|
|
6,208
|
|
Metals & Mining — 1.1%
|
||
|
Alpha Metallurgical Resources, Inc.
|
7
|
944
|
|
Arconic Corp. *
|
73
|
1,245
|
|
ATI, Inc. *
|
25
|
660
|
|
Coeur Mining, Inc. *
|
99
|
338
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Metals & Mining — continued
|
||
|
Commercial Metals Co.
|
105
|
3,711
|
|
Constellium SE *
|
117
|
1,189
|
|
Materion Corp.
|
7
|
578
|
|
Olympic Steel, Inc.
|
7
|
161
|
|
Schnitzer Steel Industries, Inc., Class A
|
22
|
621
|
|
|
|
9,447
|
|
Mortgage Real Estate Investment Trusts (REITs) — 1.5%
|
||
|
Arbor Realty Trust, Inc.
|
55
|
638
|
|
Ares Commercial Real Estate Corp.
|
179
|
1,872
|
|
Blackstone Mortgage Trust, Inc., Class A
|
135
|
3,146
|
|
Dynex Capital, Inc.
|
161
|
1,872
|
|
Ellington Financial, Inc.
|
24
|
269
|
|
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
|
6
|
195
|
|
KKR Real Estate Finance Trust, Inc.
|
179
|
2,905
|
|
Ladder Capital Corp.
|
126
|
1,125
|
|
Ready Capital Corp.
|
52
|
527
|
|
Redwood Trust, Inc. (a)
|
41
|
237
|
|
TPG RE Finance Trust, Inc.
|
29
|
203
|
|
|
|
12,989
|
|
Multiline Retail — 0.2%
|
||
|
Dillard's, Inc., Class A (a)
|
6
|
1,637
|
|
Multi-Utilities — 0.2%
|
||
|
Avista Corp.
|
15
|
556
|
|
Unitil Corp.
|
22
|
1,036
|
|
|
|
1,592
|
|
Oil, Gas & Consumable Fuels — 4.1%
|
||
|
Antero Resources Corp. *
|
9
|
272
|
|
Arch Resources, Inc. (a)
|
18
|
2,129
|
|
Chord Energy Corp.
|
17
|
2,317
|
|
CNX Resources Corp. *
|
79
|
1,228
|
|
CONSOL Energy, Inc.
|
13
|
830
|
|
Delek US Holdings, Inc.
|
114
|
3,108
|
|
Dorian LPG Ltd.
|
43
|
584
|
|
Green Plains, Inc. *
|
40
|
1,154
|
|
Magnolia Oil & Gas Corp., Class A
|
208
|
4,132
|
|
Matador Resources Co.
|
35
|
1,712
|
|
Murphy Oil Corp.
|
121
|
4,245
|
|
Ovintiv, Inc.
|
122
|
5,598
|
|
PBF Energy, Inc., Class A *
|
25
|
876
|
|
PDC Energy, Inc.
|
66
|
3,814
|
|
Peabody Energy Corp. *
|
37
|
928
|
|
REX American Resources Corp. *
|
23
|
643
|
|
SM Energy Co.
|
33
|
1,245
|
|
|
|
34,815
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Paper & Forest Products — 0.1%
|
||
|
Louisiana-Pacific Corp.
|
16
|
804
|
|
Personal Products — 1.9%
|
||
|
BellRing Brands, Inc. *
|
271
|
5,592
|
|
Herbalife Nutrition Ltd. *
|
185
|
3,683
|
|
Medifast, Inc.
|
25
|
2,698
|
|
Nu Skin Enterprises, Inc., Class A
|
43
|
1,445
|
|
USANA Health Sciences, Inc. *
|
44
|
2,435
|
|
|
|
15,853
|
|
Pharmaceuticals — 1.5%
|
||
|
Aclaris Therapeutics, Inc. *
|
155
|
2,435
|
|
Amneal Pharmaceuticals, Inc. *
|
253
|
510
|
|
Amphastar Pharmaceuticals, Inc. *
|
49
|
1,385
|
|
Arvinas, Inc. *
|
61
|
2,724
|
|
Corcept Therapeutics, Inc. *
|
68
|
1,751
|
|
Esperion Therapeutics, Inc. *
|
11
|
72
|
|
Fulcrum Therapeutics, Inc. * (a)
|
160
|
1,294
|
|
Reata Pharmaceuticals, Inc., Class A *
|
98
|
2,473
|
|
|
|
12,644
|
|
Professional Services — 2.5%
|
||
|
Barrett Business Services, Inc.
|
60
|
4,720
|
|
CACI International, Inc., Class A *
|
14
|
3,746
|
|
Heidrick & Struggles International, Inc.
|
7
|
174
|
|
Huron Consulting Group, Inc. *
|
55
|
3,622
|
|
Kelly Services, Inc., Class A
|
187
|
2,544
|
|
Kforce, Inc.
|
41
|
2,399
|
|
Korn Ferry
|
13
|
637
|
|
TriNet Group, Inc. *
|
10
|
698
|
|
TrueBlue, Inc. *
|
103
|
1,959
|
|
Upwork, Inc. *
|
52
|
707
|
|
|
|
21,206
|
|
Real Estate Management & Development — 0.5%
|
||
|
Anywhere Real Estate, Inc. *
|
124
|
1,004
|
|
Cushman & Wakefield plc *
|
76
|
869
|
|
Kennedy-Wilson Holdings, Inc.
|
128
|
1,987
|
|
|
|
3,860
|
|
Road & Rail — 0.8%
|
||
|
ArcBest Corp.
|
73
|
5,333
|
|
Schneider National, Inc., Class B
|
53
|
1,072
|
|
Werner Enterprises, Inc.
|
11
|
406
|
|
|
|
6,811
|
|
Semiconductors & Semiconductor Equipment — 2.5%
|
||
|
Amkor Technology, Inc.
|
66
|
1,120
|
|
Axcelis Technologies, Inc. *
|
41
|
2,459
|
|
Cirrus Logic, Inc. *
|
14
|
946
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Semiconductors & Semiconductor Equipment — continued
|
||
|
Cohu, Inc. *
|
82
|
2,122
|
|
MACOM Technology Solutions Holdings, Inc. *
|
13
|
668
|
|
MaxLinear, Inc. *
|
30
|
992
|
|
Rambus, Inc. *
|
59
|
1,507
|
|
Semtech Corp. *
|
13
|
388
|
|
Silicon Laboratories, Inc. *
|
73
|
8,986
|
|
SiTime Corp. *
|
11
|
874
|
|
Veeco Instruments, Inc. *
|
78
|
1,424
|
|
|
|
21,486
|
|
Software — 5.6%
|
||
|
Alkami Technology, Inc. *
|
11
|
162
|
|
Asana, Inc., Class A *
|
169
|
3,767
|
|
Blackline, Inc. *
|
48
|
2,893
|
|
Box, Inc., Class A *
|
210
|
5,122
|
|
CommVault Systems, Inc. *
|
48
|
2,570
|
|
eGain Corp. *
|
479
|
3,522
|
|
LiveRamp Holdings, Inc. *
|
94
|
1,701
|
|
Marathon Digital Holdings, Inc. * (a)
|
29
|
314
|
|
Momentive Global, Inc. *
|
202
|
1,176
|
|
PagerDuty, Inc. *
|
91
|
2,092
|
|
Paycor HCM, Inc. * (a)
|
49
|
1,458
|
|
Q2 Holdings, Inc. *
|
37
|
1,178
|
|
Qualys, Inc. *
|
25
|
3,467
|
|
Rapid7, Inc. *
|
42
|
1,789
|
|
Riot Blockchain, Inc. * (a)
|
193
|
1,351
|
|
Sprout Social, Inc., Class A *
|
31
|
1,851
|
|
SPS Commerce, Inc. *
|
3
|
311
|
|
Varonis Systems, Inc. *
|
200
|
5,316
|
|
Workiva, Inc. *
|
53
|
4,139
|
|
Xperi Holding Corp.
|
136
|
1,919
|
|
Zuora, Inc., Class A *
|
179
|
1,322
|
|
|
|
47,420
|
|
Specialty Retail — 3.2%
|
||
|
Abercrombie & Fitch Co., Class A *
|
113
|
1,759
|
|
Academy Sports & Outdoors, Inc.
|
93
|
3,931
|
|
Asbury Automotive Group, Inc. *
|
3
|
423
|
|
Bed Bath & Beyond, Inc. * (a)
|
37
|
226
|
|
Group 1 Automotive, Inc.
|
17
|
2,457
|
|
Guess?, Inc. (a)
|
61
|
902
|
|
Hibbett, Inc.
|
20
|
977
|
|
Lithia Motors, Inc., Class A
|
3
|
558
|
|
Murphy USA, Inc.
|
31
|
8,639
|
|
ODP Corp. (The) *
|
68
|
2,390
|
|
Signet Jewelers Ltd.
|
19
|
1,064
|
|
Sleep Number Corp. *
|
23
|
778
|
|
Sonic Automotive, Inc., Class A
|
38
|
1,637
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Specialty Retail — continued
|
||
|
Winmark Corp.
|
3
|
714
|
|
Zumiez, Inc. *
|
54
|
1,156
|
|
|
|
27,611
|
|
Textiles, Apparel & Luxury Goods — 1.2%
|
||
|
Crocs, Inc. *
|
70
|
4,788
|
|
Deckers Outdoor Corp. *
|
10
|
3,321
|
|
G-III Apparel Group Ltd. *
|
38
|
567
|
|
Steven Madden Ltd.
|
58
|
1,547
|
|
|
|
10,223
|
|
Thrifts & Mortgage Finance — 1.9%
|
||
|
Axos Financial, Inc. *
|
33
|
1,123
|
|
Essent Group Ltd.
|
107
|
3,746
|
|
Luther Burbank Corp.
|
14
|
159
|
|
Merchants Bancorp
|
22
|
495
|
|
MGIC Investment Corp.
|
96
|
1,236
|
|
Mr. Cooper Group, Inc. *
|
15
|
595
|
|
NMI Holdings, Inc., Class A *
|
78
|
1,589
|
|
Northfield Bancorp, Inc.
|
109
|
1,558
|
|
Radian Group, Inc.
|
284
|
5,481
|
|
|
|
15,982
|
|
Trading Companies & Distributors — 1.6%
|
||
|
BlueLinx Holdings, Inc. *
|
22
|
1,362
|
|
Boise Cascade Co.
|
23
|
1,360
|
|
GATX Corp.
|
8
|
698
|
|
MRC Global, Inc. *
|
225
|
1,614
|
|
NOW, Inc. *
|
484
|
4,862
|
|
Rush Enterprises, Inc., Class A
|
15
|
654
|
|
Titan Machinery, Inc. *
|
38
|
1,074
|
|
Veritiv Corp. *
|
17
|
1,699
|
|
WESCO International, Inc. *
|
2
|
239
|
|
|
|
13,562
|
|
Water Utilities — 0.6%
|
||
|
American States Water Co.
|
71
|
5,531
|
|
Total Common Stocks
(Cost $862,075)
|
|
832,200
|
|
Short-Term Investments — 4.5%
|
||
|
Investment Companies — 2.6%
|
||
|
JPMorgan Prime Money Market Fund Class IM Shares, 3.02% (b) (c)
(Cost $21,529)
|
21,525
|
21,533
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Short-Term Investments — continued
|
||
|
Investment of Cash Collateral from Securities Loaned — 1.9%
|
||
|
JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 2.71% (b) (c)
|
14,581
|
14,581
|
|
JPMorgan U.S. Government Money Market Fund Class IM Shares, 2.73% (b) (c)
|
1,844
|
1,844
|
|
Total Investment of Cash Collateral from Securities Loaned
(Cost $16,423)
|
|
16,425
|
|
Total Short-Term Investments
(Cost $37,952)
|
|
37,958
|
|
Total Investments — 102.3%
(Cost $900,027)
|
|
870,158
|
|
Liabilities in Excess of Other Assets — (2.3)%
|
|
(19,422)
|
|
NET ASSETS — 100.0%
|
|
850,736
|
|
Percentages indicated are based on net assets.
|
|
Abbreviations
|
|
|
REIT
|
Real Estate Investment Trust
|
|
^
|
Amount rounds to less than 0.1% of net assets.
|
|
|
*
|
Non-income producing security.
|
|
|
(a)
|
The security or a portion of this security is on loan at September 30, 2022. The total value of securities on loan at September
30, 2022 is
$15,644.
|
|
|
(b)
|
Investment in an affiliated fund, which is registered under the Investment Company Act of 1940, as amended, and is advised
by J.P. Morgan
Investment Management Inc.
|
|
|
(c)
|
The rate shown is the current yield as of September 30, 2022.
|
|
|
DESCRIPTION
|
NUMBER OF
CONTRACTS
|
EXPIRATION DATE
|
TRADING CURRENCY
|
NOTIONAL
AMOUNT ($)
|
VALUE AND
UNREALIZED
APPRECIATION
(DEPRECIATION) ($)
|
|
Long Contracts
|
|
|
|
|
|
|
Russell 2000 E-Mini Index
|
197
|
12/16/2022
|
USD
|
16,449
|
(1,929)
|
|
Abbreviations
|
|
|
USD
|
United States Dollar
|
|
|
|
|
|
|
|
|
Level 1
Quoted prices
|
Level 2
Other significant
observable inputs
|
Level 3
Significant
unobservable inputs
|
Total
|
|
Total Investments in Securities (a)
|
$870,158
|
$—
|
$—
|
$870,158
|
|
Depreciation in Other Financial Instruments
|
|
|
|
|
|
Futures Contracts (a)
|
$(1,929)
|
$—
|
$—
|
$(1,929)
|
|
|
|
|
(a)
|
Please refer to the SOI for specifics of portfolio holdings.
|
|
|
|||||||||
|
For the period ended September 30, 2022
|
|||||||||
|
Security Description
|
Value at
June 30,
2022
|
Purchases at
Cost
|
Proceeds from
Sales
|
Net Realized
Gain (Loss)
|
Change in
Unrealized
Appreciation/
(Depreciation)
|
Value at
September 30,
2022
|
Shares at
September 30,
2022
|
Dividend
Income
|
Capital Gain
Distributions
|
|
JPMorgan Prime Money Market Fund Class IM
Shares, 3.02% (a) (b)
|
$23,202
|
$48,345
|
$50,019
|
$1
|
$4
|
$21,533
|
21,525
|
$124
|
$—
|
|
JPMorgan Securities Lending Money Market
Fund Agency SL Class Shares, 2.71%
(a) (b)
|
18,571
|
26,000
|
30,000
|
8
|
2
|
14,581
|
14,581
|
90
|
—
|
|
JPMorgan U.S. Government Money Market
Fund Class IM Shares, 2.73% (a) (b)
|
1,124
|
22,257
|
21,537
|
—
|
—
|
1,844
|
1,844
|
13
|
—
|
|
Total
|
$42,897
|
$96,602
|
$101,556
|
$9
|
$6
|
$37,958
|
|
$227
|
$—
|
|
|
|
|
(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, 2022.
|