0001752724-24-127588.txt : 20240530 0001752724-24-127588.hdr.sgml : 20240530 20240530093432 ACCESSION NUMBER: 0001752724-24-127588 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240530 DATE AS OF CHANGE: 20240530 PERIOD START: 20240630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JPMorgan Trust I CENTRAL INDEX KEY: 0001217286 ORGANIZATION NAME: IRS NUMBER: 331043149 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21295 FILM NUMBER: 241001565 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 S000018066 JPMorgan SmartRetirement 2035 Fund C000050052 Class A SRJAX C000050053 Class C SRJCX C000050054 Class I SRJSX C000050055 Class R5 SRJIX C000070634 Class R2 SRJZX C000148431 Class R6 SRJYX C000169491 Class R3 SRJPX C000169492 Class R4 SRJQX NPORT-P 1 primary_doc.xml NPORT-P false 0001217286 XXXXXXXX S000018066 C000148431 C000050052 C000050055 C000050054 C000169492 C000169491 C000050053 C000070634 JPMorgan Trust I 811-21295 0001217286 549300DM5WZMCZZ70R78 277 Park Avenue New York 10172 800-480-4111 JPMorgan SmartRetirement 2035 Fund S000018066 549300FO6YOY2ZWHGU24 2024-06-30 2024-03-31 N 3766299598.55 573537.07 3765726061.48 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 211006.60000000 N 37.23% SP500GRUSD0, 25.45% 1TRUSD0, 17.65% EAFERNRUSD0, 6.52% EMGLRNRUSD0, 4.92% SP400GRUSD0, 3.27% 5273TRUSD0, 2.68% RU2000GRUSD0, 1.4% RMZGRUSD0, 0.88% EMBIGDTRUSD0 IBXUSD006816 JPMorgan Small Cap Value Fund 549300V4YKXS0HHDUK18 JPMorgan Small Cap Value Fund, Class R6 4812C0225 734813.36300000 NS USD 20912788.31000000 0.555345449153 Long RF US N 1 N N N JPMorgan Realty Income ETF 549300R863426H3TN061 JPMorgan Realty Income ETF 46641Q126 886293.00000000 NS USD 38863948.05000000 1.032043951564 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 1261118.00000000 NS USD 116590359.10000000 3.096092418740 Long RF US N 1 N N N JPMorgan Emerging Markets Debt Fund 8KLDAXM5A9FOP50PQD10 JPMorgan Emerging Markets Debt Fund, Class R6 48121A134 5307116.76000000 NS USD 32957195.08000000 0.875188331331 Long RF US N 1 N N N JPMorgan International Research Enhanced Equity ETF 549300O57YNNVO2LZJ82 JPMorgan International Research Enhanced Equity ETF 46641Q134 6190968.00000000 NS USD 387678416.16000000 10.29491816002 Long RF US N 1 N N N N/A N/A MSCI Emerging Markets E-Mini Index N/A 1257.00000000 NC USD -72923.24000000 -0.00193649880 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI Emerging Markets E-Mini Index US55353S1050 2024-06-21 65917080.00000000 USD -72923.24000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CGG0 4378000.00000000 PA USD 4342371.75000000 0.115313001506 Long DBT UST US N 2 2025-01-31 Fixed 4.12500000 N N N N N N JPMorgan Global Select Equity ETF 5493000IA63JXH4YO068 JPMorgan Global Select Equity ETF 46654Q740 4593751.00000000 NS USD 263727244.91000000 7.003357137623 Long RF US N 1 N N N JPMorgan ActiveBuilders Emerging Markets Equity ETF 549300YT4VMRJKDB1P44 JPMorgan ActiveBuilders Emerging Markets Equity ETF 46641Q266 2295751.00000000 NS USD 84139274.15000000 2.234343995721 Long RF US N 1 N N N JPMorgan Core Plus Bond Fund JW89OQCNJOLWVS3KT374 JPMorgan Core Plus Bond Fund, Class R6 4812C0134 98215410.18400000 NS USD 704204491.02000000 18.70036427299 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 4629964.33000000 NS USD 73431234.27000000 1.949988742440 Long RF US N 1 N N N JPMorgan Small Cap Equity Fund 549300RO68EY7ZS30I29 JPMorgan Small Cap Equity Fund, Class R6 48127B862 369609.87600000 NS USD 21145381.01000000 0.561522018988 Long RF US N 1 N N N JPMorgan High Yield Fund 15QB5UY3VV3GNSMNPX63 JPMorgan High Yield Fund, Class R6 4812C0126 15160589.89300000 NS USD 97482593.01000000 2.588679883201 Long RF US N 1 N N N JPMorgan International Equity Fund HQ7PRYSQNFVGDT1BSL78 JPMorgan International Equity Fund, Class R6 48121L882 10243040.25100000 NS USD 205577817.84000000 5.459181429655 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 51717449.03000000 NS USD 51717449.03000000 1.373372576381 Long STIV 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 8499269.04910000 NS USD 347280133.35000000 9.222129482607 Long RF US N 1 N N N JPMorgan Growth Advantage Fund 549300WH8DD4YVIMGX89 JPMorgan Growth Advantage Fund, Class R6 46640W108 8463548.03700000 NS USD 329147383.16000000 8.740608790609 Long RF US N 1 N N N JPMorgan Small Cap Growth Fund 549300O2OV2J830JXI18 JPMorgan Small Cap Growth Fund, Class R6 48121L825 919207.09000000 NS USD 20424781.54000000 0.542386281066 Long RF US N 1 N N N JPMorgan BetaBuilders USD High Yield Corporate Bond ETF 549300UUJZT2ZWE64W88 JPMorgan BetaBuilders USD High Yield Corporate Bond ETF 46641Q878 505986.00000000 NS USD 23371493.34000000 0.620637108446 Long RF US N 1 N N N JPMorgan Emerging Markets Equity Fund YGO3SVACG8PL3FXK2G86 JPMorgan Emerging Markets Equity Fund, Class R6 48121L122 682906.00300000 NS USD 20787658.73000000 0.552022595128 Long RF US N 1 N N N JPMorgan U.S. Equity Fund 549300O4STN5CE50YK08 JPMorgan U.S. Equity Fund, Class R6 48121L817 14397707.16000000 NS USD 341801567.98000000 9.076644514223 Long RF US N 1 N N N JPMorgan Core Bond Fund DQ695W4P67V7A4LC6I09 JPMorgan Core Bond Fund, Class R6 4812C0100 23047862.35900000 NS USD 234857717.44000000 6.236718061953 Long RF US N 1 N N N JPMorgan BetaBuilders MSCI US REIT ETF 549300UDD0DL9T2E4I67 JPMorgan BetaBuilders MSCI US REIT ETF 46641Q738 147359.00000000 NS USD 13038324.32000000 0.346236664779 Long RF US N 1 N N N JPMorgan Value Advantage Fund 549300P7ZUUEK5GQXK57 JPMorgan Value Advantage Fund, Class R6 46641U382 8530809.99400000 NS USD 331848508.77000000 8.812338002079 Long RF US N 1 N N N 2024-04-30 JPMorgan Trust I Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer XXXX NPORT-EX 2 JPMSR2035.htm PART F EDGAR HTML
JPMorgan SmartRetirement® 2035 Fund
Schedule of Portfolio Investments as of March 31, 2024
(Unaudited) 
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., 2024.
JPMorgan SmartRetirement® 2035 Fund
SCHEDULE OF PORTFOLIO INVESTMENTS
AS OF March 31, 2024 (Unaudited)
 
INVESTMENTS
SHARES
(000)
VALUE
($000)
Investment Companies — 74.1%
Fixed Income — 29.0%
JPMorgan Core Bond Fund Class R6 Shares (a)
23,526
239,729
JPMorgan Core Plus Bond Fund Class R6 Shares (a)
100,158
718,131
JPMorgan Emerging Markets Debt Fund Class R6 Shares (a)
5,307
32,957
JPMorgan High Yield Fund Class R6 Shares (a)
15,160
97,483
Total Fixed Income
 
1,088,300
International Equity — 7.9%
JPMorgan Emerging Markets Equity Fund Class R6 Shares (a)
683
20,788
JPMorgan Emerging Markets Research Enhanced Equity Fund Class R6 Shares (a)
4,630
73,431
JPMorgan International Equity Fund Class R6 Shares (a)
10,150
203,705
Total International Equity
 
297,924
U.S. Equity — 37.2%
JPMorgan Growth Advantage Fund Class R6 Shares * (a)
8,328
323,869
JPMorgan Small Cap Equity Fund Class R6 Shares (a)
369
21,145
JPMorgan Small Cap Growth Fund Class R6 Shares * (a)
919
20,425
JPMorgan Small Cap Value Fund Class R6 Shares (a)
735
20,905
JPMorgan U.S. Equity Fund Class R6 Shares (a)
14,398
341,802
JPMorgan U.S. Research Enhanced Equity Fund Class R6 Shares (a)
8,331
340,399
JPMorgan Value Advantage Fund Class R6 Shares (a)
8,380
325,999
Total U.S. Equity
 
1,394,544
Total Investment Companies
(Cost $2,083,577)
 
2,780,768
Exchange-Traded Funds — 24.4%
Alternative Assets — 1.4%
JPMorgan BetaBuilders MSCI US REIT ETF (a)
148
13,038
JPMorgan Realty Income ETF (a)
886
38,864
Total Alternative Assets
 
51,902
Fixed Income — 0.6%
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (a)
506
23,372
International Equity — 12.3%
JPMorgan ActiveBuilders Emerging Markets Equity ETF (a)
2,296
84,139
JPMorgan International Research Enhanced Equity ETF (a)
6,049
378,800
Total International Equity
 
462,939
International Funds — 7.0%
JPMorgan Global Select Equity ETF (a)
4,594
263,727
U.S. Equity — 3.1%
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (a)
1,238
114,473
Total Exchange-Traded Funds
(Cost $794,189)
 
916,413
 
PRINCIPAL
AMOUNT
($000)
 
U.S. Treasury Obligations — 0.1%
U.S. Treasury Notes
4.13%, 1/31/2025 (b) (Cost $4,348)
4,378
4,343
JPMorgan SmartRetirement® 2035 Fund
SCHEDULE OF PORTFOLIO INVESTMENTS
AS OF March 31, 2024 (Unaudited) (continued)
 INVESTMENTS
SHARES
(000)
VALUE
($000)
Short-Term Investments — 1.4%
Investment Companies — 1.4%
JPMorgan U.S. Government Money Market Fund Class IM Shares, 5.25% (a) (c)
(Cost $51,717)
51,717
51,717
Total Investments — 100.0%
(Cost $2,933,831)
 
3,753,241
Other Assets Less Liabilities — 0.0% ^
 
1,792
NET ASSETS — 100.0%
 
3,755,033
 
Percentages indicated are based on net assets.
 
Abbreviations
 
ETF
Exchange Traded Fund
REIT
Real Estate Investment Trust
USD
United States Dollar
 
^
Amount rounds to less than 0.1% of net assets.
*
Non-income producing security.
 
(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 March 31, 2024.
 
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 each 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 March 31, 2024 (amounts in thousands, except number of contracts):
 
DESCRIPTION
NUMBER OF
CONTRACTS
EXPIRATION DATE
TRADING CURRENCY
NOTIONAL
AMOUNT ($)
VALUE AND
UNREALIZED
APPRECIATION
(DEPRECIATION) ($)
Long Contracts
 
 
 
 
 
MSCI Emerging Markets E-Mini Index
1,257
06/21/2024
USD
65,917
(73
)
 
Abbreviations
 
MSCI
Morgan Stanley Capital International
USD
United States Dollar
JPMorgan SmartRetirement® 2035 Fund
SCHEDULE OF PORTFOLIO INVESTMENTS
AS OF March 31, 2024 (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.
Under Section 2(a)(41) of the Investment Company Act of 1940, the Board is required to determine fair value for securities that do not have readily available market quotations. Under SEC Rule 2a-5 (Good Faith Determinations of Fair Value), the Board may designate the performance of these fair valuation determinations to a valuation designee. The Board has designated the Adviser as the “Valuation Designee” to perform fair valuation determinations for the Funds on behalf of the Board subject to appropriate oversight by the Board. The Adviser, as Valuation Designee, leverages the J.P. Morgan Asset Management Americas Valuation Committee (“AVC”) to help oversee and carry out the policies for the valuation of investments held in the Funds. The Adviser, as Valuation Designee, remains responsible for the valuation determinations.
This oversight by the AVC 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
$916,413
$—
$—
$916,413
Investment Companies
2,780,768
—
—
2,780,768
JPMorgan SmartRetirement® 2035 Fund
SCHEDULE OF PORTFOLIO INVESTMENTS
AS OF March 31, 2024 (Unaudited) (continued)
(Dollar values in thousands)
 
 
 
 
 
 
Level 1
Quoted prices
Level 2
Other significant
observable inputs
Level 3
Significant
unobservable inputs
Total
U.S. Treasury Obligations
$—
$4,343
$—
$4,343
Short-Term Investments
 
 
 
 
Investment Companies
51,717
—
—
51,717
Total Investments in Securities
$3,748,898
$4,343
$—
$3,753,241
Depreciation in Other Financial Instruments
 
 
 
 
Futures Contracts
$(73
)
$—
$—
$(73
)
B. Investment Transactions with Affiliates— The Fund invested in Underlying Funds and ETFs 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 the Underlying Funds and ETFs. Reinvestment amounts are included in the purchases at cost amounts in the table below. 
 
For the period ended March 31, 2024
Security Description
Value at
June 30,
2023
Purchases at
Cost
Proceeds from
Sales
Net Realized
Gain (Loss)
Change in
Unrealized
Appreciation/
(Depreciation)
Value at
March 31,
2024
Shares at
March 31,
2024
Dividend
Income
Capital Gain
Distributions
JPMorgan ActiveBuilders Emerging Markets
Equity ETF  (a)
$73,959
$20,220
$10,965
$(1,414
)
$2,339
$84,139
2,296
$2,120
$—
JPMorgan BetaBuilders MSCI US REIT ETF  (a)
14,120
553
2,350
(65
)
780
13,038
148
346
—
JPMorgan BetaBuilders U.S. Mid Cap Equity
ETF  (a)
102,150
19,523
24,282
(66
)
17,148
114,473
1,238
1,030
—
(b)
JPMorgan BetaBuilders USD High Yield
Corporate Bond ETF  (a)
3,903
21,420
2,152
(350
)
551
23,372
506
277
—
JPMorgan Core Bond Fund Class R6 Shares
 (a)
282,832
28,216
71,526
(8,344
)
8,551
239,729
23,526
6,630
—
JPMorgan Core Plus Bond Fund Class R6
Shares  (a)
624,553
168,990
75,426
(12,558
)
12,572
718,131
100,158
20,161
—
JPMorgan Emerging Markets Debt Fund
Class R6 Shares  (a)
2,294
29,983
—
—
680
32,957
5,307
332
—
JPMorgan Emerging Markets Equity Fund
Class R6 Shares  (a)
11,502
9,794
1,215
(61
)
768
20,788
683
188
—
JPMorgan Emerging Markets Research
Enhanced Equity Fund Class R6 Shares  (a)
91,064
6,423
25,546
(1,631
)
3,121
73,431
4,630
2,559
—
JPMorgan Global Select Equity ETF  (a)
—
243,527
15,965
709
35,456
263,727
4,594
448
—
JPMorgan Growth Advantage Fund Class R6
Shares  (a) *
409,862
9,633
171,564
48,704
27,234
323,869
8,328
—
2,125
JPMorgan High Yield Fund Class R6 Shares
 (a)
94,320
39,587
40,797
(2,261
)
6,634
97,483
15,160
6,007
—
JPMorgan International Equity Fund Class R6
Shares  (a)
269,333
5,128
84,217
(10,554
)
24,015
203,705
10,150
5,128
—
JPMorgan International Research Enhanced
Equity ETF  (a)
500,580
29,552
187,657
10,282
26,043
378,800
6,049
12,893
—
JPMorgan Realty Income ETF  (a)
41,545
2,243
6,587
(673
)
2,336
38,864
886
842
—
JPMorgan Small Cap Equity Fund Class R6
Shares  (a)
43,241
3,447
27,057
1,347
167
21,145
369
441
1,314
JPMorgan Small Cap Growth Fund Class R6
Shares  (a) *
22,675
2,197
7,282
(1,811
)
4,646
20,425
919
—
—
JPMorgan Small Cap Value Fund Class R6
Shares  (a)
21,658
1,410
5,130
(337
)
3,304
20,905
735
274
29
JPMorgan U.S. Equity Fund Class R6 Shares
 (a)
386,072
12,839
112,672
29,332
26,231
341,802
14,398
2,502
3,498
JPMorgan SmartRetirement® 2035 Fund
SCHEDULE OF PORTFOLIO INVESTMENTS
AS OF March 31, 2024 (Unaudited) (continued)
(Dollar values in thousands)
 
For the period ended March 31, 2024
Security Description
Value at
June 30,
2023
Purchases at
Cost
Proceeds from
Sales
Net Realized
Gain (Loss)
Change in
Unrealized
Appreciation/
(Depreciation)
Value at
March 31,
2024
Shares at
March 31,
2024
Dividend
Income
Capital Gain
Distributions
JPMorgan U.S. Government Money Market
Fund Class IM Shares, 5.25%  (a) (c)
$90,443
$556,430
$595,156
$—
$—
$51,717
51,717
$3,079
$—
JPMorgan U.S. Research Enhanced Equity
Fund Class R6 Shares  (a)
386,004
9,333
117,040
18,813
43,289
340,399
8,331
3,287
460
JPMorgan Value Advantage Fund Class R6
Shares  (a)
404,970
37,833
148,361
14,242
17,315
325,999
8,380
6,875
19,628
Total
$3,877,080
$1,258,281
$1,732,947
$83,304
$263,180
$3,748,898
 
$75,419
$27,054
 
 
(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 March 31, 2024.
*
Non-income producing security.