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.
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JPMorgan Asset Management is the marketing name for the asset
management business of J.P. Morgan Chase & Co.
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J.P. Morgan Distribution Services, Inc., member FINRA.
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© J.P. Morgan Chase & Co., 2024.
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INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
Investment Companies — 59.2%
|
||
Fixed Income — 6.5%
|
||
JPMorgan Core Bond Fund Class R6 Shares (a)
|
2,037
|
20,759
|
JPMorgan Core Plus Bond Fund Class R6 Shares (a)
|
5,788
|
41,497
|
JPMorgan Emerging Markets Debt Fund Class R6 Shares (a)
|
415
|
2,576
|
JPMorgan High Yield Fund Class R6 Shares (a)
|
708
|
4,552
|
Total Fixed Income
|
|
69,384
|
International Equity — 4.1%
|
||
JPMorgan Emerging Markets Research Enhanced Equity Fund Class R6 Shares (a)
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2,753
|
43,670
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U.S. Equity — 48.6%
|
||
JPMorgan Equity Index Fund Class R6 Shares (a)
|
6,548
|
516,148
|
Total Investment Companies
(Cost $466,947)
|
|
629,202
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Exchange-Traded Funds — 38.5%
|
||
Alternative Assets — 1.8%
|
||
JPMorgan BetaBuilders MSCI US REIT ETF (a)
|
213
|
18,864
|
Fixed Income — 1.0%
|
||
JPMorgan BetaBuilders U.S. Aggregate Bond ETF (a)
|
150
|
6,887
|
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (a)
|
93
|
4,310
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Total Fixed Income
|
|
11,197
|
International Equity — 27.3%
|
||
JPMorgan BetaBuilders Emerging Markets Equity ETF (a)
|
900
|
45,430
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JPMorgan BetaBuilders International Equity ETF (a)
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4,066
|
244,496
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Total International Equity
|
|
289,926
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U.S. Equity — 8.4%
|
||
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (a)
|
638
|
58,967
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JPMorgan BetaBuilders U.S. Small Cap Equity ETF (a)
|
475
|
29,864
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Total U.S. Equity
|
|
88,831
|
Total Exchange-Traded Funds
(Cost $344,145)
|
|
408,818
|
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PRINCIPAL
AMOUNT
($000)
|
|
U.S. Treasury Obligations — 0.2%
|
||
U.S. Treasury Notes
4.13%, 1/31/2025 (b) (Cost $1,569)
|
1,582
|
1,568
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INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
Short-Term Investments — 1.9%
|
||
Investment Companies — 1.9%
|
||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 5.25% (a) (c)
(Cost $20,668)
|
20,668
|
20,668
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Total Investments — 99.8%
(Cost $833,329)
|
|
1,060,256
|
Other Assets Less Liabilities — 0.2%
|
|
2,492
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NET ASSETS — 100.0%
|
|
1,062,748
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Percentages indicated are based on net assets.
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Abbreviations
|
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ETF
|
Exchange Traded Fund
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REIT
|
Real Estate Investment Trust
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USD
|
United States Dollar
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(a)
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Investment in an affiliated fund, which is registered under the Investment Company Act of 1940, as amended, and is advised
by J.P. Morgan Investment
Management Inc.
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(b)
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All or a portion of this security is deposited with the broker as initial margin for futures contracts.
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(c)
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The rate shown is the current yield as of March 31, 2024.
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DESCRIPTION
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NUMBER OF
CONTRACTS
|
EXPIRATION DATE
|
TRADING CURRENCY
|
NOTIONAL
AMOUNT ($)
|
VALUE AND
UNREALIZED
APPRECIATION
(DEPRECIATION) ($)
|
Long Contracts
|
|
|
|
|
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Russell 2000 E-Mini Index
|
73
|
06/21/2024
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USD
|
7,832
|
126
|
S&P MidCap 400 E-Mini Index
|
35
|
06/21/2024
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USD
|
10,768
|
255
|
|
|
|
|
|
381
|
Abbreviations
|
|
USD
|
United States Dollar
|
|
|
|
|
|
|
Level 1
Quoted prices
|
Level 2
Other significant
observable inputs
|
Level 3
Significant
unobservable inputs
|
Total
|
Investments in Securities
|
|
|
|
|
Exchange-Traded Funds
|
$408,818
|
$—
|
$—
|
$408,818
|
Investment Companies
|
629,202
|
—
|
—
|
629,202
|
|
|
|
|
|
|
Level 1
Quoted prices
|
Level 2
Other significant
observable inputs
|
Level 3
Significant
unobservable inputs
|
Total
|
U.S. Treasury Obligations
|
$—
|
$1,568
|
$—
|
$1,568
|
Short-Term Investments
|
|
|
|
|
Investment Companies
|
20,668
|
—
|
—
|
20,668
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Total Investments in Securities
|
$1,058,688
|
$1,568
|
$—
|
$1,060,256
|
Appreciation in Other Financial Instruments
|
|
|
|
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Futures Contracts
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$381
|
$—
|
$—
|
$381
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|||||||||
For the period ended March 31, 2024
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|||||||||
Security Description
|
Value at
June 30,
2023
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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 BetaBuilders Emerging Markets Equity
ETF (a)
|
$36,739
|
$9,169
|
$1,887
|
$(153
)
|
$1,562
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$45,430
|
900
|
$802
|
$—
|
JPMorgan BetaBuilders International Equity ETF
(a)
|
210,654
|
33,003
|
19,811
|
(102
)
|
20,752
|
244,496
|
4,066
|
4,209
|
—
|
JPMorgan BetaBuilders MSCI US REIT ETF (a)
|
15,728
|
2,740
|
516
|
34
|
878
|
18,864
|
213
|
455
|
—
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JPMorgan BetaBuilders U.S. Aggregate Bond ETF
(a)
|
7,495
|
1,760
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2,340
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(229
)
|
201
|
6,887
|
150
|
247
|
—
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JPMorgan BetaBuilders U.S. Mid Cap Equity ETF
(a)
|
55,613
|
8,474
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13,535
|
(95
)
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8,510
|
58,967
|
638
|
539
|
—
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JPMorgan BetaBuilders U.S. Small Cap Equity ETF
(a)
|
47,383
|
5,983
|
27,187
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(1,681
)
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5,366
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29,864
|
475
|
542
|
—
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JPMorgan BetaBuilders USD High Yield Corporate
Bond ETF (a)
|
3,390
|
795
|
—
|
—
|
125
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4,310
|
93
|
177
|
—
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JPMorgan Core Bond Fund Class R6 Shares (a)
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7,588
|
13,201
|
—
|
—
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(30
)
|
20,759
|
2,037
|
326
|
—
|
JPMorgan Core Plus Bond Fund Class R6 Shares
(a)
|
22,802
|
18,718
|
—
|
—
|
(23
)
|
41,497
|
5,788
|
951
|
—
|
JPMorgan Emerging Markets Debt Fund Class R6
Shares (a)
|
2,835
|
1,874
|
2,236
|
(415
)
|
518
|
2,576
|
415
|
123
|
—
|
JPMorgan Emerging Markets Research Enhanced
Equity Fund Class R6 Shares (a)
|
37,918
|
6,843
|
2,088
|
(130
)
|
1,127
|
43,670
|
2,753
|
1,207
|
—
|
JPMorgan Equity Index Fund Class R6 Shares (a)
|
372,940
|
83,853
|
14,620
|
(541
)
|
74,516
|
516,148
|
6,548
|
4,885
|
—
|
JPMorgan High Yield Fund Class R6 Shares (a)
|
3,437
|
2,379
|
1,444
|
(67
)
|
247
|
4,552
|
708
|
234
|
—
|
JPMorgan U.S. Government Money Market Fund
Class IM Shares, 5.25% (a) (b)
|
16,149
|
147,097
|
142,578
|
—
|
—
|
20,668
|
20,668
|
689
|
—
|
Total
|
$840,671
|
$335,889
|
$228,242
|
$(3,379
)
|
$113,749
|
$1,058,688
|
|
$15,386
|
$—
|
|
|
(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 March 31, 2024.
|