# EDGAR Filing Document

**Accession Number:** 0000909221
**File Stem:** 0001752724-23-057056
**Filing Date:** 2023-3
**Character Count:** 206665
**Document Hash:** 205f8c9d95d6dc7d4c22e7c8d74b854c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-057056.hdr.sgml**: 20230315

**ACCESSION NUMBER**: 0001752724-23-057056

**CONFORMED SUBMISSION TYPE**: N-CEN

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230315

**DATE AS OF CHANGE**: 20230315

**EFFECTIVENESS DATE**: 20230315

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMORGAN INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000909221
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** N-CEN
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07874
- **FILM NUMBER:** 23734214

**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:** JPMORGAN INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 20050504

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19930716

## Series and Classes Contracts Data

### JPMorgan Insurance Trust Core Bond Portfolio (Series ID: S000004631)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000012612 | Class 1      |  |
| C000035130 | Class 2      |  |

### JPMorgan Insurance Trust U.S. Equity Portfolio (Series ID: S000004638)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000012640 | Class 1      |  |
| C000035131 | Class 2      |  |

### JPMorgan Insurance Trust Mid Cap Value Portfolio (Series ID: S000004648)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000012661 | Class 1      |  |

### JPMorgan Insurance Trust Small Cap Core Portfolio (Series ID: S000013000)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000035129 | Class 2      |  |
| C000074216 | Class 1      |  |

### JPMorgan Insurance Trust Global Allocation Portfolio (Series ID: S000047318)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000148505 | Class 1      |  |
| C000148506 | Class 2      |  |

### JPMorgan Insurance Trust Income Builder Portfolio (Series ID: S000047319)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000148507 | Class 1      |  |
| C000148508 | Class 2      |  |

## Internal

**Report of Independent Registered Public Accounting Firm** 

To the Board of Trustees of JPMorgan Insurance Trust and Shareholders of each of the funds listed in Appendix A

In planning and performing our audits of the financial statements of the funds listed in Appendix A of JPMorgan Insurance Trust (hereafter referred to as the "Funds") as of and for the year ended December 31, 2022, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), we considered the Funds' internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Funds' internal control over financial reporting. Accordingly, we do not express an opinion on the effectiveness of the Funds' internal control over financial reporting.

The management of the Funds are responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A fund's internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A fund's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the fund; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the fund are being made only in accordance with authorizations of management and trustees of the fund; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a fund's assets that could have a material effect on the financial statements.

Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.

A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the fund's annual or interim financial statements will not be prevented or detected on a timely basis.

Our consideration of the Funds' internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control over financial reporting that might be material weaknesses under standards established by the PCAOB. However, we noted no deficiencies in the Funds' internal control over financial reporting and their operations, including controls over safeguarding securities, that we consider to be material weaknesses as defined above as of December 31, 2022.

This report is intended solely for the information and use of the Board of Trustees of JPMorgan Insurance Trust and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.

/s/ PricewaterhouseCoopers LLP

New York, New York

February 15, 2023

------

**Appendix A** 

JPMorgan Insurance Trust Mid Cap Value Portfolio

JPMorgan Insurance Trust Small Cap Core Portfolio

JPMorgan Insurance Trust U.S. Equity Portfolio

JPMorgan Insurance Trust Core Bond Portfolio

JPMorgan Insurance Trust Global Allocation Portfolio

JPMorgan Insurance Trust Income Builder Portfolio

# Form N-CEN: Annual Report for Registered Investment Companies

## N-CEN: Filer Information
**Submission Type:** N-CEN
**CIK:** 0000909221

## N-CEN: Series/Class (Contract) Information

### N-CEN: Part A: General Information

**Item A.1.a - Report for period ending:** 2022-12-31

**Item A.1.b - Does this report cover a period of less than 12 months?:** No

## N-CEN: Part B: Information About the Registrant

- **Item B.1.a - Full name of Registrant:** JPMORGAN INSURANCE TRUST

- **Item B.1.b - Investment Company Act file number:** 811-07874

- **Item B.1.c - CIK:** 0000909221

- **Item B.1.d - LEI:** 549300J0V5HLQCPT0O05

- **Item B.2.a - Street 1:** 277 Park Avenue

- **Item B.2.b - City:** New York

- **Item B.2.c - State:** NY

- **Item B.2.e - Zip Code:** 10172

- **Item B.2.f - Telephone:** 800-480-4111

- **Item B.2.g - Public Website:** www.jpmorganfunds.com

### Item B.3 - Location of books and records

**Location books Record: 1**

- **a. Name of person (e.g., a custodian of records):** J.P. Morgan Investment Management Inc.

- **b. Street 1:** 383 Madison Avenue

- **c. City:** New York

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 10179

- **g. Telephone number:** 800-343-1113

- **h. Briefly describe the books and records kept at this location:** Records relating to its functions as investment adviser and administrator

**Location books Record: 2**

- **a. Name of person (e.g., a custodian of records):** JPMorgan Chase Bank, N.A.

- **b. Street 1:** 4 Chase Metrotech Center

- **c. City:** Brooklyn

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 11245

- **g. Telephone number:** 718-242-0609

- **h. Briefly describe the books and records kept at this location:** Records relating to its functions as custodian

**Location books Record: 3**

- **a. Name of person (e.g., a custodian of records):** JPMorgan Distribution Services, Inc.

- **b. Street 1:** 1111 Polaris Parkway

- **c. City:** Columbus

- **d. State, if applicable:** OH

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 43240

- **g. Telephone number:** 201-595-1958

- **h. Briefly describe the books and records kept at this location:** Records relating to its functions as principal underwriter

**Location books Record: 4**

- **a. Name of person (e.g., a custodian of records):** DST Asset Manager Solutions, Inc.

- **b. Street 1:** 2000 Old Colony Drive

- **c. City:** Quincy

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02169

- **g. Telephone number:** 617-483-5000

- **h. Briefly describe the books and records kept at this location:** Records relating to its functions as transfer agent

**Location books Record: 5**

- **a. Name of person (e.g., a custodian of records):** JPMorgan Chase Bank, N.A.

- **b. Street 1:** 383 Madison Avenue

- **c. City:** New York

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 10179

- **g. Telephone number:** 212-270-6000

- **h. Briefly describe the books and records kept at this location:** Records relating to its functions as sub-administrator and fund accounting agent

- **Item B.4.a - Is this the first filing by the Registrant?:** No

- **Item B.4.b - Is this the last filing by the Registrant?:** Yes

- **Item B.5.a - Is the Registrant part of a family of investment companies?:** Yes

- **Item B.5.a.i - Full name of family of investment companies:** JPMorgan Funds

### Item B.6 - Organization

- [x] a. Open-end management investment company registered under the Act on Form N-1A

- [ ] b. Closed-end management investment company registered under the Act on Form N-2

- [ ] c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3

- [ ] d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4

- [ ] e. Small business investment company registered under the Act on Form N-5

- [ ] f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6

- [ ] g. Unit investment trust registered under the Act on Form N-8B-2

- **Item B.6.i - Total number of Series:** 6

- **Item B.7 - Is the Registrant the issuer of a class of securities registered under the Securities Act?:** Yes

### Item B.8 - Directors

| Name                    | Is Interested Person?   | Other Investment Company File Numbers                                                  |
|:---|:---|:---|
| Emily A. Youssouf       | No                      | 811-08437, 811-21638, 811-08189, 811-04236, 811-21295, 811-05526, 811-23117, 811-22903 |
| Thomas P. Lemke         | No                      | 811-21295, 811-04236, 811-05526, 811-21638, 811-22903, 811-23117, 811-08189, 811-08437 |
| Raymond Kanner          | No                      | 811-21638, 811-04236, 811-21295, 811-23117, 811-08189, 811-08437, 811-05526, 811-22903 |
| Frankie D. Hughes       | No                      | 811-05526, 811-04236, 811-08437, 811-08189, 811-21295, 811-22903, 811-23117, 811-21638 |
| Stephen P. Fisher       | No                      | 811-08437, 811-21638, 811-08189, 811-04236, 811-23117, 811-22903, 811-21295, 811-05526 |
| Robert F. Deutsch       | Yes                     | 811-04236, 811-08189, 811-21295, 811-23117, 811-21638, 811-05526, 811-08437, 811-22903 |
| John F. Finn            | No                      | 811-05526, 811-08437, 811-21295, 811-21638, 811-23117, 811-04236, 811-08189, 811-22903 |
| Mary E. Martinez        | No                      | 811-21295, 811-05526, 811-21638, 811-08437, 811-04236, 811-23117, 811-08189, 811-22903 |
| Marian U. Pardo         | No                      | 811-05526, 811-08437, 811-04236, 811-22903, 811-21295, 811-23117, 811-08189, 811-21638 |
| Marilyn McCoy           | No                      | 811-08437, 811-21295, 811-23117, 811-04236, 811-08189, 811-22903, 811-21638, 811-05526 |
| Gary L. French          | No                      | 811-05526, 811-23117, 811-21638, 811-08189, 811-04236, 811-08437, 811-22903, 811-21295 |
| Robert J. Grassi        | No                      | 811-08189, 811-23117, 811-05526, 811-08437, 811-04236, 811-21638, 811-22903, 811-21295 |
| Dr. Robert A. Oden, Jr. | No                      | 811-08437, 811-22903, 811-21295, 811-23117, 811-05526, 811-08189, 811-21638, 811-04236 |
| Lawrence R. Maffia      | No                      | 811-21638, 811-04236, 811-23117, 811-08189, 811-22903, 811-08437, 811-21295, 811-05526 |
| Nina O. Shenker         | Yes                     | 811-04236, 811-21295, 811-21638, 811-08437, 811-05526, 811-23117, 811-08189, 811-22903 |
| Kathleen M. Gallagher   | No                      | 811-04236, 811-23117, 811-21638, 811-08189, 811-05526, 811-21295, 811-08437, 811-22903 |

### Item B.9. Chief compliance officer.

**Chief compliance officer Record: 1**

- **a. Full Name:** Stephen M. Ungerman

- **b. CRD Number, if any:** 002315698

- **c. Street Address 1:** 277 Park Avenue

- **d. City:** New York

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Zip code:** 10172

- **h. Telephone number:** XXXXXX

- **i. Has the chief compliance officer changed since the last filing?:** No

If the chief compliance officer is compensated or employed by any person other than the Registrant, provide:

**CCO employer Record: 1**

- **i. Name of the person:** —

- **ii. Person’s IRS Employer Identification Number:** —

### Item B.10. Matters for security holder vote.

- **Were any matters submitted by the Registrant for its security holders’ vote during the reporting period?** No

- **Item B.11.a - Have there been any material legal proceedings?:** No

- **Item B.11.b - Has any proceeding previously reported been terminated?:** No

- **Item B.12.a - Were any claims with respect to the Registrant filed under a fidelity bond?:** No

- **Item B.13.a - Are the Registrant's officers or directors covered under any insurance policy?:** Yes

- **Item B.13.a.i - If yes, were any claims filed under the policy during the reporting period?:** No

- **Item B.14 - Did an affiliated person provide any form of financial support to the Registrant?:** No

- **Item B.15.a.i - Release numbers:**
  - IC-25654
  - IC-21728
  - IC-34180

### Item B.16. Principal underwriters.

**Principal underwriter Record: 1**

- **i. Full name:** JPMorgan Distribution Services, Inc.

- **ii. SEC file number:** 8-52700

- **iii. CRD number:** 000104234

- **iv. LEI, if any:** N/A

- **v. State, if applicable:** OH

- **vi. Foreign country, if applicable:** US

- **vii. Is the principal underwriter an affiliated person...?:** Yes

- **b. Have any principal underwriters been hired or terminated during the reporting period?** No

### Item B.17. Independent public accountant.

**Public accountant Record: 1**

- **a. Full Name:** PricewaterhouseCoopers LLP

- **b. PCAOB Number:** 238

- **c. LEI, if any:** 5493002GVO7EO8RNNS37

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Has the independent public accountant changed since the last filing?** No

- **Item B.18 - Did an independent public accountant's report on internal control note any material weaknesses?:** No

- **Item B.19 - Did an independent public accountant issue an opinion other than an unqualified opinion?:** No

- **Item B.20 - Have there been material changes in the method of valuation?:** No

- **Item B.21 - Have there been any changes in accounting principles or practices?:** No

- **Item B.22.a - Were any payments made to shareholders as a result of an error in calculating NAV?:** No

## Part C: Additional Questions for Management Investment Companies

### Management Investment Record: 1 - JPMorgan Insurance Trust Income Builder Portfolio

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JPMorgan Insurance Trust Income Builder Portfolio

- **b. Series identification number, if any:** S000047319

- **c. LEI:** 549300LQIHBC8HXJ8Q54

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class 1 Shares          | C000148507                                | N/A                          |
|                           2 | Class 2 Shares          | C000148508                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Citibank N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** J.P. Morgan Investment Management Inc.

- **ii. LEI, if any:** 549300W78QHV4XMM6K69

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,107,480.34

- **g. Provide the net income from securities lending activities:** $13,807.21

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 10f-3 (17 CFR 270.10f-3)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** J.P. Morgan Investment Management Inc.

- **ii. SEC file number:** 801-21011

- **iii. CRD number:** 000107038

- **iv. LEI, if any:** 549300W78QHV4XMM6K69

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. SEC file number:** 84-00896

- **iii. LEI, if any:** N/A

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv Global Markets Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 000109120

- **Description of other identifying number:** CRD

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Group Holdings Ltd

- **ii. LEI, if any, or provide and describe other identifying number:** 2138005LTLTVZ4WMEX25

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 5**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 2CZOJRADNJXBLT55G526

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Citibank A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** HSBC Bank Malaysia Berhad

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Banco Santander Chile

- **ii. LEI, if any:** 3YJP8HORPAEXJ80D6368

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** HSBC Continental Europe, Greece

- **ii. LEI, if any:** F0HUI1NY1AZMJMD8LP67

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Citibank Europe plc

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** J.P. Morgan Bank International (Limited Liability Company)**

- **ii. LEI, if any:** 549300B831LSRSI6RA15

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Banco Itau Uruguay S.A.

- **ii. LEI, if any:** 549300HU8OQS1VTVXN55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** HSBC France Athens Branch

- **ii. LEI, if any:** MP6I5ZYZBEU3UXPYFY54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 21**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Citigroup Global Markets Inc.

- **ii. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 25**

- **i. Full name:** Citibank del Peru S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 30**

- **i. Full name:** Cititrust Colombia S.A.

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** J.P. Morgan Saudi Arabia Company

- **ii. LEI, if any:** 549300HST49806XTCK29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Standard Chartered Bank Korea Limited

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** Goldman Sachs & Co. LLC

- **ii. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 37**

- **i. Full name:** PT Bank HSBC Indonesia

- **ii. LEI, if any:** 213800HW5IDIRLWH1203

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** J.P. Morgan S.A. DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 44**

- **i. Full name:** Bank Leumi le-Israel B.M.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 45**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Self - rule 17f-2 (17 CFR 270.17f-2)

**Custodians Record: 46**

- **i. Full name:** Bank Handlowy w. Warszawie S.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 47**

- **i. Full name:** CACEIS Bank Spain, S.A.U.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 48**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 49**

- **i. Full name:** HSBC Bank Argentina S.A.

- **ii. LEI, if any:** 549300K52NF2S4SQDO82

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 50**

- **i. Full name:** SEB FINLAND

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 51**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 52**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 53**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 54**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 55**

- **i. Full name:** BofA Securities, Inc.

- **ii. LEI, if any:** 549300HN4UKV1E2R3U73

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** J.P. Morgan Investment Management Inc.

- **ii. LEI, if any, or other identifying number:** 549300W78QHV4XMM6K69

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,634.63

**Brokers Record: 2**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,678.41

**Brokers Record: 3**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $485.97

**Brokers Record: 4**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,350.10

**Brokers Record: 5**

- **i. Full name of broker:** BofA Securities, Inc.

- **ii. SEC file number:** 8-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $582.93

**Brokers Record: 6**

- **i. Full name of broker:** Jefferies LLC

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $626.42

**Brokers Record: 7**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,342.28

**Brokers Record: 8**

- **i. Full name of broker:** Credit Suisse Securities (USA) LLC

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $505.93

**Brokers Record: 9**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,541.57

**Brokers Record: 10**

- **i. Full name of broker:** Barclays Capital, Inc.

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $962.50

**Aggregate Commission:** $20,739.02

**Item C.17.a. Principal transaction counterparties.**

| Name                               | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Barclays Capital, Inc.             | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $5,384,029.14             |
| BofA Securities, Inc.              | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $2,109,337.32             |
| Bank of Montreal                   | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $1,879,594.98             |
| Credit Suisse Securities (USA) LLC | 8-00422           | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $1,804,002.55             |
| RBC Capital Markets, LLC           | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $3,863,531.19             |
| Societe Generale                   | N/A               | N/A          | O2RNE8IBXP4R0TD8PU41 |  |  | $5,001,958.47             |
| Goldman Sachs & Co. LLC            | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,227,347.87             |
| BNP Paribas Securities Corp.       | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $6,713,464.68             |
| Citigroup Global Markets Inc.      | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $4,788,694.31             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $41,412,019.74

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $97,905,899.63

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                | SEC File number   |
|:---|:---|
| JPMorgan Insurance Trust                    | 811-07874         |
| J.P. Morgan Fleming Mutual Fund Group, Inc. | 811-08189         |
| J.P. Morgan Mutual Fund Investment Trust    | 811-05526         |
| JPMorgan Trust IV                           | 811-23117         |
| JPMorgan Trust II                           | 811-04236         |
| JPMorgan Trust I                            | 811-21295         |
| JPMorgan Institutional Trust                | 811-21638         |
| Undiscovered Managers Funds                 | 811-08437         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $1,500,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** The Bank of New York Mellon

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                            | SEC File number   |
|:---|:---|
| JPMorgan Tax Free Bond Fund                             | 811-04236         |
| JPMorgan Opportunistic Equity Long/Short Fund           | 811-21295         |
| JPMorgan Tax Aware Real Return Fund                     | 811-21295         |
| JPMorgan SmartRetirement Blend 2045 Fund                | 811-21295         |
| JPMorgan Emerging Markets Research Enhanced Equity Fund | 811-23117         |
| JPMorgan U.S. GARP Equity Fund                          | 811-21295         |
| JPMorgan U.S. Value Fund                                | 811-21295         |
| JPMorgan Short-Intermediate Municipal Bond Fund         | 811-04236         |
| JPMorgan Core Focus SMA Fund                            | 811-23117         |
| JPMorgan SmartRetirement 2050 Fund                      | 811-21295         |
| JPMorgan New York Tax Free Bond Fund                    | 811-21295         |
| JPMorgan SmartRetirement Blend 2030 Fund                | 811-21295         |
| JPMorgan Total Return Fund                              | 811-21295         |
| JPMorgan Global Allocation Fund                         | 811-21295         |
| JPMorgan Investor Growth & Income Fund                  | 811-04236         |
| JPMorgan Equity Focus Fund                              | 811-21295         |
| JPMorgan Investor Balanced Fund                         | 811-04236         |
| JPMorgan SMID Cap Equity Fund                           | 811-04236         |
| JPMorgan Hedged Equity Fund                             | 811-21295         |
| JPMorgan Income Builder Fund                            | 811-21295         |
| JPMorgan Strategic Income Opportunities Fund            | 811-21295         |
| JPMorgan Small Cap Growth Fund                          | 811-04236         |
| JPMorgan SmartRetirement Blend 2040 Fund                | 811-21295         |
| JPMorgan SmartRetirement Blend 2020 Fund                | 811-21295         |
| JPMorgan Managed Income Fund                            | 811-21295         |
| JPMorgan Value Advantage Fund                           | 811-21295         |
| JPMorgan Mortgage-Backed Securities Fund                | 811-04236         |
| JPMorgan International Value Fund                       | 811-21295         |
| JPMorgan International Equity Fund                      | 811-21295         |
| JPMorgan Emerging Markets Debt Fund                     | 811-21295         |
| JPMorgan SmartRetirement 2020 Fund                      | 811-21295         |
| JPMorgan International Hedged Equity Fund               | 811-23117         |
| JPMorgan Diversified Fund                               | 811-21295         |
| JPMorgan Short Duration Bond Fund                       | 811-04236         |
| JPMorgan U.S. Equity Fund                               | 811-21295         |
| J.P. Morgan Mutual Fund Investment Trust                | 811-05526         |
| JPMorgan California Tax Free Bond Fund                  | 811-21295         |
| JPMorgan U.S. Applied Data Science Value Fund           | 811-21295         |
| JPMorgan High Yield Fund                                | 811-04236         |
| JPMorgan SmartRetirement 2055 Fund                      | 811-21295         |
| JPMorgan Core Plus Bond Fund                            | 811-04236         |
| JPMorgan Hedged Equity 2 Fund                           | 811-23117         |
| JPMorgan Small Cap Value Fund                           | 811-04236         |
| JPMorgan Small Cap Equity Fund                          | 811-21295         |
| JPMorgan SmartRetirement Blend Income Fund              | 811-21295         |
| JPMorgan Preferred and Income Securities Fund           | 811-23117         |
| JPMorgan Small Cap Blend Fund                           | 811-21295         |
| JPMorgan SmartRetirement Blend 2060 Fund                | 811-21295         |
| JPMorgan U.S. Large Cap Core Plus Fund                  | 811-21295         |
| JPMorgan SmartRetirement Income Fund                    | 811-21295         |
| Undiscovered Managers Funds                             | 811-08437         |
| JPMorgan SmartRetirement Blend 2050 Fund                | 811-21295         |
| JPMorgan Institutional Trust                            | 811-21638         |
| JPMorgan Unconstrained Debt Fund                        | 811-21295         |
| JPMorgan U.S. Sustainable Leaders Fund                  | 811-21295         |
| JPMorgan SmartRetirement 2060 Fund                      | 811-21295         |
| JPMorgan Global Bond Opportunities Fund                 | 811-21295         |
| JPMorgan International Focus Fund                       | 811-21295         |
| JPMorgan Research Market Neutral Fund                   | 811-21295         |
| JPMorgan Limited Duration Bond Fund                     | 811-04236         |
| JPMorgan Large Cap Growth Fund                          | 811-04236         |
| JPMorgan SmartRetirement 2025 Fund                      | 811-21295         |
| JPMorgan SmartRetirement 2045 Fund                      | 811-21295         |
| JPMorgan Sustainable Municipal Income Fund              | 811-04236         |
| JPMorgan U.S. Small Company Fund                        | 811-21295         |
| JPMorgan Access Balanced Fund                           | 811-21295         |
| JPMorgan SmartRetirement 2040 Fund                      | 811-21295         |
| JPMorgan Equity Premium Income Fund                     | 811-23117         |
| JPMorgan Access Growth Fund                             | 811-21295         |
| JPMorgan SmartRetirement Blend 2055 Fund                | 811-21295         |
| JPMorgan Short Duration Core Plus Fund                  | 811-21295         |
| JPMorgan Mid Cap Growth Fund                            | 811-04236         |
| JPMorgan Floating Rate Income Fund                      | 811-21295         |
| JPMorgan Hedged Equity 3 Fund                           | 811-23117         |
| JPMorgan SmartRetirement Blend 2025 Fund                | 811-21295         |
| JPMorgan SmartRetirement Blend 2015 Fund                | 811-23117         |
| JPMorgan Small Cap Sustainable Leaders Fund             | 811-21295         |
| JPMorgan Core Bond Fund                                 | 811-04236         |
| JPMorgan Insurance Trust                                | 811-07874         |
| JPMorgan Emerging Markets Equity Fund                   | 811-21295         |
| JPMorgan Equity Income Fund                             | 811-04236         |
| JPMorgan Tax Aware Equity Fund                          | 811-21295         |
| JPMorgan SmartRetirement 2035 Fund                      | 811-21295         |
| JPMorgan Investor Growth Fund                           | 811-04236         |
| JPMorgan National Municipal Income Fund                 | 811-21295         |
| JPMorgan SmartRetirement Blend 2035 Fund                | 811-21295         |
| JPMorgan Investor Conservative Growth Fund              | 811-04236         |
| JPMorgan Europe Dynamic Fund                            | 811-21295         |
| JPMorgan Corporate Bond Fund                            | 811-21295         |
| JPMorgan Government Bond Fund                           | 811-04236         |
| JPMorgan SmartRetirement 2030 Fund                      | 811-21295         |
| JPMorgan Large Cap Value Fund                           | 811-04236         |
| JPMorgan Equity Index Fund                              | 811-04236         |
| JPMorgan Ultra-Short Municipal Fund                     | 811-23117         |
| JPMorgan Mid Cap Equity Fund                            | 811-21295         |
| JPMorgan U.S. Research Enhanced Equity Fund             | 811-21295         |
| JPMorgan Income Fund                                    | 811-21295         |
| JPMorgan High Yield Municipal Fund                      | 811-21295         |
| J.P. Morgan Fleming Mutual Fund Group, Inc.             | 811-08189         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 2 - JPMorgan Insurance Trust U.S. Equity Portfolio

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JPMorgan Insurance Trust U.S. Equity Portfolio

- **b. Series identification number, if any:** S000004638

- **c. LEI:** 5493007ED4NWENTKXN57

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class 2 Shares          | C000035131                                | N/A                          |
|                           2 | Class 1 Shares          | C000012640                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Citibank N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** J.P. Morgan Investment Management Inc.

- **ii. LEI, if any:** 549300W78QHV4XMM6K69

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $132,630.81

- **g. Provide the net income from securities lending activities:** $600.93

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** J.P. Morgan Investment Management Inc.

- **ii. SEC file number:** 801-21011

- **iii. CRD number:** 000107038

- **iv. LEI, if any:** 549300W78QHV4XMM6K69

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. SEC file number:** 84-00896

- **iii. LEI, if any:** N/A

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv Global Markets Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 000109120

- **Description of other identifying number:** CRD

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Self - rule 17f-2 (17 CFR 270.17f-2)

**Custodians Record: 2**

- **i. Full name:** BofA Securities, Inc.

- **ii. LEI, if any:** 549300HN4UKV1E2R3U73

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** J.P. Morgan Investment Management Inc.

- **ii. LEI, if any, or other identifying number:** 549300W78QHV4XMM6K69

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Liquidnet, Inc.

- **ii. SEC file number:** 8-52461

- **iii. CRD number:** 000103987

- **iv. LEI, if any:** 213800HSKBBO1GCVRG79

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $980.56

**Brokers Record: 2**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,625.92

**Brokers Record: 3**

- **i. Full name of broker:** Credit Suisse Securities (USA) LLC

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,021.47

**Brokers Record: 4**

- **i. Full name of broker:** Jefferies LLC

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,855.70

**Brokers Record: 5**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,259.38

**Brokers Record: 6**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,743.89

**Brokers Record: 7**

- **i. Full name of broker:** Barclays Capital, Inc.

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,242.91

**Brokers Record: 8**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,058.08

**Brokers Record: 9**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,392.71

**Brokers Record: 10**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,585.57

**Aggregate Commission:** $22,981.02

**Item C.17.a. Principal transaction counterparties.**

| Name                    | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $12,158.06                |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $12,158.06

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $133,821,579.64

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                | SEC File number   |
|:---|:---|
| JPMorgan Trust I                            | 811-21295         |
| JPMorgan Trust IV                           | 811-23117         |
| JPMorgan Trust II                           | 811-04236         |
| J.P. Morgan Mutual Fund Investment Trust    | 811-05526         |
| Undiscovered Managers Funds                 | 811-08437         |
| JPMorgan Insurance Trust                    | 811-07874         |
| JPMorgan Institutional Trust                | 811-21638         |
| J.P. Morgan Fleming Mutual Fund Group, Inc. | 811-08189         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $1,500,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** The Bank of New York Mellon

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                            | SEC File number   |
|:---|:---|
| JPMorgan Research Market Neutral Fund                   | 811-21295         |
| JPMorgan Access Balanced Fund                           | 811-21295         |
| JPMorgan SmartRetirement Blend 2030 Fund                | 811-21295         |
| JPMorgan Ultra-Short Municipal Fund                     | 811-23117         |
| JPMorgan SmartRetirement 2025 Fund                      | 811-21295         |
| JPMorgan U.S. Value Fund                                | 811-21295         |
| JPMorgan Preferred and Income Securities Fund           | 811-23117         |
| JPMorgan Institutional Trust                            | 811-21638         |
| JPMorgan Small Cap Equity Fund                          | 811-21295         |
| JPMorgan International Hedged Equity Fund               | 811-23117         |
| JPMorgan U.S. Equity Fund                               | 811-21295         |
| JPMorgan Emerging Markets Equity Fund                   | 811-21295         |
| JPMorgan International Value Fund                       | 811-21295         |
| JPMorgan Limited Duration Bond Fund                     | 811-04236         |
| JPMorgan Investor Growth Fund                           | 811-04236         |
| JPMorgan Small Cap Growth Fund                          | 811-04236         |
| JPMorgan Equity Income Fund                             | 811-04236         |
| JPMorgan National Municipal Income Fund                 | 811-21295         |
| JPMorgan High Yield Fund                                | 811-04236         |
| JPMorgan Emerging Markets Research Enhanced Equity Fund | 811-23117         |
| JPMorgan Small Cap Sustainable Leaders Fund             | 811-21295         |
| JPMorgan U.S. Large Cap Core Plus Fund                  | 811-21295         |
| JPMorgan Investor Conservative Growth Fund              | 811-04236         |
| JPMorgan Floating Rate Income Fund                      | 811-21295         |
| JPMorgan U.S. Small Company Fund                        | 811-21295         |
| JPMorgan Core Plus Bond Fund                            | 811-04236         |
| JPMorgan Tax Free Bond Fund                             | 811-04236         |
| JPMorgan Europe Dynamic Fund                            | 811-21295         |
| JPMorgan SmartRetirement Blend 2015 Fund                | 811-23117         |
| JPMorgan U.S. Research Enhanced Equity Fund             | 811-21295         |
| JPMorgan SmartRetirement Blend 2045 Fund                | 811-21295         |
| JPMorgan Access Growth Fund                             | 811-21295         |
| JPMorgan International Focus Fund                       | 811-21295         |
| JPMorgan Value Advantage Fund                           | 811-21295         |
| JPMorgan Investor Balanced Fund                         | 811-04236         |
| JPMorgan California Tax Free Bond Fund                  | 811-21295         |
| JPMorgan Mid Cap Growth Fund                            | 811-04236         |
| JPMorgan SmartRetirement Blend Income Fund              | 811-21295         |
| JPMorgan Mortgage-Backed Securities Fund                | 811-04236         |
| JPMorgan SmartRetirement Blend 2055 Fund                | 811-21295         |
| JPMorgan Core Focus SMA Fund                            | 811-23117         |
| JPMorgan Large Cap Growth Fund                          | 811-04236         |
| JPMorgan SmartRetirement Blend 2060 Fund                | 811-21295         |
| JPMorgan High Yield Municipal Fund                      | 811-21295         |
| JPMorgan Hedged Equity 2 Fund                           | 811-23117         |
| JPMorgan SmartRetirement 2050 Fund                      | 811-21295         |
| JPMorgan Mid Cap Equity Fund                            | 811-21295         |
| JPMorgan Sustainable Municipal Income Fund              | 811-04236         |
| JPMorgan SmartRetirement 2060 Fund                      | 811-21295         |
| JPMorgan SmartRetirement Blend 2050 Fund                | 811-21295         |
| JPMorgan Investor Growth & Income Fund                  | 811-04236         |
| J.P. Morgan Mutual Fund Investment Trust                | 811-05526         |
| JPMorgan SmartRetirement Blend 2020 Fund                | 811-21295         |
| JPMorgan Managed Income Fund                            | 811-21295         |
| JPMorgan Unconstrained Debt Fund                        | 811-21295         |
| JPMorgan Total Return Fund                              | 811-21295         |
| JPMorgan Income Builder Fund                            | 811-21295         |
| JPMorgan U.S. GARP Equity Fund                          | 811-21295         |
| JPMorgan U.S. Applied Data Science Value Fund           | 811-21295         |
| JPMorgan New York Tax Free Bond Fund                    | 811-21295         |
| JPMorgan Small Cap Blend Fund                           | 811-21295         |
| JPMorgan Emerging Markets Debt Fund                     | 811-21295         |
| JPMorgan SmartRetirement Blend 2035 Fund                | 811-21295         |
| JPMorgan Equity Index Fund                              | 811-04236         |
| JPMorgan Government Bond Fund                           | 811-04236         |
| JPMorgan SmartRetirement Income Fund                    | 811-21295         |
| JPMorgan International Equity Fund                      | 811-21295         |
| JPMorgan Strategic Income Opportunities Fund            | 811-21295         |
| JPMorgan Tax Aware Real Return Fund                     | 811-21295         |
| JPMorgan SmartRetirement Blend 2025 Fund                | 811-21295         |
| JPMorgan Global Bond Opportunities Fund                 | 811-21295         |
| JPMorgan U.S. Sustainable Leaders Fund                  | 811-21295         |
| JPMorgan SmartRetirement 2020 Fund                      | 811-21295         |
| JPMorgan Insurance Trust                                | 811-07874         |
| JPMorgan Tax Aware Equity Fund                          | 811-21295         |
| J.P. Morgan Fleming Mutual Fund Group, Inc.             | 811-08189         |
| Undiscovered Managers Funds                             | 811-08437         |
| JPMorgan SmartRetirement 2040 Fund                      | 811-21295         |
| JPMorgan SMID Cap Equity Fund                           | 811-04236         |
| JPMorgan Hedged Equity 3 Fund                           | 811-23117         |
| JPMorgan SmartRetirement 2045 Fund                      | 811-21295         |
| JPMorgan Global Allocation Fund                         | 811-21295         |
| JPMorgan Small Cap Value Fund                           | 811-04236         |
| JPMorgan Short Duration Bond Fund                       | 811-04236         |
| JPMorgan SmartRetirement 2055 Fund                      | 811-21295         |
| JPMorgan Income Fund                                    | 811-21295         |
| JPMorgan SmartRetirement 2035 Fund                      | 811-21295         |
| JPMorgan Large Cap Value Fund                           | 811-04236         |
| JPMorgan Diversified Fund                               | 811-21295         |
| JPMorgan Core Bond Fund                                 | 811-04236         |
| JPMorgan Opportunistic Equity Long/Short Fund           | 811-21295         |
| JPMorgan SmartRetirement Blend 2040 Fund                | 811-21295         |
| JPMorgan Short Duration Core Plus Fund                  | 811-21295         |
| JPMorgan Corporate Bond Fund                            | 811-21295         |
| JPMorgan Hedged Equity Fund                             | 811-21295         |
| JPMorgan SmartRetirement 2030 Fund                      | 811-21295         |
| JPMorgan Equity Focus Fund                              | 811-21295         |
| JPMorgan Equity Premium Income Fund                     | 811-23117         |
| JPMorgan Short-Intermediate Municipal Bond Fund         | 811-04236         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 3 - JPMorgan Insurance Trust Mid Cap Value Portfolio

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JPMorgan Insurance Trust Mid Cap Value Portfolio

- **b. Series identification number, if any:** S000004648

- **c. LEI:** 5493001Q24B33RPUQH02

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class 1 Shares          | C000012661                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Citibank N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** J.P. Morgan Investment Management Inc.

- **ii. LEI, if any:** 549300W78QHV4XMM6K69

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $270,855.07

- **g. Provide the net income from securities lending activities:** $536.87

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** J.P. Morgan Investment Management Inc.

- **ii. SEC file number:** 801-21011

- **iii. CRD number:** 000107038

- **iv. LEI, if any:** 549300W78QHV4XMM6K69

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. SEC file number:** 84-00896

- **iii. LEI, if any:** N/A

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Self - rule 17f-2 (17 CFR 270.17f-2)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** J.P. Morgan Investment Management Inc.

- **ii. LEI, if any, or other identifying number:** 549300W78QHV4XMM6K69

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,768.57

**Brokers Record: 2**

- **i. Full name of broker:** BofA Securities, Inc.

- **ii. SEC file number:** 8-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,467.50

**Brokers Record: 3**

- **i. Full name of broker:** Barclays Capital, Inc.

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,230.45

**Brokers Record: 4**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,661.63

**Brokers Record: 5**

- **i. Full name of broker:** Jefferies LLC

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,128.41

**Brokers Record: 6**

- **i. Full name of broker:** Cowen and Company

- **ii. SEC file number:** 8-22522

- **iii. CRD number:** 000007616

- **iv. LEI, if any:** 549300WR155U7DVMIW58

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,131.68

**Brokers Record: 7**

- **i. Full name of broker:** Wells Fargo Securities, LLC

- **ii. SEC file number:** 8-65876

- **iii. CRD number:** 000126292

- **iv. LEI, if any:** VYVVCKR63DVZZN70PB21

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,736.55

**Brokers Record: 8**

- **i. Full name of broker:** Truist Securities, Inc.

- **ii. SEC file number:** 8-17212

- **iii. CRD number:** 000006271

- **iv. LEI, if any:** CSVTK36R0PNGXEM7NS14

- **v. State, if applicable:** GA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,383.11

**Brokers Record: 9**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,415.33

**Brokers Record: 10**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,647.90

**Aggregate Commission:** $59,499.29

**Item C.17.a. Principal transaction counterparties.**

| Name                     | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BofA Securities, Inc.    | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $28,515,359.16            |
| Morgan Stanley & Co. LLC | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $473,392.58               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $28,988,751.74

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $237,570,646.51

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $1,500,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** The Bank of New York Mellon

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                            | SEC File number   |
|:---|:---|
| JPMorgan Strategic Income Opportunities Fund            | 811-21295         |
| JPMorgan SmartRetirement 2025 Fund                      | 811-21295         |
| JPMorgan High Yield Fund                                | 811-04236         |
| JPMorgan SmartRetirement Blend 2060 Fund                | 811-21295         |
| JPMorgan SmartRetirement 2030 Fund                      | 811-21295         |
| JPMorgan SmartRetirement Blend 2045 Fund                | 811-21295         |
| JPMorgan SmartRetirement Blend 2030 Fund                | 811-21295         |
| JPMorgan SMID Cap Equity Fund                           | 811-04236         |
| JPMorgan Small Cap Growth Fund                          | 811-04236         |
| JPMorgan Core Plus Bond Fund                            | 811-04236         |
| JPMorgan Research Market Neutral Fund                   | 811-21295         |
| JPMorgan Equity Index Fund                              | 811-04236         |
| JPMorgan SmartRetirement Blend 2040 Fund                | 811-21295         |
| JPMorgan Short Duration Core Plus Fund                  | 811-21295         |
| JPMorgan Global Allocation Fund                         | 811-21295         |
| JPMorgan Small Cap Value Fund                           | 811-04236         |
| JPMorgan Emerging Markets Debt Fund                     | 811-21295         |
| JPMorgan U.S. Equity Fund                               | 811-21295         |
| JPMorgan SmartRetirement 2020 Fund                      | 811-21295         |
| JPMorgan SmartRetirement Blend 2025 Fund                | 811-21295         |
| JPMorgan Preferred and Income Securities Fund           | 811-23117         |
| JPMorgan Mid Cap Growth Fund                            | 811-04236         |
| JPMorgan High Yield Municipal Fund                      | 811-21295         |
| JPMorgan New York Tax Free Bond Fund                    | 811-21295         |
| JPMorgan Income Fund                                    | 811-21295         |
| JPMorgan Investor Growth & Income Fund                  | 811-04236         |
| JPMorgan Tax Aware Real Return Fund                     | 811-21295         |
| JPMorgan U.S. Small Company Fund                        | 811-21295         |
| JPMorgan SmartRetirement 2055 Fund                      | 811-21295         |
| JPMorgan Equity Premium Income Fund                     | 811-23117         |
| JPMorgan Access Growth Fund                             | 811-21295         |
| JPMorgan U.S. Research Enhanced Equity Fund             | 811-21295         |
| JPMorgan U.S. Applied Data Science Value Fund           | 811-21295         |
| JPMorgan SmartRetirement 2045 Fund                      | 811-21295         |
| JPMorgan U.S. Sustainable Leaders Fund                  | 811-21295         |
| JPMorgan Equity Focus Fund                              | 811-21295         |
| JPMorgan Sustainable Municipal Income Fund              | 811-04236         |
| JPMorgan Mid Cap Equity Fund                            | 811-21295         |
| JPMorgan Hedged Equity Fund                             | 811-21295         |
| JPMorgan Investor Conservative Growth Fund              | 811-04236         |
| JPMorgan California Tax Free Bond Fund                  | 811-21295         |
| JPMorgan U.S. GARP Equity Fund                          | 811-21295         |
| JPMorgan International Focus Fund                       | 811-21295         |
| JPMorgan Small Cap Blend Fund                           | 811-21295         |
| JPMorgan Hedged Equity 3 Fund                           | 811-23117         |
| JPMorgan SmartRetirement Blend 2055 Fund                | 811-21295         |
| JPMorgan Europe Dynamic Fund                            | 811-21295         |
| JPMorgan Global Bond Opportunities Fund                 | 811-21295         |
| JPMorgan Hedged Equity 2 Fund                           | 811-23117         |
| JPMorgan Core Focus SMA Fund                            | 811-23117         |
| Undiscovered Managers Funds                             | 811-08437         |
| JPMorgan Institutional Trust                            | 811-21638         |
| JPMorgan SmartRetirement Income Fund                    | 811-21295         |
| JPMorgan Investor Balanced Fund                         | 811-04236         |
| JPMorgan U.S. Large Cap Core Plus Fund                  | 811-21295         |
| JPMorgan Equity Income Fund                             | 811-04236         |
| JPMorgan Value Advantage Fund                           | 811-21295         |
| JPMorgan SmartRetirement Blend Income Fund              | 811-21295         |
| JPMorgan Small Cap Sustainable Leaders Fund             | 811-21295         |
| JPMorgan Total Return Fund                              | 811-21295         |
| JPMorgan Diversified Fund                               | 811-21295         |
| JPMorgan Large Cap Growth Fund                          | 811-04236         |
| JPMorgan Short Duration Bond Fund                       | 811-04236         |
| JPMorgan U.S. Value Fund                                | 811-21295         |
| JPMorgan National Municipal Income Fund                 | 811-21295         |
| JPMorgan Limited Duration Bond Fund                     | 811-04236         |
| JPMorgan SmartRetirement 2035 Fund                      | 811-21295         |
| JPMorgan SmartRetirement 2060 Fund                      | 811-21295         |
| JPMorgan International Hedged Equity Fund               | 811-23117         |
| JPMorgan International Value Fund                       | 811-21295         |
| JPMorgan Ultra-Short Municipal Fund                     | 811-23117         |
| JPMorgan Short-Intermediate Municipal Bond Fund         | 811-04236         |
| JPMorgan Tax Aware Equity Fund                          | 811-21295         |
| JPMorgan SmartRetirement 2040 Fund                      | 811-21295         |
| JPMorgan Corporate Bond Fund                            | 811-21295         |
| JPMorgan Managed Income Fund                            | 811-21295         |
| JPMorgan Income Builder Fund                            | 811-21295         |
| JPMorgan SmartRetirement Blend 2050 Fund                | 811-21295         |
| JPMorgan SmartRetirement Blend 2035 Fund                | 811-21295         |
| JPMorgan SmartRetirement Blend 2020 Fund                | 811-21295         |
| JPMorgan Emerging Markets Equity Fund                   | 811-21295         |
| JPMorgan Large Cap Value Fund                           | 811-04236         |
| JPMorgan Small Cap Equity Fund                          | 811-21295         |
| J.P. Morgan Mutual Fund Investment Trust                | 811-05526         |
| JPMorgan Access Balanced Fund                           | 811-21295         |
| JPMorgan Opportunistic Equity Long/Short Fund           | 811-21295         |
| JPMorgan Government Bond Fund                           | 811-04236         |
| JPMorgan International Equity Fund                      | 811-21295         |
| JPMorgan Tax Free Bond Fund                             | 811-04236         |
| JPMorgan Insurance Trust                                | 811-07874         |
| JPMorgan Emerging Markets Research Enhanced Equity Fund | 811-23117         |
| JPMorgan Core Bond Fund                                 | 811-04236         |
| JPMorgan SmartRetirement 2050 Fund                      | 811-21295         |
| JPMorgan Floating Rate Income Fund                      | 811-21295         |
| JPMorgan SmartRetirement Blend 2015 Fund                | 811-23117         |
| JPMorgan Unconstrained Debt Fund                        | 811-21295         |
| JPMorgan Mortgage-Backed Securities Fund                | 811-04236         |
| J.P. Morgan Fleming Mutual Fund Group, Inc.             | 811-08189         |
| JPMorgan Investor Growth Fund                           | 811-04236         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                | SEC File number   |
|:---|:---|
| J.P. Morgan Mutual Fund Investment Trust    | 811-05526         |
| Undiscovered Managers Funds                 | 811-08437         |
| J.P. Morgan Fleming Mutual Fund Group, Inc. | 811-08189         |
| JPMorgan Institutional Trust                | 811-21638         |
| JPMorgan Trust II                           | 811-04236         |
| JPMorgan Insurance Trust                    | 811-07874         |
| JPMorgan Trust I                            | 811-21295         |
| JPMorgan Trust IV                           | 811-23117         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 4 - JPMorgan Insurance Trust Small Cap Core Portfolio

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JPMorgan Insurance Trust Small Cap Core Portfolio

- **b. Series identification number, if any:** S000013000

- **c. LEI:** 549300PK2XLS9APOMK74

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class 1 Shares          | C000074216                                | N/A                          |
|                           2 | Class 2 Shares          | C000035129                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Citibank N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** J.P. Morgan Investment Management Inc.

- **ii. LEI, if any:** 549300W78QHV4XMM6K69

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $5,934,218.48

- **g. Provide the net income from securities lending activities:** $28,605.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** J.P. Morgan Investment Management Inc.

- **ii. SEC file number:** 801-21011

- **iii. CRD number:** 000107038

- **iv. LEI, if any:** 549300W78QHV4XMM6K69

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. SEC file number:** 84-00896

- **iii. LEI, if any:** N/A

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv Global Markets Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 000109120

- **Description of other identifying number:** CRD

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Self - rule 17f-2 (17 CFR 270.17f-2)

**Custodians Record: 2**

- **i. Full name:** BofA Securities, Inc.

- **ii. LEI, if any:** 549300HN4UKV1E2R3U73

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** J.P. Morgan Investment Management Inc.

- **ii. LEI, if any, or other identifying number:** 549300W78QHV4XMM6K69

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Piper Sandler & Co.

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** 549300GRQCWQ3XGH0H10

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,315.98

**Brokers Record: 2**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,790.05

**Brokers Record: 3**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,047.77

**Brokers Record: 4**

- **i. Full name of broker:** Liquidnet, Inc.

- **ii. SEC file number:** 8-52461

- **iii. CRD number:** 000103987

- **iv. LEI, if any:** 213800HSKBBO1GCVRG79

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,569.77

**Brokers Record: 5**

- **i. Full name of broker:** Jefferies LLC

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $25,049.39

**Brokers Record: 6**

- **i. Full name of broker:** Cowen and Company

- **ii. SEC file number:** 8-22522

- **iii. CRD number:** 000007616

- **iv. LEI, if any:** 549300WR155U7DVMIW58

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,769.75

**Brokers Record: 7**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,350.27

**Brokers Record: 8**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,090.45

**Brokers Record: 9**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,421.99

**Brokers Record: 10**

- **i. Full name of broker:** BofA Securities, Inc.

- **ii. SEC file number:** 8-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,528.86

**Aggregate Commission:** $163,983.28

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| RBC Capital Markets, LLC      | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $8,818.87                 |
| Instinet, LLC                 | 8-23669           |    000007897 | 549300MGMN3RKMU8FT57 | NY      | US        | $2,426.96                 |
| BofA Securities, Inc.         | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $86,763.67                |
| Virtu Americas LLC            | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $357,059.75               |
| Citigroup Global Markets Inc. | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $32,207.38                |
| UBS Securities LLC            | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | NY      | US        | $33,158.05                |
| Goldman Sachs & Co. LLC       | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $5,009.55                 |
| Jefferies LLC                 | 8-15074           |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $28,830.13                |
| Morgan Stanley & Co. LLC      | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $8,490.53                 |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $562,764.89

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $182,758,587.93

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                | SEC File number   |
|:---|:---|
| JPMorgan Insurance Trust                    | 811-07874         |
| JPMorgan Trust II                           | 811-04236         |
| Undiscovered Managers Funds                 | 811-08437         |
| JPMorgan Trust I                            | 811-21295         |
| JPMorgan Institutional Trust                | 811-21638         |
| J.P. Morgan Mutual Fund Investment Trust    | 811-05526         |
| JPMorgan Trust IV                           | 811-23117         |
| J.P. Morgan Fleming Mutual Fund Group, Inc. | 811-08189         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $1,500,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** The Bank of New York Mellon

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                            | SEC File number   |
|:---|:---|
| J.P. Morgan Mutual Fund Investment Trust                | 811-05526         |
| JPMorgan Insurance Trust                                | 811-07874         |
| JPMorgan Equity Focus Fund                              | 811-21295         |
| JPMorgan Access Balanced Fund                           | 811-21295         |
| JPMorgan U.S. Applied Data Science Value Fund           | 811-21295         |
| JPMorgan Hedged Equity 2 Fund                           | 811-23117         |
| JPMorgan Income Builder Fund                            | 811-21295         |
| JPMorgan U.S. Value Fund                                | 811-21295         |
| JPMorgan Global Bond Opportunities Fund                 | 811-21295         |
| JPMorgan Investor Conservative Growth Fund              | 811-04236         |
| JPMorgan Mortgage-Backed Securities Fund                | 811-04236         |
| JPMorgan Emerging Markets Research Enhanced Equity Fund | 811-23117         |
| JPMorgan SmartRetirement 2030 Fund                      | 811-21295         |
| JPMorgan Small Cap Growth Fund                          | 811-04236         |
| JPMorgan SmartRetirement Blend 2015 Fund                | 811-23117         |
| JPMorgan Small Cap Value Fund                           | 811-04236         |
| JPMorgan Unconstrained Debt Fund                        | 811-21295         |
| JPMorgan U.S. GARP Equity Fund                          | 811-21295         |
| J.P. Morgan Fleming Mutual Fund Group, Inc.             | 811-08189         |
| JPMorgan International Equity Fund                      | 811-21295         |
| JPMorgan Limited Duration Bond Fund                     | 811-04236         |
| JPMorgan International Value Fund                       | 811-21295         |
| JPMorgan High Yield Fund                                | 811-04236         |
| JPMorgan Emerging Markets Debt Fund                     | 811-21295         |
| JPMorgan SmartRetirement Blend 2055 Fund                | 811-21295         |
| JPMorgan California Tax Free Bond Fund                  | 811-21295         |
| JPMorgan SmartRetirement Blend 2050 Fund                | 811-21295         |
| JPMorgan New York Tax Free Bond Fund                    | 811-21295         |
| JPMorgan Core Focus SMA Fund                            | 811-23117         |
| JPMorgan Small Cap Blend Fund                           | 811-21295         |
| JPMorgan Institutional Trust                            | 811-21638         |
| JPMorgan Research Market Neutral Fund                   | 811-21295         |
| JPMorgan Total Return Fund                              | 811-21295         |
| JPMorgan SmartRetirement Blend 2040 Fund                | 811-21295         |
| JPMorgan Hedged Equity 3 Fund                           | 811-23117         |
| Undiscovered Managers Funds                             | 811-08437         |
| JPMorgan Opportunistic Equity Long/Short Fund           | 811-21295         |
| JPMorgan International Hedged Equity Fund               | 811-23117         |
| JPMorgan SMID Cap Equity Fund                           | 811-04236         |
| JPMorgan SmartRetirement 2055 Fund                      | 811-21295         |
| JPMorgan SmartRetirement Blend 2025 Fund                | 811-21295         |
| JPMorgan Corporate Bond Fund                            | 811-21295         |
| JPMorgan U.S. Equity Fund                               | 811-21295         |
| JPMorgan Investor Growth & Income Fund                  | 811-04236         |
| JPMorgan Mid Cap Equity Fund                            | 811-21295         |
| JPMorgan U.S. Large Cap Core Plus Fund                  | 811-21295         |
| JPMorgan Investor Growth Fund                           | 811-04236         |
| JPMorgan SmartRetirement 2045 Fund                      | 811-21295         |
| JPMorgan Floating Rate Income Fund                      | 811-21295         |
| JPMorgan SmartRetirement Income Fund                    | 811-21295         |
| JPMorgan Managed Income Fund                            | 811-21295         |
| JPMorgan SmartRetirement 2025 Fund                      | 811-21295         |
| JPMorgan Equity Premium Income Fund                     | 811-23117         |
| JPMorgan Strategic Income Opportunities Fund            | 811-21295         |
| JPMorgan Short-Intermediate Municipal Bond Fund         | 811-04236         |
| JPMorgan Access Growth Fund                             | 811-21295         |
| JPMorgan SmartRetirement 2035 Fund                      | 811-21295         |
| JPMorgan U.S. Sustainable Leaders Fund                  | 811-21295         |
| JPMorgan Global Allocation Fund                         | 811-21295         |
| JPMorgan Emerging Markets Equity Fund                   | 811-21295         |
| JPMorgan Value Advantage Fund                           | 811-21295         |
| JPMorgan Core Bond Fund                                 | 811-04236         |
| JPMorgan SmartRetirement 2040 Fund                      | 811-21295         |
| JPMorgan Small Cap Sustainable Leaders Fund             | 811-21295         |
| JPMorgan SmartRetirement Blend 2045 Fund                | 811-21295         |
| JPMorgan Equity Index Fund                              | 811-04236         |
| JPMorgan SmartRetirement Blend 2035 Fund                | 811-21295         |
| JPMorgan U.S. Research Enhanced Equity Fund             | 811-21295         |
| JPMorgan Income Fund                                    | 811-21295         |
| JPMorgan Large Cap Value Fund                           | 811-04236         |
| JPMorgan Mid Cap Growth Fund                            | 811-04236         |
| JPMorgan National Municipal Income Fund                 | 811-21295         |
| JPMorgan SmartRetirement 2060 Fund                      | 811-21295         |
| JPMorgan SmartRetirement Blend Income Fund              | 811-21295         |
| JPMorgan SmartRetirement 2020 Fund                      | 811-21295         |
| JPMorgan Tax Aware Equity Fund                          | 811-21295         |
| JPMorgan Core Plus Bond Fund                            | 811-04236         |
| JPMorgan International Focus Fund                       | 811-21295         |
| JPMorgan Equity Income Fund                             | 811-04236         |
| JPMorgan Short Duration Bond Fund                       | 811-04236         |
| JPMorgan Small Cap Equity Fund                          | 811-21295         |
| JPMorgan SmartRetirement Blend 2020 Fund                | 811-21295         |
| JPMorgan Tax Free Bond Fund                             | 811-04236         |
| JPMorgan Preferred and Income Securities Fund           | 811-23117         |
| JPMorgan High Yield Municipal Fund                      | 811-21295         |
| JPMorgan SmartRetirement Blend 2030 Fund                | 811-21295         |
| JPMorgan SmartRetirement Blend 2060 Fund                | 811-21295         |
| JPMorgan Short Duration Core Plus Fund                  | 811-21295         |
| JPMorgan SmartRetirement 2050 Fund                      | 811-21295         |
| JPMorgan Hedged Equity Fund                             | 811-21295         |
| JPMorgan Diversified Fund                               | 811-21295         |
| JPMorgan Europe Dynamic Fund                            | 811-21295         |
| JPMorgan Government Bond Fund                           | 811-04236         |
| JPMorgan U.S. Small Company Fund                        | 811-21295         |
| JPMorgan Ultra-Short Municipal Fund                     | 811-23117         |
| JPMorgan Investor Balanced Fund                         | 811-04236         |
| JPMorgan Tax Aware Real Return Fund                     | 811-21295         |
| JPMorgan Large Cap Growth Fund                          | 811-04236         |
| JPMorgan Sustainable Municipal Income Fund              | 811-04236         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 5 - JPMorgan Insurance Trust Global Allocation Portfolio

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JPMorgan Insurance Trust Global Allocation Portfolio

- **b. Series identification number, if any:** S000047318

- **c. LEI:** 549300T1ZGBJZ222LZ91

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class 2 Shares          | C000148506                                | N/A                          |
|                           2 | Class 1 Shares          | C000148505                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Citibank N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** J.P. Morgan Investment Management Inc.

- **ii. LEI, if any:** 549300W78QHV4XMM6K69

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $357,449.48

- **g. Provide the net income from securities lending activities:** $3,702.60

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 10f-3 (17 CFR 270.10f-3)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** J.P. Morgan Investment Management Inc.

- **ii. SEC file number:** 801-21011

- **iii. CRD number:** 000107038

- **iv. LEI, if any:** 549300W78QHV4XMM6K69

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. SEC file number:** 84-00896

- **iii. LEI, if any:** N/A

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv Global Markets Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 000109120

- **Description of other identifying number:** CRD

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** Banco Santander Chile

- **ii. LEI, if any:** 3YJP8HORPAEXJ80D6368

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** PT Bank HSBC Indonesia

- **ii. LEI, if any:** 213800HW5IDIRLWH1203

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 9**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Standard Chartered Bank Korea Limited

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Citibank A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Self - rule 17f-2 (17 CFR 270.17f-2)

**Custodians Record: 20**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** J.P. Morgan S.A. DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Citibank del Peru S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Societe Generale Marocaine de Banques

- **ii. LEI, if any:** 549300WHIMVBNIDQWK21

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** CACEIS Bank Spain, S.A.U.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Stanbic IBTC Bank Plc

- **ii. LEI, if any:** 029200098C3K8BI2D551

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** HSBC Continental Europe, Greece

- **ii. LEI, if any:** F0HUI1NY1AZMJMD8LP67

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 2CZOJRADNJXBLT55G526

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 33**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** Banco Itau Uruguay S.A.

- **ii. LEI, if any:** 549300HU8OQS1VTVXN55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** Goldman Sachs & Co. LLC

- **ii. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 37**

- **i. Full name:** BofA Securities, Inc.

- **ii. LEI, if any:** 549300HN4UKV1E2R3U73

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 38**

- **i. Full name:** J.P. Morgan Bank International (Limited Liability Company)**

- **ii. LEI, if any:** 549300B831LSRSI6RA15

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** HSBC Bank Argentina S.A.

- **ii. LEI, if any:** 549300K52NF2S4SQDO82

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** HSBC Bank Malaysia Berhad

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 44**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 45**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 46**

- **i. Full name:** Bank Handlowy w. Warszawie S.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 47**

- **i. Full name:** Citigroup Global Markets Inc.

- **ii. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 48**

- **i. Full name:** Bank Leumi le-Israel B.M.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 49**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 50**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 51**

- **i. Full name:** Cititrust Colombia S.A.

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 52**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 53**

- **i. Full name:** SEB FINLAND

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** J.P. Morgan Investment Management Inc.

- **ii. LEI, if any, or other identifying number:** 549300W78QHV4XMM6K69

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,126.92

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,055.94

**Brokers Record: 3**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,436.61

**Brokers Record: 4**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $8,378.21

**Brokers Record: 5**

- **i. Full name of broker:** Credit Suisse Securities (USA) LLC

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,556.96

**Brokers Record: 6**

- **i. Full name of broker:** Barclays Capital, Inc.

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,095.64

**Brokers Record: 7**

- **i. Full name of broker:** BofA Securities, Inc.

- **ii. SEC file number:** 8-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,648.95

**Brokers Record: 8**

- **i. Full name of broker:** Jefferies LLC

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,554.68

**Brokers Record: 9**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,425.70

**Brokers Record: 10**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,330.44

**Aggregate Commission:** $36,777.54

**Item C.17.a. Principal transaction counterparties.**

| Name                               | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Morgan Stanley & Co. LLC           | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $4,686,342.32             |
| Barclays Capital, Inc.             | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $7,048,849.71             |
| Mizuho Securities USA LLC          | 8-37710           | 000019647    | 7TK5RJIZDFROZCA6XF66 | NY      | US        | $3,889,479.85             |
| MUFG Securities Americas Inc.      | 8-43026           | 000019685    | K5HU16E3LMSVCCJJJ255 | NY      | US        | $4,459,492.15             |
| Wells Fargo Securities, LLC        | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $5,491,438.44             |
| Citigroup Global Markets Inc.      | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $5,555,147.14             |
| Bank of Montreal                   | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $7,841,031.55             |
| Daiwa Capital Markets America Inc. | 8-12242           | 000001576    | M67H5PRC0NQKM73ZAS82 | NY      | US        | $4,475,618.16             |
| Goldman Sachs & Co. LLC            | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $8,653,163.69             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $87,862,980.08

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $118,312,542.29

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $1,500,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** The Bank of New York Mellon

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                            | SEC File number   |
|:---|:---|
| JPMorgan International Focus Fund                       | 811-21295         |
| JPMorgan High Yield Fund                                | 811-04236         |
| JPMorgan SmartRetirement 2060 Fund                      | 811-21295         |
| JPMorgan Small Cap Equity Fund                          | 811-21295         |
| JPMorgan Corporate Bond Fund                            | 811-21295         |
| JPMorgan U.S. Sustainable Leaders Fund                  | 811-21295         |
| JPMorgan SmartRetirement Blend 2050 Fund                | 811-21295         |
| JPMorgan Hedged Equity 2 Fund                           | 811-23117         |
| JPMorgan Ultra-Short Municipal Fund                     | 811-23117         |
| JPMorgan SmartRetirement 2030 Fund                      | 811-21295         |
| JPMorgan SMID Cap Equity Fund                           | 811-04236         |
| JPMorgan Total Return Fund                              | 811-21295         |
| JPMorgan U.S. GARP Equity Fund                          | 811-21295         |
| JPMorgan Tax Aware Real Return Fund                     | 811-21295         |
| JPMorgan SmartRetirement Income Fund                    | 811-21295         |
| JPMorgan Short Duration Bond Fund                       | 811-04236         |
| JPMorgan SmartRetirement 2045 Fund                      | 811-21295         |
| JPMorgan Income Builder Fund                            | 811-21295         |
| JPMorgan Small Cap Value Fund                           | 811-04236         |
| Undiscovered Managers Funds                             | 811-08437         |
| JPMorgan National Municipal Income Fund                 | 811-21295         |
| JPMorgan Diversified Fund                               | 811-21295         |
| JPMorgan Access Balanced Fund                           | 811-21295         |
| JPMorgan Value Advantage Fund                           | 811-21295         |
| JPMorgan Core Focus SMA Fund                            | 811-23117         |
| JPMorgan Hedged Equity Fund                             | 811-21295         |
| JPMorgan Limited Duration Bond Fund                     | 811-04236         |
| JPMorgan U.S. Research Enhanced Equity Fund             | 811-21295         |
| JPMorgan Preferred and Income Securities Fund           | 811-23117         |
| JPMorgan Emerging Markets Equity Fund                   | 811-21295         |
| JPMorgan SmartRetirement Blend 2035 Fund                | 811-21295         |
| JPMorgan Global Allocation Fund                         | 811-21295         |
| JPMorgan SmartRetirement 2035 Fund                      | 811-21295         |
| JPMorgan Managed Income Fund                            | 811-21295         |
| J.P. Morgan Mutual Fund Investment Trust                | 811-05526         |
| JPMorgan U.S. Large Cap Core Plus Fund                  | 811-21295         |
| JPMorgan Access Growth Fund                             | 811-21295         |
| JPMorgan Global Bond Opportunities Fund                 | 811-21295         |
| JPMorgan International Hedged Equity Fund               | 811-23117         |
| JPMorgan Tax Free Bond Fund                             | 811-04236         |
| JPMorgan Sustainable Municipal Income Fund              | 811-04236         |
| JPMorgan SmartRetirement 2025 Fund                      | 811-21295         |
| JPMorgan Tax Aware Equity Fund                          | 811-21295         |
| JPMorgan Investor Balanced Fund                         | 811-04236         |
| JPMorgan Opportunistic Equity Long/Short Fund           | 811-21295         |
| JPMorgan SmartRetirement 2050 Fund                      | 811-21295         |
| JPMorgan SmartRetirement Blend 2015 Fund                | 811-23117         |
| JPMorgan Small Cap Sustainable Leaders Fund             | 811-21295         |
| JPMorgan International Equity Fund                      | 811-21295         |
| JPMorgan Unconstrained Debt Fund                        | 811-21295         |
| JPMorgan U.S. Equity Fund                               | 811-21295         |
| JPMorgan SmartRetirement Blend 2030 Fund                | 811-21295         |
| JPMorgan Mid Cap Equity Fund                            | 811-21295         |
| JPMorgan SmartRetirement 2055 Fund                      | 811-21295         |
| JPMorgan Investor Conservative Growth Fund              | 811-04236         |
| JPMorgan Mid Cap Growth Fund                            | 811-04236         |
| JPMorgan Mortgage-Backed Securities Fund                | 811-04236         |
| JPMorgan SmartRetirement Blend 2040 Fund                | 811-21295         |
| JPMorgan Short Duration Core Plus Fund                  | 811-21295         |
| JPMorgan Core Bond Fund                                 | 811-04236         |
| JPMorgan Research Market Neutral Fund                   | 811-21295         |
| JPMorgan Emerging Markets Debt Fund                     | 811-21295         |
| JPMorgan Small Cap Blend Fund                           | 811-21295         |
| JPMorgan Short-Intermediate Municipal Bond Fund         | 811-04236         |
| JPMorgan Investor Growth & Income Fund                  | 811-04236         |
| JPMorgan Large Cap Value Fund                           | 811-04236         |
| JPMorgan Government Bond Fund                           | 811-04236         |
| JPMorgan Hedged Equity 3 Fund                           | 811-23117         |
| JPMorgan SmartRetirement Blend 2020 Fund                | 811-21295         |
| JPMorgan Large Cap Growth Fund                          | 811-04236         |
| JPMorgan U.S. Value Fund                                | 811-21295         |
| JPMorgan New York Tax Free Bond Fund                    | 811-21295         |
| JPMorgan SmartRetirement 2020 Fund                      | 811-21295         |
| J.P. Morgan Fleming Mutual Fund Group, Inc.             | 811-08189         |
| JPMorgan Equity Income Fund                             | 811-04236         |
| JPMorgan Strategic Income Opportunities Fund            | 811-21295         |
| JPMorgan Institutional Trust                            | 811-21638         |
| JPMorgan Insurance Trust                                | 811-07874         |
| JPMorgan U.S. Applied Data Science Value Fund           | 811-21295         |
| JPMorgan SmartRetirement Blend 2060 Fund                | 811-21295         |
| JPMorgan Small Cap Growth Fund                          | 811-04236         |
| JPMorgan SmartRetirement Blend 2045 Fund                | 811-21295         |
| JPMorgan SmartRetirement Blend 2055 Fund                | 811-21295         |
| JPMorgan California Tax Free Bond Fund                  | 811-21295         |
| JPMorgan SmartRetirement Blend 2025 Fund                | 811-21295         |
| JPMorgan Equity Premium Income Fund                     | 811-23117         |
| JPMorgan SmartRetirement 2040 Fund                      | 811-21295         |
| JPMorgan International Value Fund                       | 811-21295         |
| JPMorgan Emerging Markets Research Enhanced Equity Fund | 811-23117         |
| JPMorgan SmartRetirement Blend Income Fund              | 811-21295         |
| JPMorgan High Yield Municipal Fund                      | 811-21295         |
| JPMorgan U.S. Small Company Fund                        | 811-21295         |
| JPMorgan Equity Focus Fund                              | 811-21295         |
| JPMorgan Core Plus Bond Fund                            | 811-04236         |
| JPMorgan Income Fund                                    | 811-21295         |
| JPMorgan Floating Rate Income Fund                      | 811-21295         |
| JPMorgan Equity Index Fund                              | 811-04236         |
| JPMorgan Europe Dynamic Fund                            | 811-21295         |
| JPMorgan Investor Growth Fund                           | 811-04236         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                | SEC File number   |
|:---|:---|
| Undiscovered Managers Funds                 | 811-08437         |
| J.P. Morgan Mutual Fund Investment Trust    | 811-05526         |
| J.P. Morgan Fleming Mutual Fund Group, Inc. | 811-08189         |
| JPMorgan Institutional Trust                | 811-21638         |
| JPMorgan Trust I                            | 811-21295         |
| JPMorgan Insurance Trust                    | 811-07874         |
| JPMorgan Trust II                           | 811-04236         |
| JPMorgan Trust IV                           | 811-23117         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 6 - JPMorgan Insurance Trust Core Bond Portfolio

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JPMorgan Insurance Trust Core Bond Portfolio

- **b. Series identification number, if any:** S000004631

- **c. LEI:** 549300R0L51SIT95RU15

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class 1 Shares          | C000012612                                | N/A                          |
|                           2 | Class 2 Shares          | C000035130                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Citibank N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** J.P. Morgan Investment Management Inc.

- **ii. LEI, if any:** 549300W78QHV4XMM6K69

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 10f-3 (17 CFR 270.10f-3)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** J.P. Morgan Investment Management Inc.

- **ii. SEC file number:** 801-21011

- **iii. CRD number:** 000107038

- **iv. LEI, if any:** 549300W78QHV4XMM6K69

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. SEC file number:** 84-00896

- **iii. LEI, if any:** N/A

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Self - rule 17f-2 (17 CFR 270.17f-2)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** J.P. Morgan Investment Management Inc.

- **ii. LEI, if any, or other identifying number:** 549300W78QHV4XMM6K69

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                  | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Citigroup Global Markets Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $19,992,731.15            |
| Goldman Sachs & Co. LLC               | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $60,900,098.03            |
| HSBC Securities (USA) Inc.            | 8-41562           |    000019585 | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $10,291,787.62            |
| Credit Suisse Securities (USA) LLC    | 8-00422           |    000000816 | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $10,261,143.48            |
| BofA Securities, Inc.                 | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $98,097,796.98            |
| Brean Capital, LLC                    | 8-40742           |    000023723 | 254900ZZA1UBVDCNQ378 | NY      | US        | $6,616,245.94             |
| Nomura Securities International, Inc. | 8-15255           |    000004297 | OXTKY6Q8X53C9ILVV871 | NY      | US        | $8,249,418.10             |
| Wells Fargo Securities, LLC           | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $156,315,010.29           |
| Barclays Capital, Inc.                | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $13,596,259.38            |
| Morgan Stanley & Co. LLC              | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $93,593,794.77            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $525,339,800.43

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $475,709,412.67

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                | SEC File number   |
|:---|:---|
| JPMorgan Insurance Trust                    | 811-07874         |
| J.P. Morgan Fleming Mutual Fund Group, Inc. | 811-08189         |
| Undiscovered Managers Funds                 | 811-08437         |
| JPMorgan Institutional Trust                | 811-21638         |
| JPMorgan Trust II                           | 811-04236         |
| J.P. Morgan Mutual Fund Investment Trust    | 811-05526         |
| JPMorgan Trust IV                           | 811-23117         |
| JPMorgan Trust I                            | 811-21295         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $1,500,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** The Bank of New York Mellon

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                            | SEC File number   |
|:---|:---|
| JPMorgan California Tax Free Bond Fund                  | 811-21295         |
| JPMorgan Small Cap Value Fund                           | 811-04236         |
| JPMorgan Access Balanced Fund                           | 811-21295         |
| JPMorgan Managed Income Fund                            | 811-21295         |
| JPMorgan SmartRetirement 2035 Fund                      | 811-21295         |
| JPMorgan Core Focus SMA Fund                            | 811-23117         |
| JPMorgan SmartRetirement Blend 2030 Fund                | 811-21295         |
| J.P. Morgan Mutual Fund Investment Trust                | 811-05526         |
| JPMorgan SmartRetirement Blend Income Fund              | 811-21295         |
| JPMorgan Unconstrained Debt Fund                        | 811-21295         |
| JPMorgan SmartRetirement Blend 2025 Fund                | 811-21295         |
| JPMorgan Equity Focus Fund                              | 811-21295         |
| JPMorgan Large Cap Value Fund                           | 811-04236         |
| JPMorgan Mid Cap Growth Fund                            | 811-04236         |
| JPMorgan U.S. Research Enhanced Equity Fund             | 811-21295         |
| JPMorgan High Yield Fund                                | 811-04236         |
| JPMorgan Limited Duration Bond Fund                     | 811-04236         |
| JPMorgan Diversified Fund                               | 811-21295         |
| JPMorgan Small Cap Growth Fund                          | 811-04236         |
| JPMorgan Short Duration Bond Fund                       | 811-04236         |
| JPMorgan SmartRetirement Income Fund                    | 811-21295         |
| JPMorgan New York Tax Free Bond Fund                    | 811-21295         |
| JPMorgan Equity Premium Income Fund                     | 811-23117         |
| JPMorgan Strategic Income Opportunities Fund            | 811-21295         |
| JPMorgan Hedged Equity Fund                             | 811-21295         |
| JPMorgan Investor Growth Fund                           | 811-04236         |
| JPMorgan U.S. Applied Data Science Value Fund           | 811-21295         |
| JPMorgan U.S. Value Fund                                | 811-21295         |
| JPMorgan Research Market Neutral Fund                   | 811-21295         |
| JPMorgan SmartRetirement Blend 2060 Fund                | 811-21295         |
| JPMorgan SmartRetirement 2020 Fund                      | 811-21295         |
| JPMorgan Corporate Bond Fund                            | 811-21295         |
| JPMorgan Income Fund                                    | 811-21295         |
| JPMorgan Total Return Fund                              | 811-21295         |
| JPMorgan SmartRetirement Blend 2035 Fund                | 811-21295         |
| JPMorgan Mortgage-Backed Securities Fund                | 811-04236         |
| JPMorgan International Hedged Equity Fund               | 811-23117         |
| JPMorgan U.S. Sustainable Leaders Fund                  | 811-21295         |
| JPMorgan Tax Aware Equity Fund                          | 811-21295         |
| JPMorgan Global Allocation Fund                         | 811-21295         |
| JPMorgan Global Bond Opportunities Fund                 | 811-21295         |
| JPMorgan Income Builder Fund                            | 811-21295         |
| JPMorgan Mid Cap Equity Fund                            | 811-21295         |
| JPMorgan Small Cap Sustainable Leaders Fund             | 811-21295         |
| JPMorgan International Focus Fund                       | 811-21295         |
| JPMorgan Investor Conservative Growth Fund              | 811-04236         |
| JPMorgan Short Duration Core Plus Fund                  | 811-21295         |
| JPMorgan Government Bond Fund                           | 811-04236         |
| JPMorgan Institutional Trust                            | 811-21638         |
| JPMorgan Sustainable Municipal Income Fund              | 811-04236         |
| JPMorgan SmartRetirement 2055 Fund                      | 811-21295         |
| JPMorgan SmartRetirement Blend 2055 Fund                | 811-21295         |
| JPMorgan Investor Balanced Fund                         | 811-04236         |
| JPMorgan SmartRetirement 2045 Fund                      | 811-21295         |
| JPMorgan Core Bond Fund                                 | 811-04236         |
| JPMorgan SmartRetirement 2050 Fund                      | 811-21295         |
| JPMorgan SmartRetirement 2040 Fund                      | 811-21295         |
| JPMorgan Floating Rate Income Fund                      | 811-21295         |
| JPMorgan Small Cap Blend Fund                           | 811-21295         |
| JPMorgan Tax Aware Real Return Fund                     | 811-21295         |
| JPMorgan SmartRetirement Blend 2020 Fund                | 811-21295         |
| JPMorgan Equity Index Fund                              | 811-04236         |
| JPMorgan U.S. GARP Equity Fund                          | 811-21295         |
| JPMorgan U.S. Equity Fund                               | 811-21295         |
| Undiscovered Managers Funds                             | 811-08437         |
| JPMorgan SmartRetirement Blend 2040 Fund                | 811-21295         |
| JPMorgan Large Cap Growth Fund                          | 811-04236         |
| JPMorgan Preferred and Income Securities Fund           | 811-23117         |
| JPMorgan National Municipal Income Fund                 | 811-21295         |
| J.P. Morgan Fleming Mutual Fund Group, Inc.             | 811-08189         |
| JPMorgan Insurance Trust                                | 811-07874         |
| JPMorgan Core Plus Bond Fund                            | 811-04236         |
| JPMorgan Tax Free Bond Fund                             | 811-04236         |
| JPMorgan Emerging Markets Research Enhanced Equity Fund | 811-23117         |
| JPMorgan Europe Dynamic Fund                            | 811-21295         |
| JPMorgan High Yield Municipal Fund                      | 811-21295         |
| JPMorgan U.S. Large Cap Core Plus Fund                  | 811-21295         |
| JPMorgan Access Growth Fund                             | 811-21295         |
| JPMorgan Opportunistic Equity Long/Short Fund           | 811-21295         |
| JPMorgan SMID Cap Equity Fund                           | 811-04236         |
| JPMorgan SmartRetirement 2025 Fund                      | 811-21295         |
| JPMorgan Equity Income Fund                             | 811-04236         |
| JPMorgan U.S. Small Company Fund                        | 811-21295         |
| JPMorgan Small Cap Equity Fund                          | 811-21295         |
| JPMorgan Investor Growth & Income Fund                  | 811-04236         |
| JPMorgan Emerging Markets Equity Fund                   | 811-21295         |
| JPMorgan International Equity Fund                      | 811-21295         |
| JPMorgan SmartRetirement 2060 Fund                      | 811-21295         |
| JPMorgan Value Advantage Fund                           | 811-21295         |
| JPMorgan SmartRetirement Blend 2045 Fund                | 811-21295         |
| JPMorgan SmartRetirement Blend 2050 Fund                | 811-21295         |
| JPMorgan Short-Intermediate Municipal Bond Fund         | 811-04236         |
| JPMorgan SmartRetirement 2030 Fund                      | 811-21295         |
| JPMorgan SmartRetirement Blend 2015 Fund                | 811-23117         |
| JPMorgan Hedged Equity 3 Fund                           | 811-23117         |
| JPMorgan Hedged Equity 2 Fund                           | 811-23117         |
| JPMorgan Emerging Markets Debt Fund                     | 811-21295         |
| JPMorgan Ultra-Short Municipal Fund                     | 811-23117         |
| JPMorgan International Value Fund                       | 811-21295         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

## N-CEN: Part G: Attachments

**Item G.1a. Attachments.**

Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below:

- [ ] i. Legal proceedings

- [ ] ii. Provision of financial support

- [x] iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only)

- [ ] iv. Change in accounting principles and practices

- [ ] v. Information required to be filed pursuant to exemptive orders

- [ ] vi. Other information required to be included as an attachment pursuant to Commission rules and regulations

## N-CEN: Signature

Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to a be signed on its behalf by the undersigned hereunto duly authorized.

**Registrant:** JPMORGAN INSURANCE TRUST

**Date:** 2023-03-15

**Signature:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer