# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0001752724-23-045147
**Filing Date:** 2023-2
**Character Count:** 35540
**Document Hash:** cc2b433a167fbf2ef6d8cdb2bf3a584c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045147.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045147

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMORGAN TRUST II
- **CENTRAL INDEX KEY:** 0000763852
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04236
- **FILM NUMBER:** 23680458

**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:** ONE GROUP MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20000721

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP
- **DATE OF NAME CHANGE:** 19931105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HELMSMAN FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### JPMorgan Large Cap Value Fund (Series ID: S000003857)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000010802 | Class I      | HLQVX           |
| C000010803 | Class A      | OLVAX           |
| C000010805 | Class C      | OLVCX           |
| C000033523 | Class R5     | JLVRX           |
| C000070645 | Class R2     | JLVZX           |
| C000093778 | Class R6     | JLVMX           |
| C000205209 | Class R4     | OLVRX           |
| C000205210 | Class R3     | OLVTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** JPMorgan Trust II

- **b. Investment Company Act file number:** 811-04236

- **c. CIK number of Registrant:** 0000763852

- **d. LEI of Registrant:** 549300IMXLYKELY96B40

- **e. Address and telephone number of Registrant.**

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

**Item A.2. Information about the Series.**

- **a. Name of Series:** JPMorgan Large Cap Value Fund

- **b. EDGAR series identifier (if any):** S000003857

- **c. LEI of Series:** 549300JPSGHFE3RK0F55

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $3450292635.96

**Total Liabilities:** $1972083.19

**Net Assets:** $3448320552.77

**Cash Not Reported:** $318163.81

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205210 | 11.69%               | 6.04%                | -5.01%               |
| Class ID C000093778 | 11.74%               | 6.11%                | -5.01%               |
| Class ID C000010802 | 11.73%               | 6.03%                | -4.99%               |
| Class ID C000010805 | 11.66%               | 6.00%                | -5.06%               |
| Class ID C000070645 | 11.66%               | 6.02%                | -5.06%               |
| Class ID C000205209 | 11.77%               | 6.06%                | -5.03%               |
| Class ID C000033523 | 11.76%               | 6.06%                | -4.99%               |
| Class ID C000010803 | 11.66%               | 6.07%                | -5.05%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-14422477.66            | $363915673.01                              |
| Month 2  | $15778382.40             | $183362119.60                              |
| Month 3  | $-1306931.93             | $-183065887.89                             |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                          | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Intercontinental Exchange, Inc.               | Intercontinental Exchange, Inc.               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    198600 | NS      | $20374374.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                  | Oracle Corp.                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    131000 | NS      | $10707940.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                             | Exxon Mobil Corp.                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    703300 | NS      | $77573990.00  | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                 | Walmart, Inc.                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    224000 | NS      | $31760960.00  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                    | Baxter International, Inc.                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    637800 | NS      | $32508666.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                 | BioMarin Pharmaceutical, Inc.                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |    287300 | NS      | $29732677.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.             | Equity LifeStyle Properties, Inc.             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |    878800 | NS      | $56770480.00  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies, Inc.                   | FleetCor Technologies, Inc.                   | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     86700 | NS      | $15925056.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.            | BJ's Wholesale Club Holdings, Inc.            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    389000 | NS      | $25736240.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                      | Bristol-Myers Squibb Co.                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |   1765186 | NS      | $127005132.70 | 3.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                | Alphabet, Inc., Class C                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    365900 | NS      | $32466307.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                               | BlackRock, Inc.                               | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     25000 | NS      | $17715750.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                  | Biogen, Inc.                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     59100 | NS      | $16365972.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd.                                    | Bunge Ltd.                                    | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |    279200 | NS      | $27855784.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                      | SBA Communications Corp.                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     76000 | NS      | $21303560.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                  | Fiserv, Inc.                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |    158800 | NS      | $16049916.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                          | NextEra Energy, Inc.                          | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    638000 | NS      | $53336800.00  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                          | American Express Co.                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    227500 | NS      | $33613125.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                  | Pfizer, Inc.                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    646800 | NS      | $33142032.00  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                       | KB Home                                       | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |    290000 | NS      | $9236500.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.    | Knight-Swift Transportation Holdings, Inc.    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130400 | NS      | $6834264.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                 | Raymond James Financial, Inc.                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |    182900 | NS      | $19542865.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                        | US Foods Holding Corp.                        | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |   1127428 | NS      | $38355100.56  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group, Inc. (The) | Hartford Financial Services Group, Inc. (The) | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    354500 | NS      | $26881735.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                    | Lamb Weston Holdings, Inc.                    | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |    192290 | NS      | $17183034.40  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                       | Progressive Corp. (The)                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    445200 | NS      | $57746892.00  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp.                                    | Hess Corp.                                    | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |    575200 | NS      | $81574864.00  | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                    | Performance Food Group Co.                    | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    536200 | NS      | $31308718.00  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                   | Deere & Co.                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     89600 | NS      | $38416896.00  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                  | Royal Caribbean Cruises Ltd.                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |    513600 | NS      | $25387248.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                  | Ventas, Inc.                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    979817 | NS      | $44140755.85  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                        | Freeport-McMoRan, Inc.                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |   1392500 | NS      | $52915000.00  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics, Inc.                           | GXO Logistics, Inc.                           | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     76900 | NS      | $3282861.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                      | Diamondback Energy, Inc.                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |    363000 | NS      | $49651140.00  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                               | Citigroup, Inc.                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |   1140300 | NS      | $51575769.00  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                          | Meta Platforms, Inc., Class A                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    422800 | NS      | $50879752.00  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                          | Carrier Global Corp.                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    836500 | NS      | $34505625.00  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.             | Philip Morris International, Inc.             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    405600 | NS      | $41050776.00  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                        | Keurig Dr Pepper, Inc.                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    353400 | NS      | $12602244.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                 | Comcast Corp., Class A                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1430894 | NS      | $50038363.18  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                         | Cardinal Health, Inc.                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    261500 | NS      | $20101505.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.         | Public Service Enterprise Group, Inc.         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    635900 | NS      | $38961593.00  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                    | US Bancorp                                    | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |   1506500 | NS      | $65698465.00  | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                             | Wells Fargo & Co.                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   2715700 | NS      | $112131253.00 | 3.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                     | Rockwell Automation, Inc.                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |    100600 | NS      | $25911542.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                           | Fifth Third Bancorp                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |   1413000 | NS      | $46360530.00  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                      | Berkshire Hathaway, Inc., Class B             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    319600 | NS      | $98724440.00  | 2.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    205400 | NS      | $17463108.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                          | PPG Industries, Inc.                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |    273800 | NS      | $34427612.00  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                   | Axalta Coating Systems Ltd.                   | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |    692600 | NS      | $17640522.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                    | AGCO Corp.                                    | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |    138700 | NS      | $19236303.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                  | Vertex Pharmaceuticals, Inc.                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     94500 | NS      | $27289710.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                             | Lowe's Cos., Inc.                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    152600 | NS      | $30404024.00  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                            | Chemours Co. (The)                            | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |   1240000 | NS      | $37968800.00  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                     | EQT Corp.                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    460400 | NS      | $15575332.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                 | Chevron Corp.                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    486200 | NS      | $87268038.00  | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc               | Seagate Technology Holdings plc               | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |    617900 | NS      | $32507719.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                  | Stanley Black & Decker, Inc.                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |    294186 | NS      | $22099252.32  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                  | Zimmer Biomet Holdings, Inc.                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |    150800 | NS      | $19227000.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                         | Delta Air Lines, Inc.                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |   1146600 | NS      | $37677276.00  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                  | Ameren Corp.                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    592400 | NS      | $52676208.00  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                           | Coca-Cola Co. (The)                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    215600 | NS      | $13714316.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                          | Domino's Pizza, Inc.                          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |     18900 | NS      | $6546960.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                   | Alcoa Corp.                                   | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    941800 | NS      | $42823646.00  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                         | Bank of America Corp.                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   2234700 | NS      | $74013264.00  | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                | Prologis, Inc.                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    289300 | NS      | $32612789.00  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund              | JPMorgan Prime Money Market Fund, Class IM    | CUSIP: 46637K844<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 101282458 | NS      | $101333098.93 | 2.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                | Tapestry, Inc.                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |   1188297 | NS      | $45250349.76  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                 | Honeywell International, Inc.                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    231200 | NS      | $49546160.00  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp.                   | Raytheon Technologies Corp.                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    736300 | NS      | $74307396.00  | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                  | Mondelez International, Inc., Class A         | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    275700 | NS      | $18375405.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                  | AbbVie, Inc.                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    481600 | NS      | $77831376.00  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp.                              | Sealed Air Corp.                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |    329100 | NS      | $16415508.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                         | NXP Semiconductors NV                         | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |    212400 | NS      | $33565572.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.               | Regeneron Pharmaceuticals, Inc.               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |    123300 | NS      | $88959717.00  | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                     | WESCO International, Inc.                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |    316000 | NS      | $39563200.00  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                   | Qorvo, Inc.                                   | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |    171700 | NS      | $15562888.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                           | EOG Resources, Inc.                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    196400 | NS      | $25437728.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                   | FedEx Corp.                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |    217800 | NS      | $37722960.00  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                         | Parker-Hannifin Corp.                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |    132500 | NS      | $38557500.00  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                    | Elanco Animal Health, Inc.                    | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |   1117100 | NS      | $13650962.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                          | Kontoor Brands, Inc.                          | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |    435786 | NS      | $17427082.14  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                             | Yum! Brands, Inc.                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     55300 | NS      | $7082824.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                  | Charter Communications, Inc., Class A         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |    279100 | NS      | $94642810.00  | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                              | CVS Health Corp.                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    239600 | NS      | $22328324.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co.                 | Pioneer Natural Resources Co.                 | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     75900 | NS      | $17334801.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                 | Centene Corp.                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    919500 | NS      | $75408195.00  | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                      | CenterPoint Energy, Inc.                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |   1393200 | NS      | $41782068.00  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                               | DR Horton, Inc.                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |    214300 | NS      | $19102702.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                     | CSX Corp.                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    684200 | NS      | $21196516.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** JPMorgan Trust II

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer