# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0001752724-23-045106
**Filing Date:** 2023-2
**Character Count:** 14098
**Document Hash:** f61f83ae2ec4cc051240bed76fa00adf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045106.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045106

**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:** 23680414

**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 Investor Conservative Growth Fund (Series ID: S000003904)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000010914 | Class I      | ONCFX           |
| C000010915 | Class A      | OICAX           |
| C000010917 | Class C      | OCGCX           |
| C000191474 | Class R6     | JFLJX           |

## 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 Investor Conservative Growth Fund

- **b. EDGAR series identifier (if any):** S000003904

- **c. LEI of Series:** 549300JA0UCCXS7ZO996

**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:** $4012703286.32

**Total Liabilities:** $21649132.66

**Net Assets:** $3991054153.66

**Cash Not Reported:** $219463.52

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000191474 | 1.34%                | 4.25%                | -1.73%               |
| Class ID C000010915 | 1.22%                | 4.23%                | -1.70%               |
| Class ID C000010917 | 1.18%                | 4.21%                | -1.83%               |
| Class ID C000010914 | 1.23%                | 4.31%                | -1.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4162669.58             | $48487620.86                               |
| Month 2  | $-2037508.13             | $164138672.77                              |
| Month 3  | $29950421.78             | $-120435584.87                             |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Small Cap Value Fund                           | JPMorgan Small Cap Value Fund, Class R6                           | CUSIP: 4812C0225<br>LEI: 549300V4YKXS0HHDUK18 | Long             |  | RF                | US        |   1312500 | NS      | $31841242.96   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Government Bond Fund                           | JPMorgan Government Bond Fund, Class R6                           | CUSIP: 4812C0118<br>LEI: 549300SMSIKAH2NAKR95 | Long             |  | RF                | US        |   4837559 | NS      | $45424680.21   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Mid Cap Growth Fund                            | JPMorgan Mid Cap Growth Fund, Class R6                            | CUSIP: 4812C2288<br>LEI: 5493005HTW43WWUWCV03 | Long             |  | RF                | US        |   1422631 | NS      | $55553735.43   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Realty Income ETF                              | JPMorgan Realty Income ETF                                        | CUSIP: 46641Q126<br>LEI: 549300R863426H3TN061 | Long             |  | RF                | US        |    877322 | NS      | $36040387.76   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Emerging Markets Debt Fund                     | JPMorgan Emerging Markets Debt Fund, Class R6                     | CUSIP: 48121A134<br>LEI: 8KLDAXM5A9FOP50PQD10 | Long             |  | RF                | US        |   6445067 | NS      | $38025895.43   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan U.S. GARP Equity Fund                          | JPMorgan U.S. GARP Equity Fund, Class R6                          | CUSIP: 46641U580<br>LEI: 549300N2J35RBS1KLI04 | Long             |  | RF                | US        |   1894019 | NS      | $89890148.91   | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan International Research Enhanced Equity ETF     | JPMorgan International Research Enhanced Equity ETF               | CUSIP: 46641Q134<br>LEI: 549300O57YNNVO2LZJ82 | Long             |  | RF                | US        |   2820693 | NS      | $141203891.58  | 3.54%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Unconstrained Debt Fund                        | JPMorgan Unconstrained Debt Fund, Class R6                        | CUSIP: 48121L320<br>LEI: L741Z0PP68YKBPJH3F03 | Long             |  | RF                | US        |   4250910 | NS      | $39873533.13   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Large Cap Growth Fund                          | JPMorgan Large Cap Growth Fund, Class R6                          | CUSIP: 48121L841<br>LEI: 549300B21XF5FG1XOB26 | Long             |  | RF                | US        |   2370339 | NS      | $111216317.28  | 2.79%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Income Fund                                    | JPMorgan Income Fund, Class R6                                    | CUSIP: 46637K216<br>LEI: 549300J9G10ZQTTAFU03 | Long             |  | RF                | US        |  33012732 | NS      | $271364658.50  | 6.80%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Limited Duration Bond Fund                     | JPMorgan Limited Duration Bond Fund, Class R6                     | CUSIP: 4812C0175<br>LEI: SJDDXG06V4PVHZQZP374 | Long             |  | RF                | US        |  33198949 | NS      | $319373894.04  | 8.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Core Plus Bond Fund                            | JPMorgan Core Plus Bond Fund, Class R6                            | CUSIP: 4812C0134<br>LEI: JW89OQCNJOLWVS3KT374 | Long             |  | RF                | US        |  80471249 | NS      | $572955295.67  | 14.36%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Emerging Markets Research Enhanced Equity Fund | JPMorgan Emerging Markets Research Enhanced Equity Fund, Class R6 | CUSIP: 46645V626<br>LEI: 549300RH6H0TG40PHS83 | Long             |  | RF                | US        |   3439467 | NS      | $50525767.78   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Small Cap Equity Fund                          | JPMorgan Small Cap Equity Fund, Class R6                          | CUSIP: 48127B862<br>LEI: 549300RO68EY7ZS30I29 | Long             |  | RF                | US        |    369068 | NS      | $18608390.21   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan High Yield Fund                                | JPMorgan High Yield Fund, Class R6                                | CUSIP: 4812C0126<br>LEI: 15QB5UY3VV3GNSMNPX63 | Long             |  | RF                | US        |  19334661 | NS      | $118714815.63  | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan International Equity Fund                      | JPMorgan International Equity Fund, Class R6                      | CUSIP: 48121L882<br>LEI: HQ7PRYSQNFVGDT1BSL78 | Long             |  | RF                | US        |   1751579 | NS      | $28743417.13   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Market Expansion Enhanced Equity ETF           | JPMorgan Market Expansion Enhanced Equity ETF                     | CUSIP: 46641Q118<br>LEI: 549300MQ8JTFF5H84A93 | Long             |  | RF                | US        |   1089800 | NS      | $50179841.00   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Short Duration Core Plus Fund                  | JPMorgan Short Duration Core Plus Fund, Class R6                  | CUSIP: 46637K463<br>LEI: 549300Q5U8SV79G4IM14 | Long             |  | RF                | US        |   8919673 | NS      | $79385087.25   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund              | JPMorgan U.S. Government Money Market Fund, Class IM              | CUSIP: 4812C2270<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | STIV             | RF                | US        |  66895027 | NS      | $66895026.98   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Large Cap Value Fund                           | JPMorgan Large Cap Value Fund, Class R6                           | CUSIP: 48121L833<br>LEI: 549300JPSGHFE3RK0F55 | Long             |  | RF                | US        |   2993071 | NS      | $53725629.71   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan U.S. Research Enhanced Equity Fund             | JPMorgan U.S. Research Enhanced Equity Fund, Class R6             | CUSIP: 4812A1837<br>LEI: 549300VOOZNRR4HQN096 | Long             |  | RF                | US        |   2629074 | NS      | $76716373.22   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Emerging Markets Equity Fund                   | JPMorgan Emerging Markets Equity Fund, Class R6                   | CUSIP: 48121L122<br>LEI: YGO3SVACG8PL3FXK2G86 | Long             |  | RF                | US        |   2366682 | NS      | $66503774.74   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan U.S. Equity Fund                               | JPMorgan U.S. Equity Fund, Class R6                               | CUSIP: 48121L817<br>LEI: 549300O4STN5CE50YK08 | Long             |  | RF                | US        |   8545807 | NS      | $146731507.62  | 3.68%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Europe Dynamic Fund                            | JPMorgan Europe Dynamic Fund, Class R6                            | CUSIP: 48129C843<br>LEI: H40KNBC4QSZM6KZETD45 | Long             |  | RF                | US        |   1064196 | NS      | $28265033.50   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Core Bond Fund                                 | JPMorgan Core Bond Fund, Class R6                                 | CUSIP: 4812C0100<br>LEI: DQ695W4P67V7A4LC6I09 | Long             |  | RF                | US        | 127975199 | NS      | $1293829258.27 | 32.42%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Equity Income Fund                             | JPMorgan Equity Income Fund, Class R6                             | CUSIP: 46636U876<br>LEI: 5493004E5SGY8TJZ5623 | Long             |  | RF                | US        |   3964606 | NS      | $89481157.78   | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Value Advantage Fund                           | JPMorgan Value Advantage Fund, Class R6                           | CUSIP: 46641U382<br>LEI: 549300P7ZUUEK5GQXK57 | Long             |  | RF                | US        |   2588153 | NS      | $89783023.93   | 2.25%             |  |  |  | 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