JPMorgan Core Plus Bond Fund

JPMorgan Trust II · Series S000003478 · 8 share classes

Bond fund · 95% debt· rate + credit risk filed
One fund, 8 share classes:HLIPXONIAXOBDCXJCPUXJCPZXJCPPXJCPQXJCPYX
$25.82B NAV
2,892 positions · as of 2026-02-28 · filed 2026-04-29
data updated 2026-08-10

Fund profile

As filed in the prospectus · 2026 Q2

The Fund seeks a high level of current income by investing primarily in a diversified portfolio of high-, medium- and low-grade debt securities.

Strategy · summarised

The fund seeks high current income by investing across the credit spectrum in a diversified portfolio of investment-grade and below-investment-grade debt securities, including corporate bonds, government and agency securities, mortgage-backed securities, loans, and foreign and emerging market bonds. The adviser selects securities through fundamental analysis of credit quality, interest rate risk, and value, with at least 70% of assets in investment-grade securities and no more than 30% in below-investment-grade securities under normal circumstances. Because performance depends on the adviser's security selection and credit assessments, returns will diverge from any broad bond index.

Expenses
0.37% 1.38%across 8 share classes
Share classGrossNet
HLIPX0.63%0.46%
ONIAX0.88%0.75%
OBDCX1.39%1.38%
JCPUX0.38%0.37%
JCPZX1.15%1.14%
JCPPX0.89%0.88%
JCPQX0.64%0.63%
JCPYX0.48%0.47%

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 62.00% · as of 2026 Q2

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q1

100.81%
of net assets
Securitized48.34%
Bonds45.45%
Cash & short-term6.00%
Loans0.89%
2 smaller0.14%

Derivatives are shown at market value, not notional exposure.

Latest quarter

What changed since the fund's previous filing

vs 2025Q4: 133 new183 exited

Largest new: GNMA ×2, United States of America ×2, FNMA/FHLMC, NGF Holdings LLC, SRT Issuer II LLC, RCKT Mortgage Trust

Largest exited: GNMA ×2, United States of America ×3, FNMA/FHLMC, PRET Trust, FirstKey Homes Trust

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Feb 2026

Share class1-year3-year5-yearVolWorst fall
Cumulative return· Mar 2023 – Feb 2026

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-02-28

Avg coupon
4.42%
Avg maturity
14.10 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

21%
floating
Fixed rate72.9%
Floating rate21.4%
Zero-coupon or unclassified5.7%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y2.3%
1-3y9.2%
3-5y17.9%
5-10y23.6%
10y+46.9%
Flagged holdings
Defaulted: 0.00% · $0.00M · 3 positions
In arrears: 0.35% · $86.74M · 21 positions
Paid in kind: 0.05% · $11.65M · 9 positions

These three overlap — one holding can be in arrears and paying in kind at once — so they are shown separately and never summed.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q1

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying about half as much.

Interest-rate duration
6.03 yr
approx. move per 100bp
Credit-spread duration
3.73 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -10.0%
of value
Interest rates62%
Credit spreads38%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+3.73
yrs total
Investment grade+3.04 yr
High yield+0.69 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate6.03 yr total
1 yr30 yr
1 yr0.58 yr10%
5 yr1.70 yr28%
10 yr2.16 yr36%
30 yr1.63 yr27%

3 mo is NEGATIVE (-0.03 yr) — a deliberate hedge at that point on the curve, so it is not part of the band above.

Credit spread3.73 yr total
3 mo30 yr
3 mo0.01 yr0%
1 yr0.35 yr9%
5 yr1.66 yr44%
10 yr1.23 yr33%
30 yr0.47 yr13%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo-0.03+0.01+0.01$17.0k$16.1k
1 yr+0.58+0.19+0.16$484.0k$423.1k
5 yr+1.70+1.27+0.38$3.29m$985.8k
10 yr+2.16+1.13+0.10$2.92m$270.2k
30 yr+1.63+0.44+0.03$1.14m$75.3k

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Rate exposure by currency

Duration contribution in years, summing to the fund's 6.03 yr.

USD+6.03 yr
EUR+0.00 yr

This is where the fund's rate exposure sits, not its currency risk — most international bond funds hedge the currency back to dollars, and the size of those hedges is not in the filing. Tenors are also summed across curves, so a 5-year JPY point and a 5-year USD point are added together.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
JPMorgan Prime Money Market Fund6.00%$1.55B
United States of America3.63% · due 2029-08-311.35%$347.70M
GNMA5.00% · due 2056-03-151.01%$261.38M
United States of America3.63% · due 2030-08-310.96%$247.21M
United States of America4.25% · due 2034-11-150.85%$220.68M
United States of America4.50% · due 2054-11-150.77%$199.88M
United States of America0.50% · due 2027-08-310.68%$175.59M
United States of America1.13% · due 2026-10-310.63%$163.21M
United States of America4.00% · due 2042-11-150.50%$128.87M
United States of America0.00% · due 2031-05-150.46%$117.45M
Showing 10 of 2,892Sign in to see more

Top 10 positions are 13.22% of net assets, top 25 17.95%, across 928 issuers.

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