JPMorgan Strategic Income Opportunities Fund

JPMorgan Trust I · Series S000022994 · 5 share classes

Mixed fund · 0% stocks · 43% debt· rate + credit risk filed
One fund, 5 share classes:JSOSXJSOAXJSOCXJSORXJSOZX
$9.60B NAV
563 positions · as of 2026-02-28 · filed 2026-04-29
data updated 2026-08-17

Fund profile

As filed in the prospectus · 2026 Q2

The Fund seeks to provide high total return.

Strategy · summarised

The fund pursues absolute return through flexible allocation across fixed income securities, derivatives, and cash, with no benchmark constraint. The adviser adjusts exposures among six strategy areas—cash, rates management, credit securities, relative value strategies, foreign and emerging markets, and non-traditional income—using security selection and derivatives to exploit pricing opportunities and manage duration and interest rate risk. Because the fund concentrates its allocation in a single strategy or only a few strategies at any given time, risk exposure tied to individual strategies may become pronounced. The fund may invest up to 100% in below-investment-grade debt securities.

Expenses
0.50% 1.50%across 5 share classes
Share classGrossNet
JSOSX0.85%0.75%
JSOAX1.10%1.00%
JSOCX1.60%1.50%
JSORX0.72%0.60%
JSOZX0.60%0.50%

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

Portfolio turnover 536.00% · as of 2026 Q2

Allocation

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

96.08%
of net assets
Cash & short-term52.98%
Bonds41.12%
Securitized1.63%
Loans0.41%
Stocks0.10%
Derivatives-0.16%

The outer band is exposure held short — written against the portfolio rather than part of it, which is why it sits outside the ring and why the two are never netted into one figure.

Derivatives are shown at market value, not notional exposure.

Latest quarter

What changed since the fund's previous filing

2026Q1 vs 2025Q4: 64 new92 exited

Largest new: FNMA/FHLMC ×7, Nordea Bank Abp

Largest exited: FNMA/FHLMC ×3, National Rural Utilities Cooperative Finance Corp., Mercedes-Benz Finance North America LLC, NextEra Energy Capital Holdings, Inc., Wells Fargo & Co., PNC Bank NA

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
4.78%
Avg maturity
11.68 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.

65%
floating
Floating rate65.1%
Fixed rate32.8%
Zero-coupon or unclassified2.1%
Maturity ladder

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

<1y10y+
<1y21.9%
1-3y37.3%
3-5y3.9%
5-10y1.3%
10y+35.5%
Flagged holdings
Defaulted: 0.00% · $0.00M · 3 positions
In arrears: none reported
Paid in kind: 0.08% · $4.71M · 12 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

This fund carries a net credit hedge: it would gain roughly ≈ 0% if credit spreads widened 100bp, where a comparable bond fund would lose.

Interest-rate duration
0.23 yr
approx. move per 100bp
Credit-spread duration
-0.01 yr
gains value when spreads widen
Credit risk by quality

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

-0.01
yrs total
High yield+0.06 yr
Investment grade-0.07 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 rate0.23 yr total
1 yr10 yr
1 yr0.06 yr17%
5 yr0.26 yr71%
10 yr0.04 yr12%

3 mo and 30 yr are NEGATIVE (-0.00 yr, -0.14 yr) — a deliberate hedge at that point on the curve, so they are not part of the band above.

Credit spread-0.01 yr total
1 yr10 yr
1 yr0.50 yr91%
10 yr0.05 yr9%

3 mo and 5 yr are NEGATIVE (-0.52 yr, -0.04 yr) — a deliberate hedge at that point on the curve, so they are not part of the band above.

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-0.00-0.51-0.02-$486.6k-$15.7k
1 yr+0.06+0.47+0.03$452.4k$28.1k
5 yr+0.26-0.08+0.05-$80.3k$43.7k
10 yr+0.04+0.05+0.00$45.5k$3.5k
30 yr-0.14+0.00+0.00$0$0

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 0.23 yr.

USD+0.21 yr
EUR+0.02 yr
JPY+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 Fund52.23%$5.01B
FNMA/FHLMC6.00% · due 2056-03-2513.27%$1.27B
FNMA/FHLMC6.00% · due 2056-04-253.95%$379.48M
FNMA/FHLMC4.50% · due 2056-03-250.95%$90.97M
BofA Securities, Inc.0.68%$65.00M
Keurig Dr Pepper, Inc.4.24% floating · due 2026-11-150.58%$55.46M
Goldman Sachs Bank USA4.41% floating · due 2027-05-210.53%$50.38M
Nordea Bank Abp6.63% floating · due 2026-03-260.52%$49.70M
Public Storage Operating Co.4.37% floating · due 2027-04-160.50%$48.28M
Oracle Corp.4.60% floating · due 2028-08-030.46%$44.09M
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Top 10 positions are 73.66% of net assets, top 25 79.52%, across 333 issuers.

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