JPMorgan Income Fund

JPMorgan Trust I · Series S000044081 · 4 share classes

Bond fund · 94% debt· rate + credit risk filed
One fund, 4 share classes:JGIAXJGCGXJMSIXJMSFX
$16.33B NAV
2,650 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 to provide income

Strategy · summarised

The fund invests opportunistically across multiple debt markets and sectors, shifting allocations based on changing market conditions to seek income and capital appreciation from interest rate declines or improving credit fundamentals. The adviser maintains flexibility to concentrate in a single strategy or sector, which can amplify risk exposure when the fund narrows its diversification. The fund typically targets a duration of ten years or less and maintains at least 35% in investment-grade securities under normal conditions, though it may invest up to 65% in below-investment-grade debt and distressed securities.

Expenses
0.39% 1.20%across 4 share classes
Share classGrossNetAs of
JGIAX0.89%0.65%2026 Q2
JGCGX1.39%1.20%2026 Q2
JMSIX0.64%0.40%2026 Q2
JMSFX0.39%0.39%2025 Q2

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

Portfolio turnover 287.00% · as of 2026 Q2

Allocation

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

95.27%
of net assets
Securitized66.47%
Bonds26.01%
Cash & short-term1.55%
Loans1.19%
Stocks0.16%
Derivatives-0.11%

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

vs 2025Q4: 397 new185 exited

Largest new: GNMA ×6, FNMA/FHLMC ×2

Largest exited: GNMA ×7, FNMA/FHLMC

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
5.95%
Avg maturity
18.89 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.

31%
floating
Fixed rate66.9%
Floating rate31.3%
Zero-coupon or unclassified1.7%
Maturity ladder

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

<1y10y+
<1y1.9%
1-3y6.8%
3-5y12.7%
5-10y15.7%
10y+62.9%
Flagged holdings
Defaulted: 0.39% · $70.63M · 9 positions
In arrears: 0.20% · $36.77M · 6 positions
Paid in kind: 0.21% · $38.69M · 15 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 nearly as much.

Interest-rate duration
2.38 yr
approx. move per 100bp
Credit-spread duration
2.35 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.

≈ -4.5%
of value
Interest rates50%
Credit spreads50%

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.

+2.35
yrs total
High yield+1.23 yr
Investment grade+1.11 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 rate2.38 yr total
3 mo10 yr
3 mo0.01 yr0%
1 yr0.78 yr29%
5 yr1.67 yr61%
10 yr0.28 yr10%

30 yr is NEGATIVE (-0.36 yr) — a deliberate hedge at that point on the curve, so it is not part of the band above.

Credit spread2.35 yr total
1 yr30 yr
1 yr0.71 yr27%
5 yr1.62 yr62%
10 yr0.15 yr6%
30 yr0.12 yr4%

3 mo is NEGATIVE (-0.25 yr) — a deliberate hedge at that point on the curve, so it is 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+0.01-0.27+0.02-$442.9k$31.9k
1 yr+0.78+0.49+0.22$800.7k$355.5k
5 yr+1.67+0.93+0.69$1.52m$1.12m
10 yr+0.28-0.08+0.23-$126.8k$378.8k
30 yr-0.36+0.04+0.07$67.5k$121.4k

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 2.38 yr.

USD+2.23 yr
EUR+0.15 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
GNMA5.50% · due 2056-03-1511.37%$1.86B
GNMA5.50% · due 2055-12-202.29%$374.04M
GNMA6.00% · due 2056-03-152.27%$370.49M
JPMorgan Prime Money Market Fund1.52%$248.09M
FHLMC Pool6.00% · due 2055-11-010.69%$111.91M
FNMA6.00% · due 2055-10-010.62%$101.03M
FNMA5.50% · due 2056-01-010.55%$90.42M
GNMA6.00% · due 2055-03-200.48%$78.22M
Multi-Family Connecticut Avenue Securities Trust7.53% floating · due 2050-03-250.47%$77.33M
ROCK Trust8.82% · due 2041-11-130.42%$67.96M
Showing 10 of 2,650Sign in to see more

Top 10 positions are 20.68% of net assets, top 25 25.88%, across 735 issuers.

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