JPMorgan High Yield Fund

JPMorgan Trust II · 8 share classes

Actively managed U.S. bond fund
One fund, 8 share classes:OHYFXOHYAXOGHCXJHYUXJYHRXJHYZXJRJYXJRJKX
$6.54B NAV
814 positions · as of 2026-05-31 · filed 2026-07-28

Fund classification

Classified from what the fund holds · as of 2026 Q2

JPMorgan High Yield Fund is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Credit quality
High yield
Rate sensitivity
Short duration

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 debt securities which are rated below investment grade or unrated. Capital appreciation is a secondary objective.

Strategy · summarised

The fund invests in a diversified portfolio of below-investment-grade and unrated debt securities, selecting based on fundamental credit analysis of individual issuers' business prospects, capital structure, and covenant protections, with a weighted average maturity ordinarily between three and ten years. The fund may also hold senior and junior loans, convertible securities, preferred stock, and common stock acquired through workouts or conversions. Because security selection depends on the adviser's credit assessments, which may prove incorrect, the fund's returns will diverge from any benchmark. The fund may invest up to 100% of assets in below-investment-grade securities and up to 30% in loans and unfunded commitments.

Expenses
0.45% 1.35%across 8 share classes
Share classGrossNet
OHYFX0.85%0.60%
OHYAX1.11%0.85%
OGHCX1.61%1.35%
JHYUX0.60%0.45%
JYHRX0.73%0.55%
JHYZX1.46%1.20%
JRJYX1.11%0.95%
JRJKX1.02%0.70%

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

Portfolio turnover 28.00% · as of 2026 Q2

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

98.49%
of net assets
Bonds86.81%
Loans8.41%
Cash & short-term1.81%
Stocks1.44%
Other0.01%

Derivatives are shown at market value, not notional exposure.

Sector allocation

The same holdings as Allocation above, grouped by market sector instead of asset type · as of 2026 Q2

100%
of net assets
Other53.3%
International8.4%
Communication Services5.6%
Consumer Discretionary5.2%
11 smaller27.5%

Government, Securitized and Cash are non-corporate buckets; International is foreign holdings we don’t sector-classify, and Other is the residual (held funds, unresolved names).

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 58 new67 exited

Largest new: United States of America ×3, Nexstar Media, Inc. ×2, PR RNO Property Owner 1 LLC, Meridian Arc Holdco LLC, Moran Foods LLC

Largest exited: iShares Broad USD High Yield Corporate Bond ETF, Cooper-Standard Automotive, Inc. ×2, Expand Energy Corp., Nexstar Media, Inc., Mallinckrodt plc, RHP Hotel Properties LP, Frontier Communications Holdings LLC

Return profile

Chart:

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

Share class1-year3-year5-yearVolWorst fall
+8.63%+28.97%+23.75%2.47%-2.38%
+8.44%+28.07%+22.07%2.51%-2.28%
+7.87%+26.28%+19.16%2.33%-2.36%
+8.95%+29.72%+24.67%2.38%-2.19%
+8.82%+29.23%+24.15%2.37%-2.20%
+8.08%+26.79%+19.98%2.50%-2.34%
+8.41%+27.79%+21.57%2.38%-2.27%
+8.69%+28.76%+23.13%2.45%-2.23%

These classes hold the same portfolio, so the 5.51pp spread over 5 years is the cost difference between them — roughly 1.10pp a year — not a difference in what they own.

Cumulative return· Jun 2023 – Apr 2026

May 2026 has been filed since the trailing figures were struck, so it is not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-05-31

Avg coupon
6.40%
Avg maturity
4.23 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.

10%
floating
Fixed rate90.4%
Floating rate9.6%
Maturity ladder

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

<1y10y+
<1y4.6%
1-3y26.8%
3-5y35.3%
5-10y33.1%
10y+0.2%
Flagged holdings
Defaulted: 0.00% · $0.18M · 5 positions
In arrears: none reported
Paid in kind: 2.12% · $131.85M · 16 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 2026Q2

More of this fund’s sensitivity sits in credit spreads than in interest rates — a rate rally that comes with a credit selloff works against it.

Interest-rate duration
2.46 yr
approx. move per 100bp
Credit-spread duration
2.48 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.

≈ -5.0%
of value
Credit spreads50%
Interest rates50%

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.

+2.48
yrs total
High yield+2.36 yr
Investment grade+0.12 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 rate2.46 yr total
3 mo30 yr
3 mo0.03 yr1%
1 yr0.65 yr27%
5 yr1.41 yr58%
10 yr0.36 yr15%
30 yr0.00 yr0%
Credit spread2.48 yr total
3 mo10 yr
3 mo0.01 yr1%
1 yr0.63 yr25%
5 yr1.78 yr72%
10 yr0.06 yr2%

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+0.00+0.01$1.7k$7.6k
1 yr+0.65+0.04+0.59$24.8k$386.1k
5 yr+1.41+0.06+1.71$41.0k$1.12m
10 yr+0.36+0.01+0.05$8.8k$30.4k
30 yr+0.00+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.

Holdings

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

Issuer%NAVValue
JPMorgan U.S. Government Money Market Fund1.80%$117.85M
CCO Holdings LLC4.75% · due 2030-03-011.27%$82.98M
United States of America4.38% · due 2036-05-150.99%$64.66M
United States of America4.25% · due 2035-05-150.72%$46.82M
United States of America4.00% · due 2032-04-300.71%$46.79M
CCO Holdings LLC4.50% · due 2030-08-150.70%$45.82M
CCO Holdings LLC4.25% · due 2031-02-010.64%$41.85M
DISH DBS Corp.7.75% · due 2026-07-010.59%$38.53M
DISH DBS Corp.5.25% · due 2026-12-010.59%$38.56M
Nexstar Media, Inc.6.50% · due 2033-09-150.59%$38.34M
Showing 10 of 814Sign in to see more

Top 10 positions are 8.59% of net assets, top 25 15.75%, across 407 issuers.

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