JPMCB Equity Index Fund

Transcription

1 NOT FDIC INSURED NO BANK GUARANTEE MAY LOSE VALUE JPMCB Equity Index Fund Data as of September 30, 202 Fund overview Objective The Fund seeks investment results that correspond to the aggregate price and dividend performance of securities in the S&P 500 Index (the "Benchmark"). Strategy/Investment process Invests mainly in stocks included in the S&P 500 Index. May invest in stock index futures. Seeks to track the performance of the S&P 500 Index. J.P. Morgan Objective Box ue Core Growth Large Mid Small Portfolio managers/industry experience Bala Iyer, 25 years Michael Loeffler, 5 years Portfolio characteristics J.P. Morgan objective box is based on the Fund's overall targeted capitalization and valuation range(s). 3.8 P/E ratio ( yr. forecast) 3 P/B ratio Beta (3 yr.) 5.00 Sharpe ratio (3 yr.) Wtd. avg. market cap (in billions) $2.2 Number of holdings 504 Fund assets (in billions) $.2 Sector breakdown (%)** Consumer Discretionary Consumer Staples Financials Health Care Industrials Investment Companies Materials Pension Trust Funds Short-Term Investments Telecommunication Services Utilities ** Due to rounding, values may not total 00% < Fund performance* A $0,000 investment in JPMCB Equity Index Fund () at NAV, with dividends and capital gains reinvested, would have grown to $4,275 from inception on 3/23/05 through 9/30/2. The chart is plotted monthly. There is no direct $4,000 $2,000 $0,000 $8,000 correlation between a hypothetical investment and the $6,000 anticipated performance of the Fund. 3/ /2 returns Average annual total returns Latest Since at NAV (%) QTR YTD yr 3 yrs 5 yrs inception S&P 500 Index Benchmark since inception returns are as of month-end. The performance quoted is past performance and is not a guarantee of future results. Calendar-year returns (%) at NAV at NAV S&P 500 Index * The performance quoted is past performance and is not a guarantee of future results. Collective investment funds are subject to certain market risks. Investment returns and principal value of an investment will fluctuate so that an investor s units of participation, when redeemed, may be worth more or less than original cost. Current performance may be higher or lower than the performance data shown. Annual operating expenses (%) Investment management fees Service fees None 7 Other expenses 2 annual Fund operating expenses $6,000 2 Reflects the operating expenses incurred from the most recent fiscal year. Top ten holdings (%) Company name Apple, Inc. Exxon Mobil Corp. General Electric Co. Chevron Corp. Microsoft Corp. International Business Machines Corp. AT&T, Inc. Google, Inc., Class A Procter & Gamble Co. (The) Johnson & Johnson Portfolio statistics Inception date Investment minimum Fund number CUSIP Sector Industrials Telecommunication Services Consumer Staples Health Care /28/20 /28/20 $0M $0M G G205 Percentage Commingled Pension Trust Fund (Equity Index) of JPMorgan Chase Bank, N.A. Please refer to the back of the page for important disclosure information including risks associated with investing in the Fund.

2 Morningstar Office SM Print Date: /24/203 Page 6 of 23 JPMorgan Large Cap Growth R6 JLGMX 2/3/202 USD Russell 000 Growth TR USD Mo Mo Mo YTD Yr Yr Yr Yr Yr Rating 4Q 5Q 4Q 4Q Risk Return # Investments Rated Alpha Beta R-Squared Tracking Error Information Ratio Excess Return Miscellaneous 3 Year 5 Year 0 Year Standard Deviation Sharpe Ratio Sortino Ratio Max Drawdown (Mo) Max Drawdown (%) Peak Date 5//20 //2008 //2007 ley Date 9/30/20 2/28/2009 2/28/2009 Giri Devulapally. CFA. Since 8/2004. B.S. University of Illinois. M.B.A. University of Chicago. Christopher Jones. CFA. Since 5/2006. M.A. University of Cambridge. The investment seeks long-term capital appreciation and growth of income by investing primarily in equity securities. The fund normally invests at least 80% of assets in the equity securities of large, well-established companies. Typically, in implementing its strategy, it invests in common stocks of companies with a history of above-average growth or companies expected to enter periods of above-average growth. Minimum Initial Investment Inception Date /30/200 Management Fees Actual: 0.50% Max: JPMorgan Telephone & ) Benchmark Benchmark Turnover Ratio % 0 76,870 Share Class Assets (mil) Expense Ratio Stock % Bond % Holding Analysis as of /30/202 Cash 2.6 Stock Bond 0 Other Equity % Market Cap % Giant 40.4 Large Mid Small Micro Avg Market Cap (mil) 4,870.6 Price/Earnings LT Earn Gr 6.32 Price/Book 4.78 Hist Earn Gr Price/Sales 2.5 Book Gr 5.04 Price/Cash Flow 2.20 Sales Gr 6.32 Dividend Yield 0.7 Cash Flow Gr Fixed Income Avg Eff Duration Avg Credit Quality Avg Wtd Coupon Avg Wtd Price AAA -3 AA 3-5 A 5-7 BBB 7-0 BB 0-5 B or Below B 5-20 Not Rated Top Holdings as of /30/ Investment US OE Large Growth Apple Inc 7 a 550, MasterCard Incorporated Cl... 7 y 60, Biogen Idec Inc 7 d 35, Amazon.com Inc 7 t 4, Home Depot, Inc. 7 t 97, Google, Inc. Class A 7 a 229, Visa, Inc. 7 y 2, Sherwin-Williams Company 7 r 5, Regeneron Pharmaceuticals... 7 d 7, Union Pacific Corp 7 p 57, Whole Foods Market, Inc. 7 s 7,32.98 Starbucks Corporation 7 t 38,57.9 Priceline.com, Inc. 7 t 33, ebay Inc 7 t 68, American Tower Corp 7 u 29, CF Industries Holdings Inc r 3, Walt Disney Co 4 t 88, Comcast Corp Class A 7 i 98, Salesforce.com, Inc. 7 a 22,389.6 Alexion Pharmaceuticals, Inc. 7 d 8, Top 20 holdings 50.7 Top 3 Equity Sectors % Rel % Rel % Technology Cons Cyclical Healthcare Top 3 Fixed Income Sectors % Rel % Rel % Cash 00 Derivative 0 Securitized 0

3 Morningstar Office SM Print Date: /24/203 Page 7 of 23 American Century Equity Income Instl ACIIX 2/3/202 USD Russell 3000 ue TR USD Mo Mo Mo YTD Yr Yr Yr Yr Yr Rating 5Q 4Q 5Q 5Q Risk Return # Investments Rated Alpha Beta R-Squared Tracking Error Information Ratio Excess Return Miscellaneous 3 Year 5 Year 0 Year Standard Deviation Sharpe Ratio Sortino Ratio Max Drawdown (Mo) Max Drawdown (%) Peak Date 5//20 //2008 //2007 ley Date 9/30/20 2/28/2009 2/28/2009 Phillip Davidson. CFA. Since 2/994. M.B.A. 980 Illinois State University. B.S. 978 Illinois State University. Michael Liss. CFA. Since 2/998. M.B.A. 998 Indiana University. B.S. 99 Albright College. Kevin Toney. CFA. Since 8/2003. B.A. 993 University of Virginia. M.B.A. 999 University of Pennsylvania. The investment seeks current income; capital appreciation is a secondary objective. The fund invests in equity securities of companies with a favorable income-paying history that have prospects for income payments to continue or increase. The portfolio managers also look for equity securities of companies that they believe are undervalued and have the potential for an increase in price. Minimum Initial Investment Inception Date 7/8/998 Management Fees Actual: 0.74% Max:.00% American Century Investments Telephone & ) ( ) * * & ) * & ) Benchmark Benchmark Turnover Ratio % ,66,479 Share Class Assets (mil) Expense Ratio Stock % Bond % Holding Analysis as of 9/30/202 Cash 2.4 Stock 7 75 Bond.5 Other Equity % Market Cap % Giant 47.8 Large Mid Small 4.5 Micro Avg Market Cap (mil) 44,5.2 Price/Earnings 3.30 LT Earn Gr 6.96 Price/Book.72 Hist Earn Gr 3.64 Price/Sales.23 Book Gr 5.40 Price/Cash Flow 6.74 Sales Gr 5.63 Dividend Yield 3.49 Cash Flow Gr 6.2 Fixed Income Avg Eff Duration Avg Credit Quality Avg Wtd Coupon 2.92% Avg Wtd Price 2.43 AAA AA 3-5 A 5-7 BBB 7-0 BB B or Below B 5-20 Not Rated Top Holdings as of 9/30/ Investment US OE Large ue Wells Fargo & Co, San Franci Exxon Mobil Corporation o 422, Procter & Gamble Co 4 s 9, Johnson & Johnson d 89, Stanley Uts Chevron Corp 4 o 228, AT&T Inc i 27, Chubb Corp y 20, Marsh & McLennan Compan... 4 y 8, JPMorgan Chase & Co y 53, Hologic Cv 2%.97 Northern Trust Corporation 2 y,64.87 Royal Dutch Shell PLC Class A o 36, Merck & Co Inc 4 d 37, Time Warner Telecom Cv Pfizer Inc d 85,67.75 Air Products & Chemicals Inc 4 r 7, Lifepoint Hospitals Cv 3.25%.65 Lifepoint Hospitals Cv 3.5%.65 AGL Resources, Inc. 2 f 4, Top 20 holdings 49.5 Top 3 Equity Sectors % Rel % Rel % Financial Svcs Healthcare Top 3 Fixed Income Sectors % Rel % Rel % Corporate 9.2 Cash 8.79 Derivative 0

4 Morningstar Office SM Print Date: /24/203 Page 9 of 23 JPMorgan Intrepid ue Select JPIVX 2/3/202 USD Russell 000 ue TR USD Mo Mo Mo YTD Yr Yr Yr Yr 5 Yr Rating 3Q 3Q 3Q Risk Return # Investments Rated Alpha Beta R-Squared Tracking Error Information Ratio Excess Return Miscellaneous 3 Year 5 Year 0 Year Standard Deviation Sharpe Ratio Sortino Ratio Max Drawdown (Mo) 5 4 Max Drawdown (%) Peak Date 5//20 //2008 ley Date 9/30/20 2/28/2009 Jason Alonzo. Since /2008. B.S. Rensselaer Polytechnic Institute. Pavel Vaynshtok. CFA. Since 4/202. M.B.A. University of Michigan (Ross). B.S. Columbia University. Dennis Ruhl. CFA. Since 4/202. B.S. Massachusetts Institute of Technology. M.S. Massachusetts Institute of Technology. The investment seeks to provide long-term capital appreciation. The fund invests at least 80% of its assets in equity investments of large and mid capitalization companies. "Assets" means net assets, plus the amount of borrowings for investment purposes. In implementing its main strategies, it invests primarily in a broad portfolio of common stocks of companies within the Russell 000 ue Index that the adviser believes have characteristics such as attractive valuations, high quality and/or strong momentum that should lead to relative out performance. Minimum Initial Investment Inception Date 2/28/2003 Management Fees Actual: 0.65% Max: 0.65% JPMorgan Telephone & & & ( * * * * & Benchmark Benchmark Turnover Ratio % Share Class Assets (mil) Expense Ratio Stock % Bond % Holding Analysis as of /30/202 Cash 3.3 Stock Bond 0 Other 0 29 Equity % Market Cap % Giant 37.2 Large Mid Small 4.5 Micro Avg Market Cap (mil) 32,008.3 Price/Earnings.28 LT Earn Gr 8.86 Price/Book.32 Hist Earn Gr 3.50 Price/Sales 0.88 Book Gr 0.59 Price/Cash Flow 5.0 Sales Gr Dividend Yield 2.38 Cash Flow Gr 4.24 Fixed Income Avg Eff Duration Avg Credit Quality Avg Wtd Coupon Avg Wtd Price AAA -3 AA 3-5 A 5-7 BBB 7-0 BB 0-5 B or Below B 5-20 Not Rated Top Holdings as of /30/ Investment US OE Large ue Exxon Mobil Corporation 4 o 40, Pfizer Inc d 84, Wells Fargo & Co y 73, Chevron Corp o 206, Citigroup Inc y 0, AT&T Inc i 93, ConocoPhillips o 69, Bank of America Corporation 4 y 06, Discover Financial Services 4 y 2, Marathon Oil Corp o 2, Allstate Corp y 9, Cisco Systems Inc 4 a 00, Merck & Co Inc 4 d 34, LyondellBasell Industries NV 4 r 28, American Electric Power Co... f 20, Ingersoll-Rand PLC 7 p 4, Amgen Inc 4 d 68,4.64 General Dynamics p 23, Macy's Inc 4 t 5, UnitedHealth Group Inc 4 d 55, Top 20 holdings 45.0 Top 3 Equity Sectors % Rel % Rel % Financial Svcs Healthcare Top 3 Fixed Income Sectors % Rel % Rel % Cash 00 Derivative 0 Securitized 0

5 Morningstar Office SM Print Date: /24/203 Page 8 of 23 American Century ue Instl AVLIX 2/3/202 USD Russell 3000 ue TR USD Mo Mo Mo YTD Yr Yr Yr Yr Yr Rating 4Q 4Q 5Q 4Q Risk Return # Investments Rated Alpha Beta R-Squared Tracking Error Information Ratio Excess Return Miscellaneous 3 Year 5 Year 0 Year Standard Deviation Sharpe Ratio Sortino Ratio Max Drawdown (Mo) Max Drawdown (%) Peak Date 5//20 //2008 6//2007 ley Date 9/30/20 2/28/2009 2/28/2009 Phillip Davidson. CFA. Since 9/993. M.B.A. 980 Illinois State University. B.S. 978 Illinois State University. Michael Liss. CFA. Since 6/998. M.B.A. 998 Indiana University. B.S. 99 Albright College. Kevin Toney. CFA. Since 2/2003. B.A. 993 University of Virginia. M.B.A. 999 University of Pennsylvania. The investment seeks long-term capital appreciation; income is a secondary consideration. In selecting stocks for the fund, the portfolio managers look for companies of all sizes whose stock price may not reflect the company's value. The managers attempt to purchase the stocks of these undervalued companies and hold each stock until the price has increased to, or is higher than, a level the managers believe more accurately reflects the fair value of the company. Minimum Initial Investment Inception Date 7/3/997 Management Fees Actual: 0.80% Max:.00% American Century Investments Telephone * ( * ( * ) & ( * * ( Benchmark Benchmark Turnover Ratio % Share Class Assets (mil) Expense Ratio Stock % Bond % Holding Analysis as of 9/30/202 Cash.7 Stock Bond 0 Other Equity % Market Cap % Giant 43.5 Large Mid Small.2 Micro 0.4 Avg Market Cap (mil) 38,583.0 Price/Earnings 2.63 LT Earn Gr 7.54 Price/Book.49 Hist Earn Gr.78 Price/Sales.0 Book Gr 6.39 Price/Cash Flow 5.73 Sales Gr 5.48 Dividend Yield 2.69 Cash Flow Gr 8.74 Fixed Income Avg Eff Duration Avg Credit Quality Avg Wtd Coupon Avg Wtd Price AAA -3 AA 3-5 A 5-7 BBB 7-0 BB 0-5 B or Below B 5-20 Not Rated Top Holdings as of 9/30/ Investment US OE Large ue Exxon Mobil Corporation o 422, General Electric Co p 239, Pfizer Inc d 85, Chevron Corp 4 o 228, JPMorgan Chase & Co y 53, Procter & Gamble Co 4 s 9, AT&T Inc i 27, Johnson & Johnson d 89, Northern Trust Corporation 2 y, Republic Services Inc Class A 2 p 0, SA o 87, Wells Fargo & Co y 82, CareFusion Corp 5 d 6, PNC Financial Services Grou... y 33, Merck & Co Inc 4 d 37, Imperial Oil 4 o 38, Lowe's Companies Inc. 4 t 34,49.7 Cisco Systems Inc 4 a 0, Westar, Inc. 2 f 3, U.S. Bancorp 4 y 65, Top 20 holdings 46.8 Top 3 Equity Sectors % Rel % Rel % Financial Svcs Healthcare Top 3 Fixed Income Sectors % Rel % Rel % Cash 00 Derivative 0 Securitized 0