Jpmorgan Research Market Neutral Fund Class I (JMNSX) Fund Details & Analysis

Fund Information

Fund Category Equity Market Neutral

Fund Family JPMorgan

Fund Style Large Blend

ISIN US48121A7129

CUSIP 48121A712

Inception Date 2002-02-28

Domicile United States

Country USA

Fiscal Year End October

NAV Chart

Fund Metrics

Net Assets $376.23 Million

Share Class Net Assets $339.82 Million

Expense Ratio 2.46%

Expense Ratio Date 2025-03-01

Dividend Yield 0.03%

Morning Star Rating -

Morning Star Risk Rating -

Morning Star Category -

Performance

YTD Return -%

1-Year Return 0.82%

3-Year Return 8.38%

5-Year Return 5.36%

NAV $15.49

Previous Close Price $15.49

Last Update 2025-12-31

Dividend Information

Dividend Yield 0.03%

Dividend (ttm) 0.17

Dividend Growth -58.12%

Payout Frequency Annual

Ex-Dividend Date n/a

Ratings

Morning Star Rating -

Morning Star Risk Rating -

Morning Star Category -

Beta (5Y) 1.23

About JPMorgan Research Market Neutral Fund Class I

The fund takes long and short positions in different securities, selecting from a universe of mid- to large-capitalization stocks with characteristics similar to those of the Russell 1000 and/or Standard & Poor's 500 (S&P 500) Indexes, in an effort to insulate the fund's performance from the effects of general stock market movements. The long and short positions are matched on a variety of risk characteristics in order to limit exposure to macroeconomic factors.

Detailed Metrics

Market Cap Distribution

AverageMarketCap 91179.01%

Giant 9.12%

Large 31.51%

Medium 39.46%

Micro 0.00%

Small 2.76%

Value & Growth Metrics

Book-Value Growth % 5.27%

Cash-Flow Growth % 8.62%

Dividend Yield % 1.59%

Historical Earnings % 8.03%

Long-Term Earnings % 10.02%

Asset Allocation

Type	Net %	Long %	Short %	Category Average	benchmark
Bond	0.00%	0.00%	0.00%	11.34%	77.92%
Cash	96.78%	96.78%	0.00%	71.94%	0.00%
Non US Stock	3.23%	3.66%	0.42%	97.21%	8.20%
Not Classified	0.00%	0.00%	0.00%	0.00%	0.00%
Other	0.00%	0.00%	0.00%	7.05%	2.01%
US Stock	-0.02%	79.19%	79.21%	97.99%	11.87%

Top Holdings

Name	Weight	Owned	Change
JPMorgan Prime Money Market Fund, Class Institutional	18.83%	-	-
Mastercard, Inc., Class A	1.71%	-	-
Aon plc, Class A	1.43%	-	-
Meta Platforms, Inc., Class A	1.44%	-	-
Corpay, Inc.	1.48%	-	-
Salesforce, Inc.	1.41%	-	-
Micron Technology, Inc.	1.32%	-	-
Western Digital Corp.	1.31%	-	-
Block, Inc.	1.66%	-	-
Travelers Cos., Inc. (The)	1.29%	-	-
Fidelity National Information Services, Inc.	1.81%	-	-
Howmet Aerospace, Inc.	1.68%	-	-
Arthur J Gallagher Co.	1.56%	-	-
Wells Fargo Co.	1.35%	-	-
NVIDIA Corp.	1.35%	-	-
RTX Corp.	1.34%	-	-
Southern Co. (The)	1.33%	-	-
Microsoft Corp.	1.27%	-	-

See the full breakdown of JMNSX fund's asset allocation and top holdings .

Sector Weights

Category	Subcategory	Amount %	Category Avg	Stocks %	Benchmark
Bond Sector	Cash and Equivalents	8.64%	60.39%	100.00%	0.00%
Bond Sector	Corporate	8.64%	0.09%	0.00%	18.10%
Bond Sector	Derivative	8.64%	0.34%	0.00%	0.00%
Bond Sector	Government	8.64%	35.33%	0.00%	51.18%
Bond Sector	Municipal	8.64%	0.00%	0.00%	0.03%
Bond Sector	Securitized	8.64%	3.85%	0.00%	30.69%
Cyclical	Basic Materials	1.47%	6.31%	0.00%	4.84%
Cyclical	Consumer Cyclical	12.30%	11.10%	0.00%	9.89%
Cyclical	Financial Services	15.38%	17.10%	0.00%	19.70%
Cyclical	Real Estate	2.84%	3.44%	0.00%	8.19%
Defensive	Consumer Defensive	3.01%	5.75%	0.00%	5.41%
Defensive	Healthcare	10.67%	9.12%	0.00%	9.88%
Defensive	Utilities	8.64%	4.14%	0.00%	2.98%
Sensitive	Communication Services	5.76%	5.48%	0.00%	5.29%
Sensitive	Energy	4.07%	4.86%	0.00%	3.93%
Sensitive	Industrials	9.79%	19.08%	0.00%	12.16%
Sensitive	Technology	26.07%	13.63%	0.00%	17.74%

World Regions

Region	Subregion	Category Average	Stocks Percent	Benchmark
Americas	Latin America	1.24%	-	0.93%
Americas	North America	54.47%	96.92%	62.76%
Greater Asia	Asia Developed	1.70%	1.32%	4.31%
Greater Asia	Asia Emerging	0.88%	-	5.02%
Greater Asia	Australasia	3.07%	-	1.92%
Greater Asia	Japan	16.16%	-	6.75%
Greater Europe	Africa/Middle East	0.44%	-	1.33%
Greater Europe	Europe Developed	16.04%	1.76%	12.97%
Greater Europe	Europe Emerging	0.11%	-	0.28%
Greater Europe	United Kingdom	5.89%	-	3.74%

Dividend History

Date	Amount	Unadjusted Amount	Currency	Declaration Date	Record Date	Payment Date	Period
2024-12-19	$0.397	$0.397	USD	-	-	-	-
2023-12-20	$0.391	$0.391	USD	-	2023-12-19	2023-12-21	Annual
2018-08-29	$0.000	$0.000	USD	2018-08-29	2018-08-28	2018-08-30	Other
2009-12-15	$0.154	$0.154	USD	-	2009-12-14	2009-12-16	Other

Related Funds to Explore

Rydex Biotechnology Fund Class C (RYCFX) fund overview	View BHYSX fund performance & NAV
TRWAX mutual fund analysis	Check ICHKX expense ratio & ratings
Empower International Value Fund Institutional Class fund metrics & details	Explore ADVRX investment profile
DISCX fund yield & return data	Review Invesco SteelPath MLP Select 40 Fund Class R6 fund information
GTCCX morning star rating & risk analysis	Compare PRPDX fund sector allocation
Russell Investments Global Real Estate Securities Fund Class A net assets & portfolio breakdown	Analyze CFBNX fund value & growth metrics
FHYVX asset allocation & world regions	Get BlackRock 60/40 Target Allocation Fund Class K (BKGPX) complete fund report

JPMorgan Research Market Neutral Fund Class I NMFQS:JMNSX