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Manager Skill Review · Fund (strategy-level)

SEEGX — JPMorgan Large Cap Growth Fund

ERM3 analysis of the fund's reported holdings. Residual return is the component remaining after the specified model exposures; it does not establish predictive manager skill.

Large Growth · 78 holdings · eff. N 26 · top-10 48%

Evidence
N-PORT · registered-fund holdings
Holdings as of
2026-06-30
Filed
2026-08-28
Model
ERM3 v3.0

Summary Risk Profile

Return attribution vs risk decomposition

JPMorgan Large Cap Growth Fund is a Large Growth strategy across 78 names (effective N 26, top-10 48%). JPMorgan Large Cap Growth Fund's +21.3% trailing return was led by market beta (+24.4% market); stock selection contributed +2.4%. About 11% of the trailing gross return came from stock selection versus buyable and style exposure — a exposure-driven signature (return-based, swings with the window).Beta to SPY 1.08 explains 85% of NAV variance; ERM3's multifactor model captures 95% · modeled-vs-reported NAV correlation 0.83 over 199 months.Evidence — not a recommendation.

Risk decomposition
This manager
87%
Tracked-pension composite · 11 mgrs
75%
19%
MarketSectorSubsectorStyle tiltResidual risk

Cumulative return

trailing 12m · gross vs buyable
-5%0%5%10%15%20%25%JunJulAugSepOctNovDecJanFebMarAprMayJun20252026
Gross +20.5%Buyable +23.9%Selection gap -3.4%

Strategy-level read from the fund's reported holdings via the RiskModels ERM3 model. Figures are gross, holdings-derived, and within-mandate. Informational use only — not investment advice.

Data handling — Linked brokerage holdings are stored encrypted and used only to provide your RiskModels analytics and reports. We do not sell your data. Privacy Policy

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Manager SkillAllocatorsExamplesAccessAnalyst
Checking session...

Manager Skill Review · Fund (strategy-level)

SEEGX — JPMorgan Large Cap Growth Fund

ERM3 analysis of the fund's reported holdings. Residual return is the component remaining after the specified model exposures; it does not establish predictive manager skill.

Large Growth · 78 holdings · eff. N 26 · top-10 48%

Evidence
N-PORT · registered-fund holdings
Holdings as of
2026-06-30
Filed
2026-08-28
Model
ERM3 v3.0

Summary Risk Profile

Return attribution vs risk decomposition

JPMorgan Large Cap Growth Fund is a Large Growth strategy across 78 names (effective N 26, top-10 48%). JPMorgan Large Cap Growth Fund's +21.3% trailing return was led by market beta (+24.4% market); stock selection contributed +2.4%. About 11% of the trailing gross return came from stock selection versus buyable and style exposure — a exposure-driven signature (return-based, swings with the window).Beta to SPY 1.08 explains 85% of NAV variance; ERM3's multifactor model captures 95% · modeled-vs-reported NAV correlation 0.83 over 199 months.Evidence — not a recommendation.

Risk decomposition
This manager
87%
Tracked-pension composite · 11 mgrs
75%
19%
MarketSectorSubsectorStyle tiltResidual risk

Cumulative return

trailing 12m · gross vs buyable
-5%0%5%10%15%20%25%JunJulAugSepOctNovDecJanFebMarAprMayJun20252026
Gross +20.5%Buyable +23.9%Selection gap -3.4%

Strategy-level read from the fund's reported holdings via the RiskModels ERM3 model. Figures are gross, holdings-derived, and within-mandate. Informational use only — not investment advice.

Data handling — Linked brokerage holdings are stored encrypted and used only to provide your RiskModels analytics and reports. We do not sell your data. Privacy Policy

The Engine
  • Developers
  • API
  • SDK
  • CLI
The Science
  • What's inside
  • Artifact gallery
  • Methodology wiki ↗
  • Glossary
  • ERM3 overview
  • SEC Filing Calendar
  • 13F Filers

Top holdings — ERM3 risk composition

HoldingWeightMarketSectorSubsectorResidual
NVDA10.4%42%11%-1%48%
GOOG9.9%30%13%-1%57%
AAPL5.5%12%2%-2%87%
MU4.2%26%29%5%40%
AVGO3.8%35%17%-0%49%
AMD3.7%32%21%6%42%
TSLA2.9%39%9%4%48%
LRCX2.6%40%21%12%27%
AMAT2.6%32%22%12%34%
GEV2.5%23%12%5%61%
SNDK2.3%19%16%1%64%
GS2.2%41%7%13%39%
WDC2.0%21%15%1%62%
CAT2.0%30%27%3%40%
LLY2.0%1%52%-0%48%

Each position's ERM3 risk composition — market / sector / subsector / stock-specific. A high residual risk share means the position's variance is mostly stock-specific, not attributable to those exposures.

Return composition

trailing 12-month gross
Market
+24.4%
Sector
+0.7%
Subsector
-0.9%
Style tilt
-4.5%
Stock selection
+2.4%
Gross
+21.3%

Peer rank

Style cell · Large Growth

portfolio market return· 1m#17 / 400top 4%
portfolio market return· 3m#11 / 407top 3%
total adj mv· 1m#4 / 420top 1%
weight sum· 1m#11 / 419top 3%

Mandate fit

Declared style
Large Growth
Effective N
26.5
Top-10 weight
48%

Peer context

Style cell: Large Growth

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    © 2026 RiskModels · Blue Water Macro Corp.|System Status:Operational|Holdings-based.

    Informational use only — not investment advice. Blue Water Macro Corp.

    Top holdings — ERM3 risk composition

    HoldingWeightMarketSectorSubsectorResidual
    NVDA10.4%42%11%-1%48%
    GOOG9.9%30%13%-1%57%
    AAPL5.5%12%2%-2%87%
    MU4.2%26%29%5%40%
    AVGO3.8%35%17%-0%49%
    AMD3.7%32%21%6%42%
    TSLA2.9%39%9%4%48%
    LRCX2.6%40%21%12%27%
    AMAT2.6%32%22%12%34%
    GEV2.5%23%12%5%61%
    SNDK2.3%19%16%1%64%
    GS2.2%41%7%13%39%
    WDC2.0%21%15%1%62%
    CAT2.0%30%27%3%40%
    LLY2.0%1%52%-0%48%

    Each position's ERM3 risk composition — market / sector / subsector / stock-specific. A high residual risk share means the position's variance is mostly stock-specific, not attributable to those exposures.

    Return composition

    trailing 12-month gross
    Market
    +24.4%
    Sector
    +0.7%
    Subsector
    -0.9%
    Style tilt
    -4.5%
    Stock selection
    +2.4%
    Gross
    +21.3%

    Peer rank

    Style cell · Large Growth

    portfolio market return· 1m#17 / 400top 4%
    portfolio market return· 3m#11 / 407top 3%
    total adj mv· 1m#4 / 420top 1%
    weight sum· 1m#11 / 419top 3%

    Mandate fit

    Declared style
    Large Growth
    Effective N
    26.5
    Top-10 weight
    48%

    Peer context

    Style cell: Large Growth

  • Stock Risk Profiles
    • Infrastructure
    • Access
    • Developer pricing
    • About
    • Support
    • FAQ
    • Privacy
    • Terms
    RiskModelsResearch/Workspace/API

    © 2026 RiskModels · Blue Water Macro Corp.|System Status:Operational|Holdings-based.

    Informational use only — not investment advice. Blue Water Macro Corp.