JPMorgan Funds Audited Annual Report - JP Morgan Asset ...
JPMorgan Funds Audited Annual Report - JP Morgan Asset ...
JPMorgan Funds Audited Annual Report - JP Morgan Asset ...
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
<strong><strong>JP</strong><strong>Morgan</strong></strong> <strong>Funds</strong> - US Aggregate Bond Fund<br />
Schedule of Investments (Market Value Expressed in USD)<br />
As at 31 December 2013<br />
Quantity/<br />
Nominal<br />
Value<br />
Name of Securities<br />
Maturity/<br />
Coupon<br />
Market<br />
Value<br />
%<br />
of<br />
Net<br />
<strong>Asset</strong>s<br />
Quantity/<br />
Nominal<br />
Value<br />
Name of Securities<br />
Maturity/<br />
Coupon<br />
Market<br />
Value<br />
%<br />
of<br />
Net<br />
<strong>Asset</strong>s<br />
Transferable Securities Admitted to an Official Exchange Listing<br />
Bonds<br />
UNITED STATES OF AMERICA<br />
129,000 ABB Finance USA 08.05.17/1.625% 128,997 0.01<br />
175,000 ABB Finance USA 08.05.22/2.875% 165,875 0.01<br />
81,000 ABB Finance USA 08.05.42/4.375% 75,208 0.01<br />
182,000 ACE INA Holdings 23.11.15/2.600% 188,387 0.01<br />
177,000 Actavis 01.10.22/3.250% 166,164 0.01<br />
507,000 ADT 15.07.22/3.500% 442,743 0.03<br />
192,000 ADT 15.06.23/4.125% 171,519 0.01<br />
300,000 Aetna 15.12.37/6.750% 371,003 0.03<br />
147,000 Aetna 15.05.42/4.500% 138,464 0.01<br />
199,000 Aflac 15.02.17/2.650% 206,216 0.02<br />
141,000 Aflac 15.05.19/8.500% 180,965 0.01<br />
227,000 Aflac 15.02.22/4.000% 230,862 0.02<br />
625,000 Aflac 15.06.23/3.625% 605,272 0.05<br />
108,000 Aflac 15.08.40/6.450% 128,242 0.01<br />
800,000 AGL Capital 15.07.16/6.375% 892,785 0.07<br />
150,000 AGL Capital 15.08.19/5.250% 168,267 0.01<br />
262,000 AGL Capital 15.09.21/3.500% 261,624 0.02<br />
550,000 AGL Capital 15.03.41/5.875% 608,518 0.05<br />
167,000 AGL Capital 01.06.43/4.400% 152,036 0.01<br />
179,000 Alabama Power 15.05.38/6.125% 213,322 0.02<br />
95,000 Alabama Power 01.03.39/6.000% 111,798 0.01<br />
325,000 Allstate 15.06.23/3.150% 310,001 0.02<br />
238,000 American Electric Power 15.12.17/1.650% 234,422 0.02<br />
400,000 American Express 19.03.18/7.000% 479,314 0.04<br />
250,000 American Express Centurion<br />
Bank 13.09.17/6.000% 287,360 0.02<br />
194,000 American Express Credit 24.03.17/2.375% 199,811 0.02<br />
125,000 American Water Capital 15.10.37/6.593% 152,839 0.01<br />
75,000 Anadarko Petroleum 15.06.14/5.750% 76,646 0.01<br />
100,000 Anadarko Petroleum 15.03.19/8.700% 126,985 0.01<br />
75,000 Anheuser-Busch 01.04.36/5.750% 83,891 0.01<br />
510,000 Anheuser-Busch InBev<br />
Worldwide 15.01.19/7.750% 636,850 0.05<br />
200,000 ANR Pipeline 01.11.21/9.625% 270,934 0.02<br />
112,000 Aon 30.09.15/3.500% 116,977 0.01<br />
182,000 Aon 27.05.16/3.125% 190,021 0.01<br />
97,000 Aon 30.09.40/6.250% 111,560 0.01<br />
200,000 Apache 15.09.18/6.900% 240,914 0.02<br />
83,000 Apache 15.04.22/3.250% 81,669 0.01<br />
307,000 Apache 15.04.43/4.750% 299,219 0.02<br />
100,000 Appalachian Power 01.10.35/5.800% 105,290 0.01<br />
490,000 Appalachian Power 15.08.37/6.700% 573,812 0.04<br />
150,000 Archer-Daniels-Midland 01.10.32/5.935% 167,244 0.01<br />
25,000 Arizona Public Service 15.05.15/4.650% 26,270 0.00<br />
210,000 Arizona Public Service 01.09.41/5.050% 217,535 0.02<br />
148,000 Arizona Public Service 01.04.42/4.500% 143,084 0.01<br />
129,000 Arrow Electronics 01.03.18/3.000% 131,141 0.01<br />
95,000 Arrow Electronics 01.03.23/4.500% 92,849 0.01<br />
731,000 Arrow Electronics 15.01.27/7.500% 843,488 0.06<br />
498,000 Associates Corp of North<br />
America 01.11.18/6.950% 594,699 0.05<br />
565,000 AT&T 01.12.15/0.800% 564,480 0.04<br />
60,000 AT&T 15.06.16/5.625% 66,359 0.01<br />
305,000 AT&T 01.12.17/1.400% 301,537 0.02<br />
500,000 AT&T 15.05.21/4.450% 529,105 0.04<br />
700,000 AT&T 15.01.38/6.300% 778,582 0.06<br />
385,000 AT&T 01.09.40/5.350% 385,882 0.03<br />
1,191,000 AT&T 15.12.42/4.300% 1,024,337 0.08<br />
278,000 AT&T 15.06.45/4.350% 238,450 0.02<br />
586,000 Atmos Energy 15.03.19/8.500% 752,660 0.06<br />
619,000 Baltimore Gas & Electric 15.08.22/2.800% 578,589 0.04<br />
267,000 Bank of America 01.08.16/6.500% 301,300 0.02<br />
650,000 Bank of America 14.10.16/5.625% 723,700 0.06<br />
350,000 Bank of America 15.03.17/5.300% 385,665 0.03<br />
315,000 Bank of America 01.12.17/5.750% 358,238 0.03<br />
400,000 Bank of America 11.01.18/2.000% 399,300 0.03<br />
610,000 Bank of America 01.05.18/5.650% 693,482 0.05<br />
1,650,000 Bank of America 01.07.20/5.625% 1,883,921 0.14<br />
325,000 Bank of America 05.01.21/5.875% 373,194 0.03<br />
1,700,000 Bank of America 13.05.21/5.000% 1,855,202 0.14<br />
395,000 Bank of America 11.01.23/3.300% 373,443 0.03<br />
150,000 Bank of New York Mellon 15.01.15/3.100% 154,077 0.01<br />
696,000 Bank of New York Mellon 17.01.17/2.400% 713,341 0.05<br />
275,000 Bank of New York Mellon 15.01.20/4.600% 297,218 0.02<br />
287,000 Bank of New York Mellon 23.09.21/3.550% 294,721 0.02<br />
45,000 Baxter International 01.03.14/4.000% 45,243 0.00<br />
200,000 Baxter International 15.03.15/4.625% 209,767 0.02<br />
250,000 BB&T 30.04.19/6.850% 302,510 0.02<br />
50,000 Becton Dickinson & Co. 15.05.19/5.000% 56,271 0.00<br />
500,000 Berkshire Hathaway 15.08.21/3.750% 516,923 0.04<br />
100,000 Berkshire Hathaway Finance 15.01.40/5.750% 111,455 0.01<br />
540,000 Berkshire Hathaway Finance 15.05.42/4.400% 496,163 0.04<br />
312,000 Berkshire Hathaway Finance 15.05.43/4.300% 282,519 0.02<br />
215,000 BlackRock 10.12.14/3.500% 221,042 0.02<br />
105,000 BlackRock 15.09.17/6.250% 122,046 0.01<br />
359,000 BlackRock 10.12.19/5.000% 407,639 0.03<br />
150,000 Boeing 15.08.24/7.950% 200,988 0.02<br />
60,000 Boeing 15.02.33/6.125% 71,691 0.01<br />
685,000 Branch Banking & Trust 15.09.16/5.625% 763,823 0.06<br />
395,000 Bunge Finance 15.06.19/8.500% 488,581 0.04<br />
161,000 Bunge NA Finance 01.04.17/5.900% 176,059 0.01<br />
147,000 Burlington Northern Santa Fe 01.09.20/3.600% 149,606 0.01<br />
80,000 Burlington Northern Santa Fe 15.09.21/3.450% 79,378 0.01<br />
250,000 Burlington Northern Santa Fe 15.08.30/7.950% 328,066 0.02<br />
700,000 Burlington Northern Santa Fe 01.05.40/5.750% 770,641 0.06<br />
500,000 Burlington Resources 15.03.25/8.200% 658,695 0.05<br />
146,000 Cameron International 30.04.15/1.600% 146,943 0.01<br />
455,000 Capital One Financial 06.11.15/1.000% 454,873 0.03<br />
312,000 Capital One Financial 15.07.21/4.750% 332,603 0.03<br />
208,000 Caterpillar 26.06.17/1.500% 208,084 0.02<br />
184,000 Caterpillar 26.06.22/2.600% 171,983 0.01<br />
70,000 Caterpillar Financial Services 15.03.16/5.500% 76,758 0.01<br />
250,000 Caterpillar Financial Services 01.10.18/7.050% 303,790 0.02<br />
135,000 CBS 15.05.19/8.875% 173,003 0.01<br />
58,000 CBS 15.04.20/5.750% 65,410 0.00<br />
125,000 CBS 15.02.21/4.300% 128,408 0.01<br />
350,000 CBS 30.07.30/7.875% 435,409 0.03<br />
150,000 CBS 15.05.33/5.500% 151,486 0.01<br />
125,000 CBS 15.10.40/5.900% 130,801 0.01<br />
300,000 CBS 01.07.42/4.850% 274,382 0.02<br />
350,000 Centel Capital 15.10.19/9.000% 415,944 0.03<br />
150,000 CenterPoint Energy 01.05.18/6.500% 175,215 0.01<br />
40,000 CenterPoint Energy Resources 01.11.17/6.125% 45,996 0.00<br />
480,000 CenturyLink 15.06.21/6.450% 501,427 0.04<br />
270,000 CenturyLink 15.09.39/7.600% 241,994 0.02<br />
294,000 Chevron 24.06.20/2.427% 290,224 0.02<br />
64,000 Citigroup 12.08.14/6.375% 66,188 0.01<br />
165,000 Citigroup 15.01.15/6.010% 173,696 0.01<br />
500,000 Citigroup 15.01.16/1.250% 501,990 0.04<br />
880,000 Citigroup 15.08.17/6.000% 1,007,543 0.08<br />
340,000 Citigroup 21.11.17/6.125% 392,044 0.03<br />
875,000 Citigroup 22.05.19/8.500% 1,123,771 0.09<br />
1,350,000 Citigroup 09.08.20/5.375% 1,542,220 0.12<br />
260,000 Citigroup 14.01.22/4.500% 276,116 0.02<br />
288,000 Citigroup 13.09.25/5.500% 303,872 0.02<br />
500,000 Citigroup 15.01.28/6.625% 583,402 0.04<br />
15,000 Citigroup 15.06.32/6.625% 16,931 0.00<br />
179,000 Citigroup 30.01.42/5.875% 201,982 0.02<br />
360,000 Cleveland Electric Illuminating 01.11.17/7.880% 432,851 0.03<br />
325,000 CNA Financial 15.12.14/5.850% 340,319 0.03<br />
298,000 CNA Financial 15.08.20/5.875% 340,434 0.03<br />
200,000 Coca-Cola 15.03.19/4.875% 225,686 0.02<br />
715,000 Comcast Cable Communications<br />
Holdings 15.11.22/9.455% 993,042 0.08<br />
110,000 Comerica 16.09.15/3.000% 114,227 0.01<br />
350,000 CommonWealth REIT 15.01.18/6.650% 383,605 0.03<br />
450,000 CommonWealth REIT 15.09.20/5.875% 465,347 0.04<br />
162,000 ConAgra Foods 25.01.16/1.300% 162,382 0.01<br />
186,000 ConAgra Foods 15.03.18/2.100% 184,761 0.01<br />
35,000 Connecticut Light & Power 01.05.18/5.650% 40,060 0.00<br />
275,000 ConocoPhillips 01.02.19/5.750% 319,925 0.02<br />
400,000 ConocoPhillips 15.01.20/6.000% 472,684 0.04<br />
150,000 Consumers Energy 15.04.20/5.650% 173,440 0.01<br />
116,000 Consumers Energy 15.05.22/2.850% 110,968 0.01<br />
250,000 Countrywide Financial 15.05.16/6.250% 276,300 0.02<br />
275,000 CSX 01.05.17/7.900% 326,800 0.02<br />
300,000 CSX 01.02.19/7.375% 363,320 0.03<br />
54,000 CSX 01.06.21/4.250% 56,336 0.00<br />
100,000 CSX 15.04.41/5.500% 104,814 0.01<br />
164,000 CSX 15.03.44/4.100% 140,436 0.01<br />
145,000 CVS Caremark 15.09.39/6.125% 166,569 0.01<br />
400,000 CVS Caremark 15.05.41/5.750% 439,606 0.03<br />
400,000 Daimler Finance North America 18.01.31/8.500% 584,509 0.04<br />
447,000 Deere & Co. 08.06.22/2.600% 420,218 0.03<br />
198,000 Deere & Co. 09.06.42/3.900% 174,157 0.01<br />
141,000 Delmarva Power & Light 01.06.42/4.000% 126,347 0.01<br />
355,000 Devon Energy 15.01.19/6.300% 417,157 0.03<br />
459,000 Devon Energy 15.05.22/3.250% 439,777 0.03<br />
261,000 Devon Energy 15.05.42/4.750% 242,780 0.02<br />
60,000 Devon Financing 30.09.31/7.875% 77,813 0.01<br />
200,000 Dominion Resources 30.11.17/6.000% 229,330 0.02<br />
150,000 Dominion Resources 15.01.19/8.875% 191,399 0.01<br />
635,000 Dominion Resources 01.08.33/5.250% 674,860 0.05<br />
111,000 Dominion Resources 01.08.41/4.900% 109,355 0.01<br />
203,000 Dow Chemical 15.11.20/4.250% 215,671 0.02<br />
298,000 Dow Chemical 15.11.21/4.125% 308,277 0.02<br />
65,000 Dow Chemical 01.11.29/7.375% 83,964 0.01<br />
167,000 Dow Chemical 15.11.41/5.250% 168,681 0.01<br />
157
Change language