JPMorgan Funds Audited Annual Report - JP Morgan Asset ...

JPMorgan Funds - US Aggregate Bond Fund
Schedule of Investments (Market Value Expressed in USD) (continued)
As at 31 December 2013
Quantity/
Nominal
Value
Name of Securities
Maturity/
Coupon
Market
Value
%
of
Net
Assets
Quantity/
Nominal
Value
Name of Securities
Maturity/
Coupon
Market
Value
%
of
Net
Assets
138,000 DTE Electric 15.06.22/2.650% 129,955 0.01
203,000 Duke Energy 15.09.21/3.550% 203,211 0.02
100,000 Duke Energy Carolinas 15.10.32/6.450% 118,424 0.01
240,000 Duke Energy Carolinas 15.01.38/6.000% 285,283 0.02
107,000 Duke Energy Carolinas 15.12.41/4.250% 100,602 0.01
20,000 Duke Energy Florida 15.06.18/5.650% 22,970 0.00
336,000 Duke Energy Florida 01.03.33/5.900% 373,706 0.03
85,000 Duke Energy Ohio 01.04.19/5.450% 97,093 0.01
55,000 Duke Energy Progress 15.01.19/5.300% 62,721 0.00
222,000 Duke Energy Progress 15.09.21/3.000% 218,226 0.02
318,000 Duke Energy Progress 15.05.22/2.800% 303,056 0.02
189,000 Duke Energy Progress 15.05.42/4.100% 174,834 0.01
287,000 Duke Realty 15.03.20/6.750% 330,801 0.03
400,000 Eaton 01.04.24/7.625% 486,556 0.04
200,000 Ecolab 08.12.21/4.350% 208,480 0.02
400,000 Ecolab 08.12.41/5.500% 429,902 0.03
231,000 EI du Pont de Nemours & Co. 15.01.16/1.950% 236,292 0.02
265,000 EI du Pont de Nemours & Co. 15.07.18/6.000% 308,671 0.02
150,000 EI du Pont de Nemours & Co. 15.12.36/5.600% 162,446 0.01
125,000 EI du Pont de Nemours & Co. 15.01.41/4.900% 124,741 0.01
500,000 EMC/Massachusetts 01.06.18/1.875% 495,900 0.04
700,000 EMC/Massachusetts 01.06.23/3.375% 677,026 0.05
300,000 EOG Resources 01.02.21/4.100% 315,366 0.02
365,000 ERP Operating 01.08.16/5.375% 403,714 0.03
600,000 ERP Operating 15.12.21/4.625% 633,123 0.05
200,000 Exelon Generation 01.10.17/6.200% 226,849 0.02
360,000 Exelon Generation 01.10.20/4.000% 359,939 0.03
1,150,000 Federal Home Loan Banks 15.07.36/5.500% 1,336,122 0.10
485,000 Florida Power & Light 01.10.33/5.950% 575,379 0.04
404,000 Fluor 15.09.21/3.375% 395,232 0.03
705,000 Ford Motor Credit 12.06.17/3.000% 733,126 0.06
464,000 Ford Motor Credit 20.09.22/4.250% 467,478 0.04
808,000 Freeport-McMoRan Copper &
Gold 01.03.17/2.150% 814,585 0.06
630,000 Gap 12.04.21/5.950% 698,702 0.05
600,000 General Electric 06.12.17/5.250% 680,571 0.05
212,000 General Electric 09.10.22/2.700% 199,309 0.02
230,000 General Electric Capital 11.12.15/1.000% 231,788 0.02
410,000 General Electric Capital 15.09.17/5.625% 466,881 0.04
764,000 General Electric Capital 20.11.17/1.600% 761,830 0.06
665,000 General Electric Capital 01.05.18/5.625% 764,803 0.06
260,000 General Electric Capital 11.12.19/2.100% 254,796 0.02
885,000 General Electric Capital 08.01.20/5.500% 1,017,343 0.08
975,000 General Electric Capital 16.09.20/4.375% 1,059,533 0.08
680,000 General Electric Capital 07.01.21/4.625% 742,509 0.06
83,000 General Electric Capital 11.02.21/5.300% 93,376 0.01
2,100,000 General Electric Capital 17.10.21/4.650% 2,288,076 0.17
605,000 General Electric Capital 15.03.32/6.750% 754,577 0.06
100,000 General Electric Capital 14.01.38/5.875% 114,288 0.01
35,000 Genworth Holdings 15.06.14/5.750% 35,802 0.00
10,000 Genworth Holdings 15.06.34/6.500% 10,827 0.00
50,000 Georgia Power 01.02.39/5.950% 56,396 0.00
110,000 Goldman Sachs Capital I 15.02.34/6.345% 111,854 0.01
271,000 Goldman Sachs Group 01.08.15/3.700% 282,374 0.02
333,000 Goldman Sachs Group 23.11.15/1.600% 336,676 0.03
675,000 Goldman Sachs Group 07.02.16/3.625% 708,311 0.05
150,000 Goldman Sachs Group 18.01.18/5.950% 170,726 0.01
1,380,000 Goldman Sachs Group 15.02.19/7.500% 1,682,675 0.13
1,163,000 Goldman Sachs Group 15.03.20/5.375% 1,296,821 0.10
871,000 Goldman Sachs Group 15.06.20/6.000% 1,001,084 0.08
308,000 Goldman Sachs Group 27.07.21/5.250% 337,911 0.03
300,000 Goldman Sachs Group 01.10.37/6.750% 334,910 0.03
288,000 Great Plains Energy 01.06.21/4.850% 304,350 0.02
850,000 GTE 15.04.18/6.840% 997,152 0.08
571,000 Halliburton 01.08.23/3.500% 555,289 0.04
400,000 Halliburton 15.09.39/7.450% 542,784 0.04
125,000 HCP 01.02.19/3.750% 129,605 0.01
368,000 HCP 01.02.21/5.375% 400,426 0.03
140,000 Hess 01.10.29/7.875% 177,691 0.01
550,000 Hewlett-Packard 02.06.14/4.750% 559,254 0.04
300,000 Hewlett-Packard 01.12.20/3.750% 301,602 0.02
251,000 Hewlett-Packard 01.06.21/4.300% 254,847 0.02
189,000 Hewlett-Packard 15.09.21/4.375% 192,126 0.01
333,000 Hewlett-Packard 09.12.21/4.650% 344,265 0.03
665,000 Hewlett-Packard 15.09.41/6.000% 674,729 0.05
25,000 Historic TW 15.06.18/6.875% 29,784 0.00
215,000 Historic TW 01.02.23/9.150% 286,113 0.02
280,000 Historic TW 15.05.29/6.625% 322,591 0.02
200,000 Home Depot 01.03.16/5.400% 219,817 0.02
200,000 Home Depot 01.04.21/4.400% 216,453 0.02
210,000 Indiana Michigan Power 15.03.19/7.000% 250,761 0.02
50,000 Ingersoll-Rand 15.11.27/6.391% 57,377 0.00
350,000 International Business Machines 15.10.18/7.625% 437,708 0.03
843,000 International Business Machines 15.05.20/1.625% 792,104 0.06
125,000 International Business Machines 01.08.27/6.220% 148,622 0.01
169,000 International Business Machines 20.06.42/4.000% 151,727 0.01
400,000 International Lease Finance 01.06.14/5.650% 406,834 0.03
186,000 Jefferies Group 09.11.15/3.875% 194,435 0.01
520,000 Jefferies Group 15.07.19/8.500% 633,155 0.05
40,000 Jersey Central Power & Light 01.02.19/7.350% 47,342 0.00
45,000 John Deere Capital 03.04.18/5.350% 51,090 0.00
300,000 John Deere Capital 17.04.19/2.250% 300,729 0.02
488,000 John Deere Capital 27.01.23/2.800% 456,885 0.03
300,000 Johnson Controls 30.03.20/5.000% 330,722 0.03
328,000 Johnson Controls 01.12.21/3.750% 329,076 0.03
500,000 Johnson Controls 01.12.41/5.250% 490,388 0.04
380,000 Kansas City Power & Light 15.03.23/3.150% 353,905 0.03
615,000 Kansas City Power & Light 01.10.41/5.300% 620,895 0.05
213,000 Kellogg 17.05.17/1.750% 213,645 0.02
304,000 Kellogg 17.05.22/3.125% 289,835 0.02
30,000 Kerr-McGee 01.07.24/6.950% 35,368 0.00
1,250,000 Kerr-McGee 15.09.31/7.875% 1,571,225 0.12
165,000 KeyBank 01.11.17/5.700% 185,735 0.01
280,000 KeyCorp 24.03.21/5.100% 306,711 0.02
15,000 Kimberly-Clark 01.11.18/7.500% 18,661 0.00
120,000 Kimberly-Clark 01.03.22/2.400% 112,216 0.01
80,000 Kohl’s 15.12.17/6.250% 91,919 0.01
200,000 Kroger 15.01.17/2.200% 203,361 0.02
200,000 Kroger 15.08.17/6.400% 230,843 0.02
150,000 Kroger 15.01.20/6.150% 173,069 0.01
1,000,000 Kroger 01.04.31/7.500% 1,240,135 0.09
114,000 Kroger 15.07.40/5.400% 115,069 0.01
100,000 Lincoln National 24.06.21/4.850% 107,735 0.01
191,000 Lincoln National 15.03.22/4.200% 194,852 0.01
250,000 Lowe’s 15.05.37/7.110% 310,858 0.02
163,000 Lowe’s 15.11.41/5.125% 169,218 0.01
435,000 Lowe’s 15.04.42/4.650% 421,245 0.03
100,000 Macy’s Retail Holdings 15.07.17/7.450% 117,891 0.01
479,000 Macy’s Retail Holdings 15.02.23/2.875% 436,003 0.03
80,000 Macy’s Retail Holdings 15.01.42/5.125% 77,023 0.01
200,000 Magellan Midstream Partners 15.07.19/6.550% 235,708 0.02
125,000 Marathon Oil 01.11.15/0.900% 125,213 0.01
250,000 Marathon Oil 01.10.17/6.000% 284,565 0.02
135,000 McKesson 04.12.15/0.950% 135,213 0.01
329,000 Merck & Co. 15.09.22/2.400% 302,448 0.02
295,000 Merrill Lynch & Co. 15.07.14/5.450% 302,387 0.02
40,000 Merrill Lynch & Co. 15.01.15/5.000% 41,695 0.00
1,415,000 Merrill Lynch & Co. 28.08.17/6.400% 1,633,915 0.12
290,000 Merrill Lynch & Co. 25.04.18/6.875% 343,040 0.03
450,000 MidAmerican Energy Holdings 01.04.36/6.125% 512,012 0.04
208,000 Morgan Stanley 24.07.15/4.000% 217,574 0.02
250,000 Morgan Stanley 09.01.17/5.450% 277,271 0.02
290,000 Morgan Stanley 28.12.17/5.950% 331,125 0.03
700,000 Morgan Stanley 01.04.18/6.625% 818,465 0.06
2,200,000 Morgan Stanley 13.05.19/7.300% 2,677,312 0.20
442,000 Morgan Stanley 24.07.20/5.500% 496,105 0.04
277,000 Morgan Stanley 25.01.21/5.750% 313,849 0.02
200,000 Morgan Stanley 28.07.21/5.500% 223,599 0.02
970,000 Mosaic 15.11.21/3.750% 948,316 0.07
37,000 Mosaic 15.11.41/4.875% 33,789 0.00
300,000 Nabors Industries 15.02.18/6.150% 337,862 0.03
180,000 Nevada Power 01.08.18/6.500% 213,579 0.02
200,000 Nevada Power 15.03.19/7.125% 243,914 0.02
120,000 Nevada Power 15.05.41/5.450% 131,156 0.01
200,000 Newell Rubbermaid 15.08.20/4.700% 210,020 0.02
196,000 NextEra Energy Capital Holdings 01.06.15/1.200% 197,075 0.01
185,000 NextEra Energy Capital Holdings 01.03.19/6.000% 210,068 0.02
250,000 Nisource Finance 15.02.23/3.850% 239,706 0.02
628,000 Nisource Finance 01.02.42/5.800% 660,562 0.05
203,000 Nordstrom 15.10.21/4.000% 210,127 0.02
4,000 Norfolk Southern 17.05.25/5.590% 4,392 0.00
600,000 Norfolk Southern 15.03.2105/6.000% 644,398 0.05
834,000 Norfolk Southern 23.05.2111/6.000% 892,677 0.07
200,000 Northrop Grumman Systems 15.02.31/7.750% 256,703 0.02
90,000 Nucor 01.08.23/4.000% 88,285 0.01
181,000 Occidental Petroleum 15.02.17/1.750% 181,898 0.01
60,000 Ohio Power 01.05.18/6.050% 69,443 0.01
240,000 Ohio Power 01.03.33/6.600% 280,781 0.02
250,000 Oracle 15.04.18/5.750% 289,863 0.02
424,000 Oracle 15.01.19/2.375% 428,730 0.03
100,000 Oracle 08.07.19/5.000% 113,220 0.01
379,000 Oracle 08.07.39/6.125% 445,744 0.03
97,000 Oracle 15.07.40/5.375% 104,567 0.01
328,000 PACCAR Financial 15.03.17/1.600% 328,036 0.02
200,000 Pacific Gas & Electric 30.11.17/5.625% 227,016 0.02
85,000 Pacific Gas & Electric 15.09.21/3.250% 83,794 0.01
499,000 Pacific Gas & Electric 15.08.22/2.450% 449,839 0.03
400,000 Pacific Gas & Electric 01.03.34/6.050% 460,724 0.04
150,000 Pacific Gas & Electric 15.04.42/4.450% 141,482 0.01
500,000 PacifiCorp 15.06.21/3.850% 520,420 0.04
50,000 Parker Hannifin 15.05.18/5.500% 56,756 0.00
150,000 Peco Energy 01.03.18/5.350% 170,515 0.01
158