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
30,000 Encana 15.05.19/6.500% 35,148 0.00
100,000 Encana 15.08.34/6.500% 110,039 0.01
130,000 Petro-Canada 15.05.18/6.050% 150,299 0.01
100,000 Petro-Canada 15.07.33/5.350% 102,605 0.01
200,000 Petro-Canada 15.05.38/6.800% 241,453 0.02
709,000 Placer Dome 15.10.35/6.450% 674,447 0.05
120,000 Potash Corp of Saskatchewan 15.05.19/6.500% 142,737 0.01
800,000 RBC 27.07.18/2.200% 803,216 0.06
180,000 Rogers Communications 01.05.32/8.750% 232,568 0.02
200,000 Suncor Energy 01.06.18/6.100% 231,735 0.02
505,000 Suncor Energy 01.12.34/5.950% 545,929 0.04
350,000 Suncor Energy 01.06.39/6.850% 425,927 0.03
540,000 Talisman Energy 01.06.19/7.750% 649,947 0.05
255,000 Talisman Energy 01.02.37/5.850% 248,904 0.02
260,000 Talisman Energy 01.02.38/6.250% 266,959 0.02
635,000 Talisman Energy 15.05.42/5.500% 602,332 0.05
628,000 Thomson Reuters 30.09.21/3.950% 626,989 0.05
471,000 Thomson Reuters 23.05.43/4.500% 398,523 0.03
431,000 Toronto-Dominion Bank 14.07.16/2.500% 447,380 0.03
150,000 TransCanada PipeLines 15.08.18/6.500% 176,906 0.01
330,000 TransCanada PipeLines 15.01.19/7.125% 399,790 0.03
140,000 TransCanada PipeLines 15.10.37/6.200% 160,782 0.01
11,227,803 0.85
UNITED KINGDOM
100,000 Barclays Bank 10.07.14/5.200% 102,413 0.01
643,000 BP Capital Markets 05.05.17/1.846% 649,842 0.05
263,000 BP Capital Markets 06.11.17/1.375% 259,993 0.02
310,000 BP Capital Markets 11.03.21/4.742% 338,255 0.03
615,000 BP Capital Markets 06.05.22/3.245% 597,156 0.05
635,000 BP Capital Markets 10.05.23/2.750% 580,123 0.04
200,000 British Telecommunications 22.06.15/2.000% 203,524 0.02
45,000 British Telecommunications 15.12.30/9.625% 66,461 0.00
700,000 Deutsche Bank/London 11.01.16/3.250% 732,434 0.06
400,000 Deutsche Bank/London 01.09.17/6.000% 457,830 0.03
50,000 Diageo Capital 15.07.20/4.828% 55,602 0.00
139,000 HSBC Holdings 05.04.21/5.100% 154,688 0.01
1,000,000 HSBC Holdings 14.01.22/4.875% 1,084,175 0.08
986,000 HSBC Holdings 30.03.22/4.000% 1,011,360 0.08
550,000 HSBC Holdings 14.01.42/6.100% 662,794 0.05
364,000 Rio Tinto Finance USA 21.08.17/1.625% 362,721 0.03
200,000 Rio Tinto Finance USA 22.03.22/3.500% 195,852 0.01
300,000 Vodafone Group 15.09.15/5.000% 321,015 0.02
1,000,000 Vodafone Group 20.03.17/1.625% 1,000,205 0.08
500,000 Vodafone Group 19.02.18/1.500% 490,862 0.04
9,327,305 0.71
FRANCE
254,000 Orange 14.09.16/2.750% 263,200 0.02
1,010,000 Orange 01.03.31/8.750% 1,398,719 0.11
226,000 Total Capital International 25.01.16/0.750% 225,890 0.02
350,000 Total Capital International 17.02.17/1.500% 351,274 0.03
375,000 Total Capital International 28.06.17/1.550% 375,051 0.03
166,000 Total Capital International 17.02.22/2.875% 158,313 0.01
2,772,447 0.22
CAYMAN ISLANDS
363,000 Hutchison Whampoa
International 12 II 144A 08.11.22/3.250% 333,372 0.03
70,000 Noble Holding International 15.03.22/3.950% 68,346 0.01
46,000 Noble Holding International 15.03.42/5.250% 44,201 0.00
300,000 Petrobras International Finance 15.03.19/7.875% 341,739 0.03
510,000 Petrobras International Finance 27.01.21/5.375% 506,825 0.04
200,000 Petrobras International Finance 27.01.41/6.750% 187,494 0.01
400,000 Transocean 15.11.20/6.500% 457,136 0.03
124,000 Transocean 15.12.21/6.375% 139,719 0.01
263,000 Transocean 15.10.22/3.800% 250,435 0.02
125,000 Transocean 15.04.31/7.500% 142,509 0.01
95,000 Transocean 15.12.41/7.350% 115,633 0.01
2,587,409 0.20
INTERNATIONAL AGENCIES
577,000 Corporacion Andina de Fomento 15.01.16/3.750% 602,825 0.05
1,700,000 International Bank for
Reconstruction & Development 15.02.16/0.000% 1,670,046 0.13
2,272,871 0.18
NETHERLANDS
92,000 Koninklijke Philips 11.03.18/5.750% 106,021 0.01
786,000 Koninklijke Philips 15.03.22/3.750% 795,656 0.06
100,000 Koninklijke Philips 01.06.26/7.200% 119,636 0.01
504,000 Petrobras Global Finance 20.05.23/4.375% 450,412 0.03
184,000 Shell International Finance 28.06.15/3.100% 191,112 0.01
230,000 Shell International Finance 25.03.20/4.375% 250,744 0.02
280,000 Shell International Finance 15.12.38/6.375% 345,195 0.03
2,258,776 0.17
MEXICO
274,000 America Movil 08.09.16/2.375% 281,842 0.02
307,000 America Movil 16.07.22/3.125% 284,795 0.02
300,000 America Movil 30.03.40/6.125% 322,254 0.02
232,000 Mexico (United Mexican States) 02.10.23/4.000% 230,080 0.02
648,000 Mexico (United Mexican States) 08.03.44/4.750% 588,870 0.05
566,000 Mexico (United Mexican States) 12.10.2110/5.750% 526,606 0.04
2,234,447 0.17
AUSTRALIA
55,000 BHP Billiton Finance USA 29.03.17/5.400% 61,626 0.00
100,000 Rio Tinto Finance USA 01.05.14/8.950% 102,654 0.01
67,000 Rio Tinto Finance USA 02.11.20/3.500% 68,323 0.01
550,000 Rio Tinto Finance USA 20.09.21/3.750% 556,982 0.04
762,000 Westpac Banking 19.11.19/4.875% 845,744 0.06
1,635,329 0.12
JAPAN
160,000 Nippon Telegraph & Telephone 18.07.17/1.400% 158,475 0.01
130,000 Nomura Holdings 04.03.15/5.000% 135,907 0.01
560,000 Nomura Holdings 19.01.16/4.125% 590,094 0.04
192,000 Nomura Holdings 04.03.20/6.700% 220,388 0.02
1,104,864 0.08
GERMANY
300,000 Deutsche Telekom International
Finance 08.07.19/6.000% 348,354 0.02
465,000 Deutsche Telekom International
Finance 15.06.30/8.750% 655,483 0.05
1,003,837 0.07
BERMUDA
178,000 Weatherford
International/Bermuda 15.04.22/4.500% 179,460 0.01
534,000 Weatherford
International/Bermuda 01.03.39/9.875% 753,672 0.05
62,000 Weatherford
International/Bermuda 15.04.42/5.950% 62,339 0.01
995,471 0.07
NORWAY
183,000 Statoil 17.08.17/3.125% 192,549 0.02
300,000 Statoil 15.04.19/5.250% 341,874 0.02
183,000 Statoil 23.01.22/3.150% 179,361 0.01
160,000 Statoil 23.11.41/4.250% 147,850 0.01
861,634 0.06
SPAIN
170,000 Telefonica Emisiones 20.06.16/6.421% 189,674 0.01
220,000 Telefonica Emisiones 03.07.17/6.221% 249,606 0.02
231,000 Telefonica Emisiones 27.04.18/3.192% 235,598 0.02
40,000 Telefonica Emisiones 15.07.19/5.877% 44,923 0.00
113,000 Telefonica Emisiones 16.02.21/5.462% 120,466 0.01
840,267 0.06
SWEDEN
442,000 Stadshypotek 144A 02.10.19/1.875% 426,499 0.03
426,499 0.03
LUXEMBOURG
98,000 Telecom Italia Capital 18.06.14/6.175% 100,107 0.01
100,000 Telecom Italia Capital 04.06.18/6.999% 110,931 0.01
211,038 0.02
SOUTH AFRICA
200,000 South Africa (Republic of) 16.09.25/5.875% 208,633 0.02
208,633 0.02
Total Bonds 252,514,642 19.19
Total Transferable Securities Admitted to an
Official Exchange Listing
252,514,642 19.19
160