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
Transferable Securities Dealt in on Another Regulated Market
Bonds
UNITED STATES OF AMERICA
100,000 21st Century Fox America 18.05.18/7.250% 121,028 0.01
300,000 21st Century Fox America 26.04.23/8.875% 384,129 0.03
15,000 21st Century Fox America 20.01.24/7.750% 17,641 0.00
480,000 21st Century Fox America 15.07.24/9.500% 630,578 0.05
170,000 21st Century Fox America 30.10.25/7.700% 212,839 0.02
200,000 21st Century Fox America 30.11.28/7.625% 249,377 0.02
250,000 21st Century Fox America 15.12.34/6.200% 279,582 0.02
200,000 21st Century Fox America 15.11.37/6.650% 235,388 0.02
521,833 A10 Securitization 2012-1 A 15.04.24/3.492% 524,960 0.04
604,886 Aames Mortgage Investment
Trust 2005-3 M1 25.08.35/0.695%* 516,626 0.04
435,000 AbbVie 144A 06.11.22/2.900% 407,346 0.03
258,000 ADT 15.07.42/4.875% 195,069 0.01
650,000 AIG SunAmerica Global
Financing X 144A 15.03.32/6.900% 794,494 0.06
58,034 Ally Auto Receivables Trust
2012-3 A2 15.01.15/0.700% 58,040 0.00
901,000 Ally Auto Receivables Trust
2012-3 A3 15.08.16/0.850% 903,607 0.07
450,499 Ally Auto Receivables Trust
2012-5 A2 15.07.15/0.450% 450,630 0.03
137,635 Alternative Loan Trust
2004-18CB 2A4 25.09.34/5.700% 139,599 0.01
78,089 Alternative Loan Trust
2004-28CB 3A1 25.01.35/6.000% 75,523 0.01
1,236,649 Alternative Loan Trust
2004-2CB 1A9 25.03.34/5.750% 1,224,247 0.09
1,904,561 Alternative Loan Trust
2005-20CB 3A8 25.07.35/4.585%* 202,373 0.02
463,709 Alternative Loan Trust
2005-28CB 1A4 25.08.35/5.500% 441,989 0.03
762,903 Alternative Loan Trust
2005-54CB 1A11 25.11.35/5.500% 701,442 0.05
12,426 Alternative Loan Trust 2005-5R
A1 25.12.18/5.250% 12,526 0.00
322,645 Alternative Loan Trust 2005-J1
1A4 25.02.35/4.935%* 34,403 0.00
461,888 American Credit Acceptance
Receivables Trust 2012-2A 15.07.16/1.890% 463,463 0.04
651,926 American Credit Acceptance
Receivables Trust 2012-3 A 15.11.16/1.640% 653,305 0.05
701,000 American Express 02.12.22/2.650% 654,222 0.05
1,471,352 American General Mortgage
Loan Trust 2009-1 A7 25.09.48/5.750%* 1,491,495 0.11
340,000 American Honda Finance 144A 11.09.17/1.500% 335,576 0.03
165,000 American Honda Finance 144A 01.10.18/7.625% 202,322 0.02
715,000 American Municipal Power-Ohio 15.02.50/7.499% 881,759 0.07
677,120 AmeriCredit Automobile
Receivables Trust 2011-4 A3 09.05.16/1.170% 678,111 0.05
627,280 AmeriCredit Automobile
Receivables Trust 2011-5 A3 08.07.16/1.550% 629,193 0.05
21,196 AmeriCredit Automobile
Receivables Trust 2012-1 A2 08.10.15/0.910% 21,198 0.00
376,000 AmeriCredit Automobile
Receivables Trust 2012-1 A3 08.09.16/1.230% 376,909 0.03
75,171 AmeriCredit Automobile
Receivables Trust 2012-2 A2 08.10.15/0.760% 75,187 0.01
246,000 AmeriCredit Automobile
Receivables Trust 2012-2 A3 11.10.16/1.050% 246,774 0.02
207,499 AmeriCredit Automobile
Receivables Trust 2012-3 A2 08.12.15/0.710% 207,560 0.02
448,000 AmeriCredit Automobile
Receivables Trust 2012-3 A3 09.01.17/0.960% 449,668 0.03
662,775 AmeriCredit Automobile
Receivables Trust 2012-4 A2 08.04.16/0.490% 662,623 0.05
1,267,607 AmeriCredit Automobile
Receivables Trust 2012-5 A2 08.01.16/0.510% 1,267,232 0.10
190,000 Amgen 01.02.19/5.700% 219,849 0.02
81,000 Amgen 15.03.20/4.500% 88,099 0.01
500,000 Amgen 15.11.21/3.875% 513,152 0.04
228,000 Amgen 01.02.39/6.400% 265,403 0.02
237,000 Amgen 15.03.40/5.750% 256,058 0.02
300,000 Amgen 01.10.41/4.950% 292,849 0.02
800,000 Amgen 15.11.41/5.150% 801,980 0.06
126,000 Amgen 15.06.42/5.650% 134,886 0.01
250,000 Anadarko Holding 15.05.28/7.150% 291,378 0.02
1,307,000 Apple 03.05.23/2.400% 1,176,078 0.09
189,237 Ascentium Equipment
Receivables 2012-1A A 15.09.19/1.830% 189,104 0.01
126,553 ASG Resecuritization Trust
2009-2 A55 24.05.36/4.910%* 129,032 0.01
1,358,859 ASG Resecuritization Trust
2009-3 A65 26.03.37/2.283%* 1,362,039 0.10
601,387 ASG Resecuritization Trust
2009-4 A60 28.06.37/6.000% 614,476 0.05
161
742,953 Asset Backed Funding
Certificates 2005-AQ1 A4 25.06.35/4.923%* 754,017 0.06
690,000 Atmos Energy 15.01.43/4.150% 626,793 0.05
375,000 BAE Systems Holdings 144A 15.08.15/5.200% 398,365 0.03
330,000 BAE Systems Holdings 144A 01.06.19/6.375% 382,828 0.03
1,104,638 Banc of America Alternative
Loan Trust 2003-7 1CB1 25.09.33/5.500% 1,139,053 0.09
197,597 Banc of America Alternative
Loan Trust 2003-7 2A4 25.09.18/5.000% 200,973 0.02
238,195 Banc of America Alternative
Loan Trust 2004-1 1A1 25.02.34/6.000% 249,543 0.02
300,000 Banc of America Commercial
Mortgage Trust 2006-1 A4 10.09.45/5.372%* 322,332 0.02
1,944,099 Banc of America Commercial
Mortgage Trust 2006-3 A4 10.07.44/5.889%* 2,118,603 0.16
600,000 Banc of America Commercial
Mortgage Trust 2006-4 A4 10.07.46/5.634% 651,459 0.05
188,109 Banc of America Funding
2004-2 1CB1 20.09.34/5.750% 200,232 0.02
53,491 Banc of America Funding
2004-2 30PO 20.09.34/0.000% 48,318 0.00
130,334 Banc of America Funding
2004-C 1A1 20.12.34/5.105%* 129,083 0.01
458,460 Banc of America Funding
2005-6 2A7 25.10.35/5.500% 452,468 0.03
86,829 Banc of America Funding
2005-7 30PO 25.11.35/0.000% 69,695 0.01
1,281,122 Banc of America Funding
2005-E 4A1 20.03.35/2.669%* 1,290,401 0.10
500,000 Banc of America Merrill Lynch
Commercial Mortgage
2005-3 AM 10.07.43/4.727% 520,056 0.04
109,272 Banc of America Merrill Lynch
Commercial Mortgage 2005-6
ASB 10.09.47/5.184%* 109,401 0.01
534,554 Banc of America Mortgage
Securities 2003-3 1A7 25.05.33/5.500% 552,422 0.04
68,830 Banc of America Mortgage
Securities 2003-6 2A1 25.08.18/0.615%* 68,381 0.01
15,456 Banc of America Mortgage
Securities 2003-8 APO 25.11.33/0.000% 13,221 0.00
540,113 Banc of America Mortgage
Securities 2004-3 1A26 25.04.34/5.500% 549,884 0.04
528,372 Banc of America Mortgage
Securities 2004-3 3A1 25.04.19/5.000% 542,820 0.04
363,565 Banc of America Mortgage
Securities 2004-5 2A2 25.06.34/5.500% 379,192 0.03
61,218 Banc of America Mortgage
Securities 2004-5 4A1 25.06.19/4.750% 62,423 0.00
1,383,151 Banc of America Mortgage
Securities 2004-6 1A3 25.05.34/5.500% 1,456,374 0.11
216,972 Banc of America Mortgage
Securities 2004-7 15IO 25.08.19/4.695%* 17,101 0.00
85,223 Banc of America Mortgage
Securities 2004-9 3A1 25.09.32/6.500% 90,042 0.01
47,422 Banc of America Mortgage
Securities 2004-9 XPO 25.11.34/0.000% 39,585 0.00
162,065 Banc of America Mortgage
Securities 2004-J 3A1 25.11.34/2.654%* 161,043 0.01
457,179 Bank of America Auto Trust
2012-1 A3 15.06.16/0.780% 458,274 0.03
357,000 Bank of New York Mellon 20.02.15/1.200% 359,567 0.03
204,228 BCAP Trust 2011-RR2 3A3 21.11.35/2.712%* 204,753 0.02
299,375 Bear Stearns Adjustable Rate
Mortgage Trust 2003-4 3A1 25.07.33/2.467%* 295,786 0.02
41,222 Bear Stearns Adjustable Rate
Mortgage Trust 2003-7 3A 25.10.33/2.467%* 40,677 0.00
166,859 Bear Stearns Adjustable Rate
Mortgage Trust 2004-2 14A 25.05.34/4.867%* 166,157 0.01
243,646 Bear Stearns Adjustable Rate
Mortgage Trust 2005-5 A1 25.08.35/2.210%* 244,399 0.02
486,466 Bear Stearns Adjustable Rate
Mortgage Trust 2006-1 A1 25.02.36/2.380%* 482,451 0.04
355,078 Bear Stearns Alt-A Trust
2005-2 1A1 25.03.35/0.665%* 340,403 0.03
70,606 Bear Stearns Asset Backed
Securities Trust 2006-SD1 A 25.04.36/0.535%* 67,862 0.01
465,963 Bear Stearns Commercial
Mortgage Securities Trust
2004-PWR4 A3 11.06.41/5.468%* 468,810 0.04
16,571,735 Bear Stearns Commercial
Mortgage Securities Trust
2005-PWR8 X1 11.06.41/0.753%* 145,334 0.01
36,300 Bear Stearns Commercial
Mortgage Securities Trust
2005-PWR9 AAB 11.09.42/4.804% 36,772 0.00
52,627,546 Bear Stearns Commercial
Mortgage Securities Trust
2007-T26 X1 12.01.45/0.044%* 300,503 0.02
800,000 Blackstone Holdings
Finance 144A 15.03.21/5.875% 892,969 0.07
149,000 Boston Gas 144A 15.02.42/4.487% 141,041 0.01