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
508,252 Fannie Mae Pool No: 995381 01.01.24/6.000% 544,862 0.04
947,326 Fannie Mae Pool No: 995456 01.02.24/6.500% 1,049,016 0.08
150,767 Fannie Mae Pool No: 995505 01.01.38/8.000% 162,663 0.01
87,350 Fannie Mae Pool No: 995783 01.11.37/8.000% 100,278 0.01
703,645 Fannie Mae Pool No: AA0922 01.09.36/6.000% 780,936 0.06
489,849 Fannie Mae Pool No: AA1019 01.11.36/6.000% 543,656 0.04
555,700 Fannie Mae Pool No: AC3407 01.10.39/5.500% 611,009 0.05
584,883 Fannie Mae Pool No: AD0133 01.08.24/5.000% 623,175 0.05
354,806 Fannie Mae Pool No: AD0364 01.05.23/5.000% 378,034 0.03
955,028 Fannie Mae Pool No: AD0660 01.12.19/4.530% 1,051,863 0.08
367,624 Fannie Mae Pool No: AD0753 01.01.39/7.000% 422,250 0.03
416,226 Fannie Mae Pool No: AD8548 01.01.33/5.500% 444,900 0.03
779,310 Fannie Mae Pool No: AE0081 01.07.24/6.000% 835,444 0.06
609,272 Fannie Mae Pool No: AE0346 01.05.37/6.000% 680,609 0.05
1,949,787 Fannie Mae Pool No: AL0569 01.06.21/4.291% 2,099,381 0.16
2,906,305 Fannie Mae Pool No: AL0602 01.07.21/4.317% 3,203,243 0.24
1,147,395 Fannie Mae Pool No: AL0662 01.01.38/5.500% 1,261,596 0.10
884,124 Fannie Mae Pool No: AL2606 01.03.42/4.000% 902,709 0.07
973,148 Fannie Mae Pool No: AM0097 01.08.22/0.718%* 977,203 0.07
1,394,887 Fannie Mae Pool No: AM0757 01.09.22/2.470% 1,327,446 0.10
1,500,000 Fannie Mae Pool No: AM0811 01.12.22/2.420% 1,414,219 0.11
650,251 Fannie Mae Pool No: AM0903 01.10.22/2.530% 620,326 0.05
818,943 Fannie Mae Pool No: AM0904 01.10.22/2.530% 781,255 0.06
2,000,000 Fannie Mae Pool No: AM1061 01.10.22/0.558%* 2,007,293 0.15
1,962,760 Fannie Mae Pool No: AM1242 01.11.22/2.280% 1,834,485 0.14
7,905,022 Fannie Mae Pool No: AM1361 01.12.22/2.370% 7,375,623 0.56
3,000,000 Fannie Mae Pool No: AM1547 01.12.20/2.000% 2,830,340 0.22
2,000,000 Fannie Mae Pool No: AM1591 01.12.22/2.380% 1,881,611 0.14
2,363,158 Fannie Mae Pool No: AM1619 01.12.22/2.340% 2,211,158 0.17
2,000,000 Fannie Mae Pool No: AM1689 01.12.19/1.690% 1,917,659 0.15
2,000,000 Fannie Mae Pool No: AM1762 01.12.22/2.390% 1,881,914 0.14
1,966,409 Fannie Mae Pool No: AM1769 01.12.22/2.340% 1,842,326 0.14
3,000,000 Fannie Mae Pool No: AM1778 01.12.22/2.400% 2,825,059 0.21
1,964,405 Fannie Mae Pool No: AM1787 01.12.22/2.210% 1,824,507 0.14
1,901,037 Fannie Mae Pool No: AM1788 01.12.22/2.210% 1,765,652 0.13
1,963,138 Fannie Mae Pool No: AM1804 01.12.22/2.190% 1,821,691 0.14
2,000,000 Fannie Mae Pool No: AM2114 01.01.23/0.508%* 2,008,423 0.15
984,300 Fannie Mae Pool No: AM2123 01.01.23/2.400% 924,941 0.07
2,942,952 Fannie Mae Pool No: AM2292 01.01.23/0.518%* 2,944,185 0.22
2,000,000 Fannie Mae Pool No: AM2333 01.02.23/2.450% 1,842,320 0.14
2,000,000 Fannie Mae Pool No: AM3244 01.05.23/2.520% 1,840,543 0.14
2,000,000 Fannie Mae Pool No: AM3646 01.07.23/2.640% 1,851,183 0.14
1,000,000 Fannie Mae Pool No: AM3990 01.07.23/3.740% 1,030,158 0.08
4,000,000 Fannie Mae Pool No: AM4011 01.07.23/3.670% 3,990,284 0.30
919,326 Fannie Mae Pool No: AO9352 01.07.42/4.000% 939,759 0.07
3,804,753 Fannie Mae Pool No: AQ9999 01.02.43/3.000% 3,574,698 0.27
955,267 Fannie Mae Pool No: FN0005 01.11.20/3.375% 993,459 0.08
828,896 Fannie Mae Pool No: MA0406 01.05.30/4.500% 884,313 0.07
683,217 Fannie Mae Pool No: MA0948 01.11.31/5.000% 744,703 0.06
1,975,841 Fannie Mae Pool No: MA1463 01.06.43/3.500% 1,944,592 0.15
200,000 Fannie Mae Principal Strip 15.05.30/0.000% 95,267 0.01
143,247 Fannie Mae REMICS 1992-145 ZB 25.08.22/8.000% 163,556 0.01
566,224 Fannie Mae REMICS 1992-69 Z 25.05.22/8.000% 653,489 0.05
293,001 Fannie Mae REMICS 1993-136 ZB 25.07.23/6.792%* 328,534 0.02
380,488 Fannie Mae REMICS 1993-141 Z 25.08.23/7.000% 429,194 0.03
201,796 Fannie Mae REMICS 1993-203 PL 25.10.23/6.500% 224,179 0.02
26,106 Fannie Mae REMICS 1993-25 J 25.03.23/7.500% 29,655 0.00
294,851 Fannie Mae REMICS 1993-99 Z 25.07.23/7.000% 329,181 0.03
286,638 Fannie Mae REMICS 1994-63 PK 25.04.24/7.000% 325,751 0.02
243,361 Fannie Mae REMICS 1996-4 SA 25.02.24/8.335%* 43,927 0.00
383,184 Fannie Mae REMICS 1996-48 Z 25.11.26/7.000% 433,139 0.03
39,222 Fannie Mae REMICS 1997-39 PD 20.05.27/7.500% 46,057 0.00
205,454 Fannie Mae REMICS 1997-50 SK 25.05.23/6.835%* 36,602 0.00
10,864 Fannie Mae REMICS 1998-36 ZB 18.07.28/6.000% 11,903 0.00
1,453,949 Fannie Mae REMICS 1998-44 ZA 20.07.28/6.500% 1,647,835 0.13
180,845 Fannie Mae REMICS 1998-58 PC 25.10.28/6.500% 204,058 0.02
11,173 Fannie Mae REMICS 2001-44 PD 25.09.31/7.000% 12,695 0.00
5,653 Fannie Mae REMICS 2001-7 PF 25.03.31/7.000% 6,518 0.00
20,376 Fannie Mae REMICS 2001-71 MB 25.12.16/6.000% 21,477 0.00
255,582 Fannie Mae REMICS 2001-79 BA 25.03.45/7.000% 291,756 0.02
1,036,113 Fannie Mae REMICS 2001-81 HE 25.01.32/6.500% 1,152,175 0.09
37,710 Fannie Mae REMICS 2002-2 MG 25.02.17/6.000% 39,830 0.00
44,851 Fannie Mae REMICS 2002-3 OG 25.02.17/6.000% 47,086 0.00
566,555 Fannie Mae REMICS 2002-30 Z 25.05.32/6.000% 631,166 0.05
52,497 Fannie Mae REMICS 2002-47 PE 25.08.17/5.500% 55,132 0.00
125,921 Fannie Mae REMICS 2002-5 SE 25.02.32/15.276%* 170,602 0.01
885,381 Fannie Mae REMICS 2002-50 ZA 25.05.31/6.000% 985,749 0.07
138,691 Fannie Mae REMICS 2002-63 KC 25.10.17/5.000% 146,881 0.01
2,632,482 Fannie Mae REMICS 2003-105 AZ 25.10.33/5.500% 2,861,796 0.22
93,698 Fannie Mae REMICS 2003-116 SB 25.11.33/7.435%* 16,938 0.00
580,159 Fannie Mae REMICS 2003-119 FH 25.12.33/0.665%* 585,333 0.04
552,532 Fannie Mae REMICS 2003-130 CS 25.12.33/13.771%* 663,301 0.05
2,000,000 Fannie Mae REMICS 2003-17 EQ 25.03.23/5.500% 2,198,899 0.17
3,000,000 Fannie Mae REMICS 2003-23 EQ 25.04.23/5.500% 3,326,440 0.25
180,482 Fannie Mae REMICS 2003-32 KC 25.05.18/5.000% 191,176 0.01
384,816 Fannie Mae REMICS 2003-33 IA 25.05.33/6.500% 89,106 0.01
384,079 Fannie Mae REMICS 2003-35 IU 25.05.33/6.000% 74,827 0.01
200,000 Fannie Mae REMICS 2003-39 LW 25.05.23/5.500% 221,399 0.02
102,234 Fannie Mae REMICS 2003-44 IU 25.06.33/7.000% 24,571 0.00
35,848 Fannie Mae REMICS 2003-52 SX 25.10.31/22.456%* 60,534 0.00
2,039,967 Fannie Mae REMICS 2003-78 B 25.08.23/5.000% 2,247,316 0.17
51,694 Fannie Mae REMICS 2003-80 SY 25.06.23/7.485%* 4,769 0.00
25,414 Fannie Mae REMICS 2004-10 SC 25.02.34/27.942%* 36,961 0.00
30,759 Fannie Mae REMICS 2004-25 SA 25.04.34/19.072%* 42,383 0.00
360,167 Fannie Mae REMICS 2004-46 EP 25.03.34/0.000% 343,388 0.03
306,910 Fannie Mae REMICS 2004-46 SK 25.05.34/16.047%* 384,189 0.03
2,526,339 Fannie Mae REMICS 2004-50 VZ 25.07.34/5.500% 2,735,802 0.21
663,935 Fannie Mae REMICS 2004-61 FH 25.11.32/0.965%* 671,456 0.05
82,992 Fannie Mae REMICS 2004-61 SH 25.11.32/23.330%* 132,540 0.01
113,763 Fannie Mae REMICS 2004-74 SW 25.11.31/15.170%* 154,889 0.01
154,550 Fannie Mae REMICS 2004-81 AC 25.11.19/4.000% 163,030 0.01
893,941 Fannie Mae REMICS 2005-109 PC 25.12.35/6.000% 992,144 0.08
1,195,731 Fannie Mae REMICS 2005-122 SC 25.06.35/22.524%* 1,704,739 0.13
705,000 Fannie Mae REMICS 2005-3 CE 25.08.34/5.500% 744,095 0.06
294,946 Fannie Mae REMICS 2005-45 DC 25.06.35/23.706%* 458,865 0.03
311,052 Fannie Mae REMICS 2005-56 S 25.07.35/6.545%* 58,139 0.00
228,834 Fannie Mae REMICS 2005-56 TP 25.08.33/17.656%* 311,117 0.02
68,431 Fannie Mae REMICS 2005-57 DC 25.12.34/21.240%* 85,990 0.01
512,913 Fannie Mae REMICS 2005-67 EY 25.08.25/5.500% 568,505 0.04
397,434 Fannie Mae REMICS 2005-74 CS 25.05.35/19.567%* 549,617 0.04
397,434 Fannie Mae REMICS 2005-74 SK 25.05.35/19.677%* 550,966 0.04
533,951 Fannie Mae REMICS 2005-75 SV 25.09.35/23.542%* 799,010 0.06
394,945 Fannie Mae REMICS 2005-76 PZ 25.09.35/5.500% 438,935 0.03
498,567 Fannie Mae REMICS 2005-84 MB 25.10.35/5.750% 557,887 0.04
1,360,000 Fannie Mae REMICS 2005-84 XH 25.10.35/5.750% 1,450,843 0.11
272,059 Fannie Mae REMICS 2005-84 XM 25.10.35/5.750% 297,699 0.02
240,438 Fannie Mae REMICS 2005-90 ES 25.10.35/16.464%* 307,995 0.02
123,270 Fannie Mae REMICS 2005-90 PO 25.09.35/0.000% 120,716 0.01
218,678 Fannie Mae REMICS 2006-11 PS 25.03.36/23.963%* 336,984 0.03
96,471 Fannie Mae REMICS 2006-110 PO 25.11.36/0.000% 88,019 0.01
33,074 Fannie Mae REMICS 2006-111 EO 25.11.36/0.000% 30,664 0.00
324,447 Fannie Mae REMICS 2006-113 PO 25.07.36/0.000% 318,242 0.02
400,028 Fannie Mae REMICS 2006-124 HB 25.11.36/5.961%* 408,512 0.03
345,784 Fannie Mae REMICS 2006-15 OP 25.03.36/0.000% 311,181 0.02
100,661 Fannie Mae REMICS 2006-22 AO 25.04.36/0.000% 92,469 0.01
294,277 Fannie Mae REMICS 2006-27 OH 25.04.36/0.000% 284,773 0.02
181,981 Fannie Mae REMICS 2006-33 LS 25.05.36/29.409%* 328,440 0.02
318,403 Fannie Mae REMICS 2006-36 PO 25.05.36/0.000% 298,725 0.02
71,973 Fannie Mae REMICS 2006-44 GO 25.06.36/0.000% 65,847 0.01
185,615 Fannie Mae REMICS 2006-44 P 25.12.33/0.000% 168,725 0.01
527,837 Fannie Mae REMICS 2006-53 US 25.06.36/6.415%* 85,943 0.01
1,000,000 Fannie Mae REMICS 2006-53 WE 25.06.36/6.000% 1,117,619 0.08
703,177 Fannie Mae REMICS 2006-56 FC 25.07.36/0.455%* 703,379 0.05
113,948 Fannie Mae REMICS 2006-58 AP 25.07.36/0.000% 107,090 0.01
232,551 Fannie Mae REMICS 2006-58 PO 25.07.36/0.000% 217,095 0.02
69,453 Fannie Mae REMICS 2006-59 QO 25.01.33/0.000% 68,504 0.01
380,400 Fannie Mae REMICS 2006-60 DO 25.04.35/0.000% 370,419 0.03
55,816 Fannie Mae REMICS 2006-62 PS 25.07.36/38.912%* 109,423 0.01
66,726 Fannie Mae REMICS 2006-65 QO 25.07.36/0.000% 61,005 0.00
118,246 Fannie Mae REMICS 2006-72 TO 25.08.36/0.000% 110,636 0.01
572,131 Fannie Mae REMICS 2006-77 PC 25.08.36/6.500% 643,180 0.05
150,273 Fannie Mae REMICS 2006-79 DF 25.08.36/0.515%* 150,561 0.01
108,720 Fannie Mae REMICS 2006-79 DO 25.08.36/0.000% 99,299 0.01
3,185,510 Fannie Mae REMICS 2006-8 WN 25.03.36/6.535%* 597,817 0.05
868,775 Fannie Mae REMICS 2006-8 WQ 25.03.36/0.000% 797,415 0.06
575,945 Fannie Mae REMICS 2006-85 MZ 25.09.36/6.500% 647,391 0.05
848,300 Fannie Mae REMICS 2006-94 GI 25.10.26/6.485%* 137,377 0.01
127,357 Fannie Mae REMICS 2006-95 SG 25.10.36/25.542%* 198,938 0.02
29,757 Fannie Mae REMICS 2007-1 SD 25.02.37/38.012%* 50,840 0.00
552,072 Fannie Mae REMICS 2007-106 A7 25.10.37/6.033%* 613,974 0.05
763,138 Fannie Mae REMICS 2007-108 AN 25.11.37/8.348%* 912,176 0.07
214,970 Fannie Mae REMICS 2007-108 SA 25.12.37/6.195%* 28,938 0.00
2,132,006 Fannie Mae REMICS 2007-109 PI 25.12.37/6.185%* 283,163 0.02
1,600,000 Fannie Mae REMICS 2007-114 A6 27.10.37/0.365%* 1,588,402 0.12
552,987 Fannie Mae REMICS 2007-116 HI 25.01.38/1.532%* 43,243 0.00
40,044 Fannie Mae REMICS 2007-15 NO 25.03.22/0.000% 38,542 0.00
94,138 Fannie Mae REMICS 2007-16 FC 25.03.37/0.915%* 94,406 0.01
269,486 Fannie Mae REMICS 2007-2 HF 25.08.36/0.515%* 269,518 0.02
170,313 Fannie Mae REMICS 2007-29 SG 25.04.37/22.118%* 247,332 0.02
183,603 Fannie Mae REMICS 2007-42 AO 25.05.37/0.000% 180,188 0.01
2,000,000 Fannie Mae REMICS 2007-42 B 25.05.37/6.000% 2,227,407 0.17
252,051 Fannie Mae REMICS 2007-46 VK 25.03.22/5.500% 252,653 0.02
497,812 Fannie Mae REMICS 2007-48 PO 25.05.37/0.000% 448,194 0.03
706,578 Fannie Mae REMICS 2007-53 SH 25.06.37/5.935%* 102,556 0.01
210,586 Fannie Mae REMICS 2007-54 FA 25.06.37/0.565%* 211,140 0.02
1,344,130 Fannie Mae REMICS 2007-60 AX 25.07.37/6.985%* 213,411 0.02
873,858 Fannie Mae REMICS 2007-65 KI 25.07.37/6.455%* 117,306 0.01
86,063 Fannie Mae REMICS 2007-7 SG 25.08.36/6.335%* 16,154 0.00
702,914 Fannie Mae REMICS 2007-71 GB 25.07.37/6.000% 750,345 0.06
2,052,498 Fannie Mae REMICS 2007-72 EK 25.07.37/6.235%* 277,626 0.02
786,821 Fannie Mae REMICS 2007-76 AZ 25.08.37/5.500% 854,039 0.06
1,379,689 Fannie Mae REMICS 2007-76 ZG 25.08.37/6.000% 1,496,271 0.11
164