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
537,721 Freddie Mac Gold Pool No:
L10224 01.12.34/6.000% 589,826 0.04
63,720 Freddie Mac Gold Pool No:
P50201 01.01.34/5.500% 69,591 0.01
2,739 Freddie Mac Gold Pool No:
P60089 01.12.14/7.000% 2,787 0.00
5,619 Freddie Mac Gold Pool No:
P60090 01.03.16/7.000% 5,791 0.00
59,763 Freddie Mac Gold Pool No:
P60151 01.05.19/6.000% 60,440 0.00
1,474,844 Freddie Mac Gold Pool No:
U90673 01.01.43/4.000% 1,505,621 0.11
4,625,119 Freddie Mac Gold Pool No:
U90690 01.06.42/3.500% 4,552,455 0.35
4,715,325 Freddie Mac Gold Pool No:
U90975 01.06.42/4.000% 4,813,666 0.37
1,974,579 Freddie Mac Gold Pool No:
U91305 01.04.43/3.500% 1,943,363 0.15
5,889,032 Freddie Mac Gold Pool No:
U99051 01.06.43/3.500% 5,796,305 0.44
234,886 Freddie Mac Gold Pool No:
Z40024 01.04.36/5.500% 257,017 0.02
99,933 Freddie Mac Non Gold Pool No:
1A1082 01.07.36/2.087%* 105,741 0.01
267,700 Freddie Mac Non Gold Pool No:
1A1085 01.08.36/2.093%* 284,196 0.02
226,705 Freddie Mac Non Gold Pool No:
1A1096 01.10.36/2.115%* 240,710 0.02
415,489 Freddie Mac Non Gold Pool No:
1A1097 01.10.36/2.185%* 443,520 0.03
117,174 Freddie Mac Non Gold Pool No:
1B1665 01.04.34/2.546%* 124,476 0.01
220,726 Freddie Mac Non Gold Pool No:
1B3485 01.07.37/2.657%* 236,277 0.02
907,443 Freddie Mac Non Gold Pool No:
1G2557 01.06.36/2.712%* 970,819 0.07
113,176 Freddie Mac Non Gold Pool No:
1J1399 01.12.36/2.861%* 120,656 0.01
97,281 Freddie Mac Non Gold Pool No:
1J1418 01.12.36/2.914%* 102,304 0.01
65,135 Freddie Mac Non Gold Pool No:
1J1516 01.02.37/6.328%* 68,307 0.01
83,665 Freddie Mac Non Gold Pool No:
1J1574 01.04.37/2.998%* 90,007 0.01
135,491 Freddie Mac Non Gold Pool No:
1J2945 01.11.37/6.270%* 144,151 0.01
647,719 Freddie Mac Non Gold Pool No:
1K0046 01.10.36/2.480%* 691,417 0.05
331,901 Freddie Mac Non Gold Pool No:
1L1286 01.05.36/2.375%* 352,428 0.03
397,734 Freddie Mac Non Gold Pool No:
1N0189 01.08.36/2.000%* 423,085 0.03
499,442 Freddie Mac Non Gold Pool No:
1N0206 01.08.36/2.107%* 529,295 0.04
522,958 Freddie Mac Non Gold Pool No:
1N0353 01.02.37/2.485%* 557,378 0.04
155,181 Freddie Mac Non Gold Pool No:
1N1463 01.05.37/2.495%* 163,677 0.01
234,237 Freddie Mac Non Gold Pool No:
1Q0007 01.12.35/2.506%* 250,731 0.02
180,176 Freddie Mac Non Gold Pool No:
1Q0737 01.11.36/2.419%* 188,394 0.01
1,012,116 Freddie Mac Non Gold Pool No:
1Q0739 01.03.37/2.316%* 1,086,323 0.08
1,276 Freddie Mac Non Gold Pool No:
555325 01.06.17/8.750% 1,283 0.00
274,584 Freddie Mac Non Gold Pool No:
782760 01.11.36/2.375%* 292,501 0.02
534,688 Freddie Mac Non Gold Pool No:
782870 01.09.34/2.500%* 574,171 0.04
905,520 Freddie Mac Non Gold Pool No:
782979 01.01.35/5.041%* 966,381 0.07
421,293 Freddie Mac Non Gold Pool No:
782980 01.01.35/2.451%* 442,590 0.03
236,190 Freddie Mac Non Gold Pool No:
847621 01.05.33/2.408%* 250,579 0.02
1,059,560 Freddie Mac Non Gold Pool No:
848365 01.07.36/4.792%* 1,140,347 0.09
895,077 Freddie Mac Non Gold Pool No:
848431 01.02.36/4.025%* 957,454 0.07
828,348 Freddie Mac Non Gold Pool No:
848699 01.07.40/4.011%* 870,776 0.07
102,678 Freddie Mac Non Gold Pool No:
972200 01.03.36/2.518%* 110,022 0.01
1,837,533 Freddie Mac Reference REMIC
R007 ZA 15.05.36/6.000% 2,040,498 0.16
155,081 Freddie Mac REMICS 1081 K 15.05.21/7.000% 173,829 0.01
184,497 Freddie Mac REMICS 1142 IA 15.10.21/7.000% 207,495 0.02
69,248 Freddie Mac REMICS 1578 K 15.09.23/6.900% 78,432 0.01
15,267 Freddie Mac REMICS 1609 LG 15.11.23/16.972%* 17,015 0.00
496,148 Freddie Mac REMICS 1621 J 15.11.23/6.400% 553,552 0.04
112 Freddie Mac REMICS 1668 D 15.02.14/6.500% 112 0.00
94,056 Freddie Mac REMICS 1863 Z 15.07.26/6.500% 104,585 0.01
261,190 Freddie Mac REMICS 1927 ZA 15.01.27/6.500% 292,234 0.02
142,786 Freddie Mac REMICS 2033 J 15.06.23/5.600% 154,391 0.01
30,333 Freddie Mac REMICS 2061 Z 15.06.28/6.500% 33,834 0.00
40,513 Freddie Mac REMICS 2075 PH 15.08.28/6.500% 45,754 0.00
177,625 Freddie Mac REMICS 2110 PG 15.01.29/6.000% 195,909 0.01
751,124 Freddie Mac REMICS 2165 PE 15.06.29/6.000% 836,786 0.06
54,869 Freddie Mac REMICS 2169 TB 15.06.29/7.000% 63,315 0.00
209,499 Freddie Mac REMICS 2172 QC 15.07.29/7.000% 237,880 0.02
35,305 Freddie Mac REMICS 2259 ZM 15.10.30/7.000% 40,779 0.00
167,810 Freddie Mac REMICS 2283 K 15.12.23/6.500% 186,116 0.01
119,009 Freddie Mac REMICS 2344 ZD 15.08.31/6.500% 128,353 0.01
29,737 Freddie Mac REMICS 2345 PQ 15.08.16/6.500% 31,386 0.00
22,070 Freddie Mac REMICS 2355 BP 15.09.16/6.000% 23,140 0.00
19,051 Freddie Mac REMICS 2360 PG 15.09.16/6.000% 20,080 0.00
25,191 Freddie Mac REMICS 2363 PF 15.09.16/6.000% 26,416 0.00
19,427 Freddie Mac REMICS 2366 MD 15.10.16/6.000% 20,427 0.00
80,336 Freddie Mac REMICS 2388 EZ 15.06.31/8.500% 94,644 0.01
119,175 Freddie Mac REMICS 2388 FB 15.01.29/0.767%* 120,109 0.01
36,300 Freddie Mac REMICS 2410 NG 15.02.32/6.500% 39,414 0.00
44,163 Freddie Mac REMICS 2416 SH 17.02.32/15.672%* 60,058 0.00
207,091 Freddie Mac REMICS 2423 TB 15.03.32/6.500% 233,943 0.02
23,310 Freddie Mac REMICS 2424 OG 15.03.17/6.000% 24,673 0.00
29,468 Freddie Mac REMICS 2425 OB 15.03.17/6.000% 31,259 0.00
35,889 Freddie Mac REMICS 2434 TC 15.04.32/7.000% 40,294 0.00
43,794 Freddie Mac REMICS 2453 BD 15.05.17/6.000% 46,520 0.00
1,334 Freddie Mac REMICS 2466 PG 15.04.32/6.500% 1,338 0.00
554,567 Freddie Mac REMICS 2483 HZ 15.08.32/4.500% 565,628 0.04
64,362 Freddie Mac REMICS 2484 LZ 15.07.32/6.500% 72,068 0.01
43,887 Freddie Mac REMICS 2503 BH 15.09.17/5.500% 46,775 0.00
117,371 Freddie Mac REMICS 2537 TE 15.12.17/5.500% 125,487 0.01
197,901 Freddie Mac REMICS 2544 HC 15.12.32/6.000% 220,814 0.02
472,939 Freddie Mac REMICS 2549 ZG 15.01.18/5.000% 488,803 0.04
347,461 Freddie Mac REMICS 2571 SY 15.12.32/18.200%* 501,938 0.04
156,034 Freddie Mac REMICS 2575 ME 15.02.33/6.000% 174,004 0.01
1,405,495 Freddie Mac REMICS 2619 AE 15.05.23/5.000% 1,553,868 0.12
106,940 Freddie Mac REMICS 2631 SA 15.06.33/14.545%* 137,189 0.01
80,595 Freddie Mac REMICS 2636 Z 15.06.18/4.500% 85,317 0.01
51,439 Freddie Mac REMICS 2650 PO 15.12.32/0.000% 50,067 0.00
159,454 Freddie Mac REMICS 2650 SO 15.12.32/0.000% 156,420 0.01
67,350 Freddie Mac REMICS 2671 S 15.09.33/14.453%* 85,694 0.01
372,930 Freddie Mac REMICS 2684 PO 15.01.33/0.000% 372,550 0.03
46,934 Freddie Mac REMICS 2694 BA 15.06.31/4.000% 49,545 0.00
574,605 Freddie Mac REMICS 2695 DG 15.10.18/4.000% 605,117 0.05
2,000,000 Freddie Mac REMICS 2709 PG 15.11.23/5.000% 2,203,510 0.17
179,710 Freddie Mac REMICS 2720 PC 15.12.23/5.000% 194,593 0.01
164,579 Freddie Mac REMICS 2725 SC 15.11.33/8.828%* 180,495 0.01
1,000,000 Freddie Mac REMICS 2733 SB 15.10.33/7.860%* 1,093,771 0.08
112,977 Freddie Mac REMICS 2777 KO 15.02.33/0.000% 112,993 0.01
11,616 Freddie Mac REMICS 2780 JG 15.04.19/4.500% 12,014 0.00
497,681 Freddie Mac REMICS 2783 AT 15.04.19/4.000% 525,720 0.04
195,405 Freddie Mac REMICS 2835 BO 15.12.28/0.000% 195,438 0.01
35,229 Freddie Mac REMICS 2840 JO 15.06.23/0.000% 35,243 0.00
1,000,000 Freddie Mac REMICS 2843 VB 15.08.23/5.500% 1,043,753 0.08
344,672 Freddie Mac REMICS 2934 EC 15.02.20/0.000% 336,340 0.03
766,135 Freddie Mac REMICS 2945 ZB 15.03.35/5.500% 829,111 0.06
3,015,515 Freddie Mac REMICS 2949 YZ 15.03.35/5.500% 3,258,735 0.25
159,596 Freddie Mac REMICS 2967 S 15.04.25/32.909%* 267,596 0.02
208,679 Freddie Mac REMICS 2971 GC 15.07.18/5.000% 210,073 0.02
126,210 Freddie Mac REMICS 2979 AS 15.03.34/23.662%* 166,574 0.01
297,501 Freddie Mac REMICS 2990 SL 15.06.34/23.882%* 437,792 0.03
81,126 Freddie Mac REMICS 2990 WP 15.06.35/16.598%* 96,346 0.01
43,243 Freddie Mac REMICS 3022 SY 15.08.25/16.459%* 58,066 0.00
498,647 Freddie Mac REMICS 3029 SP 15.09.35/28.066%* 806,576 0.06
1,189,694 Freddie Mac REMICS 3035 Z 15.09.35/5.850% 1,282,336 0.10
62,247 Freddie Mac REMICS 3047 OB 15.12.33/5.500% 63,129 0.00
200,000 Freddie Mac REMICS 3047 OD 15.10.35/5.500% 220,635 0.02
81,289 Freddie Mac REMICS 3051 DP 15.10.25/27.295%* 130,107 0.01
700,000 Freddie Mac REMICS 3064 OE 15.11.35/5.500% 761,747 0.06
390,454 Freddie Mac REMICS 3064 SG 15.11.35/19.445%* 547,951 0.04
75,298 Freddie Mac REMICS 3068 AO 15.01.35/0.000% 75,314 0.01
1,000,000 Freddie Mac REMICS 3074 BH 15.11.35/5.000% 1,100,220 0.08
445,336 Freddie Mac REMICS 3077 TO 15.04.35/0.000% 416,378 0.03
1,270,602 Freddie Mac REMICS 3085 WF 15.08.35/0.967%* 1,285,511 0.10
69,110 Freddie Mac REMICS 3117 EO 15.02.36/0.000% 63,709 0.00
438,948 Freddie Mac REMICS 3117 OG 15.02.36/0.000% 427,819 0.03
79,204 Freddie Mac REMICS 3117 OK 15.02.36/0.000% 71,071 0.01
453,295 Freddie Mac REMICS 3122 OH 15.03.36/0.000% 434,225 0.03
21,626 Freddie Mac REMICS 3134 PO 15.03.36/0.000% 19,908 0.00
97,702 Freddie Mac REMICS 3138 PO 15.04.36/0.000% 90,088 0.01
679,955 Freddie Mac REMICS 3143 BC 15.02.36/5.500% 739,605 0.06
243,611 Freddie Mac REMICS 3151 PO 15.05.36/0.000% 224,355 0.02
557,344 Freddie Mac REMICS 3152 MO 15.03.36/0.000% 517,770 0.04
381,512 Freddie Mac REMICS 3153 EO 15.05.36/0.000% 348,082 0.03
164,742 Freddie Mac REMICS 3171 MO 15.06.36/0.000% 151,173 0.01
166