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
101,937 World Omni Automobile Lease
Securitization Trust 2012-A A2 15.01.15/0.710% 101,965 0.01
301,000 World Omni Automobile Lease
Securitization Trust 2012-A A3 16.11.15/0.930% 301,862 0.02
170,000 Xerox 15.03.17/2.950% 175,414 0.01
148,000 Zoetis 01.02.18/1.875% 146,830 0.01
86,000 Zoetis 01.02.43/4.700% 81,460 0.01
1,017,335,482 77.32
ISRAEL
1,652,000 Israel (State of) 15.03.19/0.000% 1,480,811 0.11
1,361,000 Israel (State of) 15.09.19/0.000% 1,190,919 0.09
2,000,000 Israel (State of) 01.11.23/0.000% 1,398,390 0.11
3,500,000 Israel (State of) 01.11.24/0.000% 2,308,957 0.17
1,300,000 Israel (State of) 15.11.26/0.000% 768,890 0.06
1,680,000 Israel (State of) 18.09.33/5.500% 1,973,452 0.15
9,121,419 0.69
AUSTRALIA
350,000 ANZ Banking Group 144A 01.03.16/3.250% 367,078 0.03
350,000 FBG Finance 144A 15.06.15/5.125% 371,512 0.03
1,000,000 Macquarie Bank 144A 22.02.17/5.000% 1,085,300 0.08
350,000 Macquarie Group 144A 01.08.14/7.300% 362,651 0.03
930,000 Macquarie Group 144A 13.08.19/7.625% 1,105,598 0.08
1,000,000 National Australia Bank 144A 20.06.17/2.000% 1,019,570 0.08
4,311,709 0.33
NETHERLANDS
158,000 Cooperatieve Centrale
Raiffeisen-Boerenleenbank/
Netherlands 13.10.15/2.125% 162,126 0.01
136,000 Cooperatieve Centrale
Raiffeisen-Boerenleenbank/
Netherlands 19.01.17/3.375% 143,538 0.01
500,000 Cooperatieve Centrale
Raiffeisen-Boerenleenbank/
Netherlands 11.01.21/4.500% 532,122 0.04
553,000 Cooperatieve Centrale
Raiffeisen-Boerenleenbank/
Netherlands 08.02.22/3.875% 556,329 0.04
250,000 Cooperatieve Centrale
Raiffeisen-Boerenleenbank/
Netherlands 09.11.22/3.950% 241,778 0.02
350,000 Enel Finance International 144A 07.10.19/5.125% 374,134 0.03
230,000 Heineken 144A 01.10.17/1.400% 226,053 0.02
1,193,000 ING Bank 144A 25.09.15/2.000% 1,213,025 0.09
100,000 Siemens
Financieringsmaatschappij 144A 17.10.16/5.750% 112,552 0.01
SINGAPORE
359,000 Oversea-Chinese Banking 144A 13.03.15/1.625% 363,586 0.04
363,586 0.04
CAYMAN ISLANDS
300,000 Hutchison Whampoa
International 11 144A 13.01.22/4.625% 306,728 0.03
306,728 0.03
GERMANY
299,000 Deutsche Telekom International
Finance 144A 06.03.17/2.250% 303,727 0.03
303,727 0.03
BERMUDA
230,000 Ingersoll-Rand Global
Holding 144A 15.06.23/4.250% 228,195 0.02
228,195 0.02
LUXEMBOURG
210,000 Schlumberger Investment 144A 14.09.21/3.300% 209,556 0.01
209,556 0.01
FRANCE
149,000 Total Capital 28.01.21/4.125% 158,135 0.00
158,135 0.00
JAPAN
114,000 Bank of Tokyo-Mitsubishi 144A 22.01.15/3.850% 117,663 0.01
117,663 0.01
Total Bonds 1,046,525,932 79.55
Investment Funds
LUXEMBOURG
11,371,992 JPMorgan Liquidity Funds - US Dollar Liquidity Fund
(JPM US Dollar Liquidity X (dist)) 11,371,992 0.86
11,371,992 0.86
Total Investment Funds 11,371,992 0.86
Total Transferable Securities Dealt in on Another
Regulated Market
1,057,897,924 80.41
3,561,657 0.27
NORWAY
568,000 DNB Boligkreditt 144A 14.10.15/2.100% 582,740 0.05
1,005,000 Sparebank 1 Boligkreditt 144A 15.11.19/1.750% 956,006 0.07
189,000 Statoil 17.01.18/1.200% 184,523 0.01
261,000 Statoil 17.01.23/2.450% 237,096 0.02
714,000 Statoil 15.01.24/2.650% 644,057 0.05
2,604,422 0.20
INTERNATIONAL AGENCIES
1,700,000 African Development Bank 01.09.19/8.800% 2,200,145 0.16
2,200,145 0.16
CANADA
627,000 Bank of Montreal 11.09.17/1.400% 619,724 0.05
484,000 Caisse Centrale Desjardins du
Quebec 144A 24.03.16/2.550% 503,391 0.04
450,000 CDP Financial 144A 25.11.19/4.400% 496,667 0.04
40,000 Husky Energy 15.06.19/6.150% 45,998 0.00
270,000 Province of Quebec Canada 30.01.26/6.350% 327,289 0.02
124,000 Total Capital Canada 15.01.16/0.624%* 124,612 0.01
2,117,681 0.16
UNITED KINGDOM
300,000 Barclays Bank 144A 04.12.17/6.050% 337,725 0.02
392,000 HSBC Bank 144A 15.05.18/1.500% 383,045 0.03
941,000 HSBC Bank 144A 12.08.20/4.125% 999,892 0.08
360,000 Schlumberger Oilfield 144A 15.01.21/4.200% 381,798 0.03
2,102,460 0.16
SWEDEN
1,427,000 Svenska Handelsbanken 04.04.17/2.875% 1,483,367 0.12
1,483,367 0.12
171