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 30 June 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
715,000 Comcast Cable Communications
Holdings 15.11.22/9.455% 1,003,985 0.05
110,000 Comerica 16.09.15/3.000% 114,986 0.01
350,000 CommonWealth REIT 15.01.18/6.650% 382,356 0.02
450,000 CommonWealth REIT 15.09.20/5.875% 466,473 0.02
162,000 ConAgra Foods 25.01.16/1.300% 162,010 0.01
186,000 ConAgra Foods 15.03.18/2.100% 184,040 0.01
35,000 Connecticut Light & Power 01.05.18/5.650% 40,838 0.00
275,000 ConocoPhillips 01.02.19/5.750% 321,313 0.01
400,000 ConocoPhillips 15.01.20/6.000% 476,704 0.02
150,000 Consumers Energy 15.04.20/5.650% 176,385 0.01
116,000 Consumers Energy 15.05.22/2.850% 112,391 0.01
250,000 Countrywide Financial 15.05.16/6.250% 272,950 0.01
525,000 Credit Suisse USA 15.08.15/5.125% 567,690 0.03
75,000 Crédit Suisse USA 15.01.15/4.875% 79,537 0.00
850,000 Credit Suisse/New York 01.05.14/5.500% 883,405 0.04
275,000 CSX 01.05.17/7.900% 330,822 0.01
300,000 CSX 01.02.19/7.375% 370,466 0.02
54,000 CSX 01.06.21/4.250% 57,393 0.00
100,000 CSX 15.04.41/5.500% 106,193 0.00
164,000 CSX 15.03.44/4.100% 141,156 0.01
145,000 CVS Caremark 15.09.39/6.125% 168,763 0.01
400,000 CVS Caremark 15.05.41/5.750% 447,684 0.02
400,000 Daimler Finance North America 18.01.31/8.500% 566,624 0.03
447,000 Deere & Co. 08.06.22/2.600% 425,046 0.02
198,000 Deere & Co. 09.06.42/3.900% 179,459 0.01
141,000 Delmarva Power & Light 01.06.42/4.000% 131,793 0.01
355,000 Devon Energy 15.01.19/6.300% 411,674 0.02
459,000 Devon Energy 15.05.22/3.250% 441,064 0.02
261,000 Devon Energy 15.05.42/4.750% 239,657 0.01
60,000 Devon Financing 30.09.31/7.875% 77,001 0.00
200,000 Dominion Resources 30.11.17/6.000% 232,796 0.01
150,000 Dominion Resources 15.01.19/8.875% 195,614 0.01
635,000 Dominion Resources 01.08.33/5.250% 687,725 0.03
111,000 Dominion Resources 01.08.41/4.900% 111,540 0.01
158,000 Dow Chemical 15.05.19/8.550% 201,346 0.01
203,000 Dow Chemical 15.11.20/4.250% 212,643 0.01
298,000 Dow Chemical 15.11.21/4.125% 304,870 0.01
651,000 Dow Chemical 15.11.22/3.000% 600,866 0.03
65,000 Dow Chemical 01.11.29/7.375% 81,135 0.00
167,000 Dow Chemical 15.11.41/5.250% 162,623 0.01
138,000 DTE Electric 15.06.22/2.650% 131,649 0.01
250,000 Duke Energy 15.11.16/2.150% 255,962 0.01
203,000 Duke Energy 15.09.21/3.550% 202,574 0.01
255,000 Duke Energy Carolinas 15.04.18/5.100% 291,600 0.01
100,000 Duke Energy Carolinas 15.10.32/6.450% 123,315 0.01
240,000 Duke Energy Carolinas 15.01.38/6.000% 280,826 0.01
107,000 Duke Energy Carolinas 15.12.41/4.250% 99,582 0.00
20,000 Duke Energy Florida 15.06.18/5.650% 23,253 0.00
336,000 Duke Energy Florida 01.03.33/5.900% 379,852 0.02
185,000 Duke Energy Indiana 15.08.38/6.350% 222,928 0.01
85,000 Duke Energy Ohio 01.04.19/5.450% 98,103 0.00
75,000 Duke Energy Progress 15.09.13/5.125% 75,703 0.00
55,000 Duke Energy Progress 15.01.19/5.300% 63,059 0.00
222,000 Duke Energy Progress 15.09.21/3.000% 221,091 0.01
318,000 Duke Energy Progress 15.05.22/2.800% 305,687 0.01
189,000 Duke Energy Progress 15.05.42/4.100% 170,595 0.01
287,000 Duke Realty 15.03.20/6.750% 330,640 0.01
400,000 Eaton 01.04.24/7.625% 491,455 0.02
200,000 Ecolab 08.12.21/4.350% 210,909 0.01
400,000 Ecolab 08.12.41/5.500% 432,048 0.02
231,000 EI du Pont de Nemours & Co. 15.01.16/1.950% 236,919 0.01
265,000 EI du Pont de Nemours & Co. 15.07.18/6.000% 312,624 0.01
150,000 EI du Pont de Nemours & Co. 15.12.36/5.600% 170,408 0.01
125,000 EI du Pont de Nemours & Co. 15.01.41/4.900% 131,593 0.01
300,000 EOG Resources 01.02.21/4.100% 317,874 0.01
365,000 ERP Operating 01.08.16/5.375% 407,136 0.02
600,000 ERP Operating 15.12.21/4.625% 633,222 0.03
200,000 Exelon Generation 01.10.17/6.200% 228,661 0.01
360,000 Exelon Generation 01.10.20/4.000% 363,690 0.02
3,150,000 Fannie Mae 11.05.17/5.000% 3,602,655 0.16
1,150,000 Federal Home Loan Banks 15.07.36/5.500% 1,381,989 0.06
485,000 Florida Power & Light 01.10.33/5.950% 587,886 0.03
404,000 Fluor 15.09.21/3.375% 403,085 0.02
705,000 Ford Motor Credit 12.06.17/3.000% 706,227 0.03
464,000 Ford Motor Credit 20.09.22/4.250% 454,077 0.02
500,000 Freddie Mac 23.08.17/5.500% 583,037 0.03
21,000,000 Freddie Mac 17.11.17/5.125% 24,254,790 1.10
808,000 Freeport-McMoRan Copper &
Gold 01.03.17/2.150% 792,870 0.04
630,000 Gap 12.04.21/5.950% 695,331 0.03
600,000 General Electric 06.12.17/5.250% 676,905 0.03
212,000 General Electric 09.10.22/2.700% 200,318 0.01
500,000 General Electric Capital 13.05.14/5.900% 523,170 0.02
1,100,000 General Electric Capital 09.06.14/5.650% 1,155,173 0.05
600,000 General Electric Capital 15.09.14/4.750% 628,491 0.03
1,000,000 General Electric Capital 02.07.15/1.625% 1,012,415 0.05
300,000 General Electric Capital 09.11.15/2.250% 307,378 0.01
230,000 General Electric Capital 11.12.15/1.000% 229,909 0.01
750,000 General Electric Capital 27.04.17/2.300% 757,751 0.03
410,000 General Electric Capital 15.09.17/5.625% 463,571 0.02
764,000 General Electric Capital 20.11.17/1.600% 747,012 0.03
3,050,000 General Electric Capital 01.05.18/5.625% 3,490,694 0.16
260,000 General Electric Capital 11.12.19/2.100% 253,232 0.01
975,000 General Electric Capital 16.09.20/4.375% 1,030,780 0.05
680,000 General Electric Capital 07.01.21/4.625% 723,088 0.03
83,000 General Electric Capital 11.02.21/5.300% 90,831 0.00
2,100,000 General Electric Capital 17.10.21/4.650% 2,223,375 0.10
1,600,000 General Electric Capital 07.09.22/3.150% 1,511,264 0.07
605,000 General Electric Capital 15.03.32/6.750% 718,634 0.03
100,000 General Electric Capital 14.01.38/5.875% 108,042 0.00
35,000 Genworth Holdings 15.06.14/5.750% 36,425 0.00
10,000 Genworth Holdings 15.06.34/6.500% 10,007 0.00
50,000 Georgia Power 01.02.39/5.950% 57,114 0.00
375,000 GlaxoSmithKline Capital 15.04.14/4.375% 386,445 0.02
110,000 Goldman Sachs Capital I 15.02.34/6.345% 105,824 0.00
125,000 Goldman Sachs Group 15.07.13/4.750% 125,191 0.01
1,075,000 Goldman Sachs Group 15.01.14/5.150% 1,099,703 0.05
300,000 Goldman Sachs Group 15.11.14/5.500% 317,371 0.01
300,000 Goldman Sachs Group 03.05.15/3.300% 309,165 0.01
271,000 Goldman Sachs Group 01.08.15/3.700% 282,282 0.01
333,000 Goldman Sachs Group 23.11.15/1.600% 335,251 0.02
675,000 Goldman Sachs Group 07.02.16/3.625% 705,058 0.03
150,000 Goldman Sachs Group 18.01.18/5.950% 167,787 0.01
1,600,000 Goldman Sachs Group 01.04.18/6.150% 1,805,760 0.08
2,880,000 Goldman Sachs Group 15.02.19/7.500% 3,418,762 0.15
1,163,000 Goldman Sachs Group 15.03.20/5.375% 1,258,221 0.06
871,000 Goldman Sachs Group 15.06.20/6.000% 976,421 0.04
308,000 Goldman Sachs Group 27.07.21/5.250% 328,856 0.01
640,000 Goldman Sachs Group 24.01.22/5.750% 704,819 0.03
250,000 Goldman Sachs Group 22.01.23/3.625% 239,074 0.01
300,000 Goldman Sachs Group 01.10.37/6.750% 304,684 0.01
288,000 Great Plains Energy 01.06.21/4.850% 306,338 0.01
850,000 GTE 15.04.18/6.840% 1,011,177 0.05
400,000 Halliburton 15.09.39/7.450% 545,230 0.02
125,000 HCP 01.02.19/3.750% 128,914 0.01
368,000 HCP 01.02.21/5.375% 397,495 0.02
140,000 Hess 01.10.29/7.875% 175,655 0.01
550,000 Hewlett-Packard 02.06.14/4.750% 567,900 0.03
175,000 Hewlett-Packard 01.03.17/5.400% 191,595 0.01
833,000 Hewlett-Packard 15.09.17/2.600% 831,005 0.04
300,000 Hewlett-Packard 01.12.20/3.750% 290,146 0.01
533,000 Hewlett-Packard 01.06.21/4.300% 522,961 0.02
312,000 Hewlett-Packard 15.09.21/4.375% 307,069 0.01
639,000 Hewlett-Packard 09.12.21/4.650% 639,728 0.03
1,425,000 Hewlett-Packard 15.09.41/6.000% 1,370,650 0.06
25,000 Historic TW 15.06.18/6.875% 30,046 0.00
215,000 Historic TW 01.02.23/9.150% 289,889 0.01
280,000 Historic TW 15.05.29/6.625% 322,715 0.01
200,000 Home Depot 01.03.16/5.400% 222,601 0.01
200,000 Home Depot 01.04.21/4.400% 219,121 0.01
45,000 Hospira 15.05.15/6.400% 47,911 0.00
100,000 HSBC Bank USA/New York 01.04.14/4.625% 102,885 0.00
200,000 HSBC Finance 15.07.13/4.750% 200,288 0.01
500,000 HSBC Finance 15.01.14/5.250% 512,177 0.02
1,600,000 HSBC USA 13.02.15/2.375% 1,636,744 0.07
1,440,000 Illinois Tool Works 01.09.42/3.900% 1,278,713 0.06
210,000 Indiana Michigan Power 15.03.19/7.000% 252,633 0.01
50,000 Ingersoll-Rand 15.11.27/6.391% 55,454 0.00
629,000 International Business Machines 06.02.17/1.250% 622,474 0.03
350,000 International Business Machines 15.10.18/7.625% 444,022 0.02
125,000 International Business Machines 01.08.27/6.220% 154,399 0.01
169,000 International Business Machines 20.06.42/4.000% 156,801 0.01
400,000 International Lease Finance 01.06.14/5.650% 410,930 0.02
186,000 Jefferies Group 09.11.15/3.875% 192,420 0.01
300,000 Jefferies Group 13.04.18/5.125% 315,412 0.01
1,220,000 Jefferies Group 15.07.19/8.500% 1,476,200 0.07
220,000 Jefferies Group 15.01.36/6.250% 211,171 0.01
40,000 Jersey Central Power & Light 01.02.19/7.350% 48,355 0.00
629,000 John Deere Capital 10.10.17/1.200% 611,007 0.03
45,000 John Deere Capital 03.04.18/5.350% 51,615 0.00
300,000 John Deere Capital 17.04.19/2.250% 299,415 0.01
488,000 John Deere Capital 27.01.23/2.800% 462,736 0.02
300,000 Johnson Controls 30.03.20/5.000% 329,904 0.01
328,000 Johnson Controls 01.12.21/3.750% 329,523 0.01
500,000 Johnson Controls 01.12.41/5.250% 498,423 0.02
615,000 Kansas City Power & Light 01.10.41/5.300% 622,977 0.03
213,000 Kellogg 17.05.17/1.750% 211,464 0.01
304,000 Kellogg 17.05.22/3.125% 295,692 0.01
30,000 Kerr-McGee 01.07.24/6.950% 35,608 0.00
1,250,000 Kerr-McGee 15.09.31/7.875% 1,556,777 0.07
165,000 KeyBank 01.11.17/5.700% 184,818 0.01
166