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
280,000 KeyCorp 24.03.21/5.100% 310,904 0.01
15,000 Kimberly-Clark 01.11.18/7.500% 18,991 0.00
120,000 Kimberly-Clark 01.03.22/2.400% 113,494 0.01
80,000 Kohl’s 15.12.17/6.250% 91,825 0.00
210,000 Kohl’s 01.11.21/4.000% 208,737 0.01
200,000 Kroger 15.01.17/2.200% 200,016 0.01
200,000 Kroger 15.08.17/6.400% 230,551 0.01
150,000 Kroger 15.01.20/6.150% 173,972 0.01
1,000,000 Kroger 01.04.31/7.500% 1,196,670 0.05
114,000 Kroger 15.07.40/5.400% 114,244 0.01
1,000,000 Kroger 15.04.42/5.000% 949,640 0.04
100,000 Lincoln National 24.06.21/4.850% 106,228 0.00
191,000 Lincoln National 15.03.22/4.200% 194,388 0.01
163,000 Lowe’s 15.11.41/5.125% 167,009 0.01
250,000 Lowe’s 15.05.37/7.110% 314,395 0.01
435,000 Lowe’s 15.04.42/4.650% 423,446 0.02
100,000 Macy’s Retail Holdings 15.07.17/7.450% 119,789 0.01
479,000 Macy’s Retail Holdings 15.02.23/2.875% 440,124 0.02
80,000 Macy’s Retail Holdings 15.01.42/5.125% 76,762 0.00
200,000 Magellan Midstream Partners 15.07.19/6.550% 237,616 0.01
125,000 Marathon Oil 01.11.15/0.900% 124,547 0.01
250,000 Marathon Oil 01.10.17/6.000% 286,577 0.01
135,000 McKesson 04.12.15/0.950% 134,887 0.01
329,000 Merck & Co. 15.09.22/2.400% 305,220 0.01
295,000 Merrill Lynch & Co. 15.07.14/5.450% 307,458 0.01
40,000 Merrill Lynch & Co. 15.01.15/5.000% 42,144 0.00
1,415,000 Merrill Lynch & Co. 28.08.17/6.400% 1,595,519 0.07
290,000 Merrill Lynch & Co. 25.04.18/6.875% 332,849 0.02
450,000 MidAmerican Energy Holdings 01.04.36/6.125% 508,210 0.02
75,000 Morgan Stanley 15.10.13/6.750% 76,356 0.00
300,000 Morgan Stanley 13.05.14/6.000% 312,033 0.01
208,000 Morgan Stanley 24.07.15/4.000% 216,573 0.01
250,000 Morgan Stanley 09.01.17/5.450% 269,860 0.01
290,000 Morgan Stanley 28.12.17/5.950% 321,434 0.01
700,000 Morgan Stanley 01.04.18/6.625% 788,340 0.04
2,200,000 Morgan Stanley 13.05.19/7.300% 2,552,143 0.12
1,200,000 Morgan Stanley 23.09.19/5.625% 1,290,462 0.06
442,000 Morgan Stanley 24.07.20/5.500% 473,484 0.02
277,000 Morgan Stanley 25.01.21/5.750% 299,839 0.01
200,000 Morgan Stanley 28.07.21/5.500% 213,185 0.01
970,000 Mosaic 15.11.21/3.750% 968,050 0.04
37,000 Mosaic 15.11.41/4.875% 35,119 0.00
300,000 Nabors Industries 15.02.18/6.150% 334,389 0.02
500,000 Nabors Industries 15.01.19/9.250% 621,705 0.03
320,000 National City 15.01.15/4.900% 338,840 0.02
180,000 Nevada Power 01.08.18/6.500% 216,158 0.01
200,000 Nevada Power 15.03.19/7.125% 248,043 0.01
120,000 Nevada Power 15.05.41/5.450% 133,671 0.01
200,000 Newell Rubbermaid 15.08.20/4.700% 212,053 0.01
196,000 NextEra Energy Capital Holdings 01.06.15/1.200% 197,080 0.01
185,000 NextEra Energy Capital Holdings 01.03.19/6.000% 212,818 0.01
250,000 Nisource Finance 15.02.23/3.850% 241,572 0.01
628,000 Nisource Finance 01.02.42/5.800% 644,629 0.03
203,000 Nordstrom 15.10.21/4.000% 214,139 0.01
387,000 Norfolk Southern 01.12.21/3.250% 383,184 0.02
4,000 Norfolk Southern 17.05.25/5.590% 4,521 0.00
560,000 Norfolk Southern 01.10.42/3.950% 478,506 0.02
600,000 Norfolk Southern 15.03.2105/6.000% 656,333 0.03
834,000 Norfolk Southern 23.05.2111/6.000% 919,146 0.04
200,000 Northrop Grumman Systems 15.02.31/7.750% 261,080 0.01
181,000 Occidental Petroleum 15.02.17/1.750% 180,775 0.01
60,000 Ohio Power 01.05.18/6.050% 70,173 0.00
240,000 Ohio Power 01.03.33/6.600% 285,639 0.01
328,000 PACCAR Financial 15.03.17/1.600% 325,206 0.01
200,000 Pacific Gas & Electric 30.11.17/5.625% 231,109 0.01
85,000 Pacific Gas & Electric 15.09.21/3.250% 84,869 0.00
499,000 Pacific Gas & Electric 15.08.22/2.450% 460,826 0.02
400,000 Pacific Gas & Electric 01.03.34/6.050% 462,810 0.02
540,000 Pacific Gas & Electric 15.12.41/4.500% 520,360 0.02
150,000 Pacific Gas & Electric 15.04.42/4.450% 142,127 0.01
500,000 PacifiCorp 15.06.21/3.850% 527,820 0.02
50,000 Parker Hannifin 15.05.18/5.500% 57,208 0.00
150,000 Peco Energy 01.03.18/5.350% 171,017 0.01
500,000 Peco Energy 15.09.22/2.375% 464,051 0.02
1,149,000 PepsiCo 13.08.17/1.250% 1,123,825 0.05
14,000 PepsiCo 01.11.18/7.900% 17,901 0.00
172,000 PepsiCo 25.08.21/3.000% 169,539 0.01
82,000 PepsiCo 25.08.14/0.800% 82,218 0.00
150,000 PG&E 01.04.14/5.750% 155,599 0.01
90,000 Pioneer Natural Resources 15.07.16/5.875% 100,437 0.00
100,000 Pitney Bowes 15.03.18/5.600% 106,870 0.00
500,000 PNC Bank 07.12.17/6.000% 578,665 0.03
250,000 PNC Bank 01.04.18/6.875% 300,165 0.01
540,000 PNC Bank 01.11.22/2.700% 488,179 0.02
50,000 PNC Funding 15.11.15/5.250% 54,447 0.00
120,000 PNC Funding 19.09.16/2.700% 124,764 0.01
100,000 PNC Funding 10.06.19/6.700% 120,119 0.01
100,000 PNC Funding 08.02.20/5.125% 109,750 0.00
400,000 PNC Funding 11.08.20/4.375% 425,170 0.02
557,000 PNC Funding 08.03.22/3.300% 538,928 0.02
200,000 Potomac Electric Power 15.11.37/6.500% 253,215 0.01
500,000 PPG Industries 15.03.18/6.650% 592,450 0.03
300,000 PPG Industries 15.08.19/7.400% 363,587 0.02
60,000 PPG Industries 01.05.21/9.000% 80,297 0.00
258,000 PPL Electric Utilities 01.09.22/2.500% 241,661 0.01
490,000 Praxair 31.03.14/4.375% 503,608 0.02
134,000 Principal Financial Group 15.11.17/1.850% 131,732 0.01
650,000 Principal Life Global
Funding I 144A 15.03.15/5.050% 694,455 0.03
75,000 Progress Energy 15.03.14/6.050% 77,805 0.00
234,000 Progress Energy 15.01.21/4.400% 247,739 0.01
350,000 Progress Energy 01.04.22/3.150% 334,806 0.02
150,000 Progress Energy 01.03.31/7.750% 193,607 0.01
110,000 Prudential Financial 20.09.14/5.100% 115,492 0.01
55,000 PSEG Power 01.12.15/5.500% 60,556 0.00
35,000 PSEG Power 15.04.31/8.625% 48,037 0.00
25,000 Public Service Co of Colorado 01.08.18/5.800% 29,582 0.00
93,000 Public Service Co of Colorado 15.11.20/3.200% 95,275 0.00
312,000 Public Service Co of Colorado 15.09.22/2.250% 287,029 0.01
135,000 Public Service Co of Colorado 01.08.38/6.500% 172,665 0.01
147,000 Public Service Co of Oklahoma 01.02.21/4.400% 158,311 0.01
300,000 Public Service Co of Oklahoma 15.11.37/6.625% 365,250 0.02
300,000 Public Service Electric & Gas 01.11.13/6.330% 305,932 0.01
55,000 Public Service Electric & Gas 01.05.18/5.300% 63,621 0.00
50,000 Public Service Electric & Gas 01.11.39/5.375% 57,544 0.00
444,000 Qwest 01.12.21/6.750% 497,806 0.02
376,000 Republic Services 01.06.22/3.550% 365,652 0.02
25,000,000 Residual Funding Principal Strip 15.10.19/0.000% 22,498,950 1.02
21,300,000 Residual Funding Principal Strip 15.07.20/0.000% 18,269,266 0.83
7,100,000 Residual Funding Principal Strip 15.10.20/0.000% 6,023,363 0.27
2,000,000 Residual Funding Principal Strip 15.01.21/0.000% 1,678,014 0.08
135,000 Ryder System 01.03.16/3.600% 141,996 0.01
235,000 Ryder System 01.06.17/3.500% 243,217 0.01
200,000 San Diego Gas & Electric 01.06.26/6.000% 246,500 0.01
218,000 San Diego Gas & Electric 15.11.41/3.950% 201,150 0.01
40,000 Sempra Energy 15.11.13/8.900% 41,216 0.00
100,000 Sempra Energy 01.06.16/6.500% 114,436 0.01
1,113,000 Sempra Energy 15.02.19/9.800% 1,498,026 0.07
444,000 Sempra Energy 01.10.22/2.875% 414,869 0.02
115,000 Sempra Energy 15.10.39/6.000% 129,230 0.01
140,000 Simon Property Group 15.05.14/6.750% 145,354 0.01
165,000 Simon Property Group 15.08.14/5.625% 173,817 0.01
13,000 Simon Property Group 01.02.15/4.200% 13,566 0.00
120,000 Simon Property Group 01.05.16/6.100% 134,427 0.01
200,000 Simon Property Group 30.05.18/6.125% 234,445 0.01
150,000 Simon Property Group 01.02.20/5.650% 170,708 0.01
100,000 Simon Property Group 01.03.21/4.375% 106,272 0.00
350,000 Simon Property Group 01.12.21/4.125% 366,525 0.02
125,000 Southern 15.05.14/4.150% 128,897 0.01
233,000 Southern 01.09.16/1.950% 236,557 0.01
135,000 Southern California Edison 15.08.18/5.500% 157,479 0.01
36,000 Southern California Edison 01.06.21/3.875% 38,192 0.00
350,000 Southern California Edison 01.12.41/3.900% 318,529 0.01
71,000 Southern Power 15.09.41/5.150% 71,765 0.00
250,000 SouthTrust Bank 15.05.25/7.690% 299,511 0.01
225,000 Southwestern Public Service 01.12.18/8.750% 289,995 0.01
250,000 Spectra Energy Capital 01.03.14/5.500% 257,322 0.01
50,000 Spectra Energy Capital 15.08.14/5.668% 52,523 0.00
300,000 Spectra Energy Capital 15.07.18/6.750% 353,465 0.02
100,000 Spectra Energy Capital 01.10.19/8.000% 124,242 0.01
199,000 Spectra Energy Capital 01.03.20/5.650% 221,022 0.01
406,000 Spectra Energy Capital 15.09.38/7.500% 505,527 0.02
65,000 State Street 30.05.14/4.300% 67,319 0.00
100,000 SunTrust Bank/Atlanta 15.03.18/7.250% 120,067 0.01
150,000 SunTrust Banks 11.09.17/6.000% 170,656 0.01
1,000,000 Tennessee Valley Authority 18.07.17/5.500% 1,157,220 0.05
350,000 Tennessee Valley Authority 01.04.36/5.880% 427,172 0.02
500,000 Tennessee Valley Authority 15.09.39/5.250% 557,195 0.03
178,000 Tennessee Valley Authority 15.09.60/4.625% 171,301 0.01
256,000 Texas Instruments 03.08.19/1.650% 246,330 0.01
280,000 Time Warner 29.03.21/4.750% 299,744 0.01
200,000 Time Warner 15.04.31/7.625% 252,124 0.01
130,000 Time Warner 15.11.36/6.500% 145,505 0.01
200,000 Time Warner 15.03.40/6.200% 217,972 0.01
89,000 Time Warner 29.03.41/6.250% 97,795 0.00
250,000 Time Warner 15.10.41/5.375% 249,331 0.01
200,000 Time Warner Cable 14.02.14/8.250% 209,295 0.01
450,000 Time Warner Cable 01.04.19/8.250% 554,731 0.03
400,000 Time Warner Cable 01.05.37/6.550% 416,910 0.02
300,000 Time Warner Cable 15.11.40/5.875% 280,680 0.01
197,000 Time Warner Cable 01.09.41/5.500% 179,073 0.01
580,000 Time Warner Entertainment 15.03.23/8.375% 730,179 0.03
167