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
894,000 Discover Card Master Trust
2012-A1 A1 15.08.17/0.810% 895,920 0.04
614,000 Discovery Communications 15.06.21/4.375% 645,698 0.03
187,000 Discovery Communications 15.05.42/4.950% 175,378 0.01
322,606 DT Auto Owner Trust 2012-2A A 16.11.15/0.910% 322,794 0.01
195,000 Duke Energy Carolinas 15.06.20/4.300% 212,507 0.01
460,000 Duke Energy Indiana 15.07.20/3.750% 481,928 0.02
141,000 Eaton 144A 02.11.17/1.500% 137,626 0.01
146,000 Eaton 144A 02.11.32/4.000% 136,074 0.01
475,000 eBay 15.10.20/3.250% 487,217 0.02
335,000 Ecolab 08.12.17/1.450% 325,169 0.01
500,000 EMC/Massachusetts 01.06.18/1.875% 494,368 0.02
700,000 EMC/Massachusetts 01.06.23/3.375% 684,019 0.03
233,000 EOG Resources 15.03.23/2.625% 216,500 0.01
326,000 ERAC USA Finance 144A 10.01.14/2.250% 328,495 0.01
89,000 ERAC USA Finance 144A 15.04.16/1.400% 88,386 0.00
460,000 ERAC USA Finance 144A 15.10.37/7.000% 540,011 0.02
96,000 ERAC USA Finance 144A 15.03.42/5.625% 96,562 0.00
114,000 Exelon Generation 01.10.41/5.750% 117,037 0.01
3,250,000 Fannie Mae 05.07.14/0.000% 3,232,405 0.15
1,000,000 Fannie Mae 01.06.17/0.000% 947,340 0.04
419,027 Fannie Mae Grantor Trust
2000-T6 A1 25.06.30/7.500% 502,837 0.02
885,821 Fannie Mae Grantor Trust
2001-T10 A2 25.12.41/7.500% 1,042,053 0.05
346,841 Fannie Mae Grantor Trust
2001-T7 A1 25.02.41/7.500% 389,765 0.02
42,879 Fannie Mae Grantor Trust
2002-T16 A2 25.07.42/7.000% 49,750 0.00
675,764 Fannie Mae Grantor Trust
2004-T2 1A4 25.11.43/7.500% 792,261 0.04
454,011 Fannie Mae Grantor Trust
2004-T3 PT1 25.01.44/8.724%* 556,820 0.03
384,910 Fannie Mae Interest Strip 293 1 01.12.24/0.000% 352,746 0.02
423,712 Fannie Mae Interest Strip 300 1 01.09.24/0.000% 408,337 0.02
204,162 Fannie Mae Interest Strip 339 18 01.07.18/4.500% 12,753 0.00
398,037 Fannie Mae Interest Strip 383 32 01.01.38/6.000% 59,604 0.00
1,930,751 Fannie Mae Interest Strip 411 F1 25.08.42/0.743%* 1,911,535 0.09
1,920,623 Fannie Mae Interest Strip 412 F2 25.08.42/0.693%* 1,940,594 0.09
15,060 Fannie Mae Pool No: 252409 01.03.29/6.500% 17,522 0.00
110,859 Fannie Mae Pool No: 254305 01.05.22/6.500% 122,976 0.01
191,689 Fannie Mae Pool No: 255052 01.11.23/4.000% 199,520 0.01
263,044 Fannie Mae Pool No: 255441 01.06.19/3.500% 274,399 0.01
411,923 Fannie Mae Pool No: 255843 01.09.35/5.500% 448,945 0.02
131,844 Fannie Mae Pool No: 256648 01.01.22/7.500% 148,629 0.01
351,930 Fannie Mae Pool No: 256803 01.07.27/6.000% 384,540 0.02
676,285 Fannie Mae Pool No: 256885 01.09.27/6.000% 740,614 0.03
210,248 Fannie Mae Pool No: 257055 01.12.27/6.500% 233,191 0.01
509,335 Fannie Mae Pool No: 257172 01.04.38/5.500% 545,421 0.02
108,414 Fannie Mae Pool No: 257183 01.03.38/7.000% 117,317 0.01
277,078 Fannie Mae Pool No: 257209 01.05.38/5.500% 296,521 0.01
173,159 Fannie Mae Pool No: 257415 01.09.38/7.000% 186,711 0.01
530,141 Fannie Mae Pool No: 257510 01.12.38/7.000% 617,369 0.03
13,487 Fannie Mae Pool No: 357639 01.11.34/5.500% 14,777 0.00
1,195,107 Fannie Mae Pool No: 464367 01.01.20/4.540% 1,337,914 0.06
2,761,520 Fannie Mae Pool No: 464756 01.04.20/4.350% 3,066,407 0.14
1,453,961 Fannie Mae Pool No: 464799 01.01.21/4.380% 1,613,722 0.07
1,811,430 Fannie Mae Pool No: 465138 01.06.17/3.820% 1,955,131 0.09
1,481,661 Fannie Mae Pool No: 465578 01.07.20/3.930% 1,604,510 0.07
2,865,674 Fannie Mae Pool No: 465641 01.08.20/3.740% 3,055,224 0.14
1,437,653 Fannie Mae Pool No: 465659 01.07.20/3.740% 1,533,286 0.07
1,000,000 Fannie Mae Pool No: 465721 01.10.20/4.040% 1,088,343 0.05
1,977,791 Fannie Mae Pool No: 465769 01.08.20/3.960% 2,146,053 0.10
963,207 Fannie Mae Pool No: 465936 01.09.20/3.600% 1,017,282 0.05
3,000,000 Fannie Mae Pool No: 465973 01.10.20/3.590% 3,166,097 0.14
3,801,823 Fannie Mae Pool No: 466049 01.10.17/2.490% 3,947,026 0.18
5,000,000 Fannie Mae Pool No: 466077 01.10.17/2.620% 5,206,974 0.24
3,500,000 Fannie Mae Pool No: 466216 01.10.20/3.540% 3,687,825 0.17
2,555,558 Fannie Mae Pool No: 466236 01.10.17/2.690% 2,666,962 0.12
1,912,732 Fannie Mae Pool No: 466263 01.11.18/2.970% 1,999,821 0.09
4,457,764 Fannie Mae Pool No: 466454 01.11.20/3.230% 4,606,433 0.21
1,941,763 Fannie Mae Pool No: 466551 01.07.21/3.750% 2,054,952 0.09
960,623 Fannie Mae Pool No: 466689 01.12.20/3.590% 1,011,257 0.05
1,000,000 Fannie Mae Pool No: 466893 01.01.21/4.050% 1,088,465 0.05
3,919,979 Fannie Mae Pool No: 467010 01.01.18/3.520% 4,218,985 0.19
1,931,166 Fannie Mae Pool No: 467059 01.01.19/3.810% 2,075,985 0.09
2,945,648 Fannie Mae Pool No: 467155 01.01.21/4.460% 3,281,156 0.15
995,613 Fannie Mae Pool No: 467264 01.02.21/4.330% 1,102,552 0.05
2,904,033 Fannie Mae Pool No: 467390 01.03.21/4.160% 3,185,134 0.14
1,577,858 Fannie Mae Pool No: 467473 01.03.18/3.800% 1,712,818 0.08
2,000,000 Fannie Mae Pool No: 467755 01.04.21/4.250% 2,202,804 0.10
1,500,000 Fannie Mae Pool No: 467772 01.04.21/4.380% 1,664,008 0.08
1,000,000 Fannie Mae Pool No: 468058 01.05.21/4.390% 1,110,720 0.05
1,000,000 Fannie Mae Pool No: 468128 01.07.21/4.330% 1,107,448 0.05
2,000,000 Fannie Mae Pool No: 468159 01.07.21/4.260% 2,206,262 0.10
5,000,000 Fannie Mae Pool No: 468542 01.08.21/4.500% 5,582,116 0.25
977,296 Fannie Mae Pool No: 468571 01.07.26/4.450% 1,057,333 0.05
3,000,000 Fannie Mae Pool No: 468667 01.07.21/3.940% 3,230,022 0.15
1,463,813 Fannie Mae Pool No: 468896 01.08.21/4.130% 1,600,911 0.07
3,000,000 Fannie Mae Pool No: 468958 01.09.21/3.770% 3,187,088 0.14
2,000,000 Fannie Mae Pool No: 469065 01.10.21/4.070% 2,179,660 0.10
2,500,000 Fannie Mae Pool No: 469074 01.12.21/3.830% 2,652,684 0.12
2,000,000 Fannie Mae Pool No: 469204 01.09.21/3.890% 2,146,441 0.10
2,000,000 Fannie Mae Pool No: 469321 01.10.21/3.590% 2,083,224 0.09
2,637,370 Fannie Mae Pool No: 469992 01.12.21/3.310% 2,709,804 0.12
4,000,000 Fannie Mae Pool No: 470124 01.01.22/3.120% 4,060,460 0.18
4,877,485 Fannie Mae Pool No: 470191 01.01.22/3.070% 4,935,487 0.22
1,956,241 Fannie Mae Pool No: 470202 01.02.22/3.140% 1,986,466 0.09
3,000,000 Fannie Mae Pool No: 470243 01.01.17/1.990% 3,031,294 0.14
2,915,796 Fannie Mae Pool No: 470278 01.01.17/1.940% 2,972,368 0.13
984,916 Fannie Mae Pool No: 470300 01.01.25/3.640% 1,000,479 0.05
1,465,118 Fannie Mae Pool No: 470302 01.01.22/3.130% 1,487,790 0.07
1,932,965 Fannie Mae Pool No: 470324 01.01.22/3.030% 1,956,755 0.09
1,958,575 Fannie Mae Pool No: 470407 01.02.22/3.160% 1,990,596 0.09
1,433,316 Fannie Mae Pool No: 470623 01.03.22/0.998%* 1,450,142 0.07
1,420,000 Fannie Mae Pool No: 470624 01.02.22/3.000% 1,428,921 0.06
2,926,081 Fannie Mae Pool No: 470791 01.01.22/3.040% 2,955,675 0.13
600,000 Fannie Mae Pool No: 470811 01.04.19/2.140% 605,621 0.03
1,500,000 Fannie Mae Pool No: 471054 01.04.22/0.968%* 1,502,345 0.07
1,473,577 Fannie Mae Pool No: 471177 01.05.22/2.940% 1,474,130 0.07
2,947,983 Fannie Mae Pool No: 471274 01.05.22/2.860% 2,933,926 0.13
1,000,000 Fannie Mae Pool No: 471473 01.06.19/2.450% 1,022,894 0.05
1,422,100 Fannie Mae Pool No: 471599 01.06.22/2.600% 1,393,286 0.06
1,250,000 Fannie Mae Pool No: 471612 01.06.19/2.100% 1,255,920 0.06
2,000,000 Fannie Mae Pool No: 471692 01.07.19/2.370% 2,035,403 0.09
3,952,809 Fannie Mae Pool No: 471769 01.07.19/2.200% 3,984,093 0.18
4,061,000 Fannie Mae Pool No: 471819 01.08.19/2.030% 4,022,596 0.18
6,000,000 Fannie Mae Pool No: 471828 01.08.22/2.650% 5,789,015 0.26
4,917,578 Fannie Mae Pool No: 471839 01.07.22/2.670% 4,830,222 0.22
3,000,000 Fannie Mae Pool No: 471881 01.07.22/2.670% 2,903,400 0.13
3,000,000 Fannie Mae Pool No: 471893 01.07.22/2.830% 2,977,708 0.13
980,609 Fannie Mae Pool No: 471947 01.07.22/2.750% 971,137 0.04
92 Fannie Mae Pool No: 535574 01.11.13/7.500% 93 0.00
19,839 Fannie Mae Pool No: 545622 01.04.17/7.500% 20,909 0.00
370,403 Fannie Mae Pool No: 555182 01.01.18/6.000% 395,036 0.02
29,006 Fannie Mae Pool No: 555791 01.12.22/6.500% 32,182 0.00
2,583 Fannie Mae Pool No: 583745 01.06.16/6.000% 2,691 0.00
18,882 Fannie Mae Pool No: 598559 01.08.31/6.500% 21,339 0.00
23,657 Fannie Mae Pool No: 602589 01.09.31/7.000% 26,847 0.00
268,246 Fannie Mae Pool No: 622534 01.09.31/3.000% 262,247 0.01
625,785 Fannie Mae Pool No: 622542 01.09.31/5.500% 683,905 0.03
3,201 Fannie Mae Pool No: 627139 01.03.17/6.500% 3,381 0.00
1,317 Fannie Mae Pool No: 637095 01.03.17/7.500% 1,389 0.00
63,521 Fannie Mae Pool No: 650236 01.12.32/5.000% 66,952 0.00
18,390 Fannie Mae Pool No: 665775 01.09.17/5.500% 19,226 0.00
3,238 Fannie Mae Pool No: 666358 01.08.17/6.000% 3,407 0.00
5,610 Fannie Mae Pool No: 668811 01.11.17/6.000% 5,942 0.00
8,262 Fannie Mae Pool No: 674349 01.03.33/6.000% 9,095 0.00
155,574 Fannie Mae Pool No: 679263 01.11.24/4.500% 168,089 0.01
646,387 Fannie Mae Pool No: 682076 01.11.17/6.000% 689,237 0.03
22,239 Fannie Mae Pool No: 689977 01.03.27/8.000% 25,741 0.00
17,316 Fannie Mae Pool No: 695533 01.06.27/8.000% 20,126 0.00
39,880 Fannie Mae Pool No: 698023 01.04.19/3.500% 41,600 0.00
33,612 Fannie Mae Pool No: 720393 01.07.18/4.500% 35,758 0.00
71,139 Fannie Mae Pool No: 722985 01.07.33/2.277%* 75,734 0.00
47,302 Fannie Mae Pool No: 725171 01.01.19/4.000% 50,029 0.00
1,708 Fannie Mae Pool No: 725382 01.01.16/8.000% 1,744 0.00
21,562 Fannie Mae Pool No: 725704 01.08.34/6.000% 23,432 0.00
134,142 Fannie Mae Pool No: 727226 01.06.18/4.000% 141,550 0.01
45,956 Fannie Mae Pool No: 729347 01.07.18/4.000% 48,600 0.00
9,950 Fannie Mae Pool No: 730332 01.09.18/4.000% 10,523 0.00
46,108 Fannie Mae Pool No: 730536 01.08.18/4.000% 48,768 0.00
143,338 Fannie Mae Pool No: 735332 01.08.34/2.294%* 152,372 0.01
64,138 Fannie Mae Pool No: 735911 01.08.20/6.500% 70,005 0.00
71,621 Fannie Mae Pool No: 740822 01.09.18/5.500% 75,784 0.00
21,619 Fannie Mae Pool No: 743097 01.10.18/3.500% 22,598 0.00
342,003 Fannie Mae Pool No: 745148 01.01.36/5.000% 369,152 0.02
263,372 Fannie Mae Pool No: 745406 01.03.21/6.000% 287,254 0.01
481,331 Fannie Mae Pool No: 745445 01.01.36/2.384%* 511,510 0.02
96,829 Fannie Mae Pool No: 745446 01.04.33/2.423%* 102,928 0.00
94,243 Fannie Mae Pool No: 748306 01.11.33/6.500% 105,982 0.00
62,057 Fannie Mae Pool No: 754922 01.09.33/5.500% 67,371 0.00
99,323 Fannie Mae Pool No: 755973 01.11.28/8.000% 119,187 0.01
44,406 Fannie Mae Pool No: 755994 01.10.28/8.000% 53,180 0.00
53,955 Fannie Mae Pool No: 766610 01.01.34/2.622%* 57,307 0.00
57,394 Fannie Mae Pool No: 771959 01.02.34/5.500% 61,732 0.00
281,165 Fannie Mae Pool No: 775902 01.04.30/8.500% 343,781 0.02
386,082 Fannie Mae Pool No: 777132 01.06.34/2.420%* 411,439 0.02
82,882 Fannie Mae Pool No: 781309 01.07.34/2.417%* 87,218 0.00
7,418 Fannie Mae Pool No: 782613 01.05.19/3.500% 7,738 0.00
27,428 Fannie Mae Pool No: 787741 01.08.30/9.000% 31,956 0.00
166,300 Fannie Mae Pool No: 788150 01.03.32/6.000% 183,820 0.01
8,762 Fannie Mae Pool No: 789426 01.07.19/3.500% 9,143 0.00
172