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
91,196 Fannie Mae Pool No: 790235 01.08.34/2.765%* 97,412 0.00
76,971 Fannie Mae Pool No: 791961 01.09.34/1.812%* 80,284 0.00
22,944 Fannie Mae Pool No: 796815 01.09.19/5.500% 24,271 0.00
263,924 Fannie Mae Pool No: 801342 01.09.34/2.666%* 281,712 0.01
301,996 Fannie Mae Pool No: 810896 01.01.35/2.023%* 319,518 0.01
174,346 Fannie Mae Pool No: 816597 01.02.35/2.464%* 185,356 0.01
92,245 Fannie Mae Pool No: 823660 01.05.35/2.397%* 96,929 0.00
219,956 Fannie Mae Pool No: 843026 01.09.35/2.035%* 231,682 0.01
290,569 Fannie Mae Pool No: 843028 01.09.35/2.035%* 306,054 0.01
187,023 Fannie Mae Pool No: 847108 01.10.35/6.500% 211,405 0.01
429,658 Fannie Mae Pool No: 849251 01.01.36/2.152%* 453,700 0.02
658,880 Fannie Mae Pool No: 851432 01.10.35/2.607%* 706,086 0.03
85,561 Fannie Mae Pool No: 852874 01.04.20/4.000% 90,270 0.00
316,428 Fannie Mae Pool No: 870770 01.07.36/6.500% 348,529 0.02
365,243 Fannie Mae Pool No: 872502 01.06.36/2.518%* 389,070 0.02
258,128 Fannie Mae Pool No: 884066 01.06.36/2.818%* 277,014 0.01
163,951 Fannie Mae Pool No: 886558 01.08.36/2.912%* 174,875 0.01
636,782 Fannie Mae Pool No: 888366 01.04.37/7.000% 716,848 0.03
394,911 Fannie Mae Pool No: 888408 01.03.37/6.000% 424,270 0.02
649,469 Fannie Mae Pool No: 888594 01.08.22/6.000% 715,098 0.03
440,810 Fannie Mae Pool No: 888605 01.07.35/2.231%* 469,350 0.02
1,069,158 Fannie Mae Pool No: 888796 01.09.37/6.000% 1,128,327 0.05
1,523,438 Fannie Mae Pool No: 888829 01.06.37/5.832% 1,776,165 0.08
711,165 Fannie Mae Pool No: 888890 01.10.37/6.500% 794,181 0.04
737,465 Fannie Mae Pool No: 888892 01.11.37/7.500% 842,189 0.04
467,246 Fannie Mae Pool No: 889519 01.12.35/5.500% 509,241 0.02
787,334 Fannie Mae Pool No: 889573 01.03.23/6.500% 874,734 0.04
1,664,520 Fannie Mae Pool No: 889634 01.02.23/6.000% 1,825,322 0.08
374,995 Fannie Mae Pool No: 889757 01.02.38/5.000% 403,662 0.02
150,815 Fannie Mae Pool No: 890087 01.11.17/7.000% 157,978 0.01
676,517 Fannie Mae Pool No: 890268 01.10.38/6.500% 755,632 0.03
211,758 Fannie Mae Pool No: 894672 01.10.36/8.000% 243,779 0.01
192,426 Fannie Mae Pool No: 896463 01.10.34/2.528%* 204,578 0.01
87,701 Fannie Mae Pool No: 900177 01.08.36/7.500% 100,522 0.00
232,689 Fannie Mae Pool No: 900197 01.10.36/3.192%* 247,940 0.01
166,329 Fannie Mae Pool No: 905694 01.12.36/2.672%* 178,192 0.01
99,663 Fannie Mae Pool No: 907742 01.12.36/7.000% 110,966 0.01
231,944 Fannie Mae Pool No: 912374 01.02.37/7.000% 263,994 0.01
1,774,036 Fannie Mae Pool No: 920843 01.03.36/3.019%* 1,883,463 0.09
414,050 Fannie Mae Pool No: 920954 01.01.37/1.974%* 437,271 0.02
20,228 Fannie Mae Pool No: 924857 01.09.37/8.500% 20,821 0.00
315,621 Fannie Mae Pool No: 929560 01.06.38/7.000% 356,099 0.02
2,053,993 Fannie Mae Pool No: 932355 01.12.39/6.000% 2,274,877 0.10
389,726 Fannie Mae Pool No: 933032 01.10.37/6.000% 418,778 0.02
212,735 Fannie Mae Pool No: 945870 01.08.37/6.500% 236,376 0.01
515,623 Fannie Mae Pool No: 946338 01.09.37/7.000% 601,184 0.03
682,790 Fannie Mae Pool No: 960150 01.11.37/6.000% 749,011 0.03
280,949 Fannie Mae Pool No: 961192 01.01.38/7.000% 324,364 0.01
185,920 Fannie Mae Pool No: 966946 01.01.38/2.697%* 198,052 0.01
896,363 Fannie Mae Pool No: 976871 01.08.36/6.500% 1,027,372 0.05
678,314 Fannie Mae Pool No: 995049 01.02.38/5.500% 739,279 0.03
853,574 Fannie Mae Pool No: 995149 01.10.38/6.500% 946,267 0.04
599,388 Fannie Mae Pool No: 995381 01.01.24/6.000% 663,445 0.03
1,163,560 Fannie Mae Pool No: 995456 01.02.24/6.500% 1,298,355 0.06
154,738 Fannie Mae Pool No: 995505 01.01.38/8.000% 183,846 0.01
99,416 Fannie Mae Pool No: 995783 01.11.37/8.000% 114,407 0.01
854,339 Fannie Mae Pool No: AA0922 01.09.36/6.000% 940,444 0.04
639,207 Fannie Mae Pool No: AA1019 01.11.36/6.000% 699,512 0.03
918,377 Fannie Mae Pool No: AC2948 01.09.39/5.000% 1,006,606 0.05
612,344 Fannie Mae Pool No: AC3407 01.10.39/5.500% 665,463 0.03
717,045 Fannie Mae Pool No: AD0133 01.08.24/5.000% 769,445 0.03
784,146 Fannie Mae Pool No: AD0198 01.09.38/5.500% 851,214 0.04
438,932 Fannie Mae Pool No: AD0364 01.05.23/5.000% 471,061 0.02
962,160 Fannie Mae Pool No: AD0660 01.12.19/4.530% 1,092,810 0.05
443,551 Fannie Mae Pool No: AD0753 01.01.39/7.000% 500,089 0.02
1,959,216 Fannie Mae Pool No: AD7790 01.08.40/5.000% 2,124,106 0.10
424,235 Fannie Mae Pool No: AD8548 01.01.33/5.500% 447,616 0.02
1,590,639 Fannie Mae Pool No: AD9151 01.08.40/5.000% 1,743,348 0.08
928,196 Fannie Mae Pool No: AE0081 01.07.24/6.000% 1,027,427 0.05
650,409 Fannie Mae Pool No: AE0346 01.05.37/6.000% 713,650 0.03
1,963,146 Fannie Mae Pool No: AL0569 01.06.21/4.290% 2,178,392 0.10
2,926,901 Fannie Mae Pool No: AL0602 01.07.21/4.317% 3,251,503 0.15
1,410,259 Fannie Mae Pool No: AL0662 01.01.38/5.500% 1,542,404 0.07
974,383 Fannie Mae Pool No: AL2606 01.03.42/4.000% 990,966 0.04
2,000,000 Fannie Mae Pool No: AM0081 01.07.19/1.940% 2,018,044 0.09
983,217 Fannie Mae Pool No: AM0097 01.08.22/0.748%* 984,709 0.04
1,407,827 Fannie Mae Pool No: AM0757 01.09.22/2.470% 1,360,928 0.06
1,500,000 Fannie Mae Pool No: AM0811 01.12.22/2.420% 1,438,195 0.07
2,000,000 Fannie Mae Pool No: AM0851 01.09.22/0.638%* 2,003,091 0.09
656,153 Fannie Mae Pool No: AM0903 01.10.22/2.530% 636,064 0.03
826,377 Fannie Mae Pool No: AM0904 01.10.22/2.530% 801,077 0.04
2,000,000 Fannie Mae Pool No: AM1061 01.10.22/0.588%* 2,003,089 0.09
1,979,998 Fannie Mae Pool No: AM1242 01.11.22/2.280% 1,881,503 0.09
7,952,542 Fannie Mae Pool No: AM1361 01.12.22/2.370% 7,552,489 0.34
3,000,000 Fannie Mae Pool No: AM1547 01.12.20/2.000% 2,858,996 0.13
2,000,000 Fannie Mae Pool No: AM1591 01.12.22/2.380% 1,913,374 0.09
2,381,640 Fannie Mae Pool No: AM1619 01.12.22/2.340% 2,266,739 0.10
2,000,000 Fannie Mae Pool No: AM1689 01.12.19/1.690% 1,926,502 0.09
1,979,101 Fannie Mae Pool No: AM1719 01.12.19/1.470% 1,905,303 0.09
2,000,000 Fannie Mae Pool No: AM1762 01.12.22/2.390% 1,913,796 0.09
1,983,265 Fannie Mae Pool No: AM1769 01.12.22/2.340% 1,889,776 0.09
3,000,000 Fannie Mae Pool No: AM1778 01.12.22/2.400% 2,872,858 0.13
1,982,268 Fannie Mae Pool No: AM1787 01.12.22/2.210% 1,872,392 0.08
1,918,324 Fannie Mae Pool No: AM1788 01.12.22/2.210% 1,811,993 0.08
1,981,637 Fannie Mae Pool No: AM1804 01.12.22/2.190% 1,870,024 0.08
2,478,085 Fannie Mae Pool No: AM2001 01.01.20/1.580% 2,395,821 0.11
1,983,375 Fannie Mae Pool No: AM2070 01.01.23/0.558%* 1,986,219 0.09
2,000,000 Fannie Mae Pool No: AM2114 01.01.23/0.538%* 2,002,889 0.09
992,845 Fannie Mae Pool No: AM2123 01.01.23/2.400% 949,128 0.04
2,974,069 Fannie Mae Pool No: AM2292 01.01.23/0.548%* 2,987,158 0.14
2,000,000 Fannie Mae Pool No: AM2333 01.02.23/2.450% 1,879,950 0.09
2,974,284 Fannie Mae Pool No: AM2354 01.01.23/0.588%* 2,981,268 0.13
2,000,000 Fannie Mae Pool No: AM3244 01.05.23/2.520% 1,880,638 0.09
936,856 Fannie Mae Pool No: AO9352 01.07.42/4.000% 965,068 0.04
3,909,710 Fannie Mae Pool No: AQ9999 01.02.43/3.000% 3,741,647 0.17
963,817 Fannie Mae Pool No: FN0005 01.11.20/3.375% 1,006,782 0.05
997,909 Fannie Mae Pool No: MA0406 01.05.30/4.500% 1,057,363 0.05
704,562 Fannie Mae Pool No: MA0948 01.11.31/5.000% 758,633 0.03
2,682,449 Fannie Mae Pool No: MA1138 01.08.32/3.500% 2,759,581 0.12
1,996,920 Fannie Mae Pool No: MA1463 01.06.43/3.500% 1,992,604 0.09
200,000 Fannie Mae Principal Strip 15.05.30/0.000% 102,454 0.00
165,548 Fannie Mae REMICS 1992-145 ZB 25.08.22/8.000% 189,532 0.01
645,829 Fannie Mae REMICS 1992-69 Z 25.05.22/8.000% 748,643 0.03
340,461 Fannie Mae REMICS 1993-136
ZB 25.07.23/6.792%* 382,402 0.02
430,694 Fannie Mae REMICS 1993-141 Z 25.08.23/7.000% 485,726 0.02
245,814 Fannie Mae REMICS 1993-203
PL 25.10.23/6.500% 273,681 0.01
29,015 Fannie Mae REMICS 1993-25 J 25.03.23/7.500% 32,990 0.00
331,200 Fannie Mae REMICS 1993-99 Z 25.07.23/7.000% 369,361 0.02
326,488 Fannie Mae REMICS 1994-63 PK 25.04.24/7.000% 370,886 0.02
269,299 Fannie Mae REMICS 1996-4 SA 25.02.24/8.281%* 50,373 0.00
415,029 Fannie Mae REMICS 1996-48 Z 25.11.26/7.000% 469,120 0.02
42,258 Fannie Mae REMICS 1997-39 PD 20.05.27/7.500% 49,902 0.00
225,949 Fannie Mae REMICS 1997-50 SK 25.05.23/6.781%* 35,739 0.00
12,140 Fannie Mae REMICS 1998-36 ZB 18.07.28/6.000% 13,385 0.00
1,627,322 Fannie Mae REMICS 1998-44 ZA 20.07.28/6.500% 1,850,831 0.08
211,639 Fannie Mae REMICS 1998-58 PC 25.10.28/6.500% 239,660 0.01
13,146 Fannie Mae REMICS 2001-44 PD 25.09.31/7.000% 15,002 0.00
7,186 Fannie Mae REMICS 2001-7 PF 25.03.31/7.000% 8,320 0.00
26,170 Fannie Mae REMICS 2001-71 MB 25.12.16/6.000% 27,753 0.00
270,561 Fannie Mae REMICS 2001-79 BA 25.03.45/7.000% 327,910 0.01
1,242,182 Fannie Mae REMICS 2001-81 HE 25.01.32/6.500% 1,388,377 0.06
48,645 Fannie Mae REMICS 2002-2 MG 25.02.17/6.000% 51,672 0.00
59,097 Fannie Mae REMICS 2002-3 OG 25.02.17/6.000% 62,455 0.00
698,513 Fannie Mae REMICS 2002-30 Z 25.05.32/6.000% 782,349 0.04
71,094 Fannie Mae REMICS 2002-47 PE 25.08.17/5.500% 75,021 0.00
140,936 Fannie Mae REMICS 2002-5 SE 25.02.32/15.221%* 183,211 0.01
1,040,921 Fannie Mae REMICS 2002-50 ZA 25.05.31/6.000% 1,164,858 0.05
176,258 Fannie Mae REMICS 2002-63 KC 25.10.17/5.000% 187,488 0.01
1,016 Fannie Mae REMICS 2002-81 JO 25.04.32/0.000% 1,016 0.00
227,977 Fannie Mae REMICS 2002-94 BK 25.01.18/5.500% 242,083 0.01
2,561,236 Fannie Mae REMICS 2003-105
AZ 25.10.33/5.500% 2,839,371 0.13
590,561 Fannie Mae REMICS 2003-106
WE 25.11.22/4.500% 607,628 0.03
107,150 Fannie Mae REMICS 2003-116
SB 25.11.33/7.407%* 22,576 0.00
268,249 Fannie Mae REMICS 2003-117 JB 25.06.33/3.500% 281,235 0.01
687,123 Fannie Mae REMICS 2003-119
FH 25.12.33/0.693%* 694,732 0.03
305,264 Fannie Mae REMICS 2003-128
NG 25.01.19/4.000% 322,876 0.01
655,521 Fannie Mae REMICS 2003-130
CS 25.12.33/13.714%* 798,321 0.04
2,000,000 Fannie Mae REMICS 2003-17 EQ 25.03.23/5.500% 2,266,235 0.10
3,000,000 Fannie Mae REMICS 2003-23 EQ 25.04.23/5.500% 3,386,010 0.15
222,335 Fannie Mae REMICS 2003-32 KC 25.05.18/5.000% 238,160 0.01
455,861 Fannie Mae REMICS 2003-33 IA 25.05.33/6.500% 68,275 0.00
1,674,896 Fannie Mae REMICS 2003-35 BC 25.05.18/5.000% 1,784,649 0.08
471,471 Fannie Mae REMICS 2003-35 IU 25.05.33/6.000% 75,137 0.00
200,000 Fannie Mae REMICS 2003-39 LW 25.05.23/5.500% 223,081 0.01
115,487 Fannie Mae REMICS 2003-44 IU 25.06.33/7.000% 14,309 0.00
43,942 Fannie Mae REMICS 2003-52 SX 25.10.31/22.371%* 68,363 0.00
2,494,971 Fannie Mae REMICS 2003-78 B 25.08.23/5.000% 2,744,349 0.12
64,461 Fannie Mae REMICS 2003-80 SY 25.06.23/7.457%* 6,543 0.00
1,070,132 Fannie Mae REMICS 2003-81 LC 25.09.18/4.500% 1,140,578 0.05
101,200 Fannie Mae REMICS 2003-83 PG 25.06.23/5.000% 108,427 0.00
30,001 Fannie Mae REMICS 2004-10 SC 25.02.34/27.828%* 42,456 0.00
35,045 Fannie Mae REMICS 2004-25 SA 25.04.34/18.994%* 47,521 0.00
422,631 Fannie Mae REMICS 2004-46 EP 25.03.34/0.000% 414,860 0.02
352,620 Fannie Mae REMICS 2004-46 SK 25.05.34/15.969%* 479,170 0.02
2,457,966 Fannie Mae REMICS 2004-50 VZ 25.07.34/5.500% 2,729,171 0.12
173