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
210,420 Freddie Mac Non Gold Pool No:
1Q0737 01.11.36/6.432%* 222,700 0.01
1,119,042 Freddie Mac Non Gold Pool No:
1Q0739 01.03.37/2.454%* 1,200,000 0.05
1,571 Freddie Mac Non Gold Pool No:
555325 01.06.17/8.750% 1,600 0.00
358,285 Freddie Mac Non Gold Pool No:
782760 01.11.36/6.096%* 379,090 0.02
582,685 Freddie Mac Non Gold Pool No:
782870 01.09.34/2.513%* 622,768 0.03
1,220,310 Freddie Mac Non Gold Pool No:
782979 01.01.35/5.018%* 1,316,110 0.06
496,583 Freddie Mac Non Gold Pool No:
782980 01.01.35/2.451%* 529,157 0.02
256,184 Freddie Mac Non Gold Pool No:
847621 01.05.33/2.406%* 272,788 0.01
1,311,751 Freddie Mac Non Gold Pool No:
848365 01.07.36/5.052%* 1,417,889 0.06
1,161,509 Freddie Mac Non Gold Pool No:
848431 01.02.36/4.847%* 1,250,303 0.06
1,115,433 Freddie Mac Non Gold Pool No:
848699 01.07.40/3.990%* 1,201,720 0.05
118,447 Freddie Mac Non Gold Pool No:
972200 01.03.36/2.715%* 126,178 0.01
12,092 Freddie Mac Reference REMIC
R004 VG 15.08.21/6.000% 12,090 0.00
6,131,282 Freddie Mac Reference REMIC
R006 ZA 15.04.36/6.000% 6,756,507 0.31
2,291,957 Freddie Mac Reference REMIC
R007 ZA 15.05.36/6.000% 2,496,768 0.11
168,414 Freddie Mac REMICS 1081 K 15.05.21/7.000% 188,884 0.01
200,191 Freddie Mac REMICS 1142 IA 15.10.21/7.000% 225,104 0.01
76,838 Freddie Mac REMICS 1578 K 15.09.23/6.900% 87,091 0.00
22,984 Freddie Mac REMICS 1609 LG 15.11.23/16.792%* 26,539 0.00
545,269 Freddie Mac REMICS 1621 J 15.11.23/6.400% 610,492 0.03
3,010 Freddie Mac REMICS 1668 D 15.02.14/6.500% 3,037 0.00
108,043 Freddie Mac REMICS 1863 Z 15.07.26/6.500% 120,361 0.01
300,926 Freddie Mac REMICS 1927 ZA 15.01.27/6.500% 337,530 0.02
161,084 Freddie Mac REMICS 2033 J 15.06.23/5.600% 176,021 0.01
35,144 Freddie Mac REMICS 2061 Z 15.06.28/6.500% 39,323 0.00
45,629 Freddie Mac REMICS 2075 PH 15.08.28/6.500% 51,695 0.00
4,763 Freddie Mac REMICS 2102 TC 15.12.13/6.000% 4,806 0.00
207,538 Freddie Mac REMICS 2110 PG 15.01.29/6.000% 229,832 0.01
899,950 Freddie Mac REMICS 2165 PE 15.06.29/6.000% 1,007,744 0.05
64,481 Freddie Mac REMICS 2169 TB 15.06.29/7.000% 74,549 0.00
229,107 Freddie Mac REMICS 2172 QC 15.07.29/7.000% 260,964 0.01
39,589 Freddie Mac REMICS 2259 ZM 15.10.30/7.000% 45,860 0.00
199,147 Freddie Mac REMICS 2283 K 15.12.23/6.500% 221,921 0.01
139,798 Freddie Mac REMICS 2344 ZD 15.08.31/6.500% 151,659 0.01
39,847 Freddie Mac REMICS 2345 PQ 15.08.16/6.500% 41,890 0.00
29,781 Freddie Mac REMICS 2355 BP 15.09.16/6.000% 31,450 0.00
24,977 Freddie Mac REMICS 2360 PG 15.09.16/6.000% 26,484 0.00
33,075 Freddie Mac REMICS 2363 PF 15.09.16/6.000% 34,930 0.00
26,572 Freddie Mac REMICS 2366 MD 15.10.16/6.000% 28,113 0.00
94,326 Freddie Mac REMICS 2388 EZ 15.06.31/8.500% 111,143 0.01
141,813 Freddie Mac REMICS 2388 FB 15.01.29/0.793%* 143,416 0.01
41,539 Freddie Mac REMICS 2410 NG 15.02.32/6.500% 45,366 0.00
49,699 Freddie Mac REMICS 2416 SH 17.02.32/15.615%* 71,912 0.00
225,932 Freddie Mac REMICS 2423 TB 15.03.32/6.500% 256,349 0.01
31,091 Freddie Mac REMICS 2424 OG 15.03.17/6.000% 33,097 0.00
37,911 Freddie Mac REMICS 2425 OB 15.03.17/6.000% 40,411 0.00
40,382 Freddie Mac REMICS 2434 TC 15.04.32/7.000% 45,561 0.00
57,241 Freddie Mac REMICS 2453 BD 15.05.17/6.000% 61,110 0.00
5,946 Freddie Mac REMICS 2466 PG 15.04.32/6.500% 6,040 0.00
542,252 Freddie Mac REMICS 2483 HZ 15.08.32/4.500% 564,096 0.03
78,297 Freddie Mac REMICS 2484 LZ 15.07.32/6.500% 88,159 0.00
56,963 Freddie Mac REMICS 2503 BH 15.09.17/5.500% 60,885 0.00
143,645 Freddie Mac REMICS 2537 TE 15.12.17/5.500% 153,881 0.01
227,316 Freddie Mac REMICS 2544 HC 15.12.32/6.000% 255,036 0.01
696,466 Freddie Mac REMICS 2549 ZG 15.01.18/5.000% 719,955 0.03
1,163,274 Freddie Mac REMICS 2568 KG 15.02.23/5.500% 1,275,321 0.06
376,468 Freddie Mac REMICS 2571 SY 15.12.32/18.138%* 596,456 0.03
177,094 Freddie Mac REMICS 2575 ME 15.02.33/6.000% 198,492 0.01
526 Freddie Mac REMICS 2597 DS 15.02.33/7.358%* 5 0.00
74 Freddie Mac REMICS 2610 DS 15.03.33/6.908%* 0 0.00
1,759,634 Freddie Mac REMICS 2619 AE 15.05.23/5.000% 1,941,915 0.09
126,811 Freddie Mac REMICS 2631 SA 15.06.33/14.497%* 154,308 0.01
100,489 Freddie Mac REMICS 2636 Z 15.06.18/4.500% 106,339 0.00
65,905 Freddie Mac REMICS 2650 PO 15.12.32/0.000% 65,761 0.00
189,489 Freddie Mac REMICS 2650 SO 15.12.32/0.000% 189,805 0.01
80,831 Freddie Mac REMICS 2671 S 15.09.33/14.405%* 95,379 0.00
83,552 Freddie Mac REMICS 2672 ME 15.11.22/5.000% 86,893 0.00
861,510 Freddie Mac REMICS 2677 LE 15.09.18/4.500% 921,646 0.04
541,978 Freddie Mac REMICS 2684 PO 15.01.33/0.000% 537,905 0.02
51,933 Freddie Mac REMICS 2694 BA 15.06.31/4.000% 54,943 0.00
718,551 Freddie Mac REMICS 2695 DG 15.10.18/4.000% 754,509 0.03
893,786 Freddie Mac REMICS 2707 QE 15.11.18/4.500% 954,267 0.04
2,000,000 Freddie Mac REMICS 2709 PG 15.11.23/5.000% 2,226,084 0.10
219,496 Freddie Mac REMICS 2720 PC 15.12.23/5.000% 233,630 0.01
187,905 Freddie Mac REMICS 2725 SC 15.11.33/8.784%* 207,559 0.01
1,000,000 Freddie Mac REMICS 2733 SB 15.10.33/7.837%* 1,108,175 0.05
951,105 Freddie Mac REMICS 2750 TC 15.02.34/5.250% 1,039,947 0.05
5,000,000 Freddie Mac REMICS 2770 TW 15.03.19/4.500% 5,410,895 0.24
219,123 Freddie Mac REMICS 2777 KO 15.02.33/0.000% 219,459 0.01
15,962 Freddie Mac REMICS 2780 JG 15.04.19/4.500% 16,412 0.00
500,000 Freddie Mac REMICS 2783 AT 15.04.19/4.000% 533,894 0.02
567,455 Freddie Mac REMICS 2809 UC 15.06.19/4.000% 601,174 0.03
7,141 Freddie Mac REMICS 2812 AB 15.10.18/4.500% 7,160 0.00
281,646 Freddie Mac REMICS 2835 BO 15.12.28/0.000% 281,798 0.01
44,729 Freddie Mac REMICS 2840 JO 15.06.23/0.000% 44,824 0.00
1,000,000 Freddie Mac REMICS 2843 VB 15.08.23/5.500% 1,046,769 0.05
73,727 Freddie Mac REMICS 2850 SN 15.09.18/6.958%* 1,117 0.00
264,426 Freddie Mac REMICS 2922 JN 15.02.20/4.500% 276,127 0.01
118,040 Freddie Mac REMICS 2931 QC 15.01.19/4.500% 118,716 0.01
399,193 Freddie Mac REMICS 2934 EC 15.02.20/0.000% 396,507 0.02
745,400 Freddie Mac REMICS 2945 ZB 15.03.35/5.500% 847,021 0.04
3,145,147 Freddie Mac REMICS 2949 YZ 15.03.35/5.500% 3,435,211 0.16
822,579 Freddie Mac REMICS 2958 QD 15.04.20/4.500% 874,043 0.04
800,000 Freddie Mac REMICS 2965 GD 15.04.20/4.500% 856,041 0.04
189,787 Freddie Mac REMICS 2967 S 15.04.25/32.766%* 314,924 0.01
435,044 Freddie Mac REMICS 2971 GC 15.07.18/5.000% 442,795 0.02
161,559 Freddie Mac REMICS 2979 AS 15.03.34/23.568%* 212,793 0.01
350,255 Freddie Mac REMICS 2990 SL 15.06.34/23.787%* 494,377 0.02
102,778 Freddie Mac REMICS 2990 WP 15.06.35/16.531%* 125,584 0.01
48,765 Freddie Mac REMICS 3022 SY 15.08.25/16.394%* 65,413 0.00
577,379 Freddie Mac REMICS 3029 SP 15.09.35/27.947%* 844,153 0.04
1,308,004 Freddie Mac REMICS 3035 Z 15.09.35/5.850% 1,433,635 0.06
117,163 Freddie Mac REMICS 3047 OB 15.12.33/5.500% 120,214 0.01
200,000 Freddie Mac REMICS 3047 OD 15.10.35/5.500% 231,483 0.01
242,791 Freddie Mac REMICS 3049 XF 15.05.33/0.543%* 244,506 0.01
94,941 Freddie Mac REMICS 3051 DP 15.10.25/27.181%* 144,875 0.01
700,000 Freddie Mac REMICS 3064 OE 15.11.35/5.500% 799,787 0.04
424,500 Freddie Mac REMICS 3064 SG 15.11.35/19.358%* 571,959 0.03
115,776 Freddie Mac REMICS 3068 AO 15.01.35/0.000% 115,853 0.01
1,000,000 Freddie Mac REMICS 3074 BH 15.11.35/5.000% 1,115,418 0.05
515,557 Freddie Mac REMICS 3077 TO 15.04.35/0.000% 474,538 0.02
1,588,526 Freddie Mac REMICS 3085 WF 15.08.35/0.993%* 1,611,095 0.07
494,842 Freddie Mac REMICS 3102 FB 15.01.36/0.493%* 497,488 0.02
82,094 Freddie Mac REMICS 3117 EO 15.02.36/0.000% 77,741 0.00
508,697 Freddie Mac REMICS 3117 OG 15.02.36/0.000% 489,538 0.02
94,023 Freddie Mac REMICS 3117 OK 15.02.36/0.000% 86,191 0.00
525,245 Freddie Mac REMICS 3122 OH 15.03.36/0.000% 501,577 0.02
27,117 Freddie Mac REMICS 3134 PO 15.03.36/0.000% 25,636 0.00
120,893 Freddie Mac REMICS 3138 PO 15.04.36/0.000% 114,322 0.01
861,633 Freddie Mac REMICS 3143 BC 15.02.36/5.500% 953,589 0.04
1,229,029 Freddie Mac REMICS 3147 PF 15.04.36/0.493%* 1,233,567 0.06
266,838 Freddie Mac REMICS 3151 PO 15.05.36/0.000% 246,681 0.01
633,042 Freddie Mac REMICS 3152 MO 15.03.36/0.000% 581,252 0.03
461,380 Freddie Mac REMICS 3153 EO 15.05.36/0.000% 423,195 0.02
11,360 Freddie Mac REMICS 3169 BN 15.06.34/5.000% 11,409 0.00
185,642 Freddie Mac REMICS 3171 MO 15.06.36/0.000% 166,095 0.01
1,565,758 Freddie Mac REMICS 3181 AZ 15.07.36/6.500% 1,822,717 0.08
112,333 Freddie Mac REMICS 3194 SA 15.07.36/6.908%* 19,435 0.00
1,843,648 Freddie Mac REMICS 3195 PD 15.07.36/6.500% 2,068,806 0.09
655,571 Freddie Mac REMICS 3200 AY 15.08.36/5.500% 720,136 0.03
417,058 Freddie Mac REMICS 3200 PO 15.08.36/0.000% 387,785 0.02
1,707,495 Freddie Mac REMICS 3202 HI 15.08.36/6.458%* 224,554 0.01
2,000,000 Freddie Mac REMICS 3218 BE 15.09.35/6.000% 2,136,096 0.10
304,250 Freddie Mac REMICS 3219 DI 15.04.36/6.000% 45,374 0.00
983,159 Freddie Mac REMICS 3220 Z 15.09.36/6.000% 1,080,080 0.05
267,124 Freddie Mac REMICS 3232 ST 15.10.36/6.508%* 37,546 0.00
152,489 Freddie Mac REMICS 3260 CS 15.01.37/5.948%* 21,698 0.00
2,834,302 Freddie Mac REMICS 3266 D 15.01.22/5.000% 3,074,140 0.14
101,429 Freddie Mac REMICS 3275 FL 15.02.37/0.633%* 102,200 0.00
208,624 Freddie Mac REMICS 3287 PM 15.10.35/6.000% 216,688 0.01
687,012 Freddie Mac REMICS 3288 LO 15.03.37/0.000% 653,266 0.03
1,439,205 Freddie Mac REMICS 3315 HZ 15.05.37/6.000% 1,619,272 0.07
500,226 Freddie Mac REMICS 3316 GD 15.06.35/5.500% 506,005 0.02
271,504 Freddie Mac REMICS 3316 JO 15.05.37/0.000% 256,685 0.01
1,000,000 Freddie Mac REMICS 3349 DP 15.09.36/6.000% 1,084,458 0.05
22,907 Freddie Mac REMICS 3369 VA 15.07.18/6.000% 22,909 0.00
456,054 Freddie Mac REMICS 3385 SN 15.11.37/5.808%* 59,324 0.00
821,323 Freddie Mac REMICS 3387 SA 15.11.37/6.228%* 110,841 0.01
558,928 Freddie Mac REMICS 3393 JO 15.09.32/0.000% 510,309 0.02
1,323,064 Freddie Mac REMICS 3404 SC 15.01.38/5.808%* 165,936 0.01
1,307,226 Freddie Mac REMICS 3422 AI 15.01.38/0.250%* 15,318 0.00
357,848 Freddie Mac REMICS 3424 PI 15.04.38/6.608%* 64,670 0.00
722,979 Freddie Mac REMICS 3453 B 15.05.38/5.500% 792,442 0.04
1,166,551 Freddie Mac REMICS 3455 SE 15.06.38/6.008%* 184,442 0.01
288,479 Freddie Mac REMICS 3461 LZ 15.06.38/6.000% 321,773 0.01
1,348,850 Freddie Mac REMICS 3461 Z 15.06.38/6.000% 1,531,694 0.07
361,980 Freddie Mac REMICS 3481 SJ 15.08.38/5.658%* 51,500 0.00
1,000,000 Freddie Mac REMICS 3501 CB 15.01.39/5.500% 1,070,350 0.05
201,588 Freddie Mac REMICS 3505 SA 15.01.39/5.808%* 25,252 0.00
176