JPMorgan Funds Audited Annual Report - JP Morgan Asset ...
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<strong><strong>JP</strong><strong>Morgan</strong></strong> <strong>Funds</strong> - US Aggregate Bond Fund<br />

Schedule of Investments (Market Value Expressed in USD) (continued)<br />

As at 30 June 2013<br />

Quantity/<br />

Nominal<br />

Value<br />

Name of Securities<br />

Maturity/<br />

Coupon<br />

Market<br />

Value<br />

%<br />

of<br />

Net<br />

<strong>Asset</strong>s<br />

Quantity/<br />

Nominal<br />

Value<br />

Name of Securities<br />

Maturity/<br />

Coupon<br />

Market<br />

Value<br />

%<br />

of<br />

Net<br />

<strong>Asset</strong>s<br />

834,536 Ginnie Mae 2010-14 QP 20.12.39/6.000% 911,613 0.04<br />

828,062 Ginnie Mae 2010-157 OP 20.12.40/0.000% 672,587 0.03<br />

3,479,600 Ginnie Mae 2010-H17 XQ 20.07.60/5.245%* 3,971,269 0.18<br />

7,373,655 Ginnie Mae 2011-137 WA 20.07.40/5.522%* 8,380,100 0.38<br />

1,848,989 Ginnie Mae 2011-163 WA 20.12.38/5.796%* 2,037,049 0.09<br />

1,618,095 Ginnie Mae 2011-17 FP 20.09.40/0.592%* 1,633,527 0.07<br />

1,944,453 Ginnie Mae 2012-138 PT 16.11.42/3.942%* 2,056,456 0.09<br />

2,748,531 Ginnie Mae 2012-141 WC 20.01.42/3.773%* 2,942,349 0.13<br />

4,806,524 Ginnie Mae 2012-H10 FA 20.12.61/0.748%* 4,827,199 0.22<br />

2,897,346 Ginnie Mae 2012-H15 FA 20.05.62/0.648%* 2,896,552 0.13<br />

2,239,783 Ginnie Mae 2012-H21 CF 20.05.61/0.898%* 2,257,076 0.10<br />

3,997,446 Ginnie Mae 2012-H21 DF 20.05.61/0.848%* 4,027,039 0.18<br />

7,918,989 Ginnie Mae 2012-H22 FD 20.01.61/0.668%* 7,934,288 0.36<br />

1,960,302 Ginnie Mae 2012-H24 FA 20.03.60/0.648%* 1,961,918 0.09<br />

4,325,607 Ginnie Mae 2012-H24 FG 20.04.60/0.628%* 4,327,467 0.20<br />

2,478,719 Ginnie Mae 2012-H26 JA 20.10.61/0.748%* 2,498,326 0.11<br />

1,977,983 Ginnie Mae 2012-H26 MA 20.07.62/0.748%* 1,992,780 0.09<br />

3,946,400 Ginnie Mae 2012-H27 FB 20.10.62/0.698%* 3,960,999 0.18<br />

4,838,649 Ginnie Mae 2012-H28 FA 20.09.62/0.778%* 4,865,193 0.22<br />

2,014,943 Ginnie Mae 2012-H30 JA 20.01.60/0.678%* 2,025,967 0.09<br />

3,687,226 Ginnie Mae 2012-H30 PA 20.11.59/0.648%* 3,696,446 0.17<br />

2,923,475 Ginnie Mae 2012-H31 FD 20.12.62/0.538%* 2,912,194 0.13<br />

5,203,983 Ginnie Mae 2013-H01 FA 20.01.63/1.650% 5,100,187 0.23<br />

2,981,498 Ginnie Mae 2013-H01 JA 20.01.63/0.518%* 2,964,648 0.13<br />

2,965,280 Ginnie Mae 2013-H01 TA 20.01.63/0.698%* 2,981,881 0.13<br />

2,383,470 Ginnie Mae 2013-H03 FA 20.08.60/0.498%* 2,382,282 0.11<br />

1,497,059 Ginnie Mae 2013-H07 HA 20.03.63/0.608%* 1,496,073 0.07<br />

100,322 Ginnie Mae I pool No: 456388 15.03.28/7.500% 114,790 0.01<br />

26,363 Ginnie Mae I pool No: 465505 15.06.28/7.500% 30,171 0.00<br />

74,348 Ginnie Mae I pool No: 530795 15.01.23/6.500% 82,081 0.00<br />

257,895 Ginnie Mae I pool No: 569568 15.01.32/6.500% 298,282 0.01<br />

6,393 Ginnie Mae I pool No: 591882 15.07.32/6.500% 7,154 0.00<br />

12,717 Ginnie Mae I pool No: 607645 15.02.33/6.500% 14,348 0.00<br />

9,135 Ginnie Mae I pool No: 607728 15.03.33/6.000% 10,267 0.00<br />

25,107 Ginnie Mae I pool No: 611453 15.04.32/7.000% 29,301 0.00<br />

28,258 Ginnie Mae I pool No: 621970 15.02.34/6.000% 31,733 0.00<br />

323,859 Ginnie Mae I Pool No: 781328 15.09.31/7.000% 392,199 0.02<br />

3,898 Ginnie Mae I pool No: 781570 15.01.16/8.000% 4,052 0.00<br />

9,563 Ginnie Mae I pool No: 781614 15.06.33/7.000% 11,183 0.00<br />

80,496 Ginnie Mae I pool No: 781648 15.08.33/6.000% 90,616 0.00<br />

517,132 Ginnie Mae I pool No: 782507 15.10.24/9.500% 591,167 0.03<br />

482,634 Ginnie Mae I pool No: 782615 15.06.35/7.000% 578,868 0.03<br />

534,991 Ginnie Mae I pool No: 783123 15.04.33/5.500% 605,294 0.03<br />

294,954 Ginnie Mae II pool No: 4189 20.07.38/6.500% 320,128 0.01<br />

206,644 Ginnie Mae II pool No: 4217 20.08.38/6.500% 227,115 0.01<br />

2,268,213 Ginnie Mae II pool No: 4245 20.09.38/6.000% 2,510,053 0.11<br />

261,819 Ginnie Mae II pool No: 4285 20.11.38/6.000% 275,933 0.01<br />

911,970 Ginnie Mae II pool No: 748766 20.01.39/6.500% 1,038,400 0.05<br />

1,685,916 Ginnie Mae II pool No: 783389 20.08.39/6.000% 1,859,135 0.08<br />

1,330,050 Ginnie Mae II pool No: 783444 20.09.39/5.500% 1,458,379 0.07<br />

1,340,000 GMAC Commercial Mortgage<br />

Securities 2006-C1 A4 10.11.45/5.238%* 1,434,481 0.06<br />

630,192 GMAC Mortgage Corp Loan Trust<br />

2005-AR3 3A4 19.06.35/3.310%* 594,539 0.03<br />

321,233 GMAC Mortgage Loan Trust<br />

2003-AR1 A4 19.10.33/3.372%* 324,776 0.01<br />

1,038,837 GMAC Mortgage Loan Trust<br />

2003-AR2 2A4 19.12.33/3.470%* 1,031,921 0.05<br />

885,121 GMAC Mortgage Loan Trust<br />

2004-J5 A7 25.01.35/6.500% 941,768 0.04<br />

89,686 GMAC Mortgage Loan Trust<br />

2004-J6 1A1 25.01.20/5.000% 92,600 0.00<br />

1,725,000 Greenwich Capital Commercial<br />

Funding 2006-GG7 A4 10.07.38/6.056%* 1,915,678 0.09<br />

200,000 Greenwich Capital Commercial<br />

Funding 2005-GG3 AJ 10.08.42/4.859%* 207,726 0.01<br />

1,300,000 GS Mortgage Securities II<br />

2004-GG2 A6 10.08.38/5.396%* 1,337,883 0.06<br />

650,000 GS Mortgage Securities II<br />

2006-GG6 A4 10.04.38/5.553%* 709,793 0.03<br />

189,364 GSMPS Mortgage Loan Trust<br />

2004-4 1AF 25.06.34/0.593%* 170,760 0.01<br />

74,359 GSMPS Mortgage Loan Trust<br />

2005-RP1 1AF 25.01.35/0.543%* 64,044 0.00<br />

319,057 GSMPS Mortgage Loan Trust<br />

2005-RP2 1AF 25.03.35/0.543%* 272,788 0.01<br />

1,392,912 GSMPS Mortgage Loan Trust<br />

2006-RP2 1AS2 25.04.36/4.960%* 214,244 0.01<br />

1,295,567 GSR Mortgage Loan Trust<br />

2003-7F 1A4 25.06.33/5.250% 1,294,346 0.06<br />

536,364 GSR Mortgage Loan Trust<br />

2004-6F 3A4 25.05.34/6.500% 577,741 0.03<br />

996,532 GSR Mortgage Loan Trust<br />

2007-1F 2A4 25.01.37/5.500% 979,374 0.04<br />

397,000 HCP 01.02.20/2.625% 371,197 0.02<br />

550,000 Honda Auto Receivables Owner<br />

Trust 2012-2 A3 16.02.16/0.700% 550,332 0.02<br />

125,000 HP Enterprise Services 01.08.13/6.000% 125,529 0.01<br />

162,249 HSBC Home Equity Loan Trust<br />

2005-2 M2 20.01.35/0.682%* 154,329 0.01<br />

800,000 HSBC USA 16.01.18/1.625% 777,120 0.04<br />

567,000 Huntington Auto Trust 2012-1 A3 15.09.16/0.810% 568,848 0.03<br />

666,141 Huntington Auto Trust<br />

2012-2 A2 15.09.15/0.380% 666,126 0.03<br />

69,027 Hyundai Auto Receivables Trust<br />

2010-B A3 15.04.15/0.970% 69,128 0.00<br />

375,000 Hyundai Auto Receivables Trust<br />

2010-B A4 15.03.17/1.630% 379,879 0.02<br />

120,611 Hyundai Auto Receivables Trust<br />

2011-A A3 15.04.15/1.160% 120,839 0.01<br />

365,000 Hyundai Auto Receivables Trust<br />

2011-A A4 15.12.15/1.780% 369,253 0.02<br />

156,661 Hyundai Auto Receivables Trust<br />

2011-B A3 15.09.15/1.040% 157,048 0.01<br />

288,000 Hyundai Auto Receivables Trust<br />

2011-B A4 15.02.17/1.650% 291,686 0.01<br />

683,548 Hyundai Auto Receivables Trust<br />

2012-A A3 15.03.16/0.720% 684,735 0.03<br />

689,518 Hyundai Auto Receivables Trust<br />

2012-B A2 15.01.15/0.540% 689,771 0.03<br />

678,000 Hyundai Auto Receivables Trust<br />

2012-B A3 15.09.16/0.620% 678,470 0.03<br />

107,750 Impac Secured <strong>Asset</strong>s CMN<br />

Owner Trust 2003-2 A1 25.08.33/5.500% 113,666 0.01<br />

4,380 Impac Secured <strong>Asset</strong>s CMN<br />

Owner Trust 2004-3 1A4 25.11.34/0.993%* 4,017 0.00<br />

656,264 Impac Secured <strong>Asset</strong>s CMN<br />

Owner Trust 2006-1 2A1 25.05.36/0.543%* 646,770 0.03<br />

482,011 Impac Secured <strong>Asset</strong>s CMN<br />

Owner Trust 2006-2 2A1 25.08.36/0.543%* 455,963 0.02<br />

720,000 Indiana Michigan Power 15.03.23/3.200% 683,706 0.03<br />

8,114 Indymac Index Mortgage Loan<br />

Trust 2004-AR7 A1 25.09.34/1.073%* 6,135 0.00<br />

279,000 Intel 01.10.21/3.300% 279,520 0.01<br />

564,000 Intel 15.12.32/4.000% 524,272 0.02<br />

359,000 Intel 01.10.41/4.800% 352,463 0.02<br />

315,000 International Business Machines 22.07.16/1.950% 322,996 0.01<br />

1,643,000 International Business Machines 15.05.20/1.625% 1,534,767 0.07<br />

250,000 Intuit 15.03.17/5.750% 278,004 0.01<br />

280,000 Jefferies Group 20.01.43/6.500% 265,563 0.01<br />

167,000 John Deere Capital 15.10.21/3.150% 165,153 0.01<br />

209,094 John Deere Owner Trust<br />

2011-A A3 15.01.16/1.290% 209,828 0.01<br />

355,000 John Deere Owner Trust<br />

2011-A A4 16.04.18/1.960% 359,790 0.02<br />

653,102 John Deere Owner Trust 2012-B<br />

A2 17.02.15/0.430% 653,407 0.03<br />

872,000 John Deere Owner Trust<br />

2012-B A4 15.01.19/0.690% 869,838 0.04<br />

361,274 John Sevier Combined Cycle<br />

Generation 15.01.42/4.626% 378,204 0.02<br />

479,960 <strong><strong>JP</strong><strong>Morgan</strong></strong> Chase Commercial<br />

Mortgage Securities<br />

2004-CB8 A4 12.01.39/4.404% 487,436 0.02<br />

582,334 <strong><strong>JP</strong><strong>Morgan</strong></strong> Chase Commercial<br />

Mortgage Securities<br />

2004-CB9 A4 12.06.41/5.758%* 604,115 0.03<br />

750,000 <strong><strong>JP</strong><strong>Morgan</strong></strong> Chase Commercial<br />

Mortgage Securities 2005-CB11<br />

AJ 12.08.37/5.541%* 792,482 0.04<br />

1,000,000 <strong><strong>JP</strong><strong>Morgan</strong></strong> Chase Commercial<br />

Mortgage Securities<br />

2006-CB15 A4 12.06.43/5.814%* 1,100,655 0.05<br />

990,326 <strong><strong>JP</strong><strong>Morgan</strong></strong> Chase Commercial<br />

Mortgage Securities<br />

2006-CB16 A4 12.05.45/5.552% 1,095,626 0.05<br />

1,000,000 <strong><strong>JP</strong><strong>Morgan</strong></strong> Chase Commercial<br />

Mortgage Securities 2006-LDP8<br />

A4 15.05.45/5.399% 1,101,756 0.05<br />

11,738,133 <strong><strong>JP</strong><strong>Morgan</strong></strong> Chase Commercial<br />

Mortgage Securities 2006-LDP8<br />

X 15.05.45/0.729%* 177,099 0.01<br />

350,000 <strong><strong>JP</strong><strong>Morgan</strong></strong> Chase Commercial<br />

Mortgage Securities 2006-LDP9<br />

A3SF 15.05.47/0.348%* 348,900 0.02<br />

115,181 <strong><strong>JP</strong><strong>Morgan</strong></strong> Mortgage Trust<br />

2004-A3 4A1 25.07.34/2.753%* 117,802 0.01<br />

106,133 <strong><strong>JP</strong><strong>Morgan</strong></strong> Mortgage Trust<br />

2004-A4 1A1 25.09.34/2.913%* 107,084 0.00<br />

262,865 <strong><strong>JP</strong><strong>Morgan</strong></strong> Mortgage Trust<br />

2006-A2 4A1 25.08.34/2.823%* 259,404 0.01<br />

807,715 <strong><strong>JP</strong><strong>Morgan</strong></strong> Mortgage Trust<br />

2006-A2 5A3 25.11.33/2.888%* 808,349 0.04<br />

311,668 <strong><strong>JP</strong><strong>Morgan</strong></strong> Reremic 2009-7 14A1 27.07.37/2.428%* 311,484 0.01<br />

146,864 <strong><strong>JP</strong><strong>Morgan</strong></strong> Reremic 2009-7 17A1 27.07.37/5.761%* 146,496 0.01<br />

246,562 <strong><strong>JP</strong><strong>Morgan</strong></strong> Reremic 2009-7 18A1 27.11.36/5.023%* 249,000 0.01<br />

282,969 <strong><strong>JP</strong><strong>Morgan</strong></strong> Reremic 2009-8 A1 20.04.36/5.842%* 292,270 0.01<br />

380,000 Kansas City Power & Light 15.03.23/3.150% 361,394 0.02<br />

595,000 Kraft Foods Group 23.08.18/6.125% 698,277 0.03<br />

178

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