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
471,000 Kraft Foods Group 06.06.22/3.500% 467,058 0.02
915,000 Kraft Foods Group 26.01.39/6.875% 1,110,618 0.05
300,000 Kraft Foods Group 09.02.40/6.500% 353,355 0.02
412,000 Kraft Foods Group 04.06.42/5.000% 408,300 0.02
854,000 LB-UBS Commercial Mortgage
Trust 2004-C2 A4 15.03.36/4.367% 869,307 0.04
19,511,828 LB-UBS Commercial Mortgage
Trust 2006-C1 XCL 15.02.41/0.532%* 169,929 0.01
550,000 LB-UBS Commercial Mortgage
Trust 2007-C1 AM 15.02.40/5.455% 599,976 0.03
1,000,000 LB-UBS Commercial Mortgage
Trust 2007-C2 A3 15.02.40/5.430% 1,101,313 0.05
799,567 Lehman Mortgage Trust 2008-2
1A6 25.03.38/6.000% 774,424 0.04
258,000 Liberty Mutual Group 144A 01.06.21/5.000% 269,005 0.01
123,852 Long Beach Mortgage Loan
Trust 2006-WL2 2A3 25.01.36/0.393%* 111,615 0.01
1,000,000 Macquarie Equipment Funding
Trust 2012-A A2 20.04.15/0.610% 999,727 0.05
560,000 Manufacturers & Traders Trust 04.12.17/6.625% 659,499 0.03
145,000 MassMutual Global
Funding II 144A 14.04.16/3.125% 152,518 0.01
1,250,000 MassMutual Global Funding
II 144A 05.04.17/2.000% 1,253,651 0.06
316,000 MassMutual Global
Funding II 144A 17.10.22/2.500% 286,955 0.01
641,581 MASTR Adjustable Rate
Mortgages Trust 2004-13 2A1 21.04.34/2.672%* 651,052 0.03
2,057,255 MASTR Adjustable Rate
Mortgages Trust 2004-13 3A7 21.11.34/2.625%* 2,107,694 0.10
49,025 MASTR Adjustable Rate
Mortgages Trust 2004-3 4A2 25.04.34/2.432%* 48,298 0.00
67,245 MASTR Alternative Loans Trust
2004-10 1A1 25.09.19/4.500% 68,837 0.00
139,744 MASTR Alternative Loans Trust
2004-4 10A1 25.05.24/5.000% 145,476 0.01
485,836 MASTR Alternative Loans Trust
2004-4 1A1 25.05.34/5.500% 511,618 0.02
474,502 MASTR Alternative Loans Trust
2004-4 9A1 25.04.19/5.500% 498,112 0.02
203,989 MASTR Alternative Loans Trust
2004-5 5A1 25.06.19/4.750% 207,023 0.01
119,104 MASTR Alternative Loans Trust
2004-6 7A1 25.07.34/6.000% 122,975 0.01
345,637 MASTR Alternative Loans Trust
2005-6 3A1 25.11.20/5.500% 348,156 0.02
52,341 MASTR Asset Securitization
Trust 2003-2 1A1 25.03.18/5.000% 53,939 0.00
541,949 MASTR Asset Securitization
Trust 2004-4 1A6 26.12.33/5.250% 552,768 0.03
755,921 MASTR Reperforming Loan
Trust 2005-2 1A1F 25.05.35/0.543%* 635,220 0.03
290,938 MASTR Seasoned Securitization
Trust 2004-2 A1 25.08.32/6.500% 317,249 0.01
940,698 MASTR Seasoned Securitization
Trust 2004-2 A2 25.08.32/6.500% 1,043,431 0.05
175,000 Medco Health Solutions 15.09.15/2.750% 180,376 0.01
800,000 Medco Health Solutions 15.09.20/4.125% 818,544 0.04
3,376 Mercedes-Benz Auto
Receivables Trust 2010-1 A3 15.08.14/1.420% 3,377 0.00
656,680 Mercedes-Benz Auto
Receivables Trust 2012-1 A2 16.03.15/0.370% 656,891 0.03
121,154 Merrill Lynch Mortgage
Investors 2003-A4 2A 25.07.33/2.663%* 122,440 0.01
360,329 Merrill Lynch Mortgage
Investors 2004-A4 A2 25.08.34/2.515%* 365,985 0.02
450,000 Merrill Lynch Mortgage Trust
2005-LC1 AJ 12.01.44/5.528%* 481,068 0.02
77,608 Merrill Lynch Mortgage Trust
2005-MCP1 ASB 12.06.43/4.674%* 77,527 0.00
400,000 Merrill Lynch/Countrywide
Commercial Mortgage Trust
2006-1 A4 12.02.39/5.664%* 437,589 0.02
14,770,120 Merrill Lynch/Countrywide
Commercial Mortgage Trust
2006-4 XC 12.12.49/0.228%* 180,912 0.01
100,000 Metropolitan Life Global
Funding I 144A 18.09.13/5.200% 101,045 0.00
200,000 Metropolitan Life Global
Funding I 144A 10.06.14/5.125% 208,692 0.01
1,420,000 Metropolitan Life Global
Funding I 144A 29.06.15/1.700% 1,442,973 0.07
300,000 Metropolitan Life Global
Funding I 144A 11.01.16/3.125% 313,600 0.01
853,000 Metropolitan Life Global
Funding I 144A 10.01.18/1.500% 827,423 0.04
390,000 Microsoft 25.09.15/1.625% 399,064 0.02
231,000 Microsoft 15.11.17/0.875% 224,202 0.01
338,000 Microsoft 15.11.22/2.125% 309,855 0.01
594,000 Microsoft 01.05.23/2.375% 550,635 0.02
112,000 Microsoft 01.10.40/4.500% 111,883 0.01
300,000 MidAmerican Energy 15.07.17/5.950% 347,765 0.02
125,000 MidAmerican Energy 15.03.18/5.300% 142,773 0.01
807,756 MLCC Mortgage Investors
2004-1 2A1 25.12.34/2.266%* 806,108 0.04
900,000 Mondelez International 11.08.17/6.500% 1,049,931 0.05
105,000 Mondelez International 01.02.18/6.125% 121,477 0.01
974,636 Morgan Stanley Capital I
2004-HQ4 A7 14.04.40/4.970% 1,002,347 0.05
219,959 Morgan Stanley Capital I
2004-T13 A4 13.09.45/4.660% 221,475 0.01
35,165,264 Morgan Stanley Capital I
2006-IQ12 X1 15.12.43/0.195%* 481,817 0.02
442,000 Morgan Stanley Capital I
2011-C3 A3 15.07.49/4.054% 469,846 0.02
103,366 Morgan Stanley Mortgage Loan
Trust 2004-3 1A 25.05.19/5.000% 105,956 0.00
769,264 Morgan Stanley Mortgage Loan
Trust 2004-3 4A 25.04.34/5.686%* 807,726 0.04
4,410,361 Morgan Stanley Re-Remic Trust
2012-XA A 27.07.49/2.000% 4,465,490 0.20
84,171 MortgageIT Trust 2005-1 1A1 25.02.35/0.513%* 80,277 0.00
600,000 Nabors Industries 15.09.21/4.625% 596,340 0.03
154,000 National Oilwell Varco 01.12.17/1.350% 149,642 0.01
200,000 National Rural Utilities
Cooperative Finance 01.03.14/4.750% 205,730 0.01
100,000 National Rural Utilities
Cooperative Finance 01.11.18/10.375% 138,055 0.01
500,000 National Semiconductor 15.06.17/6.600% 588,610 0.03
570,000 NBCUniversal Media 30.04.20/5.150% 648,472 0.03
566,000 NBCUniversal Media 30.04.40/6.400% 669,881 0.03
300,000 NBCUniversal Media 01.04.41/5.950% 338,574 0.02
590,268 NCUA Guaranteed Notes
2010-A1 A 07.12.20/0.543%* 591,921 0.03
2,852,153 NCUA Guaranteed Notes
2010-C1 APT 29.10.20/2.650% 2,968,681 0.13
1,593,422 NCUA Guaranteed Notes
2010-R3 1A 08.12.20/0.753%* 1,599,318 0.07
385,366 NCUA Guaranteed Notes
2010-R3 3A 08.12.20/2.400% 392,110 0.02
460,000 Nevada Power 01.04.36/6.650% 576,146 0.03
45,000 Nevada Power 15.09.40/5.375% 49,551 0.00
350,000 New York Life Global
Funding 144A 04.05.15/3.000% 364,683 0.02
1,200,000 New York Life Global
Funding 144A 24.07.15/0.750% 1,203,218 0.05
175,000 New York State Dormitory
Authority 15.03.40/5.600% 193,328 0.01
100,000 News America 18.05.18/7.250% 121,801 0.01
300,000 News America 26.04.23/8.875% 392,115 0.02
15,000 News America 20.01.24/7.750% 18,040 0.00
480,000 News America 15.07.24/9.500% 642,658 0.03
170,000 News America 30.10.25/7.700% 207,970 0.01
200,000 News America 30.11.28/7.625% 243,619 0.01
250,000 News America 15.12.34/6.200% 269,315 0.01
200,000 News America 15.11.37/6.650% 227,410 0.01
60,000 Niagara Mohawk Power 144A 15.08.19/4.881% 66,873 0.00
180,000 Nisource Finance 01.12.21/4.450% 186,149 0.01
30,315 Nissan Auto Receivables Owner
Trust 2010-A A3 15.07.14/0.870% 30,331 0.00
300,000 Nissan Auto Receivables Owner
Trust 2010-A A4 15.09.16/1.310% 301,454 0.01
259,000 Nissan Auto Receivables Owner
Trust 2012-A A3 16.05.16/0.730% 259,696 0.01
333,000 Nissan Auto Receivables Owner
Trust 2012-A A4 16.07.18/1.000% 334,400 0.02
486,000 Nissan Motor Acceptance 144A 15.03.18/1.800% 473,920 0.02
7,312 Nomura Asset Acceptance Corp
Alternative Loan Trust Series
2003-A1 A1 25.05.33/5.500% 7,490 0.00
4,189 Nomura Asset Acceptance Corp
Alternative Loan Trust Series
2003-A1 A2 25.05.33/6.000% 4,431 0.00
3,108 Nomura Asset Acceptance Corp
Alternative Loan Trust Series
2003-A1 A5 25.04.33/7.000% 3,288 0.00
42,000 Norfolk Southern 15.02.23/2.903% 39,681 0.00
113,000 Northern Trust 15.08.13/5.500% 113,729 0.01
716,000 Ohio State University 01.06.2111/4.800% 614,142 0.03
465,000 Oncor Electric Delivery 01.09.18/6.800% 562,566 0.03
150,000 Oncor Electric Delivery 01.09.22/7.000% 184,822 0.01
100,000 Oracle 15.01.16/5.250% 110,578 0.01
250,000 Oracle 15.04.18/5.750% 290,890 0.01
100,000 Oracle 08.07.19/5.000% 114,215 0.01
235,000 Oracle 15.04.38/6.500% 293,504 0.01
379,000 Oracle 08.07.39/6.125% 455,893 0.02
97,000 Oracle 15.07.40/5.375% 107,374 0.00
400,000 Pacific Life Insurance 144A 15.06.39/9.250% 530,113 0.02
350,000 Pacificorp 15.07.18/5.650% 408,922 0.02
275,000 Pacificorp 15.01.19/5.500% 319,894 0.01
179