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
650,000 US Treasury 15.02.31/5.375% 840,785 0.04
6,600,000 US Treasury 15.02.36/4.500% 7,785,938 0.35
2,700,000 US Treasury 15.02.37/4.750% 3,299,273 0.15
400,000 US Treasury 15.05.37/5.000% 505,281 0.02
1,500,000 US Treasury 15.05.38/4.500% 1,771,992 0.08
1,400,000 US Treasury (Strip Principal) 15.05.20/0.000% 1,222,628 0.06
1,000,000 US Treasury (Strip) 15.11.14/0.000% 996,714 0.05
3,000,000 US Treasury (Strip) 15.05.15/0.000% 2,980,144 0.13
8,300,000 US Treasury (Strip) 15.08.15/0.000% 8,227,400 0.37
4,660,000 US Treasury (Strip) 15.11.15/0.000% 4,602,071 0.21
3,535,000 US Treasury (Strip) 15.05.16/0.000% 3,468,627 0.16
17,600,000 US Treasury (Strip) 15.08.16/0.000% 17,185,115 0.78
7,350,000 US Treasury (Strip) 15.11.16/0.000% 7,140,104 0.32
15,222,000 US Treasury (Strip) 15.02.17/0.000% 14,706,951 0.67
10,765,000 US Treasury (Strip) 15.08.17/0.000% 10,263,947 0.46
2,380,000 US Treasury (Strip) 15.11.17/0.000% 2,253,211 0.10
4,580,000 US Treasury (Strip) 15.08.18/0.000% 4,238,269 0.19
6,950,000 US Treasury (Strip) 15.05.19/0.000% 6,275,522 0.28
8,850,000 US Treasury (Strip) 15.08.19/0.000% 7,931,123 0.36
10,000,000 US Treasury (Strip) 15.02.20/0.000% 8,797,752 0.40
68,683,000 US Treasury (Strip) 15.05.20/0.000% 59,860,963 2.71
25,100,000 US Treasury (Strip) 15.08.20/0.000% 21,667,980 0.98
3,760,000 US Treasury (Strip) 15.11.20/0.000% 3,216,262 0.15
25,160,000 US Treasury (Strip) 15.02.21/0.000% 21,266,161 0.96
41,825,000 US Treasury (Strip) 15.05.21/0.000% 35,034,916 1.59
4,500,000 US Treasury (Strip) 15.08.21/0.000% 3,726,816 0.17
200,000 US Treasury (Strip) 15.11.21/0.000% 163,843 0.01
500,000 US Treasury (Strip) 15.02.22/0.000% 405,633 0.02
4,000,000 US Treasury (Strip) 15.05.22/0.000% 3,212,628 0.15
200,000 US Treasury (Strip) 15.05.24/0.000% 146,669 0.01
850,000 US Treasury (Strip) 15.11.24/0.000% 609,031 0.03
200,000 US Treasury (Strip) 15.02.25/0.000% 141,580 0.01
1,200,000 US Treasury (Strip) 15.05.26/0.000% 800,340 0.04
3,055,000 US Treasury (Strip) 15.08.26/0.000% 2,013,228 0.09
14,125,000 US Treasury (Strip) 15.11.26/0.000% 9,203,692 0.42
17,000,000 US Treasury (Strip) 15.02.27/0.000% 10,956,320 0.50
590,000 US Treasury (Strip) 15.05.27/0.000% 375,243 0.02
1,000,000 US Treasury (Strip) 15.08.27/0.000% 628,960 0.03
8,650,000 US Treasury (Strip) 15.11.27/0.000% 5,379,639 0.25
4,524,000 US Treasury (Strip) 15.02.28/0.000% 2,779,432 0.13
1,700,000 US Treasury (Strip) 15.05.28/0.000% 1,032,971 0.05
200,000 US Treasury (Strip) 15.08.28/0.000% 120,155 0.01
1,500,000 US Treasury (Strip) 15.11.28/0.000% 890,366 0.04
3,100,000 US Treasury (Strip) 15.02.29/0.000% 1,821,340 0.09
4,900,000 US Treasury (Strip) 15.08.29/0.000% 2,817,329 0.13
3,000,000 US Treasury (Strip) 15.11.29/0.000% 1,706,290 0.08
6,950,000 US Treasury (Strip) 15.02.30/0.000% 3,915,197 0.18
3,400,000 US Treasury (Strip) 15.05.30/0.000% 1,892,892 0.09
2,200,000 US Treasury (Strip) 15.08.30/0.000% 1,211,185 0.05
1,000,000 US Treasury (Strip) 15.11.30/0.000% 544,312 0.02
5,010,000 US Treasury (Strip) 15.05.31/0.000% 2,668,645 0.12
1,525,000 US Treasury (Strip) 15.02.32/0.000% 786,736 0.04
3,600,000 US Treasury (Strip) 15.05.32/0.000% 1,836,656 0.08
4,450,000 US Treasury (Strip) 15.11.32/0.000% 2,224,256 0.10
300,000 US Treasury (Strip) 15.02.33/0.000% 148,317 0.01
4,650,000 US Treasury (Strip) 15.05.33/0.000% 2,275,208 0.11
1,600,000 US Treasury (Strip) 15.08.33/0.000% 775,726 0.04
1,500,000 US Treasury (Strip) 15.11.33/0.000% 718,049 0.03
1,500,000 US Treasury (Strip) 15.02.34/0.000% 711,103 0.03
300,000 US Treasury (Strip) 15.05.34/0.000% 141,008 0.01
1,500,000 US Treasury (Strip) 15.08.34/0.000% 697,627 0.03
1,600,000 US Treasury (Strip) 15.11.34/0.000% 736,473 0.03
3,600,000 US Treasury (Strip) 15.02.35/0.000% 1,637,793 0.07
2,600,000 US Treasury (Strip) 15.05.35/0.000% 1,170,832 0.05
301,647 USAA Auto Owner Trust 2012-1
A2 15.06.15/0.380% 301,656 0.02
82,530 Vendee Mortgage Trust 1998-1 2E 15.03.28/7.000% 95,717 0.01
648,319 Vendee Mortgage Trust 1998-2 1G 15.06.28/6.750% 753,093 0.04
142,000 Viacom 27.02.15/1.250% 142,525 0.01
100,000 Viacom 01.03.21/4.500% 106,363 0.00
404,000 Viacom 15.12.21/3.875% 408,515 0.02
250,000 Viacom 15.06.22/3.125% 235,140 0.01
175,000 Viacom 27.02.42/4.500% 151,251 0.01
742,000 Viacom 144A 15.03.43/4.375% 623,095 0.03
613,600 Volkswagen Auto Lease Trust
2012-A A2 20.11.14/0.660% 614,214 0.03
825,000 Volkswagen Auto Lease Trust
2012-A A3 20.07.15/0.870% 828,099 0.04
2,382,000 Volkswagen Auto Loan
Enhanced Trust 2012-1 A3 22.08.16/0.850% 2,391,652 0.11
896,425 Wachovia Bank Commercial
Mortgage Trust 2004-C11 A5 15.01.41/5.215%* 922,298 0.04
1,120,851 WaMu Mortgage Pass Through
Certificates 2003-AR11 A6 25.10.33/2.464%* 1,124,464 0.05
741,694 WaMu Mortgage Pass Through
Certificates 2003-AR5 A7 25.06.33/2.449%* 730,429 0.03
109,745 WaMu Mortgage Pass Through
Certificates 2003-AR7 A7 25.08.33/2.320%* 109,502 0.00
60,338 WaMu Mortgage Pass Through
Certificates 2003-AR8 A 25.08.33/2.457%* 60,712 0.00
756,807 WaMu Mortgage Pass Through
Certificates 2003-AR9 1A6 25.09.33/2.429%* 759,973 0.03
447,963 WaMu Mortgage Pass Through
Certificates 2003-S1 A5 25.04.33/5.500% 465,116 0.02
63,812 WaMu Mortgage Pass Through
Certificates 2003-S10 A2 25.10.18/5.000% 65,851 0.00
331,485 WaMu Mortgage Pass Through
Certificates 2003-S3 1A4 25.06.33/5.500% 345,237 0.02
448,902 WaMu Mortgage Pass Through
Certificates 2003-S6 2A1 25.07.18/5.000% 464,895 0.02
2,341 WaMu Mortgage Pass Through
Certificates 2003-S8 A4 25.09.18/4.500% 2,341 0.00
758,347 WaMu Mortgage Pass Through
Certificates 2003-S8 A5 25.09.18/4.500% 780,495 0.04
1,050,859 WaMu Mortgage Pass Through
Certificates 2004-CB1 3A2 25.06.34/5.500% 1,109,050 0.05
419,880 WaMu Mortgage Pass Through
Certificates 2004-CB3 4A 25.10.19/6.000% 443,050 0.02
789,905 WaMu Mortgage Pass Through
Certificates 2004-RS2 A4 25.11.33/5.000% 790,853 0.04
586,754 WaMu Mortgage Pass Through
Certificates 2004-S2 2A4 25.06.34/5.500% 611,979 0.03
645,850 WaMu Mortgage Pass Through
Certificates 2004-S3 1A5 25.07.34/5.000% 665,969 0.03
625,409 WaMu Mortgage Pass Through
Certificates 2004-S3 3A2 25.07.34/6.000% 648,044 0.03
1,332,885 Washington Mutual Alternative
Mortgage Pass-Through
Certificates 2005-3 CX 25.05.35/5.500% 365,071 0.02
408,035 Washington Mutual Alternative
Mortgage Pass-Through
Certificates 2005-4 CB7 25.06.35/5.500% 380,422 0.02
94,151 Washington Mutual MSC
Mortgage Pass-Through CTFS
2003-MS2 1A1 25.02.33/5.750% 98,209 0.01
550,000 WEA Finance/WT Finance
Aust 144A 02.09.19/6.750% 650,390 0.03
526,000 WEA Finance/WT Finance Aust
144A 03.10.22/3.375% 496,609 0.02
224,000 WellPoint 15.01.23/3.300% 213,250 0.01
321,000 WellPoint 15.01.43/4.650% 298,658 0.02
440,577 Wells Fargo Mortgage Backed
Securities Trust 2004-4 A9 25.05.34/5.500% 458,950 0.02
31,429 Wells Fargo Mortgage Backed
Securities Trust 2004-BB A4 25.01.35/2.625%* 31,613 0.00
211,516 Wells Fargo Mortgage Backed
Securities Trust 2004-EE 3A1 25.12.34/2.889%* 211,426 0.01
2,036,231 Wells Fargo Mortgage Backed
Securities Trust 2004-P 2A1 25.09.34/2.614%* 2,050,784 0.09
207,142 Wells Fargo Mortgage Backed
Securities Trust 2005-1 2A1 25.01.20/5.000% 214,479 0.01
87,387 Wells Fargo Mortgage Backed
Securities Trust 2005-13 A1 25.11.20/5.000% 89,850 0.01
586,855 Wells Fargo Mortgage Backed
Securities Trust 2005-AR8 2A1 25.06.35/2.720%* 591,401 0.03
680,658 Wells Fargo Mortgage Backed
Securities Trust 2007-9 1A8 25.07.37/5.500% 694,007 0.03
1,812,920 Wells Fargo Reremic Trust
2012-IO A 20.08.21/1.750% 1,815,675 0.08
510,971 WF-RBS Commercial Mortgage
Trust 2012-C6 A1 15.04.45/1.081% 512,639 0.03
112,561 World Omni Auto Receivables
Trust 2010-A A4 15.05.15/2.210% 113,161 0.01
518,129 World Omni Auto Receivables
Trust 2012-A A2 15.06.15/0.520% 518,455 0.02
585,000 World Omni Auto Receivables
Trust 2012-A A3 15.02.17/0.640% 585,906 0.03
412,598 World Omni Automobile Lease
Securitization Trust 2012-A A2 15.01.15/0.710% 412,668 0.02
301,000 World Omni Automobile Lease
Securitization Trust 2012-A A3 16.11.15/0.930% 301,603 0.02
170,000 Xerox 15.03.17/2.950% 173,068 0.01
148,000 Zoetis 144A 01.02.18/1.875% 145,306 0.01
86,000 Zoetis 144A 01.02.43/4.700% 79,798 0.01
1,754,995,704 79.42
AUSTRALIA
350,000 Australia & New Zealand
Banking Group 144A 01.03.16/3.250% 368,512 0.01
350,000 FBG Finance 144A 15.06.15/5.125% 376,654 0.02
1,500,000 Macquarie Bank 144A 27.07.15/3.450% 1,555,163 0.07
1,000,000 Macquarie Bank 144A 22.02.17/5.000% 1,070,060 0.05
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