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
Other Transferable Securities
Bonds
UNITED STATES OF AMERICA
1,058,447 Academic Loan Funding Trust
2012-1A A1** 27.12.22/0.993%* 1,068,788 0.05
65,825 American Airlines 2011-1 Class A
Pass Through Trust** 31.01.21/5.250% 69,857 0.00
303,766 ASG Resecuritization Trust
2009-1 A60** 26.06.37/2.226%* 299,969 0.01
209,436 Delta Air Lines 2010-2 Class A
Pass Through Trust** 23.05.19/4.950% 222,525 0.01
77,161 Delta Air Lines 2011-1 Class A
Pass Through Trust** 15.04.19/5.300% 83,141 0.00
344,252 Delta Air Lines 2012-1 Class A
Pass Through Trust** 07.05.20/4.750% 363,401 0.02
472,687 Fannie Mae Pool No: 745418** 01.04.36/5.500% 513,087 0.02
1,089,396 Fannie Mae REMICS 2007-101
A2** 27.06.36/0.443%* 1,086,770 0.05
1,853,576 Indymac Index Mortgage Loan
Trust 2005-AR11 A7** 25.08.35/0.000%* 289 0.00
50,000 PNC Funding** 01.02.17/5.625% 55,563 0.01
772,601 Springleaf Mortgage Loan Trust
2012-2A A** 25.10.57/2.220%* 784,185 0.04
4,547,575 0.21
Total Bonds 4,547,575 0.21
Total Other Transferable Securities 4,547,575 0.21
Allocation of Portfolio as at 30 June 2013
% of
Net Assets
Fixed Income Securities
United States of America 93.77
Canada 1.22
United Kingdom 0.79
Israel 0.42
Australia 0.42
Netherlands 0.37
International Agencies 0.20
Norway 0.16
France 0.16
Cayman Islands 0.13
Sweden 0.10
Mexico 0.10
Japan 0.06
Germany 0.06
Bermuda 0.05
Spain 0.04
Luxembourg 0.03
Singapore 0.02
Total Fixed Income Securities 98.10
Investment Funds
Luxembourg 2.43
Total Investment Funds 2.43
Bank Overdraft and Other Assets/(Liabilities) (0.53)
Total 100.00
Total Investments 2,221,562,525 100.53
Bank Overdraft (11,708,412) (0.53)
Other Assets/(Liabilities) (22,105) 0.00
Total Net Assets 2,209,832,008 100.00
* Variable coupon rates are those quoted as at 30 June 2013.
** This Security is fair valued.
Allocation of Portfolio as at 31 December 2012 (Unaudited)
% of
Net Assets
Fixed Income Securities
United States of America 92.32
Canada 0.98
United Kingdom 0.60
Australia 0.39
Israel 0.38
Netherlands 0.33
International Agencies 0.17
Sweden 0.15
France 0.14
Norway 0.12
Mexico 0.11
Cayman Islands 0.09
Japan 0.05
Bermuda 0.04
Luxembourg 0.04
Spain 0.04
Germany 0.03
Singapore 0.01
Total Fixed Income Securities 95.99
Investment Funds
Luxembourg 4.02
Total Investment Funds 4.02
Bank Overdraft and Other Assets/(Liabilities) (0.01)
Total 100.00
183