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<strong>JPMorgan</strong> <strong>Funds</strong> - US Aggregate Bond Fund<br />
Portafoglio titoli (Valore di mercato espresso in USD) (seguito)<br />
Al 30 giugno 2011<br />
Quantità/<br />
Valore<br />
nominale<br />
Denominazione<br />
Scadenza/<br />
Cedola<br />
Valore di<br />
Mercato<br />
%<br />
Patrimonio<br />
Netto<br />
Quantità/<br />
Valore<br />
nominale<br />
Denominazione<br />
Scadenza/<br />
Cedola<br />
Valore di<br />
Mercato<br />
%<br />
Patrimonio<br />
Netto<br />
833.669 Countrywide Home Loan<br />
Mortgage Pass Through Trust<br />
2005-22 2A1 25.11.35/3,079%* 562.208 0,04<br />
75.000 COX Communications 144A 01.03.39/8,375% 99.236 0,01<br />
698.374 Credit Suisse First Boston<br />
Mortgage Securities 2003-27<br />
5A4 25.11.33/5,250% 724.821 0,05<br />
985.540 Credit Suisse First Boston<br />
Mortgage Securities 2004-4<br />
2A4 25.09.34/5,500% 1.044.492 0,07<br />
377.907 Credit Suisse First Boston<br />
Mortgage Securities 2004-5 3A1 25.08.19/5,250% 386.473 0,03<br />
847.225 Credit Suisse First Boston<br />
Mortgage Securities 2004-8 1A4 25.12.34/5,500% 890.670 0,06<br />
300.000 Credit Suisse Mortgage Capital<br />
Certificates 2010-16 A3 25.06.50/4,250%* 288.039 0,02<br />
66.392 Credit-Based Asset Servicing<br />
and Securitization 2006-CB1<br />
AF2 25.01.36/5,236%* 40.464 0,00<br />
102.014 CSFB Mortgage Securities<br />
2003-1 DB1 25.02.33/6,564% 90.107 0,01<br />
1.016.330 CSFB Mortgage Securities<br />
2003-21 1A4 25.09.33/5,250% 1.043.597 0,07<br />
372.730 CSFB Mortgage Securities<br />
2003-21 AP 25.09.33/0,000% 266.639 0,02<br />
782.541 CSFB Mortgage Securities<br />
2003-23 2A5 25.10.18/5,000% 805.595 0,06<br />
307.215 CSFB Mortgage Securities<br />
2003-27 AP 25.11.33/0,000% 232.319 0,02<br />
165.000 CSFB Mortgage Securities<br />
2003-C5 A4 15.12.36/4,900%* 174.138 0,01<br />
386.610 CSFB Mortgage Securities<br />
2004-3 AP 25.06.34/0,000% 318.673 0,02<br />
183.857 CSFB Mortgage Securities<br />
2005-10 AP 25.11.35/0,000% 123.065 0,01<br />
166.736 CSFB Mortgage Securities<br />
2005-4 3A24 25.06.35/18,312%* 165.320 0,01<br />
793.519 CSFB Mortgage Securities<br />
2005-7 4A3 25.08.20/5,000% 794.500 0,06<br />
645.000 CW Capital Cobalt 2006-C1 A4 15.08.48/5,223% 683.030 0,05<br />
180.000 Daimler Finance North America 15.11.13/6,500% 200.288 0,01<br />
218.000 Danaher 23.06.21/3,900% 217.688 0,02<br />
683.000 Dell 01.04.16/3,100% 701.222 0,05<br />
100.000 Dell 01.04.21/4,625% 101.874 0,01<br />
251.348 Delta Air Lines 2010-2 Class A<br />
Pass Through Trust 2010-2A 23.05.19/4,950% 249.785 0,02<br />
96.000 Delta Air Lines 2011-1 Class A<br />
Pass Through Trust 2011-1 15.04.19/5,300% 96.000 0,01<br />
722.006 Deutsche Mortgage Securities<br />
2004-1 3A6 25.12.33/4,740%* 733.150 0,05<br />
400.000 DirecTV Holdings/DirecTV<br />
Financing 15.02.21/4,600% 402.586 0,03<br />
243.000 DirecTV Holdings/DirecTV<br />
Financing 01.03.21/5,000% 251.861 0,02<br />
700.000 DirecTV Holdings/DirecTV<br />
Financing 15.08.40/6,000% 705.705 0,05<br />
414.000 Discovery Communications 15.06.21/4,375% 410.152 0,03<br />
195.000 Duke Energy Carolinas 15.06.20/4,300% 203.086 0,01<br />
160.000 Duke Energy Indiana 15.07.20/3,750% 159.663 0,01<br />
85.000 Duke Energy Ohio 01.04.19/5,450% 95.485 0,01<br />
326.000 ERAC USA Finance 144A 10.01.14/2,250% 329.608 0,02<br />
114.000 Exelon Generation 01.10.41/5,750% 108.388 0,01<br />
4.600.000 Fannie Mae 05.07.14/0,000% 4.433.084 0,31<br />
10.150.000 Fannie Mae 11.05.17/5,000% 11.646.110 0,81<br />
1.000.000 Fannie Mae 01.06.17/0,000% 863.533 0,06<br />
300.000 Fannie Mae 12.06.17/5,375% 350.387 0,02<br />
506.668 Fannie Mae Grantor Trust<br />
2000-T6 A1 25.06.30/7,500% 578.280 0,04<br />
1.392.136 Fannie Mae Grantor Trust<br />
2001-T10 A2 25.12.41/7,500% 1.612.815 0,11<br />
432.247 Fannie Mae Grantor Trust<br />
2001-T7 A1 25.02.41/7,500% 515.443 0,04<br />
52.426 Fannie Mae Grantor Trust<br />
2002-T16 A2 25.07.42/7,000% 60.324 0,00<br />
947.703 Fannie Mae Grantor Trust<br />
2004-T2 1A4 25.11.43/7,500% 1.094.783 0,08<br />
726.706 Fannie Mae Grantor Trust<br />
2004-T3 PT1 25.01.44/9,239%* 891.726 0,06<br />
682.898 Fannie Mae Interest Strip 293 1 01.12.24/0,000% 605.089 0,04<br />
450.176 Fannie Mae Interest Strip 339 18 01.07.18/4,500% 43.670 0,00<br />
923.193 Fannie Mae Interest Strip 383 32 01.01.38/6,000% 138.696 0,01<br />
8.141 Fannie Mae Pool No: 190632 01.02.14/6,000% 8.898 0,00<br />
20.487 Fannie Mae Pool No: 252409 01.03.29/6,500% 23.360 0,00<br />
200.620 Fannie Mae Pool No: 254305 01.05.22/6,500% 227.353 0,02<br />
245.171 Fannie Mae Pool No: 254717 01.04.13/4,500% 257.645 0,02<br />
27.281 Fannie Mae Pool No: 254827 01.05.13/5,500% 29.590 0,00<br />
472.186 Fannie Mae Pool No: 255052 01.11.23/4,000% 494.260 0,03<br />
111.003 Fannie Mae Pool No: 255174 01.03.14/4,000% 114.015 0,01<br />
515.252 Fannie Mae Pool No: 255441 01.06.19/3,500% 524.832 0,04<br />
956.389 Fannie Mae Pool No: 255843 01.09.35/5,500% 1.040.034 0,07<br />
580.701 Fannie Mae Pool No: 256648 01.01.22/7,500% 640.169 0,04<br />
707.404 Fannie Mae Pool No: 256803 01.07.27/6,000% 777.902 0,05<br />
1.559.677 Fannie Mae Pool No: 256885 01.09.27/6,000% 1.715.110 0,12<br />
356.642 Fannie Mae Pool No: 257055 01.12.27/6,500% 404.388 0,03<br />
1.316.450 Fannie Mae Pool No: 257172 01.04.38/5,500% 1.413.690 0,10<br />
747.985 Fannie Mae Pool No: 257209 01.05.38/5,500% 803.235 0,06<br />
1.038.161 Fannie Mae Pool No: 257510 01.12.38/7,000% 1.192.101 0,08<br />
27.957 Fannie Mae Pool No: 357639 01.11.34/5,500% 30.224 0,00<br />
1.228.348 Fannie Mae Pool No: 464367 01.01.20/4,540% 1.308.970 0,09<br />
2.800.000 Fannie Mae Pool No: 464756 01.04.20/4,350% 2.948.176 0,21<br />
1.500.000 Fannie Mae Pool No: 465578 01.07.20/3,930% 1.541.976 0,11<br />
2.962.162 Fannie Mae Pool No: 465641 01.08.20/3,740% 3.008.691 0,21<br />
1.482.501 Fannie Mae Pool No: 465659 01.07.20/3,740% 1.506.687 0,11<br />
2.000.000 Fannie Mae Pool No: 465769 01.08.20/3,960% 2.057.984 0,14<br />
991.217 Fannie Mae Pool No: 465936 01.09.20/3,600% 996.060 0,07<br />
3.000.000 Fannie Mae Pool No: 465973 01.10.20/3,590% 3.012.114 0,21<br />
3.952.091 Fannie Mae Pool No: 466049 01.10.17/2,490% 3.872.746 0,27<br />
2.585.000 Fannie Mae Pool No: 466236 01.10.17/2,690% 2.561.016 0,18<br />
1.980.908 Fannie Mae Pool No: 466263 01.11.18/2,970% 1.964.608 0,14<br />
4.500.000 Fannie Mae Pool No: 466454 01.11.20/3,230% 4.406.381 0,31<br />
992.409 Fannie Mae Pool No: 466689 01.12.20/3,590% 994.267 0,07<br />
4.000.000 Fannie Mae Pool No: 467010 01.01.18/3,520% 4.120.539 0,29<br />
1.988.431 Fannie Mae Pool No: 467059 01.01.19/3,810% 2.060.630 0,14<br />
1.000.000 Fannie Mae Pool No: 467264 01.02.21/4,330% 1.037.510 0,07<br />
2.990.106 Fannie Mae Pool No: 467390 01.03.21/4,160% 3.093.050 0,22<br />
1.624.624 Fannie Mae Pool No: 467473 01.03.18/3,800% 1.695.440 0,12<br />
2.000.000 Fannie Mae Pool No: 467755 01.04.21/4,250% 2.055.889 0,14<br />
1.500.000 Fannie Mae Pool No: 467772 01.04.21/4,380% 1.570.470 0,11<br />
1.000.000 Fannie Mae Pool No: 468058 01.05.21/4,390% 1.046.812 0,07<br />
19.582 Fannie Mae Pool No: 535574 01.11.13/7,500% 20.531 0,00<br />
53.350 Fannie Mae Pool No: 545622 01.04.17/7,500% 57.101 0,00<br />
758.295 Fannie Mae Pool No: 555182 01.01.18/6,000% 827.608 0,06<br />
53.922 Fannie Mae Pool No: 555791 01.12.22/6,500% 61.107 0,00<br />
6.658 Fannie Mae Pool No: 583745 01.06.16/6,000% 7.266 0,00<br />
27.900 Fannie Mae Pool No: 598559 01.08.31/6,500% 31.601 0,00<br />
31.097 Fannie Mae Pool No: 602589 01.09.31/7,000% 35.962 0,00<br />
385.504 Fannie Mae Pool No: 622534 01.09.31/3,000% 360.609 0,03<br />
742.078 Fannie Mae Pool No: 622542 01.09.31/5,500% 802.255 0,06<br />
6.229 Fannie Mae Pool No: 627139 01.03.17/6,500% 6.917 0,00<br />
7.174 Fannie Mae Pool No: 637095 01.03.17/7,500% 7.959 0,00<br />
178.596 Fannie Mae Pool No: 650236 01.12.32/5,000% 190.043 0,01<br />
34.692 Fannie Mae Pool No: 665775 01.09.17/5,500% 37.700 0,00<br />
6.976 Fannie Mae Pool No: 666358 01.08.17/6,000% 7.613 0,00<br />
10.775 Fannie Mae Pool No: 668811 01.11.17/6,000% 11.760 0,00<br />
11.879 Fannie Mae Pool No: 674349 01.03.33/6,000% 13.046 0,00<br />
177.332 Fannie Mae Pool No: 679263 01.11.24/4,500% 183.622 0,01<br />
1.065.390 Fannie Mae Pool No: 682076 01.11.17/6,000% 1.162.773 0,08<br />
28.606 Fannie Mae Pool No: 689977 01.03.27/8,000% 33.494 0,00<br />
20.963 Fannie Mae Pool No: 695533 01.06.27/8,000% 24.600 0,00<br />
114.824 Fannie Mae Pool No: 698023 01.04.19/3,500% 116.959 0,01<br />
63.871 Fannie Mae Pool No: 720393 01.07.18/4,500% 67.733 0,00<br />
100.406 Fannie Mae Pool No: 722985 01.07.33/2,609%* 105.549 0,01<br />
107.759 Fannie Mae Pool No: 725171 01.01.19/4,000% 112.254 0,01<br />
12.646 Fannie Mae Pool No: 725382 01.01.16/8,000% 12.828 0,00<br />
41.137 Fannie Mae Pool No: 725704 01.08.34/6,000% 45.206 0,00<br />
240.202 Fannie Mae Pool No: 727226 01.06.18/4,000% 250.223 0,02<br />
117.749 Fannie Mae Pool No: 729347 01.07.18/4,000% 122.661 0,01<br />
25.308 Fannie Mae Pool No: 730332 01.09.18/4,000% 26.364 0,00<br />
107.437 Fannie Mae Pool No: 730536 01.08.18/4,000% 111.919 0,01<br />
202.901 Fannie Mae Pool No: 735332 01.08.34/3,034%* 213.005 0,01<br />
130.333 Fannie Mae Pool No: 735911 01.08.20/6,500% 144.731 0,01<br />
131.078 Fannie Mae Pool No: 740822 01.09.18/5,500% 142.158 0,01<br />
48.553 Fannie Mae Pool No: 743097 01.10.18/3,500% 49.456 0,00<br />
823.383 Fannie Mae Pool No: 745148 01.01.36/5,000% 874.973 0,06<br />
519.103 Fannie Mae Pool No: 745406 01.03.21/6,000% 566.552 0,04<br />
1.158.719 Fannie Mae Pool No: 745418 01.04.36/5,500% 1.260.061 0,09<br />
743.176 Fannie Mae Pool No: 745445 01.01.36/2,491%* 779.821 0,05<br />
122.027 Fannie Mae Pool No: 745446 01.04.33/2,541%* 127.842 0,01<br />
101.533 Fannie Mae Pool No: 748306 01.11.33/6,500% 115.002 0,01<br />
68.299 Fannie Mae Pool No: 754922 01.09.33/5,500% 73.365 0,01<br />
142.263 Fannie Mae Pool No: 755973 01.11.28/8,000% 166.976 0,01<br />
63.111 Fannie Mae Pool No: 755994 01.10.28/8,000% 74.059 0,01<br />
229.106 Fannie Mae Pool No: 763029 01.05.33/4,500% 237.841 0,02<br />
70.522 Fannie Mae Pool No: 766610 01.01.34/2,436%* 73.827 0,01<br />
298.280 Fannie Mae Pool No: 771959 01.02.34/5,500% 323.202 0,02<br />
450.460 Fannie Mae Pool No: 775902 01.04.30/8,500% 532.166 0,04<br />
594.828 Fannie Mae Pool No: 777132 01.06.34/2,562%* 621.913 0,04<br />
139.270 Fannie Mae Pool No: 781309 01.07.34/2,746%* 146.169 0,01<br />
9.564 Fannie Mae Pool No: 782613 01.05.19/3,500% 9.742 0,00<br />
37.312 Fannie Mae Pool No: 787741 01.08.30/9,000% 43.972 0,00<br />
251.777 Fannie Mae Pool No: 788150 01.03.32/6,000% 276.679 0,02<br />
140.775 Fannie Mae Pool No: 789426 01.07.19/3,500% 143.393 0,01<br />
141.636 Fannie Mae Pool No: 790235 01.08.34/2,741%* 147.928 0,01<br />
104.200 Fannie Mae Pool No: 791961 01.09.34/1,812%* 107.246 0,01<br />
49.657 Fannie Mae Pool No: 796815 01.09.19/5,500% 53.855 0,00<br />
266.434 Fannie Mae Pool No: 801342 01.09.34/2,700%* 280.258 0,02<br />
376