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JPMorgan Strategic Income Opportunities Fund Schedule of Portfolio Investments as of May 31, 2014 (unaudited)
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  JPMorgan Strategic Income Opportunities FundSchedule of Portfolio Investments as of May 31, 2014(Unaudited) THE“UNAUDITEDCERTIFIEDMUTUALFUNDSHOLDINGS”LIST(“theList”)ISTOBEUSEDFORREPORTINGPURPOSESONLY.ITISNOTTOBEREPRODUCEDFORUSEASADVERTISINGORSALESLITERATUREWITHTHEGENERALPUBLIC.ThelistissubmittedforthegeneralinformationoftheshareholdersoftheFund.ItisnotauthorizedfordistributiontoprospectiveinvestorsintheFundunlessprecededoraccompaniedbyaprospectus.ThelisthasbeencreatedfromthebooksandrecordsoftheFund.Certifiedholdingsareavailable60daysafterthefund’sfiscalquarter,usingatradedateaccountingconvention,bycontactingtheappropriateservicecenter.Thelistissubjecttochangewithoutnotice.Thelistisforinformationalpurposesonlyandisnotintendedasanofferorsolicitationwithrespecttothepurchaseorsaleofanysecurity.JPMorganAssetManagementisthemarketingnamefortheassetmanagementbusinessofJ.P.MorganChase&Co.JPMorganDistributionServices,Inc. © J.P.MorganChase&Co.,2014.  JPMorgan Strategic Income Opportunities Fund SCHEDULE OF PORTFOLIO INVESTMENTS AS OF MAY 31, 2014 (Unaudited) (Amounts in U.S. Dollars, unless otherwise noted) (Amounts in thousands) PRINCIPAL AMOUNT   SECURITY DESCRIPTION   VALUE   Asset-Backed Securities — 1.5% 1,332 ABFC Trust, Series 2005-OPT1, Class A2C, VAR, 0.510%, 07/25/35   1,303   Accredited Mortgage Loan Trust,   4,366 Series 2003-3, Class A1, SUB, 5.210%, 01/25/34   4,242 6,332 Series 2006-2, Class A3, VAR, 0.300%, 09/25/36   6,138   ACE Securities Corp. Home Equity Loan Trust,   280 Series 2005-HE4, Class M1, VAR, 0.650%, 07/25/35   280 3,543 Series 2005-HE7, Class A1B2, VAR, 0.450%, 11/25/35   3,314 9,082 Series 2006-NC3, Class A2B, VAR, 0.260%, 12/25/36   3,968 3,033 Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2003-7, Class M1, VAR, 1.425%, 08/25/33   2,966 1,680 Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE7, Class M2, VAR, 2.776%, 12/15/33   1,597 10,039 Bear Stearns Asset-Backed Securities I Trust, Series 2005-HE1, Class M2, VAR, 1.395%, 01/25/35   8,545 3,616 Bear Stearns Asset-Backed Securities Trust, Series 2004-SD1, Class M2, VAR, 5.320%, 12/25/42   3,053   Centex Home Equity Loan Trust,   3,854 Series 2005-A, Class M2, VAR, 0.650%, 01/25/35   3,456 381 Series 2005-C, Class AF6, SUB, 4.638%, 06/25/35   376 2,177 Citicorp Residential Mortgage Trust, Series 2006-1, Class A4, SUB, 5.939%, 07/25/36   2,216   Citigroup Mortgage Loan Trust,   5,000 Series 2006-HE1, Class M1, VAR, 0.480%, 01/25/36   4,868 1,584 Series 2007-AMC1, Class A2A, VAR, 0.200%, 12/25/36   862 19,622 Series 2007-AMC4, Class A2B, VAR, 0.290%, 05/25/37   18,664 125 Citigroup Mortgage Loan Trust, Inc., Series 2005-WF2, Class AF4, SUB, 4.964%, 08/25/35   126 1,003 Countrywide Asset-Backed Certificates, Series 2004-1, Class M2, VAR, 0.975%, 03/25/34   958   Credit-Based Asset Servicing and Securitization LLC,   428 Series 2005-CB4, Class AF4, SUB, 4.854%, 07/25/35   425 6,760 Series 2006-CB4, Class AV4, VAR, 0.390%, 05/25/36   4,978 8,215 Ellington Loan Acquisition Trust, Series 2007-1, Class A2B, VAR, 1.050%, 05/28/37 (e)   8,019 5,497 Fieldstone Mortgage Investment Trust, Series 2006-2, Class 2A3, VAR, 0.420%, 07/25/36   3,042   GSAA Home Equity Trust,   10,670 Series 2007-5, Class 1AV1, VAR, 0.250%, 03/25/47   5,841 9,488 Series 2007-5, Class 2A1A, VAR, 0.270%, 04/25/47   7,321   GSAMP Trust,   8,925 Series 2006-FM2, Class A2D, VAR, 0.390%, 09/25/36   4,119 8,897 Series 2006-NC1, Class A2, VAR, 0.330%, 02/25/36   8,641 12,274 Series 2007-NC1, Class A2C, VAR, 0.300%, 12/25/46   6,963 2,500 HLSS Servicer Advance Receivables Trust, Series 2012-T2, Class D2, 4.940%, 10/15/45 (e)   2,563   Home Equity Asset Trust,   373 Series 2005-2, Class M2, VAR, 0.870%, 07/25/35   373 18,100 Series 2005-8, Class M1, VAR, 0.580%, 02/25/36   15,578   Home Equity Mortgage Loan Asset-Backed Trust,   1,607 Series 2004-B, Class M2, VAR, 1.275%, 11/25/34   1,494 13,800 Series 2006-D, Class 2A3, VAR, 0.310%, 11/25/36   8,699 24,790 Series 2006-E, Class 2A3, VAR, 0.320%, 04/25/37   16,559 2,966 IXIS Real Estate Capital Trust, Series 2005-HE2, Class M4, VAR, 1.080%, 09/25/35   2,753 3,439 Long Beach Mortgage Loan Trust, Series 2004-3, Class M1, VAR, 1.005%, 07/25/34   3,306 25,850 Marine Park CLO Ltd., (Cayman Islands), Series 2012-1A, Class SUB, 05/18/23 (e) (i)   22,360  JPMorgan Strategic Income Opportunities Fund SCHEDULE OF PORTFOLIO INVESTMENTS AS OF MAY 31, 2014 (Unaudited) (continued) (Amounts in U.S. Dollars, unless otherwise noted) (Amounts in thousands) PRINCIPAL AMOUNT   SECURITY DESCRIPTION   VALUE   Asset-Backed Securities — continued 10,922 MASTR Asset-Backed Securities Trust, Series 2006-WMC2, Class A4, VAR, 0.300%, 04/25/36   4,680   Morgan Stanley ABS Capital I, Inc. Trust,   8,365 Series 2004-OP1, Class M1, VAR, 1.020%, 11/25/34   7,469 1,970 Series 2005-WMC5, Class M4, VAR, 1.110%, 06/25/35   1,870 9,588 Series 2006-HE4, Class A3, VAR, 0.300%, 06/25/36   7,008 808 Morgan Stanley Home Equity Loan Trust, Series 2006-2, Class A3, VAR, 0.320%, 02/25/36   795   New Century Home Equity Loan Trust,   85 Series 2003-5, Class AI7, VAR, 5.150%, 11/25/33   87 5,925 Series 2005-3, Class M1, VAR, 0.630%, 07/25/35   5,888 3,430 Series 2005-4, Class M2, VAR, 0.660%, 09/25/35   2,963 6,977 Series 2005-C, Class A2C, VAR, 0.400%, 12/25/35   6,803 22,605 Series 2005-C, Class A2D, VAR, 0.490%, 12/25/35   19,114 16,266 Series 2006-2, Class A2B, VAR, 0.310%, 08/25/36   11,964   Nomura Home Equity Loan, Inc. Home Equity Loan Trust,   12,600 Series 2005-FM1, Class M2, VAR, 0.640%, 05/25/35   11,611 6,242 Series 2006-HE2, Class A4, VAR, 0.420%, 03/25/36   4,625   NovaStar Mortgage Funding Trust,   6,844 Series 2006-4, Class A2D, VAR, 0.400%, 09/25/36   3,820 30,383 Series 2007-1, Class A2C, VAR, 0.330%, 03/25/37   14,695 2,954 NYMT Residential LLC, Series 2013-RP3A, SUB, 4.850%, 09/25/18 (e) (i)   2,954   Option One Mortgage Loan Trust,   3,463 Series 2004-3, Class M2, VAR, 1.005%, 11/25/34   3,319 21,094 Series 2005-5, Class M1, VAR, 0.540%, 12/25/35   18,108   Park Place Securities, Inc. Asset-Backed Pass-Through Certificates,   5,461 Series 2004-WHQ2, Class M2, VAR, 1.095%, 02/25/35   5,458 985 Series 2005-WHQ3, Class M1, VAR, 0.570%, 06/25/35   982 15,041 Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2005-WHQ3, Class M2, VAR, 0.600%, 06/25/35   14,437 8,182 RAMP Trust, Series 2005-EFC2, Class M4, VAR, 0.760%, 07/25/35   7,248   RASC Trust,   1,087 Series 2005-KS6, Class M2, VAR, 0.600%, 07/25/35   1,074 4,886 Series 2006-KS1, Class A4, VAR, 0.450%, 02/25/36   4,724   Renaissance Home Equity Loan Trust,   2,741 Series 2004-4, Class AF4, SUB, 4.876%, 02/25/35   2,774 503 Series 2005-4, Class A3, SUB, 5.565%, 02/25/36   492   Saxon Asset Securities Trust,   2,332 Series 2002-3, Class AF6, SUB, 5.407%, 05/25/31   2,267 2,911 Series 2006-2, Class A3C, VAR, 0.300%, 09/25/36   2,755 6,549 Stanwich Mortgage Loan Co. LLC, Series 2013-NPL2, Class A, 3.228%, 04/16/59 (e)   6,549   Structured Asset Investment Loan Trust,   9,277 Series 2003-BC5, Class M1, VAR, 1.275%, 06/25/33   8,763 6,825 Series 2005-HE3, Class M1, VAR, 0.630%, 09/25/35   5,809 4,422 Structured Asset Securities Corp. Mortgage Loan Trust, Series 2005-WF4, Class A4, VAR, 0.510%, 11/25/35   4,406 2,793 Wells Fargo Home Equity Trust, Series 2004-2, Class AI6, VAR, 5.000%, 10/25/34   2,816 1,643 Westgate Resorts LLC, Series 2012-1, Class A, 4.500%, 09/20/25 (e)   1,662   Total Asset-Backed Securities(Cost $374,304)   389,955   Collateralized Mortgage Obligations — 4.6%   Agency CMO — 2.4%   Federal Home Loan Mortgage Corp. REMIC,   2,460 Series 2906, Class SW, IF, IO, 6.549%, 11/15/34   135 9,073 Series 3155, Class PS, IF, IO, 6.999%, 05/15/36   1,193 627 Series 3171, Class OJ, PO, 06/15/36   553  JPMorgan Strategic Income Opportunities Fund SCHEDULE OF PORTFOLIO INVESTMENTS AS OF MAY 31, 2014 (Unaudited) (continued) (Amounts in U.S. Dollars, unless otherwise noted) (Amounts in thousands) PRINCIPAL AMOUNT   SECURITY DESCRIPTION   VALUE   Collateralized Mortgage Obligations — continued   Agency CMO — continued   3,372 Series 3218, Class AS, IF, IO, 6.429%, 09/15/36   631 5,944 Series 3236, Class IS, IF, IO, 6.499%, 11/15/36   1,107 –(h) Series 3387, Class SB, IF, IO, 6.269%, 11/15/37   — 3,598 Series 3628, Class A, 5.000%, 06/15/38   3,645 5,579 Series 3654, Class AU, 7.000%, 10/15/27   5,750 8,265 Series 3692, Class PS, IF, IO, 6.449%, 05/15/38   802 14,413 Series 3737, Class LI, IO, 4.500%, 05/15/24   1,225 14,191 Series 3819, Class SH, IF, IO, 6.319%, 06/15/40   2,340 4,677 Series 3827, Class H, 4.000%, 09/15/37   4,740 9,856 Series 3835, Class KA, 4.000%, 05/15/37   10,134 5,957 Series 3845, Class KP, 4.000%, 04/15/38   6,019 10,532 Series 3850, Class LS, IF, IO, 2.371%, 05/15/39   802 690 Series 3877, Class EL, 4.000%, 08/15/38   691 114 Series 3877, Class EM, 4.000%, 08/15/38   114 6,086 Series 3884, Class AD, 4.000%, 08/15/38   6,148 11,806 Series 3919, Class LS, IF, IO, 6.299%, 09/15/41   2,461 8,484 Series 3960, Class SJ, IF, IO, 6.499%, 08/15/40   1,487 24,313 Series 3960, Class SL, IF, IO, 6.349%, 11/15/41   5,079 23,718 Series 3962, Class KS, IF, IO, 1.934%, 06/15/38   1,757 20,233 Series 3989, Class SJ, IF, IO, 5.799%, 01/15/42   3,472 29,472 Series 3997, Class HS, IF, IO, 6.399%, 03/15/38   4,417 56,581 Series 4002, Class MI, IO, 4.000%, 01/15/39   10,304 11,358 Series 4013, Class SB, IF, IO, 6.299%, 03/15/42   2,889 38,906 Series 4019, Class SC, IF, IO, 6.299%, 03/15/42   7,408 27,025 Series 4027, Class SW, IF, IO, 5.769%, 04/15/42   4,703 14,533 Series 4033, Class SC, IF, IO, 6.399%, 10/15/36   2,998 43,993 Series 4050, Class EI, IO, 4.000%, 02/15/39   6,943 32,736 Series 4057, Class BS, IF, IO, 5.899%, 09/15/39   4,882 21,212 Series 4057, Class CS, IF, IO, 5.899%, 04/15/39   3,916 255,220 Series 4057, Class SA, IF, IO, 5.899%, 04/15/39   46,348 68,844 Series 4059, Class SP, IF, IO, 6.399%, 06/15/42   14,480 29,431 Series 4068, Class TS, IF, IO, 5.849%, 06/15/42   6,101 35,543 Series 4073, Class AS, IF, IO, 5.899%, 08/15/38   6,062 12,905 Series 4080, Class SA, IF, IO, 5.849%, 07/15/42   2,486 102,038 Series 4084, Class GS, IF, IO, 5.899%, 04/15/39   18,540 22,686 Series 4086, Class TS, IF, IO, 5.949%, 04/15/37   3,464 40,530 Series 4093, Class SD, IF, IO, 6.549%, 01/15/38   9,386 42,860 Series 4097, Class SA, IF, IO, 5.899%, 08/15/42   10,768 29,801 Series 4097, Class TS, IF, IO, 5.949%, 05/15/39   5,843 1,396 Series 4100, Class KJ, 3.500%, 08/15/42   1,341 12,491 Series 4102, Class SW, IF, IO, 5.949%, 05/15/39   2,432 17,440 Series 4104, Class SC, IF, IO, 5.899%, 09/15/42   3,627 11,665 Series 4113, Class JS, IF, IO, 5.899%, 07/15/39   2,246 16,831 Series 4116, Class MS, IF, IO, 6.049%, 11/15/39   3,412 57,065 Series 4119, Class SC, IF, IO, 5.999%, 10/15/42   11,695 71,058 Series 4122, Class SJ, IF, IO, 5.999%, 12/15/40   14,777 13,621 Series 4123, Class SA, IF, IO, 6.049%, 09/15/39   2,519 34,559 Series 4123, Class SB, IF, IO, 5.999%, 10/15/42   8,181 11,803 Series 4132, Class SE, IF, IO, 6.049%, 12/15/40   2,429
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