Fecha de liquidación Divisa Cantidad comprada Divisa Cantidad vendida Ganancias/ (Pérdidas) no realizadas 05-ene-11 BRL 12.828.773 USD 7.403.627 316.368 05-ene-11 USD 7.528.300 BRL 12.828.773 (191.696) 13-ene-11 EUR 2.055.526.908 USD 2.719.803.567 33.480.801 13-ene-11 GBP 326.416.173 USD 514.102.022 (5.677.493) 13-ene-11 SEK 681.276.987 USD 98.677.142 2.933.859 13-ene-11 USD 47.278.821 EUR 35.594.108 (397.896) 13-ene-11 USD 1.258.120 GBP 813.607 (9.151) 07-feb-11 BRL 12.864.538 USD 7.496.725 182.896 14-feb-11 EUR 5.275.446 USD 6.962.387 103.590 14-feb-11 GBP 37.157 USD 57.260 601 14-feb-11 SEK 8.941.290 USD 1.316.002 16.092 14-feb-11 USD 4.770.869 EUR 3.592.664 (41.175) 18-feb-11 USD 2.763.308 CAD 2.783.000 (23.105) 18-feb-11 USD 3.787.260 NOK 23.200.000 (182.407) 25-mar-11 USD 15.222.550 EUR 11.500.000 (177.291)
Total 30.333.993
Composición de la Cartera de Valores - Opciones sobre Swaps pendientes (Datos en USD)
Fecha de
vencimiento Contraparte
Larga/
Corta Descripción Divisa
Cantidad teórica Valor de mercado Ganancias/ (Pérdidas) no realizadas 28-feb-11 Deutsche Bank Larga Swap de tipos de interés 02/03/2021 Ejercicio de venta 3,340% USD 33.630.000 881.906 505.250 28-feb-11 Citibank Corta Swap de tipos de interés 02/03/2021 Ejercicio de venta 3,831% USD (13.450.000) (106.547) (21.140) 14-mar-11 Deutsche Bank Corta Swap de tipos de interés 16/03/2012 Ejercicio de venta 2,000% USD (189.375.500) (10) 497.100 17-may-11 Deutsche Bank Corta Swap de tipos de interés 19/05/2012 Ejercicio de venta 2,000% USD (261.335.000) (2.094) 631.643 26-ago-11 Barclays Bank Corta Swap de tipos de interés 31/08/2021 Ejercicio de venta 3,395% USD (5.381.000) (265.893) (118.453) Total 507.362 1.494.400
JPMorgan Investment Funds - Income Opportunity Fund
Composición de la Cartera de Valores - Swaps de Riesgo de Impago pendientes (Datos en USD) (continuación)
Al 31 de diciembre de 2010
Fecha de
terminación Contraparte Obligación de referencia
Protección Compra/ Venta Divisa Valor nominal Valor de mercado Ganancias/ (Pérdidas) no realizadas 20-jun-13 UBS FSA Global Funding 6,110% 29/06/2015 Compra USD 1.300.000 4.844 (7.975) 20-jun-14 Credit Suisse Lincoln National 6,200% 15/12/2011 Compra USD 1.500.000 (176.818) (236.589) 20-jun-14 Deutsche Bank Lincoln National 6,200% 15/12/2011 Compra USD 3.000.000 (353.636) (380.875) 20-jun-14 Deutsche Bank Lincoln National 6,200% 15/12/2011 Compra USD 3.000.000 (353.636) (288.700) 20-sep-14 Deutsche Bank Lincoln National 6,200% 15/12/2011 Compra USD 3.000.000 (369.590) (182.887) 20-dic-14 Deutsche Bank Lincoln National 6,200% 15/12/2011 Compra USD 4.000.000 95.260 (123.566) 20-dic-14 Deutsche Bank Lincoln National 6,200% 15/12/2011 Compra USD 3.000.000 71.445 (131.145) 20-dic-14 Deutsche Bank Lincoln National 6,200% 15/12/2011 Compra USD 3.000.000 71.445 (132.300) 20-dic-14 Deutsche Bank Lincoln National 6,200% 15/12/2011 Compra USD 2.500.000 59.538 (13.118) 20-dic-14 Citibank Sherwin-Williams 7,375% 01/02/2027 Compra USD 3.500.000 (73.564) 47.338 20-dic-14 UBS Sherwin-Williams 7,375% 01/02/2027 Compra USD 4.000.000 (84.073) 54.153 20-mar-15 Credit Suisse Belgium (Kingdom of) 4,250% 28/09/2014 Compra USD 4.250.000 176.561 220.940 20-mar-15 RBS Germany (Federal Republic of) 6,000% 20/06/2016 Compra USD 14.500.000 148.367 375 20-mar-15 RBS Germany (Federal Republic of) 6,000% 20/06/2016 Compra USD 14.500.000 148.367 23.105 20-mar-15 RBS Germany (Federal Republic of) 6,000% 20/06/2016 Compra USD 14.050.000 143.763 138.192 20-mar-15 Credit Suisse Hartford Financial Services 4,750% 01/03/2014 Compra USD 4.000.000 102.916 (9.091) 20-mar-15 Deutsche Bank Hartford Financial Services 4,750% 01/03/2014 Compra USD 4.000.000 102.916 (16.853) 20-mar-15 UBS Hartford Financial Services 4,750% 01/03/2014 Compra USD 4.000.000 102.916 7.776 20-mar-15 UBS Hartford Financial Services 4,750% 01/03/2014 Compra USD 3.000.000 77.187 (61.687) 20-mar-15 Citibank Lincoln National 6,200% 15/12/2011 Compra USD 7.100.000 193.022 (13.709) 20-mar-15 Deutsche Bank Lincoln National 6,200% 15/12/2011 Compra USD 14.300.000 388.763 (27.926) 20-mar-15 UBS Lincoln National 6,200% 15/12/2011 Compra USD 3.000.000 81.559 (46.025) 20-mar-15 UBS Lincoln National 6,200% 15/12/2011 Compra USD 4.000.000 108.745 (63.125) 20-mar-15 Deutsche Bank Netherlands (Kingdom of) 3,250% 15/07/215 Compra USD 5.800.000 69.879 15.876 20-mar-15 RBS XL Group 5,250% 15/09/2014 Compra USD 6.900.000 75.926 54.418 20-jun-15 Barclays Bank Beazer Homes USA 6,500% 15/11/2013 Compra USD 2.750.000 13.419 (164.567) 20-jun-15 UBS Beazer Homes USA 6,500% 15/11/2013 Compra USD 2.750.000 13.419 (231.790) 20-jun-15 UBS Beazer Homes USA 6,500% 15/11/2013 Compra USD 2.750.000 13.419 (208.873) 20-jun-15 Deutsche Bank FSA Global Funding 6,110% 29/06/2015 Compra USD 2.337.500 103.707 305 20-jun-15 Barclays Bank Germany (Federal Republic of) 6,000% 20/06/2016 Compra USD 13.250.000 157.647 32.790 20-jun-15 UBS Germany (Federal Republic of) 6,000% 20/06/2016 Compra USD 10.400.000 123.738 79.035 20-jun-15 Citibank Italy (Republic of) 6,875% 27/09/2023 Compra USD 4.300.000 225.499 166.743 20-jun-15 RBS Lincoln National 6,200% 15/12/2011 Compra USD 5.550.000 172.403 (233.749) 20-jun-15 Morgan Stanley Home Depot 5,875% 16/12/2036 Compra USD 2.750.000 (64.716) (13.022)
JPMorgan Investment Funds - Income Opportunity Fund
Composición de la Cartera de Valores - Swaps de Riesgo de Impago pendientes (Datos en USD) (continuación)
Al 31 de diciembre de 2010
Fecha de
terminación Contraparte Obligación de referencia
Protección Compra/ Venta Divisa Valor nominal Valor de mercado Ganancias/ (Pérdidas) no realizadas 20-jun-15 Morgan Stanley Lowe’s 5,400% 15/10/2016 Compra USD 2.750.000 (62.596) (16.187) 20-jun-15 Morgan Stanley Lowe’s 5,400% 15/10/2016 Compra USD 1.350.000 (30.729) (3.200) 20-jun-15 Citibank Sherwin-Williams 7,375% 01/02/2027 Compra USD 3.500.000 (72.849) 5.831 20-jun-15 Citibank Sherwin-Williams 7,375% 01/02/2027 Compra USD 2.750.000 (57.238) 3.338 20-jun-15 Citibank Sherwin-Williams 7,375% 01/02/2027 Compra USD 1.350.000 (28.099) 3.885 20-jun-15 UBS Sherwin-Williams 7,375% 01/02/2027 Compra USD 4.200.000 (87.419) 7.178 20-jun-15 Credit Suisse Staples 7,375% 01/10/2012 Compra USD 2.750.000 (30.983) 8.714 20-jun-15 Morgan Stanley Staples 7,375% 01/10/2012 Compra USD 2.800.000 (31.547) 4.553 20-sep-15 Deutsche Bank Beazer Homes USA 6,500% 15/11/2013 Compra USD 4.100.000 44.018 (384.774) 20-sep-15 Morgan Stanley Macy’s Retail Holdings 7,450% 15/07/2017 Compra USD 2.850.000 42.762 (102.571) 20-sep-15 Deutsche Bank Mexico (United Mexican States) 7,5% 08/04/2033 Compra USD 5.650.000 16.676 (81.897) 20-sep-15 Morgan Stanley Mexico (United Mexican States) 7,5% 08/04/2033 Compra USD 4.250.000 12.544 (18.092) 20-sep-15 Citibank XL Group 5,250% 15/09/2014 Compra USD 6.700.000 103.271 (297.153) 20-sep-15 Deutsche Bank XL Group 5,250% 15/09/2014 Compra USD 5.350.000 82.463 (187.226) 20-sep-15 UBS XL Group 5,250% 15/09/2014 Compra USD 5.650.000 87.087 (120.523) 20-sep-15 UBS XL Group 5,250% 15/09/2014 Compra USD 5.650.000 87.087 (135.057) 20-sep-15 UBS AutoZone 5,500% 15/11/2015 Compra USD 7.100.000 (116.101) (29.275) 20-sep-15 UBS AutoZone 5,500% 15/11/2015 Compra USD 5.650.000 (92.391) (22.971) 20-sep-15 UBS Eastman Chemical 7,600% 01/02/2027 Compra USD 6.700.000 (71.623) 11.495 20-sep-15 Citibank Home Depot 5,875% 16/12/2036 Compra USD 7.100.000 (166.790) (73.023) 20-sep-15 UBS Home Depot 5,875% 16/12/2036 Compra USD 2.850.000 (66.951) (21.107) 20-sep-15 UBS Home Depot 5,875% 16/12/2036 Compra USD 5.650.000 (132.727) (55.018) 20-sep-15 UBS Kohl’s 6,250% 15/12/2017 Compra USD 2.850.000 (40.855) (31.098) 20-sep-15 UBS Lowe’s 5,400% 15/10/2016 Compra USD 2.850.000 (64.448) (28.397) 20-sep-15 UBS Nordstrom 6,950% 15/03/2028 Compra USD 12.750.000 (56.413) (234.541) 20-sep-15 UBS Staples 9,75% 15/01/2014 Compra USD 4.250.000 (43.170) (102.546) 20-sep-15 Citibank TJX 6,950% 15/04/19 Compra USD 4.250.000 (94.425) (29.967) 20-sep-15 Morgan Stanley TJX 6,950% 15/04/19 Compra USD 4.250.000 (94.425) (28.153) 20-dic-15 Deutsche Bank Mexico (United Mexican States) 7,5% 08/04/2033 Compra USD 5.800.000 25.482 44.279 20-dic-15 Deutsche Bank XL Group 5,250% 15/09/2014 Compra USD 5.550.000 100.614 (52.682) 20-dic-15 UBS XL Group 5,250% 15/09/2014 Compra USD 13.950.000 252.893 (23.722) 20-dic-15 Barclays Bank CDXEM 14-1 Compra USD 7.250.000 (1.000.778) (55.660) 20-dic-15 Citibank CDXEM 14-1 Compra USD 13.950.000 (1.925.635) 119.977 20-dic-15 Deutsche Bank CDXEM 14-1 Compra USD 25.000.000 (3.450.959) 67.097 20-dic-15 Deutsche Bank CDXEM 14-1 Compra USD 5.800.000 (800.622) (3.187) 20-dic-15 UBS CDXEM 14-1 Compra USD 16.350.000 (2.256.927) (5.169) 20-dic-15 UBS Target 5,375% 01/05/2017 Compra USD 8.350.000 (228.716) (57.277) 20-mar-16 Morgan Stanley Ltd Brands 6,9% 15/07/2017 Compra USD 14.550.000 330.966 (29.822) 20-mar-16 Morgan Stanley Mexico (United Mexican States) 7,5% 08/04/2033 Compra USD 9.800.000 56.959 (21.816) 25-may-46 Citibank AXHAAA 06-2 Compra USD 4.100.000 582.376 (499.699) 25-may-46 Citibank AXHAAA 06-2 Compra USD 5.500.000 781.236 (475.963) 25-may-46 Deutsche Bank AXHAAA 06-2 Compra USD 6.300.000 894.870 (418.619) 25-may-46 RBS AXHAAA 06-2 Compra USD 2.200.000 312.494 (437.517) 25-may-46 RBS AXHAAA 06-2 Compra USD 9.900.000 1.406.224 (1.535.493) 25-may-46 Deutsche Bank AXPEN3A 06-2 Compra USD 3.000.000 426.129 78.843 25-may-46 Deutsche Bank AXPEN3A 06-2 Compra USD 3.000.000 426.129 78.843 25-may-46 RBS AXPEN3A 06-2 Compra USD 2.500.000 355.107 (106.029) 15-mar-49 Deutsche Bank CMBX_NA_BBB-1 Compra USD 6.700.000 5.423.399 (146.116) 15-mar-49 Morgan Stanley CMNA 02-1 Compra USD 7.250.000 781.298 (122.976) 15-mar-49 Citibank CMNAA 02-1 Compra USD 2.630.000 657.971 (716.039) 15-mar-49 Deutsche Bank CMNAA 02-1 Compra USD 2.670.000 667.978 (419.757) 15-mar-49 Morgan Stanley CMNAA 02-1 Compra USD 2.630.000 657.971 (702.857) 15-mar-49 Morgan Stanley CMNAA 02-1 Compra USD 2.630.000 657.971 (656.821) 15-mar-49 Morgan Stanley CMNAA 02-1 Compra USD 5.350.000 1.338.459 (774.301) 13-dic-49 Barclays Bank CMNAA 03-1 Compra USD 5.350.000 2.556.654 (478.589) 13-dic-49 Morgan Stanley CMNAA 03-1 Compra USD 2.670.000 1.275.937 (272.222) 15-feb-51 Citibank CMNAJ 05-1 Compra USD 4.000.000 831.122 (985.938) 15-feb-51 Credit Suisse CMNBBB 05-1 Compra USD 2.900.000 2.346.986 (118.014) 17-feb-51 Citibank CMNBBB 04-1 Compra USD 2.900.000 2.346.986 (113.583) 17-feb-51 Citibank CMNBBB 04-1 Compra USD 3.850.000 3.115.826 37.965 12-oct-52 Citibank CMBX_NA_AAA-1 Compra USD 7.300.000 176.984 (278.799) 12-oct-52 Credit Suisse CMBX_NA_AAA-1 Compra USD 5.000.000 121.222 (1.078.410) 12-oct-52 Credit Suisse CMBX_NA_AAA-1 Compra USD 3.000.000 72.733 (609.880) 12-oct-52 Credit Suisse CMBX_NA_AAA-1 Compra USD 2.500.000 60.611 (499.957) 12-oct-52 Credit Suisse CMBX_NA_AAA-1 Compra USD 2.000.000 48.489 (361.773) 12-oct-52 Deutsche Bank CMBX_NA_AAA-1 Compra USD 4.300.000 104.251 (723.141) 12-oct-52 RBS CMBX_NA_AAA-1 Compra USD 7.300.000 176.984 (278.799) 12-oct-52 Citibank CMBX_NA_BBB-1 Compra USD 2.700.000 1.916.145 (78.840) 12-oct-52 Credit Suisse CMNAJSV1 Compra USD 4.000.000 317.867 (862.040) 12-oct-52 Morgan Stanley CMNAJSV1 Compra USD 5.350.000 425.147 (253.733) 12-oct-52 RBS CMNAJSV1 Compra USD 3.500.000 278.133 (551.157) 20-mar-11 Citibank MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.850.000 (78.494) 385.027 20-mar-11 Credit Suisse MBIA Global Funding 0,484% 20/03/2015 Venta USD 600.000 (16.525) 87.058 20-mar-11 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.750.000 (75.740) 545.684 20-jun-11 Barclays Bank MetLife 5,000% 15/06/2015 Venta USD 6.000.000 18.082 8.943 20-jun-11 HSBC Greece (Republic of) 5,900% 22/10/2022 Venta USD 6.620.000 (145.341) 130.817 20-jun-11 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.850.000 (168.347) 546.924 20-jun-11 Citibank Spain (Kingdom of) 5,500% 30/07/2017 Venta USD 2.650.000 (20.117) (18.098) 20-dic-11 UBS Realogy 10,5% 15/04/2014 Venta USD 2.800.000 46.620 159.398 20-jun-12 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 2.900.000 (154.671) 71.690 20-jun-12 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 2.900.000 (154.677) 76.920 20-sep-12 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.400.000 (107.509) 85.768 20-sep-12 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.400.000 (107.509) 85.185 20-sep-12 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.400.000 (107.509) 107.546 20-sep-12 Credit Suisse MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.800.000 (706.758) 701.019
JPMorgan Investment Funds - Income Opportunity Fund
Composición de la Cartera de Valores - Swaps de Riesgo de Impago pendientes (Datos en USD) (continuación)
Al 31 de diciembre de 2010
Fecha de
terminación Contraparte Obligación de referencia
Protección Compra/ Venta Divisa Valor nominal Valor de mercado Ganancias/ (Pérdidas) no realizadas 20-sep-12 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.750.000 (694.138) 630.828 20-sep-12 Barclays Bank Rite Aid 7,7% 15/02/2027 Venta USD 1.400.000 (13.248) 11.641 20-dic-12 Citibank Block Financial 5,125% 30/10/2014 Venta USD 2.900.000 95 14.128 20-dic-12 Barclays Bank First Data 9,875% 24/09/2015 Venta USD 1.400.000 25.730 72.980 20-dic-12 Barclays Bank First Data 9,875% 24/09/2015 Venta USD 550.000 10.108 19.962 20-dic-12 Barclays Bank First Data 9,875% 24/09/2015 Venta USD 2.900.000 53.298 44.840 20-dic-12 Barclays Bank First Data 9,875% 24/09/2015 Venta USD 2.900.000 53.298 41.215 20-dic-12 Citibank First Data 9,875% 24/09/2015 Venta USD 1.400.000 25.730 72.980 20-dic-12 UBS First Data 9,875% 24/09/2015 Venta USD 10.600.000 194.815 308.176 20-dic-12 UBS First Data 9,875% 24/09/2015 Venta USD 2.900.000 53.298 87.937 20-dic-12 Barclays Bank Freescale Semiconductor 8,875% 15/12/2014 Venta USD 2.800.000 117.568 153.735 20-dic-12 Barclays Bank Freescale Semiconductor 8,875% 15/12/2014 Venta USD 2.800.000 117.568 139.346 20-dic-12 Deutsche Bank Knight Ridder 5,750% 01/09/2017 Venta USD 2.800.000 47.191 102.802 20-dic-12 Deutsche Bank Knight Ridder 5,750% 01/09/2017 Venta USD 1.400.000 23.595 49.845 20-dic-12 Morgan Stanley Knight Ridder 5,750% 01/09/2017 Venta USD 1.450.000 24.438 31.285 20-dic-12 Morgan Stanley Knight Ridder 5,750% 01/09/2017 Venta USD 1.450.000 24.438 25.445 20-dic-12 UBS Knight Ridder 5,750% 01/09/2017 Venta USD 850.000 14.326 31.208 20-dic-12 Barclays Bank Level 3 Communications 9% 15/10/2013 Venta USD 1.450.000 5.508 40.348 20-dic-12 Barclays Bank Realogy 10,5% 15/04/2014 Venta USD 550.000 1.483 37.539 20-dic-12 Citibank Realogy 10,5% 15/04/2014 Venta USD 2.850.000 7.686 173.144 20-dic-12 Citibank Realogy 10,5% 15/04/2014 Venta USD 2.900.000 7.821 158.460 20-dic-12 Citibank Realogy 10,5% 15/04/2014 Venta USD 2.900.000 7.821 184.238 20-dic-12 Deutsche Bank Realogy 10,5% 15/04/2014 Venta USD 2.800.000 7.551 193.829 20-dic-12 Morgan Stanley Realogy 10,5% 15/04/2014 Venta USD 2.800.000 7.551 179.829 20-dic-12 Morgan Stanley Realogy 10,5% 15/04/2014 Venta USD 2.900.000 7.821 151.613 20-dic-12 UBS Realogy 10,5% 15/04/2014 Venta USD 2.900.000 7.821 172.960 20-dic-12 Citibank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 2.900.000 (18.668) 61.082 20-dic-12 Credit Suisse Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 1.450.000 (9.334) 32.354 20-dic-12 Citibank Clear Channel Communications 6,875% 15/06/2018 Venta USD 1.400.000 (13.444) 96.612 20-dic-12 Citibank Clear Channel Communications 6,875% 15/06/2018 Venta USD 2.900.000 (27.848) 94.596 20-dic-12 Morgan Stanley Clear Channel Communications 6,875% 15/06/2018 Venta USD 1.400.000 (13.444) 93.112 20-dic-12 Morgan Stanley Clear Channel Communications 6,875% 15/06/2018 Venta USD 2.800.000 (26.888) 147.723 20-dic-12 Morgan Stanley Clear Channel Communications 6,875% 15/06/2018 Venta USD 2.800.000 (26.888) 122.057 20-dic-12 Morgan Stanley Clear Channel Communications 6,875% 15/06/2018 Venta USD 1.450.000 (13.924) 51.326 20-dic-12 Morgan Stanley Clear Channel Communications 6,875% 15/06/2018 Venta USD 2.900.000 (27.848) 94.596 20-dic-12 Morgan Stanley Clear Channel Communications 6,875% 15/06/2018 Venta USD 2.900.000 (27.848) 38.208 20-dic-12 Morgan Stanley Clear Channel Communications 6,875% 15/06/2018 Venta USD 4.350.000 (41.772) 45.228 20-dic-12 Morgan Stanley Clear Channel Communications 6,875% 15/06/2018 Venta USD 2.900.000 (27.848) 21.694 20-dic-12 UBS Clear Channel Communications 6,875% 15/06/2018 Venta USD 1.400.000 (13.444) 85.139 20-dic-12 Barclays Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 4.200.000 (414.411) 177.672 20-dic-12 Morgan Stanley K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.400.000 (138.137) 92.474 20-dic-12 Morgan Stanley K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 600.000 (59.202) 5.632 20-dic-12 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 8.850.000 (873.224) 365.776 20-dic-12 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 5.800.000 (572.282) 281.607 20-dic-12 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 5.800.000 (572.282) 147.885 20-dic-12 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.450.000 (143.071) 47.041 20-dic-12 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 2.900.000 (286.141) 98.512 20-dic-12 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 11.650.000 (1.149.498) 240.412 20-dic-12 Credit Suisse MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.450.000 (423.122) 69.677 20-dic-12 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.900.000 (846.243) 128.076 20-dic-12 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.450.000 (423.122) 69.677 20-dic-12 UBS MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.900.000 (846.243) 63.632 20-dic-12 Barclays Bank MGM Resorts International Venta USD 1.450.000 (3.870) 13.450 20-dic-12 Citibank MGM Resorts International Venta USD 1.450.000 (3.870) 13.651 20-dic-12 UBS MGM Resorts International Venta USD 2.900.000 (7.740) 12.802 20-dic-12 UBS MGM Resorts International Venta USD 4.350.000 (11.610) 29.474 20-dic-12 UBS MGM Resorts International Venta USD 5.800.000 (15.480) 22.381 20-dic-12 BNP Paribas Rite Aid 7,7% 15/02/2027 Venta USD 2.800.000 (47.845) 46.266 20-dic-12 BNP Paribas Rite Aid 7,7% 15/02/2027 Venta USD 1.400.000 (23.923) (784) 20-dic-12 BNP Paribas Rite Aid 7,7% 15/02/2027 Venta USD 1.400.000 (23.923) (784) 20-dic-12 Deutsche Bank Rite Aid 7,7% 15/02/2027 Venta USD 2.800.000 (47.845) (1.567) 20-dic-12 RBS Rite Aid 7,7% 15/02/2027 Venta USD 2.800.000 (47.845) (1.567) 20-dic-12 UBS Rite Aid 7,7% 15/02/2027 Venta USD 2.800.000 (47.845) 21.766 20-dic-12 UBS Rite Aid 7,7% 15/02/2027 Venta USD 1.400.000 (23.923) 17.494 20-dic-12 UBS Rite Aid 7,7% 15/02/2027 Venta USD 2.800.000 (47.845) (1.567) 20-mar-13 UBS Block Financial 5,125% 30/10/2014 Venta USD 1.450.000 (3.518) (11.069) 20-mar-13 UBS Level 3 Communications 9% 15/10/2013 Venta USD 1.400.000 (117) 86.217 20-mar-13 UBS Level 3 Communications 9% 15/10/2013 Venta USD 1.400.000 (117) 81.550 20-mar-13 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 750.000 (245.055) 53.591 20-jun-13 Barclays Bank Clear Channel Communications 6,875% 15/06/2018 Venta USD 2.800.000 (86.451) 272.883 20-jun-13 Barclays Bank Clear Channel Communications 6,875% 15/06/2018 Venta USD 4.200.000 (129.676) 356.824 20-jun-13 UBS Level 3 Communications 9% 15/10/2013 Venta USD 8.350.000 (132.592) 555.123 20-jun-13 UBS Level 3 Communications 9% 15/10/2013 Venta USD 2.800.000 (44.462) 184.594 20-jun-13 UBS Level 3 Communications 9% 15/10/2013 Venta USD 2.900.000 (46.050) 125.131 20-jun-13 Citibank MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.750.000 (990.218) 553.984 20-jun-13 Citibank MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.350.000 (486.107) 178.956 20-jun-13 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.650.000 (954.210) 236.818 20-jun-13 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.350.000 (486.107) 120.456 20-jun-13 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.350.000 (486.107) 147.456 20-jun-13 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.700.000 (972.214) (36.964) 20-jun-13 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.350.000 (486.107) 4.768 20-jun-13 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.750.000 (990.218) 388.984 20-jun-13 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.750.000 (990.218) 445.893 20-jun-13 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.750.000 (990.218) 489.817 20-jun-13 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.350.000 (486.107) 226.768 20-jun-13 UBS MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.750.000 (990.218) (111.745)
JPMorgan Investment Funds - Income Opportunity Fund
Composición de la Cartera de Valores - Swaps de Riesgo de Impago pendientes (Datos en USD) (continuación)
Al 31 de diciembre de 2010
Fecha de
terminación Contraparte Obligación de referencia
Protección Compra/ Venta Divisa Valor nominal Valor de mercado Ganancias/ (Pérdidas) no realizadas 20-jun-13 UBS MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.350.000 (486.107) 202.393 20-jun-13 UBS MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.350.000 (486.107) 195.643 20-jun-13 UBS MBIA Global Funding 0,484% 20/03/2015 Venta USD 6.800.000 (2.448.538) 984.517 20-jun-13 UBS MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.750.000 (990.218) 378.289 20-jun-13 Barclays Bank MGM Resorts International Venta USD 1.450.000 (22.954) 20.747 20-sep-13 Credit Suisse MBIA Global Funding 0,484% 20/03/2015 Venta USD 4.150.000 (1.616.062) 736.181 20-sep-13 Credit Suisse MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.750.000 (1.070.884) 500.817 20-sep-13 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.350.000 (525.707) 244.543 20-sep-13 UBS MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.850.000 (1.109.826) 479.049 20-sep-13 UBS MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.400.000 (545.178) 233.184 20-sep-13 UBS MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.800.000 (1.090.355) 331.423 20-dic-13 UBS Freescale Semiconductor 8,875% 15/12/2014 Venta USD 1.450.000 47.137 93.456 20-dic-13 UBS Freescale Semiconductor 8,875% 15/12/2014 Venta USD 10.200.000 331.586 537.003 20-dic-13 Citibank Eastman Kodak 7,250% 15/11/2013 Venta USD 2.800.000 (35.750) 94.528 20-dic-13 Citibank Eastman Kodak 7,250% 15/11/2013 Venta USD 2.850.000 (36.388) 55.049 20-dic-13 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 4.350.000 (55.540) 127.522 20-dic-13 UBS Eastman Kodak 7,250% 15/11/2013 Venta USD 2.800.000 (35.750) 101.528 20-dic-13 Barclays Bank First Data 9,875% 24/09/2015 Venta USD 5.550.000 (72.590) 251.160 20-dic-13 Deutsche Bank Knight Ridder 5,750% 01/09/2017 Venta USD 2.800.000 (10.132) 160.201 20-dic-13 Deutsche Bank Knight Ridder 5,750% 01/09/2017 Venta USD 2.850.000 (10.313) 140.896 20-dic-13 Morgan Stanley Knight Ridder 5,750% 01/09/2017 Venta USD 4.200.000 (15.198) 198.302 20-dic-13 UBS Level 3 Communications 9% 15/10/2013 Venta USD 2.800.000 (125.665) 219.280 20-dic-13 UBS Level 3 Communications 9% 15/10/2013 Venta USD 2.900.000 (130.153) 202.542 20-dic-13 UBS Level 3 Communications 9% 15/10/2013 Venta USD 4.350.000 (195.229) 100.813 20-dic-13 UBS Level 3 Communications 9% 15/10/2013 Venta USD 5.800.000 (260.305) 99.778 20-dic-13 Citibank Realogy 10,5% 15/04/2014 Venta USD 2.900.000 (109.462) 246.593 20-dic-13 Morgan Stanley Realogy 10,5% 15/04/2014 Venta USD 2.900.000 (109.462) 266.732 20-dic-13 UBS Realogy 10,5% 15/04/2014 Venta USD 2.900.000 (109.462) 260.288 20-dic-13 Barclays Bank Rite Aid 7,7% 15/02/2027 Venta USD 1.450.000 (94.028) (17.500) 20-dic-13 Citibank Rite Aid 7,7% 15/02/2027 Venta USD 2.900.000 (188.056) (35.000) 20-dic-13 Deutsche Bank Rite Aid 7,7% 15/02/2027 Venta USD 2.800.000 (181.571) 45.151 20-dic-13 Deutsche Bank Rite Aid 7,7% 15/02/2027 Venta USD 5.750.000 (372.869) (59.015) 20-dic-13 Deutsche Bank Rite Aid 7,7% 15/02/2027 Venta USD 5.800.000 (376.111) (70.000) 20-dic-13 UBS Rite Aid 7,7% 15/02/2027 Venta USD 2.900.000 (188.056) (29.764) 20-jun-14 Deutsche Bank MetLife 5,000% 15/06/2015 Venta USD 3.000.000 384.753 326.173 20-jun-14 Deutsche Bank MetLife 5,000% 15/06/2015 Venta USD 3.000.000 384.753 270.245 20-jun-14 Deutsche Bank Prudential Financial 4,500% 15/07/2013 Venta USD 2.000.000 268.479 598.479 20-sep-14 Deutsche Bank MetLife 5,000% 15/06/2015 Venta USD 3.000.000 402.347 195.854 20-dic-14 Deutsche Bank Berkshire Hathaway Finance 4,625% 15/10/2013 Venta USD 2.500.000 (7.518) 43.087 20-dic-14 Deutsche Bank MetLife 5,000% 15/06/2015 Venta USD 4.000.000 (54.068) 138.550 20-dic-14 Deutsche Bank MetLife 5,000% 15/06/2015 Venta USD 3.000.000 (40.551) 149.441 20-dic-14 Deutsche Bank MetLife 5,000% 15/06/2015 Venta USD 3.000.000 (40.551) 165.057 20-mar-15 Deutsche Bank PolyOne 8,875% 01/05/2012 Venta USD 2.750.000 292.822 265.024 20-mar-15 Deutsche Bank PolyOne 8,875% 01/05/2012 Venta USD 2.750.000 292.822 259.211 20-mar-15 Credit Suisse Berkshire Hathaway Finance 4,625% 15/10/2013 Venta USD 4.000.000 (17.830) 66.623 20-mar-15 Deutsche Bank Berkshire Hathaway Finance 4,625% 15/10/2013 Venta USD 4.000.000 (17.830) 74.653 20-mar-15 RBS Berkshire Hathaway Finance 4,625% 15/10/2013 Venta USD 6.900.000 (30.756) (9.248) 20-mar-15 UBS Berkshire Hathaway Finance 4,625% 15/10/2013 Venta USD 4.000.000 (17.830) 49.785 20-mar-15 Citibank Eastman Kodak 7,250% 15/11/2013 Venta USD 750.000 (53.391) 24.005 20-mar-15 UBS Eastman Kodak 7,250% 15/11/2013 Venta USD 4.300.000 (306.106) 192.574 20-mar-15 UBS Eastman Kodak 7,250% 15/11/2013 Venta USD 1.300.000 (92.544) 90.359 20-mar-15 Credit Suisse MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.300.000 (673.596) 99.723 20-mar-15 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.250.000 (647.689) 35.992 20-mar-15 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.400.000 (725.412) 104.866 20-mar-15 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.400.000 (725.412) 58.005 20-mar-15 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.400.000 (725.412) (23.856) 20-mar-15 UBS MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.250.000 (647.689) 42.068 20-mar-15 Citibank MetLife 5,000% 15/06/2015 Venta USD 7.100.000 (117.252) 135.824 20-mar-15 Deutsche Bank MetLife 5,000% 15/06/2015 Venta USD 14.300.000 (236.155) 304.933 20-mar-15 UBS MetLife 5,000% 15/06/2015 Venta USD 4.000.000 (66.057) 156.934 20-mar-15 UBS MetLife 5,000% 15/06/2015 Venta USD 7.100.000 (117.252) 138.576 20-jun-15 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 2.750.000 (700.328) (125.119) 20-jun-15 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 2.750.000 (700.328) (120.536) 20-jun-15 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.350.000 (714.021) (111.771) 20-jun-15 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.350.000 (714.021) 64.291 20-jun-15 Deutsche Bank MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.750.000 (1.454.487) 153.117 20-jun-15 UBS MBIA Global Funding 0,484% 20/03/2015 Venta USD 1.350.000 (714.021) 95.416 20-jun-15 RBS MetLife 5,000% 15/06/2015 Venta USD 5.550.000 (111.785) 416.801 20-sep-15 Citibank Berkshire Hathaway Finance 4,625% 15/10/2013 Venta USD 6.700.000 (59.650) 267.036 20-sep-15 UBS Berkshire Hathaway Finance 4,625% 15/10/2013 Venta USD 5.350.000 (47.631) 210.220 20-sep-15 UBS Berkshire Hathaway Finance 4,625% 15/10/2013 Venta USD 5.650.000 (50.302) 139.565 20-sep-15 UBS Berkshire Hathaway Finance 4,625% 15/10/2013 Venta USD 5.650.000 (50.302) 156.824 20-dic-15 Deutsche Bank CDXEM 15-1 Venta USD 5.800.000 42.564 4.004 20-dic-15 Morgan Stanley CDXEM 15-1 Venta USD 5.550.000 40.730 67.933 20-dic-15 UBS CDXEM 15-1 Venta USD 14.150.000 103.842 (19.333) 20-dic-15 Citibank MCDX 15-1 Venta USD 10.000.000 (446.224) - 20-dic-15 UBS MCDX 15-1 Venta USD 10.000.000 (440.202) (52.863) 20-dic-15 Deutsche Bank Berkshire Hathaway Finance 4,625% 15/10/2013 Venta USD 5.550.000 (61.420) 120.449 20-dic-15 UBS Prudential Financial 4,500% 15/07/2013 Venta USD 13.950.000 (251.675) 461.876 20-dic-15 Citibank SUPERVALU 7,5% 15/05/2012 Venta USD 2.800.000 (178.116) (45.894) 20-dic-15 Deutsche Bank SUPERVALU 7,5% 15/05/2012 Venta USD 2.800.000 (178.116) (45.894) 20-dic-15 UBS SUPERVALU 7,5% 15/05/2012 Venta USD 2.800.000 (178.116) (45.894) 20-dic-15 BNP Paribas SUPERVALU 8% 01/05/2016 Venta USD 1.450.000 (92.239) 4.025 20-dic-15 BNP Paribas SUPERVALU 8% 01/05/2016 Venta USD 1.450.000 (92.239) 7.449 20-dic-15 BNP Paribas SUPERVALU 8% 01/05/2016 Venta USD 1.450.000 (92.239) 7.247 20-dic-15 UBS SUPERVALU 8% 01/05/2016 Venta USD 2.800.000 (178.116) (73.505)
JPMorgan Investment Funds - Income Opportunity Fund
Composición de la Cartera de Valores - Swaps de Riesgo de Impago pendientes (Datos en USD) (continuación)
Al 31 de diciembre de 2010
Fecha de
terminación Contraparte Obligación de referencia
Protección Compra/ Venta Divisa Valor nominal Valor de mercado Ganancias/ (Pérdidas) no realizadas 20-dic-15 UBS SUPERVALU 8% 01/05/2016 Venta USD 2.800.000 (178.116) (35.783) 20-dic-15 UBS SUPERVALU 8% 01/05/2016 Venta USD 7.250.000 (461.194) (74.528) 20-dic-15 UBS SUPERVALU 8% 01/05/2016 Venta USD 2.900.000 (184.478) (6.450) 20-mar-16 Morgan Stanley JC Penney 6,375% 15/10/2036 Venta USD 14.550.000 (650.104) 17.461 25-ago-37 Deutsche Bank AXHPENAAA 07-1 Venta USD 3.000.000 (1.295.780) (328.430) 25-ene-38 Citibank ABX_HE_PEN_07_2 Venta USD 10.000.000 (5.230.700) 1.443.244 25-ene-38 Citibank ABX_HE_PEN_07_2 Venta USD 14.000.000 (7.322.981) 1.770.813 25-ene-38 Citibank ABX_HE_PEN_07_2 Venta USD 3.300.000 (1.726.130) 318.963 15-mar-49 Deutsche Bank CMNBBB 02-1 Venta USD 5.550.000 (2.276.463) 526.094 15-mar-49 Morgan Stanley CMNBBB 02-1 Venta USD 5.550.000 (2.276.463) 526.094 15-mar-49 Citibank CMNAA 02-1 Venta USD 4.900.000 (2.009.850) 292.809 13-dic-49 Barclays Bank CMBX_NA_A3 Venta USD 5.350.000 (3.206.150) 523.447 13-dic-49 Morgan Stanley CMBX_NA_A3 Venta USD 2.670.000 (1.600.078) 267.909 17-feb-51 Credit Suisse CMBX_NA_AAA_4 Venta USD 4.000.000 (166.405) 773.556 17-feb-51 Morgan Stanley CMBX_NA_AAA_4 Venta USD 5.350.000 (222.566) 257.580 17-feb-51 RBS CMBX_NA_AAA_4 Venta USD 3.500.000 (145.604) 527.328 17-feb-51 Citibank CMNA 04-1 Venta USD 6.950.000 (1.868.333) 379.690 17-feb-51 RBS CMNAJ 04-1 Venta USD 4.000.000 (1.075.298) 957.566 17-feb-51 Morgan Stanley CMNAM 04-1 Venta USD 5.550.000 (570.154) 454.899 17-feb-51 Morgan Stanley CMNAM 04-1 Venta USD 5.550.000 (570.154) 317.459 Total
(52.191.088) 17.007.774
Composición de la Cartera de Valores - Swaps de Tipos de Interés pendientes (Datos en USD)
Fecha de
terminación Contraparte Descripción Divisa
Valor nominal Valor de mercado Ganancias/ (Pérdidas) no realizadas 27-oct-15 Deutsche Bank Recepción de tipo flotante USD LIBOR 3 meses USD 121.807.000 2.965.802 2.965.802
Pago de tipo fijo al 1,585%
27-oct-40 Deutsche Bank Recepción de tipo fijo al 3,382% USD 30.405.000 (4.042.016) (4.042.016) Pago de tipo flotante USD LIBOR 3 meses
Total (1.076.214) (1.076.214)