Fecha de
vencimiento Contraparte Larga/
corta Descripción Divisa
Valor nominal Valor de mercado Ganancias/ (Pérdidas) no realizadas 07-ene-13 Credit Suisse Larga Swap de tipos de interés 09/01/2023 Ejercicio de compra 2,090% USD 21.611.000 259 (137.511) Total 259 (137.511)
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 2012
Fecha de
terminación Contraparte Obligación de referencia
Protección Compra/ Venta Divisa Valor nominal Valor de mercado Ganancias/ (Pérdidas) no realizadas 20-dic-13 Barclays Bank Ally Financial 8,300% 12/02/2015 Compra USD 1.550.000 (71.203) (131.265) 20-dic-13 Deutsche Bank Ally Financial 8,300% 12/02/2015 Compra USD 1.550.000 (71.203) (131.265) 20-mar-14 UBS Ally Financial 8,300% 12/02/2015 Compra USD 1.550.000 (87.049) (147.111) 20-dic-15 Bank of America CDX.NA.HY.15-V5 Compra USD 6.750.000 (689.442) (559.129) 20-dic-15 Bank of America CDX.NA.HY.15-V5 Compra USD 4.000.000 (408.558) (324.669) 20-sep-16 Citibank UK Treasury 4,250% 07/06/2032 Compra USD 8.300.000 (225.763) (135.257) 20-sep-16 Deutsche Bank US Treasury 4,875% 15/08/2016 Compra EUR 8.300.000 (2.426) (157.263) 20-sep-16 UBS UK Treasury 4,250% 07/06/2032 Compra USD 8.300.000 (225.763) (129.128) 20-sep-16 UBS US Treasury 4,875% 15/08/2016 Compra EUR 16.550.000 (4.836) (348.747) 20-mar-17 Bank of America XL Group 5,250% 15/09/2014 Compra USD 5.250.000 (28.488) (56.396) 20-mar-17 Bank of America XL Group 5,250% 15/09/2014 Compra USD 2.800.000 (15.194) (34.424) 20-mar-17 Bank of America XL Group 5,250% 15/09/2014 Compra USD 2.800.000 (15.194) (27.727) 20-mar-17 Barclays Bank XL Group 5,250% 15/09/2014 Compra USD 4.950.000 (26.860) (19.460) 20-mar-17 UBS Goodrich Corp 6,290% 01/07/2016 Compra USD 2.620.000 (97.733) 22.440 20-jun-17 Bank of America iTraxx Europe Crossover Series 17 Version 01/06/2017 Compra EUR 9.850.000 (466.817) (621.236) 20-jun-17 UBS Germany (Federal Republic of) 6,000% 20/06/2016 Compra USD 84.200.000 378.187 (1.559.730) 20-sep-17 Bank of America Pulte Group 5,25% 15/01/2014 Compra USD 1.650.000 (217.511) (45.490) 20-sep-17 BNP Paribas Pulte Group 5,25% 15/01/2014 Compra USD 1.350.000 (177.963) (68.575) 20-sep-17 BNP Paribas Pulte Group 5,25% 15/01/2014 Compra USD 1.350.000 (177.963) (59.970) 20-sep-17 Citibank Pulte Group 5,25% 15/01/2014 Compra USD 4.050.000 (533.890) (212.018) 20-sep-17 Citibank Pulte Group 5,25% 15/01/2014 Compra USD 1.350.000 (177.963) (48.026) 20-dic-17 Bank of America CDX.NA.HY.19-V1 Compra USD 13.680.000 (47.704) 151.796 20-dic-17 Bank of America CDX.NA.IG.19-V1 Compra USD 146.250.000 (347.915) (68.693) 20-dic-17 Barclays Bank CDX.EM.ex-EU.18-V1 Compra USD 42.350.000 (5.708.324) (144.946) 20-dic-17 Barclays Bank CDX.EM.ex-EU.18-V1 Compra USD 35.325.000 (4.761.430) (119.528) 20-dic-17 Barclays Bank CDX.EM.ex-EU.18-V1 Compra USD 14.150.000 (1.907.268) (56.762) 20-dic-17 Barclays Bank CDX.EM.ex-EU.18-V1 Compra USD 19.975.000 (2.692.415) (156.589) 20-dic-17 Barclays Bank China (People’s Republic of) 4,250% 28/10/2014 Compra USD 57.000.000 (1.086.073) (876.519) 20-dic-17 BNP Paribas CDX.NA.HY.19-V1 Compra USD 17.950.000 (62.594) (153.940) 20-dic-17 BNP Paribas CDX.NA.HY.19-V1 Compra USD 15.750.000 (54.922) (135.072) 20-dic-17 Citibank MCDX.NA.19-V1 Compra USD 50.150.000 1.363.450 (91.961) 20-dic-17 Deutsche Bank China (People’s Republic of) 4,250% 28/10/2014 Compra USD 14.300.000 (272.471) (204.770) 20-dic-17 Deutsche Bank iTraxx Europe Crossover Series 18 Version 01/12/2017 Compra EUR 16.350.000 (219.875) (639.896) 20-dic-17 UBS CDX.NA.IG.9-V4 Compra USD 11.550.000 226.870 (166.983) 20-mar-18 Bank of America Pulte Group 5,250% 15/01/2014 Compra USD 5.800.000 (770.407) 28.515 20-mar-18 Bank of America Pulte Group 5,250% 15/01/2014 Compra USD 5.800.000 (770.407) 48.605 20-mar-18 Barclays Bank Alcoa 5,720% 23/02/2019 Compra USD 11.600.000 1.118.766 50.368 20-mar-18 Barclays Bank Brazil (Republic of) 12,250% 06/03/2030 Compra USD 14.600.000 67.867 2.619 20-mar-18 Barclays Bank Darden Restaurants 6,000% 15/08/2035 Compra USD 7.450.000 456.527 110.840 20-mar-18 Barclays Bank Ltd Brands 6,900% 15/07/2017 Compra USD 7.250.000 458.532 70.940 20-mar-18 Barclays Bank Mexico (United Mexican States) 5,950% 19/03/2019 Compra USD 56.650.000 (57.383) 31.560 20-mar-18 Barclays Bank Mexico (United Mexican States) 5,950% 19/03/2019 Compra USD 29.050.000 (29.426) 16.184 20-mar-18 Barclays Bank Nordstrom 6,950% 15/03/2028 Compra USD 5.800.000 5.883 32.316 20-mar-18 Barclays Bank Standard Chartered 5,750% 30/04/2014 Compra EUR 8.700.000 (18.390) 10.791 20-mar-18 Barclays Bank Standard Chartered Bank 0,486% 28/03/2018 Compra EUR 8.700.000 (29.181) - 20-mar-18 Deutsche Bank Kroger 6,150% 15/01/2020 Compra USD 11.850.000 66.834 36.944 20-mar-18 Morgan Stanley Pulte Group 5,250% 15/01/2014 Compra USD 7.250.000 (963.009) 36.615 12-ene-38 Citibank IOS FN30 650 Indices Compra USD 56.200.000 (17.133) (311.994) 12-ene-38 Credit Suisse IOS FN30 650 Indices Compra USD 57.400.000 (17.499) (57.458) 12-ene-38 RBS IOS FN30 650 Indices Compra USD 57.400.000 (17.499) (58.302) 12-ene-38 RBS IOS FN30 650 Indices Compra USD 57.400.000 (17.499) (86.641) 12-ene-40 Barclays Bank IOS FN30 450 Indices Compra USD 12.303.000 (16.059) (13.717) 12-ene-41 Bank of America IOS FN30 500 Indices Compra USD 31.850.000 (16.558) (339.454) 12-ene-41 Bank of America IOS FN30 500 Indices Compra USD 7.326.000 (3.809) 50.672 12-ene-41 Bank of America IOS FN30 500 Indices Compra USD 8.337.000 (4.334) (78.256) 12-ene-41 Citibank IOS FN30 500 Indices Compra USD 8.503.000 (4.421) (77.178) 12-ene-41 Citibank IOS FN30 500 Indices Compra USD 9.788.000 (5.089) 10.399 12-ene-41 Citibank IOS FN30 500 Indices Compra USD 11.238.000 (5.842) 144.148 12-ene-41 Citibank IOS FN30 500 Indices Compra USD 7.415.000 (3.855) (9.285) 12-ene-41 Citibank IOS FN30 500 Indices Compra USD 18.300.000 (9.514) (30.768) 12-ene-41 Citibank IOS FN30 500 Indices Compra USD 18.387.000 (9.559) 3.618 12-ene-41 Credit Suisse IOS FN30 500 Indices Compra USD 9.654.000 (5.019) 11.681 25-may-46 RBS ABX.HE.PENAAA.6 Compra USD 2.500.000 224.514 (236.623) 25-may-46 RBS ABX.HE.PENAAA.6 Compra USD 1.400.000 125.728 (351.553) 25-may-46 RBS ABX.HE.PENAAA.6 Compra USD 9.900.000 889.074 (2.052.645) 15-mar-49 Deutsche Bank CMBX.NA.AA.2 Compra USD 2.670.000 1.034.970 (52.766) 15-mar-49 Morgan Stanley CMBX.NA.AA.2 Compra USD 10.000 3.876 (1.298)
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 2012
Fecha de
terminación Contraparte Obligación de referencia
Protección Compra/ Venta Divisa Valor nominal Valor de mercado Ganancias/ (Pérdidas) no realizadas 15-mar-49 Morgan Stanley CMBX.NA.AA.2 Compra USD 5.350.000 2.073.817 (38.943) 15-mar-49 Morgan Stanley CMBX.NA.AJ.2 Compra USD 7.250.000 1.273.710 369.436 13-dic-49 Barclays Bank CMBX.NA.AA.3 Compra USD 5.350.000 3.543.498 508.254 13-dic-49 Morgan Stanley CMBX.NA.AA.3 Compra USD 2.670.000 1.768.438 220.277 15-feb-51 Credit Suisse CMBX.NA.BBB-5 Compra USD 2.900.000 1.592.708 (872.293) 17-feb-51 Citibank CMBX.NA.BBB-4 Compra USD 2.900.000 1.506.945 (953.625) 17-feb-51 Citibank CMBX.NA.BBB-4 Compra USD 3.850.000 2.000.600 (1.077.262) 12-oct-52 Deutsche Bank CMBX_NA_AAA_1 Compra USD 4.300.000 85.213 (742.179) 12-oct-52 Morgan Stanley CMBX.NA.AM Compra USD 7.400.000 281.385 (918.751) 12-oct-52 RBS CMBX_NA_AAA_1 Compra USD 7.300.000 144.663 (311.120) 20-mar-13 Bank of America Block Financial 5,125% 30/10/2014 Venta USD 2.900.000 34.031 18.366 20-mar-13 Bank of America Block Financial 5,125% 30/10/2014 Venta USD 2.900.000 34.031 11.699 20-mar-13 Barclays Bank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 6.300.000 (5.604) 46.021 20-mar-13 Barclays Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 4.250.000 35.716 425.299 20-mar-13 Citibank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 6.300.000 (5.604) 19.772 20-mar-13 Citibank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 1.700.000 (1.512) 18.085 20-mar-13 Citibank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 1.700.000 (1.512) 22.099 20-mar-13 Citibank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 1.700.000 (1.512) 41.460 20-mar-13 Credit Suisse K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.400.000 11.765 133.876 20-mar-13 Credit Suisse K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.450.000 12.186 101.603 20-mar-13 Credit Suisse K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 2.900.000 24.371 202.802 20-mar-13 Deutsche Bank Block Financial 5,125% 30/10/2014 Venta USD 2.850.000 33.444 12.246 20-mar-13 Deutsche Bank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 3.150.000 (2.802) 17.761 20-mar-13 Deutsche Bank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 7.900.000 (7.027) 101.598 20-mar-13 Deutsche Bank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 3.150.000 (2.802) 40.073 20-mar-13 Deutsche Bank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 3.150.000 (2.802) 38.761 20-mar-13 Deutsche Bank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 6.300.000 (5.604) 108.146 20-mar-13 Deutsche Bank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 3.100.000 (2.757) 36.854 20-mar-13 Deutsche Bank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 3.100.000 (2.757) 65.701 20-mar-13 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 2.800.000 23.531 354.475 20-mar-13 Morgan Stanley Caesars Entertainment Operating 5,375% 15/12/2013 Venta USD 7.500.000 (6.671) 131.871 20-mar-13 Morgan Stanley Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 3.150.000 (2.802) 25.636 20-mar-13 Morgan Stanley Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 1.550.000 (1.379) 19.073 20-mar-13 Morgan Stanley Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 1.600.000 (1.423) 27.466 20-mar-13 Morgan Stanley K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.400.000 11.765 171.015 20-mar-13 Morgan Stanley K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.150.000 9.664 105.338 20-mar-13 Morgan Stanley K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.400.000 11.765 107.237 20-mar-13 Morgan Stanley K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.400.000 11.765 97.904 20-mar-13 RBS Caesars Entertainment Operating 5,375% 15/12/2013 Venta USD 4.700.000 (4.180) 68.278 20-mar-13 RBS Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 3.150.000 (2.802) 17.323 20-mar-13 RBS Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 1.600.000 (1.423) 37.688 20-mar-13 RBS Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 3.250.000 (2.891) 30.512 20-mar-13 RBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 580.000 4.874 143.832 20-mar-13 UBS Block Financial 5,125% 30/10/2014 Venta USD 1.450.000 17.015 9.464 20-jun-13 Bank of America Realogy 10,500% 15/04/2014 Venta USD 4.350.000 98.548 95.527 20-jun-13 Bank of America Realogy 10,500% 15/04/2014 Venta USD 1.650.000 37.380 19.505 20-jun-13 Bank of America Realogy 10,500% 15/04/2014 Venta USD 1.030.000 23.334 14.465 20-jun-13 Bank of America Realogy 10,500% 15/04/2014 Venta USD 3.350.000 75.893 54.490 20-jun-13 Bank of America Realogy 10,500% 15/04/2014 Venta USD 1.700.000 38.513 34.735 20-jun-13 Barclays Bank Clear Channel Communications 6,875% 15/06/2018 Venta USD 2.800.000 15.563 374.896 20-jun-13 Barclays Bank Clear Channel Communications 6,875% 15/06/2018 Venta USD 4.200.000 23.344 509.844 20-jun-13 Barclays Bank Dixons Retail 8,750% 03/08/2015 Venta EUR 13.600.000 393.330 1.337.188 20-jun-13 Barclays Bank Dixons Retail 8,750% 03/08/2015 Venta EUR 6.800.000 196.665 682.327 20-jun-13 Barclays Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 6.300.000 158.106 281.481 20-jun-13 Barclays Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 4.700.000 117.952 287.178 20-jun-13 Barclays Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.650.000 41.409 295.326 20-jun-13 Citibank Chesapeake Energy 6,625% 15/08/2020 Venta USD 2.800.000 54.625 116.069 20-jun-13 Deutsche Bank iStar Financial 5,875% 15/03/2016 Venta USD 1.400.000 27.567 55.178 20-jun-13 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 3.150.000 79.053 202.866 20-jun-13 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.700.000 42.663 200.385 20-jun-13 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.600.000 40.154 235.487 20-jun-13 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 5.100.000 127.990 830.640 20-jun-13 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.650.000 41.409 258.888 20-jun-13 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.700.000 42.663 291.052 20-jun-13 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.650.000 41.409 274.013 20-jun-13 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.650.000 41.409 311.826 20-jun-13 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 3.350.000 84.072 633.100 20-jun-13 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.650.000 41.409 310.451 20-jun-13 Morgan Stanley Clear Channel Communications 6,875% 15/06/2018 Venta USD 1.550.000 8.615 20.671 20-jun-13 Morgan Stanley New Albertsons 8,000% 01/05/2031 Venta USD 1.450.000 (28.026) 68.842 20-jun-13 Morgan Stanley New Albertsons 8,000% 01/05/2031 Venta USD 2.900.000 (56.053) 143.322 20-jun-13 Morgan Stanley New Albertsons 8,000% 01/05/2031 Venta USD 1.450.000 (28.026) 64.210 20-jun-13 RBS Clear Channel Communications 6,875% 15/06/2018 Venta USD 5.150.000 28.625 (27.167) 20-jun-13 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.350.000 33.880 213.505 20-jun-13 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.700.000 42.663 328.594 20-jun-13 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.650.000 41.409 318.242 20-jun-13 UBS Lennar 6,500% 15/04/2016 Venta USD 5.750.000 136.561 (278.485) 20-sep-13 Deutsche Bank Clear Channel Communications 6,875% 15/06/2018 Venta USD 6.750.000 52.534 335.659 20-dic-13 Barclays Bank SUPERVALU 8,000% 01/05/2016 Venta USD 1.075.000 (13.901) 63.589 20-dic-13 Barclays Bank SUPERVALU 8,000% 01/05/2016 Venta USD 2.870.000 (37.112) 212.418 20-dic-13 Deutsche Bank Knight Ridder 5,750% 01/09/2017 Venta USD 1.400.000 47.327 132.494 20-dic-13 Deutsche Bank Knight Ridder 5,750% 01/09/2017 Venta USD 2.850.000 96.345 247.553 20-dic-13 Morgan Stanley Knight Ridder 5,750% 01/09/2017 Venta USD 4.200.000 141.982 355.482 20-dic-13 UBS New Albertsons 8,000% 01/05/2031 Venta USD 2.890.000 (133.282) 257.269 20-dic-13 UBS SUPERVALU 8,000% 01/05/2016 Venta USD 1.450.000 (18.750) 113.764
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 2012
Fecha de
terminación Contraparte Obligación de referencia
Protección Compra/ Venta Divisa Valor nominal Valor de mercado Ganancias/ (Pérdidas) no realizadas 20-mar-14 Barclays Bank Clear Channel Communications 6,875% 15/06/2018 Venta USD 2.850.000 (28.164) 121.857 20-mar-14 Citibank Clear Channel Communications 6,875% 15/06/2018 Venta USD 2.850.000 (28.164) 121.066 20-mar-14 Citibank Clear Channel Communications 6,875% 15/06/2018 Venta USD 4.550.000 (44.963) 58.676 20-mar-14 Citibank Clear Channel Communications 6,875% 15/06/2018 Venta USD 3.150.000 (31.128) 44.122 20-mar-14 Citibank Clear Channel Communications 6,875% 15/06/2018 Venta USD 8.200.000 (81.032) 114.857 20-mar-14 Citibank Clear Channel Communications 6,875% 15/06/2018 Venta USD 6.300.000 (62.256) 96.119 20-mar-14 Deutsche Bank Rite Aid 7,700% 15/02/2027 Venta USD 4.400.000 200.354 469.243 20-mar-14 Deutsche Bank Rite Aid 7,700% 15/02/2027 Venta USD 1.700.000 77.409 167.131 20-mar-14 Morgan Stanley Clear Channel Communications 6,875% 15/06/2018 Venta USD 2.850.000 (28.164) 135.316 20-mar-14 UBS Rite Aid 7,700% 15/02/2027 Venta USD 2.000.000 91.070 206.626 20-jun-14 Bank of America Boyd Gaming 6,750% 15/04/2014 Venta USD 3.450.000 81.984 97.796 20-jun-14 Bank of America Knight Ridder 5,750% 01/09/2017 Venta USD 6.400.000 228.831 278.609 20-jun-14 Bank of America Knight Ridder 5,750% 01/09/2017 Venta USD 6.500.000 232.406 281.156 20-jun-14 Bank of America Rite Aid 7,700% 15/02/2027 Venta USD 10.000.000 408.787 957.398 20-jun-14 BNP Paribas Boyd Gaming 6,750% 15/04/2014 Venta USD 1.550.000 36.833 76.014 20-jun-14 Citibank Knight Ridder 5,750% 01/09/2017 Venta USD 1.700.000 60.783 128.075 20-jun-14 Deutsche Bank Boyd Gaming 6,750% 15/04/2014 Venta USD 3.400.000 80.795 126.600 20-jun-14 Deutsche Bank Boyd Gaming 6,750% 15/04/2014 Venta USD 16.850.000 400.412 457.047 20-jun-14 Deutsche Bank Boyd Gaming 6,750% 15/04/2014 Venta USD 17.000.000 403.977 439.394 20-jun-14 Deutsche Bank Boyd Gaming 6,750% 15/04/2014 Venta USD 10.150.000 241.198 282.080 20-jun-14 Deutsche Bank Boyd Gaming 6,750% 15/04/2014 Venta USD 11.850.000 281.596 353.038 20-jun-14 Deutsche Bank Realogy 10,500% 15/04/2014 Venta USD 6.800.000 371.958 596.736 20-jun-14 Morgan Stanley Boyd Gaming 6,750% 15/04/2014 Venta USD 6.300.000 149.709 242.459 20-jun-14 Morgan Stanley Clear Channel Communications 6,875% 15/06/2018 Venta USD 4.720.000 (174.280) 25.009 20-jun-14 Morgan Stanley Knight Ridder 5,750% 01/09/2017 Venta USD 3.275.000 117.097 128.014 20-jun-14 Morgan Stanley Knight Ridder 5,750% 01/09/2017 Venta USD 1.700.000 60.783 124.061 20-jun-14 Morgan Stanley Knight Ridder 5,750% 01/09/2017 Venta USD 2.100.000 75.085 172.502 20-jun-14 UBS Knight Ridder 5,750% 01/09/2017 Venta USD 16.350.000 584.591 670.883 20-jun-14 UBS Knight Ridder 5,750% 01/09/2017 Venta USD 4.900.000 175.199 302.463 20-sep-14 Barclays Bank Clear Channel Communications 6,875% 15/06/2018 Venta USD 3.150.000 (197.370) (1.807) 20-sep-14 Barclays Bank SUPERVALU 8,000% 01/05/2016 Venta USD 2.400.000 (80.236) 22.430 20-sep-14 BNP Paribas SUPERVALU 8,000% 01/05/2016 Venta USD 800.000 (26.745) 66.588 20-sep-14 Deutsche Bank Clear Channel Communications 6,875% 15/06/2018 Venta USD 3.250.000 (203.636) (64.156) 20-sep-14 Deutsche Bank Realogy 10,500% 15/04/2014 Venta USD 2.700.000 156.948 292.698 20-sep-14 Morgan Stanley Clear Channel Communications 6,875% 15/06/2018 Venta USD 7.850.000 (491.858) (192.032) 20-sep-14 Morgan Stanley Clear Channel Communications 6,875% 15/06/2018 Venta USD 3.250.000 (203.636) (79.504) 20-sep-14 Morgan Stanley Clear Channel Communications 6,875% 15/06/2018 Venta USD 3.250.000 (203.636) (68.219) 20-sep-14 UBS Clear Channel Communications 6,875% 15/06/2018 Venta USD 2.900.000 (181.706) 95.406 20-sep-14 UBS Clear Channel Communications 6,875% 15/06/2018 Venta USD 8.200.000 (513.788) (190.344) 20-sep-14 UBS SUPERVALU 8,000% 01/05/2016 Venta USD 1.280.000 (42.793) 147.787 20-sep-14 UBS SUPERVALU 8,000% 01/05/2016 Venta USD 1.550.000 (51.819) 180.466 20-mar-15 Citibank Knight Ridder 5,750% 01/09/2017 Venta USD 600.000 17.786 45.953 20-mar-15 Citibank Knight Ridder 5,750% 01/09/2017 Venta USD 4.400.000 130.428 294.817 20-mar-15 Deutsche Bank Knight Ridder 5,750% 01/09/2017 Venta USD 2.850.000 84.482 219.461 20-dic-15 BNP Paribas SUPERVALU 8,000% 01/05/2016 Venta USD 1.450.000 (112.091) (15.828) 20-dic-15 BNP Paribas SUPERVALU 8,000% 01/05/2016 Venta USD 1.450.000 (112.091) (12.404) 20-dic-15 BNP Paribas SUPERVALU 8,000% 01/05/2016 Venta USD 1.450.000 (112.091) (12.605) 20-dic-15 Citibank SUPERVALU 7,500% 01/05/2016 Venta USD 2.800.000 (216.453) (84.230) 20-dic-15 Deutsche Bank SUPERVALU 7,500% 01/05/2016 Venta USD 2.800.000 (216.453) (84.230) 20-dic-15 UBS SUPERVALU 8,000% 01/05/2016 Venta USD 2.800.000 (216.453) (111.841) 20-dic-15 UBS SUPERVALU 8,000% 01/05/2016 Venta USD 2.800.000 (216.453) (74.119) 20-dic-15 UBS SUPERVALU 8,000% 01/05/2016 Venta USD 7.250.000 (560.457) (173.791) 20-dic-15 UBS SUPERVALU 8,000% 01/05/2016 Venta USD 2.900.000 (224.183) (46.155) 20-mar-16 BNP Paribas SUPERVALU 8,000% 01/05/2016 Venta USD 2.950.000 (254.876) (19.286) 20-mar-16 BNP Paribas SUPERVALU 8,000% 01/05/2016 Venta USD 2.950.000 (254.876) (9.862) 20-mar-16 BNP Paribas SUPERVALU 8,000% 01/05/2016 Venta USD 1.600.000 (138.238) 13.984 20-mar-16 BNP Paribas SUPERVALU 8,000% 01/05/2016 Venta USD 2.500.000 (215.997) 14.906 20-mar-16 Credit Suisse SUPERVALU 8,000% 01/05/2016 Venta USD 3.150.000 (272.156) (5.718) 20-mar-16 Credit Suisse SUPERVALU 8,000% 01/05/2016 Venta USD 950.000 (82.079) 15.824 20-mar-16 Deutsche Bank SUPERVALU 8,000% 01/05/2016 Venta USD 9.150.000 (790.548) (425.819) 20-mar-16 Morgan Stanley SUPERVALU 8,000% 01/05/2016 Venta USD 2.850.000 (246.236) (10.715) 20-mar-16 Morgan Stanley SUPERVALU 8,000% 01/05/2016 Venta USD 1.550.000 (133.918) 3.429 20-mar-16 UBS SUPERVALU 8,000% 01/05/2016 Venta USD 4.300.000 (371.514) (37.070) 20-mar-16 UBS SUPERVALU 8,000% 01/05/2016 Venta USD 3.150.000 (272.156) 48.532 20-sep-16 Deutsche Bank CDS BLOCKFIN 5,125% 1014 Venta USD 5.050.000 579.795 361.609 20-sep-16 Morgan Stanley CDS BLOCKFIN 5,125% 1014 Venta USD 3.400.000 390.357 308.803 20-mar-17 Bank of America Berkshire Hathaway Finance 2,450% 15/12/2015 Venta USD 5.250.000 (5.091) 96.775 20-mar-17 Bank of America Berkshire Hathaway Finance 2,450% 15/12/2015 Venta USD 2.800.000 (2.715) 58.227 20-mar-17 Bank of America Berkshire Hathaway Finance 2,450% 15/12/2015 Venta USD 2.800.000 (2.715) 54.284 20-mar-17 Barclays Bank Berkshire Hathaway Finance 2,450% 15/12/2015 Venta USD 4.950.000 (4.800) 66.522 20-jun-17 Bank of America CDX.NA.HY.18-V1 Venta USD 14.100.000 214.580 281.467 20-dic-17 Bank of America CDX.NA.IG.19-V1 Venta USD 56.650.000 134.765 26.608 20-dic-17 Bank of America CDX.NA.IG.19-V1 Venta USD 68.400.000 162.717 (68.151) 20-mar-18 Bank of America Standard Pacific 10,750% 15/09/2016 Venta USD 5.800.000 517.073 (21.688) 20-mar-18 Bank of America Standard Pacific 10,750% 15/09/2016 Venta USD 5.800.000 517.073 (45.597) 20-mar-18 Barclays Bank RR Donnelley & Sons 6,125% 15/01/2017 Venta USD 15.750.000 (1.842.970) (228.595) 20-mar-18 BNP Paribas Safeway 7,250% 01/02/2031 Venta USD 11.850.000 (1.317.358) (75.614) 20-mar-18 Morgan Stanley Standard Pacific 10,750% 15/09/2016 Venta USD 7.250.000 646.342 (52.501) 20-jun-18 Morgan Stanley iTraxx Europe Series 9 Version 01/06/2018 Venta EUR 6.750.000 (133.193) 117.993 20-jun-18 UBS iTraxx Europe Series 9 Version 01/06/2018 Venta EUR 13.350.000 (263.426) 245.816 25-ene-38 Citibank ABX.HE.PENAAA.07 Venta USD 3.300.000 (1.374.914) 670.180 25-ene-38 Citibank ABX.HE.PENAAA.07 Venta USD 1.500.000 (624.961) 376.131 25-ene-38 Citibank ABX.HE.PENAAA.07 Venta USD 14.000.000 (5.832.969) 3.260.824 15-mar-49 Citibank CMBX.NA.A.2 Venta USD 4.900.000 (3.113.603) (810.943) 15-mar-49 Deutsche Bank CMBX.NA.A.2 Venta USD 2.775.000 (1.763.316) (362.037)
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 2012
Fecha de
terminación Contraparte Obligación de referencia
Protección Compra/ Venta Divisa Valor nominal Valor de mercado Ganancias/ (Pérdidas) no realizadas 15-mar-49 Morgan Stanley CMBX.NA.A.2 Venta USD 2.775.000 (1.763.316) (362.037) 13-dic-49 Barclays Bank CMBX_NA_A3 Venta USD 5.350.000 (4.149.580) (419.982) 13-dic-49 Morgan Stanley CMBX_NA_A3 Venta USD 2.670.000 (2.070.912) (202.924) 17-feb-51 Citibank CMBX.NA.AJ.4 Venta USD 6.950.000 (2.253.503) (5.479) 17-feb-51 Morgan Stanley CMBX.NA.AM.4 Venta USD 7.400.000 (900.272) 1.520.863 Total (27.774.443) 10.558.022