Composición de la Cartera de Valores (Valor de mercado expresado en EUR)
Al 31 de diciembre de 2012
Cantidad/ Valor nominal
Denominación de los Valores Vencimiento/ Cupón Valor de mercado % del activo neto Cantidad/ Valor nominal
Denominación de los Valores Vencimiento/ Cupón Valor de mercado % del activo neto
SUIZA
59.777 Nestlé Registered Shares 2.952.165 0,33 25.817 Roche Holding - Genussschein 3.935.679 0,44 76.677 Swiss Re 4.186.907 0,46 11.074.751 1,23
HONG KONG
91.000 Cheung Kong Holdings 1.054.755 0,12 161.000 China Mobile 1.419.025 0,16 815.000 Dah Chong Hong Holdings 647.528 0,07 91.400 Hang Seng Bank 1.058.499 0,12 404.000 Hutchison Whampoa 3.189.129 0,35 403.000 Link REIT 1.528.173 0,17 638.000 SJM Holdings 1.121.530 0,12 80.000 Sun Hung Kai Properties 908.907 0,10 10.927.546 1,21
TAIWÁN
405.000 Delta Electronics 1.120.275 0,12 484.000 Far EasTone Telecommunications 931.803 0,10 390.000 Novatek Microelectronics 1.190.469 0,12 598.000 Novatek Microelectronics 1.825.386 0,20 209.000 President Chain Store 847.452 0,10 528.000 Quanta Computer 938.161 0,11 379.000 Taiwan Mobile 1.050.823 0,12 195.590 Taiwan Semiconductor Manufacturing ADR 2.523.422 0,28 293.000 Tripod Technology 475.603 0,05 10.903.394 1,20
ALEMANIA
34.018 Allianz Registered Shares 3.559.133 0,39 92.008 Alstria Office REIT 854.846 0,09 46.758 BASF 3.333.378 0,37 65.369 Deutsche Boerse 3.012.204 0,34 10.759.561 1,19
CHINA
3.804.000 Bank of China - H Shares** 1.290.244 0,14 5.190.000 China Construction Bank - H Shares** 3.153.429 0,35 1.780.000 China Construction Bank - H Shares** 1.081.523 0,12 2.264.000 Industrial & Commercial Bank of China - H Shares** 1.217.599 0,14 1.368.000 Jiangsu Expressway - H Shares** 1.062.191 0,12 1.186.000 PetroChina - H Shares** 1.267.580 0,13 1.740.000 Zhejiang Expressway - H Shares** 1.038.537 0,12 10.111.103 1,12
SINGAPUR
1.793.000 Ascendas India Trust 838.425 0,09 267.000 Ascendas Real Estate Investment Trust 393.573 0,04 462.061 Ascott Residence Trust 389.918 0,04 872.055 Cambridge Industrial Trust 363.223 0,04 519.000 CapitaCommercial Trust 540.829 0,06 110.000 CapitaLand 252.417 0,03 633.000 CapitaMalls Asia 759.596 0,09 147.000 Global Logistic Properties 253.559 0,03 1.873.000 Hutchison Port Holdings Trust 1.115.783 0,12 171.000 Keppel Land 427.873 0,05 1.939.000 Singapore Telecommunications 3.969.049 0,44 9.304.245 1,03
SUDÁFRICA
424.442 African Bank Investments 1.215.400 0,14 47.890 Exxaro Resources 724.974 0,08 54.970 Foschini Group 691.589 0,08 404.790 Growthpoint Properties 886.677 0,10 51.700 Imperial Holdings 917.274 0,10 20.670 Kumba Iron Ore 1.042.713 0,12 58.990 MTN Group 936.423 0,10 37.500 Sasol 1.214.003 0,13 23.600 Tiger Brands 687.907 0,07 8.316.960 0,92
SUECIA
69.451 Atlas Copco - A Shares 1.442.589 0,16 125.413 Swedbank - A Shares 1.853.722 0,21 316.885 Telefonaktiebolaget LM Ericsson - B Shares 2.400.961 0,27 5.697.272 0,64
INDONESIA
277.500 Indo Tambangraya Megah 899.182 0,10 9.095.000 Perusahaan Gas Negara 3.239.789 0,35
1.611.000 Telekomunikasi Indonesia Persero 1.135.082 0,13 5.274.053 0,58
TURQUÍA
317.977 Arcelik 1.572.135 0,16 122.050 Ford Otomotiv Sanayi 1.117.715 0,13 68.840 Tupras Turkiye Petrol Rafinerileri 1.475.853 0,17 4.165.703 0,46
ITALIA
217.444 ENI 3.990.097 0,44 3.990.097 0,44
CANADÁ
42.200 Allied Properties Real Estate Investment Trust 1.044.893 0,12 61.411 Artis Real Estate Investment Trust 733.335 0,07 20.100 Canadian Real Estate Investment Trust 661.647 0,07 44.303 First Capital Realty 632.896 0,07 35.797 RioCan Real Estate Investment Trust 746.265 0,08 3.819.036 0,41
RUSIA
23.940 Lukoil OAO ADR 1.198.422 0,13 88.640 Mobile Telesystems OJSC ADR 1.243.507 0,14 139.200 Sberbank of Russia ADR 1.296.250 0,14 3.738.179 0,41
COREA DEL SUR
32.400 Kangwon Land 672.962 0,07 15.350 KT&G 879.427 0,10 78.130 SK Telecom ADR 931.167 0,10 8.030 S-Oil 593.937 0,07 3.077.493 0,34 NUEVA ZELANDA
1.976.600 Telecom Corp. of New Zealand 2.790.840 0,31 2.790.840 0,31 BÉLGICA 18.275 Solvay 2.002.026 0,22 12.904 Warehouses De Pauw 608.682 0,07 2.610.708 0,29 TAILANDIA
305.500 Advanced Info Service (Foreign) Registered Shares 1.582.732 0,18 1.163.500 Bangkok Expressway (Foreign) 1.003.443 0,11 2.586.175 0,29 ISLAS CAIMÁN 1.241.200 Wynn Macau 2.532.004 0,28 2.532.004 0,28 FINLANDIA 119.905 Technopolis 453.840 0,05 221.696 UPM-Kymmene 1.951.479 0,22 2.405.319 0,27 POLONIA 17.700 KGHM Polska Miedz 824.364 0,09 12.120 Powszechny Zaklad Ubezpieczen 1.299.730 0,14 2.124.094 0,23
MÉXICO
6.390 Grupo Aeroportuario del Sureste ADR 539.529 0,06 575.120 Kimberly-Clark de Mexico - A Shares 1.074.807 0,12 1.614.336 0,18 INDIA 116.840 Coal India 572.113 0,07 426.500 Tata Motors 1.019.936 0,11 1.592.049 0,18 FILIPINAS
24.470 Philippine Long Distance Telephone ADR 1.136.379 0,13 1.136.379 0,13
JPMorgan Investment Funds - Global Income Fund
Composición de la Cartera de Valores (Valor de mercado expresado en EUR) (continuación)
Al 31 de diciembre de 2012
Cantidad/ Valor nominal
Denominación de los Valores Vencimiento/ Cupón Valor de mercado % del activo neto Cantidad/ Valor nominal
Denominación de los Valores Vencimiento/ Cupón Valor de mercado % del activo neto
BERMUDAS
1.536.000 Midland Holdings 553.215 0,06 67.900 VTech Holdings 575.262 0,06 1.128.477 0,12
MALASIA
476.000 Lafarge Malayan Cement 1.118.625 0,12 1.118.625 0,12
ISLA DE MAN
36.350 AngloGold Ashanti Holdings Finance Preference
Shares 1.014.664 0,11 1.014.664 0,11
KAZAJISTÁN
70.230 KazMunaiGas Exploration Production Registered
Shares GDR 962.393 0,11 962.393 0,11
JERSEY
104.212 Atrium European Real Estate 461.399 0,05 461.399 0,05
Total Acciones 339.892.427 37,65
Obligaciones EE.UU.
95.000 Advanced Micro Devices 15.12.17/8,125% 65.951 0,01 30.000 Advanced Micro Devices 01.08.20/7,750% 19.068 0,00 1.000.000 AES 15.10.17/8,000% 875.368 0,10 138.000 AK Steel 15.05.20/7,625% 91.397 0,01 1.400.000 Alcatel-Lucent USA 15.03.29/6,450% 804.137 0,09 145.000 Alliance One International 15.07.16/10,000% 115.052 0,01 2.200.000 Ally Financial 26.06.15/4,625% 1.736.977 0,19 2.100.000 Ally Financial 15.02.17/5,500% 1.704.299 0,19 320.000 Ally Financial 01.12.17/6,250% 268.404 0,03 560.000 Ally Financial 15.03.20/8,000% 519.997 0,06 1.199.000 Ally Financial 15.09.20/7,500% 1.103.148 0,12 166.000 Alpha Natural Resources 01.06.19/6,000% 115.597 0,01 276.000 Alpha Natural Resources 01.06.21/6,250% 192.474 0,02 750.000 American Axle & Manufacturing 15.11.19/7,750% 619.401 0,07 3.575.000 American International Group 15.03.37/6,250% 2.845.791 0,32 1.174.000 American International Group 15.05.58/8,175%* 1.150.110 0,13 250.000 AmeriGas Finance 20.08.19/6,250% 203.128 0,02 80.000 AmeriGas Finance 20.05.20/6,750% 66.511 0,01 303.000 AmeriGas Finance 20.05.22/7,000% 255.212 0,03 145.000 AmSouth Bancorp 01.11.25/6,750% 110.164 0,01 100.000 Anixter 01.05.19/5,625% 79.997 0,01 50.000 Arch Coal 01.08.16/8,750% 39.214 0,00 75.000 Arch Coal 01.10.20/7,250% 52.407 0,01 238.000 Avaya 01.11.15/9,750% 161.136 0,02 370.000 Ball 15.05.21/5,750% 303.073 0,03 112.000 Ball 15.03.22/5,000% 91.079 0,01 765.000 Bank of America 01.08.16/6,500% 669.529 0,07 3.455.000 Bank of America 31.12.49/8,125%* 2.897.780 0,32 175.000 Bill Barrett 15.07.16/9,875% 144.583 0,02 233.000 Bill Barrett 01.10.19/7,625% 186.833 0,02 250.000 Bill Barrett 15.10.22/7,000% 195.737 0,02 500.000 Cablevision Systems 15.09.17/8,625% 442.535 0,05 95.000 Cablevision Systems 15.04.18/7,750% 79.877 0,01 135.000 Cablevision Systems 15.04.20/8,000% 115.655 0,01 267.000 Cablevision Systems 15.09.22/5,875% 202.947 0,02 300.000 CB Richard Ellis Services 15.10.20/6,625% 249.351 0,03 168.000 Celanese US Holdings 15.11.22/4,625% 133.759 0,01 425.000 CenturyLink 15.03.22/5,800% 341.407 0,04 590.000 Cenveo 01.02.18/8,875% 425.512 0,05 70.000 CF Industries 01.05.18/6,875% 64.771 0,01 35.000 CF Industries 01.05.20/7,125% 33.443 0,00 200.000 Chesapeake Energy 15.08.18/6,875% 159.921 0,02 200.000 Chesapeake Energy 15.03.19/6,775% 151.954 0,02 850.000 Chesapeake Energy 15.08.20/6,625% 689.089 0,08 180.000 CHS/Community Health Systems 15.07.20/7,125% 145.977 0,02 355.000 Cimarex Energy 01.05.22/5,875% 295.401 0,03 150.000 Cincinnati Bell 15.03.18/8,750% 117.476 0,01 722.000 Cincinnati Bell 15.10.20/8,375% 594.079 0,07 129.000 Cinemark USA 15.06.19/8,625% 108.563 0,01 1.753.000 CIT Group 15.08.17/4,250% 1.388.928 0,15 500.000 CIT Group 15.03.18/5,250% 410.150 0,05 838.000 CIT Group 15.05.20/5,375% 696.784 0,08 950.000 CIT Group 15.08.22/5,000% 775.761 0,09 1.378.493 Citigroup Funding 03.01.17/0,000%* 996.175 0,11 2.202.352 Citigroup Funding 03.01.17/0,000%* 1.582.650 0,18 800.000 Citigroup Funding 03.01.17/10,000% 596.582 0,07 380.000 Citigroup Funding 03.01.17/10,000% 281.790 0,03 1.400.000 Citigroup Funding 31.01.22/16,390% 1.157.730 0,13 100.000 Commercial Metals 15.07.17/6,500% 81.131 0,01 125.000 Commercial Metals 15.08.18/7,350% 102.396 0,01 237.000 Comstock Resources 15.10.17/8,375% 188.658 0,02 125.000 Comstock Resources 01.04.19/7,750% 95.465 0,01 278.000 Comstock Resources 15.06.20/9,500% 227.122 0,03 210.000 Concho Resources 01.04.23/5,500% 167.596 0,02 75.000 Concho Resources/Midland 15.01.21/7,000% 63.543 0,01 485.000 Concho Resources/Midland 15.01.22/6,500% 405.411 0,04 90.000 Constellation Brands 01.05.22/6,000% 78.312 0,01 125.000 Continental Resources 01.10.20/7,375% 107.324 0,01 250.000 Corrections Corp. of Amercia 01.06.17/7,750% 202.828 0,02 140.000 Covanta Holding 01.12.20/7,250% 117.330 0,01 600.000 Dana Holding 15.02.19/6,500% 486.788 0,05 12.000 Dana Holding 15.02.21/6,750% 9.769 0,00 200.000 DaVita 01.11.18/6,375% 162.568 0,02 495.000 DaVita 01.11.20/6,625% 409.516 0,05 115.000 Dean Foods 01.06.16/7,000% 96.192 0,01 250.000 Denbury Resources 01.03.16/9,750% 201.131 0,02 556.000 Denbury Resources 15.02.20/8,250% 475.275 0,05 125.000 Developers Diversified Realty 01.09.20/7,875% 121.507 0,01 45.000 DR Horton 15.04.16/6,500% 37.893 0,00 28.000 DR Horton 15.09.22/4,375% 21.662 0,00 54.000 Edison Mission Energy 15.05.17/7,000% 21.822 0,00 600.000 Edison Mission Energy 15.05.19/7,200% 240.471 0,03 700.000 El Paso 01.06.18/7,250% 612.776 0,07
30.000 El Paso Pipeline Partners
Operating 01.04.20/6,500% 27.549 0,00 1.850.000 Energy Future Intermediate
Holding 01.12.20/10,000% 1.588.397 0,18 175.000 Ferrellgas Finance 01.10.17/9,125% 142.968 0,02 300.000 Fidelity National Information
Services 15.07.20/7,875% 257.578 0,03 279.000 Ford Holdings 01.03.30/9,300% 288.462 0,03 15.000 Ford Motor 01.08.26/7,500% 13.485 0,00 256.000 Ford Motor 16.07.31/7,450% 245.622 0,03 150.000 Ford Motor 15.06.43/7,750% 130.207 0,01 135.000 Ford Motor 15.02.47/9,980% 143.739 0,02 300.000 Ford Motor Credit 15.08.17/6,625% 266.328 0,04 1.500.000 Ford Motor Credit 15.05.18/5,000% 1.256.078 0,14 100.000 Ford Motor Credit 15.01.20/8,125% 97.023 0,01 250.000 Forest City Enterprises 01.02.17/6,500% 186.044 0,02 975.000 Forest Oil 15.06.19/7,250% 740.523 0,08 100.000 Fresenius Medical Care US
Finance 144A 15.09.18/6,500% 84.914 0,01 350.000 Frontier Communications 15.04.20/8,500% 306.945 0,03 159.000 Frontier Communications 15.01.23/7,125% 128.702 0,01 5.100.000 General Electric Capital 31.12.49/6,250%* 4.194.625 0,46 500.000 Geo Group 15.10.17/7,750% 408.494 0,05 900.000 Goodyear Tire & Rubber 15.08.20/8,250% 750.321 0,08 300.000 Goodyear Tire & Rubber 15.08.20/8,750% 261.335 0,03 175.000 Graphic Packaging International 15.06.17/9,500% 143.635 0,02 375.000 Hanesbrands 15.12.16/8,000% 312.566 0,03
90.000 Hartford Financial Services
Group 15.06.38/8,125%* 78.332 0,01 150.000 HCA 01.10.18/8,000% 132.798 0,01 1.620.000 HCA 15.02.20/6,500% 1.386.043 0,15 250.000 HCA 15.02.20/7,875% 211.631 0,02 5.486.000 HCA 15.02.22/7,500% 4.763.798 0,53 1.180.000 HCA 15.03.22/5,875% 976.475 0,11 190.000 HCA 01.05.23/4,750% 146.623 0,02 215.000 HCA 01.05.23/5,875% 169.493 0,02 185.000 HCA Holdings 15.02.21/6,250% 143.991 0,02 1.100.000 Health Management Associates 15.04.16/6,125% 907.032 0,10 855.000 Healthsouth 15.09.22/7,750% 713.885 0,08 50.000 HollyFrontier 15.06.17/9,875% 41.073 0,00 284.000 Host Hotels & Resorts 01.06.16/6,750% 221.023 0,02 243.000 Huntsman International 30.06.16/5,500% 184.282 0,02 420.000 International Lease Finance 01.09.17/8,875% 374.074 0,04 700.000 International Lease Finance 15.05.19/6,250% 569.514 0,06 581.000 International Lease Finance 15.12.20/8,250% 525.714 0,06 890.000 International Lease Finance 15.01.22/8,625% 837.129 0,09 340.000 International Lease Finance 15.08.22/5,875% 272.711 0,03 94.000 Iron Mountain 01.10.19/7,750% 80.530 0,01 497.000 Iron Mountain 15.08.21/8,375% 417.455 0,05 233.000 Jabil Circuit 15.09.22/4,700% 185.662 0,02 250.000 Jarden 01.05.17/7,500% 213.703 0,02 725.000 Jarden 15.01.20/7,500% 604.656 0,07 100.000 JC Penney 01.04.17/7,950% 73.079 0,01 400.000 JC Penney 15.02.18/5,750% 270.016 0,03 160.000 KB Home 15.09.17/9,100% 141.139 0,02 60.000 KB Home 15.09.22/7,500% 49.814 0,01 450.000 Key Energy Services 01.03.21/6,750% 342.113 0,05 70.000 Lennar 01.06.17/12,250% 71.172 0,01 177.000 Lennar 01.06.18/6,950% 150.297 0,02
118
JPMorgan Investment Funds - Global Income Fund
Composición de la Cartera de Valores (Valor de mercado expresado en EUR) (continuación)
Al 31 de diciembre de 2012
Cantidad/ Valor nominal
Denominación de los Valores Vencimiento/ Cupón Valor de mercado % del activo neto Cantidad/ Valor nominal
Denominación de los Valores Vencimiento/ Cupón Valor de mercado % del activo neto
1.550.000 Ltd Brands 01.04.21/6,625% 1.344.538 0,15 100.000 Mandalay Resort Group 15.07.13/7,625% 77.332 0,01 850.000 Manitowoc 01.11.20/8,500% 720.667 0,08 210.000 MarkWest Energy Partners 01.11.20/6,750% 173.712 0,02 140.000 MarkWest Energy Partners 15.06.22/6,250% 115.720 0,01 12.000 Masco 15.03.20/7,125% 10.583 0,00 92.000 Masco 15.03.22/5,950% 76.995 0,01 225.000 Media General 15.02.17/11,750% 196.588 0,02 200.000 Merrill Lynch & Co. 02.05.17/5,700% 166.330 0,02 3.995.000 Metlife 15.12.36/6,400% 3.230.531 0,36 750.000 MetroPCS Wireless 01.09.18/7,875% 616.156 0,07 575.000 MetroPCS Wireless 15.11.20/6,625% 461.429 0,05 250.000 MGM Resorts International 01.06.16/7,500% 203.971 0,02 1.978.000 MGM Resorts International 15.01.17/7,625% 1.614.811 0,18 520.000 MGM Resorts International 01.03.18/11,375% 477.721 0,05 164.000 MPT Operating Partnership 15.02.22/6,375% 131.815 0,01 118.000 New Albertsons 01.08.29/7,450% 51.408 0,01 18.000 New Albertsons 01.05.30/8,700% 8.058 0,00 114.000 New Albertsons 01.05.31/8,000% 50.449 0,01 200.000 Newfield Exploration 01.02.20/6,875% 163.084 0,02 185.000 Newfield Exploration 30.01.22/5,750% 154.641 0,02 90.000 Newfield Exploration 01.07.24/5,625% 73.699 0,01 400.000 Olin 15.08.22/5,500% 317.339 0,04 360.000 Omnicare 01.06.20/7,750% 303.647 0,03 250.000 PetroHawk Energy 01.06.15/7,875% 197.569 0,02 250.000 Petrohawk Energy 15.08.18/7,250% 213.673 0,02 50.000 Pioneer Natural Resources 15.03.17/6,650% 44.676 0,00 35.000 Pioneer Natural Resources 15.01.20/7,500% 33.663 0,00 2.281.000 Plains Exploration & Production 15.11.20/6,500% 1.901.708 0,21 281.000 Plains Exploration & Production 15.02.23/6,875% 243.922 0,03 4.030.000 PNC Financial Services Group 31.12.49/6,750%* 3.460.679 0,38 465.000 PolyOne 15.09.20/7,375% 386.934 0,04 325.000 QEP Resources 01.03.21/6,875% 284.574 0,03 600.000 QEP Resources 01.10.22/5,375% 489.058 0,05 950.000 Quiksilver 15.04.15/6,875% 709.663 0,08 175.000 Regal Cinemas 15.07.19/8,625% 146.944 0,02 100.000 Regal Entertainment Group 15.08.18/9,125% 84.725 0,01 250.000 Regions Bank 15.05.18/7,500% 226.709 0,03 850.000 Rite Aid 12.06.16/9,750% 700.975 0,08 250.000 Rite Aid 15.07.16/10,375% 200.937 0,02 625.000 Rite Aid 01.03.17/7,500% 487.791 0,05 1.150.000 Rite Aid 15.06.17/9,500% 911.993 0,10 15.000 Rite Aid 15.10.19/10,250% 13.017 0,00 850.000 Scotts Miracle-Gro 15.01.18/7,250% 694.449 0,08 1.600.000 Sealy Mattress 15.06.14/8,250% 1.214.903 0,13 470.000 Service Corp. International 01.04.16/6,750% 399.095 0,04 19.000 Service Corp. International 15.06.17/7,000% 16.565 0,00 35.000 Service Corp. International 01.10.18/7,625% 31.639 0,00 435.000 Service Corp. International 15.05.19/7,000% 361.148 0,04 200.000 Service Corp. International 15.11.21/8,000% 187.605 0,02 500.000 Service Corp. International 01.04.27/7,500% 409.439 0,05 105.000 Smithfield Foods 01.07.17/7,750% 92.416 0,01 200.000 Smithfield Foods 15.08.22/6,625% 167.488 0,02 306.000 Sprint Capital 01.05.19/6,900% 252.157 0,03 3.949.000 Sprint Capital 15.03.32/8,750% 3.675.871 0,41 280.000 Sprint Nextel 01.12.16/6,000% 229.194 0,03 220.000 Sprint Nextel 15.08.17/8,375% 193.203 0,02 880.000 Sprint Nextel 15.08.20/7,000% 732.549 0,08 625.000 Sprint Nextel 15.11.22/6,000% 488.512 0,06 89.000 Standard Pacific 15.09.16/10,750% 83.583 0,01 145.000 Standard Pacific 15.05.18/8,375% 128.139 0,01 162.000 Stone Energy 15.11.22/7,500% 128.869 0,02 1.850.000 Supervalu 01.05.16/8,000% 1.330.188 0,15 154.000 Swift Energy 01.06.17/7,125% 120.574 0,01 229.000 Swift Energy 15.01.20/8,875% 189.256 0,02 160.000 Teleflex 01.06.19/6,875% 131.323 0,01 200.000 Tenet Healthcare 01.02.15/9,250% 171.332 0,02 2.239.000 Tenet Healthcare 01.08.20/8,000% 1.837.703 0,20 600.000 Terex 01.04.20/6,500% 484.646 0,05 500.000 Terex 15.05.21/6,000% 398.092 0,04 161.000 Tesoro 01.10.22/5,375% 130.317 0,01 35.000 Toll Brothers Finance 01.11.19/6,750% 31.671 0,00 193.000 Toll Brothers Finance 15.02.22/5,875% 166.317 0,02 49.000 Triumph Group 15.11.17/8,000% 40.218 0,00 35.000 Triumph Group 15.07.18/8,625% 29.521 0,00 192.000 Unisys 15.08.17/6,250% 155.409 0,02 300.000 Unit 15.05.21/6,625% 234.033 0,03 85.000 United Rentals North America 15.12.19/9,250% 73.382 0,01 400.000 United Rentals North America 15.09.20/8,375% 336.251 0,04 150.000 United Rentals North America 15.06.23/6,125% 120.279 0,01 245.000 United States Steel 01.04.20/7,375% 196.008 0,02 225.000 Vanguard Natural Resources 01.04.20/7,875% 177.643 0,02 150.000 Vector Group 15.08.15/11,000% 118.718 0,01 1.040.000 Wachovia Capital Trust III 31.12.49/5,570%* 785.281 0,09
4.550.000 Wells Fargo & Co. 31.12.49/7,980%* 3.970.085 0,44 259.000 Weyerhaeuser 15.01.25/8,500% 261.914 0,03 104.344.523 11,57
VENEZUELA
581.500 Petroleos de Venezuela 02.11.17/8,500% 433.014 0,05 3.130.000 Venezuela (Republic of) 23.08.22/12,750% 2.749.609 0,30 1.165.000 Venezuela (Republic of) 07.05.23/9,000% 853.328 0,09 3.655.000 Venezuela (Republic of) 05.08.31/11,950% 3.134.771 0,35 7.170.722 0,79 LUXEMBURGO 300.000 ArcelorMittal 25.02.17/5,000% 228.373 0,02 890.000 ArcelorMittal 25.02.22/6,750% 707.816 0,08 335.000 ArcelorMittal 15.10.39/7,500% 238.287 0,03 250.000 MagnaChip Semiconductor Finance 15.04.18/10,500% 212.757 0,02 3.845.000 RSHB Capital for OJSC
Russian Agricultural Bank 11.06.14/9,000% 3.193.395 0,35 800.000 Wind Acquisition Finance 144A 15.02.18/7,250% 615.766 0,07 200.000 Wind Acquisition Finance 144A 15.02.18/7,250% 152.807 0,02 5.349.201 0,59
RUSIA
2.980.000 Russian (Republic of) 24.06.28/12,750% 4.579.908 0,51 4.579.908 0,51
SERBIA
5.190.000 Republic of Serbia 28.09.21/7,250% 4.524.903 0,50 4.524.903 0,50
RUMANÍA
4.400.000 Romania (Republic of) 07.02.22/6,750% 4.063.143 0,45 4.063.143 0,45
INDONESIA
3.385.000 Indonesia (Republic of) 04.03.19/11,625% 3.895.402 0,43 3.895.402 0,43 PAÍSES BAJOS 3.725.000 KazMunayGas National 23.01.15/11,750% 3.372.994 0,37 487.000 RBS 09.03.15/1,010%* 349.730 0,04 3.722.724 0,41 HUNGRÍA
4.140.000 Hungary (Government of) 29.03.41/7,625% 3.637.426 0,40 3.637.426 0,40
FILIPINAS
2.590.000 Philippines (Republic of) 16.03.25/10,625% 3.410.360 0,38 3.410.360 0,38 SINGAPUR 3.070.000 Standard Chartered Bank/Singapore 17.06.32/8,250% 2.254.085 0,25 1.110.000 Standard Chartered Bank/Singapore 17.06.32/8,250% 839.553 0,09 3.093.638 0,34 COSTA RICA
2.635.000 Costa Rica (Republic of) 01.08.20/9,995% 2.740.784 0,30 2.740.784 0,30
BRASIL
2.590.000 Brazil (Republic of) 17.08.40/11,000% 2.468.369 0,27 2.468.369 0,27
REINO UNIDO
200.000 Barclays Bank 21.11.22/7,625% 151.013 0,02 375.000 Barclays Bank 144A 12.06.21/10,179% 387.662 0,04 1.150.000 Ineos Finance 144A 15.02.19/8,375% 936.273 0,10 245.000 RBS Group 08.01.15/5,050% 191.440 0,02 196.000 RBS Group 15.12.22/6,125% 156.645 0,02 255.000 Royal Bank of Scotland 16.03.22/9,500%* 227.407 0,03 370.000 Standard Bank 28.10.15/21,000% 287.031 0,03 2.337.471 0,26
JPMorgan Investment Funds - Global Income Fund
Composición de la Cartera de Valores (Valor de mercado expresado en EUR) (continuación)
Al 31 de diciembre de 2012
Cantidad/ Valor nominal
Denominación de los Valores Vencimiento/ Cupón Valor de mercado % del activo neto Cantidad/ Valor nominal
Denominación de los Valores Vencimiento/ Cupón Valor de mercado % del activo neto
REPÚBLICA DOMINICANA
2.400.541 Dominican Republic 23.01.18/9,040% 2.066.436 0,23 295.104 Dominican Republic 144A 23.01.18/9,040% 253.597 0,03 2.320.033 0,26
ORGANISMOS INTERNACIONALES
2.580.000 Eurasian Development Bank 29.09.14/7,375% 2.133.014 0,24 2.133.014 0,24
UCRANIA
2.410.000 Ukraine (Government of) 24.07.17/9,250% 1.984.983 0,22 1.984.983 0,22
GEORGIA
2.280.000 Georgian Railway 11.07.22/7,750% 1.968.846 0,22 1.968.846 0,22
GHANA
2.170.000 Ghana (Republic of) 04.10.17/8,500% 1.899.827 0,21 1.899.827 0,21
ARUBA
1.830.000 Aruba (Government of) 14.09.23/4,625% 1.398.993 0,16 1.398.993 0,16
EL SALVADOR
1.430.000 El Salvador (Republic of) 24.01.23/7,750% 1.286.868 0,14 1.286.868 0,14
URUGUAY
905.000 Uruguay (Republic of) 21.03.36/7,625% 1.066.957 0,12 1.066.957 0,12
ARGENTINA
1.283.000 Provincia de Buenos Aires 26.01.21/10,875% 725.142 0,08 725.142 0,08
MÉXICO
750.000 Cemex SAB de 144A 30.09.15/5,311%* 577.281 0,06 150.000 Cemex SAB de 144A 11.01.18/9,000% 123.906 0,02 701.187 0,08 BERMUDAS 300.000 Aircastle 01.08.18/9,750% 257.578 0,03 200.000 Seadrill 05.10.15/6,500% 158.325 0,02 415.903 0,05 IRLANDA
450.000 VIP Finance Ireland 144A 02.02.21/7,748% 394.824 0,04 394.824 0,04
JAPÓN
400.000 eAccess 144A 01.04.18/8,250% 340.411 0,04 340.411 0,04
ISLAS VÍRGENES BRITÁNICAS
250.000 Studio City Finance 144A 01.12.20/8,500% 199.046 0,02 199.046 0,02 FINLANDIA 124.000 Nokia 15.05.19/5,375% 89.093 0,01 110.000 Nokia 15.05.39/6,625% 75.237 0,01 164.330 0,02 ALEMANIA
200.000 Unitymedia Hessen & Co. 144A 15.01.23/5,500% 156.967 0,02 156.967 0,02
AUSTRALIA
200.000 Ausdrill Finance Pty 144A 01.11.19/6,875% 151.294 0,02 151.294 0,02
LIBERIA
79.000 Royal Caribbean Cruises 15.11.22/5,250% 63.438 0,01 63.438 0,01 Total Obligaciones 172.710.637 19,15 Obligaciones convertibles FRANCIA 8.691.500 Air France-KLM 01.04.15/4,970% 1.114.520 0,12 28.770.000 Alcatel-Lucent 01.01.15/5,000% 923.661 0,10 147.900 AXA 01.01.17/3,750% 397.234 0,05 5.782.000 Peugeot 01.01.16/4,450% 1.451.317 0,16 3.650.000 SOITEC 09.09.14/6,250% 261.022 0,03 4.147.754 0,46 INDIA
1.600.000 Jaiprakash Power Ventures 13.02.15/5,000% 1.221.668 0,14 1.000.000 Sesa Goa 31.10.14/5,000% 750.607 0,08 700.000 Tata Power 21.11.14/1,750% 557.093 0,06 900.000 Tata Steel 21.11.14/4,500% 691.219 0,08 3.220.587 0,36 REINO UNIDO 300.000 Salamander Energy 30.03.15/5,000% 242.553 0,03 1.200.000 TUI Travel 05.10.14/6,000% 1.586.121 0,17 1.828.674 0,20 AUSTRALIA 1.000.000 Paladin Energy 04.11.15/3,625% 664.676 0,07 1.200.000 Paladin Energy 30.04.17/6,000% 825.035 0,09 267.000 Western Areas 02.07.14/6,375% 212.903 0,02 1.702.614 0,18 ISLAS CAIMÁN
1.500.000 Agile Property Holdings 28.04.16/4,000% 1.167.112 0,13 2.300.000 Shui On Land 29.09.15/4,500% 293.203 0,03 1.460.315 0,16
JERSEY
1.700.000 Vedanta Resources Jersey 13.07.16/5,500% 1.324.006 0,15 1.324.006 0,15
ESPAÑA
350.000 Abengoa 03.02.17/4,500% 324.013 0,03 400.000 Melia Hotels International 18.12.14/5,000% 408.590 0,05 500.000 Pescanova 17.02.19/8,750% 537.885 0,06 1.270.488 0,14
AUSTRIA
91.522 Immofinanz 08.03.18/4,250% 412.810 0,04 750.000 Steinhoff Finance Holding 31.03.18/4,500% 782.925 0,09 1.195.735 0,13
LUXEMBURGO
300.000 Kloeckner & Co. Financial
Services 09.06.14/6,000% 312.525 0,03 900.000 Kloeckner & Co. Financial
Services 22.12.17/2,500% 868.491 0,10 1.181.016 0,13
EMIRATOS ÁRABES UNIDOS
700.000 Aabar Investments 27.05.16/4,000% 715.575 0,08 715.575 0,08 PAÍSES BAJOS 500.000 Volkswagen International Finance 09.11.15/5,500% 551.440 0,06 551.440 0,06
Total Obligaciones convertibles 18.598.204 2,05 Total Valores Mobiliarios Admitidos a Cotización
Oficial en una Bolsa de Valores 531.201.268 58,85 Valores Mobiliarios Negociados en Otro Mercado Reglamentado
Obligaciones EE.UU.
220.000 99 Cents Only Stores 15.12.19/11,000% 190.555 0,02 950.000 Accellent 01.02.17/8,375% 758.172 0,09 620.000 Access Midstream Partners 15.07.22/6,125% 507.705 0,06 123.000 Access Midstream Partners 15.05.23/4,875% 94.907 0,01 711.906 Accredited Mortgage Loan Trust
2004-4 M1 25.01.35/0,789%* 458.105 0,05 600.000 ACE Cash Express 144A 01.02.19/11,000% 430.053 0,05 1.461.246 ACE Securities 2003-OP1 M1 25.12.33/1,259%* 1.050.717 0,12
120
JPMorgan Investment Funds - Global Income Fund
Composición de la Cartera de Valores (Valor de mercado expresado en EUR) (continuación)
Al 31 de diciembre de 2012
Cantidad/ Valor nominal
Denominación de los Valores Vencimiento/ Cupón Valor de mercado % del activo neto Cantidad/ Valor nominal
Denominación de los Valores Vencimiento/ Cupón Valor de mercado % del activo neto
494.699 ACE Securities 2004-OP1 M2 25.04.34/1,784%* 297.048 0,03 484.417 ACL I 15.02.16/10,625%* 371.944 0,04 60.000 Actuant 15.06.22/5,625% 47.204 0,01 160.000 AK Steel 144A 01.12.18/8,750% 128.297 0,01 500.000 Allison Transmission 144A 15.05.19/7,125% 408.494 0,05 965.000 Ally Financial 01.11.31/8,000% 928.906 0,10 70.000 Alpha Natural Resources 15.04.18/9,750% 57.440 0,01 124.000 Alphabet Holding 144A 01.11.17/7,750%* 96.851 0,01 165.000 Alta Mesa Holdings 15.10.18/9,625% 129.186 0,01 98.000 Alta Mesa Holdings 15.10.18/9,625% 76.729 0,01 550.000 AMC Entertainment 01.06.19/8,750% 460.034 0,05 400.000 AMC Entertainment 01.12.20/9,750% 351.002 0,04 70.000 American Achievement 144A 15.04.16/10,875% 45.275 0,01 205.000 American Casino &
Entertainment Properties 15.06.14/11,000% 159.664 0,02 110.000 American Standard
Americas 144A 15.01.16/10,750% 82.380 0,01 1.177.149 Ameriquest Mortgage Securities
2004-R1 M1 25.02.34/1,004%* 732.253 0,08 270.000 Ameristar Casinos 15.04.21/7,500% 221.389 0,02 500.000 Amkor Technology 01.05.18/7,375% 393.033 0,04 59.000 Amkor Technology 01.06.21/6,625% 44.858 0,00 125.000 Amkor Technology 01.10.22/6,375% 93.613 0,01 130.000 Amsurg 144A 30.11.20/5,625% 101.783 0,01 150.000 Antero Resources Finance 01.12.17/9,375% 125.101 0,01 225.000 Antero Resources Finance 144A 01.12.20/6,000% 173.184 0,02 609.000 Appleton Papers 144A 15.06.15/10,500% 490.635 0,05 190.000 Arch Coal 15.06.19/7,000% 133.933 0,01 1.120.000 Arch Coal 15.06.21/7,250% 774.171 0,09 65.000 Arch Coal 144A 15.06.19/9,875% 51.383 0,01 819.883 Argent Securities 2004-W3 A3 25.02.34/1,029%* 534.389 0,06 883.158 Argent Securities 2004-W6 M1 25.05.34/0,759%* 626.554 0,07 1.077.868 Argent Securities 2004-W7 M2 25.05.34/0,809%* 714.303 0,08 375.000 Armored Autogroup 01.11.18/9,250% 241.834 0,03 85.000 A-S Co-Issuer Subsidiary 144A 15.12.20/7,875% 64.621 0,01 200.000 Ashtead Capital 144A 15.07.22/6,500% 164.154 0,02
739.616 Asset Backed Funding
Certificates 2004-OPT3 M1 25.09.33/0,959%* 521.470 0,06 136.180 Asset Backed Funding
Certificates 2005-OPT1 A2C 25.07.35/0,569%* 100.311 0,01 381.240 Asset Backed Funding
Certificates 2005-WF1 M1 25.11.34/0,569%* 213.730 0,02 548.488 Asset Backed Securities Corp
Home Equity 2001-HE3 M1 15.11.31/1,105%* 354.632 0,04 450.000 Atkore International 01.01.18/9,875% 363.389 0,04 100.000 Atlas Pipeline Finance 01.10.20/6,625% 79.429 0,01 144.000 Audatex North America 144A 15.06.18/6,750% 117.102 0,01 500.000 Avaya 01.11.15/10,125% 340.411 0,04 1.600.000 Avaya 144A 01.04.19/7,000% 1.134.705 0,13 350.000 Avaya 144A 01.04.19/9,000% 270.722 0,03 1.190.000 Avis Budget Car Rental 15.03.18/9,625% 1.009.641 0,11 450.000 Avis Budget Car Rental 15.01.19/8,250% 378.430 0,04 375.000 Avis Budget Car Rental 15.03.20/9,750% 329.064 0,04 152.000 Avis Budget Car Rental 144A 15.11.17/4,875% 117.283 0,01
75.970 Banc of America Alternative
Loan Trust 2004-12 2CB1 25.01.35/6,000% 56.640 0,01 549.814 Banc of America Alternative
Loan Trust 2005-12 5A1 25.01.21/5,250% 421.948 0,04 190.041 Banc of America Alternative
Loan Trust 2005-4 3A1 25.05.20/5,500% 147.819 0,02 126.693 Banc of America Alternative
Loan Trust 2005-6 7A1 25.07.20/5,500% 99.989 0,01 79.203 Banc of America Alternative
Loan Trust 2006-4 2A1 25.05.21/6,000% 61.568 0,01 412.831 Banc of America Alternative
Loan Trust 2006-5 CB7 25.06.46/6,000% 250.394 0,04 3.250.000 Banc of America Funding
2005-6 1A2 25.10.35/5,500% 2.529.231 0,28 2.000.000 Banc of America Funding
2006-1 1A23 25.01.36/5,750% 1.532.014 0,17 672.382 Banc of America Funding
2007-4 8A1 25.11.34/5,500% 503.631 0,06 823.934 Banc of America Large Loan
2010-HLTN 15.11.15/2,506%* 623.580 0,07 601.672 Banc of America Mortgage
2004-A 2A2 25.02.34/2,970%* 457.241 0,05 450.266 Banc of America Mortgage
Securities 2007-3 1A1 25.09.37/6,000% 314.400 0,04 3.906.000 Bank of America 31.12.49/8,000%* 3.265.036 0,36 503.628 Barclays Bank 2003-13 M1 25.01.34/1,229%* 314.424 0,04 7.000 Basic Energy Services 144A 15.10.22/7,750% 5.189 0,00 100.000 BE Aerospace 01.10.20/6,875% 84.424 0,01 200.000 BE Aerospace 01.04.22/5,250% 160.700 0,02
189.632 Bear Stearns Asset Backed
Securities Trust 2003-AC4 M1 25.09.33/5,658%* 135.194 0,01 425.000 Bear Stearns Asset Backed
Securities Trust 2004-HE11 M2 25.12.34/1,785%* 298.640 0,03 1.363.190 Bear Stearns Asset Backed
Securities Trust 2004-HE2 M2 25.03.34/2,009%* 873.486 0,10
564.137 Bear Stearns Asset Backed
Securities Trust 2004-SD4 A1 25.08.44/1,109%* 426.219 0,05 216.318 Bear Stearns Asset Backed
Securities Trust 2005-AQ2 A3 25.09.35/0,569%* 154.850 0,02 905.000 Belden 144A 01.09.22/5,500% 708.566 0,08 20.000 Berry Plastics 15.11.15/8,250% 15.852 0,00 232.000 Berry Plastics 15.05.18/9,500% 194.367 0,02 190.000 Berry Plastics 15.01.21/9,750% 166.367 0,02 1.750.000 Biomet 144A 01.08.20/6,500% 1.411.525 0,16 375.000 Biomet 144A 01.10.20/6,500% 283.584 0,03 74.000 Boise Cascade Finance 144A 01.11.20/6,375% 57.798 0,01 450.000 Boise Paper Holdings 01.04.20/8,000% 377.857 0,04 189.000 Boyd Acquisition Finance 144A 15.02.18/8,375% 149.407 0,02 650.000 BreitBurn Energy Partners 15.10.20/8,625% 538.417 0,06 200.000 BreitBurn Energy Partners 144A 15.04.22/7,875% 157.724 0,02 475.000 Brightstar 144A 01.12.16/9,500% 384.476 0,04 395.000 Building Materials of
America 144A 01.05.21/6,750% 331.674 0,04 1.316.000 Bumble Bee Acquisition 144A 15.12.17/9,000% 1.075.155 0,12 150.000 Burger King 15.10.18/9,875% 130.697 0,01 1.735.000 Caesars Entertainment Operating 01.06.17/11,250% 1.412.919 0,16 1.515.000 Caesars Entertainment Operating 15.02.20/8,500% 1.137.456 0,13 1.625.000 Caesars Entertainment Operating 144A 15.02.20/9,000% 1.238.483 0,14 750.000 Caesars Operating Escrow 15.02.20/9,000% 571.607 0,06 1.350.000 Calpine 144A 31.07.20/7,875% 1.151.442 0,13 450.000 Calpine 144A 15.02.21/7,500% 377.857 0,04 1.010.000 Calpine 144A 15.01.23/7,875% 867.179 0,10 24.000 Calumet Finance 01.05.19/9,375% 19.744 0,00 90.000 Calumet Specialty Products
Partners 144A 01.08.20/9,625% 74.380 0,01 63.000 Capella Healthcare 01.07.17/9,250% 51.351 0,01 650.000 Case New Holland 01.12.17/7,875% 586.204 0,06 175.000 Casella Waste Systems 15.02.19/7,750% 126.425 0,01 49.768 Catalent Pharma Solutions 15.04.15/9,500% 38.589 0,00 240.000 Catalent Pharma Solutions 144A 15.10.18/7,875% 183.141 0,02 85.000 CCO HLDGS 5,125% 02/23 15.02.23/5,125% 64.300 0,01 1.550.000 CCO Holdings 30.04.18/7,875% 1.265.357 0,14 34.000 CCO Holdings 15.01.19/7,000% 27.767 0,00 410.000 CCO Holdings 30.04.20/8,125% 348.922 0,04 775.000 CCO Holdings 01.06.20/7,375% 653.684 0,07 315.000 CCO Holdings 30.04.21/6,500% 257.113 0,03 143.000 CCO Holdings 31.01.22/6,625% 118.736 0,01 5.000 CCO Holdings 30.09.22/5,250% 3.858 0,00 321.000 CDR DB Sub 144A 15.10.20/7,750% 243.434 0,03 1.877.000 CDW Finance 01.04.19/8,500% 1.544.134 0,17 50.000 Celanese US Holdings 15.10.18/6,625% 41.536 0,00 450.000 Cemex Finance 144A 14.12.16/9,500% 369.346 0,04 375.000 Cemex Finance 144A 12.10.22/9,375% 320.897 0,03 678.951 Centex Home Equity 2004-A M1 25.01.34/0,809%* 441.985 0,05 485.000 Centex Home Equity 2005-A M1 25.01.35/0,689%* 323.445 0,04 1.250.000 Central Garden and Pet 01.03.18/8,250% 1.004.686 0,11
555.000 Cequel Communications Holdings I and Cequel
Capital 144A 15.11.17/8,625% 450.279 0,05 182.000 Cequel Communications
Holdings I and Cequel
Capital 144A 15.09.20/6,375% 143.529 0,02 375.000 Ceridian 144A 15.07.19/8,875% 307.789 0,03
907.119 Chase Funding Loan Acquisition
Trust 2004-AQ1 M1 25.05.34/0,939%* 594.406 0,07 534.580 Chase Funding Loan Acquisition
Trust 2004-OPT1 M2 25.06.34/1,709%* 373.169 0,04 763.336 Chase Funding Mortgage
Loan Asset-Backed Certificates
2003-4 1A5 25.05.33/5,416%* 612.542 0,07 562.864 Chase Funding Mortgage
Loan Asset-Backed Certificates
2003-5 1M2 25.09.32/5,533%* 278.832 0,03 168.855 Chase Mortgage Finance
2007-S2 1A8 25.03.37/6,000% 110.273 0,01 360.000 Chemtura 01.09.18/7,875% 292.754 0,03 140.000 Chesapeake Oilfield
Operating/Chesapeake Oilfield
Finance 144A 15.11.19/6,625% 100.346 0,01 200.000 Chrysler Group Co-Issuer 15.06.19/8,000% 166.076 0,02 2.850.000 Chrysler Group Co-Issuer 15.06.21/8,250% 2.389.007 0,26 690.000 CHS/Community Health Systems 15.08.18/5,125% 546.241 0,06
236.584 Chukchansi Economic
Development Authority 144A 30.05.20/9,750% 107.828 0,01 150.000 Cinemark USA 15.06.21/7,375% 125.952 0,01 95.000 Cinemark USA 144A 15.12.22/5,125% 73.032 0,01 680.000 CIT Group 144A 01.04.18/6,625% 583.843 0,06 95.000 Citgo Petroleum 144A 01.07.17/11,500% 83.363 0,01 5.939.000 Citigroup 31.12.49/5,950%* 4.551.168 0,50 1.260.000 Citigroup Funding 23.08.17/23,000% 915.407 0,10
JPMorgan Investment Funds - Global Income Fund
Composición de la Cartera de Valores (Valor de mercado expresado en EUR) (continuación)
Al 31 de diciembre de 2012
Cantidad/ Valor nominal
Denominación de los Valores Vencimiento/ Cupón Valor de mercado % del activo neto Cantidad/ Valor nominal
Denominación de los Valores Vencimiento/ Cupón Valor de mercado % del activo neto
959.048 Citigroup Mortgage Loan Trust
2005-9 2A2 25.11.35/5,500% 714.953 0,08 217.277 Citigroup Mortgage Loan Trust
2005-OPT1 M4 25.02.35/1,259%* 100.738 0,01 89.323 Citigroup Mortgage Loan Trust
2005-WF2 AF4 25.08.35/4,964%* 67.681 0,01 474.543 Citigroup Mortgage Loan Trust
2005-WF2 AF7 25.08.35/5,249%* 345.546 0,03 555.141 Citigroup Mortgage Loan Trust
2006-WFH2 A2A 25.08.36/0,359%* 378.091 0,04 543.114 Citigroup Mortgage Loan Trust
2007-WFH2 A2 25.03.37/0,359%* 409.758 0,05 43.966 Citimortgage Alternative Loan
Trust 2006-A1 2A1 25.03.21/5,250% 34.075 0,00 835.000 CityCenter Finance 15.01.16/7,625% 679.026 0,08 456.433 CityCenter Finance 15.01.17/10,750%* 378.079 0,04 147.433 CKE Holdings 144A 14.03.16/10,500%* 118.499 0,01 224.000 CKE Restaurants 15.07.18/11,375% 196.794 0,02 1.250.000 Claire’s Stores 15.03.19/8,875% 898.308 0,10 2.506.000 Claire’s Stores 144A 15.03.19/9,000% 2.033.152 0,23 108.000 Clean Harbors 01.08.20/5,250% 85.579 0,01 120.000 Clean Harbors 144A 01.06.21/5,125% 94.407 0,01 900.000 Clear Channel Communications 01.03.21/9,000% 611.038 0,07 800.000 Clear Channel Worldwide
Holdings 15.03.20/7,625% 613.918 0,07 25.000 Clear Channel Worldwide
Holdings 15.03.20/7,625% 18.959 0,00 3.688.000 Clear Channel Worldwide
Holdings 15.11.22/6,500% 2.908.429 0,32 162.000 Clear Channel Worldwide
Holdings 144A 15.11.22/6,500% 126.531 0,01 536.000 Clearwire Communications 144A 01.12.15/12,000% 438.412 0,05 58.000 Cleaver-Brooks 15.12.19/8,750% 45.411 0,01 85.000 Cloud Peak Energy Resources 15.12.17/8,250% 69.122 0,01 9.000 Cloud Peak Energy Resources 15.12.19/8,500% 7.506 0,00 407.000 CNG Holdings 144A 15.05.20/9,375% 314.041 0,03 200.000 CNH Capital 144A 01.11.15/3,875% 156.589 0,02 186.000 CNL Lifestyle Properties 15.04.19/7,250% 135.075 0,01 90.000 Columbus McKinnon 01.02.19/7,875% 73.359 0,01 249.000 Commercial Barge Line 15.07.17/12,500% 209.081 0,02 600.000 CommScope 144A 15.01.19/8,250% 499.270 0,06 90.000 Community Choice Financial 01.05.19/10,750% 65.870 0,01 370.000 Community Health Systems 15.11.19/8,000% 305.556 0,03 100.000 Consol Energy 01.04.17/8,000% 82.280 0,01 195.000 Consol Energy 01.04.20/8,250% 160.910 0,02 210.000 Consol Energy 01.03.21/6,375% 162.157 0,02 295.594 Continental Airlines 2003-ERJ1 02.07.18/7,875% 230.316 0,03 71.995 Continental Airlines 2004-ERJ1 01.09.19/9,558% 57.832 0,01 861.022 Continental Airlines 2005-ERJ1 01.04.21/9,798% 706.293 0,08 158.255 Continental Airlines
2006-ERJ1 144A 01.11.19/9,318% 126.898 0,01 525.000 Continental Airlines 2012-2 Class
B Pass Through Certificates 29.10.20/5,500% 415.515 0,05 175.000 Continental Resources 01.04.21/7,125% 150.254 0,02 233.000 Continental Resources 15.09.22/5,000% 190.799 0,02
431.230 Countrywide Alternative Loan
Trust 2004-28CB 2A4 25.01.35/5,750% 318.834 0,04 24.891 Countrywide Alternative Loan
Trust 2004-28CB 6A1 25.01.35/6,000% 18.808 0,00 2.017.926 Countrywide Alternative Loan
Trust 2004-32CB 2A5 25.02.35/5,500% 1.503.434 0,17 4.838.002 Countrywide Alternative Loan
Trust 2005-13CB A4 25.05.35/5,500% 3.481.895 0,39 143.676 Countrywide Alternative Loan
Trust 2005-20CB 1A1 25.07.35/5,500% 93.625 0,01 3.208.515 Countrywide Alternative Loan
Trust 2005-21CB A17 25.06.35/6,000% 2.418.766 0,27 515.000 Countrywide Alternative Loan
Trust 2005-21CB A4 25.06.35/5,250% 365.606 0,04 178.584 Countrywide Alternative Loan
Trust 2005-50CB 4A1 25.11.20/5,000% 130.912 0,02 1.389.652 Countrywide Alternative Loan
Trust 2005-64CB 1A15 25.12.35/5,500% 911.749 0,10 812.070 Countrywide Alternative Loan
Trust 2005-6CB 1A4 25.04.35/5,500% 599.224 0,07 81.778 Countrywide Alternative Loan
Trust 2005-70CB A5 25.12.35/5,500% 53.399 0,01 538.248 Countrywide Alternative Loan
Trust 2005-85CB 3A2 25.02.21/5,250% 395.049 0,04 428.458 Countrywide Alternative Loan
Trust 2005-J11 5A1 25.11.20/5,500% 306.276 0,03 586.254 Countrywide Alternative Loan
Trust 2005-J3 3A1 25.09.34/6,500% 452.127 0,05 366.156 Countrywide Alternative Loan
Trust 2005-J6 2A1 25.07.25/5,500% 280.541 0,03 279.170 Countrywide Alternative Loan
Trust 2005-J7 2A1 25.10.17/6,000% 212.575 0,02 761.822 Countrywide Alternative Loan
Trust 2006-4CB 2A5 25.04.36/5,500% 498.175 0,05
440.562 Countrywide Alternative Loan
Trust 2007-25 2A1 25.11.22/6,000% 325.216 0,04 197.357 Countrywide Alternative Loan
Trust 2007-9T1 3A1 25.05.22/5,500% 141.424 0,02 226.508 Countrywide Asset - Backed
Certificates 2003-BC1 A1 25.03.33/1,009%* 147.661 0,02 550.176 Countrywide Asset-Backed Certificates 2002-3 M1 25.03.32/1,334%* 358.442 0,04 786.514 Countrywide Asset-Backed Certificates 2003-3 3A 25.11.33/0,749%* 496.751 0,06 583.808 Countrywide Asset-Backed Certificates 2004-1 M2 25.03.34/1,034%* 429.113 0,05 1.210.000 Countrywide Asset-Backed Certificates 2004-3 M1 25.06.34/0,959%* 824.564 0,09 908.802 Countrywide Asset-Backed Certificates 2004-5 M2 25.07.34/0,879%* 624.607 0,07 490.000 Countrywide Asset-Backed Certificates 2004-ECC2 M2 25.12.34/1,184%* 336.875 0,04 350.594 Countrywide Asset-Backed Certificates 2005-11 AF6 25.02.36/5,050%* 258.177 0,03 1.117.261 Countrywide Home Loan
Mortgage Pass Through Trust
2005-13 A3 25.06.35/5,500% 850.139 0,09 342.740 Countrywide Home Loan
Mortgage Pass Through Trust
2005-20 A7 25.12.27/5,250% 241.317 0,03 199.987 Countrywide Home Loan
Mortgage Pass Through Trust
2006-15 A1 25.10.36/6,250% 129.474 0,02 400.242 Countrywide Home Loan
Mortgage Pass Through Trust
2007-18 2A1 25.11.37/6,500% 256.742 0,03 58.000 Covanta Holding 01.10.22/6,375% 47.934 0,01 1.906.419 Credit Suisse First Boston
Mortgage Securities
2005-10 11A1 25.11.20/5,500% 1.450.324 0,16 124.822 Credit Suisse First Boston
Mortgage Securities
2005-10 12A1 25.11.20/5,250% 95.621 0,01 242.693 Credit Suisse First Boston
Mortgage Securities
2005-10 5A3 25.11.35/5,500% 157.497 0,02 2.939.689 Credit Suisse First Boston
Mortgage Securities 2005-2 1A2 25.01.28/5,250% 2.276.612 0,25 435.000 Credit Suisse First Boston
Mortgage Securities
2005-4 3A17 25.06.35/5,500% 339.160 0,04 719.631 Credit-Based Asset Servicing and
Securitization 2005-CB8 AF2 25.12.35/5,303%* 515.776 0,06 133.000 Crestwood Midstream Partners 01.04.19/7,750% 104.886 0,01 15.000 Cricket Communications 15.05.16/7,750% 12.070 0,00 887.000 Cricket Communications 15.10.20/7,750% 686.099 0,08 500.000 Crosstex Energy 15.02.18/8,875% 410.385 0,05 149.000 Crosstex Energy 144A 01.06.22/7,125% 118.068 0,01 172.000 Crown Castle International 144A 15.01.23/5,250% 139.709 0,02 600.000 CSC Holdings 15.02.19/8,625% 543.228 0,06 250.000 CSC Holdings 15.11.21/6,750% 210.866 0,02 557.902 CSMC Mortgage-Backed Trust
2007-2 3A13 25.03.37/5,500% 373.617 0,04 274.000 CVR Refining 144A 01.11.22/6,500% 207.273 0,02 105.000 CyrusOne Finance 144A 15.11.22/6,375% 83.202 0,01 15.000 Dean Foods 15.12.18/9,750% 13.091 0,00 1.585.000 Del Monte 15.02.19/7,625% 1.252.948 0,14 153.983 Delta Air Lines 2007-1 C 10.08.14/8,954% 120.700 0,00 113.000 Delta Air Lines 2012-1 Class B
Pass Through Trust 07.05.19/6,875% 90.824 0,01 350.000 Deluxe 15.03.19/7,000% 280.650 0,03 375.000 DineEquity 30.10.18/9,500% 323.745 0,04 45.000 DISH DBS 01.02.16/7,125% 38.296 0,00 80.000 DISH DBS 15.07.17/4,625% 63.392 0,01 3.403.000 DISH DBS 01.09.19/7,875% 3.054.187 0,34 1.195.000 DISH DBS 01.06.21/6,750% 1.036.098 0,11 889.000 DISH DBS 15.07.22/5,875% 728.824 0,08 571.000 DISH DBS 144A 15.03.23/5,000% 435.184 0,05 600.000 DJO Finance 15.04.18/7,750% 437.996 0,05 770.000 DJO Finance 144A 15.03.18/8,750% 640.730 0,07 200.000 Downstream
Development Authority of the
Quapaw Tribe of Oklahoma 144A 01.07.19/10,500% 164.154 0,02 322.000 DuPont Fabros Technology 15.12.17/8,500% 267.942 0,02 160.000 Dycom Investments 15.01.21/7,125% 127.692 0,01 75.000 E*TRADE Financial 15.11.17/6,000% 58.235 0,00 165.000 E*TRADE Financial 15.11.19/6,375% 128.231 0,01 850.000 Easton-Bell Sports 01.12.16/9,750% 692.092 0,08 265.000 Emergency Medical Services 01.06.19/8,125% 221.137 0,02 300.000 Endo Health Solutions 15.12.20/7,000% 243.110 0,03 130.000 Endo Health Solutions 15.01.22/7,250% 105.963 0,01 100.000 Endo Pharmaceuticals Holdings 15.07.19/7,000% 81.037 0,01
44.000 Energy Future Intermediate
Holding 144A 15.08.17/6,875% 35.615 0,00
122
JPMorgan Investment Funds - Global Income Fund
Composición de la Cartera de Valores (Valor de mercado expresado en EUR) (continuación)
Al 31 de diciembre de 2012
Cantidad/ Valor nominal
Denominación de los Valores Vencimiento/ Cupón Valor de mercado % del activo neto Cantidad/ Valor nominal
Denominación de los Valores Vencimiento/ Cupón Valor de mercado % del activo neto
339.000 Energy Future Intermediate
Holding 144A 01.03.22/11,750% 287.858 0,03 205.000 Energy XXI Gulf Coast 15.06.19/7,750% 170.196 0,02 1.915.000 EP Energy 01.05.20/9,375% 1.636.963 0,18 665.000 EP Energy/Everest Acquisition Finance 01.05.19/6,875% 545.812 0,06 59.000 EP Energy/Everest Acquisition Finance 01.09.22/7,750% 47.533 0,01 133.000 EPE Holdings 15.12.17/8,125%* 99.982 0,01 800.000 Epicor Software 01.05.19/8,625% 638.460 0,07 35.000 Equinix 01.03.18/8,125% 29.290 0,00 180.000 Equinix 15.07.21/7,000% 151.653 0,02 329.898 Equity One ABS 2003-2 M1 25.09.33/5,050%* 240.893 0,03 500.000 EV Energy Partners / EV Energy
Finance 15.04.19/8,000% 403.293 0,04 30.000 Felcor Lodging 01.06.19/6,750% 24.226 0,00 215.000 Ferrellgas Finance 01.05.21/6,500% 161.828 0,02 140.000 FGI Operating 144A 01.05.20/7,875% 109.612 0,01 1.573.000 First Data 15.01.21/12,625% 1.253.576 0,14 7.000 First Data 144A 15.06.19/7,375% 5.507 0,00 1.500.000 First Data 144A 15.08.20/8,875% 1.242.502 0,14 1.540.000 First Data 144A 01.11.20/6,750% 1.182.438 0,13 632.000 First Data 144A 15.01.21/8,250% 480.479 0,05 3.046.337 First Data 144A 15.01.22/8,750%* 2.367.834 0,26 3.020.000 First Franklin Mortgage
Loan Asset Backed Certificates
2004-FF4 M1 25.06.34/1,064%* 1.864.814 0,21 774.591 First Franklin Mortgage
Loan Asset Backed Certificates
2005-FF11 A2D 25.11.35/0,549%* 569.042 0,06 2.441.777 First Franklin Mortgage
Loan Asset Backed Certificates
2006-FF4 A2 25.03.36/0,399%* 1.634.090 0,18 166.964 First Horizon Alternative
Mortgage Securities
2005-FA1 1A4 25.03.35/5,500% 124.775 0,01 787.053 First Horizon Alternative
Mortgage Securities
2006-FA6 3A1 25.11.21/5,750% 601.798 0,07 1.580.000 First Horizon Mortgage
Pass-Through Trust 2005-5 1A6 25.10.35/5,500% 1.190.457 0,13 187.882 First Horizon Mortgage
Pass-Through Trust 2005-6 1A1 25.11.35/5,500% 143.427 0,02 30.917 First Horizon Mortgage
Pass-Through Trust 2005-8 2A1 25.02.21/5,250% 23.548 0,00 355.106 First Horizon Mortgage
Pass-Through Trust 2006-2 1A3 25.08.36/6,000% 273.457 0,03 71.863 First Horizon Mortgage
Pass-Through Trust 2006-2 1A7 25.08.36/6,000% 55.359 0,01 278.088 First Horizon Mortgage
Pass-Through Trust 2006-3 1A13 25.11.36/6,250% 217.307 0,03 70.000 First Industrial 01.06.14/6,420% 55.456 0,01 214.000 Forest Oil 144A 15.09.20/7,500% 170.788 0,02 121.000 Freescale Semiconductor 01.02.20/8,050% 91.304 0,01 1.088.000 Freescale Semiconductor 144A 15.03.18/10,125% 909.458 0,10 625.000 Freescale Semiconductor 144A 15.04.18/9,250% 518.891 0,06 1.072.712 Fremont Home Loan Trust
2004-2 M2 25.07.34/1,139%* 737.109 0,08 549.010 Fremont Home Loan Trust
2004-B M2 25.05.34/1,154%* 350.056 0,04 150.000 Fresenius Medical Care US
Finance 144A 15.02.21/5,750% 122.264 0,01 176.000 Fresenius Medical Care US
Finance II 144A 31.07.19/5,625% 143.623 0,02 441.000 Fresenius Medical Care US
Finance II 144A 31.01.22/5,875% 362.793 0,04 655.000 Frontier Communications 01.07.21/9,250% 583.863 0,06 60.000 Frontier Communications 15.04.22/8,750% 52.431 0,01 91.000 FTI Consulting 144A 15.11.22/6,000% 71.592 0,01 25.000 Gannett 01.09.15/6,375% 20.897 0,00 90.000 Gannett 15.11.17/9,375% 75.827 0,01 75.000 Gannett 01.09.18/7,125% 62.196 0,01 550.000 GCI 15.11.19/8,625% 444.142 0,05 595.000 General Cable 144A 01.10.22/5,750% 468.103 0,05 210.000 Genesis Energy 15.12.18/7,875% 170.376 0,02 175.000 GenOn Energy 15.10.18/9,500% 157.204 0,02 472.000 GenOn Energy 15.10.20/9,875% 412.674 0,05 250.000 Geo Group 15.02.21/6,625% 211.102 0,02 2.241.143 GMAC Mortgage Loan Trust
2004-J3 A5 25.07.34/5,250% 1.740.458 0,19 125.000 Goodman Networks 144A 01.07.18/13,125% 104.015 0,01 668.000 Goodyear Tire & Rubber 15.05.22/7,000% 545.881 0,06
105.000 Graton Economic
Development Authority 144A 01.09.19/9,625% 85.486 0,01 365.000 Gray Television 144A 01.10.20/7,500% 283.705 0,03 616.000 Great Lakes Dredge & Dock 01.02.19/7,375% 502.099 0,06 380.000 Griffon 01.04.18/7,125% 306.862 0,03 30.000 Grifols 01.02.18/8,250% 25.105 0,00 789.577 GSAMP Trust 2003-HE1 M1 20.06.33/1,455%* 570.432 0,06
175.997 GSAMP Trust 2005-SEA2 A1 25.01.45/0,559%* 125.280 0,01 1.733.026 GSR Mortgage Loan Trust
2006-1F 2A16 25.02.36/6,000% 1.321.336 0,15 615.465 GSR Mortgage Loan Trust
2006-9F 8A1 25.08.21/5,500% 458.540 0,05 340.000 GSR Mortgage Loan Trust
2007-1F 3A13 25.01.37/6,000% 247.608 0,03 225.000 Gymboree 01.12.18/9,125% 152.892 0,02 634.000 H&E Equipment Services 144A 01.09.22/7,000% 513.773 0,06 38.000 Harland Clarke Holdings 15.05.15/9,500% 26.662 0,00 180.000 Harland Clarke Holdings 15.05.15/6,000%* 118.123 0,01 505.000 Harland Clarke Holdings 144A 01.08.18/9,750% 373.422 0,04 150.000 Harron Communications/Harron Finance 144A 01.04.20/9,125% 124.818 0,01 500.000 HCA Holdings 15.05.21/7,750% 411.992 0,05 1.996.000 HD Supply 144A 15.04.19/8,125% 1.730.738 0,19 1.226.000 HDTFS 144A 15.10.20/5,875% 973.803 0,11 197.000 HDTFS 144A 15.10.22/6,250% 159.456 0,02 360.000 Health Management Associates 15.01.20/7,375% 295.547 0,03 150.000 Hertz 15.10.18/7,500% 126.255 0,01 120.000 Hertz 15.04.19/6,750% 99.504 0,01 315.000 Hertz 15.01.21/7,375% 262.559 0,03 100.000 Hexion US Finance 01.02.18/8,875% 78.343 0,01 1.000.000 Hexion US Finance 15.04.20/6,625% 771.599 0,09 210.000 Hiland Partners Finance 144A 01.10.20/7,250% 170.773 0,02 600.000 Hilcorp Energy I 144A 15.02.20/8,000% 499.270 0,06 175.000 Hilcorp Energy I 144A 15.04.21/7,625% 144.959 0,02 50.000 Holly Energy Finance 15.03.18/8,250% 41.322 0,00 87.000 Holly Energy Finance 144A 01.03.20/6,500% 70.749 0,01 130.000 Hologic 144A 01.08.20/6,250% 106.085 0,01
341.717 Home Equity Asset Trust
2004-6 M2 25.12.34/1,109%* 234.536 0,03 100.000 Host Hotels & Resorts 01.03.23/4,750% 80.564 0,01 162.000 Hub International 144A 15.10.18/8,125% 126.225 0,01 500.000 Hughes Satellite Systems 15.06.19/6,500% 418.895 0,05 350.000 Huntsman International 15.03.20/8,625% 300.508 0,03 76.000 IASIS Healthcare/IASIS Capital 15.05.19/8,375% 54.617 0,01 275.000 iGATE 01.05.16/9,000% 226.232 0,03 128.000 Igloo Holdings 15.12.17/8,250%* 96.102 0,01 725.000 ILFC E-Capital Trust I 144A 21.12.65/4,540%* 418.844 0,05 700.000 ILFC E-Capital Trust II 144A 21.12.65/6,250%* 455.395 0,05 666.058 Impac CMB Trust Series
2004-5 1A1 25.10.34/0,929%* 484.763 0,05 200.000 IMS Health 144A 01.11.20/6,000% 158.859 0,02 95.000 Inergy Midstream 144A 15.12.20/6,000% 74.380 0,01 1.242.000 Infor US 01.04.19/9,375% 1.059.326 0,12 150.000 Ingles Markets 15.05.17/8,875% 121.273 0,01 141.000 Intcomex 15.12.14/13,250% 110.929 0,01 530.000 Interactive Data 01.08.18/10,250% 453.050 0,05 1.200.000 International Lease Finance 15.09.15/8,625% 1.027.039 0,11 2.425.000 International Lease Finance 15.03.17/8,750% 2.130.536 0,24
119.000 International Wire Group
Holdings 144A 15.10.17/8,500% 91.370 0,01 545.000 inVentiv Health 15.08.18/10,250% 358.680 0,04 150.000 inVentiv Health 144A 15.01.18/9,000% 114.889 0,00 17.000 inVentiv Health 144A 15.08.18/10,000% 11.188 0,00 75.000 Iron Mountain 15.08.24/5,750% 57.728 0,01 415.000 Isle of Capri Casinos 15.03.19/7,750% 339.835 0,04 140.000 iStar Financial 01.06.17/9,000% 115.967 0,01 650.000 J Crew Group 01.03.19/8,125% 522.437 0,06 160.000 Jaguar Holding I 144A 15.10.17/9,375%* 127.692 0,01 388.000 JB Poindexter & Co. 144A 01.04.22/9,000% 304.517 0,03 199.000 JBS USA Finance 144A 01.02.20/8,250% 160.322 0,02 46.000 JBS USA Finance 144A 01.06.21/7,250% 34.972 0,00 85.000 JM Huber 144A 01.11.19/9,875% 71.694 0,01 240.000 JMC Steel Group 144A 15.03.18/8,250% 190.630 0,02 250.000 Jo-Ann Stores Holdings 144A 15.10.19/9,750%* 191.718 0,02
81.805 JP Morgan Mortgage Trust
2005-A8 1A1 25.11.35/5,243%* 60.916 0,01 196.720 JP Morgan Mortgage Trust
2005-S2 2A9 25.09.35/5,500% 151.455 0,02 208.792 JP Morgan Mortgage Trust
2006-S2 2A1 25.06.21/5,000% 152.046 0,02 195.046 JP Morgan Mortgage Trust
2006-S3 2A4 25.08.21/5,500% 146.356 0,02 126.438 JP Morgan Mortgage Trust
2007-S3 2A3 25.08.22/6,000% 94.266 0,01 158.000 K Hovnanian Enterprises 144A 15.10.20/7,250% 129.682 0,01 60.000 K Hovnanian Enterprises 144A 15.11.20/9,125% 48.452 0,01 394.000 Kaiser Aluminum 01.06.20/8,250% 326.364 0,04 85.000 Kennedy-Wilson 01.04.19/8,750% 68.801 0,01 234.000 Key Energy Services 144A 01.03.21/6,750% 177.014 0,02 1.525.000 Kinetic Concepts 144A 01.11.18/10,500% 1.215.623 0,13 280.000 Laredo Petroleum 01.05.22/7,375% 230.875 0,03 230.000 Lender Processing Services 15.04.23/5,750% 181.383 0,02 60.000 Lennar 144A 15.12.17/4,750% 47.317 0,01 110.000 Lennar 144A 15.11.22/4,750% 82.068 0,01
JPMorgan Investment Funds - Global Income Fund
Composición de la Cartera de Valores (Valor de mercado expresado en EUR) (continuación)
Al 31 de diciembre de 2012
Cantidad/ Valor nominal
Denominación de los Valores Vencimiento/ Cupón Valor de mercado % del activo neto Cantidad/ Valor nominal
Denominación de los Valores Vencimiento/ Cupón Valor de mercado % del activo neto
300.000 Level 3 Communications 01.02.19/11,875% 262.684 0,03 447.000 Level 3 Communications 144A 01.06.19/8,875% 362.235 0,04 135.000 Level 3 Financing 01.02.18/10,000% 113.867 0,01 1.605.000 Level 3 Financing 01.04.19/9,375% 1.365.901 0,15 1.325.000 Level 3 Financing 01.07.19/8,125% 1.100.049 0,12 250.000 Level 3 Financing 15.07.20/8,625% 210.630 0,02 46.000 Level 3 Financing 144A 01.06.20/7,000% 36.581 0,00 312.000 Libbey Glass 15.05.20/6,875% 254.900 0,03 543.000 Liberty Mutual Group 144A 15.03.37/7,800% 459.028 0,05 42.000 Liberty Mutual Group 144A 01.05.42/6,500% 36.130 0,00 612.000 Liberty Mutual Group 144A 15.06.58/10,750%* 694.439 0,08 75.000 Liberty Tire Recycling 144A 01.10.16/11,000% 52.906 0,01 50.000 LifePoint Hospitals 01.10.20/6,625% 41.038 0,00 700.000 Linn Energy 15.04.20/8,625% 579.834 0,06 125.000 Linn Energy 01.02.21/7,750% 101.178 0,01 950.000 Linn Energy 144A 01.11.19/6,250% 725.833 0,08 155.000 Live Nation Entertainment 144A 01.09.20/7,000% 122.969 0,01 450.000 Local TV Finance 144A 15.06.15/9,250% 345.943 0,04
188.466 Long Beach Mortgage Loan Trust
2004-3 M2 25.07.34/1,109%* 138.661 0,02 275.587 Long Beach Mortgage Loan Trust
2005-WL2 M1 25.08.35/0,679%* 203.874 0,02 70.000 Louisiana-Pacific 01.06.20/7,500% 60.102 0,01 260.000 M/I Homes 15.11.18/8,625% 215.367 0,02 1.450.000 Marina District Finance 15.08.18/9,875% 1.058.490 0,12 300.000 MarkWest Energy Partners 15.02.23/5,500% 247.366 0,03
368.332 MASTR Alternative Loans Trust
2005-3 1A1 25.04.35/5,500% 282.279 0,03 201.525 MASTR Alternative Loans Trust
2005-5 3A1 25.08.35/5,750% 140.375 0,02 1.352.290 MASTR Alternative Loans Trust
2005-6 1A2 25.12.35/5,500% 919.387 0,10 715.904 MASTR Alternative Loans Trust
2006-3 3A1 25.06.21/5,500% 524.441 0,06 665.034 Mastr Asset Backed Securities
Trust 2004-OPT2 M2 25.09.34/1,184%* 445.910 0,05 950.000 Mastr Asset Backed Securities
Trust 2005-NC1 M2 25.12.34/0,959%* 672.529 0,08 50.000 Mead Products 144A 30.04.20/6,750% 39.904 0,00 203.000 Mediacom 15.08.19/9,125% 170.839 0,02 135.000 Mediacom 15.02.22/7,250% 110.421 0,01 60.000 Mediacom Broadband 144A 01.04.23/6,375% 46.466 0,01 500.000 MEMC Electronic Materials 01.04.19/7,750% 319.608 0,04 139.000 Meritage Homes 01.04.22/7,000% 115.138 0,01 270.350 Merrill Lynch Mortgage Investors
2006-AF2 AF2 25.10.36/6,250% 195.745 0,02 100.000 MGM Resorts International 01.11.16/10,000% 87.738 0,01 1.950.000 MGM Resorts International 144A 01.02.19/8,625% 1.648.442 0,18 200.000 MGM Resorts International 144A 01.10.20/6,750% 154.698 0,02 850.000 Michael Foods 15.07.18/9,750% 716.944 0,08 1.300.000 Michaels Stores 01.11.18/7,750% 1.084.210 0,12 136.000 Midstates Petroleum 144A 01.10.20/10,750% 109.824 0,01 60.000 Mobile Mini 01.12.20/7,875% 50.040 0,01 165.585 Morgan Stanley ABS Capital I
2004-HE2 B1 25.03.34/2,834%* 83.477 0,01 422.284 Morgan Stanley ABS Capital I
2004-HE2 M3 25.03.34/2,384%* 203.319 0,02 4.737.001 Morgan Stanley ABS Capital I
2004-HE3 M1 25.03.34/1,064%* 3.200.605 0,35 290.270 Morgan Stanley ABS Capital I
2004-HE6 M3 25.08.34/0,859%* 179.846 0,02 420.000 Morgan Stanley ABS Capital I
2004-HE7 M2 25.08.34/1,154%* 296.764 0,03 130.318 Morgan Stanley ABS Capital I
2004-HE7 M3 25.08.34/1,229%* 90.346 0,01 973.901 Morgan Stanley ABS Capital I
2004-HE8 M3 25.09.34/1,334%* 676.673 0,07 457.105 Morgan Stanley ABS Capital I
2004-NC7 M3 25.07.34/1,184%* 332.488 0,04 301.767 Morgan Stanley ABS Capital I
2004-NC8 M3 25.09.34/0,950%* 196.468 0,02 910.000 Morgan Stanley ABS Capital I
2004-OP1 M2 25.11.34/1,124%* 653.670 0,07 272.220 Morgan Stanley ABS Capital I
2005-HE1 M3 25.12.34/0,989%* 187.428 0,02 137.650 Morgan Stanley ABS Capital I
2005-NC1 M3 25.01.35/0,719%* 85.958 0,01 626.695 Morgan Stanley Mortgage Loan
Trust 2004-9 1A 25.11.34/5,830%* 465.142 0,05 610.000 Multiplan 144A 01.09.18/9,875% 516.820 0,06 70.000 Murray Energy 144A 15.10.15/10,250% 51.629 0,01 450.000 Mylan 144A 15.07.20/7,875% 402.903 0,04 225.000 National Mentor Holdings 144A 15.02.18/12,500% 174.461 0,02 38.000 Nationstar Mortgage 144A 01.05.19/9,625% 32.411 0,00 82.000 Nationstar Mortgage 144A 01.05.19/9,625% 70.250 0,01 136.000 Nationstar Mortgage 144A 01.10.20/7,875% 109.310 0,01 29.000 NCR 144A 15.02.21/4,625% 22.047 0,00 57.000 NCR 144A 15.07.22/5,000% 44.035 0,00
582.796 New Century Home Equity Loan
Trust 2003-B M2 25.11.33/2,684%* 348.428 0,04 321.635 New Century Home Equity Loan
Trust 2004-2 M2 25.08.34/0,829%* 217.347 0,02 888.626 New Century Home Equity Loan
Trust 2004-4 M2 25.02.35/1,004%* 559.974 0,06 321.253 New Century Home Equity Loan
Trust 2005-1 M3 25.03.35/0,729%* 214.847 0,02 58.520 New Enterprise Stone &
Lime 144A 15.03.18/13,000%* 46.703 0,01 847.072 NewPage 31.12.14/11,375% 293.159 0,03 990.000 Nexstar Broadcasting/Mission Broadcasting 15.04.17/8,875% 825.668 0,09 160.000 NFR Energy 15.02.17/9,750% 117.102 0,01 366.000 NGPL PipeCo 144A 01.06.19/9,625% 319.782 0,04 210.000 Nielsen Finance 144A 01.10.20/4,500% 158.859 0,02 50.000 NII Capital 15.08.16/10,000% 35.186 0,00 285.000 NII Capital 15.12.19/8,875% 172.475 0,02 833.000 NII Capital 01.04.21/7,625% 474.199 0,05
167.476 Nomura Asset Acceptance
2005-WF1 2A5 25.03.35/5,159%* 127.564 0,01 461.154 Noranda Aluminium Acquisition 15.05.15/4,524%* 329.662 0,03 470.000 Nortek 15.04.21/8,500% 392.873 0,04 328.885 Northwest Airlines 2007-1 A 01.11.19/7,027% 276.457 0,03 51.769 Northwest Airlines 2007-1 B 01.11.17/8,028% 42.050 0,00 266.230 Novastar Home Equity Loan
2003-3 M2 25.12.33/2,684%* 170.414 0,02 1.350.000 NRG Energy 15.01.18/7,625% 1.130.251 0,13 90.000 NRG Energy 15.05.19/7,625% 72.667 0,01 641.000 NRG Energy 15.05.21/7,875% 537.559 0,06 548.000 NRG Energy 144A 15.03.23/6,625% 445.636 0,05 218.000 Nuance Communications 144A 15.08.20/5,375% 173.568 0,02 640.000 Oil States International 01.06.19/6,500% 518.030 0,06 215.000 Omnova Solutions 01.11.18/7,875% 168.537 0,02 85.000 OnCure Holdings 15.05.17/11,750% 32.793 0,00 223.000 Onex USI Acquisition 15.01.21/7,750% 167.006 0,02 135.000 Oppenheimer Holdings 15.04.18/8,750% 106.719 0,01 975.000 Option One Mortgage Loan Trust
2004-2 M1 25.05.34/1,004%* 635.966 0,07 1.964.182 Option One Mortgage Loan Trust
2004-3 M2 25.11.34/0,779%* 1.407.690 0,16 300.000 Oshkosh 01.03.20/8,500% 252.472 0,03 820.000 PAETEC Holding 30.06.17/8,875% 668.379 0,07 500.000 PAETEC Holding 01.12.18/9,875% 434.970 0,05
61.569 Park Place Securities
2005-WHQ3 M1 25.06.35/0,629%* 46.233 0,01 693.000 Party City Holdings 144A 01.08.20/8,875% 564.862 0,06