Modifying session

Fecha de liquidación Divisa Cantidad comprada Divisa Cantidad vendida Ganancias/ (Pérdidas) no realizadas 20-ene-12 USD 1.545 CHF 1.462 (14) 26-ene-12 USD 1.938.172 CAD 2.000.000 (22.575) 26-ene-12 USD 46.095.253 EUR 34.500.000 1.305.405 26-ene-12 USD 18.717.600 GBP 12.000.000 71.648 26-ene-12 USD 11.179.487 NOK 66.000.000 154.603 13-feb-12 SEK 362.444 USD 52.198 485 13-feb-12 USD 961.040 EUR 743.758 (4.727) 13-feb-12 USD 141.623 GBP 91.654 (767) 13-feb-12 USD 317.124 SEK 2.200.508 (2.732) 19-mar-12 EUR 8.068.600 USD 10.893.030 (411.516) 19-mar-12 USD 19.213.475 EUR 13.908.000 1.146.288 Total (106.143.551)

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 09-ago-16 Deutsche Bank Recepción de tipo flotante USD LIBOR 3 Month USD 66.927.971 (2.894.835) (2.894.835)

Pago de tipo fijo al 1,975%

09-ago-41 Deutsche Bank Recepción de tipo fijo al 4,045% USD 14.039.939 4.589.858 4.589.858 Pago de tipo flotante USD LIBOR 3 Month

18-jul-13 Deutsche Bank Recepción de tipo flotante USD LIBOR 3 Month USD 3.520.000 (1.876) (1.876) Pago de tipo fijo al 0,635%

17-oct-21 Bank of America Recepción de tipo flotante USD LIBOR 3 Month USD 16.307.000 (513.129) (513.129) Pago de tipo fijo al 2,336%

27-oct-16 Bank of America Recepción de tipo flotante USD LIBOR 3 Month USD 7.377.000 (69.884) (69.884) Pago de tipo fijo al 1,393%

11-feb-16 Barclays Recepción de tipo flotante USD LIBOR 3 Month USD 14.289.000 (64.310) (64.310) Pago de tipo fijo al 1,299%

11-feb-21 Barclays Recepción de tipo flotante USD LIBOR 3 Month USD 7.840.000 (220.402) (220.402) Pago de tipo fijo al 2,314%

23-dic-16 RBS Recepción de tipo flotante USD LIBOR 3 Month USD 87.568.000 (9.916) (9.916) Pago de tipo fijo al 1,263%

28-dic-21 Bank of America Recepción de tipo flotante USD LIBOR 3 Month USD 84.156.000 (298.113) (298.113) Pago de tipo fijo al 3,010%

Total 517.393 517.393

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 2011

Fecha de

terminación Contraparte Obligación de referencia

Protección Compra/ Venta Divisa Valor nominal Valor de mercado Ganancias/ (Pérdidas) no realizadas 20-jun-2013 Barclays Bank K Hovnanian Enterprises 8,625% 15/01/2017 Compra USD 3.400.000 919.139 717.500 20-jun-2013 Barclays Bank K Hovnanian Enterprises 8,625% 15/01/2017 Compra USD 3.350.000 905.623 673.914 20-jun-2013 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Compra USD 3.350.000 905.623 586.907 20-jun-2013 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Compra USD 3.400.000 919.139 704.750 20-jun-2013 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Compra USD 6.800.000 1.838.279 1.299.946 20-sep-2013 Morgan Stanley Beazer Homes USA 9,125% 15/06/2018 Compra USD 1.650.000 102.266 49.100 20-dic-2013 Bank of America Ally Financial 8,300% 12/02/2015 Compra USD 5.850.000 57.314 (76.748) 20-dic-2013 Barclays Bank Ally Financial 8,300% 12/02/2015 Compra USD 1.550.000 15.186 (44.877) 20-dic-2013 Deutsche Bank Ally Financial 8,300% 12/02/2015 Compra USD 1.550.000 15.186 (44.877) 20-mar-2014 UBS Ally Financial 8,300% 12/02/2015 Compra USD 1.550.000 19.611 (40.451) 20-jun-2016 BNP Paribas Gannett 6,375% 01/04/2012 Compra USD 3.400.000 (230.872) 105.929 20-jun-2016 BNP Paribas Gannett 6,375% 01/04/2012 Compra USD 3.350.000 (227.477) 90.183 20-jun-2016 Morgan Stanley Gannett 6,375% 01/04/2012 Compra USD 3.400.000 (230.872) 105.929 20-jun-2016 UBS Gannett 6,375% 01/04/2012 Compra USD 6.800.000 (461.743) 200.108 20-jun-2016 UBS Gannett 6,375% 01/04/2012 Compra USD 5.000.000 (339.517) 150.971 20-sep-2016 Bank of America Aetna 6,625% 15/06/2036 Compra USD 3.350.000 (45.239) (11.180) 20-sep-2016 Barclays Bank Aetna 6,625% 15/06/2036 Compra USD 4.950.000 (66.846) (14.087) 20-sep-2016 Barclays Bank Aetna 6,625% 15/06/2036 Compra USD 3.250.000 (43.889) (8.965) 20-sep-2016 Citibank Beazer Homes USA 5,750% 15/06/2014 Compra USD 4.950.000 280.653 116.584 20-sep-2016 Bank of America Beazer Homes USA 9,125% 15/06/2018 Compra USD 1.600.000 394.209 (159.347) 20-sep-2016 Citibank Beazer Homes USA 9,125% 15/06/2018 Compra USD 3.300.000 813.055 255.264 20-sep-2016 Citibank Beazer Homes USA 9,125% 15/06/2018 Compra USD 700.000 172.466 40.341 20-sep-2016 Deutsche Bank Beazer Homes USA 9,125% 15/06/2018 Compra USD 1.600.000 394.209 (143.347) 20-sep-2016 UBS Beazer Homes USA 9,125% 15/06/2018 Compra USD 1.600.000 394.209 (159.347) 20-sep-2016 Citibank Hartford Financial Services Group 4,000% 30/03/2015 Compra USD 3.300.000 318.479 158.898

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 2011

Fecha de

terminación Contraparte Obligación de referencia

Protección Compra/ Venta Divisa Valor nominal Valor de mercado Ganancias/ (Pérdidas) no realizadas 20-sep-2016 Deutsche Bank Hartford Financial Services Group 4,000% 30/03/2015 Compra USD 5.000.000 482.543 238.540 20-sep-2016 UBS Hartford Financial Services Group 4,000% 30/03/2015 Compra USD 3.250.000 313.653 24.073 20-sep-2016 UBS International Paper 5,300% 01/04/2015 Compra USD 1.600.000 29.320 (44.743) 20-sep-2016 Deutsche Bank Jones Group 5,125% 15/11/2014 Compra USD 3.200.000 (47.525) 104.469 20-sep-2016 Deutsche Bank Jones Group 5,125% 15/11/2014 Compra USD 1.600.000 (23.763) 58.883 20-sep-2016 Morgan Stanley Jones Group 5,125% 15/11/2014 Compra USD 3.200.000 (47.525) 86.972 20-sep-2016 UBS Lincoln National 6,200% 15/12/2011 Compra USD 9.175.000 897.617 613.622 20-sep-2016 Deutsche Bank Ltd Brands 6,900% 15/07/2017 Compra USD 3.150.000 131.431 (99.569) 20-sep-2016 Citibank People’s Republic of China 4,750% 29/10/2013 Compra USD 8.150.000 140.101 57.903 20-sep-2016 Citibank UK Treasury 4,250% 07/06/2032 Compra USD 8.300.000 (33.275) 57.231 20-sep-2016 UBS UK Treasury 4,250% 07/06/2032 Compra USD 8.300.000 (33.275) 63.360 20-sep-2016 Deutsche Bank US Treasury 4,875% 15/08/2016 Compra EUR 8.300.000 121.480 (30.560) 20-sep-2016 UBS US Treasury 4,875% 15/08/2016 Compra EUR 16.550.000 242.229 (95.469) 20-dic-2016 Barclays Bank CDX.EM.16-V1 Compra USD 51.750.000 (4.499.063) (448.188) 20-dic-2016 Barclays Bank CDX.EM.16-V1 Compra USD 7.250.000 (630.303) 111.452 20-dic-2016 Morgan Stanley CDX.EM.16-V1 Compra USD 7.850.000 (682.467) (194.415) 20-dic-2016 Morgan Stanley CDX.EM.16-V1 Compra USD 7.750.000 (673.773) (109.960) 20-dic-2016 Morgan Stanley CDX.EM.16-V1 Compra USD 7.750.000 (673.773) (97.259) 20-dic-2016 UBS CDX.EM.16-V1 Compra USD 25.400.000 (2.208.236) 43.192 20-dic-2016 UBS CDX.EM.16-V1 Compra USD 2.450.000 (212.999) 12.877 20-dic-2016 Bank of America Clear Channel Communications 6,875% 15/06/2018 Compra USD 1.550.000 712.606 (58.734) 20-dic-2016 Bank of America Ford Motor Credit 7,250% 25/10/2011 Compra USD 1.550.000 (123.267) (66.675) 20-dic-2016 Barclays Bank Ford Motor Credit 7,250% 25/10/2011 Compra USD 3.100.000 (246.534) (133.350) 20-dic-2016 Bank of America General Electric Capital 5,625% 15/09/2017 Compra USD 6.250.000 421.936 (158.642) 20-dic-2016 Citibank Germany (Federal Republic of) 6,000% 20/06/2016 Compra USD 15.650.000 546.764 (4.171) 20-dic-2016 Citibank Germany (Federal Republic of) 6,000% 20/06/2016 Compra USD 47.050.000 1.643.786 (46.010) 20-dic-2016 UBS Germany (Federal Republic of) 6,000% 20/06/2016 Compra USD 31.350.000 1.095.275 (12.150) 20-dic-2016 Citibank iStar Financial 5,875% 15/03/2016 Compra USD 1.550.000 243.399 (17.948) 20-dic-2016 Barclays Bank Knight Ridder 5,750% 01/09/2017 Compra USD 1.550.000 479.419 (198.922) 20-dic-2016 Bank of America MCDXNA 16-1 Compra USD 14.650.000 632.568 93.941 20-dic-2016 Citibank MCDXNA 16-1 Compra USD 14.600.000 630.409 80.668 20-dic-2016 Morgan Stanley MCDXNA 16-1 Compra USD 16.900.000 729.720 120.430 20-dic-2016 Morgan Stanley MCDXNA 16-1 Compra USD 7.250.000 313.045 33.582 20-dic-2016 Bank of America People’s Republic of China 4,750% 28/10/2014 Compra USD 7.350.000 150.609 60.304 20-dic-2016 Citibank People’s Republic of China 4,750% 28/10/2014 Compra USD 6.300.000 129.094 51.689 20-dic-2016 Citibank People’s Republic of China 4,750% 28/10/2014 Compra USD 7.250.000 148.560 (5.456) 20-dic-2016 Citibank People’s Republic of China 4,750% 28/10/2014 Compra USD 7.250.000 148.560 35.094 20-dic-2016 Credit Suisse People’s Republic of China 4,750% 29/10/2013 Compra USD 7.850.000 160.855 (123.746) 20-dic-2016 Credit Suisse People’s Republic of China 4,750% 29/10/2013 Compra USD 4.700.000 96.308 (41.238) 20-dic-2016 Credit Suisse People’s Republic of China 4,750% 29/10/2013 Compra USD 7.800.000 159.830 (60.351) 20-dic-2016 Deutsche Bank People’s Republic of China 4,750% 29/10/2013 Compra USD 5.575.000 114.238 45.741 20-dic-2016 Deutsche Bank People’s Republic of China 4,750% 29/10/2013 Compra USD 4.350.000 89.136 21.056 20-dic-2016 RBS People’s Republic of China 4,750% 29/10/2013 Compra USD 3.150.000 64.547 (45.547) 20-dic-2016 Bank of America PulteGroup 5,250% 15/01/2014 Compra USD 8.900.000 (76.111) 120.326 20-dic-2016 Barclays Bank PulteGroup 5,250% 15/01/2014 Compra USD 7.350.000 (62.856) 5.454 20-dic-2016 Deutsche Bank PulteGroup 5,250% 15/01/2014 Compra USD 2.850.000 (24.373) 50.737 20-dic-2016 Bank of America Realogy 11,500% 15/04/2017 Compra USD 1.550.000 475.206 (141.134) 20-dic-2016 Morgan Stanley Spain (Kingdom of) 5,550% 30/07/2017 Compra USD 7.800.000 918.391 (268.576) 20-mar-2017 Citibank Alcoa 5,720% 23/02/2019 Compra USD 11.500.000 1.407.579 (33.053) 20-mar-2017 Barclays Bank Belo 7,750% 01/06/2027 Compra USD 8.600.000 (513.860) (76.983) 20-mar-2017 UBS Brazil (Republic of) 12,250% 06/03/2030 Compra USD 14.400.000 428.572 (13.427) 20-mar-2017 Barclays Bank Darden Restaurants 6,000% 15/08/2035 Compra USD 14.500.000 211.359 (57.034) 20-mar-2017 UBS Ltd Brands 6,900% 15/07/2017 Compra USD 14.500.000 777.364 23.213 20-mar-2017 UBS Mexico (United Mexican States) 5,950% 19/03/2019 Compra USD 31.500.000 818.731 (12.213) 20-mar-2017 UBS Mexico (United Mexican States) 5,950% 19/03/2019 Compra USD 28.790.000 748.294 (11.163) 20-dic-2017 Credit Suisse CDX.NA.IG.9-V4 Compra USD 32.750.000 1.209.877 285.761 20-dic-2017 Credit Suisse CDX.NA.IG.9-V4 Compra USD 8.500.000 314.014 108.718 20-dic-2017 Morgan Stanley CDX.NA.IG.9-V4 Compra USD 17.000.000 628.028 226.014 20-dic-2017 Morgan Stanley CDX.NA.IG.9-V4 Compra USD 15.550.000 574.460 (147.827) 20-dic-2017 RBS CDX.NA.IG.9-V4 Compra USD 16.350.000 604.015 (147.573) 20-dic-2017 RBS CDX.NA.IG.9-V4 Compra USD 15.750.000 581.849 (136.951) 20-dic-2017 UBS CDX.NA.IG.9-V4 Compra USD 16.350.000 604.015 171.067 20-dic-2017 UBS CDX.NA.IG.9-V4 Compra USD 32.850.000 1.213.571 191.064 20-dic-2017 UBS CDX.NA.IG.9-V4 Compra USD 32.850.000 1.213.571 93.391 12-ene-2038 Citibank IOS FN30 650 Indices Compra USD 56.200.000 106.610 (188.251) 12-ene-2038 Credit Suisse IOS FN30 650 Indices Compra USD 57.400.000 108.886 68.927 12-ene-2038 RBS IOS FN30 650 Indices Compra USD 57.400.000 108.886 68.083 12-ene-2038 RBS IOS FN30 650 Indices Compra USD 57.400.000 108.886 39.744 12-ene-2041 Bank of America IOS FN30 500 Indices Compra USD 31.850.000 98.476 (224.420) 12-ene-2041 Citibank IOS FN30 500 Indices Compra USD 38.500.000 119.037 179.956 12-ene-2041 Citibank IOS FN30 500 Indices Compra USD 19.300.000 59.673 228.218 12-ene-2041 Citibank IOS FN30 500 Indices Compra USD 35.500.000 109.762 583.569 12-ene-2041 Citibank IOS FN30 500 Indices Compra USD 14.734.000 45.556 34.766 12-ene-2041 Citibank IOS FN30 500 Indices Compra USD 19.281.000 59.614 45.495 25-may-2046 RBS ABX.HE.PENAAA Compra USD 2.500.000 434.450 (26.686) 25-may-2046 Citibank AXHAAA 06-2 Compra USD 4.100.000 712.497 (369.577) 25-may-2046 Citibank AXHAAA 06-2 Compra USD 5.500.000 955.789 (301.410) 25-may-2046 Deutsche Bank AXHAAA 06-2 Compra USD 6.300.000 1.094.813 (218.676) 25-may-2046 RBS AXHAAA 06-2 Compra USD 2.200.000 382.316 (367.696) 25-may-2046 RBS AXHAAA 06-2 Compra USD 9.900.000 1.720.420 (1.221.297) 25-ago-2047 Deutsche Bank ABX.HE.PENAAA Compra USD 3.000.000 521.340 174.054 15-mar-2049 Morgan Stanley CMBX-02-1 Compra USD 20.000 9.184 (1.165) 15-mar-2049 Deutsche Bank CMNAA 02-1 Compra USD 2.670.000 1.226.058 138.322 15-mar-2049 Morgan Stanley CMNAA 02-1 Compra USD 2.630.000 1.207.690 (107.102) 15-mar-2049 Morgan Stanley CMNAA 02-1 Compra USD 5.350.000 2.456.708 343.948 15-mar-2049 Morgan Stanley CMNAJ 02-1 Compra USD 7.250.000 1.881.895 977.621

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 2011

Fecha de

terminación Contraparte Obligación de referencia

Protección Compra/ Venta Divisa Valor nominal Valor de mercado Ganancias/ (Pérdidas) no realizadas 13-dic-2049 Barclays Bank CMNAA 03-1 Compra USD 5.350.000 3.323.528 288.285 13-dic-2049 Morgan Stanley CMNAA 03-1 Compra USD 2.670.000 1.658.657 110.498 15-feb-2051 Credit Suisse CMBX-05-1 Compra USD 2.900.000 2.299.030 (165.970) 17-feb-2051 Citibank CMBX-04-1 Compra USD 3.850.000 2.779.479 (298.383) 17-feb-2051 Citibank CMBX-04-1 Compra USD 2.900.000 2.093.633 (366.936) 12-oct-2052 Morgan Stanley CMBX_1 Compra USD 7.400.000 845.991 (354.146) 12-oct-2052 RBS CMBX_NA_AAA_1 Compra USD 7.300.000 368.778 (87.006) 12-oct-2052 Deutsche Bank CMBX_NA_AAA_1 Compra USD 4.300.000 217.225 (610.166) 20-mar-2012 Morgan Stanley Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 1.550.000 (20.656) 54.476 20-mar-2012 Bank of America Eastman Kodak 7,250% 15/11/2013 Venta USD 1.000.000 (418.619) (318.897) 20-mar-2012 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.550.000 (648.859) (116.047) 20-mar-2012 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 600.000 (251.171) (41.921) 20-mar-2012 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 570.000 (238.613) (37.213) 20-mar-2012 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 1.150.000 (481.412) (63.898) 20-mar-2012 RBS Eastman Kodak 7,250% 15/11/2013 Venta USD 1.450.000 (606.997) (55.997) 20-mar-2012 Credit Suisse Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 2.200.000 (92.838) 70.023 20-mar-2012 Deutsche Bank Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 4.900.000 (206.776) (27.109) 20-mar-2012 Morgan Stanley Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 6.300.000 (266.730) 646.770 20-mar-2012 Morgan Stanley Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 6.700.000 (282.735) (171.999) 20-mar-2012 UBS Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 3.150.000 (133.365) 166.322 20-jun-2012 Deutsche Bank CDX.NA.HY.8-V17 Venta USD 2.900.000 (726.080) 283.965 20-jun-2012 Deutsche Bank CDX.NA.HY.8-V17 Venta USD 1.350.000 (338.003) 114.335 20-jun-2012 Barclays Bank Dixons Retail 8,750% 03/08/2015 Venta EUR 3.000.000 (63.024) 40.820 20-jun-2012 Barclays Bank Dixons Retail 8,750% 03/08/2015 Venta EUR 1.650.000 (34.663) 22.154 20-jun-2012 Citibank Dixons Retail 8,750% 03/08/2015 Venta EUR 1.650.000 (34.663) 22.154 20-jun-2012 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 1.550.000 (741.858) 138.628 20-jun-2012 UBS Eastman Kodak 7,250% 15/11/2013 Venta USD 2.950.000 (1.411.924) 21.694 20-jun-2012 Bank of America Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 1.000.000 (87.705) (51.732) 20-jun-2012 Barclays Bank Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 1.600.000 (140.327) (38.994) 20-jun-2012 BNP Paribas Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 1.650.000 (144.713) (85.358) 20-jun-2012 BNP Paribas Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 1.650.000 (144.713) (102.088) 20-jun-2012 Credit Suisse Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 1.650.000 (144.713) (62.671) 20-jun-2012 Deutsche Bank Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 1.650.000 (144.713) (48.462) 20-jun-2012 Deutsche Bank Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 4.100.000 (359.589) (136.936) 20-jun-2012 Deutsche Bank Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 1.700.000 (149.098) (115.334) 20-jun-2012 Deutsche Bank Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 6.700.000 (587.621) (475.954) 20-jun-2012 Morgan Stanley Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 3.250.000 (285.040) (228.165) 20-jun-2012 UBS Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 1.650.000 (144.713) (85.358) 20-jun-2012 UBS Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 3.150.000 (276.270) 84.230 20-sep-2012 Deutsche Bank Block Financial 5,125% 30/10/2014 Venta USD 900.000 (7.707) (3.547) 20-sep-2012 Deutsche Bank Block Financial 5,125% 30/10/2014 Venta USD 2.900.000 (24.834) (1.676) 20-sep-2012 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.700.000 (873.150) (720.150) 20-sep-2012 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.700.000 (873.150) (691.580) 20-sep-2012 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 3.400.000 (1.746.299) (1.357.660) 20-sep-2012 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.650.000 (847.469) (607.073) 20-sep-2012 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.650.000 (847.469) (574.531) 20-sep-2012 Citibank Eastman Kodak 7,250% 15/11/2013 Venta USD 3.400.000 (1.746.299) (1.498.855) 20-sep-2012 Citibank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.650.000 (847.469) (590.573) 20-sep-2012 Citibank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.650.000 (847.469) (571.781) 20-sep-2012 Credit Suisse Eastman Kodak 7,250% 15/11/2013 Venta USD 1.600.000 (821.788) (681.788) 20-sep-2012 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 3.400.000 (1.746.299) (1.437.466) 20-sep-2012 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 3.400.000 (1.746.299) (1.465.327) 20-sep-2012 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.650.000 (847.469) (550.698) 20-sep-2012 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 1.700.000 (873.150) (687.094) 20-sep-2012 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 2.350.000 (1.207.001) (932.834) 20-sep-2012 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 1.650.000 (847.469) (614.865) 20-sep-2012 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 1.600.000 (821.788) (564.899) 20-sep-2012 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 1.650.000 (847.469) (575.448) 20-sep-2012 UBS Eastman Kodak 7,250% 15/11/2013 Venta USD 5.050.000 (2.593.768) (1.971.468) 20-sep-2012 Morgan Stanley K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.700.000 (233.255) (136.922) 20-sep-2012 RBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.600.000 (219.534) 69.355 20-sep-2012 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.600.000 (219.534) (36.201) 20-sep-2012 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.650.000 (226.394) 11.022 20-sep-2012 Barclays Bank Rite Aid 7,700% 15/02/2027 Venta USD 1.400.000 3.604 28.493 20-sep-2012 Bank of America Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 3.250.000 (421.969) (220.650) 20-sep-2012 BNP Paribas Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 1.700.000 (220.722) (115.653) 20-sep-2012 Credit Suisse Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 1.700.000 (220.722) (115.653) 20-sep-2012 Credit Suisse Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 3.300.000 (428.461) (148.877) 20-sep-2012 Deutsche Bank Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 3.350.000 (434.953) (227.904) 20-sep-2012 Deutsche Bank Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 3.350.000 (434.953) (187.425) 20-sep-2012 Deutsche Bank Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 3.300.000 (428.461) (177.752) 20-sep-2012 Deutsche Bank Texas Competitive Electric Holdings 10,250% 01/11/2015 Venta USD 1.650.000 (214.230) (57.939) 20-dic-2012 Citibank Block Financial 5,125% 30/10/2014 Venta USD 2.900.000 (37.378) (23.346) 20-dic-2012 Citibank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 2.900.000 (214.213) (134.463) 20-dic-2012 Credit Suisse Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 1.450.000 (107.106) (65.419) 20-dic-2012 RBS Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 1.450.000 (107.106) (1.377) 20-dic-2012 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 7.300.000 (3.931.908) (946.005) 20-dic-2012 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.550.000 (834.857) (162.545) 20-dic-2012 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.550.000 (834.857) (162.545) 20-dic-2012 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.550.000 (834.857) (162.545) 20-dic-2012 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.550.000 (834.857) (139.725) 20-dic-2012 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.500.000 (807.926) 12.074 20-dic-2012 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 2.850.000 (1.535.060) (171.810) 20-dic-2012 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.450.000 (780.995) (87.412) 20-dic-2012 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 5.760.000 (3.102.437) (320.037) 20-dic-2012 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.440.000 (775.609) (80.009)

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 2011

Fecha de

terminación Contraparte Obligación de referencia

Protección Compra/ Venta Divisa Valor nominal Valor de mercado Ganancias/ (Pérdidas) no realizadas 20-dic-2012 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 9.950.000 (5.359.245) (504.474) 20-dic-2012 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.550.000 (834.857) (155.225) 20-dic-2012 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.550.000 (834.857) 92.129 20-dic-2012 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.500.000 (807.926) 12.074 20-dic-2012 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.450.000 (780.995) (102.114) 20-dic-2012 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 3.350.000 (1.804.369) (28.869) 20-dic-2012 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 3.400.000 (1.831.300) (1.473.828) 20-dic-2012 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 1.700.000 (915.650) (736.914) 20-dic-2012 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 2.150.000 (1.158.028) (246.667) 20-dic-2012 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 950.000 (511.687) (104.374) 20-dic-2012 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 1.550.000 (834.857) (178.045) 20-dic-2012 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 950.000 (511.687) 75.466 20-dic-2012 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 570.000 (307.012) (45.762) 20-dic-2012 RBS Eastman Kodak 7,250% 15/11/2013 Venta USD 1.450.000 (780.995) (73.114) 20-dic-2012 Barclays Bank First Data 9,875% 24/09/2015 Venta USD 1.400.000 6.061 53.311 20-dic-2012 Barclays Bank First Data 9,875% 24/09/2015 Venta USD 550.000 2.381 12.235 20-dic-2012 Barclays Bank First Data 9,875% 24/09/2015 Venta USD 2.900.000 12.554 4.096 20-dic-2012 Barclays Bank First Data 9,875% 24/09/2015 Venta USD 2.900.000 12.554 471 20-dic-2012 Citibank First Data 9,875% 24/09/2015 Venta USD 1.400.000 6.061 53.311 20-dic-2012 UBS First Data 9,875% 24/09/2015 Venta USD 10.600.000 45.887 159.248 20-dic-2012 UBS First Data 9,875% 24/09/2015 Venta USD 2.900.000 12.554 47.193 20-dic-2012 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 570.000 (101.325) (12.738) 20-dic-2012 Morgan Stanley K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 860.000 (152.876) (25.668) 20-dic-2012 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.350.000 (239.981) 66.207 20-dic-2012 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.500.000 (266.645) 118.147 20-dic-2012 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.450.000 (257.757) (43.278) 20-dic-2012 Credit Suisse Knight Ridder 5,750% 01/09/2017 Venta USD 1.550.000 (21.301) 87.629 20-dic-2012 Deutsche Bank Knight Ridder 5,750% 01/09/2017 Venta USD 2.800.000 (38.480) 17.131 20-dic-2012 Deutsche Bank Knight Ridder 5,750% 01/09/2017 Venta USD 1.400.000 (19.240) 7.010 20-dic-2012 Morgan Stanley Knight Ridder 5,750% 01/09/2017 Venta USD 1.450.000 (19.927) (13.080) 20-dic-2012 Morgan Stanley Knight Ridder 5,750% 01/09/2017 Venta USD 1.450.000 (19.927) (18.920) 20-dic-2012 UBS Knight Ridder 5,750% 01/09/2017 Venta USD 850.000 (11.681) 5.201 20-dic-2012 Bank of America MBIA Global Funding 0,484% 20/03/2015 Venta USD 2.900.000 (332.861) 111.403 20-dic-2012 UBS MBIA Global Funding 0,484% 20/03/2015 Venta USD 570.000 (65.424) 13.347 20-dic-2012 Barclays Bank Realogy 10,500% 15/04/2014 Venta USD 550.000 (15.082) 20.973 20-dic-2012 Citibank Realogy 10,500% 15/04/2014 Venta USD 2.850.000 (78.153) 87.305 20-dic-2012 Citibank Realogy 10,500% 15/04/2014 Venta USD 2.900.000 (79.524) 71.114 20-dic-2012 Citibank Realogy 10,500% 15/04/2014 Venta USD 2.900.000 (79.524) 96.892 20-dic-2012 Deutsche Bank Realogy 10,500% 15/04/2014 Venta USD 2.800.000 (76.782) 109.496 20-dic-2012 Morgan Stanley Realogy 10,500% 15/04/2014 Venta USD 2.900.000 (79.524) 64.267 20-dic-2012 UBS Realogy 10,500% 15/04/2014 Venta USD 2.900.000 (79.524) 85.614 20-mar-2013 Bank of America Block Financial 5,125% 30/10/2014 Venta USD 2.900.000 (49.798) (65.463) 20-mar-2013 Bank of America Block Financial 5,125% 30/10/2014 Venta USD 2.900.000 (49.798) (72.129) 20-mar-2013 Citibank Block Financial 5,125% 30/10/2014 Venta USD 2.800.000 (48.081) (66.798) 20-mar-2013 Deutsche Bank Block Financial 5,125% 30/10/2014 Venta USD 2.850.000 (48.940) (70.138) 20-mar-2013 UBS Block Financial 5,125% 30/10/2014 Venta USD 1.450.000 (24.899) (32.450) 20-mar-2013 Morgan Stanley Caesars Entertainment Operating 5,375% 15/12/2013 Venta USD 7.500.000 (758.603) (620.062) 20-mar-2013 RBS Caesars Entertainment Operating 5,375% 15/12/2013 Venta USD 4.700.000 (476.045) (403.587) 20-mar-2013 Barclays Bank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 6.300.000 (638.103) (586.478) 20-mar-2013 Citibank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 6.300.000 (638.103) (612.728) 20-mar-2013 Citibank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 1.700.000 (171.950) (152.353) 20-mar-2013 Citibank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 1.700.000 (171.950) (148.339) 20-mar-2013 Citibank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 1.700.000 (171.950) (128.978) 20-mar-2013 Deutsche Bank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 3.150.000 (319.051) (298.489) 20-mar-2013 Deutsche Bank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 7.900.000 (800.161) (739.813) 20-mar-2013 Deutsche Bank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 7.900.000 (800.161) (691.536) 20-mar-2013 Deutsche Bank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 3.150.000 (319.051) (276.176) 20-mar-2013 Deutsche Bank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 3.150.000 (319.051) (277.489) 20-mar-2013 Deutsche Bank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 6.300.000 (638.103) (524.353) 20-mar-2013 Deutsche Bank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 3.100.000 (313.987) (274.376) 20-mar-2013 Deutsche Bank Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 3.100.000 (313.556) (245.098) 20-mar-2013 Morgan Stanley Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 3.150.000 (319.051) (290.614) 20-mar-2013 Morgan Stanley Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 1.550.000 (156.994) (136.542) 20-mar-2013 Morgan Stanley Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 1.600.000 (162.058) (133.169) 20-mar-2013 RBS Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 3.150.000 (319.051) (298.926) 20-mar-2013 RBS Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 1.600.000 (161.835) (122.724) 20-mar-2013 RBS Caesars Entertainment Operating 5,625% 01/06/2015 Venta USD 3.250.000 (328.728) (295.325) 20-mar-2013 UBS Eastman Kodak 7,250% 15/11/2013 Venta USD 3.100.000 (1.826.456) (481.400) 20-mar-2013 Credit Suisse K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.450.000 (311.722) (222.305) 20-mar-2013 Credit Suisse K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 2.900.000 (623.444) (445.013) 20-mar-2013 Morgan Stanley K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.400.000 (300.973) (214.834) 20-mar-2013 RBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 580.000 (124.608) 14.350 20-mar-2013 Citibank Liz Claiborne 5,000% 08/07/2013 Venta USD 2.610.000 74.259 127.547 20-mar-2013 Citibank Liz Claiborne 5,000% 08/07/2013 Venta USD 3.400.000 97.209 74.070 20-mar-2013 UBS Liz Claiborne 5,000% 08/07/2013 Venta USD 7.200.000 204.853 351.853 20-jun-2013 Barclays Bank Clear Channel Communications 6,875% 15/06/2018 Venta USD 2.800.000 (194.644) 164.689 20-jun-2013 Barclays Bank Clear Channel Communications 6,875% 15/06/2018 Venta USD 4.200.000 (291.966) 194.534 20-jun-2013 Morgan Stanley Clear Channel Communications 6,875% 15/06/2018 Venta USD 1.550.000 (107.750) (95.694) 20-jun-2013 RBS Clear Channel Communications 6,875% 15/06/2018 Venta USD 5.150.000 (358.006) (413.798) 20-jun-2013 Barclays Bank Dixons Retail 8,750% 03/08/2015 Venta EUR 13.600.000 (1.356.446) (429.639) 20-jun-2013 Barclays Bank Dixons Retail 8,750% 03/08/2015 Venta EUR 6.800.000 (678.223) (201.334) 20-jun-2013 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.700.000 (1.008.973) (858.334) 20-jun-2013 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.650.000 (979.297) (825.755) 20-jun-2013 Barclays Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.650.000 (979.297) (793.443) 20-jun-2013 Citibank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.700.000 (1.008.973) (851.959) 20-jun-2013 Citibank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.700.000 (1.008.973) (844.875)

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 2011

Fecha de

terminación Contraparte Obligación de referencia

Protección Compra/ Venta Divisa Valor nominal Valor de mercado Ganancias/ (Pérdidas) no realizadas 20-jun-2013 Citibank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.750.000 (1.038.648) (861.218) 20-jun-2013 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 3.350.000 (1.988.270) (1.707.707) 20-jun-2013 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 3.400.000 (2.017.945) (1.733.668) 20-jun-2013 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 3.350.000 (1.988.270) (1.708.638) 20-jun-2013 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.650.000 (979.297) (824.838) 20-jun-2013 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.700.000 (1.008.973) (840.862) 20-jun-2013 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.650.000 (979.297) (801.464) 20-jun-2013 UBS Eastman Kodak 7,250% 15/11/2013 Venta USD 1.700.000 (1.008.973) (817.487) 20-jun-2013 Barclays Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 6.300.000 (1.703.111) (1.579.736) 20-jun-2013 Barclays Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 4.700.000 (1.270.575) (1.101.349) 20-jun-2013 Barclays Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.650.000 (446.053) (192.136) 20-jun-2013 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 3.150.000 (851.556) (727.743) 20-jun-2013 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.700.000 (459.570) (301.847) 20-jun-2013 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.600.000 (432.536) (237.203) 20-jun-2013 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 5.100.000 (1.378.709) (676.059) 20-jun-2013 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.650.000 (446.053) (228.574) 20-jun-2013 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.700.000 (459.570) (211.181) 20-jun-2013 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.650.000 (446.053) (213.449) 20-jun-2013 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.650.000 (446.053) (175.636) 20-jun-2013 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 3.350.000 (905.623) (356.595) 20-jun-2013 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.650.000 (446.053) (177.011) 20-jun-2013 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.700.000 (459.570) (173.639) 20-jun-2013 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.650.000 (446.053) (169.220) 20-jun-2013 UBS Lennar 6,500% 15/04/2016 Venta USD 14.175.000 707.023 (316.155) 20-jun-2013 UBS Level 3 Communications 9,000% 15/10/2013 Venta USD 1.430.000 7.837 125.613 20-jun-2013 Bank of America Realogy 10,500% 15/04/2014 Venta USD 4.350.000 (293.157) (296.178) 20-jun-2013 Bank of America Realogy 10,500% 15/04/2014 Venta USD 1.650.000 (111.198) (129.073) 20-jun-2013 Bank of America Realogy 10,500% 15/04/2014 Venta USD 3.450.000 (232.504) (262.212) 20-jun-2013 Bank of America Realogy 10,500% 15/04/2014 Venta USD 3.350.000 (225.765) (247.168) 20-jun-2013 Bank of America Realogy 10,500% 15/04/2014 Venta USD 1.700.000 (114.567) (118.345) 20-jun-2013 Citibank Realogy 10,500% 15/04/2014 Venta USD 7.100.000 (478.487) (494.265) 20-jun-2013 Deutsche Bank Realogy 10,500% 15/04/2014 Venta USD 1.700.000 (114.567) (125.428) 20-jun-2013 UBS Realogy 10,500% 15/04/2014 Venta USD 1.700.000 (114.567) (126.373) 20-jun-2013 Deutsche Bank Rite Aid 7,700% 15/02/2027 Venta USD 1.700.000 (32.493) (14.076) 20-jun-2013 Deutsche Bank Rite Aid 7,700% 15/02/2027 Venta USD 1.700.000 (32.493) (14.312) 20-jun-2013 UBS Rite Aid 7,700% 15/02/2027 Venta USD 1.650.000 (31.537) (19.849) 20-sep-2013 Deutsche Bank Clear Channel Communications 6,875% 15/06/2018 Venta USD 6.750.000 (627.733) (344.608) 20-sep-2013 Credit Suisse Eastman Kodak 7,250% 15/11/2013 Venta USD 1.600.000 (956.259) (686.926) 20-sep-2013 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 700.000 (418.363) (304.030) 20-sep-2013 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.650.000 (527.652) (215.985) 20-sep-2013 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.650.000 (527.652) (213.693) 20-sep-2013 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 1.650.000 (527.652) (233.173) 20-dic-2013 Citibank Eastman Kodak 7,250% 15/11/2013 Venta USD 2.800.000 (1.684.454) (1.554.176) 20-dic-2013 Citibank Eastman Kodak 7,250% 15/11/2013 Venta USD 2.850.000 (1.714.533) (1.623.096) 20-dic-2013 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 4.350.000 (2.616.919) (2.433.856) 20-dic-2013 UBS Eastman Kodak 7,250% 15/11/2013 Venta USD 2.800.000 (1.684.454) (1.547.176) 20-dic-2013 Barclays Bank First Data 9,875% 24/09/2015 Venta USD 5.550.000 (224.873) 98.877 20-dic-2013 Deutsche Bank Knight Ridder 5,750% 01/09/2017 Venta USD 2.800.000 (213.246) (42.913) 20-dic-2013 Deutsche Bank Knight Ridder 5,750% 01/09/2017 Venta USD 2.850.000 (217.054) (65.845) 20-dic-2013 Morgan Stanley Knight Ridder 5,750% 01/09/2017 Venta USD 4.200.000 (319.869) (106.369) 20-dic-2013 Citibank Realogy 10,500% 15/04/2014 Venta USD 2.900.000 (323.623) 32.433 20-dic-2013 Deutsche Bank Realogy 10,500% 15/04/2014 Venta USD 6.700.000 (747.681) (516.903) 20-dic-2013 Morgan Stanley Realogy 10,500% 15/04/2014 Venta USD 2.900.000 (323.623) 52.571 20-dic-2013 UBS Realogy 10,500% 15/04/2014 Venta USD 2.900.000 (323.623) 46.127 20-dic-2013 Barclays Bank Rite Aid 7,700% 15/02/2027 Venta USD 1.450.000 (52.261) 24.266 20-dic-2013 Citibank Rite Aid 7,700% 15/02/2027 Venta USD 2.900.000 (104.523) 48.533 20-dic-2013 Deutsche Bank Rite Aid 7,700% 15/02/2027 Venta USD 2.800.000 (100.919) 125.804 20-dic-2013 Deutsche Bank Rite Aid 7,700% 15/02/2027 Venta USD 5.750.000 (207.244) 106.611 20-dic-2013 Deutsche Bank Rite Aid 7,700% 15/02/2027 Venta USD 5.800.000 (209.046) 97.066 20-dic-2013 Deutsche Bank Rite Aid 7,700% 15/02/2027 Venta USD 4.300.000 (155.580) 39.114 20-dic-2013 Deutsche Bank Rite Aid 7,700% 15/02/2027 Venta USD 7.150.000 (258.697) 115.685 20-dic-2013 UBS Rite Aid 7,700% 15/02/2027 Venta USD 2.900.000 (104.523) 53.769 20-dic-2013 UBS Rite Aid 7,700% 15/02/2027 Venta USD 1.450.000 (52.463) 9.162 20-mar-2014 Barclays Bank Clear Channel Communications 6,875% 15/06/2018 Venta USD 2.850.000 (387.455) (237.434) 20-mar-2014 Citibank Clear Channel Communications 6,875% 15/06/2018 Venta USD 2.850.000 (387.455) (238.226) 20-mar-2014 Citibank Clear Channel Communications 6,875% 15/06/2018 Venta USD 4.550.000 (618.568) (514.929) 20-mar-2014 Citibank Clear Channel Communications 6,875% 15/06/2018 Venta USD 3.150.000 (428.239) (352.989) 20-mar-2014 Citibank Clear Channel Communications 6,875% 15/06/2018 Venta USD 8.200.000 (1.114.782) (918.893) 20-mar-2014 Citibank Clear Channel Communications 6,875% 15/06/2018 Venta USD 6.300.000 (856.479) (698.104) 20-mar-2014 Morgan Stanley Clear Channel Communications 6,875% 15/06/2018 Venta USD 2.850.000 (387.455) (223.976) 20-mar-2014 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 5.850.000 (3.541.888) (3.308.699) 20-mar-2014 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 1.475.000 (893.040) (804.950) 20-mar-2014 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 2.950.000 (1.786.080) (1.580.400) 20-mar-2014 Deutsche Bank Eastman Kodak 7,250% 15/11/2013 Venta USD 2.900.000 (1.755.808) (1.554.016) 20-mar-2014 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 2.950.000 (1.786.080) (1.609.900) 20-mar-2014 Morgan Stanley Eastman Kodak 7,250% 15/11/2013 Venta USD 1.500.000 (908.176) (830.676) 20-mar-2014 UBS Eastman Kodak 7,250% 15/11/2013 Venta USD 5.850.000 (3.541.888) (3.221.762) 20-mar-2014 Barclays Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 4.750.000 (1.909.710) (1.700.578) 20-mar-2014 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 4.750.000 (1.909.710) (1.699.919) 20-mar-2014 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 12.600.000 (5.065.758) (4.416.507) 20-mar-2014 Deutsche Bank K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 9.900.000 (3.980.238) (3.408.238) 20-mar-2014 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 9.450.000 (3.799.319) (3.429.193) 20-mar-2014 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 3.150.000 (1.266.440) (1.143.502) 20-mar-2014 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 3.150.000 (1.266.440) (1.115.065) 20-mar-2014 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 3.150.000 (1.266.440) (1.115.940) 20-mar-2014 UBS K Hovnanian Enterprises 8,625% 15/01/2017 Venta USD 3.300.000 (1.326.288) (1.004.997)

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 2011

Fecha de