Composición de la Cartera de Valores (Valor de mercado expresado en USD)
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
2.835.000 Vanguard Natural Resources 01.04.20/7,875% 2.958.875 0,05 515.000 Vulcan Materials 01.12.16/6,500% 571.179 0,01 4.974.000 Wachovia Capital Trust III 31.12.49/5,570%* 4.964.848 0,08 443.416.846 7,24
LUXEMBURGO
1.430.000 Albea Beauty Holdings 144A 01.11.19/8,375% 1.515.800 0,02 200.000 Altice Financing 144A 15.12.19/7,875% 213.326 0,00 499.000 Altice Finco 144A 15.12.20/9,875% 532.247 0,01 5.200.000 ArcelorMittal 25.02.17/5,000% 5.232.812 0,09 3.000.000 ArcelorMittal 25.02.22/6,750% 3.153.990 0,05 2.130.000 ArcelorMittal 15.10.39/7,500% 2.002.828 0,03 3.185.000 MagnaChip Semiconductor
Finance 15.04.18/10,500% 3.583.125 0,06 3.710.000 Wind Acquisition Finance 144A 15.07.17/11,750% 5.174.100 0,08 3.979.687 Wind Acquisition Finance 144A 15.07.17/12,250%* 5.313.476 0,09 2.240.000 Wind Acquisition Finance 144A 15.02.18/7,250% 2.279.200 0,04 2.176.000 Wind Acquisition Finance 144A 15.02.18/7,250% 2.197.760 0,04 31.198.664 0,51
REINO UNIDO
900.000 Barclays Bank 21.11.22/7,625% 898.330 0,01 3.925.000 Ineos Finance 144A 15.02.19/8,375% 4.224.281 0,07 1.000.000 RBS 12.11.13/5,000% 1.019.710 0,02 1.500.000 RBS 23.01.17/4,350% 2.037.518 0,03 4.007.000 RBS 16.03.22/9,500%* 4.723.792 0,07 350.000 RBS 31.12.49/7,648%* 353.803 0,01 1.000.000 Towergate Finance 144A 15.02.18/8,500% 1.698.073 0,03 3.250.000 Towergate Finance 144A 15.02.19/10,500% 5.439.520 0,09 20.395.027 0,33
IRLANDA
10.914.000 Ardagh Packaging Finance 144A 15.10.17/7,375% 15.819.801 0,26 1.000.000 Ardagh Packaging Finance 144A 15.10.20/9,250% 1.449.166 0,02 17.268.967 0,28
PAÍSES BAJOS
3.500.000 GMAC International Finance 21.04.15/7,500% 5.071.131 0,08 660.000 Hertz Holdings Netherlands 31.07.15/8,500% 947.472 0,02 1.600.000 Hertz Holdings Netherlands
144A 31.07.15/8,500% 2.284.295 0,04 2.675.000 RBS 09.03.15/1,011%* 2.539.431 0,04 3.450.000 RBS 08.06.15/0,940%* 4.291.921 0,07 15.134.250 0,25 JAPÓN 4.500.000 eAccess 01.04.18/8,375% 6.707.142 0,11 1.000.000 eAccess 144A 01.04.18/8,250% 1.125.000 0,02 7.832.142 0,13 NORUEGA 40.328.124 Boa Deep 27.04.16/7,380%* 7.416.871 0,12 7.416.871 0,12 ISLAS MARSHALL 600.000 Navigator Holdings 18.12.17/9,000% 601.156 0,01 7.000.000 Teekay LNG Partners 03.05.17/7,100%* 1.295.261 0,02 15.000.000 Teekay Offshore Partners 29.11.13/6,680%* 2.758.562 0,05 4.654.979 0,08 BERMUDAS 2.000.000 Aircastle 01.08.18/9,750% 2.270.000 0,04 2.270.000 0,04 ALEMANIA 1.353.000 Orion Engineered
Carbons Bondco 144A 15.06.18/9,625% 1.481.535 0,02 528.000 Unitymedia Hessen & Co. 144A 15.01.23/5,500% 547.800 0,01 2.029.335 0,03
ISLAS VÍRGENES BRITÁNICAS
1.750.000 Studio City Finance 144A 01.12.20/8,500% 1.841.875 0,03 1.841.875 0,03 SUECIA 1.565.000 Eileme 2 144A 31.01.20/11,625% 1.838.875 0,03 1.838.875 0,03 MÉXICO 1.000.000 Cemex 144A 30.09.15/5,311%* 1.017.500 0,02 1.017.500 0,02 AUSTRALIA
878.000 Ausdrill Finance 144A 01.11.19/6,875% 878.000 0,01 878.000 0,01
Total Obligaciones 557.189.419 9,10 Total Valores Mobiliarios Admitidos a Cotización
Oficial en una Bolsa de Valores 619.983.155 10,13 Valores Mobiliarios Negociados en Otro Mercado Reglamentado
Obligaciones EE.UU.
1.450.000 313 Group 144A 01.12.19/6,375% 1.444.562 0,02 1.770.000 Academy Finance 144A 01.08.19/9,250% 1.973.550 0,03 2.860.000 Accellent 01.02.17/8,375% 3.017.300 0,05 1.640.000 Accellent 01.11.17/10,000% 1.357.100 0,02 2.972.000 Access Midstream Partners 15.07.22/6,125% 3.217.190 0,05 1.410.000 Access Midstream Partners 15.05.23/4,875% 1.438.200 0,02
1.124.333 Accredited Mortgage Loan Trust
2003-3 A1 25.01.34/5,210%* 1.073.387 0,02 2.850.357 Accredited Mortgage Loan Trust
2006-2 A3 25.09.36/0,360%* 2.745.145 0,04 3.205.000 ACE Cash Express 144A 01.02.19/11,000% 3.036.737 0,05 1.666.122 ACE Securities 2005-HE4 M1 25.07.35/0,710%* 1.639.351 0,03 4.106.520 ACL I 15.02.16/10,625%* 4.168.118 0,07 1.350.000 ADS Waste Holdings 144A 01.10.20/8,250% 1.424.250 0,02 2.130.000 AES 15.04.16/9,750% 2.556.000 0,04 4.000.000 AES Eastern Energy 02.01.29/9,670% 160.000 0,00 5.000.000 Affinia Group 30.11.14/9,000% 5.012.500 0,08
615.000 AH Mortgage Advance
Trust 1 A1R 10.05.43/2,230% 616.975 0,01 960.000 AK Steel 144A 01.12.18/8,750% 1.017.600 0,02 3.135.000 Allison Transmission 144A 15.05.19/7,125% 3.385.800 0,06 1.435.000 Ally Financial 31.12.13/7,500% 1.525.448 0,02 455.000 Alpha Natural Resources 15.04.18/9,750% 493.557 0,01 696.000 Alphabet Holding 144A 01.11.17/7,750%* 718.620 0,01 2.245.000 AMC Entertainment 01.06.19/8,750% 2.482.285 0,04 2.560.000 AMC Entertainment 01.12.20/9,750% 2.969.600 0,05
700.000 American Axle & Manufacturing
Holdings 144A 15.01.17/9,250% 780.500 0,01 1.075.185 American Home
Mortgage Assets 2006-2 2A1 25.09.46/0,400%* 691.105 0,01 875.000 American Standard
Americas 144A 15.01.16/10,750% 866.250 0,01 1.305.000 American Tire Distributors 01.06.17/9,750% 1.389.825 0,02 1.165.000 Ameristar Casinos 15.04.21/7,500% 1.262.778 0,02 1.690.000 Amkor Technology 01.05.18/7,375% 1.756.121 0,03 2.005.403 Amresco Residential Securities
Mortgage Loan Trust
1998-3 M1A 25.09.28/0,840%* 1.607.855 0,03 1.170.000 Amsted Industries 144A 15.03.18/8,125% 1.257.750 0,02 555.000 Amsurg 144A 30.11.20/5,625% 574.425 0,01 8.073.000 Appleton Papers 144A 15.06.15/10,500% 8.597.745 0,14 755.000 Arch Coal 15.06.19/7,000% 703.543 0,01 1.900.000 Arch Coal 15.06.21/7,250% 1.736.125 0,03 615.000 Arch Coal 144A 15.06.19/9,875% 642.675 0,01 525.000 A-S Co-Issuer Subsidiary 144A 15.12.20/7,875% 527.625 0,01 1.100.000 Ashtead Capital 144A 15.07.22/6,500% 1.193.500 0,02 1.800.000 Aspect Software 15.05.17/10,625% 1.647.000 0,03
285.458 Asset Backed Funding
Certificates 2005-HE2 M1 25.06.35/0,930%* 283.436 0,00 567.415 Asset Backed Funding
Certificates 2005-OPT1 A2C 25.07.35/0,570%* 552.519 0,01 1.485.000 Associated Materials 01.11.17/9,125% 1.518.412 0,02 2.280.000 Atkore International 01.01.18/9,875% 2.433.900 0,04 1.715.000 Audatex North America 144A 15.06.18/6,750% 1.843.625 0,03 795.781 Avaya 01.11.15/10,125% 716.203 0,01 7.635.000 Avaya 144A 01.04.19/7,000% 7.157.812 0,12 1.646.000 Avis Budget Car Rental 15.05.14/2,810%* 1.649.638 0,03 1.930.000 Avis Budget Car Rental 15.03.18/9,625% 2.164.640 0,04 3.670.000 Avis Budget Car Rental 15.01.19/8,250% 4.079.884 0,07 1.779.000 Avis Budget Car Rental 144A 15.11.17/4,875% 1.814.580 0,03 4.753.413 Banc of America Alternative
Loan Trust 2004-1 1A1 25.02.34/6,000% 4.900.344 0,08 2.476.630 Banc of America Alternative
Loan Trust 2004-12 2CB1 25.01.35/6,000% 2.440.882 0,04 2.582.031 Banc of America Alternative
Loan Trust 2005-2 2CB1 25.03.35/6,000% 2.546.914 0,04 2.882.977 Banc of America Alternative
Loan Trust 2006-4 2A1 25.05.21/6,000% 2.962.520 0,05
JPMorgan Investment Funds - Income Opportunity Fund
Composición de la Cartera de Valores (Valor de mercado expresado en USD) (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
1.745.231 Banc of America Funding
2006-1 2A1 25.01.36/5,500% 1.791.912 0,03 1.085.250 Banc of America Funding
2006-3 4A19 25.03.36/5,750% 1.087.399 0,02 19.316.675 Banc of America Large Loan
2010-HLTN HLTN 15.11.15/2,506%* 19.325.947 0,32 731.726 Banc of America Mortgage
Securities 2005-10 1A13 25.11.35/5,500% 733.610 0,01 1.708.569 Banc of America Mortgage
Securities 2005-11 2A1 25.12.20/5,250% 1.765.927 0,03 6.553.166 Banc of America Mortgage
Securities 2007-3 1A1 25.09.37/6,000% 6.048.857 0,10 9.052.000 Bank of America 31.12.49/8,000%* 10.002.505 0,16 63.000 Basic Energy Services 144A 15.10.22/7,750% 61.740 0,00 2.095.000 Belden 144A 01.09.22/5,500% 2.168.325 0,04 1.000.000 Berry Plastics 15.09.14/4,183%* 1.005.000 0,02 3.227.000 Berry Plastics 15.05.18/9,500% 3.573.902 0,06 1.500.000 Berry Plastics 15.01.21/9,750% 1.736.250 0,03 4.690.000 Biomet 144A 01.08.20/6,500% 5.000.712 0,08 1.695.000 Block Communications 144A 01.02.20/7,250% 1.809.412 0,03 690.000 BOE Merger 144A 01.11.17/9,500%* 693.450 0,01 454.000 Boise Cascade 144A 01.11.20/6,375% 468.755 0,01 750.000 Boise Paper Holdings 01.04.20/8,000% 832.500 0,01 464.000 Boyd Acquisition 144A 15.02.18/8,375% 484.880 0,01 1.770.000 BreitBurn Energy Partners 15.10.20/8,625% 1.938.150 0,03 2.250.000 BreitBurn Energy Partners 144A 15.04.22/7,875% 2.345.625 0,04 1.245.000 Building Materials Corp of
America 144A 15.08.18/6,875% 1.350.825 0,02 1.100.000 Building Materials Corp
of America 144A 01.05.21/6,750% 1.221.000 0,02 5.111.000 Bumble Bee Acquisition 144A 15.12.17/9,000% 5.519.880 0,09 1.000.000 Burger King 15.10.18/9,875% 1.151.815 0,02 2.300.000 BWAY Holding 15.06.18/10,000% 2.564.500 0,04 10.087.000 Caesars Entertainment Operating 01.06.17/11,250% 10.858.958 0,18 1.795.000 Caesars Entertainment Operating 15.12.18/10,000% 1.197.292 0,02 5.870.000 Caesars Entertainment Operating 15.02.20/8,500% 5.825.975 0,10 4.140.000 Caesars Entertainment Operating 144A 15.02.20/9,000% 4.171.050 0,07 1.265.000 Caesars Operating Escrow 144A 15.02.20/9,000% 1.274.487 0,02 1.048.000 Calpine 144A 15.10.17/7,250% 1.121.360 0,02 387.000 Calpine 144A 31.07.20/7,875% 436.342 0,01 3.405.000 Calpine 144A 15.02.21/7,500% 3.779.550 0,06 1.381.000 Calpine 144A 15.01.23/7,875% 1.567.435 0,03 600.000 Capella Healthcare 01.07.17/9,250% 646.500 0,01 1.510.000 Case New Holland 01.12.17/7,875% 1.800.199 0,03 1.250.000 Casella Waste Systems 144A 15.02.19/7,750% 1.193.750 0,02 1.451.736 Catalent Pharma Solutions 15.04.15/9,500% 1.488.029 0,02 1.223.000 Catalent Pharma Solutions 144A 15.10.18/7,875% 1.233.701 0,02 4.385.000 CCO Holdings 30.04.18/7,875% 4.732.160 0,08 1.085.000 CCO Holdings 01.06.20/7,375% 1.209.775 0,02 2.000.000 CCO Holdings 30.04.21/6,500% 2.158.000 0,04 425.000 CCO Holdings 15.02.23/5,125% 425.000 0,01 2.030.000 CCO Holdings 15.01.19/7,000% 2.191.557 0,04 4.955.000 CDW Finance 01.04.19/8,500% 5.388.562 0,09 8.385.000 Cemex Finance 144A 14.12.17/9,625% 12.026.555 0,20 3.875.000 Cemex Finance 144A 14.12.16/9,500% 4.204.375 0,07 4.250.000 Cengage Learning
Acquisitions 144A 15.04.20/11,500% 3.686.875 0,06 1.456.153 Centex Home Equity 2005-C AF6 25.06.35/4,638%* 1.429.175 0,02 4.260.000 Central Garden and Pet 01.03.18/8,250% 4.526.250 0,07 4.625.000 Cequel Communications
Holdings I and Cequel
Capital 144A 15.11.17/8,625% 4.960.312 0,08 820.000 Cequel Communications
Holdings I and Cequel
Capital 144A 15.09.20/6,375% 854.850 0,01 735.000 Ceridian 144A 15.07.19/8,875% 797.475 0,01 1.536.000 Chesapeake Energy 15.08.17/6,500% 1.668.418 0,03 4.295.000 Chrysler Group 15.06.19/8,000% 4.714.643 0,08 23.550.000 Chrysler Group 15.06.21/8,250% 26.095.873 0,43 7.177.035 Chukchansi Economic
Development Authority 144A 30.05.20/9,750% 4.324.163 0,07 820.000 Cinemark USA 15.06.21/7,375% 910.200 0,01 11.304.000 CIT Group 144A 15.02.15/4,750% 11.812.680 0,19 1.500.000 Citgo Petroleum 144A 01.07.17/11,500% 1.740.000 0,03
411.044 Citicorp Mortgage Securities
2007-2 1A5 25.02.37/5,750% 420.148 0,01 1.472.984 Citicorp Residential Mortgage
Securities 2006-1 A4 25.07.36/5,939%* 1.472.263 0,02 1.664.000 Citigroup 31.12.49/5,950%* 1.685.665 0,03
524.968 Citigroup Mortgage Loan Trust
2005-WF2 AF4 25.08.35/4,964%* 525.833 0,01 1.887.929 Citigroup Mortgage Loan Trust
2006-4 1A1 25.12.20/5,500% 1.808.847 0,03 844.709 Citigroup Mortgage Loan Trust
2007-AMC1 A2A 25.12.36/0,260%* 503.903 0,01
2.333.071 Citimortgage Alternative Loan
Trust 2006-A1 1A5 25.04.36/5,500% 2.028.848 0,03 752.604 Citimortgage Alternative Loan
Trust 2006-A1 1A6 25.04.36/6,000% 673.895 0,01 863.544 Citimortgage Alternative Loan
Trust 2007-A1 1A7 25.01.37/6,000% 689.790 0,01 3.853.098 Citimortgage Alternative Loan
Trust 2007-A6 1A5 25.06.37/6,000% 3.287.330 0,05 3.195.000 CityCenter Finance 15.01.16/7,625% 3.434.625 0,06 19.495.768 CityCenter Finance 15.01.17/10,750%* 21.347.866 0,35 1.883.067 CKE 144A 14.03.16/10,500%* 2.000.759 0,03 7.127.000 CKE Restaurants 15.07.18/11,375% 8.277.120 0,14 1.750.000 Claire’s Stores 15.03.19/8,875% 1.662.500 0,03 17.220.000 Claire’s Stores 144A 15.03.19/9,000% 18.468.450 0,30 1.330.000 Clean Harbors 01.08.20/5,250% 1.393.175 0,02 16.960.000 Clear Channel Communications 01.03.21/9,000% 15.221.600 0,25
7.700.000 Clear Channel Worldwide
Holdings 15.03.20/7,625% 7.811.226 0,13 475.000 Clear Channel Worldwide
Holdings 15.03.20/7,625% 476.187 0,01 6.140.000 Clear Channel Worldwide
Holdings 144A 15.11.22/6,500% 6.400.950 0,10 2.270.000 Clear Channel Worldwide
Holdings 144A 15.11.22/6,500% 2.343.775 0,04 120.000 Clearwater Paper 01.11.18/7,125% 131.400 0,00 4.640.000 Clearwire Communications 144A 01.12.15/12,000% 5.017.000 0,08 357.000 Cleaver-Brooks 144A 15.12.19/8,750% 369.495 0,01 1.475.000 Cloud Peak Energy Resources 15.12.17/8,250% 1.585.625 0,03 4.223.000 CNG Holdings 144A 15.05.20/9,375% 4.307.460 0,07 1.610.000 CNH Capital 01.11.16/6,250% 1.785.087 0,03 790.000 CNH Capital 144A 01.11.15/3,875% 817.650 0,01 1.605.000 CNL Lifestyle Properties 15.04.19/7,250% 1.540.800 0,03 1.285.000 Cogent Communications Group 144A 15.02.18/8,375% 1.416.712 0,02 1.801.000 Commercial Barge Line 15.07.17/12,500% 1.999.110 0,03 3.000.000 Commercial Mortgage Pass
Through Certificates 2011-THL D 09.06.28/5,605% 3.121.106 0,05 1.000.000 Commercial Mortgage Pass
Through Certificates 2011-THL E 09.06.28/5,949% 1.041.338 0,02 3.195.000 CommScope 144A 15.01.19/8,250% 3.514.500 0,06 920.000 Community Choice Financial 01.05.19/10,750% 890.100 0,01 1.370.000 Community Health Systems 15.08.18/5,125% 1.433.719 0,02 555.000 Community Health Systems 15.11.19/8,000% 605.885 0,01 5.704.471 Continental Airlines 2003-ERJ1 02.07.18/7,875% 5.875.605 0,10 2.834.801 Continental Airlines 2004-ERJ1 01.09.19/9,558% 3.010.204 0,05 6.372.244 Continental Airlines 2005-ERJ1 01.04.21/9,798% 6.909.902 0,11 2.203.533 Continental Airlines
2006-ERJ1 144A 01.11.19/9,318% 2.335.745 0,04 1.197.168 Countrywide Alternative Loan
Trust 2004-5CB 2A1 25.05.19/5,000% 1.230.613 0,02 7.086.023 Countrywide Alternative Loan
Trust 2005-28CB 1A6 25.08.35/5,500% 6.703.523 0,11 1.098.805 Countrywide Alternative Loan
Trust 2005-50CB 4A1 25.11.20/5,000% 1.064.794 0,02 4.820.694 Countrywide Alternative Loan
Trust 2005-70CB A5 25.12.35/5,500% 4.161.112 0,07 1.876.645 Countrywide Alternative Loan
Trust 2005-J11 5A1 25.11.20/5,500% 1.773.356 0,03 1.788.794 Countrywide Alternative Loan
Trust 2005-J3 3A1 25.09.34/6,500% 1.823.655 0,03 2.959.217 Countrywide Alternative Loan
Trust 2005-J6 2A1 25.07.25/5,500% 2.997.196 0,05 2.770.262 Countrywide Alternative Loan
Trust 2006-19CB A15 25.08.36/6,000% 2.274.674 0,04 2.628.572 Countrywide Alternative Loan
Trust 2006-24CB A1 25.06.36/6,000% 2.351.045 0,04 5.535.698 Countrywide Alternative Loan
Trust 2006-24CB A23 25.06.36/6,000% 4.559.638 0,07 1.074.910 Countrywide Alternative Loan
Trust 2006-28CB A17 25.10.36/6,000% 777.957 0,01 4.704.280 Countrywide Alternative Loan
Trust 2006-31CB A3 25.11.36/6,000% 3.951.591 0,06 1.055.909 Countrywide Alternative Loan
Trust 2006-41CB 2A17 25.01.37/6,000% 827.637 0,01 395.966 Countrywide Alternative Loan
Trust 2006-J3 2A1 25.12.20/4,750% 386.863 0,01 1.275.896 Countrywide Alternative Loan
Trust 2007-5CB 1A31 25.04.37/5,500% 999.906 0,02 443.981 Countrywide Alternative Loan
Trust 2008-2R 2A1 25.08.37/6,000% 310.984 0,01 1.250.000 Countrywide Asset-Backed
Certificates 2005-12 1A4 25.02.36/5,323%* 1.229.022 0,02 804.813 Countrywide Home Loan
Mortgage Pass Through Trust
2005-10 A1 25.05.35/5,500% 810.894 0,01 2.757.675 Countrywide Home Loan
Mortgage Pass Through Trust
2005-20 A7 25.12.27/5,250% 2.566.698 0,04
144
JPMorgan Investment Funds - Income Opportunity Fund
Composición de la Cartera de Valores (Valor de mercado expresado en USD) (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
807.152 Countrywide Home Loan Mortgage Pass Through Trust
2005-21 A2 25.10.35/5,500% 804.226 0,01 2.002.324 Countrywide Home Loan
Mortgage Pass Through Trust
2006-15 A1 25.10.36/6,250% 1.713.656 0,03 1.808.343 Countrywide Home Loan
Mortgage Pass Through Trust
2006-20 1A36 25.02.37/5,750% 1.641.200 0,03 9.653.412 Countrywide Home Loan
Mortgage Pass Through Trust
2007-16 A1 25.10.37/6,500% 9.046.661 0,15 7.888.346 Countrywide Home Loan
Mortgage Pass Through Trust
2007-17 1A1 25.10.37/6,000% 7.432.932 0,12 2.430.919 Crédit Suisse First Boston
Mortgage Securities
2003-AR24 2A4 25.10.33/2,779%* 2.366.910 0,04 580.571 Crédit Suisse First Boston
Mortgage Securities
2004-AR3 6M1 25.04.34/1,310%* 540.285 0,01 1.219.645 Credit-Based Asset Servicing
and Securitization
2005-CB4 AF4 25.08.35/5,028%* 1.206.403 0,02 3.000.000 Cricket Communications 15.10.20/7,750% 3.067.560 0,05 2.945.000 Crosstex Energy 15.02.18/8,875% 3.195.325 0,05 60.000 Crosstex Energy 144A 01.06.22/7,125% 62.850 0,00 2.080.000 Crown Castle International 144A 15.01.23/5,250% 2.233.400 0,04 325.000 CSC Holdings 15.02.19/8,625% 388.976 0,01 1.525.000 Dean Foods 15.12.18/9,750% 1.759.392 0,03 5.650.000 Del Monte 15.02.19/7,625% 5.904.193 0,10 1.231.862 Delta Air Lines 2007-1 C 10.08.14/8,954% 1.276.455 0,02
895.636 Deutsche ALT-A Securities Alternate Loan Trust
2005-1 2A1 25.02.20/5,641%* 924.444 0,02 1.000.000 DineEquity 30.10.18/9,500% 1.141.250 0,02 810.000 DISH DBS 01.02.16/7,125% 911.250 0,01 1.205.000 DISH DBS 15.07.17/4,625% 1.262.237 0,02 8.435.000 DISH DBS 01.09.19/7,875% 10.007.537 0,16 1.995.000 DISH DBS 01.06.21/6,750% 2.286.569 0,04 3.115.000 DISH DBS 15.07.22/5,875% 3.375.881 0,06 2.083.000 DISH DBS 144A 15.03.23/5,000% 2.098.622 0,03 4.270.000 DJO Finance 15.04.18/7,750% 4.120.550 0,07 515.000 DJO Finance 144A 15.04.18/9,875% 534.312 0,01 1.245.000 DJO Finance 144A 15.03.18/8,750% 1.369.500 0,02 1.310.000 Dole Food 144A 01.10.16/8,000% 1.368.950 0,02 6.115.000 Downstream Development
Authority of the Quapaw Tribe
of Oklahoma 144A 01.07.19/10,500% 6.634.775 0,11 4.500.000 Dryden XXII Senior Loan Fund
2011-22X SUB 15.01.22/0,000% 4.095.000 0,07 1.350.000 E*TRADE Financial 15.11.17/6,000% 1.385.694 0,02 1.290.000 Eagle Rock Energy Partners 01.06.19/8,375% 1.322.250 0,02
880.000 Eagle Rock Energy
Partners 144A 01.06.19/8,375% 902.000 0,01 4.480.000 Easton-Bell Sports 01.12.16/9,750% 4.822.048 0,08 1.240.000 Energy Future Holdings 15.01.20/10,000% 1.395.000 0,02
785.000 Energy Future Intermediate
Holding 144A 15.08.17/6,875% 839.950 0,01 1.389.000 Energy Future Intermediate
Holding 144A 01.03.22/11,750% 1.559.152 0,03 995.000 EP Energy 01.05.19/6,875% 1.079.575 0,02 3.995.000 EP Energy 01.05.20/9,375% 4.514.350 0,07 900.000 EP Energy 01.09.22/7,750% 958.500 0,02 813.000 EPE Holdings 144A 15.12.17/8,125%* 807.919 0,01 2.880.000 Epicor Software 01.05.19/8,625% 3.038.400 0,05 3.435.000 EV Energy Partners 15.04.19/8,000% 3.662.569 0,06 1.000.000 Fannie Mae Discount Notes 20.02.13/0,000% 999.885 0,02
1.529.549 Fannie Mae Interest
Strip 366 18 01.11.20/4,000% 125.276 0,00 1.816.896 Fannie Mae Interest Strip 377 2 01.10.36/5,000% 207.588 0,00 2.428.081 Fannie Mae Interest Strip 379 2 01.05.37/5,500% 307.534 0,01 7.189.839 Fannie Mae Interest
Strip 390 C7 25.07.23/4,000% 493.532 0,01 11.593.799 Fannie Mae Interest
Strip 390 C8 25.07.23/4,500% 831.402 0,01 1.349.974 Fannie Mae REMICS 2004-17 DS 25.11.32/6,940%* 76.056 0,00 714.785 Fannie Mae REMICS 2004-41 SA 25.02.32/6,940%* 31.669 0,00 695.395 Fannie Mae REMICS 2004-52 SX 25.09.32/6,840%* 60.352 0,00 1.230.756 Fannie Mae REMICS 2004-61 NS 25.08.34/7,490%* 318.852 0,01 3.509.729 Fannie Mae REMICS 2004-72 S 25.09.34/6,290%* 861.124 0,01 2.761.107 Fannie Mae REMICS 2004-92 SQ 25.05.34/6,440%* 441.143 0,01 1.687.538 Fannie Mae REMICS 2005-13 AS 25.03.35/5,890%* 315.231 0,01 3.776.121 Fannie Mae REMICS 2005-23 SG 25.04.35/6,490%* 718.036 0,01 4.872.917 Fannie Mae REMICS 2005-57 DI 25.03.35/6,490%* 675.141 0,01 12.325.880 Fannie Mae REMICS 2005-74 SE 25.09.35/5,890%* 2.182.382 0,04 5.463.693 Fannie Mae REMICS 2005-79 NS 25.09.35/5,880%* 908.385 0,01 8.815.262 Fannie Mae REMICS 2005-82 SY 25.09.35/6,520%* 2.045.074 0,03 4.539.856 Fannie Mae REMICS 2005-90 SP 25.09.35/6,540%* 714.990 0,01
1.935.658 Fannie Mae REMICS
2006-106 CS 25.11.36/6,380%* 371.009 0,01 2.049.813 Fannie Mae REMICS 2006-108 S 25.11.36/6,990%* 515.820 0,01 3.450.110 Fannie Mae REMICS
2006-109 SG 25.11.36/6,420%* 743.678 0,01 5.316.727 Fannie Mae REMICS 2006-124 SI 25.01.37/6,065%* 841.787 0,01 5.270.565 Fannie Mae REMICS
2006-125 SA 25.01.37/6,510%* 867.000 0,01 2.976.887 Fannie Mae REMICS 2006-20 IG 25.04.36/6,440%* 427.529 0,01 3.852.373 Fannie Mae REMICS 2006-3 SB 25.07.35/6,490%* 506.970 0,01 8.836.605 Fannie Mae REMICS 2006-43 SD 25.06.36/6,390%* 1.254.756 0,02 6.434.231 Fannie Mae REMICS 2006-56 SA 25.11.35/5,280%* 891.690 0,01 16.086.974 Fannie Mae REMICS 2006-58 SI 25.07.36/6,330%* 2.912.979 0,05 8.154.254 Fannie Mae REMICS 2006-70 JI 25.06.36/6,390%* 1.184.185 0,02 1.463.487 Fannie Mae REMICS 2006-72 XI 25.08.36/6,290%* 247.265 0,00 6.860.651 Fannie Mae REMICS 2007-109 GI 25.12.37/5,860%* 1.341.533 0,02 15.990.297 Fannie Mae REMICS 2007-33 SD 25.04.37/5,900%* 3.204.462 0,05 7.895.011 Fannie Mae REMICS 2007-55 S 25.06.37/6,550%* 1.607.201 0,03 2.140.789 Fannie Mae REMICS 2007-88 MI 25.09.37/6,310%* 441.741 0,01 1.001.921 Fannie Mae REMICS 2007-88 XI 25.06.37/6,330%* 156.824 0,00 5.117.411 Fannie Mae REMICS 2008-17 KS 25.11.37/6,140%* 749.436 0,01 12.229.297 Fannie Mae REMICS 2008-2 SA 25.02.38/6,060%* 2.416.253 0,04 8.261.379 Fannie Mae REMICS 2008-28 SQ 25.04.38/5,870%* 1.069.927 0,02 2.331.517 Fannie Mae REMICS 2008-34 GS 25.05.38/6,240%* 320.417 0,01 2.295.972 Fannie Mae REMICS 2008-41 S 25.11.36/6,590%* 450.497 0,01 7.292.523 Fannie Mae REMICS 2008-71 SB 25.10.29/6,275%* 276.425 0,00 24.574.808 Fannie Mae REMICS 2008-92 SA 25.12.38/6,240%* 5.127.455 0,08
1.507.205 Fannie Mae REMICS
2009-106 EA 25.03.34/4,500% 1.535.781 0,03 18.761.863 Fannie Mae REMICS
2009-110 SD 25.01.40/6,040%* 3.623.942 0,06 1.019.659 Fannie Mae REMICS
2009-65 MB 25.10.37/4,000% 1.049.126 0,02 21.901.222 Fannie Mae REMICS 2009-87 SG 25.11.39/6,040%* 3.936.817 0,06 6.199.582 Fannie Mae REMICS 2010-102 S 25.09.40/6,340%* 1.262.412 0,02 20.864.286 Fannie Mae REMICS
2010-107 PS 25.06.40/6,420%* 3.777.627 0,06 9.701.229 Fannie Mae REMICS
2010-107 SP 25.06.40/6,440%* 1.762.925 0,03 2.837.716 Fannie Mae REMICS
2010-108 AB 25.02.37/4,000% 2.865.761 0,05 16.820.888 Fannie Mae REMICS
2010-131 SA 25.11.40/6,390%* 3.295.627 0,05 26.838.934 Fannie Mae REMICS
2010-139 SA 25.12.40/5,820%* 4.021.124 0,07 556.886 Fannie Mae REMICS 2010-34 JD 25.09.37/3,000% 564.451 0,01 4.135.484 Fannie Mae REMICS 2010-61 EB 25.04.37/4,500% 4.169.464 0,07 10.907.168 Fannie Mae REMICS 2010-79 NA 25.05.36/4,500% 11.066.838 0,18 3.248.102 Fannie Mae REMICS 2010-93 MA 25.11.37/4,500% 3.283.308 0,05 17.305.881 Fannie Mae REMICS 2010-99 SD 25.03.39/5,890%* 1.655.884 0,03 13.845.988 Fannie Mae REMICS 2011-118 CS 25.10.39/6,290%* 2.658.464 0,04 23.030.005 Fannie Mae REMICS 2011-145 PS 25.04.30/6,400%* 4.186.093 0,07 6.344.542 Fannie Mae REMICS 2011-146 AI 25.10.29/3,500% 497.997 0,01 17.393.512 Fannie Mae REMICS 2011-18 UA 25.08.38/4,000% 17.884.540 0,29 14.903.591 Fannie Mae REMICS 2011-32 EC 25.01.36/4,000% 15.100.825 0,25 29.410.879 Fannie Mae REMICS 2011-86 KS 25.09.41/5,740%* 3.582.136 0,06 7.418.951 Fannie Mae REMICS 2011-93 ES 25.09.41/6,290%* 1.431.865 0,02 14.703.575 Fannie Mae REMICS 2012-137 SN 25.12.42/5,890%* 3.687.496 0,06 3.842.550 Fannie Mae REMICS 2012-14 LS 25.03.42/6,290%* 959.158 0,02 16.643.555 Fannie Mae REMICS 2012-17 JS 25.11.30/6,440%* 3.018.159 0,05 3.198.838 Fannie Mae REMICS 2012-20 JS 25.10.38/5,790%* 659.628 0,01 6.738.309 Fannie Mae REMICS 2012-24 S 25.05.30/5,290%* 737.308 0,01 14.453.389 Fannie Mae REMICS 2012-36 SB 25.04.42/6,240%* 3.547.668 0,06 14.729.259 Fannie Mae REMICS 2012-36 SN 25.04.42/6,240%* 3.715.199 0,06 7.135.982 Fannie Mae REMICS 2012-42 PS 25.08.41/6,370%* 1.161.185 0,02 242.305 Fannie Mae REMICS 2012-44 CK 25.05.42/3,500% 242.865 0,00 26.014.648 Fannie Mae REMICS 2012-47 SD 25.05.42/6,240%* 6.560.762 0,11 20.405.631 Fannie Mae REMICS 2012-58 SM 25.06.42/6,290%* 4.664.017 0,08 3.550.000 Federal Home Loan Banks 10.01.13/0,180% 3.550.074 0,06 2.000.000 Federal Home Loan Banks 17.01.13/0,170% 2.000.070 0,03 1.100.000 Federal Home Loan Banks 17.01.13/0,170% 1.100.038 0,02 14.500.000 Federal Home Loan Banks 08.02.13/0,160% 14.501.087 0,24 53.150.000 Federal Home Loan Banks 18.10.13/0,190% 53.164.776 0,87 40.000.000 Federal Home Loan Mortgage 04.02.13/0,158%* 40.000.520 0,65 3.725.000 Felcor Lodging 01.06.19/6,750% 3.976.437 0,06 2.095.000 FGI Operating 144A 01.05.20/7,875% 2.168.325 0,04 3.183.000 First Data 24.09.15/9,875% 3.253.153 0,05 9.113.000 First Data 15.01.21/12,625% 9.600.454 0,16 4.410.000 First Data 144A 15.06.19/7,375% 4.586.400 0,07 3.225.000 First Data 144A 15.08.20/8,875% 3.531.375 0,06 8.670.000 First Data 144A 01.11.20/6,750% 8.800.050 0,14 814.000 First Data 144A 15.01.21/8,250% 818.070 0,01 17.329.428 First Data 144A 15.01.22/8,750%* 17.805.987 0,29
1.219.188 First Horizon Alternative Mortgage Securities
2006-FA7 A1 25.12.36/5,750% 996.232 0,02 2.966.649 First Horizon Asset Securities
2007-5 A4 25.11.37/6,250% 2.590.942 0,04
JPMorgan Investment Funds - Income Opportunity Fund
Composición de la Cartera de Valores (Valor de mercado expresado en USD) (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
3.364.421 Freddie Mac REMICS 2906 SW 15.11.34/6,494%* 211.942 0,00 17.657.140 Freddie Mac REMICS 3045 DI 15.10.35/6,524%* 3.706.624 0,06 3.763.364 Freddie Mac REMICS 3063 YD 15.05.32/5,500% 3.788.298 0,06 6.981.653 Freddie Mac REMICS 3155 PS 15.05.36/6,944%* 1.050.279 0,02 620.633 Freddie Mac REMICS 3171 OJ 15.06.36/0,000% 597.141 0,01 15.613.118 Freddie Mac REMICS 3171 ST 15.06.36/6,279%* 2.685.110 0,04 4.514.404 Freddie Mac REMICS 3218 AS 15.09.36/6,374%* 880.507 0,01 4.767.062 Freddie Mac REMICS 3236 IS 15.11.36/6,444%* 884.363 0,01 10.734.297 Freddie Mac REMICS 3240 S 15.11.36/6,414%* 2.083.061 0,03 3.060.206 Freddie Mac REMICS 3244 SB 15.11.36/6,454%* 633.423 0,01 1.161.349 Freddie Mac REMICS 3279 SD 15.02.37/6,224%* 164.715 0,00 8.382.426 Freddie Mac REMICS 3303 SD 15.04.37/5,884%* 1.194.112 0,02 3.067.424 Freddie Mac REMICS 3370 SH 15.10.37/6,244%* 596.919 0,01 5.245.210 Freddie Mac REMICS 3387 SB 15.11.37/6,214%* 967.124 0,02 8.379.265 Freddie Mac REMICS 3628 A 15.06.38/5,000% 8.663.423 0,14 3.963.083 Freddie Mac REMICS 3673 SA 15.05.40/6,214%* 557.916 0,01 6.696.215 Freddie Mac REMICS 3692 PS 15.05.38/6,394%* 717.274 0,01 9.566.453 Freddie Mac REMICS 3737 LI 15.05.24/4,500% 781.570 0,01 8.792.609 Freddie Mac REMICS 3751 MI 15.02.34/4,000% 197.092 0,00 28.883.067 Freddie Mac REMICS 3754 NS 15.11.34/6,444%* 1.804.917 0,03 2.447.473 Freddie Mac REMICS 3762 CS 15.04.35/6,494%* 251.759 0,00 7.207.658 Freddie Mac REMICS 3762 JS 15.04.35/6,494%* 513.229 0,01 20.032.624 Freddie Mac REMICS 3803 DS 15.11.35/6,394%* 1.626.403 0,03 7.392.063 Freddie Mac REMICS 3819 SH 15.06.40/6,264%* 1.295.979 0,02 12.765.064 Freddie Mac REMICS 3845 KP 15.04.38/4,000% 12.966.548 0,21 8.034.988 Freddie Mac REMICS 3877 EL 15.08.38/4,000% 8.205.301 0,13 3.233.419 Freddie Mac REMICS 3877 EM 15.08.38/4,000% 3.300.944 0,05 14.490.614 Freddie Mac REMICS 3884 AD 15.08.38/4,000% 14.795.815 0,24 9.299.065 Freddie Mac REMICS 3973 SG 15.04.30/6,444%* 1.118.943 0,02 2.882.905 Freddie Mac REMICS 3976 AI 15.08.29/3,500% 247.349 0,00 6.770.743 Freddie Mac REMICS 3984 NS 15.01.40/6,394%* 1.387.385 0,02 4.727.000 Freddie Mac REMICS 4001 SD 15.02.36/6,994%* 1.143.928 0,02 5.654.058 Freddie Mac REMICS 4002 DI 15.03.30/3,500% 425.877 0,01 7.304.018 Freddie Mac REMICS 4006 BI 15.01.32/3,500% 868.497 0,01 4.252.397 Freddie Mac REMICS 4010 JS 15.03.32/6,394%* 845.640 0,01 20.479.903 Freddie Mac REMICS 4019 SC 15.03.42/6,244%* 5.368.946 0,09 33.950.841 Freddie Mac REMICS 4027 SL 15.04.42/5,714%* 8.005.198 0,13 11.010.873 Freddie Mac REMICS 4047 SC 15.04.31/6,494%* 1.931.655 0,03 10.791.847 Freddie Mac REMICS 4055 BI 15.05.31/3,500% 990.780 0,02 15.431.813 Freddie Mac REMICS 4057 SA 15.04.39/5,844%* 3.365.376 0,05 5.542.550 Freddie Mac REMICS 4061 HS 15.08.31/6,494%* 1.222.401 0,02 16.674.855 Freddie Mac REMICS 4070 S 15.06.32/5,894%* 3.289.260 0,05 4.422.595 Freddie Mac REMICS 4077 SM 15.08.40/6,494%* 1.099.732 0,02 11.083.717 Freddie Mac REMICS 4086 TS 15.04.37/5,894%* 2.541.470 0,04 11.332.761 Freddie Mac REMICS 4119 SC 15.10.42/5,944%* 2.990.438 0,05 10.659.588 Freddie Mae REMICS 4097 SL 15.06.41/5,944%* 2.299.274 0,04 5.320.000 Freescale Semiconductor 144A 15.03.18/10,125% 5.878.600 0,10 4.435.000 Freescale Semiconductor 144A 15.04.18/9,250% 4.867.412 0,08
825.000 Fresenius Medical Care US
Finance II 144A 31.07.19/5,625% 889.969 0,01 2.195.000 GCI 15.11.19/8,625% 2.343.162 0,04 1.070.000 General Cable 144A 01.10.22/5,750% 1.112.800 0,02 1.650.000 Genworth Life Institutional
Funding Trust 03.05.13/5,875% 1.675.441 0,03 2.000.000 Gibraltar Industries 01.12.15/8,000% 2.033.950 0,03 674.497 Ginnie Mae 2005-7 NL 17.03.33/6,544%* 101.961 0,00 6.373.785 Ginnie Mae 2008-54 NI 16.06.38/6,044%* 1.048.101 0,02 4.318.461 Ginnie Mae 2009-41 GS 16.06.39/5,844%* 519.405 0,01 3.259.910 Ginnie Mae 2012-93 MS 20.07.42/6,439%* 849.079 0,01 3.250.000 Goodman Networks 144A 01.07.18/13,125% 3.575.000 0,06 1.080.000 Goodyear Tire & Rubber 15.05.22/7,000% 1.166.686 0,02
930.000 Graton Economic
Development Authority 144A 01.09.19/9,625% 1.000.912 0,02 2.775.000 Great Lakes Dredge & Dock 01.02.19/7,375% 2.990.062 0,05 1.683.356 Greenpoint Mortgage Funding
Trust 2005-AR4 4A1A 25.10.45/0,520%* 1.093.236 0,02 2.340.000 Griffon 01.04.18/7,125% 2.497.950 0,04
1.701.272 GSR Mortgage Loan Trust
2006-3F 2A7 25.03.36/5,750% 1.669.436 0,03 1.340.000 GWR Operating Partnership 01.04.17/10,875% 1.530.950 0,03 875.000 GXS Worldwide 15.06.15/9,750% 915.469 0,01 2.270.000 Gymboree 01.12.18/9,125% 2.039.096 0,03 2.523.000 H&E Equipment Services 144A 01.09.22/7,000% 2.702.764 0,04 1.645.000 Halcon Resources 144A 15.05.21/8,875% 1.756.037 0,03 220.000 Hanesbrands 15.12.20/6,375% 241.485 0,00
146.455 Harborview Mortgage Loan
Trust 2005-11 2A1A 19.08.45/0,520%* 120.485 0,00 293.058 Harborview Mortgage Loan
Trust 2005-16 2A1A 19.01.36/0,450%* 180.880 0,00 420.628 Harborview Mortgage Loan
Trust 2005-8 1A2A 19.09.35/0,540%* 305.530 0,00 82.322 Harborview Mortgage Loan
Trust 2005-9 2A1A 20.06.35/0,551%* 75.598 0,00 8.990.000 Harland Clarke Holdings 15.05.15/9,500% 8.338.225 0,14 7.908.000 Harland Clarke Holdings 15.05.15/6,000%* 6.860.190 0,11 2.670.000 Harland Clarke Holdings 144A 01.08.18/9,750% 2.609.925 0,04 1.530.000 Harron Communications 144A 01.04.20/9,125% 1.683.000 0,03
2.400.000 Hartford Life Institutional
Funding 15.08.13/0,630%* 2.398.054 0,04 3.760.000 HCA Holdings 15.05.21/7,750% 4.095.580 0,07 4.700.000 HD Supply 144A 15.04.19/8,125% 5.387.375 0,09 1.440.000 HD Supply 144A 15.04.20/11,000% 1.706.400 0,03 1.675.000 HD Supply 144A 15.07.20/11,500% 1.888.563 0,03 1.480.000 HDTFS 144A 15.10.20/5,875% 1.554.000 0,03 1.355.000 Health Management Associates 15.01.20/7,375% 1.470.521 0,02 665.000 HealthSouth 01.11.24/5,750% 684.119 0,01 2.840.000 Helix Energy Solutions
Group 144A 15.01.16/9,500% 2.918.100 0,05 4.365.000 Hertz 15.10.18/7,500% 4.856.805 0,08 1.925.000 Hertz 15.04.19/6,750% 2.110.070 0,03 240.000 Hertz 15.01.21/7,375% 264.445 0,00 2.260.000 Hexion US Finance 01.02.18/8,875% 2.340.535 0,04 2.105.000 Hexion US Finance 15.11.20/9,000% 1.931.338 0,03 895.000 Hiland Partners 144A 01.10.20/7,250% 962.125 0,02 2.240.000 Hillman Group 01.06.18/10,875% 2.408.000 0,04 50.000 Hillman Group 144A 31.05.18/10,875% 53.750 0,00 795.000 Hillman Group 144A 01.08.20/6,250% 857.606 0,01
761.216 Home Equity Asset
Trust 2005-2 M2 25.07.35/0,690%* 740.771 0,01 1.563.647 Homer City Generation 01.10.26/8,734% 1.743.466 0,03 2.058.000 Hub International 144A 15.10.18/8,125% 2.119.740 0,03 1.065.000 Hughes Satellite Systems 15.06.19/6,500% 1.179.488 0,02 2.170.000 Huntsman International 15.03.20/8,625% 2.462.950 0,04 475.000 Huntsman International 15.03.21/8,625% 541.277 0,01 653.000 IASIS Healthcare 15.05.19/8,375% 620.350 0,01 787.000 Igloo Holdings 144A 15.12.17/8,250%* 781.098 0,01 6.680.000 ILFC E-Capital Trust I 144A 21.12.65/4,540%* 5.101.516 0,08 5.643.000 ILFC E-Capital Trust II 144A 21.12.65/6,250%* 4.852.980 0,08 995.355 Impac CMB Trust 2005-5 A1 25.08.35/0,850%* 819.389 0,01 2.520.000 IMS Health 144A 01.11.20/6,000% 2.646.000 0,04
234.104 Indymac Index Mortgage Loan
Trust 2005-AR14 2A1A 25.07.35/0,510%* 186.386 0,00 1.460.000 Infor US 15.07.18/11,500% 1.715.500 0,03 1.810.000 Infor US 01.04.19/9,375% 2.040.775 0,03 1.500.000 Ingles Markets 15.05.17/8,875% 1.603.140 0,03 2.895.000 Intcomex 15.12.14/13,250% 3.010.800 0,05 2.130.000 Integra Telecom Holdings 144A 15.04.16/10,750% 2.236.500 0,04 2.395.000 Interactive Data 01.08.18/10,250% 2.706.350 0,04 1.725.000 Interline Brands 15.11.18/7,500% 1.863.000 0,03 805.000 Interline Brands 144A 15.11.18/10,000%* 873.425 0,01 3.070.000 International Lease Finance 15.09.15/8,625% 3.473.383 0,06 6.535.000 International Lease Finance 15.03.17/8,750% 7.589.814 0,12
1.193.000 International Wire Group
Holdings 144A 15.10.17/8,500% 1.210.895 0,02 2.920.000 inVentiv Health 144A 15.01.18/9,000% 2.956.500 0,05 5.194.000 inVentiv Health 144A 15.08.18/10,250% 4.518.780 0,07 1.338.000 inVentiv Health 144A 15.08.18/10,000% 1.164.060 0,02 1.329.999 iPCS 01.05.14/3,563%* 1.331.662 0,02 2.500.000 Isle of Capri Casinos 15.03.19/7,750% 2.706.250 0,04 1.759.000 ITC Deltacom 01.04.16/10,500% 1.890.925 0,03 2.795.000 J Crew Group 01.03.19/8,125% 2.969.688 0,05 385.000 Jaguar Holding I 144A 15.10.17/9,375%* 406.175 0,01 1.585.000 James River Coal 01.04.19/7,875% 914.672 0,01 1.436.000 JB Poindexter & Co. 144A 01.04.22/9,000% 1.489.850 0,02 946.000 JBS USA 01.05.14/11,625% 1.059.520 0,02 830.000 JBS USA 144A 01.02.20/8,250% 883.950 0,01 400.000 JBS USA 144A 01.06.21/7,250% 402.000 0,01 1.200.000 Jo-Ann Stores Holdings 144A 15.10.19/9,750%* 1.216.500 0,02
311.425 JP Morgan Alternative Loan
Trust 2006-A4 A1 25.09.36/5,950%* 313.100 0,01 800.000 K Hovnanian Enterprises 15.10.15/11,875% 868.676 0,01 1.144.000 K Hovnanian Enterprises 144A 15.10.20/7,250% 1.241.240 0,02 361.000 K Hovnanian Enterprises 144A 15.11.20/9,125% 385.368 0,01 690.000 Kennedy-Wilson 01.04.19/8,750% 738.300 0,01 4.845.000 Kinetic Concepts 144A 01.11.18/10,500% 5.105.419 0,08 1.605.000 Legacy Reserves 144A 01.12.20/8,000% 1.645.125 0,03 3.664.430 Lehman Mortgage Trust
2005-1 7A1 25.11.20/5,500% 3.740.064 0,06 1.617.482 Lehman Mortgage Trust
2006-4 3A1 25.08.21/5,000% 1.586.968 0,03 1.000.000 Lender Processing Services 15.04.23/5,750% 1.042.500 0,02 520.000 Lennar 144A 15.12.17/4,750% 542.100 0,01 4.055.000 Level 3 Communications 01.02.19/11,875% 4.693.663 0,08 530.000 Level 3 Communications 144A 01.06.19/8,875% 567.763 0,01 5.150.000 Level 3 Financing 01.02.18/10,000% 5.742.199 0,09 4.110.000 Level 3 Financing 01.04.19/9,375% 4.623.750 0,08 4.165.000 Level 3 Financing 01.07.19/8,125% 4.571.088 0,07 8.355.000 Level 3 Financing 15.07.20/8,625% 9.305.381 0,15 1.405.000 Libbey Glass 15.05.20/6,875% 1.517.400 0,02 4.260.000 Liberty Mutual Group 144A 15.03.37/7,800% 4.760.550 0,08 7.950.000 Liberty Mutual Group 144A 15.06.58/10,750%* 11.925.000 0,19 750.000 Liberty Tire Recycling 144A 01.10.16/11,000% 699.375 0,01 1.445.000 Linn Energy 15.05.19/6,500% 1.466.675 0,02 1.400.000 Linn Energy 15.04.20/8,625% 1.533.000 0,03
146
JPMorgan Investment Funds - Income Opportunity Fund
Composición de la Cartera de Valores (Valor de mercado expresado en USD) (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
1.255.000 Linn Energy 01.02.21/7,750% 1.342.850 0,02 2.890.000 Linn Energy 144A 01.11.19/6,250% 2.918.900 0,05 1.200.000 Long Beach Mortgage Loan
Trust 2004-3 M1 25.07.34/1,065%* 1.080.667 0,02 370.000 Longview Fibre Paper &
Packaging 144A 01.06.16/8,000% 390.813 0,01 400.000 M/I Homes 15.11.18/8,625% 438.000 0,01
255.000 Magnum Hunter Resources
144A 15.05.20/9,750% 265.838 0,00 1.245.000 Magnum Hunter
Resources 144A 15.05.20/9,750% 1.285.463 0,02 1.830.000 Mantech International 15.04.18/7,250% 1.953.525 0,03 480.000 Marina District Finance 15.10.15/9,500% 468.106 0,01 4.055.000 Marina District Finance 15.08.18/9,875% 3.913.075 0,06 10.800.000 Marine Park CLO 2012-1X SUB 18.05.23/0,000% 10.692.000 0,17 1.250.000 MarkWest Energy Partners 15.02.23/5,500% 1.362.500 0,02 3.070.855 MASTR Alternative Loans Trust
2005-5 3A1 25.08.35/5,750% 2.827.674 0,05 1.320.000 Mead Products/
ACCO Brands 144A 30.04.20/6,750% 1.392.600 0,02 3.210.000 Mediacom 15.02.22/7,250% 3.470.813 0,06 300.000 Mediacom Broadband 144A 01.04.23/6,375% 307.125 0,01 1.955.000 MEMC Electronic Materials 01.04.19/7,750% 1.651.975 0,03 1.600.000 MetLife Capital Trust X 144A 08.04.38/9,250% 2.216.000 0,04 1.800.000 Metropolitan Life Global
Funding I 144A 10.04.13/5,125% 1.822.878 0,03 2.100.000 Metropolitan Life Global
Funding I 144A 18.09.13/5,200% 2.165.791 0,04 8.575.000 MGM Resorts International 01.11.16/10,000% 9.945.628 0,16 3.350.000 MGM Resorts International 144A 01.02.19/8,625% 3.743.625 0,06 4.190.000 MGM Resorts International 144A 01.10.20/6,750% 4.284.275 0,07 2.750.000 Michael Foods 15.07.18/9,750% 3.066.250 0,05 9.147.000 Michaels Stores 01.11.16/11,375% 9.614.046 0,16 3.840.000 Michaels Stores 01.11.18/7,750% 4.233.600 0,07 2.215.000 Midstates Petroleum 144A 01.10.20/10,750% 2.364.513 0,04 2.415.000 Mission Broadcasting 15.04.17/8,875% 2.662.538 0,04 2.086.878 Morgan Stanley ABS Capital I
2004-OP1 M1 25.11.34/1,080%* 1.801.511 0,03 4.250.000 Multiplan 144A 01.09.18/9,875% 4.760.000 0,08 3.080.000 Mylan 144A 15.07.20/7,875% 3.645.414 0,06 700.000 National Mentor Holdings 144A 15.02.18/12,500% 717.500 0,01 448.000 Nationstar Mortgage 144A 01.05.19/9,625% 507.360 0,01 87.000 Nationstar Mortgage 144A 01.10.20/7,875% 92.438 0,00 1.109.000 Nationwide Mutual Insurance 144A 01.12.31/8,250% 1.385.626 0,02 4.900.000 Nationwide Mutual Insurance 144A 15.08.39/9,375% 7.031.525 0,11 178.000 NCR 144A 15.02.21/4,625% 178.890 0,00 217.000 NCR 144A 15.07.22/5,000% 221.611 0,00 871.500 Neebo 144A 30.06.16/15,000% 749.490 0,01
175.411 New Century Home Equity Loan
Trust 2003-5 AI7 25.11.33/5,150%* 181.181 0,00 2.938.969 New Century Home Equity Loan
Trust 2005-C A2C 25.12.35/0,460%* 2.735.603 0,04 2.360.000 New Enterprise Stone & Lime 01.09.18/11,000% 1.770.000 0,03
1.771.275 New Enterprise Stone & Lime
144A 15.03.18/13,000%* 1.868.695 0,03 16.668.709 NewPage 31.12.14/11,375% 7.625.934 0,12 2.145.000 Nexeo Solutions Finance 01.03.18/8,375% 2.037.750 0,03 945.000 Nexstar Broadcasting 144A 15.11.20/6,875% 973.350 0,02 2.500.000 NFR Energy 15.02.17/9,750% 2.418.750 0,04 1.799.000 NGPL PipeCo 144A 01.06.19/9,625% 2.077.845 0,03 455.000 NII Capital 15.08.16/10,000% 423.275 0,01 7.250.000 NII Capital 01.04.21/7,625% 5.455.843 0,09 4.138.354 Noranda Aluminium Acquisition 15.05.15/4,524%* 3.910.745 0,06 9.241.228 Northwest Airlines 2007-1 A 01.11.19/7,027% 10.268.853 0,17 3.555.000 NRG Energy 15.01.18/7,625% 3.934.496 0,06 875.000 NRG Energy 01.09.20/8,250% 982.240 0,02 360.000 NRG Energy 144A 15.03.23/6,625% 387.000 0,01 2.315.000 Nuveen Investments 144A 15.10.20/9,500% 2.320.788 0,04 552.000 Oil States International 144A 15.01.23/5,125% 560.970 0,01 1.610.000 OnCure Holdings 15.05.17/11,750% 821.100 0,01 2.733.000 Onex USI Acquisition 144A 15.01.21/7,750% 2.705.670 0,04 2.450.000 Oshkosh 01.03.17/8,250% 2.701.125 0,04 615.000 Oshkosh 01.03.20/8,500% 684.188 0,01 1.760.000 Packaging Dynamics 144A 01.02.16/8,750% 1.848.000 0,03 1.300.000 PAETEC Holding 30.06.17/8,875% 1.400.750 0,02 2.700.000 PAETEC Holding 01.12.18/9,875% 3.105.000 0,05 1.300.000 Pantry 144A 01.08.20/8,375% 1.365.000 0,02 4.000.000 Park Place Securities
2004-WHQ2 M2 25.02.35/0,840%* 3.947.180 0,06 2.202.274 Park Place Securities
2005-WHQ3 M1 25.06.35/0,630%* 2.186.108 0,04 3.500.000 Park Place Securities
2005-WHQ3 M2 25.06.35/0,660%* 3.039.782 0,05 2.280.000 Party City Holdings 144A 01.08.20/8,875% 2.456.700 0,04 2.000.000 PBF Holding 144A 15.02.20/8,250% 2.175.000 0,04 2.130.000 Peabody Energy 15.11.18/6,000% 2.273.775 0,04
870.000 Peabody Energy 15.11.21/6,250% 928.725 0,02 1.910.000 Petco Animal Supplies 144A 01.12.18/9,250% 2.129.650 0,03 1.575.000 Pilgrim’s Pride 15.12.18/7,875% 1.612.076 0,03 1.500.000 Plastipak Holdings 144A 15.12.15/8,500% 1.526.325 0,02 1.235.000 Ply Gem Industries 15.02.18/8,250% 1.341.519 0,02 2.195.000 Polymer Group 01.02.19/7,750% 2.365.113 0,04 1.645.000 Polypore International 15.11.17/7,500% 1.797.163 0,03 1.055.000 Post Holdings 144A 15.02.22/7,375% 1.163.138 0,02
774.248 Prime Mortgage Trust
2006-1 2A5 25.06.36/6,000% 760.891 0,01 250.000 Prince Mineral Holding 144A 15.12.19/11,500% 260.000 0,00 1.562.000 Prudential Financial 15.06.43/5,625%* 1.616.342 0,03 1.870.000 QR Energy 01.08.20/9,250% 1.972.850 0,03 1.650.000 Radiation Therapy Services 15.01.17/8,875% 1.625.250 0,03 2.255.000 Radiation Therapy Services 15.04.17/9,875% 1.601.050 0,03 727.253 Radio One 24.05.16/12,500% 654.528 0,01 2.615.000 Radio Systems 144A 01.11.19/8,375% 2.739.213 0,04 590.000 Rain CII Carbon 144A 01.12.18/8,000% 603.275 0,01 820.000 Rain CII Carbon 144A 15.01.21/8,250% 842.550 0,01 3.435.000 RBS Global/Rexnord 01.05.18/8,500% 3.727.902 0,06 2.460.000 Realogy 144A 15.02.19/7,875% 2.693.700 0,04 1.870.000 Realogy 144A 15.01.20/7,625% 2.131.800 0,03 1.750.000 Regency Energy Partners 15.04.23/5,500% 1.876.875 0,03 3.689.642 Reichhold Industries 144A 08.05.17/9,000%* 2.693.439 0,04
596.078 Renaissance Home Equity Loan
Trust 2005-4 A3 25.02.36/5,565%* 497.120 0,01 2.964.198 Residential Accredit Loans
2003-QS16 A1 25.08.18/5,000% 3.051.006 0,05 1.165.886 Residential Accredit Loans
2003-QS20 CB 25.11.18/5,000% 1.206.170 0,02 277.062 Residential Accredit Loans
2005-QO4 2A1 25.12.45/0,490%* 194.314 0,00 738.967 Residential Accredit Loans
2006-QS18 3A3 25.12.21/5,750% 722.113 0,01 1.337.007 Residential Accredit Loans
2007-QS4 5A2 25.04.22/5,500% 1.343.525 0,02 790.949 Residential Asset Securitization
Trust 2004-A6 A1 25.08.19/5,000% 801.282 0,01 4.700.256 Residential Funding Mortgage
Securities I 2006-S10 1A1 25.10.36/6,000% 4.246.331 0,07 3.110.170 Residential Funding Mortgage
Securities I 2006-S9 A1 25.09.36/6,250% 2.808.574 0,05 13.940.000 Resolute Forest Products 15.10.18/10,250% 16.031.000 0,26 2.410.000 Revlon Consumer Products 15.11.15/9,750% 2.548.575 0,04 11.240.000 Reynolds Group Issuer 15.04.19/9,000% 11.720.791 0,19 6.100.000 Reynolds Group Issuer 15.08.19/9,875% 6.572.750 0,11 20.023.000 Reynolds Group Issuer 15.08.19/7,875% 22.425.760 0,37 1.255.000 Reynolds Group Issuer 144A 15.10.20/5,750% 1.302.063 0,02 2.175.000 Rite Aid 15.03.20/9,250% 2.316.375 0,04
570.000 Rivers Pittsburgh
Borrower 144A 15.06.19/9,500% 621.300 0,01 4.000.000 ROC Finance 1 144A 01.09.18/12,125% 4.640.000 0,08 13.525.000 RR Donnelley & Sons Co. 15.06.20/7,625% 13.049.055 0,21 2.750.000 RSC Equipment Rental 15.11.19/10,250% 3.203.750 0,05 2.500.000 RSC Equipment Rental 01.02.21/8,250% 2.819.988 0,05 936.000 Ruby Tuesday 144A 15.05.20/7,625% 898.560 0,01 1.230.000 Ryerson 144A 15.10.17/9,000% 1.259.213 0,02 6.125.000 Sabre 144A 15.05.19/8,500% 6.530.781 0,11 1.640.000 Sally Holdings 15.11.19/6,875% 1.820.400 0,03 2.000.000 Samson Investment 144A 15.02.20/9,750% 2.125.000 0,03 930.000 SandRidge Energy 15.03.21/7,500% 999.750 0,02 1.025.000 SandRidge Energy 15.10.22/8,125% 1.135.188 0,02 1.525.000 SandRidge Energy 15.02.23/7,500% 1.639.375 0,03 1.125.000 SandRidge Energy 144A 01.06.18/8,000% 1.198.125 0,02
2.121.202 Saxon Asset Securities Trust
2002-3 AF6 25.05.31/5,407%* 2.073.836 0,03 337.000 SBA Telecommunications 15.08.19/8,250% 378.283 0,01 225.000 Sealed Air 144A 15.09.19/8,125% 254.813 0,00 1.960.000 Sealed Air 144A 01.12.20/6,500% 2.126.600 0,03 1.625.000 Sealed Air 144A 15.09.21/8,375% 1.868.750 0,03 2.025.000 Sealy Mattress 144A 15.04.16/10,875% 2.151.563 0,04 6.902.000 Seminole Hard Rock
Entertainment 144A 15.03.14/2,808%* 6.884.745 0,11 4.710.000 Seneca Gaming 144A 01.12.18/8,250% 4.992.600 0,08 4.040.000 Serta Simmons Holdings 144A 01.10.20/8,125% 4.060.200 0,07 2.110.000 ServiceMaster 144A 15.08.20/7,000% 2.125.825 0,03 5.955.000 Shingle Springs Tribal Gaming
Authority 144A 15.06.15/9,375% 5.865.675 0,10 667.000 Sidewinder Drilling 144A 15.11.19/9,750% 673.670 0,01 2.195.000 Sinclair Television Group 15.10.18/8,375% 2.463.888 0,04 670.000 Sinclair Television Group 144A 01.11.17/9,250% 740.350 0,01 1.735.000 Sinclair Television Group 144A 01.10.22/6,125% 1.849.944 0,03 4.747.000 Sitel 01.04.18/11,500% 3.370.370 0,06 1.303.000 Sitel 144A 01.08.17/11,000% 1.329.060 0,02 450.000 Sky Growth Acquisition 144A 15.10.20/7,375% 450.000 0,01 5.265.000 Spectrum Brands 15.06.18/9,500% 5.995.598 0,10 1.085.000 Spectrum Brands 144A 15.03.20/6,750% 1.169.088 0,02 645.000 Spectrum Brands Escrow 144A 15.11.20/6,375% 682.088 0,01
JPMorgan Investment Funds - Income Opportunity Fund
Composición de la Cartera de Valores (Valor de mercado expresado en USD) (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
995.000 Spectrum Brands Escrow 144A 15.11.22/6,625% 1.072.113 0,02 1.310.000 Speedy Cash Intermediate
Holdings 144A 15.05.18/10,750% 1.401.700 0,02 325.000 SPL Logistics Escrow 144A 01.08.20/8,875% 346.125 0,01 1.518.000 Springleaf Mortgage Loan Trust
2012-3A M3 25.12.59/4,440%* 1.555.145 0,03 993.000 Springleaf Mortgage Loan Trust
2012-3A M4 25.12.59/5,300%* 997.965 0,02 4.150.000 Sprint Nextel 15.11.21/11,500% 5.618.063 0,09 12.433.000 Sprint Nextel 144A 15.11.18/9,000% 15.385.838 0,25 1.715.000 Sprint Nextel 144A 01.03.20/7,000% 2.002.263 0,03 620.000 SPX 01.09.17/6,875% 690.094 0,01 3.675.000 SquareTwo Financial 01.04.17/11,625% 3.500.438 0,06 2.535.000 SSI Investments II 01.06.18/11,125% 2.817.019 0,05 480.000 Standard Pacific 15.01.21/8,375% 560.400 0,01 860.000 Steel Dynamics 144A 15.08.19/6,125% 915.900 0,01 860.000 Steel Dynamics 144A 15.08.22/6,375% 915.900 0,01 1.350.000 Stewart Enterprises 15.04.19/6,500% 1.454.625 0,02 200.000 Stream Global Services 01.10.14/11,250% 210.000 0,00 2.974.245 Structured Asset Securities
2005-WF4 A4 25.11.35/0,570%* 2.959.871 0,05 1.209.000 Sugarhouse HSP Gaming
Finance 144A 15.04.16/8,625% 1.302.698 0,02 2.375.000 SunGard Data Systems 15.11.18/7,375% 2.553.125 0,04 2.830.000 SunGard Data Systems 144A 01.11.19/6,625% 2.914.900 0,05 1.229.846 Surgical Care Affiliates 144A 15.07.15/8,875% 1.251.368 0,02 635.000 Syniverse Holdings 15.01.19/9,125% 681.038 0,01 585.000 Targa Resources Partners 144A 01.05.23/5,250% 608.400 0,01 525.000 Taylor Morrison/Monarch Communities 144A 15.04.20/7,750% 559.125 0,01 620.000 Taylor Morrison/Monarch Communities 144A 15.04.20/7,750% 660.300 0,01 1.705.000 Tekni-Plex 144A 01.06.19/9,750% 1.871.238 0,03 435.000 Tempur-Pedic International 144A 15.12.20/6,875% 449.681 0,01 4.060.000 Tenet Healthcare 01.11.18/6,250% 4.476.150 0,07 600.000 Tenet Healthcare 144A 01.06.20/4,750% 610.500 0,01 1.110.000 Tesoro Logistics 144A 01.10.20/5,875% 1.157.175 0,02 4.805.000 Texas Competitive Electric
Holdings 144A 01.10.20/11,500% 3.807.963 0,06 886.000 Tomkins 01.10.18/9,000% 996.750 0,02 1.385.000 Tops Holding 144A 15.12.17/8,875% 1.443.863 0,02 540.000 TRAC Intermodal 144A 15.08.19/11,000% 564.300 0,01 922.000 TransUnion Holding 15.06.18/9,625% 979.625 0,02 858.000 TransUnion Holding 144A 15.06.18/8,125%* 890.175 0,01 2.135.000 Tronox Finance 144A 15.08.20/6,375% 2.164.356 0,04
385.747 UAL 2009-2B Pass Through
Trust 144A 15.01.16/12,000% 424.322 0,01 2.985.000 UCI International 15.02.19/8,625% 2.973.806 0,05 2.274.256 United Airlines Pass Through
Trust 2007 02.07.22/6,636% 2.444.825 0,04 927.202 United Airlines Pass Through
Trust 2007-1- C Shares 02.07.14/2,758%* 908.658 0,01 794.704 United Airlines Pass Through
Trust 2009-1 01.11.16/10,400% 914.864 0,01 385.000 United Rentals North America
144A 15.05.20/7,375% 424.463 0,01 1.055.000 United Rentals North
America 144A 15.04.22/7,625% 1.181.600 0,02 1.755.000 United Surgical Partners
International 01.04.20/9,000% 1.952.438 0,03 5.000.000 Univision Communications 144A 15.05.19/6,875% 5.225.000 0,09 6.000.000 Univision Communications 144A 01.11.20/7,875% 6.525.000 0,11 750.000 Univision Communications 144A 15.05.21/8,500% 780.000 0,01 3.355.000 US Oncology 15.08.17/9,125% 71.294 0,00 2.589.000 US Treasury(i) 17.01.13/0,000% 2.588.873 0,04 50.000.000 US Treasury 15.02.13/1,375% 50.077.149 0,82 3.520.000 US Treasury(i) 21.03.13/0,000% 3.519.157 0,06 3.500.000 US Treasury 15.05.13/1,375% 3.516.406 0,06 225.000 US Treasury(i) 13.06.13/0,000% 224.908 0,00 14.000.000 US Treasury 15.06.13/1,125% 14.063.984 0,23 177.216.000 US Treasury 30.09.17/0,625% 176.862.952 2,89 45.305.000 US Treasury 30.11.17/0,625% 45.136.876 0,74 45.531.000 US Treasury 31.12.17/0,750% 45.579.021 0,74 22.745.000 US Treasury 15.11.42/2,750% 22.018.226 0,36 2.285.000 Vail Resorts 01.05.19/6,500% 2.470.656 0,04 6.850.000 Valeant Pharmaceuticals International 144A 15.07.16/6,500% 7.235.313 0,12 1.195.000 Valeant Pharmaceuticals International 144A 01.12.18/6,875% 1.295.081 0,02 1.000.000 Valeant Pharmaceuticals International 144A 01.10.20/7,000% 1.090.000 0,02 1.930.000 Valeant Pharmaceuticals International 144A 15.08.21/6,750% 2.074.750 0,03 4.285.000 Valeant Pharmaceuticals International 144A 15.07.22/7,250% 4.702.788 0,08
3.950.000 Vanguard Health Holding Co II 01.02.18/8,000% 4.129.725 0,07 305.000 Venoco 15.02.19/8,875% 287.463 0,00 1.000.000 Viasystems 144A 01.05.19/7,875% 985.000 0,02 850.000 Visant 01.10.17/10,000% 765.000 0,02 2.607.000 Visteon 15.04.19/6,750% 2.789.490 0,05 1.430.000 Vulcan Materials 15.06.21/7,500% 1.628.813 0,03 913.558 VWR Funding 144A 30.06.17/10,750% 1.307.857 0,02 400.000 VWR Funding 144A 30.06.17/10,750% 417.000 0,01 1.645.000 VWR Funding 144A 15.09.17/7,250% 1.735.475 0,03 1.250.000 W&T Offshore 144A 15.06.19/8,500% 1.348.438 0,02
430.917 Washington Mutual Alternative Mortgage Pass-Through
Certificates 2005-8 1A8 25.10.35/5,500% 386.526 0,01 1.744.313 Washington Mutual Alternative
Mortgage Pass-Through
Certificates 2006-1 3A2 25.02.36/5,750% 1.417.073 0,03 11.482.579 Wells Fargo Alternative Loan
Trust 2007-PA3 3A6 25.07.37/6,500% 9.778.461 0,16 3.613.716 Wells Fargo Home Equity Trust
2004-2 AI6 25.10.34/5,000%* 3.662.210 0,06 818.106 Wells Fargo Mortgage Backed
Securities Trust 2005-16 A8 25.01.36/5,750% 887.294 0,02 2.469.027 Wells Fargo Mortgage Backed
Securities Trust 2006-1 A3 25.03.21/5,000% 2.539.559 0,05 711.322 Wells Fargo Mortgage Backed
Securities Trust 2006-11 A2 25.09.36/6,000% 707.373 0,01 4.234.887 Wells Fargo Mortgage Backed
Securities Trust 2006-11 A8 25.09.36/6,000% 4.211.378 0,07 1.383.884 Wells Fargo Mortgage Backed
Securities Trust 2006-3 A9 25.03.36/5,500% 1.395.495 0,03 497.821 Wells Fargo Mortgage Backed
Securities Trust 2007-11 A85 25.08.37/6,000% 505.155 0,01 574.409 Wells Fargo Mortgage Backed
Securities Trust 2007-11 A96 25.08.37/6,000% 582.869 0,01 1.204.822 Wells Fargo Mortgage Backed
Securities Trust 2007-3 3A1 25.04.22/5,500% 1.247.642 0,02 1.822.019 Wells Fargo Mortgage Backed
Securities Trust 2007-5 2A3 25.05.22/5,500% 1.928.766 0,04 4.960.906 Wells Fargo Mortgage Backed
Securities Trust 2007-8 2A8 25.07.37/6,000% 5.065.933 0,09 4.000.000 Western Refining 144A 15.06.17/11,250% 4.395.000 0,07 1.376.545 Westgate Resorts 2012-1 A 20.09.25/4,500% 1.407.518 0,03 1.765.000 Windstream 01.10.21/7,750% 1.914.434 0,04 3.790.000 Windstream 01.04.23/7,500% 4.027.406 0,07 3.600.000 WMG Acquisition 01.10.18/11,500% 4.194.000 0,07 845.000 WMG Acquisition 144A 15.01.21/6,000% 895.700 0,01 280.000 Wolverine World Wide 144A 15.10.20/6,125% 295.400 0,00 2.705.000 WPX Energy 15.01.22/6,000% 2.928.163 0,05 457.000 Yankee Candle 15.02.17/9,750% 476.998 0,01 988.000 Zayo Group 01.01.20/8,125% 1.104.090 0,02 2.260.221.141 36,92 LUXEMBURGO 150.000 APERAM 144A 01.04.18/7,750% 132.750 0,00 1.325.000 Intelsat Jackson Holdings 01.04.19/7,250% 1.432.656 0,02 1.660.000 Intelsat Jackson Holdings 15.10.20/7,250% 1.811.475 0,03 2.260.000 Intelsat Jackson Holdings 144A 15.10.20/7,250% 2.463.400 0,04 4.580.000 Intelsat Jackson Holdings 144A 15.12.22/6,625% 4.746.025 0,08 3.440.000 Intelsat Luxembourg 04.02.17/11,250% 3.650.700 0,06 19.152.982 Intelsat Luxembourg 04.02.17/11,500%* 20.445.808 0,33 1.135.000 Silver II Borrower 144A 15.12.20/7,750% 1.180.400 0,02 4.663.000 Wind Acquisition Finance 144A 15.07.17/11,750% 4.907.808 0,08 903.788 Wind Acquisition Finance 144A 15.07.17/12,250%* 926.383 0,02 41.697.405 0,68
CANADÁ
720.000 Ainsworth Lumber 144A 15.12.17/7,500% 756.900 0,01 905.000 Bombardier 144A 15.03.18/7,500% 1.012.469 0,02 1.295.000 Bombardier 144A 15.03.22/5,750% 1.337.088 0,03
923.000 Brookfield Residential
Properties 144A 15.12.20/6,500% 952.998 0,02 1.965.000 Gateway Casinos &
Entertainment 144A 15.11.17/8,875% 2.082.404 0,03 705.000 Inmet Mining 144A 01.06.21/7,500% 734.963 0,01 2.590.000 Kodiak Oil & Gas 01.12.19/8,125% 2.868.425 0,05 1.145.000 Mattamy Group 144A 15.11.20/6,875% 1.158.779 0,02 1.380.000 MEG Energy 144A 30.01.23/6,375% 1.449.000 0,02 850.000 Mood Media 144A 15.10.20/9,250% 899.938 0,01 2.860.000 Novelis 15.12.17/8,375% 3.167.450 0,05 4.575.000 Novelis 15.12.20/8,750% 5.124.000 0,08 1.572.000 Quebecor Media 15.03.16/7,750% 1.615.230 0,03 1.810.000 Quebecor Media 144A 15.01.23/5,750% 1.914.075 0,03 4.425.000 Telesat Canada 01.11.17/12,500% 4.878.563 0,08 2.200.000 Trinidad Drilling 144A 15.01.19/7,875% 2.335.887 0,04 32.288.169 0,53
148
JPMorgan Investment Funds - Income Opportunity Fund
Composición de la Cartera de Valores (Valor de mercado expresado en USD) (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
ISLAS CAIMÁN
8.000.000 MCE Finance 15.05.18/10,250% 9.149.080 0,15 950.000 Shelf Drilling Holdings 144A 01.11.18/8,625% 978.500 0,01 7.233.000 UPCB Finance III 144A 01.07.20/6,625% 7.784.516 0,13 1.805.000 UPCB Finance V 144A 15.11.21/7,250% 1.996.781 0,03 1.618.000 UPCB Finance VI 144A 15.01.22/6,875% 1.754.107 0,03 21.662.984 0,35
IRLANDA
340.000 Ardagh Packaging Finance 144A 15.10.17/7,375% 371.450 0,01 4.080.000 Ardagh Packaging Finance 144A 15.10.17/7,375% 4.462.500 0,08 6.632.000 Ardagh Packaging Finance 144A 15.10.20/9,125% 7.262.040 0,12 2.045.000 Ardagh Packaging Finance 144A 15.10.20/9,125% 2.229.050 0,03 1.026.160 AWAS Aviation Capital 144A 17.10.16/7,000% 1.087.730 0,02 2.326.000 Elan Finance 144A 15.10.19/6,250% 2.442.300 0,04 17.855.070 0,30 AUSTRALIA 3.059.000 FMG Resources August 2006 144A 01.02.16/6,375% 3.181.360 0,05 550.000 FMG Resources August 2006 144A 01.04.17/6,000% 563.750 0,01 3.140.000 FMG Resources August 2006 144A 01.02.18/6,875% 3.245.975 0,05 7.340.000 FMG Resources August 2006 144A 01.11.19/8,250% 7.853.800 0,13 693.000 Nufarm Australia 144A 15.10.19/6,375% 727.650 0,01 15.572.535 0,25 PAÍSES BAJOS 2.000.000 Bluewater Holding 17.07.14/3,303%* 1.875.000 0,03 1.552.000 NXP 144A 01.08.18/9,750% 1.806.140 0,03 220.000 NXP 15.10.13/3,054%* 220.825 0,00 1.600.000 OSX 3 Leasing 20.03.15/9,250% 1.663.952 0,03 4.555.000 Sensata Technologies 144A 15.05.19/6,500% 4.873.850 0,08 10.439.767 0,17
BERMUDAS
4.510.000 Aircastle 15.04.17/6,750% 4.845.431 0,08 335.000 Aircastle 15.04.20/7,625% 374.910 0,00 3.625.000 Catlin Insurance 144A 31.12.49/7,249%* 3.642.897 0,06 472.000 Viking Cruises 144A 15.10.22/8,500% 510.940 0,01 9.374.178 0,15
REINO UNIDO
1.090.000 Algeco Scotsman Global
Finance 144A 15.10.18/8,500% 1.133.600 0,02 3.095.000 CEVA Group 144A 01.12.17/8,375% 3.095.000 0,05 1.820.000 Ineos Finance 144A 01.05.20/7,500% 1.911.000 0,03 3.000.000 Ineos Group Holdings 144A 15.02.16/8,500% 2.977.500 0,05 9.117.100 0,15 AUSTRALIA 2.933.000 FMG Resources August 2006 144A 01.11.15/7,000% 3.094.315 0,05 3.094.315 0,05 ISLAS MARSHALL
1.823.000 Navios Maritime Holdings 01.11.17/8,875% 1.827.558 0,03 894.000 Navios South American Logistics 15.04.19/9,250% 881.708 0,01 2.709.266 0,04
NORUEGA
483.000 Petroleum Geo-Services 144A 15.12.18/7,375% 524.055 0,01 524.055 0,01 Total Obligaciones 2.424.555.985 39,60 Papel Comercial EE.UU. 100.000.000 Alpine Securitisation 11.01.13/0,000% 99.992.896 1,63 9.000.000 Aspen Funding 08.03.13/0,000% 8.994.917 0,15 50.000.000 Atlantic Asset Securitisation 10.01.13/0,000% 49.996.116 0,82 50.000.000 Atlantic Asset Securitisation 11.01.13/0,000% 49.995.742 0,82 56.700.000 Atlantic Asset Securitisation 18.01.13/0,000% 56.692.391 0,93 50.000.000 Atlantis One Funding 04.01.13/0,000% 49.996.599 0,82 20.000.000 Barton Capital 24.01.13/0,000% 19.996.706 0,33 75.000.000 ING Funding/NewYork 04.02.13/0,000% 74.981.577 1,22 50.000.000 ING Funding/NewYork 11.01.13/0,000% 49.996.602 0,82 85.000.000 Market Straight Funding 23.01.13/0,000% 84.987.900 1,39 50.000.000 Metlife Short Term Funding 09.04.13/0,000% 49.953.000 0,82 25.000.000 Metlife Short Term Funding 10.04.13/0,000% 24.976.263 0,40
7.590.000 NetJets 07.01.13/0,000% 7.589.844 0,12 70.000.000 Nordea North America 08.01.13/0,000% 69.996.237 1,14 50.000.000 Nordea North America 09.01.13/0,000% 49.997.039 0,82 32.700.000 Nordea North America 25.03.13/0,000% 32.680.770 0,53 1.160.000 Northern Pines Funding 09.01.13/0,000% 1.159.937 0,02 17.000.000 Northern Pines Funding 15.03.13/0,000% 16.989.043 0,27 25.000.000 PB Finance 08.02.13/0,000% 24.991.156 0,41 67.000.000 PB Finance 21.02.13/0,000% 66.970.520 1,09 50.000.000 PB Finance 12.03.13/0,000% 49.965.865 0,82 28.618.000 Regency Markets No.1 10.01.13/0,000% 28.616.283 0,47 75.000.000 Regency Markets No.1 15.01.13/0,000% 74.993.203 1,22 30.000.000 Regency Markets No.1 18.01.13/0,000% 29.996.741 0,49 27.771.000 Regency Markets No.1 22.01.13/0,000% 27.767.325 0,45 50.000.000 UOB Funding 04.03.13/0,000% 49.980.561 0,82 50.000.000 UOB Funding 05.03.13/0,000% 49.980.255 0,82 60.000.000 UOB Funding 07.03.13/0,000% 59.975.556 0,98 1.262.211.044 20,62 AUSTRALIA 112.000.000 Commonwealth Bank of Australia 04.01.13/0,000% 111.997.345 1,83 23.000.000 Suncorp-Metway 24.01.13/0,000% 22.994.229 0,38 9.300.000 Suncorp-Metway 19.02.13/0,000% 9.295.274 0,15 35.000.000 Westpac Banking 04.06.13/0,000% 35.000.000 0,57 179.286.848 2,93 CANADÁ 25.000.000 Bank of Montreal 07.01.13/0,000% 24.998.946 0,41 100.000.000 Bank of Nova Scotia 04.02.13/0,000% 99.976.667 1,63 41.000.000 Toronto-Dominion Bank 19.03.13/0,000% 40.978.440 0,67 165.954.053 2,71
SUIZA
70.000.000 Crédit Suisse 04.02.13/0,000% 69.982.425 1,14 56.573.000 Mont Blanc Capital 07.01.13/0,000% 56.569.346 0,93 7.000.000 Mont Blanc Capital 07.03.13/0,000% 6.996.416 0,11 133.548.187 2,18
ISLAS DEL CANAL
75.000.000 Cancara Asset Securitisation 02.01.13/0,000% 74.999.056 1,22 50.000.000 Cancara Asset Securitisation 08.01.13/0,000% 49.997.484 0,82 124.996.540 2,04 NORUEGA 85.000.000 DNB Bank 12.02.13/0,000% 84.974.315 1,39 84.974.315 1,39 FRANCIA 75.000.000 Crédit Agricole 07.01.13/0,000% 74.996.093 1,22 74.996.093 1,22 NUEVA ZELANDA 50.000.000 BNZ international Funding 19.03.13/0,000% 49.974.803 0,82 49.974.803 0,82 REINO UNIDO 50.000.000 Barclays Bank 19.02.13/0,000% 49.976.127 0,82 49.976.127 0,82 ALEMANIA 35.000.000 Erste Abwicklungsanstalt 04.06.13/0,000% 34.923.578 0,57 34.923.578 0,57 SUECIA 18.000.000 Svenska Handelsbanken 14.03.13/0,000% 17.990.795 0,29 17.990.795 0,29 IRLANDA
15.000.000 General Electric Capital 05.02.13/0,000% 14.995.022 0,24 14.995.022 0,24
Total Papel Comercial 2.193.827.405 35,83
Certificados de Depósito JAPÓN 50.000.000 Bank of Tokyo-Mitsubishi 28.01.13/0,520% 50.000.000 0,82 125.000.000 Norinchukin Bank 18.01.13/0,270% 125.000.000 2,04 40.000.000 Norinchukin Bank 05.02.13/0,270% 40.000.000 0,65 50.000.000 Shizuoka Bank 10.01.13/0,300% 50.000.140 0,82 1.000.000 Sumitomo Mitsui Banking 11.02.13/0,450% 1.000.237 0,02
JPMorgan Investment Funds - Income Opportunity Fund
Composición de la Cartera de Valores (Valor de mercado expresado en USD) (continuación)
Al 31 de diciembre de 2012
Cantidad/ Valor nominal
Denominación de los Valores Vencimiento/