JPMorgan Funds Audited Annual Report - JP Morgan Asset ...

JPMorgan Funds - US High Yield Plus Bond Fund
Schedule of Investments (Market Value Expressed in USD) (continued)
As at 31 December 2013
Quantity/
Nominal
Value
Name of Securities
Maturity/
Coupon
Market
Value
%
of
Net
Assets
Quantity/
Nominal
Value
Name of Securities
Maturity/
Coupon
Market
Value
%
of
Net
Assets
UNITED KINGDOM
200,000 Barclays Bank 21.11.22/7.625% 213,611 0.11
100,000 Inmarsat Finance 144A 01.12.17/7.375% 104,625 0.06
153,000 New Look Bondco I 144A 14.05.18/8.750% 267,192 0.14
115,000 RBS 16.03.22/9.500%* 135,125 0.07
546,000 RBS Group 15.12.22/6.125% 561,236 0.30
556,000 RBS Group 10.06.23/6.100% 569,060 0.31
17,000 RBS Group 19.12.23/6.000% 17,155 0.01
1,868,004 1.00
NETHERLANDS
400,000 Bluewater Holding 10.12.19/10.000% 403,500 0.21
228,000 InterGen 144A 30.06.23/7.000% 235,980 0.13
200,000 VimpelCom Holdings 144A 13.02.23/5.950% 189,430 0.10
828,910 0.44
JAPAN
200,000 eAccess 144A 01.04.18/8.250% 218,750 0.12
435,000 SoftBank 144A 15.04.20/4.500% 426,300 0.23
645,050 0.35
BRITISH VIRGIN ISLANDS
500,000 Studio City Finance 144A 01.12.20/8.500% 560,000 0.30
560,000 0.30
MEXICO
200,000 Cemex 144A 10.12.19/6.500% 206,814 0.11
200,000 Cemex 144A 15.01.21/7.250% 207,149 0.11
413,963 0.22
FRANCE
200,000 Société Générale 144A 31.12.49/7.875%* 201,640 0.11
201,640 0.11
GERMANY
200,000 Unitymedia Hessen & Co. 144A 15.01.23/5.500% 195,000 0.10
195,000 0.10
AUSTRALIA
200,000 Ausdrill Finance 144A 01.11.19/6.875% 182,000 0.10
182,000 0.10
FINLAND
121,000 Nokia 15.05.19/5.375% 125,965 0.07
52,000 Nokia 15.05.39/6.625% 51,339 0.03
177,304 0.10
BERMUDA
40,000 Aircastle 15.12.18/4.625% 40,359 0.02
100,000 Seadrill 05.10.15/6.500% 104,835 0.06
145,194 0.08
MARSHALL ISLANDS
66,000 Teekay 15.01.20/8.500% 71,567 0.04
71,567 0.04
Total Bonds 40,704,817 21.84
Total Transferable Securities Admitted to an
Official Exchange Listing
42,409,776 22.75
Transferable Securities Dealt in on Another Regulated Market
Bonds
UNITED STATES OF AMERICA
144,000 Acadia Healthcare 144A 15.03.21/6.125% 148,680 0.08
100,000 Access Midstream Partners 15.07.22/6.125% 107,598 0.06
812,000 ACE Cash Express 144A 01.02.19/11.000% 653,660 0.35
55,000 ACI Worldwide 144A 15.08.20/6.375% 57,337 0.03
85,000 Activision Blizzard 144A 15.09.21/5.625% 88,187 0.05
245,000 Activision Blizzard 144A 15.09.23/6.125% 256,637 0.14
320,000 ADT 144A 15.10.21/6.250% 336,400 0.18
41,000 Advanced Micro Devices 15.08.22/7.500% 39,975 0.02
200,000 AK Steel 01.12.18/8.750% 224,000 0.12
200,000 Alcatel-Lucent USA 144A 01.07.17/4.625% 201,000 0.11
400,000 Alcatel-Lucent USA 144A 15.11.20/6.750% 415,000 0.22
58,000 Alere 15.06.20/6.500% 59,450 0.03
102,000 Aleris International 15.02.18/7.625% 108,375 0.06
124,000 Aleris International 01.11.20/7.875% 132,060 0.07
75,000 Allbritton Communications 15.05.18/8.000% 79,687 0.04
285,000 Ally Financial 18.07.16/2.926%* 291,523 0.16
78,000 Alta Mesa Holdings 15.10.18/9.625% 83,850 0.04
76,000 Amkor Technology 01.10.22/6.375% 78,542 0.04
45,000 Amkor Technology 01.05.18/7.375% 47,372 0.03
230,000 Amsurg 30.11.20/5.625% 240,350 0.13
425,000 Antero Resources Finance 01.12.20/6.000% 448,375 0.24
70,000 Antero Resources Finance 144A 01.11.21/5.375% 71,094 0.04
310,000 ARAMARK 144A 15.03.20/5.750% 324,957 0.17
67,000 Artesyn Escrow 144A 15.10.20/9.750% 70,685 0.04
215,000 A-S Co-Issuer Subsidiary 144A 15.12.20/7.875% 226,825 0.12
75,000 Ashland 15.03.16/3.000% 76,812 0.04
92,000 Ashland 15.04.18/3.875% 93,356 0.05
510,000 Ashland 15.08.22/4.750% 484,928 0.26
81,000 Atlas Pipeline Partners 01.08.23/5.875% 77,355 0.04
31,000 Atlas Pipeline Partners 01.10.20/6.625% 32,705 0.02
500,000 Atlas Pipeline Partners 15.11.21/4.750% 460,000 0.25
98,000 Audatex North America 144A 15.06.21/6.000% 103,145 0.06
45,000 Audatex North America 144A 01.11.23/6.125% 46,575 0.02
760,000 Avaya 144A 01.04.19/7.000% 750,500 0.40
169,000 Avaya 144A 01.03.21/10.500% 163,085 0.09
15,000 Avis Budget Car Rental 15.11.17/4.875% 15,785 0.01
413,000 Avis Budget Car Rental 15.01.19/8.250% 449,435 0.24
61,000 Avis Budget Car Rental 15.03.20/9.750% 71,655 0.04
35,000 Avis Budget Car Rental 01.04.23/5.500% 34,096 0.02
195,000 Axiall 144A 15.05.23/4.875% 185,006 0.10
845,000 Bank of America 31.12.49/8.000%* 939,158 0.50
75,000 Bank of America 31.12.49/8.125%* 84,040 0.05
68,000 Bankrate 144A 15.08.18/6.125% 71,060 0.04
120,000 Basic Energy Services 15.02.19/7.750% 125,761 0.07
303,000 Basic Energy Services 15.10.22/7.750% 314,362 0.17
142,000 BC Mountain Finance 144A 01.02.21/7.000% 144,130 0.08
200,000 BE Aerospace 01.04.22/5.250% 203,096 0.11
425,000 BE Aerospace 01.10.20/6.875% 467,938 0.25
365,000 Berry Plastics 15.01.21/9.750% 422,944 0.23
167,000 BI-LO 144A 15.09.18/8.625% 174,932 0.09
121,000 Biomet 01.08.20/6.500% 127,335 0.07
465,000 Biomet 01.10.20/6.500% 481,275 0.26
194,000 Boise Cascade 01.11.20/6.375% 205,155 0.11
52,000 Brightstar 144A 01.08.18/7.250% 56,940 0.03
100,000 Brightstar 144A 01.12.16/9.500% 110,500 0.06
60,000 Broadview Networks Holdings 15.11.17/10.500% 59,850 0.03
492,000 Bumble Bee Holdings 144A 15.12.17/9.000% 539,970 0.29
100,000 Burger King 15.10.18/9.875% 111,053 0.06
1,128,000 Caesars Entertainment
Operating 01.06.17/11.250% 1,148,044 0.62
415,000 Caesars Entertainment
Operating 15.02.20/9.000% 402,394 0.22
380,000 Caesars Entertainment Resort
Properties 144A 01.10.20/8.000% 395,200 0.21
222,000 Calpine 144A 31.07.20/7.875% 243,367 0.13
301,000 Calpine 144A 15.01.23/7.875% 329,595 0.18
75,000 Calumet Specialty Products
Partners 01.05.19/9.375% 83,625 0.04
157,000 Calumet Specialty Products
Partners 01.08.20/9.625% 177,017 0.09
95,000 Calumet Specialty Products
Partners 144A 15.01.22/7.625% 96,187 0.05
155,000 Cantor Commercial Real
Estate 144A 15.02.18/7.750% 164,687 0.09
415,000 Casella Waste Systems 15.02.19/7.750% 426,412 0.23
977,000 Catalent Pharma Solutions 15.10.18/7.875% 998,982 0.54
63,000 CCM Merger 144A 01.05.19/9.125% 66,150 0.04
240,000 CCO Holdings 30.04.20/8.125% 260,864 0.14
452,000 CCO Holdings 30.04.21/6.500% 464,963 0.25
185,000 CCO Holdings 30.09.22/5.250% 172,360 0.09
216,000 CCO Holdings 15.01.24/5.750% 204,728 0.11
393,000 CCO Holdings 144A 15.03.21/5.250% 374,824 0.20
20,000 CCO Holdings 144A 01.09.23/5.750% 18,900 0.01
225,000 CDW 01.04.19/8.500% 249,921 0.13
307,000 Cedar Fair 15.03.21/5.250% 302,395 0.16
975,000 Cemex Finance 144A 12.10.22/9.375% 1,101,243 0.59
69,000 CenturyLink 01.12.23/6.750% 70,081 0.04
42,000 Cequel Communications
Holdings I 144A 15.09.20/6.375% 43,260 0.02
70,000 Cequel Communications
Holdings I 144A 15.12.21/5.125% 66,150 0.04
149,000 Ceridian 144A 15.07.19/8.875% 172,095 0.09
88,000 Ceridian HCM Holding 144A 15.03.21/11.000% 101,860 0.05
180,000 Chesapeake Energy 15.11.20/6.875% 202,581 0.11
100,000 Chesapeake Oilfield Operating 15.11.19/6.625% 104,641 0.06
76,000 Chinos Intermediate Holdings
A 144A 01.05.19/7.750% 77,520 0.04
750,000 Chrysler Group 15.06.21/8.250% 859,091 0.46
195,000 CIT Group 144A 01.04.18/6.625% 219,131 0.12
465,000 Citigroup 31.12.49/5.950%* 433,780 0.23
1,000,000 Claire’s Stores 15.03.19/8.875% 1,030,205 0.55
500,000 Claire’s Stores 144A 15.03.19/9.000% 545,000 0.29
177