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
250,000 Claire’s Stores 144A 15.03.20/6.125% 241,250 0.13
89,000 Claire’s Stores 144A 01.06.20/7.750% 82,770 0.04
1,165,000 Clear Channel Communications 15.12.19/9.000% 1,199,950 0.64
925,000 Clear Channel Worldwide
Holdings 15.03.20/7.625% 974,464 0.52
54,000 Clear Channel Worldwide
Holdings Series A 15.11.22/6.500% 55,012 0.03
481,000 Clear Channel Worldwide
Holdings Series B 15.11.22/6.500% 493,626 0.26
17,000 Cleaver-Brooks 144A 15.12.19/8.750% 18,530 0.01
145,000 Cloud Peak Energy Resources 15.12.19/8.500% 158,050 0.08
645,000 CNG Holdings 144A 15.05.20/9.375% 595,012 0.32
145,000 CNL Lifestyle Properties 15.04.19/7.250% 150,075 0.08
345,000 Coeur Mining 01.02.21/7.875% 351,900 0.19
175,000 Community Choice Financial 01.05.19/10.750% 147,437 0.08
25,000 Community Health Systems 15.08.18/5.125% 25,996 0.01
155,000 Community Health Systems 15.11.19/8.000% 168,398 0.09
73,000 Compiler Finance Sub 144A 01.05.21/7.000% 72,817 0.04
350,000 Consol Energy 01.04.20/8.250% 380,110 0.20
466,698 Continental Airlines 2003-ERJ1
Pass Through Trust 02.07.18/7.875% 502,867 0.27
402,834 Continental Airlines 2005-ERJ1
Pass Through Trust 01.04.21/9.798% 455,454 0.24
100,000 Continental Airlines 2012-2 Class
B Pass Through Trust 29.10.20/5.500% 102,562 0.06
50,000 Continental Resources 01.04.21/7.125% 56,713 0.03
310,000 Crestview DS Merger Sub II 144A 01.09.21/10.000% 333,250 0.18
151,000 Crestwood Midstream
Partners 144A 01.03.22/6.125% 155,530 0.08
321,000 Cricket Communications 15.10.20/7.750% 367,797 0.20
70,000 Crosstex Energy 01.06.22/7.125% 79,975 0.04
60,000 Crown Americas 15.01.23/4.500% 56,100 0.03
194,000 Crown Castle International 15.01.23/5.250% 191,090 0.10
17,000 CSC Holdings 15.02.19/8.625% 20,016 0.01
121,000 CVR Refining 01.11.22/6.500% 119,487 0.06
113,000 CyrusOne 15.11.22/6.375% 117,520 0.06
105,000 Darling Escrow 144A 15.01.22/5.375% 105,656 0.06
325,556 Delta Air Lines 2012-1 Class B
Pass Through Trust 07.05.19/6.875% 349,973 0.19
355,000 Deluxe 15.03.19/7.000% 381,625 0.20
774,000 Denali Borrower 144A 15.10.20/5.625% 768,195 0.41
242,000 Diamondback Energy 144A 01.10.21/7.625% 256,520 0.14
160,000 DigitalGlobe 144A 01.02.21/5.250% 156,800 0.08
120,000 DineEquity 30.10.18/9.500% 133,436 0.07
181,000 DISH DBS 01.09.19/7.875% 207,077 0.11
740,000 DISH DBS 01.06.21/6.750% 787,464 0.42
400,000 DISH DBS 15.07.22/5.875% 400,464 0.21
147,000 DISH DBS 15.03.23/5.000% 137,812 0.07
65,000 Downstream Development
Authority of the Quapaw Tribe of
Oklahoma 144A 01.07.19/10.500% 65,975 0.04
225,000 DreamWorks Animation 144A 15.08.20/6.875% 239,063 0.13
112,000 DuPont Fabros Technology 15.09.21/5.875% 115,920 0.06
48,000 Dycom Investments 15.01.21/7.125% 51,840 0.03
273,000 Dynegy 144A 01.06.23/5.875% 259,350 0.14
20,000 E*TRADE Financial 15.11.17/6.000% 21,383 0.01
45,000 E*TRADE Financial 15.11.19/6.375% 48,510 0.03
235,000 E*TRADE Financial 01.06.16/6.750% 256,041 0.14
80,000 Eagle Spinco 144A 15.02.21/4.625% 78,700 0.04
265,000 Endo Finance 144A 15.01.22/5.750% 266,656 0.14
100,000 Endo Health Solutions 15.07.19/7.000% 107,627 0.06
100,000 Endo Health Solutions 15.12.20/7.000% 107,875 0.06
85,000 Endo Health Solutions 15.01.22/7.250% 91,444 0.05
206,000 Energy Future Intermediate
Holding 144A 15.08.17/6.875% 213,983 0.11
66,000 Energy Future Intermediate
Holding 144A 01.03.22/12.250% 77,880 0.04
250,000 Energy Transfer Equity 15.01.24/5.875% 249,315 0.13
394,000 Energy XXI Gulf Coast 144A 15.12.21/7.500% 412,715 0.22
68,000 Envision Healthcare 01.06.19/8.125% 73,950 0.04
63,000 EP Energy 01.05.19/6.875% 67,887 0.04
485,000 EP Energy 01.09.22/7.750% 544,413 0.29
113,000 EP Energy 01.05.20/9.375% 130,514 0.07
157,929 EPE Holdings 144A 15.12.17/8.875% 163,062 0.09
37,000 Equinix 15.07.21/7.000% 40,573 0.02
200,000 Felcor Lodging 01.06.19/6.750% 214,096 0.11
101,000 Ferrellgas 01.05.21/6.500% 103,525 0.06
68,000 Ferrellgas 144A 15.01.22/6.750% 69,360 0.04
68,000 Fidelity & Guaranty Life Holdings
144A 01.04.21/6.375% 71,740 0.04
348,000 First Data 15.01.21/12.625% 409,307 0.22
160,000 First Data 144A 15.06.19/7.375% 171,200 0.09
535,000 First Data 144A 01.11.20/6.750% 559,075 0.30
595,000 First Data 144A 15.01.21/8.250% 635,906 0.34
82,000 First Data 144A 15.01.21/11.250% 90,918 0.05
100,000 First Data 144A 15.06.21/10.625% 108,875 0.06
484,000 First Data 144A 15.08.21/11.750% 513,040 0.28
180,000 First Data 144A 15.01.22/8.750% 193,050 0.10
79,000 Freescale Semiconductor 01.02.20/8.050% 85,320 0.05
130,000 Freescale Semiconductor 144A 15.05.21/5.000% 126,750 0.07
80,000 Freescale Semiconductor 144A 15.01.22/6.000% 81,200 0.04
100,000 Fresenius Medical Care US
Finance 144A 15.02.21/5.750% 106,500 0.06
225,000 Fresenius Medical Care US
Finance II 144A 31.01.22/5.875% 238,500 0.13
10,000 Frontier Communications 15.04.22/8.750% 11,155 0.01
300,000 Frontier Communications 01.07.21/9.250% 347,586 0.19
125,000 Gannett 144A 15.07.20/5.125% 127,813 0.07
130,000 Gannett 144A 15.10.23/6.375% 134,875 0.07
150,000 General Motors Financial 144A 15.08.17/4.750% 159,938 0.09
17,000 General Motors Financial 144A 15.05.18/3.250% 17,043 0.01
75,000 Genesis Energy 15.02.21/5.750% 75,750 0.04
120,000 Genesis Energy 15.12.18/7.875% 129,940 0.07
300,000 GenOn Energy 15.10.18/9.500% 341,250 0.18
1,300,000 GenOn Energy 15.10.20/9.875% 1,450,462 0.78
179,000 Goodman Networks 144A 01.07.18/12.125% 189,740 0.10
180,000 Goodman Networks 144A 01.07.18/13.125% 190,800 0.10
300,000 Goodyear Tire & Rubber 15.08.20/8.250% 336,480 0.18
475,000 Goodyear Tire & Rubber 15.05.22/7.000% 513,755 0.28
125,000 Graton Economic Development
Authority 144A 01.09.19/9.625% 145,625 0.08
425,000 Gray Television 01.10.20/7.500% 452,625 0.24
60,000 Griffon 01.04.18/7.125% 64,050 0.03
120,000 Gymboree 01.12.18/9.125% 111,243 0.06
300,000 H&E Equipment Services 01.09.22/7.000% 328,500 0.18
283,000 Halcon Resources 144A 15.02.22/9.250% 289,368 0.16
81,000 Halcon Resources 144A 15.07.20/9.750% 84,544 0.05
295,000 Harland Clarke Holdings 15.05.15/6.000%* 295,738 0.16
163,000 Harland Clarke Holdings 15.05.15/9.500% 163,917 0.09
415,000 Harland Clarke Holdings 144A 01.08.18/9.750% 451,831 0.24
175,000 Harron Communications 144A 01.04.20/9.125% 194,688 0.10
588,000 Hawk Acquisition Sub 144A 15.10.20/4.250% 569,625 0.31
225,000 HD Supply 15.04.19/8.125% 252,000 0.14
240,000 HD Supply 15.07.20/7.500% 259,800 0.14
111,000 Headwaters 144A 15.01.19/7.250% 114,608 0.06
46,000 Health Management Associates 15.01.20/7.375% 51,635 0.03
125,000 Healthcare Technology
Intermediate 144A 01.09.18/7.375% 130,313 0.07
307,000 Hecla Mining 144A 01.05.21/6.875% 296,255 0.16
23,000 Hertz 01.04.18/4.250% 23,633 0.01
150,000 Hertz 15.04.19/6.750% 161,755 0.09
155,000 Hertz 15.01.21/7.375% 170,044 0.09
100,000 Hertz 15.10.22/6.250% 102,993 0.06
318,000 Hiland Partners 144A 01.10.20/7.250% 342,645 0.18
625,000 Hilcorp Energy I 144A 15.04.21/7.625% 678,125 0.36
350,000 Hilton Worldwide Finance 144A 15.10.21/5.625% 363,781 0.20
140,000 Holly Energy Partners 15.03.18/8.250% 148,400 0.08
235,000 Hologic 01.08.20/6.250% 249,100 0.13
200,000 HT Intermediate Holdings 144A 15.05.19/12.000% 199,000 0.11
375,000 Huntsman International 15.11.20/4.875% 370,365 0.20
35,000 IAC 144A 30.11.18/4.875% 35,788 0.02
300,000 IASIS Healthcare 15.05.19/8.375% 318,588 0.17
240,000 iGATE 01.05.16/9.000% 256,500 0.14
197,000 Igloo Holdings 144A 15.12.17/8.250% 200,940 0.11
735,000 ILFC E-Capital Trust I 144A 21.12.65/5.460%* 679,875 0.36
300,000 ILFC E-Capital Trust II 144A 21.12.65/6.250%* 285,000 0.15
60,000 IMS Health 144A 01.11.20/6.000% 63,600 0.03
162,000 Infor US 01.04.19/9.375% 183,060 0.10
165,000 Ingles Markets 15.06.23/5.750% 162,113 0.09
347,000 International Wire Group
Holdings 144A 15.10.17/8.500% 370,423 0.20
140,000 inVentiv Health 144A 15.01.18/9.000% 147,350 0.08
172,000 inVentiv Health 144A Aug 2010 15.08.18/11.000% 151,790 0.08
457,000 inVentiv Health 144A Jul 2011 15.08.18/11.000% 402,160 0.22
75,000 Isle of Capri Casinos 15.03.21/5.875% 74,094 0.04
238,000 Isle of Capri Casinos 15.03.19/7.750% 258,468 0.14
1,050,000 J Crew Group 01.03.19/8.125% 1,106,438 0.59
40,000 Jaguar Holding I 144A 15.10.17/9.375% 42,500 0.02
280,000 JB Poindexter & Co. 144A 01.04.22/9.000% 300,300 0.16
325,000 JBS USA 144A 01.02.20/8.250% 354,250 0.19
384,000 JBS USA 144A 01.06.21/7.250% 401,236 0.22
200,000 Jefferies Finance 144A 01.04.20/7.375% 209,000 0.11
65,000 JM Huber 144A 01.11.19/9.875% 74,994 0.04
120,000 JMC Steel Group 144A 15.03.18/8.250% 121,650 0.07
50,000 Jo-Ann Stores Holdings 144A 15.10.19/9.750% 52,500 0.03
106,000 K Hovnanian Enterprises 144A 15.10.20/7.250% 114,480 0.06
120,000 K Hovnanian Enterprises 144A 15.11.20/9.125% 132,600 0.07
100,000 Kaiser Aluminum 01.06.20/8.250% 113,500 0.06
360,000 Lamar Media 01.02.22/5.875% 370,800 0.20
58,000 Laredo Petroleum 01.05.22/7.375% 63,220 0.03
40,000 Lender Processing Services 15.04.23/5.750% 41,650 0.02
1,700,000 Level 3 Communications 01.02.19/11.875% 1,967,750 1.06
470,000 Level 3 Communications 01.06.19/8.875% 514,650 0.28
178