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
52,000 Level 3 Financing 01.07.19/8.125% 56,934 0.03
625,000 Level 3 Financing 01.04.19/9.375% 702,344 0.38
50,000 Level 3 Financing 144A 15.01.18/3.846%* 50,500 0.03
250,000 Level 3 Financing 144A 15.01.21/6.125% 253,125 0.14
100,000 Liberty Interactive 01.02.30/8.250% 106,146 0.06
685,000 Liberty Mutual Group 144A 15.03.37/7.800% 739,800 0.40
195,000 Liberty Tire Recycling 144A 01.10.16/11.000% 196,463 0.11
100,000 LifePoint Hospitals 01.10.20/6.625% 107,000 0.06
100,000 LifePoint Hospitals 144A 01.12.21/5.500% 101,250 0.05
175,000 LIN Television 15.04.18/8.375% 185,500 0.10
116,000 Live Nation Entertainment 144A 01.09.20/7.000% 126,440 0.07
205,000 LSB Industries 144A 01.08.19/7.750% 215,763 0.12
181,000 M/I Homes 15.11.18/8.625% 196,838 0.11
40,000 Magnachip Semiconductor 15.07.21/6.625% 41,000 0.02
175,000 MarkWest Energy Partners 15.02.23/5.500% 177,188 0.10
156,000 Martin Midstream Partners 15.02.21/7.250% 159,900 0.09
155,000 McGraw-Hill Global Education
Holdings 144A 01.04.21/9.750% 171,275 0.09
151,000 Mediacom 15.08.19/9.125% 164,024 0.09
75,000 Memorial Resource
Development 144A 15.12.18/10.000% 74,813 0.04
8,000 Meritage Homes 144A 15.04.20/7.150% 8,680 0.00
456,000 MetroPCS Wireless 144A 01.04.21/6.250% 473,670 0.25
306,000 MetroPCS Wireless 144A 01.04.23/6.625% 315,563 0.17
400,000 MGM Resorts International 01.10.20/6.750% 432,710 0.23
290,000 MGM Resorts International 01.11.16/10.000% 351,109 0.19
100,000 Michael Foods Group 15.07.18/9.750% 108,995 0.06
30,000 Midstates Petroleum 01.10.20/10.750% 32,738 0.02
480,000 Milacron 144A 15.02.21/7.750% 505,200 0.27
190,000 MPH Intermediate Holding 144A 01.08.18/8.375% 198,075 0.11
450,000 MultiPlan 144A 01.09.18/9.875% 497,250 0.27
332,000 Mustang Merger 144A 15.08.21/8.500% 358,560 0.19
49,000 NAI Entertainment
Holdings 144A 01.08.18/5.000% 50,838 0.03
645,000 National Mentor Holdings 144A 15.02.18/12.500% 693,375 0.37
15,000 Nationstar Mortgage 01.05.19/9.625% 16,950 0.01
38,000 Nationstar Mortgage 01.10.20/7.875% 39,710 0.02
52,000 Nationstar Mortgage 01.07.21/6.500% 49,825 0.03
15,000 NCR Escrow 144A 15.12.21/5.875% 15,338 0.01
40,000 NCR Escrow 144A 15.12.23/6.375% 41,000 0.02
211,000 Neiman Marcus Group 144A 15.10.21/8.000% 221,023 0.12
75,000 Neuberger Berman Group 144A 15.03.20/5.625% 79,219 0.04
170,629 NewPage 31.12.14/11.375% 63,133 0.03
316,000 Nexstar Broadcasting 15.11.20/6.875% 339,700 0.18
105,000 NGL Energy Partners 144A 15.10.21/6.875% 108,150 0.06
580,000 NII Capital 01.04.21/7.625% 233,511 0.13
144,000 Nortek 15.04.21/8.500% 160,200 0.09
124,503 Northwest Airlines 2007-1 Class
A Pass Through Trust 01.11.19/7.027% 138,198 0.07
151,000 NRG Energy 15.03.23/6.625% 152,909 0.08
100,000 NRG Energy 15.05.21/7.875% 110,943 0.06
125,000 Nuance Communications 144A 15.08.20/5.375% 122,813 0.07
150,000 Oasis Petroleum 144A 15.03.22/6.875% 160,125 0.09
170,000 Oil States International 01.06.19/6.500% 181,688 0.10
75,000 Omnova Solutions 01.11.18/7.875% 81,000 0.04
249,000 Onex USI Acquisition 144A 15.01.21/7.750% 255,225 0.14
95,000 Oppenheimer Holdings 15.04.18/8.750% 102,125 0.05
140,000 PAETEC Holding 01.12.18/9.875% 157,150 0.08
175,000 Par Pharmaceutical 15.10.20/7.375% 182,438 0.10
184,000 Parker Drilling 144A 01.08.20/7.500% 193,890 0.10
73,000 Party City Holdings 01.08.20/8.875% 82,125 0.04
60,000 Patriot Merger 144A 15.07.21/9.000% 63,300 0.03
100,000 PC Nextco Holdings 144A 15.08.19/8.750% 103,000 0.06
60,000 Penn National Gaming 144A 01.11.21/5.875% 59,400 0.03
17,000 Penn Virginia Resource Partners 01.06.20/8.375% 18,881 0.01
54,000 Penn Virginia Resource
Partners 144A 15.05.21/6.500% 56,160 0.03
8,000 Penske Automotive Group 01.10.22/5.750% 8,180 0.00
118,000 PetroLogistics 144A 01.04.20/6.250% 118,885 0.06
53,000 PH Glatfelter 15.10.20/5.375% 54,590 0.03
460,000 Pilgrim’s Pride 15.12.18/7.875% 502,550 0.27
185,000 Pioneer Drilling 15.03.18/9.875% 197,025 0.11
156,000 Pittsburgh Glass Works 144A 15.11.18/8.000% 164,970 0.09
502,000 PolyOne 15.03.23/5.250% 490,705 0.26
433,000 Post Holdings 144A 01.12.21/6.750% 447,073 0.24
115,000 Prestige Brands 144A 15.12.21/5.375% 116,725 0.06
120,000 Prince Mineral Holding 144A 15.12.19/11.500% 134,100 0.07
53,000 Provident Funding Associates
144A 15.06.21/6.750% 53,000 0.03
77,000 Prudential Financial 15.06.43/5.625%* 75,862 0.04
167,000 QEP Resources 01.05.23/5.250% 156,804 0.08
45,000 Quiksilver 144A 01.08.18/7.875% 49,050 0.03
379,000 Radio Systems 144A 01.11.19/8.375% 416,900 0.22
265,000 Rain CII Carbon 144A 01.12.18/8.000% 275,600 0.15
80,000 RCN Telecom Services 144A 15.08.20/8.500% 81,200 0.04
99,000 Regal Entertainment Group 01.02.25/5.750% 94,100 0.05
60,000 Regency Energy Partners 15.04.23/5.500% 58,908 0.03
179
21,000 Resolute Forest Products 144A 15.05.23/5.875% 19,425 0.01
75,000 Revlon Consumer Products 144A 15.02.21/5.750% 74,250 0.04
100,000 Reynolds Group Issuer 15.02.21/8.250% 106,525 0.06
250,000 Reynolds Group Issuer 15.05.18/8.500% 263,778 0.14
69,000 RHP Hotel Properties 15.04.21/5.000% 68,483 0.04
115,000 Rite Aid 15.06.21/6.750% 121,038 0.06
236,000 Rivers Pittsburgh Borrower 144A 15.06.19/9.500% 260,190 0.14
148,000 ROC Finance 144A 01.09.18/12.125% 150,960 0.08
50,000 Rockies Express Pipeline 144A 15.01.19/6.000% 46,500 0.02
209,000 Roofing Supply Group 144A 01.06.20/10.000% 236,170 0.13
393,000 Rosetta Resources 01.05.21/5.625% 394,440 0.21
123,000 Rosetta Resources 01.06.22/5.875% 122,231 0.07
34,000 RR Donnelley & Sons 15.05.18/7.250% 38,652 0.02
20,000 RR Donnelley & Sons 15.03.21/7.875% 22,177 0.01
60,000 RR Donnelley & Sons 15.02.22/7.000% 64,442 0.03
115,000 RR Donnelley & Sons 15.11.23/6.500% 116,056 0.06
35,000 Ryerson 15.10.17/9.000% 37,144 0.02
170,000 Sabine Oil & Gas 15.02.17/9.750% 177,650 0.10
200,000 Sabine Pass Liquefaction 144A 01.02.21/5.625% 196,500 0.11
132,000 Sabine Pass Liquefaction 144A 15.04.23/5.625% 123,420 0.07
75,000 Sabre 144A 15.05.19/8.500% 83,531 0.04
170,000 Salix Pharmaceuticals 144A 15.01.21/6.000% 174,675 0.09
505,000 Samson Investment 144A 15.02.20/10.500% 554,238 0.30
100,000 Sealed Air 144A 15.09.19/8.125% 112,500 0.06
175,000 Sealed Air 144A 01.12.20/6.500% 188,125 0.10
115,000 Sealed Air 144A 15.09.21/8.375% 131,100 0.07
33,000 Sealed Air 144A 01.04.23/5.250% 32,258 0.02
25,000 Sears Holdings 15.10.18/6.625% 22,721 0.01
62,000 SemGroup 144A 15.06.21/7.500% 65,875 0.04
215,000 Seminole Hard Rock
Entertainment 144A 15.05.21/5.875% 211,775 0.11
400,000 Seneca Gaming 144A 01.12.18/8.250% 432,000 0.23
362,000 Serta Simmons Holdings 144A 01.10.20/8.125% 391,865 0.21
25,000 Service Corp. International 144A 15.01.22/5.375% 25,438 0.01
135,000 SESI 15.12.21/7.125% 151,200 0.08
16,000 Shearer’s Foods/Chip Fin 144A 01.11.19/9.000% 16,960 0.01
235,000 Shingle Springs Tribal Gaming
Authority 144A 01.09.21/9.750% 254,975 0.14
165,000 Sinclair Television Group 01.04.21/5.375% 163,350 0.09
210,000 Sinclair Television Group 01.10.22/6.125% 213,150 0.11
70,000 Sinclair Television Group 144A 01.11.21/6.375% 72,800 0.04
153,000 Sirius XM Holdings 144A 15.05.20/4.250% 144,968 0.08
45,000 Sirius XM Holdings 144A 01.10.20/5.875% 46,013 0.02
305,000 Sirius XM Holdings 144A 15.08.22/5.250% 309,575 0.17
153,000 Sirius XM Holdings 144A 15.05.23/4.625% 138,848 0.07
443,000 Sitel 01.04.18/11.500% 393,163 0.21
277,000 Sitel 144A 01.08.17/11.000% 297,775 0.16
295,000 Six Flags Entertainment 144A 15.01.21/5.250% 289,100 0.16
200,000 SM Energy 15.11.21/6.500% 213,000 0.11
510,000 SM Energy 01.01.23/6.500% 537,413 0.29
140,000 SM Energy 144A 15.01.24/5.000% 134,050 0.07
257,000 Spectrum Brands 15.03.20/6.750% 277,560 0.15
72,000 Spectrum Brands Escrow 144A 15.11.22/6.625% 76,680 0.04
75,000 Speedy Cash Intermediate
Holdings 144A 15.05.18/10.750% 79,125 0.04
226,000 Sprint 144A 15.09.21/7.250% 243,515 0.13
624,000 Sprint 144A 15.09.23/7.875% 670,800 0.36
142,000 Sprint 144A 15.06.24/7.125% 144,130 0.08
553,000 Sprint Communications 144A 01.03.20/7.000% 619,360 0.33
95,000 Standard Pacific 15.01.21/8.375% 110,423 0.06
395,000 Station Casinos 01.03.21/7.500% 422,650 0.23
76,000 Steel Dynamics 15.08.19/6.125% 82,856 0.04
30,000 Steel Dynamics 15.03.20/7.625% 32,657 0.02
101,000 Steel Dynamics 15.08.22/6.375% 109,639 0.06
70,000 Steel Dynamics 15.04.23/5.250% 70,350 0.04
31,000 Suburban Propane Partners 01.08.21/7.375% 33,945 0.02
43,000 Summit Midstream
Holdings 144A 01.07.21/7.500% 45,150 0.02
470,000 Sun Merger Sub 144A 01.08.18/5.250% 492,325 0.26
30,000 Sun Merger Sub 144A 01.08.21/5.875% 30,825 0.02
135,000 SunGard Data Systems 01.11.19/6.625% 142,425 0.08
110,000 SunGard Data Systems 15.11.20/7.625% 120,450 0.06
308,000 Swift Energy 01.03.22/7.875% 308,068 0.17
235,000 Talos Production 144A 15.02.18/9.750% 241,463 0.13
135,000 Targa Resources Partners 01.02.21/6.875% 145,800 0.08
138,000 Taylor Morrison
Communities 144A 15.04.20/7.750% 152,490 0.08
75,000 Taylor Morrison
Communities 144A 15.04.21/5.250% 73,125 0.04
105,000 Tenet Healthcare 01.10.21/4.375% 98,700 0.05
95,000 Tenet Healthcare 01.04.21/4.500% 90,926 0.05
360,000 Tenet Healthcare 01.04.22/8.125% 388,667 0.21
178,000 Tenet Healthcare 144A 01.10.20/6.000% 186,121 0.10
115,000 T-Mobile USA 144A 01.09.18/5.250% 121,469 0.07
380,000 Tops Holding 144A 15.12.17/8.875% 418,950 0.22
120,000 Toys R US-Delaware 144A 01.09.16/7.375% 110,700 0.06
50,000 Triumph Group 01.04.21/4.875% 48,675 0.03