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

JPMorgan Funds - Emerging Markets Bond Fund
Schedule of Investments (Market Value Expressed in USD) (continued)
As at 30 June 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
GUATEMALA
955,000 Guatemala (Republic of) 06.06.22/5.750% 970,863 0.29
800,000 Guatemala (Republic of) 13.02.28/4.875% 731,684 0.21
1,702,547 0.50
UNITED ARAB EMIRATES
810,000 Dubai Electricity & Water
Authority 21.10.20/7.375% 910,371 0.27
580,000 Emirate of Dubai Government
International Bonds 22.06.21/5.591% 612,660 0.18
1,523,031 0.45
INDIA
1,528,000 Export-Import Bank of India 14.01.23/4.000% 1,379,371 0.41
1,379,371 0.41
ZAMBIA
1,420,000 Zambia (Republic of) 20.09.22/5.375% 1,270,453 0.37
1,270,453 0.37
EGYPT
1,385,000 Egypt (Republic of) 29.04.20/5.750% 1,112,356 0.33
1,112,356 0.33
BAHRAIN
730,000 Bahrain (Kingdom of) 05.07.22/6.125% 747,651 0.22
747,651 0.22
SLOVENIA
780,000 Slovenia (Republic of) 10.05.23/5.850% 728,138 0.21
728,138 0.21
HONDURAS
805,000 Honduras (Republic of) 15.03.24/7.500% 704,375 0.21
704,375 0.21
CAYMAN ISLANDS
470,000 Petrobras International Finance 20.01.40/6.875% 472,975 0.14
472,975 0.14
BELIZE
340,700 Belize (Government of) 20.02.38/5.000%* 197,902 0.06
197,902 0.06
Total Bonds 280,039,345 82.27
Total Transferable Securities Admitted to an
Official Exchange Listing
280,039,345 82.27
NETHERLANDS
3,115,000 Northern Lights III 16.08.19/7.000% 3,222,826 0.95
3,222,826 0.95
VENEZUELA
2,171,594 Petroleos de Venezuela 28.10.14/4.900% 2,035,435 0.60
223,333 Petroleos de Venezuela 17.11.21/9.000% 187,688 0.06
2,223,123 0.66
CHILE
550,000 Banco del Estado de Chile 08.02.22/3.875% 533,013 0.16
12,100 Chile (Republic of) 01.01.22/3.000% 573,639 0.17
535,000,000 Chile (Republic of) 01.01.22/6.000% 1,057,895 0.31
2,164,547 0.64
UNITED STATES OF AMERICA
760,000 Citigroup Funding 02.10.13/13.300% 534,128 0.16
1,441,000 Pemex Project Funding Master
Trust 15.06.35/6.625% 1,504,051 0.44
357,000 US Treasury 30.09.13/0.125% 357,049 0.10
2,395,228 0.70
URUGUAY
15,242,000 Uruguay (Republic of) 26.06.37/5.455% 1,266,263 0.37
1,266,263 0.37
TANZANIA
1,230,000 Tanzania (United Republic of) 08.03.20/6.450%* 1,240,492 0.36
1,240,492 0.36
NIGERIA
111,298,000 Nigeria (Government of) 29.06.19/16.000% 737,096 0.22
737,096 0.22
PERU
719,000 Peru (Republic of) 12.08.31/6.950% 266,635 0.08
266,635 0.08
COSTA RICA
260,000 Instituto Costarricense de
Electricidad 15.05.43/6.375% 237,344 0.07
237,344 0.07
Total Bonds 38,636,213 11.35
Total Transferable Securities Dealt in on Another
Regulated Market
38,636,213 11.35
Total Investments 318,675,558 93.62
Transferable Securities Dealt in on Another Regulated Market
Bonds
MEXICO
1,500,000 Petroleos Mexicanos 05.03.20/6.000% 1,650,885 0.48
6,795,000 Petroleos Mexicanos 21.01.21/5.500% 7,248,023 2.13
9,660,000 Petroleos Mexicanos 24.11.21/7.650% 775,132 0.23
1,100,000 Petroleos Mexicanos 24.01.22/4.875% 1,114,526 0.33
150,000 Petroleos Mexicanos 27.06.44/5.500% 134,665 0.04
Cash 17,480,609 5.14
Other Assets/(Liabilities) 4,245,743 1.24
Total Net Assets 340,401,910 100.00
* Variable coupon rates are those quoted as at 30 June 2013.
10,923,231 3.21
IRAQ
7,521,000 Iraq (Republic of) 15.01.28/5.800% 6,167,558 1.81
6,167,558 1.81
BRAZIL
1,440,000 Caixa Economica Federal 06.11.17/2.375% 1,336,730 0.39
1,600,000 Caixa Economica Federal 07.11.22/3.500% 1,360,584 0.40
1,813,000 Centrais Eletricas Brasileiras 27.10.21/5.750% 1,766,705 0.52
4,464,019 1.31
DOMINICAN REPUBLIC
1,170,000 Banco de Reservas de la
Republica Dominicana 01.02.23/7.000% 1,168,777 0.34
51,500,000 Dominican Republic 04.02.22/16.950% 1,577,819 0.46
16,400,000 Dominican Republic 04.02.28/18.500% 581,255 0.17
3,327,851 0.97
80