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

JPMorgan Funds - Emerging Markets Local Currency Debt Fund
Schedule of Investments (Market Value Expressed in USD)
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
Transferable Securities Admitted to an Official Exchange Listing
Bonds
SOUTH AFRICA
483,000,000 South Africa (Republic of) 15.09.15/13.500% 51,493,091 1.63
407,000,000 South Africa (Republic of) 15.09.17/8.250% 40,512,042 1.28
352,330,000 South Africa (Republic of) 31.03.21/6.750% 31,960,358 1.01
468,300,000 South Africa (Republic of) 28.02.23/7.750% 44,294,919 1.40
553,565,525 South Africa (Republic of) 21.12.26/10.500% 62,170,638 1.97
676,503,349 South Africa (Republic of) 28.02.31/7.000% 54,119,428 1.71
189,200,697 South Africa (Republic of) 31.03.36/6.250% 13,249,666 0.42
558,041,558 South Africa (Republic of) 28.02.48/8.750% 50,716,843 1.61
348,516,985 11.03
RUSSIA
9,474,000 Russia (Republic of) 15.07.15/6.880% 291,740 0.01
1,349,901,000 Russia (Republic of) 20.01.16/7.350% 42,061,632 1.33
308,000 Russia (Republic of) 03.08.16/6.900% 9,465 0.00
1,124,894,000 Russia (Republic of) 19.04.17/7.400% 34,953,028 1.11
2,265,060,000 Russia (Republic of) 15.03.18/7.500% 70,608,148 2.23
499,800,000 Russia (Republic of) 27.02.19/7.500% 15,515,473 0.49
793,769,000 Russia (Republic of) 14.04.21/7.600% 24,491,435 0.77
2,478,445,000 Russia (Republic of) 20.07.22/7.600% 75,830,189 2.40
1,085,100,000 Russia (Republic of) 25.01.23/7.000% 31,869,915 1.01
1,355,400,000 Russia (Republic of) 19.01.28/7.050% 38,405,930 1.22
334,036,955 10.57
BRAZIL
161,000 Brazil (Republic of) 01.01.14/10.000% 71,638,611 2.27
94,700 Brazil (Republic of) 01.01.15/10.000% 41,914,075 1.33
211,976 Brazil (Republic of) 01.01.17/10.000% 89,512,358 2.83
73,000 Brazil (Republic of) 01.01.21/10.000% 28,506,156 0.90
66,082 Brazil (Republic of) 01.01.23/10.000% 25,093,940 0.79
16,052,000 Brazil (Republic of) 05.01.24/8.500% 5,944,220 0.19
262,609,360 8.31
TURKEY
43,670,000 Turkey (Republic of) 07.01.15/6.500% 19,951,537 0.64
8 Turkey (Republic of) 11.02.15/4.500% 5 0.00
214,400,000 Turkey (Republic of) 08.03.17/9.000% 98,480,939 3.12
81,386,000 Turkey (Republic of) 15.01.20/10.500% 39,310,423 1.24
52,979,000 Turkey (Republic of) 12.01.22/9.500% 24,104,059 0.76
17,864,905 Turkey (Republic of) 23.02.22/3.000% 9,270,582 0.29
73,072,602 Turkey (Republic of) 14.09.22/8.500% 31,257,554 0.99 CHILE
77,055,000 Turkey (Republic of) 08.03.23/7.100% 29,910,964 0.95
5,570,000 Mexico (United Mexican States) 14.12.17/7.750% 46,964,922 1.50
2,466,100 Mexico (United Mexican States) 10.06.21/6.500% 19,401,207 0.61
163,200 Mexico (United Mexican States) 09.06.22/6.500% 1,260,974 0.04
3,296,040 Mexico (United Mexican States) 05.12.24/10.000% 32,278,291 1.02
1,610,000 Mexico (United Mexican States) 29.05.31/7.750% 12,927,061 0.41
2,565,611 Mexico (United Mexican States) 20.11.36/10.000% 24,989,995 0.79
18,400 Mexico (United Mexican States) 18.11.38/8.500% 155,380 0.01
2,423,000 Mexico (United Mexican States) 13.11.42/7.750% 18,974,898 0.60
180,160,000 Red de Carreteras de
Occidente 10.06.28/9.000% 12,431,019 0.39
193,245,044 6.13
THAILAND
4,160,000 Thailand (Government of) 22.05.15/3.625% 128,655 0.00
8,060,000 Thailand (Government of) 16.06.17/3.250% 247,770 0.01
611,431,000 Thailand (Government of) 08.03.19/3.450% 18,658,463 0.59
1,776,630,000 Thailand (Government of) 13.06.19/3.875% 55,448,936 1.76
1,892,439,000 Thailand (Government of) 17.12.21/3.650% 57,339,749 1.82
1,284,200,000 Thailand (Government of) 16.06.23/3.625% 38,372,029 1.21
576,440,000 Thailand (Government of) 17.12.27/3.580% 16,595,079 0.52
212,100,000 Thailand (Government of) 12.03.28/1.250% 5,624,948 0.18
192,415,629 6.09
HUNGARY
39,490,000 Hungary (Government of) 12.02.15/8.000% 193,706 0.01
3,886,690,000 Hungary (Government of) 12.02.16/5.500% 18,763,060 0.59
11,399,360,000 Hungary (Government of) 22.12.16/5.500% 55,231,382 1.75
10,652,100,000 Hungary (Government of) 24.11.17/6.750% 53,784,951 1.70
4,208,210,000 Hungary (Government of) 20.12.18/5.500% 20,292,095 0.64
41,190,000 Hungary (Government of) 24.06.19/6.500% 207,260 0.01
3,555,000,000 Hungary (Government of) 12.11.20/7.500% 18,684,057 0.59
2,051,280,000 Hungary (Government of) 24.06.22/7.000% 10,457,385 0.33
1,984,810,000 Hungary (Government of) 24.11.23/6.000% 9,499,453 0.30
187,113,349 5.92
COLOMBIA
225,000,000 Colombia (Republic of) 22.10.15/12.000% 131,135 0.00
53,422,000,000 Colombia (Republic of) 14.04.21/7.750% 30,599,522 0.97
57,067,000,000 Colombia (Republic of) 21.03.23/4.375% 26,332,243 0.84
6,207,000,000 Colombia (Republic of) 28.06.27/9.850% 4,054,759 0.13
7,600,000,000 Empresas Publicas de Medellin 01.02.21/8.375% 4,130,983 0.13
65,248,642 2.07
1,250,000 Chile (Republic of) 01.07.17/3.000% 57,964,793 1.84
2,521,500,000 Chile (Republic of) 05.08.20/5.500% 4,886,686 0.14
252,286,063 7.99
POLAND
62,851,479 1.98
190,220,000 Poland (Government of) 25.04.15/5.500% 65,522,964 2.07 BRAZIL
79,795,000 Poland (Government of) 24.10.15/6.250% 28,136,324 0.89
86,004 Brazil (Republic of) 01.01.15/0.000% 32,988,494 1.04
102,600,000 Poland (Government of) 25.04.16/5.000% 35,599,122 1.13
56,095,000 Poland (Government of) 25.10.17/5.250% 19,885,870 0.63
32,988,494 1.04
40,000,000 Poland (Government of) 25.10.19/5.500% 14,449,545 0.46
INDIA
225,951,000 Poland (Government of) 23.09.22/5.750% 83,053,864 2.63
1,700,000,000 India (Government of) 25.11.23/8.830% 27,631,838 0.87
246,647,689 7.81
27,631,838 0.87
INDONESIA
ROMANIA
267,000,000 Indonesia (Republic of) 15.06.15/9.500% 22,473 0.00
180,000 Romania (Republic of) 26.10.15/5.800% 57,685 0.00
150,290,000,000 Indonesia (Republic of) 15.09.16/7.375% 12,110,628 0.38
220,000 Romania (Republic of) 26.07.17/5.900% 70,859 0.00
72,200,000,000 Indonesia (Republic of) 15.11.20/11.000% 6,729,005 0.21
49,050,000 Romania (Republic of) 29.04.20/5.750% 15,675,952 0.50
1,012,000,000 Indonesia (Republic of) 15.06.21/12.800% 102,584 0.00
33,490,000 Romania (Republic of) 26.04.23/5.850% 10,690,725 0.34
278,200,000,000 Indonesia (Republic of) 15.07.21/8.250% 22,647,098 0.72
2,196,000,000 Indonesia (Republic of) 15.05.22/7.000% 164,485 0.01
74,000,000,000 Indonesia (Republic of) 15.06.22/12.900% 7,610,141 0.24
26,495,221 0.84
105,200,000,000 Indonesia (Republic of) 15.07.22/10.250% 9,487,161 0.30 NIGERIA
133,800,000,000 Indonesia (Republic of) 15.05.23/5.625% 9,044,244 0.29 13,640,000 Nigeria (Federal Republic of) 23.04.15/4.000% 75,550 0.00
115,900,000,000 Indonesia (Republic of) 15.03.24/8.375% 9,484,238 0.30 892,000,000 Nigeria (Federal Republic of) 29.06.19/16.000% 6,161,959 0.20
124,900,000,000 Indonesia (Republic of) 15.09.25/11.000% 11,870,873 0.38 2,175,077,000 Nigeria (Federal Republic of) 27.01.22/16.390% 15,548,059 0.49
43,300,000,000 Indonesia (Republic of) 15.09.26/8.375% 3,398,715 0.11
29,636,000,000 Indonesia (Republic of) 15.05.28/6.125% 1,870,897 0.06
21,785,568 0.69
133,800,000,000 Indonesia (Republic of) 15.03.29/9.000% 10,975,733 0.35
UNITED KINGDOM
91,492,000,000 Indonesia (Republic of) 15.08.30/10.500% 8,442,841 0.27 8,920,000 Standard Bank 28.10.15/21.000% 7,446,416 0.24
159,600,000,000 Indonesia (Republic of) 15.07.31/9.500% 13,665,055 0.43 3,390,000 Standard Bank 07.06.17/26.000%* 2,300,793 0.07
840,125,000,000 Indonesia (Republic of) 15.06.32/8.250% 64,250,392 2.03 2,510,000 Standard Bank 07.06.17/26.000% 1,826,025 0.06
360,645,000,000 Indonesia (Republic of) 15.05.33/6.625% 23,085,358 0.73
236,300,000,000 Indonesia (Republic of) 15.03.34/8.375% 18,382,185 0.58
11,573,234 0.37
233,344,106 7.39 UNITED STATES OF AMERICA
4,225,000 Citigroup 26.05.15/24.000% 2,975,245 0.10
MEXICO
8,918,000,000 Citigroup 27.07.20/11.000% 5,804,098 0.18
57,340,000 Grupo Televisa 14.05.43/7.250% 3,609,885 0.11
23,500 Mexico (United Mexican States) 16.06.16/6.250% 189,029 0.01
20,800 Mexico (United Mexican States) 15.12.16/7.250% 171,568 0.01
8,779,343 0.28
2,574,000 Mexico (United Mexican States) 15.06.17/5.000% 19,890,815 0.63
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