Jpmorgan Funds - Fundsupermart.com

JPMorgan Funds - US Aggregate Bond Fund
Schedule of Investments (Market Value Expressed in USD)
As at 30 June 2008
Quantity/
Nominal
Value
Name of Securities
Maturity/
Coupon
Market
Value
% of
Net
Assets
Transferable Securities Admitted to an Official Exchange Listing
Bonds
UNITED STATES OFAMERICA
15,000 Abbey National Capital Trust I 30.06.30/8.963%* 16,457 0.00
115,000 Alcoa 01.02.17/5.550% 108,716 0.03
95,000 Allstate Life Global Funding
Trusts 30.04.13/5.375% 94,844 0.02
150,000 American Electric Power - C
Shares 15.03.10/5.375% 151,940 0.04
285,000 American General Finance 01.10.12/5.375% 265,825 0.07
100,000 American International Group 15.05.13/4.250% 92,100 0.02
100,000 American International Group 18.10.16/5.600% 94,848 0.02
75,000 Anheuser-Busch 01.04.36/5.750% 64,284 0.02
50,000 Appalachian Power 01.05.09/6.600% 50,841 0.01
25,000 Arizona Public Service 15.05.15/4.650% 21,945 0.01
500,000 AT&T 15.01.13/4.950% 500,200 0.13
630,000 AT&T 15.09.14/5.100% 624,310 0.16
60,000 AT&T 15.06.16/5.625% 59,988 0.02
300,000 AT&T 15.01.38/6.300% 285,786 0.08
150,000 Bank of America 15.02.10/7.800% 157,897 0.04
250,000 Bank of America 15.01.11/7.400% 263,515 0.07
200,000 Baxter International 15.03.15/4.625% 192,671 0.05
100,000 Bear Stearns 25.03.09/3.250% 99,107 0.03
350,000 Bear Stearns 15.11.14/5.700% 338,842 0.09
250,000 Bear Stearns 02.10.17/6.400% 248,518 0.06
100,000 Bear Stearns 01.02.18/7.250% 105,101 0.03
200,000 BellSouth 15.09.14/5.200% 198,322 0.05
75,000 BellSouth 15.11.34/6.000% 70,247 0.02
60,000 Boeing 15.02.33/6.125% 61,618 0.02
155,000 Burlington Northern Santa Fe 15.03.09/6.125% 157,530 0.04
100,000 Burlington Northern Santa Fe 15.07.11/6.750% 104,482 0.03
100,000 Capital One Financial 15.09.11/5.700% 96,173 0.03
220,000 Capital One Financial 15.11.13/6.250% 218,574 0.06
75,000 Carolina Power & Light 15.09.13/5.125% 75,652 0.02
70,000 Caterpillar Financial Services 15.03.16/5.500% 70,260 0.02
75,000 CenterPoint Energy Houston
Electric 15.01.14/5.750% 74,952 0.02
40,000 CenterPoint Energy Resources 01.11.17/6.125% 39,362 0.01
35,000 Centex 15.05.14/5.700% 30,113 0.01
225,000 CIT Group 30.11.12/7.625% 197,872 0.05
500,000 Citigroup 29.07.09/4.250% 501,118 0.13
500,000 Citigroup 27.08.12/5.625% 496,342 0.13
150,000 Citigroup 15.09.14/5.000% 138,932 0.04
430,000 Citigroup 15.08.17/6.000% 418,401 0.11
140,000 Citigroup 21.11.17/6.125% 136,243 0.04
15,000 Citigroup 15.06.32/6.625% 14,446 0.00
60,000 Cleveland Electric Illuminating -
D Shares 01.11.17/7.880% 66,057 0.02
50,000 Coca-Cola Enterprises 01.02.12/8.500% 56,594 0.01
60,000 Columbus Southern Power 01.05.18/6.050% 60,156 0.02
300,000 Comcast Cable Communications
Holdings 15.03.13/8.375% 332,045 0.08
35,000 Connecticut Light & Power 01.05.18/5.650% 34,574 0.01
20,000 ConocoPhillips 25.05.10/8.750% 21,873 0.01
15,000 Consolidated Edison Co. of New
York 01.09.10/7.500% 15,937 0.00
55,000 Consolidated Edison Co. of New
York 01.07.12/5.625% 55,812 0.01
130,000 Countrywide Home Loans 15.07.09/5.625% 125,697 0.03
100,000 Countrywide Home Loans 22.03.11/4.000% 90,485 0.02
50,000 CSFB USA 15.11.11/6.125% 51,408 0.01
175,000 CSFB USA 15.01.12/6.500% 182,507 0.05
150,000 CSFB USA 15.01.14/5.125% 147,951 0.04
75,000 CSFB USA 15.01.15/4.875% 72,106 0.02
90,000 Daimler Finance North America 01.09.09/7.200% 92,729 0.02
100,000 Daimler Finance North America 15.01.12/7.300% 105,654 0.03
40,000 Dow Chemical 01.02.11/6.125% 41,218 0.01
360,000 Dow Chemical 01.10.12/6.000% 370,298 0.10
65,000 Dow Chemical 01.11.29/7.375% 70,938 0.02
25,000 DTE Energy 01.06.11/7.050% 25,994 0.01
100,000 Duke Energy Carolinas 01.10.08/4.200% 100,142 0.03
255,000 Duke Energy Carolinas 15.04.18/5.100% 248,849 0.06
20,000 FleetBoston Financial 01.12.09/7.375% 21,020 0.01
20,000 Florida Power 15.06.18/5.650% 20,215 0.01
35,000 Florida Power & Light 01.10.33/5.950% 34,609 0.01
40,000 FPL Group Capital 15.06.13/5.350% 40,426 0.01
100,000 General Electric Capital 15.06.09/3.250% 100,021 0.03
200,000 General Electric Capital 19.01.10/7.375% 211,210 0.04
300,000 General Electric Capital 22.02.11/6.125% 315,032 0.08
470,000 General Electric Capital 15.02.12/5.875% 487,372 0.13
230,000 General Electric Capital 15.06.12/6.000% 238,587 0.05
500,000 General Electric Capital 19.10.12/5.250% 505,286 0.13
700,000 General Electric Capital 01.05.13/4.800% 691,284 0.18
108
Quantity/
Nominal
Value
Name of Securities
Maturity/
Coupon
Market
Value
% of
Net
Assets
600,000 General Electric Capital 20.09.13/5.400% 608,988 0.16
1,100,000 General Electric Capital 09.06.14/5.650% 1,133,153 0.30
100,000 General Electric Capital 15.09.17/5.625% 99,875 0.03
1,100,000 General Electric Capital 01.05.18/5.625% 1,082,173 0.28
65,000 General Electric Capital 15.03.32/6.750% 66,029 0.02
100,000 General Electric Capital 14.01.38/5.875% 91,377 0.02
35,000 Genworth Financial 15.06.14/5.750% 34,422 0.01
10,000 Genworth Financial 15.06.34/6.500% 8,879 0.00
300,000 Golden West Financial 01.10.12/4.750% 287,508 0.07
100,000 Goldman Sachs Group 15.01.09/3.875% 100,184 0.03
90,000 Goldman Sachs Group 15.05.09/6.650% 92,174 0.02
555,000 Goldman Sachs Group 15.01.11/6.875% 579,945 0.15
525,000 Goldman Sachs Group 15.01.12/6.600% 547,042 0.14
150,000 Goldman Sachs Group 01.04.13/5.250% 150,224 0.04
125,000 Goldman Sachs Group 15.07.13/4.750% 121,508 0.03
150,000 Goldman Sachs Group 15.10.13/5.250% 148,599 0.04
235,000 Goldman Sachs Group 15.01.14/5.150% 230,673 0.06
300,000 Goldman Sachs Group 15.11.14/5.500% 299,136 0.08
150,000 Goldman Sachs Group 18.01.18/5.950% 144,366 0.04
300,000 Goldman Sachs Group 01.10.37/6.750% 277,583 0.07
175,000 Hewlett-Packard 01.03.17/5.400% 173,718 0.05
50,000 Home Depot 01.03.16/5.400% 46,235 0.01
150,000 HRPT Properties Trust 15.01.18/6.650% 137,928 0.04
35,000 HSBC Finance 15.12.08/4.125% 35,032 0.01
200,000 HSBC Finance 01.08.10/6.375% 205,860 0.05
625,000 HSBC Finance 15.10.11/6.375% 645,284 0.17
200,000 HSBC Finance 15.07.13/4.750% 193,860 0.05
500,000 HSBC Finance 15.01.14/5.250% 493,648 0.13
125,000 International Business Machines 01.08.27/6.220% 125,339 0.03
35,000 International Paper 15.01.09/4.250% 34,880 0.01
165,000 International Paper 01.04.10/4.000% 162,536 0.04
150,000 John Deere Capital 15.07.09/4.400% 151,648 0.04
45,000 John Deere Capital 03.04.18/5.350% 44,331 0.01
200,000 Kellogg 06.03.13/4.250% 194,898 0.05
25,000 Kinder Morgan Energy Partners 15.11.14/5.125% 23,847 0.01
400,000 Kraft Foods 01.02.18/6.125% 390,547 0.10
175,000 Kraft Foods 01.02.38/6.875% 171,731 0.04
15,000 Kroger 01.04.11/6.800% 15,630 0.00
180,000 Lehman Brothers Holdings 10.11.09/3.950% 175,441 0.05
310,000 Lehman Brothers Holdings 15.08.10/7.875% 316,096 0.08
75,000 Lehman Brothers Holdings 18.01.12/6.625% 74,347 0.02
250,000 Lehman Brothers Holdings 17.05.13/5.750% 236,094 0.06
75,000 Lehman Brothers Holdings 28.12.17/6.750% 70,906 0.02
30,000 Lockheed Martin 01.12.29/8.500% 36,956 0.01
125,000 Macys Retail Holdings 15.08.13/7.625% 124,073 0.03
250,000 Marathon Oil 01.10.17/6.000% 250,764 0.07
200,000 Marshall & Ilsley 01.04.11/5.350% 192,337 0.05
100,000 Merrill Lynch & Co. 15.07.08/3.125% 99,934 0.03
175,000 Merrill Lynch & Co. 15.01.09/4.125% 174,412 0.05
290,000 Merrill Lynch & Co. 15.08.12/6.050% 285,071 0.07
280,000 Merrill Lynch & Co. 25.04.13/6.150% 272,930 0.07
295,000 Merrill Lynch & Co. 15.07.14/5.450% 280,272 0.07
40,000 Merrill Lynch & Co. 15.01.15/5.000% 36,615 0.01
200,000 Merrill Lynch & Co. 28.08.17/6.400% 190,924 0.05
290,000 Merrill Lynch & Co. 25.04.18/6.875% 282,313 0.07
300,000 Monsanto 15.08.12/7.375% 325,225 0.08
550,000 Morgan Stanley 15.04.11/6.750% 569,154 0.15
300,000 Morgan Stanley 01.04.12/6.600% 306,416 0.08
300,000 Morgan Stanley 01.03.13/5.300% 294,134 0.08
150,000 Morgan Stanley 01.04.14/4.750% 137,759 0.04
300,000 New Cingular Wireless Services 01.03.11/7.875% 320,484 0.08
35,000 New Cingular Wireless Services 01.03.31/8.750% 42,075 0.01
15,000 News America Holdings 20.01.24/7.750% 16,223 0.00
80,000 Nisource Finance 01.03.13/6.150% 79,901 0.02
19,000 Norfolk Southern 17.05.25/5.590% 17,522 0.00
21,000 Norfolk Southern 15.02.31/7.250% 22,606 0.01
100,000 Northrop Grumman Systems 15.02.11/7.125% 106,595 0.03
25,000 Odyssey Re Holdings 01.11.13/7.650% 26,514 0.01
50,000 Parker Hannifin 15.05.18/5.500% 50,086 0.01
150,000 Peco Energy 01.03.18/5.350% 147,670 0.04
100,000 PNC Funding 15.11.15/5.250% 94,596 0.02
110,000 Progress Energy 15.04.12/6.850% 116,221 0.03
105,000 Protective Life Secured Trusts 24.11.08/3.700% 105,144 0.03
240,000 Protective Life Secured Trusts 07.10.09/4.000% 239,385 0.06
100,000 Protective Life Secured Trusts 01.04.11/4.000% 97,102 0.03
110,000 Prudential Financial 20.09.14/5.100% 105,735 0.03
35,000 PSEG Power 15.04.31/8.625% 42,266 0.01
55,000 Public Service Electric & Gas 01.05.18/5.300% 54,282 0.01
100,000 Regions Financial 10.12.37/7.375% 79,080 0.02
65,000 Safeway 01.11.08/4.125% 64,863 0.02
150,000 SLM 15.01.10/4.000% 140,190 0.04
20,000 SLM 15.01.13/5.375% 17,147 0.00
325,000 Sprint Capital 30.01.11/7.625% 318,529 0.08
35,000 Sprint Capital 01.05.19/6.900% 30,401 0.01