Jpmorgan Funds - Fundsupermart.com

JPMorgan Funds - US Aggregate Bond Fund
Schedule of Investments (Market Value Expressed in USD) (continued)
As at 30 June 2008
Quantity/
Nominal
Value
Name of Securities
Maturity/
Coupon
Market
Value
% of
Net
Assets
10,000 Sprint Capital 15.03.32/8.750% 9,453 0.00
400,000 Sprint Nextel 01.12.16/6.000% 339,937 0.09
100,000 State Street 15.06.10/7.650% 105,003 0.03
105,000 Textron Financial 03.02.11/5.125% 104,474 0.03
150,000 Textron Financial 28.04.13/5.400% 149,287 0.04
100,000 Toyota Motor Credit 01.08.08/2.875% 99,974 0.03
50,000 Travelers 15.05.18/5.800% 49,215 0.01
155,000 UBS Preferred Funding Trust I 01.10.10/8.622%* 155,801 0.04
75,000 Union Pacific 15.01.15/4.875% 72,221 0.02
100,000 United Parcel Service 15.01.18/5.500% 101,424 0.03
40,000 Valero Energy 15.04.32/7.500% 40,862 0.01
150,000 Verizon Communications 15.02.16/5.550% 148,146 0.04
185,000 Verizon Communications 01.04.17/5.500% 178,423 0.05
150,000 Verizon Florida - F Shares 15.01.13/6.125% 150,236 0.04
45,000 Verizon Global Funding 01.09.12/7.375% 48,348 0.01
225,000 Verizon Maryland - AShares 01.03.12/6.125% 229,708 0.06
250,000 Verizon New England - C Shares 01.10.13/4.750% 236,176 0.06
15,000 Verizon New York - B Shares 01.04.32/7.375% 15,498 0.00
200,000 Verizon Virginia - AShares 15.03.13/4.625% 193,171 0.05
40,000 Virginia Electric and Power 15.12.10/4.500% 40,293 0.01
250,000 Virginia Electric and Power 30.11.12/5.100% 250,605 0.06
140,000 Virginia Electric and Power 15.09.17/5.950% 140,842 0.04
250,000 Virginia Electric and Power 30.04.18/5.400% 244,844 0.06
380,000 Wachovia 17.02.09/3.625% 378,360 0.10
285,000 Wachovia 01.05.13/5.500% 277,082 0.07
100,000 Wachovia 15.02.14/4.875% 94,012 0.02
450,000 Wachovia 01.02.18/5.750% 415,574 0.11
250,000 Wachovia Bank NA 15.08.15/5.000% 232,155 0.06
60,000 Wal-Mart Stores 01.09.35/5.250% 53,058 0.01
45,000 Washington Mutual 15.01.10/4.200% 39,966 0.01
50,000 Washington Mutual 01.04.10/8.250% 44,174 0.01
100,000 Washington Mutual 01.11.17/7.250% 81,663 0.02
250,000 Washington Mutual
Bank/Henderson 15.06.11/6.875% 215,414 0.06
100,000 Wells Fargo & Co. 01.08.11/6.375% 104,511 0.03
500,000 Wells Fargo & Co. 23.10.12/5.250% 504,416 0.13
225,000 Wells Fargo & Co. 15.11.14/5.000% 222,575 0.06
34,156,941 8.89
UNITED KINGDOM
110,000 AstraZeneca 01.06.14/5.400% 112,361 0.03
90,000 British Telecommunications 15.12.10/8.375% 97,407 0.03
45,000 British Telecommunications 15.12.30/9.125% 54,478 0.01
35,000 RBS 30.09.31/7.648%* 34,113 0.01
200,000 Vodafone Group 15.09.15/5.000% 190,408 0.05
488,767 0.13
MEXICO
260,000 United Mexican States 16.01.13/6.375% 274,989 0.07
165,000 United Mexican States 03.03.15/6.625% 177,358 0.05
452,347 0.12
LUXEMBOURG
160,000 Telecom Italia Capital 15.11.13/5.250% 151,040 0.04
300,000 Telecom Italia Capital 30.09.14/4.950% 278,693 0.07
429,733 0.11
SPAIN
350,000 Telefonica Emisiones 04.02.13/5.855% 352,199 0.09
352,199 0.09
AUSTRALIA
55,000 BHP Billiton Finance 29.03.17/5.400% 53,139 0.02
200,000 Rio Tinto Finance USA 15.07.13/5.875% 200,373 0.05
253,512 0.07
NETHERLANDS
45,000 Deutsche Telekom International
Finance 22.07.13/5.250% 44,311 0.01
100,000 Deutsche Telekom International
Finance 15.06.30/8.250% 119,132 0.03
163,443 0.04
FRANCE
90,000 France Télécom 01.03.11/7.750% 95,860 0.02
10,000 France Télécom 01.03.31/8.500% 12,442 0.01
108,302 0.03
109
Quantity/
Nominal
Value
Name of Securities
Maturity/
Coupon
CANADA
10,000 Canadian Natural Resources 15.01.32/7.200% 10,717 0.00
60,000 Devon Financing 30.09.31/7.875% 70,713 0.02
81,430 0.02
Total Bonds 36,486,674 9.50
Total Transferable Securities Admitted to an
Official Exchange Listing
Market
Value
% of
Net
Assets
36,486,674 9.50
Transferable Securities Dealt in on Another Regulated Market
Bonds
UNITED STATES OFAMERICA
183,232 ABN Amro Mortgage 2003-7 A3 25.07.18/4.500% 173,010 0.05
50,000 Alabama Power 15.05.38/6.125% 50,723 0.01
170,000 American General Finance 15.12.17/6.900% 152,753 0.04
500,000 American Home Mortgage
Investment Trust 2005-3 2A4 25.09.35/4.848%* 403,483 0.11
150,000 American Water Capital 15.10.17/6.085% 144,029 0.04
100,000 AmeriCredit Automobile
Receivables Trust 2008-AF A3 12.12.12/5.680% 98,586 0.03
100,000 AmeriCredit Automobile
Receivables Trust 2008-AF A4 14.10.14/6.960% 98,969 0.03
150,000 ASIF Global Financing XXIII
144A 22.10.08/3.900% 150,374 0.04
49,920 Banc of America Commercial
Mortgage 2003-2 A2 11.03.41/4.342% 49,547 0.01
450,000 Banc of America Commercial
Mortgage 2005-6 ASB 10.09.47/5.352%* 436,931 0.12
329,698 Banc of America Funding 2004-2
30PO 20.09.34/0.000% 217,172 0.06
1,250,000 Banc of America Funding 2005-6
2A7 25.10.35/5.500% 1,188,817 0.31
594,526 Banc of America Funding
2005-E 4A1 20.03.35/4.106%* 590,548 0.16
66,197 Banc of America Mortgage
Securities 2003-8 APO 25.11.33/0.000% 46,624 0.01
619,884 Banc of America Mortgage
Securities 2004-5 2A2 25.06.34/5.500% 497,116 0.13
148,083 Banc of America Mortgage
Securities 2004-9 XPO 25.11.34/0.000% 93,582 0.03
600,000 Banc of America Mortgage
Securities 2004-E 2A5 25.06.34/4.112%* 578,562 0.15
550,334 Banc of America Mortgage
Securities 2004-J 3A1 25.11.34/5.069%* 538,667 0.14
95,000 Bank of America 01.10.10/4.250% 95,017 0.02
200,000 Bank of America 14.10.16/5.625% 198,401 0.05
350,000 Bank of America 01.05.18/5.650% 330,252 0.09
264,456 Bear Stearns Adjustable Rate
Mortgage Trust 2003-7 3A 25.10.33/4.928%* 257,293 0.07
1,165,249 Bear Stearns Adjustable Rate
Mortgage Trust 2006-1 A1 25.02.36/4.625%* 1,117,387 0.29
181,390 Bear Stearns Asset Backed
Securities Trust 2006-SD1 A
150,000 Bear Stearns Commercial
25.04.36/2.853%* 141,263 0.04
Mortgage Securities 2005-PWR9
AAB
360,000 Bear Stearns Commercial
11.09.42/4.804% 144,202 0.04
Mortgage Securities 2006-PW11
A4
255,051 Bear Stearns Commercial
11.03.39/5.623%* 347,031 0.09
Mortgage Securities 2006-PW14
A1 01.12.38/5.044% 253,073 0.07
100,000 Branch Banking & Trust 15.01.13/4.875% 96,493 0.03
174,755 Capital One Auto Finance Trust
2007-C A2B 17.05.10/2.891%* 172,469 0.05
100,000 Capital One Auto Finance Trust
2007-C A3A 16.04.12/5.130% 94,609 0.03
40,000 Capital One Bank 15.09.10/5.750% 39,694 0.01
368,257 Capital One Prime Auto
Receivables Trust 2007-2 A2 15.03.10/5.050% 370,560 0.10
669,667 Chase Mortgage Finance 2003-S6
A1 25.06.18/5.000% 646,946 0.17
80,000 Cisco Systems 22.02.16/5.500% 81,029 0.02
200,000 Citibank Credit Card Issuance
Trust 2005-B1 B1 15.09.10/4.400% 200,550 0.05
474,197 Citicorp Mortgage Securities
2003-10 A1 25.11.18/4.500% 447,743 0.12
1,186,454 Citicorp Mortgage Securities
2004-1 3A1 25.01.34/4.750% 1,151,372 0.30
1,985,056 Citicorp Mortgage Securities
2004-2 A1 25.03.34/5.000% 1,944,551 0.51
1,547,126 Citicorp Mortgage Securities
2004-5 2A5 25.08.34/4.500% 1,466,668 0.38