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
1,265,976 Citicorp Mortgage Securities
2004-8 1A1 25.10.34/5.500% 1,219,366 0.32
955,121 Citicorp Mortgage Securities
2004-8 2A2 25.10.34/4.750% 882,112 0.23
1,340,767 Citicorp Mortgage Securities
2005-3 2A2 25.04.20/5.000% 1,244,728 0.32
1,000,000 Citicorp Mortgage Securities
2006-4 1A2 25.08.36/6.000% 926,470 0.24
271,251 Citigroup Commercial Mortgage
Trust 2006-C4 A1 15.03.49/5.915%* 273,692 0.07
37,321 Citigroup Mortgage Loan Trust
2003-UP3 A3 25.09.33/7.000% 36,707 0.01
200,000 CNH Equipment Trust 2007-A
A3 15.10.10/4.990% 201,411 0.05
100,000 CNH Equipment Trust 2008-B
A4A 17.11.14/5.600% 99,281 0.03
400,000 Comcast 15.03.11/5.500% 401,067 0.11
275,000 Comcast 15.03.16/5.900% 272,099 0.07
150,000 Comcast Cable Holdings 01.02.12/9.800% 170,071 0.04
100,000 Comcast Holdings 15.07.12/10.625% 114,908 0.03
60,000 Commercial Mortgage Pass
Through Certificates 2004-LB4A
A4 15.10.37/4.584% 58,010 0.02
200,000 Continental Airlines 02.10.10/7.487% 193,761 0.05
935,026 Countrywide Alternative Loan
Trust 2002-18 A2 25.02.33/5.250% 905,604 0.24
750,000 Countrywide Alternative Loan
Trust 2004-18CB 2A4 25.09.34/5.700% 466,350 0.12
150,672 Countrywide Alternative Loan
Trust 2004-28CB 3A1 25.01.35/6.000% 137,074 0.04
897,449 Countrywide Alternative Loan
Trust 2004-2CB 1A9 25.03.34/5.750% 690,910 0.18
179,971 Countrywide Alternative Loan
Trust 2005-26CB A10 25.07.35/8.550%* 177,903 0.05
600,000 Countrywide Alternative Loan
Trust 2005-28CB 1A4 25.08.35/5.500% 493,563 0.13
1,000,000 Countrywide Alternative Loan
Trust 2005-54CB 1A11 25.11.35/5.500% 876,068 0.23
203,390 Countrywide Alternative Loan
Trust 2005-5R A1 25.12.18/5.250% 196,534 0.05
959,349 Countrywide Alternative Loan
Trust 2005-J1 1A4 25.02.35/2.618%* 28,021 0.01
434,000 Countrywide Alternative Loan
Trust 2007-21CB 1A5 25.09.37/6.000% 272,665 0.07
659,590 Countrywide Home Loan
Mortgage Pass Through Trust
2005-22 2A1 25.11.35/5.253%* 602,135 0.16
227,256 Countrywide Home Loan
Mortgage Pass Through Trust
2003-26 1A6 25.08.33/3.500% 195,212 0.05
87,448 Countrywide Home Loan
Mortgage Pass Through Trust
2003-J7 4A3 25.08.18/6.580%* 80,814 0.02
253,087 Countrywide Home Loan
Mortgage Pass Through Trust
2004-7 2A1 25.06.34/4.032%* 249,113 0.07
783,475 Countrywide Home Loan
Mortgage Pass Through Trust
2004-J6 2A1 25.07.14/4.750% 775,932 0.20
699,061 Countrywide Home Loan
Mortgage Pass Through Trust
2004-J8 1A2 25.11.19/4.750% 667,337 0.17
188,298 Credit-Based Asset Servicing and
Securitization 2006-CB1 AF2 25.01.36/5.236%* 181,456 0.05
196,812 CSFB Mortgage Securities
1998-C2 A2 15.11.30/6.300% 197,601 0.05
88,211 CSFB Mortgage Securities
2001-CK1 A3 18.12.35/6.380% 90,250 0.02
777,959 CSFB Mortgage Securities
2003-21 AP 25.09.33/0.000% 524,760 0.14
1,408,299 CSFB Mortgage Securities
2003-23 2A5 25.10.18/5.000% 1,289,554 0.34
664,215 CSFB Mortgage Securities
2003-27 AP 25.11.33/0.000% 435,374 0.11
165,000 CSFB Mortgage Securities
2003-C5 A4 15.12.36/4.900%* 159,322 0.04
641,960 CSFB Mortgage Securities 2004-3
AP 25.06.34/0.000% 416,278 0.11
298,110 CSFB Mortgage Securities
2005-10 AP 25.11.35/0.000% 183,298 0.05
350,000 CSFB USA 15.08.13/5.500% 350,405 0.09
90,807 DLJ Commercial Mortgage
1999-CG2 A1B 10.06.32/7.300%* 92,558 0.02
125,000 Electronic Data Systems - B
Shares 01.08.13/6.500% 129,468 0.03
280,000 Exelon Generation 15.06.11/6.950% 289,845 0.08
50,000 Fannie Mae 15.01.10/7.250% 53,055 0.01
28,093 Fannie Mae Interest Strip 340 1 01.09.33/0.000% 19,641 0.01
25,319 Fannie Mae Pool No: 190632 01.02.14/6.000% 25,846 0.01
33,701 Fannie Mae Pool No: 252409 01.03.29/6.500% 34,902 0.01
396,661 Fannie Mae Pool No: 254305 01.05.22/6.500% 411,551 0.11
110
Quantity/
Nominal
Value
Name of Securities
Maturity/
Coupon
Market
Value
% of
Net
Assets
1,310,027 Fannie Mae Pool No: 254717 01.04.13/4.500% 1,305,159 0.34
82,718 Fannie Mae Pool No: 254774 01.05.13/5.500% 83,946 0.02
116,760 Fannie Mae Pool No: 254827 01.05.13/5.500% 118,501 0.03
1,057,381 Fannie Mae Pool No: 254919 01.09.18/4.000% 1,037,059 0.27
743,979 Fannie Mae Pool No: 255052 01.11.23/4.000% 700,451 0.18
391,925 Fannie Mae Pool No: 255174 01.03.14/4.000% 385,583 0.10
746,891 Fannie Mae Pool No: 255441 01.06.19/3.500% 689,842 0.18
1,063,178 Fannie Mae Pool No: 256648 01.01.22/7.500% 1,108,616 0.29
65,775 Fannie Mae Pool No: 357639 01.11.34/5.500% 64,778 0.02
107,960 Fannie Mae Pool No: 386652 01.11.08/4.955% 107,758 0.03
209,005 Fannie Mae Pool No: 535574 01.11.13/7.500% 216,623 0.06
151,406 Fannie Mae Pool No: 545622 01.04.17/7.500% 158,596 0.04
520,286 Fannie Mae Pool No: 545967 01.10.17/5.500% 523,456 0.14
1,643,756 Fannie Mae Pool No: 555182 01.01.18/6.000% 1,683,052 0.44
1,455,955 Fannie Mae Pool No: 555606 01.07.18/4.000% 1,427,973 0.37
666,587 Fannie Mae Pool No: 555698 01.08.18/4.000% 653,776 0.17
109,123 Fannie Mae Pool No: 555791 01.12.22/6.500% 113,388 0.03
799,204 Fannie Mae Pool No: 555969 01.12.18/4.000% 783,844 0.20
16,787 Fannie Mae Pool No: 583745 01.06.16/6.000% 17,188 0.00
51,445 Fannie Mae Pool No: 598559 01.08.31/6.500% 52,868 0.01
64,337 Fannie Mae Pool No: 602589 01.09.31/7.000% 67,373 0.02
442,115 Fannie Mae Pool No: 622534 01.09.31/3.000% 382,008 0.10
14,588 Fannie Mae Pool No: 627139 01.03.17/6.500% 15,205 0.00
1,025,832 Fannie Mae Pool No: 629035 01.03.17/5.500% 1,032,083 0.27
18,268 Fannie Mae Pool No: 637095 01.03.17/7.500% 19,087 0.00
358,152 Fannie Mae Pool No: 650236 01.12.32/5.000% 343,296 0.09
1,151,468 Fannie Mae Pool No: 657348 01.09.17/5.000% 1,137,614 0.31
68,674 Fannie Mae Pool No: 665775 01.09.17/5.500% 69,130 0.02
10,484 Fannie Mae Pool No: 666358 01.08.17/6.000% 10,735 0.00
23,233 Fannie Mae Pool No: 668811 01.11.17/6.000% 23,788 0.01
20,871 Fannie Mae Pool No: 674349 01.03.33/6.000% 21,043 0.01
77,003 Fannie Mae Pool No: 675555 01.12.32/6.000% 77,640 0.02
368,046 Fannie Mae Pool No: 679263 01.11.24/4.500% 341,075 0.09
520,578 Fannie Mae Pool No: 682424 01.07.18/4.000% 510,573 0.13
44,347 Fannie Mae Pool No: 689977 01.03.27/8.000% 46,661 0.01
26,497 Fannie Mae Pool No: 695533 01.06.27/8.000% 27,880 0.01
211,470 Fannie Mae Pool No: 698023 01.04.19/3.500% 195,318 0.05
624,287 Fannie Mae Pool No: 702901 01.05.33/6.000% 629,457 0.16
873,763 Fannie Mae Pool No: 709848 01.06.18/5.000% 863,250 0.22
120,591 Fannie Mae Pool No: 720393 01.07.18/4.500% 116,502 0.03
244,501 Fannie Mae Pool No: 722985 01.07.33/3.844%* 247,392 0.06
260,961 Fannie Mae Pool No: 725017 01.12.33/5.500% 257,005 0.07
1,176,409 Fannie Mae Pool No: 725027 01.11.33/5.000% 1,127,330 0.29
211,797 Fannie Mae Pool No: 725171 01.01.19/4.000% 207,727 0.05
83,020 Fannie Mae Pool No: 725382 01.01.16/8.000% 86,853 0.02
1,618,919 Fannie Mae Pool No: 725445 01.05.19/4.500% 1,564,028 0.41
83,394 Fannie Mae Pool No: 725704 01.08.34/6.000% 84,084 0.02
745,982 Fannie Mae Pool No: 726128 01.07.18/4.000% 731,645 0.19
508,318 Fannie Mae Pool No: 727226 01.06.18/4.000% 498,549 0.13
1,002,439 Fannie Mae Pool No: 727466 01.08.18/4.500% 968,450 0.25
535,693 Fannie Mae Pool No: 728807 01.06.33/5.000% 513,344 0.13
246,715 Fannie Mae Pool No: 729347 01.07.18/4.000% 241,974 0.06
404,686 Fannie Mae Pool No: 729379 01.08.33/6.000% 408,038 0.11
509,994 Fannie Mae Pool No: 730022 01.08.18/4.000% 500,192 0.13
46,341 Fannie Mae Pool No: 730332 01.09.18/4.000% 45,450 0.01
1,517,575 Fannie Mae Pool No: 730338 01.09.18/5.000% 1,499,317 0.39
253,983 Fannie Mae Pool No: 730536 01.08.18/4.000% 249,102 0.06
472,098 Fannie Mae Pool No: 730675 01.08.33/4.500% 437,502 0.11
772,986 Fannie Mae Pool No: 731594 01.08.18/4.000% 758,130 0.20
334,231 Fannie Mae Pool No: 734763 01.08.33/4.500% 309,738 0.08
574,889 Fannie Mae Pool No: 735023 01.11.14/4.500% 571,638 0.15
595,661 Fannie Mae Pool No: 735290 01.12.19/4.500% 575,464 0.15
676,880 Fannie Mae Pool No: 735332 01.08.34/4.778%* 686,725 0.18
484,099 Fannie Mae Pool No: 735386 01.01.20/5.500% 487,049 0.13
627,848 Fannie Mae Pool No: 735522 01.12.18/4.000% 615,781 0.16
253,123 Fannie Mae Pool No: 735911 01.08.20/6.500% 263,842 0.07
519,595 Fannie Mae Pool No: 740456 01.10.18/4.500% 501,977 0.13
260,009 Fannie Mae Pool No: 740822 01.09.18/5.500% 261,593 0.07
101,745 Fannie Mae Pool No: 743097 01.10.18/3.500% 94,591 0.02
1,292,711 Fannie Mae Pool No: 745406 01.03.21/6.000% 1,323,614 0.34
1,030,900 Fannie Mae Pool No: 745407 01.04.24/6.000% 1,051,940 0.27
307,100 Fannie Mae Pool No: 745446 01.04.33/4.891%* 311,167 0.08
154,066 Fannie Mae Pool No: 748306 01.11.33/6.500% 158,327 0.04
85,273 Fannie Mae Pool No: 754922 01.09.33/5.500% 84,333 0.02
219,408 Fannie Mae Pool No: 755973 01.11.28/8.000% 230,859 0.06
88,336 Fannie Mae Pool No: 755994 01.10.28/8.000% 92,946 0.02
120,150 Fannie Mae Pool No: 759298 01.01.34/5.000% 115,138 0.03
218,379 Fannie Mae Pool No: 759424 01.01.34/5.500% 215,070 0.06
404,124 Fannie Mae Pool No: 763029 01.05.33/4.500% 374,746 0.10
120,693 Fannie Mae Pool No: 763795 01.02.34/5.000% 115,658 0.03
202,785 Fannie Mae Pool No: 766610 01.01.34/4.116%* 204,483 0.05
310,219 Fannie Mae Pool No: 768005 01.09.13/4.000% 305,564 0.08
556,687 Fannie Mae Pool No: 769844 01.12.18/5.000% 549,990 0.14
410,792 Fannie Mae Pool No: 771959 01.02.34/5.500% 404,530 0.11
631,004 Fannie Mae Pool No: 773153 01.06.19/4.000% 618,877 0.16
601,463 Fannie Mae Pool No: 775902 01.04.30/8.500% 660,081 0.17