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
500,000 Freddie Mac REMICS 2720 PC 15.12.23/5.000% 497,269 0.13
102,224 Freddie Mac REMICS 2722 EG 15.12.33/0.000% 51,931 0.01
400,000 Freddie Mac REMICS 2744 PD 15.08.33/5.500% 408,695 0.11
611,300 Freddie Mac REMICS 2751 BA 15.10.18/4.000% 577,666 0.15
500,518 Freddie Mac REMICS 2755 PA 15.02.29/0.000% 441,373 0.11
500,000 Freddie Mac REMICS 2759 GC 15.05.29/5.000% 505,292 0.13
289,256 Freddie Mac REMICS 2762 LO 15.03.34/0.000% 155,399 0.04
1,000,000 Freddie Mac REMICS 2764 UC 15.05.27/5.000% 1,013,859 0.26
50,563 Freddie Mac REMICS 2766 SX 15.03.34/9.122%* 37,019 0.01
76,156 Freddie Mac REMICS 2776 SK 15.04.34/5.368%* 54,699 0.01
1,628,823 Freddie Mac REMICS 2778 US 15.06.33/4.729%* 110,517 0.03
214,502 Freddie Mac REMICS 2780 JG 15.04.19/4.500% 205,953 0.05
500,000 Freddie Mac REMICS 2783 AT 15.04.19/4.000% 458,993 0.12
800,000 Freddie Mac REMICS 2809 UC 15.06.19/4.000% 746,778 0.19
462,086 Freddie Mac REMICS 2812 AB 15.10.18/4.500% 462,646 0.12
225,507 Freddie Mac REMICS 2827 SQ 15.01.19/7.500%* 227,664 0.06
1,000,000 Freddie Mac REMICS 2833 NB 15.08.19/4.500% 959,447 0.25
492,356 Freddie Mac REMICS 2840 JO 15.06.23/0.000% 346,933 0.09
870,410 Freddie Mac REMICS 2841 YA 15.07.27/5.500% 886,015 0.23
1,000,000 Freddie Mac REMICS 2864 GB 15.09.19/4.000% 940,726 0.24
1,000,000 Freddie Mac REMICS 2872 JE 15.02.18/4.500% 993,221 0.26
1,069,538 Freddie Mac REMICS 2907 VC 15.05.34/4.500% 987,505 0.26
500,000 Freddie Mac REMICS 2931 QC 15.01.19/4.500% 490,324 0.13
563,956 Freddie Mac REMICS 2945 ZB 15.03.35/5.500% 542,579 0.14
1,000,000 Freddie Mac REMICS 2958 QD 15.04.20/4.500% 970,763 0.25
519,058 Freddie Mac REMICS 2962 WJ 15.06.24/5.500% 532,221 0.14
800,000 Freddie Mac REMICS 2965 GD 15.04.20/4.500% 772,561 0.20
1,000,000 Freddie Mac REMICS 2971 GC 15.07.18/5.000% 1,006,790 0.26
100,000 Freddie Mac REMICS 2975 KO 15.05.35/0.000% 58,372 0.02
302,764 Freddie Mac REMICS 3000 JF 15.04.35/2.871%* 294,730 0.08
1,000,000 Freddie Mac REMICS 3047 OB 15.12.33/5.500% 1,024,085 0.27
200,000 Freddie Mac REMICS 3047 OD 15.10.35/5.500% 199,053 0.05
700,000 Freddie Mac REMICS 3064 OE 15.11.35/5.500% 682,819 0.18
623,639 Freddie Mac REMICS 3068 AO 15.01.35/0.000% 537,044 0.14
1,000,000 Freddie Mac REMICS 3074 BH 15.11.35/5.000% 963,955 0.25
237,302 Freddie Mac REMICS 3101 EA 15.06.20/6.000% 242,283 0.06
237,206 Freddie Mac REMICS 3117 EO 15.02.36/0.000% 183,229 0.05
312,491 Freddie Mac REMICS 3117 OK 15.02.36/0.000% 227,575 0.06
395,027 Freddie Mac REMICS 3118 DM 15.02.24/5.000% 390,327 0.10
424,528 Freddie Mac REMICS 3134 PO 15.03.36/0.000% 324,127 0.08
430,385 Freddie Mac REMICS 3138 PO 15.04.36/0.000% 325,903 0.08
434,389 Freddie Mac REMICS 3150 PO 15.05.36/0.000% 329,751 0.09
1,286,617 Freddie Mac REMICS 3152 MO 15.03.36/0.000% 962,685 0.25
179,686 Freddie Mac REMICS 3158 LX 15.05.36/0.000%* 142,517 0.04
1,000,000 Freddie Mac REMICS 3162 OB 15.11.30/6.000% 1,032,041 0.27
618,662 Freddie Mac REMICS 3169 BN 15.06.34/5.000% 598,395 0.16
116,637 Freddie Mac REMICS 3189 SN 15.11.35/10.556%* 132,741 0.03
1,000,000 Freddie Mac REMICS 3195 PD 15.07.36/6.500% 1,061,347 0.28
750,417 Freddie Mac REMICS 3260 CS 15.01.37/3.669%* 53,637 0.01
5,000,000 Freddie Mac REMICS 3430 AI 15.09.12/1.417% 130,683 0.03
900,000 General Electric Capital 01.02.11/5.200% 928,215 0.24
550,000 Genworth Global Funding
Trusts 08.10.10/5.200% 552,716 0.14
196,217 Ginnie Mae I Pool No: 456388 15.03.28/7.500% 207,622 0.05
81,245 Ginnie Mae I Pool No: 465505 15.06.28/7.500% 85,968 0.02
165,343 Ginnie Mae I Pool No: 530795 15.01.23/6.500% 171,611 0.04
21,793 Ginnie Mae I Pool No: 591882 15.07.32/6.500% 22,470 0.01
34,936 Ginnie Mae I Pool No: 607645 15.02.33/6.500% 36,022 0.01
26,168 Ginnie Mae I Pool No: 607728 15.03.33/6.000% 26,532 0.01
63,246 Ginnie Mae I Pool No: 611453 15.04.32/7.000% 66,428 0.02
63,971 Ginnie Mae I Pool No: 621970 15.02.34/6.000% 64,860 0.02
33,482 Ginnie Mae I Pool No: 781570 15.01.16/8.000% 35,562 0.01
23,018 Ginnie Mae I Pool No: 781614 15.06.33/7.000% 24,176 0.01
257,211 Ginnie Mae I Pool No: 781648 15.08.33/6.000% 260,788 0.07
797,999 GMAC Mortgage Corp Loan
Trust 2003-J7 A2 25.11.33/4.500% 775,505 0.20
640,000 GMAC Mortgage Corp Loan
Trust 2005-AR3 3A4 19.06.35/4.850%* 613,160 0.16
110,000 Goldman Sachs Capital I 15.02.34/6.345% 97,085 0.03
565,800 Government National Mortgage
Association 1994-7 PQ 16.10.24/6.500% 596,813 0.16
351,105 Government National Mortgage
Association 2000-10 ZP 16.02.30/7.500% 377,751 0.10
38,964 Government National Mortgage
Association 2000-6 Z 20.02.30/7.500% 41,729 0.01
1,000,000 Government National Mortgage
Association 2001-21 PE 16.05.31/6.500% 1,058,152 0.28
179,061 Government National Mortgage
Association 2001-8 Z 20.03.31/6.500% 187,334 0.05
305,272 Government National Mortgage
Association 2002-40 UK 20.06.32/6.500% 320,090 0.08
508,048 Government National Mortgage
Association 2002-41 SY 16.06.32/5.029%* 46,777 0.01
283,982 Government National Mortgage
Association 2002-45 QE 20.06.32/6.500% 297,772 0.08
92,940 Government National Mortgage
Association 2002-47 PG 16.07.32/6.500% 97,646 0.03
113
Quantity/
Nominal
Value
Name of Securities
Maturity/
Coupon
Market
Value
% of
Net
Assets
5,211 Government National Mortgage
Association 2002-51 SG 20.04.31/21.745%* 6,096 0.00
109,806 Government National Mortgage
Association 2002-54 GB 20.08.32/6.500% 115,212 0.03
85,524 Government National Mortgage
Association 2002-79 KV 20.11.13/6.000% 87,775 0.02
1,230,358 Government National Mortgage
Association 2003-1 SX 16.06.31/4.629%* 81,006 0.02
57,545 Government National Mortgage
Association 2003-4 NY 20.12.13/5.500% 58,956 0.02
300,000 Government National Mortgage
Association 2003-98 PC 20.02.29/5.000% 303,988 0.08
1,091,862 Government National Mortgage
Association 2006-57 PZ 20.10.36/5.565% 1,115,031 0.29
957,064 Government National Mortgage
Association 2007-49 NO 20.12.35/0.000% 791,377 0.21
1,886,670 Government National Mortgage
Association 2007-74 SL 16.11.37/4.069%* 162,140 0.04
2,834,209 Government National Mortgage
Association 2008-25 SB 20.03.38/4.418%* 270,656 0.07
400,000 GS Mortgage Securities II
2004-GG2 A6 10.08.38/5.396%* 391,414 0.10
684,186 GSR Mortgage Loan Trust
2004-10F 2A1 25.08.19/5.000% 668,081 0.17
1,150,000 GSR Mortgage Loan Trust
2004-6F 3A4 25.05.34/6.500% 1,107,894 0.29
500,000 GSR Mortgage Loan Trust
2004-9 5A5 25.08.34/3.896%* 477,416 0.12
1,200,000 GSR Mortgage Loan Trust
2007-1F 2A4 25.01.37/5.500% 1,028,583 0.27
25,000 Historic TW 15.06.18/6.875% 25,064 0.01
110,000 Household Automotive Trust
2005-1 A4 18.06.12/4.350% 109,309 0.03
583,000 HSBC Finance 15.05.11/6.750% 607,816 0.16
3,456,045 Indymac Index Mortgage Loan
Trust 2005-AR11 A7 25.08.35/0.711%* 49,501 0.01
30,000 International Lease Finance 01.05.13/5.875% 28,336 0.01
200,000 International Lease Finance 20.09.13/5.625% 187,729 0.05
400,000 International Lease Finance 01.06.14/5.650% 354,351 0.09
90,000 iStar Financial 15.12.10/6.000% 78,793 0.02
100,000 John Hancock Global Funding II
144A 30.01.09/3.500% 99,782 0.03
30,000 Kellogg 03.12.12/5.125% 30,410 0.01
30,000 Kerr-McGee 01.07.24/6.950% 31,695 0.01
60,000 Keycorp 14.05.13/6.500% 54,957 0.01
15,000 LB-UBS Commercial Mortgage
Trust 2004-C2 A2 15.03.29/3.246% 14,896 0.00
300,000 LB-UBS Commercial Mortgage
Trust 2008-C1 A2 15.04.41/6.317%* 292,257 0.08
1,000,000 Lehman Mortgage Trust 2008-2
1A6 25.03.38/6.000% 891,450 0.23
310,000 M&T Bank 04.12.17/6.625% 299,611 0.08
200,000 MassMutual Global Funding II
144A 15.03.10/3.500% 198,332 0.05
600,000 Mastr Adjustable Rate Mortgages
Trust 2004-13 3A6 21.11.34/3.788%* 585,737 0.15
299,758 MASTR Alternative Loans Trust
2004-10 1A1 25.09.19/4.500% 276,321 0.07
549,548 MASTR Alternative Loans Trust
2004-4 10A1 25.05.24/5.000% 510,435 0.13
232,856 MASTR Alternative Loans Trust
2004-6 7A1 25.07.34/6.000% 216,505 0.06
1,415,372 MASTR Alternative Loans Trust
2005-6 3A1 25.11.20/5.500% 1,397,052 0.36
401,051 MASTR Asset Securitization
Trust 2003-11 6A2 25.12.33/4.000% 396,245 0.10
400,000 MASTR Asset Securitization
Trust 2006-2 1A30 25.06.36/6.000% 328,960 0.09
35,000 MBNACredit Card Master Note
Trust 2003-C1 C1 15.06.12/4.171%* 34,507 0.01
250,000 Merrill Lynch Mortgage Trust
2005-MCP1 ASB 12.06.43/4.674%* 240,478 0.06
400,000 Merrill Lynch/Countrywide
Commercial Mortgage Trust
2006-1 A4 12.02.39/5.603%* 384,511 0.10
250,000 MetLife Life and Annuity Co of
Connecticut 144A 15.08.14/5.125% 234,616 0.06
100,000 Metropolitan Life Global
Funding I 144A 18.09.13/5.200% 98,759 0.03
125,000 Midamerican Energy 15.03.18/5.300% 121,119 0.03
200,000 Midamerican Funding 01.03.11/6.750% 207,763 0.05
200,000 Monumental Global Funding II
144A 30.07.09/4.375% 200,657 0.05
150,000 Morgan Stanley 15.05.10/4.250% 148,854 0.04
75,000 Morgan Stanley 15.10.13/6.750% 78,384 0.02
290,000 Morgan Stanley 28.12.17/5.950% 266,621 0.07
231,096 Morgan Stanley Capital I
2004-HQ3 A2 13.01.41/4.050% 228,816 0.06
230,000 Morgan Stanley Capital I
2004-T13 A4 13.09.45/4.660% 221,626 0.06