Jpmorgan Funds - Fundsupermart.com

JPMorgan Funds - US Aggregate Bond Fund
Schedule of Investments (Market Value Expressed in USD) (continued)
As at 31 December 2007
Quantity/
Nominal
Value
Name of Securities Maturity/
Coupon
Market
Value
% of
Net
Assets
441,176 Fannie Mae 01.11.24/4.500% 414,637 0.10
514,081 Fannie Mae 1992-145 ZB 25.08.22/8.000% 548,275 0.14
823,310 Fannie Mae 1993-203 PL 25.10.23/6.500% 853,765 0.21
95,952 Fannie Mae 1993-25 J 25.03.23/7.500% 102,884 0.03
16 Fannie Mae 1993-8 H 25.01.08/7.000% 16 0.00
21,610 Fannie Mae 1994-34 DZ 25.03.09/6.000% 21,678 0.01
815,000 Fannie Mae 1994-63 PK 25.04.24/7.000% 866,713 0.22
96,005 Fannie Mae 1997-39 PD 20.05.27/7.500% 101,630 0.03
588,911 Fannie Mae 1997-50 SK 25.05.23/2.125%* 41,264 0.01
77,836 Fannie Mae 1998-36 ZB 18.07.28/6.000% 77,652 0.02
46,845 Fannie Mae 2001-44 PD 25.09.31/7.000% 49,380 0.01
30,025 Fannie Mae 2001-7 PF 25.03.31/7.000% 31,624 0.01
171,023 Fannie Mae 2001-71 MB 25.12.16/6.000% 175,799 0.04
418,581 Fannie Mae 2002-3 OG 25.02.17/6.000% 430,421 0.11
500,000 Fannie Mae 2002-47 PE 25.08.17/5.500% 504,077 0.13
89,039 Fannie Mae 2002-74 VB 25.11.31/6.000% 89,701 0.02
48,727 Fannie Mae 2002-8 SR 25.03.09/6.017%* 48,565 0.01
500,000 Fannie Mae 2002-94 BK 25.01.18/5.500% 507,785 0.13
1,500,000 Fannie Mae 2003-106 WE 25.11.22/4.500% 1,435,779 0.36
336,647 Fannie Mae 2003-116 SB 25.11.33/2.735%* 28,696 0.01
600,000 Fannie Mae 2003-117 JB 25.06.33/3.500% 545,281 0.14
450,000 Fannie Mae 2003-128 NG 25.01.19/4.000% 419,868 0.10
400,000 Fannie Mae 2003-32 KC 25.05.18/5.000% 387,176 0.10
200,000 Fannie Mae 2003-39 LW 25.05.23/5.500% 195,478 0.05
50,308 Fannie Mae 2003-52 SX 25.10.31/8.355%* 55,041 0.01
221,418 Fannie Mae 2003-68 QP 25.07.22/3.000% 206,826 0.05
504,420 Fannie Mae 2003-80 SY 25.06.23/2.785%* 47,673 0.01
1,650,000 Fannie Mae 2003-81 LC 25.09.18/4.500% 1,600,339 0.40
250,000 Fannie Mae 2003-83 PG 25.06.23/5.000% 247,149 0.06
87,059 Fannie Mae 2004-10 SC 25.02.34/9.140%* 98,359 0.02
126,961 Fannie Mae 2004-25 SA 25.04.34/6.146%* 131,541 0.03
100,000 Branch Banking & Trust 15.01.13/4.875% 97,385 0.02
40,000 Capital One Bank 15.09.10/5.750% 41,211 0.01
80,000 Cisco Systems 22.02.16/5.500% 81,099 0.02
100,000 Citigroup Global Markets
Holdings 15.02.08/6.500% 100,177 0.02
400,000 Comcast 15.03.11/5.500% 404,098 0.10
125,000 Comcast 15.03.16/5.900% 124,991 0.03
150,000 Comcast 15.03.16/5.900% 149,989 0.04
100,000 Comcast Holdings 15.07.12/10.625% 117,935 0.03
350,000 Credit Suisse First Boston USA 15.08.13/5.500% 361,736 0.09
280,000 Exelon Generation 15.06.11/6.950% 293,648 0.07
1,000,000 Fannie Mae 2004-27 HB 25.05.19/4.000% 913,323 0.23
1,516,600 Fannie Mae 2004-36 PB 25.05.32/5.500% 1,552,483 0.39
400,000 Fannie Mae 2004-76 CL 25.10.19/4.000% 374,886 0.09
400,000 Fannie Mae 2004-81 AC 25.11.19/4.000% 373,450 0.09
1,000,000 Fannie Mae 2005-109 PC 25.12.35/6.000% 1,011,668 0.25
2,400,000 Fannie Mae 2005-110 GJ 25.11.30/5.500% 2,420,721 0.60
2,000,000 Fannie Mae 2005-110 GK 25.08.34/5.500% 1,972,934 0.49
500,000 Fannie Mae 2005-110 MN 25.06.35/5.500% 501,081 0.12
400,114 Fannie Mae 2005-40 YA 25.09.20/5.000% 400,679 0.10
464,711 Fannie Mae 2005-47 AN 25.12.16/5.000% 464,759 0.12
281,563 Fannie Mae 2005-76 PZ 25.09.35/5.500% 264,309 0.07
2,358,719 Fannie Mae 2005-84 MB 25.10.35/5.750% 2,394,845 0.60
1,360,000 Fannie Mae 2005-84 XH 25.10.35/5.750% 1,358,078 0.34
1,000,000 Fannie Mae 2005-84 XM 25.10.35/5.750% 1,014,575 0.25
450,514 Fannie Mae 2006-110 PO 25.11.36/0.000% 334,579 0.08
234,556 Fannie Mae 2006-22 AO 25.04.36/0.000% 167,344 0.04
265,305 Fannie Mae 2006-44 GO 25.06.36/0.000% 194,367 0.05
837,482 Fannie Mae 2006-44 P 25.12.33/0.000% 603,292 0.15
1,000,000 Fannie Mae 2006-53 WE 25.06.36/6.000% 1,005,032 0.25
461,354 Fannie Mae 2006-58 AP 25.07.36/0.000% 343,136 0.09
1,000,000 Fannie Mae 2006-77 PC 25.08.36/6.500% 1,047,896 0.26
50,131 Fannie Mae G93-1 KA 25.01.23/7.900% 54,368 0.01
29,464 Fannie Mae Interest Strip 340 1 01.09.33/0.000% 20,703 0.01
839,704 Fannie Mae Pool No: 731594 01.08.18/4.000% 799,424 0.20
754,087 Fannie Mae Pool No: 843026 01.09.35/5.261%* 762,567 0.19
776,995 Fannie Mae Pool No: 843028 01.09.35/5.149%* 784,616 0.20
28,182 Fannie Mae Pool No: 190632 01.02.14/6.000% 28,728 0.01
36,973 Fannie Mae Pool No: 252409 01.03.29/6.500% 38,127 0.01
444,586 Fannie Mae Pool No: 254305 01.05.22/6.500% 457,864 0.11
98,842 Fannie Mae Pool No: 254774 01.05.13/5.500% 100,715 0.03
138,554 Fannie Mae Pool No: 254827 01.05.13/5.500% 141,214 0.04
1,145,983 Fannie Mae Pool No: 254919 01.09.18/4.000% 1,091,012 0.27
764,161 Fannie Mae Pool No: 255052 01.11.23/4.000% 722,576 0.18
775,559 Fannie Mae Pool No: 255441 01.06.19/3.500% 719,996 0.18
1,185,431 Fannie Mae Pool No: 256648 01.01.22/7.500% 1,235,701 0.31
69,880 Fannie Mae Pool No: 357639 01.11.34/5.500% 69,410 0.02
108,816 Fannie Mae Pool No: 386652 01.11.08/4.955% 108,699 0.03
267,718 Fannie Mae Pool No: 535574 01.11.13/7.500% 275,501 0.07
177,914 Fannie Mae Pool No: 545622 01.04.17/7.500% 185,670 0.05
581,785 Fannie Mae Pool No: 545967 01.10.17/5.500% 587,330 0.15
1,836,818 Fannie Mae Pool No: 555182 01.01.18/6.000% 1,876,137 0.47
1,585,844 Fannie Mae Pool No: 555606 01.07.18/4.000% 1,509,773 0.38
720,936 Fannie Mae Pool No: 555698 01.08.18/4.000% 686,354 0.17
121,248 Fannie Mae Pool No: 555791 01.12.22/6.500% 125,137 0.03
188
Quantity/
Nominal
Value
Name of Securities Maturity/
Coupon
Market
Value
% of
Net
Assets
857,907 Fannie Mae Pool No: 555969 01.12.18/4.000% 816,755 0.20
19,580 Fannie Mae Pool No: 583745 01.06.16/6.000% 19,999 0.00
55,800 Fannie Mae Pool No: 598559 01.08.31/6.500% 57,273 0.01
64,863 Fannie Mae Pool No: 602589 01.09.31/7.000% 67,416 0.02
449,853 Fannie Mae Pool No: 622534 01.09.31/3.000% 391,460 0.10
15,229 Fannie Mae Pool No: 627139 01.03.17/6.500% 15,674 0.00
1,140,760 Fannie Mae Pool No: 629035 01.03.17/5.500% 1,151,632 0.29
19,452 Fannie Mae Pool No: 637095 01.03.17/7.500% 20,279 0.01
376,718 Fannie Mae Pool No: 650236 01.12.32/5.000% 363,715 0.09
75,867 Fannie Mae Pool No: 665775 01.09.17/5.500% 76,345 0.02
15,584 Fannie Mae Pool No: 666358 01.08.17/6.000% 15,917 0.00
25,883 Fannie Mae Pool No: 668811 01.11.17/6.000% 26,437 0.01
23,404 Fannie Mae Pool No: 674349 01.03.33/6.000% 23,700 0.01
81,445 Fannie Mae Pool No: 675555 01.12.32/6.000% 82,476 0.02
559,204 Fannie Mae Pool No: 682424 01.07.18/4.000% 532,379 0.13
45,056 Fannie Mae Pool No: 689977 01.03.27/8.000% 46,901 0.01
32,469 Fannie Mae Pool No: 695533 01.06.27/8.000% 33,798 0.01
225,726 Fannie Mae Pool No: 698023 01.04.19/3.500% 209,554 0.05
652,004 Fannie Mae Pool No: 702901 01.05.33/6.000% 660,256 0.16
936,012 Fannie Mae Pool No: 709848 01.06.18/5.000% 932,063 0.23
131,570 Fannie Mae Pool No: 720393 01.07.18/4.500% 128,590 0.03
350,511 Fannie Mae Pool No: 722985 01.07.33/3.874%* 358,168 0.09
277,544 Fannie Mae Pool No: 725017 01.12.33/5.500% 275,679 0.07
1,233,613 Fannie Mae Pool No: 725027 01.11.33/5.000% 1,196,026 0.30
228,367 Fannie Mae Pool No: 725171 01.01.19/4.000% 217,413 0.05
4,444,840 Fannie Mae Pool No: 725352 01.04.19/4.500% 4,344,136 1.08
106,104 Fannie Mae Pool No: 725382 01.01.16/8.000% 110,305 0.03
1,755,485 Fannie Mae Pool No: 725445 01.05.19/4.500% 1,715,712 0.43
90,949 Fannie Mae Pool No: 725704 01.08.34/6.000% 92,100 0.02
803,345 Fannie Mae Pool No: 726128 01.07.18/4.000% 764,809 0.19
580,698 Fannie Mae Pool No: 727226 01.06.18/4.000% 552,843 0.14
1,088,003 Fannie Mae Pool No: 727466 01.08.18/4.500% 1,063,352 0.26
566,578 Fannie Mae Pool No: 728807 01.06.33/5.000% 549,315 0.14
268,401 Fannie Mae Pool No: 729347 01.07.18/4.000% 255,526 0.06
456,299 Fannie Mae Pool No: 729379 01.08.33/6.000% 462,074 0.12
561,006 Fannie Mae Pool No: 730022 01.08.18/4.000% 534,096 0.13
50,517 Fannie Mae Pool No: 730332 01.09.18/4.000% 48,094 0.01
274,348 Fannie Mae Pool No: 730536 01.08.18/4.000% 261,188 0.07
496,003 Fannie Mae Pool No: 730675 01.08.33/4.500% 466,165 0.12
349,448 Fannie Mae Pool No: 734763 01.08.33/4.500% 328,426 0.08
670,191 Fannie Mae Pool No: 735023 01.11.14/4.500% 669,445 0.17
644,388 Fannie Mae Pool No: 735290 01.12.19/4.500% 629,788 0.16
764,050 Fannie Mae Pool No: 735333 01.08.34/4.795%* 765,154 0.19
673,496 Fannie Mae Pool No: 735522 01.12.18/4.000% 641,189 0.16
272,699 Fannie Mae Pool No: 735911 01.08.20/6.500% 280,667 0.07
560,671 Fannie Mae Pool No: 740456 01.10.18/4.500% 547,968 0.14
289,053 Fannie Mae Pool No: 740822 01.09.18/5.500% 291,808 0.07
113,554 Fannie Mae Pool No: 743097 01.10.18/3.500% 105,946 0.03
1,512,356 Fannie Mae Pool No: 745406 01.03.21/6.000% 1,544,729 0.38
1,132,772 Fannie Mae Pool No: 745407 01.04.24/6.000% 1,151,140 0.29
338,016 Fannie Mae Pool No: 745446 01.04.33/4.885%* 340,405 0.08
182,962 Fannie Mae Pool No: 748306 01.11.33/6.500% 187,794 0.05
89,397 Fannie Mae Pool No: 754922 01.09.33/5.500% 88,703 0.02
240,235 Fannie Mae Pool No: 755973 01.11.28/8.000% 250,070 0.06
90,195 Fannie Mae Pool No: 755994 01.10.28/8.000% 93,887 0.02
130,340 Fannie Mae Pool No: 759298 01.01.34/5.000% 126,368 0.03
234,222 Fannie Mae Pool No: 759424 01.01.34/5.500% 232,648 0.06
408,160 Fannie Mae Pool No: 763029 01.05.33/4.500% 381,962 0.10
128,153 Fannie Mae Pool No: 763795 01.02.34/5.000% 124,248 0.03
254,108 Fannie Mae Pool No: 766610 01.01.34/4.154%* 252,858 0.06
356,884 Fannie Mae Pool No: 768005 01.09.13/4.000% 352,659 0.09
585,383 Fannie Mae Pool No: 769844 01.12.18/5.000% 582,914 0.15
477,388 Fannie Mae Pool No: 771959 01.02.34/5.500% 471,651 0.12
674,338 Fannie Mae Pool No: 773153 01.06.19/4.000% 641,991 0.16
694,481 Fannie Mae Pool No: 775902 01.04.30/8.500% 746,811 0.19
609,794 Fannie Mae Pool No: 780956 01.05.19/4.500% 595,978 0.15
465,783 Fannie Mae Pool No: 781309 01.07.34/4.873%* 470,133 0.12
15,884 Fannie Mae Pool No: 782613 01.05.19/3.500% 14,746 0.00
78,897 Fannie Mae Pool No: 787741 01.08.30/9.000% 85,715 0.02
447,767 Fannie Mae Pool No: 788150 01.03.32/6.000% 453,434 0.11
203,816 Fannie Mae Pool No: 789426 01.07.19/3.500% 189,214 0.05
437,440 Fannie Mae Pool No: 790235 01.08.34/4.935%* 435,494 0.11
271,343 Fannie Mae Pool No: 791961 01.09.34/4.594%* 272,560 0.07
186,979 Fannie Mae Pool No: 796815 01.09.19/5.500% 188,761 0.05
335,750 Fannie Mae Pool No: 800982 01.11.34/5.500% 333,494 0.08
604,815 Fannie Mae Pool No: 801342 01.09.34/4.900%* 602,619 0.15
358,524 Fannie Mae Pool No: 807942 01.12.34/5.500% 356,115 0.09
604,671 Fannie Mae Pool No: 810896 01.01.35/4.833%* 608,348 0.15
572,041 Fannie Mae Pool No: 815426 01.02.35/4.500% 537,630 0.13
535,056 Fannie Mae Pool No: 816597 01.02.35/4.853%* 534,258 0.13
399,842 Fannie Mae Pool No: 820347 01.09.35/5.000% 387,659 0.10
388,951 Fannie Mae Pool No: 823660 01.05.35/4.671%* 390,290 0.10
581,041 Fannie Mae Pool No: 847108 01.10.35/6.500% 595,756 0.15
554,038 Fannie Mae Pool No: 852874 01.04.20/4.000% 527,461 0.13
1,143,716 Fannie Mae Pool No: 888658 01.12.20/4.000% 1,088,853 0.27
3,950,913 Fannie Mae Pool No: 888889 01.12.18/4.500% 3,861,400 0.96