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
729,260 Fannie Mae Pool No: 896463 01.10.34/5.154%* 740,431 0.18
879,457 Fannie Mae Pool No: 905694 01.12.36/5.825%* 890,450 0.22
661,949 Fannie Mae Pool No: 907742 01.12.36/7.000% 682,033 0.17
316,312 Fannie Mae REMICS 2003-33
CH 25.07.17/4.000% 310,105 0.08
1,000,000 Fannie Mae REMICS 2003-55
HY 25.06.23/5.000% 950,610 0.24
250,147 Fannie Mae REMICS 2006-65
QO 25.07.36/0.000% 189,740 0.05
2,370,663 Fannie Mae REMICS 2007-7
SG 25.08.36/1.635%* 137,403 0.03
306,335 Fannie Mae REMICS 2002-2
MG 25.02.17/6.000% 315,122 0.08
1,266,245 Fannie Mae REMICS 2002-63
KC 25.10.17/5.000% 1,263,990 0.31
3,000,000 Fannie Mae REMICS 2003-35
BC 25.05.18/5.000% 2,960,894 0.74
422,557 Fannie Mae REMICS 2003-81
SP 25.09.33/1.550%* 272,240 0.07
1,000,000 Fannie Mae REMICS 2003-86
PW 25.06.15/4.500% 992,853 0.25
1,834,648 Fannie Mae REMICS 2004-46
HS 25.05.30/1.135%* 58,052 0.01
1,096,503 Fannie Mae REMICS 2005-17
EP 25.03.35/4.500% 1,085,760 0.27
1,175,042 Fannie Mae REMICS 2005-56 S 25.07.35/1.845%* 69,384 0.02
1,035,086 Fannie Mae REMICS 2005-57
PA 25.05.27/5.500% 1,040,074 0.26
838,769 Fannie Mae REMICS 2005-86
GB 25.10.35/5.000% 758,121 0.19
1,000,000 Fannie Mae REMICS 2006-124
HB 25.11.36/6.039%* 1,000,595 0.25
551,531 Fannie Mae REMICS 2006-18
PA 25.01.26/5.500% 554,643 0.14
824,811 Fannie Mae REMICS 2006-36
PO 25.05.36/0.000% 627,934 0.16
848,576 Fannie Mae REMICS 2006-58
PO 25.07.36/0.000% 626,421 0.16
417,657 Fannie Mae REMICS 2006-59
QO 25.01.33/0.000% 336,465 0.08
3,425,149 Fannie Mae REMICS 2007-106
A7 25.10.37/6.250%* 3,418,382 0.85
1,000,000 Fannie Mae REMICS 2007-84
PD 25.08.32/6.000% 1,015,466 0.25
1,789,872 Fannie Mae REMICS 2007-84
PE 25.05.34/6.000% 1,798,259 0.45
2,000,000 Fannie Mae REMICS 2007-84
PG 25.12.36/6.000% 1,992,578 0.50
165,736 Fannie Mae REMICS G93-17
SH 25.04.23/9.234%* 195,008 0.05
34,457 Fannie Mae Whole Loan
2003-W4 2A 25.10.42/6.500% 35,888 0.01
153,420 Fannie Mae Whole Loan
2004-W2 2A2 25.02.44/7.000% 162,602 0.04
382,648 Federal Home Loan Bank
System 00-0606 Y 28.12.12/5.270% 389,314 0.10
48,065 FHLMC Structured Pass
Through Securities T-41 3A 25.07.32/7.500%* 50,762 0.01
63,954 FHLMC Structured Pass
Through Securities T-54 2A 25.02.43/6.500% 65,353 0.02
87,251 FHLMC Structured Pass
Through Securities T-54 3A 25.02.43/7.000% 91,786 0.02
100,000 Fifth Third Bancorp 15.01.17/5.450% 94,608 0.02
477,296 First Horizon Asset Securities
2003-7 2A1 25.09.18/4.500% 464,978 0.12
257,298 First Horizon Asset Securities
2004-AR7 2A1 25.02.35/4.915%* 257,841 0.06
500,000 First Horizon Asset Securities
2004-AR7 2A2 25.02.35/4.915%* 503,966 0.13
363,998 First Horizon Asset Securities
2005-AR1 2A2 25.04.35/5.012%* 365,293 0.09
426,135 First Union - Chase Commercial
Mortgage 1999-C2 A2 15.06.31/6.645% 431,937 0.11
1,200,000 Ford Credit Auto Owner Trust
2006-B A4 15.09.11/5.250% 1,210,640 0.30
500,000 Ford Credit Auto Owner Trust
2007-B A3A 15.11.11/5.150% 503,581 0.13
50,000 Freddie Mac 15.10.08/5.125% 50,385 0.01
14,542 Freddie Mac 1512 J 15.05.08/6.500% 14,520 0.00
246,662 Freddie Mac 1578 K 15.09.23/6.900% 257,422 0.06
175,788 Freddie Mac 1609 LG 15.11.23/6.365%* 181,446 0.05
113,687 Freddie Mac 1668 D 15.02.14/6.500% 116,889 0.03
29,756 Freddie Mac 1807 A 15.11.08/6.000% 29,829 0.01
383,211 Freddie Mac 1863Z 15.07.26/6.500% 394,902 0.10
133,309 Freddie Mac 2061 Z 15.06.28/6.500% 136,580 0.03
162,813 Freddie Mac 2075 PH 15.08.28/6.500% 169,021 0.04
249,007 Freddie Mac 2102 TC 15.12.13/6.000% 255,039 0.06
100,000 Freddie Mac 2169 TB 15.06.29/7.000% 104,488 0.03
500,000 Freddie Mac 2172 QC 15.07.29/7.000% 519,228 0.13
19,236 Freddie Mac 2189 SA 15.02.28/7.524%* 19,467 0.00
189
Quantity/
Nominal
Value
Name of Securities Maturity/
Coupon
Market
Value
% of
Net
Assets
114,488 Freddie Mac 2259 ZM 15.10.30/7.000% 118,014 0.03
500,000 Freddie Mac 2283 K 15.12.23/6.500% 525,682 0.13
500,573 Freddie Mac 2344 ZD 15.08.31/6.500% 514,325 0.13
267,731 Freddie Mac 2345 PQ 15.08.16/6.500% 277,489 0.07
194,455 Freddie Mac 2355 BP 15.09.16/6.000% 199,659 0.05
181,525 Freddie Mac 2360 PG 15.09.16/6.000% 185,978 0.05
264,076 Freddie Mac 2363 PF 15.09.16/6.000% 271,009 0.07
192,176 Freddie Mac 2366 MD 15.10.16/6.000% 192,871 0.05
160,733 Freddie Mac 2410 NG 15.02.32/6.500% 167,426 0.04
122,650 Freddie Mac 2416 SH 17.02.32/5.945%* 126,340 0.03
187,147 Freddie Mac 2424 OG 15.03.17/6.000% 192,296 0.05
240,689 Freddie Mac 2425 OB 15.03.17/6.000% 247,762 0.06
134,894 Freddie Mac 2434 TC 15.04.32/7.000% 142,058 0.04
365,693 Freddie Mac 2453 BD 15.05.17/6.000% 375,839 0.09
100,000 Freddie Mac 2466 PG 15.04.32/6.500% 103,988 0.03
134,279 Freddie Mac 2472 VB 15.11.17/6.000% 134,693 0.03
211,953 Freddie Mac 2484 LZ 15.07.32/6.500% 221,741 0.06
384,970 Freddie Mac 2503 BH 15.09.17/5.500% 389,489 0.10
22,175 Freddie Mac 2519 BT 15.09.31/8.500% 23,930 0.01
297,730 Freddie Mac 2521 PU 15.05.10/5.500% 299,718 0.07
91,019 Freddie Mac 2527 VU 15.10.13/5.500% 91,805 0.02
500,000 Freddie Mac 2537 TE 15.12.17/5.500% 506,260 0.13
363,324 Freddie Mac 2541 GX 15.02.17/5.500% 366,160 0.09
415,000 Freddie Mac 2544 HC 15.12.32/6.000% 415,721 0.10
130,315 Freddie Mac 2565 MB 15.05.30/6.000% 131,914 0.03
200,000 Freddie Mac 2575 ME 15.02.33/6.000% 198,215 0.05
197,549 Freddie Mac 2597 DS 15.02.33/2.522%* 13,291 0.00
213,931 Freddie Mac 2610 DS 15.03.33/2.073%* 15,030 0.00
217,120 Freddie Mac 2611 SH 15.10.21/2.623%* 15,406 0.00
166,990 Freddie Mac 2630 KN 15.04.13/2.500% 165,175 0.04
1,180,000 Freddie Mac 2631 LC 15.06.18/4.500% 1,142,543 0.28
365,827 Freddie Mac 2636 Z 15.06.18/4.500% 349,674 0.09
33,843 Freddie Mac 2643 HI 15.12.16/4.500% 2,573 0.00
227,378 Freddie Mac 2646 AC 15.08.17/3.500% 219,220 0.05
294,609 Freddie Mac 2650 PO 15.12.32/0.000% 243,543 0.06
3,146,887 Freddie Mac 2650 QN 15.01.33/4.500% 3,100,035 0.77
806,864 Freddie Mac 2650 SO 15.12.32/0.000% 656,895 0.16
139,671 Freddie Mac 2668 SB 15.10.15/2.731%* 130,856 0.03
200,000 Freddie Mac 2672 ME 15.11.22/5.000% 197,713 0.05
1,450,000 Freddie Mac 2675 CK 15.09.18/4.000% 1,361,068 0.34
144,955 Freddie Mac 2683 VA 15.02.21/5.500% 146,209 0.04
1,500,000 Freddie Mac 2684 PO 15.01.33/0.000% 970,299 0.24
233,250 Freddie Mac 2686 GB 15.05.20/5.000% 233,828 0.06
143,073 Freddie Mac 2694 BA 15.06.31/4.000% 136,332 0.03
500,000 Freddie Mac 2695 DE 15.01.17/4.000% 484,819 0.12
1,000,000 Freddie Mac 2695 DG 15.10.18/4.000% 943,688 0.23
500,000 Freddie Mac 2720 PC 15.12.23/5.000% 495,288 0.12
102,224 Freddie Mac 2722 EG 15.12.33/0.000% 49,710 0.01
400,000 Freddie Mac 2744 PD 15.08.33/5.500% 405,164 0.10
563,949 Freddie Mac 2755 PA 15.02.29/0.000% 459,830 0.11
1,000,000 Freddie Mac 2764 UC 15.05.27/5.000% 1,001,955 0.25
50,563 Freddie Mac 2766 SX 15.03.34/0.820%* 40,367 0.01
76,156 Freddie Mac 2776 SK 15.04.34/1.534%* 58,924 0.01
500,000 Freddie Mac 2783 AT 15.04.19/4.000% 457,945 0.11
800,000 Freddie Mac 2809 UC 15.06.19/4.000% 742,474 0.18
225,508 Freddie Mac 2827 SQ 15.01.19/7.500%* 230,810 0.06
1,000,000 Freddie Mac 2833 NB 15.08.19/4.500% 960,073 0.24
1,000,000 Freddie Mac 2864 GB 15.09.19/4.000% 934,993 0.23
500,000 Freddie Mac 2931 QC 15.01.19/4.500% 487,147 0.12
548,693 Freddie Mac 2945 ZB 15.03.35/5.500% 492,112 0.12
1,000,000 Freddie Mac 2958 QD 15.04.20/4.500% 972,126 0.24
573,234 Freddie Mac 2962 WJ 15.06.24/5.500% 581,545 0.14
800,000 Freddie Mac 2965 GD 15.04.20/4.500% 773,018 0.19
1,000,000 Freddie Mac 2971 GC 15.07.18/5.000% 996,630 0.25
100,000 Freddie Mac 2975 KO 15.05.35/0.000% 69,594 0.02
1,000,000 Freddie Mac 3047 OB 15.12.33/5.500% 1,012,843 0.25
200,000 Freddie Mac 3047 OD 15.10.35/5.500% 196,244 0.05
700,000 Freddie Mac 3064 OE 15.11.35/5.500% 677,625 0.17
1,000,000 Freddie Mac 3074 BH 15.11.35/5.000% 953,971 0.24
327,504 Freddie Mac 3101 EA 15.06.20/6.000% 326,230 0.08
254,890 Freddie Mac 3117 EO 15.02.36/0.000% 191,084 0.05
331,461 Freddie Mac 3117 OK 15.02.36/0.000% 232,280 0.06
404,054 Freddie Mac 3118 DM 15.02.24/5.000% 376,093 0.09
448,742 Freddie Mac 3134 PO 15.03.36/0.000% 348,929 0.09
453,623 Freddie Mac 3138 PO 15.04.36/0.000% 350,278 0.09
456,994 Freddie Mac 3150 PO 15.05.36/0.000% 353,393 0.09
1,355,493 Freddie Mac 3152 MO 15.03.36/0.000% 979,948 0.24
227,984 Freddie Mac 3158 LX 15.05.36/0.000%* 196,888 0.05
181,495 Freddie Mac 3189 SN 15.11.35/1.791%* 189,712 0.05
398,241 Freddie Mac Gold Pool No:
A11312 01.07.33/6.000% 402,908 0.10
180,635 Freddie Mac Gold Pool No:
A17537 01.01.34/6.000% 182,752 0.05
240,844 Freddie Mac Gold Pool No:
A28796 01.11.34/6.500% 247,279 0.06