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
453,371 MASTR Asset Securitization
Trust 2003-11 6A2 25.12.33/4.000% 449,194 0.11
35,000 MBNA Credit Card Master
Note Trust 2003-C1 C1 15.08.13/7.625% 34,899 0.01
250,000 Merrill Lynch Mortgage Trust
2005-MCP1 ASB 12.06.43/4.674%* 244,598 0.06
400,000 Merrill Lynch/Countrywide
Commercial Mortgage Trust
2006-1 A4 12.02.39/5.428%* 400,136 0.10
100,000 Metropolitan Life Global
Funding I 144A 18.09.13/5.200% 101,160 0.03
200,000 Monumental Global Funding II
144A 30.07.09/4.375% 200,381 0.05
150,000 Morgan Stanley 15.05.10/4.250% 148,488 0.04
75,000 Morgan Stanley 15.10.13/6.750% 80,454 0.02
290,000 Morgan Stanley 28.12.17/5.950% 287,328 0.07
250,000 Morgan Stanley Capital I
2004-HQ3 A2 13.01.41/4.050% 246,811 0.06
230,000 Morgan Stanley Capital I
2004-T13 A4 13.09.45/4.660% 222,593 0.06
259,423 Morgan Stanley Capital I
2006-IQ12 A1 15.12.43/5.257% 260,637 0.06
78,832 Morgan Stanley Capital I
2006-T23 A1 12.08.41/5.682% 80,021 0.02
519,172 Morgan Stanley Mortgage Loan
Trust 2004-3 1A 25.05.19/5.000% 512,948 0.13
189,152 MortgageIT Trust 2005-1 1A1 25.02.35/5.185%* 184,103 0.05
30,000 Nationwide Financial Services 01.07.12/5.900% 31,135 0.01
100,000 NCNB 15.09.09/9.375% 108,550 0.03
100,000 New York Life Global Funding
144A 15.01.09/3.875% 99,347 0.02
35,574 Nomura Asset Acceptance
2003-A1 A1 25.05.33/5.500% 34,881 0.01
29,404 Nomura Asset Acceptance
2003-A1 A2 25.05.33/6.000% 29,501 0.01
3,497 Nomura Asset Acceptance
2003-A1 A5 25.04.33/7.000% 3,489 0.00
58,708 Onyx Acceptance Grantor Trust
2004-C A4 15.12.11/3.500% 58,392 0.01
100,000 Oracle and Ozark Holding 15.01.16/5.250% 99,805 0.02
150,000 Pacific Gas and Electric 30.11.17/5.625% 147,902 0.04
100,000 Pacific Life Global Funding
144A 15.01.09/3.750% 98,751 0.02
45,000 Pacificorp 15.08.34/5.900% 43,566 0.01
90,000 Pioneer Natural Resources 15.07.16/5.875% 82,496 0.02
75,000 Popular North America 01.04.08/4.250% 74,816 0.02
200,000 Potomac Electric Power 15.11.37/6.500% 198,832 0.05
150,000 Principal Life Global Funding I
144A 26.06.08/2.800% 148,073 0.04
95,158 Procter & Gamble - Esop 01.01.21/9.360% 120,393 0.03
60,000 PSE&G Transition Funding
2001-1 A6 15.06.15/6.610% 63,765 0.02
45,000 PSEG Power 01.04.09/3.750% 44,403 0.01
55,000 PSEG Power 01.12.15/5.500% 54,493 0.01
30,000 PSEG Power 15.04.11/7.750% 32,057 0.01
25,000 RBS Capital Trust I 01.07.13/4.709%* 22,313 0.01
10,000 RBS Capital Trust II 03.01.34/6.425%* 8,888 0.00
70,000 RBS Capital Trust III 30.09.14/5.512%* 63,055 0.02
500,000 Residential Accredit Loans
2001-QS19 A2 25.12.16/6.000% 494,419 0.12
628,940 Residential Accredit Loans
2003-QR19 CB4 25.10.33/5.750% 597,578 0.15
762,330 Residential Accredit Loans
2003-QS14 A1 25.07.18/5.000% 753,729 0.19
200,000 Residential Accredit Loans
2004-QS8 A2 25.06.34/5.000% 195,649 0.05
56,737 Residential Accredit Loans
2006-QS4 A7 25.04.36/5.030%* 57,053 0.01
3,255 Residential Asset Securities
2002-KS4 AIIB 25.07.32/5.365%* 3,041 0.00
498,170 Residential Asset Securitization
Trust 2003-A13 A3 25.01.34/5.500% 455,155 0.11
219,318 Residential Funding Mortgage
Securities I 2003-S7 A17 25.05.33/4.000% 201,416 0.05
351,522 Residential Funding Mortgage
Securities I 2004-S6 2A6 25.06.34/0.000% 246,202 0.06
716,311 Residential Funding Mortgage
Securities I 2004-S6 3A5 25.06.19/4.500% 691,721 0.17
323,227 Residential Funding Mortgage
Securities I 2005-SA4 1A1 25.09.35/4.943%* 328,276 0.08
32,101 Salomon Brothers Mortgage
Securities VII 2003-UP2 PO1 25.12.18/0.000% 26,227 0.01
989,146 Structured Adjustable Rate
Mortgage Loan Trust 2004- 16
3A2 25.11.34/5.450%* 971,836 0.24
692,712 Structured Asset Securities
2004-20 1A3 25.11.34/5.250% 672,322 0.17
225,000 SunTrust Banks 05.11.12/5.250% 230,010 0.06
150,000 SunTrust Banks 11.09.17/6.000% 150,012 0.04
30,000 TCI Communications 15.02.26/7.875% 33,868 0.01
191
Quantity/
Nominal
Value
Name of Securities Maturity/
Coupon
Market
Value
% of
Net
Assets
480,000 Time Warner Entertainment 15.03.23/8.375% 561,396 0.14
16,646 Toyota Auto Receivables Owner
Trust 2003-B A4 15.01.10/2.790% 16,632 0.00
15,000 Union Pacific 15.01.11/6.650% 15,607 0.00
6,250,000 US Treasury 15.02.10/6.500% 6,670,898 1.66
500,000 US Treasury 15.02.19/8.875% 698,125 0.17
1,000,000 US Treasury 15.02.21/7.875% 1,333,750 0.33
70,000 US Treasury 15.11.09/3.500% 70,481 0.02
45,000 US Treasury 15.11.14/4.250% 46,153 0.01
1,800,000 US Treasury 30.06.11/5.125% 1,905,750 0.47
2,000,000 US Treasury 30.09.11/4.500% 2,079,062 0.52
2,200,000 US Treasury 31.01.12/4.750% 2,310,000 0.58
10,600,000 US Treasury 31.10.11/4.625% 11,070,375 2.76
4,350,000 US Treasury (Strip) 15.11.12/0.000% 3,665,478 0.91
3,000,000 US Treasury (Strip) 15.02.14/0.000% 2,378,246 0.58
7,400,000 US Treasury (Strip) 15.05.14/0.000% 5,785,914 1.44
4,300,000 US Treasury (Strip) 15.08.14/0.000% 3,328,535 0.83
6,000,000 US Treasury (Strip) 15.11.14/0.000% 4,582,404 1.14
34,450,000 US Treasury (Strip) 15.02.15/0.000% 25,893,542 6.45
2,465,000 US Treasury (Strip) 15.11.15/0.000% 1,779,053 0.44
2,835,000 US Treasury (Strip) 15.05.16/0.000% 1,993,855 0.50
2,350,000 US Treasury (Strip) 15.11.16/0.000% 1,610,363 0.40
11,075,000 US Treasury (Strip) 15.05.17/0.000% 7,376,625 1.84
1,185,000 US Treasury (Strip) 15.11.17/0.000% 770,243 0.19
1,750,000 US Treasury (Strip) 15.02.18/0.000% 1,117,420 0.28
1,600,000 US Treasury (Strip) 15.02.19/0.000% 968,053 0.24
2,000,000 US Treasury (Strip) 15.05.19/0.000% 1,196,155 0.30
1,000,000 US Treasury (Strip) 15.05.20/0.000% 563,481 0.14
2,500,000 US Treasury (Strip) 15.05.20/8.750% 1,412,625 0.35
1,000,000 US Treasury (Strip) 15.08.20/0.000% 557,434 0.14
162,067 Vendee Mortgage Trust 1998-1
2E 15.09.27/7.000% 170,373 0.05
180,000 Wachovia Bank Commercial
Mortgage Trust 2003-C9 A2 15.12.35/3.958% 178,173 0.05
250,000 Wachovia Bank Commercial
Mortgage Trust 2004-C15 A2 15.10.41/4.039% 246,462 0.05
50,000 Wachovia Bank/Charlotte 18.08.10/7.800% 53,781 0.01
588,338 Wamu Alternative Mortgage
Pass-Through Certificates
2003-S8 A5 25.09.18/4.500% 519,464 0.13
500,000 Wamu Alternative Mortgage
Pass-Through Certificates
2005-4 CB7 25.06.35/5.500% 477,025 0.12
188,358 Washington Mutual 2003-AR4
A6 25.05.33/3.423%* 188,320 0.05
213,316 Washington Mutual 2003-AR8
A 25.08.33/4.030%* 211,594 0.05
1,406,124 Washington Mutual 2003-S10
A5 25.10.18/5.000% 1,383,120 0.34
829,503 Washington Mutual 2003-S8 A4 25.09.18/4.500% 795,910 0.20
595,407 Washington Mutual 2004-RS2
A4 25.11.33/5.000% 463,714 0.12
181,076 Washington Mutual 2004-S3
2A3 25.07.34/5.459%* 176,683 0.04
250,000 Wells Fargo Mortgage Backed
Securities Trust 2003-11 1A4 25.10.18/4.750% 247,136 0.06
165,661 Wells Fargo Mortgage Backed
Securities Trust 2004-7 2A2 25.07.19/5.000% 164,008 0.04
373,137 Wells Fargo Mortgage Backed
Securities Trust 2004-BB A4 25.01.35/4.558%* 370,612 0.09
558,807 Wells Fargo Mortgage Backed
Securities Trust 2004-EE 3A1 25.12.34/3.999%* 550,725 0.14
721,940 Wells Fargo Mortgage Backed
Securities Trust 2004-P 2A1 25.09.34/4.235%* 702,155 0.17
217,976 Wells Fargo Mortgage Backed
Securities Trust 2004-S A4 25.09.34/3.541%* 215,612 0.05
250,000 Wells Fargo Mortgage Backed
Securities Trust 2004-S A5 25.09.34/3.540%* 247,121 0.06
297,224 Wells Fargo Mortgage Backed
Securities Trust 2005-AR10
2A12 25.06.35/4.109%* 296,103 0.07
500,000 WFS Financial Owner Trust
2005-1 A4 17.08.12/3.870% 496,411 0.12
250,000 Wachovia Bank 15.01.38/6.600% 244,003 0.06
250,000 Washington Mutual
Bank/Henderson 15.08.14/5.650% 221,429 0.06
300,000 Washington Mutual Finance 15.05.11/6.875% 315,218 0.08
20,000 Wells Fargo Financial 15.07.09/6.850% 20,671 0.01
25,000 Wyeth 01.02.24/6.450% 26,182 0.01
345,928,096 86.12
UNITED KINGDOM
200,000 Barclays Bank 12.09.12/5.450% 204,249 0.04
300,000 Barclays Bank 144A 04.12.17/6.050% 307,716 0.08
1,000,000 British Telecommunications 15.01.13/5.150% 1,005,069 0.25
1,517,034 0.37