JPMorgan <strong>Funds</strong> - Global Convertibles Fund (EUR) Schedule of Investments - Outstanding Forward Foreign Exchange Contracts (Expressed in EUR) As at 30 June 2008 Settlement Date Currency Amount Purchased Currency Amount Sold Unrealised Gain/ (Loss) 30-Jul-08 EUR 268,338,441 JPY 44,707,311,219 (386,255) 30-Jul-08 EUR 7,688,774 AUD 12,578,527 45,747 30-Jul-08 EUR 807,331,886 USD 1,251,565,604 12,984,532 30-Jul-08 EUR 26,967,932 HKD 326,115,117 414,771 30-Jul-08 EUR 21,950,884 SGD 46,475,069 240,092 30-Jul-08 EUR 10,105,042 GBP 8,000,000 1,904 30-Jul-08 EUR 48,922,915 CHF 79,108,843 (421,544) 30-Jul-08 JPY 688,073,157 EUR 4,084,708 51,131 30-Jul-08 USD 10,812,068 EUR 6,934,903 (72,667) Total 12,857,711 Schedule of Investments - Outstanding Financial Futures Contracts (Expressed in EUR) Expiration Date Number of Contracts Security Description Currency Notional Value Unrealised Gain/ (Loss) Equity Futures Sep-08 108 Dax Index Future EUR 17,417,700 (1,192,863) Sep-08 1,544 DJ Euro Stoxx 50 Index Future EUR 51,940,160 (3,597,519) Sep-08 465 DJIAIndex Future USD 33,314,268 (2,640,388) Total (7,430,770) 71
JPMorgan <strong>Funds</strong> - Global Dynamic Fund Schedule of Investments (Market Value Expressed in USD) As at 30 June 2008 Quantity/ Nominal Value Name of Securities Maturity/ Coupon Market Value % of Net Assets Transferable Securities Admitted to an Official Exchange Listing 75,974 Noble Energy 7,551,816 0.40 79,660 Norfolk Southern 4,853,684 0.26 Shares and Rights 72,825 Nucor 5,591,503 0.30 UNITED STATES OFAMERICA 98,903 Abercrombie & Fitch - A Shares 6,210,119 424,658 Allied Waste Industries 5,282,745 156,105 American Electric Power 6,202,051 94,850 Anadarko Petroleum 7,195,321 52,974 Apache 7,344,845 70,439 Apple 11,917,574 85,644 Assurant 5,769,836 615,537 AT&T 20,288,099 448,125 Bank of America 10,844,625 152,500 Bank of New York Mellon 5,659,275 118,570 Baxter International 7,510,224 109,951 BE Aerospace 2,553,062 88,790 Bucyrus International 6,582,003 208,383 CA4,795,935 111,497 Chesapeake Energy 7,382,216 135,614 Chevron 13,378,321 150,884 Chubb 7,470,267 107,057 Cimarex Energy 7,425,473 582,584 Cisco Systems 13,649,943 610,401 Citigroup 10,163,177 142,906 Coca-Cola 7,433,970 331,570 Comcast - AShares 6,163,886 104,456 Computer Sciences 4,844,669 87,379 ConocoPhillips 8,155,082 266,702 Corning 6,187,486 77,784 CSX 4,833,498 104,061 Cummins 6,663,026 178,456 CVS Caremark 7,111,472 248,624 Dell 5,464,755 59,879 Devon Energy 7,081,889 117,048 Dominion Resources 5,462,630 94,950 Dover 4,544,307 392,533 Duke Energy 6,712,314 346,513 El Paso 7,432,704 72,641 ENSCO International 5,973,269 32,000 Esc Telecorp 0 389,767 Exxon Mobil 33,975,989 29,541 Fluor 5,446,179 0.33 0.28 0.33 0.38 0.39 0.64 0.31 1.08 0.58 0.30 0.40 0.14 0.35 0.26 0.39 0.71 0.40 0.40 0.73 0.54 0.40 0.33 0.26 0.44 0.33 0.26 0.36 0.38 0.29 0.38 0.29 0.24 0.36 0.40 0.32 0.00 1.81 0.29 80,829 Occidental Petroleum 337,317 Office Depot 312,457 Oracle 90,308 Parker Hannifin 182,448 PerkinElmer 234,804 Philip Morris International 136,722 PNC Financial Services Group 116,670 PPL 71,096 Praxair 50,247 Priceline.<strong>com</strong> 230,149 Procter & Gamble 85,777 Prudential Financial 201,487 Qual<strong>com</strong>m 100,736 Raytheon 254,438 Safeway 401,499 Schering-Plough 209,002 Southern 138,510 Spectra Energy 50,700 SPX 97,846 State Street 181,540 Steel Dynamics 214,095 Supervalu 255,975 TD Ameritrade Holding 130,758 Thermo Fisher Scientific 268,855 Time Warner 144,521 TJX 150,539 Travelers 80,114 Union Pacific 21,219 United States Steel 280,907 US Bancorp 67,626 VF 185,165 Wal-Mart Stores 218,291 Walt Disney 302,764 Wells Fargo & Co. 189,763 Western Digital 132,129 Wyeth 258,631 Xilinx 70,174 XTO Energy 154,701 Zions Bancorporation 7,251,170 3,649,770 6,605,341 6,354,071 5,042,862 11,674,455 7,771,278 5,972,337 6,755,542 5,916,584 13,976,949 5,422,822 9,091,093 5,622,076 7,228,584 7,825,215 7,206,389 3,966,926 6,656,910 6,202,458 7,098,214 6,570,575 4,633,147 7,245,301 3,893,020 4,559,638 6,622,211 5,914,015 4,015,059 7,896,296 4,769,662 10,469,229 6,876,167 7,124,037 6,599,957 6,169,103 6,509,742 4,804,112 4,888,552 0.39 0.19 0.35 0.34 0.27 0.62 0.41 0.32 0.36 0.32 0.75 0.29 0.49 0.30 0.39 0.42 0.38 0.21 0.36 0.33 0.38 0.35 0.25 0.39 0.21 0.24 0.35 0.32 0.21 0.42 0.25 0.56 0.37 0.38 0.35 0.33 0.35 0.26 0.26 184,710 Fossil 63,922 Freeport-McMoRan Copper & Gold 5,559,771 7,563,251 0.30 0.40 882,674,698 47.13 115,121 GameStop - AShares 362,566 Gap 89,753 Gardner Denver 81,398 General Dynamics 106,221 General Mills 130,992 Gilead Sciences 49,620 Goldman Sachs Group 18,062 Google - AShares 136,595 Halliburton 103,080 Helmerich & Payne 58,407 Hess 219,204 Hewlett-Packard 278,588 Home Depot 313,688 Hudson City Bancorp 457,093 Intel 178,748 Interactive Brokers Group - AShares 126,614 International Business Machines 124,342 J.C. Penney 220,139 Johnson & Johnson 119,452 Kohl’s 160,722 Kraft Foods - AShares 58,203 L-3 Communications Holdings 134,374 Lexmark International - AShares 73,603 Lockheed Martin 4,803,999 6,011,344 4,958,853 6,761,732 6,377,509 6,916,378 8,646,285 9,602,301 7,302,369 7,448,561 7,473,759 9,655,936 6,571,891 5,251,137 9,786,361 5,786,072 15,006,291 4,501,180 14,036,063 4,827,055 4,570,934 5,270,282 4,517,654 7,295,529 0.25 0.32 0.27 0.36 0.34 0.37 0.46 0.51 0.39 0.40 0.40 0.52 0.35 0.28 0.52 0.31 0.80 0.24 0.75 0.26 0.24 0.28 0.24 0.39 UNITED KINGDOM 120,144 Anglo American 177,566 AstraZeneca 425,714 Aviva 1,189,675 Barclays 254,930 Barclays - Rights 305,946 BG Group 546,355 BP 99,115 Eurasian Natural Resources 459,065 GlaxoSmithKline 1,250,668 HSBC Holdings 666,703 ICAP 778,179 Man Group 1,609,600 RBS 70,494 Rio Tinto 627,839 Royal Dutch Shell - B Shares 252,441 Standard Chartered 641,659 Tesco 219,549 Unilever 159,491 Vedanta Resources 7,455,160 Vodafone Group 1,170,147 WM Morrison Supermarkets 87,874 Xstrata 17.07.08 8,419,867 7,511,071 4,211,153 6,880,622 45,758 7,895,514 6,338,882 2,644,825 10,171,608 19,330,590 7,140,162 9,575,601 6,845,551 8,442,412 25,180,349 7,128,933 4,664,480 6,221,956 6,937,344 22,049,538 6,137,585 7,069,646 0.45 0.40 0.22 0.37 0.00 0.42 0.34 0.14 0.54 1.03 0.38 0.51 0.37 0.45 1.34 0.38 0.25 0.33 0.38 1.18 0.33 0.38 110,410 Marathon Oil 22,383 Mastercard - AShares 114,408 McDonald’s 127,776 Medco Health Solutions 116,021 Medtronic 183,373 Merck & Co. 134,728 MetLife 647,210 Microsoft 126,367 Molson Coors Brewing - B Shares 40,822 Monsanto 169,060 Morgan Stanley 44,901 Mosaic 80,488 Murphy Oil 81,463 National Oilwell Varco 304,180 New York Community Bancorp 391,194 News - B Shares 106,316 Nike - B Shares 5,704,885 6,140,105 6,358,796 6,103,860 5,970,441 6,896,658 7,168,877 18,028,682 6,873,101 5,257,057 6,099,685 6,620,652 7,870,921 7,217,622 5,493,491 6,028,300 6,378,960 0.30 0.33 0.34 0.33 0.32 0.37 0.38 0.96 0.37 0.28 0.33 0.35 0.42 0.39 0.29 0.32 0.34 JAPAN 171,700 Astellas Pharma 152,500 Canon 580,000 Daihatsu Motor 105,800 Daikin Industries 248,900 Honda Motor 201,400 Hosiden 650,000 Itochu 1,352,000 Kajima 241,500 Komatsu 353,000 Konica Minolta Holdings 676,000 Kubota 165,900 Makita 895,000 Marubeni 290,000 Matsushita Electric Industrial 238,100 Mitsubishi 190,843,447 7,305,347 7,872,642 6,668,369 5,361,774 8,495,523 4,303,541 6,950,787 4,742,514 6,758,758 5,984,295 4,876,736 6,807,602 7,505,933 6,279,015 7,879,261 10.19 0.39 0.42 0.36 0.29 0.45 0.23 0.37 0.25 0.36 0.32 0.26 0.36 0.40 0.34 0.42 72 Quantity/ Nominal Value Name of Securities Maturity/ Coupon Market Value % of Net Assets
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