-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, HAohD5JSZw909VVH5jMkY90pkT1SJ4SDhw9UfhXTBGwgGhQRrJEnbdwH5RBAiB2c 6k5WeSGxzyU/21HDIo9p7g== 0001325358-06-000491.txt : 20061030 0001325358-06-000491.hdr.sgml : 20061030 20061030141742 ACCESSION NUMBER: 0001325358-06-000491 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20060831 FILED AS OF DATE: 20061030 DATE AS OF CHANGE: 20061030 EFFECTIVENESS DATE: 20061030 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JPMorgan Institutional Trust CENTRAL INDEX KEY: 0001303608 IRS NUMBER: 201491791 STATE OF INCORPORATION: DE FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: NSAR-A SEC ACT: 1940 Act SEC FILE NUMBER: 811-21638 FILM NUMBER: 061171534 BUSINESS ADDRESS: STREET 1: C/O JPMORGAN DISTRIBUTION SERVICES, INC. STREET 2: 1111 POLARIS PARKWAY CITY: COLUMBUS STATE: OH ZIP: 43240 BUSINESS PHONE: 800-480-4111 MAIL ADDRESS: STREET 1: C/O JPMORGAN DISTRIBUTION SERVICES, INC. STREET 2: 1111 POLARIS PARKWAY CITY: COLUMBUS STATE: OH ZIP: 43240
0001303608 S000007336 JPMorgan Intermediate Bond Trust
C000020140 JPMorgan Intermediate Bond Trust
0001303608 S000007337 JPMorgan Core Bond Trust
C000020141 JPMorgan Core Bond Trust
0001303608 S000007338 JPMorgan Equity Index Trust
C000020142 JPMorgan Equity Index Trust
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P000300 38 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 28722 074 S000300 0 074 T000300 313240 074 U010300 32409 074 U020300 0 074 V010300 9.67 074 V020300 0.00 074 W000300 0.0000 074 X000300 4 074 Y000300 0 075 A000300 0 075 B000300 308332 076 000300 0.00 SIGNATURE Arthur A. Jensen TITLE Treasurer EX-99.77O RULE 10F-3 2 ex77o_10f-3aug06.htm


Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	3/1/2006
Issuer	Quebecor World Capital Corp (IQWCN 8.75% March 15, 2016 144A)
Cusip	74820QAA
Bonds	405,000
Offering Price	$100.00
Spread	$1.31
Cost	$405,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$450,000,000
Total Proceeds from IPO after discount	$444,109,500
Total Bonds Purchased by JPMIM	8,520,000
Total Price paid 	$8,520,000
% of Offering	1.89%
Trustee	Citibank, N.A.
Fund	Managers High Yield
Account Number	145730
Trade Date	3/1/2006
Issuer	Quebecor World Capital Corp (IQWCN 8.75% March 15, 2016 144A)
Cusip	74820QAA
Bonds	215,000
Offering Price	$100.00
Spread	$1.31
Cost	$215,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$450,000,000
Total Proceeds from IPO after discount	$444,109,500
Total Bonds Purchased by JPMIM	8,520,000
Total Price paid 	$8,520,000
% of Offering	1.89%
Trustee	Citibank, N.A.
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	3/1/2006
Issuer	Quebecor World Capital Corp (IQWCN 8.75% March 15, 2016 144A)
Cusip	74820QAA
Bonds	590,000
Offering Price	$100.00
Spread	$1.31
Cost	$590,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$450,000,000
Total Proceeds from IPO after discount	$444,109,500
Total Bonds Purchased by JPMIM	8,520,000
Total Price paid 	$8,520,000
% of Offering	1.89%
Trustee	Citibank, N.A.
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	3/1/2006
Issuer	Quebecor World Capital Corp (IQWCN 8.75% March 15, 2016 144A)
Cusip	74820QAA
Bonds	275,000
Offering Price	$100.00
Spread	$1.31
Cost	$275,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$450,000,000
Total Proceeds from IPO after discount	$444,109,500
Total Bonds Purchased by JPMIM	8,520,000
Total Price paid 	$8,520,000
% of Offering	1.89%
Trustee	Citibank, N.A.
Fund	Highbridge Fixed Income Opportunity  - EMD
Account Number	238470
Trade Date	3/1/2006
Issuer	Quebecor World Capital Corp (IQWCN 8.75% March 15, 2016 144A)
Cusip	74820QAA
Bonds	20,000
Offering Price	$100.00
Spread	$1.31
Cost	$20,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$450,000,000
Total Proceeds from IPO after discount	$444,109,500
Total Bonds Purchased by JPMIM	8,520,000
Total Price paid 	$8,520,000
% of Offering	1.89%
Trustee	Citibank, N.A.
Fund	JPM Global Strategic Income
Account Number	162533
Trade Date	3/1/2006
Issuer	Quebecor World Capital Corp (IQWCN 8.75% March 15, 2016 144A)
Cusip	74820QAA
Bonds	15,000
Offering Price	$100.00
Spread	$1.31
Cost	$15,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	$3,381,808
% of Fund	0.44%
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$450,000,000
Total Proceeds from IPO after discount	$444,109,500
Total Bonds Purchased by JPMIM	8,520,000
Total Price paid 	$8,520,000
% of Offering	1.89%
Trustee	Citibank, N.A.
Fund	JPMF Global Strategic Income
Account Number	162663
Trade Date	3/1/2006
Issuer	Quebecor World Capital Corp (IQWCN 8.75% March 15, 2016 144A)
Cusip	74820QAA
Bonds	40,000
Offering Price	$100.00
Spread	$1.31
Cost	$40,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$450,000,000
Total Proceeds from IPO after discount	$444,109,500
Total Bonds Purchased by JPMIM	8,520,000
Total Price paid 	$8,520,000
% of Offering	1.89%
Trustee	Citibank, N.A.
Fund	JPMF Inv - Global High Yield
Account Number	165050
Trade Date	3/1/2006
Issuer	Quebecor World Capital Corp (IQWCN 8.75% March 15, 2016 144A)
Cusip	74820QAA
Bonds	1,165,000
Offering Price	$100.00
Spread	$1.31
Cost	$1,165,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$450,000,000
Total Proceeds from IPO after discount	$444,109,500
Total Bonds Purchased by JPMIM	8,520,000
Total Price paid 	$8,520,000
% of Offering	1.89%
Trustee	Citibank, N.A.
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	3/1/2006
Issuer	Quebecor World Capital Corp (IQWCN 8.75% March 15, 2016 144A)
Cusip	74820QAA
Bonds	320,000
Offering Price	$100.00
Spread	$1.31
Cost	$320,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$450,000,000
Total Proceeds from IPO after discount	$444,109,500
Total Bonds Purchased by JPMIM	8,520,000
Total Price paid 	$8,520,000
% of Offering	1.89%
Trustee	Citibank, N.A.
Fund	MI-Fonds 901
Account Number	167370
Trade Date	3/1/2006
Issuer	Quebecor World Capital Corp (IQWCN 8.75% March 15, 2016 144A)
Cusip	74820QAA
Bonds	935,000
Offering Price	$100.00
Spread	$1.31
Cost	$935,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$450,000,000
Total Proceeds from IPO after discount	$444,109,500
Total Bonds Purchased by JPMIM	8,520,000
Total Price paid 	$8,520,000
% of Offering	1.89%
Trustee	Citibank, N.A.
Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	3/7/2006
Issuer	Ball Corporation (BLL 6.625% March 15, 2018)
Cusip	058498AL
Bonds	400,000
Offering Price	$99.80
Spread	$1.25
Cost	$399,196
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$449,095,500
Total Proceeds from IPO after discount	$443,470,500
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$5,987,940
% of Offering	1.33%
Trustee	Bank of New York
Fund	Managers High Yield
Account Number	145730
Trade Date	3/7/2006
Issuer	Ball Corporation (BLL 6.625% March 15, 2018)
Cusip	058498AL
Bonds	210,000
Offering Price	$99.80
Spread	$1.25
Cost	$209,578
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$449,095,500
Total Proceeds from IPO after discount	$443,470,500
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$5,987,940
% of Offering	1.33%
Trustee	Bank of New York
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	3/7/2006
Issuer	Ball Corporation (BLL 6.625% March 15, 2018)
Cusip	058498AL
Bonds	575,000
Offering Price	$99.80
Spread	$1.25
Cost	$573,844
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$449,095,500
Total Proceeds from IPO after discount	$443,470,500
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$5,987,940
% of Offering	1.33%
Trustee	Bank of New York
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	3/7/2006
Issuer	Ball Corporation (BLL 6.625% March 15, 2018)
Cusip	058498AL
Bonds	250,000
Offering Price	$99.80
Spread	$1.25
Cost	$249,498
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$449,095,500
Total Proceeds from IPO after discount	$443,470,500
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$5,987,940
% of Offering	1.33%
Trustee	Bank of New York
Fund	Highbridge Fixed Income Opportunity  - EMD
Account Number	238470
Trade Date	3/7/2006
Issuer	Ball Corporation (BLL 6.625% March 15, 2018)
Cusip	058498AL
Bonds	20,000
Offering Price	$99.80
Spread	$1.25
Cost	$19,960
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$449,095,500
Total Proceeds from IPO after discount	$443,470,500
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$5,987,940
% of Offering	1.33%
Trustee	Bank of New York
Fund	JPM Global Strategic Income
Account Number	162533
Trade Date	3/7/2006
Issuer	Ball Corporation (BLL 6.625% March 15, 2018)
Cusip	058498AL
Bonds	15,000
Offering Price	$99.80
Spread	$1.25
Cost	$14,970
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$3,381,808
% of Fund	0.44%
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$449,095,500
Total Proceeds from IPO after discount	$443,470,500
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$5,987,940
% of Offering	1.33%
Trustee	Bank of New York
Fund	JPMF Global Strategic Income
Account Number	162663
Trade Date	3/7/2006
Issuer	Ball Corporation (BLL 6.625% March 15, 2018)
Cusip	058498AL
Bonds	40,000
Offering Price	$99.80
Spread	$1.25
Cost	$39,920
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$449,095,500
Total Proceeds from IPO after discount	$443,470,500
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$5,987,940
% of Offering	1.33%
Trustee	Bank of New York
Fund	JPMF Inv - Global High Yield
Account Number	165050
Trade Date	3/7/2006
Issuer	Ball Corporation (BLL 6.625% March 15, 2018)
Cusip	058498AL
Bonds	1,250,000
Offering Price	$99.80
Spread	$1.25
Cost	$1,247,488
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$449,095,500
Total Proceeds from IPO after discount	$443,470,500
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$5,987,940
% of Offering	1.33%
Trustee	Bank of New York
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	3/7/2006
Issuer	Ball Corporation (BLL 6.625% March 15, 2018)
Cusip	058498AL
Bonds	320,000
Offering Price	$99.80
Spread	$1.25
Cost	$319,357
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$449,095,500
Total Proceeds from IPO after discount	$443,470,500
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$5,987,940
% of Offering	1.33%
Trustee	Bank of New York
Fund	MI-Fonds 901
Account Number	167370
Trade Date	3/7/2006
Issuer	Ball Corporation (BLL 6.625% March 15, 2018)
Cusip	058498AL
Bonds	920,000
Offering Price	$99.80
Spread	$1.25
Cost	$918,151
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$449,095,500
Total Proceeds from IPO after discount	$443,470,500
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$5,987,940
% of Offering	1.33%
Trustee	Bank of New York
Fund	JPMF Global Enhanced Bond
Account Number	156100
Trade Date	3/7/2006
Issuer	Commonwealth Bank of Australia Capital Trust II (CBA 6.024% March 29, 2049 144A)
Cusip	12479BAA
Bonds	1,300,000
Offering Price	$100.00
Spread	$1.00
Cost	$1,300,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$700,000,000
Total Proceeds from IPO after discount	$693,000,000
Total Bonds Purchased by JPMIM	57,720,000
Total Price paid 	$57,720,000
% of Offering	8.25%
Trustee	JPMC
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	3/7/2006
Issuer	Commonwealth Bank of Australia Capital Trust II (CBA 6.024% March 29, 2049 144A)
Cusip	12479BAA
Bonds	5,530,000
Offering Price	$100.00
Spread	$1.00
Cost	$5,530,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	$4,256,034,681
% of Fund	0.13%
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$700,000,000
Total Proceeds from IPO after discount	$693,000,000
Total Bonds Purchased by JPMIM	57,720,000
Total Price paid 	$57,720,000
% of Offering	8.25%
Trustee	JPMC
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	3/7/2006
Issuer	Commonwealth Bank of Australia Capital Trust II (CBA 6.024% March 29, 2049 144A)
Cusip	12479BAA
Bonds	340,000
Offering Price	$100.00
Spread	$1.00
Cost	$340,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	$190,699,750
% of Fund	0.18%
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$700,000,000
Total Proceeds from IPO after discount	$693,000,000
Total Bonds Purchased by JPMIM	57,720,000
Total Price paid 	$57,720,000
% of Offering	8.25%
Trustee	JPMC
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	3/7/2006
Issuer	Commonwealth Bank of Australia Capital Trust II (CBA 6.024% March 29, 2049 144A)
Cusip	12479BAA
Bonds	3,590,000
Offering Price	$100.00
Spread	$1.00
Cost	$3,590,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$700,000,000
Total Proceeds from IPO after discount	$693,000,000
Total Bonds Purchased by JPMIM	57,720,000
Total Price paid 	$57,720,000
% of Offering	8.25%
Trustee	JPMC
Fund	GVIT Balanced
Account Number	165120
Trade Date	3/7/2006
Issuer	Commonwealth Bank of Australia Capital Trust II (CBA 6.024% March 29, 2049 144A)
Cusip	12479BAA
Bonds	325,000
Offering Price	$100.00
Spread	$1.00
Cost	$325,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$700,000,000
Total Proceeds from IPO after discount	$693,000,000
Total Bonds Purchased by JPMIM	57,720,000
Total Price paid 	$57,720,000
% of Offering	8.25%
Trustee	JPMC
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	3/7/2006
Issuer	Commonwealth Bank of Australia Capital Trust II (CBA 6.024% March 29, 2049 144A)
Cusip	12479BAA
Bonds	295,000
Offering Price	$100.00
Spread	$1.00
Cost	$295,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	$189,708,471
% of Fund	0.16%
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$700,000,000
Total Proceeds from IPO after discount	$693,000,000
Total Bonds Purchased by JPMIM	57,720,000
Total Price paid 	$57,720,000
% of Offering	8.25%
Trustee	JPMC
Fund	Nationwide Life Insurance Company
Account Number	171010
Trade Date	3/7/2006
Issuer	Commonwealth Bank of Australia Capital Trust II (CBA 6.024% March 29, 2049 144A)
Cusip	12479BAA
Bonds	500,000
Offering Price	$100.00
Spread	$1.00
Cost	$500,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$700,000,000
Total Proceeds from IPO after discount	$693,000,000
Total Bonds Purchased by JPMIM	57,720,000
Total Price paid 	$57,720,000
% of Offering	8.25%
Trustee	JPMC
Fund	Hartford - RVP - Public Bond
Account Number	162810
Trade Date	3/7/2006
Issuer	Commonwealth Bank of Australia Capital Trust II (CBA 6.024% March 29, 2049 144A)
Cusip	12479BAA
Bonds	585,000
Offering Price	$100.00
Spread	$1.00
Cost	$585,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$700,000,000
Total Proceeds from IPO after discount	$693,000,000
Total Bonds Purchased by JPMIM	57,720,000
Total Price paid 	$57,720,000
% of Offering	8.25%
Trustee	JPMC
Fund	Hartford RVP Active Fixed Income
Account Number	162870
Trade Date	3/7/2006
Issuer	Commonwealth Bank of Australia Capital Trust II (CBA 6.024% March 29, 2049 144A)
Cusip	12479BAA
Bonds	1,760,000
Offering Price	$100.00
Spread	$1.00
Cost	$1,760,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$700,000,000
Total Proceeds from IPO after discount	$693,000,000
Total Bonds Purchased by JPMIM	57,720,000
Total Price paid 	$57,720,000
% of Offering	8.25%
Trustee	JPMC
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	3/7/2006
Issuer	Commonwealth Bank of Australia Capital Trust II (CBA 6.024% March 29, 2049 144A)
Cusip	12479BAA
Bonds	660,000
Offering Price	$100.00
Spread	$1.00
Cost	$660,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$700,000,000
Total Proceeds from IPO after discount	$693,000,000
Total Bonds Purchased by JPMIM	57,720,000
Total Price paid 	$57,720,000
% of Offering	8.25%
Trustee	JPMC
Fund	Hartford - RVP Public Bond (B)
Account Number	164680
Trade Date	3/7/2006
Issuer	Commonwealth Bank of Australia Capital Trust II (CBA 6.024% March 29, 2049 144A)
Cusip	12479BAA
Bonds	110,000
Offering Price	$100.00
Spread	$1.00
Cost	$110,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$700,000,000
Total Proceeds from IPO after discount	$693,000,000
Total Bonds Purchased by JPMIM	57,720,000
Total Price paid 	$57,720,000
% of Offering	8.25%
Trustee	JPMC
Fund	General American Life Insurance
Account Number	168030
Trade Date	3/7/2006
Issuer	Commonwealth Bank of Australia Capital Trust II (CBA 6.024% March 29, 2049 144A)
Cusip	12479BAA
Bonds	305,000
Offering Price	$100.00
Spread	$1.00
Cost	$305,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$700,000,000
Total Proceeds from IPO after discount	$693,000,000
Total Bonds Purchased by JPMIM	57,720,000
Total Price paid 	$57,720,000
% of Offering	8.25%
Trustee	JPMC
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	3/7/2006
Issuer	Commonwealth Bank of Australia Capital Trust II (CBA 6.024% March 29, 2049 144A)
Cusip	12479BAA
Bonds	5,685,000
Offering Price	$100.00
Spread	$1.00
Cost	$5,685,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$700,000,000
Total Proceeds from IPO after discount	$693,000,000
Total Bonds Purchased by JPMIM	57,720,000
Total Price paid 	$57,720,000
% of Offering	8.25%
Trustee	JPMC
Fund	Cambridge Fonds - JPMorgan AG.
Account Number	168390
Trade Date	3/7/2006
Issuer	Commonwealth Bank of Australia Capital Trust II (CBA 6.024% March 29, 2049 144A)
Cusip	12479BAA
Bonds	1,085,000
Offering Price	$100.00
Spread	$1.00
Cost	$1,085,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$700,000,000
Total Proceeds from IPO after discount	$693,000,000
Total Bonds Purchased by JPMIM	57,720,000
Total Price paid 	$57,720,000
% of Offering	8.25%
Trustee	JPMC
Fund	MLP Bank AG
Account Number	173240
Trade Date	3/7/2006
Issuer	Commonwealth Bank of Australia Capital Trust II (CBA 6.024% March 29, 2049 144A)
Cusip	12479BAA
Bonds	385,000
Offering Price	$100.00
Spread	$1.00
Cost	$385,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$700,000,000
Total Proceeds from IPO after discount	$693,000,000
Total Bonds Purchased by JPMIM	57,720,000
Total Price paid 	$57,720,000
% of Offering	8.25%
Trustee	JPMC
Fund	JPMF Global Enhanced Bond
Account Number	156100
Trade Date	3/7/2006
Issuer	DaimlerChrysler North America Holding Corporation ( DCX 5.875% March 15, 2011)
Cusip	233835BA
Bonds	2,170,000
Offering Price	$99.85
Spread	$0.33
Cost	$2,166,745
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,248,125,000
Total Proceeds from IPO after discount	$1,244,062,500
Total Bonds Purchased by JPMIM	200,750,000
Total Price paid 	$200,448,875
% of Offering	16.06%
Trustee	JPMC
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	3/7/2006
Issuer	DaimlerChrysler North America Holding Corporation ( DCX 5.875% March 15, 2011)
Cusip	233835BA
Bonds	10,280,000
Offering Price	$99.85
Spread	$0.33
Cost	$10,264,580
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	$4,256,034,681
% of Fund	0.24%
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,248,125,000
Total Proceeds from IPO after discount	$1,244,062,500
Total Bonds Purchased by JPMIM	200,750,000
Total Price paid 	$200,448,875
% of Offering	16.06%
Trustee	JPMC
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	3/7/2006
Issuer	DaimlerChrysler North America Holding Corporation ( DCX 5.875% March 15, 2011)
Cusip	233835BA
Bonds	625,000
Offering Price	$99.85
Spread	$0.33
Cost	$624,063
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	$190,699,750
% of Fund	0.33%
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,248,125,000
Total Proceeds from IPO after discount	$1,244,062,500
Total Bonds Purchased by JPMIM	200,750,000
Total Price paid 	$200,448,875
% of Offering	16.06%
Trustee	JPMC
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	3/7/2006
Issuer	DaimlerChrysler North America Holding Corporation ( DCX 5.875% March 15, 2011)
Cusip	233835BA
Bonds	6,620,000
Offering Price	$99.85
Spread	$0.33
Cost	$6,610,070
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,248,125,000
Total Proceeds from IPO after discount	$1,244,062,500
Total Bonds Purchased by JPMIM	200,750,000
Total Price paid 	$200,448,875
% of Offering	16.06%
Trustee	JPMC
Fund	GVIT Balanced
Account Number	165120
Trade Date	3/7/2006
Issuer	DaimlerChrysler North America Holding Corporation ( DCX 5.875% March 15, 2011)
Cusip	233835BA
Bonds	550,000
Offering Price	$99.85
Spread	$0.33
Cost	$549,175
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,248,125,000
Total Proceeds from IPO after discount	$1,244,062,500
Total Bonds Purchased by JPMIM	200,750,000
Total Price paid 	$200,448,875
% of Offering	16.06%
Trustee	JPMC
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	3/7/2006
Issuer	DaimlerChrysler North America Holding Corporation ( DCX 5.875% March 15, 2011)
Cusip	233835BA
Bonds	560,000
Offering Price	$99.85
Spread	$0.33
Cost	$559,160
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	$189,708,471
% of Fund	0.29%
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,248,125,000
Total Proceeds from IPO after discount	$1,244,062,500
Total Bonds Purchased by JPMIM	200,750,000
Total Price paid 	$200,448,875
% of Offering	16.06%
Trustee	JPMC
Fund	Hartford - RVP - Public Bond
Account Number	162810
Trade Date	3/7/2006
Issuer	DaimlerChrysler North America Holding Corporation ( DCX 5.875% March 15, 2011)
Cusip	233835BA
Bonds	1,080,000
Offering Price	$99.85
Spread	$0.33
Cost	$1,078,380
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,248,125,000
Total Proceeds from IPO after discount	$1,244,062,500
Total Bonds Purchased by JPMIM	200,750,000
Total Price paid 	$200,448,875
% of Offering	16.06%
Trustee	JPMC
Fund	Hartford RVP Active Fixed Income
Account Number	162870
Trade Date	3/7/2006
Issuer	DaimlerChrysler North America Holding Corporation ( DCX 5.875% March 15, 2011)
Cusip	233835BA
Bonds	3,235,000
Offering Price	$99.85
Spread	$0.33
Cost	$3,230,148
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,248,125,000
Total Proceeds from IPO after discount	$1,244,062,500
Total Bonds Purchased by JPMIM	200,750,000
Total Price paid 	$200,448,875
% of Offering	16.06%
Trustee	JPMC
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	3/7/2006
Issuer	DaimlerChrysler North America Holding Corporation ( DCX 5.875% March 15, 2011)
Cusip	233835BA
Bonds	1,210,000
Offering Price	$99.85
Spread	$0.33
Cost	$1,208,185
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,248,125,000
Total Proceeds from IPO after discount	$1,244,062,500
Total Bonds Purchased by JPMIM	200,750,000
Total Price paid 	$200,448,875
% of Offering	16.06%
Trustee	JPMC
Fund	Hartford - RVP Public Bond (B)
Account Number	164680
Trade Date	3/7/2006
Issuer	DaimlerChrysler North America Holding Corporation ( DCX 5.875% March 15, 2011)
Cusip	233835BA
Bonds	205,000
Offering Price	$99.85
Spread	$0.33
Cost	$204,693
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,248,125,000
Total Proceeds from IPO after discount	$1,244,062,500
Total Bonds Purchased by JPMIM	200,750,000
Total Price paid 	$200,448,875
% of Offering	16.06%
Trustee	JPMC
Fund	Hartford - RVP U.S. Bond
Account Number	165410
Trade Date	3/7/2006
Issuer	DaimlerChrysler North America Holding Corporation ( DCX 5.875% March 15, 2011)
Cusip	233835BA
Bonds	1,040,000
Offering Price	$99.85
Spread	$0.33
Cost	$1,038,440
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,248,125,000
Total Proceeds from IPO after discount	$1,244,062,500
Total Bonds Purchased by JPMIM	200,750,000
Total Price paid 	$200,448,875
% of Offering	16.06%
Trustee	JPMC
Fund	General American Life Insurance
Account Number	168030
Trade Date	3/7/2006
Issuer	DaimlerChrysler North America Holding Corporation ( DCX 5.875% March 15, 2011)
Cusip	233835BA
Bonds	555,000
Offering Price	$99.85
Spread	$0.33
Cost	$554,168
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,248,125,000
Total Proceeds from IPO after discount	$1,244,062,500
Total Bonds Purchased by JPMIM	200,750,000
Total Price paid 	$200,448,875
% of Offering	16.06%
Trustee	JPMC
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	3/7/2006
Issuer	DaimlerChrysler North America Holding Corporation ( DCX 5.875% March 15, 2011)
Cusip	233835BA
Bonds	10,425,000
Offering Price	$99.85
Spread	$0.33
Cost	$10,409,363
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,248,125,000
Total Proceeds from IPO after discount	$1,244,062,500
Total Bonds Purchased by JPMIM	200,750,000
Total Price paid 	$200,448,875
% of Offering	16.06%
Trustee	JPMC
Fund	Cambridge Fonds - JPMorgan AG.
Account Number	168390
Trade Date	3/7/2006
Issuer	DaimlerChrysler North America Holding Corporation ( DCX 5.875% March 15, 2011)
Cusip	233835BA
Bonds	1,610,000
Offering Price	$99.85
Spread	$0.33
Cost	$1,607,585
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,248,125,000
Total Proceeds from IPO after discount	$1,244,062,500
Total Bonds Purchased by JPMIM	200,750,000
Total Price paid 	$200,448,875
% of Offering	16.06%
Trustee	JPMC
Fund	MLP Bank AG
Account Number	173240
Trade Date	3/7/2006
Issuer	DaimlerChrysler North America Holding Corporation ( DCX 5.875% March 15, 2011)
Cusip	233835BA
Bonds	710,000
Offering Price	$99.85
Spread	$0.33
Cost	$708,935
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,248,125,000
Total Proceeds from IPO after discount	$1,244,062,500
Total Bonds Purchased by JPMIM	200,750,000
Total Price paid 	$200,448,875
% of Offering	16.06%
Trustee	JPMC
Fund	JPM Bond - Ext. Cash
Account Number	160963
Trade Date	3/7/2006
Issuer	DaimlerChrysler North America Holding Corporation ( DCX FRN March 13, 2009)
Cusip	233835BB
Bonds	3,425,000
Offering Price	$100.00
Spread	$0.23
Cost	$3,425,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	$4,256,034,681
% of Fund	0.08%
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,247,187,500
Total Bonds Purchased by JPMIM	49,750,000
Total Price paid 	$49,750,000
% of Offering	3.98%
Trustee	JPMC
Fund	JPM Enhanced Income
Account Number	165200
Trade Date	3/7/2006
Issuer	DaimlerChrysler North America Holding Corporation ( DCX FRN March 13, 2009)
Cusip	233835BB
Bonds	900,000
Offering Price	$100.00
Spread	$0.23
Cost	$900,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	$182,919,743
% of Fund	0.49%
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,247,187,500
Total Bonds Purchased by JPMIM	49,750,000
Total Price paid 	$49,750,000
% of Offering	3.98%
Trustee	JPMC
Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	3/15/2006
Issuer	Xerox Corporation (XRX 6.40% March 15, 2016)
Cusip	984121BP
Bonds	780,000
Offering Price	$99.41
Spread	$1.00
Cost	$775,421
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$695,891,000
Total Proceeds from IPO after discount	$688,891,000
Total Bonds Purchased by JPMIM	12,470,000
Total Price paid 	$12,396,801
% of Offering	1.78%
Trustee	Wells Fargo Bank, N.A.
Fund	Managers High Yield
Account Number	145730
Trade Date	3/15/2006
Issuer	Xerox Corporation (XRX 6.40% March 15, 2016)
Cusip	984121BP
Bonds	400,000
Offering Price	$99.41
Spread	$1.00
Cost	$397,652
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$695,891,000
Total Proceeds from IPO after discount	$688,891,000
Total Bonds Purchased by JPMIM	12,470,000
Total Price paid 	$12,396,801
% of Offering	1.78%
Trustee	Wells Fargo Bank, N.A.
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	3/15/2006
Issuer	Xerox Corporation (XRX 6.40% March 15, 2016)
Cusip	984121BP
Bonds	1,145,000
Offering Price	$99.41
Spread	$1.00
Cost	$1,138,279
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$695,891,000
Total Proceeds from IPO after discount	$688,891,000
Total Bonds Purchased by JPMIM	12,470,000
Total Price paid 	$12,396,801
% of Offering	1.78%
Trustee	Wells Fargo Bank, N.A.
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	3/15/2006
Issuer	Xerox Corporation (XRX 6.40% March 15, 2016)
Cusip	984121BP
Bonds	500,000
Offering Price	$99.41
Spread	$1.00
Cost	$497,065
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$695,891,000
Total Proceeds from IPO after discount	$688,891,000
Total Bonds Purchased by JPMIM	12,470,000
Total Price paid 	$12,396,801
% of Offering	1.78%
Trustee	Wells Fargo Bank, N.A.
Fund	JPM Global Strategic Income
Account Number	162533
Trade Date	3/15/2006
Issuer	Xerox Corporation (XRX 6.40% March 15, 2016)
Cusip	984121BP
Bonds	25,000
Offering Price	$99.41
Spread	$1.00
Cost	$24,853
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$3,381,808
% of Fund	0.73%
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$695,891,000
Total Proceeds from IPO after discount	$688,891,000
Total Bonds Purchased by JPMIM	12,470,000
Total Price paid 	$12,396,801
% of Offering	1.78%
Trustee	Wells Fargo Bank, N.A.
Fund	JPMF Global Strategic Income
Account Number	162663
Trade Date	3/15/2006
Issuer	Xerox Corporation (XRX 6.40% March 15, 2016)
Cusip	984121BP
Bonds	50,000
Offering Price	$99.41
Spread	$1.00
Cost	$49,707
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$695,891,000
Total Proceeds from IPO after discount	$688,891,000
Total Bonds Purchased by JPMIM	12,470,000
Total Price paid 	$12,396,801
% of Offering	1.78%
Trustee	Wells Fargo Bank, N.A.
Fund	JPMF Inv - Global High Yield
Account Number	165050
Trade Date	3/15/2006
Issuer	Xerox Corporation (XRX 6.40% March 15, 2016)
Cusip	984121BP
Bonds	2,440,000
Offering Price	$99.41
Spread	$1.00
Cost	$2,425,677
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$695,891,000
Total Proceeds from IPO after discount	$688,891,000
Total Bonds Purchased by JPMIM	12,470,000
Total Price paid 	$12,396,801
% of Offering	1.78%
Trustee	Wells Fargo Bank, N.A.
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	3/15/2006
Issuer	Xerox Corporation (XRX 6.40% March 15, 2016)
Cusip	984121BP
Bonds	690,000
Offering Price	$99.41
Spread	$1.00
Cost	$685,950
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$695,891,000
Total Proceeds from IPO after discount	$688,891,000
Total Bonds Purchased by JPMIM	12,470,000
Total Price paid 	$12,396,801
% of Offering	1.78%
Trustee	Wells Fargo Bank, N.A.
Fund	MI-Fonds 901
Account Number	167370
Trade Date	3/15/2006
Issuer	Xerox Corporation (XRX 6.40% March 15, 2016)
Cusip	984121BP
Bonds	2,000,000
Offering Price	$99.41
Spread	$1.00
Cost	$1,988,260
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$695,891,000
Total Proceeds from IPO after discount	$688,891,000
Total Bonds Purchased by JPMIM	12,470,000
Total Price paid 	$12,396,801
% of Offering	1.78%
Trustee	Wells Fargo Bank, N.A.
Fund	JPM Bond
Account Number	160960
Trade Date	3/15/2006
Issuer	Permanent Financing PLC 9A 2A (PERMA 9A 2A  4.9505% March 10, 2015 144A)
Cusip	71419XAD
Bonds	5,000,000
Offering Price	$100.00
Spread	$0.05
Cost	$5,000,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	$4,256,034,681
% of Fund	0.12%
Total Shares/Units/Bonds Offered	1,750,000,000
Total Proceeds from IPO before discount	$1,750,000,000
Total Proceeds from IPO after discount	$1,749,081,250
Total Bonds Purchased by JPMIM	51,000,000
Total Price paid 	$51,000,000
% of Offering	2.91%
Trustee	Bank of New York
Fund	JPMF US Dollar Enhanced Yield
Account Number	164480
Trade Date	3/15/2006
Issuer	Permanent Financing PLC 9A 2A (PERMA 9A 2A  4.9505% March 10, 2015 144A)
Cusip	71419XAD
Bonds	8,500,000
Offering Price	$100.00
Spread	$0.05
Cost	$8,500,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,750,000,000
Total Proceeds from IPO before discount	$1,750,000,000
Total Proceeds from IPO after discount	$1,749,081,250
Total Bonds Purchased by JPMIM	51,000,000
Total Price paid 	$51,000,000
% of Offering	2.91%
Trustee	Bank of New York
Fund	JPM Enhanced Income
Account Number	165200
Trade Date	3/15/2006
Issuer	Permanent Financing PLC 9A 2A (PERMA 9A 2A  4.9505% March 10, 2015 144A)
Cusip	71419XAD
Bonds	1,000,000
Offering Price	$100.00
Spread	$0.05
Cost	$1,000,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	$182,919,743
% of Fund	0.55%
Total Shares/Units/Bonds Offered	1,750,000,000
Total Proceeds from IPO before discount	$1,750,000,000
Total Proceeds from IPO after discount	$1,749,081,250
Total Bonds Purchased by JPMIM	51,000,000
Total Price paid 	$51,000,000
% of Offering	2.91%
Trustee	Bank of New York
Fund	US Short Term Note
Account Number	152270
Trade Date	3/15/2006
Issuer	Permanent Financing PLC 9A 2A (PERMA 9A 2A  4.9505% March 10, 2015 144A)
Cusip	71419XAD
Bonds	1,600,000
Offering Price	$100.00
Spread	$0.05
Cost	$1,600,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,750,000,000
Total Proceeds from IPO before discount	$1,750,000,000
Total Proceeds from IPO after discount	$1,749,081,250
Total Bonds Purchased by JPMIM	51,000,000
Total Price paid 	$51,000,000
% of Offering	2.91%
Trustee	Bank of New York
Fund	JPMF Global Enhanced Bond
Account Number	156100
Trade Date	3/17/2006
Issuer	Tyson Foods, Inc. (TSN 6.60% April 1, 2016 )
Cusip	902494AN
Bonds	445,000
Offering Price	$99.90
Spread	$0.65
Cost	$444,537
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$998,960,000
Total Proceeds from IPO after discount	$992,460,000
Total Bonds Purchased by JPMIM	15,995,000
Total Price paid 	$15,978,365
% of Offering	1.60%
Trustee	JPMC
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	3/17/2006
Issuer	Tyson Foods, Inc. (TSN 6.60% April 1, 2016 )
Cusip	902494AN
Bonds	1,975,000
Offering Price	$99.90
Spread	$0.65
Cost	$1,972,946
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$4,256,034,681
% of Fund	0.05%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$998,960,000
Total Proceeds from IPO after discount	$992,460,000
Total Bonds Purchased by JPMIM	15,995,000
Total Price paid 	$15,978,365
% of Offering	1.60%
Trustee	JPMC
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	3/17/2006
Issuer	Tyson Foods, Inc. (TSN 6.60% April 1, 2016 )
Cusip	902494AN
Bonds	120,000
Offering Price	$99.90
Spread	$0.65
Cost	$119,875
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$190,699,750
% of Fund	0.06%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$998,960,000
Total Proceeds from IPO after discount	$992,460,000
Total Bonds Purchased by JPMIM	15,995,000
Total Price paid 	$15,978,365
% of Offering	1.60%
Trustee	JPMC
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	3/17/2006
Issuer	Tyson Foods, Inc. (TSN 6.60% April 1, 2016 )
Cusip	902494AN
Bonds	1,435,000
Offering Price	$99.90
Spread	$0.65
Cost	$1,433,508
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$998,960,000
Total Proceeds from IPO after discount	$992,460,000
Total Bonds Purchased by JPMIM	15,995,000
Total Price paid 	$15,978,365
% of Offering	1.60%
Trustee	JPMC
Fund	GVIT Balanced
Account Number	165120
Trade Date	3/17/2006
Issuer	Tyson Foods, Inc. (TSN 6.60% April 1, 2016 )
Cusip	902494AN
Bonds	115,000
Offering Price	$99.90
Spread	$0.65
Cost	$114,880
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$998,960,000
Total Proceeds from IPO after discount	$992,460,000
Total Bonds Purchased by JPMIM	15,995,000
Total Price paid 	$15,978,365
% of Offering	1.60%
Trustee	JPMC
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	3/17/2006
Issuer	Tyson Foods, Inc. (TSN 6.60% April 1, 2016 )
Cusip	902494AN
Bonds	105,000
Offering Price	$99.90
Spread	$0.65
Cost	$104,891
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$189,708,471
% of Fund	0.06%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$998,960,000
Total Proceeds from IPO after discount	$992,460,000
Total Bonds Purchased by JPMIM	15,995,000
Total Price paid 	$15,978,365
% of Offering	1.60%
Trustee	JPMC
Fund	Hartford - RVP - Public Bond
Account Number	162810
Trade Date	3/17/2006
Issuer	Tyson Foods, Inc. (TSN 6.60% April 1, 2016 )
Cusip	902494AN
Bonds	210,000
Offering Price	$99.90
Spread	$0.65
Cost	$209,782
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$998,960,000
Total Proceeds from IPO after discount	$992,460,000
Total Bonds Purchased by JPMIM	15,995,000
Total Price paid 	$15,978,365
% of Offering	1.60%
Trustee	JPMC
Fund	Hartford RVP Active Fixed Income
Account Number	162870
Trade Date	3/17/2006
Issuer	Tyson Foods, Inc. (TSN 6.60% April 1, 2016 )
Cusip	902494AN
Bonds	630,000
Offering Price	$99.90
Spread	$0.65
Cost	$629,345
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$998,960,000
Total Proceeds from IPO after discount	$992,460,000
Total Bonds Purchased by JPMIM	15,995,000
Total Price paid 	$15,978,365
% of Offering	1.60%
Trustee	JPMC
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	3/17/2006
Issuer	Tyson Foods, Inc. (TSN 6.60% April 1, 2016 )
Cusip	902494AN
Bonds	235,000
Offering Price	$99.90
Spread	$0.65
Cost	$234,756
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$998,960,000
Total Proceeds from IPO after discount	$992,460,000
Total Bonds Purchased by JPMIM	15,995,000
Total Price paid 	$15,978,365
% of Offering	1.60%
Trustee	JPMC
Fund	Hartford - RVP Public Bond (B)
Account Number	164680
Trade Date	3/17/2006
Issuer	Tyson Foods, Inc. (TSN 6.60% April 1, 2016 )
Cusip	902494AN
Bonds	40,000
Offering Price	$99.90
Spread	$0.65
Cost	$39,958
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$998,960,000
Total Proceeds from IPO after discount	$992,460,000
Total Bonds Purchased by JPMIM	15,995,000
Total Price paid 	$15,978,365
% of Offering	1.60%
Trustee	JPMC
Fund	Hartford - RVP U.S. Bond
Account Number	165410
Trade Date	3/17/2006
Issuer	Tyson Foods, Inc. (TSN 6.60% April 1, 2016 )
Cusip	902494AN
Bonds	200,000
Offering Price	$99.90
Spread	$0.65
Cost	$199,792
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$998,960,000
Total Proceeds from IPO after discount	$992,460,000
Total Bonds Purchased by JPMIM	15,995,000
Total Price paid 	$15,978,365
% of Offering	1.60%
Trustee	JPMC
Fund	General American Life Insurance
Account Number	168030
Trade Date	3/17/2006
Issuer	Tyson Foods, Inc. (TSN 6.60% April 1, 2016 )
Cusip	902494AN
Bonds	110,000
Offering Price	$99.90
Spread	$0.65
Cost	$109,886
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$998,960,000
Total Proceeds from IPO after discount	$992,460,000
Total Bonds Purchased by JPMIM	15,995,000
Total Price paid 	$15,978,365
% of Offering	1.60%
Trustee	JPMC
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	3/17/2006
Issuer	Tyson Foods, Inc. (TSN 6.60% April 1, 2016 )
Cusip	902494AN
Bonds	1,725,000
Offering Price	$99.90
Spread	$0.65
Cost	$1,723,206
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$998,960,000
Total Proceeds from IPO after discount	$992,460,000
Total Bonds Purchased by JPMIM	15,995,000
Total Price paid 	$15,978,365
% of Offering	1.60%
Trustee	JPMC
Fund	Cambridge Fonds - JPMorgan AG.
Account Number	168390
Trade Date	3/17/2006
Issuer	Tyson Foods, Inc. (TSN 6.60% April 1, 2016 )
Cusip	902494AN
Bonds	390,000
Offering Price	$99.90
Spread	$0.65
Cost	$389,594
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$998,960,000
Total Proceeds from IPO after discount	$992,460,000
Total Bonds Purchased by JPMIM	15,995,000
Total Price paid 	$15,978,365
% of Offering	1.60%
Trustee	JPMC
Fund	MLP Bank AG
Account Number	173240
Trade Date	3/17/2006
Issuer	Tyson Foods, Inc. (TSN 6.60% April 1, 2016 )
Cusip	902494AN
Bonds	135,000
Offering Price	$99.90
Spread	$0.65
Cost	$134,860
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$998,960,000
Total Proceeds from IPO after discount	$992,460,000
Total Bonds Purchased by JPMIM	15,995,000
Total Price paid 	$15,978,365
% of Offering	1.60%
Trustee	JPMC
Fund	JPMF Global Enhanced Bond
Account Number	156100
Trade Date	3/21/2006
Issuer	MidAmerican Energy Holdings (BRK 6.125% April 1, 2036 144A)
Cusip	59562VAL
Bonds	455,000
Offering Price	$99.96
Spread	$0.55
Cost	$454,804
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,700,000,000
Total Proceeds from IPO before discount	$1,699,269,000
Total Proceeds from IPO after discount	$1,689,919,000
Total Bonds Purchased by JPMIM	39,000,000
Total Price paid 	$38,983,230
% of Offering	2.29%
Trustee	Bank of New York
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	3/21/2006
Issuer	MidAmerican Energy Holdings (BRK 6.125% April 1, 2036 144A)
Cusip	59562VAL
Bonds	1,975,000
Offering Price	$99.96
Spread	$0.55
Cost	$1,974,151
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$4,256,034,681
% of Fund	0.05%
Total Shares/Units/Bonds Offered	1,700,000,000
Total Proceeds from IPO before discount	$1,699,269,000
Total Proceeds from IPO after discount	$1,689,919,000
Total Bonds Purchased by JPMIM	39,000,000
Total Price paid 	$38,983,230
% of Offering	2.29%
Trustee	Bank of New York
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	3/21/2006
Issuer	MidAmerican Energy Holdings (BRK 6.125% April 1, 2036 144A)
Cusip	59562VAL
Bonds	120,000
Offering Price	$99.96
Spread	$0.55
Cost	$119,948
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$190,699,750
% of Fund	0.06%
Total Shares/Units/Bonds Offered	1,700,000,000
Total Proceeds from IPO before discount	$1,699,269,000
Total Proceeds from IPO after discount	$1,689,919,000
Total Bonds Purchased by JPMIM	39,000,000
Total Price paid 	$38,983,230
% of Offering	2.29%
Trustee	Bank of New York
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	3/21/2006
Issuer	MidAmerican Energy Holdings (BRK 6.125% April 1, 2036 144A)
Cusip	59562VAL
Bonds	1,435,000
Offering Price	$99.96
Spread	$0.55
Cost	$1,434,383
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,700,000,000
Total Proceeds from IPO before discount	$1,699,269,000
Total Proceeds from IPO after discount	$1,689,919,000
Total Bonds Purchased by JPMIM	39,000,000
Total Price paid 	$38,983,230
% of Offering	2.29%
Trustee	Bank of New York
Fund	GVIT Balanced
Account Number	165120
Trade Date	3/21/2006
Issuer	MidAmerican Energy Holdings (BRK 6.125% April 1, 2036 144A)
Cusip	59562VAL
Bonds	115,000
Offering Price	$99.96
Spread	$0.55
Cost	$114,951
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,700,000,000
Total Proceeds from IPO before discount	$1,699,269,000
Total Proceeds from IPO after discount	$1,689,919,000
Total Bonds Purchased by JPMIM	39,000,000
Total Price paid 	$38,983,230
% of Offering	2.29%
Trustee	Bank of New York
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	3/21/2006
Issuer	MidAmerican Energy Holdings (BRK 6.125% April 1, 2036 144A)
Cusip	59562VAL
Bonds	105,000
Offering Price	$99.96
Spread	$0.55
Cost	$104,955
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$189,708,471
% of Fund	0.06%
Total Shares/Units/Bonds Offered	1,700,000,000
Total Proceeds from IPO before discount	$1,699,269,000
Total Proceeds from IPO after discount	$1,689,919,000
Total Bonds Purchased by JPMIM	39,000,000
Total Price paid 	$38,983,230
% of Offering	2.29%
Trustee	Bank of New York
Fund	Nationwide Life Insurance Company
Account Number	171010
Trade Date	3/21/2006
Issuer	MidAmerican Energy Holdings (BRK 6.125% April 1, 2036 144A)
Cusip	59562VAL
Bonds	180,000
Offering Price	$99.96
Spread	$0.55
Cost	$179,923
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,700,000,000
Total Proceeds from IPO before discount	$1,699,269,000
Total Proceeds from IPO after discount	$1,689,919,000
Total Bonds Purchased by JPMIM	39,000,000
Total Price paid 	$38,983,230
% of Offering	2.29%
Trustee	Bank of New York
Fund	Hartford - RVP - Public Bond
Account Number	162810
Trade Date	3/21/2006
Issuer	MidAmerican Energy Holdings (BRK 6.125% April 1, 2036 144A)
Cusip	59562VAL
Bonds	210,000
Offering Price	$99.96
Spread	$0.55
Cost	$209,910
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,700,000,000
Total Proceeds from IPO before discount	$1,699,269,000
Total Proceeds from IPO after discount	$1,689,919,000
Total Bonds Purchased by JPMIM	39,000,000
Total Price paid 	$38,983,230
% of Offering	2.29%
Trustee	Bank of New York
Fund	Hartford RVP Active Fixed Income
Account Number	162870
Trade Date	3/21/2006
Issuer	MidAmerican Energy Holdings (BRK 6.125% April 1, 2036 144A)
Cusip	59562VAL
Bonds	630,000
Offering Price	$99.96
Spread	$0.55
Cost	$629,729
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,700,000,000
Total Proceeds from IPO before discount	$1,699,269,000
Total Proceeds from IPO after discount	$1,689,919,000
Total Bonds Purchased by JPMIM	39,000,000
Total Price paid 	$38,983,230
% of Offering	2.29%
Trustee	Bank of New York
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	3/21/2006
Issuer	MidAmerican Energy Holdings (BRK 6.125% April 1, 2036 144A)
Cusip	59562VAL
Bonds	235,000
Offering Price	$99.96
Spread	$0.55
Cost	$234,899
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,700,000,000
Total Proceeds from IPO before discount	$1,699,269,000
Total Proceeds from IPO after discount	$1,689,919,000
Total Bonds Purchased by JPMIM	39,000,000
Total Price paid 	$38,983,230
% of Offering	2.29%
Trustee	Bank of New York
Fund	Hartford - RVP Public Bond (B)
Account Number	164680
Trade Date	3/21/2006
Issuer	MidAmerican Energy Holdings (BRK 6.125% April 1, 2036 144A)
Cusip	59562VAL
Bonds	40,000
Offering Price	$99.96
Spread	$0.55
Cost	$39,983
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,700,000,000
Total Proceeds from IPO before discount	$1,699,269,000
Total Proceeds from IPO after discount	$1,689,919,000
Total Bonds Purchased by JPMIM	39,000,000
Total Price paid 	$38,983,230
% of Offering	2.29%
Trustee	Bank of New York
Fund	Hartford - RVP U.S. Bond
Account Number	165410
Trade Date	3/21/2006
Issuer	MidAmerican Energy Holdings (BRK 6.125% April 1, 2036 144A)
Cusip	59562VAL
Bonds	200,000
Offering Price	$99.96
Spread	$0.55
Cost	$199,914
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,700,000,000
Total Proceeds from IPO before discount	$1,699,269,000
Total Proceeds from IPO after discount	$1,689,919,000
Total Bonds Purchased by JPMIM	39,000,000
Total Price paid 	$38,983,230
% of Offering	2.29%
Trustee	Bank of New York
Fund	General American Life Insurance
Account Number	168030
Trade Date	3/21/2006
Issuer	MidAmerican Energy Holdings (BRK 6.125% April 1, 2036 144A)
Cusip	59562VAL
Bonds	110,000
Offering Price	$99.96
Spread	$0.55
Cost	$109,953
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,700,000,000
Total Proceeds from IPO before discount	$1,699,269,000
Total Proceeds from IPO after discount	$1,689,919,000
Total Bonds Purchased by JPMIM	39,000,000
Total Price paid 	$38,983,230
% of Offering	2.29%
Trustee	Bank of New York
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	3/21/2006
Issuer	MidAmerican Energy Holdings (BRK 6.125% April 1, 2036 144A)
Cusip	59562VAL
Bonds	2,035,000
Offering Price	$99.96
Spread	$0.55
Cost	$2,034,125
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,700,000,000
Total Proceeds from IPO before discount	$1,699,269,000
Total Proceeds from IPO after discount	$1,689,919,000
Total Bonds Purchased by JPMIM	39,000,000
Total Price paid 	$38,983,230
% of Offering	2.29%
Trustee	Bank of New York
Fund	Cambridge Fonds - JPMorgan AG.
Account Number	168390
Trade Date	3/21/2006
Issuer	MidAmerican Energy Holdings (BRK 6.125% April 1, 2036 144A)
Cusip	59562VAL
Bonds	390,000
Offering Price	$99.96
Spread	$0.55
Cost	$389,832
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,700,000,000
Total Proceeds from IPO before discount	$1,699,269,000
Total Proceeds from IPO after discount	$1,689,919,000
Total Bonds Purchased by JPMIM	39,000,000
Total Price paid 	$38,983,230
% of Offering	2.29%
Trustee	Bank of New York
Fund	MLP Bank AG
Account Number	173240
Trade Date	3/21/2006
Issuer	MidAmerican Energy Holdings (BRK 6.125% April 1, 2036 144A)
Cusip	59562VAL
Bonds	135,000
Offering Price	$99.96
Spread	$0.55
Cost	$134,942
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,700,000,000
Total Proceeds from IPO before discount	$1,699,269,000
Total Proceeds from IPO after discount	$1,689,919,000
Total Bonds Purchased by JPMIM	39,000,000
Total Price paid 	$38,983,230
% of Offering	2.29%
Trustee	Bank of New York
Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	3/22/2006
Issuer	MGM Mirage (MGM 6.75% April 1, 2013 144A)
Cusip	552953AV
Bonds	865,000
Offering Price	$100.00
Spread	$0.63
Cost	$865,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$496,875,000
Total Bonds Purchased by JPMIM	15,525,000
Total Price paid 	$15,525,000
% of Offering	3.11%
Trustee	U.S. Bank National Association
Fund	Managers High Yield
Account Number	145730
Trade Date	3/22/2006
Issuer	MGM Mirage (MGM 6.75% April 1, 2013 144A)
Cusip	552953AV
Bonds	865,000
Offering Price	$100.00
Spread	$0.63
Cost	$865,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$496,875,000
Total Bonds Purchased by JPMIM	15,525,000
Total Price paid 	$15,525,000
% of Offering	3.11%
Trustee	U.S. Bank National Association
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	3/22/2006
Issuer	MGM Mirage (MGM 6.75% April 1, 2013 144A)
Cusip	552953AV
Bonds	880,000
Offering Price	$100.00
Spread	$0.63
Cost	$880,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$496,875,000
Total Bonds Purchased by JPMIM	15,525,000
Total Price paid 	$15,525,000
% of Offering	3.11%
Trustee	U.S. Bank National Association
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	3/22/2006
Issuer	MGM Mirage (MGM 6.75% April 1, 2013 144A)
Cusip	552953AV
Bonds	135,000
Offering Price	$100.00
Spread	$0.63
Cost	$135,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$496,875,000
Total Bonds Purchased by JPMIM	15,525,000
Total Price paid 	$15,525,000
% of Offering	3.11%
Trustee	U.S. Bank National Association
Fund	Highbridge Fixed Income Opportunity  - EMD
Account Number	238470
Trade Date	3/22/2006
Issuer	MGM Mirage (MGM 6.75% April 1, 2013 144A)
Cusip	552953AV
Bonds	250,000
Offering Price	$100.00
Spread	$0.63
Cost	$250,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$496,875,000
Total Bonds Purchased by JPMIM	15,525,000
Total Price paid 	$15,525,000
% of Offering	3.11%
Trustee	U.S. Bank National Association
Fund	JPM Global Strategic Income
Account Number	162533
Trade Date	3/22/2006
Issuer	MGM Mirage (MGM 6.75% April 1, 2013 144A)
Cusip	552953AV
Bonds	60,000
Offering Price	$100.00
Spread	$0.63
Cost	$60,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	$3,381,808
% of Fund	1.77%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$496,875,000
Total Bonds Purchased by JPMIM	15,525,000
Total Price paid 	$15,525,000
% of Offering	3.11%
Trustee	U.S. Bank National Association
Fund	JPMF Global Strategic Income
Account Number	162663
Trade Date	3/22/2006
Issuer	MGM Mirage (MGM 6.75% April 1, 2013 144A)
Cusip	552953AV
Bonds	115,000
Offering Price	$100.00
Spread	$0.63
Cost	$115,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$496,875,000
Total Bonds Purchased by JPMIM	15,525,000
Total Price paid 	$15,525,000
% of Offering	3.11%
Trustee	U.S. Bank National Association
Fund	JPMF Inv - Global High Yield
Account Number	165050
Trade Date	3/22/2006
Issuer	MGM Mirage (MGM 6.75% April 1, 2013 144A)
Cusip	552953AV
Bonds	2,975,000
Offering Price	$100.00
Spread	$0.63
Cost	$2,975,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$496,875,000
Total Bonds Purchased by JPMIM	15,525,000
Total Price paid 	$15,525,000
% of Offering	3.11%
Trustee	U.S. Bank National Association
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	3/22/2006
Issuer	MGM Mirage (MGM 6.75% April 1, 2013 144A)
Cusip	552953AV
Bonds	1,400,000
Offering Price	$100.00
Spread	$0.63
Cost	$1,400,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$496,875,000
Total Bonds Purchased by JPMIM	15,525,000
Total Price paid 	$15,525,000
% of Offering	3.11%
Trustee	U.S. Bank National Association
Fund	MI-Fonds 901
Account Number	167370
Trade Date	3/22/2006
Issuer	MGM Mirage (MGM 6.75% April 1, 2013 144A)
Cusip	552953AV
Bonds	1,930,000
Offering Price	$100.00
Spread	$0.63
Cost	$1,930,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$496,875,000
Total Bonds Purchased by JPMIM	15,525,000
Total Price paid 	$15,525,000
% of Offering	3.11%
Trustee	U.S. Bank National Association
Fund	JPM Enhanced Income
Account Number	165200
Trade Date	3/27/2006
Issuer	Diageo Finance BV (DIAG FRN March 30, 2009)
Cusip	25244SAE
Bonds	1,300,000
Offering Price	$100.00
Spread	$0.25
Cost	$1,300,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	$182,919,743
% of Fund	0.71%
Total Shares/Units/Bonds Offered	400,000,000
Total Proceeds from IPO before discount	$400,000,000
Total Proceeds from IPO after discount	$399,000,000
Total Bonds Purchased by JPMIM	22,950,000
Total Price paid 	$22,950,000
% of Offering	5.74%
Trustee	Citibank N.A.
Fund	Hartford RVP Public Bond Plus
Account Number	162883
Trade Date	3/27/2006
Issuer	Diageo Finance BV (DIAG FRN March 30, 2009)
Cusip	25244SAE
Bonds	500,000
Offering Price	$100.00
Spread	$0.25
Cost	$500,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	400,000,000
Total Proceeds from IPO before discount	$400,000,000
Total Proceeds from IPO after discount	$399,000,000
Total Bonds Purchased by JPMIM	22,950,000
Total Price paid 	$22,950,000
% of Offering	5.74%
Trustee	Citibank N.A.
Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	3/29/2006
Issuer	Newfiled Exploration Company (NFX 6.625% April 15, 2016)
Cusip	651290AJ
Bonds	200,000
Offering Price	$100.00
Spread	$0.75
Cost	$200,000
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	550,000,000
Total Proceeds from IPO before discount	$550,000,000
Total Proceeds from IPO after discount	$545,875,000
Total Bonds Purchased by JPMIM	3,010,000
Total Price paid 	$3,010,000
% of Offering	0.55%
Trustee	Wachovia Bank National Association
Fund	Managers High Yield
Account Number	145730
Trade Date	3/29/2006
Issuer	Newfiled Exploration Company (NFX 6.625% April 15, 2016)
Cusip	651290AJ
Bonds	100,000
Offering Price	$100.00
Spread	$0.75
Cost	$100,000
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	550,000,000
Total Proceeds from IPO before discount	$550,000,000
Total Proceeds from IPO after discount	$545,875,000
Total Bonds Purchased by JPMIM	3,010,000
Total Price paid 	$3,010,000
% of Offering	0.55%
Trustee	Wachovia Bank National Association
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	3/29/2006
Issuer	Newfiled Exploration Company (NFX 6.625% April 15, 2016)
Cusip	651290AJ
Bonds	310,000
Offering Price	$100.00
Spread	$0.75
Cost	$310,000
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	550,000,000
Total Proceeds from IPO before discount	$550,000,000
Total Proceeds from IPO after discount	$545,875,000
Total Bonds Purchased by JPMIM	3,010,000
Total Price paid 	$3,010,000
% of Offering	0.55%
Trustee	Wachovia Bank National Association
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	3/29/2006
Issuer	Newfiled Exploration Company (NFX 6.625% April 15, 2016)
Cusip	651290AJ
Bonds	125,000
Offering Price	$100.00
Spread	$0.75
Cost	$125,000
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	550,000,000
Total Proceeds from IPO before discount	$550,000,000
Total Proceeds from IPO after discount	$545,875,000
Total Bonds Purchased by JPMIM	3,010,000
Total Price paid 	$3,010,000
% of Offering	0.55%
Trustee	Wachovia Bank National Association
Fund	JPMF Inv - Global High Yield
Account Number	165050
Trade Date	3/29/2006
Issuer	Newfiled Exploration Company (NFX 6.625% April 15, 2016)
Cusip	651290AJ
Bonds	620,000
Offering Price	$100.00
Spread	$0.75
Cost	$620,000
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	550,000,000
Total Proceeds from IPO before discount	$550,000,000
Total Proceeds from IPO after discount	$545,875,000
Total Bonds Purchased by JPMIM	3,010,000
Total Price paid 	$3,010,000
% of Offering	0.55%
Trustee	Wachovia Bank National Association
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	3/29/2006
Issuer	Newfiled Exploration Company (NFX 6.625% April 15, 2016)
Cusip	651290AJ
Bonds	160,000
Offering Price	$100.00
Spread	$0.75
Cost	$160,000
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	550,000,000
Total Proceeds from IPO before discount	$550,000,000
Total Proceeds from IPO after discount	$545,875,000
Total Bonds Purchased by JPMIM	3,010,000
Total Price paid 	$3,010,000
% of Offering	0.55%
Trustee	Wachovia Bank National Association
Fund	MI-Fonds 901
Account Number	167370
Trade Date	3/29/2006
Issuer	Newfiled Exploration Company (NFX 6.625% April 15, 2016)
Cusip	651290AJ
Bonds	475,000
Offering Price	$100.00
Spread	$0.75
Cost	$475,000
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	550,000,000
Total Proceeds from IPO before discount	$550,000,000
Total Proceeds from IPO after discount	$545,875,000
Total Bonds Purchased by JPMIM	3,010,000
Total Price paid 	$3,010,000
% of Offering	0.55%
Trustee	Wachovia Bank National Association

Fund	JPM Realty Income
Account Number	168750
Trade Date	3/31/2006
Issuer	Nationwide Health Properties, Inc. (NHP) Secondary
Cusip	63862010
Shares	17,900
Offering Price	$21.50
Spread	$0.96
Cost	$384,850
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	$165,048,600
% of Fund	0.23%
Total Shares Offered	9,000,000
Total Proceeds from IPO before discount	$193,500,000
Total Proceeds from IPO after discount	$184,860,000
Total Shares Purchased by JPMIM	254,100
Total Price paid 	$5,463,150
% of Offering	2.82%
Fund	DEKA - US REIT - CHASE
Account Number	162830
Trade Date	3/31/2006
Issuer	Nationwide Health Properties, Inc. (NHP) Secondary
Cusip	63862010
Shares	6,700
Offering Price	$21.50
Spread	$0.96
Cost	$144,050
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	 -
% of Fund	 -
Total Shares Offered	9,000,000
Total Proceeds from IPO before discount	$193,500,000
Total Proceeds from IPO after discount	$184,860,000
Total Shares Purchased by JPMIM	254,100
Total Price paid 	$5,463,150
% of Offering	2.82%
Fund	American Century Real Estate
Account Number	164860
Trade Date	3/31/2006
Issuer	Nationwide Health Properties, Inc. (NHP) Secondary
Cusip	63862010
Shares	167,400
Offering Price	$21.50
Spread	$0.96
Cost	$3,599,100
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	 -
% of Fund	 -
Total Shares Offered	9,000,000
Total Proceeds from IPO before discount	$193,500,000
Total Proceeds from IPO after discount	$184,860,000
Total Shares Purchased by JPMIM	254,100
Total Price paid 	$5,463,150
% of Offering	2.82%



Fund	JPMF Global Enhanced Bond
Account Number	156100
Trade Date	4/10/2006
Issuer	The Goldman Sachs Group, Inc. (GS 6.45% May 1, 2036)
Cusip	38143YAC
Bonds	845,000
Offering Price	$99.71
Spread	$0.88
Cost	$842,516
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,495,590,000
Total Proceeds from IPO after discount	$1,482,465,000
Total Bonds Purchased by JPMIM	97,530,000
Total Price paid 	$97,243,262
% of Offering	6.50%
Trustee	Bank of New York
Fund	JPM Global Aggregate Bond - USD Sub-account
Account Number	238440
Trade Date	4/10/2006
Issuer	The Goldman Sachs Group, Inc. (GS 6.45% May 1, 2036)
Cusip	38143YAC
Bonds	415,000
Offering Price	$99.71
Spread	$0.88
Cost	$413,780
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,495,590,000
Total Proceeds from IPO after discount	$1,482,465,000
Total Bonds Purchased by JPMIM	97,530,000
Total Price paid 	$97,243,262
% of Offering	6.50%
Trustee	Bank of New York
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	4/10/2006
Issuer	The Goldman Sachs Group, Inc. (GS 6.45% May 1, 2036)
Cusip	38143YAC
Bonds	2,065,000
Offering Price	$99.71
Spread	$0.88
Cost	$2,058,929
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$4,524,080,308
% of Fund	0.05%
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,495,590,000
Total Proceeds from IPO after discount	$1,482,465,000
Total Bonds Purchased by JPMIM	97,530,000
Total Price paid 	$97,243,262
% of Offering	6.50%
Trustee	Bank of New York
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	4/10/2006
Issuer	The Goldman Sachs Group, Inc. (GS 6.45% May 1, 2036)
Cusip	38143YAC
Bonds	390,000
Offering Price	$99.71
Spread	$0.88
Cost	$388,853
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$203,126,674
% of Fund	0.19%
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,495,590,000
Total Proceeds from IPO after discount	$1,482,465,000
Total Bonds Purchased by JPMIM	97,530,000
Total Price paid 	$97,243,262
% of Offering	6.50%
Trustee	Bank of New York
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	4/10/2006
Issuer	The Goldman Sachs Group, Inc. (GS 6.45% May 1, 2036)
Cusip	38143YAC
Bonds	4,840,000
Offering Price	$99.71
Spread	$0.88
Cost	$4,825,770
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,495,590,000
Total Proceeds from IPO after discount	$1,482,465,000
Total Bonds Purchased by JPMIM	97,530,000
Total Price paid 	$97,243,262
% of Offering	6.50%
Trustee	Bank of New York
Fund	JPMorgan World Funds - Fixed income - USD sub-account
Account Number	238420
Trade Date	4/10/2006
Issuer	The Goldman Sachs Group, Inc. (GS 6.45% May 1, 2036)
Cusip	38143YAC
Bonds	1,855,000
Offering Price	$99.71
Spread	$0.88
Cost	$1,849,546
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,495,590,000
Total Proceeds from IPO after discount	$1,482,465,000
Total Bonds Purchased by JPMIM	97,530,000
Total Price paid 	$97,243,262
% of Offering	6.50%
Trustee	Bank of New York
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	4/10/2006
Issuer	The Goldman Sachs Group, Inc. (GS 6.45% May 1, 2036)
Cusip	38143YAC
Bonds	6,555,000
Offering Price	$99.71
Spread	$0.88
Cost	$6,535,728
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,495,590,000
Total Proceeds from IPO after discount	$1,482,465,000
Total Bonds Purchased by JPMIM	97,530,000
Total Price paid 	$97,243,262
% of Offering	6.50%
Trustee	Bank of New York
Fund	GVIT Balanced
Account Number	165120
Trade Date	4/10/2006
Issuer	The Goldman Sachs Group, Inc. (GS 6.45% May 1, 2036)
Cusip	38143YAC
Bonds	370,000
Offering Price	$99.71
Spread	$0.88
Cost	$368,912
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,495,590,000
Total Proceeds from IPO after discount	$1,482,465,000
Total Bonds Purchased by JPMIM	97,530,000
Total Price paid 	$97,243,262
% of Offering	6.50%
Trustee	Bank of New York
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	4/10/2006
Issuer	The Goldman Sachs Group, Inc. (GS 6.45% May 1, 2036)
Cusip	38143YAC
Bonds	355,000
Offering Price	$99.71
Spread	$0.88
Cost	$353,956
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$611,889,796
% of Fund	0.06%
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,495,590,000
Total Proceeds from IPO after discount	$1,482,465,000
Total Bonds Purchased by JPMIM	97,530,000
Total Price paid 	$97,243,262
% of Offering	6.50%
Trustee	Bank of New York
Fund	Hartford - RVP - Public Bond
Account Number	162810
Trade Date	4/10/2006
Issuer	The Goldman Sachs Group, Inc. (GS 6.45% May 1, 2036)
Cusip	38143YAC
Bonds	660,000
Offering Price	$99.71
Spread	$0.88
Cost	$658,060
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,495,590,000
Total Proceeds from IPO after discount	$1,482,465,000
Total Bonds Purchased by JPMIM	97,530,000
Total Price paid 	$97,243,262
% of Offering	6.50%
Trustee	Bank of New York
Fund	Hartford RVP Active Fixed Income
Account Number	162870
Trade Date	4/10/2006
Issuer	The Goldman Sachs Group, Inc. (GS 6.45% May 1, 2036)
Cusip	38143YAC
Bonds	1,990,000
Offering Price	$99.71
Spread	$0.88
Cost	$1,984,149
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,495,590,000
Total Proceeds from IPO after discount	$1,482,465,000
Total Bonds Purchased by JPMIM	97,530,000
Total Price paid 	$97,243,262
% of Offering	6.50%
Trustee	Bank of New York
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	4/10/2006
Issuer	The Goldman Sachs Group, Inc. (GS 6.45% May 1, 2036)
Cusip	38143YAC
Bonds	745,000
Offering Price	$99.71
Spread	$0.88
Cost	$742,810
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,495,590,000
Total Proceeds from IPO after discount	$1,482,465,000
Total Bonds Purchased by JPMIM	97,530,000
Total Price paid 	$97,243,262
% of Offering	6.50%
Trustee	Bank of New York
Fund	Hartford - RVP Public Bond (B)
Account Number	164680
Trade Date	4/10/2006
Issuer	The Goldman Sachs Group, Inc. (GS 6.45% May 1, 2036)
Cusip	38143YAC
Bonds	80,000
Offering Price	$99.71
Spread	$0.88
Cost	$79,765
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,495,590,000
Total Proceeds from IPO after discount	$1,482,465,000
Total Bonds Purchased by JPMIM	97,530,000
Total Price paid 	$97,243,262
% of Offering	6.50%
Trustee	Bank of New York
Fund	Hartford - RVP U.S. Bond
Account Number	165410
Trade Date	4/10/2006
Issuer	The Goldman Sachs Group, Inc. (GS 6.45% May 1, 2036)
Cusip	38143YAC
Bonds	305,000
Offering Price	$99.71
Spread	$0.88
Cost	$304,103
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,495,590,000
Total Proceeds from IPO after discount	$1,482,465,000
Total Bonds Purchased by JPMIM	97,530,000
Total Price paid 	$97,243,262
% of Offering	6.50%
Trustee	Bank of New York
Fund	General American Life Insurance
Account Number	168030
Trade Date	4/10/2006
Issuer	The Goldman Sachs Group, Inc. (GS 6.45% May 1, 2036)
Cusip	38143YAC
Bonds	340,000
Offering Price	$99.71
Spread	$0.88
Cost	$339,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,495,590,000
Total Proceeds from IPO after discount	$1,482,465,000
Total Bonds Purchased by JPMIM	97,530,000
Total Price paid 	$97,243,262
% of Offering	6.50%
Trustee	Bank of New York
Fund	Cambridge Fonds - JPMorgan AG.
Account Number	168390
Trade Date	4/10/2006
Issuer	The Goldman Sachs Group, Inc. (GS 6.45% May 1, 2036)
Cusip	38143YAC
Bonds	665,000
Offering Price	$99.71
Spread	$0.88
Cost	$663,045
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,495,590,000
Total Proceeds from IPO after discount	$1,482,465,000
Total Bonds Purchased by JPMIM	97,530,000
Total Price paid 	$97,243,262
% of Offering	6.50%
Trustee	Bank of New York
Fund	MLP Bank AG
Account Number	173240
Trade Date	4/10/2006
Issuer	The Goldman Sachs Group, Inc. (GS 6.45% May 1, 2036)
Cusip	38143YAC
Bonds	445,000
Offering Price	$99.71
Spread	$0.88
Cost	$443,692
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,495,590,000
Total Proceeds from IPO after discount	$1,482,465,000
Total Bonds Purchased by JPMIM	97,530,000
Total Price paid 	$97,243,262
% of Offering	6.50%
Trustee	Bank of New York




Fund	JPM Series Trust II - Mid Cap Value Portfolio
Account Number	145070
Trade Date	5/17/2006
Issuer	Burger King Holdings, Inc. (BKC) IPO
Cusip	12120820
Bonds	9,100
Offering Price	$17.00
Spread	$1.11
Cost	$154,700
Dealer Executing Trade	Morgan Stanley Dean Witter and Company
Total Fund Assets	$272,396,042
% of Fund	0.06%
Total Shares/Units/Bonds Offered	25,000,000
Total Proceeds from IPO before discount	$425,000,000
Total Proceeds from IPO after discount	$397,375,000
Total Bonds Purchased by JPMIM	14,448
Total Price paid 	$245,616
% of Offering	0.06%
Fund	JPM Series Trust II - Mid Cap Value Portfolio
Account Number	145070
Trade Date	5/17/2006
Issuer	Burger King Holdings, Inc. (BKC) IPO
Cusip	12120820
Bonds	35
Offering Price	$17.00
Spread	$1.11
Cost	$595
Dealer Executing Trade	Samuel A. Ramirez & Company
Total Fund Assets	$272,396,042
% of Fund	0.00%
Total Shares/Units/Bonds Offered	25,000,000
Total Proceeds from IPO before discount	$425,000,000
Total Proceeds from IPO after discount	$397,375,000
Total Bonds Purchased by JPMIM	14,448
Total Price paid 	$245,616
% of Offering	0.06%
Fund	JPM Series Trust II - Mid Cap Value Portfolio
Account Number	145070
Trade Date	5/17/2006
Issuer	Burger King Holdings, Inc. (BKC) IPO
Cusip	12120820
Bonds	100
Offering Price	$17.00
Spread	$1.11
Cost	$1,700
Dealer Executing Trade	Blaylock Partners, L.P.
Total Fund Assets	$272,396,042
% of Fund	0.00%
Total Shares/Units/Bonds Offered	25,000,000
Total Proceeds from IPO before discount	$425,000,000
Total Proceeds from IPO after discount	$397,375,000
Total Bonds Purchased by JPMIM	14,448
Total Price paid 	$245,616
% of Offering	0.06%

Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	5/3/2006
Issuer	Ipayment Inc.(IPMT 9.75% May 15, 2014 144A)
Cusip	46262EAA
Bonds	140,000
Offering Price	$98.64
Spread	$2.25
Cost	$138,096
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	205,000,000
Total Proceeds from IPO before discount	$202,212,000
Total Proceeds from IPO after discount	$197,599,500
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$1,972,800
% of Offering	0.98%
Trustee	Wells Fargo Bank, National Association
Fund	Managers High Yield
Account Number	145730
Trade Date	5/3/2006
Issuer	Ipayment Inc. (IPMT 9.75% May 15, 2014 144A)
Cusip	46262EAA
Bonds	65,000
Offering Price	$98.64
Spread	$2.25
Cost	$64,116
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	205,000,000
Total Proceeds from IPO before discount	$202,212,000
Total Proceeds from IPO after discount	$197,599,500
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$1,972,800
% of Offering	0.98%
Trustee	Wells Fargo Bank, National Association
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	5/3/2006
Issuer	Ipayment Inc. (IPMT 9.75% May 15, 2014 144A)
Cusip	46262EAA
Bonds	235,000
Offering Price	$98.64
Spread	$2.25
Cost	$231,804
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	205,000,000
Total Proceeds from IPO before discount	$202,212,000
Total Proceeds from IPO after discount	$197,599,500
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$1,972,800
% of Offering	0.98%
Trustee	Wells Fargo Bank, National Association
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	5/3/2006
Issuer	Ipayment Inc. (IPMT 9.75% May 15, 2014 144A)
Cusip	46262EAA
Bonds	120,000
Offering Price	$98.64
Spread	$2.25
Cost	$118,368
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	205,000,000
Total Proceeds from IPO before discount	$202,212,000
Total Proceeds from IPO after discount	$197,599,500
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$1,972,800
% of Offering	0.98%
Trustee	Wells Fargo Bank, National Association
Fund	Highbridge Fixed Income Opportunity  - EMD
Account Number	238470
Trade Date	5/3/2006
Issuer	Ipayment Inc. (IPMT 9.75% May 15, 2014 144A)
Cusip	46262EAA
Bonds	10,000
Offering Price	$98.64
Spread	$2.25
Cost	$9,864
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	205,000,000
Total Proceeds from IPO before discount	$202,212,000
Total Proceeds from IPO after discount	$197,599,500
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$1,972,800
% of Offering	0.98%
Trustee	Wells Fargo Bank, National Association
Fund	JPMF Inv - Global High Yield
Account Number	165050
Trade Date	5/3/2006
Issuer	Ipayment Inc. (IPMT 9.75% May 15, 2014 144A)
Cusip	46262EAA
Bonds	425,000
Offering Price	$98.64
Spread	$2.25
Cost	$419,220
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	205,000,000
Total Proceeds from IPO before discount	$202,212,000
Total Proceeds from IPO after discount	$197,599,500
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$1,972,800
% of Offering	0.98%
Trustee	Wells Fargo Bank, National Association
Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	5/11/2006
Issuer	Dean Foods Company (DF 7.00% June 1, 2016 )
Cusip	242370AA
Bonds	770,000
Offering Price	$99.60
Spread	$1.21
Cost	$766,951
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$498,020,000
Total Proceeds from IPO after discount	$491,957,500
Total Bonds Purchased by JPMIM	16,975,000
Total Price paid 	$16,907,779
% of Offering	3.40%
Trustee	Bank of New York
Fund	Managers High Yield
Account Number	145730
Trade Date	5/11/2006
Issuer	Dean Foods Company (DF 7.00% June 1, 2016 )
Cusip	242370AA
Bonds	250,000
Offering Price	$99.60
Spread	$1.21
Cost	$249,010
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$498,020,000
Total Proceeds from IPO after discount	$491,957,500
Total Bonds Purchased by JPMIM	16,975,000
Total Price paid 	$16,907,779
% of Offering	3.40%
Trustee	Bank of New York
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	5/11/2006
Issuer	Dean Foods Company (DF 7.00% June 1, 2016 )
Cusip	242370AA
Bonds	1,300,000
Offering Price	$99.60
Spread	$1.21
Cost	$1,294,852
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$498,020,000
Total Proceeds from IPO after discount	$491,957,500
Total Bonds Purchased by JPMIM	16,975,000
Total Price paid 	$16,907,779
% of Offering	3.40%
Trustee	Bank of New York
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	5/11/2006
Issuer	Dean Foods Company (DF 7.00% June 1, 2016 )
Cusip	242370AA
Bonds	650,000
Offering Price	$99.60
Spread	$1.21
Cost	$647,426
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$498,020,000
Total Proceeds from IPO after discount	$491,957,500
Total Bonds Purchased by JPMIM	16,975,000
Total Price paid 	$16,907,779
% of Offering	3.40%
Trustee	Bank of New York
Fund	JPMF Inv - Global High Yield
Account Number	165050
Trade Date	5/11/2006
Issuer	Dean Foods Company (DF 7.00% June 1, 2016 )
Cusip	242370AA
Bonds	2,440,000
Offering Price	$99.60
Spread	$1.21
Cost	$2,430,338
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$498,020,000
Total Proceeds from IPO after discount	$491,957,500
Total Bonds Purchased by JPMIM	16,975,000
Total Price paid 	$16,907,779
% of Offering	3.40%
Trustee	Bank of New York
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	5/11/2006
Issuer	Dean Foods Company (DF 7.00% June 1, 2016 )
Cusip	242370AA
Bonds	645,000
Offering Price	$99.60
Spread	$1.21
Cost	$642,446
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$498,020,000
Total Proceeds from IPO after discount	$491,957,500
Total Bonds Purchased by JPMIM	16,975,000
Total Price paid 	$16,907,779
% of Offering	3.40%
Trustee	Bank of New York
Fund	MI-Fonds 901
Account Number	167370
Trade Date	5/11/2006
Issuer	Dean Foods Company (DF 7.00% June 1, 2016 )
Cusip	242370AA
Bonds	1,970,000
Offering Price	$99.60
Spread	$1.21
Cost	$1,962,199
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$498,020,000
Total Proceeds from IPO after discount	$491,957,500
Total Bonds Purchased by JPMIM	16,975,000
Total Price paid 	$16,907,779
% of Offering	3.40%
Trustee	Bank of New York
Fund	JPMF Global Enhanced Bond
Account Number	156100
Trade Date	5/11/2006
Issuer	Questar Market Resources, Inc. (STR 6.05% September 1, 2016)
Cusip	74836JAD
Bonds	1,025,000
Offering Price	$99.66
Spread	$0.65
Cost	$1,021,546
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$249,157,500
Total Proceeds from IPO after discount	$247,532,500
Total Bonds Purchased by JPMIM	39,890,000
Total Price paid 	$39,755,571
% of Offering	15.96%
Trustee	Wells Fargo Bank, N.A.
Fund	JPM Global Aggregate Bond - USD Sub-account
Account Number	238440
Trade Date	5/11/2006
Issuer	Questar Market Resources, Inc. (STR 6.05% September 1, 2016)
Cusip	74836JAD
Bonds	310,000
Offering Price	$99.66
Spread	$0.65
Cost	$308,955
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$249,157,500
Total Proceeds from IPO after discount	$247,532,500
Total Bonds Purchased by JPMIM	39,890,000
Total Price paid 	$39,755,571
% of Offering	15.96%
Trustee	Wells Fargo Bank, N.A.
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	5/11/2006
Issuer	Questar Market Resources, Inc. (STR 6.05% September 1, 2016)
Cusip	74836JAD
Bonds	3,425,000
Offering Price	$99.66
Spread	$0.65
Cost	$3,413,458
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$249,157,500
Total Proceeds from IPO after discount	$247,532,500
Total Bonds Purchased by JPMIM	39,890,000
Total Price paid 	$39,755,571
% of Offering	15.96%
Trustee	Wells Fargo Bank, N.A.
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	5/11/2006
Issuer	Questar Market Resources, Inc. (STR 6.05% September 1, 2016)
Cusip	74836JAD
Bonds	4,455,000
Offering Price	$99.66
Spread	$0.65
Cost	$4,439,987
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	$4,316,343,825
% of Fund	0.10%
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$249,157,500
Total Proceeds from IPO after discount	$247,532,500
Total Bonds Purchased by JPMIM	39,890,000
Total Price paid 	$39,755,571
% of Offering	15.96%
Trustee	Wells Fargo Bank, N.A.
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	5/11/2006
Issuer	Questar Market Resources, Inc. (STR 6.05% September 1, 2016)
Cusip	74836JAD
Bonds	265,000
Offering Price	$99.66
Spread	$0.65
Cost	$264,107
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	$200,397,124
% of Fund	0.13%
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$249,157,500
Total Proceeds from IPO after discount	$247,532,500
Total Bonds Purchased by JPMIM	39,890,000
Total Price paid 	$39,755,571
% of Offering	15.96%
Trustee	Wells Fargo Bank, N.A.
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	5/11/2006
Issuer	Questar Market Resources, Inc. (STR 6.05% September 1, 2016)
Cusip	74836JAD
Bonds	4,595,000
Offering Price	$99.66
Spread	$0.65
Cost	$4,579,515
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$249,157,500
Total Proceeds from IPO after discount	$247,532,500
Total Bonds Purchased by JPMIM	39,890,000
Total Price paid 	$39,755,571
% of Offering	15.96%
Trustee	Wells Fargo Bank, N.A.
Fund	Pacific Select - Diversified Bond
Account Number	238760
Trade Date	5/11/2006
Issuer	Questar Market Resources, Inc. (STR 6.05% September 1, 2016)
Cusip	74836JAD
Bonds	2,115,000
Offering Price	$99.66
Spread	$0.65
Cost	$2,107,872
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$249,157,500
Total Proceeds from IPO after discount	$247,532,500
Total Bonds Purchased by JPMIM	39,890,000
Total Price paid 	$39,755,571
% of Offering	15.96%
Trustee	Wells Fargo Bank, N.A.
Fund	GVIT Balanced
Account Number	165120
Trade Date	5/11/2006
Issuer	Questar Market Resources, Inc. (STR 6.05% September 1, 2016)
Cusip	74836JAD
Bonds	260,000
Offering Price	$99.66
Spread	$0.65
Cost	$259,124
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$249,157,500
Total Proceeds from IPO after discount	$247,532,500
Total Bonds Purchased by JPMIM	39,890,000
Total Price paid 	$39,755,571
% of Offering	15.96%
Trustee	Wells Fargo Bank, N.A.
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	5/11/2006
Issuer	Questar Market Resources, Inc. (STR 6.05% September 1, 2016)
Cusip	74836JAD
Bonds	235,000
Offering Price	$99.66
Spread	$0.65
Cost	$234,208
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	$278,465,092
% of Fund	0.08%
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$249,157,500
Total Proceeds from IPO after discount	$247,532,500
Total Bonds Purchased by JPMIM	39,890,000
Total Price paid 	$39,755,571
% of Offering	15.96%
Trustee	Wells Fargo Bank, N.A.
Fund	Hartford - RVP - Public Bond
Account Number	162810
Trade Date	5/11/2006
Issuer	Questar Market Resources, Inc. (STR 6.05% September 1, 2016)
Cusip	74836JAD
Bonds	470,000
Offering Price	$99.66
Spread	$0.65
Cost	$468,416
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$249,157,500
Total Proceeds from IPO after discount	$247,532,500
Total Bonds Purchased by JPMIM	39,890,000
Total Price paid 	$39,755,571
% of Offering	15.96%
Trustee	Wells Fargo Bank, N.A.
Fund	Hartford RVP Active Fixed Income
Account Number	162870
Trade Date	5/11/2006
Issuer	Questar Market Resources, Inc. (STR 6.05% September 1, 2016)
Cusip	74836JAD
Bonds	1,415,000
Offering Price	$99.66
Spread	$0.65
Cost	$1,410,231
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$249,157,500
Total Proceeds from IPO after discount	$247,532,500
Total Bonds Purchased by JPMIM	39,890,000
Total Price paid 	$39,755,571
% of Offering	15.96%
Trustee	Wells Fargo Bank, N.A.
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	5/11/2006
Issuer	Questar Market Resources, Inc. (STR 6.05% September 1, 2016)
Cusip	74836JAD
Bonds	530,000
Offering Price	$99.66
Spread	$0.65
Cost	$528,214
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$249,157,500
Total Proceeds from IPO after discount	$247,532,500
Total Bonds Purchased by JPMIM	39,890,000
Total Price paid 	$39,755,571
% of Offering	15.96%
Trustee	Wells Fargo Bank, N.A.
Fund	Hartford - RVP Public Bond (B)
Account Number	164680
Trade Date	5/11/2006
Issuer	Questar Market Resources, Inc. (STR 6.05% September 1, 2016)
Cusip	74836JAD
Bonds	90,000
Offering Price	$99.66
Spread	$0.65
Cost	$89,697
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$249,157,500
Total Proceeds from IPO after discount	$247,532,500
Total Bonds Purchased by JPMIM	39,890,000
Total Price paid 	$39,755,571
% of Offering	15.96%
Trustee	Wells Fargo Bank, N.A.
Fund	Hartford - RVP U.S. Bond
Account Number	165410
Trade Date	5/11/2006
Issuer	Questar Market Resources, Inc. (STR 6.05% September 1, 2016)
Cusip	74836JAD
Bonds	455,000
Offering Price	$99.66
Spread	$0.65
Cost	$453,467
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$249,157,500
Total Proceeds from IPO after discount	$247,532,500
Total Bonds Purchased by JPMIM	39,890,000
Total Price paid 	$39,755,571
% of Offering	15.96%
Trustee	Wells Fargo Bank, N.A.
Fund	General American Life Insurance
Account Number	168030
Trade Date	5/11/2006
Issuer	Questar Market Resources, Inc. (STR 6.05% September 1, 2016)
Cusip	74836JAD
Bonds	245,000
Offering Price	$99.66
Spread	$0.65
Cost	$244,174
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$249,157,500
Total Proceeds from IPO after discount	$247,532,500
Total Bonds Purchased by JPMIM	39,890,000
Total Price paid 	$39,755,571
% of Offering	15.96%
Trustee	Wells Fargo Bank, N.A.
Fund	Cambridge Fonds - JPMorgan AG.
Account Number	168390
Trade Date	5/11/2006
Issuer	Questar Market Resources, Inc. (STR 6.05% September 1, 2016)
Cusip	74836JAD
Bonds	900,000
Offering Price	$99.66
Spread	$0.65
Cost	$896,967
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$249,157,500
Total Proceeds from IPO after discount	$247,532,500
Total Bonds Purchased by JPMIM	39,890,000
Total Price paid 	$39,755,571
% of Offering	15.96%
Trustee	Wells Fargo Bank, N.A.
Fund	MLP Bank AG
Account Number	173240
Trade Date	5/11/2006
Issuer	Questar Market Resources, Inc. (STR 6.05% September 1, 2016)
Cusip	74836JAD
Bonds	320,000
Offering Price	$99.66
Spread	$0.65
Cost	$318,922
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$249,157,500
Total Proceeds from IPO after discount	$247,532,500
Total Bonds Purchased by JPMIM	39,890,000
Total Price paid 	$39,755,571
% of Offering	15.96%
Trustee	Wells Fargo Bank, N.A.
Fund	JPM Bond
Account Number	160960
Trade Date	5/11/2006
Issuer	DaimlerChrysler Auto Trust 2006-B A2 (DCAT 2006-B A2 5.30% October 8, 2008)
Cusip	23383WAB
Bonds	5,000,000
Offering Price	$100.00
Spread	$0.16
Cost	$4,999,800
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	$4,316,343,825
% of Fund	0.12%
Total Shares/Units/Bonds Offered	450,000,000
Total Proceeds from IPO before discount	$449,982,000
Total Proceeds from IPO after discount	$449,250,750
Total Bonds Purchased by JPMIM	11,900,000
Total Price paid 	$11,899,524
% of Offering	2.64%
Trustee	Citibank, N.A.
Fund	JPMorgan Investment Funds - US Bond  - Ext Cash
Account Number	162617
Trade Date	5/15/2006
Issuer	USAA Auto Owner Trust 2006-2 A2 (USAOT 2006-2 A2 5.31% March 16, 2009)
Cusip	903277AB
Bonds	3,000,000
Offering Price	$100.00
Spread	$0.17
Cost	$2,999,880
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	283,000,000
Total Proceeds from IPO before discount	$282,988,680
Total Proceeds from IPO after discount	$282,507,580
Total Bonds Purchased by JPMIM	35,000,000
Total Price paid 	$34,998,600
% of Offering	12.37%
Trustee	JPMC
Fund	Prudential VCA -GI-7-Diversified
Account Number	145353
Trade Date	5/15/2006
Issuer	USAA Auto Owner Trust 2006-2 A2 (USAOT 2006-2 A2 5.31% March 16, 2009)
Cusip	903277AB
Bonds	4,000,000
Offering Price	$100.00
Spread	$0.17
Cost	$3,999,840
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	283,000,000
Total Proceeds from IPO before discount	$282,988,680
Total Proceeds from IPO after discount	$282,507,580
Total Bonds Purchased by JPMIM	35,000,000
Total Price paid 	$34,998,600
% of Offering	12.37%
Trustee	JPMC
Fund	Hartford Life Separate Account - Series IV - JPM RVP
Account Number	172303
Trade Date	5/15/2006
Issuer	USAA Auto Owner Trust 2006-2 A2 (USAOT 2006-2 A2 5.31% March 16, 2009)
Cusip	903277AB
Bonds	3,000,000
Offering Price	$100.00
Spread	$0.17
Cost	$2,999,880
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	283,000,000
Total Proceeds from IPO before discount	$282,988,680
Total Proceeds from IPO after discount	$282,507,580
Total Bonds Purchased by JPMIM	35,000,000
Total Price paid 	$34,998,600
% of Offering	12.37%
Trustee	JPMC
Fund	US Short Term Note
Account Number	152270
Trade Date	5/15/2006
Issuer	USAA Auto Owner Trust 2006-2 A2 (USAOT 2006-2 A2 5.31% March 16, 2009)
Cusip	903277AB
Bonds	5,500,000
Offering Price	$100.00
Spread	$0.17
Cost	$5,499,780
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	283,000,000
Total Proceeds from IPO before discount	$282,988,680
Total Proceeds from IPO after discount	$282,507,580
Total Bonds Purchased by JPMIM	35,000,000
Total Price paid 	$34,998,600
% of Offering	12.37%
Trustee	JPMC
Fund	JPM Bond - Ext. Cash Sub Account
Account Number	160963
Trade Date	5/16/2006
Issuer	Granite Master Issuer PLC 2006-2 A4 (GRANM 2006-2 A4 5.18% December 20, 2054)
Cusip	38741YBR
Bonds	3,000,000
Offering Price	$100.00
Spread	$0.08
Cost	$3,000,000
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	$4,316,343,825
% of Fund	0.07%
Total Shares/Units/Bonds Offered	1,275,000,000
Total Proceeds from IPO before discount	$1,275,000,000
Total Proceeds from IPO after discount	$1,274,031,000
Total Bonds Purchased by JPMIM	34,900,000
Total Price paid 	$34,900,000
% of Offering	2.74%
Trustee	Bank of New YorK
Fund	JPMIF - US Dollar Enhanced Yield
Account Number	164480
Trade Date	5/16/2006
Issuer	Granite Master Issuer PLC 2006-2 A4 (GRANM 2006-2 A4 5.18% December 20, 2054)
Cusip	38741YBR
Bonds	17,350,000
Offering Price	$100.00
Spread	$0.08
Cost	$17,350,000
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,275,000,000
Total Proceeds from IPO before discount	$1,275,000,000
Total Proceeds from IPO after discount	$1,274,031,000
Total Bonds Purchased by JPMIM	34,900,000
Total Price paid 	$34,900,000
% of Offering	2.74%
Trustee	Bank of New YorK
Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	5/18/2006
Issuer	Reynolds American Inc. (RAI 7.25% June 1, 2013 144A)
Cusip	761713AA
Bonds	395,000
Offering Price	$99.28
Spread	$1.38
Cost	$392,144
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	625,000,000
Total Proceeds from IPO before discount	$620,481,250
Total Proceeds from IPO after discount	$611,887,500
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$5,956,620
% of Offering	0.96%
Trustee	Bank of New YorK
Fund	Managers High Yield
Account Number	145730
Trade Date	5/18/2006
Issuer	Reynolds American Inc. (RAI 7.25% June 1, 2013 144A)
Cusip	761713AA
Bonds	185,000
Offering Price	$99.28
Spread	$1.38
Cost	$183,662
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	625,000,000
Total Proceeds from IPO before discount	$620,481,250
Total Proceeds from IPO after discount	$611,887,500
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$5,956,620
% of Offering	0.96%
Trustee	Bank of New YorK
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	5/18/2006
Issuer	Reynolds American Inc. (RAI 7.25% June 1, 2013 144A)
Cusip	761713AA
Bonds	675,000
Offering Price	$99.28
Spread	$1.38
Cost	$670,120
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	625,000,000
Total Proceeds from IPO before discount	$620,481,250
Total Proceeds from IPO after discount	$611,887,500
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$5,956,620
% of Offering	0.96%
Trustee	Bank of New YorK
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	5/18/2006
Issuer	Reynolds American Inc. (RAI 7.25% June 1, 2013 144A)
Cusip	761713AA
Bonds	330,000
Offering Price	$99.28
Spread	$1.38
Cost	$327,614
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	625,000,000
Total Proceeds from IPO before discount	$620,481,250
Total Proceeds from IPO after discount	$611,887,500
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$5,956,620
% of Offering	0.96%
Trustee	Bank of New YorK
Fund	JPMF Inv - Global High Yield
Account Number	165050
Trade Date	5/18/2006
Issuer	Reynolds American Inc. (RAI 7.25% June 1, 2013 144A)
Cusip	761713AA
Bonds	1,185,000
Offering Price	$99.28
Spread	$1.38
Cost	$1,176,432
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	625,000,000
Total Proceeds from IPO before discount	$620,481,250
Total Proceeds from IPO after discount	$611,887,500
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$5,956,620
% of Offering	0.96%
Trustee	Bank of New YorK
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	5/18/2006
Issuer	Reynolds American Inc. (RAI 7.25% June 1, 2013 144A)
Cusip	761713AA
Bonds	295,000
Offering Price	$99.28
Spread	$1.38
Cost	$292,867
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	625,000,000
Total Proceeds from IPO before discount	$620,481,250
Total Proceeds from IPO after discount	$611,887,500
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$5,956,620
% of Offering	0.96%
Trustee	Bank of New YorK
Fund	MI-Fonds 901
Account Number	167370
Trade Date	5/18/2006
Issuer	Reynolds American Inc. (RAI 7.25% June 1, 2013 144A)
Cusip	761713AA
Bonds	935,000
Offering Price	$99.28
Spread	$1.38
Cost	$928,240
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	625,000,000
Total Proceeds from IPO before discount	$620,481,250
Total Proceeds from IPO after discount	$611,887,500
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$5,956,620
% of Offering	0.96%
Trustee	Bank of New YorK
Fund	JPMorgan Investment Funds - US Bond  - Ext Cash
Account Number	162617
Trade Date	5/23/2006
Issuer	Capital One Multi-asset Execution Trust 2006-B2 B (COMET 2006-B2 B 5.2275% March 15, 2012)
Cusip	14041YAA
Bonds	7,250,000
Offering Price	$100.00
Spread	$0.20
Cost	$7,250,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$350,000,000
Total Proceeds from IPO after discount	$349,300,000
Total Bonds Purchased by JPMIM	50,950,000
Total Price paid 	$50,950,000
% of Offering	14.56%
Trustee	Bank of New YorK
Fund	Hartford RVP - Extended Cash
Account Number	162813
Trade Date	5/23/2006
Issuer	Capital One Multi-asset Execution Trust 2006-B2 B (COMET 2006-B2 B 5.2275% March 15, 2012)
Cusip	14041YAA
Bonds	425,000
Offering Price	$100.00
Spread	$0.20
Cost	$425,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$350,000,000
Total Proceeds from IPO after discount	$349,300,000
Total Bonds Purchased by JPMIM	50,950,000
Total Price paid 	$50,950,000
% of Offering	14.56%
Trustee	Bank of New YorK
Fund	Harford RVP Active Fixed Income
Account Number	162873
Trade Date	5/23/2006
Issuer	Capital One Multi-asset Execution Trust 2006-B2 B (COMET 2006-B2 B 5.2275% March 15, 2012)
Cusip	14041YAA
Bonds	1,325,000
Offering Price	$100.00
Spread	$0.20
Cost	$1,325,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$350,000,000
Total Proceeds from IPO after discount	$349,300,000
Total Bonds Purchased by JPMIM	50,950,000
Total Price paid 	$50,950,000
% of Offering	14.56%
Trustee	Bank of New YorK
Fund	Hartford RVP Public Bond Plus
Account Number	162883
Trade Date	5/23/2006
Issuer	Capital One Multi-asset Execution Trust 2006-B2 B (COMET 2006-B2 B 5.2275% March 15, 2012)
Cusip	14041YAA
Bonds	500,000
Offering Price	$100.00
Spread	$0.20
Cost	$500,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$350,000,000
Total Proceeds from IPO after discount	$349,300,000
Total Bonds Purchased by JPMIM	50,950,000
Total Price paid 	$50,950,000
% of Offering	14.56%
Trustee	Bank of New YorK
Fund	Hartford RVP Public Bond (B)
Account Number	164683
Trade Date	5/23/2006
Issuer	Capital One Multi-asset Execution Trust 2006-B2 B (COMET 2006-B2 B 5.2275% March 15, 2012)
Cusip	14041YAA
Bonds	100,000
Offering Price	$100.00
Spread	$0.20
Cost	$100,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$350,000,000
Total Proceeds from IPO after discount	$349,300,000
Total Bonds Purchased by JPMIM	50,950,000
Total Price paid 	$50,950,000
% of Offering	14.56%
Trustee	Bank of New YorK
Fund	Hartford RVP U.S. Bond
Account Number	165413
Trade Date	5/23/2006
Issuer	Capital One Multi-asset Execution Trust 2006-B2 B (COMET 2006-B2 B 5.2275% March 15, 2012)
Cusip	14041YAA
Bonds	425,000
Offering Price	$100.00
Spread	$0.20
Cost	$425,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$350,000,000
Total Proceeds from IPO after discount	$349,300,000
Total Bonds Purchased by JPMIM	50,950,000
Total Price paid 	$50,950,000
% of Offering	14.56%
Trustee	Bank of New YorK
Fund	General American Life Insurance
Account Number	168033
Trade Date	5/23/2006
Issuer	Capital One Multi-asset Execution Trust 2006-B2 B (COMET 2006-B2 B 5.2275% March 15, 2012)
Cusip	14041YAA
Bonds	225,000
Offering Price	$100.00
Spread	$0.20
Cost	$225,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$350,000,000
Total Proceeds from IPO after discount	$349,300,000
Total Bonds Purchased by JPMIM	50,950,000
Total Price paid 	$50,950,000
% of Offering	14.56%
Trustee	Bank of New YorK
Fund	JPM Bond
Account Number	160960
Trade Date	5/23/2006
Issuer	CarMax Auto Owner Trust 2006-1 A4 (CARMX 2006-1 A4 5.41% June 15, 2011)
Cusip	14312BAD
Bonds	5,000,000
Offering Price	$100.00
Spread	$0.24
Cost	$4,999,900
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	$4,316,343,825
% of Fund	0.12%
Total Shares/Units/Bonds Offered	85,200,000
Total Proceeds from IPO before discount	$85,198,296
Total Proceeds from IPO after discount	$84,993,816
Total Bonds Purchased by JPMIM	7,400,000
Total Price paid 	$7,399,852
% of Offering	8.69%
Trustee	Wells Fargo Bank, NA
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	5/23/2006
Issuer	Harley-Davidson Motorcycle Trust 2006-2 A2 (HDMOT 2006-2 A2 5.35% March 15, 2013)
Cusip	41283BAB
Bonds	750,000
Offering Price	$99.99
Spread	$0.18
Cost	$749,888
Dealer Executing Trade	ABN AMRO
Total Fund Assets	$200,397,124
% of Fund	0.37%
Total Shares/Units/Bonds Offered	302,000,000
Total Proceeds from IPO before discount	$301,954,700
Total Proceeds from IPO after discount	$301,411,100
Total Bonds Purchased by JPMIM	28,815,000
Total Price paid 	$28,810,678
% of Offering	9.54%
Trustee	Bank of New York
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	5/23/2006
Issuer	Harley-Davidson Motorcycle Trust 2006-2 A2 (HDMOT 2006-2 A2 5.35% March 15, 2013)
Cusip	41283BAB
Bonds	10,000,000
Offering Price	$99.99
Spread	$0.18
Cost	$9,998,500
Dealer Executing Trade	BNP Paribas Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	302,000,000
Total Proceeds from IPO before discount	$301,954,700
Total Proceeds from IPO after discount	$301,411,100
Total Bonds Purchased by JPMIM	28,815,000
Total Price paid 	$28,810,678
% of Offering	9.54%
Trustee	Bank of New York
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	5/23/2006
Issuer	Harley-Davidson Motorcycle Trust 2006-2 A2 (HDMOT 2006-2 A2 5.35% March 15, 2013)
Cusip	41283BAB
Bonds	12,500,000
Offering Price	$99.99
Spread	$0.18
Cost	$12,498,125
Dealer Executing Trade	ABN AMRO
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	302,000,000
Total Proceeds from IPO before discount	$301,954,700
Total Proceeds from IPO after discount	$301,411,100
Total Bonds Purchased by JPMIM	28,815,000
Total Price paid 	$28,810,678
% of Offering	9.54%
Trustee	Bank of New York
Fund	Pacific Select - Diversified Bond
Account Number	238760
Trade Date	5/23/2006
Issuer	Harley-Davidson Motorcycle Trust 2006-2 A2 (HDMOT 2006-2 A2 5.35% March 15, 2013)
Cusip	41283BAB
Bonds	3,250,000
Offering Price	$99.99
Spread	$0.18
Cost	$3,249,513
Dealer Executing Trade	ABN AMRO
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	302,000,000
Total Proceeds from IPO before discount	$301,954,700
Total Proceeds from IPO after discount	$301,411,100
Total Bonds Purchased by JPMIM	28,815,000
Total Price paid 	$28,810,678
% of Offering	9.54%
Trustee	Bank of New York
Fund	JPM Bond - Ext. Cash Sub Account
Account Number	160963
Trade Date	5/23/2006
Issuer	United Technologies Corp (UTX Floating Rate Notes June 1, 2009)
Cusip	913017BL
Bonds	3,500,000
Offering Price	$100.00
Spread	$0.25
Cost	$3,500,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	$4,316,343,825
% of Fund	0.08%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$498,750,000
Total Bonds Purchased by JPMIM	24,650,000
Total Price paid 	$24,650,000
% of Offering	4.93%
Trustee	Bank of New York
Fund	JPMorgan Investment Funds - US Bond  - Ext Cash
Account Number	162617
Trade Date	5/23/2006
Issuer	United Technologies Corp (UTX Floating Rate Notes June 1, 2009)
Cusip	913017BL
Bonds	2,750,000
Offering Price	$100.00
Spread	$0.25
Cost	$2,750,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$498,750,000
Total Bonds Purchased by JPMIM	24,650,000
Total Price paid 	$24,650,000
% of Offering	4.93%
Trustee	Bank of New York
Fund	Sumichin JPM - Japan
Account Number	166780
Trade Date	5/23/2006
Issuer	United Technologies Corp (UTX Floating Rate Notes June 1, 2009)
Cusip	913017BL
Bonds	100,000
Offering Price	$100.00
Spread	$0.25
Cost	$100,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$498,750,000
Total Bonds Purchased by JPMIM	24,650,000
Total Price paid 	$24,650,000
% of Offering	4.93%
Trustee	Bank of New York
Fund	Pacific Select - Diversified Bond (Ext. Cash)
Account Number	238763
Trade Date	5/23/2006
Issuer	United Technologies Corp (UTX Floating Rate Notes June 1, 2009)
Cusip	913017BL
Bonds	1,500,000
Offering Price	$100.00
Spread	$0.25
Cost	$1,500,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$498,750,000
Total Bonds Purchased by JPMIM	24,650,000
Total Price paid 	$24,650,000
% of Offering	4.93%
Trustee	Bank of New York
Fund	JPM Tokyo - JPM Japan GTA
Account Number	164370
Trade Date	5/23/2006
Issuer	United Technologies Corp (UTX Floating Rate Notes June 1, 2009)
Cusip	913017BL
Bonds	400,000
Offering Price	$100.00
Spread	$0.25
Cost	$400,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$498,750,000
Total Bonds Purchased by JPMIM	24,650,000
Total Price paid 	$24,650,000
% of Offering	4.93%
Trustee	Bank of New York
Fund	JPM Bond
Account Number	160960
Trade Date	5/26/2006
Issuer	Commercical Mortgage Pass-Through Certificates 2006-C7 A4 (COMM 2006-C7 A4 5.769% June 10, 2046)
Cusip	20047QAE
Bonds	10,000,000
Offering Price	$100.49
Spread	$0.13
Cost	$10,049,300
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	$4,316,343,825
% of Fund	0.23%
Total Shares/Units/Bonds Offered	1,052,664,000
Total Proceeds from IPO before discount	$1,057,853,634
Total Proceeds from IPO after discount	$1,056,537,804
Total Bonds Purchased by JPMIM	20,170,000
Total Price paid 	$20,269,438
% of Offering	1.92%
Trustee	Wells Fargo Bank, N.A.




Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	6/7/2006
Issuer	Ohio Power Company (AEP 6.00% June 1, 2016)
Cusip	677415CL
Bonds	1,730,000
Offering Price	$99.65
Spread	$0.65
Cost	$1,723,893
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$348,764,500
Total Proceeds from IPO after discount	$346,489,500
Total Bonds Purchased by JPMIM	32,405,000
Total Price paid 	$32,290,610
% of Offering	9.26%
Trustee	Deutsche Bank Trust Company Americas
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	6/7/2006
Issuer	Ohio Power Company (AEP 6.00% June 1, 2016)
Cusip	677415CL
Bonds	85,000
Offering Price	$99.65
Spread	$0.65
Cost	$84,700
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	$201,639,678
% of Fund	0.04%
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$348,764,500
Total Proceeds from IPO after discount	$346,489,500
Total Bonds Purchased by JPMIM	32,405,000
Total Price paid 	$32,290,610
% of Offering	9.26%
Trustee	Deutsche Bank Trust Company Americas
Fund	GVIT Balanced
Account Number	165120
Trade Date	6/7/2006
Issuer	Ohio Power Company (AEP 6.00% June 1, 2016)
Cusip	677415CL
Bonds	80,000
Offering Price	$99.65
Spread	$0.65
Cost	$79,718
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$348,764,500
Total Proceeds from IPO after discount	$346,489,500
Total Bonds Purchased by JPMIM	32,405,000
Total Price paid 	$32,290,610
% of Offering	9.26%
Trustee	Deutsche Bank Trust Company Americas
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	6/7/2006
Issuer	Ohio Power Company (AEP 6.00% June 1, 2016)
Cusip	677415CL
Bonds	120,000
Offering Price	$99.65
Spread	$0.65
Cost	$119,576
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	$268,845,231
% of Fund	0.04%
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$348,764,500
Total Proceeds from IPO after discount	$346,489,500
Total Bonds Purchased by JPMIM	32,405,000
Total Price paid 	$32,290,610
% of Offering	9.26%
Trustee	Deutsche Bank Trust Company Americas
Fund	Hartford - RVP - Public Bond
Account Number	162810
Trade Date	6/7/2006
Issuer	Ohio Power Company (AEP 6.00% June 1, 2016)
Cusip	677415CL
Bonds	175,000
Offering Price	$99.65
Spread	$0.65
Cost	$174,382
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$348,764,500
Total Proceeds from IPO after discount	$346,489,500
Total Bonds Purchased by JPMIM	32,405,000
Total Price paid 	$32,290,610
% of Offering	9.26%
Trustee	Deutsche Bank Trust Company Americas
Fund	Hartford RVP Active Fixed Income
Account Number	162870
Trade Date	6/7/2006
Issuer	Ohio Power Company (AEP 6.00% June 1, 2016)
Cusip	677415CL
Bonds	525,000
Offering Price	$99.65
Spread	$0.65
Cost	$523,147
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$348,764,500
Total Proceeds from IPO after discount	$346,489,500
Total Bonds Purchased by JPMIM	32,405,000
Total Price paid 	$32,290,610
% of Offering	9.26%
Trustee	Deutsche Bank Trust Company Americas
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	6/7/2006
Issuer	Ohio Power Company (AEP 6.00% June 1, 2016)
Cusip	677415CL
Bonds	230,000
Offering Price	$99.65
Spread	$0.65
Cost	$229,188
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$348,764,500
Total Proceeds from IPO after discount	$346,489,500
Total Bonds Purchased by JPMIM	32,405,000
Total Price paid 	$32,290,610
% of Offering	9.26%
Trustee	Deutsche Bank Trust Company Americas
Fund	General American Life Insurance
Account Number	168030
Trade Date	6/7/2006
Issuer	Ohio Power Company (AEP 6.00% June 1, 2016)
Cusip	677415CL
Bonds	95,000
Offering Price	$99.65
Spread	$0.65
Cost	$94,665
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$348,764,500
Total Proceeds from IPO after discount	$346,489,500
Total Bonds Purchased by JPMIM	32,405,000
Total Price paid 	$32,290,610
% of Offering	9.26%
Trustee	Deutsche Bank Trust Company Americas
Fund	Cambridge Fonds - JPMorgan AG.
Account Number	168390
Trade Date	6/7/2006
Issuer	Ohio Power Company (AEP 6.00% June 1, 2016)
Cusip	677415CL
Bonds	510,000
Offering Price	$99.65
Spread	$0.65
Cost	$508,200
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$348,764,500
Total Proceeds from IPO after discount	$346,489,500
Total Bonds Purchased by JPMIM	32,405,000
Total Price paid 	$32,290,610
% of Offering	9.26%
Trustee	Deutsche Bank Trust Company Americas
Fund	MLP Bank AG
Account Number	173240
Trade Date	6/7/2006
Issuer	Ohio Power Company (AEP 6.00% June 1, 2016)
Cusip	677415CL
Bonds	125,000
Offering Price	$99.65
Spread	$0.65
Cost	$124,559
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$348,764,500
Total Proceeds from IPO after discount	$346,489,500
Total Bonds Purchased by JPMIM	32,405,000
Total Price paid 	$32,290,610
% of Offering	9.26%
Trustee	Deutsche Bank Trust Company Americas
Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	6/9/2006
Issuer	Interline Brands Inc. (IBI 8.125%  June 15, 2014)
Cusip	458743AC
Bonds	305,000
Offering Price	$99.28
Spread	$2.09
Cost	$302,813
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	200,000,000
Total Proceeds from IPO before discount	$198,566,000
Total Proceeds from IPO after discount	$194,378,000
Total Bonds Purchased by JPMIM	5,810,000
Total Price paid 	$5,768,342
% of Offering	2.91%
Trustee	Bank of New York
Fund	Managers High Yield
Account Number	145730
Trade Date	6/9/2006
Issuer	Interline Brands Inc. (IBI 8.125%  June 15, 2014)
Cusip	458743AC
Bonds	145,000
Offering Price	$99.28
Spread	$2.09
Cost	$143,960
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	200,000,000
Total Proceeds from IPO before discount	$198,566,000
Total Proceeds from IPO after discount	$194,378,000
Total Bonds Purchased by JPMIM	5,810,000
Total Price paid 	$5,768,342
% of Offering	2.91%
Trustee	Bank of New York
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	6/9/2006
Issuer	Interline Brands Inc. (IBI 8.125%  June 15, 2014)
Cusip	458743AC
Bonds	540,000
Offering Price	$99.28
Spread	$2.09
Cost	$536,128
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	200,000,000
Total Proceeds from IPO before discount	$198,566,000
Total Proceeds from IPO after discount	$194,378,000
Total Bonds Purchased by JPMIM	5,810,000
Total Price paid 	$5,768,342
% of Offering	2.91%
Trustee	Bank of New York
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	6/9/2006
Issuer	Interline Brands Inc. (IBI 8.125%  June 15, 2014)
Cusip	458743AC
Bonds	320,000
Offering Price	$99.28
Spread	$2.09
Cost	$317,706
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	200,000,000
Total Proceeds from IPO before discount	$198,566,000
Total Proceeds from IPO after discount	$194,378,000
Total Bonds Purchased by JPMIM	5,810,000
Total Price paid 	$5,768,342
% of Offering	2.91%
Trustee	Bank of New York
Fund	JPMF Inv - Global High Yield
Account Number	165050
Trade Date	6/9/2006
Issuer	Interline Brands Inc. (IBI 8.125%  June 15, 2014)
Cusip	458743AC
Bonds	910,000
Offering Price	$99.28
Spread	$2.09
Cost	$903,475
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	200,000,000
Total Proceeds from IPO before discount	$198,566,000
Total Proceeds from IPO after discount	$194,378,000
Total Bonds Purchased by JPMIM	5,810,000
Total Price paid 	$5,768,342
% of Offering	2.91%
Trustee	Bank of New York
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	6/9/2006
Issuer	Interline Brands Inc. (IBI 8.125%  June 15, 2014)
Cusip	458743AC
Bonds	235,000
Offering Price	$99.28
Spread	$2.09
Cost	$233,315
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	200,000,000
Total Proceeds from IPO before discount	$198,566,000
Total Proceeds from IPO after discount	$194,378,000
Total Bonds Purchased by JPMIM	5,810,000
Total Price paid 	$5,768,342
% of Offering	2.91%
Trustee	Bank of New York
Fund	MI-Fonds 901
Account Number	167370
Trade Date	6/9/2006
Issuer	Interline Brands Inc. (IBI 8.125%  June 15, 2014)
Cusip	458743AC
Bonds	735,000
Offering Price	$99.28
Spread	$2.09
Cost	$729,730
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	200,000,000
Total Proceeds from IPO before discount	$198,566,000
Total Proceeds from IPO after discount	$194,378,000
Total Bonds Purchased by JPMIM	5,810,000
Total Price paid 	$5,768,342
% of Offering	2.91%
Trustee	Bank of New York
Fund	JPMF Global Enhanced Bond
Account Number	156100
Trade Date	6/12/2006
Issuer	Smith International Inc. (SII 6.00% June 15, 2016)
Cusip	832110AJ
Bonds	550,000
Offering Price	$99.89
Spread	$0.60
Cost	$549,384
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	275,000,000
Total Proceeds from IPO before discount	$274,692,000
Total Proceeds from IPO after discount	$273,042,000
Total Bonds Purchased by JPMIM	25,860,000
Total Price paid 	$25,831,037
% of Offering	9.40%
Trustee	Bank of New York
Fund	JPM Global Aggregate Bond - USD Sub-account
Account Number	238440
Trade Date	6/12/2006
Issuer	Smith International Inc. (SII 6.00% June 15, 2016)
Cusip	832110AJ
Bonds	150,000
Offering Price	$99.89
Spread	$0.60
Cost	$149,832
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	275,000,000
Total Proceeds from IPO before discount	$274,692,000
Total Proceeds from IPO after discount	$273,042,000
Total Bonds Purchased by JPMIM	25,860,000
Total Price paid 	$25,831,037
% of Offering	9.40%
Trustee	Bank of New York
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	6/12/2006
Issuer	Smith International Inc. (SII 6.00% June 15, 2016)
Cusip	832110AJ
Bonds	1,775,000
Offering Price	$99.89
Spread	$0.60
Cost	$1,773,012
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	275,000,000
Total Proceeds from IPO before discount	$274,692,000
Total Proceeds from IPO after discount	$273,042,000
Total Bonds Purchased by JPMIM	25,860,000
Total Price paid 	$25,831,037
% of Offering	9.40%
Trustee	Bank of New York
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	6/12/2006
Issuer	Smith International Inc. (SII 6.00% June 15, 2016)
Cusip	832110AJ
Bonds	3,685,000
Offering Price	$99.89
Spread	$0.60
Cost	$3,680,873
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$4,913,013,610
% of Fund	0.07%
Total Shares/Units/Bonds Offered	275,000,000
Total Proceeds from IPO before discount	$274,692,000
Total Proceeds from IPO after discount	$273,042,000
Total Bonds Purchased by JPMIM	25,860,000
Total Price paid 	$25,831,037
% of Offering	9.40%
Trustee	Bank of New York
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	6/12/2006
Issuer	Smith International Inc. (SII 6.00% June 15, 2016)
Cusip	832110AJ
Bonds	135,000
Offering Price	$99.89
Spread	$0.60
Cost	$134,849
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$201,639,678
% of Fund	0.07%
Total Shares/Units/Bonds Offered	275,000,000
Total Proceeds from IPO before discount	$274,692,000
Total Proceeds from IPO after discount	$273,042,000
Total Bonds Purchased by JPMIM	25,860,000
Total Price paid 	$25,831,037
% of Offering	9.40%
Trustee	Bank of New York
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	6/12/2006
Issuer	Smith International Inc. (SII 6.00% June 15, 2016)
Cusip	832110AJ
Bonds	2,305,000
Offering Price	$99.89
Spread	$0.60
Cost	$2,302,418
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	275,000,000
Total Proceeds from IPO before discount	$274,692,000
Total Proceeds from IPO after discount	$273,042,000
Total Bonds Purchased by JPMIM	25,860,000
Total Price paid 	$25,831,037
% of Offering	9.40%
Trustee	Bank of New York
Fund	Pacific Select - Diversified Bond
Account Number	238760
Trade Date	6/12/2006
Issuer	Smith International Inc. (SII 6.00% June 15, 2016)
Cusip	832110AJ
Bonds	1,075,000
Offering Price	$99.89
Spread	$0.60
Cost	$1,073,796
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	275,000,000
Total Proceeds from IPO before discount	$274,692,000
Total Proceeds from IPO after discount	$273,042,000
Total Bonds Purchased by JPMIM	25,860,000
Total Price paid 	$25,831,037
% of Offering	9.40%
Trustee	Bank of New York
Fund	GVIT Balanced
Account Number	165120
Trade Date	6/12/2006
Issuer	Smith International Inc. (SII 6.00% June 15, 2016)
Cusip	832110AJ
Bonds	130,000
Offering Price	$99.89
Spread	$0.60
Cost	$129,854
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	275,000,000
Total Proceeds from IPO before discount	$274,692,000
Total Proceeds from IPO after discount	$273,042,000
Total Bonds Purchased by JPMIM	25,860,000
Total Price paid 	$25,831,037
% of Offering	9.40%
Trustee	Bank of New York
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	6/12/2006
Issuer	Smith International Inc. (SII 6.00% June 15, 2016)
Cusip	832110AJ
Bonds	165,000
Offering Price	$99.89
Spread	$0.60
Cost	$164,815
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$268,845,231
% of Fund	0.06%
Total Shares/Units/Bonds Offered	275,000,000
Total Proceeds from IPO before discount	$274,692,000
Total Proceeds from IPO after discount	$273,042,000
Total Bonds Purchased by JPMIM	25,860,000
Total Price paid 	$25,831,037
% of Offering	9.40%
Trustee	Bank of New York
Fund	Hartford - RVP - Public Bond
Account Number	162810
Trade Date	6/12/2006
Issuer	Smith International Inc. (SII 6.00% June 15, 2016)
Cusip	832110AJ
Bonds	235,000
Offering Price	$99.89
Spread	$0.60
Cost	$234,737
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	275,000,000
Total Proceeds from IPO before discount	$274,692,000
Total Proceeds from IPO after discount	$273,042,000
Total Bonds Purchased by JPMIM	25,860,000
Total Price paid 	$25,831,037
% of Offering	9.40%
Trustee	Bank of New York
Fund	Hartford RVP Active Fixed Income
Account Number	162870
Trade Date	6/12/2006
Issuer	Smith International Inc. (SII 6.00% June 15, 2016)
Cusip	832110AJ
Bonds	710,000
Offering Price	$99.89
Spread	$0.60
Cost	$709,205
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	275,000,000
Total Proceeds from IPO before discount	$274,692,000
Total Proceeds from IPO after discount	$273,042,000
Total Bonds Purchased by JPMIM	25,860,000
Total Price paid 	$25,831,037
% of Offering	9.40%
Trustee	Bank of New York
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	6/12/2006
Issuer	Smith International Inc. (SII 6.00% June 15, 2016)
Cusip	832110AJ
Bonds	265,000
Offering Price	$99.89
Spread	$0.60
Cost	$264,703
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	275,000,000
Total Proceeds from IPO before discount	$274,692,000
Total Proceeds from IPO after discount	$273,042,000
Total Bonds Purchased by JPMIM	25,860,000
Total Price paid 	$25,831,037
% of Offering	9.40%
Trustee	Bank of New York
Fund	Hartford - RVP Public Bond (B)
Account Number	164680
Trade Date	6/12/2006
Issuer	Smith International Inc. (SII 6.00% June 15, 2016)
Cusip	832110AJ
Bonds	45,000
Offering Price	$99.89
Spread	$0.60
Cost	$44,950
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	275,000,000
Total Proceeds from IPO before discount	$274,692,000
Total Proceeds from IPO after discount	$273,042,000
Total Bonds Purchased by JPMIM	25,860,000
Total Price paid 	$25,831,037
% of Offering	9.40%
Trustee	Bank of New York
Fund	Hartford - RVP U.S. Bond
Account Number	165410
Trade Date	6/12/2006
Issuer	Smith International Inc. (SII 6.00% June 15, 2016)
Cusip	832110AJ
Bonds	225,000
Offering Price	$99.89
Spread	$0.60
Cost	$224,748
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	275,000,000
Total Proceeds from IPO before discount	$274,692,000
Total Proceeds from IPO after discount	$273,042,000
Total Bonds Purchased by JPMIM	25,860,000
Total Price paid 	$25,831,037
% of Offering	9.40%
Trustee	Bank of New York
Fund	General American Life Insurance
Account Number	168030
Trade Date	6/12/2006
Issuer	Smith International Inc. (SII 6.00% June 15, 2016)
Cusip	832110AJ
Bonds	125,000
Offering Price	$99.89
Spread	$0.60
Cost	$124,860
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	275,000,000
Total Proceeds from IPO before discount	$274,692,000
Total Proceeds from IPO after discount	$273,042,000
Total Bonds Purchased by JPMIM	25,860,000
Total Price paid 	$25,831,037
% of Offering	9.40%
Trustee	Bank of New York
Fund	Cambridge Fonds - JPMorgan AG.
Account Number	168390
Trade Date	6/12/2006
Issuer	Smith International Inc. (SII 6.00% June 15, 2016)
Cusip	832110AJ
Bonds	770,000
Offering Price	$99.89
Spread	$0.60
Cost	$769,138
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	275,000,000
Total Proceeds from IPO before discount	$274,692,000
Total Proceeds from IPO after discount	$273,042,000
Total Bonds Purchased by JPMIM	25,860,000
Total Price paid 	$25,831,037
% of Offering	9.40%
Trustee	Bank of New York
Fund	MLP Bank AG
Account Number	173240
Trade Date	6/12/2006
Issuer	Smith International Inc. (SII 6.00% June 15, 2016)
Cusip	832110AJ
Bonds	165,000
Offering Price	$99.89
Spread	$0.60
Cost	$164,815
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	275,000,000
Total Proceeds from IPO before discount	$274,692,000
Total Proceeds from IPO after discount	$273,042,000
Total Bonds Purchased by JPMIM	25,860,000
Total Price paid 	$25,831,037
% of Offering	9.40%
Trustee	Bank of New York
Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	6/19/2006
Issuer	Intelsat Bermuda Ltd. (INTEL 11.25% June 15, 2016 144A)
Cusip	45820EAV
Bonds	970,000
Offering Price	$100.00
Spread	$2.25
Cost	$970,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,330,000,000
Total Proceeds from IPO before discount	$1,330,000,000
Total Proceeds from IPO after discount	$1,300,075,000
Total Bonds Purchased by JPMIM	13,620,000
Total Price paid 	$13,620,000
% of Offering	1.02%
Trustee	Wells Fargo Bank NA
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	6/19/2006
Issuer	Intelsat Bermuda Ltd. (INTEL 1.25% June 15, 2016 144A)
Cusip	45820EAV
Bonds	250,000
Offering Price	$100.00
Spread	$2.25
Cost	$250,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,330,000,000
Total Proceeds from IPO before discount	$1,330,000,000
Total Proceeds from IPO after discount	$1,300,075,000
Total Bonds Purchased by JPMIM	13,620,000
Total Price paid 	$13,620,000
% of Offering	1.02%
Trustee	Wells Fargo Bank NA
Fund	Managers High Yield
Account Number	145730
Trade Date	6/19/2006
Issuer	Intelsat Bermuda Ltd. (INTEL 11.25% June 15, 2016 144A)
Cusip	45820EAV
Bonds	465,000
Offering Price	$100.00
Spread	$2.25
Cost	$465,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,330,000,000
Total Proceeds from IPO before discount	$1,330,000,000
Total Proceeds from IPO after discount	$1,300,075,000
Total Bonds Purchased by JPMIM	13,620,000
Total Price paid 	$13,620,000
% of Offering	1.02%
Trustee	Wells Fargo Bank NA
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	6/19/2006
Issuer	Intelsat Bermuda Ltd. (INTEL 11.25% June 15, 2016 144A)
Cusip	45820EAV
Bonds	1,755,000
Offering Price	$100.00
Spread	$2.25
Cost	$1,755,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,330,000,000
Total Proceeds from IPO before discount	$1,330,000,000
Total Proceeds from IPO after discount	$1,300,075,000
Total Bonds Purchased by JPMIM	13,620,000
Total Price paid 	$13,620,000
% of Offering	1.02%
Trustee	Wells Fargo Bank NA
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	6/19/2006
Issuer	Intelsat Bermuda Ltd. (INTEL 11.25% June 15, 2016 144A)
Cusip	45820EAV
Bonds	1,040,000
Offering Price	$100.00
Spread	$2.25
Cost	$1,040,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,330,000,000
Total Proceeds from IPO before discount	$1,330,000,000
Total Proceeds from IPO after discount	$1,300,075,000
Total Bonds Purchased by JPMIM	13,620,000
Total Price paid 	$13,620,000
% of Offering	1.02%
Trustee	Wells Fargo Bank NA
Fund	JPMF Inv - Global High Yield
Account Number	165050
Trade Date	6/19/2006
Issuer	Intelsat Bermuda Ltd. (INTEL 11.25% June 15, 2016 144A)
Cusip	45820EAV
Bonds	2,900,000
Offering Price	$100.00
Spread	$2.25
Cost	$2,900,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,330,000,000
Total Proceeds from IPO before discount	$1,330,000,000
Total Proceeds from IPO after discount	$1,300,075,000
Total Bonds Purchased by JPMIM	13,620,000
Total Price paid 	$13,620,000
% of Offering	1.02%
Trustee	Wells Fargo Bank NA
Fund	SunAmerica Series Trust-Balanced Portfolio - Fixed Income
Account Number	158724
Trade Date	6/20/2006
Issuer	Wachovia Bank Commercial Mortgage Trust 2006-C26 A3 (WBCMT 2006-C26 A3 6.011% June 15, 2045)
Cusip	92977RAD
Bonds	305,000
Offering Price	$100.50
Spread	$0.20
Cost	$306,514
Dealer Executing Trade	Wachovia Securities LLC
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	509,221,000
Total Proceeds from IPO before discount	$511,749,282
Total Proceeds from IPO after discount	$510,730,840
Total Bonds Purchased by JPMIM	28,310,000
Total Price paid 	$28,450,559
% of Offering	5.56%
Trustee	Wells Fargo Bank NA
Fund	JPM Bond
Account Number	160960
Trade Date	6/20/2006
Issuer	Wachovia Bank Commercial Mortgage Trust 2006-C26 A3 (WBCMT 2006-C26 A3 6.011% June 15, 2045)
Cusip	92977RAD
Bonds	5,605,000
Offering Price	$100.50
Spread	$0.20
Cost	$5,632,829
Dealer Executing Trade	Wachovia Securities LLC
Total Fund Assets	$4,913,013,610
% of Fund	0.11%
Total Shares/Units/Bonds Offered	509,221,000
Total Proceeds from IPO before discount	$511,749,282
Total Proceeds from IPO after discount	$510,730,840
Total Bonds Purchased by JPMIM	28,310,000
Total Price paid 	$28,450,559
% of Offering	5.56%
Trustee	Wells Fargo Bank NA
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	6/20/2006
Issuer	Wachovia Bank Commercial Mortgage Trust 2006-C26 A3 (WBCMT 2006-C26 A3 6.011% June 15, 2045)
Cusip	92977RAD
Bonds	340,000
Offering Price	$100.50
Spread	$0.20
Cost	$341,688
Dealer Executing Trade	Wachovia Securities LLC
Total Fund Assets	$268,845,231
% of Fund	0.13%
Total Shares/Units/Bonds Offered	509,221,000
Total Proceeds from IPO before discount	$511,749,282
Total Proceeds from IPO after discount	$510,730,840
Total Bonds Purchased by JPMIM	28,310,000
Total Price paid 	$28,450,559
% of Offering	5.56%
Trustee	Wells Fargo Bank NA
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	6/20/2006
Issuer	Wachovia Bank Commercial Mortgage Trust 2006-C26 A3 (WBCMT 2006-C26 A3 6.011% June 15, 2045)
Cusip	92977RAD
Bonds	270,000
Offering Price	$100.50
Spread	$0.20
Cost	$271,341
Dealer Executing Trade	Wachovia Securities LLC
Total Fund Assets	$201,639,678
% of Fund	0.13%
Total Shares/Units/Bonds Offered	509,221,000
Total Proceeds from IPO before discount	$511,749,282
Total Proceeds from IPO after discount	$510,730,840
Total Bonds Purchased by JPMIM	28,310,000
Total Price paid 	$28,450,559
% of Offering	5.56%
Trustee	Wells Fargo Bank NA
Fund	Hartford - RVP - Public Bond
Account Number	162810
Trade Date	6/20/2006
Issuer	Wachovia Bank Commercial Mortgage Trust 2006-C26 A3 (WBCMT 2006-C26 A3 6.011% June 15, 2045)
Cusip	92977RAD
Bonds	480,000
Offering Price	$100.50
Spread	$0.20
Cost	$482,383
Dealer Executing Trade	Wachovia Securities LLC
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	509,221,000
Total Proceeds from IPO before discount	$511,749,282
Total Proceeds from IPO after discount	$510,730,840
Total Bonds Purchased by JPMIM	28,310,000
Total Price paid 	$28,450,559
% of Offering	5.56%
Trustee	Wells Fargo Bank NA
Fund	Hartford RVP Active Fixed Income
Account Number	162870
Trade Date	6/20/2006
Issuer	Wachovia Bank Commercial Mortgage Trust 2006-C26 A3 (WBCMT 2006-C26 A3 6.011% June 15, 2045)
Cusip	92977RAD
Bonds	1,440,000
Offering Price	$100.50
Spread	$0.20
Cost	$1,447,150
Dealer Executing Trade	Wachovia Securities LLC
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	509,221,000
Total Proceeds from IPO before discount	$511,749,282
Total Proceeds from IPO after discount	$510,730,840
Total Bonds Purchased by JPMIM	28,310,000
Total Price paid 	$28,450,559
% of Offering	5.56%
Trustee	Wells Fargo Bank NA
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	6/20/2006
Issuer	Wachovia Bank Commercial Mortgage Trust 2006-C26 A3 (WBCMT 2006-C26 A3 6.011% June 15, 2045)
Cusip	92977RAD
Bonds	540,000
Offering Price	$100.50
Spread	$0.20
Cost	$542,681
Dealer Executing Trade	Wachovia Securities LLC
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	509,221,000
Total Proceeds from IPO before discount	$511,749,282
Total Proceeds from IPO after discount	$510,730,840
Total Bonds Purchased by JPMIM	28,310,000
Total Price paid 	$28,450,559
% of Offering	5.56%
Trustee	Wells Fargo Bank NA
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	6/20/2006
Issuer	Wachovia Bank Commercial Mortgage Trust 2006-C26 A3 (WBCMT 2006-C26 A3 6.011% June 15, 2045)
Cusip	92977RAD
Bonds	4,680,000
Offering Price	$100.50
Spread	$0.20
Cost	$4,703,236
Dealer Executing Trade	Wachovia Securities LLC
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	509,221,000
Total Proceeds from IPO before discount	$511,749,282
Total Proceeds from IPO after discount	$510,730,840
Total Bonds Purchased by JPMIM	28,310,000
Total Price paid 	$28,450,559
% of Offering	5.56%
Trustee	Wells Fargo Bank NA
Fund	Hartford - RVP Public Bond (B)
Account Number	164680
Trade Date	6/20/2006
Issuer	Wachovia Bank Commercial Mortgage Trust 2006-C26 A3 (WBCMT 2006-C26 A3 6.011% June 15, 2045)
Cusip	92977RAD
Bonds	90,000
Offering Price	$100.50
Spread	$0.20
Cost	$90,447
Dealer Executing Trade	Wachovia Securities LLC
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	509,221,000
Total Proceeds from IPO before discount	$511,749,282
Total Proceeds from IPO after discount	$510,730,840
Total Bonds Purchased by JPMIM	28,310,000
Total Price paid 	$28,450,559
% of Offering	5.56%
Trustee	Wells Fargo Bank NA
Fund	GVIT Balanced
Account Number	165120
Trade Date	6/20/2006
Issuer	Wachovia Bank Commercial Mortgage Trust 2006-C26 A3 (WBCMT 2006-C26 A3 6.011% June 15, 2045)
Cusip	92977RAD
Bonds	265,000
Offering Price	$100.50
Spread	$0.20
Cost	$266,316
Dealer Executing Trade	Wachovia Securities LLC
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	509,221,000
Total Proceeds from IPO before discount	$511,749,282
Total Proceeds from IPO after discount	$510,730,840
Total Bonds Purchased by JPMIM	28,310,000
Total Price paid 	$28,450,559
% of Offering	5.56%
Trustee	Wells Fargo Bank NA
Fund	Hartford - RVP U.S. Bond
Account Number	165410
Trade Date	6/20/2006
Issuer	Wachovia Bank Commercial Mortgage Trust 2006-C26 A3 (WBCMT 2006-C26 A3 6.011% June 15, 2045)
Cusip	92977RAD
Bonds	465,000
Offering Price	$100.50
Spread	$0.20
Cost	$467,309
Dealer Executing Trade	Wachovia Securities LLC
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	509,221,000
Total Proceeds from IPO before discount	$511,749,282
Total Proceeds from IPO after discount	$510,730,840
Total Bonds Purchased by JPMIM	28,310,000
Total Price paid 	$28,450,559
% of Offering	5.56%
Trustee	Wells Fargo Bank NA
Fund	General American Life Insurance
Account Number	168030
Trade Date	6/20/2006
Issuer	Wachovia Bank Commercial Mortgage Trust 2006-C26 A3 (WBCMT 2006-C26 A3 6.011% June 15, 2045)
Cusip	92977RAD
Bonds	250,000
Offering Price	$100.50
Spread	$0.20
Cost	$251,241
Dealer Executing Trade	Wachovia Securities LLC
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	509,221,000
Total Proceeds from IPO before discount	$511,749,282
Total Proceeds from IPO after discount	$510,730,840
Total Bonds Purchased by JPMIM	28,310,000
Total Price paid 	$28,450,559
% of Offering	5.56%
Trustee	Wells Fargo Bank NA
Fund	MLP Bank AG
Account Number	173240
Trade Date	6/20/2006
Issuer	Wachovia Bank Commercial Mortgage Trust 2006-C26 A3 (WBCMT 2006-C26 A3 6.011% June 15, 2045)
Cusip	92977RAD
Bonds	330,000
Offering Price	$100.50
Spread	$0.20
Cost	$331,638
Dealer Executing Trade	Wachovia Securities LLC
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	509,221,000
Total Proceeds from IPO before discount	$511,749,282
Total Proceeds from IPO after discount	$510,730,840
Total Bonds Purchased by JPMIM	28,310,000
Total Price paid 	$28,450,559
% of Offering	5.56%
Trustee	Wells Fargo Bank NA
Fund	Pacific Select - Diversified Bond
Account Number	238760
Trade Date	6/20/2006
Issuer	Wachovia Bank Commercial Mortgage Trust 2006-C26 A3 (WBCMT 2006-C26 A3 6.011% June 15, 2045)
Cusip	92977RAD
Bonds	2,195,000
Offering Price	$100.50
Spread	$0.20
Cost	$2,205,898
Dealer Executing Trade	Wachovia Securities LLC
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	509,221,000
Total Proceeds from IPO before discount	$511,749,282
Total Proceeds from IPO after discount	$510,730,840
Total Bonds Purchased by JPMIM	28,310,000
Total Price paid 	$28,450,559
% of Offering	5.56%
Trustee	Wells Fargo Bank NA
Fund	SunAmerica Series Trust-Balanced Portfolio - Fixed Income
Account Number	158724
Trade Date	6/21/2006
Issuer	Credit Suisse Mortgage Capital Certificates 2006-C3 A3 (CSMC 2006-C3 A3 5.8277% June 15, 2038)
Cusip	22545DAD
Bonds	460,000
Offering Price	$99.91
Spread	$0.13
Cost	$459,569
Dealer Executing Trade	First Boston Corporation
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	826,000,000
Total Proceeds from IPO before discount	$825,226,038
Total Proceeds from IPO after discount	$824,193,538
Total Bonds Purchased by JPMIM	42,075,000
Total Price paid 	$42,035,576
% of Offering	5.09%
Trustee	Wells Fargo Bank NA
Fund	JPM Bond
Account Number	160960
Trade Date	6/21/2006
Issuer	Credit Suisse Mortgage Capital Certificates 2006-C3 A3 (CSMC 2006-C3 A3 5.8277% June 15, 2038)
Cusip	22545DAD
Bonds	8,610,000
Offering Price	$99.91
Spread	$0.13
Cost	$8,601,932
Dealer Executing Trade	First Boston Corporation
Total Fund Assets	$4,913,013,610
% of Fund	0.18%
Total Shares/Units/Bonds Offered	826,000,000
Total Proceeds from IPO before discount	$825,226,038
Total Proceeds from IPO after discount	$824,193,538
Total Bonds Purchased by JPMIM	42,075,000
Total Price paid 	$42,035,576
% of Offering	5.09%
Trustee	Wells Fargo Bank NA
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	6/21/2006
Issuer	Credit Suisse Mortgage Capital Certificates 2006-C3 A3 (CSMC 2006-C3 A3 5.8277% June 15, 2038)
Cusip	22545DAD
Bonds	520,000
Offering Price	$99.91
Spread	$0.13
Cost	$519,513
Dealer Executing Trade	First Boston Corporation
Total Fund Assets	$268,845,231
% of Fund	0.19%
Total Shares/Units/Bonds Offered	826,000,000
Total Proceeds from IPO before discount	$825,226,038
Total Proceeds from IPO after discount	$824,193,538
Total Bonds Purchased by JPMIM	42,075,000
Total Price paid 	$42,035,576
% of Offering	5.09%
Trustee	Wells Fargo Bank NA
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	6/21/2006
Issuer	Credit Suisse Mortgage Capital Certificates 2006-C3 A3 (CSMC 2006-C3 A3 5.8277% June 15, 2038)
Cusip	22545DAD
Bonds	415,000
Offering Price	$99.91
Spread	$0.13
Cost	$414,611
Dealer Executing Trade	First Boston Corporation
Total Fund Assets	$201,639,678
% of Fund	0.21%
Total Shares/Units/Bonds Offered	826,000,000
Total Proceeds from IPO before discount	$825,226,038
Total Proceeds from IPO after discount	$824,193,538
Total Bonds Purchased by JPMIM	42,075,000
Total Price paid 	$42,035,576
% of Offering	5.09%
Trustee	Wells Fargo Bank NA
Fund	Hartford - RVP - Public Bond
Account Number	162810
Trade Date	6/21/2006
Issuer	Credit Suisse Mortgage Capital Certificates 2006-C3 A3 (CSMC 2006-C3 A3 5.8277% June 15, 2038)
Cusip	22545DAD
Bonds	730,000
Offering Price	$99.91
Spread	$0.13
Cost	$729,316
Dealer Executing Trade	First Boston Corporation
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	826,000,000
Total Proceeds from IPO before discount	$825,226,038
Total Proceeds from IPO after discount	$824,193,538
Total Bonds Purchased by JPMIM	42,075,000
Total Price paid 	$42,035,576
% of Offering	5.09%
Trustee	Wells Fargo Bank NA
Fund	Hartford RVP Active Fixed Income
Account Number	162870
Trade Date	6/21/2006
Issuer	Credit Suisse Mortgage Capital Certificates 2006-C3 A3 (CSMC 2006-C3 A3 5.8277% June 15, 2038)
Cusip	22545DAD
Bonds	2,185,000
Offering Price	$99.91
Spread	$0.13
Cost	$2,182,953
Dealer Executing Trade	First Boston Corporation
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	826,000,000
Total Proceeds from IPO before discount	$825,226,038
Total Proceeds from IPO after discount	$824,193,538
Total Bonds Purchased by JPMIM	42,075,000
Total Price paid 	$42,035,576
% of Offering	5.09%
Trustee	Wells Fargo Bank NA
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	6/21/2006
Issuer	Credit Suisse Mortgage Capital Certificates 2006-C3 A3 (CSMC 2006-C3 A3 5.8277% June 15, 2038)
Cusip	22545DAD
Bonds	815,000
Offering Price	$99.91
Spread	$0.13
Cost	$814,236
Dealer Executing Trade	First Boston Corporation
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	826,000,000
Total Proceeds from IPO before discount	$825,226,038
Total Proceeds from IPO after discount	$824,193,538
Total Bonds Purchased by JPMIM	42,075,000
Total Price paid 	$42,035,576
% of Offering	5.09%
Trustee	Wells Fargo Bank NA
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	6/21/2006
Issuer	Credit Suisse Mortgage Capital Certificates 2006-C3 A3 (CSMC 2006-C3 A3 5.8277% June 15, 2038)
Cusip	22545DAD
Bonds	7,100,000
Offering Price	$99.91
Spread	$0.13
Cost	$7,093,347
Dealer Executing Trade	First Boston Corporation
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	826,000,000
Total Proceeds from IPO before discount	$825,226,038
Total Proceeds from IPO after discount	$824,193,538
Total Bonds Purchased by JPMIM	42,075,000
Total Price paid 	$42,035,576
% of Offering	5.09%
Trustee	Wells Fargo Bank NA
Fund	Hartford - RVP Public Bond (B)
Account Number	164680
Trade Date	6/21/2006
Issuer	Credit Suisse Mortgage Capital Certificates 2006-C3 A3 (CSMC 2006-C3 A3 5.8277% June 15, 2038)
Cusip	22545DAD
Bonds	140,000
Offering Price	$99.91
Spread	$0.13
Cost	$139,869
Dealer Executing Trade	First Boston Corporation
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	826,000,000
Total Proceeds from IPO before discount	$825,226,038
Total Proceeds from IPO after discount	$824,193,538
Total Bonds Purchased by JPMIM	42,075,000
Total Price paid 	$42,035,576
% of Offering	5.09%
Trustee	Wells Fargo Bank NA
Fund	GVIT Balanced
Account Number	165120
Trade Date	6/21/2006
Issuer	Credit Suisse Mortgage Capital Certificates 2006-C3 A3 (CSMC 2006-C3 A3 5.8277% June 15, 2038)
Cusip	22545DAD
Bonds	400,000
Offering Price	$99.91
Spread	$0.13
Cost	$399,625
Dealer Executing Trade	First Boston Corporation
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	826,000,000
Total Proceeds from IPO before discount	$825,226,038
Total Proceeds from IPO after discount	$824,193,538
Total Bonds Purchased by JPMIM	42,075,000
Total Price paid 	$42,035,576
% of Offering	5.09%
Trustee	Wells Fargo Bank NA
Fund	Hartford - RVP U.S. Bond
Account Number	165410
Trade Date	6/21/2006
Issuer	Credit Suisse Mortgage Capital Certificates 2006-C3 A3 (CSMC 2006-C3 A3 5.8277% June 15, 2038)
Cusip	22545DAD
Bonds	705,000
Offering Price	$99.91
Spread	$0.13
Cost	$704,339
Dealer Executing Trade	First Boston Corporation
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	826,000,000
Total Proceeds from IPO before discount	$825,226,038
Total Proceeds from IPO after discount	$824,193,538
Total Bonds Purchased by JPMIM	42,075,000
Total Price paid 	$42,035,576
% of Offering	5.09%
Trustee	Wells Fargo Bank NA
Fund	General American Life Insurance
Account Number	168030
Trade Date	6/21/2006
Issuer	Credit Suisse Mortgage Capital Certificates 2006-C3 A3 (CSMC 2006-C3 A3 5.8277% June 15, 2038)
Cusip	22545DAD
Bonds	375,000
Offering Price	$99.91
Spread	$0.13
Cost	$374,649
Dealer Executing Trade	First Boston Corporation
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	826,000,000
Total Proceeds from IPO before discount	$825,226,038
Total Proceeds from IPO after discount	$824,193,538
Total Bonds Purchased by JPMIM	42,075,000
Total Price paid 	$42,035,576
% of Offering	5.09%
Trustee	Wells Fargo Bank NA
Fund	MLP Bank AG
Account Number	173240
Trade Date	6/21/2006
Issuer	Credit Suisse Mortgage Capital Certificates 2006-C3 A3 (CSMC 2006-C3 A3 5.8277% June 15, 2038)
Cusip	22545DAD
Bonds	500,000
Offering Price	$99.91
Spread	$0.13
Cost	$499,532
Dealer Executing Trade	First Boston Corporation
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	826,000,000
Total Proceeds from IPO before discount	$825,226,038
Total Proceeds from IPO after discount	$824,193,538
Total Bonds Purchased by JPMIM	42,075,000
Total Price paid 	$42,035,576
% of Offering	5.09%
Trustee	Wells Fargo Bank NA
Fund	Pacific Select - Diversified Bond
Account Number	238760
Trade Date	6/21/2006
Issuer	Credit Suisse Mortgage Capital Certificates 2006-C3 A3 (CSMC 2006-C3 A3 5.8277% June 15, 2038)
Cusip	22545DAD
Bonds	3,330,000
Offering Price	$99.91
Spread	$0.13
Cost	$3,326,880
Dealer Executing Trade	First Boston Corporation
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	826,000,000
Total Proceeds from IPO before discount	$825,226,038
Total Proceeds from IPO after discount	$824,193,538
Total Bonds Purchased by JPMIM	42,075,000
Total Price paid 	$42,035,576
% of Offering	5.09%
Trustee	Wells Fargo Bank NA
Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	6/28/2006
Issuer	Windstream Corporation (WINDST 8.625% August 1, 2016 144A)
Cusip	97381WAB
Bonds	375,000
Offering Price	$97.55
Spread	$1.53
Cost	$365,801
Dealer Executing Trade	Merrill Lynch and Corpany
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,746,000,000
Total Proceeds from IPO before discount	$1,703,170,620
Total Proceeds from IPO after discount	$1,676,439,360
Total Bonds Purchased by JPMIM	6,015,000
Total Price paid 	$5,867,452
% of Offering	0.34%
Trustee	Citibank, N.A.
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	6/28/2006
Issuer	Windstream Corporation (WINDST 8.625% August 1, 2016 144A)
Cusip	97381WAB
Bonds	105,000
Offering Price	$97.55
Spread	$1.53
Cost	$102,424
Dealer Executing Trade	Merrill Lynch and Corpany
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,746,000,000
Total Proceeds from IPO before discount	$1,703,170,620
Total Proceeds from IPO after discount	$1,676,439,360
Total Bonds Purchased by JPMIM	6,015,000
Total Price paid 	$5,867,452
% of Offering	0.34%
Trustee	Citibank, N.A.
Fund	Managers High Yield
Account Number	145730
Trade Date	6/28/2006
Issuer	Windstream Corporation (WINDST 8.625% August 1, 2016 144A)
Cusip	97381WAB
Bonds	180,000
Offering Price	$97.55
Spread	$1.53
Cost	$175,585
Dealer Executing Trade	Merrill Lynch and Corpany
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,746,000,000
Total Proceeds from IPO before discount	$1,703,170,620
Total Proceeds from IPO after discount	$1,676,439,360
Total Bonds Purchased by JPMIM	6,015,000
Total Price paid 	$5,867,452
% of Offering	0.34%
Trustee	Citibank, N.A.
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	6/28/2006
Issuer	Windstream Corporation (WINDST 8.625% August 1, 2016 144A)
Cusip	97381WAB
Bonds	695,000
Offering Price	$97.55
Spread	$1.53
Cost	$677,952
Dealer Executing Trade	Merrill Lynch and Corpany
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,746,000,000
Total Proceeds from IPO before discount	$1,703,170,620
Total Proceeds from IPO after discount	$1,676,439,360
Total Bonds Purchased by JPMIM	6,015,000
Total Price paid 	$5,867,452
% of Offering	0.34%
Trustee	Citibank, N.A.
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	6/28/2006
Issuer	Windstream Corporation (WINDST 8.625% August 1, 2016 144A)
Cusip	97381WAB
Bonds	405,000
Offering Price	$97.55
Spread	$1.53
Cost	$395,065
Dealer Executing Trade	Merrill Lynch and Corpany
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,746,000,000
Total Proceeds from IPO before discount	$1,703,170,620
Total Proceeds from IPO after discount	$1,676,439,360
Total Bonds Purchased by JPMIM	6,015,000
Total Price paid 	$5,867,452
% of Offering	0.34%
Trustee	Citibank, N.A.
Fund	JPMF Inv - Global High Yield
Account Number	165050
Trade Date	6/28/2006
Issuer	Windstream Corporation (WINDST 8.625% August 1, 2016 144A)
Cusip	97381WAB
Bonds	1,025,000
Offering Price	$97.55
Spread	$1.53
Cost	$999,857
Dealer Executing Trade	Merrill Lynch and Corpany
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,746,000,000
Total Proceeds from IPO before discount	$1,703,170,620
Total Proceeds from IPO after discount	$1,676,439,360
Total Bonds Purchased by JPMIM	6,015,000
Total Price paid 	$5,867,452
% of Offering	0.34%
Trustee	Citibank, N.A.
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	6/28/2006
Issuer	Windstream Corporation (WINDST 8.625% August 1, 2016 144A)
Cusip	97381WAB
Bonds	295,000
Offering Price	$97.55
Spread	$1.53
Cost	$287,764
Dealer Executing Trade	Merrill Lynch and Corpany
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,746,000,000
Total Proceeds from IPO before discount	$1,703,170,620
Total Proceeds from IPO after discount	$1,676,439,360
Total Bonds Purchased by JPMIM	6,015,000
Total Price paid 	$5,867,452
% of Offering	0.34%
Trustee	Citibank, N.A.
Fund	MI-Fonds 901
Account Number	167370
Trade Date	6/28/2006
Issuer	Windstream Corporation (WINDST 8.625% August 1, 2016 144A)
Cusip	97381WAB
Bonds	905,000
Offering Price	$97.55
Spread	$1.53
Cost	$882,800
Dealer Executing Trade	Merrill Lynch and Corpany
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,746,000,000
Total Proceeds from IPO before discount	$1,703,170,620
Total Proceeds from IPO after discount	$1,676,439,360
Total Bonds Purchased by JPMIM	6,015,000
Total Price paid 	$5,867,452
% of Offering	0.34%
Trustee	Citibank, N.A.
Fund	JPM Bond - Ext. Cash Sub Account
Account Number	160963
Trade Date	6/29/2009
Issuer	Bancaja US Debt, S.A.U. (CVALE Floating Rate Notes July 10, 2009 144A)
Cusip	05950JAB
Bonds	5,800,000
Offering Price	$100.00
Spread	$0.00
Cost	$5,800,000
Dealer Executing Trade	Lehman Government Securities
Total Fund Assets	$4,913,013,610
% of Fund	0.12%
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,250,000,000
Total Bonds Purchased by JPMIM	209,400,000
Total Price paid 	$209,400,000
% of Offering	16.75%
Trustee	not issued under indenture
Fund	JPM Bond Portfolio - Ext. Cash
Account Number	161523
Trade Date	6/29/2009
Issuer	Bancaja US Debt, S.A.U. (CVALE Floating Rate Notes July 10, 2009 144A)
Cusip	05950JAB
Bonds	400,000
Offering Price	$100.00
Spread	$0.00
Cost	$400,000
Dealer Executing Trade	Lehman Government Securities
Total Fund Assets	$201,639,678
% of Fund	0.20%
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,250,000,000
Total Bonds Purchased by JPMIM	209,400,000
Total Price paid 	$209,400,000
% of Offering	16.75%
Trustee	not issued under indenture
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	6/29/2009
Issuer	Bancaja US Debt, S.A.U. (CVALE Floating Rate Notes July 10, 2009 144A)
Cusip	05950JAB
Bonds	300,000
Offering Price	$100.00
Spread	$0.00
Cost	$300,000
Dealer Executing Trade	Lehman Government Securities
Total Fund Assets	$268,845,231
% of Fund	0.11%
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,250,000,000
Total Bonds Purchased by JPMIM	209,400,000
Total Price paid 	$209,400,000
% of Offering	16.75%
Trustee	not issued under indenture
Fund	EQ/ JPM Core Bond Portfolio - EXT Cash
Account Number	163243
Trade Date	6/29/2009
Issuer	Bancaja US Debt, S.A.U. (CVALE Floating Rate Notes July 10, 2009 144A)
Cusip	05950JAB
Bonds	2,000,000
Offering Price	$100.00
Spread	$0.00
Cost	$2,000,000
Dealer Executing Trade	Lehman Government Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,250,000,000
Total Bonds Purchased by JPMIM	209,400,000
Total Price paid 	$209,400,000
% of Offering	16.75%
Trustee	not issued under indenture


Fund	JPM Micro Cap
Account Number	155390
Trade Date	6/14/2006
Issuer	Golfsmith International Holdings, Inc. (GOLF) IPO
Cusip	38168Y10
Shares	7,750
Offering Price	$11.50
Spread	$0.81
Cost	$89,125
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$5,569,115
% of Fund	1.60%
Total Shares Offered	6,000,000
Total Proceeds from IPO before discount	$69,000,000
Total Proceeds from IPO after discount	$64,170,000
Total Shares Purchased by JPMIM	960,000
Total Price paid	$11,040,000
% of Offering	16.00%
Fund	Discovery Group of Funds-North America
Account Number	150140
Trade Date	6/14/2006
Issuer	Golfsmith International Holdings, Inc. (GOLF) IPO
Cusip	38168Y10
Shares	6,250
Offering Price	$11.50
Spread	$0.81
Cost	$71,875
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares Offered	6,000,000
Total Proceeds from IPO before discount	$69,000,000
Total Proceeds from IPO after discount	$64,170,000
Total Shares Purchased by JPMIM	960,000
Total Price paid	$11,040,000
% of Offering	16.00%
Fund	JPM - America Micro Cap
Account Number	150150
Trade Date	6/14/2006
Issuer	Golfsmith International Holdings, Inc. (GOLF) IPO
Cusip	38168Y10
Shares	581,700
Offering Price	$11.50
Spread	$0.81
Cost	$6,689,550
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares Offered	6,000,000
Total Proceeds from IPO before discount	$69,000,000
Total Proceeds from IPO after discount	$64,170,000
Total Shares Purchased by JPMIM	960,000
Total Price paid	$11,040,000
% of Offering	16.00%
Fund	ING JPM Small Cap Equity
Account Number	173450
Trade Date	6/27/2006
Issuer	J. Cre Group Inc. (JCG) IPO
Cusip	46612H40
Shares	14,600
Offering Price	$20.00
Spread	$1.30
Cost	$292,000
Dealer Executing Trade	Goldman Sachs & Co.
Total Fund Assets	-
% of Fund	-
Total Shares Offered	18,800,000
Total Proceeds from IPO before discount	$376,000,000
Total Proceeds from IPO after discount	$351,560,000
Total Shares Purchased by JPMIM	243,000
Total Price paid	$4,860,000
% of Offering	1.29%
Fund	JPM Market Neutral - Long
Account Number	164212
Trade Date	6/27/2006
Issuer	J. Crew Group Inc. (JCG) IPO
Cusip	46612H40
Shares	300
Offering Price	$20.00
Spread	$1.30
Cost	$6,000
Dealer Executing Trade	Goldman Sachs & Co.
Total Fund Assets	$37,846,361
% of Fund	0.02%
Total Shares Offered	18,800,000
Total Proceeds from IPO before discount	$376,000,000
Total Proceeds from IPO after discount	$351,560,000
Total Shares Purchased by JPMIM	243,000
Total Price paid	$4,860,000
% of Offering	1.29%
Fund	JPM Investment Trust Balanced (VA)
Account Number	169412
Trade Date	6/27/2006
Issuer	J. Crew Group Inc. (JCG) IPO
Cusip	46612H40
Shares	300
Offering Price	$20.00
Spread	$1.30
Cost	$6,000
Dealer Executing Trade	Goldman Sachs & Co.
Total Fund Assets	$23,042,200
% of Fund	0.03%
Total Shares Offered	18,800,000
Total Proceeds from IPO before discount	$376,000,000
Total Proceeds from IPO after discount	$351,560,000
Total Shares Purchased by JPMIM	243,000
Total Price paid	$4,860,000
% of Offering	1.29%
Fund	JPM US Large Cap Core Plus Cash Futures
Account Number	154802
Trade Date	6/27/2006
Issuer	J. Crew Group Inc. (JCG) IPO
Cusip	46612H40
Shares	1,300
Offering Price	$20.00
Spread	$1.30
Cost	$26,000
Dealer Executing Trade	Goldman Sachs & Co.
Total Fund Assets	$85,477,805
% of Fund	0.03%
Total Shares Offered	18,800,000
Total Proceeds from IPO before discount	$376,000,000
Total Proceeds from IPO after discount	$351,560,000
Total Shares Purchased by JPMIM	243,000
Total Price paid	$4,860,000
% of Offering	1.29%
Fund	JPM Insurance Trust Diversified Equity Portfolio (VA)
Account Number	169430
Trade Date	6/27/2006
Issuer	J. Crew Group Inc. (JCG) IPO
Cusip	46612H40
Shares	2,200
Offering Price	$20.00
Spread	$1.30
Cost	$44,000
Dealer Executing Trade	Goldman Sachs & Co.
Total Fund Assets	$146,612,952
% of Fund	0.03%
Total Shares Offered	18,800,000
Total Proceeds from IPO before discount	$376,000,000
Total Proceeds from IPO after discount	$351,560,000
Total Shares Purchased by JPMIM	243,000
Total Price paid	$4,860,000
% of Offering	1.29%
Fund	JPM America Small Cap
Account Number	150010
Trade Date	6/27/2006
Issuer	J. Crew Group Inc. (JCG) IPO
Cusip	46612H40
Shares	8,900
Offering Price	$20.00
Spread	$1.30
Cost	$178,000
Dealer Executing Trade	Goldman Sachs & Co.
Total Fund Assets	-
% of Fund	-
Total Shares Offered	18,800,000
Total Proceeds from IPO before discount	$376,000,000
Total Proceeds from IPO after discount	$351,560,000
Total Shares Purchased by JPMIM	243,000
Total Price paid	$4,860,000
% of Offering	1.29%
Fund	JPM American Investment Trust (Smaller Co)
Account Number	150020
Trade Date	6/27/2006
Issuer	J. Crew Group Inc. (JCG) IPO
Cusip	46612H40
Shares	4,300
Offering Price	$20.00
Spread	$1.30
Cost	$86,000
Dealer Executing Trade	Goldman Sachs & Co.
Total Fund Assets	-
% of Fund	-
Total Shares Offered	18,800,000
Total Proceeds from IPO before discount	$376,000,000
Total Proceeds from IPO after discount	$351,560,000
Total Shares Purchased by JPMIM	243,000
Total Price paid	$4,860,000
% of Offering	1.29%
Fund	JPM Dynamic Small Cap
Account Number	152910
Trade Date	6/27/2006
Issuer	J. Crew Group Inc. (JCG) IPO
Cusip	46612H40
Shares	28,100
Offering Price	$20.00
Spread	$1.30
Cost	$562,000
Dealer Executing Trade	Goldman Sachs & Co.
Total Fund Assets	$210,781,207
% of Fund	0.27%
Total Shares Offered	18,800,000
Total Proceeds from IPO before discount	$376,000,000
Total Proceeds from IPO after discount	$351,560,000
Total Shares Purchased by JPMIM	243,000
Total Price paid	$4,860,000
% of Offering	1.29%
Fund	JPM Small Cap Equity
Account Number	153030
Trade Date	6/27/2006
Issuer	J. Crew Group Inc. (JCG) IPO
Cusip	46612H40
Shares	63,300
Offering Price	$20.00
Spread	$1.30
Cost	$1,266,000
Dealer Executing Trade	Goldman Sachs & Co.
Total Fund Assets	$693,632,465
% of Fund	0.18%
Total Shares Offered	18,800,000
Total Proceeds from IPO before discount	$376,000,000
Total Proceeds from IPO after discount	$351,560,000
Total Shares Purchased by JPMIM	243,000
Total Price paid	$4,860,000
% of Offering	1.29%
Fund	Roszel/JPMorgan Small Cap Growth Portfolio
Account Number	166940
Trade Date	6/27/2006
Issuer	J. Crew Group Inc. (JCG) IPO
Cusip	46612H40
Shares	10,700
Offering Price	$20.00
Spread	$1.30
Cost	$214,000
Dealer Executing Trade	Goldman Sachs & Co.
Total Fund Assets	-
% of Fund	-
Total Shares Offered	18,800,000
Total Proceeds from IPO before discount	$376,000,000
Total Proceeds from IPO after discount	$351,560,000
Total Shares Purchased by JPMIM	243,000
Total Price paid	$4,860,000
% of Offering	1.29%
Fund	JPM Small Cap Growth
Account Number	1669370
Trade Date	6/27/2006
Issuer	J. Crew Group Inc. (JCG) IPO
Cusip	46612H40
Shares	77,800
Offering Price	$20.00
Spread	$1.30
Cost	$1,556,000
Dealer Executing Trade	Goldman Sachs & Co.
Total Fund Assets	$591,021,832
% of Fund	0.26%
Total Shares Offered	18,800,000
Total Proceeds from IPO before discount	$376,000,000
Total Proceeds from IPO after discount	$351,560,000
Total Shares Purchased by JPMIM	243,000
Total Price paid	$4,860,000
% of Offering	1.29%




Fund	JPM Bond - Ext. Cash Sub Account
Account Number	160963
Trade Date	7/11/2006
Issuer	ComcastCorp (CMCSA Floating Rate Notes July 14, 2009)
Cusip	20030NAN
Bonds	7,775,000
Offering Price	$100.00
Spread	$0.35
Cost	$7,775,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$5,025,073,379
% of Fund	0.15%
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,245,625,000
Total Bonds Purchased by JPMIM	77,050,000
Total Price paid 	$77,050,000
% of Offering	6.16%
Trustee	Bank of New York
Fund	JPM Short Term Bond
Account Number	160990
Trade Date	7/25/2006
Issuer	Volkswagen Auto Lease Trust 2006-A A3 (VWALT 2006-A A3 5.50% September 21, 2009)
Cusip	92866AAC
Bonds	6,500,000
Offering Price	$99.99
Spread	$0.17
Cost	$6,499,286
Dealer Executing Trade	Barclays Capital Inc - NY
Total Fund Assets	$1,434,043,180
% of Fund	0.45%
Total Shares/Units/Bonds Offered	544,000,000
Total Proceeds from IPO before discount	$543,940,214
Total Proceeds from IPO after discount	$543,015,414
Total Bonds Purchased by JPMIM	29,000,000
Total Price paid 	$28,996,813
% of Offering	5.33%
Trustee	Citibank, N.A.
Fund	Hartford RVP Active Fixed Income
Account Number	162870
Trade Date	7/25/2006
Issuer	Volkswagen Auto Lease Trust 2006-A A3 (VWALT 2006-A A3 5.50% September 21, 2009)
Cusip	92866AAC
Bonds	4,250,000
Offering Price	$99.99
Spread	$0.17
Cost	$4,249,533
Dealer Executing Trade	Barclays Capital Inc - NY
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	544,000,000
Total Proceeds from IPO before discount	$543,940,214
Total Proceeds from IPO after discount	$543,015,414
Total Bonds Purchased by JPMIM	29,000,000
Total Price paid 	$28,996,813
% of Offering	5.33%
Trustee	Citibank, N.A.
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	7/25/2006
Issuer	Volkswagen Auto Lease Trust 2006-A A3 (VWALT 2006-A A3 5.50% September 21, 2009)
Cusip	92866AAC
Bonds	11,000,000
Offering Price	$99.99
Spread	$0.17
Cost	$10,998,791
Dealer Executing Trade	Barclays Capital Inc - NY
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	544,000,000
Total Proceeds from IPO before discount	$543,940,214
Total Proceeds from IPO after discount	$543,015,414
Total Bonds Purchased by JPMIM	29,000,000
Total Price paid 	$28,996,813
% of Offering	5.33%
Trustee	Citibank, N.A.
Fund	Hartford - RVP Public Bond (B)
Account Number	164680
Trade Date	7/25/2006
Issuer	Volkswagen Auto Lease Trust 2006-A A3 (VWALT 2006-A A3 5.50% September 21, 2009)
Cusip	92866AAC
Bonds	250,000
Offering Price	$99.99
Spread	$0.17
Cost	$249,973
Dealer Executing Trade	Barclays Capital Inc - NY
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	544,000,000
Total Proceeds from IPO before discount	$543,940,214
Total Proceeds from IPO after discount	$543,015,414
Total Bonds Purchased by JPMIM	29,000,000
Total Price paid 	$28,996,813
% of Offering	5.33%
Trustee	Citibank, N.A.
Fund	JPM Bond Portfolio - Ext. Cash
Account Number	161523
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA Floating Rate Notes July 14, 2009)
Cusip	20030NAN
Bonds	375,000
Offering Price	$100.00
Spread	$0.35
Cost	$375,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$171,499,080
% of Fund	0.22%
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,245,625,000
Total Bonds Purchased by JPMIM	77,050,000
Total Price paid 	$77,050,000
% of Offering	6.16%
Trustee	Bank of New York
Fund	JPMorgan Investment Funds - US Bond  - Ext Cash
Account Number	162617
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA Floating Rate Notes July 14, 2009)
Cusip	20030NAN
Bonds	6,025,000
Offering Price	$100.00
Spread	$0.35
Cost	$6,025,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,245,625,000
Total Bonds Purchased by JPMIM	77,050,000
Total Price paid 	$77,050,000
% of Offering	6.16%
Trustee	Bank of New York
Fund	Sumichin JPM - Japan
Account Number	166780
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA Floating Rate Notes July 14, 2009)
Cusip	20030NAN
Bonds	50,000
Offering Price	$100.00
Spread	$0.35
Cost	$50,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,245,625,000
Total Bonds Purchased by JPMIM	77,050,000
Total Price paid 	$77,050,000
% of Offering	6.16%
Trustee	Bank of New York
Fund	Pacific Select - Diversified Bond (Ext. Cash)
Account Number	238763
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA Floating Rate Notes July 14, 2009)
Cusip	20030NAN
Bonds	3,050,000
Offering Price	$100.00
Spread	$0.35
Cost	$3,050,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,245,625,000
Total Bonds Purchased by JPMIM	77,050,000
Total Price paid 	$77,050,000
% of Offering	6.16%
Trustee	Bank of New York
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA Floating Rate Notes July 14, 2009)
Cusip	20030NAN
Bonds	475,000
Offering Price	$100.00
Spread	$0.35
Cost	$475,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$229,616,157
% of Fund	0.21%
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,245,625,000
Total Bonds Purchased by JPMIM	77,050,000
Total Price paid 	$77,050,000
% of Offering	6.16%
Trustee	Bank of New York
Fund	JPM Enhanced Income
Account Number	165200
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA Floating Rate Notes July 14, 2009)
Cusip	20030NAN
Bonds	500,000
Offering Price	$100.00
Spread	$0.35
Cost	$500,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$137,229,056
% of Fund	0.36%
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,245,625,000
Total Bonds Purchased by JPMIM	77,050,000
Total Price paid 	$77,050,000
% of Offering	6.16%
Trustee	Bank of New York
Fund	Hartford RVP - Extended Cash
Account Number	162813
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA Floating Rate Notes July 14, 2009)
Cusip	20030NAN
Bonds	650,000
Offering Price	$100.00
Spread	$0.35
Cost	$650,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,245,625,000
Total Bonds Purchased by JPMIM	77,050,000
Total Price paid 	$77,050,000
% of Offering	6.16%
Trustee	Bank of New York
Fund	Harford RVP Active Fixed Income
Account Number	162873
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA Floating Rate Notes July 14, 2009)
Cusip	20030NAN
Bonds	1,975,000
Offering Price	$100.00
Spread	$0.35
Cost	$1,975,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,245,625,000
Total Bonds Purchased by JPMIM	77,050,000
Total Price paid 	$77,050,000
% of Offering	6.16%
Trustee	Bank of New York
Fund	Hartford RVP Public Bond Plus
Account Number	162883
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA Floating Rate Notes July 14, 2009)
Cusip	20030NAN
Bonds	725,000
Offering Price	$100.00
Spread	$0.35
Cost	$725,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,245,625,000
Total Bonds Purchased by JPMIM	77,050,000
Total Price paid 	$77,050,000
% of Offering	6.16%
Trustee	Bank of New York
Fund	Hartford RVP Public Bond (B)
Account Number	164683
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA Floating Rate Notes July 14, 2009)
Cusip	20030NAN
Bonds	125,000
Offering Price	$100.00
Spread	$0.35
Cost	$125,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,245,625,000
Total Bonds Purchased by JPMIM	77,050,000
Total Price paid 	$77,050,000
% of Offering	6.16%
Trustee	Bank of New York
Fund	Hartford RVP U.S. Bond
Account Number	165413
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA Floating Rate Notes July 14, 2009)
Cusip	20030NAN
Bonds	625,000
Offering Price	$100.00
Spread	$0.35
Cost	$625,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,245,625,000
Total Bonds Purchased by JPMIM	77,050,000
Total Price paid 	$77,050,000
% of Offering	6.16%
Trustee	Bank of New York
Fund	General American Life Insurance
Account Number	168033
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA Floating Rate Notes July 14, 2009)
Cusip	20030NAN
Bonds	350,000
Offering Price	$100.00
Spread	$0.35
Cost	$350,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,245,625,000
Total Bonds Purchased by JPMIM	77,050,000
Total Price paid 	$77,050,000
% of Offering	6.16%
Trustee	Bank of New York
Fund	EQ/ JPM Core Bond Portfolio - EXT Cash
Account Number	163243
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA Floating Rate Notes July 14, 2009)
Cusip	20030NAN
Bonds	6,425,000
Offering Price	$100.00
Spread	$0.35
Cost	$6,425,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,245,625,000
Total Bonds Purchased by JPMIM	77,050,000
Total Price paid 	$77,050,000
% of Offering	6.16%
Trustee	Bank of New York
Fund	MLP Bank AG
Account Number	173240
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA Floating Rate Notes July 14, 2009)
Cusip	20030NAN
Bonds	450,000
Offering Price	$100.00
Spread	$0.35
Cost	$450,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,250,000,000
Total Proceeds from IPO after discount	$1,245,625,000
Total Bonds Purchased by JPMIM	77,050,000
Total Price paid 	$77,050,000
% of Offering	6.16%
Trustee	Bank of New York
Fund	JPMF Global Enhanced Bond
Account Number	156100
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA 6.50%  January 15, 2017)
Cusip	20030NAP
Bonds	1,020,000
Offering Price	$99.76
Spread	$0.65
Cost	$1,017,542
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,590,000
Total Proceeds from IPO after discount	$991,090,000
Total Bonds Purchased by JPMIM	10,480,000
Total Price paid 	$10,454,743
% of Offering	1.05%
Trustee	Bank of New York
Fund	JPM Global Aggregate Bond - USD Sub-account
Account Number	238440
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA 6.50%  January 15, 2017)
Cusip	20030NAP
Bonds	195,000
Offering Price	$99.76
Spread	$0.65
Cost	$194,530
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,590,000
Total Proceeds from IPO after discount	$991,090,000
Total Bonds Purchased by JPMIM	10,480,000
Total Price paid 	$10,454,743
% of Offering	1.05%
Trustee	Bank of New York
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA 6.50%  January 15, 2017)
Cusip	20030NAP
Bonds	2,105,000
Offering Price	$99.76
Spread	$0.65
Cost	$2,099,927
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,590,000
Total Proceeds from IPO after discount	$991,090,000
Total Bonds Purchased by JPMIM	10,480,000
Total Price paid 	$10,454,743
% of Offering	1.05%
Trustee	Bank of New York
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA 6.50%  January 15, 2017)
Cusip	20030NAP
Bonds	2,690,000
Offering Price	$99.76
Spread	$0.65
Cost	$2,683,517
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	$5,025,073,380
% of Fund	0.05%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,590,000
Total Proceeds from IPO after discount	$991,090,000
Total Bonds Purchased by JPMIM	10,480,000
Total Price paid 	$10,454,743
% of Offering	1.05%
Trustee	Bank of New York
Fund	Cambridge Fonds - JPMorgan AG.
Account Number	168390
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA 6.50%  January 15, 2017)
Cusip	20030NAP
Bonds	815,000
Offering Price	$99.76
Spread	$0.65
Cost	$813,036
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,590,000
Total Proceeds from IPO after discount	$991,090,000
Total Bonds Purchased by JPMIM	10,480,000
Total Price paid 	$10,454,743
% of Offering	1.05%
Trustee	Bank of New York
Fund	MLP Bank AG
Account Number	173240
Trade Date	7/11/2006
Issuer	Comcast Corp (CMCSA 6.50%  January 15, 2017)
Cusip	20030NAP
Bonds	285,000
Offering Price	$99.76
Spread	$0.65
Cost	$284,313
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,590,000
Total Proceeds from IPO after discount	$991,090,000
Total Bonds Purchased by JPMIM	10,480,000
Total Price paid 	$10,454,743
% of Offering	1.05%
Trustee	Bank of New York
Fund	JPMF Global Enhanced Bond
Account Number	156100
Trade Date	7/12/2006
Issuer	Telecom Italia Capital (TITIM 7.20% July 18, 2036)
Cusip	87927VAR
Bonds	545,000
Offering Price	$99.44
Spread	$0.88
Cost	$541,948
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$994,400,000
Total Proceeds from IPO after discount	$985,650,000
Total Bonds Purchased by JPMIM	48,735,000
Total Price paid 	$48,462,084
% of Offering	4.87%
Trustee	JPMC
Fund	JPM Global Aggregate Bond - USD Sub-account
Account Number	238440
Trade Date	7/12/2006
Issuer	Telecom Italia Capital (TITIM 7.20% July 18, 2036)
Cusip	87927VAR
Bonds	125,000
Offering Price	$99.44
Spread	$0.88
Cost	$124,300
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$994,400,000
Total Proceeds from IPO after discount	$985,650,000
Total Bonds Purchased by JPMIM	48,735,000
Total Price paid 	$48,462,084
% of Offering	4.87%
Trustee	JPMC
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	7/12/2006
Issuer	Telecom Italia Capital (TITIM 7.20% July 18, 2036)
Cusip	87927VAR
Bonds	2,325,000
Offering Price	$99.44
Spread	$0.88
Cost	$2,311,980
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$994,400,000
Total Proceeds from IPO after discount	$985,650,000
Total Bonds Purchased by JPMIM	48,735,000
Total Price paid 	$48,462,084
% of Offering	4.87%
Trustee	JPMC
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	7/12/2006
Issuer	Telecom Italia Capital (TITIM 7.20% July 18, 2036)
Cusip	87927VAR
Bonds	2,995,000
Offering Price	$99.44
Spread	$0.88
Cost	$2,978,228
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$5,025,073,380
% of Fund	0.06%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$994,400,000
Total Proceeds from IPO after discount	$985,650,000
Total Bonds Purchased by JPMIM	48,735,000
Total Price paid 	$48,462,084
% of Offering	4.87%
Trustee	JPMC
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	7/12/2006
Issuer	Telecom Italia Capital (TITIM 7.20% July 18, 2036)
Cusip	87927VAR
Bonds	140,000
Offering Price	$99.44
Spread	$0.88
Cost	$139,216
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$171,499,080
% of Fund	0.08%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$994,400,000
Total Proceeds from IPO after discount	$985,650,000
Total Bonds Purchased by JPMIM	48,735,000
Total Price paid 	$48,462,084
% of Offering	4.87%
Trustee	JPMC
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	7/12/2006
Issuer	Telecom Italia Capital (TITIM 7.20% July 18, 2036)
Cusip	87927VAR
Bonds	2,480,000
Offering Price	$99.44
Spread	$0.88
Cost	$2,466,112
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$994,400,000
Total Proceeds from IPO after discount	$985,650,000
Total Bonds Purchased by JPMIM	48,735,000
Total Price paid 	$48,462,084
% of Offering	4.87%
Trustee	JPMC
Fund	Pacific Select - Diversified Bond
Account Number	238760
Trade Date	7/12/2006
Issuer	Telecom Italia Capital (TITIM 7.20% July 18, 2036)
Cusip	87927VAR
Bonds	1,170,000
Offering Price	$99.44
Spread	$0.88
Cost	$1,163,448
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$994,400,000
Total Proceeds from IPO after discount	$985,650,000
Total Bonds Purchased by JPMIM	48,735,000
Total Price paid 	$48,462,084
% of Offering	4.87%
Trustee	JPMC
Fund	GVIT Balanced
Account Number	165120
Trade Date	7/12/2006
Issuer	Telecom Italia Capital (TITIM 7.20% July 18, 2036)
Cusip	87927VAR
Bonds	130,000
Offering Price	$99.44
Spread	$0.88
Cost	$129,272
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$994,400,000
Total Proceeds from IPO after discount	$985,650,000
Total Bonds Purchased by JPMIM	48,735,000
Total Price paid 	$48,462,084
% of Offering	4.87%
Trustee	JPMC
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	7/12/2006
Issuer	Telecom Italia Capital (TITIM 7.20% July 18, 2036)
Cusip	87927VAR
Bonds	190,000
Offering Price	$99.44
Spread	$0.88
Cost	$188,936
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$229,616,157
% of Fund	0.08%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$994,400,000
Total Proceeds from IPO after discount	$985,650,000
Total Bonds Purchased by JPMIM	48,735,000
Total Price paid 	$48,462,084
% of Offering	4.87%
Trustee	JPMC
Fund	Hartford - RVP - Public Bond
Account Number	162810
Trade Date	7/12/2006
Issuer	Telecom Italia Capital (TITIM 7.20% July 18, 2036)
Cusip	87927VAR
Bonds	255,000
Offering Price	$99.44
Spread	$0.88
Cost	$253,572
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$994,400,000
Total Proceeds from IPO after discount	$985,650,000
Total Bonds Purchased by JPMIM	48,735,000
Total Price paid 	$48,462,084
% of Offering	4.87%
Trustee	JPMC
Fund	Hartford RVP Active Fixed Income
Account Number	162870
Trade Date	7/12/2006
Issuer	Telecom Italia Capital (TITIM 7.20% July 18, 2036)
Cusip	87927VAR
Bonds	760,000
Offering Price	$99.44
Spread	$0.88
Cost	$755,744
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$994,400,000
Total Proceeds from IPO after discount	$985,650,000
Total Bonds Purchased by JPMIM	48,735,000
Total Price paid 	$48,462,084
% of Offering	4.87%
Trustee	JPMC
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	7/12/2006
Issuer	Telecom Italia Capital (TITIM 7.20% July 18, 2036)
Cusip	87927VAR
Bonds	285,000
Offering Price	$99.44
Spread	$0.88
Cost	$283,404
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$994,400,000
Total Proceeds from IPO after discount	$985,650,000
Total Bonds Purchased by JPMIM	48,735,000
Total Price paid 	$48,462,084
% of Offering	4.87%
Trustee	JPMC
Fund	Hartford - RVP Public Bond (B)
Account Number	164680
Trade Date	7/12/2006
Issuer	Telecom Italia Capital (TITIM 7.20% July 18, 2036)
Cusip	87927VAR
Bonds	50,000
Offering Price	$99.44
Spread	$0.88
Cost	$49,720
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$994,400,000
Total Proceeds from IPO after discount	$985,650,000
Total Bonds Purchased by JPMIM	48,735,000
Total Price paid 	$48,462,084
% of Offering	4.87%
Trustee	JPMC
Fund	General American Life Insurance
Account Number	168030
Trade Date	7/12/2006
Issuer	Telecom Italia Capital (TITIM 7.20% July 18, 2036)
Cusip	87927VAR
Bonds	130,000
Offering Price	$99.44
Spread	$0.88
Cost	$129,272
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$994,400,000
Total Proceeds from IPO after discount	$985,650,000
Total Bonds Purchased by JPMIM	48,735,000
Total Price paid 	$48,462,084
% of Offering	4.87%
Trustee	JPMC
Fund	Cambridge Fonds - JPMorgan AG.
Account Number	168390
Trade Date	7/12/2006
Issuer	Telecom Italia Capital (TITIM 7.20% July 18, 2036)
Cusip	87927VAR
Bonds	425,000
Offering Price	$99.44
Spread	$0.88
Cost	$422,620
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$994,400,000
Total Proceeds from IPO after discount	$985,650,000
Total Bonds Purchased by JPMIM	48,735,000
Total Price paid 	$48,462,084
% of Offering	4.87%
Trustee	JPMC
Fund	MLP Bank AG
Account Number	173240
Trade Date	7/12/2006
Issuer	Telecom Italia Capital (TITIM 7.20% July 18, 2036)
Cusip	87927VAR
Bonds	170,000
Offering Price	$99.44
Spread	$0.88
Cost	$169,048
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$994,400,000
Total Proceeds from IPO after discount	$985,650,000
Total Bonds Purchased by JPMIM	48,735,000
Total Price paid 	$48,462,084
% of Offering	4.87%
Trustee	JPMC
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	7/11/2006
Issuer	Americredit Automobile Receivables Trust 2006-A-F A3 (AMCAR 2006-A-F A3 5.56% September 6, 2011)
Cusip	030610AC
Bonds	3,000,000
Offering Price	$99.98
Spread	$0.22
Cost	$2,999,400
Dealer Executing Trade	Wachovia Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	412,000,000
Total Proceeds from IPO before discount	$411,917,600
Total Proceeds from IPO after discount	$411,011,200
Total Bonds Purchased by JPMIM	16,275,000
Total Price paid 	$16,271,745
% of Offering	3.95%
Trustee	Wells Fargo Bank NA
Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	7/18/2006
Issuer	Digicel Limited (DLLTD 9.25% September 1, 2012 144A)
Cusip	25380QAA
Bonds	500,000
Offering Price	$102.51
Spread	$2.25
Cost	$512,570
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	300,000,000
Total Proceeds from IPO before discount	$307,542,000
Total Proceeds from IPO after discount	$300,792,000
Total Bonds Purchased by JPMIM	8,325,000
Total Price paid 	$8,534,291
% of Offering	2.78%
Trustee	RBTT Merchant Bank Limited
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	7/18/2006
Issuer	Digicel Limited (DLLTD 9.25% September 1, 2012 144A)
Cusip	25380QAA
Bonds	185,000
Offering Price	$102.51
Spread	$2.25
Cost	$189,651
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	300,000,000
Total Proceeds from IPO before discount	$307,542,000
Total Proceeds from IPO after discount	$300,792,000
Total Bonds Purchased by JPMIM	8,325,000
Total Price paid 	$8,534,291
% of Offering	2.78%
Trustee	RBTT Merchant Bank Limited
Fund	Managers High Yield
Account Number	145730
Trade Date	7/18/2006
Issuer	Digicel Limited (DLLTD 9.25% September 1, 2012 144A)
Cusip	25380QAA
Bonds	250,000
Offering Price	$102.51
Spread	$2.25
Cost	$256,285
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	300,000,000
Total Proceeds from IPO before discount	$307,542,000
Total Proceeds from IPO after discount	$300,792,000
Total Bonds Purchased by JPMIM	8,325,000
Total Price paid 	$8,534,291
% of Offering	2.78%
Trustee	RBTT Merchant Bank Limited
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	7/18/2006
Issuer	Digicel Limited (DLLTD 9.25% September 1, 2012 144A)
Cusip	25380QAA
Bonds	950,000
Offering Price	$102.51
Spread	$2.25
Cost	$973,883
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	300,000,000
Total Proceeds from IPO before discount	$307,542,000
Total Proceeds from IPO after discount	$300,792,000
Total Bonds Purchased by JPMIM	8,325,000
Total Price paid 	$8,534,291
% of Offering	2.78%
Trustee	RBTT Merchant Bank Limited
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	7/18/2006
Issuer	Digicel Limited (DLLTD 9.25% September 1, 2012 144A)
Cusip	25380QAA
Bonds	730,000
Offering Price	$102.51
Spread	$2.25
Cost	$748,352
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	300,000,000
Total Proceeds from IPO before discount	$307,542,000
Total Proceeds from IPO after discount	$300,792,000
Total Bonds Purchased by JPMIM	8,325,000
Total Price paid 	$8,534,291
% of Offering	2.78%
Trustee	RBTT Merchant Bank Limited
Fund	JPMF Inv - Global High Yield
Account Number	165050
Trade Date	7/18/2006
Issuer	Digicel Limited (DLLTD 9.25% September 1, 2012 144A)
Cusip	25380QAA
Bonds	1,500,000
Offering Price	$102.51
Spread	$2.25
Cost	$1,537,710
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	300,000,000
Total Proceeds from IPO before discount	$307,542,000
Total Proceeds from IPO after discount	$300,792,000
Total Bonds Purchased by JPMIM	8,325,000
Total Price paid 	$8,534,291
% of Offering	2.78%
Trustee	RBTT Merchant Bank Limited
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	7/18/2006
Issuer	Digicel Limited (DLLTD 9.25% September 1, 2012 144A)
Cusip	25380QAA
Bonds	380,000
Offering Price	$102.51
Spread	$2.25
Cost	$389,553
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	300,000,000
Total Proceeds from IPO before discount	$307,542,000
Total Proceeds from IPO after discount	$300,792,000
Total Bonds Purchased by JPMIM	8,325,000
Total Price paid 	$8,534,291
% of Offering	2.78%
Trustee	RBTT Merchant Bank Limited
Fund	MI-Fonds 901
Account Number	167370
Trade Date	7/18/2006
Issuer	Digicel Limited (DLLTD 9.25% September 1, 2012 144A)
Cusip	25380QAA
Bonds	1,180,000
Offering Price	$102.51
Spread	$2.25
Cost	$1,209,665
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	300,000,000
Total Proceeds from IPO before discount	$307,542,000
Total Proceeds from IPO after discount	$300,792,000
Total Bonds Purchased by JPMIM	8,325,000
Total Price paid 	$8,534,291
% of Offering	2.78%
Trustee	RBTT Merchant Bank Limited
Fund	JPMF Global Enhanced Bond
Account Number	156100
Trade Date	7/19/2006
Issuer	National Grid Plc (NGGLN 6.30% August 1, 2016)
Cusip	636274AC
Bonds	455,000
Offering Price	$99.79
Spread	$0.45
Cost	$454,022
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,850,000
Total Proceeds from IPO after discount	$993,350,000
Total Bonds Purchased by JPMIM	51,035,000
Total Price paid 	$50,925,275
% of Offering	5.10%
Trustee	Bank of New York
Fund	JPM Global Aggregate Bond - USD Sub-account
Account Number	238440
Trade Date	7/19/2006
Issuer	National Grid Plc (NGGLN 6.30% August 1, 2016)
Cusip	636274AC
Bonds	100,000
Offering Price	$99.79
Spread	$0.45
Cost	$99,785
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,850,000
Total Proceeds from IPO after discount	$993,350,000
Total Bonds Purchased by JPMIM	51,035,000
Total Price paid 	$50,925,275
% of Offering	5.10%
Trustee	Bank of New York
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	7/19/2006
Issuer	National Grid Plc (NGGLN 6.30% August 1, 2016)
Cusip	636274AC
Bonds	1,810,000
Offering Price	$99.79
Spread	$0.45
Cost	$1,806,109
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,850,000
Total Proceeds from IPO after discount	$993,350,000
Total Bonds Purchased by JPMIM	51,035,000
Total Price paid 	$50,925,275
% of Offering	5.10%
Trustee	Bank of New York
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	7/19/2006
Issuer	National Grid Plc (NGGLN 6.30% August 1, 2016)
Cusip	636274AC
Bonds	2,280,000
Offering Price	$99.79
Spread	$0.45
Cost	$2,275,098
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	$5,025,073,379
% of Fund	0.05%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,850,000
Total Proceeds from IPO after discount	$993,350,000
Total Bonds Purchased by JPMIM	51,035,000
Total Price paid 	$50,925,275
% of Offering	5.10%
Trustee	Bank of New York
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	7/19/2006
Issuer	National Grid Plc (NGGLN 6.30% August 1, 2016)
Cusip	636274AC
Bonds	110,000
Offering Price	$99.79
Spread	$0.45
Cost	$109,764
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	$171,499,080
% of Fund	0.06%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,850,000
Total Proceeds from IPO after discount	$993,350,000
Total Bonds Purchased by JPMIM	51,035,000
Total Price paid 	$50,925,275
% of Offering	5.10%
Trustee	Bank of New York
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	7/19/2006
Issuer	National Grid Plc (NGGLN 6.30% August 1, 2016)
Cusip	636274AC
Bonds	1,905,000
Offering Price	$99.79
Spread	$0.45
Cost	$1,900,904
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,850,000
Total Proceeds from IPO after discount	$993,350,000
Total Bonds Purchased by JPMIM	51,035,000
Total Price paid 	$50,925,275
% of Offering	5.10%
Trustee	Bank of New York
Fund	Pacific Select - Diversified Bond
Account Number	238760
Trade Date	7/19/2006
Issuer	National Grid Plc (NGGLN 6.30% August 1, 2016)
Cusip	636274AC
Bonds	905,000
Offering Price	$99.79
Spread	$0.45
Cost	$903,054
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,850,000
Total Proceeds from IPO after discount	$993,350,000
Total Bonds Purchased by JPMIM	51,035,000
Total Price paid 	$50,925,275
% of Offering	5.10%
Trustee	Bank of New York
Fund	GVIT Balanced
Account Number	165120
Trade Date	7/19/2006
Issuer	National Grid Plc (NGGLN 6.30% August 1, 2016)
Cusip	636274AC
Bonds	100,000
Offering Price	$99.79
Spread	$0.45
Cost	$99,785
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,850,000
Total Proceeds from IPO after discount	$993,350,000
Total Bonds Purchased by JPMIM	51,035,000
Total Price paid 	$50,925,275
% of Offering	5.10%
Trustee	Bank of New York
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	7/19/2006
Issuer	National Grid Plc (NGGLN 6.30% August 1, 2016)
Cusip	636274AC
Bonds	135,000
Offering Price	$99.79
Spread	$0.45
Cost	$134,710
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	$229,616,157
% of Fund	0.06%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,850,000
Total Proceeds from IPO after discount	$993,350,000
Total Bonds Purchased by JPMIM	51,035,000
Total Price paid 	$50,925,275
% of Offering	5.10%
Trustee	Bank of New York
Fund	Hartford - RVP - Public Bond
Account Number	162810
Trade Date	7/19/2006
Issuer	National Grid Plc (NGGLN 6.30% August 1, 2016)
Cusip	636274AC
Bonds	195,000
Offering Price	$99.79
Spread	$0.45
Cost	$194,581
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,850,000
Total Proceeds from IPO after discount	$993,350,000
Total Bonds Purchased by JPMIM	51,035,000
Total Price paid 	$50,925,275
% of Offering	5.10%
Trustee	Bank of New York
Fund	Hartford RVP Active Fixed Income
Account Number	162870
Trade Date	7/19/2006
Issuer	National Grid Plc (NGGLN 6.30% August 1, 2016)
Cusip	636274AC
Bonds	585,000
Offering Price	$99.79
Spread	$0.45
Cost	$583,742
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,850,000
Total Proceeds from IPO after discount	$993,350,000
Total Bonds Purchased by JPMIM	51,035,000
Total Price paid 	$50,925,275
% of Offering	5.10%
Trustee	Bank of New York
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	7/19/2006
Issuer	National Grid Plc (NGGLN 6.30% August 1, 2016)
Cusip	636274AC
Bonds	220,000
Offering Price	$99.79
Spread	$0.45
Cost	$219,527
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,850,000
Total Proceeds from IPO after discount	$993,350,000
Total Bonds Purchased by JPMIM	51,035,000
Total Price paid 	$50,925,275
% of Offering	5.10%
Trustee	Bank of New York
Fund	Hartford - RVP Public Bond (B)
Account Number	164680
Trade Date	7/19/2006
Issuer	National Grid Plc (NGGLN 6.30% August 1, 2016)
Cusip	636274AC
Bonds	35,000
Offering Price	$99.79
Spread	$0.45
Cost	$34,925
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,850,000
Total Proceeds from IPO after discount	$993,350,000
Total Bonds Purchased by JPMIM	51,035,000
Total Price paid 	$50,925,275
% of Offering	5.10%
Trustee	Bank of New York
Fund	General American Life Insurance
Account Number	168030
Trade Date	7/19/2006
Issuer	National Grid Plc (NGGLN 6.30% August 1, 2016)
Cusip	636274AC
Bonds	100,000
Offering Price	$99.79
Spread	$0.45
Cost	$99,785
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,850,000
Total Proceeds from IPO after discount	$993,350,000
Total Bonds Purchased by JPMIM	51,035,000
Total Price paid 	$50,925,275
% of Offering	5.10%
Trustee	Bank of New York
Fund	Cambridge Fonds - JPMorgan AG.
Account Number	168390
Trade Date	7/19/2006
Issuer	National Grid Plc (NGGLN 6.30% August 1, 2016)
Cusip	636274AC
Bonds	375,000
Offering Price	$99.79
Spread	$0.45
Cost	$374,194
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,850,000
Total Proceeds from IPO after discount	$993,350,000
Total Bonds Purchased by JPMIM	51,035,000
Total Price paid 	$50,925,275
% of Offering	5.10%
Trustee	Bank of New York
Fund	MLP Bank AG
Account Number	173240
Trade Date	7/19/2006
Issuer	National Grid Plc (NGGLN 6.30% August 1, 2016)
Cusip	636274AC
Bonds	130,000
Offering Price	$99.79
Spread	$0.45
Cost	$129,721
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,850,000
Total Proceeds from IPO after discount	$993,350,000
Total Bonds Purchased by JPMIM	51,035,000
Total Price paid 	$50,925,275
% of Offering	5.10%
Trustee	Bank of New York
Fund	JPM Bond - Ext. Cash Sub Account
Account Number	160963
Trade Date	7/18/2006
Issuer	HSBC Automotive Trust (USA) 2006-2  A2 (HAT 2006-2 A2  5.61% June 17, 2009)
Cusip	404286AB
Bonds	6,650,000
Offering Price	$99.99
Spread	$0.21
Cost	$6,649,468
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	$5,025,073,379
% of Fund	0.13%
Total Shares/Units/Bonds Offered	229,100,000
Total Proceeds from IPO before discount	$229,081,672
Total Proceeds from IPO after discount	$228,612,017
Total Bonds Purchased by JPMIM	50,600,000
Total Price paid 	$50,595,952
% of Offering	22.09%
Trustee	Bank of New York
Fund	JPMorgan Investment Funds - US Bond  - Ext Cash
Account Number	162617
Trade Date	7/18/2006
Issuer	HSBC Automotive Trust (USA) 2006-2  A2 (HAT 2006-2 A2  5.61% June 17, 2009)
Cusip	404286AB
Bonds	1,000,000
Offering Price	$99.99
Spread	$0.21
Cost	$999,920
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	229,100,000
Total Proceeds from IPO before discount	$229,081,672
Total Proceeds from IPO after discount	$228,612,017
Total Bonds Purchased by JPMIM	50,600,000
Total Price paid 	$50,595,952
% of Offering	22.09%
Trustee	Bank of New York
Fund	Pacific Select - Diversified Bond (Ext. Cash)
Account Number	238763
Trade Date	7/18/2006
Issuer	HSBC Automotive Trust (USA) 2006-2  A2 (HAT 2006-2 A2  5.61% June 17, 2009)
Cusip	404286AB
Bonds	2,625,000
Offering Price	$99.99
Spread	$0.21
Cost	$2,624,790
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	229,100,000
Total Proceeds from IPO before discount	$229,081,672
Total Proceeds from IPO after discount	$228,612,017
Total Bonds Purchased by JPMIM	50,600,000
Total Price paid 	$50,595,952
% of Offering	22.09%
Trustee	Bank of New York
Fund	Great West Life & Annuity Insurance Company - Extended Cash
Account Number	238053
Trade Date	7/18/2006
Issuer	HSBC Automotive Trust (USA) 2006-2  A2 (HAT 2006-2 A2  5.61% June 17, 2009)
Cusip	404286AB
Bonds	175,000
Offering Price	$99.99
Spread	$0.21
Cost	$174,986
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	229,100,000
Total Proceeds from IPO before discount	$229,081,672
Total Proceeds from IPO after discount	$228,612,017
Total Bonds Purchased by JPMIM	50,600,000
Total Price paid 	$50,595,952
% of Offering	22.09%
Trustee	Bank of New York
Fund	Hartford - RVP - Public Bond (A)
Account Number	172303
Trade Date	7/18/2006
Issuer	HSBC Automotive Trust (USA) 2006-2  A2 (HAT 2006-2 A2  5.61% June 17, 2009)
Cusip	404286AB
Bonds	1,300,000
Offering Price	$99.99
Spread	$0.21
Cost	$1,299,896
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	229,100,000
Total Proceeds from IPO before discount	$229,081,672
Total Proceeds from IPO after discount	$228,612,017
Total Bonds Purchased by JPMIM	50,600,000
Total Price paid 	$50,595,952
% of Offering	22.09%
Trustee	Bank of New York
Fund	MASSMUTUAL JPM CORE MORTGAGE
Account Number	241243
Trade Date	7/18/2006
Issuer	HSBC Automotive Trust (USA) 2006-2  A2 (HAT 2006-2 A2  5.61% June 17, 2009)
Cusip	404286AB
Bonds	250,000
Offering Price	$99.99
Spread	$0.21
Cost	$249,980
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	229,100,000
Total Proceeds from IPO before discount	$229,081,672
Total Proceeds from IPO after discount	$228,612,017
Total Bonds Purchased by JPMIM	50,600,000
Total Price paid 	$50,595,952
% of Offering	22.09%
Trustee	Bank of New York
Fund	AEGON USA/TRANSAMERICA CORE MORTGAGE - BOLI
Account Number	239363
Trade Date	7/18/2006
Issuer	HSBC Automotive Trust (USA) 2006-2  A2 (HAT 2006-2 A2  5.61% June 17, 2009)
Cusip	404286AB
Bonds	375,000
Offering Price	$99.99
Spread	$0.21
Cost	$374,970
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	229,100,000
Total Proceeds from IPO before discount	$229,081,672
Total Proceeds from IPO after discount	$228,612,017
Total Bonds Purchased by JPMIM	50,600,000
Total Price paid 	$50,595,952
% of Offering	22.09%
Trustee	Bank of New York
Fund	MLP Bank AG
Account Number	173240
Trade Date	7/18/2006
Issuer	HSBC Automotive Trust (USA) 2006-2  A2 (HAT 2006-2 A2  5.61% June 17, 2009)
Cusip	404286AB
Bonds	1,000,000
Offering Price	$99.99
Spread	$0.21
Cost	$999,920
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	229,100,000
Total Proceeds from IPO before discount	$229,081,672
Total Proceeds from IPO after discount	$228,612,017
Total Bonds Purchased by JPMIM	50,600,000
Total Price paid 	$50,595,952
% of Offering	22.09%
Trustee	Bank of New York
Fund	JPM Short Term Bond
Account Number	160990
Trade Date	7/18/2006
Issuer	HSBC Automotive Trust (USA) 2006-2  A3 (HAT 2006-2 A3  5.61% August 17, 2011)
Cusip	404286AC
Bonds	9,000,000
Offering Price	$100.00
Spread	$0.23
Cost	$8,999,820
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	$1,434,043,180
% of Fund	0.63%
Total Shares/Units/Bonds Offered	416,800,000
Total Proceeds from IPO before discount	$416,791,664
Total Proceeds from IPO after discount	$415,833,024
Total Bonds Purchased by JPMIM	37,900,000
Total Price paid 	$37,899,242
% of Offering	9.09%
Trustee	Bank of New York
Fund	JPM Bond Portfolio - Ext. Cash
Account Number	161523
Trade Date	7/25/2006
Issuer	Nissan Auto Receivables Owner Trust 2006-C A2 (NAROT 2006-C A2 5.52% January 15, 2009)
Cusip	65475EAB
Bonds	550,000
Offering Price	$99.99
Spread	$0.13
Cost	$549,967
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	$171,499,080
% of Fund	0.32%
Total Shares/Units/Bonds Offered	277,000,000
Total Proceeds from IPO before discount	$276,983,380
Total Proceeds from IPO after discount	$276,637,130
Total Bonds Purchased by JPMIM	30,900,000
Total Price paid 	$30,898,146
% of Offering	11.16%
Trustee	Wells Fargo Bank NA
Fund	Great West Life & Annuity Insurance Company - Extended Cash
Account Number	238053
Trade Date	7/25/2006
Issuer	Nissan Auto Receivables Owner Trust 2006-C A2 (NAROT 2006-C A2 5.52% January 15, 2009)
Cusip	65475EAB
Bonds	650,000
Offering Price	$99.99
Spread	$0.13
Cost	$649,961
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	277,000,000
Total Proceeds from IPO before discount	$276,983,380
Total Proceeds from IPO after discount	$276,637,130
Total Bonds Purchased by JPMIM	30,900,000
Total Price paid 	$30,898,146
% of Offering	11.16%
Trustee	Wells Fargo Bank NA
Fund	Hartford RVP - Extended Cash
Account Number	162813
Trade Date	7/25/2006
Issuer	Nissan Auto Receivables Owner Trust 2006-C A2 (NAROT 2006-C A2 5.52% January 15, 2009)
Cusip	65475EAB
Bonds	1,000,000
Offering Price	$99.99
Spread	$0.13
Cost	$999,940
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	277,000,000
Total Proceeds from IPO before discount	$276,983,380
Total Proceeds from IPO after discount	$276,637,130
Total Bonds Purchased by JPMIM	30,900,000
Total Price paid 	$30,898,146
% of Offering	11.16%
Trustee	Wells Fargo Bank NA
Fund	Hartford RVP Public Bond Plus
Account Number	162883
Trade Date	7/25/2006
Issuer	Nissan Auto Receivables Owner Trust 2006-C A2 (NAROT 2006-C A2 5.52% January 15, 2009)
Cusip	65475EAB
Bonds	1,125,000
Offering Price	$99.99
Spread	$0.13
Cost	$1,124,933
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	277,000,000
Total Proceeds from IPO before discount	$276,983,380
Total Proceeds from IPO after discount	$276,637,130
Total Bonds Purchased by JPMIM	30,900,000
Total Price paid 	$30,898,146
% of Offering	11.16%
Trustee	Wells Fargo Bank NA
Fund	Hartford RVP Public Bond (B)
Account Number	164683
Trade Date	7/25/2006
Issuer	Nissan Auto Receivables Owner Trust 2006-C A2 (NAROT 2006-C A2 5.52% January 15, 2009)
Cusip	65475EAB
Bonds	200,000
Offering Price	$99.99
Spread	$0.13
Cost	$199,988
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	277,000,000
Total Proceeds from IPO before discount	$276,983,380
Total Proceeds from IPO after discount	$276,637,130
Total Bonds Purchased by JPMIM	30,900,000
Total Price paid 	$30,898,146
% of Offering	11.16%
Trustee	Wells Fargo Bank NA
Fund	General American Life Insurance
Account Number	168033
Trade Date	7/25/2006
Issuer	Nissan Auto Receivables Owner Trust 2006-C A2 (NAROT 2006-C A2 5.52% January 15, 2009)
Cusip	65475EAB
Bonds	525,000
Offering Price	$99.99
Spread	$0.13
Cost	$524,969
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	277,000,000
Total Proceeds from IPO before discount	$276,983,380
Total Proceeds from IPO after discount	$276,637,130
Total Bonds Purchased by JPMIM	30,900,000
Total Price paid 	$30,898,146
% of Offering	11.16%
Trustee	Wells Fargo Bank NA
Fund	Hartford - RVP - Public Bond (A)
Account Number	172303
Trade Date	7/25/2006
Issuer	Nissan Auto Receivables Owner Trust 2006-C A2 (NAROT 2006-C A2 5.52% January 15, 2009)
Cusip	65475EAB
Bonds	2,300,000
Offering Price	$99.99
Spread	$0.13
Cost	$2,299,862
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	277,000,000
Total Proceeds from IPO before discount	$276,983,380
Total Proceeds from IPO after discount	$276,637,130
Total Bonds Purchased by JPMIM	30,900,000
Total Price paid 	$30,898,146
% of Offering	11.16%
Trustee	Wells Fargo Bank NA
Fund	AEGON USA/TRANSAMERICA CORE MORTGAGE - BOLI
Account Number	239363
Trade Date	7/25/2006
Issuer	Nissan Auto Receivables Owner Trust 2006-C A2 (NAROT 2006-C A2 5.52% January 15, 2009)
Cusip	65475EAB
Bonds	650,000
Offering Price	$99.99
Spread	$0.13
Cost	$649,961
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	277,000,000
Total Proceeds from IPO before discount	$276,983,380
Total Proceeds from IPO after discount	$276,637,130
Total Bonds Purchased by JPMIM	30,900,000
Total Price paid 	$30,898,146
% of Offering	11.16%
Trustee	Wells Fargo Bank NA
Fund	JPMF Global Enhanced Bond
Account Number	156100
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	350,000
Offering Price	$99.71
Spread	$1.00
Cost	$348,971
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	JPM Global Aggregate Bond - USD Sub-account
Account Number	238440
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	80,000
Offering Price	$99.71
Spread	$1.00
Cost	$79,765
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	1,810,000
Offering Price	$99.71
Spread	$1.00
Cost	$1,804,679
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	$5,025,073,379
% of Fund	0.04%
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	85,000
Offering Price	$99.71
Spread	$1.00
Cost	$84,750
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	$171,499,080
% of Fund	0.05%
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	1,455,000
Offering Price	$99.71
Spread	$1.00
Cost	$1,450,722
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	JPMorgan World Funds - Fixed income Fund - USD sub-account
Account Number	238420
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	1,885,000
Offering Price	$99.71
Spread	$1.00
Cost	$1,879,458
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	1,485,000
Offering Price	$99.71
Spread	$1.00
Cost	$1,480,634
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	Pacific Select - Diversified Bond
Account Number	238760
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	710,000
Offering Price	$99.71
Spread	$1.00
Cost	$707,913
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	GVIT Balanced
Account Number	165120
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	80,000
Offering Price	$99.71
Spread	$1.00
Cost	$79,765
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	105,000
Offering Price	$99.71
Spread	$1.00
Cost	$104,691
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	$229,616,157
% of Fund	0.05%
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	Nationwide Life Insurance Company
Account Number	171010
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	135,000
Offering Price	$99.71
Spread	$1.00
Cost	$134,603
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	Hartford - RVP - Public Bond
Account Number	162810
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	150,000
Offering Price	$99.71
Spread	$1.00
Cost	$149,559
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	Hartford RVP Active Fixed Income
Account Number	162870
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	455,000
Offering Price	$99.71
Spread	$1.00
Cost	$453,662
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	170,000
Offering Price	$99.71
Spread	$1.00
Cost	$169,500
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	Hartford - RVP Public Bond (B)
Account Number	164680
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	30,000
Offering Price	$99.71
Spread	$1.00
Cost	$29,912
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	Hartford - RVP - Public Bond (A)
Account Number	165410
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	145,000
Offering Price	$99.71
Spread	$1.00
Cost	$144,574
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	General American Life Insurance
Account Number	168030
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	80,000
Offering Price	$99.71
Spread	$1.00
Cost	$79,765
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	Cambridge Fonds - JPMorgan AG.
Account Number	168390
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	295,000
Offering Price	$99.71
Spread	$1.00
Cost	$294,133
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC
Fund	MLP Bank AG
Account Number	173240
Trade Date	7/27/2006
Issuer	American Express Company (AXP 6.80% September 1, 2066)
Cusip	025816AU
Bonds	100,000
Offering Price	$99.71
Spread	$1.00
Cost	$99,706
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$747,795,000
Total Proceeds from IPO after discount	$740,295,000
Total Bonds Purchased by JPMIM	15,815,000
Total Price paid 	$15,768,504
% of Offering	2.11%
Trustee	JPMC






Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	8/1/2006
Issuer	Asthead Capital Inc. (AHTLN 9.00% August 15, 2016 144A)
Cusip	045054AA
Bonds	340,000
Offering Price	$100.00
Spread	$2.00
Cost	$340,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	550,000,000
Total Proceeds from IPO before discount	$550,000,000
Total Proceeds from IPO after discount	$539,000,000
Total Bonds Purchased by JPMIM	5,000,000
Total Price paid 	$5,000,000
% of Offering	0.91%
Trustee	Bank of New York
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	8/1/2006
Issuer	Asthead Capital Inc. (AHTLN 9.00% August 15, 2016 144A)
Cusip	045054AA
Bonds	135,000
Offering Price	$100.00
Spread	$2.00
Cost	$135,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	550,000,000
Total Proceeds from IPO before discount	$550,000,000
Total Proceeds from IPO after discount	$539,000,000
Total Bonds Purchased by JPMIM	5,000,000
Total Price paid 	$5,000,000
% of Offering	0.91%
Trustee	Bank of New York
Fund	Managers High Yield
Account Number	145730
Trade Date	8/1/2006
Issuer	Asthead Capital Inc. (AHTLN 9.00% August 15, 2016 144A)
Cusip	045054AA
Bonds	170,000
Offering Price	$100.00
Spread	$2.00
Cost	$170,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	550,000,000
Total Proceeds from IPO before discount	$550,000,000
Total Proceeds from IPO after discount	$539,000,000
Total Bonds Purchased by JPMIM	5,000,000
Total Price paid 	$5,000,000
% of Offering	0.91%
Trustee	Bank of New York
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	8/1/2006
Issuer	Asthead Capital Inc. (AHTLN 9.00% August 15, 2016 144A)
Cusip	045054AA
Bonds	665,000
Offering Price	$100.00
Spread	$2.00
Cost	$665,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	550,000,000
Total Proceeds from IPO before discount	$550,000,000
Total Proceeds from IPO after discount	$539,000,000
Total Bonds Purchased by JPMIM	5,000,000
Total Price paid 	$5,000,000
% of Offering	0.91%
Trustee	Bank of New York
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	8/1/2006
Issuer	Asthead Capital Inc. (AHTLN 9.00% August 15, 2016 144A)
Cusip	045054AA
Bonds	515,000
Offering Price	$100.00
Spread	$2.00
Cost	$515,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	550,000,000
Total Proceeds from IPO before discount	$550,000,000
Total Proceeds from IPO after discount	$539,000,000
Total Bonds Purchased by JPMIM	5,000,000
Total Price paid 	$5,000,000
% of Offering	0.91%
Trustee	Bank of New York
Fund	JPMF Inv - Global High Yield
Account Number	165050
Trade Date	8/1/2006
Issuer	Asthead Capital Inc. (AHTLN 9.00% August 15, 2016 144A)
Cusip	045054AA
Bonds	1,085,000
Offering Price	$100.00
Spread	$2.00
Cost	$1,085,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	550,000,000
Total Proceeds from IPO before discount	$550,000,000
Total Proceeds from IPO after discount	$539,000,000
Total Bonds Purchased by JPMIM	5,000,000
Total Price paid 	$5,000,000
% of Offering	0.91%
Trustee	Bank of New York
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	8/1/2006
Issuer	Asthead Capital Inc. (AHTLN 9.00% August 15, 2016 144A)
Cusip	045054AA
Bonds	265,000
Offering Price	$100.00
Spread	$2.00
Cost	$265,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	550,000,000
Total Proceeds from IPO before discount	$550,000,000
Total Proceeds from IPO after discount	$539,000,000
Total Bonds Purchased by JPMIM	5,000,000
Total Price paid 	$5,000,000
% of Offering	0.91%
Trustee	Bank of New York
Fund	MI-Fonds 901
Account Number	167370
Trade Date	8/1/2006
Issuer	Asthead Capital Inc. (AHTLN 9.00% August 15, 2016 144A)
Cusip	045054AA
Bonds	825,000
Offering Price	$100.00
Spread	$2.00
Cost	$825,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	550,000,000
Total Proceeds from IPO before discount	$550,000,000
Total Proceeds from IPO after discount	$539,000,000
Total Bonds Purchased by JPMIM	5,000,000
Total Price paid 	$5,000,000
% of Offering	0.91%
Trustee	Bank of New York
Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	8/1/2006
Issuer	Nielsen Finance LLC/Co (VNU 10.00% August 1, 2014 144A)
Cusip	65409QAA
Bonds	180,000
Offering Price	$100.00
Spread	$2.25
Cost	$180,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	650,000,000
Total Proceeds from IPO before discount	$650,000,000
Total Proceeds from IPO after discount	$635,375,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$2,000,000
% of Offering	0.31%
Trustee	Deutsche Bank
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	8/1/2006
Issuer	Nielsen Finance LLC/Co (VNU 10.00% August 1, 2014 144A)
Cusip	65409QAA
Bonds	70,000
Offering Price	$100.00
Spread	$2.25
Cost	$70,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	650,000,000
Total Proceeds from IPO before discount	$650,000,000
Total Proceeds from IPO after discount	$635,375,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$2,000,000
% of Offering	0.31%
Trustee	Deutsche Bank
Fund	Managers High Yield
Account Number	145730
Trade Date	8/1/2006
Issuer	Nielsen Finance LLC/Co (VNU 10.00% August 1, 2014 144A)
Cusip	65409QAA
Bonds	90,000
Offering Price	$100.00
Spread	$2.25
Cost	$90,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	650,000,000
Total Proceeds from IPO before discount	$650,000,000
Total Proceeds from IPO after discount	$635,375,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$2,000,000
% of Offering	0.31%
Trustee	Deutsche Bank
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	8/1/2006
Issuer	Nielsen Finance LLC/Co (VNU 10.00% August 1, 2014 144A)
Cusip	65409QAA
Bonds	355,000
Offering Price	$100.00
Spread	$2.25
Cost	$355,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	650,000,000
Total Proceeds from IPO before discount	$650,000,000
Total Proceeds from IPO after discount	$635,375,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$2,000,000
% of Offering	0.31%
Trustee	Deutsche Bank
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	8/1/2006
Issuer	Nielsen Finance LLC/Co (VNU 10.00% August 1, 2014 144A)
Cusip	65409QAA
Bonds	275,000
Offering Price	$100.00
Spread	$2.25
Cost	$275,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	650,000,000
Total Proceeds from IPO before discount	$650,000,000
Total Proceeds from IPO after discount	$635,375,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$2,000,000
% of Offering	0.31%
Trustee	Deutsche Bank
Fund	JPMF Inv - Global High Yield
Account Number	165050
Trade Date	8/1/2006
Issuer	Nielsen Finance LLC/Co (VNU 10.00% August 1, 2014 144A)
Cusip	65409QAA
Bonds	585,000
Offering Price	$100.00
Spread	$2.25
Cost	$585,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	650,000,000
Total Proceeds from IPO before discount	$650,000,000
Total Proceeds from IPO after discount	$635,375,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$2,000,000
% of Offering	0.31%
Trustee	Deutsche Bank
Fund	MI-Fonds 901
Account Number	167370
Trade Date	8/1/2006
Issuer	Nielsen Finance LLC/Co (VNU 10.00% August 1, 2014 144A)
Cusip	65409QAA
Bonds	445,000
Offering Price	$100.00
Spread	$2.25
Cost	$445,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	650,000,000
Total Proceeds from IPO before discount	$650,000,000
Total Proceeds from IPO after discount	$635,375,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$2,000,000
% of Offering	0.31%
Trustee	Deutsche Bank
Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	8/1/2006
Issuer	Nielsen Finance LLC/Co (VNU 12.50% August 1, 2016 144A)
Cusip	65409QAG
Bonds	465,000
Offering Price	$54.69
Spread	$2.25
Cost	$254,290
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,070,000,000
Total Proceeds from IPO before discount	$585,140,200
Total Proceeds from IPO after discount	$561,065,200
Total Bonds Purchased by JPMIM	4,000,000
Total Price paid 	$2,187,440
% of Offering	0.37%
Trustee	Deutsche Bank
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	8/1/2006
Issuer	Nielsen Finance LLC/Co (VNU 12.50% August 1, 2016 144A)
Cusip	65409QAG
Bonds	185,000
Offering Price	$54.69
Spread	$2.25
Cost	$101,169
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,070,000,000
Total Proceeds from IPO before discount	$585,140,200
Total Proceeds from IPO after discount	$561,065,200
Total Bonds Purchased by JPMIM	4,000,000
Total Price paid 	$2,187,440
% of Offering	0.37%
Trustee	Deutsche Bank
Fund	Managers High Yield
Account Number	145730
Trade Date	8/1/2006
Issuer	Nielsen Finance LLC/Co (VNU 12.50% August 1, 2016 144A)
Cusip	65409QAG
Bonds	235,000
Offering Price	$54.69
Spread	$2.25
Cost	$128,512
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,070,000,000
Total Proceeds from IPO before discount	$585,140,200
Total Proceeds from IPO after discount	$561,065,200
Total Bonds Purchased by JPMIM	4,000,000
Total Price paid 	$2,187,440
% of Offering	0.37%
Trustee	Deutsche Bank
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	8/1/2006
Issuer	Nielsen Finance LLC/Co (VNU 12.50% August 1, 2016 144A)
Cusip	65409QAG
Bonds	910,000
Offering Price	$54.69
Spread	$2.25
Cost	$497,643
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,070,000,000
Total Proceeds from IPO before discount	$585,140,200
Total Proceeds from IPO after discount	$561,065,200
Total Bonds Purchased by JPMIM	4,000,000
Total Price paid 	$2,187,440
% of Offering	0.37%
Trustee	Deutsche Bank
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	8/1/2006
Issuer	Nielsen Finance LLC/Co (VNU 12.50% August 1, 2016 144A)
Cusip	65409QAG
Bonds	710,000
Offering Price	$54.69
Spread	$2.25
Cost	$388,271
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,070,000,000
Total Proceeds from IPO before discount	$585,140,200
Total Proceeds from IPO after discount	$561,065,200
Total Bonds Purchased by JPMIM	4,000,000
Total Price paid 	$2,187,440
% of Offering	0.37%
Trustee	Deutsche Bank
Fund	JPMF Inv - Global High Yield
Account Number	165050
Trade Date	8/1/2006
Issuer	Nielsen Finance LLC/Co (VNU 12.50% August 1, 2016 144A)
Cusip	65409QAG
Bonds	1,495,000
Offering Price	$54.69
Spread	$2.25
Cost	$817,556
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,070,000,000
Total Proceeds from IPO before discount	$585,140,200
Total Proceeds from IPO after discount	$561,065,200
Total Bonds Purchased by JPMIM	4,000,000
Total Price paid 	$2,187,440
% of Offering	0.37%
Trustee	Deutsche Bank
Fund	JPM Bond - Ext. Cash Sub Account
Account Number	160963
Trade Date	8/2/2006
Issuer	BellSouth Corporation (BLS FRN August 15, 2008)
Cusip	079860AM
Bonds	4,700,000
Offering Price	$100.00
Spread	$0.18
Cost	$4,700,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$4,948,112,675
% of Fund	0.08%
Total Shares/Units/Bonds Offered	1,200,000,000
Total Proceeds from IPO before discount	$1,200,000,000
Total Proceeds from IPO after discount	$1,197,900,000
Total Bonds Purchased by JPMIM	117,200,000
Total Price paid 	$117,200,000
% of Offering	9.77%
Trustee	Bank of New York
Fund	JPMorgan Investment Funds - US Bond  - Ext Cash
Account Number	162617
Trade Date	8/2/2006
Issuer	BellSouth Corporation (BLS FRN August 15, 2008)
Cusip	079860AM
Bonds	3,875,000
Offering Price	$100.00
Spread	$0.18
Cost	$3,875,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,200,000,000
Total Proceeds from IPO before discount	$1,200,000,000
Total Proceeds from IPO after discount	$1,197,900,000
Total Bonds Purchased by JPMIM	117,200,000
Total Price paid 	$117,200,000
% of Offering	9.77%
Trustee	Bank of New York
Fund	Sumichin JPM - Japan
Account Number	166780
Trade Date	8/2/2006
Issuer	BellSouth Corporation (BLS FRN August 15, 2008)
Cusip	079860AM
Bonds	100,000
Offering Price	$100.00
Spread	$0.18
Cost	$100,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,200,000,000
Total Proceeds from IPO before discount	$1,200,000,000
Total Proceeds from IPO after discount	$1,197,900,000
Total Bonds Purchased by JPMIM	117,200,000
Total Price paid 	$117,200,000
% of Offering	9.77%
Trustee	Bank of New York
Fund	Pacific Select - Diversified Bond (Ext. Cash)
Account Number	238763
Trade Date	8/2/2006
Issuer	BellSouth Corporation (BLS FRN August 15, 2008)
Cusip	079860AM
Bonds	1,900,000
Offering Price	$100.00
Spread	$0.18
Cost	$1,900,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,200,000,000
Total Proceeds from IPO before discount	$1,200,000,000
Total Proceeds from IPO after discount	$1,197,900,000
Total Bonds Purchased by JPMIM	117,200,000
Total Price paid 	$117,200,000
% of Offering	9.77%
Trustee	Bank of New York
Fund	JPM Enhanced Income
Account Number	165200
Trade Date	8/2/2006
Issuer	BellSouth Corporation (BLS FRN August 15, 2008)
Cusip	079860AM
Bonds	950,000
Offering Price	$100.00
Spread	$0.18
Cost	$950,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$144,890,440
% of Fund	0.66%
Total Shares/Units/Bonds Offered	1,200,000,000
Total Proceeds from IPO before discount	$1,200,000,000
Total Proceeds from IPO after discount	$1,197,900,000
Total Bonds Purchased by JPMIM	117,200,000
Total Price paid 	$117,200,000
% of Offering	9.77%
Trustee	Bank of New York
Fund	Hartford RVP - Extended Cash
Account Number	162813
Trade Date	8/2/2006
Issuer	BellSouth Corporation (BLS FRN August 15, 2008)
Cusip	079860AM
Bonds	150,000
Offering Price	$100.00
Spread	$0.18
Cost	$150,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,200,000,000
Total Proceeds from IPO before discount	$1,200,000,000
Total Proceeds from IPO after discount	$1,197,900,000
Total Bonds Purchased by JPMIM	117,200,000
Total Price paid 	$117,200,000
% of Offering	9.77%
Trustee	Bank of New York
Fund	Hartford RVP Public Bond Plus
Account Number	162883
Trade Date	8/2/2006
Issuer	BellSouth Corporation (BLS FRN August 15, 2008)
Cusip	079860AM
Bonds	165,000
Offering Price	$100.00
Spread	$0.18
Cost	$165,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,200,000,000
Total Proceeds from IPO before discount	$1,200,000,000
Total Proceeds from IPO after discount	$1,197,900,000
Total Bonds Purchased by JPMIM	117,200,000
Total Price paid 	$117,200,000
% of Offering	9.77%
Trustee	Bank of New York
Fund	Hartford RVP Public Bond (B)
Account Number	164683
Trade Date	8/2/2006
Issuer	BellSouth Corporation (BLS FRN August 15, 2008)
Cusip	079860AM
Bonds	30,000
Offering Price	$100.00
Spread	$0.18
Cost	$30,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,200,000,000
Total Proceeds from IPO before discount	$1,200,000,000
Total Proceeds from IPO after discount	$1,197,900,000
Total Bonds Purchased by JPMIM	117,200,000
Total Price paid 	$117,200,000
% of Offering	9.77%
Trustee	Bank of New York
Fund	Hartford RVP U.S. Bond
Account Number	165413
Trade Date	8/2/2006
Issuer	BellSouth Corporation (BLS FRN August 15, 2008)
Cusip	079860AM
Bonds	155,000
Offering Price	$100.00
Spread	$0.18
Cost	$155,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,200,000,000
Total Proceeds from IPO before discount	$1,200,000,000
Total Proceeds from IPO after discount	$1,197,900,000
Total Bonds Purchased by JPMIM	117,200,000
Total Price paid 	$117,200,000
% of Offering	9.77%
Trustee	Bank of New York
Fund	General American Life Insurance
Account Number	168033
Trade Date	8/2/2006
Issuer	BellSouth Corporation (BLS FRN August 15, 2008)
Cusip	079860AM
Bonds	75,000
Offering Price	$100.00
Spread	$0.18
Cost	$75,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,200,000,000
Total Proceeds from IPO before discount	$1,200,000,000
Total Proceeds from IPO after discount	$1,197,900,000
Total Bonds Purchased by JPMIM	117,200,000
Total Price paid 	$117,200,000
% of Offering	9.77%
Trustee	Bank of New York
Fund	JPMF - US Dollar Enhanced Yield
Account Number	164480
Trade Date	8/2/2006
Issuer	BellSouth Corporation (BLS FRN August 15, 2008)
Cusip	079860AM
Bonds	18,800,000
Offering Price	$100.00
Spread	$0.18
Cost	$18,800,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,200,000,000
Total Proceeds from IPO before discount	$1,200,000,000
Total Proceeds from IPO after discount	$1,197,900,000
Total Bonds Purchased by JPMIM	117,200,000
Total Price paid 	$117,200,000
% of Offering	9.77%
Trustee	Bank of New York
Fund	MLP Bank AG
Account Number	173240
Trade Date	8/2/2006
Issuer	BellSouth Corporation (BLS FRN August 15, 2008)
Cusip	079860AM
Bonds	275,000
Offering Price	$100.00
Spread	$0.18
Cost	$275,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,200,000,000
Total Proceeds from IPO before discount	$1,200,000,000
Total Proceeds from IPO after discount	$1,197,900,000
Total Bonds Purchased by JPMIM	117,200,000
Total Price paid 	$117,200,000
% of Offering	9.77%
Trustee	Bank of New York
Fund	JPMorgan Investment Funds - US Bond  - Ext Cash
Account Number	162617
Trade Date	8/3/2006
Issuer	Fedex Corporation (FDX FRN August 8, 2007)
Cusip	31428XAN
Bonds	7,375,000
Offering Price	$100.00
Spread	$0.10
Cost	$7,375,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$499,500,000
Total Bonds Purchased by JPMIM	58,175,000
Total Price paid 	$58,175,000
% of Offering	11.64%
Trustee	Bank of New York
Fund	Pacific Select - Diversified Bond (Ext. Cash)
Account Number	238763
Trade Date	8/3/2006
Issuer	Fedex Corporation (FDX FRN August 8, 2007)
Cusip	31428XAN
Bonds	3,625,000
Offering Price	$100.00
Spread	$0.10
Cost	$3,625,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$499,500,000
Total Bonds Purchased by JPMIM	58,175,000
Total Price paid 	$58,175,000
% of Offering	11.64%
Trustee	Bank of New York
Fund	JPM Short Term Bond
Account Number	160990
Trade Date	8/3/2006
Issuer	Fedex Corporation (FDX FRN August 8, 2007)
Cusip	31428XAN
Bonds	3,950,000
Offering Price	$100.00
Spread	$0.10
Cost	$3,950,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	$1,561,668,237
% of Fund	0.25%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$499,500,000
Total Bonds Purchased by JPMIM	58,175,000
Total Price paid 	$58,175,000
% of Offering	11.64%
Trustee	Bank of New York
Fund	Hartford RVP - Extended Cash
Account Number	162813
Trade Date	8/3/2006
Issuer	Fedex Corporation (FDX FRN August 8, 2007)
Cusip	31428XAN
Bonds	775,000
Offering Price	$100.00
Spread	$0.10
Cost	$775,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$499,500,000
Total Bonds Purchased by JPMIM	58,175,000
Total Price paid 	$58,175,000
% of Offering	11.64%
Trustee	Bank of New York
Fund	Hartford RVP Public Bond Plus
Account Number	162883
Trade Date	8/3/2006
Issuer	Fedex Corporation (FDX FRN August 8, 2007)
Cusip	31428XAN
Bonds	850,000
Offering Price	$100.00
Spread	$0.10
Cost	$850,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$499,500,000
Total Bonds Purchased by JPMIM	58,175,000
Total Price paid 	$58,175,000
% of Offering	11.64%
Trustee	Bank of New York
Fund	Hartford RVP U.S. Bond
Account Number	165413
Trade Date	8/3/2006
Issuer	Fedex Corporation (FDX FRN August 8, 2007)
Cusip	31428XAN
Bonds	750,000
Offering Price	$100.00
Spread	$0.10
Cost	$750,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$499,500,000
Total Bonds Purchased by JPMIM	58,175,000
Total Price paid 	$58,175,000
% of Offering	11.64%
Trustee	Bank of New York
Fund	JPM  Strategic Income
Account Number	162530
Trade Date	8/3/2006
Issuer	Fedex Corporation (FDX FRN August 8, 2007)
Cusip	31428XAN
Bonds	125,000
Offering Price	$100.00
Spread	$0.10
Cost	$125,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	$37,379,020
% of Fund	0.33%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$499,500,000
Total Bonds Purchased by JPMIM	58,175,000
Total Price paid 	$58,175,000
% of Offering	11.64%
Trustee	Bank of New York
Fund	MLP Bank AG
Account Number	173240
Trade Date	8/3/2006
Issuer	Fedex Corporation (FDX FRN August 8, 2007)
Cusip	31428XAN
Bonds	525,000
Offering Price	$100.00
Spread	$0.10
Cost	$525,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$499,500,000
Total Bonds Purchased by JPMIM	58,175,000
Total Price paid 	$58,175,000
% of Offering	11.64%
Trustee	Bank of New York
Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	8/3/2006
Issuer	Qwest Corporation (QUS 7.50% October 1, 2014 144A)
Cusip	74913GAP
Bonds	210,000
Offering Price	$100.00
Spread	$1.25
Cost	$210,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$592,500,000
Total Bonds Purchased by JPMIM	4,700,000
Total Price paid 	$4,700,000
% of Offering	0.78%
Trustee	U.S. Bank National Association
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	8/3/2006
Issuer	Qwest Corporation (QUS 7.50% October 1, 2014 144A)
Cusip	74913GAP
Bonds	60,000
Offering Price	$100.00
Spread	$1.25
Cost	$60,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$592,500,000
Total Bonds Purchased by JPMIM	4,700,000
Total Price paid 	$4,700,000
% of Offering	0.78%
Trustee	U.S. Bank National Association
Fund	Managers High Yield
Account Number	145730
Trade Date	8/3/2006
Issuer	Qwest Corporation (QUS 7.50% October 1, 2014 144A)
Cusip	74913GAP
Bonds	110,000
Offering Price	$100.00
Spread	$1.25
Cost	$110,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$592,500,000
Total Bonds Purchased by JPMIM	4,700,000
Total Price paid 	$4,700,000
% of Offering	0.78%
Trustee	U.S. Bank National Association
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	8/3/2006
Issuer	Qwest Corporation (QUS 7.50% October 1, 2014 144A)
Cusip	74913GAP
Bonds	380,000
Offering Price	$100.00
Spread	$1.25
Cost	$380,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$592,500,000
Total Bonds Purchased by JPMIM	4,700,000
Total Price paid 	$4,700,000
% of Offering	0.78%
Trustee	U.S. Bank National Association
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	8/3/2006
Issuer	Qwest Corporation (QUS 7.50% October 1, 2014 144A)
Cusip	74913GAP
Bonds	340,000
Offering Price	$100.00
Spread	$1.25
Cost	$340,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$592,500,000
Total Bonds Purchased by JPMIM	4,700,000
Total Price paid 	$4,700,000
% of Offering	0.78%
Trustee	U.S. Bank National Association
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	8/3/2006
Issuer	Qwest Corporation (QUS 7.50% October 1, 2014 144A)
Cusip	74913GAP
Bonds	285,000
Offering Price	$100.00
Spread	$1.25
Cost	$285,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$592,500,000
Total Bonds Purchased by JPMIM	4,700,000
Total Price paid 	$4,700,000
% of Offering	0.78%
Trustee	U.S. Bank National Association
Fund	JPM Strategic Income- High Yield
Account Number	162533
Trade Date	8/3/2006
Issuer	Qwest Corporation (QUS 7.50% October 1, 2014 144A)
Cusip	74913GAP
Bonds	5,000
Offering Price	$100.00
Spread	$1.25
Cost	$5,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	$37,379,020
% of Fund	0.01%
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$592,500,000
Total Bonds Purchased by JPMIM	4,700,000
Total Price paid 	$4,700,000
% of Offering	0.78%
Trustee	U.S. Bank National Association
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	8/3/2006
Issuer	Qwest Corporation (QUS 7.50% October 1, 2014 144A)
Cusip	74913GAP
Bonds	175,000
Offering Price	$100.00
Spread	$1.25
Cost	$175,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$592,500,000
Total Bonds Purchased by JPMIM	4,700,000
Total Price paid 	$4,700,000
% of Offering	0.78%
Trustee	U.S. Bank National Association
Fund	MI-Fonds 901
Account Number	167370
Trade Date	8/3/2006
Issuer	Qwest Corporation (QUS 7.50% October 1, 2014 144A)
Cusip	74913GAP
Bonds	560,000
Offering Price	$100.00
Spread	$1.25
Cost	$560,000
Dealer Executing Trade	Deutsche Morgan Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$592,500,000
Total Bonds Purchased by JPMIM	4,700,000
Total Price paid 	$4,700,000
% of Offering	0.78%
Trustee	U.S. Bank National Association
Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	8/10/2006
Issuer	Constellation Brands, Inc. (STZ  7.25% September 1, 2016)
Cusip	21036PAD
Bonds	530,000
Offering Price	$99.02
Spread	$1.00
Cost	$524,806
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$693,140,000
Total Proceeds from IPO after discount	$686,140,000
Total Bonds Purchased by JPMIM	9,895,000
Total Price paid 	$9,798,029
% of Offering	1.41%
Trustee	BNY Midwest Trust Company
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	8/10/2006
Issuer	Constellation Brands, Inc. (STZ  7.25% September 1, 2016)
Cusip	21036PAD
Bonds	250,000
Offering Price	$99.02
Spread	$1.00
Cost	$247,550
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$693,140,000
Total Proceeds from IPO after discount	$686,140,000
Total Bonds Purchased by JPMIM	9,895,000
Total Price paid 	$9,798,029
% of Offering	1.41%
Trustee	BNY Midwest Trust Company
Fund	Managers High Yield
Account Number	145730
Trade Date	8/10/2006
Issuer	Constellation Brands, Inc. (STZ  7.25% September 1, 2016)
Cusip	21036PAD
Bonds	270,000
Offering Price	$99.02
Spread	$1.00
Cost	$267,354
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$693,140,000
Total Proceeds from IPO after discount	$686,140,000
Total Bonds Purchased by JPMIM	9,895,000
Total Price paid 	$9,798,029
% of Offering	1.41%
Trustee	BNY Midwest Trust Company
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	8/10/2006
Issuer	Constellation Brands, Inc. (STZ  7.25% September 1, 2016)
Cusip	21036PAD
Bonds	1,060,000
Offering Price	$99.02
Spread	$1.00
Cost	$1,049,612
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$693,140,000
Total Proceeds from IPO after discount	$686,140,000
Total Bonds Purchased by JPMIM	9,895,000
Total Price paid 	$9,798,029
% of Offering	1.41%
Trustee	BNY Midwest Trust Company
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	8/10/2006
Issuer	Constellation Brands, Inc. (STZ  7.25% September 1, 2016)
Cusip	21036PAD
Bonds	800,000
Offering Price	$99.02
Spread	$1.00
Cost	$792,160
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$693,140,000
Total Proceeds from IPO after discount	$686,140,000
Total Bonds Purchased by JPMIM	9,895,000
Total Price paid 	$9,798,029
% of Offering	1.41%
Trustee	BNY Midwest Trust Company
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	8/10/2006
Issuer	Constellation Brands, Inc. (STZ  7.25% September 1, 2016)
Cusip	21036PAD
Bonds	120,000
Offering Price	$99.02
Spread	$1.00
Cost	$118,824
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$693,140,000
Total Proceeds from IPO after discount	$686,140,000
Total Bonds Purchased by JPMIM	9,895,000
Total Price paid 	$9,798,029
% of Offering	1.41%
Trustee	BNY Midwest Trust Company
Fund	JPMF Inv - Global High Yield
Account Number	165050
Trade Date	8/10/2006
Issuer	Constellation Brands, Inc. (STZ  7.25% September 1, 2016)
Cusip	21036PAD
Bonds	1,700,000
Offering Price	$99.02
Spread	$1.00
Cost	$1,683,340
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$693,140,000
Total Proceeds from IPO after discount	$686,140,000
Total Bonds Purchased by JPMIM	9,895,000
Total Price paid 	$9,798,029
% of Offering	1.41%
Trustee	BNY Midwest Trust Company
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	8/10/2006
Issuer	Constellation Brands, Inc. (STZ  7.25% September 1, 2016)
Cusip	21036PAD
Bonds	410,000
Offering Price	$99.02
Spread	$1.00
Cost	$405,982
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$693,140,000
Total Proceeds from IPO after discount	$686,140,000
Total Bonds Purchased by JPMIM	9,895,000
Total Price paid 	$9,798,029
% of Offering	1.41%
Trustee	BNY Midwest Trust Company
Fund	MI-Fonds 901
Account Number	167370
Trade Date	8/10/2006
Issuer	Constellation Brands, Inc. (STZ  7.25% September 1, 2016)
Cusip	21036PAD
Bonds	1,285,000
Offering Price	$99.02
Spread	$1.00
Cost	$1,272,407
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	700,000,000
Total Proceeds from IPO before discount	$693,140,000
Total Proceeds from IPO after discount	$686,140,000
Total Bonds Purchased by JPMIM	9,895,000
Total Price paid 	$9,798,029
% of Offering	1.41%
Trustee	BNY Midwest Trust Company
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	8/10/2006
Issuer	Liberty Mutual Group (LIBMUT 7.50% August 15, 2036 144A)
Cusip	53079EAM
Bonds	1,500,000
Offering Price	$98.06
Spread	$0.88
Cost	$1,470,915
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	$4,948,112,675
% of Fund	0.03%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$490,305,000
Total Proceeds from IPO after discount	$485,930,000
Total Bonds Purchased by JPMIM	10,000,000
Total Price paid 	$9,806,100
% of Offering	2.00%
Trustee	N/A
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	8/10/2006
Issuer	Liberty Mutual Group (LIBMUT 7.50% August 15, 2036 144A)
Cusip	53079EAM
Bonds	50,000
Offering Price	$98.06
Spread	$0.88
Cost	$49,031
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	$170,865,122
% of Fund	0.03%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$490,305,000
Total Proceeds from IPO after discount	$485,930,000
Total Bonds Purchased by JPMIM	10,000,000
Total Price paid 	$9,806,100
% of Offering	2.00%
Trustee	N/A
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	8/10/2006
Issuer	Liberty Mutual Group (LIBMUT 7.50% August 15, 2036 144A)
Cusip	53079EAM
Bonds	100,000
Offering Price	$98.06
Spread	$0.88
Cost	$98,061
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	$211,272,198
% of Fund	0.05%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$490,305,000
Total Proceeds from IPO after discount	$485,930,000
Total Bonds Purchased by JPMIM	10,000,000
Total Price paid 	$9,806,100
% of Offering	2.00%
Trustee	N/A
Fund	JPM Global High Yield Bond
Account Number	178610
Trade Date	8/15/2006
Issuer	Xerox Corporation (XRX 6.75% February 1, 2017)
Cusip	984121BQ
Bonds	140,000
Offering Price	$99.39
Spread	$1.00
Cost	$139,149
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$496,960,000
Total Proceeds from IPO after discount	$491,960,000
Total Bonds Purchased by JPMIM	4,000,000
Total Price paid 	$3,975,680
% of Offering	0.80%
Trustee	Wells Fargo Bank National Association
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	8/15/2006
Issuer	Xerox Corporation (XRX 6.75% February 1, 2017)
Cusip	984121BQ
Bonds	435,000
Offering Price	$99.39
Spread	$1.00
Cost	$432,355
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$496,960,000
Total Proceeds from IPO after discount	$491,960,000
Total Bonds Purchased by JPMIM	4,000,000
Total Price paid 	$3,975,680
% of Offering	0.80%
Trustee	Wells Fargo Bank National Association
Fund	Managers High Yield
Account Number	145730
Trade Date	8/15/2006
Issuer	Xerox Corporation (XRX 6.75% February 1, 2017)
Cusip	984121BQ
Bonds	60,000
Offering Price	$99.39
Spread	$1.00
Cost	$59,635
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$496,960,000
Total Proceeds from IPO after discount	$491,960,000
Total Bonds Purchased by JPMIM	4,000,000
Total Price paid 	$3,975,680
% of Offering	0.80%
Trustee	Wells Fargo Bank National Association
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	8/15/2006
Issuer	Xerox Corporation (XRX 6.75% February 1, 2017)
Cusip	984121BQ
Bonds	480,000
Offering Price	$99.39
Spread	$1.00
Cost	$477,082
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$496,960,000
Total Proceeds from IPO after discount	$491,960,000
Total Bonds Purchased by JPMIM	4,000,000
Total Price paid 	$3,975,680
% of Offering	0.80%
Trustee	Wells Fargo Bank National Association
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	8/15/2006
Issuer	Xerox Corporation (XRX 6.75% February 1, 2017)
Cusip	984121BQ
Bonds	580,000
Offering Price	$99.39
Spread	$1.00
Cost	$576,474
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$496,960,000
Total Proceeds from IPO after discount	$491,960,000
Total Bonds Purchased by JPMIM	4,000,000
Total Price paid 	$3,975,680
% of Offering	0.80%
Trustee	Wells Fargo Bank National Association
Fund	JPM Strategic Income- High Yield
Account Number	162533
Trade Date	8/15/2006
Issuer	Xerox Corporation (XRX 6.75% February 1, 2017)
Cusip	984121BQ
Bonds	5,000
Offering Price	$99.39
Spread	$1.00
Cost	$4,970
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$496,960,000
Total Proceeds from IPO after discount	$491,960,000
Total Bonds Purchased by JPMIM	4,000,000
Total Price paid 	$3,975,680
% of Offering	0.80%
Trustee	Wells Fargo Bank National Association
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	8/15/2006
Issuer	Xerox Corporation (XRX 6.75% February 1, 2017)
Cusip	984121BQ
Bonds	15,000
Offering Price	$99.39
Spread	$1.00
Cost	$14,909
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$496,960,000
Total Proceeds from IPO after discount	$491,960,000
Total Bonds Purchased by JPMIM	4,000,000
Total Price paid 	$3,975,680
% of Offering	0.80%
Trustee	Wells Fargo Bank National Association
Fund	MI-Fonds 901
Account Number	167370
Trade Date	8/15/2006
Issuer	Xerox Corporation (XRX 6.75% February 1, 2017)
Cusip	984121BQ
Bonds	205,000
Offering Price	$99.39
Spread	$1.00
Cost	$203,754
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$496,960,000
Total Proceeds from IPO after discount	$491,960,000
Total Bonds Purchased by JPMIM	4,000,000
Total Price paid 	$3,975,680
% of Offering	0.80%
Trustee	Wells Fargo Bank National Association
Fund	Pacific Select - Diversified Bond (Ext. Cash)
Account Number	238763
Trade Date	8/17/2006
Issuer	Harley-Davidson Motorcycle Trust 2006-3 A2 (HDMOT 2006-3 A2 5.42% February 15, 2010)
Cusip	41283EAB
Bonds	8,810,000
Offering Price	$100.00
Spread	$0.14
Cost	$8,810,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	228,000,000
Total Proceeds from IPO before discount	$228,000,000
Total Proceeds from IPO after discount	$227,680,800
Total Bonds Purchased by JPMIM	25,000,000
Total Price paid 	$25,000,000
% of Offering	10.96%
Trustee	Bank of New York Trust Company, N.A.
Fund	Great West Life & Annuity Insurance Company - Extended Cash
Account Number	238053
Trade Date	8/17/2006
Issuer	Harley-Davidson Motorcycle Trust 2006-3 A2 (HDMOT 2006-3 A2 5.42% February 15,2010)
Cusip	41283EAB
Bonds	510,000
Offering Price	$100.00
Spread	$0.14
Cost	$510,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	228,000,000
Total Proceeds from IPO before discount	$228,000,000
Total Proceeds from IPO after discount	$227,680,800
Total Bonds Purchased by JPMIM	25,000,000
Total Price paid 	$25,000,000
% of Offering	10.96%
Trustee	Bank of New York Trust Company, N.A.
Fund	Prudential VCA-GI-7-Diversified Mortgage Index Account - Extended Cash
Account Number	145353
Trade Date	8/17/2006
Issuer	Harley-Davidson Motorcycle Trust 2006-3 A2 (HDMOT 2006-3 A2 5.42% February 15,2010)
Cusip	41283EAB
Bonds	2,270,000
Offering Price	$100.00
Spread	$0.14
Cost	$2,270,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	228,000,000
Total Proceeds from IPO before discount	$228,000,000
Total Proceeds from IPO after discount	$227,680,800
Total Bonds Purchased by JPMIM	25,000,000
Total Price paid 	$25,000,000
% of Offering	10.96%
Trustee	Bank of New York Trust Company, N.A.
Fund	Hartford - RVP - Public Bond (A)
Account Number	172303
Trade Date	8/17/2006
Issuer	Harley-Davidson Motorcycle Trust 2006-3 A2 (HDMOT 2006-3 A2 5.42% February 15,2010)
Cusip	41283EAB
Bonds	2,010,000
Offering Price	$100.00
Spread	$0.14
Cost	$2,010,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	228,000,000
Total Proceeds from IPO before discount	$228,000,000
Total Proceeds from IPO after discount	$227,680,800
Total Bonds Purchased by JPMIM	25,000,000
Total Price paid 	$25,000,000
% of Offering	10.96%
Trustee	Bank of New York Trust Company, N.A.
Fund	MASSMUTUAL JPM CORE MORTGAGE
Account Number	241243
Trade Date	8/17/2006
Issuer	Harley-Davidson Motorcycle Trust 2006-3 A2 (HDMOT 2006-3 A2 5.42% February 15,2010)
Cusip	41283EAB
Bonds	350,000
Offering Price	$100.00
Spread	$0.14
Cost	$350,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	228,000,000
Total Proceeds from IPO before discount	$228,000,000
Total Proceeds from IPO after discount	$227,680,800
Total Bonds Purchased by JPMIM	25,000,000
Total Price paid 	$25,000,000
% of Offering	10.96%
Trustee	Bank of New York Trust Company, N.A.
Fund	JPM Strategic Income
Account Number	162530
Trade Date	8/17/2006
Issuer	Harley-Davidson Motorcycle Trust 2006-3 A2 (HDMOT 2006-3 A2 5.42% February 15,2010)
Cusip	41283EAB
Bonds	130,000
Offering Price	$100.00
Spread	$0.14
Cost	$130,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	228,000,000
Total Proceeds from IPO before discount	$228,000,000
Total Proceeds from IPO after discount	$227,680,800
Total Bonds Purchased by JPMIM	25,000,000
Total Price paid 	$25,000,000
% of Offering	10.96%
Trustee	Bank of New York Trust Company, N.A.
Fund	Life Investors Ins. Co.-FI Core Mtg-Boli
Account Number	241713
Trade Date	8/17/2006
Issuer	Harley-Davidson Motorcycle Trust 2006-3 A2 (HDMOT 2006-3 A2 5.42% February 15,2010)
Cusip	41283EAB
Bonds	260,000
Offering Price	$100.00
Spread	$0.14
Cost	$260,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	228,000,000
Total Proceeds from IPO before discount	$228,000,000
Total Proceeds from IPO after discount	$227,680,800
Total Bonds Purchased by JPMIM	25,000,000
Total Price paid 	$25,000,000
% of Offering	10.96%
Trustee	Bank of New York Trust Company, N.A.
Fund	AEGON/TRANSAM USA CoreMtg- Enhanced Cash
Account Number	239453
Trade Date	8/17/2006
Issuer	Harley-Davidson Motorcycle Trust 2006-3 A2 (HDMOT 2006-3 A2 5.42% February 15,2010)
Cusip	41283EAB
Bonds	1,130,000
Offering Price	$100.00
Spread	$0.14
Cost	$1,130,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	228,000,000
Total Proceeds from IPO before discount	$228,000,000
Total Proceeds from IPO after discount	$227,680,800
Total Bonds Purchased by JPMIM	25,000,000
Total Price paid 	$25,000,000
% of Offering	10.96%
Trustee	Bank of New York Trust Company, N.A.
Fund	Prudential VCA-GI-7-Diversified Mortgage Index Account - Extended Cash
Account Number	145353
Trade Date	8/22/2006
Issuer	Ford Credit Auto Owner Trust 2006-B A2A (FORDO 2006-B A2A 5.42% July 15, 2009)
Cusip	34528AAB
Bonds	3,000,000
Offering Price	$99.99
Spread	$0.13
Cost	$2,999,732
Dealer Executing Trade	First Boston Corp
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	470,000,000
Total Proceeds from IPO before discount	$469,957,935
Total Proceeds from IPO after discount	$469,370,435
Total Bonds Purchased by JPMIM	70,000,000
Total Price paid 	$69,993,735
% of Offering	14.89%
Trustee	Bank of New York
Fund	JPM Bond - Ext. Cash Sub Account
Account Number	160963
Trade Date	8/22/2006
Issuer	Ford Credit Auto Owner Trust 2006-B A2A (FORDO 2006-B A2A 5.42% July 15, 2009)
Cusip	34528AAB
Bonds	6,000,000
Offering Price	$99.99
Spread	$0.13
Cost	$5,999,463
Dealer Executing Trade	First Boston Corp
Total Fund Assets	$4,948,112,675
% of Fund	0.12%
Total Shares/Units/Bonds Offered	470,000,000
Total Proceeds from IPO before discount	$469,957,935
Total Proceeds from IPO after discount	$469,370,435
Total Bonds Purchased by JPMIM	70,000,000
Total Price paid 	$69,993,735
% of Offering	14.89%
Trustee	Bank of New York
Fund	JPM Bond Portfolio - Extended cash
Account Number	161523
Trade Date	8/22/2006
Issuer	Ford Credit Auto Owner Trust 2006-B A2A (FORDO 2006-B A2A 5.42% July 15, 2009)
Cusip	34528AAB
Bonds	500,000
Offering Price	$99.99
Spread	$0.13
Cost	$499,955
Dealer Executing Trade	First Boston Corp
Total Fund Assets	$170,865,122
% of Fund	0.29%
Total Shares/Units/Bonds Offered	470,000,000
Total Proceeds from IPO before discount	$469,957,935
Total Proceeds from IPO after discount	$469,370,435
Total Bonds Purchased by JPMIM	70,000,000
Total Price paid 	$69,993,735
% of Offering	14.89%
Trustee	Bank of New York
Fund	JPM Investment Funds - US Bond  - Ext Cash
Account Number	162617
Trade Date	8/22/2006
Issuer	Ford Credit Auto Owner Trust 2006-B A2A (FORDO 2006-B A2A 5.42% July 15, 2009)
Cusip	34528AAB
Bonds	5,000,000
Offering Price	$99.99
Spread	$0.13
Cost	$4,999,553
Dealer Executing Trade	First Boston Corp
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	470,000,000
Total Proceeds from IPO before discount	$469,957,935
Total Proceeds from IPO after discount	$469,370,435
Total Bonds Purchased by JPMIM	70,000,000
Total Price paid 	$69,993,735
% of Offering	14.89%
Trustee	Bank of New York
Fund	Hartford RVP - Extended Cash
Account Number	162813
Trade Date	8/22/2006
Issuer	Ford Credit Auto Owner Trust 2006-B A2A (FORDO 2006-B A2A 5.42% July 15, 2009)
Cusip	34528AAB
Bonds	525,000
Offering Price	$99.99
Spread	$0.13
Cost	$524,953
Dealer Executing Trade	First Boston Corp
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	470,000,000
Total Proceeds from IPO before discount	$469,957,935
Total Proceeds from IPO after discount	$469,370,435
Total Bonds Purchased by JPMIM	70,000,000
Total Price paid 	$69,993,735
% of Offering	14.89%
Trustee	Bank of New York
Fund	Hartford RVP Public Bond Plus
Account Number	162883
Trade Date	8/22/2006
Issuer	Ford Credit Auto Owner Trust 2006-B A2A (FORDO 2006-B A2A 5.42% July 15, 2009)
Cusip	34528AAB
Bonds	575,000
Offering Price	$99.99
Spread	$0.13
Cost	$574,949
Dealer Executing Trade	First Boston Corp
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	470,000,000
Total Proceeds from IPO before discount	$469,957,935
Total Proceeds from IPO after discount	$469,370,435
Total Bonds Purchased by JPMIM	70,000,000
Total Price paid 	$69,993,735
% of Offering	14.89%
Trustee	Bank of New York
Fund	EQ/ JPM CORE BOND PORTFOLIO - EXTENDED
Account Number	163243
Trade Date	8/22/2006
Issuer	Ford Credit Auto Owner Trust 2006-B A2A (FORDO 2006-B A2A 5.42% July 15, 2009)
Cusip	34528AAB
Bonds	8,000,000
Offering Price	$99.99
Spread	$0.13
Cost	$7,999,284
Dealer Executing Trade	First Boston Corp
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	470,000,000
Total Proceeds from IPO before discount	$469,957,935
Total Proceeds from IPO after discount	$469,370,435
Total Bonds Purchased by JPMIM	70,000,000
Total Price paid 	$69,993,735
% of Offering	14.89%
Trustee	Bank of New York
Fund	Hartford RVP Public Bond (B)
Account Number	164683
Trade Date	8/22/2006
Issuer	Ford Credit Auto Owner Trust 2006-B A2A (FORDO 2006-B A2A 5.42% July 15, 2009)
Cusip	34528AAB
Bonds	100,000
Offering Price	$99.99
Spread	$0.13
Cost	$99,991
Dealer Executing Trade	First Boston Corp
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	470,000,000
Total Proceeds from IPO before discount	$469,957,935
Total Proceeds from IPO after discount	$469,370,435
Total Bonds Purchased by JPMIM	70,000,000
Total Price paid 	$69,993,735
% of Offering	14.89%
Trustee	Bank of New York
Fund	Hartford RVP U.S. Bond
Account Number	165413
Trade Date	8/22/2006
Issuer	Ford Credit Auto Owner Trust 2006-B A2A (FORDO 2006-B A2A 5.42% July 15, 2009)
Cusip	34528AAB
Bonds	500,000
Offering Price	$99.99
Spread	$0.13
Cost	$499,955
Dealer Executing Trade	First Boston Corp
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	470,000,000
Total Proceeds from IPO before discount	$469,957,935
Total Proceeds from IPO after discount	$469,370,435
Total Bonds Purchased by JPMIM	70,000,000
Total Price paid 	$69,993,735
% of Offering	14.89%
Trustee	Bank of New York
Fund	General American Life Insurance
Account Number	168033
Trade Date	8/22/2006
Issuer	Ford Credit Auto Owner Trust 2006-B A2A (FORDO 2006-B A2A 5.42% July 15, 2009)
Cusip	34528AAB
Bonds	275,000
Offering Price	$99.99
Spread	$0.13
Cost	$274,975
Dealer Executing Trade	First Boston Corp
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	470,000,000
Total Proceeds from IPO before discount	$469,957,935
Total Proceeds from IPO after discount	$469,370,435
Total Bonds Purchased by JPMIM	70,000,000
Total Price paid 	$69,993,735
% of Offering	14.89%
Trustee	Bank of New York
Fund	Hartford - RVP - Public Bond (A)
Account Number	172303
Trade Date	8/22/2006
Issuer	Ford Credit Auto Owner Trust 2006-B A2A (FORDO 2006-B A2A 5.42% July 15, 2009)
Cusip	34528AAB
Bonds	1,300,000
Offering Price	$99.99
Spread	$0.13
Cost	$1,299,884
Dealer Executing Trade	First Boston Corp
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	470,000,000
Total Proceeds from IPO before discount	$469,957,935
Total Proceeds from IPO after discount	$469,370,435
Total Bonds Purchased by JPMIM	70,000,000
Total Price paid 	$69,993,735
% of Offering	14.89%
Trustee	Bank of New York
Fund	GWL & ANNUITY INSURANCE CO- Extended
Account Number	238053
Trade Date	8/22/2006
Issuer	Ford Credit Auto Owner Trust 2006-B A2A (FORDO 2006-B A2A 5.42% July 15, 2009)
Cusip	34528AAB
Bonds	350,000
Offering Price	$99.99
Spread	$0.13
Cost	$349,969
Dealer Executing Trade	First Boston Corp
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	470,000,000
Total Proceeds from IPO before discount	$469,957,935
Total Proceeds from IPO after discount	$469,370,435
Total Bonds Purchased by JPMIM	70,000,000
Total Price paid 	$69,993,735
% of Offering	14.89%
Trustee	Bank of New York
Fund	Pacific Select - Diversified Bond (Ext. Cash)
Account Number	238763
Trade Date	8/22/2006
Issuer	Ford Credit Auto Owner Trust 2006-B A2A (FORDO 2006-B A2A 5.42% July 15, 2009)
Cusip	34528AAB
Bonds	2,500,000
Offering Price	$99.99
Spread	$0.13
Cost	$2,499,776
Dealer Executing Trade	First Boston Corp
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	470,000,000
Total Proceeds from IPO before discount	$469,957,935
Total Proceeds from IPO after discount	$469,370,435
Total Bonds Purchased by JPMIM	70,000,000
Total Price paid 	$69,993,735
% of Offering	14.89%
Trustee	Bank of New York
Fund	TRANSAMERICACORE MORTGAGE -ENHANCED CASH
Account Number	239363
Trade Date	8/22/2006
Issuer	Ford Credit Auto Owner Trust 2006-B A2A (FORDO 2006-B A2A 5.42% July 15, 2009)
Cusip	34528AAB
Bonds	350,000
Offering Price	$99.99
Spread	$0.13
Cost	$349,969
Dealer Executing Trade	First Boston Corp
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	470,000,000
Total Proceeds from IPO before discount	$469,957,935
Total Proceeds from IPO after discount	$469,370,435
Total Bonds Purchased by JPMIM	70,000,000
Total Price paid 	$69,993,735
% of Offering	14.89%
Trustee	Bank of New York
Fund	MASSMUTUAL JPM CORE MORTGAGE
Account Number	241243
Trade Date	8/22/2006
Issuer	Ford Credit Auto Owner Trust 2006-B A2A (FORDO 2006-B A2A 5.42% July 15, 2009)
Cusip	34528AAB
Bonds	250,000
Offering Price	$99.99
Spread	$0.13
Cost	$249,978
Dealer Executing Trade	First Boston Corp
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	470,000,000
Total Proceeds from IPO before discount	$469,957,935
Total Proceeds from IPO after discount	$469,370,435
Total Bonds Purchased by JPMIM	70,000,000
Total Price paid 	$69,993,735
% of Offering	14.89%
Trustee	Bank of New York
Fund	Life Investors Ins. Co.-FI Core Mtg-Boli
Account Number	241713
Trade Date	8/22/2006
Issuer	Ford Credit Auto Owner Trust 2006-B A2A (FORDO 2006-B A2A 5.42% July 15, 2009)
Cusip	34528AAB
Bonds	200,000
Offering Price	$99.99
Spread	$0.13
Cost	$199,982
Dealer Executing Trade	First Boston Corp
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	470,000,000
Total Proceeds from IPO before discount	$469,957,935
Total Proceeds from IPO after discount	$469,370,435
Total Bonds Purchased by JPMIM	70,000,000
Total Price paid 	$69,993,735
% of Offering	14.89%
Trustee	Bank of New York
Fund	Transam Occidental Life Ins EnhancedCash
Account Number	244003
Trade Date	8/22/2006
Issuer	Ford Credit Auto Owner Trust 2006-B A2A (FORDO 2006-B A2A 5.42% July 15, 2009)
Cusip	34528AAB
Bonds	250,000
Offering Price	$99.99
Spread	$0.13
Cost	$249,978
Dealer Executing Trade	First Boston Corp
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	470,000,000
Total Proceeds from IPO before discount	$469,957,935
Total Proceeds from IPO after discount	$469,370,435
Total Bonds Purchased by JPMIM	70,000,000
Total Price paid 	$69,993,735
% of Offering	14.89%
Trustee	Bank of New York



Fund	JPM Mid Cap Equity
Account Number	153010
Trade Date	8/1/2006
Issuer	Security Capital Assurance Ltd. (SCA) IPO
Cusip	G8018D10
Shares	34,200
Offering Price	$20.50
Spread	$1.23
Cost	$701,100
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$291,527,016
% of Fund	0.24%
Total Shares Offered	22,447,728
Total Proceeds from IPO before discount	$460,178,424
Total Proceeds from IPO after discount	$432,567,719
Total Shares Purchased by Investment Management	796,000
Total Price paid 	$16,318,000
% of Offering	3.55%
Fund	JPM Mid Cap Equity
Account Number	153010
Trade Date	8/1/2006
Issuer	Security Capital Assurance Ltd. (SCA) IPO
Cusip	G8018D10
Shares	100
Offering Price	$20.50
Spread	$1.23
Cost	$2,050
Dealer Executing Trade	Credit Lyonnais
Total Fund Assets	$291,527,016
% of Fund	0.00%
Total Shares Offered	22,447,728
Total Proceeds from IPO before discount	$460,178,424
Total Proceeds from IPO after discount	$432,567,719
Total Shares Purchased by Investment Management	796,000
Total Price paid 	$16,318,000
% of Offering	3.55%
Fund	JPM Strategic Small Cap Value
Account Number	237992
Trade Date	8/1/2006
Issuer	Security Capital Assurance Ltd. (SCA) IPO
Cusip	G8018D10
Shares	1,500
Offering Price	$20.50
Spread	$1.23
Cost	$30,750
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$5,014,931
% of Fund	0.61%
Total Shares Offered	22,447,728
Total Proceeds from IPO before discount	$460,178,424
Total Proceeds from IPO after discount	$432,567,719
Total Shares Purchased by Investment Management	796,000
Total Price paid 	$16,318,000
% of Offering	3.55%
Fund	JPM Diversified Mid Cap Growth
Account Number	169500
Trade Date	8/1/2006
Issuer	Security Capital Assurance Ltd. (SCA) IPO
Cusip	G8018D10
Shares	320,700
Offering Price	$20.50
Spread	$1.23
Cost	$6,574,350
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$1,372,908,495
% of Fund	0.48%
Total Shares Offered	22,447,728
Total Proceeds from IPO before discount	$460,178,424
Total Proceeds from IPO after discount	$432,567,719
Total Shares Purchased by Investment Management	796,000
Total Price paid 	$16,318,000
% of Offering	3.55%
Fund	JPM Diversified Mid Cap Growth
Account Number	169500
Trade Date	8/1/2006
Issuer	Security Capital Assurance Ltd. (SCA) IPO
Cusip	G8018D10
Shares	900
Offering Price	$20.50
Spread	$1.23
Cost	$18,450
Dealer Executing Trade	Credit Lyonnais
Total Fund Assets	$1,372,908,495
% of Fund	0.00%
Total Shares Offered	22,447,728
Total Proceeds from IPO before discount	$460,178,424
Total Proceeds from IPO after discount	$432,567,719
Total Shares Purchased by Investment Management	796,000
Total Price paid 	$16,318,000
% of Offering	3.55%
Fund	JPM Insurance Trust Mid Cap Growth Portfolio (VA)
Account Number	169510
Trade Date	8/1/2006
Issuer	Security Capital Assurance Ltd. (SCA) IPO
Cusip	G8018D10
Shares	39,300
Offering Price	$20.50
Spread	$1.23
Cost	$805,650
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$167,204,633
% of Fund	0.48%
Total Shares Offered	22,447,728
Total Proceeds from IPO before discount	$460,178,424
Total Proceeds from IPO after discount	$432,567,719
Total Shares Purchased by Investment Management	796,000
Total Price paid 	$16,318,000
% of Offering	3.55%
Fund	JPM Insurance Trust Mid Cap Growth Portfolio (VA)
Account Number	169510
Trade Date	8/1/2006
Issuer	Security Capital Assurance Ltd. (SCA) IPO
Cusip	G8018D10
Shares	100
Offering Price	$20.50
Spread	$1.23
Cost	$2,050
Dealer Executing Trade	Credit Lyonnais
Total Fund Assets	$167,204,633
% of Fund	0.00%
Total Shares Offered	22,447,728
Total Proceeds from IPO before discount	$460,178,424
Total Proceeds from IPO after discount	$432,567,719
Total Shares Purchased by Investment Management	796,000
Total Price paid 	$16,318,000
% of Offering	3.55%
Fund	JPM Capital Growth
Account Number	152890
Trade Date	8/1/2006
Issuer	Security Capital Assurance Ltd. (SCA) IPO
Cusip	G8018D10
Shares	189,300
Offering Price	$20.50
Spread	$1.23
Cost	$3,880,650
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$826,799,042
% of Fund	0.47%
Total Shares Offered	22,447,728
Total Proceeds from IPO before discount	$460,178,424
Total Proceeds from IPO after discount	$432,567,719
Total Shares Purchased by Investment Management	796,000
Total Price paid 	$16,318,000
% of Offering	3.55%
Fund	JPM Capital Growth
Account Number	152890
Trade Date	8/1/2006
Issuer	Security Capital Assurance Ltd. (SCA) IPO
Cusip	G8018D10
Shares	500
Offering Price	$20.50
Spread	$1.23
Cost	$10,250
Dealer Executing Trade	Credit Lyonnais
Total Fund Assets	$826,799,042
% of Fund	0.00%
Total Shares Offered	22,447,728
Total Proceeds from IPO before discount	$460,178,424
Total Proceeds from IPO after discount	$432,567,719
Total Shares Purchased by Investment Management	796,000
Total Price paid 	$16,318,000
% of Offering	3.55%
Fund	JPM US Smaller Companies
Account Number	150000
Trade Date	8/1/2006
Issuer	Security Capital Assurance Ltd. (SCA) IPO
Cusip	G8018D10
Shares	8,700
Offering Price	$20.50
Spread	$1.23
Cost	$178,350
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares Offered	22,447,728
Total Proceeds from IPO before discount	$460,178,424
Total Proceeds from IPO after discount	$432,567,719
Total Shares Purchased by Investment Management	796,000
Total Price paid 	$16,318,000
% of Offering	3.55%
Fund	JPMF America Small Cap
Account Number	150010
Trade Date	8/1/2006
Issuer	Security Capital Assurance Ltd. (SCA) IPO
Cusip	G8018D10
Shares	13,300
Offering Price	$20.50
Spread	$1.23
Cost	$272,650
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares Offered	22,447,728
Total Proceeds from IPO before discount	$460,178,424
Total Proceeds from IPO after discount	$432,567,719
Total Shares Purchased by Investment Management	796,000
Total Price paid 	$16,318,000
% of Offering	3.55%
Fund	JPM Dynamic Small Cap
Account Number	152910
Trade Date	8/1/2006
Issuer	Security Capital Assurance Ltd. (SCA) IPO
Cusip	G8018D10
Shares	42,500
Offering Price	$20.50
Spread	$1.23
Cost	$871,250
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$192,266,955
% of Fund	0.45%
Total Shares Offered	22,447,728
Total Proceeds from IPO before discount	$460,178,424
Total Proceeds from IPO after discount	$432,567,719
Total Shares Purchased by Investment Management	796,000
Total Price paid 	$16,318,000
% of Offering	3.55%
Fund	JPM Dynamic Small Cap
Account Number	152910
Trade Date	8/1/2006
Issuer	Security Capital Assurance Ltd. (SCA) IPO
Cusip	G8018D10
Shares	100
Offering Price	$20.50
Spread	$1.23
Cost	$2,050
Dealer Executing Trade	Credit Lyonnais
Total Fund Assets	$192,266,955
% of Fund	0.00%
Total Shares Offered	22,447,728
Total Proceeds from IPO before discount	$460,178,424
Total Proceeds from IPO after discount	$432,567,719
Total Shares Purchased by Investment Management	796,000
Total Price paid 	$16,318,000
% of Offering	3.55%
Fund	JPM Small Cap Growth
Account Number	169370
Trade Date	8/1/2006
Issuer	Security Capital Assurance Ltd. (SCA) IPO
Cusip	G8018D10
Shares	121,900
Offering Price	$20.50
Spread	$1.23
Cost	$2,498,950
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$557,653,109
% of Fund	0.45%
Total Shares Offered	22,447,728
Total Proceeds from IPO before discount	$460,178,424
Total Proceeds from IPO after discount	$432,567,719
Total Shares Purchased by Investment Management	796,000
Total Price paid 	$16,318,000
% of Offering	3.55%
Fund	JPM Small Cap Growth
Account Number	169370
Trade Date	8/1/2006
Issuer	Security Capital Assurance Ltd. (SCA) IPO
Cusip	G8018D10
Shares	300
Offering Price	$20.50
Spread	$1.23
Cost	$6,150
Dealer Executing Trade	Credit Lyonnais
Total Fund Assets	$557,653,109
% of Fund	0.00%
Total Shares Offered	22,447,728
Total Proceeds from IPO before discount	$460,178,424
Total Proceeds from IPO after discount	$432,567,719
Total Shares Purchased by Investment Management	796,000
Total Price paid 	$16,318,000
% of Offering	3.55%
Fund	JPM Strategic Small Cap Value
Account Number	237992
Trade Date	8/10/2006
Issuer	Evercore Partners (EVR) IPO
Cusip	29977A10
Shares	500
Offering Price	$21.00
Spread	$1.47
Cost	$10,500
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$5,014,931
% of Fund	0.21%
Total Shares Offered	3,950,000
Total Proceeds from IPO before discount	$82,950,000
Total Proceeds from IPO after discount	$77,143,500
Total Shares Purchased by Investment Management	144,200
Total Price paid 	$3,028,200
% of Offering	3.65%
Fund	JPM Growth Advantage
Account Number	166200
Trade Date	8/10/2006
Issuer	Evercore Partners (EVR) IPO
Cusip	29977A10
Shares	8,100
Offering Price	$21.00
Spread	$1.47
Cost	$170,100
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$72,599,803
% of Fund	0.23%
Total Shares Offered	3,950,000
Total Proceeds from IPO before discount	$82,950,000
Total Proceeds from IPO after discount	$77,143,500
Total Shares Purchased by Investment Management	144,200
Total Price paid 	$3,028,200
% of Offering	3.65%
Fund	JPM US Smaller Companies
Account Number	150000
Trade Date	8/10/2006
Issuer	Evercore Partners (EVR) IPO
Cusip	29977A10
Shares	4,300
Offering Price	$21.00
Spread	$1.47
Cost	$90,300
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares Offered	3,950,000
Total Proceeds from IPO before discount	$82,950,000
Total Proceeds from IPO after discount	$77,143,500
Total Shares Purchased by Investment Management	144,200
Total Price paid 	$3,028,200
% of Offering	3.65%
Fund	JPMF America Small Cap
Account Number	150010
Trade Date	8/10/2006
Issuer	Evercore Partners (EVR) IPO
Cusip	29977A10
Shares	6,500
Offering Price	$21.00
Spread	$1.47
Cost	$136,500
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares Offered	3,950,000
Total Proceeds from IPO before discount	$82,950,000
Total Proceeds from IPO after discount	$77,143,500
Total Shares Purchased by Investment Management	144,200
Total Price paid 	$3,028,200
% of Offering	3.65%
Fund	JPM Dynamic Small Cap
Account Number	152910
Trade Date	8/10/2006
Issuer	Evercore Partners (EVR) IPO
Cusip	29977A10
Shares	21,000
Offering Price	$21.00
Spread	$1.47
Cost	$441,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$192,266,955
% of Fund	0.23%
Total Shares Offered	3,950,000
Total Proceeds from IPO before discount	$82,950,000
Total Proceeds from IPO after discount	$77,143,500
Total Shares Purchased by Investment Management	144,200
Total Price paid 	$3,028,200
% of Offering	3.65%
Fund	ROSZEL/JPMORGAN SMALL CAP GROWTH
Account Number	166940
Trade Date	8/10/2006
Issuer	Evercore Partners (EVR) IPO
Cusip	29977A10
Shares	8,200
Offering Price	$21.00
Spread	$1.47
Cost	$172,200
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares Offered	3,950,000
Total Proceeds from IPO before discount	$82,950,000
Total Proceeds from IPO after discount	$77,143,500
Total Shares Purchased by Investment Management	144,200
Total Price paid 	$3,028,200
% of Offering	3.65%
Fund	JPM Small Cap Growth
Account Number	169370
Trade Date	8/10/2006
Issuer	Evercore Partners (EVR) IPO
Cusip	29977A10
Shares	61,300
Offering Price	$21.00
Spread	$1.47
Cost	$1,287,300
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$557,653,109
% of Fund	0.23%
Total Shares Offered	3,950,000
Total Proceeds from IPO before discount	$82,950,000
Total Proceeds from IPO after discount	$77,143,500
Total Shares Purchased by Investment Management	144,200
Total Price paid 	$3,028,200
% of Offering	3.65%
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