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%