-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, KkhZ99q9PZuOM9+gDuF/BxkEaxtKv5xitBMHbMy8NoNMRvF0356b626oqheuACjK vYWnk9AFWRANKWVA0gOFtw== 0001325358-07-000205.txt : 20070430 0001325358-07-000205.hdr.sgml : 20070430 20070430155013 ACCESSION NUMBER: 0001325358-07-000205 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20070228 FILED AS OF DATE: 20070430 DATE AS OF CHANGE: 20070430 EFFECTIVENESS DATE: 20070430 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JPMorgan Institutional Trust CENTRAL INDEX KEY: 0001303608 IRS NUMBER: 201491791 STATE OF INCORPORATION: DE FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: NSAR-B SEC ACT: 1940 Act SEC FILE NUMBER: 811-21638 FILM NUMBER: 07800246 BUSINESS ADDRESS: STREET 1: C/O JPMORGAN DISTRIBUTION SERVICES, INC. STREET 2: 1111 POLARIS PARKWAY CITY: COLUMBUS STATE: OH ZIP: 43240 BUSINESS PHONE: 800-480-4111 MAIL ADDRESS: STREET 1: C/O JPMORGAN DISTRIBUTION SERVICES, INC. STREET 2: 1111 POLARIS PARKWAY CITY: COLUMBUS STATE: OH ZIP: 43240 0001303608 S000007336 JPMorgan Intermediate Bond Trust C000020140 JPMorgan Intermediate Bond Trust 0001303608 S000007337 JPMorgan Core Bond Trust C000020141 JPMorgan Core Bond Trust 0001303608 S000007338 JPMorgan Equity Index Trust C000020142 JPMorgan Equity Index Trust NSAR-B 1 answer.fil MAIN DOCUMENT 000 B00AA00 02/28/2007 000 C00AA00 0001303608 000 D00AA00 N 000 E00AA00 NF 000 F00AA00 Y 000 G00AA00 N 000 H00AA00 N 000 I00AA00 6.1 000 J00AA00 B 001 A00AA00 JPMORGAN INSTITUTIONAL TRUST 001 B00AA00 811-21638 001 C00AA00 8003431113 002 A00AA00 245 PARK AVENUE 002 B00AA00 NEW YORK 002 C00AA00 NY 002 D01AA00 10167 003 00AA00 N 004 00AA00 N 005 00AA00 N 006 00AA00 N 007 A00AA00 Y 007 B00AA00 3 007 C010100 1 007 C020100 JPMORGAN CORE BOND TRUST 007 C030100 N 007 C010200 2 007 C020200 JPMORGAN EQUITY INDEX TRUST 007 C030200 N 007 C010300 3 007 C020300 JPMORGAN INTERMEDIATE BOND TRUST 007 C030300 N 007 C010400 4 007 C010500 5 007 C010600 6 007 C010700 7 007 C010800 8 007 C010900 9 007 C011000 10 008 A00AA01 J.P. 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N 070 N010300 Y 070 N020300 Y 070 O010300 Y 070 O020300 N 070 P010300 Y 070 P020300 N 070 Q010300 N 070 Q020300 N 070 R010300 N 070 R020300 N 071 A000300 40316 071 B000300 41794 071 C000300 282716 071 D000300 14 072 A000300 12 072 B000300 14071 072 C000300 1434 072 D000300 0 072 E000300 34 072 F000300 939 072 G000300 313 072 H000300 0 072 I000300 0 072 J000300 90 072 K000300 0 072 L000300 4 072 M000300 14 072 N000300 0 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 38 072 S000300 12 072 T000300 0 072 U000300 0 072 V000300 0 072 W000300 31 072 X000300 1441 072 Y000300 972 072 Z000300 15070 072AA000300 0 072BB000300 292 072CC010300 2819 072CC020300 0 072DD010300 15076 072DD020300 0 072EE000300 0 073 A010300 0.4660 073 A020300 0.0000 073 B000300 0.0000 073 C000300 0.0000 074 A000300 0 074 B000300 10021 074 C000300 21500 074 D000300 291936 074 E000300 0 074 F000300 0 074 G000300 0 074 H000300 0 074 I000300 35463 074 J000300 19 074 K000300 0 074 L000300 2638 074 M000300 2 074 N000300 361579 074 O000300 2148 074 P000300 38 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 32074 074 S000300 0 074 T000300 327319 074 U010300 33552 074 U020300 0 074 V010300 9.76 074 V020300 0.00 074 W000300 0.0000 074 X000300 0 074 Y000300 0 075 A000300 0 075 B000300 312923 076 000300 0.00 SIGNATURE Stephanie J. Dorsey TITLE Treasurer EX-99.77B ACCT LTTR 2 jpmorganinstitutionaltrustn-.htm 

Report of Independent Registered Public Accounting Firm

To the Trustees and Shareholders
of JPMorgan Institutional Trust:

In planning and performing our audits of the financial statements of the JPMorgan Core Bond Trust, JPMorgan Equity Index Trust and JPMorgan Intermediate Bond Trust (each a portfolio of JPMorgan Institutional Trust, hereafter collectively referred to as the “Funds”) as of and for the year ended February 28, 2007, in accordance with the standards of the Public Company Accounting Oversight Board (United States), we considered the Funds’ internal control over financial reporting, including control activities for safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-SAR, but not for the purpose of expressing an opinion on the effectiveness of the Funds’ internal control over financial reporting. Accordingly, we do not express an opinion on the effectiveness of the Funds’ internal control over financial reporting.

The management of the Funds is responsible for establishing and maintaining effective internal control over financial reporting.  In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls.  A fund’s internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles.  Such internal control over financial reporting includes policies and procedures that provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a fund’s assets that could have a material effect on the financial statements.

Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements.  Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.

A control deficiency exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A significant deficiency is a control deficiency, or combination of control deficiencies, that adversely affects the funds’ ability to initiate, authorize, record, process or report external financial data reliably in accordance with generally accepted accounting principles such that there is more than a remote likelihood that a misstatement of the funds’ annual or interim financial statements that is more than inconsequential will not be prevented or detected.  A material weakness is a control deficiency, or combination of control deficiencies, that results in more than a remote likelihood that a material misstatement of the annual or interim financial statements will not be prevented or detected.

Our consideration of the Funds’ internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control over financial reporting that might be significant deficiencies or material weaknesses under standards established by the Public Company Accounting Oversight Board (United States).  However, we noted no deficiencies in the Funds’ internal control over financial reporting and its operation, including controls for safeguarding securities, that we consider to be material weaknesses as defined above as of February 28, 2007.






This report is intended solely for the information and use of management, the Trustees of JPMorgan Institutional Trust and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.


PricewaterhouseCoopers LLP
April 24, 2007

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2
EX-99.77O RULE 10F-3 3 a77o_10-f3feb07.htm 

Fund	Sumichin JPM - Japan
Account Number	166780
Trade Date	9/5/2006
Issuer	Capital One Financial Corporation (COF Floating Rate Notes September 10, 2009)
Cusip	14040HAP
Bonds	50,000
Offering Price	$100.00
Spread	$0.25
Cost	$50,000
Dealer Executing Trade	Deutsche Bank Grenfell
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,100,000,000
Total Proceeds from IPO before discount	$1,100,000,000
Total Proceeds from IPO after discount	$1,097,250,000
Total Bonds Purchased by JPMIM	37,525,000
Total Price paid 	$37,525,000
% of Offering	3.41%
Trustee	Bank of New York
Fund	JPM Enhanced Income
Account Number	165200
Trade Date	38,965
Issuer	Capital One Financial Corporation (COF Floating Rate Notes September 10, 2009)
Cusip	14040HAP
Bonds	$650,000
Offering Price	$100.00
Spread	$0
Cost	$650,000
Dealer Executing Trade	Deutsche Bank Grenfell
Total Fund Assets	$140,072,239
% of Fund	0.46%
Total Shares/Units/Bonds Offered	1,100,000,000
Total Proceeds from IPO before discount	$1,100,000,000
Total Proceeds from IPO after discount	$1,097,250,000
Total Bonds Purchased by JPMIM	37,525,000
Total Price paid 	$37,525,000
% of Offering	3.41%
Trustee	Bank of New York
Fund	JPM Short Term Bond
Account Number	160,990
Trade Date	9/5/2006
Issuer	Capital One Financial Corporation (COF 5.70% September 15, 2011)
Cusip	14040HAQ
Bonds	2,200,000
Offering Price	$100
Spread	$0.35
Cost	2,198,944
Dealer Executing Trade	Deutsche Bank Grenfell
Total Fund Assets	$1,542,555,331
% of Fund	0
Total Shares/Units/Bonds Offered	$1,100,000,000
Total Proceeds from IPO before discount	$1,099,472,000
Total Proceeds from IPO after discount	$1,095,622,000
Total Bonds Purchased by JPMIM	8,785,000
Total Price paid 	$8,780,783
% of Offering	0.80%
Trustee	Bank of New York
Fund	JPM Short Term Bond II
Account Number	$144,350.00
Trade Date	9/5/2006
Issuer	Capital One Financial Corporation (COF 5.70% September 15, 2011)
Cusip	14040HAQ
Bonds	$1,300,000
Offering Price	$99.95
Spread	0
Cost	$1,299,376
Dealer Executing Trade	Deutsche Bank Grenfell
Total Fund Assets	1,164,670,853
% of Fund	0.11%
Total Shares/Units/Bonds Offered	110000000000.00%
Total Proceeds from IPO before discount	$1,099,472,000
Total Proceeds from IPO after discount	$1,095,622,000
Total Bonds Purchased by JPMIM	8,785,000
Total Price paid 	$8,780,783
% of Offering	0.80%
Trustee	Bank of New York
Fund	JPM Bond Corporate Income
Account Number	$160,966.00
Trade Date	9/13/2006
Issuer	FPL Group Capital Inc. (FPL 6.35% October 1, 2066)
Cusip	302570AW
Bonds	136500000.00%
Offering Price	100
Spread	$1
Cost	$1,363,253
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	$5,757,503,505
% of Fund	0.02%
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$349,552,000
Total Proceeds from IPO after discount	$345,177,000
Total Bonds Purchased by JPMIM	10,405,000
Total Price paid 	$10,391,682
% of Offering	0
Trustee	Bank of New York
Fund	JPM Series II - Bond Portfolio
Account Number	$161,520
Trade Date	9/13/2006
Issuer	FPL Group Capital Inc. (FPL 6.35% October 1, 2066)
Cusip	302570AW
Bonds	65,000
Offering Price	$100
Spread	$1
Cost	64,917
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	$214,032,307
% of Fund	0.03%
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$349,552,000
Total Proceeds from IPO after discount	$345,177,000
Total Bonds Purchased by JPMIM	10,405,000
Total Price paid 	$10,391,682
% of Offering	2.97%
Trustee	Bank of New York
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	9/13/2006
Issuer	FPL Group Capital Inc. (FPL 6.35% October 1, 2066)
Cusip	302570AW
Bonds	$1,140,000
Offering Price	$100
Spread	1
Cost	$1,138,541
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$349,552,000
Total Proceeds from IPO after discount	$345,177,000
Total Bonds Purchased by JPMIM	10,405,000
Total Price paid 	$10,391,682.00
% of Offering	2.97%
Trustee	Bank of New York
Fund	EQ/JPM Core Bond Portfolio
Account Number	$163,240
Trade Date	9/13/2006
Issuer	FPL Group Capital Inc. (FPL 6.35% October 1, 2066)
Cusip	302570AW
Bonds	$1,140,000
Offering Price	100
Spread	$1
Cost	$1,138,541
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$349,552,000
Total Proceeds from IPO after discount	345,177,000
Total Bonds Purchased by JPMIM	$10,405,000.00
Total Price paid 	$10,391,682.00
% of Offering	2.97%
Trustee	Bank of New York
Fund	Pacific Life Insurance Company
Account Number	23876000.00%
Trade Date	38,973
Issuer	FPL Group Capital Inc. (FPL 6.35% October 1, 2066)
Cusip	302570AW
Bonds	555,000
Offering Price	$100
Spread	$1.25
Cost	$554,290
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	349,552,000
Total Proceeds from IPO after discount	$345,177,000.00
Total Bonds Purchased by JPMIM	$10,405,000.00
Total Price paid 	$10,391,682
% of Offering	2.97%
Trustee	Bank of New York
Fund	GVIT Balanced - JPMIS Cust.
Account Number	165,120
Trade Date	9/13/2006
Issuer	FPL Group Capital Inc. (FPL 6.35% October 1, 2066)
Cusip	302570AW
Bonds	$55,000
Offering Price	$99.87
Spread	$1.25
Cost	$54,930
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$349,552,000.00
Total Proceeds from IPO after discount	$345,177,000.00
Total Bonds Purchased by JPMIM	$10,405,000
Total Price paid 	$10,391,682
% of Offering	2.97%
Trustee	Bank of New York
Fund	JPM Diversified - Fixed
Account Number	$160,975
Trade Date	9/13/2006
Issuer	FPL Group Capital Inc. (FPL 6.35% October 1, 2066)
Cusip	302570AW
Bonds	7500000.00%
Offering Price	$99.87
Spread	$1.25
Cost	$74,904
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	$258,446,619
% of Fund	0
Total Shares/Units/Bonds Offered	$350,000,000.00
Total Proceeds from IPO before discount	$349,552,000.00
Total Proceeds from IPO after discount	$345,177,000
Total Bonds Purchased by JPMIM	10,405,000
Total Price paid 	$10,391,682
% of Offering	2.97%
Trustee	Bank of New York
Fund	Nationwide Life Insurance Company
Account Number	$171,010
Trade Date	38,973
Issuer	FPL Group Capital Inc. (FPL 6.35% October 1, 2066)
Cusip	302570AW
Bonds	100,000
Offering Price	$99.87
Spread	$1.25
Cost	$99,872
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	$350,000,000.00
Total Proceeds from IPO before discount	$349,552,000
Total Proceeds from IPO after discount	$345,177,000
Total Bonds Purchased by JPMIM	$10,405,000
Total Price paid 	$10,391,682
% of Offering	0
Trustee	Bank of New York
Fund	Hartford RVP Public Bond (A)
Account Number	162,810
Trade Date	9/13/2006
Issuer	FPL Group Capital Inc. (FPL 6.35% October 1, 2066)
Cusip	302570AW
Bonds	115,000
Offering Price	$99.87
Spread	$1.25
Cost	$114,853
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	$350,000,000
Total Proceeds from IPO before discount	$349,552,000
Total Proceeds from IPO after discount	$345,177,000
Total Bonds Purchased by JPMIM	1040500000.00%
Total Price paid 	10,391,682
% of Offering	2.97%
Trustee	Bank of New York
Fund	Hartford RVP Active Fixed Income Plus
Account Number	$162,870
Trade Date	9/13/2006
Issuer	FPL Group Capital Inc. (FPL 6.35% October 1, 2066)
Cusip	302570AW
Bonds	4/6/2858
Offering Price	$99.87
Spread	$1.25
Cost	349,552
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$349,552,000
Total Proceeds from IPO after discount	$345,177,000
Total Bonds Purchased by JPMIM	10,405,000
Total Price paid 	$10,391,682
% of Offering	2.97%
Trustee	Bank of New York
Fund	Hartford RVP Public Bond Plus
Account Number	16288000.00%
Trade Date	9/13/2006
Issuer	FPL Group Capital Inc. (FPL 6.35% October 1, 2066)
Cusip	302570AW
Bonds	130,000
Offering Price	$99.87
Spread	1
Cost	$129,834.00
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$349,552,000
Total Proceeds from IPO after discount	345,177,000
Total Bonds Purchased by JPMIM	$10,405,000
Total Price paid 	$10,391,682
% of Offering	0
Trustee	Bank of New York
Fund	Hartford RVP Public Bond (B)
Account Number	164680
Trade Date	9/13/2006
Issuer	FPL Group Capital Inc. (FPL 6.35% October 1, 2066)
Cusip	302570AW
Bonds	25,000
Offering Price	100
Spread	$1.25
Cost	$24,968.00
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	349,552,000
Total Proceeds from IPO after discount	$345,177,000
Total Bonds Purchased by JPMIM	$10,405,000
Total Price paid 	10,391,682
% of Offering	2.97%
Trustee	Bank of New York
Fund	Hartford RVP U.S. Bond
Account Number	165410
Trade Date	9/13/2006
Issuer	FPL Group Capital Inc. (FPL 6.35% October 1, 2066)
Cusip	302570AW
Bonds	110,000
Offering Price	$99.87
Spread	$1.25
Cost	$109,859
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$349,552,000
Total Proceeds from IPO after discount	$345,177,000
Total Bonds Purchased by JPMIM	10,405,000
Total Price paid 	$10,391,682
% of Offering	2.97%
Trustee	Bank of New York
Fund	General Americn Life Insurance
Account Number	1/18/2360
Trade Date	9/13/2006
Issuer	FPL Group Capital Inc. (FPL 6.35% October 1, 2066)
Cusip	302570AW
Bonds	$60,000.00
Offering Price	$99.87
Spread	$1
Cost	$59,923
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	$350,000,000
Total Proceeds from IPO before discount	$349,552,000
Total Proceeds from IPO after discount	345,177,000
Total Bonds Purchased by JPMIM	$10,405,000
Total Price paid 	$10,391,682
% of Offering	2.97%
Trustee	Bank of New York
Fund	JPM  Strategic Income
Account Number	162530
Trade Date	9/13/2006
Issuer	FPL Group Capital Inc. (FPL 6.35% October 1, 2066)
Cusip	302570AW
Bonds	$20,000.00
Offering Price	$100
Spread	$1.25
Cost	$19,974
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	40,364,224
% of Fund	0.05%
Total Shares/Units/Bonds Offered	$350,000,000
Total Proceeds from IPO before discount	349,552,000
Total Proceeds from IPO after discount	$345,177,000
Total Bonds Purchased by JPMIM	1040500000.00%
Total Price paid 	$10,391,682
% of Offering	2.97%
Trustee	Bank of New York
Fund	Cambridge Fonds - JPM AG
Account Number	168390
Trade Date	38,973
Issuer	FPL Group Capital Inc. (FPL 6.35% October 1, 2066)
Cusip	302570AW
Bonds	$225,000
Offering Price	$99.87
Spread	$1.25
Cost	$224,712
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	350,000,000
Total Proceeds from IPO before discount	$349,552,000
Total Proceeds from IPO after discount	$345,177,000
Total Bonds Purchased by JPMIM	10,405,000
Total Price paid 	$10,391,682
% of Offering	2.97%
Trustee	Bank of New York
Fund	MLP Bank AG
Account Number	173,240
Trade Date	9/13/2006
Issuer	FPL Group Capital Inc. (FPL 6.35% October 1, 2066)
Cusip	302570AW
Bonds	80,000
Offering Price	$100
Spread	$1.25
Cost	79,898
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	$350,000,000
Total Proceeds from IPO before discount	$349,552,000
Total Proceeds from IPO after discount	$345,177,000
Total Bonds Purchased by JPMIM	10,405,000
Total Price paid 	$10,391,682
% of Offering	2.97%
Trustee	Bank of New York
Fund	Nationwide Life Insurance Company
Account Number	$171,010.00
Trade Date	9/14/2006
Issuer	Goldman Sachs Group Inc (GS 5.75% October 1, 2016)
Cusip	38141GER
Bonds	700,000
Offering Price	$99.66
Spread	0
Cost	$697,606
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	150000000000.00%
Total Proceeds from IPO before discount	$1,494,870,000
Total Proceeds from IPO after discount	$1,488,120,000
Total Bonds Purchased by JPMIM	66,650,000
Total Price paid 	$66,422,057
% of Offering	4.44%
Trustee	Bank of New York
Fund	Hartford RVP U.S. Bond
Account Number	$165,410.00
Trade Date	9/14/2006
Issuer	Goldman Sachs Group Inc (GS 5.75% October 1, 2016)
Cusip	38141GER
Bonds	77000000.00%
Offering Price	100
Spread	$0
Cost	$767,367
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	$1,494,870,000
Total Proceeds from IPO after discount	$1,488,120,000
Total Bonds Purchased by JPMIM	66,650,000
Total Price paid 	$66,422,057
% of Offering	4.44%
Trustee	Bank of New York
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	9/15/2006
Issuer	Lyondell Chemical Company (LYO 8.00% September 14, 2014)
Cusip	552078AW
Bonds	30,000
Offering Price	$100.00
Spread	$1.44
Cost	$30,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	875,000,000
Total Proceeds from IPO before discount	$875,000,000
Total Proceeds from IPO after discount	$862,400,000
Total Bonds Purchased by JPMIM	2,585,000
Total Price paid 	$2,585,000
% of Offering	0.30%
Trustee	Bank of New York
Fund	Managers High Yield
Account Number	145730
Trade Date	9/15/2006
Issuer	Lyondell Chemical Company (LYO 8.00% September 14, 2014)
Cusip	552078AW
Bonds	30,000
Offering Price	$100.00
Spread	$1.44
Cost	$30,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	875,000,000
Total Proceeds from IPO before discount	$875,000,000
Total Proceeds from IPO after discount	$862,400,000
Total Bonds Purchased by JPMIM	2,585,000
Total Price paid 	$2,585,000
% of Offering	0.30%
Trustee	Bank of New York
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	9/15/2006
Issuer	Lyondell Chemical Company (LYO 8.00% September 14, 2014)
Cusip	552078AW
Bonds	120,000
Offering Price	$100.00
Spread	$1.44
Cost	$120,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	875,000,000
Total Proceeds from IPO before discount	$875,000,000
Total Proceeds from IPO after discount	$862,400,000
Total Bonds Purchased by JPMIM	2,585,000
Total Price paid 	$2,585,000
% of Offering	0.30%
Trustee	Bank of New York
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	9/15/2006
Issuer	Lyondell Chemical Company (LYO 8.00% September 14, 2014)
Cusip	552078AW
Bonds	95,000
Offering Price	$100.00
Spread	$1.44
Cost	$95,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	875,000,000
Total Proceeds from IPO before discount	$875,000,000
Total Proceeds from IPO after discount	$862,400,000
Total Bonds Purchased by JPMIM	2,585,000
Total Price paid 	$2,585,000
% of Offering	0.30%
Trustee	Bank of New York
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	9/15/2006
Issuer	Lyondell Chemical Company (LYO 8.00% September 14, 2014)
Cusip	552078AW
Bonds	30,000
Offering Price	$100.00
Spread	$1.44
Cost	$30,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	875,000,000
Total Proceeds from IPO before discount	$875,000,000
Total Proceeds from IPO after discount	$862,400,000
Total Bonds Purchased by JPMIM	2,585,000
Total Price paid 	$2,585,000
% of Offering	0.30%
Trustee	Bank of New York
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	9/15/2006
Issuer	Lyondell Chemical Company (LYO 8.00% September 14, 2014)
Cusip	552078AW
Bonds	50,000
Offering Price	$100.00
Spread	$1.44
Cost	$50,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	875,000,000
Total Proceeds from IPO before discount	$875,000,000
Total Proceeds from IPO after discount	$862,400,000
Total Bonds Purchased by JPMIM	2,585,000
Total Price paid 	$2,585,000
% of Offering	0.30%
Trustee	Bank of New York
Fund	MI-Fonds 901
Account Number	167370
Trade Date	9/15/2006
Issuer	Lyondell Chemical Company (LYO 8.00% September 14, 2014)
Cusip	552078AW
Bonds	150,000
Offering Price	$100.00
Spread	$1.44
Cost	$150,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	875,000,000
Total Proceeds from IPO before discount	$875,000,000
Total Proceeds from IPO after discount	$862,400,000
Total Bonds Purchased by JPMIM	2,585,000
Total Price paid 	$2,585,000
% of Offering	0.30%
Trustee	Bank of New York
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	9/15/2006
Issuer	Lyondell Chemical Company (LYO 8.25% September 15, 2016)
Cusip	552078AX
Bonds	30,000
Offering Price	$100.00
Spread	$1.44
Cost	$30,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	900,000,000
Total Proceeds from IPO before discount	$900,000,000
Total Proceeds from IPO after discount	$887,040,000
Total Bonds Purchased by JPMIM	1,185,000
Total Price paid 	$1,185,000
% of Offering	0.13%
Trustee	Bank of New York
Fund	Managers High Yield
Account Number	145730
Trade Date	9/15/2006
Issuer	Lyondell Chemical Company (LYO 8.25% September 15, 2016)
Cusip	552078AX
Bonds	30,000
Offering Price	$100.00
Spread	$1.44
Cost	$30,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	900,000,000
Total Proceeds from IPO before discount	$900,000,000
Total Proceeds from IPO after discount	$887,040,000
Total Bonds Purchased by JPMIM	1,185,000
Total Price paid 	$1,185,000
% of Offering	0.13%
Trustee	Bank of New York
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	9/15/2006
Issuer	Lyondell Chemical Company (LYO 8.25% September 15, 2016)
Cusip	552078AX
Bonds	120,000
Offering Price	$100.00
Spread	$1.44
Cost	$120,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	900,000,000
Total Proceeds from IPO before discount	$900,000,000
Total Proceeds from IPO after discount	$887,040,000
Total Bonds Purchased by JPMIM	1,185,000
Total Price paid 	$1,185,000
% of Offering	0.13%
Trustee	Bank of New York
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	9/15/2006
Issuer	Lyondell Chemical Company (LYO 8.25% September 15, 2016)
Cusip	552078AX
Bonds	95,000
Offering Price	$100.00
Spread	$1.44
Cost	$95,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	900,000,000
Total Proceeds from IPO before discount	$900,000,000
Total Proceeds from IPO after discount	$887,040,000
Total Bonds Purchased by JPMIM	1,185,000
Total Price paid 	$1,185,000
% of Offering	0.13%
Trustee	Bank of New York
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	9/15/2006
Issuer	Lyondell Chemical Company (LYO 8.25% September 15, 2016)
Cusip	552078AX
Bonds	30,000
Offering Price	$100.00
Spread	$1.44
Cost	$30,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	900,000,000
Total Proceeds from IPO before discount	$900,000,000
Total Proceeds from IPO after discount	$887,040,000
Total Bonds Purchased by JPMIM	1,185,000
Total Price paid 	$1,185,000
% of Offering	0.13%
Trustee	Bank of New York
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	9/15/2006
Issuer	Lyondell Chemical Company (LYO 8.25% September 15, 2016)
Cusip	552078AX
Bonds	50,000
Offering Price	$100.00
Spread	$1.44
Cost	$50,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	900,000,000
Total Proceeds from IPO before discount	$900,000,000
Total Proceeds from IPO after discount	$887,040,000
Total Bonds Purchased by JPMIM	1,185,000
Total Price paid 	$1,185,000
% of Offering	0.13%
Trustee	Bank of New York
Fund	MI-Fonds 901
Account Number	167370
Trade Date	9/15/2006
Issuer	Lyondell Chemical Company (LYO 8.25% September 15, 2016)
Cusip	552078AX
Bonds	150,000
Offering Price	$100.00
Spread	$1.44
Cost	$150,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	900,000,000
Total Proceeds from IPO before discount	$900,000,000
Total Proceeds from IPO after discount	$887,040,000
Total Bonds Purchased by JPMIM	1,185,000
Total Price paid 	$1,185,000
% of Offering	0.13%
Trustee	Bank of New York
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	9/20/2006
Issuer	Ras Laffan Natural Gas Limited (3) (RASGAS 5.832% September 30, 2016 144A)
Cusip	75405UAB
Bonds	2,995,000
Offering Price	$100.00
Spread	$0.25
Cost	$2,995,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$5,757,503,505
% of Fund	0.05%
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$748,125,000
Total Bonds Purchased by JPMIM	58,745,000
Total Price paid 	$58,745,000
% of Offering	7.83%
Trustee	Citibank, N.A.
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	9/20/2006
Issuer	Ras Laffan Natural Gas Limited (3) (RASGAS 5.832% September 30, 2016 144A)
Cusip	75405UAB
Bonds	280,000
Offering Price	$100.00
Spread	$0.25
Cost	$280,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$214,032,307
% of Fund	0.13%
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$748,125,000
Total Bonds Purchased by JPMIM	58,745,000
Total Price paid 	$58,745,000
% of Offering	7.83%
Trustee	Citibank, N.A.
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	9/20/2006
Issuer	Ras Laffan Natural Gas Limited (3) (RASGAS 5.832% September 30, 2016 144A)
Cusip	75405UAB
Bonds	2,465,000
Offering Price	$100.00
Spread	$0.25
Cost	$2,465,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$748,125,000
Total Bonds Purchased by JPMIM	58,745,000
Total Price paid 	$58,745,000
% of Offering	7.83%
Trustee	Citibank, N.A.
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	9/20/2006
Issuer	Ras Laffan Natural Gas Limited (3) (RASGAS 5.832% September 30, 2016 144A)
Cusip	75405UAB
Bonds	2,495,000
Offering Price	$100.00
Spread	$0.25
Cost	$2,495,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$748,125,000
Total Bonds Purchased by JPMIM	58,745,000
Total Price paid 	$58,745,000
% of Offering	7.83%
Trustee	Citibank, N.A.
Fund	Pacific Life Insurance Company
Account Number	238760
Trade Date	9/20/2006
Issuer	Ras Laffan Natural Gas Limited (3) (RASGAS 5.832% September 30, 2016 144A)
Cusip	75405UAB
Bonds	1,220,000
Offering Price	$100.00
Spread	$0.25
Cost	$1,220,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$748,125,000
Total Bonds Purchased by JPMIM	58,745,000
Total Price paid 	$58,745,000
% of Offering	7.83%
Trustee	Citibank, N.A.
Fund	GVIT Balanced - JPMIS Cust.
Account Number	165120
Trade Date	9/20/2006
Issuer	Ras Laffan Natural Gas Limited (3) (RASGAS 5.832% September 30, 2016 144A)
Cusip	75405UAB
Bonds	250,000
Offering Price	$100.00
Spread	$0.25
Cost	$250,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$748,125,000
Total Bonds Purchased by JPMIM	58,745,000
Total Price paid 	$58,745,000
% of Offering	7.83%
Trustee	Citibank, N.A.
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	9/20/2006
Issuer	Ras Laffan Natural Gas Limited (3) (RASGAS 5.832% September 30, 2016 144A)
Cusip	75405UAB
Bonds	255,000
Offering Price	$100.00
Spread	$0.25
Cost	$255,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$258,446,619
% of Fund	0.10%
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$748,125,000
Total Bonds Purchased by JPMIM	58,745,000
Total Price paid 	$58,745,000
% of Offering	7.83%
Trustee	Citibank, N.A.
Fund	Nationwide Life Insurance Company
Account Number	171010
Trade Date	9/20/2006
Issuer	Ras Laffan Natural Gas Limited (3) (RASGAS 5.832% September 30, 2016 144A)
Cusip	75405UAB
Bonds	445,000
Offering Price	$100.00
Spread	$0.25
Cost	$445,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$748,125,000
Total Bonds Purchased by JPMIM	58,745,000
Total Price paid 	$58,745,000
% of Offering	7.83%
Trustee	Citibank, N.A.
Fund	Hartford RVP Public Bond (A)
Account Number	162810
Trade Date	9/20/2006
Issuer	Ras Laffan Natural Gas Limited (3) (RASGAS 5.832% September 30, 2016 144A)
Cusip	75405UAB
Bonds	255,000
Offering Price	$100.00
Spread	$0.25
Cost	$255,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$748,125,000
Total Bonds Purchased by JPMIM	58,745,000
Total Price paid 	$58,745,000
% of Offering	7.83%
Trustee	Citibank, N.A.
Fund	Hartford RVP Active Fixed Income Plus
Account Number	162870
Trade Date	9/20/2006
Issuer	Ras Laffan Natural Gas Limited (3) (RASGAS 5.832% September 30, 2016 144A)
Cusip	75405UAB
Bonds	760,000
Offering Price	$100.00
Spread	$0.25
Cost	$760,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$748,125,000
Total Bonds Purchased by JPMIM	58,745,000
Total Price paid 	$58,745,000
% of Offering	7.83%
Trustee	Citibank, N.A.
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	9/20/2006
Issuer	Ras Laffan Natural Gas Limited (3) (RASGAS 5.832% September 30, 2016 144A)
Cusip	75405UAB
Bonds	285,000
Offering Price	$100.00
Spread	$0.25
Cost	$285,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$748,125,000
Total Bonds Purchased by JPMIM	58,745,000
Total Price paid 	$58,745,000
% of Offering	7.83%
Trustee	Citibank, N.A.
Fund	General Americn Life Insurance
Account Number	168030
Trade Date	9/20/2006
Issuer	Ras Laffan Natural Gas Limited (3) (RASGAS 5.832% September 30, 2016 144A)
Cusip	75405UAB
Bonds	265,000
Offering Price	$100.00
Spread	$0.25
Cost	$265,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$748,125,000
Total Bonds Purchased by JPMIM	58,745,000
Total Price paid 	$58,745,000
% of Offering	7.83%
Trustee	Citibank, N.A.
Fund	Cambridge Fonds - JPM AG
Account Number	168390
Trade Date	9/20/2006
Issuer	Ras Laffan Natural Gas Limited (3) (RASGAS 5.832% September 30, 2016 144A)
Cusip	75405UAB
Bonds	500,000
Offering Price	$100.00
Spread	$0.25
Cost	$500,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$748,125,000
Total Bonds Purchased by JPMIM	58,745,000
Total Price paid 	$58,745,000
% of Offering	7.83%
Trustee	Citibank, N.A.
Fund	MLP Bank AG
Account Number	173240
Trade Date	9/20/2006
Issuer	Ras Laffan Natural Gas Limited (3) (RASGAS 5.832% September 30, 2016 144A)
Cusip	75405UAB
Bonds	345,000
Offering Price	$100.00
Spread	$0.25
Cost	$345,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$748,125,000
Total Bonds Purchased by JPMIM	58,745,000
Total Price paid 	$58,745,000
% of Offering	7.83%
Trustee	Citibank, N.A.
Fund	JPMorgan Investment Funds - US Bond  - Ext Cash
Account Number	162617
Trade Date	9/26/2006
Issuer	DaimlerChrysler Auto Trust 2006-C A2 (DCAT 2006-C A2 5.25% May 8, 2009)
Cusip	233875AA
Bonds	4,900,000
Offering Price	$100.00
Spread	$0.16
Cost	$4,900,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	560,000,000
Total Proceeds from IPO before discount	$560,000,000
Total Proceeds from IPO after discount	$559,090,000
Total Bonds Purchased by JPMIM	20,000,000
Total Price paid 	$20,000,000
% of Offering	3.57%
Trustee	Bank Trust Company Americas
Fund	EQ/ JPM CORE BOND PORTFOLIO - EXTENDED
Account Number	163243
Trade Date	9/26/2006
Issuer	DaimlerChrysler Auto Trust 2006-C A2 (DCAT 2006-C A2 5.25% May 8, 2009)
Cusip	233875AA
Bonds	4,900,000
Offering Price	$100.00
Spread	$0.16
Cost	$4,900,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	560,000,000
Total Proceeds from IPO before discount	$560,000,000
Total Proceeds from IPO after discount	$559,090,000
Total Bonds Purchased by JPMIM	20,000,000
Total Price paid 	$20,000,000
% of Offering	3.57%
Trustee	Bank Trust Company Americas
Fund	Hartford RVP Active Fixed Income Plus
Account Number	162873
Trade Date	9/26/2006
Issuer	DaimlerChrysler Auto Trust 2006-C A2 (DCAT 2006-C A2 5.25% May 8, 2009)
Cusip	233875AA
Bonds	1,500,000
Offering Price	$100.00
Spread	$0.16
Cost	$1,500,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	560,000,000
Total Proceeds from IPO before discount	$560,000,000
Total Proceeds from IPO after discount	$559,090,000
Total Bonds Purchased by JPMIM	20,000,000
Total Price paid 	$20,000,000
% of Offering	3.57%
Trustee	Bank Trust Company Americas
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	9/26/2006
Issuer	Dominion Resources, Inc. (D Floating Rate Notes September 30, 2066)
Cusip	25746UAZ
Bonds	2,695,000
Offering Price	$99.83
Spread	$1.50
Cost	$2,690,445
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$5,757,503,505
% of Fund	0.05%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$499,155,000
Total Proceeds from IPO after discount	$491,655,000
Total Bonds Purchased by JPMIM	41,865,000
Total Price paid 	$41,794,248
% of Offering	8.37%
Trustee	JPMC
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	9/26/2006
Issuer	Dominion Resources, Inc. (D Floating Rate Notes September 30, 2066)
Cusip	25746UAZ
Bonds	125,000
Offering Price	$99.83
Spread	$1.50
Cost	$124,789
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$214,032,307
% of Fund	0.06%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$499,155,000
Total Proceeds from IPO after discount	$491,655,000
Total Bonds Purchased by JPMIM	41,865,000
Total Price paid 	$41,794,248
% of Offering	8.37%
Trustee	JPMC
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	9/26/2006
Issuer	Dominion Resources, Inc. (D Floating Rate Notes September 30, 2066)
Cusip	25746UAZ
Bonds	2,250,000
Offering Price	$99.83
Spread	$1.50
Cost	$2,246,198
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$499,155,000
Total Proceeds from IPO after discount	$491,655,000
Total Bonds Purchased by JPMIM	41,865,000
Total Price paid 	$41,794,248
% of Offering	8.37%
Trustee	JPMC
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	9/26/2006
Issuer	Dominion Resources, Inc. (D Floating Rate Notes September 30, 2066)
Cusip	25746UAZ
Bonds	2,240,000
Offering Price	$99.83
Spread	$1.50
Cost	$2,236,214
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$499,155,000
Total Proceeds from IPO after discount	$491,655,000
Total Bonds Purchased by JPMIM	41,865,000
Total Price paid 	$41,794,248
% of Offering	8.37%
Trustee	JPMC
Fund	Pacific Life Insurance Company
Account Number	238760
Trade Date	9/26/2006
Issuer	Dominion Resources, Inc. (D Floating Rate Notes September 30, 2066)
Cusip	25746UAZ
Bonds	1,100,000
Offering Price	$99.83
Spread	$1.50
Cost	$1,098,141
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$499,155,000
Total Proceeds from IPO after discount	$491,655,000
Total Bonds Purchased by JPMIM	41,865,000
Total Price paid 	$41,794,248
% of Offering	8.37%
Trustee	JPMC
Fund	JPM Short Term Bond
Account Number	160990
Trade Date	9/26/2006
Issuer	Dominion Resources, Inc. (D Floating Rate Notes September 30, 2066)
Cusip	25746UAZ
Bonds	2,000,000
Offering Price	$99.83
Spread	$1.50
Cost	$1,996,620
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$1,542,555,331
% of Fund	0.13%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$499,155,000
Total Proceeds from IPO after discount	$491,655,000
Total Bonds Purchased by JPMIM	41,865,000
Total Price paid 	$41,794,248
% of Offering	8.37%
Trustee	JPMC
Fund	GVIT Balanced - JPMIS Cust.
Account Number	165120
Trade Date	9/26/2006
Issuer	Dominion Resources, Inc. (D Floating Rate Notes September 30, 2066)
Cusip	25746UAZ
Bonds	110,000
Offering Price	$99.83
Spread	$1.50
Cost	$109,814
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$499,155,000
Total Proceeds from IPO after discount	$491,655,000
Total Bonds Purchased by JPMIM	41,865,000
Total Price paid 	$41,794,248
% of Offering	8.37%
Trustee	JPMC
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	9/26/2006
Issuer	Dominion Resources, Inc. (D Floating Rate Notes September 30, 2066)
Cusip	25746UAZ
Bonds	150,000
Offering Price	$99.83
Spread	$1.50
Cost	$149,747
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$258,446,619
% of Fund	0.06%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$499,155,000
Total Proceeds from IPO after discount	$491,655,000
Total Bonds Purchased by JPMIM	41,865,000
Total Price paid 	$41,794,248
% of Offering	8.37%
Trustee	JPMC
Fund	Hartford RVP Active Fixed Income Plus
Account Number	162870
Trade Date	9/26/2006
Issuer	Dominion Resources, Inc. (D Floating Rate Notes September 30, 2066)
Cusip	25746UAZ
Bonds	680,000
Offering Price	$99.83
Spread	$1.50
Cost	$678,851
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$499,155,000
Total Proceeds from IPO after discount	$491,655,000
Total Bonds Purchased by JPMIM	41,865,000
Total Price paid 	$41,794,248
% of Offering	8.37%
Trustee	JPMC
Fund	General Americn Life Insurance
Account Number	168030
Trade Date	9/26/2006
Issuer	Dominion Resources, Inc. (D Floating Rate Notes September 30, 2066)
Cusip	25746UAZ
Bonds	120,000
Offering Price	$99.83
Spread	$1.50
Cost	$119,797
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$499,155,000
Total Proceeds from IPO after discount	$491,655,000
Total Bonds Purchased by JPMIM	41,865,000
Total Price paid 	$41,794,248
% of Offering	8.37%
Trustee	JPMC
Fund	MLP Bank AG
Account Number	173240
Trade Date	9/26/2006
Issuer	Dominion Resources, Inc. (D Floating Rate Notes September 30, 2066)
Cusip	25746UAZ
Bonds	155,000
Offering Price	$99.83
Spread	$1.50
Cost	$154,738
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$499,155,000
Total Proceeds from IPO after discount	$491,655,000
Total Bonds Purchased by JPMIM	41,865,000
Total Price paid 	$41,794,248
% of Offering	8.37%
Trustee	JPMC
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	9/26/2006
Issuer	Service Corporation International (SCI 7.375% October 1, 2014 144A)
Cusip	817565BG
Bonds	15,000
Offering Price	$100.00
Spread	$2.00
Cost	$15,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,000,000
Total Bonds Purchased by JPMIM	1,500,000
Total Price paid 	$1,500,000
% of Offering	0.60%
Trustee	Bank of New York
Fund	Managers High Yield
Account Number	145730
Trade Date	9/26/2006
Issuer	Service Corporation International (SCI 7.375% October 1, 2014 144A)
Cusip	817565BG
Bonds	15,000
Offering Price	$100.00
Spread	$2.00
Cost	$15,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,000,000
Total Bonds Purchased by JPMIM	1,500,000
Total Price paid 	$1,500,000
% of Offering	0.60%
Trustee	Bank of New York
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	9/26/2006
Issuer	Service Corporation International (SCI 7.375% October 1, 2014 144A)
Cusip	817565BG
Bonds	60,000
Offering Price	$100.00
Spread	$2.00
Cost	$60,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,000,000
Total Bonds Purchased by JPMIM	1,500,000
Total Price paid 	$1,500,000
% of Offering	0.60%
Trustee	Bank of New York
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	9/26/2006
Issuer	Service Corporation International (SCI 7.375% October 1, 2014 144A)
Cusip	817565BG
Bonds	50,000
Offering Price	$100.00
Spread	$2.00
Cost	$50,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,000,000
Total Bonds Purchased by JPMIM	1,500,000
Total Price paid 	$1,500,000
% of Offering	0.60%
Trustee	Bank of New York
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	9/26/2006
Issuer	Service Corporation International (SCI 7.375% October 1, 2014 144A)
Cusip	817565BG
Bonds	15,000
Offering Price	$100.00
Spread	$2.00
Cost	$15,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,000,000
Total Bonds Purchased by JPMIM	1,500,000
Total Price paid 	$1,500,000
% of Offering	0.60%
Trustee	Bank of New York
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	9/26/2006
Issuer	Service Corporation International (SCI 7.375% October 1, 2014 144A)
Cusip	817565BG
Bonds	25,000
Offering Price	$100.00
Spread	$2.00
Cost	$25,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,000,000
Total Bonds Purchased by JPMIM	1,500,000
Total Price paid 	$1,500,000
% of Offering	0.60%
Trustee	Bank of New York
Fund	MI-Fonds 901
Account Number	167370
Trade Date	9/26/2006
Issuer	Service Corporation International (SCI 7.375% October 1, 2014 144A)
Cusip	817565BG
Bonds	75,000
Offering Price	$100.00
Spread	$2.00
Cost	$75,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,000,000
Total Bonds Purchased by JPMIM	1,500,000
Total Price paid 	$1,500,000
% of Offering	0.60%
Trustee	Bank of New York
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	9/26/2006
Issuer	Service Corporation International (SCI 7.625% October 1, 2018 144A)
Cusip	817565BK
Bonds	15,000
Offering Price	$100.00
Spread	$2.00
Cost	$15,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,000,000
Total Bonds Purchased by JPMIM	500,000
Total Price paid 	$500,000
% of Offering	0.20%
Trustee	Bank of New York
Fund	Managers High Yield
Account Number	145730
Trade Date	9/26/2006
Issuer	Service Corporation International (SCI 7.625% October 1, 2018 144A)
Cusip	817565BK
Bonds	15,000
Offering Price	$100.00
Spread	$2.00
Cost	$15,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,000,000
Total Bonds Purchased by JPMIM	500,000
Total Price paid 	$500,000
% of Offering	0.20%
Trustee	Bank of New York
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	9/26/2006
Issuer	Service Corporation International (SCI 7.625% October 1, 2018 144A)
Cusip	817565BK
Bonds	60,000
Offering Price	$100.00
Spread	$2.00
Cost	$60,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,000,000
Total Bonds Purchased by JPMIM	500,000
Total Price paid 	$500,000
% of Offering	0.20%
Trustee	Bank of New York
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	9/26/2006
Issuer	Service Corporation International (SCI 7.625% October 1, 2018 144A)
Cusip	817565BK
Bonds	50,000
Offering Price	$100.00
Spread	$2.00
Cost	$50,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,000,000
Total Bonds Purchased by JPMIM	500,000
Total Price paid 	$500,000
% of Offering	0.20%
Trustee	Bank of New York
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	9/26/2006
Issuer	Service Corporation International (SCI 7.625% October 1, 2018 144A)
Cusip	817565BK
Bonds	15,000
Offering Price	$100.00
Spread	$2.00
Cost	$15,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,000,000
Total Bonds Purchased by JPMIM	500,000
Total Price paid 	$500,000
% of Offering	0.20%
Trustee	Bank of New York
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	9/26/2006
Issuer	Service Corporation International (SCI 7.625% October 1, 2018 144A)
Cusip	817565BK
Bonds	25,000
Offering Price	$100.00
Spread	$2.00
Cost	$25,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,000,000
Total Bonds Purchased by JPMIM	500,000
Total Price paid 	$500,000
% of Offering	0.20%
Trustee	Bank of New York
Fund	MI-Fonds 901
Account Number	167370
Trade Date	9/26/2006
Issuer	Service Corporation International (SCI 7.625% October 1, 2018 144A)
Cusip	817565BK
Bonds	75,000
Offering Price	$100.00
Spread	$2.00
Cost	$75,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,000,000
Total Bonds Purchased by JPMIM	500,000
Total Price paid 	$500,000
% of Offering	0.20%
Trustee	Bank of New York








Fund	JPM Capital Growth
Account Number	152890
Trade Date	9/21/2006
Issuer	Time Warner Telecom (TWTC)  Secondary
Cusip	88731910
Shares	9,600
Offering Price	$17.50
Spread	$0.66
Cost	$168,000
Dealer Executing Trade	Utendahl Capital Corp
Total Fund Assets	$853,436,122
% of Fund	0.02%
Total Shares Offered	39,660,598
Total Proceeds from IPO before discount	$694,060,465
Total Proceeds from IPO after discount	$668,031,215
Total Shares Purchased by Investment Management	1,440,000
Total Price paid 	$25,200,000
% of Offering	3.63%
Fund	JPM Capital Growth
Account Number	152890
Trade Date	9/21/2006
Issuer	Time Warner Telecom (TWTC)  Secondary
Cusip	88731910
Shares	3,200
Offering Price	$17.50
Spread	$0.66
Cost	$56,000
Dealer Executing Trade	Samuel A Ramirez & Co.
Total Fund Assets	$853,436,122
% of Fund	0.01%
Total Shares Offered	39,660,598
Total Proceeds from IPO before discount	$694,060,465
Total Proceeds from IPO after discount	$668,031,215
Total Shares Purchased by Investment Management	1,440,000
Total Price paid 	$25,200,000
% of Offering	3.63%
Fund	JPM Capital Growth
Account Number	152890
Trade Date	9/21/2006
Issuer	Time Warner Telecom (TWTC)  Secondary
Cusip	88731910
Shares	449,300
Offering Price	$17.50
Spread	$0.66
Cost	$7,862,750
Dealer Executing Trade	Deutsche Bank Alex Brown Inc.
Total Fund Assets	$853,436,122
% of Fund	0.92%
Total Shares Offered	39,660,598
Total Proceeds from IPO before discount	$694,060,465
Total Proceeds from IPO after discount	$668,031,215
Total Shares Purchased by Investment Management	1,440,000
Total Price paid 	$25,200,000
% of Offering	3.63%
Fund	JPM Mid Cap Equity
Account Number	153010
Trade Date	9/21/2006
Issuer	Time Warner Telecom (TWTC)  Secondary
Cusip	88731910
Shares	1,700
Offering Price	$17.50
Spread	$0.66
Cost	$29,750
Dealer Executing Trade	Utendahl Capital Corp
Total Fund Assets	$297,547,457
% of Fund	0.01%
Total Shares Offered	39,660,598
Total Proceeds from IPO before discount	$694,060,465
Total Proceeds from IPO after discount	$668,031,215
Total Shares Purchased by Investment Management	1,440,000
Total Price paid 	$25,200,000
% of Offering	3.63%
Fund	JPM Mid Cap Equity
Account Number	153010
Trade Date	9/21/2006
Issuer	Time Warner Telecom (TWTC)  Secondary
Cusip	88731910
Shares	600
Offering Price	$17.50
Spread	$0.66
Cost	$10,500
Dealer Executing Trade	Samuel A Ramirez & Co.
Total Fund Assets	$297,547,457
% of Fund	0.00%
Total Shares Offered	39,660,598
Total Proceeds from IPO before discount	$694,060,465
Total Proceeds from IPO after discount	$668,031,215
Total Shares Purchased by Investment Management	1,440,000
Total Price paid 	$25,200,000
% of Offering	3.63%
Fund	JPM Mid Cap Equity
Account Number	153010
Trade Date	9/21/2006
Issuer	Time Warner Telecom (TWTC)  Secondary
Cusip	88731910
Shares	79,200
Offering Price	$17.50
Spread	$0.66
Cost	$1,386,000
Dealer Executing Trade	Deutsche Bank Alex Brown Inc.
Total Fund Assets	$297,547,457
% of Fund	0.47%
Total Shares Offered	39,660,598
Total Proceeds from IPO before discount	$694,060,465
Total Proceeds from IPO after discount	$668,031,215
Total Shares Purchased by Investment Management	1,440,000
Total Price paid 	$25,200,000
% of Offering	3.63%
Fund	JPM Growth Advantage
Account Number	166200
Trade Date	9/21/2006
Issuer	Time Warner Telecom (TWTC)  Secondary
Cusip	88731910
Shares	900
Offering Price	$17.50
Spread	$0.66
Cost	$15,750
Dealer Executing Trade	Utendahl Capital Corp
Total Fund Assets	$76,253,616
% of Fund	0.02%
Total Shares Offered	39,660,598
Total Proceeds from IPO before discount	$694,060,465
Total Proceeds from IPO after discount	$668,031,215
Total Shares Purchased by Investment Management	1,440,000
Total Price paid 	$25,200,000
% of Offering	3.63%
Fund	JPM Growth Advantage
Account Number	166200
Trade Date	9/21/2006
Issuer	Time Warner Telecom (TWTC)  Secondary
Cusip	88731910
Shares	300
Offering Price	$17.50
Spread	$0.66
Cost	$5,250
Dealer Executing Trade	Samuel A Ramirez & Co.
Total Fund Assets	$76,253,616
% of Fund	0.01%
Total Shares Offered	39,660,598
Total Proceeds from IPO before discount	$694,060,465
Total Proceeds from IPO after discount	$668,031,215
Total Shares Purchased by Investment Management	1,440,000
Total Price paid 	$25,200,000
% of Offering	3.63%
Fund	JPM Growth Advantage
Account Number	166200
Trade Date	9/21/2006
Issuer	Time Warner Telecom (TWTC)  Secondary
Cusip	88731910
Shares	40,100
Offering Price	$17.50
Spread	$0.66
Cost	$701,750
Dealer Executing Trade	Deutsche Bank Alex Brown Inc.
Total Fund Assets	$76,253,616
% of Fund	0.92%
Total Shares Offered	39,660,598
Total Proceeds from IPO before discount	$694,060,465
Total Proceeds from IPO after discount	$668,031,215
Total Shares Purchased by Investment Management	1,440,000
Total Price paid 	$25,200,000
% of Offering	3.63%
Fund	JPM Diversified Mid Cap Growth
Account Number	169500
Trade Date	9/21/2006
Issuer	Time Warner Telecom (TWTC)  Secondary
Cusip	88731910
Shares	15,900
Offering Price	$17.50
Spread	$0.66
Cost	$278,250
Dealer Executing Trade	Utendahl Capital Corp
Total Fund Assets	$1,379,549,339
% of Fund	0.02%
Total Shares Offered	39,660,598
Total Proceeds from IPO before discount	$694,060,465
Total Proceeds from IPO after discount	$668,031,215
Total Shares Purchased by Investment Management	1,440,000
Total Price paid 	$25,200,000
% of Offering	3.63%
Fund	JPM Diversified Mid Cap Growth
Account Number	169500
Trade Date	9/21/2006
Issuer	Time Warner Telecom (TWTC)  Secondary
Cusip	88731910
Shares	5,300
Offering Price	$17.50
Spread	$0.66
Cost	$92,750
Dealer Executing Trade	Samuel A Ramirez & Co.
Total Fund Assets	$1,379,549,339
% of Fund	0.01%
Total Shares Offered	39,660,598
Total Proceeds from IPO before discount	$694,060,465
Total Proceeds from IPO after discount	$668,031,215
Total Shares Purchased by Investment Management	1,440,000
Total Price paid 	$25,200,000
% of Offering	3.63%
Fund	JPM Diversified Mid Cap Growth
Account Number	169500
Trade Date	9/21/2006
Issuer	Time Warner Telecom (TWTC)  Secondary
Cusip	88731910
Shares	741,000
Offering Price	$17.50
Spread	$0.66
Cost	$12,967,500
Dealer Executing Trade	Deutsche Bank Alex Brown Inc.
Total Fund Assets	$1,379,549,339
% of Fund	0.94%
Total Shares Offered	39,660,598
Total Proceeds from IPO before discount	$694,060,465
Total Proceeds from IPO after discount	$668,031,215
Total Shares Purchased by Investment Management	1,440,000
Total Price paid 	$25,200,000
% of Offering	3.63%
Fund	JPM Insurance Trust Diversified Mid Cap Growth Portfolio (VA)
Account Number	169510
Trade Date	9/21/2006
Issuer	Time Warner Telecom (TWTC)  Secondary
Cusip	88731910
Shares	1,900
Offering Price	$17.50
Spread	$0.66
Cost	$33,250
Dealer Executing Trade	Utendahl Capital Corp
Total Fund Assets	$167,773,281
% of Fund	0.02%
Total Shares Offered	39,660,598
Total Proceeds from IPO before discount	$694,060,465
Total Proceeds from IPO after discount	$668,031,215
Total Shares Purchased by Investment Management	1,440,000
Total Price paid 	$25,200,000
% of Offering	3.63%
Fund	JPM Insurance Trust Diversified Mid Cap Growth Portfolio (VA)
Account Number	169510
Trade Date	9/21/2006
Issuer	Time Warner Telecom (TWTC)  Secondary
Cusip	88731910
Shares	600
Offering Price	$17.50
Spread	$0.66
Cost	$10,500
Dealer Executing Trade	Samuel A Ramirez & Co.
Total Fund Assets	$167,773,281
% of Fund	0.01%
Total Shares Offered	39,660,598
Total Proceeds from IPO before discount	$694,060,465
Total Proceeds from IPO after discount	$668,031,215
Total Shares Purchased by Investment Management	1,440,000
Total Price paid 	$25,200,000
% of Offering	3.63%
Fund	JPM Insurance Trust Diversified Mid Cap Growth Portfolio (VA)
Account Number	169510
Trade Date	9/21/2006
Issuer	Time Warner Telecom (TWTC)  Secondary
Cusip	88731910
Shares	90,400
Offering Price	$17.50
Spread	$0.66
Cost	$1,582,000
Dealer Executing Trade	Deutsche Bank Alex Brown Inc.
Total Fund Assets	$167,773,281
% of Fund	0.94%
Total Shares Offered	39,660,598
Total Proceeds from IPO before discount	$694,060,465
Total Proceeds from IPO after discount	$668,031,215
Total Shares Purchased by Investment Management	1,440,000
Total Price paid 	$25,200,000
% of Offering	3.63%
Fund	JPM US Smaller Companies
Account Number	150000
Trade Date	9/25/2006
Issuer	Mindray Medical International Limited (MR) IPO
Cusip	60267510
Shares	3,200
Offering Price	$13.50
Spread	$0.95
Cost	$43,200
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares Offered	20,000,000
Total Proceeds from IPO before discount	$270,000,000
Total Proceeds from IPO after discount	$251,100,000
Total Shares Purchased by Investment Management	75,000
Total Price paid 	$1,012,500
% of Offering	0.38%
Fund	JPMF America Small Cap
Account Number	150010
Trade Date	9/25/2006
Issuer	Mindray Medical International Limited (MR) IPO
Cusip	60267510
Shares	4,800
Offering Price	$13.50
Spread	$0.95
Cost	$64,800
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares Offered	20,000,000
Total Proceeds from IPO before discount	$270,000,000
Total Proceeds from IPO after discount	$251,100,000
Total Shares Purchased by Investment Management	75,000
Total Price paid 	$1,012,500
% of Offering	0.38%
Fund	JPM Dynamic Small Cap
Account Number	152910
Trade Date	9/25/2006
Issuer	Mindray Medical International Limited (MR) IPO
Cusip	60267510
Shares	15,500
Offering Price	$13.50
Spread	$0.95
Cost	$209,250
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$195,462,607
% of Fund	0.11%
Total Shares Offered	20,000,000
Total Proceeds from IPO before discount	$270,000,000
Total Proceeds from IPO after discount	$251,100,000
Total Shares Purchased by Investment Management	75,000
Total Price paid 	$1,012,500
% of Offering	0.38%
Fund	JPM Small Cap Growth
Account Number	169370
Trade Date	9/25/2006
Issuer	Mindray Medical International Limited (MR) IPO
Cusip	60267510
Shares	44,200
Offering Price	$13.50
Spread	$0.95
Cost	$596,700
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$560,857,122
% of Fund	0.11%
Total Shares Offered	20,000,000
Total Proceeds from IPO before discount	$270,000,000
Total Proceeds from IPO after discount	$251,100,000
Total Shares Purchased by Investment Management	75,000
Total Price paid 	$1,012,500
% of Offering	0.38%
Fund	JPM US Smaller Companies
Account Number	150000
Trade Date	9/21/2006
Issuer	DivX, Inc. (DIVX) IPO
Cusip	25541310
Shares	2,800
Offering Price	$16.00
Spread	$1.12
Cost	$44,800
Dealer Executing Trade	Bank of America Securities
Total Fund Assets	-
% of Fund	-
Total Shares Offered	9,100,000
Total Proceeds from IPO before discount	$145,600,000
Total Proceeds from IPO after discount	$135,408,000
Total Shares Purchased by Investment Management	62,000
Total Price paid 	$992,000
% of Offering	0.68%
Fund	JPMF America Small Cap
Account Number	150010
Trade Date	9/21/2006
Issuer	DivX, Inc. (DIVX) IPO
Cusip	25541310
Shares	4,300
Offering Price	$16.00
Spread	$1.12
Cost	$68,800
Dealer Executing Trade	Bank of America Securities
Total Fund Assets	-
% of Fund	-
Total Shares Offered	9,100,000
Total Proceeds from IPO before discount	$145,600,000
Total Proceeds from IPO after discount	$135,408,000
Total Shares Purchased by Investment Management	62,000
Total Price paid 	$992,000
% of Offering	0.68%
Fund	JPM Dynamic Small Cap
Account Number	152910
Trade Date	9/21/2006
Issuer	DivX, Inc. (DIVX) IPO
Cusip	25541310
Shares	13,800
Offering Price	$16.00
Spread	$1.12
Cost	$220,800
Dealer Executing Trade	Bank of America Securities
Total Fund Assets	$195,462,607
% of Fund	0.11%
Total Shares Offered	9,100,000
Total Proceeds from IPO before discount	$145,600,000
Total Proceeds from IPO after discount	$135,408,000
Total Shares Purchased by Investment Management	62,000
Total Price paid 	$992,000
% of Offering	0.68%
Fund	ROSZEL/JPMORGAN SMALL CAP GROWTH
Account Number	166940
Trade Date	9/21/2006
Issuer	DivX, Inc. (DIVX) IPO
Cusip	25541310
Shares	5,200
Offering Price	$16.00
Spread	$1.12
Cost	$83,200
Dealer Executing Trade	Bank of America Securities
Total Fund Assets	-
% of Fund	-
Total Shares Offered	9,100,000
Total Proceeds from IPO before discount	$145,600,000
Total Proceeds from IPO after discount	$135,408,000
Total Shares Purchased by Investment Management	62,000
Total Price paid 	$992,000
% of Offering	0.68%
Fund	JPM Small Cap Growth
Account Number	169370
Trade Date	9/21/2006
Issuer	DivX, Inc. (DIVX) IPO
Cusip	25541310
Shares	39,300
Offering Price	$16.00
Spread	$1.12
Cost	$628,800
Dealer Executing Trade	Bank of America Securities
Total Fund Assets	$560,857,122
% of Fund	0.11%
Total Shares Offered	9,100,000
Total Proceeds from IPO before discount	$145,600,000
Total Proceeds from IPO after discount	$135,408,000
Total Shares Purchased by Investment Management	62,000
Total Price paid 	$992,000
% of Offering	0.68%






Fund	ING JPM Small Cap Core Equity
Account Number	173450
Trade Date	10/12/2006
Issuer	Acme Packet, Inc. (APKT) IPO
Cusip	476410
Shares	8,100
Offering Price	10
Spread	$0.67
Cost	$76,950.00
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares Offered	1147452800.00%
Total Proceeds from IPO before discount	109,008,016
Total Proceeds from IPO after discount	$101,377,455
Total Shares Purchased by Investment Management	$113,800
Total Price paid 	1,081,100
% of Offering	0.99%
Fund	ING JPM Small Cap Core Equity
Account Number	173450
Trade Date	10/12/2006
Issuer	Acme Packet, Inc. (APKT) IPO
Cusip	476,410
Shares	$800.00
Offering Price	$9.50
Spread	$1
Cost	$7,600.00
Dealer Executing Trade	Credit Suisse First Boston
Total Fund Assets	-
% of Fund	-
Total Shares Offered	$11,474,528
Total Proceeds from IPO before discount	$109,008,016
Total Proceeds from IPO after discount	101,377,455
Total Shares Purchased by Investment Management	$113,800
Total Price paid 	$1,081,100
% of Offering	0
Fund	JPMorgan Insurance Trust Small Cap Equity
Account Number	24417000.00%
Trade Date	10/12/2006
Issuer	Acme Packet, Inc. (APKT) IPO
Cusip	476,410
Shares	4/9/1900
Offering Price	$9.50
Spread	$1
Cost	950
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$3,170,820.00
% of Fund	0
Total Shares Offered	$11,474,528
Total Proceeds from IPO before discount	$109,008,016
Total Proceeds from IPO after discount	101,377,455
Total Shares Purchased by Investment Management	$113,800
Total Price paid 	$1,081,100
% of Offering	0.99%
Fund	JPM Dynamic Small Cap
Account Number	$152,910
Trade Date	10/12/2006
Issuer	Acme Packet, Inc. (APKT) IPO
Cusip	476,410
Shares	$900.00
Offering Price	$9.50
Spread	$1
Cost	$8,550
Dealer Executing Trade	Credit Suisse First Boston
Total Fund Assets	$202,391,470.00
% of Fund	0
Total Shares Offered	$11,474,528
Total Proceeds from IPO before discount	$109,008,016
Total Proceeds from IPO after discount	101,377,455
Total Shares Purchased by Investment Management	11380000.00%
Total Price paid 	$1,081,100
% of Offering	0.99%
Fund	JPM Dynamic Small Cap
Account Number	152,910
Trade Date	10/12/2006
Issuer	Acme Packet, Inc. (APKT) IPO
Cusip	476410
Shares	$9,400.00
Offering Price	$9.50
Spread	$0.67
Cost	$89,300
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$202,391,470
% of Fund	0
Total Shares Offered	$11,474,528
Total Proceeds from IPO before discount	$109,008,016
Total Proceeds from IPO after discount	101,377,455
Total Shares Purchased by Investment Management	$113,800
Total Price paid 	$1,081,100
% of Offering	0
Fund	JPM Small Cap Equity
Account Number	$153,030
Trade Date	39,002
Issuer	Acme Packet, Inc. (APKT) IPO
Cusip	476,410
Shares	$3,900.00
Offering Price	$9.50
Spread	$1
Cost	$37,050
Dealer Executing Trade	Credit Suisse First Boston
Total Fund Assets	$875,961,474
% of Fund	0
Total Shares Offered	$11,474,528
Total Proceeds from IPO before discount	$109,008,016
Total Proceeds from IPO after discount	101,377,455
Total Shares Purchased by Investment Management	$113,800
Total Price paid 	$1,081,100
% of Offering	0.99%
Fund	JPM Small Cap Equity
Account Number	$153,030
Trade Date	10/12/2006
Issuer	Acme Packet, Inc. (APKT) IPO
Cusip	$476,410
Shares	3840000.00%
Offering Price	$9.50
Spread	$1
Cost	$364,800
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$875,961,474
% of Fund	0
Total Shares Offered	$11,474,528
Total Proceeds from IPO before discount	$109,008,016
Total Proceeds from IPO after discount	101,377,455
Total Shares Purchased by Investment Management	$113,800
Total Price paid 	$1,081,100
% of Offering	0.99%
Fund	Roszel/JPM Small Cap Growth
Account Number	166,940
Trade Date	10/12/2006
Issuer	Acme Packet, Inc. (APKT) IPO
Cusip	476,410
Shares	$400.00
Offering Price	$9.50
Spread	$1
Cost	$3,800
Dealer Executing Trade	Credit Suisse First Boston
Total Fund Assets	-
% of Fund	-
Total Shares Offered	$11,474,528
Total Proceeds from IPO before discount	$109,008,016
Total Proceeds from IPO after discount	101,377,455
Total Shares Purchased by Investment Management	$113,800
Total Price paid 	$1,081,100
% of Offering	0.99%
Fund	Roszel/JPM Small Cap Growth
Account Number	1/23/2357
Trade Date	39,002
Issuer	Acme Packet, Inc. (APKT) IPO
Cusip	476,410
Shares	$3,500.00
Offering Price	$9.50
Spread	$0.67
Cost	$33,250
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares Offered	$11,474,528
Total Proceeds from IPO before discount	$109,008,016
Total Proceeds from IPO after discount	101,377,455
Total Shares Purchased by Investment Management	$113,800
Total Price paid 	$1,081,100.00
% of Offering	0.99%
Fund	JPM Small Cap Growth
Account Number	9/19/2363
Trade Date	10/12/2006
Issuer	Acme Packet, Inc. (APKT) IPO
Cusip	476,410
Shares	$2,700.00
Offering Price	$9.50
Spread	$1
Cost	$25,650
Dealer Executing Trade	Credit Suisse First Boston
Total Fund Assets	$587,005,769
% of Fund	0
Total Shares Offered	$11,474,528
Total Proceeds from IPO before discount	$109,008,016
Total Proceeds from IPO after discount	101,377,455
Total Shares Purchased by Investment Management	$113,800
Total Price paid 	$1,081,100.00
% of Offering	0.99%
Fund	JPM Small Cap Growth
Account Number	9/19/2363
Trade Date	10/12/2006
Issuer	Acme Packet, Inc. (APKT) IPO
Cusip	476,410
Shares	$26,500.00
Offering Price	$9.50
Spread	$1
Cost	$251,750
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$587,005,769
% of Fund	0
Total Shares Offered	$11,474,528
Total Proceeds from IPO before discount	$109,008,016
Total Proceeds from IPO after discount	101,377,455
Total Shares Purchased by Investment Management	$113,800
Total Price paid 	$1,081,100
% of Offering	0.99%
Fund	JPM Micro Cap
Account Number	$155,390
Trade Date	10/18/2006
Issuer	Susser Holdings Corporation (SUSS) IPO
Cusip	86,923,310
Shares	$800.00
Offering Price	$16.50
Spread	$1
Cost	13,200
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$5,708,909
% of Fund	0
Total Shares Offered	$6,500,000
Total Proceeds from IPO before discount	$107,250,000
Total Proceeds from IPO after discount	99,742,500
Total Shares Purchased by Investment Management	$39,600
Total Price paid 	$653,400
% of Offering	0
Fund	JPM Growth Advantage
Account Number	$166,200.00
Trade Date	10/18/2006
Issuer	Susser Holdings Corporation (SUSS) IPO
Cusip	86,923,310
Shares	$10,200.00
Offering Price	$16.50
Spread	$1
Cost	$168,300
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$75,383,446
% of Fund	0
Total Shares Offered	$6,500,000
Total Proceeds from IPO before discount	$107,250,000
Total Proceeds from IPO after discount	99,742,500
Total Shares Purchased by Investment Management	6/1/2008
Total Price paid 	$653,400
% of Offering	0.61%
Fund	JPM Growth Advantage
Account Number	$166,200.00
Trade Date	10/18/2006
Issuer	Susser Holdings Corporation (SUSS) IPO
Cusip	86923310
Shares	$100.00
Offering Price	$16.50
Spread	$1
Cost	$1,650
Dealer Executing Trade	Morgan Keegan & Company
Total Fund Assets	$75,383,446
% of Fund	0
Total Shares Offered	650000000.00%
Total Proceeds from IPO before discount	$107,250,000
Total Proceeds from IPO after discount	99,742,500
Total Shares Purchased by Investment Management	$39,600
Total Price paid 	$653,400
% of Offering	0.61%
Fund	JPM Growth Advantage
Account Number	1/14/2355
Trade Date	10/18/2006
Issuer	Susser Holdings Corporation (SUSS) IPO
Cusip	86,923,310
Shares	$200.00
Offering Price	$16.50
Spread	$1
Cost	3,300
Dealer Executing Trade	Samuel A. Ramirez &  Company
Total Fund Assets	$75,383,446
% of Fund	0
Total Shares Offered	$6,500,000
Total Proceeds from IPO before discount	$107,250,000
Total Proceeds from IPO after discount	99,742,500
Total Shares Purchased by Investment Management	$39,600
Total Price paid 	$653,400
% of Offering	0.61%


Fund	JPM Bond Corporate Income
Account Number	$160,966.00
Trade Date	38,994
Issuer	ABX Financing Company (ABXFC 6.35% October 15, 2036 144A)
Cusip	003876AB
Bonds	$2,935,000
Offering Price	$99.31
Spread	1
Cost	$2,914,749
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	$6,275,414,887
% of Fund	0.05%
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$595,860,000
Total Proceeds from IPO after discount	$590,610,000
Total Bonds Purchased by JPMIM	60,865,000
Total Price paid 	$60,445,032
% of Offering	10.14%
Fund	JPM Series II - Bond Portfolio
Account Number	161,520
Trade Date	38,994
Issuer	ABX Financing Company (ABXFC 6.35% October 15, 2036 144A)
Cusip	003876AB
Bonds	$140,000
Offering Price	$99.31
Spread	$0.88
Cost	139,034
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	$218,247,842
% of Fund	0.06%
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$595,860,000
Total Proceeds from IPO after discount	$590,610,000
Total Bonds Purchased by JPMIM	60,865,000
Total Price paid 	$60,445,032
% of Offering	10.14%
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	38,994
Issuer	ABX Financing Company (ABXFC 6.35% October 15, 2036 144A)
Cusip	003876AB
Bonds	$2,425,000
Offering Price	$99.31
Spread	$1
Cost	$2,408,268
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$595,860,000
Total Proceeds from IPO after discount	$590,610,000
Total Bonds Purchased by JPMIM	60,865,000
Total Price paid 	$60,445,032
% of Offering	10.14%
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	38,994
Issuer	ABX Financing Company (ABXFC 6.35% October 15, 2036 144A)
Cusip	003876AB
Bonds	$2,430,000
Offering Price	$99
Spread	$1
Cost	$2,413,233
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$595,860,000
Total Proceeds from IPO after discount	$590,610,000
Total Bonds Purchased by JPMIM	6086500000.00%
Total Price paid 	$60,445,032
% of Offering	10.14%
Fund	Pacific Life Insurance Company
Account Number	9/12/2553
Trade Date	38,994
Issuer	ABX Financing Company (ABXFC 6.35% October 15, 2036 144A)
Cusip	003876AB
Bonds	$1,195,000
Offering Price	$99.31
Spread	$1
Cost	$1,186,755
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$595,860,000
Total Proceeds from IPO after discount	$590,610,000
Total Bonds Purchased by JPMIM	$60,865,000
Total Price paid 	$60,445,032
% of Offering	10.14%
Fund	GVIT Balanced - JPMIS Cust.
Account Number	165120
Trade Date	38,994
Issuer	ABX Financing Company (ABXFC 6.35% October 15, 2036 144A)
Cusip	003876AB
Bonds	$125,000
Offering Price	$99.31
Spread	$0.88
Cost	$124,138
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$595,860,000
Total Proceeds from IPO after discount	$590,610,000
Total Bonds Purchased by JPMIM	60,865,000
Total Price paid 	$60,445,032
% of Offering	10.14%
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	38,994
Issuer	ABX Financing Company (ABXFC 6.35% October 15, 2036 144A)
Cusip	003876AB
Bonds	$165,000
Offering Price	99
Spread	$1
Cost	$163,862.00
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	$256,909,424
% of Fund	0.06%
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$595,860,000
Total Proceeds from IPO after discount	$590,610,000
Total Bonds Purchased by JPMIM	$60,865,000
Total Price paid 	60,445,032
% of Offering	10.14%
Fund	Nationwide Life Insurance Company
Account Number	171010
Trade Date	38,994
Issuer	ABX Financing Company (ABXFC 6.35% October 15, 2036 144A)
Cusip	003876AB
Bonds	$215,000
Offering Price	$99.31
Spread	1
Cost	$213,517.00
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$595,860,000
Total Proceeds from IPO after discount	$590,610,000
Total Bonds Purchased by JPMIM	$60,865,000
Total Price paid 	$60,445,032
% of Offering	0
Fund	Hartford RVP Public Bond (A)
Account Number	16281000.00%
Trade Date	38,994
Issuer	ABX Financing Company (ABXFC 6.35% October 15, 2036 144A)
Cusip	003876AB
Bonds	10/13/2570
Offering Price	$99.31
Spread	$1
Cost	$243,310
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$595,860,000
Total Proceeds from IPO after discount	$590,610,000
Total Bonds Purchased by JPMIM	60,865,000
Total Price paid 	$60,445,032
% of Offering	10.14%
Fund	Hartford RVP Active Fixed Income Plus
Account Number	$162,870
Trade Date	10/4/2006
Issuer	ABX Financing Company (ABXFC 6.35% October 15, 2036 144A)
Cusip	003876AB
Bonds	745,000
Offering Price	$99.31
Spread	$0.88
Cost	$739,860
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	$600,000,000
Total Proceeds from IPO before discount	$595,860,000
Total Proceeds from IPO after discount	$590,610,000
Total Bonds Purchased by JPMIM	60,865,000
Total Price paid 	60,445,032
% of Offering	10.14%
Fund	Hartford RVP Public Bond Plus
Account Number	162,880
Trade Date	10/4/2006
Issuer	ABX Financing Company (ABXFC 6.35% October 15, 2036 144A)
Cusip	003876AB
Bonds	275,000
Offering Price	$99.31
Spread	$0.88
Cost	$273,103
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	$600,000,000.00
Total Proceeds from IPO before discount	$595,860,000
Total Proceeds from IPO after discount	$590,610,000
Total Bonds Purchased by JPMIM	60,865,000
Total Price paid 	$60,445,032
% of Offering	0
Fund	General Americn Life Insurance
Account Number	$168,030
Trade Date	38,994
Issuer	ABX Financing Company (ABXFC 6.35% October 15, 2036 144A)
Cusip	003876AB
Bonds	125,000
Offering Price	$99.31
Spread	$0.88
Cost	$124,138
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	$600,000,000.00
Total Proceeds from IPO before discount	$595,860,000.00
Total Proceeds from IPO after discount	$590,610,000
Total Bonds Purchased by JPMIM	60,865,000
Total Price paid 	$60,445,032
% of Offering	10.14%
Fund	Cambridge Fonds - JPM AG
Account Number	$168,393
Trade Date	10/4/2006
Issuer	ABX Financing Company (ABXFC 6.35% October 15, 2036 144A)
Cusip	003876AB
Bonds	44000000.00%
Offering Price	$99.31
Spread	$0.88
Cost	$436,964
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	$595,860,000.00
Total Proceeds from IPO after discount	$590,610,000.00
Total Bonds Purchased by JPMIM	$60,865,000
Total Price paid 	$60,445,032
% of Offering	10.14%
Fund	MLP Bank AG
Account Number	173,240
Trade Date	10/4/2006
Issuer	ABX Financing Company (ABXFC 6.35% October 15, 2036 144A)
Cusip	003876AB
Bonds	$165,000
Offering Price	$99.31
Spread	$0.88
Cost	$163,862
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	600,000,000
Total Proceeds from IPO before discount	595,860,000
Total Proceeds from IPO after discount	$590,610,000.00
Total Bonds Purchased by JPMIM	$60,865,000.00
Total Price paid 	$60,445,032
% of Offering	10.14%
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	38,994
Issuer	AEP Texas Central Transition Funding II LLC (AEPTC 5.3063% July 1, 2020)
Cusip	00110AAE
Bonds	6,500,000
Offering Price	$100
Spread	$0.34
Cost	$6,499,935
Dealer Executing Trade	First Boston Corporation
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	494,700,000
Total Proceeds from IPO before discount	$494,695,053
Total Proceeds from IPO after discount	493,034,345
Total Bonds Purchased by JPMIM	$20,000,000.00
Total Price paid 	$19,999,800.00
% of Offering	4.04%
Fund	Pacific Life Insurance Company
Account Number	238760
Trade Date	10/4/2006
Issuer	AEP Texas Central Transition Funding II LLC (AEPTC 5.3063% July 1, 2020)
Cusip	00110AAE
Bonds	$2,500,000
Offering Price	100
Spread	$0
Cost	$2,499,975
Dealer Executing Trade	First Boston Corporation
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	###############################################################################################################################################################################################################################################################
Total Proceeds from IPO before discount	$494,695,053
Total Proceeds from IPO after discount	$493,034,345
Total Bonds Purchased by JPMIM	20,000,000
Total Price paid 	$19,999,800.00
% of Offering	4.04%
Fund	JPM Bond - Ext. Cash Sub Account
Account Number	160963
Trade Date	10/23/2006
Issuer	General Electric Capital Corporation (GEF 5.41% October 26, 2009)
Cusip	36962GY8
Bonds	$2,250,000
Offering Price	$100
Spread	0
Cost	$2,250,000
Dealer Executing Trade	Lehman Brothers Government Securities Inc.
Total Fund Assets	$6,275,414,887
% of Fund	0.04%
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	$1,248,125,000
Total Bonds Purchased by JPMIM	15,000,000
Total Price paid 	15,000,000
% of Offering	1.20%
Fund	JPMF Bond - Ext. Cash Sub Account
Account Number	$162,617
Trade Date	10/23/2006
Issuer	General Electric Capital Corporation (GEF 5.41% October 26, 2009)
Cusip	36962GY8
Bonds	3,000,000
Offering Price	$100
Spread	$0
Cost	3,000,000
Dealer Executing Trade	Lehman Brothers Government Securities 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	$1,248,125,000
Total Bonds Purchased by JPMIM	15,000,000
Total Price paid 	$15,000,000
% of Offering	0
Fund	Pacific Select - Diversified Bond Portfolio (Enhanced Cash)
Account Number	$238,763.00
Trade Date	10/23/2006
Issuer	General Electric Capital Corporation (GEF 5.41% October 26, 2009)
Cusip	36962GY8
Bonds	1,500,000
Offering Price	100
Spread	$0
Cost	$1,500,000
Dealer Executing Trade	Lehman Brothers Government Securities 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	$1,248,125,000
Total Bonds Purchased by JPMIM	###############################################################################################################################################################################################################################################################
Total Price paid 	$15,000,000
% of Offering	1.20%
Fund	MASSMUTUAL JPM CORE MTGE-EXTENDED CASH
Account Number	$241,243.00
Trade Date	10/25/2006
Issuer	HSBC Automotive Trust 2006-3 A2 (HAT 2006-3 A2 5.38% December 17, 2009)
Cusip	40431CAB
Bonds	800,000
Offering Price	$99.99
Spread	0
Cost	$799,944
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	19630000000.00%
Total Proceeds from IPO before discount	$196,286,259
Total Proceeds from IPO after discount	$195,893,659
Total Bonds Purchased by JPMIM	21,725,000
Total Price paid 	$21,723,479
% of Offering	11.07%
Fund	Hartford - RVP U.S. Bond
Account Number	165,413
Trade Date	10/25/2006
Issuer	HSBC Automotive Trust 2006-3 A2 (HAT 2006-3 A2 5.38% December 17, 2009)
Cusip	40431CAB
Bonds	1,450,000
Offering Price	$99.99
Spread	$0.20
Cost	1,449,899
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	$196,300,000
Total Proceeds from IPO before discount	$196,286,259
Total Proceeds from IPO after discount	$195,893,659
Total Bonds Purchased by JPMIM	21,725,000
Total Price paid 	$21,723,479
% of Offering	11.07%
Fund	Hartford RVP Core Mortgage Division
Account Number	172303
Trade Date	39,015
Issuer	HSBC Automotive Trust 2006-3 A2 (HAT 2006-3 A2 5.38% December 17, 2009)
Cusip	40431CAB
Bonds	$2,475,000
Offering Price	$99.99
Spread	$0.20
Cost	$2,474,827
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	196,300,000
Total Proceeds from IPO before discount	$196,286,259
Total Proceeds from IPO after discount	$195,893,659
Total Bonds Purchased by JPMIM	21,725,000
Total Price paid 	$21,723,479
% of Offering	11.07%
Fund	GWL & ANNUITY INSURANCE CO- Extended
Account Number	238053
Trade Date	10/25/2006
Issuer	HSBC Automotive Trust 2006-3 A2 (HAT 2006-3 A2 5.38% December 17, 2009)
Cusip	40431CAB
Bonds	$450,000.00
Offering Price	$100
Spread	$0.20
Cost	$449,969
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	$196,300,000
Total Proceeds from IPO before discount	196,286,259
Total Proceeds from IPO after discount	$195,893,659
Total Bonds Purchased by JPMIM	2172500000.00%
Total Price paid 	$21,723,479
% of Offering	11.07%
Fund	AEGON/TRANSAM USA CoreMtg- Enhanced Cash
Account Number	8/6/2555
Trade Date	10/25/2006
Issuer	HSBC Automotive Trust 2006-3 A2 (HAT 2006-3 A2 5.38% December 17, 2009)
Cusip	40431CAB
Bonds	$1,500,000.00
Offering Price	$99.99
Spread	$0
Cost	$1,499,895
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	$196,300,000
Total Proceeds from IPO before discount	$196,286,259
Total Proceeds from IPO after discount	195,893,659
Total Bonds Purchased by JPMIM	$21,725,000
Total Price paid 	$21,723,479
% of Offering	11.07%
Fund	Life Investors Ins. Co.-FI Core Mtg-Boli
Account Number	241713
Trade Date	10/25/2006
Issuer	HSBC Automotive Trust 2006-3 A2 (HAT 2006-3 A2 5.38% December 17, 2009)
Cusip	40431CAB
Bonds	350,000
Offering Price	$99.99
Spread	$0.20
Cost	$349,976
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	196,300,000
Total Proceeds from IPO before discount	$196,286,259
Total Proceeds from IPO after discount	$195,893,659
Total Bonds Purchased by JPMIM	21,725,000
Total Price paid 	$21,723,479
% of Offering	11.07%
Fund	Transam Occidental Life Ins EnhancedCash
Account Number	244003
Trade Date	10/25/2006
Issuer	HSBC Automotive Trust 2006-3 A2 (HAT 2006-3 A2 5.38% December 17, 2009)
Cusip	40431CAB
Bonds	300,000
Offering Price	100
Spread	$0.20
Cost	$299,979.00
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	19630000000.00%
Total Proceeds from IPO before discount	196,286,259
Total Proceeds from IPO after discount	$195,893,659
Total Bonds Purchased by JPMIM	$21,725,000
Total Price paid 	21,723,479
% of Offering	11.07%
Fund	US SHORT TERM NOTE FUND
Account Number	152270
Trade Date	10/25/2006
Issuer	HSBC Automotive Trust 2006-3 A2 (HAT 2006-3 A2 5.38% December 17, 2009)
Cusip	40431CAB
Bonds	4,700,000
Offering Price	$99.99
Spread	0
Cost	$4,699,671.00
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	196,300,000
Total Proceeds from IPO before discount	$196,286,259
Total Proceeds from IPO after discount	195,893,659
Total Bonds Purchased by JPMIM	$21,725,000
Total Price paid 	$21,723,479
% of Offering	0
Fund	JPM Series II - Bond Portfolio
Account Number	16152000.00%
Trade Date	10/25/2006
Issuer	HSBC Automotive Trust 2006-3 A3 (HAT 2006-3 A3 5.28% September 17, 2011)
Cusip	40431CAC
Bonds	5/9/4706
Offering Price	$99.98
Spread	$0.23
Cost	1,024,816
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	$218,247,842.00
% of Fund	0.47%
Total Shares/Units/Bonds Offered	283,600,000
Total Proceeds from IPO before discount	$283,548,952
Total Proceeds from IPO after discount	$282,910,852
Total Bonds Purchased by JPMIM	46,525,000
Total Price paid 	$46,516,626
% of Offering	16.41%
Fund	JPMF Investment - US Bond
Account Number	$162,610
Trade Date	10/25/2006
Issuer	HSBC Automotive Trust 2006-3 A3 (HAT 2006-3 A3 5.28% September 17, 2011)
Cusip	40431CAC
Bonds	5,000,000
Offering Price	$99.98
Spread	$0.23
Cost	$4,999,100
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	$283,600,000
Total Proceeds from IPO before discount	$283,548,952
Total Proceeds from IPO after discount	$282,910,852
Total Bonds Purchased by JPMIM	46,525,000
Total Price paid 	46,516,626
% of Offering	16.41%
Fund	JPM Short Term Bond
Account Number	160,990
Trade Date	10/25/2006
Issuer	HSBC Automotive Trust 2006-3 A3 (HAT 2006-3 A3 5.28% September 17, 2011)
Cusip	40431CAC
Bonds	7,000,000
Offering Price	$99.98
Spread	$0.23
Cost	$6,998,740
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	1,664,320,216
% of Fund	0.42%
Total Shares/Units/Bonds Offered	$283,600,000.00
Total Proceeds from IPO before discount	$283,548,952
Total Proceeds from IPO after discount	$282,910,852
Total Bonds Purchased by JPMIM	46,525,000
Total Price paid 	$46,516,626
% of Offering	0
Fund	JPM Diversified - Fixed
Account Number	$160,975
Trade Date	39,015
Issuer	HSBC Automotive Trust 2006-3 A3 (HAT 2006-3 A3 5.28% September 17, 2011)
Cusip	40431CAC
Bonds	1,325,000
Offering Price	$99.98
Spread	$0.23
Cost	$1,324,762
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	$256,909,424
% of Fund	0
Total Shares/Units/Bonds Offered	$283,600,000.00
Total Proceeds from IPO before discount	$283,548,952.00
Total Proceeds from IPO after discount	$282,910,852
Total Bonds Purchased by JPMIM	46,525,000
Total Price paid 	$46,516,626
% of Offering	16.41%
Fund	Hartford RVP Public Bond (A)
Account Number	$162,810
Trade Date	10/25/2006
Issuer	HSBC Automotive Trust 2006-3 A3 (HAT 2006-3 A3 5.28% September 17, 2011)
Cusip	40431CAC
Bonds	170000000.00%
Offering Price	$99.98
Spread	$0.23
Cost	$1,699,694
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	283,600,000
Total Proceeds from IPO before discount	$283,548,952.00
Total Proceeds from IPO after discount	$282,910,852.00
Total Bonds Purchased by JPMIM	$46,525,000
Total Price paid 	$46,516,626
% of Offering	16.41%
Fund	Hartford RVP Active Fixed Income Plus
Account Number	162,870
Trade Date	10/25/2006
Issuer	HSBC Automotive Trust 2006-3 A3 (HAT 2006-3 A3 5.28% September 17, 2011)
Cusip	40431CAC
Bonds	$5,100,000
Offering Price	$99.98
Spread	$0.23
Cost	$5,099,082
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	283,600,000
Total Proceeds from IPO before discount	283,548,952
Total Proceeds from IPO after discount	$282,910,852.00
Total Bonds Purchased by JPMIM	$46,525,000.00
Total Price paid 	$46,516,626
% of Offering	16.41%
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	39,015
Issuer	HSBC Automotive Trust 2006-3 A3 (HAT 2006-3 A3 5.28% September 17, 2011)
Cusip	40431CAC
Bonds	1,900,000
Offering Price	$100
Spread	$0.23
Cost	$1,899,658
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	283,600,000
Total Proceeds from IPO before discount	$283,548,952
Total Proceeds from IPO after discount	282,910,852
Total Bonds Purchased by JPMIM	$46,525,000.00
Total Price paid 	$46,516,626.00
% of Offering	16.41%
Fund	Hartford - RVP Public Bond (B) (SS cust)
Account Number	164680
Trade Date	10/25/2006
Issuer	HSBC Automotive Trust 2006-3 A3 (HAT 2006-3 A3 5.28% September 17, 2011)
Cusip	40431CAC
Bonds	$325,000
Offering Price	100
Spread	$0
Cost	$324,942
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	###############################################################################################################################################################################################################################################################
Total Proceeds from IPO before discount	$283,548,952
Total Proceeds from IPO after discount	$282,910,852
Total Bonds Purchased by JPMIM	46,525,000
Total Price paid 	$46,516,626.00
% of Offering	16.41%
Fund	Hartford - RVP U.S. Bond
Account Number	165410
Trade Date	10/25/2006
Issuer	HSBC Automotive Trust 2006-3 A3 (HAT 2006-3 A3 5.28% September 17, 2011)
Cusip	40431CAC
Bonds	$1,650,000
Offering Price	$100
Spread	0
Cost	$1,649,703
Dealer Executing Trade	HSBC Securities Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	283,600,000
Total Proceeds from IPO before discount	$283,548,952
Total Proceeds from IPO after discount	$282,910,852
Total Bonds Purchased by JPMIM	46,525,000
Total Price paid 	46,516,626
% of Offering	16.41%
Fund	JPM Bond Corporate Income
Account Number	$160,966
Trade Date	10/4/2006
Issuer	ITC Holdings Corp. (ITC 6.375% September 30, 2036 144A)
Cusip	465685AD
Bonds	1,320,000
Offering Price	$100
Spread	$1
Cost	1,318,812
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	$6,275,414,887
% of Fund	0.02%
Total Shares/Units/Bonds Offered	255,000,000
Total Proceeds from IPO before discount	$254,770,500
Total Proceeds from IPO after discount	$252,539,250
Total Bonds Purchased by JPMIM	20,470,000
Total Price paid 	$20,451,577
% of Offering	0
Fund	JPM Series II - Bond Portfolio
Account Number	$161,520.00
Trade Date	10/4/2006
Issuer	ITC Holdings Corp. (ITC 6.375% September 30, 2036 144A)
Cusip	465685AD
Bonds	60,000
Offering Price	100
Spread	$1
Cost	$59,946
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	$218,247,842
% of Fund	0.03%
Total Shares/Units/Bonds Offered	255,000,000
Total Proceeds from IPO before discount	$254,770,500
Total Proceeds from IPO after discount	$252,539,250
Total Bonds Purchased by JPMIM	###############################################################################################################################################################################################################################################################
Total Price paid 	$20,451,577
% of Offering	8.03%
Fund	JPMF Investment - US Bond
Account Number	$162,610.00
Trade Date	10/4/2006
Issuer	ITC Holdings Corp. (ITC 6.375% September 30, 2036 144A)
Cusip	465685AD
Bonds	1,090,000
Offering Price	$99.91
Spread	1
Cost	$1,089,019
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	25500000000.00%
Total Proceeds from IPO before discount	$254,770,500
Total Proceeds from IPO after discount	$252,539,250
Total Bonds Purchased by JPMIM	20,470,000
Total Price paid 	$20,451,577
% of Offering	8.03%
Fund	EQ/JPM Core Bond Portfolio
Account Number	163,240
Trade Date	10/4/2006
Issuer	ITC Holdings Corp. (ITC 6.375% September 30, 2036 144A)
Cusip	465685AD
Bonds	1,095,000
Offering Price	$99.91
Spread	$0.88
Cost	1,094,015
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	$255,000,000
Total Proceeds from IPO before discount	$254,770,500
Total Proceeds from IPO after discount	$252,539,250
Total Bonds Purchased by JPMIM	20,470,000
Total Price paid 	$20,451,577
% of Offering	8.03%
Fund	Pacific Life Insurance Company
Account Number	238760
Trade Date	38,994
Issuer	ITC Holdings Corp. (ITC 6.375% September 30, 2036 144A)
Cusip	465685AD
Bonds	$540,000
Offering Price	$99.91
Spread	$0.88
Cost	$539,514
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	255,000,000
Total Proceeds from IPO before discount	$254,770,500
Total Proceeds from IPO after discount	$252,539,250
Total Bonds Purchased by JPMIM	20,470,000
Total Price paid 	$20,451,577
% of Offering	8.03%
Fund	GVIT Balanced - JPMIS Cust.
Account Number	165120
Trade Date	10/4/2006
Issuer	ITC Holdings Corp. (ITC 6.375% September 30, 2036 144A)
Cusip	465685AD
Bonds	$55,000.00
Offering Price	$100
Spread	$0.88
Cost	$54,951
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	$255,000,000
Total Proceeds from IPO before discount	254,770,500
Total Proceeds from IPO after discount	$252,539,250
Total Bonds Purchased by JPMIM	2047000000.00%
Total Price paid 	$20,451,577
% of Offering	8.03%
Fund	JPM Diversified - Fixed
Account Number	9/24/2340
Trade Date	10/4/2006
Issuer	ITC Holdings Corp. (ITC 6.375% September 30, 2036 144A)
Cusip	465685AD
Bonds	$75,000.00
Offering Price	$99.91
Spread	$1
Cost	$74,933
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	$256,909,424
% of Fund	0
Total Shares/Units/Bonds Offered	$255,000,000
Total Proceeds from IPO before discount	$254,770,500
Total Proceeds from IPO after discount	252,539,250
Total Bonds Purchased by JPMIM	$20,470,000
Total Price paid 	$20,451,577
% of Offering	8.03%
Fund	MLP Bank AG
Account Number	173240
Trade Date	10/4/2006
Issuer	ITC Holdings Corp. (ITC 6.375% September 30, 2036 144A)
Cusip	465685AD
Bonds	75,000
Offering Price	$99.91
Spread	$0.88
Cost	$74,933
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	255,000,000
Total Proceeds from IPO before discount	$254,770,500
Total Proceeds from IPO after discount	$252,539,250
Total Bonds Purchased by JPMIM	20,470,000
Total Price paid 	$20,451,577
% of Offering	8.03%
Fund	JPM Strategic Income
Account Number	162530
Trade Date	10/4/2006
Issuer	ITC Holdings Corp. (ITC 6.375% September 30, 2036 144A)
Cusip	465685AD
Bonds	20,000
Offering Price	100
Spread	$0.88
Cost	$19,982.00
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	$40,158,786
% of Fund	0.05%
Total Shares/Units/Bonds Offered	255,000,000
Total Proceeds from IPO before discount	254,770,500
Total Proceeds from IPO after discount	$252,539,250
Total Bonds Purchased by JPMIM	$20,470,000
Total Price paid 	20,451,577
% of Offering	8.03%
Fund	Hartford RVP Public Bond (A)
Account Number	162810
Trade Date	10/4/2006
Issuer	ITC Holdings Corp. (ITC 6.375% September 30, 2036 144A)
Cusip	465685AD
Bonds	110,000
Offering Price	$99.91
Spread	1
Cost	$109,901.00
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	255,000,000
Total Proceeds from IPO before discount	$254,770,500
Total Proceeds from IPO after discount	252,539,250
Total Bonds Purchased by JPMIM	$20,470,000
Total Price paid 	$20,451,577
% of Offering	0
Fund	Hartford RVP Active Fixed Income Plus
Account Number	16287000.00%
Trade Date	10/4/2006
Issuer	ITC Holdings Corp. (ITC 6.375% September 30, 2036 144A)
Cusip	465685AD
Bonds	3/12/2817
Offering Price	$99.91
Spread	$0.88
Cost	334,699
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	255,000,000
Total Proceeds from IPO before discount	$254,770,500
Total Proceeds from IPO after discount	$252,539,250
Total Bonds Purchased by JPMIM	20,470,000
Total Price paid 	$20,451,577
% of Offering	8.03%
Fund	Hartford RVP Public Bond Plus
Account Number	$162,880
Trade Date	10/4/2006
Issuer	ITC Holdings Corp. (ITC 6.375% September 30, 2036 144A)
Cusip	465685AD
Bonds	125,000
Offering Price	$99.91
Spread	$0.88
Cost	$124,888
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	$255,000,000
Total Proceeds from IPO before discount	$254,770,500
Total Proceeds from IPO after discount	$252,539,250
Total Bonds Purchased by JPMIM	2047000000.00%
Total Price paid 	20,451,577
% of Offering	8.03%
Fund	Hartford - RVP Public Bond (B) (SS cust)
Account Number	164,680
Trade Date	10/4/2006
Issuer	ITC Holdings Corp. (ITC 6.375% September 30, 2036 144A)
Cusip	465685AD
Bonds	20,000
Offering Price	$99.91
Spread	$0.88
Cost	$19,982
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	$255,000,000.00
Total Proceeds from IPO before discount	$254,770,500
Total Proceeds from IPO after discount	$252,539,250
Total Bonds Purchased by JPMIM	20,470,000
Total Price paid 	$20,451,577
% of Offering	0
Fund	Hartford - RVP U.S. Bond
Account Number	$165,410
Trade Date	38,994
Issuer	ITC Holdings Corp. (ITC 6.375% September 30, 2036 144A)
Cusip	465685AD
Bonds	105,000
Offering Price	$99.91
Spread	$0.88
Cost	$104,906
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	$255,000,000.00
Total Proceeds from IPO before discount	$254,770,500.00
Total Proceeds from IPO after discount	$252,539,250
Total Bonds Purchased by JPMIM	20,470,000
Total Price paid 	$20,451,577
% of Offering	8.03%
Fund	General Americn Life Insurance
Account Number	$168,030
Trade Date	10/4/2006
Issuer	ITC Holdings Corp. (ITC 6.375% September 30, 2036 144A)
Cusip	465685AD
Bonds	5500000.00%
Offering Price	$99.91
Spread	$0.88
Cost	$54,951
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	255,000,000
Total Proceeds from IPO before discount	$254,770,500.00
Total Proceeds from IPO after discount	$252,539,250.00
Total Bonds Purchased by JPMIM	$20,470,000
Total Price paid 	$20,451,577
% of Offering	8.03%
Fund	Cambridge Fonds - JPM AG
Account Number	168,393
Trade Date	10/4/2006
Issuer	ITC Holdings Corp. (ITC 6.375% September 30, 2036 144A)
Cusip	465685AD
Bonds	$205,000
Offering Price	$99.91
Spread	$0.88
Cost	$204,816
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	255,000,000
Total Proceeds from IPO before discount	254,770,500
Total Proceeds from IPO after discount	$252,539,250.00
Total Bonds Purchased by JPMIM	$20,470,000.00
Total Price paid 	$20,451,577
% of Offering	8.03%
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	39,015
Issuer	Level 3 Financing Inc. (LVLT 9.25% November 1, 2014 144A)
Cusip	527298AG
Bonds	195,000
Offering Price	$100
Spread	$2.00
Cost	$195,000
Dealer Executing Trade	Merrill Lynch and Company
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	588,000,000
Total Bonds Purchased by JPMIM	$7,065,000.00
Total Price paid 	$7,065,000.00
% of Offering	1.18%
Fund	Managers High Yield
Account Number	145730
Trade Date	10/25/2006
Issuer	Level 3 Financing Inc. (LVLT 9.25% November 1, 2014 144A)
Cusip	527298AG
Bonds	$185,000
Offering Price	100
Spread	$2
Cost	$185,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	###############################################################################################################################################################################################################################################################
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$588,000,000
Total Bonds Purchased by JPMIM	7,065,000
Total Price paid 	$7,065,000.00
% of Offering	1.18%
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	10/25/2006
Issuer	Level 3 Financing Inc. (LVLT 9.25% November 1, 2014 144A)
Cusip	527298AG
Bonds	$715,000
Offering Price	$100
Spread	2
Cost	$715,000
Dealer Executing Trade	Merrill Lynch and Company
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	$588,000,000
Total Bonds Purchased by JPMIM	7,065,000
Total Price paid 	7,065,000
% of Offering	1.18%
Fund	SIIT - High Yield Bond
Account Number	$159,520
Trade Date	10/25/2006
Issuer	Level 3 Financing Inc. (LVLT 9.25% November 1, 2014 144A)
Cusip	527298AG
Bonds	630,000
Offering Price	$100
Spread	$2
Cost	630,000
Dealer Executing Trade	Merrill Lynch and Company
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	$588,000,000
Total Bonds Purchased by JPMIM	7,065,000
Total Price paid 	$7,065,000
% of Offering	0
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	$238,470.00
Trade Date	10/25/2006
Issuer	Level 3 Financing Inc. (LVLT 9.25% November 1, 2014 144A)
Cusip	527298AG
Bonds	175,000
Offering Price	100
Spread	$2
Cost	$175,000
Dealer Executing Trade	Merrill Lynch and Company
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	$588,000,000
Total Bonds Purchased by JPMIM	###############################################################################################################################################################################################################################################################
Total Price paid 	$7,065,000
% of Offering	1.18%
Fund	JPM Bond Corporate Income
Account Number	$160,966.00
Trade Date	10/18/2006
Issuer	SunTrust Preferred Capital I (STI 5.853% December 15, 2011)
Cusip	86800XAA
Bonds	1,025,000
Offering Price	$100.00
Spread	2
Cost	$1,025,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	6,275,414,887
% of Fund	0.02%
Total Shares/Units/Bonds Offered	50000000000.00%
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$492,500,000
Total Bonds Purchased by JPMIM	8,770,000
Total Price paid 	$8,770,000
% of Offering	1.75%
Fund	JPM Series II - Bond Portfolio
Account Number	161,520
Trade Date	10/18/2006
Issuer	SunTrust Preferred Capital I (STI 5.853% December 15, 2011)
Cusip	86800XAA
Bonds	45,000
Offering Price	$100.00
Spread	$1.50
Cost	45,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$218,247,842
% of Fund	0
Total Shares/Units/Bonds Offered	$500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$492,500,000
Total Bonds Purchased by JPMIM	8,770,000
Total Price paid 	$8,770,000
% of Offering	1.75%
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	39,008
Issuer	SunTrust Preferred Capital I (STI 5.853% December 15, 2011)
Cusip	86800XAA
Bonds	$745,000
Offering Price	$100.00
Spread	$1.50
Cost	$745,000
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	$500,000,000
Total Proceeds from IPO after discount	$492,500,000
Total Bonds Purchased by JPMIM	8,770,000
Total Price paid 	$8,770,000
% of Offering	1.75%
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	10/18/2006
Issuer	SunTrust Preferred Capital I (STI 5.853% December 15, 2011)
Cusip	86800XAA
Bonds	$755,000.00
Offering Price	$100
Spread	$1.50
Cost	$755,000
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	500,000,000
Total Proceeds from IPO after discount	$492,500,000
Total Bonds Purchased by JPMIM	877000000.00%
Total Price paid 	$8,770,000
% of Offering	1.75%
Fund	Pacific Life Insurance Company
Account Number	9/12/2553
Trade Date	10/18/2006
Issuer	SunTrust Preferred Capital I (STI 5.853% December 15, 2011)
Cusip	86800XAA
Bonds	$375,000.00
Offering Price	$100.00
Spread	$2
Cost	$375,000
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	$500,000,000
Total Proceeds from IPO after discount	492,500,000
Total Bonds Purchased by JPMIM	$8,770,000
Total Price paid 	$8,770,000
% of Offering	1.75%
Fund	JPM Short Term Bond
Account Number	160990
Trade Date	10/18/2006
Issuer	SunTrust Preferred Capital I (STI 5.853% December 15, 2011)
Cusip	86800XAA
Bonds	1,000,000
Offering Price	$100.00
Spread	$1.50
Cost	$1,000,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$1,664,320,216
% of Fund	0.06%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$492,500,000
Total Bonds Purchased by JPMIM	8,770,000
Total Price paid 	$8,770,000
% of Offering	1.75%
Fund	GVIT Balanced - JPMIS Cust.
Account Number	165120
Trade Date	10/18/2006
Issuer	SunTrust Preferred Capital I (STI 5.853% December 15, 2011)
Cusip	86800XAA
Bonds	35,000
Offering Price	100
Spread	$1.50
Cost	$35,000.00
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	500,000,000
Total Proceeds from IPO after discount	$492,500,000
Total Bonds Purchased by JPMIM	$8,770,000
Total Price paid 	8,770,000
% of Offering	1.75%
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	10/18/2006
Issuer	SunTrust Preferred Capital I (STI 5.853% December 15, 2011)
Cusip	86800XAA
Bonds	50,000
Offering Price	$100.00
Spread	2
Cost	$50,000.00
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$256,909,424
% of Fund	0.02%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	492,500,000
Total Bonds Purchased by JPMIM	$8,770,000
Total Price paid 	$8,770,000
% of Offering	0
Fund	MLP Bank AG
Account Number	17324000.00%
Trade Date	10/18/2006
Issuer	SunTrust Preferred Capital I (STI 5.853% December 15, 2011)
Cusip	86800XAA
Bonds	11/21/2036
Offering Price	$100.00
Spread	$1.50
Cost	50,000
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	$500,000,000
Total Proceeds from IPO after discount	$492,500,000
Total Bonds Purchased by JPMIM	8,770,000
Total Price paid 	$8,770,000
% of Offering	1.75%
Fund	JPM Strategic Income
Account Number	$162,530
Trade Date	10/18/2006
Issuer	SunTrust Preferred Capital I (STI 5.853% December 15, 2011)
Cusip	86800XAA
Bonds	15,000
Offering Price	$100.00
Spread	$1.50
Cost	$15,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$40,158,786.00
% of Fund	0.04%
Total Shares/Units/Bonds Offered	$500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$492,500,000
Total Bonds Purchased by JPMIM	8,770,000
Total Price paid 	8,770,000
% of Offering	1.75%
Fund	Hartford RVP Public Bond (A)
Account Number	162,810
Trade Date	10/18/2006
Issuer	SunTrust Preferred Capital I (STI 5.853% December 15, 2011)
Cusip	86800XAA
Bonds	75,000
Offering Price	$100.00
Spread	$1.50
Cost	$75,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	$500,000,000.00
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$492,500,000
Total Bonds Purchased by JPMIM	8,770,000
Total Price paid 	$8,770,000
% of Offering	0
Fund	Hartford RVP Active Fixed Income Plus
Account Number	$162,870
Trade Date	39,008
Issuer	SunTrust Preferred Capital I (STI 5.853% December 15, 2011)
Cusip	86800XAA
Bonds	230,000
Offering Price	$100.00
Spread	$1.50
Cost	$230,000
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	$500,000,000
Total Proceeds from IPO after discount	$492,500,000
Total Bonds Purchased by JPMIM	8,770,000
Total Price paid 	$8,770,000
% of Offering	1.75%
Fund	Hartford RVP Public Bond Plus
Account Number	162,880
Trade Date	10/18/2006
Issuer	SunTrust Preferred Capital I (STI 5.853% December 15, 2011)
Cusip	86800XAA
Bonds	85,000
Offering Price	$100
Spread	$1.50
Cost	85,000
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	$500,000,000
Total Proceeds from IPO after discount	$492,500,000
Total Bonds Purchased by JPMIM	8,770,000
Total Price paid 	$8,770,000
% of Offering	1.75%
Fund	Hartford - RVP Public Bond (B) (SS cust)
Account Number	164,680
Trade Date	10/18/2006
Issuer	SunTrust Preferred Capital I (STI 5.853% December 15, 2011)
Cusip	86800XAA
Bonds	15,000
Offering Price	$100
Spread	$1.50
Cost	15,000
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	$500,000,000
Total Proceeds from IPO after discount	$492,500,000
Total Bonds Purchased by JPMIM	8,770,000
Total Price paid 	$8,770,000
% of Offering	1.75%
Fund	Hartford - RVP U.S. Bond
Account Number	165,410
Trade Date	10/18/2006
Issuer	SunTrust Preferred Capital I (STI 5.853% December 15, 2011)
Cusip	86800XAA
Bonds	75,000
Offering Price	$100
Spread	$1.50
Cost	75,000
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	$500,000,000
Total Proceeds from IPO after discount	$492,500,000
Total Bonds Purchased by JPMIM	8,770,000
Total Price paid 	$8,770,000
% of Offering	1.75%
Fund	General Americn Life Insurance
Account Number	168,030
Trade Date	10/18/2006
Issuer	SunTrust Preferred Capital I (STI 5.853% December 15, 2011)
Cusip	86800XAA
Bonds	40,000
Offering Price	$100
Spread	$1.50
Cost	40,000
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	$500,000,000
Total Proceeds from IPO after discount	$492,500,000
Total Bonds Purchased by JPMIM	8,770,000
Total Price paid 	$8,770,000
% of Offering	1.75%
Fund	Cambridge Fonds - JPM AG
Account Number	168393
Trade Date	10/18/2006
Issuer	SunTrust Preferred Capital I (STI 5.853% December 15, 2011)
Cusip	86800XAA
Bonds	140,000
Offering Price	$100
Spread	$1.50
Cost	140,000
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	$500,000,000
Total Proceeds from IPO after discount	$492,500,000
Total Bonds Purchased by JPMIM	8,770,000
Total Price paid 	$8,770,000
% of Offering	1.75%
Fund	JPM Bond - Ext. Cash Sub Account
Account Number	160,963
Trade Date	10/27/2006
Issuer	Vneshtorgbank Capital S.A. (VTB FRN August 1, 2008 144A)
Cusip	92909MAD
Bonds	6,500,000
Offering Price	$100
Spread	$0.27
Cost	6,500,000
Dealer Executing Trade	Deutsche Bank AG London
Total Fund Assets	$6,275,414,887
% of Fund	0
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	$1,745,275,000
Total Bonds Purchased by JPMIM	75,000,000
Total Price paid 	$75,000,000
% of Offering	4.29%
Fund	JPM Short Term Bond
Account Number	160990
Trade Date	10/27/2006
Issuer	Vneshtorgbank Capital S.A. (VTB FRN August 1, 2008 144A)
Cusip	92909MAD
Bonds	2,350,000
Offering Price	$100
Spread	$0.27
Cost	2,350,000
Dealer Executing Trade	Deutsche Bank AG London
Total Fund Assets	$1,664,320,216
% of Fund	0
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	$1,745,275,000
Total Bonds Purchased by JPMIM	75,000,000
Total Price paid 	$75,000,000
% of Offering	4.29%
Fund	JPM SERIES TRUST II - BOND PORTFOLIO
Account Number	161523
Trade Date	10/27/2006
Issuer	Vneshtorgbank Capital S.A. (VTB FRN August 1, 2008 144A)
Cusip	92909MAD
Bonds	300,000
Offering Price	$100
Spread	$0.27
Cost	300,000
Dealer Executing Trade	Deutsche Bank AG London
Total Fund Assets	$218,247,842
% of Fund	0
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	$1,745,275,000
Total Bonds Purchased by JPMIM	75,000,000
Total Price paid 	$75,000,000
% of Offering	4.29%
Fund	JPM Strategic Income
Account Number	162,530
Trade Date	10/27/2006
Issuer	Vneshtorgbank Capital S.A. (VTB FRN August 1, 2008 144A)
Cusip	92909MAD
Bonds	250,000
Offering Price	$100
Spread	$0.27
Cost	250,000
Dealer Executing Trade	Deutsche Bank AG London
Total Fund Assets	$40,158,786
% of Fund	0
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	$1,745,275,000
Total Bonds Purchased by JPMIM	75,000,000
Total Price paid 	$75,000,000
% of Offering	4.29%
Fund	JPMF Bond - Ext. Cash Sub Account
Account Number	162,617
Trade Date	10/27/2006
Issuer	Vneshtorgbank Capital S.A. (VTB FRN August 1, 2008 144A)
Cusip	92909MAD
Bonds	5,250,000
Offering Price	$100
Spread	$0.27
Cost	5,250,000
Dealer Executing Trade	Deutsche Bank AG London
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	$1,745,275,000
Total Bonds Purchased by JPMIM	75,000,000
Total Price paid 	$75,000,000
% of Offering	4.29%
Fund	Hartford - RVP - Extended Cash
Account Number	162,813
Trade Date	10/27/2006
Issuer	Vneshtorgbank Capital S.A. (VTB FRN August 1, 2008 144A)
Cusip	92909MAD
Bonds	525,000
Offering Price	$100
Spread	$0.27
Cost	525,000
Dealer Executing Trade	Deutsche Bank AG London
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	$1,745,275,000
Total Bonds Purchased by JPMIM	75,000,000
Total Price paid 	$75,000,000
% of Offering	4.29%
Fund	Hartford RVP Active Fixed Income Plus
Account Number	162,873
Trade Date	10/27/2006
Issuer	Vneshtorgbank Capital S.A. (VTB FRN August 1, 2008 144A)
Cusip	92909MAD
Bonds	1,575,000
Offering Price	$100
Spread	$0.27
Cost	1,575,000
Dealer Executing Trade	Deutsche Bank AG London
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	$1,745,275,000
Total Bonds Purchased by JPMIM	75,000,000
Total Price paid 	$75,000,000
% of Offering	4.29%
Fund	Hartford RVP Public Bond Plus (SS Cust)
Account Number	162,883
Trade Date	10/27/2006
Issuer	Vneshtorgbank Capital S.A. (VTB FRN August 1, 2008 144A)
Cusip	92909MAD
Bonds	575,000
Offering Price	$100
Spread	$0.27
Cost	575,000
Dealer Executing Trade	Deutsche Bank AG London
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	$1,745,275,000
Total Bonds Purchased by JPMIM	75,000,000
Total Price paid 	$75,000,000
% of Offering	4.29%
Fund	EQ/ JPM CORE BOND PORTFOLIO - EXTENDED
Account Number	163243
Trade Date	10/27/2006
Issuer	Vneshtorgbank Capital S.A. (VTB FRN August 1, 2008 144A)
Cusip	92909MAD
Bonds	5,250,000
Offering Price	$100
Spread	$0.27
Cost	5,250,000
Dealer Executing Trade	Deutsche Bank AG London
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	$1,745,275,000
Total Bonds Purchased by JPMIM	75,000,000
Total Price paid 	$75,000,000
% of Offering	4.29%
Fund	Hartford - RVP Public Bond (B) (SS cust)
Account Number	164,683
Trade Date	10/27/2006
Issuer	Vneshtorgbank Capital S.A. (VTB FRN August 1, 2008 144A)
Cusip	92909MAD
Bonds	100,000
Offering Price	$100
Spread	$0.27
Cost	100,000
Dealer Executing Trade	Deutsche Bank AG London
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	$1,745,275,000
Total Bonds Purchased by JPMIM	75,000,000
Total Price paid 	$75,000,000
% of Offering	4.29%
Fund	JPMorgan Enhanced Income
Account Number	165,200
Trade Date	10/27/2006
Issuer	Vneshtorgbank Capital S.A. (VTB FRN August 1, 2008 144A)
Cusip	92909MAD
Bonds	400,000
Offering Price	$100.00
Spread	$0.27
Cost	400,000
Dealer Executing Trade	Deutsche Bank AG London
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	$1,745,275,000
Total Bonds Purchased by JPMIM	75,000,000
Total Price paid 	$75,000,000
% of Offering	4.29%
Fund	JPMF - USD Global Bond
Account Number	238,770
Trade Date	10/27/2006
Issuer	Vneshtorgbank Capital S.A. (VTB FRN August 1, 2008 144A)
Cusip	92909MAD
Bonds	2,450,000
Offering Price	$100.00
Spread	$0.27
Cost	2,450,000
Dealer Executing Trade	Deutsche Bank AG London
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	$1,745,275,000
Total Bonds Purchased by JPMIM	75,000,000
Total Price paid 	$75,000,000
% of Offering	4.29%
Fund	Pacific Select - Diversified Bond Portfolio (Enhanced Cash)
Account Number	238,763
Trade Date	10/27/2006
Issuer	Vneshtorgbank Capital S.A. (VTB FRN August 1, 2008 144A)
Cusip	92909MAD
Bonds	2,600,000
Offering Price	$100
Spread	$0.27
Cost	2,600,000
Dealer Executing Trade	Deutsche Bank AG London
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	$1,745,275,000
Total Bonds Purchased by JPMIM	75,000,000
Total Price paid 	$75,000,000
% of Offering	4.29%






Fund	JPM Dynamic Small Cap
Account Number	152910
Trade Date	11/2/2006
Issuer	GlobalStar, Inc. (GSAT) IPO
Cusip	37897340
Shares	91,700
Offering Price	$17.00
Spread	$1.19
Cost	$1,558,900
Dealer Executing Trade	Wachovia Securities
Total Fund Assets	$210,297,974
% of Fund	0.74%
Total Shares Offered	7,500,000
Total Proceeds from IPO before discount	$127,500,000
Total Proceeds from IPO after discount	$118,575,000
Total Shares Purchased by Investment Management	394,575
Total Price paid 	$6,707,775
% of Offering	5.26%
Fund	ROSZEL/JPMORGAN SMALL CAP GROWTH
Account Number	166940
Trade Date	11/2/2006
Issuer	GlobalStar, Inc. (GSAT) IPO
Cusip	37897340
Shares	34,875
Offering Price	$17.00
Spread	$1.19
Cost	$592,875
Dealer Executing Trade	Wachovia Securities
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	7,500,000
Total Proceeds from IPO before discount	$127,500,000
Total Proceeds from IPO after discount	$118,575,000
Total Shares Purchased by Investment Management	394,575
Total Price paid 	$6,707,775
% of Offering	5.26%
Fund	JPM Small Cap Growth
Account Number	169370
Trade Date	11/2/2006
Issuer	GlobalStar, Inc. (GSAT) IPO
Cusip	37897340
Shares	265,600
Offering Price	$17.00
Spread	$1.19
Cost	$4,515,200
Dealer Executing Trade	Wachovia Securities
Total Fund Assets	$595,560,510
% of Fund	0.76%
Total Shares Offered	7,500,000
Total Proceeds from IPO before discount	$127,500,000
Total Proceeds from IPO after discount	$118,575,000
Total Shares Purchased by Investment Management	394,575
Total Price paid 	$6,707,775
% of Offering	5.26%
Fund	JPM Strategic Small Cap Value
Account Number	237992
Trade Date	11/2/2006
Issuer	GlobalStar, Inc. (GSAT) IPO
Cusip	37897340
Shares	2,400
Offering Price	$17.00
Spread	$1.19
Cost	$40,800
Dealer Executing Trade	Wachovia Securities
Total Fund Assets	$5,465,696
% of Fund	0.75%
Total Shares Offered	7,500,000
Total Proceeds from IPO before discount	$127,500,000
Total Proceeds from IPO after discount	$118,575,000
Total Shares Purchased by Investment Management	394,575
Total Price paid 	$6,707,775
% of Offering	5.26%
Fund	JPMORGAN US LARGE CAP CORE PLUS
Account Number	154804
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	838
Offering Price	$29.85
Spread	$1.19
Cost	$25,014
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	$235,077,182
% of Fund	0.01%
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	JPMORGAN US LARGE CAP CORE PLUS
Account Number	154805
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	12,785
Offering Price	$29.85
Spread	$1.19
Cost	$381,632
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	$235,077,182
% of Fund	0.16%
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	PRESTIGE BALANCED
Account Number	155527
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	591
Offering Price	$29.85
Spread	$1.19
Cost	$17,641
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	PRUDENTIAL INVESTMENT ADVISORS
Account Number	157570
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	26,913
Offering Price	$29.85
Spread	$1.19
Cost	$803,353
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	JPMORGAN DIVERSIFIED FUND-ACTIVE CORE
Account Number	159960
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	9,831
Offering Price	$29.85
Spread	$1.19
Cost	$293,455
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	$115,736,550
% of Fund	0.25%
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	JPM US EQUITY
Account Number	160940
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	125,701
Offering Price	$29.85
Spread	$1.19
Cost	$3,752,175
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	$1,509,414,488
% of Fund	0.25%
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	JPMORGAN DIVERSIFIED FUND- LARGE COMPANY
Account Number	160972
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	269
Offering Price	$29.85
Spread	$1.19
Cost	$8,030
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	$30,486,390
% of Fund	0.03%
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	JPMORGAN DISCIPLINED EQUITY
Account Number	162470
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	5,103
Offering Price	$29.85
Spread	$1.19
Cost	$152,325
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	$583,310,059
% of Fund	0.03%
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	AEGON/TRANSAMERICA ENHANCED INDEX PORTFOLIO
Account Number	162650
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	1,719
Offering Price	$29.85
Spread	$1.19
Cost	$51,312
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	AMERICAN CENTURY REAL ESTATE FUND
Account Number	164860
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	349,009
Offering Price	$29.85
Spread	$1.19
Cost	$10,417,919
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	PRUDENTIAL TARGET LARGE CAP VALUE
Account Number	165150
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	5,050
Offering Price	$29.85
Spread	$1.19
Cost	$150,743
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	PRUDENTIAL Strategic Partners Large Cap
Account Number	165170
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	1,665
Offering Price	$29.85
Spread	$1.19
Cost	$49,700
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	JPMORGAN REALTY INCOME
Account Number	168750
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	30,244
Offering Price	$29.85
Spread	$1.19
Cost	$902,783
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	$190,743,672
% of Fund	0.47%
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	Prudential Series Fund - SP Large Cap
Account Number	168780
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	16,760
Offering Price	$29.85
Spread	$1.19
Cost	$500,286
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	JPMorgan INSURANCE TRUST BALANCED (VA)
Account Number	169410
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	376
Offering Price	$29.85
Spread	$1.19
Cost	$11,224
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	$39,646,917
% of Fund	0.03%
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	JPMorgan INVESTMENT TRUST BALANCED (VA)
Account Number	169412
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	4,136
Offering Price	$29.85
Spread	$1.19
Cost	$123,460
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	$21,013,744
% of Fund	0.59%
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	JPMORGAN INSURANCE TRUST DIVERSIFIED EQUITY PORTFOLIO
Account Number	169430
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	13,000
Offering Price	$29.85
Spread	$1.19
Cost	$388,050
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	$149,231,033
% of Fund	0.26%
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	Prudential Strategic Partners Growth Allocation
Account Number	171830
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	1,934
Offering Price	$29.85
Spread	$1.19
Cost	$57,730
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	Prudential SP Moderate Allocation
Account Number	171840
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	1,988
Offering Price	$29.85
Spread	$1.19
Cost	$59,342
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	Prudential SP Conservative Allocation
Account Number	171850
Trade Date	11/6/2006
Issuer	Health Care Property Investors, Inc. (HCP) Secondary
Cusip	42191510
Shares	483
Offering Price	$29.85
Spread	$1.19
Cost	$14,418
Dealer Executing Trade	Merrill Lynch & Company
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	29,150,000
Total Proceeds from IPO before discount	$870,127,500
Total Proceeds from IPO after discount	$835,322,400
Total Shares Purchased by Investment Management	965,085
Total Price paid 	$28,807,787
% of Offering	3.31%
Fund	JP Morgan Series Trust II - Mid Cap Value Portfolio
Account Number	145070
Trade Date	11/8/2006
Issuer	OneBeacon Insurance (OB) IPO
Cusip	G6774210
Shares	10,000
Offering Price	$25.00
Spread	$1.44
Cost	$250,000
Dealer Executing Trade	Lehman Brothers Inc
Total Fund Assets	$302,765,959
% of Fund	0.08%
Total Shares Offered	24,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$565,500,000
Total Shares Purchased by Investment Management	593,800
Total Price paid 	$14,845,000
% of Offering	2.47%
Fund	JP Morgan Mid Cap Value
Account Number	150300
Trade Date	11/8/2006
Issuer	OneBeacon Insurance (OB) IPO
Cusip	G6774210
Shares	272,100
Offering Price	$25.00
Spread	$1.44
Cost	$6,802,500
Dealer Executing Trade	Lehman Brothers Inc
Total Fund Assets	$8,164,397,989
% of Fund	0.08%
Total Shares Offered	24,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$565,500,000
Total Shares Purchased by Investment Management	593,800
Total Price paid 	$14,845,000
% of Offering	2.47%
Fund	JPMORGAN CAPITAL GROWTH
Account Number	152890
Trade Date	11/8/2006
Issuer	OneBeacon Insurance (OB) IPO
Cusip	G6774210
Shares	60,500
Offering Price	$25.00
Spread	$1.44
Cost	$1,512,500
Dealer Executing Trade	Lehman Brothers Inc
Total Fund Assets	$887,167,901
% of Fund	0.17%
Total Shares Offered	24,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$565,500,000
Total Shares Purchased by Investment Management	593,800
Total Price paid 	$14,845,000
% of Offering	2.47%
Fund	JPMorgan Mid Cap Equity-Select
Account Number	153010
Trade Date	11/8/2006
Issuer	OneBeacon Insurance (OB) IPO
Cusip	G6774210
Shares	10,700
Offering Price	$25.00
Spread	$1.44
Cost	$267,500
Dealer Executing Trade	Lehman Brothers Inc
Total Fund Assets	$314,939,832
% of Fund	0.08%
Total Shares Offered	24,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$565,500,000
Total Shares Purchased by Investment Management	593,800
Total Price paid 	$14,845,000
% of Offering	2.47%
Fund	JPMORGAN SELECT MID CAP EQUITY FUND - VALUE
Account Number	153012
Trade Date	11/8/2006
Issuer	OneBeacon Insurance (OB) IPO
Cusip	G6774210
Shares	5,300
Offering Price	$25.00
Spread	$1.44
Cost	$132,500
Dealer Executing Trade	Lehman Brothers Inc
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	24,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$565,500,000
Total Shares Purchased by Investment Management	593,800
Total Price paid 	$14,845,000
% of Offering	2.47%
Fund	JPMORGAN GROWTH ADVANTAGE
Account Number	166200
Trade Date	11/8/2006
Issuer	OneBeacon Insurance (OB) IPO
Cusip	G6774210
Shares	5,400
Offering Price	$25.00
Spread	$1.44
Cost	$135,000
Dealer Executing Trade	Lehman Brothers Inc
Total Fund Assets	$75,053,566
% of Fund	0.18%
Total Shares Offered	24,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$565,500,000
Total Shares Purchased by Investment Management	593,800
Total Price paid 	$14,845,000
% of Offering	2.47%
Fund	ING JPMorgan MID CAP VALUE PORTFOLIO
Account Number	166750
Trade Date	11/8/2006
Issuer	OneBeacon Insurance (OB) IPO
Cusip	G6774210
Shares	7,900
Offering Price	$25.00
Spread	$1.44
Cost	$197,500
Dealer Executing Trade	Lehman Brothers Inc
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	24,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$565,500,000
Total Shares Purchased by Investment Management	593,800
Total Price paid 	$14,845,000
% of Offering	2.47%
Fund	AEGON-TRANSAMERICA SERIES FUND MID CAP VALUE PORTFOLIO
Account Number	169040
Trade Date	11/8/2006
Issuer	OneBeacon Insurance (OB) IPO
Cusip	G6774210
Shares	12,100
Offering Price	$25.00
Spread	$1.44
Cost	$302,500
Dealer Executing Trade	Lehman Brothers Inc
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	24,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$565,500,000
Total Shares Purchased by Investment Management	593,800
Total Price paid 	$14,845,000
% of Offering	2.47%
Fund	Transamerica IDEX JP Morgan MidCap Value
Account Number	169050
Trade Date	11/8/2006
Issuer	OneBeacon Insurance (OB) IPO
Cusip	G6774210
Shares	8,600
Offering Price	$25.00
Spread	$1.44
Cost	$215,000
Dealer Executing Trade	Lehman Brothers Inc
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	24,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$565,500,000
Total Shares Purchased by Investment Management	593,800
Total Price paid 	$14,845,000
% of Offering	2.47%
Fund	JPMorgan Equity Income
Account Number	169300
Trade Date	11/8/2006
Issuer	OneBeacon Insurance (OB) IPO
Cusip	G6774210
Shares	10,000
Offering Price	$25.00
Spread	$1.44
Cost	$250,000
Dealer Executing Trade	Lehman Brothers Inc
Total Fund Assets	$291,499,794
% of Fund	0.09%
Total Shares Offered	24,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$565,500,000
Total Shares Purchased by Investment Management	593,800
Total Price paid 	$14,845,000
% of Offering	2.47%
Fund	JPMorgan Diversified Mid Cap Value
Account Number	169310
Trade Date	11/8/2006
Issuer	OneBeacon Insurance (OB) IPO
Cusip	G6774210
Shares	31,900
Offering Price	$25.00
Spread	$1.44
Cost	$797,500
Dealer Executing Trade	Lehman Brothers Inc
Total Fund Assets	$904,999,768
% of Fund	0.09%
Total Shares Offered	24,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$565,500,000
Total Shares Purchased by Investment Management	593,800
Total Price paid 	$14,845,000
% of Offering	2.47%
Fund	JPMorgan Insurance Trust Mid Cap Value Portfolio (VA)
Account Number	169340
Trade Date	11/8/2006
Issuer	OneBeacon Insurance (OB) IPO
Cusip	G6774210
Shares	3,100
Offering Price	$25.00
Spread	$1.44
Cost	$77,500
Dealer Executing Trade	Lehman Brothers Inc
Total Fund Assets	$86,494,755
% of Fund	0.09%
Total Shares Offered	24,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$565,500,000
Total Shares Purchased by Investment Management	593,800
Total Price paid 	$14,845,000
% of Offering	2.47%
Fund	JPMorgan Diversified Mid Cap Growth
Account Number	169500
Trade Date	11/8/2006
Issuer	OneBeacon Insurance (OB) IPO
Cusip	G6774210
Shares	96,700
Offering Price	$25.00
Spread	$1.44
Cost	$2,417,500
Dealer Executing Trade	Lehman Brothers Inc
Total Fund Assets	$1,378,475,514
% of Fund	0.18%
Total Shares Offered	24,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$565,500,000
Total Shares Purchased by Investment Management	593,800
Total Price paid 	$14,845,000
% of Offering	2.47%
Fund	JPMorgan Insurance Trust Mid Cap Growth Portfolio (VA)
Account Number	169510
Trade Date	11/8/2006
Issuer	OneBeacon Insurance (OB) IPO
Cusip	G6774210
Shares	11,800
Offering Price	$25.00
Spread	$1.44
Cost	$295,000
Dealer Executing Trade	Lehman Brothers Inc
Total Fund Assets	$169,899,271
% of Fund	0.17%
Total Shares Offered	24,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$565,500,000
Total Shares Purchased by Investment Management	593,800
Total Price paid 	$14,845,000
% of Offering	2.47%
Fund	JPMORGAN VALUE ADVANTAGE
Account Number	171060
Trade Date	11/8/2006
Issuer	OneBeacon Insurance (OB) IPO
Cusip	G6774210
Shares	21,100
Offering Price	$25.00
Spread	$1.44
Cost	$527,500
Dealer Executing Trade	Lehman Brothers Inc
Total Fund Assets	$300,485,220
% of Fund	0.18%
Total Shares Offered	24,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$565,500,000
Total Shares Purchased by Investment Management	593,800
Total Price paid 	$14,845,000
% of Offering	2.47%
Fund	JPMorgan Equity Income II
Account Number	241450
Trade Date	11/8/2006
Issuer	OneBeacon Insurance (OB) IPO
Cusip	G6774210
Shares	12,800
Offering Price	$25.00
Spread	$1.44
Cost	$320,000
Dealer Executing Trade	Lehman Brothers Inc
Total Fund Assets	$332,594,831
% of Fund	0.10%
Total Shares Offered	24,000,000
Total Proceeds from IPO before discount	$600,000,000
Total Proceeds from IPO after discount	$565,500,000
Total Shares Purchased by Investment Management	593,800
Total Price paid 	$14,845,000
% of Offering	2.47%
Fund	JP Morgan Series Trust II - Mid Cap Value Portfolio
Account Number	145070
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	22,000
Offering Price	$44.50
Spread	$1.67
Cost	$979,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$302,765,959
% of Fund	0.32%
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	JP Morgan Series Trust II - Mid Cap Value Portfolio
Account Number	145070
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	100
Offering Price	$44.50
Spread	$1.67
Cost	$4,450
Dealer Executing Trade	McDonald & Company Securities
Total Fund Assets	$302,765,959
% of Fund	0.00%
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	JP Morgan Mid Cap Value
Account Number	150300
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	541,600
Offering Price	$44.50
Spread	$1.67
Cost	$24,101,200
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$8,164,397,989
% of Fund	0.30%
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	JP Morgan Mid Cap Value
Account Number	150300
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	3,400
Offering Price	$44.50
Spread	$1.67
Cost	$151,300
Dealer Executing Trade	McDonald & Company Securities
Total Fund Assets	$8,164,397,989
% of Fund	0.00%
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	JPMORGAN SELECT MID CAP EQUITY FUND - VALUE
Account Number	153012
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	10,900
Offering Price	$44.50
Spread	$1.67
Cost	$485,050
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	JPMORGAN SELECT MID CAP EQUITY FUND - VALUE
Account Number	153012
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	100
Offering Price	$44.50
Spread	$1.67
Cost	$4,450
Dealer Executing Trade	McDonald & Company Securities
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	ING JPMorgan MID CAP VALUE PORTFOLIO
Account Number	166750
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	15,700
Offering Price	$44.50
Spread	$1.67
Cost	$698,650
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	ING JPMorgan MID CAP VALUE PORTFOLIO
Account Number	166750
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	100
Offering Price	$44.50
Spread	$1.67
Cost	$4,450
Dealer Executing Trade	McDonald & Company Securities
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	AEGON-TRANSAMERICA SERIES FUND MID CAP VALUE PORTFOLIO
Account Number	169040
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	24,100
Offering Price	$44.50
Spread	$1.67
Cost	$1,072,450
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	AEGON-TRANSAMERICA SERIES FUND MID CAP VALUE PORTFOLIO
Account Number	169040
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	200
Offering Price	$44.50
Spread	$1.67
Cost	$8,900
Dealer Executing Trade	McDonald & Company Securities
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	Transamerica IDEX JP Morgan MidCap Value
Account Number	169050
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	17,200
Offering Price	$44.50
Spread	$1.67
Cost	$765,400
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	Transamerica IDEX JP Morgan MidCap Value
Account Number	169050
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	100
Offering Price	$44.50
Spread	$1.67
Cost	$4,450
Dealer Executing Trade	McDonald & Company Securities
Total Fund Assets	-
% of Fund	 -
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	JPMorgan Equity Income
Account Number	169300
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	10,300
Offering Price	$44.50
Spread	$1.67
Cost	$458,350
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$291,499,794
% of Fund	0.16%
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	JPMorgan Equity Income
Account Number	169300
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	100
Offering Price	$44.50
Spread	$1.67
Cost	$4,450
Dealer Executing Trade	McDonald & Company Securities
Total Fund Assets	$291,499,794
% of Fund	0.00%
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	JPMorgan Diversified Mid Cap Value
Account Number	169310
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	77,800
Offering Price	$44.50
Spread	$1.67
Cost	$3,462,100
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$904,999,768
% of Fund	0.38%
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	JPMorgan Diversified Mid Cap Value
Account Number	169310
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	500
Offering Price	$44.50
Spread	$1.67
Cost	$22,250
Dealer Executing Trade	McDonald & Company Securities
Total Fund Assets	$904,999,768
% of Fund	0.00%
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	JPMorgan Equity Income II
Account Number	241450
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	30,100
Offering Price	$44.50
Spread	$1.67
Cost	$1,339,450
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$332,594,831
% of Fund	0.40%
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	JPMorgan Equity Income II
Account Number	241450
Trade Date	11/9/2006
Issuer	Istar Financial Inc. (SFI) Secondary
Cusip	45031U10
Shares	200
Offering Price	$44.50
Spread	$1.67
Cost	$8,900
Dealer Executing Trade	McDonald & Company Securities
Total Fund Assets	$332,594,831
% of Fund	0.00%
Total Shares Offered	11,000,000
Total Proceeds from IPO before discount	$489,500,000
Total Proceeds from IPO after discount	$471,130,000
Total Shares Purchased by Investment Management	795,900
Total Price paid 	$35,417,550
% of Offering	7.24%
Fund	JPMORGAN VALUE ADVANTAGE
Account Number	171060
Trade Date	11/15/2006
Issuer	Hertz Global Holdings, Inc. (HTZ) IPO
Cusip	42805T10
Shares	192,000
Offering Price	$15.00
Spread	$0.64
Cost	$2,880,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$300,485,220
% of Fund	0.96%
Total Shares Offered	88,235,000
Total Proceeds from IPO before discount	$1,323,525,000
Total Proceeds from IPO after discount	$1,267,275,188
Total Shares Purchased by Investment Management	192,000
Total Price paid 	$2,880,000
% of Offering	0.22%
Fund	JPMorgan Mid Cap Equity-Select
Account Number	153010
Trade Date	11/16/2006
Issuer	New York Mercantile Exchange (NMX) IPO
Cusip	62948N10
Shares	4,400
Offering Price	$59.00
Spread	$3.84
Cost	$259,600
Dealer Executing Trade	Merrrill Lynch and Company
Total Fund Assets	$314,939,832
% of Fund	0.08%
Total Shares Offered	6,500,000
Total Proceeds from IPO before discount	$383,500,000
Total Proceeds from IPO after discount	$358,540,000
Total Shares Purchased by Investment Management	75,500
Total Price paid 	$4,454,500
% of Offering	1.16%
Fund	JPM Growth Advantage
Account Number	166200
Trade Date	11/16/2006
Issuer	New York Mercantile Exchange (NMX) IPO
Cusip	62948N10
Shares	2,100
Offering Price	$59.00
Spread	$3.84
Cost	$123,900
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$75,053,566
% of Fund	0.17%
Total Shares Offered	6,500,000
Total Proceeds from IPO before discount	$383,500,000
Total Proceeds from IPO after discount	$358,540,000
Total Shares Purchased by Investment Management	75,500
Total Price paid 	$4,454,500
% of Offering	1.16%
Fund	JPM Diversified Mid Cap Growth
Account Number	169500
Trade Date	11/16/2006
Issuer	New York Mercantile Exchange (NMX) IPO
Cusip	62948N10
Shares	39,200
Offering Price	$59.00
Spread	$3.84
Cost	$2,312,800
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$1,378,475,514
% of Fund	0.17%
Total Shares Offered	6,500,000
Total Proceeds from IPO before discount	$383,500,000
Total Proceeds from IPO after discount	$358,540,000
Total Shares Purchased by Investment Management	75,500
Total Price paid 	$4,454,500
% of Offering	1.16%
Fund	JPM Insurance Trust Mid Cap Growth Portfolio (VA)
Account Number	169510
Trade Date	11/16/2006
Issuer	New York Mercantile Exchange (NMX) IPO
Cusip	62948N10
Shares	4,800
Offering Price	$59.00
Spread	$3.84
Cost	$283,200
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$169,899,271
% of Fund	0.17%
Total Shares Offered	6,500,000
Total Proceeds from IPO before discount	$383,500,000
Total Proceeds from IPO after discount	$358,540,000
Total Shares Purchased by Investment Management	75,500
Total Price paid 	$4,454,500
% of Offering	1.16%
Fund	JPM Capital Growth
Account Number	152890
Trade Date	11/16/2006
Issuer	New York Mercantile Exchange (NMX) IPO
Cusip	62948N10
Shares	24,500
Offering Price	$59.00
Spread	$3.84
Cost	$1,445,500
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$887,167,901
% of Fund	0.16%
Total Shares Offered	6,500,000
Total Proceeds from IPO before discount	$383,500,000
Total Proceeds from IPO after discount	$358,540,000
Total Shares Purchased by Investment Management	75,500
Total Price paid 	$4,454,500
% of Offering	1.16%
Fund	JPM Diversified Mid Cap Growth
Account Number	169500
Trade Date	11/16/2006
Issuer	New York Mercantile Exchange (NMX) IPO
Cusip	62948N10
Shares	300
Offering Price	$59.00
Spread	$3.84
Cost	$17,700
Dealer Executing Trade	Samuel A. Ramirez & Co.
Total Fund Assets	$1,378,475,514
% of Fund	0.00%
Total Shares Offered	6,500,000
Total Proceeds from IPO before discount	$383,500,000
Total Proceeds from IPO after discount	$358,540,000
Total Shares Purchased by Investment Management	75,500
Total Price paid 	$4,454,500
% of Offering	1.16%
Fund	JPM Capital Growth
Account Number	152890
Trade Date	11/16/2006
Issuer	New York Mercantile Exchange (NMX) IPO
Cusip	62948N10
Shares	200
Offering Price	$59.00
Spread	$3.84
Cost	$11,800
Dealer Executing Trade	Samuel A. Ramirez & Co.
Total Fund Assets	$887,167,901
% of Fund	0.00%
Total Shares Offered	6,500,000
Total Proceeds from IPO before discount	$383,500,000
Total Proceeds from IPO after discount	$358,540,000
Total Shares Purchased by Investment Management	75,500
Total Price paid 	$4,454,500
% of Offering	1.16%

Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	11/1/2006
Issuer	Idearc Inc. (IAR 8.00% November 15, 2016 144A)
Cusip	451663AA
Bonds	120,000
Offering Price	$100.00
Spread	$2.25
Cost	$120,000
Dealer Executing Trade	Bear Stearns Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,850,000,000
Total Proceeds from IPO before discount	$2,850,000,000
Total Proceeds from IPO after discount	$2,785,875,000
Total Bonds Purchased by JPMIM	7,800,000
Total Price paid 	$7,800,000
% of Offering	0.27%
Fund	Managers High Yield
Account Number	145730
Trade Date	11/1/2006
Issuer	Idearc Inc. (IAR 8.00% November 15, 2016 144A)
Cusip	451663AA
Bonds	110,000
Offering Price	$100.00
Spread	$2.25
Cost	$110,000
Dealer Executing Trade	Bear Stearns Securities
Total Fund Assets
% of Fund
Total Shares/Units/Bonds Offered	2,850,000,000
Total Proceeds from IPO before discount	$2,850,000,000
Total Proceeds from IPO after discount	$2,785,875,000
Total Bonds Purchased by JPMIM	7,800,000
Total Price paid 	$7,800,000
% of Offering	0.27%
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	11/1/2006
Issuer	Idearc Inc. (IAR 8.00% November 15, 2016 144A)
Cusip	451663AA
Bonds	425,000
Offering Price	$100.00
Spread	$2.25
Cost	$425,000
Dealer Executing Trade	Bear Stearns Securities
Total Fund Assets
% of Fund
Total Shares/Units/Bonds Offered	2,850,000,000
Total Proceeds from IPO before discount	$2,850,000,000
Total Proceeds from IPO after discount	$2,785,875,000
Total Bonds Purchased by JPMIM	7,800,000
Total Price paid 	$7,800,000
% of Offering	0.27%
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	11/1/2006
Issuer	Idearc Inc. (IAR 8.00% November 15, 2016 144A)
Cusip	451663AA
Bonds	370,000
Offering Price	$100.00
Spread	$2.25
Cost	$370,000
Dealer Executing Trade	Bear Stearns Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,850,000,000
Total Proceeds from IPO before discount	$2,850,000,000
Total Proceeds from IPO after discount	$2,785,875,000
Total Bonds Purchased by JPMIM	7,800,000
Total Price paid 	$7,800,000
% of Offering	0.27%
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	11/1/2006
Issuer	Idearc Inc. (IAR 8.00% November 15, 2016 144A)
Cusip	451663AA
Bonds	105,000
Offering Price	$100.00
Spread	$2.25
Cost	$105,000
Dealer Executing Trade	Bear Stearns Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,850,000,000
Total Proceeds from IPO before discount	$2,850,000,000
Total Proceeds from IPO after discount	$2,785,875,000
Total Bonds Purchased by JPMIM	7,800,000
Total Price paid 	$7,800,000
% of Offering	0.27%
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	11/2/2006
Issuer	Goldman Sachs Group Inc. (GS 5.95% January 15, 2027)
Cusip	38141GES
Bonds	6,340,000
Offering Price	$99.75
Spread	$0.88
Cost	$6,323,896
Dealer Executing Trade	Goldman Sac hs and Company
Total Fund Assets	$6,721,877,222
% of Fund	0.09%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,460,000
Total Proceeds from IPO after discount	$988,710,000
Total Bonds Purchased by JPMIM	86,840,000
Total Price paid 	$86,619,426
% of Offering	8.68%
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	11/2/2006
Issuer	Goldman Sachs Group Inc. (GS 5.95% January 15, 2027)
Cusip	38141GES
Bonds	290,000
Offering Price	$99.75
Spread	$0.88
Cost	$289,263
Dealer Executing Trade	Goldman Sac hs and Company
Total Fund Assets	$213,709,792
% of Fund	0.14%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,460,000
Total Proceeds from IPO after discount	$988,710,000
Total Bonds Purchased by JPMIM	86,840,000
Total Price paid 	$86,619,426
% of Offering	8.68%
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	11/2/2006
Issuer	Goldman Sachs Group Inc. (GS 5.95% January 15, 2027)
Cusip	38141GES
Bonds	5,120,000
Offering Price	$99.75
Spread	$0.88
Cost	$5,106,995
Dealer Executing Trade	Goldman Sac hs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,460,000
Total Proceeds from IPO after discount	$988,710,000
Total Bonds Purchased by JPMIM	86,840,000
Total Price paid 	$86,619,426
% of Offering	8.68%
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	11/2/2006
Issuer	Goldman Sachs Group Inc. (GS 5.95% January 15, 2027)
Cusip	38141GES
Bonds	5,160,000
Offering Price	$99.75
Spread	$0.88
Cost	$5,146,894
Dealer Executing Trade	Goldman Sac hs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,460,000
Total Proceeds from IPO after discount	$988,710,000
Total Bonds Purchased by JPMIM	86,840,000
Total Price paid 	$86,619,426
% of Offering	8.68%
Fund	Pacific Life Insurance Company
Account Number	238760
Trade Date	11/2/2006
Issuer	Goldman Sachs Group Inc. (GS 5.95% January 15, 2027)
Cusip	38141GES
Bonds	2,570,000
Offering Price	$99.75
Spread	$0.88
Cost	$2,563,472
Dealer Executing Trade	Goldman Sac hs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,460,000
Total Proceeds from IPO after discount	$988,710,000
Total Bonds Purchased by JPMIM	86,840,000
Total Price paid 	$86,619,426
% of Offering	8.68%
Fund	GVIT Balanced - JPMIS Cust.
Account Number	165120
Trade Date	11/2/2006
Issuer	Goldman Sachs Group Inc. (GS 5.95% January 15, 2027)
Cusip	38141GES
Bonds	250,000
Offering Price	$99.75
Spread	$0.88
Cost	$249,365
Dealer Executing Trade	Goldman Sac hs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,460,000
Total Proceeds from IPO after discount	$988,710,000
Total Bonds Purchased by JPMIM	86,840,000
Total Price paid 	$86,619,426
% of Offering	8.68%
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	11/2/2006
Issuer	Goldman Sachs Group Inc. (GS 5.95% January 15, 2027)
Cusip	38141GES
Bonds	370,000
Offering Price	$99.75
Spread	$0.88
Cost	$369,060
Dealer Executing Trade	Goldman Sac hs and Company
Total Fund Assets	$249,462,542
% of Fund	0.15%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,460,000
Total Proceeds from IPO after discount	$988,710,000
Total Bonds Purchased by JPMIM	86,840,000
Total Price paid 	$86,619,426
% of Offering	8.68%
Fund	MLP Bank AG
Account Number	173240
Trade Date	11/2/2006
Issuer	Goldman Sachs Group Inc. (GS 5.95% January 15, 2027)
Cusip	38141GES
Bonds	335,000
Offering Price	$99.75
Spread	$0.88
Cost	$334,149
Dealer Executing Trade	Goldman Sac hs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,460,000
Total Proceeds from IPO after discount	$988,710,000
Total Bonds Purchased by JPMIM	86,840,000
Total Price paid 	$86,619,426
% of Offering	8.68%
Fund	Nationwide Life Insurance Company
Account Number	171010
Trade Date	11/2/2006
Issuer	Goldman Sachs Group Inc. (GS 5.95% January 15, 2027)
Cusip	38141GES
Bonds	240,000
Offering Price	$99.75
Spread	$0.88
Cost	$239,390
Dealer Executing Trade	Goldman Sac hs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,460,000
Total Proceeds from IPO after discount	$988,710,000
Total Bonds Purchased by JPMIM	86,840,000
Total Price paid 	$86,619,426
% of Offering	8.68%
Fund	JPM Strategic Income
Account Number	162530
Trade Date	11/2/2006
Issuer	Goldman Sachs Group Inc. (GS 5.95% January 15, 2027)
Cusip	38141GES
Bonds	90,000
Offering Price	$99.75
Spread	$0.88
Cost	$89,771
Dealer Executing Trade	Goldman Sac hs and Company
Total Fund Assets	$48,663,840
% of Fund	0.18%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,460,000
Total Proceeds from IPO after discount	$988,710,000
Total Bonds Purchased by JPMIM	86,840,000
Total Price paid 	$86,619,426
% of Offering	8.68%
Fund	Hartford RVP Public Bond (A)
Account Number	162810
Trade Date	11/2/2006
Issuer	Goldman Sachs Group Inc. (GS 5.95% January 15, 2027)
Cusip	38141GES
Bonds	530,000
Offering Price	$99.75
Spread	$0.88
Cost	$528,654
Dealer Executing Trade	Goldman Sac hs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,460,000
Total Proceeds from IPO after discount	$988,710,000
Total Bonds Purchased by JPMIM	86,840,000
Total Price paid 	$86,619,426
% of Offering	8.68%
Fund	Hartford RVP Active Fixed Income Plus
Account Number	162870
Trade Date	11/2/2006
Issuer	Goldman Sachs Group Inc. (GS 5.95% January 15, 2027)
Cusip	38141GES
Bonds	1,590,000
Offering Price	$99.75
Spread	$0.88
Cost	$1,585,961
Dealer Executing Trade	Goldman Sac hs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,460,000
Total Proceeds from IPO after discount	$988,710,000
Total Bonds Purchased by JPMIM	86,840,000
Total Price paid 	$86,619,426
% of Offering	8.68%
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	11/2/2006
Issuer	Goldman Sachs Group Inc. (GS 5.95% January 15, 2027)
Cusip	38141GES
Bonds	590,000
Offering Price	$99.75
Spread	$0.88
Cost	$588,501
Dealer Executing Trade	Goldman Sac hs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,460,000
Total Proceeds from IPO after discount	$988,710,000
Total Bonds Purchased by JPMIM	86,840,000
Total Price paid 	$86,619,426
% of Offering	8.68%
Fund	Hartford - RVP Public Bond (B) (SS cust)
Account Number	164680
Trade Date	11/2/2006
Issuer	Goldman Sachs Group Inc. (GS 5.95% January 15, 2027)
Cusip	38141GES
Bonds	55,000
Offering Price	$99.75
Spread	$0.88
Cost	$54,860
Dealer Executing Trade	Goldman Sac hs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,460,000
Total Proceeds from IPO after discount	$988,710,000
Total Bonds Purchased by JPMIM	86,840,000
Total Price paid 	$86,619,426
% of Offering	8.68%
Fund	Hartford - RVP U.S. Bond
Account Number	165410
Trade Date	11/2/2006
Issuer	Goldman Sachs Group Inc. (GS 5.95% January 15, 2027)
Cusip	38141GES
Bonds	150,000
Offering Price	$99.75
Spread	$0.88
Cost	$149,619
Dealer Executing Trade	Goldman Sac hs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,460,000
Total Proceeds from IPO after discount	$988,710,000
Total Bonds Purchased by JPMIM	86,840,000
Total Price paid 	$86,619,426
% of Offering	8.68%
Fund	General Americn Life Insurance
Account Number	168030
Trade Date	11/2/2006
Issuer	Goldman Sachs Group Inc. (GS 5.95% January 15, 2027)
Cusip	38141GES
Bonds	270,000
Offering Price	$99.75
Spread	$0.88
Cost	$269,314
Dealer Executing Trade	Goldman Sac hs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,460,000
Total Proceeds from IPO after discount	$988,710,000
Total Bonds Purchased by JPMIM	86,840,000
Total Price paid 	$86,619,426
% of Offering	8.68%
Fund	Cambridge Fonds - JPM AG
Account Number	168393
Trade Date	11/2/2006
Issuer	Goldman Sachs Group Inc. (GS 5.95% January 15, 2027)
Cusip	38141GES
Bonds	835,000
Offering Price	$99.75
Spread	$0.88
Cost	$832,879
Dealer Executing Trade	Goldman Sac hs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$997,460,000
Total Proceeds from IPO after discount	$988,710,000
Total Bonds Purchased by JPMIM	86,840,000
Total Price paid 	$86,619,426
% of Offering	8.68%
Fund	JPM Bond - Ext. Cash Sub Account
Account Number	160963
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX FRN November 13, 2009)
Cusip	887317AA
Bonds	7,550,000
Offering Price	$100.00
Spread	$0.25
Cost	$7,550,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	$6,721,877,222
% of Fund	0.11%
Total Shares/Units/Bonds Offered	2,000,000,000
Total Proceeds from IPO before discount	$2,000,000,000
Total Proceeds from IPO after discount	$1,995,000,000
Total Bonds Purchased by JPMIM	44,475,000
Total Price paid 	$44,475,000
% of Offering	2.22%
Fund	JPMorgan Investment Funds - US Bond  - Ext Cash
Account Number	162617
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX FRN November 13, 2009)
Cusip	887317AA
Bonds	5,550,000
Offering Price	$100.00
Spread	$0.25
Cost	$5,550,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,000,000,000
Total Proceeds from IPO before discount	$2,000,000,000
Total Proceeds from IPO after discount	$1,995,000,000
Total Bonds Purchased by JPMIM	44,475,000
Total Price paid 	$44,475,000
% of Offering	2.22%
Fund	Pacific Select - Diversified Bond (Ext. Cash)
Account Number	238763
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX FRN November 13, 2009)
Cusip	887317AA
Bonds	2,800,000
Offering Price	$100.00
Spread	$0.25
Cost	$2,800,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,000,000,000
Total Proceeds from IPO before discount	$2,000,000,000
Total Proceeds from IPO after discount	$1,995,000,000
Total Bonds Purchased by JPMIM	44,475,000
Total Price paid 	$44,475,000
% of Offering	2.22%
Fund	JPM Enhanced Income
Account Number	165200
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX FRN November 13, 2009)
Cusip	887317AA
Bonds	600,000
Offering Price	$100.00
Spread	$0.25
Cost	$600,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	$249,446,265
% of Fund	0.24%
Total Shares/Units/Bonds Offered	2,000,000,000
Total Proceeds from IPO before discount	$2,000,000,000
Total Proceeds from IPO after discount	$1,995,000,000
Total Bonds Purchased by JPMIM	44,475,000
Total Price paid 	$44,475,000
% of Offering	2.22%
Fund	MLP Bank AG
Account Number	173240
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX FRN November 13, 2009)
Cusip	887317AA
Bonds	375,000
Offering Price	$100.00
Spread	$0.25
Cost	$375,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,000,000,000
Total Proceeds from IPO before discount	$2,000,000,000
Total Proceeds from IPO after discount	$1,995,000,000
Total Bonds Purchased by JPMIM	44,475,000
Total Price paid 	$44,475,000
% of Offering	2.22%
Fund	Hartford RVP Active Fixed Income Plus
Account Number	162873
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX FRN November 13, 2009)
Cusip	887317AA
Bonds	1,700,000
Offering Price	$100.00
Spread	$0.25
Cost	$1,700,000
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,000,000,000
Total Proceeds from IPO before discount	$2,000,000,000
Total Proceeds from IPO after discount	$1,995,000,000
Total Bonds Purchased by JPMIM	44,475,000
Total Price paid 	$44,475,000
% of Offering	2.22%
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.50% November 15, 2011)
Cusip	887317AB
Bonds	13,365,000
Offering Price	$99.92
Spread	$0.35
Cost	$13,354,575
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	$6,721,877,222
% of Fund	0.20%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$999,220,000
Total Proceeds from IPO after discount	$995,720,000
Total Bonds Purchased by JPMIM	55,000,000
Total Price paid 	$54,957,100
% of Offering	5.50%
Fund	JPM Short Term Bond
Account Number	160990
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.50% November 15, 2011)
Cusip	887317AB
Bonds	9,100,000
Offering Price	$99.92
Spread	$0.35
Cost	$9,092,902
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	$2,147,089,027
% of Fund	0.42%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$999,220,000
Total Proceeds from IPO after discount	$995,720,000
Total Bonds Purchased by JPMIM	55,000,000
Total Price paid 	$54,957,100
% of Offering	5.50%
Fund	JPMORGAN SHORT TERM BOND II
Account Number	144350
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.50% November 15, 2011)
Cusip	887317AB
Bonds	2,500,000
Offering Price	$99.92
Spread	$0.35
Cost	$2,498,050
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	$1,033,873,402
% of Fund	0.24%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$999,220,000
Total Proceeds from IPO after discount	$995,720,000
Total Bonds Purchased by JPMIM	55,000,000
Total Price paid 	$54,957,100
% of Offering	5.50%
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.875 November 15, 2016)
Cusip	887317AC
Bonds	145,000
Offering Price	$99.51
Spread	$0.45
Cost	$144,285
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	$213,709,792
% of Fund	0.07%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$995,070,000
Total Proceeds from IPO after discount	$990,570,000
Total Bonds Purchased by JPMIM	18,910,000
Total Price paid 	$18,816,774
% of Offering	1.89%
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.875 November 15, 2016)
Cusip	887317AC
Bonds	2,565,000
Offering Price	$99.51
Spread	$0.45
Cost	$2,552,355
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$995,070,000
Total Proceeds from IPO after discount	$990,570,000
Total Bonds Purchased by JPMIM	18,910,000
Total Price paid 	$18,816,774
% of Offering	1.89%
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.875 November 15, 2016)
Cusip	887317AC
Bonds	2,735,000
Offering Price	$99.51
Spread	$0.45
Cost	$2,721,516
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$995,070,000
Total Proceeds from IPO after discount	$990,570,000
Total Bonds Purchased by JPMIM	18,910,000
Total Price paid 	$18,816,774
% of Offering	1.89%
Fund	Pacific Life Insurance Company
Account Number	238760
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.875 November 15, 2016)
Cusip	887317AC
Bonds	1,290,000
Offering Price	$99.51
Spread	$0.45
Cost	$1,283,640
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$995,070,000
Total Proceeds from IPO after discount	$990,570,000
Total Bonds Purchased by JPMIM	18,910,000
Total Price paid 	$18,816,774
% of Offering	1.89%
Fund	GVIT Balanced - JPMIS Cust.
Account Number	165120
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.875 November 15, 2016)
Cusip	887317AC
Bonds	125,000
Offering Price	$99.51
Spread	$0.45
Cost	$124,384
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$995,070,000
Total Proceeds from IPO after discount	$990,570,000
Total Bonds Purchased by JPMIM	18,910,000
Total Price paid 	$18,816,774
% of Offering	1.89%
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.875 November 15, 2016)
Cusip	887317AC
Bonds	195,000
Offering Price	$99.51
Spread	$0.45
Cost	$194,039
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	$249,462,542
% of Fund	0.08%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$995,070,000
Total Proceeds from IPO after discount	$990,570,000
Total Bonds Purchased by JPMIM	18,910,000
Total Price paid 	$18,816,774
% of Offering	1.89%
Fund	MLP Bank AG
Account Number	173240
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.875 November 15, 2016)
Cusip	887317AC
Bonds	170,000
Offering Price	$99.51
Spread	$0.45
Cost	$169,162
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$995,070,000
Total Proceeds from IPO after discount	$990,570,000
Total Bonds Purchased by JPMIM	18,910,000
Total Price paid 	$18,816,774
% of Offering	1.89%
Fund	JPM  Strategic Income
Account Number	162530
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.875 November 15, 2016)
Cusip	887317AC
Bonds	45,000
Offering Price	$99.51
Spread	$0.45
Cost	$44,778
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	$48,663,840
% of Fund	0.09%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$995,070,000
Total Proceeds from IPO after discount	$990,570,000
Total Bonds Purchased by JPMIM	18,910,000
Total Price paid 	$18,816,774
% of Offering	1.89%
Fund	Hartford RVP Public Bond (A)
Account Number	162810
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.875 November 15, 2016)
Cusip	887317AC
Bonds	260,000
Offering Price	$99.51
Spread	$0.45
Cost	$258,718
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$995,070,000
Total Proceeds from IPO after discount	$990,570,000
Total Bonds Purchased by JPMIM	18,910,000
Total Price paid 	$18,816,774
% of Offering	1.89%
Fund	Hartford RVP Active Fixed Income Plus
Account Number	162870
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.875 November 15, 2016)
Cusip	887317AC
Bonds	790,000
Offering Price	$99.51
Spread	$0.45
Cost	$786,105
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$995,070,000
Total Proceeds from IPO after discount	$990,570,000
Total Bonds Purchased by JPMIM	18,910,000
Total Price paid 	$18,816,774
% of Offering	1.89%
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.875 November 15, 2016)
Cusip	887317AC
Bonds	295,000
Offering Price	$99.51
Spread	$0.45
Cost	$293,546
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$995,070,000
Total Proceeds from IPO after discount	$990,570,000
Total Bonds Purchased by JPMIM	18,910,000
Total Price paid 	$18,816,774
% of Offering	1.89%
Fund	Hartford - RVP Public Bond (B) (SS cust)
Account Number	164680
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.875 November 15, 2016)
Cusip	887317AC
Bonds	50,000
Offering Price	$99.51
Spread	$0.45
Cost	$49,754
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$995,070,000
Total Proceeds from IPO after discount	$990,570,000
Total Bonds Purchased by JPMIM	18,910,000
Total Price paid 	$18,816,774
% of Offering	1.89%
Fund	Hartford - RVP U.S. Bond
Account Number	165410
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.875 November 15, 2016)
Cusip	887317AC
Bonds	255,000
Offering Price	$99.51
Spread	$0.45
Cost	$253,743
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$995,070,000
Total Proceeds from IPO after discount	$990,570,000
Total Bonds Purchased by JPMIM	18,910,000
Total Price paid 	$18,816,774
% of Offering	1.89%
Fund	General Americn Life Insurance
Account Number	168030
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.875 November 15, 2016)
Cusip	887317AC
Bonds	135,000
Offering Price	$99.51
Spread	$0.45
Cost	$134,334
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$995,070,000
Total Proceeds from IPO after discount	$990,570,000
Total Bonds Purchased by JPMIM	18,910,000
Total Price paid 	$18,816,774
% of Offering	1.89%
Fund	Cambridge Fonds - JPM AG
Account Number	168393
Trade Date	11/8/2006
Issuer	Time Warner Inc. (TWX 5.875 November 15, 2016)
Cusip	887317AC
Bonds	495,000
Offering Price	$99.51
Spread	$0.45
Cost	$492,560
Dealer Executing Trade	BA Securities Incorporated
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$995,070,000
Total Proceeds from IPO after discount	$990,570,000
Total Bonds Purchased by JPMIM	18,910,000
Total Price paid 	$18,816,774
% of Offering	1.89%
Fund	JPMORGAN SHORT TERM BOND II
Account Number	144350
Trade Date	11/8/2006
Issuer	Xstrata Finance (Dubai) Limited (XTAL FRN November 13, 2009 144A)
Cusip	98416VAA
Bonds	1,300,000
Offering Price	$100.00
Spread	$0.30
Cost	$1,300,000
Dealer Executing Trade	Barclays Capital Inc.
Total Fund Assets	$1,033,873,402
% of Fund	0.13%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$498,500,000
Total Bonds Purchased by JPMIM	79,500,000
Total Price paid 	$79,500,000
% of Offering	15.90%
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	11/8/2006
Issuer	Xstrata Finance (Dubai) Limited (XTAL FRN November 13, 2009 144A)
Cusip	98416VAA
Bonds	15,000,000
Offering Price	$100.00
Spread	$0.30
Cost	$15,000,000
Dealer Executing Trade	Barclays Capital Inc.
Total Fund Assets	$6,721,877,222
% of Fund	0.22%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$498,500,000
Total Bonds Purchased by JPMIM	79,500,000
Total Price paid 	$79,500,000
% of Offering	15.90%
Fund	JPM Short Term Bond
Account Number	160990
Trade Date	11/8/2006
Issuer	Xstrata Finance (Dubai) Limited (XTAL FRN November 13, 2009 144A)
Cusip	98416VAA
Bonds	4,300,000
Offering Price	$100.00
Spread	$0.30
Cost	$4,300,000
Dealer Executing Trade	Barclays Capital Inc.
Total Fund Assets	$2,147,089,027
% of Fund	0.20%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$498,500,000
Total Bonds Purchased by JPMIM	79,500,000
Total Price paid 	$79,500,000
% of Offering	15.90%
Fund	JPM Enhanced Income
Account Number	165200
Trade Date	11/8/2006
Issuer	Xstrata Finance (Dubai) Limited (XTAL FRN November 13, 2009 144A)
Cusip	98416VAA
Bonds	550,000
Offering Price	$100.00
Spread	$0.30
Cost	$550,000
Dealer Executing Trade	Barclays Capital Inc.
Total Fund Assets	$249,446,265
% of Fund	0.22%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$498,500,000
Total Bonds Purchased by JPMIM	79,500,000
Total Price paid 	$79,500,000
% of Offering	15.90%
Fund	JPM Bond
Account Number	160967
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.25% November 15, 2016 144A)
Cusip	404119AV
Bonds	470,000
Offering Price	$100.00
Spread	$2.00
Cost	$470,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	$6,721,877,222
% of Fund	0.01%
Total Shares/Units/Bonds Offered	3,200,000,000
Total Proceeds from IPO before discount	$3,200,000,000
Total Proceeds from IPO after discount	$3,136,000,000
Total Bonds Purchased by JPMIM	28,165,000
Total Price paid 	$28,165,000
% of Offering	0.88%
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.25% November 15, 2016 144A)
Cusip	404119AV
Bonds	20,000
Offering Price	$100.00
Spread	$2.00
Cost	$20,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	$213,709,792
% of Fund	0.01%
Total Shares/Units/Bonds Offered	3,200,000,000
Total Proceeds from IPO before discount	$3,200,000,000
Total Proceeds from IPO after discount	$3,136,000,000
Total Bonds Purchased by JPMIM	28,165,000
Total Price paid 	$28,165,000
% of Offering	0.88%
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.25% November 15, 2016 144A)
Cusip	404119AV
Bonds	355,000
Offering Price	$100.00
Spread	$2.00
Cost	$355,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,200,000,000
Total Proceeds from IPO before discount	$3,200,000,000
Total Proceeds from IPO after discount	$3,136,000,000
Total Bonds Purchased by JPMIM	28,165,000
Total Price paid 	$28,165,000
% of Offering	0.88%
Fund	Pacific Life Insurance Company
Account Number	238760
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.25% November 15, 2016 144A)
Cusip	404119AV
Bonds	180,000
Offering Price	$100.00
Spread	$2.00
Cost	$180,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,200,000,000
Total Proceeds from IPO before discount	$3,200,000,000
Total Proceeds from IPO after discount	$3,136,000,000
Total Bonds Purchased by JPMIM	28,165,000
Total Price paid 	$28,165,000
% of Offering	0.88%
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.25% November 15, 2016 144A)
Cusip	404119AV
Bonds	610,000
Offering Price	$100.00
Spread	$2.00
Cost	$610,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,200,000,000
Total Proceeds from IPO before discount	$3,200,000,000
Total Proceeds from IPO after discount	$3,136,000,000
Total Bonds Purchased by JPMIM	28,165,000
Total Price paid 	$28,165,000
% of Offering	0.88%
Fund	Managers High Yield
Account Number	145730
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.25% November 15, 2016 144A)
Cusip	404119AV
Bonds	550,000
Offering Price	$100.00
Spread	$2.00
Cost	$550,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,200,000,000
Total Proceeds from IPO before discount	$3,200,000,000
Total Proceeds from IPO after discount	$3,136,000,000
Total Bonds Purchased by JPMIM	28,165,000
Total Price paid 	$28,165,000
% of Offering	0.88%
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.25% November 15, 2016 144A)
Cusip	404119AV
Bonds	2,165,000
Offering Price	$100.00
Spread	$2.00
Cost	$2,165,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,200,000,000
Total Proceeds from IPO before discount	$3,200,000,000
Total Proceeds from IPO after discount	$3,136,000,000
Total Bonds Purchased by JPMIM	28,165,000
Total Price paid 	$28,165,000
% of Offering	0.88%
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.25% November 15, 2016 144A)
Cusip	404119AV
Bonds	1,965,000
Offering Price	$100.00
Spread	$2.00
Cost	$1,965,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,200,000,000
Total Proceeds from IPO before discount	$3,200,000,000
Total Proceeds from IPO after discount	$3,136,000,000
Total Bonds Purchased by JPMIM	28,165,000
Total Price paid 	$28,165,000
% of Offering	0.88%
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.25% November 15, 2016 144A)
Cusip	404119AV
Bonds	520,000
Offering Price	$100.00
Spread	$2.00
Cost	$520,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,200,000,000
Total Proceeds from IPO before discount	$3,200,000,000
Total Proceeds from IPO after discount	$3,136,000,000
Total Bonds Purchased by JPMIM	28,165,000
Total Price paid 	$28,165,000
% of Offering	0.88%
Fund	GVIT Balanced - JPMIS Cust.
Account Number	165120
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.25% November 15, 2016 144A)
Cusip	404119AV
Bonds	10,000
Offering Price	$100.00
Spread	$2.00
Cost	$10,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,200,000,000
Total Proceeds from IPO before discount	$3,200,000,000
Total Proceeds from IPO after discount	$3,136,000,000
Total Bonds Purchased by JPMIM	28,165,000
Total Price paid 	$28,165,000
% of Offering	0.88%
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.25% November 15, 2016 144A)
Cusip	404119AV
Bonds	25,000
Offering Price	$100.00
Spread	$2.00
Cost	$25,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	$249,462,542
% of Fund	0.01%
Total Shares/Units/Bonds Offered	3,200,000,000
Total Proceeds from IPO before discount	$3,200,000,000
Total Proceeds from IPO after discount	$3,136,000,000
Total Bonds Purchased by JPMIM	28,165,000
Total Price paid 	$28,165,000
% of Offering	0.88%
Fund	MLP Bank AG
Account Number	173240
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.25% November 15, 2016 144A)
Cusip	404119AV
Bonds	50,000
Offering Price	$100.00
Spread	$2.00
Cost	$50,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,200,000,000
Total Proceeds from IPO before discount	$3,200,000,000
Total Proceeds from IPO after discount	$3,136,000,000
Total Bonds Purchased by JPMIM	28,165,000
Total Price paid 	$28,165,000
% of Offering	0.88%
Fund	Hartford RVP Active Fixed Income Plus
Account Number	162870
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.25% November 15, 2016 144A)
Cusip	404119AV
Bonds	55,000
Offering Price	$100.00
Spread	$2.00
Cost	$55,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,200,000,000
Total Proceeds from IPO before discount	$3,200,000,000
Total Proceeds from IPO after discount	$3,136,000,000
Total Bonds Purchased by JPMIM	28,165,000
Total Price paid 	$28,165,000
% of Offering	0.88%
Fund	JPM Strategic Income- High Yield
Account Number	162533
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.25% November 15, 2016 144A)
Cusip	404119AV
Bonds	35,000
Offering Price	$100.00
Spread	$2.00
Cost	$35,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	$48,663,840
% of Fund	0.07%
Total Shares/Units/Bonds Offered	3,200,000,000
Total Proceeds from IPO before discount	$3,200,000,000
Total Proceeds from IPO after discount	$3,136,000,000
Total Bonds Purchased by JPMIM	28,165,000
Total Price paid 	$28,165,000
% of Offering	0.88%
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.25% November 15, 2016 144A)
Cusip	404119AV
Bonds	840,000
Offering Price	$100.00
Spread	$2.00
Cost	$840,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,200,000,000
Total Proceeds from IPO before discount	$3,200,000,000
Total Proceeds from IPO after discount	$3,136,000,000
Total Bonds Purchased by JPMIM	28,165,000
Total Price paid 	$28,165,000
% of Offering	0.88%
Fund	MI-Fonds 901
Account Number	167370
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.25% November 15, 2016 144A)
Cusip	404119AV
Bonds	2,605,000
Offering Price	$100.00
Spread	$2.00
Cost	$2,605,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,200,000,000
Total Proceeds from IPO before discount	$3,200,000,000
Total Proceeds from IPO after discount	$3,136,000,000
Total Bonds Purchased by JPMIM	28,165,000
Total Price paid 	$28,165,000
% of Offering	0.88%
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.625% November 15, 2016 144A)
Cusip	404119AY
Bonds	330,000
Offering Price	$100.00
Spread	$2.00
Cost	$330,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,500,000,000
Total Proceeds from IPO after discount	$1,470,000,000
Total Bonds Purchased by JPMIM	10,345,000
Total Price paid 	$10,345,000
% of Offering	0.69%
Fund	Managers High Yield
Account Number	145730
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.625% November 15, 2016 144A)
Cusip	404119AY
Bonds	300,000
Offering Price	$100.00
Spread	$2.00
Cost	$300,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,500,000,000
Total Proceeds from IPO after discount	$1,470,000,000
Total Bonds Purchased by JPMIM	10,345,000
Total Price paid 	$10,345,000
% of Offering	0.69%
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.625% November 15, 2016 144A)
Cusip	404119AY
Bonds	1,170,000
Offering Price	$100.00
Spread	$2.00
Cost	$1,170,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,500,000,000
Total Proceeds from IPO after discount	$1,470,000,000
Total Bonds Purchased by JPMIM	10,345,000
Total Price paid 	$10,345,000
% of Offering	0.69%
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.625% November 15, 2016 144A)
Cusip	404119AY
Bonds	1,060,000
Offering Price	$100.00
Spread	$2.00
Cost	$1,060,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,500,000,000
Total Proceeds from IPO after discount	$1,470,000,000
Total Bonds Purchased by JPMIM	10,345,000
Total Price paid 	$10,345,000
% of Offering	0.69%
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.625% November 15, 2016 144A)
Cusip	404119AY
Bonds	280,000
Offering Price	$100.00
Spread	$2.00
Cost	$280,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,500,000,000
Total Proceeds from IPO after discount	$1,470,000,000
Total Bonds Purchased by JPMIM	10,345,000
Total Price paid 	$10,345,000
% of Offering	0.69%
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.625% November 15, 2016 144A)
Cusip	404119AY
Bonds	455,000
Offering Price	$100.00
Spread	$2.00
Cost	$455,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,500,000,000
Total Proceeds from IPO after discount	$1,470,000,000
Total Bonds Purchased by JPMIM	10,345,000
Total Price paid 	$10,345,000
% of Offering	0.69%
Fund	MI-Fonds 901
Account Number	167370
Trade Date	11/9/2006
Issuer	HCA Inc. (HCA 9.625% November 15, 2016 144A)
Cusip	404119AY
Bonds	1,405,000
Offering Price	$100.00
Spread	$2.00
Cost	$1,405,000
Dealer Executing Trade	Citigroup Global Market
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,500,000,000
Total Proceeds from IPO after discount	$1,470,000,000
Total Bonds Purchased by JPMIM	10,345,000
Total Price paid 	$10,345,000
% of Offering	0.69%
Fund	JPM Enhanced Income
Account Number	165200
Trade Date	11/9/2006
Issuer	Dominion Resources Inc. (D FRN November 14, 2008)
Cusip	25746UBA
Bonds	700,000
Offering Price	$100.00
Spread	$0.25
Cost	$700,000
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	$249,446,265
% of Fund	0.28%
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	30,000,000
Total Price paid 	$30,000,000
% of Offering	7.50%
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	11/10/2006
Issuer	Sally Holdings LLC (SALLY 9.25% November 15, 2014 144A)
Cusip	79546VAA
Bonds	165,000
Offering Price	$100.00
Spread	$2.50
Cost	$165,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	430,000,000
Total Proceeds from IPO before discount	$430,000,000
Total Proceeds from IPO after discount	$419,250,000
Total Bonds Purchased by JPMIM	4,850,000
Total Price paid 	$4,850,000
% of Offering	1.13%
Fund	Managers High Yield
Account Number	145730
Trade Date	11/10/2006
Issuer	Sally Holdings LLC (SALLY 9.25% November 15, 2014 144A)
Cusip	79546VAA
Bonds	145,000
Offering Price	$100.00
Spread	$2.50
Cost	$145,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	430,000,000
Total Proceeds from IPO before discount	$430,000,000
Total Proceeds from IPO after discount	$419,250,000
Total Bonds Purchased by JPMIM	4,850,000
Total Price paid 	$4,850,000
% of Offering	1.13%
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	11/10/2006
Issuer	Sally Holdings LLC (SALLY 9.25% November 15, 2014 144A)
Cusip	79546VAA
Bonds	575,000
Offering Price	$100.00
Spread	$2.50
Cost	$575,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	430,000,000
Total Proceeds from IPO before discount	$430,000,000
Total Proceeds from IPO after discount	$419,250,000
Total Bonds Purchased by JPMIM	4,850,000
Total Price paid 	$4,850,000
% of Offering	1.13%
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	11/10/2006
Issuer	Sally Holdings LLC (SALLY 9.25% November 15, 2014 144A)
Cusip	79546VAA
Bonds	520,000
Offering Price	$100.00
Spread	$2.50
Cost	$520,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	430,000,000
Total Proceeds from IPO before discount	$430,000,000
Total Proceeds from IPO after discount	$419,250,000
Total Bonds Purchased by JPMIM	4,850,000
Total Price paid 	$4,850,000
% of Offering	1.13%
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	11/10/2006
Issuer	Sally Holdings LLC (SALLY 9.25% November 15, 2014 144A)
Cusip	79546VAA
Bonds	140,000
Offering Price	$100.00
Spread	$2.50
Cost	$140,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	430,000,000
Total Proceeds from IPO before discount	$430,000,000
Total Proceeds from IPO after discount	$419,250,000
Total Bonds Purchased by JPMIM	4,850,000
Total Price paid 	$4,850,000
% of Offering	1.13%
Fund	JPM Bond - Ext. Cash Sub Account
Account Number	160963
Trade Date	11/10/2006
Issuer	Glitnir BankI HF (GLBIRF FRN January 21, 2011 144A)
Cusip	37930JAA
Bonds	5,000,000
Offering Price	$100.00
Spread	$0.28
Cost	$5,000,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$6,721,877,222
% of Fund	0.07%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$498,600,000
Total Bonds Purchased by JPMIM	96,030,000
Total Price paid 	$96,030,000
% of Offering	19.21%
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	11/10/2006
Issuer	Glitnir BankI HF (GLBIRF FRN January 21, 2011 144A)
Cusip	37930JAA
Bonds	1,675,000
Offering Price	$100.00
Spread	$0.28
Cost	$1,675,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$6,721,877,222
% of Fund	0.02%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$498,600,000
Total Bonds Purchased by JPMIM	96,030,000
Total Price paid 	$96,030,000
% of Offering	19.21%
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	11/10/2006
Issuer	Glitnir BankI HF (GLBIRF FRN January 21, 2011 144A)
Cusip	37930JAA
Bonds	330,000
Offering Price	$100.00
Spread	$0.28
Cost	$330,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$249,462,542
% of Fund	0.13%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$498,600,000
Total Bonds Purchased by JPMIM	96,030,000
Total Price paid 	$96,030,000
% of Offering	19.21%
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	11/10/2006
Issuer	Glitnir BankI HF (GLBIRF FRN January 21, 2011 144A)
Cusip	37930JAA
Bonds	270,000
Offering Price	$100.00
Spread	$0.28
Cost	$270,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$213,709,792
% of Fund	0.13%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$498,600,000
Total Bonds Purchased by JPMIM	96,030,000
Total Price paid 	$96,030,000
% of Offering	19.21%
Fund	JPM Strategic Income
Account Number	162530
Trade Date	11/10/2006
Issuer	Glitnir BankI HF (GLBIRF FRN January 21, 2011 144A)
Cusip	37930JAA
Bonds	285,000
Offering Price	$100.00
Spread	$0.28
Cost	$285,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$48,663,840
% of Fund	0.59%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$500,000,000
Total Proceeds from IPO after discount	$498,600,000
Total Bonds Purchased by JPMIM	96,030,000
Total Price paid 	$96,030,000
% of Offering	19.21%
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	11/10/2006
Issuer	Glitnir BankI HF (GLBIRF FRN January 21, 2011 144A)
Cusip	37930JAA
Bonds	5,195,000
Offering Price	$100.00
Spread	$0.28
Cost	$5,195,000
Dealer Executing Trade	Merrill Lynch and Company
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	$498,600,000
Total Bonds Purchased by JPMIM	96,030,000
Total Price paid 	$96,030,000
% of Offering	19.21%
Fund	GVIT Balanced - JPMIS Cust.
Account Number	165120
Trade Date	11/10/2006
Issuer	Glitnir BankI HF (GLBIRF FRN January 21, 2011 144A)
Cusip	37930JAA
Bonds	240,000
Offering Price	$100.00
Spread	$0.28
Cost	$240,000
Dealer Executing Trade	Merrill Lynch and Company
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	$498,600,000
Total Bonds Purchased by JPMIM	96,030,000
Total Price paid 	$96,030,000
% of Offering	19.21%
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 9.125%  December 15, 2014 144A)
Cusip	35687MAJ
Bonds	300,000
Offering Price	$100.00
Spread	$2.00
Cost	$300,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,500,000,000
Total Proceeds from IPO after discount	$1,470,000,000
Total Bonds Purchased by JPMIM	10,550,000
Total Price paid 	$10,550,000
% of Offering	0.70%
Fund	Managers High Yield
Account Number	145730
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 9.125%  December 15, 2014 144A)
Cusip	35687MAJ
Bonds	265,000
Offering Price	$100.00
Spread	$2.00
Cost	$265,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,500,000,000
Total Proceeds from IPO after discount	$1,470,000,000
Total Bonds Purchased by JPMIM	10,550,000
Total Price paid 	$10,550,000
% of Offering	0.70%
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 9.125%  December 15, 2014 144A)
Cusip	35687MAJ
Bonds	1,055,000
Offering Price	$100.00
Spread	$2.00
Cost	$1,055,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,500,000,000
Total Proceeds from IPO after discount	$1,470,000,000
Total Bonds Purchased by JPMIM	10,550,000
Total Price paid 	$10,550,000
% of Offering	0.70%
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 9.125%  December 15, 2014 144A)
Cusip	35687MAJ
Bonds	950,000
Offering Price	$100.00
Spread	$2.00
Cost	$950,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,500,000,000
Total Proceeds from IPO after discount	$1,470,000,000
Total Bonds Purchased by JPMIM	10,550,000
Total Price paid 	$10,550,000
% of Offering	0.70%
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 9.125%  December 15, 2014 144A)
Cusip	35687MAJ
Bonds	250,000
Offering Price	$100.00
Spread	$2.00
Cost	$250,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,500,000,000
Total Proceeds from IPO after discount	$1,470,000,000
Total Bonds Purchased by JPMIM	10,550,000
Total Price paid 	$10,550,000
% of Offering	0.70%
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 9.125%  December 15, 2014 144A)
Cusip	35687MAJ
Bonds	405,000
Offering Price	$100.00
Spread	$2.00
Cost	$405,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,500,000,000
Total Proceeds from IPO after discount	$1,470,000,000
Total Bonds Purchased by JPMIM	10,550,000
Total Price paid 	$10,550,000
% of Offering	0.70%
Fund	MI-Fonds 901
Account Number	167370
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 9.125%  December 15, 2014 144A)
Cusip	35687MAJ
Bonds	1,260,000
Offering Price	$100.00
Spread	$2.00
Cost	$1,260,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,500,000,000
Total Proceeds from IPO before discount	$1,500,000,000
Total Proceeds from IPO after discount	$1,470,000,000
Total Bonds Purchased by JPMIM	10,550,000
Total Price paid 	$10,550,000
% of Offering	0.70%
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 8.875%  December 15, 2014 144A)
Cusip	35687MAL
Bonds	135,000
Offering Price	$100.00
Spread	$2.00
Cost	$135,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,350,000,000
Total Proceeds from IPO before discount	$2,350,000,000
Total Proceeds from IPO after discount	$2,303,000,000
Total Bonds Purchased by JPMIM	7,090,000
Total Price paid 	$7,090,000
% of Offering	0.30%
Fund	Managers High Yield
Account Number	145730
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 8.875%  December 15, 2014 144A)
Cusip	35687MAL
Bonds	125,000
Offering Price	$100.00
Spread	$2.00
Cost	$125,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,350,000,000
Total Proceeds from IPO before discount	$2,350,000,000
Total Proceeds from IPO after discount	$2,303,000,000
Total Bonds Purchased by JPMIM	7,090,000
Total Price paid 	$7,090,000
% of Offering	0.30%
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 8.875%  December 15, 2014 144A)
Cusip	35687MAL
Bonds	470,000
Offering Price	$100.00
Spread	$2.00
Cost	$470,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,350,000,000
Total Proceeds from IPO before discount	$2,350,000,000
Total Proceeds from IPO after discount	$2,303,000,000
Total Bonds Purchased by JPMIM	7,090,000
Total Price paid 	$7,090,000
% of Offering	0.30%
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 8.875%  December 15, 2014 144A)
Cusip	35687MAL
Bonds	425,000
Offering Price	$100.00
Spread	$2.00
Cost	$425,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,350,000,000
Total Proceeds from IPO before discount	$2,350,000,000
Total Proceeds from IPO after discount	$2,303,000,000
Total Bonds Purchased by JPMIM	7,090,000
Total Price paid 	$7,090,000
% of Offering	0.30%
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 8.875%  December 15, 2014 144A)
Cusip	35687MAL
Bonds	110,000
Offering Price	$100.00
Spread	$2.00
Cost	$110,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,350,000,000
Total Proceeds from IPO before discount	$2,350,000,000
Total Proceeds from IPO after discount	$2,303,000,000
Total Bonds Purchased by JPMIM	7,090,000
Total Price paid 	$7,090,000
% of Offering	0.30%
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 8.875%  December 15, 2014 144A)
Cusip	35687MAL
Bonds	180,000
Offering Price	$100.00
Spread	$2.00
Cost	$180,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,350,000,000
Total Proceeds from IPO before discount	$2,350,000,000
Total Proceeds from IPO after discount	$2,303,000,000
Total Bonds Purchased by JPMIM	7,090,000
Total Price paid 	$7,090,000
% of Offering	0.30%
Fund	MI-Fonds 901
Account Number	167370
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 8.875%  December 15, 2014 144A)
Cusip	35687MAL
Bonds	560,000
Offering Price	$100.00
Spread	$2.00
Cost	$560,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,350,000,000
Total Proceeds from IPO before discount	$2,350,000,000
Total Proceeds from IPO after discount	$2,303,000,000
Total Bonds Purchased by JPMIM	7,090,000
Total Price paid 	$7,090,000
% of Offering	0.30%
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 10.125%  December 15, 2016 144A)
Cusip	35687MAN
Bonds	100,000
Offering Price	$100.00
Spread	$2.50
Cost	$100,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,600,000,000
Total Proceeds from IPO before discount	$1,600,000,000
Total Proceeds from IPO after discount	$1,560,000,000
Total Bonds Purchased by JPMIM	4,220,000
Total Price paid 	$4,220,000
% of Offering	0.26%
Fund	Managers High Yield
Account Number	145730
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 10.125%  December 15, 2016 144A)
Cusip	35687MAN
Bonds	90,000
Offering Price	$100.00
Spread	$2.50
Cost	$90,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,600,000,000
Total Proceeds from IPO before discount	$1,600,000,000
Total Proceeds from IPO after discount	$1,560,000,000
Total Bonds Purchased by JPMIM	4,220,000
Total Price paid 	$4,220,000
% of Offering	0.26%
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 10.125%  December 15, 2016 144A)
Cusip	35687MAN
Bonds	350,000
Offering Price	$100.00
Spread	$2.50
Cost	$350,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,600,000,000
Total Proceeds from IPO before discount	$1,600,000,000
Total Proceeds from IPO after discount	$1,560,000,000
Total Bonds Purchased by JPMIM	4,220,000
Total Price paid 	$4,220,000
% of Offering	0.26%
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 10.125%  December 15, 2016 144A)
Cusip	35687MAN
Bonds	315,000
Offering Price	$100.00
Spread	$2.50
Cost	$315,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,600,000,000
Total Proceeds from IPO before discount	$1,600,000,000
Total Proceeds from IPO after discount	$1,560,000,000
Total Bonds Purchased by JPMIM	4,220,000
Total Price paid 	$4,220,000
% of Offering	0.26%
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 10.125%  December 15, 2016 144A)
Cusip	35687MAN
Bonds	85,000
Offering Price	$100.00
Spread	$2.50
Cost	$85,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,600,000,000
Total Proceeds from IPO before discount	$1,600,000,000
Total Proceeds from IPO after discount	$1,560,000,000
Total Bonds Purchased by JPMIM	4,220,000
Total Price paid 	$4,220,000
% of Offering	0.26%
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 10.125%  December 15, 2016 144A)
Cusip	35687MAN
Bonds	135,000
Offering Price	$100.00
Spread	$2.50
Cost	$135,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,600,000,000
Total Proceeds from IPO before discount	$1,600,000,000
Total Proceeds from IPO after discount	$1,560,000,000
Total Bonds Purchased by JPMIM	4,220,000
Total Price paid 	$4,220,000
% of Offering	0.26%
Fund	MI-Fonds 901
Account Number	167370
Trade Date	11/16/2006
Issuer	Freescale Semiconductor (FSL 10.125%  December 15, 2016 144A)
Cusip	35687MAN
Bonds	420,000
Offering Price	$100.00
Spread	$2.50
Cost	$420,000
Dealer Executing Trade	First Boston Brokerage
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,600,000,000
Total Proceeds from IPO before discount	$1,600,000,000
Total Proceeds from IPO after discount	$1,560,000,000
Total Bonds Purchased by JPMIM	3,520,000
Total Price paid 	$3,520,000
% of Offering	0.22%
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	11/27/2006
Issuer	Wells Fargo Capital X (WFC 5.95% December 15, 2036)
Cusip	94978SAA
Bonds	1,930,000
Offering Price	$99.46
Spread	$1.00
Cost	$1,919,520
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$6,721,877,222
% of Fund	0.03%
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$745,927,500
Total Proceeds from IPO after discount	$738,427,500
Total Bonds Purchased by JPMIM	35,675,000
Total Price paid 	$35,481,285
% of Offering	4.76%
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	11/27/2006
Issuer	Wells Fargo Capital X (WFC 5.95% December 15, 2036)
Cusip	94978SAA
Bonds	110,000
Offering Price	$99.46
Spread	$1.00
Cost	$109,403
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$213,709,792
% of Fund	0.05%
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$745,927,500
Total Proceeds from IPO after discount	$738,427,500
Total Bonds Purchased by JPMIM	35,675,000
Total Price paid 	$35,481,285
% of Offering	4.76%
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	11/27/2006
Issuer	Wells Fargo Capital X (WFC 5.95% December 15, 2036)
Cusip	94978SAA
Bonds	1,885,000
Offering Price	$99.46
Spread	$1.00
Cost	$1,874,764
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$745,927,500
Total Proceeds from IPO after discount	$738,427,500
Total Bonds Purchased by JPMIM	35,675,000
Total Price paid 	$35,481,285
% of Offering	4.76%
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	11/27/2006
Issuer	Wells Fargo Capital X (WFC 5.95% December 15, 2036)
Cusip	94978SAA
Bonds	1,990,000
Offering Price	$99.46
Spread	$1.00
Cost	$1,979,194
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$745,927,500
Total Proceeds from IPO after discount	$738,427,500
Total Bonds Purchased by JPMIM	35,675,000
Total Price paid 	$35,481,285
% of Offering	4.76%
Fund	Pacific Life Insurance Company
Account Number	238760
Trade Date	11/27/2006
Issuer	Wells Fargo Capital X (WFC 5.95% December 15, 2036)
Cusip	94978SAA
Bonds	955,000
Offering Price	$99.46
Spread	$1.00
Cost	$949,814
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$745,927,500
Total Proceeds from IPO after discount	$738,427,500
Total Bonds Purchased by JPMIM	35,675,000
Total Price paid 	$35,481,285
% of Offering	4.76%
Fund	GVIT Balanced - JPMIS Cust.
Account Number	165120
Trade Date	11/27/2006
Issuer	Wells Fargo Capital X (WFC 5.95% December 15, 2036)
Cusip	94978SAA
Bonds	100,000
Offering Price	$99.46
Spread	$1.00
Cost	$99,457
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$745,927,500
Total Proceeds from IPO after discount	$738,427,500
Total Bonds Purchased by JPMIM	35,675,000
Total Price paid 	$35,481,285
% of Offering	4.76%
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	11/27/2006
Issuer	Wells Fargo Capital X (WFC 5.95% December 15, 2036)
Cusip	94978SAA
Bonds	125,000
Offering Price	$99.46
Spread	$1.00
Cost	$124,321
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$249,462,542
% of Fund	0.05%
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$745,927,500
Total Proceeds from IPO after discount	$738,427,500
Total Bonds Purchased by JPMIM	35,675,000
Total Price paid 	$35,481,285
% of Offering	4.76%
Fund	MLP Bank AG
Account Number	173240
Trade Date	11/27/2006
Issuer	Wells Fargo Capital X (WFC 5.95% December 15, 2036)
Cusip	94978SAA
Bonds	130,000
Offering Price	$99.46
Spread	$1.00
Cost	$129,294
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$745,927,500
Total Proceeds from IPO after discount	$738,427,500
Total Bonds Purchased by JPMIM	35,675,000
Total Price paid 	$35,481,285
% of Offering	4.76%
Fund	Nationwide Life Insurance Company
Account Number	171010
Trade Date	11/27/2006
Issuer	Wells Fargo Capital X (WFC 5.95% December 15, 2036)
Cusip	94978SAA
Bonds	170,000
Offering Price	$99.46
Spread	$1.00
Cost	$169,077
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$745,927,500
Total Proceeds from IPO after discount	$738,427,500
Total Bonds Purchased by JPMIM	35,675,000
Total Price paid 	$35,481,285
% of Offering	4.76%
Fund	Hartford RVP Public Bond (A)
Account Number	162810
Trade Date	11/27/2006
Issuer	Wells Fargo Capital X (WFC 5.95% December 15, 2036)
Cusip	94978SAA
Bonds	190,000
Offering Price	$99.46
Spread	$1.00
Cost	$188,968
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$745,927,500
Total Proceeds from IPO after discount	$738,427,500
Total Bonds Purchased by JPMIM	35,675,000
Total Price paid 	$35,481,285
% of Offering	4.76%
Fund	Hartford RVP Active Fixed Income Plus
Account Number	162870
Trade Date	11/27/2006
Issuer	Wells Fargo Capital X (WFC 5.95% December 15, 2036)
Cusip	94978SAA
Bonds	575,000
Offering Price	$99.46
Spread	$1.00
Cost	$571,878
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$745,927,500
Total Proceeds from IPO after discount	$738,427,500
Total Bonds Purchased by JPMIM	35,675,000
Total Price paid 	$35,481,285
% of Offering	4.76%
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	11/27/2006
Issuer	Wells Fargo Capital X (WFC 5.95% December 15, 2036)
Cusip	94978SAA
Bonds	210,000
Offering Price	$99.46
Spread	$1.00
Cost	$208,860
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$745,927,500
Total Proceeds from IPO after discount	$738,427,500
Total Bonds Purchased by JPMIM	35,675,000
Total Price paid 	$35,481,285
% of Offering	4.76%
Fund	Hartford - RVP Public Bond (B) (SS cust)
Account Number	164680
Trade Date	11/27/2006
Issuer	Wells Fargo Capital X (WFC 5.95% December 15, 2036)
Cusip	94978SAA
Bonds	100,000
Offering Price	$99.46
Spread	$1.00
Cost	$99,457
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$745,927,500
Total Proceeds from IPO after discount	$738,427,500
Total Bonds Purchased by JPMIM	35,675,000
Total Price paid 	$35,481,285
% of Offering	4.76%
Fund	General Americn Life Insurance
Account Number	168030
Trade Date	11/27/2006
Issuer	Wells Fargo Capital X (WFC 5.95% December 15, 2036)
Cusip	94978SAA
Bonds	100,000
Offering Price	$99.46
Spread	$1.00
Cost	$99,457
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$745,927,500
Total Proceeds from IPO after discount	$738,427,500
Total Bonds Purchased by JPMIM	35,675,000
Total Price paid 	$35,481,285
% of Offering	4.76%
Fund	Cambridge Fonds - JPM AG
Account Number	168393
Trade Date	11/27/2006
Issuer	Wells Fargo Capital X (WFC 5.95% December 15, 2036)
Cusip	94978SAA
Bonds	355,000
Offering Price	$99.46
Spread	$1.00
Cost	$353,072
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$745,927,500
Total Proceeds from IPO after discount	$738,427,500
Total Bonds Purchased by JPMIM	35,675,000
Total Price paid 	$35,481,285
% of Offering	4.76%
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	11/29/2006
Issuer	Complete Production Services, Inc. (CPX 8.00% December 15, 2016 144A)
Cusip	20453EAA
Bonds	230,000
Offering Price	$100.00
Spread	$1.75
Cost	$230,000
Dealer Executing Trade	First Boston Brokerage
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	$638,625,000
Total Bonds Purchased by JPMIM	9,990,000
Total Price paid 	$9,990,000
% of Offering	1.54%
Fund	Managers High Yield
Account Number	145730
Trade Date	11/29/2006
Issuer	Complete Production Services, Inc. (CPX 8.00% December 15, 2016 144A)
Cusip	20453EAA
Bonds	205,000
Offering Price	$100.00
Spread	$1.75
Cost	$205,000
Dealer Executing Trade	First Boston Brokerage
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	$638,625,000
Total Bonds Purchased by JPMIM	9,990,000
Total Price paid 	$9,990,000
% of Offering	1.54%
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	11/29/2006
Issuer	Complete Production Services, Inc. (CPX 8.00% December 15, 2016 144A)
Cusip	20453EAA
Bonds	840,000
Offering Price	$100.00
Spread	$1.75
Cost	$840,000
Dealer Executing Trade	First Boston Brokerage
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	$638,625,000
Total Bonds Purchased by JPMIM	9,990,000
Total Price paid 	$9,990,000
% of Offering	1.54%
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	11/29/2006
Issuer	Complete Production Services, Inc. (CPX 8.00% December 15, 2016 144A)
Cusip	20453EAA
Bonds	760,000
Offering Price	$100.00
Spread	$1.75
Cost	$760,000
Dealer Executing Trade	First Boston Brokerage
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	$638,625,000
Total Bonds Purchased by JPMIM	9,990,000
Total Price paid 	$9,990,000
% of Offering	1.54%
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	11/29/2006
Issuer	Complete Production Services, Inc. (CPX 8.00% December 15, 2016 144A)
Cusip	20453EAA
Bonds	195,000
Offering Price	$100.00
Spread	$1.75
Cost	$195,000
Dealer Executing Trade	First Boston Brokerage
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	$638,625,000
Total Bonds Purchased by JPMIM	9,990,000
Total Price paid 	$9,990,000
% of Offering	1.54%
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	11/29/2006
Issuer	Complete Production Services, Inc. (CPX 8.00% December 15, 2016 144A)
Cusip	20453EAA
Bonds	310,000
Offering Price	$100.00
Spread	$1.75
Cost	$310,000
Dealer Executing Trade	First Boston Brokerage
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	$638,625,000
Total Bonds Purchased by JPMIM	9,990,000
Total Price paid 	$9,990,000
% of Offering	1.54%
Fund	MI-Fonds 901
Account Number	167370
Trade Date	11/29/2006
Issuer	Complete Production Services, Inc. (CPX 8.00% December 15, 2016 144A)
Cusip	20453EAA
Bonds	965,000
Offering Price	$100.00
Spread	$1.75
Cost	$965,000
Dealer Executing Trade	First Boston Brokerage
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	$638,625,000
Total Bonds Purchased by JPMIM	9,990,000
Total Price paid 	$9,990,000
% of Offering	1.54%







Fund	JPM Small Cap Core
Account Number	153020
Trade Date	12/6/2006
Issuer	Mannkind Corporation (MNKD) Secondary
Cusip	56400P20
Shares	39,200
Offering Price	$17.42
Spread	$0.87
Cost	$682,864
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$1,067,644,109
% of Fund	0.06%
Total Shares Offered	20,000,000
Total Proceeds from IPO before discount	$348,400,000
Total Proceeds from IPO after discount	$330,980,000
Total Shares Purchased by Investment Management	102,100
Total Price paid 	$1,778,582
% of Offering	0.51%
Fund	JPM US Small Company
Account Number	160950
Trade Date	12/6/2006
Issuer	Mannkind Corporation (MNKD) Secondary
Cusip	56400P20
Shares	4,900
Offering Price	$17.42
Spread	$0.87
Cost	$85,358
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$132,765,291
% of Fund	0.06%
Total Shares Offered	20,000,000
Total Proceeds from IPO before discount	$348,400,000
Total Proceeds from IPO after discount	$330,980,000
Total Shares Purchased by Investment Management	102,100
Total Price paid 	$1,778,582
% of Offering	0.51%
Fund	JPM Diversified-Small Company
Account Number	160973
Trade Date	12/6/2006
Issuer	Mannkind Corporation (MNKD) Secondary
Cusip	56400P20
Shares	700
Offering Price	$17.42
Spread	$0.87
Cost	$12,194
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$20,472,978
% of Fund	0.06%
Total Shares Offered	20,000,000
Total Proceeds from IPO before discount	$348,400,000
Total Proceeds from IPO after discount	$330,980,000
Total Shares Purchased by Investment Management	102,100
Total Price paid 	$1,778,582
% of Offering	0.51%
Fund	JPM Series II Small Company
Account Number	161540
Trade Date	12/6/2006
Issuer	Mannkind Corporation (MNKD) Secondary
Cusip	56400P20
Shares	3,400
Offering Price	$17.42
Spread	$0.87
Cost	$59,228
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$95,622,274
% of Fund	0.06%
Total Shares Offered	20,000,000
Total Proceeds from IPO before discount	$348,400,000
Total Proceeds from IPO after discount	$330,980,000
Total Shares Purchased by Investment Management	102,100
Total Price paid 	$1,778,582
% of Offering	0.51%
Fund	JPMORGAN GROWTH ADVANTAGE
Account Number	166200
Trade Date	12/7/2006
Issuer	Heelys, Inc. (HLYS) IPO
Cusip	42279M10
Shares	10,700
Offering Price	$21.00
Spread	$1.47
Cost	$224,700
Dealer Executing Trade	Wachovia Securities
Total Fund Assets	$73,599,675
% of Fund	0.31%
Total Shares Offered	6,425,000
Total Proceeds from IPO before discount	$134,925,000
Total Proceeds from IPO after discount	$125,480,250
Total Shares Purchased by Investment Management	150,000
Total Price paid 	$3,150,000
% of Offering	2.33%
Fund	JPM Small Cap Growth
Account Number	169370
Trade Date	12/7/2006
Issuer	Heelys, Inc. (HLYS) IPO
Cusip	42279M10
Shares	82,600
Offering Price	$21.00
Spread	$1.47
Cost	$1,734,600
Dealer Executing Trade	Wachovia Securities
Total Fund Assets	$576,899,262
% of Fund	0.30%
Total Shares Offered	6,425,000
Total Proceeds from IPO before discount	$134,925,000
Total Proceeds from IPO after discount	$125,480,250
Total Shares Purchased by Investment Management	150,000
Total Price paid 	$3,150,000
% of Offering	2.33%
Fund	JPM Dynamic Small Cap
Account Number	152910
Trade Date	12/7/2006
Issuer	Heelys, Inc. (HLYS) IPO
Cusip	42279M10
Shares	29,500
Offering Price	$21.00
Spread	$1.47
Cost	$619,500
Dealer Executing Trade	Wachovia Securities
Total Fund Assets	$215,014,828
% of Fund	0.29%
Total Shares Offered	6,425,000
Total Proceeds from IPO before discount	$134,925,000
Total Proceeds from IPO after discount	$125,480,250
Total Shares Purchased by Investment Management	150,000
Total Price paid 	$3,150,000
% of Offering	2.33%
Fund	ROSZEL/JPMORGAN SMALL CAP GROWTH
Account Number	166940
Trade Date	12/7/2006
Issuer	Heelys, Inc. (HLYS) IPO
Cusip	42279M10
Shares	10,900
Offering Price	$21.00
Spread	$1.47
Cost	$228,900
Dealer Executing Trade	Wachovia Securities
Total Fund Assets	-
% of Fund	-
Total Shares Offered	6,425,000
Total Proceeds from IPO before discount	$134,925,000
Total Proceeds from IPO after discount	$125,480,250
Total Shares Purchased by Investment Management	150,000
Total Price paid 	$3,150,000
% of Offering	2.33%
Fund	JPMorgan Equity Income
Account Number	169300
Trade Date	12/18/2006
Issuer	Valero GP Holdings, LLC (VEH) Secondary
Cusip	91914G10
Shares	500
Offering Price	$21.62
Spread	$0.86
Cost	$10,810
Dealer Executing Trade	AG Edwards and Sons
Total Fund Assets	$286,113,364
% of Fund	0.00%
Total Shares Offered	17,869,565
Total Proceeds from IPO before discount	$386,339,995
Total Proceeds from IPO after discount	$370,886,395
Total Shares Purchased by Investment Management	103,000
Total Price paid 	$2,226,860
% of Offering	0.58%
Fund	JPMorgan Equity Income
Account Number	169300
Trade Date	12/18/2006
Issuer	Valero GP Holdings, LLC (VEH) Secondary
Cusip	91914G10
Shares	18,000
Offering Price	$21.62
Spread	$0.86
Cost	$389,160
Dealer Executing Trade	Lehman Brother Inc.
Total Fund Assets	$286,113,364
% of Fund	0.14%
Total Shares Offered	17,869,565
Total Proceeds from IPO before discount	$386,339,995
Total Proceeds from IPO after discount	$370,886,395
Total Shares Purchased by Investment Management	103,000
Total Price paid 	$2,226,860
% of Offering	0.58%
Fund	JPMORGAN VALUE ADVANTAGE
Account Number	171060
Trade Date	12/18/2006
Issuer	Valero GP Holdings, LLC (VEH) Secondary
Cusip	91914G10
Shares	2,000
Offering Price	$21.62
Spread	$0.86
Cost	$43,240
Dealer Executing Trade	AG Edwards and Sons
Total Fund Assets	$321,680,205
% of Fund	0.01%
Total Shares Offered	17,869,565
Total Proceeds from IPO before discount	$386,339,995
Total Proceeds from IPO after discount	$370,886,395
Total Shares Purchased by Investment Management	103,000
Total Price paid 	$2,226,860
% of Offering	0.58%
Fund	JPMORGAN VALUE ADVANTAGE
Account Number	171060
Trade Date	12/18/2006
Issuer	Valero GP Holdings, LLC (VEH) Secondary
Cusip	91914G10
Shares	65,900
Offering Price	$21.62
Spread	$0.86
Cost	$1,424,758
Dealer Executing Trade	Lehman Brother Inc.
Total Fund Assets	$321,680,205
% of Fund	0.44%
Total Shares Offered	17,869,565
Total Proceeds from IPO before discount	$386,339,995
Total Proceeds from IPO after discount	$370,886,395
Total Shares Purchased by Investment Management	103,000
Total Price paid 	$2,226,860
% of Offering	0.58%
Fund	JPMorgan Equity Income II
Account Number	241450
Trade Date	12/18/2006
Issuer	Valero GP Holdings, LLC (VEH) Secondary
Cusip	91914G10
Shares	500
Offering Price	$21.62
Spread	$0.86
Cost	$10,810
Dealer Executing Trade	AG Edwards and Sons
Total Fund Assets	$263,639,977
% of Fund	0.00004
Total Shares Offered	17,869,565
Total Proceeds from IPO before discount	$386,339,995
Total Proceeds from IPO after discount	$370,886,395
Total Shares Purchased by Investment Management	103,000
Total Price paid 	$2,226,860
% of Offering	0.58%
Fund	JPMorgan Equity Income II
Account Number	241450
Trade Date	12/18/2006
Issuer	Valero GP Holdings, LLC (VEH) Secondary
Cusip	91914G10
Shares	16,100
Offering Price	$21.62
Spread	$0.86
Cost	$348,082
Dealer Executing Trade	Lehman Brother Inc.
Total Fund Assets	$263,639,977
% of Fund	0.13%
Total Shares Offered	17,869,565
Total Proceeds from IPO before discount	$386,339,995
Total Proceeds from IPO after discount	$370,886,395
Total Shares Purchased by Investment Management	103,000
Total Price paid 	$2,226,860
% of Offering	0.58%
Fund	JPM Large Cap Growth
Account Number	169290
Trade Date	12/19/2006
Issuer	Melco PBL Entertainment-ADR (MPEL) - IPO
Cusip	58546410
Shares	152,000
Offering Price	$19.00
Spread	$1.24
Cost	$2,888,000
Dealer Executing Trade	Credit Suisse First Boston
Total Fund Assets	$1,153,452,919
% of Fund	0.25%
Total Shares Offered	60,250,000
Total Proceeds from IPO before discount	$1,144,750,000
Total Proceeds from IPO after discount	$1,070,341,250
Total Shares Purchased by Investment Management	500,000
Total Price paid 	$9,500,000
% of Offering	0.83%
Fund	JPMorgan Mid Cap Equity-Select
Account Number	153010
Trade Date	12/19/2006
Issuer	Melco PBL Entertainment-ADR (MPEL) - IPO
Cusip	58546410
Shares	19,800
Offering Price	$19.00
Spread	$1.24
Cost	$376,200
Dealer Executing Trade	Credit Suisse First Boston
Total Fund Assets	$300,839,516
% of Fund	0.13%
Total Shares Offered	60,250,000
Total Proceeds from IPO before discount	$1,144,750,000
Total Proceeds from IPO after discount	$1,070,341,250
Total Shares Purchased by Investment Management	500,000
Total Price paid 	$9,500,000
% of Offering	0.83%
Fund	JPMORGAN GROWTH ADVANTAGE
Account Number	166200
Trade Date	12/19/2006
Issuer	Melco PBL Entertainment-ADR (MPEL) - IPO
Cusip	58546410
Shares	9,600
Offering Price	$19.00
Spread	$1.24
Cost	$182,400
Dealer Executing Trade	Credit Suisse First Boston
Total Fund Assets	$73,599,675
% of Fund	0.25%
Total Shares Offered	60,250,000
Total Proceeds from IPO before discount	$1,144,750,000
Total Proceeds from IPO after discount	$1,070,341,250
Total Shares Purchased by Investment Management	500,000
Total Price paid 	$9,500,000
% of Offering	0.83%
Fund	JPMorgan Diversified Mid Cap Growth
Account Number	169500
Trade Date	12/19/2006
Issuer	Melco PBL Entertainment-ADR (MPEL) - IPO
Cusip	58546410
Shares	173,800
Offering Price	$19.00
Spread	$1.24
Cost	$3,302,200
Dealer Executing Trade	Credit Suisse First Boston
Total Fund Assets	$1,312,620,206
% of Fund	0.25%
Total Shares Offered	60,250,000
Total Proceeds from IPO before discount	$1,144,750,000
Total Proceeds from IPO after discount	$1,070,341,250
Total Shares Purchased by Investment Management	500,000
Total Price paid 	$9,500,000
% of Offering	0.83%
Fund	JPMorgan Insurance Trust Mid Cap Growth Portfolio (VA)
Account Number	169510
Trade Date	12/19/2006
Issuer	Melco PBL Entertainment-ADR (MPEL) - IPO
Cusip	58546410
Shares	22,100
Offering Price	$19.00
Spread	$1.24
Cost	$419,900
Dealer Executing Trade	Credit Suisse First Boston
Total Fund Assets	$166,023,243
% of Fund	0.25%
Total Shares Offered	60,250,000
Total Proceeds from IPO before discount	$1,144,750,000
Total Proceeds from IPO after discount	$1,070,341,250
Total Shares Purchased by Investment Management	500,000
Total Price paid 	$9,500,000
% of Offering	0.83%
Fund	JPMORGAN CAPITAL GROWTH
Account Number	152890
Trade Date	12/19/2006
Issuer	Melco PBL Entertainment-ADR (MPEL) - IPO
Cusip	58546410
Shares	115,500
Offering Price	$19.00
Spread	$1.24
Cost	$2,194,500
Dealer Executing Trade	Credit Suisse First Boston
Total Fund Assets	$879,987,054
% of Fund	0.25%
Total Shares Offered	60,250,000
Total Proceeds from IPO before discount	$1,144,750,000
Total Proceeds from IPO after discount	$1,070,341,250
Total Shares Purchased by Investment Management	500,000
Total Price paid 	$9,500,000
% of Offering	0.83%
Fund	JPM Realty Income
Account Number	168750
Trade Date	12/12/2006
Issuer	DCT Industrial Trust Inc.  (DCT) IPO
Cusip	23315310
Shares	27,000
Offering Price	$12.25
Spread	$0.80
Cost	$330,750
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$175,063,121
% of Fund	0.19%
Total Shares Offered	16,300,000
Total Proceeds from IPO before discount	$199,675,000
Total Proceeds from IPO after discount	$186,695,310
Total Shares Purchased by Investment Management	575,900
Total Price paid 	$7,054,775
% of Offering	3.53%
Fund	DEKA - US REIT - CHASE
Account Number	162830
Trade Date	12/12/2006
Issuer	DCT Industrial Trust Inc.  (DCT) IPO
Cusip	23315310
Shares	7,600
Offering Price	$12.25
Spread	$0.80
Cost	$93,100
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares Offered	16,300,000
Total Proceeds from IPO before discount	$199,675,000
Total Proceeds from IPO after discount	$186,695,310
Total Shares Purchased by Investment Management	575,900
Total Price paid 	$7,054,775
% of Offering	3.53%
Fund	American Century Real Estate
Account Number	164860
Trade Date	12/12/2006
Issuer	DCT Industrial Trust Inc.  (DCT) IPO
Cusip	23315310
Shares	328,800
Offering Price	$12.25
Spread	$0.80
Cost	$4,027,800
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares Offered	16,300,000
Total Proceeds from IPO before discount	$199,675,000
Total Proceeds from IPO after discount	$186,695,310
Total Shares Purchased by Investment Management	575,900
Total Price paid 	$7,054,775
% of Offering	3.53%
Fund	American Century Real Estate
Account Number	164860
Trade Date	12/12/2006
Issuer	DCT Industrial Trust Inc.  (DCT) IPO
Cusip	23315310
Shares	500
Offering Price	$12.25
Spread	$0.80
Cost	$6,125
Dealer Executing Trade	Morgan Keegan and Company
Total Fund Assets	-
% of Fund	-
Total Shares Offered	16,300,000
Total Proceeds from IPO before discount	$199,675,000
Total Proceeds from IPO after discount	$186,695,310
Total Shares Purchased by Investment Management	575,900
Total Price paid 	$7,054,775
% of Offering	3.53%
Fund	JPMorgan Equity Income
Account Number	169300
Trade Date	12/12/2006
Issuer	DCT Industrial Trust Inc.  (DCT) IPO
Cusip	23315310
Shares	31,800
Offering Price	$12.25
Spread	$0.80
Cost	$389,550
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$286,113,364
% of Fund	0.14%
Total Shares Offered	16,300,000
Total Proceeds from IPO before discount	$199,675,000
Total Proceeds from IPO after discount	$186,695,310
Total Shares Purchased by Investment Management	575,900
Total Price paid 	$7,054,775
% of Offering	3.53%
Fund	JPMorgan Equity Income
Account Number	169300
Trade Date	12/12/2006
Issuer	DCT Industrial Trust Inc.  (DCT) IPO
Cusip	23315310
Shares	100
Offering Price	$12.25
Spread	$0.80
Cost	$1,225
Dealer Executing Trade	Morgan Keegan and Company
Total Fund Assets	$286,113,364
% of Fund	0.00%
Total Shares Offered	16,300,000
Total Proceeds from IPO before discount	$199,675,000
Total Proceeds from IPO after discount	$186,695,310
Total Shares Purchased by Investment Management	575,900
Total Price paid 	$7,054,775
% of Offering	3.53%
Fund	JPMORGAN VALUE ADVANTAGE
Account Number	171060
Trade Date	12/12/2006
Issuer	DCT Industrial Trust Inc.  (DCT) IPO
Cusip	23315310
Shares	30,200
Offering Price	$12.25
Spread	$0.80
Cost	$369,950
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$321,680,205
% of Fund	0.12%
Total Shares Offered	16,300,000
Total Proceeds from IPO before discount	$199,675,000
Total Proceeds from IPO after discount	$186,695,310
Total Shares Purchased by Investment Management	575,900
Total Price paid 	$7,054,775
% of Offering	3.53%
Fund	JPMORGAN VALUE ADVANTAGE
Account Number	171060
Trade Date	12/12/2006
Issuer	DCT Industrial Trust Inc.  (DCT) IPO
Cusip	23315310
Shares	100
Offering Price	$12.25
Spread	$0.80
Cost	$1,225
Dealer Executing Trade	Morgan Keegan and Company
Total Fund Assets	$321,680,205
% of Fund	0.00%
Total Shares Offered	16,300,000
Total Proceeds from IPO before discount	$199,675,000
Total Proceeds from IPO after discount	$186,695,310
Total Shares Purchased by Investment Management	575,900
Total Price paid 	$7,054,775
% of Offering	3.53%
Fund	JPMorgan Equity Income II
Account Number	241450
Trade Date	12/12/2006
Issuer	DCT Industrial Trust Inc.  (DCT) IPO
Cusip	23315310
Shares	33,600
Offering Price	$12.25
Spread	$0.80
Cost	$411,600
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$263,639,977
% of Fund	0.16%
Total Shares Offered	16,300,000
Total Proceeds from IPO before discount	$199,675,000
Total Proceeds from IPO after discount	$186,695,310
Total Shares Purchased by Investment Management	575,900
Total Price paid 	$7,054,775
% of Offering	3.53%
Fund	JPMorgan Equity Income II
Account Number	241450
Trade Date	12/12/2006
Issuer	DCT Industrial Trust Inc.  (DCT) IPO
Cusip	23315310
Shares	100
Offering Price	$12.25
Spread	$0.80
Cost	$1,225
Dealer Executing Trade	Morgan Keegan and Company
Total Fund Assets	$263,639,977
% of Fund	0.00%
Total Shares Offered	16,300,000
Total Proceeds from IPO before discount	$199,675,000
Total Proceeds from IPO after discount	$186,695,310
Total Shares Purchased by Investment Management	575,900
Total Price paid 	$7,054,775
% of Offering	3.53%


Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	12/1/2006
Issuer	Standard Charter PLC (STANLN 6.409% January 30, 2017 144A)
Cusip	853254AA
Bonds	5,200,000
Offering Price	$100.00
Spread	$0.75
Cost	$5,200,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$6,750,212,791
% of Fund	0.08%
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$744,375,000
Total Bonds Purchased by JPMIM	71,400,000
Total Price paid 	$71,400,000
% of Offering	9.52%
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	12/1/2006
Issuer	Standard Charter PLC (STANLN 6.409% January 30, 2017 144A)
Cusip	853254AA
Bonds	200,000
Offering Price	$100.00
Spread	$0.75
Cost	$200,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$204,285,859
% of Fund	0.10%
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$744,375,000
Total Bonds Purchased by JPMIM	71,400,000
Total Price paid 	$71,400,000
% of Offering	9.52%
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	12/1/2006
Issuer	Standard Charter PLC (STANLN 6.409% January 30, 2017 144A)
Cusip	853254AA
Bonds	3,700,000
Offering Price	$100.00
Spread	$0.75
Cost	$3,700,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$744,375,000
Total Bonds Purchased by JPMIM	71,400,000
Total Price paid 	$71,400,000
% of Offering	9.52%
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	12/1/2006
Issuer	Standard Charter PLC (STANLN 6.409% January 30, 2017 144A)
Cusip	853254AA
Bonds	4,000,000
Offering Price	$100.00
Spread	$0.75
Cost	$4,000,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$744,375,000
Total Bonds Purchased by JPMIM	71,400,000
Total Price paid 	$71,400,000
% of Offering	9.52%
Fund	Pacific Life Insurance Company
Account Number	238760
Trade Date	12/1/2006
Issuer	Standard Charter PLC (STANLN 6.409% January 30, 2017 144A)
Cusip	853254AA
Bonds	1,900,000
Offering Price	$100.00
Spread	$0.75
Cost	$1,900,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$744,375,000
Total Bonds Purchased by JPMIM	71,400,000
Total Price paid 	$71,400,000
% of Offering	9.52%
Fund	GVIT Balanced - JPMIS Cust.
Account Number	165120
Trade Date	12/1/2006
Issuer	Standard Charter PLC (STANLN 6.409% January 30, 2017 144A)
Cusip	853254AA
Bonds	200,000
Offering Price	$100.00
Spread	$0.75
Cost	$200,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$744,375,000
Total Bonds Purchased by JPMIM	71,400,000
Total Price paid 	$71,400,000
% of Offering	9.52%
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	12/1/2006
Issuer	Standard Charter PLC (STANLN 6.409% January 30, 2017 144A)
Cusip	853254AA
Bonds	300,000
Offering Price	$100.00
Spread	$0.75
Cost	$300,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$244,397,379
% of Fund	0.12%
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$744,375,000
Total Bonds Purchased by JPMIM	71,400,000
Total Price paid 	$71,400,000
% of Offering	9.52%
Fund	MLP Bank AG
Account Number	173240
Trade Date	12/1/2006
Issuer	Standard Charter PLC (STANLN 6.409% January 30, 2017 144A)
Cusip	853254AA
Bonds	300,000
Offering Price	$100.00
Spread	$0.75
Cost	$300,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$744,375,000
Total Bonds Purchased by JPMIM	71,400,000
Total Price paid 	$71,400,000
% of Offering	9.52%
Fund	Hartford RVP Public Bond (A)
Account Number	162810
Trade Date	12/1/2006
Issuer	Standard Charter PLC (STANLN 6.409% January 30, 2017 144A)
Cusip	853254AA
Bonds	400,000
Offering Price	$100.00
Spread	$0.75
Cost	$400,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$744,375,000
Total Bonds Purchased by JPMIM	71,400,000
Total Price paid 	$71,400,000
% of Offering	9.52%
Fund	Hartford RVP Active Fixed Income Plus
Account Number	162870
Trade Date	12/1/2006
Issuer	Standard Charter PLC (STANLN 6.409% January 30, 2017 144A)
Cusip	853254AA
Bonds	1,200,000
Offering Price	$100.00
Spread	$0.75
Cost	$1,200,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$744,375,000
Total Bonds Purchased by JPMIM	71,400,000
Total Price paid 	$71,400,000
% of Offering	9.52%
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	12/1/2006
Issuer	Standard Charter PLC (STANLN 6.409% January 30, 2017 144A)
Cusip	853254AA
Bonds	400,000
Offering Price	$100.00
Spread	$0.75
Cost	$400,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$744,375,000
Total Bonds Purchased by JPMIM	71,400,000
Total Price paid 	$71,400,000
% of Offering	9.52%
Fund	General Americn Life Insurance
Account Number	168030
Trade Date	12/1/2006
Issuer	Standard Charter PLC (STANLN 6.409% January 30, 2017 144A)
Cusip	853254AA
Bonds	200,000
Offering Price	$100.00
Spread	$0.75
Cost	$200,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$744,375,000
Total Bonds Purchased by JPMIM	71,400,000
Total Price paid 	$71,400,000
% of Offering	9.52%
Fund	Cambridge Fonds - JPM AG
Account Number	168393
Trade Date	12/1/2006
Issuer	Standard Charter PLC (STANLN 6.409% January 30, 2017 144A)
Cusip	853254AA
Bonds	700,000
Offering Price	$100.00
Spread	$0.75
Cost	$700,000
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$744,375,000
Total Bonds Purchased by JPMIM	71,400,000
Total Price paid 	$71,400,000
% of Offering	9.52%
Fund	JPM Bond - Ext. Cash Sub Account
Account Number	160963
Trade Date	12/4/2006
Issuer	Residential Capital , LLC (RESCAP FRN June 9, 2008)
Cusip	76114EAA
Bonds	6,625,000
Offering Price	$100.00
Spread	$0.35
Cost	$6,625,000
Dealer Executing Trade	Lehman Government Securities
Total Fund Assets	$6,750,212,791
% of Fund	0.10%
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	38,700,000
Total Price paid 	$38,700,000
% of Offering	3.10%
Fund	JPM SERIES TRUST II - BOND PORTFOLIO
Account Number	161523
Trade Date	12/4/2006
Issuer	Residential Capital , LLC (RESCAP FRN June 9, 2008)
Cusip	76114EAA
Bonds	175,000
Offering Price	$100.00
Spread	$0.35
Cost	$175,000
Dealer Executing Trade	Lehman Government Securities
Total Fund Assets	$204,285,859
% of Fund	0.09%
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	38,700,000
Total Price paid 	$38,700,000
% of Offering	3.10%
Fund	JPMorgan Investment Funds - US Bond  - Ext Cash
Account Number	162617
Trade Date	12/4/2006
Issuer	Residential Capital , LLC (RESCAP FRN June 9, 2008)
Cusip	76114EAA
Bonds	3,900,000
Offering Price	$100.00
Spread	$0.35
Cost	$3,900,000
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	$1,245,625,000
Total Bonds Purchased by JPMIM	38,700,000
Total Price paid 	$38,700,000
% of Offering	3.10%
Fund	EQ/ JPM CORE BOND PORTFOLIO - EXTENDED CASH
Account Number	163243
Trade Date	12/4/2006
Issuer	Residential Capital , LLC (RESCAP FRN June 9, 2008)
Cusip	76114EAA
Bonds	4,250,000
Offering Price	$100.00
Spread	$0.35
Cost	$4,250,000
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	$1,245,625,000
Total Bonds Purchased by JPMIM	38,700,000
Total Price paid 	$38,700,000
% of Offering	3.10%
Fund	Pacific Select - Diversified Bond (Ext. Cash)
Account Number	238763
Trade Date	12/4/2006
Issuer	Residential Capital , LLC (RESCAP FRN June 9, 2008)
Cusip	76114EAA
Bonds	1,575,000
Offering Price	$100.00
Spread	$0.35
Cost	$1,575,000
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	$1,245,625,000
Total Bonds Purchased by JPMIM	38,700,000
Total Price paid 	$38,700,000
% of Offering	3.10%
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	12/4/2006
Issuer	Residential Capital , LLC (RESCAP FRN June 9, 2008)
Cusip	76114EAA
Bonds	225,000
Offering Price	$100.00
Spread	$0.35
Cost	$225,000
Dealer Executing Trade	Lehman Government Securities
Total Fund Assets	$244,397,379
% of Fund	0.09%
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	38,700,000
Total Price paid 	$38,700,000
% of Offering	3.10%
Fund	JPM Enhanced Income
Account Number	165200
Trade Date	12/4/2006
Issuer	Residential Capital , LLC (RESCAP FRN June 9, 2008)
Cusip	76114EAA
Bonds	400,000
Offering Price	$100.00
Spread	$0.35
Cost	$400,000
Dealer Executing Trade	Lehman Government Securities
Total Fund Assets	$196,115,256
% 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	$1,245,625,000
Total Bonds Purchased by JPMIM	38,700,000
Total Price paid 	$38,700,000
% of Offering	3.10%
Fund	MLP Bank AG
Account Number	173240
Trade Date	12/4/2006
Issuer	Residential Capital , LLC (RESCAP FRN June 9, 2008)
Cusip	76114EAA
Bonds	550,000
Offering Price	$100.00
Spread	$0.35
Cost	$550,000
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	$1,245,625,000
Total Bonds Purchased by JPMIM	38,700,000
Total Price paid 	$38,700,000
% of Offering	3.10%
Fund	JPM Strategic Income
Account Number	162530
Trade Date	12/4/2006
Issuer	Residential Capital , LLC (RESCAP FRN June 9, 2008)
Cusip	76114EAA
Bonds	150,000
Offering Price	$100.00
Spread	$0.35
Cost	$150,000
Dealer Executing Trade	Lehman Government Securities
Total Fund Assets	$48,380,030
% of Fund	0.31%
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	38,700,000
Total Price paid 	$38,700,000
% of Offering	3.10%
Fund	Hartford RVP Active Fixed Income Plus
Account Number	162873
Trade Date	12/4/2006
Issuer	Residential Capital , LLC (RESCAP FRN June 9, 2008)
Cusip	76114EAA
Bonds	1,100,000
Offering Price	$100.00
Spread	$0.35
Cost	$1,100,000
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	$1,245,625,000
Total Bonds Purchased by JPMIM	38,700,000
Total Price paid 	$38,700,000
% of Offering	3.10%
Fund	Hartford - RVP U.S. Bond
Account Number	165413
Trade Date	12/4/2006
Issuer	Residential Capital , LLC (RESCAP FRN June 9, 2008)
Cusip	76114EAA
Bonds	800,000
Offering Price	$100.00
Spread	$0.35
Cost	$800,000
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	$1,245,625,000
Total Bonds Purchased by JPMIM	38,700,000
Total Price paid 	$38,700,000
% of Offering	3.10%
Fund	General American Life Insurance Company
Account Number	168033
Trade Date	12/4/2006
Issuer	Residential Capital , LLC (RESCAP FRN June 9, 2008)
Cusip	76114EAA
Bonds	175,000
Offering Price	$100.00
Spread	$0.35
Cost	$175,000
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	$1,245,625,000
Total Bonds Purchased by JPMIM	38,700,000
Total Price paid 	$38,700,000
% of Offering	3.10%
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	12/7/2006
Issuer	AXA SA (AXASA FRN December 14, 2049 144A)
Cusip	054536AC
Bonds	2,245,000
Offering Price	$100.00
Spread	$0.50
Cost	$2,245,000
Dealer Executing Trade	BancAmerica Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$746,250,000
Total Bonds Purchased by JPMIM	16,020,000
Total Price paid 	$16,020,000
% of Offering	2.14%
Fund	Pacific Life Insurance Company
Account Number	238760
Trade Date	12/7/2006
Issuer	AXA SA (AXASA FRN December 14, 2049 144A)
Cusip	054536AC
Bonds	1,240,000
Offering Price	$100.00
Spread	$0.50
Cost	$1,240,000
Dealer Executing Trade	BancAmerica Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$746,250,000
Total Bonds Purchased by JPMIM	16,020,000
Total Price paid 	$16,020,000
% of Offering	2.14%
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	12/7/2006
Issuer	AXA SA (AXASA FRN December 14, 2049 144A)
Cusip	054536AC
Bonds	165,000
Offering Price	$100.00
Spread	$0.50
Cost	$165,000
Dealer Executing Trade	BancAmerica Securities
Total Fund Assets	$244,397,379
% of Fund	0.07%
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$746,250,000
Total Bonds Purchased by JPMIM	16,020,000
Total Price paid 	$16,020,000
% of Offering	2.14%
Fund	MLP Bank AG
Account Number	173240
Trade Date	12/7/2006
Issuer	AXA SA (AXASA FRN December 14, 2049 144A)
Cusip	054536AC
Bonds	165,000
Offering Price	$100.00
Spread	$0.50
Cost	$165,000
Dealer Executing Trade	BancAmerica Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$746,250,000
Total Bonds Purchased by JPMIM	16,020,000
Total Price paid 	$16,020,000
% of Offering	2.14%
Fund	Hartford RVP Public Bond (A)
Account Number	162810
Trade Date	12/7/2006
Issuer	AXA SA (AXASA FRN December 14, 2049 144A)
Cusip	054536AC
Bonds	245,000
Offering Price	$100.00
Spread	$0.50
Cost	$245,000
Dealer Executing Trade	BancAmerica Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$746,250,000
Total Bonds Purchased by JPMIM	16,020,000
Total Price paid 	$16,020,000
% of Offering	2.14%
Fund	Hartford RVP Active Fixed Income Plus
Account Number	162870
Trade Date	12/7/2006
Issuer	AXA SA (AXASA FRN December 14, 2049 144A)
Cusip	054536AC
Bonds	740,000
Offering Price	$100.00
Spread	$0.50
Cost	$740,000
Dealer Executing Trade	BancAmerica Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$746,250,000
Total Bonds Purchased by JPMIM	16,020,000
Total Price paid 	$16,020,000
% of Offering	2.14%
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	12/7/2006
Issuer	AXA SA (AXASA FRN December 14, 2049 144A)
Cusip	054536AC
Bonds	275,000
Offering Price	$100.00
Spread	$0.50
Cost	$275,000
Dealer Executing Trade	BancAmerica Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	750,000,000
Total Proceeds from IPO before discount	$750,000,000
Total Proceeds from IPO after discount	$746,250,000
Total Bonds Purchased by JPMIM	16,020,000
Total Price paid 	$16,020,000
% of Offering	2.14%
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	12/13/2006
Issuer	Quebecor World Inc. (IQWCN 9.75% January 15, 2015 144A)
Cusip	748203AA
Bonds	165,000
Offering Price	$100.00
Spread	$1.38
Cost	$165,000
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	$394,500,000
Total Bonds Purchased by JPMIM	7,520,000
Total Price paid 	$7,520,000
% of Offering	1.88%
Fund	Managers High Yield
Account Number	145730
Trade Date	12/13/2006
Issuer	Quebecor World Inc. (IQWCN 9.75% January 15, 2015 144A)
Cusip	748203AA
Bonds	140,000
Offering Price	$100.00
Spread	$1.38
Cost	$140,000
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	$394,500,000
Total Bonds Purchased by JPMIM	7,520,000
Total Price paid 	$7,520,000
% of Offering	1.88%
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	12/13/2006
Issuer	Quebecor World Inc. (IQWCN 9.75% January 15, 2015 144A)
Cusip	748203AA
Bonds	600,000
Offering Price	$100.00
Spread	$1.38
Cost	$600,000
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	$394,500,000
Total Bonds Purchased by JPMIM	7,520,000
Total Price paid 	$7,520,000
% of Offering	1.88%
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	12/13/2006
Issuer	Quebecor World Inc. (IQWCN 9.75% January 15, 2015 144A)
Cusip	748203AA
Bonds	565,000
Offering Price	$100.00
Spread	$1.38
Cost	$565,000
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	$394,500,000
Total Bonds Purchased by JPMIM	7,520,000
Total Price paid 	$7,520,000
% of Offering	1.88%
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	12/13/2006
Issuer	Quebecor World Inc. (IQWCN 9.75% January 15, 2015 144A)
Cusip	748203AA
Bonds	135,000
Offering Price	$100.00
Spread	$1.38
Cost	$135,000
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	$394,500,000
Total Bonds Purchased by JPMIM	7,520,000
Total Price paid 	$7,520,000
% of Offering	1.88%
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	12/13/2006
Issuer	Quebecor World Inc. (IQWCN 9.75% January 15, 2015 144A)
Cusip	748203AA
Bonds	215,000
Offering Price	$100.00
Spread	$1.38
Cost	$215,000
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	$394,500,000
Total Bonds Purchased by JPMIM	7,520,000
Total Price paid 	$7,520,000
% of Offering	1.88%
Fund	MI-Fonds 901
Account Number	167370
Trade Date	12/13/2006
Issuer	Quebecor World Inc. (IQWCN 9.75% January 15, 2015 144A)
Cusip	748203AA
Bonds	685,000
Offering Price	$100.00
Spread	$1.38
Cost	$685,000
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	$394,500,000
Total Bonds Purchased by JPMIM	7,520,000
Total Price paid 	$7,520,000
% of Offering	1.88%
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	12/13/2006
Issuer	SMFG Preferred Capital (SUMIBK FRN December 31, 2049 144A)
Cusip	78454AAA
Bonds	5,720,000
Offering Price	$100.00
Spread	$1.00
Cost	$5,720,000
Dealer Executing Trade	Goldaman Sachs and Company
Total Fund Assets	$6,750,212,791
% of Fund	0.08%
Total Shares/Units/Bonds Offered	1,650,000,000
Total Proceeds from IPO before discount	$1,650,000,000
Total Proceeds from IPO after discount	$1,633,500,000
Total Bonds Purchased by JPMIM	72,480,000
Total Price paid 	$72,480,000
% of Offering	4.39%
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	12/13/2006
Issuer	SMFG Preferred Capital (SUMIBK FRN December 31, 2049 144A)
Cusip	78454AAA
Bonds	230,000
Offering Price	$100.00
Spread	$1.00
Cost	$230,000
Dealer Executing Trade	Goldaman Sachs and Company
Total Fund Assets	$204,285,859
% of Fund	0.11%
Total Shares/Units/Bonds Offered	1,650,000,000
Total Proceeds from IPO before discount	$1,650,000,000
Total Proceeds from IPO after discount	$1,633,500,000
Total Bonds Purchased by JPMIM	72,480,000
Total Price paid 	$72,480,000
% of Offering	4.39%
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	12/13/2006
Issuer	SMFG Preferred Capital (SUMIBK FRN December 31, 2049 144A)
Cusip	78454AAA
Bonds	4,090,000
Offering Price	$100.00
Spread	$1.00
Cost	$4,090,000
Dealer Executing Trade	Goldaman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,650,000,000
Total Proceeds from IPO before discount	$1,650,000,000
Total Proceeds from IPO after discount	$1,633,500,000
Total Bonds Purchased by JPMIM	72,480,000
Total Price paid 	$72,480,000
% of Offering	4.39%
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	12/13/2006
Issuer	SMFG Preferred Capital (SUMIBK FRN December 31, 2049 144A)
Cusip	78454AAA
Bonds	4,385,000
Offering Price	$100.00
Spread	$1.00
Cost	$4,385,000
Dealer Executing Trade	Goldaman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,650,000,000
Total Proceeds from IPO before discount	$1,650,000,000
Total Proceeds from IPO after discount	$1,633,500,000
Total Bonds Purchased by JPMIM	72,480,000
Total Price paid 	$72,480,000
% of Offering	4.39%
Fund	Pacific Life Insurance Company
Account Number	238760
Trade Date	12/13/2006
Issuer	SMFG Preferred Capital (SUMIBK FRN December 31, 2049 144A)
Cusip	78454AAA
Bonds	2,105,000
Offering Price	$100.00
Spread	$1.00
Cost	$2,105,000
Dealer Executing Trade	Goldaman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,650,000,000
Total Proceeds from IPO before discount	$1,650,000,000
Total Proceeds from IPO after discount	$1,633,500,000
Total Bonds Purchased by JPMIM	72,480,000
Total Price paid 	$72,480,000
% of Offering	4.39%
Fund	GVIT Balanced - JPMIS Cust.
Account Number	165120
Trade Date	12/13/2006
Issuer	SMFG Preferred Capital (SUMIBK FRN December 31, 2049 144A)
Cusip	78454AAA
Bonds	215,000
Offering Price	$100.00
Spread	$1.00
Cost	$215,000
Dealer Executing Trade	Goldaman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,650,000,000
Total Proceeds from IPO before discount	$1,650,000,000
Total Proceeds from IPO after discount	$1,633,500,000
Total Bonds Purchased by JPMIM	72,480,000
Total Price paid 	$72,480,000
% of Offering	4.39%
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	12/13/2006
Issuer	SMFG Preferred Capital (SUMIBK FRN December 31, 2049 144A)
Cusip	78454AAA
Bonds	270,000
Offering Price	$100.00
Spread	$1.00
Cost	$270,000
Dealer Executing Trade	Goldaman Sachs and Company
Total Fund Assets	$244,397,379
% of Fund	0.11%
Total Shares/Units/Bonds Offered	1,650,000,000
Total Proceeds from IPO before discount	$1,650,000,000
Total Proceeds from IPO after discount	$1,633,500,000
Total Bonds Purchased by JPMIM	72,480,000
Total Price paid 	$72,480,000
% of Offering	4.39%
Fund	MLP Bank AG
Account Number	173240
Trade Date	12/13/2006
Issuer	SMFG Preferred Capital (SUMIBK FRN December 31, 2049 144A)
Cusip	78454AAA
Bonds	280,000
Offering Price	$100.00
Spread	$1.00
Cost	$280,000
Dealer Executing Trade	Goldaman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,650,000,000
Total Proceeds from IPO before discount	$1,650,000,000
Total Proceeds from IPO after discount	$1,633,500,000
Total Bonds Purchased by JPMIM	72,480,000
Total Price paid 	$72,480,000
% of Offering	4.39%
Fund	Hartford RVP Public Bond (A)
Account Number	162810
Trade Date	12/13/2006
Issuer	SMFG Preferred Capital (SUMIBK FRN December 31, 2049 144A)
Cusip	78454AAA
Bonds	415,000
Offering Price	$100.00
Spread	$1.00
Cost	$415,000
Dealer Executing Trade	Goldaman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,650,000,000
Total Proceeds from IPO before discount	$1,650,000,000
Total Proceeds from IPO after discount	$1,633,500,000
Total Bonds Purchased by JPMIM	72,480,000
Total Price paid 	$72,480,000
% of Offering	4.39%
Fund	Hartford RVP Active Fixed Income Plus
Account Number	162870
Trade Date	12/13/2006
Issuer	SMFG Preferred Capital (SUMIBK FRN December 31, 2049 144A)
Cusip	78454AAA
Bonds	1,255,000
Offering Price	$100.00
Spread	$1.00
Cost	$1,255,000
Dealer Executing Trade	Goldaman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,650,000,000
Total Proceeds from IPO before discount	$1,650,000,000
Total Proceeds from IPO after discount	$1,633,500,000
Total Bonds Purchased by JPMIM	72,480,000
Total Price paid 	$72,480,000
% of Offering	4.39%
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	12/13/2006
Issuer	SMFG Preferred Capital (SUMIBK FRN December 31, 2049 144A)
Cusip	78454AAA
Bonds	465,000
Offering Price	$100.00
Spread	$1.00
Cost	$465,000
Dealer Executing Trade	Goldaman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,650,000,000
Total Proceeds from IPO before discount	$1,650,000,000
Total Proceeds from IPO after discount	$1,633,500,000
Total Bonds Purchased by JPMIM	72,480,000
Total Price paid 	$72,480,000
% of Offering	4.39%
Fund	Hartford - RVP Public Bond (B) (SS cust)
Account Number	164680
Trade Date	12/13/2006
Issuer	SMFG Preferred Capital (SUMIBK FRN December 31, 2049 144A)
Cusip	78454AAA
Bonds	100,000
Offering Price	$100.00
Spread	$1.00
Cost	$100,000
Dealer Executing Trade	Goldaman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,650,000,000
Total Proceeds from IPO before discount	$1,650,000,000
Total Proceeds from IPO after discount	$1,633,500,000
Total Bonds Purchased by JPMIM	72,480,000
Total Price paid 	$72,480,000
% of Offering	4.39%
Fund	General Americn Life Insurance
Account Number	168030
Trade Date	12/13/2006
Issuer	SMFG Preferred Capital (SUMIBK FRN December 31, 2049 144A)
Cusip	78454AAA
Bonds	215,000
Offering Price	$100.00
Spread	$1.00
Cost	$215,000
Dealer Executing Trade	Goldaman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,650,000,000
Total Proceeds from IPO before discount	$1,650,000,000
Total Proceeds from IPO after discount	$1,633,500,000
Total Bonds Purchased by JPMIM	72,480,000
Total Price paid 	$72,480,000
% of Offering	4.39%
Fund	Cambridge Fonds - JPM AG
Account Number	168393
Trade Date	12/13/2006
Issuer	SMFG Preferred Capital (SUMIBK FRN December 31, 2049 144A)
Cusip	78454AAA
Bonds	775,000
Offering Price	$100.00
Spread	$1.00
Cost	$775,000
Dealer Executing Trade	Goldaman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,650,000,000
Total Proceeds from IPO before discount	$1,650,000,000
Total Proceeds from IPO after discount	$1,633,500,000
Total Bonds Purchased by JPMIM	72,480,000
Total Price paid 	$72,480,000
% of Offering	4.39%
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	12/13/2006
Issuer	The Home Depot, Inc. (HD 5.875% December 16, 2036)
Cusip	437076AS
Bonds	3,575,000
Offering Price	$98.60
Spread	$0.88
Cost	$3,524,950
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$6,750,212,791
% of Fund	0.05%
Total Shares/Units/Bonds Offered	3,000,000,000
Total Proceeds from IPO before discount	$2,958,000,000
Total Proceeds from IPO after discount	$2,931,750,000
Total Bonds Purchased by JPMIM	51,725,000
Total Price paid 	$51,000,850
% of Offering	1.72%
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	12/13/2006
Issuer	The Home Depot, Inc. (HD 5.875% December 16, 2036)
Cusip	437076AS
Bonds	170,000
Offering Price	$98.60
Spread	$0.88
Cost	$167,620
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$244,397,379
% of Fund	0.07%
Total Shares/Units/Bonds Offered	3,000,000,000
Total Proceeds from IPO before discount	$2,958,000,000
Total Proceeds from IPO after discount	$2,931,750,000
Total Bonds Purchased by JPMIM	51,725,000
Total Price paid 	$51,000,850
% of Offering	1.72%
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	12/13/2006
Issuer	The Home Depot, Inc. (HD 5.875% December 16, 2036)
Cusip	437076AS
Bonds	140,000
Offering Price	$98.60
Spread	$0.88
Cost	$138,040
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$204,285,859
% of Fund	0.07%
Total Shares/Units/Bonds Offered	3,000,000,000
Total Proceeds from IPO before discount	$2,958,000,000
Total Proceeds from IPO after discount	$2,931,750,000
Total Bonds Purchased by JPMIM	51,725,000
Total Price paid 	$51,000,850
% of Offering	1.72%
Fund	JPM Strategic Income
Account Number	162530
Trade Date	12/13/2006
Issuer	The Home Depot, Inc. (HD 5.875% December 16, 2036)
Cusip	437076AS
Bonds	40,000
Offering Price	$98.60
Spread	$0.88
Cost	$39,440
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	$48,380,030
% of Fund	0.08%
Total Shares/Units/Bonds Offered	3,000,000,000
Total Proceeds from IPO before discount	$2,958,000,000
Total Proceeds from IPO after discount	$2,931,750,000
Total Bonds Purchased by JPMIM	51,725,000
Total Price paid 	$51,000,850
% of Offering	1.72%
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	12/13/2006
Issuer	The Home Depot, Inc. (HD 5.875% December 16, 2036)
Cusip	437076AS
Bonds	2,550,000
Offering Price	$98.60
Spread	$0.88
Cost	$2,514,300
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,000,000,000
Total Proceeds from IPO before discount	$2,958,000,000
Total Proceeds from IPO after discount	$2,931,750,000
Total Bonds Purchased by JPMIM	51,725,000
Total Price paid 	$51,000,850
% of Offering	1.72%
Fund	Hartford RVP Public Bond (A)
Account Number	162810
Trade Date	12/13/2006
Issuer	The Home Depot, Inc. (HD 5.875% December 16, 2036)
Cusip	437076AS
Bonds	265,000
Offering Price	$98.60
Spread	$0.88
Cost	$261,290
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,000,000,000
Total Proceeds from IPO before discount	$2,958,000,000
Total Proceeds from IPO after discount	$2,931,750,000
Total Bonds Purchased by JPMIM	51,725,000
Total Price paid 	$51,000,850
% of Offering	1.72%
Fund	Hartford RVP Active Fixed Income Plus
Account Number	162870
Trade Date	12/13/2006
Issuer	The Home Depot, Inc. (HD 5.875% December 16, 2036)
Cusip	437076AS
Bonds	785,000
Offering Price	$98.60
Spread	$0.88
Cost	$774,010
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,000,000,000
Total Proceeds from IPO before discount	$2,958,000,000
Total Proceeds from IPO after discount	$2,931,750,000
Total Bonds Purchased by JPMIM	51,725,000
Total Price paid 	$51,000,850
% of Offering	1.72%
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	12/13/2006
Issuer	The Home Depot, Inc. (HD 5.875% December 16, 2036)
Cusip	437076AS
Bonds	295,000
Offering Price	$98.60
Spread	$0.88
Cost	$290,870
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,000,000,000
Total Proceeds from IPO before discount	$2,958,000,000
Total Proceeds from IPO after discount	$2,931,750,000
Total Bonds Purchased by JPMIM	51,725,000
Total Price paid 	$51,000,850
% of Offering	1.72%
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	12/13/2006
Issuer	The Home Depot, Inc. (HD 5.875% December 16, 2036)
Cusip	437076AS
Bonds	2,740,000
Offering Price	$98.60
Spread	$0.88
Cost	$2,701,640
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,000,000,000
Total Proceeds from IPO before discount	$2,958,000,000
Total Proceeds from IPO after discount	$2,931,750,000
Total Bonds Purchased by JPMIM	51,725,000
Total Price paid 	$51,000,850
% of Offering	1.72%
Fund	Hartford - RVP Public Bond (B) (SS cust)
Account Number	164680
Trade Date	12/13/2006
Issuer	The Home Depot, Inc. (HD 5.875% December 16, 2036)
Cusip	437076AS
Bonds	50,000
Offering Price	$98.60
Spread	$0.88
Cost	$49,300
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,000,000,000
Total Proceeds from IPO before discount	$2,958,000,000
Total Proceeds from IPO after discount	$2,931,750,000
Total Bonds Purchased by JPMIM	51,725,000
Total Price paid 	$51,000,850
% of Offering	1.72%
Fund	GVIT Balanced - JPMIS Cust.
Account Number	165120
Trade Date	12/13/2006
Issuer	The Home Depot, Inc. (HD 5.875% December 16, 2036)
Cusip	437076AS
Bonds	125,000
Offering Price	$98.60
Spread	$0.88
Cost	$123,250
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,000,000,000
Total Proceeds from IPO before discount	$2,958,000,000
Total Proceeds from IPO after discount	$2,931,750,000
Total Bonds Purchased by JPMIM	51,725,000
Total Price paid 	$51,000,850
% of Offering	1.72%
Fund	Hartford - RVP U.S. Bond
Account Number	165410
Trade Date	12/13/2006
Issuer	The Home Depot, Inc. (HD 5.875% December 16, 2036)
Cusip	437076AS
Bonds	150,000
Offering Price	$98.60
Spread	$0.88
Cost	$147,900
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,000,000,000
Total Proceeds from IPO before discount	$2,958,000,000
Total Proceeds from IPO after discount	$2,931,750,000
Total Bonds Purchased by JPMIM	51,725,000
Total Price paid 	$51,000,850
% of Offering	1.72%
Fund	General Americn Life Insurance
Account Number	168030
Trade Date	12/13/2006
Issuer	The Home Depot, Inc. (HD 5.875% December 16, 2036)
Cusip	437076AS
Bonds	130,000
Offering Price	$98.60
Spread	$0.88
Cost	$128,180
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,000,000,000
Total Proceeds from IPO before discount	$2,958,000,000
Total Proceeds from IPO after discount	$2,931,750,000
Total Bonds Purchased by JPMIM	51,725,000
Total Price paid 	$51,000,850
% of Offering	1.72%
Fund	Nationwide Life Insurance Company
Account Number	171010
Trade Date	12/13/2006
Issuer	The Home Depot, Inc. (HD 5.875% December 16, 2036)
Cusip	437076AS
Bonds	155,000
Offering Price	$98.60
Spread	$0.88
Cost	$152,830
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,000,000,000
Total Proceeds from IPO before discount	$2,958,000,000
Total Proceeds from IPO after discount	$2,931,750,000
Total Bonds Purchased by JPMIM	51,725,000
Total Price paid 	$51,000,850
% of Offering	1.72%
Fund	MLP Bank AG
Account Number	173240
Trade Date	12/13/2006
Issuer	The Home Depot, Inc. (HD 5.875% December 16, 2036)
Cusip	437076AS
Bonds	170,000
Offering Price	$98.60
Spread	$0.88
Cost	$167,620
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,000,000,000
Total Proceeds from IPO before discount	$2,958,000,000
Total Proceeds from IPO after discount	$2,931,750,000
Total Bonds Purchased by JPMIM	51,725,000
Total Price paid 	$51,000,850
% of Offering	1.72%
Fund	Pacific Life Insurance Company
Account Number	238760
Trade Date	12/13/2006
Issuer	The Home Depot, Inc. (HD 5.875% December 16, 2036)
Cusip	437076AS
Bonds	1,315,000
Offering Price	$98.60
Spread	$0.88
Cost	$1,296,590
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	3,000,000,000
Total Proceeds from IPO before discount	$2,958,000,000
Total Proceeds from IPO after discount	$2,931,750,000
Total Bonds Purchased by JPMIM	51,725,000
Total Price paid 	$51,000,850
% of Offering	1.72%
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	12/14/2006
Issuer	MetLife, Inc. (MET FRN December 15, 2036)
Cusip	59156RAP
Bonds	2,775,000
Offering Price	$99.82
Spread	$1.00
Cost	$2,769,894
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$6,750,212,791
% of Fund	0.04%
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,247,700,000
Total Proceeds from IPO after discount	$1,235,200,000
Total Bonds Purchased by JPMIM	28,715,000
Total Price paid 	$28,662,164
% of Offering	2.30%
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	12/14/2006
Issuer	MetLife, Inc. (MET FRN December 15, 2036)
Cusip	59156RAP
Bonds	115,000
Offering Price	$99.82
Spread	$1.00
Cost	$114,788
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$204,285,859
% of Fund	0.06%
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,247,700,000
Total Proceeds from IPO after discount	$1,235,200,000
Total Bonds Purchased by JPMIM	28,715,000
Total Price paid 	$28,662,164
% of Offering	2.30%
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	12/14/2006
Issuer	MetLife, Inc. (MET FRN December 15, 2036)
Cusip	59156RAP
Bonds	1,985,000
Offering Price	$99.82
Spread	$1.00
Cost	$1,981,348
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,247,700,000
Total Proceeds from IPO after discount	$1,235,200,000
Total Bonds Purchased by JPMIM	28,715,000
Total Price paid 	$28,662,164
% of Offering	2.30%
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	12/14/2006
Issuer	MetLife, Inc. (MET FRN December 15, 2036)
Cusip	59156RAP
Bonds	2,135,000
Offering Price	$99.82
Spread	$1.00
Cost	$2,131,072
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,247,700,000
Total Proceeds from IPO after discount	$1,235,200,000
Total Bonds Purchased by JPMIM	28,715,000
Total Price paid 	$28,662,164
% of Offering	2.30%
Fund	Pacific Life Insurance Company
Account Number	238760
Trade Date	12/14/2006
Issuer	MetLife, Inc. (MET FRN December 15, 2036)
Cusip	59156RAP
Bonds	1,025,000
Offering Price	$99.82
Spread	$1.00
Cost	$1,023,114
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,247,700,000
Total Proceeds from IPO after discount	$1,235,200,000
Total Bonds Purchased by JPMIM	28,715,000
Total Price paid 	$28,662,164
% of Offering	2.30%
Fund	GVIT Balanced - JPMIS Cust.
Account Number	165120
Trade Date	12/14/2006
Issuer	MetLife, Inc. (MET FRN December 15, 2036)
Cusip	59156RAP
Bonds	100,000
Offering Price	$99.82
Spread	$1.00
Cost	$99,816
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,247,700,000
Total Proceeds from IPO after discount	$1,235,200,000
Total Bonds Purchased by JPMIM	28,715,000
Total Price paid 	$28,662,164
% of Offering	2.30%
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	12/14/2006
Issuer	MetLife, Inc. (MET FRN December 15, 2036)
Cusip	59156RAP
Bonds	130,000
Offering Price	$99.82
Spread	$1.00
Cost	$129,761
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$244,397,379
% of Fund	0.05%
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,247,700,000
Total Proceeds from IPO after discount	$1,235,200,000
Total Bonds Purchased by JPMIM	28,715,000
Total Price paid 	$28,662,164
% of Offering	2.30%
Fund	MLP Bank AG
Account Number	173240
Trade Date	12/14/2006
Issuer	MetLife, Inc. (MET FRN December 15, 2036)
Cusip	59156RAP
Bonds	135,000
Offering Price	$99.82
Spread	$1.00
Cost	$134,752
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,247,700,000
Total Proceeds from IPO after discount	$1,235,200,000
Total Bonds Purchased by JPMIM	28,715,000
Total Price paid 	$28,662,164
% of Offering	2.30%
Fund	Nationwide Life Insurance Company
Account Number	171010
Trade Date	12/14/2006
Issuer	MetLife, Inc. (MET FRN December 15, 2036)
Cusip	59156RAP
Bonds	195,000
Offering Price	$99.82
Spread	$1.00
Cost	$194,641
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,247,700,000
Total Proceeds from IPO after discount	$1,235,200,000
Total Bonds Purchased by JPMIM	28,715,000
Total Price paid 	$28,662,164
% of Offering	2.30%
Fund	JPM Strategic Income
Account Number	162530
Trade Date	12/14/2006
Issuer	MetLife, Inc. (MET FRN December 15, 2036)
Cusip	59156RAP
Bonds	35,000
Offering Price	$99.82
Spread	$1.00
Cost	$34,936
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	$48,380,030
% of Fund	0.07%
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,247,700,000
Total Proceeds from IPO after discount	$1,235,200,000
Total Bonds Purchased by JPMIM	28,715,000
Total Price paid 	$28,662,164
% of Offering	2.30%
Fund	Hartford RVP Public Bond (A)
Account Number	162810
Trade Date	12/14/2006
Issuer	MetLife, Inc. (MET FRN December 15, 2036)
Cusip	59156RAP
Bonds	205,000
Offering Price	$99.82
Spread	$1.00
Cost	$204,623
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,247,700,000
Total Proceeds from IPO after discount	$1,235,200,000
Total Bonds Purchased by JPMIM	28,715,000
Total Price paid 	$28,662,164
% of Offering	2.30%
Fund	Hartford RVP Active Fixed Income Plus
Account Number	162870
Trade Date	12/14/2006
Issuer	MetLife, Inc. (MET FRN December 15, 2036)
Cusip	59156RAP
Bonds	610,000
Offering Price	$99.82
Spread	$1.00
Cost	$608,878
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,247,700,000
Total Proceeds from IPO after discount	$1,235,200,000
Total Bonds Purchased by JPMIM	28,715,000
Total Price paid 	$28,662,164
% of Offering	2.30%
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	12/14/2006
Issuer	MetLife, Inc. (MET FRN December 15, 2036)
Cusip	59156RAP
Bonds	225,000
Offering Price	$99.82
Spread	$1.00
Cost	$224,586
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,247,700,000
Total Proceeds from IPO after discount	$1,235,200,000
Total Bonds Purchased by JPMIM	28,715,000
Total Price paid 	$28,662,164
% of Offering	2.30%
Fund	Hartford - RVP Public Bond (B) (SS cust)
Account Number	164680
Trade Date	12/14/2006
Issuer	MetLife, Inc. (MET FRN December 15, 2036)
Cusip	59156RAP
Bonds	40,000
Offering Price	$99.82
Spread	$1.00
Cost	$39,926
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,247,700,000
Total Proceeds from IPO after discount	$1,235,200,000
Total Bonds Purchased by JPMIM	28,715,000
Total Price paid 	$28,662,164
% of Offering	2.30%
Fund	Hartford - RVP U.S. Bond
Account Number	165410
Trade Date	12/14/2006
Issuer	MetLife, Inc. (MET FRN December 15, 2036)
Cusip	59156RAP
Bonds	210,000
Offering Price	$99.82
Spread	$1.00
Cost	$209,614
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,247,700,000
Total Proceeds from IPO after discount	$1,235,200,000
Total Bonds Purchased by JPMIM	28,715,000
Total Price paid 	$28,662,164
% of Offering	2.30%
Fund	Cambridge Fonds - JPM AG
Account Number	168393
Trade Date	12/14/2006
Issuer	MetLife, Inc. (MET FRN December 15, 2036)
Cusip	59156RAP
Bonds	380,000
Offering Price	$99.82
Spread	$1.00
Cost	$379,301
Dealer Executing Trade	Merrill Lynch and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,250,000,000
Total Proceeds from IPO before discount	$1,247,700,000
Total Proceeds from IPO after discount	$1,235,200,000
Total Bonds Purchased by JPMIM	28,715,000
Total Price paid 	$28,662,164
% of Offering	2.30%



Fund	JPM Small Cap Equity
Account Number	153030
Trade Date	1/30/2007
Issuer	HFF, Inc. (HF) IPO
Cusip	40418F10
Shares	105,400
Offering Price	$18.00
Spread	$1.26
Cost	$1,897,200
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	$1,009,530,221
% of Fund	0.19%
Total Shares Offered	14,300,000
Total Proceeds from IPO before discount	$257,400,000
Total Proceeds from IPO after discount	$239,382,000
Total Shares Purchased by JPMIM	125,000
Total Price paid 	$2,250,000
% of Offering	0.87%
Fund	ING Investors Trust
Account Number	173450
Trade Date	1/30/2007
Issuer	HFF, Inc. (HF) IPO
Cusip	40418F10
Shares	19,600
Offering Price	$18.00
Spread	$1.26
Cost	$352,800
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares Offered	14,300,000
Total Proceeds from IPO before discount	$257,400,000
Total Proceeds from IPO after discount	$239,382,000
Total Shares Purchased by JPMIM	125,000
Total Price paid 	$2,250,000
% of Offering	0.87%


Fund	JPM Bond
Account Number	160960
Trade Date	1/23/2007
Issuer	 Harley-Davidson Motorcycle Trust 2007-1 A3 (HDMOT 2007-1 A3 5.22% March 15, 2012)
Cusip	41283UAC
Bonds	10,000,000
Offering Price	$99.99
Spread	$0.18
Cost	$9,998,600
Dealer Executing Trade	Wachovia Securities
Total Fund Assets	$8,212,100,480
% of Fund	0.12%
Total Shares/Units/Bonds Offered	158,000,000
Total Proceeds from IPO before discount	$157,977,880
Total Proceeds from IPO after discount	$157,701,380
Total Bonds Purchased by JPMIM	15,000,000
Total Price paid 	$14,997,900
% of Offering	9.49%
Fund	JPM Bond - Ext. Cash
Account Number	160963
Trade Date	 01/19/07
Issuer	CAM US Finance SA (CAJAME FRN  February 1, 2010 144A)
Cusip	131742AB
Bonds	5,000,000
Offering Price	$100.00
Spread	$0.06
Cost	$5,000,000
Dealer Executing Trade	Lehman Government Sec urities
Total Fund Assets	$8,212,100,480
% of Fund	0.06%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$1,000,000,000
Total Proceeds from IPO after discount	$999,440,000
Total Bonds Purchased by JPMIM	89,000,000
Total Price paid 	$89,000,000
% of Offering	8.90%
Fund	EQ/JPM Core Bond Portfolio
Account Number	163243
Trade Date	 01/19/07
Issuer	CAM US Finance SA (CAJAME FRN  February 1, 2010 144A)
Cusip	131742AB
Bonds	6,000,000
Offering Price	$100.00
Spread	$0.06
Cost	$6,000,000
Dealer Executing Trade	Lehman Government Sec urities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$1,000,000,000
Total Proceeds from IPO after discount	$999,440,000
Total Bonds Purchased by JPMIM	89,000,000
Total Price paid 	$89,000,000
% of Offering	8.90%
Fund	SunAmerica Series Trust- Balanced Portfolio - Fixed Income
Account Number	158724
Trade Date	 01/19/07
Issuer	CAM US Finance SA (CAJAME FRN  February 1, 2010 144A)
Cusip	131742AB
Bonds	200,000
Offering Price	$100.00
Spread	$0.06
Cost	$200,000
Dealer Executing Trade	Lehman Government Sec urities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$1,000,000,000
Total Proceeds from IPO after discount	$999,440,000
Total Bonds Purchased by JPMIM	89,000,000
Total Price paid 	$89,000,000
% of Offering	8.90%
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	 01/19/07
Issuer	CAM US Finance SA (CAJAME FRN  February 1, 2010 144A)
Cusip	131742AB
Bonds	500,000
Offering Price	$100.00
Spread	$0.06
Cost	$500,000
Dealer Executing Trade	Lehman Government Sec urities
Total Fund Assets	$276,235,656
% of Fund	0.18%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$1,000,000,000
Total Proceeds from IPO after discount	$999,440,000
Total Bonds Purchased by JPMIM	89,000,000
Total Price paid 	$89,000,000
% of Offering	8.90%
Fund	JPM Enhanced Income
Account Number	165200
Trade Date	 01/19/07
Issuer	CAM US Finance SA (CAJAME FRN  February 1, 2010 144A)
Cusip	131742AB
Bonds	2,900,000
Offering Price	$100.00
Spread	$0.06
Cost	$2,900,000
Dealer Executing Trade	Lehman Government Sec urities
Total Fund Assets	$194,553,307
% of Fund	1.49%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$1,000,000,000
Total Proceeds from IPO after discount	$999,440,000
Total Bonds Purchased by JPMIM	89,000,000
Total Price paid 	$89,000,000
% of Offering	8.90%
Fund	JPM Strategic Income
Account Number	162530
Trade Date	 01/19/07
Issuer	CAM US Finance SA (CAJAME FRN  February 1, 2010 144A)
Cusip	131742AB
Bonds	200,000
Offering Price	$100.00
Spread	$0.06
Cost	$200,000
Dealer Executing Trade	Lehman Government Sec urities
Total Fund Assets	$38,318,376
% of Fund	0.52%
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$1,000,000,000
Total Proceeds from IPO after discount	$999,440,000
Total Bonds Purchased by JPMIM	89,000,000
Total Price paid 	$89,000,000
% of Offering	8.90%
Fund	Hartford - RVP - Extended Cash
Account Number	162813
Trade Date	 01/19/07
Issuer	CAM US Finance SA (CAJAME FRN  February 1, 2010 144A)
Cusip	131742AB
Bonds	800,000
Offering Price	$100.00
Spread	$0.06
Cost	$800,000
Dealer Executing Trade	Lehman Government Sec urities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$1,000,000,000
Total Proceeds from IPO after discount	$999,440,000
Total Bonds Purchased by JPMIM	89,000,000
Total Price paid 	$89,000,000
% of Offering	8.90%
Fund	Hartford - RVP -Active Fixed Income
Account Number	162873
Trade Date	 01/19/07
Issuer	CAM US Finance SA (CAJAME FRN  February 1, 2010 144A)
Cusip	131742AB
Bonds	2,000,000
Offering Price	$100.00
Spread	$0.06
Cost	$2,000,000
Dealer Executing Trade	Lehman Government Sec urities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$1,000,000,000
Total Proceeds from IPO after discount	$999,440,000
Total Bonds Purchased by JPMIM	89,000,000
Total Price paid 	$89,000,000
% of Offering	8.90%
Fund	Hartford RVP Public Bond Plus
Account Number	162883
Trade Date	 01/19/07
Issuer	CAM US Finance SA (CAJAME FRN  February 1, 2010 144A)
Cusip	131742AB
Bonds	800,000
Offering Price	$100.00
Spread	$0.06
Cost	$800,000
Dealer Executing Trade	Lehman Government Sec urities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$1,000,000,000
Total Proceeds from IPO after discount	$999,440,000
Total Bonds Purchased by JPMIM	89,000,000
Total Price paid 	$89,000,000
% of Offering	8.90%
Fund	Hartford - RVP Public Bond (B)
Account Number	164683
Trade Date	 01/19/07
Issuer	CAM US Finance SA (CAJAME FRN  February 1, 2010 144A)
Cusip	131742AB
Bonds	100,000
Offering Price	$100.00
Spread	$0.06
Cost	$100,000
Dealer Executing Trade	Lehman Government Sec urities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$1,000,000,000
Total Proceeds from IPO after discount	$999,440,000
Total Bonds Purchased by JPMIM	89,000,000
Total Price paid 	$89,000,000
% of Offering	8.90%
Fund	JPMF US Dollar Enhanced Yield
Account Number	164480
Trade Date	 01/19/07
Issuer	CAM US Finance SA (CAJAME FRN  February 1, 2010 144A)
Cusip	131742AB
Bonds	11,800,000
Offering Price	$100.00
Spread	$0.06
Cost	$11,800,000
Dealer Executing Trade	Lehman Government Sec urities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	1,000,000,000
Total Proceeds from IPO before discount	$1,000,000,000
Total Proceeds from IPO after discount	$999,440,000
Total Bonds Purchased by JPMIM	89,000,000
Total Price paid 	$89,000,000
% of Offering	8.90%
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	1/23/2007
Issuer	Carmax Auto Owner Trust 2007-1 A3 (CARMX 2007-1 A3 5.24%  July 15, 2011)
Cusip	14312RAC
Bonds	5,000,000
Offering Price	$99.98
Spread	$0.22
Cost	$4,999,150
Dealer Executing Trade	BancAmerica Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	160,000,000
Total Proceeds from IPO before discount	$159,972,800
Total Proceeds from IPO after discount	$159,620,800
Total Bonds Purchased by JPMIM	15,750,000
Total Price paid 	$15,747,323
% of Offering	9.84%
Fund	JPM Bond
Account Number	160960
Trade Date	1/23/2007
Issuer	Carmax Auto Owner Trust 2007-1 A4 (CARMX 2007-1 A4 5.24% June 15, 2012)
Cusip	14312RAD
Bonds	5,000,000
Offering Price	$99.97
Spread	$0.24
Cost	$4,998,600
Dealer Executing Trade	BankAmerica Securities
Total Fund Assets	$8,212,100,480
% of Fund	0.06%
Total Shares/Units/Bonds Offered	99,170,000
Total Proceeds from IPO before discount	$99,142,232
Total Proceeds from IPO after discount	$98,904,224
Total Bonds Purchased by JPMIM	22,875,000
Total Price paid 	$22,868,595
% of Offering	23.07%
Fund	JPM Bond  Corporate
Account Number	160966
Trade Date	1/24/2007
Issuer	CIT Group Inc (CIT FRN March 15, 2017)
Cusip	125577AX
Bonds	5,000,000
Offering Price	$99.94
Spread	$1.00
Cost	$4,997,050
Dealer Executing Trade	Lehman Brothers Inc
Total Fund Assets	$8,212,100,480
% of Fund	0.06%
Total Shares/Units/Bonds Offered	500,000,000
Total Proceeds from IPO before discount	$499,705,000
Total Proceeds from IPO after discount	$494,705,000
Total Bonds Purchased by JPMIM	7,500,000
Total Price paid 	$7,495,575
% of Offering	1.50%
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	1/26/2007
Issuer	Cooper Cos Inc. (COO 7.125% February 15, 2015 144A)
Cusip	216648AH
Bonds	235,000
Offering Price	$100.00
Spread	$2.13
Cost	$235,000
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	$350,000,000
Total Proceeds from IPO after discount	$342,562,500
Total Bonds Purchased by JPMIM	8,000,000
Total Price paid 	$8,000,000
% of Offering	2.29%
Fund	Managers High Yield
Account Number	145730
Trade Date	1/26/2007
Issuer	Cooper Cos Inc. (COO 7.125% February 15, 2015 144A)
Cusip	216648AH
Bonds	120,000
Offering Price	$100.00
Spread	$2.13
Cost	$120,000
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	$350,000,000
Total Proceeds from IPO after discount	$342,562,500
Total Bonds Purchased by JPMIM	8,000,000
Total Price paid 	$8,000,000
% of Offering	2.29%
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	1/26/2007
Issuer	Cooper Cos Inc. (COO 7.125% February 15, 2015 144A)
Cusip	216648AH
Bonds	790,000
Offering Price	$100.00
Spread	$2.13
Cost	$790,000
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	$350,000,000
Total Proceeds from IPO after discount	$342,562,500
Total Bonds Purchased by JPMIM	8,000,000
Total Price paid 	$8,000,000
% of Offering	2.29%
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	1/26/2007
Issuer	Cooper Cos Inc. (COO 7.125% February 15, 2015 144A)
Cusip	216648AH
Bonds	760,000
Offering Price	$100.00
Spread	$2.13
Cost	$760,000
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	$350,000,000
Total Proceeds from IPO after discount	$342,562,500
Total Bonds Purchased by JPMIM	8,000,000
Total Price paid 	$8,000,000
% of Offering	2.29%
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	1/26/2007
Issuer	Cooper Cos Inc. (COO 7.125% February 15, 2015 144A)
Cusip	216648AH
Bonds	125,000
Offering Price	$100.00
Spread	$2.13
Cost	$125,000
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	$350,000,000
Total Proceeds from IPO after discount	$342,562,500
Total Bonds Purchased by JPMIM	8,000,000
Total Price paid 	$8,000,000
% of Offering	2.29%
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	1/26/2007
Issuer	Cooper Cos Inc. (COO 7.125% February 15, 2015 144A)
Cusip	216648AH
Bonds	185,000
Offering Price	$100.00
Spread	$2.13
Cost	$185,000
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	$350,000,000
Total Proceeds from IPO after discount	$342,562,500
Total Bonds Purchased by JPMIM	8,000,000
Total Price paid 	$8,000,000
% of Offering	2.29%
Fund	MI-Fonds 901
Account Number	167370
Trade Date	1/26/2007
Issuer	Cooper Cos Inc. (COO 7.125% February 15, 2015 144A)
Cusip	216648AH
Bonds	595,000
Offering Price	$100.00
Spread	$2.13
Cost	$595,000
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	$350,000,000
Total Proceeds from IPO after discount	$342,562,500
Total Bonds Purchased by JPMIM	8,000,000
Total Price paid 	$8,000,000
% of Offering	2.29%
Fund	JPM Bond Corporate Income
Account Number	160966
Trade Date	1/3/2007
Issuer	Goldman Sachs Group Inc. (GS 5.625% January 15, 2017)
Cusip	38141GEU
Bonds	4,120,000
Offering Price	$99.93
Spread	$0.45
Cost	$4,117,157
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$8,212,100,480
% of Fund	0.05%
Total Shares/Units/Bonds Offered	2,250,000,000
Total Proceeds from IPO before discount	$2,248,447,500
Total Proceeds from IPO after discount	$2,238,322,500
Total Bonds Purchased by JPMIM	30,605,000
Total Price paid 	$30,583,883
% of Offering	1.36%
Fund	JPM Series II - Bond Portfolio
Account Number	161520
Trade Date	1/3/2007
Issuer	Goldman Sachs Group Inc. (GS 5.625% January 15, 2017)
Cusip	38141GEU
Bonds	105,000
Offering Price	$99.93
Spread	$0.45
Cost	$104,928
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$202,577,286
% of Fund	0.05%
Total Shares/Units/Bonds Offered	2,250,000,000
Total Proceeds from IPO before discount	$2,248,447,500
Total Proceeds from IPO after discount	$2,238,322,500
Total Bonds Purchased by JPMIM	30,605,000
Total Price paid 	$30,583,883
% of Offering	1.36%
Fund	JPMF Investment - US Bond
Account Number	162610
Trade Date	1/3/2007
Issuer	Goldman Sachs Group Inc. (GS 5.625% January 15, 2017)
Cusip	38141GEU
Bonds	1,945,000
Offering Price	$99.93
Spread	$0.45
Cost	$1,943,658
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,250,000,000
Total Proceeds from IPO before discount	$2,248,447,500
Total Proceeds from IPO after discount	$2,238,322,500
Total Bonds Purchased by JPMIM	30,605,000
Total Price paid 	$30,583,883
% of Offering	1.36%
Fund	EQ/JPM Core Bond Portfolio
Account Number	163240
Trade Date	1/3/2007
Issuer	Goldman Sachs Group Inc. (GS 5.625% January 15, 2017)
Cusip	38141GEU
Bonds	2,595,000
Offering Price	$99.93
Spread	$0.45
Cost	$2,593,209
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,250,000,000
Total Proceeds from IPO before discount	$2,248,447,500
Total Proceeds from IPO after discount	$2,238,322,500
Total Bonds Purchased by JPMIM	30,605,000
Total Price paid 	$30,583,883
% of Offering	1.36%
Fund	Pacific Life Insurance Company
Account Number	238760
Trade Date	1/3/2007
Issuer	Goldman Sachs Group Inc. (GS 5.625% January 15, 2017)
Cusip	38141GEU
Bonds	1,165,000
Offering Price	$99.93
Spread	$0.45
Cost	$1,164,196
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,250,000,000
Total Proceeds from IPO before discount	$2,248,447,500
Total Proceeds from IPO after discount	$2,238,322,500
Total Bonds Purchased by JPMIM	30,605,000
Total Price paid 	$30,583,883
% of Offering	1.36%
Fund	SunAmerica Series Trust-Balanced Portfolio - Fixed Income
Account Number	158724
Trade Date	1/3/2007
Issuer	Goldman Sachs Group Inc. (GS 5.625% January 15, 2017)
Cusip	38141GEU
Bonds	105,000
Offering Price	$99.93
Spread	$0.45
Cost	$104,928
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,250,000,000
Total Proceeds from IPO before discount	$2,248,447,500
Total Proceeds from IPO after discount	$2,238,322,500
Total Bonds Purchased by JPMIM	30,605,000
Total Price paid 	$30,583,883
% of Offering	1.36%
Fund	GVIT Balanced - JPMIS Cust.
Account Number	165120
Trade Date	1/3/2007
Issuer	Goldman Sachs Group Inc. (GS 5.625% January 15, 2017)
Cusip	38141GEU
Bonds	105,000
Offering Price	$99.93
Spread	$0.45
Cost	$104,928
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,250,000,000
Total Proceeds from IPO before discount	$2,248,447,500
Total Proceeds from IPO after discount	$2,238,322,500
Total Bonds Purchased by JPMIM	30,605,000
Total Price paid 	$30,583,883
% of Offering	1.36%
Fund	JPM Diversified - Fixed
Account Number	160975
Trade Date	1/3/2007
Issuer	Goldman Sachs Group Inc. (GS 5.625% January 15, 2017)
Cusip	38141GEU
Bonds	130,000
Offering Price	$99.93
Spread	$0.45
Cost	$129,910
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$276,235,656
% of Fund	0.05%
Total Shares/Units/Bonds Offered	2,250,000,000
Total Proceeds from IPO before discount	$2,248,447,500
Total Proceeds from IPO after discount	$2,238,322,500
Total Bonds Purchased by JPMIM	30,605,000
Total Price paid 	$30,583,883
% of Offering	1.36%
Fund	MLP Bank AG
Account Number	173240
Trade Date	1/3/2007
Issuer	Goldman Sachs Group Inc. (GS 5.625% January 15, 2017)
Cusip	38141GEU
Bonds	175,000
Offering Price	$99.93
Spread	$0.45
Cost	$174,879
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,250,000,000
Total Proceeds from IPO before discount	$2,248,447,500
Total Proceeds from IPO after discount	$2,238,322,500
Total Bonds Purchased by JPMIM	30,605,000
Total Price paid 	$30,583,883
% of Offering	1.36%
Fund	Nationwide Life Insurance Company
Account Number	171010
Trade Date	1/3/2007
Issuer	Goldman Sachs Group Inc. (GS 5.625% January 15, 2017)
Cusip	38141GEU
Bonds	95,000
Offering Price	$99.93
Spread	$0.45
Cost	$94,934
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,250,000,000
Total Proceeds from IPO before discount	$2,248,447,500
Total Proceeds from IPO after discount	$2,238,322,500
Total Bonds Purchased by JPMIM	30,605,000
Total Price paid 	$30,583,883
% of Offering	1.36%
Fund	JPM Strategic Income
Account Number	162530
Trade Date	1/3/2007
Issuer	Goldman Sachs Group Inc. (GS 5.625% January 15, 2017)
Cusip	38141GEU
Bonds	20,000
Offering Price	$99.93
Spread	$0.45
Cost	$19,986
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$38,318,376
% of Fund	0.05%
Total Shares/Units/Bonds Offered	2,250,000,000
Total Proceeds from IPO before discount	$2,248,447,500
Total Proceeds from IPO after discount	$2,238,322,500
Total Bonds Purchased by JPMIM	30,605,000
Total Price paid 	$30,583,883
% of Offering	1.36%
Fund	Hartford - RVP - Public Bond
Account Number	162810
Trade Date	1/3/2007
Issuer	Goldman Sachs Group Inc. (GS 5.625% January 15, 2017)
Cusip	38141GEU
Bonds	200,000
Offering Price	$99.93
Spread	$0.45
Cost	$199,862
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,250,000,000
Total Proceeds from IPO before discount	$2,248,447,500
Total Proceeds from IPO after discount	$2,238,322,500
Total Bonds Purchased by JPMIM	30,605,000
Total Price paid 	$30,583,883
% of Offering	1.36%
Fund	Hartford RVP Active Fixed Income
Account Number	162870
Trade Date	1/3/2007
Issuer	Goldman Sachs Group Inc. (GS 5.625% January 15, 2017)
Cusip	38141GEU
Bonds	630,000
Offering Price	$99.93
Spread	$0.45
Cost	$629,565
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,250,000,000
Total Proceeds from IPO before discount	$2,248,447,500
Total Proceeds from IPO after discount	$2,238,322,500
Total Bonds Purchased by JPMIM	30,605,000
Total Price paid 	$30,583,883
% of Offering	1.36%
Fund	Hartford RVP Public Bond Plus
Account Number	162880
Trade Date	1/3/2007
Issuer	Goldman Sachs Group Inc. (GS 5.625% January 15, 2017)
Cusip	38141GEU
Bonds	230,000
Offering Price	$99.93
Spread	$0.45
Cost	$229,841
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,250,000,000
Total Proceeds from IPO before discount	$2,248,447,500
Total Proceeds from IPO after discount	$2,238,322,500
Total Bonds Purchased by JPMIM	30,605,000
Total Price paid 	$30,583,883
% of Offering	1.36%
Fund	Hartford RVP Public Bond (B)
Account Number	164680
Trade Date	1/3/2007
Issuer	Goldman Sachs Group Inc. (GS 5.625% January 15, 2017)
Cusip	38141GEU
Bonds	40,000
Offering Price	$99.93
Spread	$0.45
Cost	$39,972
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,250,000,000
Total Proceeds from IPO before discount	$2,248,447,500
Total Proceeds from IPO after discount	$2,238,322,500
Total Bonds Purchased by JPMIM	30,605,000
Total Price paid 	$30,583,883
% of Offering	1.36%
Fund	General Americn Life Insurance
Account Number	168030
Trade Date	1/3/2007
Issuer	Goldman Sachs Group Inc. (GS 5.625% January 15, 2017)
Cusip	38141GEU
Bonds	95,000
Offering Price	$99.93
Spread	$0.45
Cost	$94,934
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,250,000,000
Total Proceeds from IPO before discount	$2,248,447,500
Total Proceeds from IPO after discount	$2,238,322,500
Total Bonds Purchased by JPMIM	30,605,000
Total Price paid 	$30,583,883
% of Offering	1.36%
Fund	Cambridge Fonds - JPM AG
Account Number	168393
Trade Date	1/3/2007
Issuer	Goldman Sachs Group Inc. (GS 5.625% January 15, 2017)
Cusip	38141GEU
Bonds	410,000
Offering Price	$99.93
Spread	$0.45
Cost	$409,717
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	2,250,000,000
Total Proceeds from IPO before discount	$2,248,447,500
Total Proceeds from IPO after discount	$2,238,322,500
Total Bonds Purchased by JPMIM	30,605,000
Total Price paid 	$30,583,883
% of Offering	1.36%
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	1/9/2007
Issuer	Intelsat Bermuda Ltd (INTEL FRN January 15, 2015 144A)
Cusip	458204AA
Bonds	275,000
Offering Price	$100.00
Spread	$2.25
Cost	$275,000
Dealer Executing Trade	Deutsche Bank Securities
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	$586,500,000
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$6,000,000
% of Offering	1.00%
Fund	Managers High Yield
Account Number	145730
Trade Date	1/9/2007
Issuer	Intelsat Bermuda Ltd (INTEL FRN January 15, 2015 144A)
Cusip	458204AA
Bonds	150,000
Offering Price	$100.00
Spread	$2.25
Cost	$150,000
Dealer Executing Trade	Deutsche Bank Securities
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	$586,500,000
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$6,000,000
% of Offering	1.00%
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	1/9/2007
Issuer	Intelsat Bermuda Ltd (INTEL FRN January 15, 2015 144A)
Cusip	458204AA
Bonds	950,000
Offering Price	$100.00
Spread	$2.25
Cost	$950,000
Dealer Executing Trade	Deutsche Bank Securities
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	$586,500,000
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$6,000,000
% of Offering	1.00%
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	1/9/2007
Issuer	Intelsat Bermuda Ltd (INTEL FRN January 15, 2015 144A)
Cusip	458204AA
Bonds	905,000
Offering Price	$100.00
Spread	$2.25
Cost	$905,000
Dealer Executing Trade	Deutsche Bank Securities
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	$586,500,000
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$6,000,000
% of Offering	1.00%
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	1/9/2007
Issuer	Intelsat Bermuda Ltd (INTEL FRN January 15, 2015 144A)
Cusip	458204AA
Bonds	150,000
Offering Price	$100.00
Spread	$2.25
Cost	$150,000
Dealer Executing Trade	Deutsche Bank Securities
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	$586,500,000
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$6,000,000
% of Offering	1.00%
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	1/18/2007
Issuer	Open Solutions Inc. (OPEN 9.75% February 1, 2015 144A)
Cusip	68371PAC
Bonds	115,000
Offering Price	$100.00
Spread	$2.25
Cost	$115,000
Dealer Executing Trade	Wachovia Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	325,000,000
Total Proceeds from IPO before discount	$325,000,000
Total Proceeds from IPO after discount	$317,687,500
Total Bonds Purchased by JPMIM	3,800,000
Total Price paid 	$3,800,000
% of Offering	1.17%
Fund	Managers High Yield
Account Number	145730
Trade Date	1/18/2007
Issuer	Open Solutions Inc. (OPEN 9.75% February 1, 2015 144A)
Cusip	68371PAC
Bonds	60,000
Offering Price	$100.00
Spread	$2.25
Cost	$60,000
Dealer Executing Trade	Wachovia Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	325,000,000
Total Proceeds from IPO before discount	$325,000,000
Total Proceeds from IPO after discount	$317,687,500
Total Bonds Purchased by JPMIM	3,800,000
Total Price paid 	$3,800,000
% of Offering	1.17%
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	1/18/2007
Issuer	Open Solutions Inc. (OPEN 9.75% February 1, 2015 144A)
Cusip	68371PAC
Bonds	385,000
Offering Price	$100.00
Spread	$2.25
Cost	$385,000
Dealer Executing Trade	Wachovia Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	325,000,000
Total Proceeds from IPO before discount	$325,000,000
Total Proceeds from IPO after discount	$317,687,500
Total Bonds Purchased by JPMIM	3,800,000
Total Price paid 	$3,800,000
% of Offering	1.17%
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	1/18/2007
Issuer	Open Solutions Inc. (OPEN 9.75% February 1, 2015 144A)
Cusip	68371PAC
Bonds	375,000
Offering Price	$100.00
Spread	$2.25
Cost	$375,000
Dealer Executing Trade	Wachovia Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	325,000,000
Total Proceeds from IPO before discount	$325,000,000
Total Proceeds from IPO after discount	$317,687,500
Total Bonds Purchased by JPMIM	3,800,000
Total Price paid 	$3,800,000
% of Offering	1.17%
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	1/18/2007
Issuer	Open Solutions Inc. (OPEN 9.75% February 1, 2015 144A)
Cusip	68371PAC
Bonds	60,000
Offering Price	$100.00
Spread	$2.25
Cost	$60,000
Dealer Executing Trade	Wachovia Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	325,000,000
Total Proceeds from IPO before discount	$325,000,000
Total Proceeds from IPO after discount	$317,687,500
Total Bonds Purchased by JPMIM	3,800,000
Total Price paid 	$3,800,000
% of Offering	1.17%
Fund	MI-Fonds 901
Account Number	167370
Trade Date	1/18/2007
Issuer	Open Solutions Inc. (OPEN 9.75% February 1, 2015 144A)
Cusip	68371PAC
Bonds	290,000
Offering Price	$100.00
Spread	$2.25
Cost	$290,000
Dealer Executing Trade	Wachovia Securities
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	325,000,000
Total Proceeds from IPO before discount	$325,000,000
Total Proceeds from IPO after discount	$317,687,500
Total Bonds Purchased by JPMIM	3,800,000
Total Price paid 	$3,800,000
% of Offering	1.17%
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	1/19/2007
Issuer	Pilgrim's Pride Corporation (PPC 7.625% May 1, 2015)
Cusip	721467AE
Bonds	160,000
Offering Price	$100.00
Spread	$1.67
Cost	$160,000
Dealer Executing Trade	Lehman Brothers Inc.
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	$393,307,720
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$6,000,000
% of Offering	1.50%
Fund	Managers High Yield
Account Number	145730
Trade Date	1/19/2007
Issuer	Pilgrim's Pride Corporation (PPC 7.625% May 1, 2015)
Cusip	721467AE
Bonds	85,000
Offering Price	$100.00
Spread	$1.67
Cost	$85,000
Dealer Executing Trade	Lehman Brothers Inc.
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	$393,307,720
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$6,000,000
% of Offering	1.50%
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	1/19/2007
Issuer	Pilgrim's Pride Corporation (PPC 7.625% May 1, 2015)
Cusip	721467AE
Bonds	545,000
Offering Price	$100.00
Spread	$1.67
Cost	$545,000
Dealer Executing Trade	Lehman Brothers Inc.
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	$393,307,720
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$6,000,000
% of Offering	1.50%
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	1/19/2007
Issuer	Pilgrim's Pride Corporation (PPC 7.625% May 1, 2015)
Cusip	721467AE
Bonds	525,000
Offering Price	$100.00
Spread	$1.67
Cost	$525,000
Dealer Executing Trade	Lehman Brothers Inc.
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	$393,307,720
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$6,000,000
% of Offering	1.50%
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	1/19/2007
Issuer	Pilgrim's Pride Corporation (PPC 7.625% May 1, 2015)
Cusip	721467AE
Bonds	85,000
Offering Price	$100.00
Spread	$1.67
Cost	$85,000
Dealer Executing Trade	Lehman Brothers Inc.
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	$393,307,720
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$6,000,000
% of Offering	1.50%
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	1/19/2007
Issuer	Pilgrim's Pride Corporation (PPC 7.625% May 1, 2015)
Cusip	721467AE
Bonds	140,000
Offering Price	$100.00
Spread	$1.67
Cost	$140,000
Dealer Executing Trade	Lehman Brothers Inc.
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	$393,307,720
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$6,000,000
% of Offering	1.50%
Fund	MI-Fonds 901
Account Number	167370
Trade Date	1/19/2007
Issuer	Pilgrim's Pride Corporation (PPC 7.625% May 1, 2015)
Cusip	721467AE
Bonds	455,000
Offering Price	$100.00
Spread	$1.67
Cost	$455,000
Dealer Executing Trade	Lehman Brothers Inc.
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	$393,307,720
Total Bonds Purchased by JPMIM	6,000,000
Total Price paid 	$6,000,000
% of Offering	1.50%
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	1/19/2007
Issuer	Pilgrim's Pride Corporation (PPC 8.375% May 1, 2017)
Cusip	721467AF
Bonds	90,000
Offering Price	$100.00
Spread	$1.67
Cost	$90,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,817,325
Total Bonds Purchased by JPMIM	2,600,000
Total Price paid 	$2,600,000
% of Offering	1.04%
Fund	Managers High Yield
Account Number	145730
Trade Date	1/19/2007
Issuer	Pilgrim's Pride Corporation (PPC 8.375% May 1, 2017)
Cusip	721467AE
Bonds	50,000
Offering Price	$100.00
Spread	$1.67
Cost	$50,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,817,325
Total Bonds Purchased by JPMIM	2,600,000
Total Price paid 	$2,600,000
% of Offering	1.04%
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	1/19/2007
Issuer	Pilgrim's Pride Corporation (PPC 8.375% May 1, 2017)
Cusip	721467AE
Bonds	310,000
Offering Price	$100.00
Spread	$1.67
Cost	$310,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,817,325
Total Bonds Purchased by JPMIM	2,600,000
Total Price paid 	$2,600,000
% of Offering	1.04%
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	1/19/2007
Issuer	Pilgrim's Pride Corporation (PPC 8.375% May 1, 2017)
Cusip	721467AE
Bonds	300,000
Offering Price	$100.00
Spread	$1.67
Cost	$300,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,817,325
Total Bonds Purchased by JPMIM	2,600,000
Total Price paid 	$2,600,000
% of Offering	1.04%
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	1/19/2007
Issuer	Pilgrim's Pride Corporation (PPC 8.375% May 1, 2017)
Cusip	721467AE
Bonds	50,000
Offering Price	$100.00
Spread	$1.67
Cost	$50,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,817,325
Total Bonds Purchased by JPMIM	2,600,000
Total Price paid 	$2,600,000
% of Offering	1.04%
Fund	KFW Bankengruppe
Account Number	155040
Trade Date	1/19/2007
Issuer	Pilgrim's Pride Corporation (PPC 8.375% May 1, 2017)
Cusip	721467AE
Bonds	80,000
Offering Price	$100.00
Spread	$1.67
Cost	$80,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,817,325
Total Bonds Purchased by JPMIM	2,600,000
Total Price paid 	$2,600,000
% of Offering	1.04%
Fund	MI-Fonds 901
Account Number	167370
Trade Date	1/19/2007
Issuer	Pilgrim's Pride Corporation (PPC 8.375% May 1, 2017)
Cusip	721467AE
Bonds	260,000
Offering Price	$100.00
Spread	$1.67
Cost	$260,000
Dealer Executing Trade	Lehman Brothers Inc.
Total Fund Assets	-
% of Fund	-
Total Shares/Units/Bonds Offered	250,000,000
Total Proceeds from IPO before discount	$250,000,000
Total Proceeds from IPO after discount	$245,817,325
Total Bonds Purchased by JPMIM	2,600,000
Total Price paid 	$2,600,000
% of Offering	1.04%




Fund	JPM Short Term Bond II
Account Number	144350
Trade Date	2/6/2007
Issuer	CIT Group Inc. (CIT 5.40% February 13, 2012)
Cusip	125581CT
Shares	1,500,000
Offering Price	$99.93
Spread	$0.35
Cost	$1,498,890
Dealer Executing Trade	Greenwich Capital Markets
Total Fund Assets	$733,276,302
% of Fund	0.20%
Total Shares Offered	500,000,000
Total Proceeds from IPO before discount	$499,630,000
Total Proceeds from IPO after discount	$497,880,000
Total Shares Purchased by JPMIM	11,500,000
Total Price paid 	$11,491,490
% of Offering	2.30%
Fund	JPM Short Term Bond
Account Number	160990
Trade Date	2/6/2007
Issuer	CIT Group Inc. (CIT 5.40% February 13, 2012)
Cusip	125581CT
Shares	3,300,000
Offering Price	$99.93
Spread	$0.35
Cost	$3,297,558
Dealer Executing Trade	Greenwich Capital Markets
Total Fund Assets	$2,340,785,693
% of Fund	0.14%
Total Shares Offered	500,000,000
Total Proceeds from IPO before discount	$499,630,000
Total Proceeds from IPO after discount	$497,880,000
Total Shares Purchased by JPMIM	11,500,000
Total Price paid 	$11,491,490
% of Offering	2.30%
Fund	JPM Short Term Bond
Account Number	160990
Trade Date	2/7/2007
Issuer	Goldman Sachs Group Inc. (GS 5.30%  February 14, 2012)
Cusip	38141GEV
Shares	9,850,000
Offering Price	$99.89
Spread	$0.35
Cost	$9,839,362
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$2,340,785,693
% of Fund	0.42%
Total Shares Offered	1,000,000,000
Total Proceeds from IPO before discount	$998,920,000
Total Proceeds from IPO after discount	$995,420,000
Total Shares Purchased by JPMIM	21,250,000
Total Price paid 	$21,227,050
% of Offering	2.13%
Fund	JPM Short Term Bond II
Account Number	144350
Trade Date	2/7/2007
Issuer	Goldman Sachs Group Inc. (GS 5.30%  February 14, 2012)
Cusip	38141GEV
Shares	2,350,000
Offering Price	$99.89
Spread	$0.35
Cost	$2,347,462
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$733,276,302
% of Fund	0.32%
Total Shares Offered	100000000000.00%
Total Proceeds from IPO before discount	998,920,000
Total Proceeds from IPO after discount	$995,420,000
Total Shares Purchased by JPMIM	$21,250,000
Total Price paid 	21,227,050
% of Offering	2.13%
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	2/22/2007
Issuer	Digicel Group Ltd (DLLTD 8.875% January 15, 2015 144A)
Cusip	25380WAA
Shares	150,000
Offering Price	100
Spread	$2.75
Cost	$150,000.00
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares Offered	1,000,000,000
Total Proceeds from IPO before discount	1,000,000,000
Total Proceeds from IPO after discount	$972,500,000
Total Shares Purchased by JPMIM	$2,500,000
Total Price paid 	2,500,000
% of Offering	0.25%
Fund	Managers High Yield
Account Number	145730
Trade Date	2/22/2007
Issuer	Digicel Group Ltd (DLLTD 8.875% January 15, 2015 144A)
Cusip	25380WAA
Shares	100,000
Offering Price	100
Spread	$2.75
Cost	$100,000.00
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares Offered	1,000,000,000
Total Proceeds from IPO before discount	1,000,000,000
Total Proceeds from IPO after discount	$972,500,000
Total Shares Purchased by JPMIM	$2,500,000
Total Price paid 	2,500,000
% of Offering	0.25%
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	2/22/2007
Issuer	Digicel Group Ltd (DLLTD 8.875% January 15, 2015 144A)
Cusip	25380WAA
Shares	550,000
Offering Price	100
Spread	$2.75
Cost	$550,000.00
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares Offered	1,000,000,000
Total Proceeds from IPO before discount	1,000,000,000
Total Proceeds from IPO after discount	$972,500,000
Total Shares Purchased by JPMIM	$2,500,000
Total Price paid 	2,500,000
% of Offering	0.25%
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	2/22/2007
Issuer	Digicel Group Ltd (DLLTD 8.875% January 15, 2015 144A)
Cusip	25380WAA
Shares	500,000
Offering Price	100
Spread	$2.75
Cost	$500,000.00
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares Offered	1,000,000,000
Total Proceeds from IPO before discount	1,000,000,000
Total Proceeds from IPO after discount	$972,500,000
Total Shares Purchased by JPMIM	$2,500,000
Total Price paid 	2,500,000
% of Offering	0.25%
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	2/22/2007
Issuer	Digicel Group Ltd (DLLTD 8.875% January 15, 2015 144A)
Cusip	25380WAA
Shares	100,000
Offering Price	100
Spread	$2.75
Cost	$100,000.00
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares Offered	1,000,000,000
Total Proceeds from IPO before discount	1,000,000,000
Total Proceeds from IPO after discount	$972,500,000
Total Shares Purchased by JPMIM	$2,500,000
Total Price paid 	2,500,000
% of Offering	0.25%
Fund	SEI Global Master - HY Bond
Account Number	239500
Trade Date	2/22/2007
Issuer	Digicel Group Ltd (DLLTD 9.125% January 15, 2015 144A)
Cusip	25380WAB
Shares	150,000
Offering Price	100
Spread	$2.75
Cost	$150,000.00
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares Offered	400,000,000
Total Proceeds from IPO before discount	400,000,000
Total Proceeds from IPO after discount	$389,000,000
Total Shares Purchased by JPMIM	$2,500,000
Total Price paid 	2,500,000
% of Offering	0.63%
Fund	Managers High Yield
Account Number	145730
Trade Date	2/22/2007
Issuer	Digicel Group Ltd (DLLTD 9.125% January 15, 2015 144A)
Cusip	25380WAB
Shares	100,000
Offering Price	100
Spread	$2.75
Cost	$100,000.00
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares Offered	400,000,000
Total Proceeds from IPO before discount	400,000,000
Total Proceeds from IPO after discount	$389,000,000
Total Shares Purchased by JPMIM	$2,500,000
Total Price paid 	2,500,000
% of Offering	0.63%
Fund	SEI Institutional Managed Trust - HY
Account Number	155510
Trade Date	2/22/2007
Issuer	Digicel Group Ltd (DLLTD 9.125% January 15, 2015 144A)
Cusip	25380WAB
Shares	550,000
Offering Price	100
Spread	$2.75
Cost	$550,000.00
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares Offered	400,000,000
Total Proceeds from IPO before discount	400,000,000
Total Proceeds from IPO after discount	$389,000,000
Total Shares Purchased by JPMIM	$2,500,000
Total Price paid 	2,500,000
% of Offering	0.63%
Fund	SIIT - High Yield Bond
Account Number	159520
Trade Date	2/22/2007
Issuer	Digicel Group Ltd (DLLTD 9.125% January 15, 2015 144A)
Cusip	25380WAB
Shares	500,000
Offering Price	100
Spread	$2.75
Cost	$500,000.00
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares Offered	400,000,000
Total Proceeds from IPO before discount	400,000,000
Total Proceeds from IPO after discount	$389,000,000
Total Shares Purchased by JPMIM	$2,500,000
Total Price paid 	2,500,000
% of Offering	0.63%
Fund	HIGHBRIDGE CAPITAL MANAGEMENT, LLC
Account Number	238470
Trade Date	2/22/2007
Issuer	Digicel Group Ltd (DLLTD 9.125% January 15, 2015 144A)
Cusip	25380WAB
Shares	100,000
Offering Price	100
Spread	$2.75
Cost	$100,000.00
Dealer Executing Trade	Citigroup Global Markets
Total Fund Assets	-
% of Fund	-
Total Shares Offered	400,000,000
Total Proceeds from IPO before discount	400,000,000
Total Proceeds from IPO after discount	$389,000,000
Total Shares Purchased by JPMIM	$2,500,000
Total Price paid 	2,500,000
% of Offering	0.63%




Fund	JPM Small Cap Equity
Account Number	153030
Trade Date	2/7/2007
Issuer	Accuray (ARAY) IPO
Cusip	439710
Bonds	87,700
Offering Price	$18.00
Spread	$1.26
Cost	$1,578,600
Dealer Executing Trade	SBC Warburg Inc.
Total Fund Assets	$1,189,421,141
% of Fund	0.13%
Total Shares/Units/Bonds Offered	16,000,000
Total Proceeds from IPO before discount	$288,000,000
Total Proceeds from IPO after discount	$267,840,000
Total Bonds Purchased by JPMIM	200,000
Total Price paid 	$3,600,000
% of Offering	1.25%
Fund	ING Investors Trust
Account Number	173450
Trade Date	2/7/2007
Issuer	Accuray (ARAY) IPO
Cusip	439710
Bonds	15,800
Offering Price	$18.00
Spread	$1.26
Cost	$284,400
Dealer Executing Trade	SBC Warburg Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	16,000,000
Total Proceeds from IPO before discount	$288,000,000
Total Proceeds from IPO after discount	$267,840,000
Total Bonds Purchased by JPMIM	200,000
Total Price paid 	$3,600,000
% of Offering	1.25%
Fund	JPM Small Cap Growth
Account Number	169370
Trade Date	2/7/2007
Issuer	Accuray (ARAY) IPO
Cusip	439710
Bonds	54,200
Offering Price	$18.00
Spread	$1.26
Cost	$975,600
Dealer Executing Trade	SBC Warburg Inc.
Total Fund Assets	$577,310,617
% of Fund	0.17%
Total Shares/Units/Bonds Offered	16,000,000
Total Proceeds from IPO before discount	$288,000,000
Total Proceeds from IPO after discount	$267,840,000
Total Bonds Purchased by JPMIM	200,000
Total Price paid 	$3,600,000
% of Offering	1.25%
Fund	JPM Dynamic Small Cap
Account Number	152910
Trade Date	2/7/2007
Issuer	Accuray (ARAY) IPO
Cusip	439710
Bonds	20,000
Offering Price	$18.00
Spread	$1.26
Cost	$360,000
Dealer Executing Trade	SBC Warburg Inc.
Total Fund Assets	$218,200,912
% of Fund	0.16%
Total Shares/Units/Bonds Offered	16,000,000
Total Proceeds from IPO before discount	$288,000,000
Total Proceeds from IPO after discount	$267,840,000
Total Bonds Purchased by JPMIM	200,000
Total Price paid 	$3,600,000
% of Offering	1.25%
Fund	Roszel/JPM Small Cap Growth
Account Number	166940
Trade Date	2/7/2007
Issuer	Accuray (ARAY) IPO
Cusip	439710
Bonds	7,300
Offering Price	$18.00
Spread	$1.26
Cost	$131,400
Dealer Executing Trade	SBC Warburg Inc.
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	16,000,000
Total Proceeds from IPO before discount	$288,000,000
Total Proceeds from IPO after discount	$267,840,000
Total Bonds Purchased by JPMIM	200,000
Total Price paid 	$3,600,000
% of Offering	1.25%
Fund	JPM Small Cap Growth
Account Number	169370
Trade Date	2/14/2007
Issuer	Opnext, Inc. (OPXT) IPO
Cusip	68375V10
Bonds	108,100
Offering Price	$15.00
Spread	$1.05
Cost	$1,621,500
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$577,310,617
% of Fund	0.28%
Total Shares/Units/Bonds Offered	16,909,375
Total Proceeds from IPO before discount	$253,640,625
Total Proceeds from IPO after discount	$235,885,781
Total Bonds Purchased by JPMIM	200,000
Total Price paid 	$3,000,000
% of Offering	1.18%
Fund	JPM Dynamic Small Cap
Account Number	152910
Trade Date	2/14/2007
Issuer	Opnext, Inc. (OPXT) IPO
Cusip	68375V10
Bonds	39,215
Offering Price	$15.00
Spread	$1.05
Cost	$588,225
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$218,200,912
% of Fund	0.27%
Total Shares/Units/Bonds Offered	16,909,375
Total Proceeds from IPO before discount	$253,640,625
Total Proceeds from IPO after discount	$235,885,781
Total Bonds Purchased by JPMIM	200,000
Total Price paid 	$3,000,000
% of Offering	1.18%
Fund	Roszel/JPM Small Cap Growth
Account Number	166940
Trade Date	2/14/2007
Issuer	Opnext, Inc. (OPXT) IPO
Cusip	68375V10
Bonds	14,215
Offering Price	$15.00
Spread	$1.05
Cost	$213,225
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	16,909,375
Total Proceeds from IPO before discount	$253,640,625
Total Proceeds from IPO after discount	$235,885,781
Total Bonds Purchased by JPMIM	200,000
Total Price paid 	$3,000,000
% of Offering	1.18%
Fund	JPMorgan Diversified Mid Cap Growth
Account Number	169500
Trade Date	2/22/2007
Issuer	Burger King Holdings, Inc. ( BKC) Secondary
Cusip	12120820
Bonds	177,800
Offering Price	$22.00
Spread	$0.94
Cost	$3,911,600
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$1,294,268,030
% of Fund	0.30%
Total Shares/Units/Bonds Offered	21,000,000
Total Proceeds from IPO before discount	$462,000,000
Total Proceeds from IPO after discount	$442,365,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$44,000,000
% of Offering	9.52%
Fund	JPMorgan Insurance Trust Mid Cap Growth Portfolio (VA)
Account Number	169510
Trade Date	2/22/2007
Issuer	Burger King Holdings, Inc. ( BKC) Secondary
Cusip	12120820
Bonds	22,600
Offering Price	$22.00
Spread	$0.94
Cost	$497,200
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$164,001,920
% of Fund	0.30%
Total Shares/Units/Bonds Offered	21,000,000
Total Proceeds from IPO before discount	$462,000,000
Total Proceeds from IPO after discount	$442,365,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$44,000,000
% of Offering	9.52%
Fund	JPMORGAN CAPITAL GROWTH
Account Number	152890
Trade Date	2/22/2007
Issuer	Burger King Holdings, Inc. ( BKC) Secondary
Cusip	12120820
Bonds	123,100
Offering Price	$22.00
Spread	$0.94
Cost	$2,708,200
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$906,345,180
% of Fund	0.30%
Total Shares/Units/Bonds Offered	21,000,000
Total Proceeds from IPO before discount	$462,000,000
Total Proceeds from IPO after discount	$442,365,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$44,000,000
% of Offering	9.52%
Fund	JPMorgan Mid Cap Equity-Select
Account Number	153010
Trade Date	2/22/2007
Issuer	Burger King Holdings, Inc. ( BKC) Secondary
Cusip	12120820
Bonds	19,400
Offering Price	$22.00
Spread	$0.94
Cost	$426,800
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$294,628,892
% of Fund	0.14%
Total Shares/Units/Bonds Offered	21,000,000
Total Proceeds from IPO before discount	$462,000,000
Total Proceeds from IPO after discount	$442,365,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$44,000,000
% of Offering	9.52%
Fund	JPMORGAN SELECT MID CAP EQUITY FUND - VALUE
Account Number	153012
Trade Date	2/22/2007
Issuer	Burger King Holdings, Inc. ( BKC) Secondary
Cusip	12120820
Bonds	20,900
Offering Price	$22.00
Spread	$0.94
Cost	$459,800
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	21,000,000
Total Proceeds from IPO before discount	$462,000,000
Total Proceeds from IPO after discount	$442,365,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$44,000,000
% of Offering	9.52%
Fund	JPM Growth Advantage
Account Number	166200
Trade Date	2/22/2007
Issuer	Burger King Holdings, Inc. ( BKC) Secondary
Cusip	12120820
Bonds	10,400
Offering Price	$22.00
Spread	$0.94
Cost	$228,800
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$74,001,943
% of Fund	0.31%
Total Shares/Units/Bonds Offered	21,000,000
Total Proceeds from IPO before discount	$462,000,000
Total Proceeds from IPO after discount	$442,365,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$44,000,000
% of Offering	9.52%
Fund	JPMorgan Diversified Mid Cap Value
Account Number	169310
Trade Date	2/22/2007
Issuer	Burger King Holdings, Inc. ( BKC) Secondary
Cusip	12120820
Bonds	146,500
Offering Price	$22.00
Spread	$0.94
Cost	$3,223,000
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$826,838,467
% of Fund	0.39%
Total Shares/Units/Bonds Offered	21,000,000
Total Proceeds from IPO before discount	$462,000,000
Total Proceeds from IPO after discount	$442,365,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$44,000,000
% of Offering	9.52%
Fund	JPMorgan Insurance Trust Mid Cap Value Portfolio (VA)
Account Number	169340
Trade Date	2/22/2007
Issuer	Burger King Holdings, Inc. ( BKC) Secondary
Cusip	12120820
Bonds	13,200
Offering Price	$22.00
Spread	$0.94
Cost	$290,400
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$74,783,064
% of Fund	0.39%
Total Shares/Units/Bonds Offered	21,000,000
Total Proceeds from IPO before discount	$462,000,000
Total Proceeds from IPO after discount	$442,365,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$44,000,000
% of Offering	9.52%
Fund	JP Morgan Series Trust II - Mid Cap Value Portfolio
Account Number	145070
Trade Date	2/22/2007
Issuer	Burger King Holdings, Inc. ( BKC) Secondary
Cusip	12120820
Bonds	42,600
Offering Price	$22.00
Spread	$0.94
Cost	$937,200
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$312,880,265
% of Fund	0.30%
Total Shares/Units/Bonds Offered	21,000,000
Total Proceeds from IPO before discount	$462,000,000
Total Proceeds from IPO after discount	$442,365,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$44,000,000
% of Offering	9.52%
Fund	JP Morgan Mid Cap Value
Account Number	150300
Trade Date	2/22/2007
Issuer	Burger King Holdings, Inc. ( BKC) Secondary
Cusip	12120820
Bonds	-
Offering Price	$22.00
Spread	$0.94
Cost	$24,921,600
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	$8,413,845,942
% of Fund	0.30%
Total Shares/Units/Bonds Offered	21,000,000
Total Proceeds from IPO before discount	$462,000,000
Total Proceeds from IPO after discount	$442,365,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$44,000,000
% of Offering	9.52%
Fund	ING JPMorgan MID CAP VALUE PORTFOLIO
Account Number	166750
Trade Date	2/22/2007
Issuer	Burger King Holdings, Inc. ( BKC) Secondary
Cusip	12120820
Bonds	32,800
Offering Price	$22.00
Spread	$0.94
Cost	$721,600
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	21,000,000
Total Proceeds from IPO before discount	$462,000,000
Total Proceeds from IPO after discount	$442,365,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$44,000,000
% of Offering	9.52%
Fund	AEGON-TRANSAMERICA SERIES FUND MID CAP VALUE PORTFOLIO
Account Number	169040
Trade Date	2/22/2007
Issuer	Burger King Holdings, Inc. ( BKC) Secondary
Cusip	12120820
Bonds	50,300
Offering Price	$22.00
Spread	$0.94
Cost	$1,106,600
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	21,000,000
Total Proceeds from IPO before discount	$462,000,000
Total Proceeds from IPO after discount	$442,365,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$44,000,000
% of Offering	9.52%
Fund	Transamerica IDEX JP Morgan MidCap Value
Account Number	169050
Trade Date	2/22/2007
Issuer	Burger King Holdings, Inc. ( BKC) Secondary
Cusip	12120820
Bonds	35,600
Offering Price	$22.00
Spread	$0.94
Cost	$783,200
Dealer Executing Trade	Goldman Sachs and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	21,000,000
Total Proceeds from IPO before discount	$462,000,000
Total Proceeds from IPO after discount	$442,365,000
Total Bonds Purchased by JPMIM	2,000,000
Total Price paid 	$44,000,000
% of Offering	9.52%
Fund	JPMorgan Equity Income
Account Number	169300
Trade Date	2/23/2007
Issuer	Medical Properties Trust (MPW) Secondary
Cusip	58463J30
Bonds	81,400
Offering Price	$15.60
Spread	$0.78
Cost	$1,269,840
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	$290,301,087
% of Fund	0.44%
Total Shares/Units/Bonds Offered	12,000,000
Total Proceeds from IPO before discount	$187,200,000
Total Proceeds from IPO after discount	$177,840,000
Total Bonds Purchased by JPMIM	150,000
Total Price paid 	$2,340,000
% of Offering	1.25%
Fund	JPMorgan Equity Income II
Account Number	241450
Trade Date	2/23/2007
Issuer	Medical Properties Trust (MPW) Secondary
Cusip	58463J30
Bonds	68,600
Offering Price	$15.60
Spread	$0.78
Cost	$1,070,160
Dealer Executing Trade	SBC Warburg Inc. New York
Total Fund Assets	$249,438,150
% of Fund	0.43%
Total Shares/Units/Bonds Offered	12,000,000
Total Proceeds from IPO before discount	$187,200,000
Total Proceeds from IPO after discount	$177,840,000
Total Bonds Purchased by JPMIM	150,000
Total Price paid 	$2,340,000
% of Offering	1.25%
Fund	JPMORGAN REALTY INCOME
Account Number	168750
Trade Date	2/28/2007
Issuer	AMB Property Corporation  (AMB) Secondary
Cusip	00163T10
Bonds	28,700
Offering Price	$58.78
Spread	$2.35
Cost	$1,686,986
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	$179,925,055
% of Fund	0.94%
Total Shares/Units/Bonds Offered	8,000,000
Total Proceeds from IPO before discount	$470,240,000
Total Proceeds from IPO after discount	$451,430,400
Total Bonds Purchased by JPMIM	506,400
Total Price paid 	$29,766,192
% of Offering	6.33%
Fund	DEKA - US REIT - CHASE
Account Number	162830
Trade Date	2/28/2007
Issuer	AMB Property Corporation  (AMB) Secondary
Cusip	00163T10
Bonds	8,400
Offering Price	$58.78
Spread	$2.35
Cost	$493,752
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	8,000,000
Total Proceeds from IPO before discount	$470,240,000
Total Proceeds from IPO after discount	$451,430,400
Total Bonds Purchased by JPMIM	506,400
Total Price paid 	$29,766,192
% of Offering	6.33%
Fund	AMERICAN CENTURY REAL ESTATE FUND
Account Number	164860
Trade Date	2/28/2007
Issuer	AMB Property Corporation  (AMB) Secondary
Cusip	00163T10
Bonds	416,400
Offering Price	$58.78
Spread	$2.35
Cost	$24,475,992
Dealer Executing Trade	Morgan Stanley and Company
Total Fund Assets	 -
% of Fund	 -
Total Shares/Units/Bonds Offered	8,000,000
Total Proceeds from IPO before discount	$470,240,000
Total Proceeds from IPO after discount	$451,430,400
Total Bonds Purchased by JPMIM	506,400
Total Price paid 	$29,766,192
% of Offering	6.33%
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