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%