-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, U29BmQMASl9KNAjzlGYg60nzqh/PbD4RGHs7tBgUpujT4DLAKpK1bPb4oD4msPo2 Hza3JRVwIOXKhndUDLj8Tw== 0001004726-04-000215.txt : 20040610 0001004726-04-000215.hdr.sgml : 20040610 20040609174350 ACCESSION NUMBER: 0001004726-04-000215 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20031205 FILED AS OF DATE: 20040610 EFFECTIVENESS DATE: 20040610 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MUTUAL FUND VARIABLE ANNUITY TRUST CENTRAL INDEX KEY: 0000927053 IRS NUMBER: 133782139 STATE OF INCORPORATION: MA FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NSAR-A SEC ACT: 1940 Act SEC FILE NUMBER: 811-08630 FILM NUMBER: 04856749 BUSINESS ADDRESS: STREET 1: 522 FIFTH AVENUE STREET 2: 16TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10036 BUSINESS PHONE: 800-348-4782 MAIL ADDRESS: STREET 1: J.P. MORGAN FLEMING ASSET MANAGEMENT STREET 2: 522 FIFTH AVENUE, 16TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10036 NSAR-A 1 answer.fil PAGE 1 000 A000000 12/05/2003 000 C000000 0000927053 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 J.P.MORGAN MUTUAL FUND VARIABLE ANNUITY TRUST 001 B000000 811-08630 001 C000000 5852584004 002 A000000 522 FIFTH AVENUE, 12TH FLOOR 002 B000000 NEW YORK 002 C000000 NY 002 D010000 10036 003 000000 N 004 000000 Y 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 6 007 C010100 1 007 C020100 ASSET ALLOCATION PORTFOLIO 007 C030100 Y 007 C010200 2 007 C020200 CAPITAL GROWTH PORTFOLIO 007 C030200 Y 007 C010300 3 007 C020300 GROWTH AND INCOME PORTFOLIO 007 C030300 Y 007 C010400 4 007 C020400 INTERNATIONAL EQUITY PORTFOLIO 007 C030400 Y 007 C010500 5 007 C020500 MONEY MARKET PORTFOLIO 007 C030500 Y 007 C010600 6 007 C020600 U.S. GOVERNMENT INCOME PORTFOLIO 007 C030600 Y 007 C010700 7 007 C010800 8 007 C010900 9 007 C011000 10 008 A00AA01 J.P.MORGAN FLEMING ASSET MANAGEMENT (USA),INC 008 B00AA01 A 008 C00AA01 801-000000 008 D01AA01 NEW YORK 008 D02AA01 NY 008 D03AA01 10036 008 A00AA02 J.P. MORGAN FLEMING ASSET MANAGEMENT (LONDON) PAGE 2 008 B00AA02 S 008 C00AA02 801-000000 008 D01AA02 LONDON 008 D05AA02 ENGLAND 010 A00AA01 JPMORGAN CHASE BANK 010 C01AA01 NEW YORK 010 C02AA01 NY 010 C03AA01 10036 011 A00AA01 J.P. MORGAN FUND DISTRIBUTORS, INC. 011 B00AA01 8-00000000 011 C01AA01 COLUMBUS 011 C02AA01 OH 011 C03AA01 43219 012 A00AA01 DST SYSTEMS, INC. 012 B00AA01 84-0000000 012 C01AA01 KANSAS CITY 012 C02AA01 MO 012 C03AA01 64105 012 C04AA01 1716 013 A00AA01 PRICEWATERHOUSECOOPERS, LLP 013 B01AA01 NEW YORK 013 B02AA01 NY 013 B03AA01 10036 014 A00AA01 J.P. MORGAN SECURITIES, INC. 014 B00AA01 8-99999999 014 A00AA02 JPMORGAN CHASE BANK 014 B00AA02 8-00000000 018 00AA00 Y 019 A00AA00 Y 019 B00AA00 77 019 C00AA00 JPMORGAN F 020 A000001 MERRILL LYNCH & CO., INC. 020 B000001 13-5674085 020 C000001 1 020 A000002 CITIGROUP 020 B000002 11-2418191 020 C000002 1 020 C000003 0 020 C000004 0 020 C000005 0 020 C000006 0 020 C000007 0 020 C000008 0 020 C000009 0 020 C000010 0 021 000000 6 022 A000001 MORGAN STANLEY 022 B000001 94-1671384 022 C000001 8548 022 D000001 529 022 A000002 HSBC HOLDINGS PLC PAGE 3 022 B000002 13-2650272 022 C000002 5122 022 D000002 10 022 A000003 JPMORGAN CHASE BANK 022 B000003 13-3224016 022 C000003 2275 022 D000003 2612 022 A000004 GOLDMAN SACHS 022 B000004 13-5108880 022 C000004 3528 022 D000004 545 022 A000005 UBS AG 022 B000005 13-2932996 022 C000005 1361 022 D000005 1703 022 A000006 CITIGROUP 022 B000006 11-2418191 022 C000006 1696 022 D000006 45 022 A000007 BANK OF AMERICA CORP. 022 B000007 56-2058405 022 C000007 1394 022 D000007 215 022 A000008 LEHMAN BROTHERS, INC. 022 B000008 13-2518466 022 C000008 246 022 D000008 807 022 A000009 ROYAL BANK OF SCOTLAND GROUP PLC 022 B000009 13-3172275 022 C000009 918 022 D000009 0 022 A000010 BNP PARIBAS 022 C000010 246 022 D000010 643 023 C000000 26962 023 D000000 8844 024 00AA00 N 026 A000000 N 026 B000000 N 026 C000000 N 026 D000000 Y 026 E000000 N 026 F000000 N 026 G010000 N 026 G020000 N 026 H000000 N 027 000000 Y 029 00AA00 N 030 A00AA00 0 030 B00AA00 0.00 030 C00AA00 0.00 PAGE 4 034 00AA00 N 035 00AA00 0 036 B00AA00 0 037 00AA00 N 038 00AA00 0 039 00AA00 N 040 00AA00 N 049 00AA00 N 050 00AA00 N 051 00AA00 N 052 00AA00 N 053 A00AA00 Y 053 B00AA00 Y 053 C00AA00 N 054 A00AA00 Y 054 B00AA00 Y 054 C00AA00 N 054 D00AA00 N 054 E00AA00 N 054 F00AA00 N 054 G00AA00 Y 054 H00AA00 N 054 I00AA00 N 054 J00AA00 Y 054 K00AA00 N 054 L00AA00 N 054 M00AA00 Y 054 N00AA00 N 054 O00AA00 N 055 A00AA00 N 055 B00AA00 N 056 00AA00 Y 057 00AA00 N 077 A000000 Y 077 O000000 Y 078 000000 N 015 A000101 JPMORGAN CHASE BANK 015 B000101 C 015 C010101 BROOKLYN 015 C020101 NY 015 C030101 11245 015 E030101 X 028 A010100 0 028 A020100 0 028 A030100 0 028 A040100 47 028 B010100 4 028 B020100 0 028 B030100 0 028 B040100 66 028 C010100 9 PAGE 5 028 C020100 0 028 C030100 0 028 C040100 87 028 D010100 0 028 D020100 68 028 D030100 0 028 D040100 3 028 E010100 0 028 E020100 0 028 E030100 0 028 E040100 0 028 F010100 0 028 F020100 0 028 F030100 0 028 F040100 0 028 G010100 13 028 G020100 68 028 G030100 0 028 G040100 203 028 H000100 0 045 000100 Y 046 000100 N 047 000100 Y 048 000100 0.550 048 A010100 0 048 A020100 0.000 048 B010100 0 048 B020100 0.000 048 C010100 0 048 C020100 0.000 048 D010100 0 048 D020100 0.000 048 E010100 0 048 E020100 0.000 048 F010100 0 048 F020100 0.000 048 G010100 0 048 G020100 0.000 048 H010100 0 048 H020100 0.000 048 I010100 0 048 I020100 0.000 048 J010100 0 048 J020100 0.000 048 K010100 0 048 K020100 0.000 058 A000100 Y 058 B000100 Y 058 C000100 Y 058 D000100 Y 058 E000100 N PAGE 6 059 000100 Y 060 A000100 Y 060 B000100 Y 061 000100 5000 062 A000100 N 062 B000100 0.0 062 C000100 0.0 062 D000100 0.0 062 E000100 0.0 062 F000100 0.0 062 G000100 0.0 062 H000100 0.0 062 I000100 0.0 062 J000100 0.0 062 K000100 0.0 062 L000100 0.0 062 M000100 0.0 062 N000100 0.0 062 O000100 0.0 062 P000100 0.0 062 Q000100 0.0 062 R000100 0.0 066 A000100 Y 066 B000100 N 066 C000100 N 066 D000100 N 066 E000100 N 066 F000100 N 066 G000100 Y 067 000100 Y 068 A000100 N 068 B000100 N 069 000100 N 070 A010100 Y 070 A020100 N 070 B010100 Y 070 B020100 N 070 C010100 Y 070 C020100 N 070 D010100 Y 070 D020100 N 070 E010100 Y 070 E020100 N 070 F010100 Y 070 F020100 N 070 G010100 Y 070 G020100 N 070 H010100 Y 070 H020100 N 070 I010100 N 070 I020100 N PAGE 7 070 J010100 Y 070 J020100 N 070 K010100 Y 070 K020100 N 070 L010100 Y 070 L020100 Y 070 M010100 Y 070 M020100 N 070 N010100 Y 070 N020100 N 070 O010100 Y 070 O020100 N 070 P010100 Y 070 P020100 Y 070 Q010100 N 070 Q020100 N 070 R010100 N 070 R020100 N 071 A000100 0 071 B000100 0 071 C000100 0 071 D000100 0 072 A000100 3 072 B000100 18 072 C000100 13 072 D000100 0 072 E000100 0 072 F000100 7 072 G000100 2 072 H000100 0 072 I000100 4 072 J000100 11 072 K000100 0 072 L000100 0 072 M000100 0 072 N000100 0 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 6 072 S000100 0 072 T000100 0 072 U000100 0 072 V000100 0 072 W000100 1 072 X000100 31 072 Y000100 20 072 Z000100 20 072AA000100 72 072BB000100 0 072CC010100 435 PAGE 8 072CC020100 0 072DD010100 68 072DD020100 0 072EE000100 0 073 A010100 0.1280 073 A020100 0.0000 073 B000100 0.0000 073 C000100 0.0000 074 A000100 0 074 B000100 0 074 C000100 0 074 D000100 0 074 E000100 0 074 F000100 0 074 G000100 0 074 H000100 0 074 I000100 0 074 J000100 0 074 K000100 0 074 L000100 0 074 M000100 0 074 N000100 0 074 O000100 0 074 P000100 0 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 0 074 S000100 0 074 T000100 0 074 U010100 0 074 U020100 0 074 V010100 0.00 074 V020100 0.00 074 W000100 0.0000 074 X000100 0 074 Y000100 0 075 A000100 0 075 B000100 4874 076 000100 0.00 015 A000201 JPMORGAN CHASE BANK 015 B000201 C 015 C010201 BROOKLYN 015 C020201 NY 015 C030201 11245 015 E030201 X 028 A010200 51 028 A020200 0 028 A030200 0 028 A040200 234 PAGE 9 028 B010200 25 028 B020200 0 028 B030200 0 028 B040200 116 028 C010200 11 028 C020200 0 028 C030200 0 028 C040200 113 028 D010200 0 028 D020200 0 028 D030200 0 028 D040200 3 028 E010200 0 028 E020200 0 028 E030200 0 028 E040200 0 028 F010200 0 028 F020200 0 028 F030200 0 028 F040200 0 028 G010200 87 028 G020200 0 028 G030200 0 028 G040200 466 028 H000200 0 045 000200 Y 046 000200 N 047 000200 Y 048 000200 0.600 048 A010200 0 048 A020200 0.000 048 B010200 0 048 B020200 0.000 048 C010200 0 048 C020200 0.000 048 D010200 0 048 D020200 0.000 048 E010200 0 048 E020200 0.000 048 F010200 0 048 F020200 0.000 048 G010200 0 048 G020200 0.000 048 H010200 0 048 H020200 0.000 048 I010200 0 048 I020200 0.000 048 J010200 0 048 J020200 0.000 048 K010200 0 048 K020200 0.000 PAGE 10 058 A000200 Y 058 B000200 Y 058 C000200 Y 058 D000200 Y 058 E000200 N 059 000200 Y 060 A000200 N 060 B000200 N 061 000200 5000 062 A000200 N 062 B000200 0.0 062 C000200 0.0 062 D000200 0.0 062 E000200 0.0 062 F000200 0.0 062 G000200 0.0 062 H000200 0.0 062 I000200 0.0 062 J000200 0.0 062 K000200 0.0 062 L000200 0.0 062 M000200 0.0 062 N000200 0.0 062 O000200 0.0 062 P000200 0.0 062 Q000200 0.0 062 R000200 0.0 066 A000200 Y 066 B000200 N 066 C000200 Y 066 D000200 N 066 E000200 N 066 F000200 N 066 G000200 N 067 000200 N 068 A000200 N 068 B000200 N 069 000200 N 070 A010200 Y 070 A020200 N 070 B010200 Y 070 B020200 N 070 C010200 Y 070 C020200 N 070 D010200 Y 070 D020200 N 070 E010200 Y 070 E020200 N 070 F010200 Y 070 F020200 N 070 G010200 Y PAGE 11 070 G020200 N 070 H010200 Y 070 H020200 N 070 I010200 N 070 I020200 N 070 J010200 Y 070 J020200 N 070 K010200 Y 070 K020200 N 070 L010200 Y 070 L020200 N 070 M010200 Y 070 M020200 N 070 N010200 Y 070 N020200 N 070 O010200 Y 070 O020200 N 070 P010200 Y 070 P020200 Y 070 Q010200 N 070 Q020200 N 070 R010200 N 070 R020200 N 071 A000200 0 071 B000200 0 071 C000200 0 071 D000200 0 072 A000200 3 072 B000200 0 072 C000200 4 072 D000200 0 072 E000200 0 072 F000200 8 072 G000200 2 072 H000200 0 072 I000200 2 072 J000200 9 072 K000200 0 072 L000200 0 072 M000200 0 072 N000200 0 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 6 072 S000200 0 072 T000200 0 072 U000200 0 072 V000200 0 072 W000200 1 072 X000200 28 PAGE 12 072 Y000200 16 072 Z000200 -8 072AA000200 122 072BB000200 0 072CC010200 969 072CC020200 0 072DD010200 0 072DD020200 0 072EE000200 0 073 A010200 0.0000 073 A020200 0.0000 073 B000200 0.0000 073 C000200 0.0000 074 A000200 0 074 B000200 0 074 C000200 0 074 D000200 0 074 E000200 0 074 F000200 0 074 G000200 0 074 H000200 0 074 I000200 0 074 J000200 0 074 K000200 0 074 L000200 0 074 M000200 0 074 N000200 0 074 O000200 0 074 P000200 0 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 0 074 S000200 0 074 T000200 0 074 U010200 0 074 U020200 0 074 V010200 0.00 074 V020200 0.00 074 W000200 0.0000 074 X000200 0 074 Y000200 0 075 A000200 0 075 B000200 5120 076 000200 0.00 015 A000301 JPMORGAN CHASE BANK 015 B000301 C 015 C010301 BROOKLYN 015 C020301 NY 015 C030301 11245 PAGE 13 015 E030301 X 028 A010300 1 028 A020300 0 028 A030300 0 028 A040300 235 028 B010300 4 028 B020300 0 028 B030300 0 028 B040300 326 028 C010300 6 028 C020300 0 028 C030300 0 028 C040300 178 028 D010300 0 028 D020300 70 028 D030300 0 028 D040300 5 028 E010300 0 028 E020300 0 028 E030300 0 028 E040300 0 028 F010300 0 028 F020300 0 028 F030300 0 028 F040300 0 028 G010300 11 028 G020300 70 028 G030300 0 028 G040300 744 028 H000300 0 045 000300 Y 046 000300 N 047 000300 Y 048 000300 0.600 048 A010300 0 048 A020300 0.000 048 B010300 0 048 B020300 0.000 048 C010300 0 048 C020300 0.000 048 D010300 0 048 D020300 0.000 048 E010300 0 048 E020300 0.000 048 F010300 0 048 F020300 0.000 048 G010300 0 048 G020300 0.000 048 H010300 0 048 H020300 0.000 048 I010300 0 PAGE 14 048 I020300 0.000 048 J010300 0 048 J020300 0.000 048 K010300 0 048 K020300 0.000 058 A000300 Y 058 B000300 Y 058 C000300 Y 058 D000300 Y 058 E000300 N 059 000300 Y 060 A000300 N 060 B000300 N 061 000300 5000 062 A000300 N 062 B000300 0.0 062 C000300 0.0 062 D000300 0.0 062 E000300 0.0 062 F000300 0.0 062 G000300 0.0 062 H000300 0.0 062 I000300 0.0 062 J000300 0.0 062 K000300 0.0 062 L000300 0.0 062 M000300 0.0 062 N000300 0.0 062 O000300 0.0 062 P000300 0.0 062 Q000300 0.0 062 R000300 0.0 066 A000300 Y 066 B000300 N 066 C000300 N 066 D000300 N 066 E000300 Y 066 F000300 N 066 G000300 N 067 000300 N 068 A000300 N 068 B000300 N 069 000300 N 070 A010300 Y 070 A020300 N 070 B010300 Y 070 B020300 N 070 C010300 Y 070 C020300 N 070 D010300 Y 070 D020300 N PAGE 15 070 E010300 Y 070 E020300 N 070 F010300 Y 070 F020300 N 070 G010300 Y 070 G020300 N 070 H010300 Y 070 H020300 N 070 I010300 N 070 I020300 N 070 J010300 Y 070 J020300 N 070 K010300 Y 070 K020300 N 070 L010300 Y 070 L020300 Y 070 M010300 Y 070 M020300 N 070 N010300 Y 070 N020300 N 070 O010300 Y 070 O020300 N 070 P010300 Y 070 P020300 N 070 Q010300 N 070 Q020300 N 070 R010300 N 070 R020300 N 071 A000300 0 071 B000300 0 071 C000300 0 071 D000300 0 072 A000300 3 072 B000300 0 072 C000300 38 072 D000300 0 072 E000300 0 072 F000300 10 072 G000300 2 072 H000300 0 072 I000300 3 072 J000300 8 072 K000300 0 072 L000300 1 072 M000300 0 072 N000300 0 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 5 072 S000300 0 PAGE 16 072 T000300 0 072 U000300 0 072 V000300 0 072 W000300 1 072 X000300 30 072 Y000300 15 072 Z000300 23 072AA000300 0 072BB000300 6 072CC010300 734 072CC020300 0 072DD010300 70 072DD020300 0 072EE000300 0 073 A010300 0.1279 073 A020300 0.0000 073 B000300 0.0000 073 C000300 0.0000 074 A000300 0 074 B000300 0 074 C000300 0 074 D000300 0 074 E000300 0 074 F000300 0 074 G000300 0 074 H000300 0 074 I000300 0 074 J000300 0 074 K000300 0 074 L000300 0 074 M000300 0 074 N000300 0 074 O000300 0 074 P000300 0 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 0 074 S000300 0 074 T000300 0 074 U010300 0 074 U020300 0 074 V010300 0.00 074 V020300 0.00 074 W000300 0.0000 074 X000300 0 074 Y000300 0 075 A000300 0 075 B000300 6162 076 000300 0.00 PAGE 17 015 A000401 INVESTORS BANK & TRUST CO. 015 B000401 C 015 C010401 TORONTO 015 D010401 CANADA 015 D020401 M5X1C8 015 E010401 X 028 A010400 0 028 A020400 0 028 A030400 0 028 A040400 21 028 B010400 11 028 B020400 0 028 B030400 0 028 B040400 90 028 C010400 2 028 C020400 0 028 C030400 0 028 C040400 56 028 D010400 0 028 D020400 86 028 D030400 0 028 D040400 14 028 E010400 0 028 E020400 0 028 E030400 0 028 E040400 0 028 F010400 0 028 F020400 0 028 F030400 0 028 F040400 0 028 G010400 13 028 G020400 86 028 G030400 0 028 G040400 181 028 H000400 0 045 000400 Y 046 000400 N 047 000400 Y 048 000400 0.800 048 A010400 0 048 A020400 0.000 048 B010400 0 048 B020400 0.000 048 C010400 0 048 C020400 0.000 048 D010400 0 048 D020400 0.000 048 E010400 0 048 E020400 0.000 048 F010400 0 048 F020400 0.000 PAGE 18 048 G010400 0 048 G020400 0.000 048 H010400 0 048 H020400 0.000 048 I010400 0 048 I020400 0.000 048 J010400 0 048 J020400 0.000 048 K010400 0 048 K020400 0.000 058 A000400 Y 058 B000400 Y 058 C000400 Y 058 D000400 Y 058 E000400 N 059 000400 Y 060 A000400 N 060 B000400 N 061 000400 5000 062 A000400 N 062 B000400 0.0 062 C000400 0.0 062 D000400 0.0 062 E000400 0.0 062 F000400 0.0 062 G000400 0.0 062 H000400 0.0 062 I000400 0.0 062 J000400 0.0 062 K000400 0.0 062 L000400 0.0 062 M000400 0.0 062 N000400 0.0 062 O000400 0.0 062 P000400 0.0 062 Q000400 0.0 062 R000400 0.0 066 A000400 Y 066 B000400 N 066 C000400 N 066 D000400 N 066 E000400 N 066 F000400 N 066 G000400 Y 067 000400 N 068 A000400 N 068 B000400 Y 069 000400 N 070 A010400 Y 070 A020400 N 070 B010400 Y PAGE 19 070 B020400 N 070 C010400 Y 070 C020400 N 070 D010400 Y 070 D020400 N 070 E010400 Y 070 E020400 N 070 F010400 Y 070 F020400 N 070 G010400 Y 070 G020400 N 070 H010400 Y 070 H020400 N 070 I010400 N 070 I020400 N 070 J010400 Y 070 J020400 N 070 K010400 Y 070 K020400 N 070 L010400 Y 070 L020400 Y 070 M010400 Y 070 M020400 Y 070 N010400 Y 070 N020400 N 070 O010400 Y 070 O020400 N 070 P010400 Y 070 P020400 N 070 Q010400 N 070 Q020400 N 070 R010400 N 070 R020400 N 071 A000400 0 071 B000400 0 071 C000400 0 071 D000400 0 072 A000400 3 072 B000400 0 072 C000400 20 072 D000400 0 072 E000400 0 072 F000400 10 072 G000400 2 072 H000400 0 072 I000400 3 072 J000400 12 072 K000400 0 072 L000400 1 072 M000400 0 072 N000400 0 PAGE 20 072 O000400 0 072 P000400 0 072 Q000400 4 072 R000400 6 072 S000400 0 072 T000400 0 072 U000400 0 072 V000400 0 072 W000400 1 072 X000400 39 072 Y000400 25 072 Z000400 6 072AA000400 0 072BB000400 77 072CC010400 478 072CC020400 0 072DD010400 86 072DD020400 0 072EE000400 0 073 A010400 0.1505 073 A020400 0.0000 073 B000400 0.0000 073 C000400 0.0000 074 A000400 0 074 B000400 0 074 C000400 0 074 D000400 0 074 E000400 0 074 F000400 0 074 G000400 0 074 H000400 0 074 I000400 0 074 J000400 0 074 K000400 0 074 L000400 0 074 M000400 0 074 N000400 0 074 O000400 0 074 P000400 0 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 0 074 S000400 0 074 T000400 0 074 U010400 0 074 U020400 0 074 V010400 0.00 074 V020400 0.00 074 W000400 0.0000 PAGE 21 074 X000400 0 074 Y000400 0 075 A000400 0 075 B000400 4853 076 000400 0.00 015 A000501 JPMORGAN CHASE BANK 015 B000501 C 015 C010501 BROOKLYN 015 C020501 NY 015 C030501 11245 015 E030501 X 028 A010500 17 028 A020500 1 028 A030500 0 028 A040500 1 028 B010500 9 028 B020500 1 028 B030500 0 028 B040500 27 028 C010500 0 028 C020500 0 028 C030500 0 028 C040500 2 028 D010500 0 028 D020500 1 028 D030500 0 028 D040500 1 028 E010500 0 028 E020500 0 028 E030500 0 028 E040500 0 028 F010500 0 028 F020500 0 028 F030500 0 028 F040500 0 028 G010500 26 028 G020500 3 028 G030500 0 028 G040500 31 028 H000500 0 045 000500 Y 046 000500 N 047 000500 Y 048 000500 0.250 048 A010500 0 048 A020500 0.000 048 B010500 0 048 B020500 0.000 048 C010500 0 048 C020500 0.000 048 D010500 0 PAGE 22 048 D020500 0.000 048 E010500 0 048 E020500 0.000 048 F010500 0 048 F020500 0.000 048 G010500 0 048 G020500 0.000 048 H010500 0 048 H020500 0.000 048 I010500 0 048 I020500 0.000 048 J010500 0 048 J020500 0.000 048 K010500 0 048 K020500 0.000 058 A000500 Y 058 B000500 Y 058 C000500 Y 058 D000500 Y 058 E000500 N 059 000500 Y 060 A000500 Y 060 B000500 Y 061 000500 5000 062 A000500 Y 062 B000500 0.0 062 C000500 0.0 062 D000500 0.0 062 E000500 0.0 062 F000500 0.0 062 G000500 0.0 062 H000500 0.0 062 I000500 0.0 062 J000500 0.0 062 K000500 0.0 062 L000500 0.0 062 M000500 0.0 062 N000500 0.0 062 O000500 0.0 062 P000500 0.0 062 Q000500 0.0 062 R000500 0.0 063 A000500 0 063 B000500 0.0 064 A000500 N 064 B000500 N 066 A000500 N 067 000500 N 068 A000500 N 068 B000500 N 069 000500 N PAGE 23 070 A010500 Y 070 A020500 N 070 B010500 N 070 B020500 N 070 C010500 Y 070 C020500 N 070 D010500 N 070 D020500 N 070 E010500 N 070 E020500 N 070 F010500 N 070 F020500 N 070 G010500 N 070 G020500 N 070 H010500 N 070 H020500 N 070 I010500 N 070 I020500 N 070 J010500 Y 070 J020500 N 070 K010500 Y 070 K020500 N 070 L010500 Y 070 L020500 N 070 M010500 N 070 M020500 N 070 N010500 Y 070 N020500 N 070 O010500 Y 070 O020500 N 070 P010500 Y 070 P020500 N 070 Q010500 N 070 Q020500 N 070 R010500 N 070 R020500 N 071 A000500 0 071 B000500 0 071 C000500 0 071 D000500 0 072 A000500 3 072 B000500 5 072 C000500 0 072 D000500 0 072 E000500 0 072 F000500 1 072 G000500 1 072 H000500 0 072 I000500 3 072 J000500 4 072 K000500 0 PAGE 24 072 L000500 0 072 M000500 0 072 N000500 0 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 4 072 S000500 0 072 T000500 0 072 U000500 0 072 V000500 0 072 W000500 1 072 X000500 14 072 Y000500 11 072 Z000500 2 072AA000500 0 072BB000500 0 072CC010500 0 072CC020500 0 072DD010500 2 072DD020500 0 072EE000500 0 073 A010500 0.0015 073 A020500 0.0000 073 B000500 0.0000 073 C000500 0.0000 074 A000500 0 074 B000500 0 074 C000500 0 074 D000500 0 074 E000500 0 074 F000500 0 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 0 074 K000500 0 074 L000500 0 074 M000500 0 074 N000500 0 074 O000500 0 074 P000500 0 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 0 074 S000500 0 074 T000500 0 074 U010500 0 074 U020500 0 PAGE 25 074 V010500 0.00 074 V020500 0.00 074 W000500 0.0000 074 X000500 0 074 Y000500 0 075 A000500 1992 075 B000500 0 076 000500 0.00 015 A000601 JPMORGAN CHASE BANK 015 B000601 C 015 C010601 BROOKLYN 015 C020601 NY 015 C030601 11245 015 E030601 X 028 A010600 1 028 A020600 0 028 A030600 0 028 A040600 81 028 B010600 0 028 B020600 0 028 B030600 0 028 B040600 43 028 C010600 4 028 C020600 0 028 C030600 0 028 C040600 15 028 D010600 0 028 D020600 371 028 D030600 0 028 D040600 3 028 E010600 0 028 E020600 0 028 E030600 0 028 E040600 0 028 F010600 0 028 F020600 0 028 F030600 0 028 F040600 0 028 G010600 5 028 G020600 371 028 G030600 0 028 G040600 142 028 H000600 0 045 000600 Y 046 000600 N 047 000600 Y 048 000600 0.500 048 A010600 0 048 A020600 0.000 048 B010600 0 048 B020600 0.000 PAGE 26 048 C010600 0 048 C020600 0.000 048 D010600 0 048 D020600 0.000 048 E010600 0 048 E020600 0.000 048 F010600 0 048 F020600 0.000 048 G010600 0 048 G020600 0.000 048 H010600 0 048 H020600 0.000 048 I010600 0 048 I020600 0.000 048 J010600 0 048 J020600 0.000 048 K010600 0 048 K020600 0.000 058 A000600 Y 058 B000600 Y 058 C000600 Y 058 D000600 Y 058 E000600 N 059 000600 Y 060 A000600 N 060 B000600 N 061 000600 5000 062 A000600 Y 062 B000600 0.0 062 C000600 0.0 062 D000600 0.0 062 E000600 0.0 062 F000600 0.0 062 G000600 0.0 062 H000600 0.0 062 I000600 0.0 062 J000600 0.0 062 K000600 0.0 062 L000600 0.0 062 M000600 0.0 062 N000600 0.0 062 O000600 0.0 062 P000600 0.0 062 Q000600 0.0 062 R000600 0.0 063 A000600 0 063 B000600 0.0 064 A000600 N 064 B000600 N 066 A000600 N 067 000600 N PAGE 27 068 A000600 N 068 B000600 N 069 000600 N 070 A010600 Y 070 A020600 N 070 B010600 Y 070 B020600 N 070 C010600 Y 070 C020600 N 070 D010600 Y 070 D020600 N 070 E010600 Y 070 E020600 N 070 F010600 Y 070 F020600 N 070 G010600 Y 070 G020600 N 070 H010600 Y 070 H020600 N 070 I010600 N 070 I020600 N 070 J010600 Y 070 J020600 N 070 K010600 Y 070 K020600 N 070 L010600 Y 070 L020600 N 070 M010600 Y 070 M020600 N 070 N010600 Y 070 N020600 N 070 O010600 Y 070 O020600 N 070 P010600 Y 070 P020600 Y 070 Q010600 N 070 Q020600 N 070 R010600 N 070 R020600 N 071 A000600 0 071 B000600 0 071 C000600 0 071 D000600 0 072 A000600 3 072 B000600 16 072 C000600 0 072 D000600 0 072 E000600 0 072 F000600 2 072 G000600 1 072 H000600 0 PAGE 28 072 I000600 2 072 J000600 5 072 K000600 0 072 L000600 0 072 M000600 0 072 N000600 0 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 5 072 S000600 0 072 T000600 0 072 U000600 0 072 V000600 0 072 W000600 1 072 X000600 16 072 Y000600 13 072 Z000600 13 072AA000600 45 072BB000600 0 072CC010600 0 072CC020600 0 072DD010600 80 072DD020600 0 072EE000600 291 073 A010600 0.4551 073 A020600 0.0000 073 B000600 1.6545 073 C000600 0.0000 074 A000600 0 074 B000600 0 074 C000600 0 074 D000600 0 074 E000600 0 074 F000600 0 074 G000600 0 074 H000600 0 074 I000600 0 074 J000600 0 074 K000600 0 074 L000600 0 074 M000600 0 074 N000600 0 074 O000600 0 074 P000600 0 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 0 074 S000600 0 PAGE 29 074 T000600 0 074 U010600 0 074 U020600 0 074 V010600 0.00 074 V020600 0.00 074 W000600 0.0000 074 X000600 0 074 Y000600 0 075 A000600 0 075 B000600 1748 076 000600 0.00 SIGNATURE LARRY SLIVON TITLE MANAGER EX-99.77O RULE 10F-3 2 a10f3_01.txt Asset Allocation Portfolio Section 10f-3 Transactions The following securities were purchased pursuant to Rule 10f-3 and all requirements of the Affiliated Underwriting Procedures of the Fund. Trade Date Issue 09/03/03 AmeriCredit Automobile Receivables Trust 2003-CF A3 Shares Price Amount 5,000 $99.99 $4,999 % of Issue Spread Spread Fund's for all Amount % % of issue JPMorgan Funds $0.25 N/A 0.002% 5.92% Broker Deutsche Morgan Grenfell Underwriters of AmeriCredit Automobile Receivables Trust 2003-CF A3 Underwriters Principal Amount Deutsche Bank $144,200,000 J.P. Morgan Securities, Inc. 20,600,000 Lehman Brothers, Inc. 20,600,000 Wachovia Securities, Inc. 20,600,000 ------------ Total $206,000,000 The following securities were purchased pursuant to Rule 10f-3 and all requirements of the Affiliated Underwriting Procedures of the Fund. Trade Date Issue 09/03/03 PacificCorp Shares Price Amount 5,000 $99.86 $4,993 % of Issue Spread Spread Fund's for all Amount % % of issue JPMorgan Funds $0.60 N/A 0.003% 1.94% Broker Barclays Capital, Inc. Underwriters of PacificCorp Underwriters Principal Amount Barclays Capital $75,000,000 Banc One Capital Markets 62,000,000 Citigroup 9,000,000 Credit Suisse First Boston Corp. 9,000,000 J.P. Morgan Securities, Inc. 9,000,000 RBC Capital Markets 9,000,000 Scotia Capital, Inc. 9,000,000 US Bancorp Piper Jaffray 9,000,000 Wachovia Securities, Inc. 9,000,000 ------------ Total $200,000,000 The following securities were purchased pursuant to Rule 10f-3 and all requirements of the Affiliated Underwriting Procedures of the Fund. Trade Date Issue 10/01/03 AmeriCredit Automobile Receivables Trust 2003-DM A4 Shares Price Amount 5,000 $99.994 $5,000 % of Issue Spread Spread Fund's for all Amount % % of issue JPMorgan Funds $0.25 N/A 0.001% 3.80% Broker Barclays Capital, Inc. Underwriters of AmeriCredit Automobile Receivables Trust 2003-DM A4 Underwriters Principal Amount Barclays Capital, Inc. $106,200,000 Wachovia Capital Markets, LLC 106,200,000 Banc One Capital Markets, Inc. 35,400,000 Credit Suisse First Boston Corp. 35,400,000 J.P. Morgan Securities, Inc. 35,400,000 Lehman Brothers, Inc. 35,400,000 ------------ Total $354,000,000 The following securities were purchased pursuant to Rule 10f-3 and all requirements of the Affiliated Underwriting Procedures of the Fund. Trade Date Issue 10/24/03 Safeway, Inc. Shares Price Amount 5,000 $99.96 $4,998 % of Issue Spread Spread Fund's for all Amount % % of issue JPMorgan Funds $0.60 N/A 0.002% 2.34% Broker BA Securities, Inc. Underwriters of Safeway, Inc. Underwriters Principal Amount Banc of America Securities, LLC $90,000,000 Banc One Capital Markets, Inc. 90,000,000 Barclays Capital, Inc. 21,000,000 Deutsche Bank Securities, Inc. 21,000,000 J.P. Morgan Securities, Inc. 21,000,000 Wachovia Capital Markets, LLC 21,000,000 BNY Capital Markets, Inc. 12,000,000 McDonald Investments, Inc. 12,000,000 US Bancorp Piper Jaffray, Inc. 12,000,000 ------------ Total $300,000,000 The following securities were purchased pursuant to Rule 10f-3 and all requirements of the Affiliated Underwriting Procedures of the Fund. Trade Date Issue 10/30/03 DaimlerChrysler North America Holding Corporation Shares Price Amount 10,000 $99.97 $9,997 % of Issue Spread Spread Fund's for all Amount % % of issue JPMorgan Funds $0.43 N/A 0.001% 0.58% Broker BA Securities, Inc. Underwriters of DaimlerChrysler North America Holding Corporation Underwriters* Principal Amount* $2,000,000,000 *Principal amounts of Underwriters were not available at time of filing The following securities were purchased pursuant to Rule 10f-3 and all requirements of the Affiliated Underwriting Procedures of the Fund. Trade Date Issue 11/18/03 Capital One Auto Finance Trust 2003-B A4 Shares Price Amount 5,000 $99.98 $4,999 % of Issue Spread Spread Fund's for all Amount % % of issue JPMorgan Funds $0.26 N/A 0.002% 3.67% Broker Lehman Brothers, Inc. Underwriters of Capital One Auto Finance Trust 2003-B A4 Underwriters Principal Amount Lehman Brothers, Inc. $94,000,000 Wachovia Capital Markets, LLC 94,000,000 Citigroup Global Capital Markets, Inc. 11,750,000 Credit Suisse First Boston Corp. 11,750,000 Deutsche Bank Securities, Inc. 11,750,000 J.P. Morgan Securities, Inc. 11,750,000 ------------ Total $235,000,000 -----END PRIVACY-ENHANCED MESSAGE-----