JPMORGAN MANAGED INCOME FUND 10/31/2017 Blank Row

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1 ABBVIE INC 1.8% 05/18 45,481, ,503, % ABN AMRO BANK 1.8% 06/18 8,225, ,217, % ABN AMRO BANK 2.1% 01/19 10,684, ,714, % ABN AMRO BANK 2.5% 10/18 41,446, ,703, % ABN AMRO BANK NV NOTES VARIABLE 18/JAN/2019 USD ,716, ,054, % ACE INA 5.8% 03/18 11,969, ,149, % AGRICULTURAL 1.8% 12/17 71,650, ,675, % AIG GLOBAL 1.65% 12/17 12,873, ,875, % AIG GLOBAL FLT 07/20 24,268, ,322, % AIR LEASE 2.625% 09/18 8,022, ,072, % AIR LEASE 3.375% 01/19 6,275, ,373, % AIRGAS INC 1.65% 02/18 4,089, ,090, % ALLY AUTO 1.49% 11/19 11,838, ,833, % ALLY AUTO 1.53% 03/20 23,286, ,272, % AMERICA 5.625% 11/17 5,730, ,737, % AMERICAN EXPRESS CO NOTES FIXED 1.55% 22/MAY/2018 USD 1 1,000, , % AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST A F 23,306, ,315, % AMERICAN EXPRESS CREDIT CORP CALLABLE BOND FIXED 1.875% 18,154, ,138, % AMERICAN EXPRESS CREDIT CORP CALLABLE MEDIUM TERM NOTE 13,012, ,051, % AMERICAN EXPRESS CREDIT CORP CALLABLE MEDIUM TERM NOTE 15,489, ,544, % AMERICAN EXPRESS CREDIT CORP CALLABLE MEDIUM TERM NOTE 23,689, ,711, % AMERICAN EXPRESS CREDIT CORP NOTES FIXED 2.125% 18/MAR/ 14,666, ,722, % AMERICAN HONDA FINANCE CORP MEDIUM TERM NOTE VARIABLE 2 31,974, ,996, % AMERICREDIT 1.34% 04/20 13,742, ,726, % AMERICREDIT 1.42% 10/19 3,182, ,181, % AMERICREDIT 1.69% 12/20 10,395, ,393, % AMGEN INC 6.15% 06/18 2,594, ,659, % AMGEN INC NOTES VARIABLE 10/MAY/2019 USD ,646, ,678, % ANHEUSER-BUSC 1.25% 01/18 600, , % ANHEUSER-BUSCH 1.9% 02/19 68,491, ,559, % ANHEUSER-BUSCH 2.2% 08/18 12,331, ,378, % ANHEUSER-BUSCH FLT 08/18 762, , % S Page 1 01-Nov :02:28

2 ANZ NEW 2.25% 02/19 3,500, ,513, % ANZ NEW ZERO 01/18 16,750, ,701, % APACHE CORP 6.9% 09/18 3,538, ,688, % APPLE INC NOTES VARIABLE 22/FEB/2019 USD , , % AT&T INC 1.75% 01/18 6,469, ,470, % AT&T INC 2.3% 03/19 30,133, ,254, % AT&T INC 2.375% 11/18 1,000, ,005, % AT&T INC 5.5% 02/18 10,576, ,676, % AT&T INC 5.6% 05/18 19,961, ,349, % AT&T INC 5.8% 02/19 1,223, ,281, % AT&T INC NOTES VARIABLE 27/NOV/2018 USD ,661, ,760, % ATHENE 2.875% 10/18 524, , % AUSTRALIA & 1.45% 05/18 10,750, ,744, % AUSTRALIA & 2.05% 09/19 4,920, ,934, % AUSTRALIA & 2.25% 06/19 29,560, ,694, % AXA FINANCIAL ZERO 06/18 44,290, ,803, % BANK OF 1.35% 08/18 1,935, ,930, % BANK OF 1.57% 08/18 35,210, ,184, % BANK OF 1.65% 02/18 2,850, ,850, % BANK OF 1.7% 03/18 11,061, ,065, % BANK OF 2.375% 01/19 5,950, ,986, % BANK OF 2.6% 01/19 22,716, ,864, % BANK OF 2.7% 09/18 2,390, ,407, % BANK OF 5.65% 05/18 8,700, ,867, % BANK OF 6.875% 04/18 2,122, ,173, % BANK OF CHINA ZERO 12/17 177,912, ,595, % BANK OF FLT 02/19 44,620, ,762, % BANK OF FLT 03/18 8,000, ,011, % BANK OF FLT 04/19 9,000, ,020, % BANK OF FLT 07/19 32,641, ,630, % BANK OF FLT 07/19 50,000, ,991, % BANK OF FLT 09/19 15,360, ,357, % S Page 2 01-Nov :02:28

3 BANK OF FLT 09/19 27,700, ,682, % BANK OF NEW 1.35% 03/18 5,615, ,612, % BANK OF NEW 1.6% 05/18 1,503, ,503, % BANK OF NEW 2.1% 08/18 1,972, ,979, % BANK OF NEW FLT 09/19 4,000, ,028, % BANK OF NOVA 1.65% 06/19 6,520, ,491, % BANK OF NOVA FLT 01/19 17,284, ,411, % BANK OF NOVA FLT 02/19 21,510, ,504, % BANK OF NOVA FLT 02/19 41,600, ,578, % BANK OF NOVA FLT 10/18 13,930, ,926, % BANK OF NOVA FLT 11/18 17,500, ,498, % BANK OF NOVA FLT 11/18 23,537, ,532, % BANK OF NOVA FLT 11/18 32,650, ,640, % BANK OF ZERO 03/18 250, , % BANQUE 1.9% 03/19 79,800, ,720, % BANQUE 2.75% 01/19 4,000, ,040, % BANQUE 2% 04/19 25,664, ,666, % BANQUE FLT 07/20 21,230, ,291, % BARCLAYS BANK 2.5% 02/19 5,176, ,204, % BARCLAYS BANK FLT 03/18 1,650, ,652, % BARCLAYS BANK FLT 03/18 46,500, ,571, % BAT 1.85% 06/18 1,938, ,938, % BB&T CORP FLT 02/19 238, , % BB&T CORP FLT 06/18 12,574, ,626, % BERKSHIRE 1.55% 02/18 1,379, ,379, % BERKSHIRE FLT 01/19 28,500, ,578, % BERKSHIRE FLT 03/18 17,776, ,810, % BERKSHIRE FLT 03/19 14,796, ,934, % BIOGEN INC 6.875% 03/18 1,000, ,017, % BK TOKYO-MITSUBISHI UFJ 2.15% 14/SEP/2018 5,290, ,306, % BMW VEHICLE 0.99% 05/19 10,948, ,935, % BMW VEHICLE 1.23% 01/19 17,646, ,631, % S Page 3 01-Nov :02:28

4 BMW VEHICLE LEASE TRUST A2A1.8% 20/FEB/ ,241, ,240, % BNP PARIBAS 1.59% 06/18 72,340, ,329, % BNP PARIBAS 1.6% 07/18 31,550, ,537, % BNP PARIBAS 2.4% 12/18 30,524, ,746, % BNP PARIBAS 2.7% 08/18 5,849, ,897, % BNZ 1.9% 02/18 550, , % BNZ FLT 02/20 17,369, ,480, % BP CAPITAL 1.375% 11/17 250, , % BP CAPITAL 1.768% 09/19 11,144, ,133, % BP CAPITAL FLT 08/18 2,720, ,726, % BP CAPITAL ZERO 02/18 24,500, ,412, % BP CAPITAL ZERO 12/17 28,500, ,461, % BPCE SA 2.5% 12/18 13,250, ,342, % BPCE SA DTD 04/OCT/2017 DUE 03/OCT/ ,800, ,924, % BRITISH 2.35% 02/19 1,000, ,005, % BRITISH 5.95% 01/18 2,817, ,842, % CAISSE FLT 01/18 16,600, ,622, % CANADIAN 1.75% 01/18 12,742, ,743, % CANADIAN 5.9% 02/18 20,261, ,478, % CANADIAN FLT 02/19 56,700, ,685, % CANADIAN FLT 05/19 42,830, ,816, % CANADIAN FLT 10/18 1,950, ,950, % CANADIAN VAR 05/19 43,300, ,310, % CAPITAL AUTO 1.32% 01/19 1,150, ,150, % CAPITAL AUTO 1.46% 06/20 5,744, ,735, % CAPITAL AUTO 1.62% 03/19 2,945, ,945, % CAPITAL AUTO 1.76% 06/20 22,197, ,192, % CAPITAL AUTO 1.94% 01/20 12,319, ,334, % CAPITAL ONE 1.39% 01/21 25,000, ,993, % CAPITAL ONE 1.5% 03/18 550, , % CAPITAL ONE 1.65% 02/18 31,545, ,534, % CAPITAL ONE 2.15% 11/18 8,639, ,657, % S Page 4 01-Nov :02:28

5 CAPITAL ONE 2.25% 02/19 3,400, ,407, % CAPITAL ONE 2.35% 08/18 15,645, ,696, % CAPITAL ONE 2.45% 04/19 1,785, ,794, % CAPITAL ONE FLT 02/18 5,000, ,004, % CAPITAL ONE FLT 05/20 24,892, ,095, % CARDINAL 1.948% 06/19 5,000, ,989, % CARDINAL 1.95% 06/18 5,078, ,082, % CARMAX AUTO 1.17% 08/19 15,798, ,785, % CARMAX AUTO 1.21% 11/19 26,199, ,164, % CARMAX AUTO 1.3% 04/19 2,261, ,261, % CARMAX AUTO 1.37% 03/20 30,690, ,652, % CARMAX AUTO 1.54% 02/20 15,675, ,673, % CARMAX AUTO 1.63% 06/20 46,313, ,304, % CATERPILLAR FLT 01/20 33,384, ,667, % CATERPILLAR FLT 12/18 13,316, ,354, % CENTERPOINT 6.125% 11/17 10,191, ,191, % CENTERPOINT 6% 05/18 748, , % CHARLES 1.5% 03/18 9,715, ,714, % CHEVRON 1.686% 02/19 15,655, ,649, % CHINA 1.9% 01/18 2,090, ,090, % CHINA 1.9% 01/18 30,890, ,897, % CHINA 1.9% 01/18 70,500, ,510, % CHINA CONSTRUCTION BANK C 33,369, ,220, % CHINA ZERO 01/18 6,000, ,973, % CHINA ZERO 01/18 57,800, ,551, % CHRYSLER 1.36% 01/20 7,036, ,030, % CHUBB 5.75% 05/18 30,623, ,299, % CHURCH & FLT 01/19 21,520, ,519, % CITIGROUP GLOBAL MARKETS 100,000, ,000, % CITIGROUP INC BOND FIXED 6.125% 21/NOV/2017 USD , , % CITIGROUP INC NOTES FIXED 1.7% 27/APR/2018 USD ,252, ,251, % CITIGROUP INC NOTES FIXED 1.75% 01/MAY/2018 USD , , % S Page 5 01-Nov :02:28

6 CITIGROUP INC NOTES FIXED 1.8% 05/FEB/2018 USD ,000, ,000, % CITIGROUP INC NOTES FIXED 2.15% 30/JUL/2018 USD , , % CITIGROUP INC NOTES FIXED 2.5% 26/SEP/2018 USD ,196, ,208, % CITIZENS BANK 1.6% 12/17 26,003, ,001, % CITIZENS BANK 2.3% 12/18 28,113, ,217, % CITIZENS BANK 2.5% 03/19 18,328, ,443, % CLEVELAND 7.88% 11/17 2,917, ,917, % CMMNWLTH BNK OF ZERO 09/1 68,800, ,773, % CNH EQUIPMENT 1.26% 02/20 15,726, ,706, % CNH EQUIPMENT 1.64% 07/20 30,164, ,162, % COLUMBIA 2.45% 06/18 2,100, ,105, % COMCAST 5.875% 02/18 22,512, ,793, % COMCAST CORP 5.7% 05/18 25,931, ,499, % COMMONWEALTH 1.375% 09/18 715, , % COMMONWEALTH 1.75% 11/18 750, , % COMMONWEALTH 2.5% 09/18 1,660, ,672, % COMMONWEALTH 5.8% 03/18 1,850, ,879, % COMMONWEALTH FLT 03/19 1,190, ,203, % COMMONWEALTH FLT 03/20 20,000, ,052, % COMMONWEALTH FLT 11/19 17,862, ,974, % COOPERATIEVE 1.72% 10/18 90,200, ,217, % COOPERATIEVE 1.78% 04/19 36,710, ,804, % CR BARD INC 1.375% 01/18 3,426, ,422, % CREDIT 2.125% 04/18 8,410, ,429, % CREDIT 2.625% 10/18 14,156, ,258, % CREDIT FLT 06/19 91,339, ,324, % CREDIT FLT 07/18 15,304, ,326, % CREDIT SUISSE 1.67% 07/18 3,700, ,697, % CREDIT SUISSE 1.7% 04/18 19,605, ,613, % CREDIT SUISSE 2.3% 05/19 5,450, ,478, % CREDIT SUISSE AG - NEW YORK BRAN 43,350, ,344, % CREDIT SUISSE SECURITIES (USA) LLC APR ,000, ,000, % S Page 6 01-Nov :02:28

7 DAIMLER 1.5% 07/19 800, , % DAIMLER 1.65% 03/18 7,400, ,402, % DAIMLER 1.65% 05/18 1,794, ,793, % DAIMLER 1.875% 01/18 13,938, ,945, % DAIMLER 2.25% 07/19 988, , % DAIMLER 2.375% 08/18 16,086, ,168, % DAIMLER FINANCE 2% 08/18 1,700, ,703, % DAIMLER FLT 10/19 22,831, ,968, % DAIMLER FLT 11/18 11,480, ,487, % DANAHER CORP 1.65% 09/18 3,077, ,078, % DANSKE CORP. ZERO 09/18 70,450, ,463, % DELL 1.86% 06/19 8,520, ,520, % DELL 1.97% 02/20 12,010, ,005, % DEUTSCHE BANK 2.08% 05/1 38,700, ,728, % DEUTSCHE BANK 2.15% 03/18 38,650, ,694, % DEUTSCHE BANK AG 2% 07/1 8,800, ,797, % DEUTSCHE BANK AG 2% 08/1 4,600, ,597, % DNB BANK ASA FLT 10/20 23,877, ,916, % DOMINION 1.875% 01/19 730, , % DOMINION 1.875% 12/18 11,515, ,508, % DOMINION FLT 06/19 43,065, ,206, % DRIVE AUTO 1.48% 03/19 1,022, ,022, % DRIVE AUTO FLT 05/19 10,939, ,943, % DUKE ENERGY 5.65% 06/18 3,440, ,525, % DZ BANK AG FLT 08/18 21,410, ,406, % E.ON 5.8% 04/18 5,000, ,095, % EATON CORP 1.5% 11/17 2,576, ,576, % ECOLAB INC 1.45% 12/17 1,015, ,014, % ELECTRICITE DE ZERO 01/18 42,600, ,485, % ENI FINANCE USA ZERO 04/1 35,150, ,897, % ENTERGY 6.5% 09/18 1,350, ,401, % ENTERGY GULF 6% 05/18 1,200, ,225, % S Page 7 01-Nov :02:28

8 ENTERPRISE 1.65% 05/18 32,460, ,451, % ENTERPRISE 6.65% 04/18 550, , % FEDERATION DES FLT 10/20 28,927, ,927, % FIFTH THIRD 2.15% 08/18 30,500, ,606, % FIFTH THIRD 2.3% 03/19 2,878, ,890, % FIFTH THIRD 2.3% 03/19 8,782, ,825, % FIFTH THIRD 2.375% 04/19 8,756, ,808, % FIRST ABU DHABI ZERO 07/1 75,100, ,300, % FIRST NATIONAL FLT 04/22 10,714, ,731, % FIRST NATIONAL FLT 10/23 29,795, ,794, % FORD CREDIT 1.04% 09/19 16,404, ,375, % FORD CREDIT 1.06% 05/19 3,357, ,355, % FORD CREDIT 1.08% 03/19 4,673, ,670, % FORD CREDIT 1.8% 06/20 38,375, ,361, % FORD MOTOR 5% 05/18 15,250, ,512, % FORD MOTOR ZERO 07/18 20,000, ,733, % FORD MOTOR ZERO 10/18 10,800, ,594, % GENERAL 1.625% 04/18 700, , % GENERAL 2.4% 04/18 16,171, ,207, % GENERAL 3.25% 05/18 3,247, ,271, % GENERAL 3.5% 10/18 12,860, ,050, % GENERAL 6.75% 06/18 11,770, ,098, % GILEAD FLT 03/19 21,165, ,213, % GOLDMAN 1.95% 07/19 13,491, ,456, % GOLDMAN 2.625% 01/19 36,627, ,903, % GOLDMAN 6.15% 04/18 962, , % GOLDMAN SACHS 2.9% 07/18 10,925, ,007, % GOLDMAN SACHS FLT 04/18 4,000, ,020, % GOLDMAN SACHS FLT 12/19 26,705, ,910, % HALLIBURTON CO 2% 08/18 6,740, ,752, % HEALTH CARE 2.25% 03/18 7,133, ,149, % HONDA AUTO 1.01% 10/18 6,896, ,892, % S Page 8 01-Nov :02:28

9 HONDA AUTO 1.05% 10/18 1,736, ,735, % HSBC BANK PLC NOTES FIXED 1.5% 15/MAY/2018 USD ,748, ,704, % HSBC USA INC NOTES FIXED 1.7% 05/MAR/2018 USD ,424, ,432, % HSBC USA INC NOTES FIXED 2.25% 23/JUN/2019 USD ,852, ,877, % HSBC USA INC NOTES FIXED 2.625% 24/SEP/2018 USD ,034, ,162, % HSBC USA INC NOTES FIXED 2% 07/AUG/2018 USD ,410, ,448, % HSBC USA INC NOTES VARIABLE 24/SEP/2018 USD ,400, ,416, % HUNTINGTON 1.7% 02/18 2,560, ,560, % HUNTINGTON 2.2% 11/18 25,096, ,166, % HUNTINGTON 2.6% 08/18 11,160, ,227, % HUNTINGTON 2% 06/18 13,943, ,977, % HUTCHISON 2% 11/17 15,040, ,040, % HYUNDAI AUTO 1.21% 06/19 3,396, ,394, % HYUNDAI AUTO 1.24% 11/18 2,445, ,444, % HYUNDAI AUTO 1.56% 07/19 22,648, ,634, % HYUNDAI CAPITAL 2% 03/18 625, , % INDUSTRIAL COM ZERO 01/18 175,650, ,048, % ING BANK NV 2.05% 08/18 12,780, ,802, % ING BANK NV 2.3% 03/19 1,300, ,304, % ING BANK NV NOTES FIXED 2% 26/NOV/2018 USD ,100, ,104, % ING BANK NV NOTES VARIABLE 16/MAR/2018 USD ,635, ,646, % INGERSOLL-RA 6.875% 08/18 3,540, ,679, % INTERCONTINENT 2.5% 10/18 22,390, ,568, % JACKSON 1.875% 10/18 200, , % JACKSON FLT 02/19 37,000, ,068, % JACKSON FLT 12/18 47,298, ,374, % JAPAN 2.125% 03/19 1,950, ,947, % JAPAN BANK 1.75% 07/18 12,287, ,284, % JAPAN BANK 1.75% 11/18 5,727, ,719, % JAPAN TOBACCO 2.1% 07/18 1,480, ,483, % JOHN DEERE 1.09% 02/19 8,937, ,931, % JOHN DEERE 1.6% 07/18 1,240, ,239, % S Page 9 01-Nov :02:28

10 JOHN DEERE 1.95% 12/18 6,894, ,914, % JOHN DEERE FLT 10/18 30,264, ,331, % JOHNSON 1.4% 11/17 14,370, ,370, % JPMORGAN PRIME VAR 12/49 233,110, ,157, % KEYBANK 1.7% 06/18 550, , % KROGER CO/THE 2.3% 01/19 7,375, ,398, % LLOYDS BANK 1.75% 03/18 790, , % LLOYDS BANK 1.75% 05/18 10,650, ,659, % LLOYDS BANK 2.05% 01/19 1,750, ,752, % LLOYDS BANK PLC NOTES FIXED 2% 17/AUG/2018 USD ,600, ,603, % LLOYDS BK PLC 1.74% 10/1 31,600, ,602, % LOCKHEED 1.85% 11/18 7,315, ,322, % MACQUARIE 1.87% 02/19 62,877, ,720, % MACQUARIE 2.6% 06/19 8,623, ,688, % MACQUARIE BANK FLT 03/19 31,400, ,394, % MACQUARIE BANK FLT 04/19 1,782, ,783, % MACQUARIE BANK LIMITED 10,000, ,878, % MACQUARIE GROUP 3% 12/18 1,740, ,758, % MANUFACTURERS 1.45% 03/18 570, , % MARATHON 2.7% 12/18 1,415, ,422, % MASSMUTUAL 5.25% 07/18 250, , % MERCEDES-BENZ 1.11% 03/19 3,677, ,674, % MERCEDES-BENZ 1.15% 01/19 8,235, ,230, % MERCEDES-BENZ 1.34% 07/18 2,558, ,558, % MERCK & CO INC NOTES VARIABLE 18/MAY/2018 USD ,620, ,623, % MERRILL LYNCH PFS, INC APR ,000, ,000, % METLIFE INC 7.717% 02/19 32,853, ,313, % METROPOLITAN 1.35% 09/18 26,586, ,472, % METROPOLITAN 1.75% 09/19 2,800, ,788, % METROPOLITAN 1.75% 12/18 4,400, ,394, % METROPOLITAN 1.875% 06/18 7,516, ,526, % METROPOLITAN 1.95% 12/18 9,817, ,834, % S Page Nov :02:28

11 METROPOLITAN 2.3% 04/19 10,500, ,566, % METROPOLITAN 3.65% 06/18 3,534, ,575, % METROPOLITAN FLT 06/20 11,623, ,676, % METROPOLITAN FLT 09/18 8,000, ,014, % METROPOLITAN FLT 09/19 1,800, ,802, % METROPOLITAN FLT 12/18 26,535, ,652, % MIZUHO BANK 2.45% 04/19 1,250, ,257, % MIZUHO BANK FLT 01/19 37,450, ,445, % MIZUHO BANK FLT 09/18 17,560, ,562, % MIZUHO BANK FLT 12/17 428, , % MIZUHO BANK LTD NOTES FIXED 1.8% 26/MAR/2018 USD ,000, ,000, % MOODY'S CORP NOTES VARIABLE 04/SEP/2018 USD ,691, ,733, % MORGAN 2.375% 07/19 11,900, ,949, % MORGAN 2.45% 02/19 46,383, ,630, % MORGAN 2.5% 01/19 11,516, ,590, % MORGAN STANLEY FLT 02/20 16,107, ,187, % MUFG 1.625% 02/18 19,476, ,476, % NATIONAL 1.875% 07/18 13,470, ,493, % NATIONAL % 11/18 8,623, ,348, % NATIONAL 2.3% 07/18 19,673, ,764, % NATIONAL 2% 01/19 34,312, ,373, % NATIONAL BANK 2.1% 12/18 58,239, ,370, % NATIONAL BANK FLT 02/19 50,882, ,869, % NATIONAL FLT 04/19 8,100, ,124, % NATIONAL FLT 05/20 23,822, ,932, % NATIONAL FLT 07/18 10, , % NATIONAL FLT 08/19 42,000, ,982, % NATIONAL RURAL FLT 04/19 87,719, ,756, % NATIXIS 1.8% 11/18 40,000, ,010, % NBCUNIVERSAL 1.662% 04/18 29,874, ,894, % NEW YORK 2.15% 06/19 810, , % NEW YORK LIFE 2.1% 01/19 14,500, ,557, % S Page Nov :02:28

12 NEW YORK LIFE FLT 04/19 97,750, ,771, % NEXTERA 1.649% 09/18 7,361, ,350, % NISSAN AUTO 1.06% 02/19 1,856, ,855, % NISSAN AUTO 1.07% 05/19 3,739, ,736, % NISSAN AUTO 1.22% 08/18 2,267, ,266, % NISSAN MOTOR 1.5% 03/18 14,471, ,462, % NISSAN MOTOR 1.8% 03/18 4,616, ,618, % NISSAN MOTOR 2.35% 03/19 26,453, ,575, % NISSAN MOTOR 2.65% 09/18 12,045, ,128, % NISSAN MOTOR 2% 03/19 8,467, ,463, % NISSAN MOTOR FLT 04/18 5,145, ,156, % NISSAN MOTOR FLT 09/20 15,825, ,848, % NORDEA BANK 1.625% 05/18 57,087, ,098, % NORDEA BANK 1.875% 09/18 2,595, ,598, % NORDEA BANK 2.375% 04/19 18,199, ,319, % NORDEA BANK AB NOTES VARIABLE 29/MAY/2020 USD ,000, ,153, % NORDEA BANK FLT 01/19 43,565, ,559, % NORINCHUKIN 1.66% 07/18 44,660, ,681, % NORTHROP 1.75% 06/18 1,000, ,000, % NUCOR CORP 5.75% 12/17 1,065, ,068, % OHIO POWER 6.05% 05/18 5,076, ,183, % OMNICOM 6.25% 07/19 3,670, ,924, % ONEOK INC ZERO 11/17 17,000, ,994, % ORACLE CORP 5.75% 04/18 1,424, ,450, % PACIFICORP 5.5% 01/19 2,500, ,611, % PECO ENERGY 5.35% 03/18 3,700, ,746, % PEPSICO INC NOTES VARIABLE 22/FEB/2019 USD ,000, ,038, % PETRO-CANADA 6.05% 05/18 15,588, ,947, % PHILIP 5.65% 05/18 300, , % PHILLIPS 66 FLT 04/19 16,540, ,560, % PNC BANK NA 1.7% 12/18 5,525, ,522, % PNC BANK NA FLT 06/18 1,550, ,553, % S Page Nov :02:28

13 PNC BANK NA NOTES VARIABLE 07/DEC/2018 USD ,626, ,707, % PRECISION 1.25% 01/18 12,765, ,760, % PRICOA GLOBAL 1.6% 05/18 11,331, ,328, % PRICOA GLOBAL 1.9% 09/18 1,000, ,001, % PRICOA GLOBAL 2.2% 05/19 3,212, ,221, % PRICOA GLOBAL FLT 06/18 11,800, ,831, % PRINCIPAL 1.5% 04/19 9,863, ,807, % PRINCIPAL LIFE FLT 02/19 96,500, ,705, % PRIVATE EXP. VAR 02/18 13,000, ,012, % PROTECTIVE 1.722% 04/19 6,675, ,662, % PROTECTIVE FLT 03/19 67,630, ,735, % PROTECTIVE FLT 06/18 22,450, ,512, % PRUDENTIAL 2.3% 08/18 9,897, ,947, % PRUDENTIAL FLT 08/18 10,170, ,227, % REALTY INCOME 2% 01/18 4,403, ,404, % RECKITT 2.125% 09/18 7,548, ,571, % REYNOLDS 2.3% 06/18 3,462, ,472, % ROGERS 6.8% 08/18 49,802, ,742, % ROYAL BANK 1.625% 04/19 17,878, ,825, % ROYAL BANK OF FLT 07/18 24,665, ,753, % ROYAL BANK OF FLT 08/19 47,220, ,229, % ROYAL BK OF 1.545% 07/18 40,000, ,986, % ROYAL BK OF 1.7% 10/18 40,735, ,744, % SANTANDER 1.34% 11/19 5,055, ,053, % SANTANDER 1.6% 03/20 21,525, ,519, % SANTANDER 1.67% 06/20 23,257, ,239, % SANTANDER UK 2.35% 09/19 6,799, ,842, % SANTANDER UK 3.05% 08/18 20,721, ,929, % SCHLUMBERGER 1.9% 12/17 5,700, ,701, % SCHLUMBERGER 2.35% 12/18 9,750, ,796, % SEMPRA 6.15% 06/18 14,882, ,284, % SEMPRA ENERGY 9.8% 02/19 23,166, ,437, % S Page Nov :02:28

14 SIEMENS 1.45% 05/18 33,298, ,265, % SIMON 1.5% 02/18 14,076, ,076, % SIMON 2.2% 02/19 3,210, ,224, % SKANDINAVISK 2.375% 11/18 13,495, ,562, % SOCIETE 1.7% 10/18 4,550, ,550, % SOCIETE 2.625% 10/18 60,473, ,929, % SOCIETE GENERALE VAR 05/1 40,250, ,298, % SOUTHERN 1.5% 06/18 8,179, ,169, % SOUTHERN 1.55% 06/18 4,455, ,453, % SOUTHERN 1.55% 07/18 2,800, ,797, % SOUTHERN 2.45% 09/18 6,240, ,272, % STANDARD 1.62% 06/18 80,496, ,466, % STANDARD 1.7% 04/18 11,490, ,474, % STANDARD 1.83% 10/18 28,550, ,553, % STANDARD 2.4% 09/19 14,550, ,578, % STANLEY 1.622% 11/18 2,835, ,827, % STANLEY 2.451% 11/18 6,500, ,545, % STATE STREET 1.35% 05/18 1,695, ,692, % SUMITOMO 1.95% 09/19 9,200, ,159, % SUMITOMO 2.05% 01/19 18,920, ,956, % SUMITOMO 2.05% 03/19 6,593, ,593, % SUMITOMO 2.5% 07/18 1,750, ,758, % SUMITOMO FLT 01/19 13,500, ,499, % SUMITOMO FLT 01/19 25,170, ,166, % SUMITOMO FLT 07/19 52,686, ,677, % SUMITOMO FLT 08/19 26,550, ,545, % SUMITOMO FLT 09/19 37,500, ,486, % SUMITOMO FLT 12/18 65,200, ,188, % SUNTRUST 2.35% 11/18 15,689, ,764, % SVENSKA 2.5% 01/19 42,620, ,951, % SVENSKA FLT 01/19 49,119, ,107, % SVENSKA FLT 02/19 40,780, ,774, % S Page Nov :02:28

15 SWEDBANK AB 2.375% 02/19 3,230, ,245, % TELEFONICA 3.192% 04/18 14,964, ,067, % TORONTO-DOMI 2.625% 09/18 14,326, ,439, % TORONTO-DOMINIO FLT 01/19 22,000, ,193, % TOYOTA AUTO 1.27% 05/19 2,889, ,887, % TOYOTA AUTO 1.42% 09/19 29,447, ,430, % TOYOTA AUTO 1% 01/19 1,455, ,454, % TOYOTA MOTOR FLT 01/19 130, , % TOYOTA MOTOR FLT 12/18 10,127, ,134, % TRANSCANADA 3.125% 01/19 2,466, ,496, % TRANSCANADA 7.125% 01/19 2,766, ,929, % TRAVELERS 5.75% 12/17 1,290, ,296, % TSMC GLOBAL 1.625% 04/18 27,706, ,647, % TYSON FOODS INC NOTES VARIABLE 30/MAY/2019 USD ,800, ,817, % UBS 2.375% 08/19 5,277, ,310, % UBS AG LONDON ZERO 09/18 11,025, ,854, % UBS AG/LONDON FLT 06/20 63,800, ,105, % UBS AG/LONDON FLT 12/18 53,500, ,597, % UNION PACIFIC 5.7% 08/18 2,559, ,636, % UNITED STATES OF AMERICA NOTES FIXED.75% 31/JUL/2018 U 88,200, ,765, % UNITEDHEALTH GROUP INC CALLABLE NOTES FIXED 6% 15/FEB/2 4,140, ,192, % US BANK 1.45% 01/18 30,178, ,178, % USAA CAPITAL FLT 02/19 10,081, ,091, % VENTAS REALTY 2% 02/18 31,423, ,447, % VIRGINIA 1.2% 01/18 3,560, ,558, % VODAFONE GROUP ZERO 09/18 5,000, ,912, % VODAFONE GROUP ZERO 09/18 64,400, ,349, % VOLVO 1.55% 10/19 11,853, ,844, % WACHOVIA 5.75% 02/18 4,864, ,913, % WELLS FARGO & 1.5% 01/18 15,900, ,903, % WELLS FARGO 1.55% 07/18 4,800, ,799, % WELLS FARGO 5.625% 12/17 12,293, ,346, % S Page Nov :02:28

16 WELLS FARGO FLT 11/18 25,000, ,110, % WELLS FARGO SECURITIES, LLC NOV ,700, ,700, % WESFARMERS 1.874% 03/18 16,968, ,979, % WESTPAC 1.65% 05/19 265, , % WESTPAC 1.95% 11/18 1,100, ,102, % WESTPAC 2.25% 01/19 1,010, ,014, % WESTPAC 2.25% 07/18 3,000, ,014, % WESTPAC BKING 1.51% 07/1 4,540, ,538, % WESTPAC BKING 1.69% 10/1 3,400, ,399, % WESTPAC BKING 1.71% 10/1 58,800, ,799, % WESTPAC FLT 05/18 3,289, ,294, % WISCONSIN 1.65% 12/18 435, , % WISCONSIN 1.7% 06/18 11,263, ,269, % Total Long Positions 9,175,232, S Page Nov :02:28

17 Holdings and allocations shown above are un-audited, and may not be representative of current or future investments. The above holdings list has been created from the books and records of the Fund without examination by independent auditors. Fund holdings should not be relied on in making investment decisions and should not be construed as research or investment advice regarding particular securities. The above holdings are shown for informational purposes only and not intended as an offer or solicitation with respect to the purchase or sale of any security. The uncertified holdings do not include all derivatives. Must be preceded or accompanied by a prospectus. JPMorgan Distribution Services, Inc., member FINRA / SIPC. JPMorgan Chase & Co S Page Nov :02:28