# EDGAR Filing Document

**Accession Number:** 0001724826
**File Stem:** 0001752724-23-053084
**Filing Date:** 2023-3
**Character Count:** 484273
**Document Hash:** 2d24675ac8a3cba700bef69c8e01bc7c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-053084.hdr.sgml**: 20230313

**ACCESSION NUMBER**: 0001752724-23-053084

**CONFORMED SUBMISSION TYPE**: N-CEN

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230313

**DATE AS OF CHANGE**: 20230313

**EFFECTIVENESS DATE**: 20230313

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Six Circles Trust
- **CENTRAL INDEX KEY:** 0001724826
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-CEN
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23325
- **FILM NUMBER:** 23726860

**BUSINESS ADDRESS:**
- **STREET 1:** C/O J.P. MORGAN PRIVATE INVESTMENTS INC.
- **STREET 2:** 383 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10179
- **BUSINESS PHONE:** 212-270-6000

**MAIL ADDRESS:**
- **STREET 1:** C/O J.P. MORGAN PRIVATE INVESTMENTS INC.
- **STREET 2:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 23Wall Trust
- **DATE OF NAME CHANGE:** 20171208

## Series and Classes Contracts Data

### Six Circles International Unconstrained Equity Fund (Series ID: S000061647)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000199639 | Six Circles International Unconstrained Equity Fund | CIUEX           |

### Six Circles Tax Aware Ultra Short Duration Fund (Series ID: S000061648)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000199640 | Six Circles Tax Aware Ultra Short Duration Fund | CUTAX           |

### Six Circles U.S. Unconstrained Equity Fund (Series ID: S000061649)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000199641 | Six Circles U.S. Unconstrained Equity Fund | CUSUX           |

### Six Circles Ultra Short Duration Fund (Series ID: S000061650)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000199642 | Six Circles Ultra Short Duration Fund | CUSDX           |

### Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (Series ID: S000063724)

| Class ID   | Class Name                                                   | Ticker Symbol   |
|:---|:---|:---|
| C000206545 | Six Circles Managed Equity Portfolio U.S. Unconstrained Fund | CMEUX           |

### Six Circles Managed Equity Portfolio International Unconstrained Fund (Series ID: S000063725)

| Class ID   | Class Name                                                            | Ticker Symbol   |
|:---|:---|:---|
| C000206546 | Six Circles Managed Equity Portfolio International Unconstrained Fund | CMIUX           |

### Six Circles Global Bond Fund (Series ID: S000068181)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000218339 | Six Circles Global Bond Fund |  |

### Six Circles Tax Aware Bond Fund (Series ID: S000068182)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000218340 | Six Circles Tax Aware Bond Fund |  |

### Six Circles Credit Opportunities Fund (Series ID: S000068977)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000220641 | Six Circles Credit Opportunities Fund |  |

## Internal

**Report of Independent Registered Public Accounting Firm** 

To the Board of Trustees of Six Circles Trust and Shareholders of each of the funds listed in Appendix A

In planning and performing our audits of the financial statements of the funds listed in Appendix A (nine of the funds constituting Six Circles Trust, hereafter collectively referred to as the "Funds") as of and for the year ended December 31, 2022, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), we considered the Funds' internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Funds' internal control over financial reporting. Accordingly, we do not express an opinion on the effectiveness of the Funds' internal control over financial reporting.

The management of the Funds is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A company's internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A company's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the company; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the company are being made only in accordance with authorizations of management and trustees of the company; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a company's assets that could have a material effect on the financial statements.

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

A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the fund's annual or interim financial statements will not be prevented or detected on a timely basis.

PricewaterhouseCoopers LLP, PricewaterhouseCoopers Center, 300 Madison Avenue, New York, NY 10017

T: (646) 471 3000, www.pwc.com/us

------

Our consideration of the Funds' internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control over financial reporting that might be material weaknesses under standards established by the PCAOB. However, we noted no deficiencies in the Funds' internal control over financial reporting and their operations, including controls over safeguarding securities, that we consider to be material weaknesses as defined above as of December 31, 2022.

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

/s/ PricewaterhouseCoopers LLP<br>

February 27, 2023

------

**Appendix A** 

---

| |
|:---|
| Six Circles Ultra Short Duration Fund |
| Six Circles Tax Aware Ultra Short Duration Fund |
| Six Circles U.S. Unconstrained Equity Fund |
| Six Circles International Unconstrained Equity Fund |
| Six Circles Tax Aware Bond Fund |
| Six Circles Global Bond Fund |
| Six Circles Credit Opportunities Fund |
| Six Circles Managed Equity Portfolio U.S. Unconstrained Fund |
| Six Circles Managed Equity Portfolio International Unconstrained Fund |

---

# Form N-CEN: Annual Report for Registered Investment Companies

## N-CEN: Filer Information
**Submission Type:** N-CEN
**CIK:** 0001724826

## N-CEN: Series/Class (Contract) Information

### N-CEN: Part A: General Information

**Item A.1.a - Report for period ending:** 2022-12-31

**Item A.1.b - Does this report cover a period of less than 12 months?:** No

## N-CEN: Part B: Information About the Registrant

- **Item B.1.a - Full name of Registrant:** Six Circles Trust

- **Item B.1.b - Investment Company Act file number:** 811-23325

- **Item B.1.c - CIK:** 0001724826

- **Item B.1.d - LEI:** 549300NG19QZK8S0N704

- **Item B.2.a - Street 1:** 383 Madison Avenue

- **Item B.2.b - City:** New York

- **Item B.2.c - State:** NY

- **Item B.2.e - Zip Code:** 10179-0001

- **Item B.2.f - Telephone:** 212-464-2070

- **Item B.2.g - Public Website:** www.sixcirclesfunds.com

### Item B.3 - Location of books and records

**Location books Record: 1**

- **a. Name of person (e.g., a custodian of records):** BROWN BROTHERS HARRIMAN & CO.

- **b. Street 1:** 50 Post Office Square

- **c. City:** Boston

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02110-1548

- **g. Telephone number:** 617-772-1818

- **h. Briefly describe the books and records kept at this location:** Books and records of portfolio transactions

- **Item B.4.a - Is this the first filing by the Registrant?:** No

- **Item B.4.b - Is this the last filing by the Registrant?:** No

- **Item B.5.a - Is the Registrant part of a family of investment companies?:** Yes

- **Item B.5.a.i - Full name of family of investment companies:** Six Circles Funds

### Item B.6 - Organization

- [x] a. Open-end management investment company registered under the Act on Form N-1A

- [ ] b. Closed-end management investment company registered under the Act on Form N-2

- [ ] c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3

- [ ] d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4

- [ ] e. Small business investment company registered under the Act on Form N-5

- [ ] f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6

- [ ] g. Unit investment trust registered under the Act on Form N-8B-2

- **Item B.6.i - Total number of Series:** 9

- **Item B.7 - Is the Registrant the issuer of a class of securities registered under the Securities Act?:** Yes

### Item B.8 - Directors

| Name             | Is Interested Person?   | Other Investment Company File Numbers   |
|:---|:---|:---|
| Kevin Klingert   | Yes                     | N/A                                     |
| Lauren K. Stack  | No                      | N/A                                     |
| James P. Donovan | No                      | N/A                                     |
| Lisa M. Borders  | No                      | N/A                                     |
| Neil Medugno     | No                      | 811-23611                               |
| Mary E. Savino   | Yes                     | N/A                                     |

### Item B.9. Chief compliance officer.

**Chief compliance officer Record: 1**

- **a. Full Name:** Michael Choi

- **b. CRD Number, if any:** N/A

- **c. Street Address 1:** 383 Madison Avenue

- **d. City:** New York

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Zip code:** 10179-0001

- **h. Telephone number:** XXXXXX

- **i. Has the chief compliance officer changed since the last filing?:** No

If the chief compliance officer is compensated or employed by any person other than the Registrant, provide:

**CCO employer Record: 1**

- **i. Name of the person:** —

- **ii. Person’s IRS Employer Identification Number:** —

### Item B.10. Matters for security holder vote.

- **Were any matters submitted by the Registrant for its security holders’ vote during the reporting period?** No

- **Item B.11.a - Have there been any material legal proceedings?:** No

- **Item B.11.b - Has any proceeding previously reported been terminated?:** No

- **Item B.12.a - Were any claims with respect to the Registrant filed under a fidelity bond?:** No

- **Item B.13.a - Are the Registrant's officers or directors covered under any insurance policy?:** Yes

- **Item B.13.a.i - If yes, were any claims filed under the policy during the reporting period?:** No

- **Item B.14 - Did an affiliated person provide any form of financial support to the Registrant?:** No

- **Item B.15.a.i - Release numbers:**
  - IC-27396

### Item B.16. Principal underwriters.

**Principal underwriter Record: 1**

- **i. Full name:** ACA Global

- **ii. SEC file number:** 8-51293

- **iii. CRD number:** 000046106

- **iv. LEI, if any:** N/A

- **v. State, if applicable:** ME

- **vi. Foreign country, if applicable:** US

- **vii. Is the principal underwriter an affiliated person...?:** No

- **b. Have any principal underwriters been hired or terminated during the reporting period?** No

### Item B.17. Independent public accountant.

**Public accountant Record: 1**

- **a. Full Name:** PriceWaterhouseCoopers LLP

- **b. PCAOB Number:** 238

- **c. LEI, if any:** 5493002GVO7EO8RNNS37

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Has the independent public accountant changed since the last filing?** No

- **Item B.18 - Did an independent public accountant's report on internal control note any material weaknesses?:** No

- **Item B.19 - Did an independent public accountant issue an opinion other than an unqualified opinion?:** No

- **Item B.20 - Have there been material changes in the method of valuation?:** No

- **Item B.21 - Have there been any changes in accounting principles or practices?:** No

- **Item B.22.a - Were any payments made to shareholders as a result of an error in calculating NAV?:** No

- **Item B.23 - Did the Registrant pay any dividend or make any distribution required to be accompanied by a written statement?:** No

## Part C: Additional Questions for Management Investment Companies

### Management Investment Record: 1 - Six Circles U.S. Unconstrained Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** Six Circles U.S. Unconstrained Equity Fund

- **b. Series identification number, if any:** S000061649

- **c. LEI:** 54930000VMLPX7R8HM21

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Six Circles U.S. Unconstrained Equity Fund | C000199641                                | CUSUX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 17a-7 (17 CFR 270.17a-7)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** J.P. Morgan Private Investments Inc.

- **ii. SEC file number:** 801-41088

- **iii. CRD number:** 000110186

- **iv. LEI, if any:** 549300JJOCEDFCUF5Y75

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** BLACKROCK INVESTMENT MANAGEMENT, LLC

- **ii. SEC file number:** 801-56972

- **iii. CRD number:** 000108928

- **iv. LEI, if any:** 5493006MRTEZZ4S4CQ20

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. SEC file number:** 084-00896

- **iii. LEI, if any:** N/A

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any, or other identifying number:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** LiquidityMatch LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** J.P. Morgan Chase Bank Berhad

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300J3OSVP1WT8DW93

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 3**

- **a. Full name:** Equilend Holdings LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 4**

- **a. Full name:** CB "J.P. Morgan Bank International" (LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300B831LSRSI6RA15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 5**

- **a. Full name:** J.P. Morgan Securities (Taiwan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300411SG58OR0YJ50

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 6**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - Hong Kong

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 7**

- **a. Full name:** Yieldbroker Pty Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300QRJM24CLE17N18

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 8**

- **a. Full name:** J.P. Morgan Australia Pty Limited (formerly, J.P. Morgan Australia Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300SFYOCEFSJJLX08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 9**

- **a. Full name:** Bear Stearns Asset Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 10**

- **a. Full name:** Ice US Holding Company L.P. (formerly, Ice Clear Credit LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** T33OE4AS4QXXS2TT7X50

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 11**

- **a. Full name:** JPMorgan JPM-X ATS (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 12**

- **a. Full name:** J.P. Morgan Distribution Services, Inc.

- **b. SEC file number:** 008-52700

- **c. CRD number:** 000104234

- **d. LEI, if any:** N/A

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 13**

- **a. Full name:** iSwap US Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 14**

- **a. Full name:** J.P. Morgan Securities plc - Frankfurt Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 15**

- **a. Full name:** EquiLend LLC

- **b. SEC file number:** 008-53738

- **c. CRD number:** 000119107

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 16**

- **a. Full name:** J.P. Morgan Asset Management (Singapore) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930044NM2YHCOS4R30

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 17**

- **a. Full name:** JPB-X (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 18**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 19**

- **a. Full name:** Inversiones J.P. Morgan Limitada

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OYBJ8GSYT44596

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 20**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - New Zealand Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 21**

- **a. Full name:** J.P. Morgan Alternative Asset Management

- **b. SEC file number:** 008-38613

- **c. CRD number:** 000020989

- **d. LEI, if any:** 54930033JJHPUBPLHG91

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 22**

- **a. Full name:** Security Capital Research & Management Incorporated

- **b. SEC file number:** N/A

- **c. CRD number:** 000106201

- **d. LEI, if any:** N/A

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 23**

- **a. Full name:** J.P. Morgan Asset Management (UK) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000135960

- **d. LEI, if any:** 20FULDKQMC7ZL80LYR79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 24**

- **a. Full name:** Equilend Europe Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800BUOJT8E71MBB36

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 25**

- **a. Full name:** Beijing Equity Investment Development Management Co., LTD.

- **b. SEC file number:** N/A

- **c. CRD number:** 000162933

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 26**

- **a. Full name:** J.P.Morgan Prime Inc.

- **b. SEC file number:** 008-69703

- **c. CRD number:** 000282107

- **d. LEI, if any:** 549300PM7NK3Z8KR6913

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 27**

- **a. Full name:** J.P. Morgan Securities plc - Zurich Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 28**

- **a. Full name:** MTS Markets International, Inc. (2)

- **b. SEC file number:** 008-50451

- **c. CRD number:** 000043875

- **d. LEI, if any:** 213800QOW94YDEADDF52

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 29**

- **a. Full name:** Equilend Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800MQRAFTKJ551M22

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 30**

- **a. Full name:** J.P. MORGAN PRIVATE INVESTMENTS INC.

- **b. SEC file number:** N/A

- **c. CRD number:** 000110186

- **d. LEI, if any:** 549300JJOCEDFCUF5Y75

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 31**

- **a. Full name:** PT J.P. Morgan Sekuritas Indonesia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007LXG64XO75DS75

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 32**

- **a. Full name:** JPMorgan Asset Management (Asia Pacific) Limited (formerly, JF Asset Management Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006DKST2MXVG4R57

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 33**

- **a. Full name:** J.P. Morgan Asset Management (Europe) S.a.r.l.

- **b. SEC file number:** N/A

- **c. CRD number:** 000304190

- **d. LEI, if any:** 549300XWGTGPPNVKZY94

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 34**

- **a. Full name:** J.P. Morgan Corretora de Cambio e Valores Mobiliarios S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493005CBZDLX481ZM09

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 35**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Singapore Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 36**

- **a. Full name:** J.P. Morgan (Suisse) SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** VNJ8GUF91FD6KSMJCG78

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 37**

- **a. Full name:** J.P. Morgan Securities Japan Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006PWI2H6PX25403

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 38**

- **a. Full name:** JF International Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** 000107081

- **d. LEI, if any:** 54930022LDJP2VPX1604

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 39**

- **a. Full name:** J.P. Morgan Securities LLC

- **b. SEC file number:** 008-35008

- **c. CRD number:** 000000079

- **d. LEI, if any:** ZBUT11V806EZRVTWT807

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 40**

- **a. Full name:** Banco J.P. Morgan S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** BMSV765KS3ZUWB7LXV33

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 41**

- **a. Full name:** Equilend Asia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 42**

- **a. Full name:** J.P. Morgan S.A. Distribuidora de Titulos e Valores Mobiliarios

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001LS7J56NZZ3G07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 43**

- **a. Full name:** Equilend Canada Corp

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 44**

- **a. Full name:** J.P. Morgan Securities (Malaysia) Sdn. Bhd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300LKHWFX99UJ3515

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 45**

- **a. Full name:** J.P. Morgan Asset Management Real Assets (Singapore) PTE LTD

- **b. SEC file number:** N/A

- **c. CRD number:** 000166619

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 46**

- **a. Full name:** Bridge Trust Company Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 47**

- **a. Full name:** J.P. Morgan Securities Philippines, Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 48**

- **a. Full name:** J.P. Morgan Securities (Asia Pacific) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 871JPXVZ0Z8I863B6V34

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 49**

- **a. Full name:** J.P. Morgan Broking (Hong Kong) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300UDYFQABX57QF97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 50**

- **a. Full name:** J.P. Morgan Securities Singapore Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** R4JP3Q69EBZT5QTDBY11

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 51**

- **a. Full name:** J.P. Morgan Asset Management (Japan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TNMIIYQ6ZC4520

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 52**

- **a. Full name:** J.P. Morgan Casa de Bolsa, S.A. de C.V., J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300D0VOPDC30K3K08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 53**

- **a. Full name:** LiquidityMatch Technologies LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 54**

- **a. Full name:** J.P. Morgan Securities Australia Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300Z0AVQF0QSFQV15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 55**

- **a. Full name:** Chase Mortgage Trust 2016-1

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 56**

- **a. Full name:** J.P. MORGAN ASSET MANAGEMENT (TAIWAN) LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007XKH607S1KJV92

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 57**

- **a. Full name:** J.P. MORGAN SECURITIES PLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 58**

- **a. Full name:** Equilend Clearing LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 59**

- **a. Full name:** J.P. Morgan Funds (Asia) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930038LF43WPERUD37

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 60**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Mumbai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 61**

- **a. Full name:** J.P. Morgan Securities Asia Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300JC6II4Z5801517

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 62**

- **a. Full name:** J.P. Morgan Funds Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000172045

- **d. LEI, if any:** 549300AV3Y6VMWJUXJ60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 63**

- **a. Full name:** J.P. Morgan Menkul Degerler A.S.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 64**

- **a. Full name:** Chase Mortgage Trust 2016-2

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 65**

- **a. Full name:** Highbridge Capital Management

- **b. SEC file number:** N/A

- **c. CRD number:** 000134776

- **d. LEI, if any:** SK6WG1E6ZYO1H0HHS346

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 66**

- **a. Full name:** Automated Equity Finance Markets, Inc (1)

- **b. SEC file number:** 008-67941

- **c. CRD number:** 000147941

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 67**

- **a. Full name:** Volbroker.Com Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800OZOBI9F5C4QH60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 68**

- **a. Full name:** J.P. Morgan Chase Trading S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 69**

- **a. Full name:** Acadiasoft Inc

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 70**

- **a. Full name:** J.P. Morgan Securities (Thailand) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300DW8IRT0GVC9N77

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 71**

- **a. Full name:** Fx Global Clear

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 72**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - LONDON BRANCH

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 73**

- **a. Full name:** Argencontrol SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 74**

- **a. Full name:** J.P. Morgan Securities plc, Sucursal en Espana

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 75**

- **a. Full name:** J.P. Morgan Securities Canada Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300F310BOLPDDZ813

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 76**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Manila Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 77**

- **a. Full name:** J.P. Morgan Asset Management (Canada) Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TFMOIXJFABEP26

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 78**

- **a. Full name:** J.P. Morgan Equities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300R3H5XXNLWIOY79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 79**

- **a. Full name:** iSwap Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800CHG2XKP74RJQ39

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 80**

- **a. Full name:** J.P. Morgan Institutional Investments Inc.

- **b. SEC file number:** 008-52182

- **c. CRD number:** 000102920

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 81**

- **a. Full name:** J.P. Morgan Broker-Dealer Holdings Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930069AMWJE53ZEK40

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 82**

- **a. Full name:** J.P. Morgan Corredores de Bolsa SpA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 83**

- **a. Full name:** Otcderiv Ltd

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800AJVXMIB2FPEM07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 84**

- **a. Full name:** Banco J.P. Morgan S.A., Institucion de Banca Multiple, J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OA79DKM2EKBT58

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 85**

- **a. Full name:** J.P. MORGAN MARKETS LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493002SLHKGT77FYU25

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 86**

- **a. Full name:** J.P. Morgan India Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493003NTMEZM4AYVW24

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 87**

- **a. Full name:** J.P. Morgan Chase Bank, National Association

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 88**

- **a. Full name:** MTS Spa

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800ZMKPUV1VKLCT69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 89**

- **a. Full name:** J.P. Morgan SE

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300ZK53CNGEEI6A29

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 90**

- **a. Full name:** J.P. Morgan Futures Co., Limited - Shanghai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 91**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited - Seoul Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 92**

- **a. Full name:** Fx Spotstream LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001N6DM40ZPSHW89

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 93**

- **a. Full name:** J.P. Morgan Futures Co., Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 94**

- **a. Full name:** J.P. Morgan Securities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300AC4BZFPGVSDO69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** UBS SECURITIES LLC

- **ii. SEC file number:** 008-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $76,124.73

**Brokers Record: 2**

- **i. Full name of broker:** CITIGROUP GLOBAL MARKETS INC.

- **ii. SEC file number:** 008-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $287,483.02

**Brokers Record: 3**

- **i. Full name of broker:** CREDIT SUISSE SECURITIES (USA) LLC

- **ii. SEC file number:** 008-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $143,976.26

**Brokers Record: 4**

- **i. Full name of broker:** COWEN AND COMPANY, LLC

- **ii. SEC file number:** 008-22522

- **iii. CRD number:** 000007616

- **iv. LEI, if any:** 549300WR155U7DVMIW58

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,440.97

**Brokers Record: 5**

- **i. Full name of broker:** JEFFERIES LLC

- **ii. SEC file number:** 008-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $17,234.22

**Brokers Record: 6**

- **i. Full name of broker:** WELLS FARGO SECURITIES LLC

- **ii. SEC file number:** 008-65876

- **iii. CRD number:** 000126292

- **iv. LEI, if any:** VYVVCKR63DVZZN70PB21

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $119,866.51

**Brokers Record: 7**

- **i. Full name of broker:** GOLDMAN SACHS & CO, LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $30,169.54

**Brokers Record: 8**

- **i. Full name of broker:** BARCLAYS CAPITAL INC.

- **ii. SEC file number:** 008-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $117,887.74

**Brokers Record: 9**

- **i. Full name of broker:** MERRILL LYNCH, PIERCE, FENNER & SMITH INC.

- **ii. SEC file number:** 008-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $188,389.67

**Brokers Record: 10**

- **i. Full name of broker:** MORGAN STANLEY & CO. LLC

- **ii. SEC file number:** 008-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $79,952.66

**Aggregate Commission:** $1,086,508.18

**Item C.17.a. Principal transaction counterparties.**

| Name                        | SEC file number   |   CRD number | LEI   | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J ALEXANDER SECURITIES INC. | 008-23204         |    000007809 | N/A   | CA      | US        | $141,857.88               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $141,857.88

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $16,168,979,462.12

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 2 - Six Circles International Unconstrained Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** Six Circles International Unconstrained Equity Fund

- **b. Series identification number, if any:** S000061647

- **c. LEI:** 549300WMT3LMVD3T9I41

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class                               | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Six Circles International Unconstrained Equity Fund | C000199639                                | CIUEX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** J.P. Morgan Private Investments Inc.

- **ii. SEC file number:** 801-41088

- **iii. CRD number:** 000110186

- **iv. LEI, if any:** 549300JJOCEDFCUF5Y75

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** BLACKROCK INVESTMENT MANAGEMENT, LLC

- **ii. SEC file number:** 801-56972

- **iii. CRD number:** 000108928

- **iv. LEI, if any:** 5493006MRTEZZ4S4CQ20

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. SEC file number:** 084-00896

- **iii. LEI, if any:** N/A

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Intercontinental Exchange, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** BANCO NACIONAL DE MEXICO, SA (BANAMEX) FOR CITIBANK, N.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** HSBC BANK MALAYSIA BERHAD (HBMB) FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), HELSINKI BRANCH

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** BNP PARIBAS SECURITIES SERVICES

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** DEUTSCHE BANK AG, AMSTERDAM BRANCH

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** BANK HANDLOWY W WARSZAWIE SA (BHW) FOR CITIBANK NA

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** CITIBANK, N.A.- JAKARTA BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** DEUTSCHE BANK AG, AMSTERDAM BRANCH

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - SINGAPORE BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** CITIBANK KOREA INC. FOR CITIBANK, N.A.

- **ii. LEI, if any:** 745P3MMS7E8CUVXDRJ82

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** CITIBANK EUROPE PLC, ORGANIZACNI SLOZKA FOR CITIBANK, N.A.

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** HSBC CONTINENTAL EUROPE, GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** F0HUI1NY1AZMJMD8LP67

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** AO CITIBANK FOR CITIBANK, N.A.

- **ii. LEI, if any:** CHSQDSVI1UI96Y2SW097

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** CREDIT SUISSE (SWITZERLAND) LTD.

- **ii. LEI, if any:** 549300CWR0W0BCS9Q144

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** CITIBANK ANONIM SIRKETI FOR CITIBANK, N.A.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** CITIBANK, N.A., MUMBAI BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** HSBC BANK MIDDLE EAST LTD - QATAR BRANCH FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** STANDARD CHARTERED BANK, JOHANNESBURG BRANCH

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** HSBC SAUDI ARABIA AND THE SAUDI BRITISH BANK (SABB) FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** 558600MV09XWUB38H245

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** CITITRUST COLOMBIA S.A., SOCIEDAD FIDUCIARIA FOR CITIBANK, N.A.

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** BNP PARIBAS SECURITIES SERVICES - FRANKFURT BRANCH

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** CITIBANK EUROPE PLC, HUNGARIAN BRANCH OFFICE FOR CITIBANK, N.A.

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** BANCO DE CHILE FOR CITIBANK, N.A.

- **ii. LEI, if any:** 8B4EZFY8IHJC44TT2K84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK

- **ii. LEI, if any:** 549300VGE7QN15BPTZ72

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 27**

- **i. Full name:** MIZUHO BANK LTD.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** DY9DBNI4W8J63Z298033

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** CITIBANK, N.A., SAO PAULO

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** DEUTSCHE BANK AG, AMSTERDAM BRANCH

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** CITIBANK, N.A., ISRAEL BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** HSBC BANK PLC

- **ii. LEI, if any:** MP6I5ZYZBEU3UXPYFY54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** RBC INVESTOR SERVICES TRUST FOR ROYAL BANK OF CANADA (RBC)

- **ii. LEI, if any:** 5493002MUOV04NSPT571

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** SOCIETE GENERALE SUCURSAL EN ESPANA

- **ii. LEI, if any:** O2RNE8IBXP4R0TD8PU41

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** HSBC BANK MIDDLE EAST LIMITED - KUWAIT BRANCH FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** CITIBANK, N.A., BUENOS AIRES BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** EUROCLEAR BK SA NV

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 42**

- **i. Full name:** STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK

- **ii. LEI, if any:** 549300QJEO1B92LSHZ06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** STANDARD CHARTERED BANK (HONG KONG) LIMITED FOR STANDARD CHARTERED BANK

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 44**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), OSLO BRANCH

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 45**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), DANMARK BRANCH

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 46**

- **i. Full name:** STANDARD CHARTERED BANK (PAKISTAN) LIMITED FOR STANDARD CHARTERED BANK

- **ii. LEI, if any:** 549300YTOMKUNPUTB551

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 47**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 48**

- **i. Full name:** CITIBANK, N.A., LONDON BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 49**

- **i. Full name:** CITIBANK, N.A.- CAIRO BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 50**

- **i. Full name:** CITIBANK DEL PERU S.A. FOR CITIBANK, N.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 51**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 52**

- **i. Full name:** HSBC BANK MIDDLE EAST LIMITED - KUWAIT BRANCH FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any, or other identifying number:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** J.P. MORGAN MARKETS LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493002SLHKGT77FYU25

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** J.P. Morgan Funds (Asia) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930038LF43WPERUD37

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 3**

- **a. Full name:** LiquidityMatch LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 4**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - LONDON BRANCH

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 5**

- **a. Full name:** Inversiones J.P. Morgan Limitada

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OYBJ8GSYT44596

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 6**

- **a. Full name:** J.P.Morgan Prime Inc.

- **b. SEC file number:** 008-69703

- **c. CRD number:** 000282107

- **d. LEI, if any:** 549300PM7NK3Z8KR6913

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 7**

- **a. Full name:** J.P. Morgan Securities plc - Zurich Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 8**

- **a. Full name:** JF International Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** 000107081

- **d. LEI, if any:** 54930022LDJP2VPX1604

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 9**

- **a. Full name:** J.P. Morgan Securities Australia Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300Z0AVQF0QSFQV15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 10**

- **a. Full name:** iSwap Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800CHG2XKP74RJQ39

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 11**

- **a. Full name:** J.P. Morgan Securities LLC

- **b. SEC file number:** 008-35008

- **c. CRD number:** 000000079

- **d. LEI, if any:** ZBUT11V806EZRVTWT807

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 12**

- **a. Full name:** J.P. Morgan Securities Asia Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300JC6II4Z5801517

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 13**

- **a. Full name:** Yieldbroker Pty Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300QRJM24CLE17N18

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 14**

- **a. Full name:** Volbroker.Com Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800OZOBI9F5C4QH60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 15**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Mumbai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 16**

- **a. Full name:** Highbridge Capital Management

- **b. SEC file number:** N/A

- **c. CRD number:** 000134776

- **d. LEI, if any:** SK6WG1E6ZYO1H0HHS346

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 17**

- **a. Full name:** J.P. Morgan S.A. Distribuidora de Titulos e Valores Mobiliarios

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001LS7J56NZZ3G07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 18**

- **a. Full name:** J.P. Morgan Asset Management (Singapore) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930044NM2YHCOS4R30

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 19**

- **a. Full name:** Argencontrol SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 20**

- **a. Full name:** J.P. Morgan Funds Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000172045

- **d. LEI, if any:** 549300AV3Y6VMWJUXJ60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 21**

- **a. Full name:** Chase Mortgage Trust 2016-1

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 22**

- **a. Full name:** J.P. Morgan Securities plc, Sucursal en Espana

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 23**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - New Zealand Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 24**

- **a. Full name:** J.P. Morgan Securities Singapore Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** R4JP3Q69EBZT5QTDBY11

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 25**

- **a. Full name:** J.P. MORGAN ASSET MANAGEMENT (TAIWAN) LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007XKH607S1KJV92

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 26**

- **a. Full name:** MTS Spa

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800ZMKPUV1VKLCT69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 27**

- **a. Full name:** Fx Spotstream LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001N6DM40ZPSHW89

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 28**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited - Seoul Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 29**

- **a. Full name:** J.P. Morgan Asset Management Real Assets (Singapore) PTE LTD

- **b. SEC file number:** N/A

- **c. CRD number:** 000166619

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 30**

- **a. Full name:** J.P. Morgan Securities plc - Frankfurt Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 31**

- **a. Full name:** J.P. Morgan Broking (Hong Kong) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300UDYFQABX57QF97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 32**

- **a. Full name:** J.P. Morgan Casa de Bolsa, S.A. de C.V., J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300D0VOPDC30K3K08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 33**

- **a. Full name:** J.P. Morgan Futures Co., Limited - Shanghai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 34**

- **a. Full name:** JPB-X (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 35**

- **a. Full name:** J.P. Morgan Distribution Services, Inc.

- **b. SEC file number:** 008-52700

- **c. CRD number:** 000104234

- **d. LEI, if any:** N/A

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 36**

- **a. Full name:** J.P. Morgan India Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493003NTMEZM4AYVW24

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 37**

- **a. Full name:** J.P. Morgan Chase Bank Berhad

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300J3OSVP1WT8DW93

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 38**

- **a. Full name:** J.P. Morgan Securities (Asia Pacific) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 871JPXVZ0Z8I863B6V34

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 39**

- **a. Full name:** Equilend Europe Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800BUOJT8E71MBB36

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 40**

- **a. Full name:** J.P. Morgan Securities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300AC4BZFPGVSDO69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 41**

- **a. Full name:** J.P. MORGAN PRIVATE INVESTMENTS INC.

- **b. SEC file number:** N/A

- **c. CRD number:** 000110186

- **d. LEI, if any:** 549300JJOCEDFCUF5Y75

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 42**

- **a. Full name:** J.P. Morgan Australia Pty Limited (formerly, J.P. Morgan Australia Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300SFYOCEFSJJLX08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 43**

- **a. Full name:** Otcderiv Ltd

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800AJVXMIB2FPEM07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 44**

- **a. Full name:** J.P. Morgan Alternative Asset Management

- **b. SEC file number:** 008-38613

- **c. CRD number:** 000020989

- **d. LEI, if any:** 54930033JJHPUBPLHG91

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 45**

- **a. Full name:** J.P. Morgan Asset Management (UK) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000135960

- **d. LEI, if any:** 20FULDKQMC7ZL80LYR79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 46**

- **a. Full name:** J.P. Morgan Equities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300R3H5XXNLWIOY79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 47**

- **a. Full name:** JPMorgan JPM-X ATS (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 48**

- **a. Full name:** J.P. Morgan Corretora de Cambio e Valores Mobiliarios S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493005CBZDLX481ZM09

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 49**

- **a. Full name:** CB "J.P. Morgan Bank International" (LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300B831LSRSI6RA15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 50**

- **a. Full name:** Chase Mortgage Trust 2016-2

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 51**

- **a. Full name:** J.P. Morgan Securities Canada Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300F310BOLPDDZ813

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 52**

- **a. Full name:** J.P. Morgan (Suisse) SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** VNJ8GUF91FD6KSMJCG78

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 53**

- **a. Full name:** Equilend Holdings LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 54**

- **a. Full name:** J.P. MORGAN SECURITIES PLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 55**

- **a. Full name:** Equilend Asia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 56**

- **a. Full name:** Equilend Clearing LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 57**

- **a. Full name:** J.P. Morgan Broker-Dealer Holdings Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930069AMWJE53ZEK40

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 58**

- **a. Full name:** J.P. Morgan SE

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300ZK53CNGEEI6A29

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 59**

- **a. Full name:** Fx Global Clear

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 60**

- **a. Full name:** Bridge Trust Company Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 61**

- **a. Full name:** iSwap US Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 62**

- **a. Full name:** Banco J.P. Morgan S.A., Institucion de Banca Multiple, J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OA79DKM2EKBT58

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 63**

- **a. Full name:** J.P. Morgan Asset Management (Japan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TNMIIYQ6ZC4520

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 64**

- **a. Full name:** J.P. Morgan Securities (Malaysia) Sdn. Bhd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300LKHWFX99UJ3515

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 65**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 66**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Manila Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 67**

- **a. Full name:** J.P. Morgan Institutional Investments Inc.

- **b. SEC file number:** 008-52182

- **c. CRD number:** 000102920

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 68**

- **a. Full name:** Bear Stearns Asset Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 69**

- **a. Full name:** Banco J.P. Morgan S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** BMSV765KS3ZUWB7LXV33

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 70**

- **a. Full name:** Security Capital Research & Management Incorporated

- **b. SEC file number:** N/A

- **c. CRD number:** 000106201

- **d. LEI, if any:** N/A

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 71**

- **a. Full name:** Beijing Equity Investment Development Management Co., LTD.

- **b. SEC file number:** N/A

- **c. CRD number:** 000162933

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 72**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Singapore Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 73**

- **a. Full name:** EquiLend LLC

- **b. SEC file number:** 008-53738

- **c. CRD number:** 000119107

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 74**

- **a. Full name:** Automated Equity Finance Markets, Inc (1)

- **b. SEC file number:** 008-67941

- **c. CRD number:** 000147941

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 75**

- **a. Full name:** J.P. Morgan Asset Management (Europe) S.a.r.l.

- **b. SEC file number:** N/A

- **c. CRD number:** 000304190

- **d. LEI, if any:** 549300XWGTGPPNVKZY94

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 76**

- **a. Full name:** J.P. Morgan Asset Management (Canada) Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TFMOIXJFABEP26

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 77**

- **a. Full name:** Acadiasoft Inc

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 78**

- **a. Full name:** J.P. Morgan Chase Bank, National Association

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 79**

- **a. Full name:** MTS Markets International, Inc. (2)

- **b. SEC file number:** 008-50451

- **c. CRD number:** 000043875

- **d. LEI, if any:** 213800QOW94YDEADDF52

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 80**

- **a. Full name:** Equilend Canada Corp

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 81**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - Hong Kong

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 82**

- **a. Full name:** Ice US Holding Company L.P. (formerly, Ice Clear Credit LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** T33OE4AS4QXXS2TT7X50

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 83**

- **a. Full name:** J.P. Morgan Chase Trading S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 84**

- **a. Full name:** J.P. Morgan Securities Philippines, Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 85**

- **a. Full name:** J.P. Morgan Securities Japan Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006PWI2H6PX25403

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 86**

- **a. Full name:** PT J.P. Morgan Sekuritas Indonesia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007LXG64XO75DS75

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 87**

- **a. Full name:** LiquidityMatch Technologies LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 88**

- **a. Full name:** JPMorgan Asset Management (Asia Pacific) Limited (formerly, JF Asset Management Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006DKST2MXVG4R57

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 89**

- **a. Full name:** Equilend Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800MQRAFTKJ551M22

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 90**

- **a. Full name:** J.P. Morgan Futures Co., Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 91**

- **a. Full name:** J.P. Morgan Securities (Thailand) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300DW8IRT0GVC9N77

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 92**

- **a. Full name:** J.P. Morgan Menkul Degerler A.S.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 93**

- **a. Full name:** J.P. Morgan Corredores de Bolsa SpA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 94**

- **a. Full name:** J.P. Morgan Securities (Taiwan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300411SG58OR0YJ50

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** ROYAL BANK OF CANADA

- **ii. SEC file number:** N/A

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **vii. Gross commissions paid by the Fund for the reporting period:** $109,269.42

**Brokers Record: 2**

- **i. Full name of broker:** GOLDMAN SACHS & CO, LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $416,880.89

**Brokers Record: 3**

- **i. Full name of broker:** BARCLAYS CAPITAL INC.

- **ii. SEC file number:** 008-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $273,648.56

**Brokers Record: 4**

- **i. Full name of broker:** CREDIT SUISSE SECURITIES (USA) LLC

- **ii. SEC file number:** 008-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $336,707.24

**Brokers Record: 5**

- **i. Full name of broker:** REDBURN (USA) LLC

- **ii. SEC file number:** 008-67320

- **iii. CRD number:** 000140564

- **iv. LEI, if any:** 213800TYRTQILMQQLV79

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $237,909.07

**Brokers Record: 6**

- **i. Full name of broker:** CITIGROUP GLOBAL MARKETS INC.

- **ii. SEC file number:** 008-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $520,302.06

**Brokers Record: 7**

- **i. Full name of broker:** MERRILL LYNCH, PIERCE, FENNER & SMITH INC.

- **ii. SEC file number:** 008-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $162,699.60

**Brokers Record: 8**

- **i. Full name of broker:** JEFFERIES LLC

- **ii. SEC file number:** 008-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $163,716.40

**Brokers Record: 9**

- **i. Full name of broker:** MORGAN STANLEY & CO. LLC

- **ii. SEC file number:** 008-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $280,759.88

**Brokers Record: 10**

- **i. Full name of broker:** INSTINET, LLC

- **ii. SEC file number:** 008-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $357,666.02

**Aggregate Commission:** $3,313,747.52

**Item C.17.a. Principal transaction counterparties.**

| Name                               | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| CITIGROUP GLOBAL MARKETS INC.      | 008-08177         |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $15.89                    |
| UBS SECURITIES LLC                 | 008-22651         |    000007654 | T6FIZBDPKLYJKFCRVK44 | NY      | US        | $54.02                    |
| MORGAN STANLEY & CO. LLC           | 008-15869         |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $11.55                    |
| GOLDMAN SACHS & CO, LLC            | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $35.49                    |
| BROWN BROTHERS HARRIMAN & CO.      | 008-69731         |    000282732 | 5493006KMX1VFTPYPW14 | NY      | US        | $0.01                     |
| CREDIT SUISSE SECURITIES (USA) LLC | 008-00422         |    000000816 | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $56.84                    |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $173.80

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $12,121,929,396.88

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 3 - Six Circles Ultra Short Duration Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** Six Circles Ultra Short Duration Fund

- **b. Series identification number, if any:** S000061650

- **c. LEI:** 549300S8JT7W7MNUHF13

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class                 | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Six Circles Ultra Short Duration Fund | C000199642                                | CUSDX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 10f-3 (17 CFR 270.10f-3)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** J.P. Morgan Private Investments Inc.

- **ii. SEC file number:** 801-41088

- **iii. CRD number:** 000110186

- **iv. LEI, if any:** 549300JJOCEDFCUF5Y75

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** GOLDMAN SACHS ASSET MANAGEMENT, L.P.

- **ii. SEC file number:** 801-37591

- **iii. CRD number:** 000107738

- **iv. LEI, if any:** CF5M58QA35CFPUX70H17

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** BLACKROCK INVESTMENT MANAGEMENT, LLC

- **ii. SEC file number:** 801-56972

- **iii. CRD number:** 000108928

- **iv. LEI, if any:** 5493006MRTEZZ4S4CQ20

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 3**

- **i. Full name:** PACIFIC INVESTMENT MANAGEMENT COMPANY LLC

- **ii. SEC file number:** 801-48187

- **iii. CRD number:** 000104559

- **iv. LEI, if any:** 549300KGPYQZXGMYYN38

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. SEC file number:** 084-00896

- **iii. LEI, if any:** N/A

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LCH Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** F226TOH6YD6XJB17KS62

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Intercontinental Exchange, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Pricing Direct Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** Bank of America Corp.

- **ii. LEI, if any, or provide and describe other identifying number:** 9DJT3UXIJIZJI4WXO774

- **iii. State, if applicable:** NC

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** Bloomberg Professional Services

- **ii. LEI, if any, or provide and describe other identifying number:** 5493001KJTIIGC8Y1R12

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** IHS Markit Group Holdings Limited

- **ii. LEI, if any, or provide and describe other identifying number:** 2138005LTLTVZ4WMEX25

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** DEUTSCHE BANK AG, AMSTERDAM BRANCH

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** DEUTSCHE BANK AG, AMSTERDAM BRANCH

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), HELSINKI BRANCH

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), OSLO BRANCH

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** CITIBANK EUROPE PLC, HUNGARIAN BRANCH OFFICE FOR CITIBANK, N.A.

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 7**

- **i. Full name:** EUROCLEAR BK SA NV

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 8**

- **i. Full name:** STANDARD CHARTERED BANK (HONG KONG) LIMITED FOR STANDARD CHARTERED BANK

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** STANDARD CHARTERED BANK KENYA LIMITED FOR STANDARD CHARTERED BANK

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** DEUTSCHE BANK AG, AMSTERDAM BRANCH

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** SOCIETE GENERALE SUCURSAL EN ESPANA

- **ii. LEI, if any:** O2RNE8IBXP4R0TD8PU41

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** MIZUHO BANK LTD.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** CITIBANK, N.A., SAO PAULO

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** CITIBANK EUROPE PLC, DUBLIN, SUCURSALA ROMANIA FOR CITIBANK N.A.

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** BANCO DE CHILE FOR CITIBANK, N.A.

- **ii. LEI, if any:** 8B4EZFY8IHJC44TT2K84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** BNP PARIBAS SECURITIES SERVICES - FRANKFURT BRANCH

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** RBC INVESTOR SERVICES TRUST FOR ROYAL BANK OF CANADA (RBC)

- **ii. LEI, if any:** 5493002MUOV04NSPT571

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** CITITRUST COLOMBIA S.A., SOCIEDAD FIDUCIARIA FOR CITIBANK, N.A.

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** CITIBANK ANONIM SIRKETI FOR CITIBANK, N.A.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** BNP PARIBAS SECURITIES SERVICES

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** CITIBANK, N.A.- JAKARTA BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** BANCO ITAU URUGUAY S.A. FOR BANCO ITAU URUGUAY S.A. AND ITAU UNIBANCO S.A.

- **ii. LEI, if any:** 549300HU8OQS1VTVXN55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** HSBC BANK PLC

- **ii. LEI, if any:** MP6I5ZYZBEU3UXPYFY54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** CREDIT SUISSE (SWITZERLAND) LTD.

- **ii. LEI, if any:** 549300CWR0W0BCS9Q144

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** STANDARD CHARTERED BANK, JOHANNESBURG BRANCH

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** DY9DBNI4W8J63Z298033

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** BANCO NACIONAL DE MEXICO, SA (BANAMEX) FOR CITIBANK, N.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** CITIBANK DEL PERU S.A. FOR CITIBANK, N.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** CITIBANK, N.A., ISRAEL BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - SINGAPORE BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** BANK HANDLOWY W WARSZAWIE SA (BHW) FOR CITIBANK NA

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** HSBC BANK MALAYSIA BERHAD (HBMB) FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** CITIBANK KOREA INC. FOR CITIBANK, N.A.

- **ii. LEI, if any:** 745P3MMS7E8CUVXDRJ82

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** AO CITIBANK FOR CITIBANK, N.A.

- **ii. LEI, if any:** CHSQDSVI1UI96Y2SW097

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), DANMARK BRANCH

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** CITIBANK, N.A., LONDON BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any, or other identifying number:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** J.P. Morgan Australia Pty Limited (formerly, J.P. Morgan Australia Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300SFYOCEFSJJLX08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** J.P. Morgan Securities plc - Zurich Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 3**

- **a. Full name:** J.P. Morgan Securities Singapore Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** R4JP3Q69EBZT5QTDBY11

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 4**

- **a. Full name:** J.P. Morgan Securities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300AC4BZFPGVSDO69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 5**

- **a. Full name:** Equilend Holdings LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 6**

- **a. Full name:** Volbroker.Com Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800OZOBI9F5C4QH60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 7**

- **a. Full name:** MTS Markets International, Inc. (2)

- **b. SEC file number:** 008-50451

- **c. CRD number:** 000043875

- **d. LEI, if any:** 213800QOW94YDEADDF52

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 8**

- **a. Full name:** J.P. Morgan Securities (Taiwan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300411SG58OR0YJ50

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 9**

- **a. Full name:** J.P. Morgan Corretora de Cambio e Valores Mobiliarios S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493005CBZDLX481ZM09

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 10**

- **a. Full name:** PT J.P. Morgan Sekuritas Indonesia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007LXG64XO75DS75

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 11**

- **a. Full name:** Highbridge Capital Management

- **b. SEC file number:** N/A

- **c. CRD number:** 000134776

- **d. LEI, if any:** SK6WG1E6ZYO1H0HHS346

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 12**

- **a. Full name:** Equilend Canada Corp

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 13**

- **a. Full name:** J.P. Morgan Broking (Hong Kong) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300UDYFQABX57QF97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 14**

- **a. Full name:** Banco J.P. Morgan S.A., Institucion de Banca Multiple, J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OA79DKM2EKBT58

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 15**

- **a. Full name:** EquiLend LLC

- **b. SEC file number:** 008-53738

- **c. CRD number:** 000119107

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 16**

- **a. Full name:** J.P. Morgan Asset Management (Singapore) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930044NM2YHCOS4R30

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 17**

- **a. Full name:** Chase Mortgage Trust 2016-1

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 18**

- **a. Full name:** J.P. Morgan Securities LLC

- **b. SEC file number:** 008-35008

- **c. CRD number:** 000000079

- **d. LEI, if any:** ZBUT11V806EZRVTWT807

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 19**

- **a. Full name:** J.P. Morgan Securities (Malaysia) Sdn. Bhd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300LKHWFX99UJ3515

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 20**

- **a. Full name:** Equilend Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800MQRAFTKJ551M22

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 21**

- **a. Full name:** J.P. Morgan Asset Management (Europe) S.a.r.l.

- **b. SEC file number:** N/A

- **c. CRD number:** 000304190

- **d. LEI, if any:** 549300XWGTGPPNVKZY94

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 22**

- **a. Full name:** J.P. Morgan Corredores de Bolsa SpA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 23**

- **a. Full name:** JPMorgan JPM-X ATS (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 24**

- **a. Full name:** J.P. Morgan Securities Asia Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300JC6II4Z5801517

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 25**

- **a. Full name:** Fx Spotstream LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001N6DM40ZPSHW89

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 26**

- **a. Full name:** J.P. Morgan Alternative Asset Management

- **b. SEC file number:** 008-38613

- **c. CRD number:** 000020989

- **d. LEI, if any:** 54930033JJHPUBPLHG91

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 27**

- **a. Full name:** J.P. Morgan Securities Japan Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006PWI2H6PX25403

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 28**

- **a. Full name:** iSwap Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800CHG2XKP74RJQ39

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 29**

- **a. Full name:** J.P. Morgan SE

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300ZK53CNGEEI6A29

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 30**

- **a. Full name:** J.P. MORGAN PRIVATE INVESTMENTS INC.

- **b. SEC file number:** N/A

- **c. CRD number:** 000110186

- **d. LEI, if any:** 549300JJOCEDFCUF5Y75

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 31**

- **a. Full name:** J.P. Morgan Futures Co., Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 32**

- **a. Full name:** J.P. Morgan Securities Australia Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300Z0AVQF0QSFQV15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 33**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - LONDON BRANCH

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 34**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Mumbai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 35**

- **a. Full name:** Acadiasoft Inc

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 36**

- **a. Full name:** J.P. Morgan Chase Bank Berhad

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300J3OSVP1WT8DW93

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 37**

- **a. Full name:** Ice US Holding Company L.P. (formerly, Ice Clear Credit LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** T33OE4AS4QXXS2TT7X50

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 38**

- **a. Full name:** Yieldbroker Pty Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300QRJM24CLE17N18

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 39**

- **a. Full name:** J.P. Morgan Securities plc, Sucursal en Espana

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 40**

- **a. Full name:** Argencontrol SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 41**

- **a. Full name:** J.P. Morgan Menkul Degerler A.S.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 42**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 43**

- **a. Full name:** J.P. Morgan Chase Bank, National Association

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 44**

- **a. Full name:** LiquidityMatch Technologies LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 45**

- **a. Full name:** J.P. Morgan Equities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300R3H5XXNLWIOY79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 46**

- **a. Full name:** J.P. Morgan India Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493003NTMEZM4AYVW24

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 47**

- **a. Full name:** JPMorgan Asset Management (Asia Pacific) Limited (formerly, JF Asset Management Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006DKST2MXVG4R57

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 48**

- **a. Full name:** J.P. Morgan Broker-Dealer Holdings Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930069AMWJE53ZEK40

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 49**

- **a. Full name:** J.P. Morgan Futures Co., Limited - Shanghai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 50**

- **a. Full name:** J.P. MORGAN SECURITIES PLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 51**

- **a. Full name:** J.P. Morgan Securities Philippines, Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 52**

- **a. Full name:** Beijing Equity Investment Development Management Co., LTD.

- **b. SEC file number:** N/A

- **c. CRD number:** 000162933

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 53**

- **a. Full name:** Automated Equity Finance Markets, Inc (1)

- **b. SEC file number:** 008-67941

- **c. CRD number:** 000147941

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 54**

- **a. Full name:** J.P. Morgan Asset Management (Canada) Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TFMOIXJFABEP26

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 55**

- **a. Full name:** J.P.Morgan Prime Inc.

- **b. SEC file number:** 008-69703

- **c. CRD number:** 000282107

- **d. LEI, if any:** 549300PM7NK3Z8KR6913

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 56**

- **a. Full name:** JF International Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** 000107081

- **d. LEI, if any:** 54930022LDJP2VPX1604

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 57**

- **a. Full name:** J.P. Morgan Casa de Bolsa, S.A. de C.V., J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300D0VOPDC30K3K08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 58**

- **a. Full name:** Otcderiv Ltd

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800AJVXMIB2FPEM07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 59**

- **a. Full name:** J.P. Morgan Asset Management Real Assets (Singapore) PTE LTD

- **b. SEC file number:** N/A

- **c. CRD number:** 000166619

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 60**

- **a. Full name:** Banco J.P. Morgan S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** BMSV765KS3ZUWB7LXV33

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 61**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Manila Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 62**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - New Zealand Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 63**

- **a. Full name:** iSwap US Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 64**

- **a. Full name:** Equilend Europe Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800BUOJT8E71MBB36

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 65**

- **a. Full name:** J.P. MORGAN ASSET MANAGEMENT (TAIWAN) LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007XKH607S1KJV92

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 66**

- **a. Full name:** J.P. Morgan Securities plc - Frankfurt Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 67**

- **a. Full name:** Bridge Trust Company Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 68**

- **a. Full name:** CB "J.P. Morgan Bank International" (LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300B831LSRSI6RA15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 69**

- **a. Full name:** JPB-X (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 70**

- **a. Full name:** J.P. Morgan Funds (Asia) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930038LF43WPERUD37

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 71**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited - Seoul Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 72**

- **a. Full name:** J.P. MORGAN MARKETS LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493002SLHKGT77FYU25

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 73**

- **a. Full name:** J.P. Morgan Asset Management (UK) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000135960

- **d. LEI, if any:** 20FULDKQMC7ZL80LYR79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 74**

- **a. Full name:** J.P. Morgan Securities Canada Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300F310BOLPDDZ813

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 75**

- **a. Full name:** Bear Stearns Asset Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 76**

- **a. Full name:** MTS Spa

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800ZMKPUV1VKLCT69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 77**

- **a. Full name:** Equilend Asia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 78**

- **a. Full name:** Chase Mortgage Trust 2016-2

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 79**

- **a. Full name:** J.P. Morgan Distribution Services, Inc.

- **b. SEC file number:** 008-52700

- **c. CRD number:** 000104234

- **d. LEI, if any:** N/A

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 80**

- **a. Full name:** Equilend Clearing LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 81**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - Hong Kong

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 82**

- **a. Full name:** J.P. Morgan (Suisse) SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** VNJ8GUF91FD6KSMJCG78

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 83**

- **a. Full name:** J.P. Morgan Chase Trading S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 84**

- **a. Full name:** LiquidityMatch LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 85**

- **a. Full name:** J.P. Morgan Securities (Thailand) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300DW8IRT0GVC9N77

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 86**

- **a. Full name:** J.P. Morgan Asset Management (Japan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TNMIIYQ6ZC4520

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 87**

- **a. Full name:** J.P. Morgan Institutional Investments Inc.

- **b. SEC file number:** 008-52182

- **c. CRD number:** 000102920

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 88**

- **a. Full name:** Fx Global Clear

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 89**

- **a. Full name:** J.P. Morgan Securities (Asia Pacific) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 871JPXVZ0Z8I863B6V34

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 90**

- **a. Full name:** J.P. Morgan S.A. Distribuidora de Titulos e Valores Mobiliarios

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001LS7J56NZZ3G07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 91**

- **a. Full name:** Inversiones J.P. Morgan Limitada

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OYBJ8GSYT44596

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 92**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Singapore Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 93**

- **a. Full name:** Security Capital Research & Management Incorporated

- **b. SEC file number:** N/A

- **c. CRD number:** 000106201

- **d. LEI, if any:** N/A

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 94**

- **a. Full name:** J.P. Morgan Funds Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000172045

- **d. LEI, if any:** 549300AV3Y6VMWJUXJ60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $71.00

**Aggregate Commission:** $71.00

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| GOLDMAN SACHS & CO, LLC                    | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $177,594,249.66           |
| MORGAN STANLEY & CO. LLC                   | 008-15869         |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $161,270,529.62           |
| BNP PARIBAS SECURITIES CORP.               | 008-32682         |    000015794 | RCNB6OTYUAMMP879YW96 | NY      | US        | $998,953,707.60           |
| BNY MELLON CAPITAL MARKETS, LLC            | 008-35255         |    000017454 | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $177,786,681.36           |
| WELLS FARGO SECURITIES LLC                 | 008-65876         |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $34,463,379.58            |
| BARCLAYS CAPITAL INC.                      | 008-41342         |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $35,060,150.57            |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INC. | 008-07221         |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $326,323,187.35           |
| CITIGROUP GLOBAL MARKETS INC.              | 008-08177         |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $275,316,764.66           |
| J ALEXANDER SECURITIES INC.                | 008-23204         |    000007809 | N/A                  | CA      | US        | $30,921,805.67            |
| NOMURA HOLDINGS INC.                       | N/A               |    000110814 | 549300B3CEAHYG7K8164 |  |  | $33,385,830.13            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,465,436,158.48

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $599,255,552.72

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 4 - Six Circles Tax Aware Ultra Short Duration Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** Six Circles Tax Aware Ultra Short Duration Fund

- **b. Series identification number, if any:** S000061648

- **c. LEI:** 549300JM9VEQKW8WTZ21

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class                           | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Six Circles Tax Aware Ultra Short Duration Fund | C000199640                                | CUTAX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** J.P. Morgan Private Investments Inc.

- **ii. SEC file number:** 801-41088

- **iii. CRD number:** 000110186

- **iv. LEI, if any:** 549300JJOCEDFCUF5Y75

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** GOLDMAN SACHS ASSET MANAGEMENT, L.P.

- **ii. SEC file number:** 801-37591

- **iii. CRD number:** 000107738

- **iv. LEI, if any:** CF5M58QA35CFPUX70H17

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** INSIGHT NORTH AMERICA LLC

- **ii. SEC file number:** 801-69964

- **iii. CRD number:** 000145995

- **iv. LEI, if any:** 213800YYX7MQCCEN9439

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 3**

- **i. Full name:** PACIFIC INVESTMENT MANAGEMENT COMPANY LLC

- **ii. SEC file number:** 801-48187

- **iii. CRD number:** 000104559

- **iv. LEI, if any:** 549300KGPYQZXGMYYN38

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. SEC file number:** 084-00896

- **iii. LEI, if any:** N/A

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Intercontinental Exchange, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bank of America Corp.

- **ii. LEI, if any, or provide and describe other identifying number:** 9DJT3UXIJIZJI4WXO774

- **iii. State, if applicable:** NC

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Group Holdings Limited

- **ii. LEI, if any, or provide and describe other identifying number:** 2138005LTLTVZ4WMEX25

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** LCH Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** F226TOH6YD6XJB17KS62

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** Pricing Direct Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 7**

- **i. Full name:** Bloomberg Professional Services

- **ii. LEI, if any, or provide and describe other identifying number:** 5493001KJTIIGC8Y1R12

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** CREDIT SUISSE (SWITZERLAND) LTD.

- **ii. LEI, if any:** 549300CWR0W0BCS9Q144

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** SOCIETE GENERALE SUCURSAL EN ESPANA

- **ii. LEI, if any:** O2RNE8IBXP4R0TD8PU41

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** MIZUHO BANK LTD.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** CITIBANK, N.A., LONDON BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** CITIBANK DEL PERU S.A. FOR CITIBANK, N.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** CITITRUST COLOMBIA S.A., SOCIEDAD FIDUCIARIA FOR CITIBANK, N.A.

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** CITIBANK EUROPE PLC, DUBLIN, SUCURSALA ROMANIA FOR CITIBANK N.A.

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** HSBC BANK MALAYSIA BERHAD (HBMB) FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** BNP PARIBAS SECURITIES SERVICES - FRANKFURT BRANCH

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** DEUTSCHE BANK AG, AMSTERDAM BRANCH

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** HSBC BANK PLC

- **ii. LEI, if any:** MP6I5ZYZBEU3UXPYFY54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** DEUTSCHE BANK AG, AMSTERDAM BRANCH

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** RBC INVESTOR SERVICES TRUST FOR ROYAL BANK OF CANADA (RBC)

- **ii. LEI, if any:** 5493002MUOV04NSPT571

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** BANCO ITAU URUGUAY S.A. FOR BANCO ITAU URUGUAY S.A. AND ITAU UNIBANCO S.A.

- **ii. LEI, if any:** 549300HU8OQS1VTVXN55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** EUROCLEAR BK SA NV

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 17**

- **i. Full name:** HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** DY9DBNI4W8J63Z298033

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** CITIBANK, N.A., ISRAEL BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** CITIBANK, N.A.- JAKARTA BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - SINGAPORE BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** STANDARD CHARTERED BANK (HONG KONG) LIMITED FOR STANDARD CHARTERED BANK

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** STANDARD CHARTERED BANK KENYA LIMITED FOR STANDARD CHARTERED BANK

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 27**

- **i. Full name:** CITIBANK, N.A., SAO PAULO

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), OSLO BRANCH

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** STANDARD CHARTERED BANK, JOHANNESBURG BRANCH

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), DANMARK BRANCH

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), HELSINKI BRANCH

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** BANCO NACIONAL DE MEXICO, SA (BANAMEX) FOR CITIBANK, N.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** BNP PARIBAS SECURITIES SERVICES

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** CITIBANK KOREA INC. FOR CITIBANK, N.A.

- **ii. LEI, if any:** 745P3MMS7E8CUVXDRJ82

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** CITIBANK ANONIM SIRKETI FOR CITIBANK, N.A.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** DEUTSCHE BANK AG, AMSTERDAM BRANCH

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** BANCO DE CHILE FOR CITIBANK, N.A.

- **ii. LEI, if any:** 8B4EZFY8IHJC44TT2K84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** CITIBANK EUROPE PLC, HUNGARIAN BRANCH OFFICE FOR CITIBANK, N.A.

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** BANK HANDLOWY W WARSZAWIE SA (BHW) FOR CITIBANK NA

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** AO CITIBANK FOR CITIBANK, N.A.

- **ii. LEI, if any:** CHSQDSVI1UI96Y2SW097

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any, or other identifying number:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Singapore Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** Otcderiv Ltd

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800AJVXMIB2FPEM07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 3**

- **a. Full name:** Yieldbroker Pty Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300QRJM24CLE17N18

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 4**

- **a. Full name:** iSwap US Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 5**

- **a. Full name:** Equilend Asia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 6**

- **a. Full name:** J.P. Morgan Asset Management (Europe) S.a.r.l.

- **b. SEC file number:** N/A

- **c. CRD number:** 000304190

- **d. LEI, if any:** 549300XWGTGPPNVKZY94

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 7**

- **a. Full name:** J.P. Morgan Futures Co., Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 8**

- **a. Full name:** J.P. Morgan Menkul Degerler A.S.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 9**

- **a. Full name:** Equilend Canada Corp

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 10**

- **a. Full name:** J.P. Morgan Alternative Asset Management

- **b. SEC file number:** 008-38613

- **c. CRD number:** 000020989

- **d. LEI, if any:** 54930033JJHPUBPLHG91

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 11**

- **a. Full name:** J.P. Morgan Asset Management (UK) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000135960

- **d. LEI, if any:** 20FULDKQMC7ZL80LYR79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 12**

- **a. Full name:** MTS Spa

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800ZMKPUV1VKLCT69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 13**

- **a. Full name:** J.P. Morgan India Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493003NTMEZM4AYVW24

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 14**

- **a. Full name:** J.P.Morgan Prime Inc.

- **b. SEC file number:** 008-69703

- **c. CRD number:** 000282107

- **d. LEI, if any:** 549300PM7NK3Z8KR6913

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 15**

- **a. Full name:** J.P. MORGAN SECURITIES PLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 16**

- **a. Full name:** Equilend Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800MQRAFTKJ551M22

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 17**

- **a. Full name:** JPMorgan JPM-X ATS (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 18**

- **a. Full name:** J.P. Morgan Securities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300AC4BZFPGVSDO69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 19**

- **a. Full name:** Automated Equity Finance Markets, Inc (1)

- **b. SEC file number:** 008-67941

- **c. CRD number:** 000147941

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 20**

- **a. Full name:** iSwap Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800CHG2XKP74RJQ39

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 21**

- **a. Full name:** J.P. Morgan S.A. Distribuidora de Titulos e Valores Mobiliarios

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001LS7J56NZZ3G07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 22**

- **a. Full name:** J.P. Morgan Securities Australia Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300Z0AVQF0QSFQV15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 23**

- **a. Full name:** J.P. Morgan Securities (Malaysia) Sdn. Bhd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300LKHWFX99UJ3515

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 24**

- **a. Full name:** J.P. Morgan Securities (Thailand) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300DW8IRT0GVC9N77

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 25**

- **a. Full name:** J.P. Morgan Securities Japan Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006PWI2H6PX25403

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 26**

- **a. Full name:** J.P. Morgan Futures Co., Limited - Shanghai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 27**

- **a. Full name:** Beijing Equity Investment Development Management Co., LTD.

- **b. SEC file number:** N/A

- **c. CRD number:** 000162933

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 28**

- **a. Full name:** J.P. Morgan SE

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300ZK53CNGEEI6A29

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 29**

- **a. Full name:** J.P. Morgan Securities Philippines, Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 30**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited - Seoul Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 31**

- **a. Full name:** Ice US Holding Company L.P. (formerly, Ice Clear Credit LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** T33OE4AS4QXXS2TT7X50

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 32**

- **a. Full name:** Volbroker.Com Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800OZOBI9F5C4QH60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 33**

- **a. Full name:** Acadiasoft Inc

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 34**

- **a. Full name:** CB "J.P. Morgan Bank International" (LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300B831LSRSI6RA15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 35**

- **a. Full name:** Banco J.P. Morgan S.A., Institucion de Banca Multiple, J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OA79DKM2EKBT58

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 36**

- **a. Full name:** J.P. Morgan Chase Trading S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 37**

- **a. Full name:** J.P. Morgan Securities Asia Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300JC6II4Z5801517

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 38**

- **a. Full name:** Chase Mortgage Trust 2016-1

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 39**

- **a. Full name:** Security Capital Research & Management Incorporated

- **b. SEC file number:** N/A

- **c. CRD number:** 000106201

- **d. LEI, if any:** N/A

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 40**

- **a. Full name:** Equilend Holdings LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 41**

- **a. Full name:** Fx Spotstream LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001N6DM40ZPSHW89

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 42**

- **a. Full name:** J.P. Morgan Securities (Asia Pacific) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 871JPXVZ0Z8I863B6V34

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 43**

- **a. Full name:** J.P. MORGAN ASSET MANAGEMENT (TAIWAN) LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007XKH607S1KJV92

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 44**

- **a. Full name:** J.P. Morgan Securities plc, Sucursal en Espana

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 45**

- **a. Full name:** J.P. Morgan Distribution Services, Inc.

- **b. SEC file number:** 008-52700

- **c. CRD number:** 000104234

- **d. LEI, if any:** N/A

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 46**

- **a. Full name:** J.P. Morgan Securities Canada Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300F310BOLPDDZ813

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 47**

- **a. Full name:** J.P. Morgan Asset Management (Singapore) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930044NM2YHCOS4R30

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 48**

- **a. Full name:** Fx Global Clear

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 49**

- **a. Full name:** J.P. Morgan Corretora de Cambio e Valores Mobiliarios S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493005CBZDLX481ZM09

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 50**

- **a. Full name:** J.P. Morgan Asset Management (Japan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TNMIIYQ6ZC4520

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 51**

- **a. Full name:** J.P. Morgan Securities LLC

- **b. SEC file number:** 008-35008

- **c. CRD number:** 000000079

- **d. LEI, if any:** ZBUT11V806EZRVTWT807

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 52**

- **a. Full name:** J.P. Morgan Broker-Dealer Holdings Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930069AMWJE53ZEK40

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 53**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 54**

- **a. Full name:** Inversiones J.P. Morgan Limitada

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OYBJ8GSYT44596

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 55**

- **a. Full name:** J.P. Morgan Securities plc - Zurich Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 56**

- **a. Full name:** Chase Mortgage Trust 2016-2

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 57**

- **a. Full name:** Equilend Europe Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800BUOJT8E71MBB36

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 58**

- **a. Full name:** LiquidityMatch LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 59**

- **a. Full name:** Bear Stearns Asset Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 60**

- **a. Full name:** Highbridge Capital Management

- **b. SEC file number:** N/A

- **c. CRD number:** 000134776

- **d. LEI, if any:** SK6WG1E6ZYO1H0HHS346

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 61**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - New Zealand Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 62**

- **a. Full name:** J.P. Morgan Chase Bank, National Association

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 63**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - LONDON BRANCH

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 64**

- **a. Full name:** Argencontrol SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 65**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - Hong Kong

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 66**

- **a. Full name:** LiquidityMatch Technologies LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 67**

- **a. Full name:** J.P. MORGAN MARKETS LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493002SLHKGT77FYU25

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 68**

- **a. Full name:** J.P. MORGAN PRIVATE INVESTMENTS INC.

- **b. SEC file number:** N/A

- **c. CRD number:** 000110186

- **d. LEI, if any:** 549300JJOCEDFCUF5Y75

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 69**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Manila Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 70**

- **a. Full name:** J.P. Morgan Funds Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000172045

- **d. LEI, if any:** 549300AV3Y6VMWJUXJ60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 71**

- **a. Full name:** JF International Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** 000107081

- **d. LEI, if any:** 54930022LDJP2VPX1604

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 72**

- **a. Full name:** J.P. Morgan Broking (Hong Kong) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300UDYFQABX57QF97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 73**

- **a. Full name:** MTS Markets International, Inc. (2)

- **b. SEC file number:** 008-50451

- **c. CRD number:** 000043875

- **d. LEI, if any:** 213800QOW94YDEADDF52

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 74**

- **a. Full name:** J.P. Morgan Asset Management (Canada) Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TFMOIXJFABEP26

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 75**

- **a. Full name:** PT J.P. Morgan Sekuritas Indonesia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007LXG64XO75DS75

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 76**

- **a. Full name:** J.P. Morgan Securities Singapore Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** R4JP3Q69EBZT5QTDBY11

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 77**

- **a. Full name:** J.P. Morgan Securities (Taiwan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300411SG58OR0YJ50

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 78**

- **a. Full name:** J.P. Morgan Funds (Asia) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930038LF43WPERUD37

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 79**

- **a. Full name:** Bridge Trust Company Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 80**

- **a. Full name:** JPB-X (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 81**

- **a. Full name:** EquiLend LLC

- **b. SEC file number:** 008-53738

- **c. CRD number:** 000119107

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 82**

- **a. Full name:** Equilend Clearing LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 83**

- **a. Full name:** J.P. Morgan Institutional Investments Inc.

- **b. SEC file number:** 008-52182

- **c. CRD number:** 000102920

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 84**

- **a. Full name:** Banco J.P. Morgan S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** BMSV765KS3ZUWB7LXV33

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 85**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Mumbai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 86**

- **a. Full name:** J.P. Morgan (Suisse) SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** VNJ8GUF91FD6KSMJCG78

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 87**

- **a. Full name:** JPMorgan Asset Management (Asia Pacific) Limited (formerly, JF Asset Management Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006DKST2MXVG4R57

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 88**

- **a. Full name:** J.P. Morgan Chase Bank Berhad

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300J3OSVP1WT8DW93

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 89**

- **a. Full name:** J.P. Morgan Securities plc - Frankfurt Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 90**

- **a. Full name:** J.P. Morgan Asset Management Real Assets (Singapore) PTE LTD

- **b. SEC file number:** N/A

- **c. CRD number:** 000166619

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 91**

- **a. Full name:** J.P. Morgan Casa de Bolsa, S.A. de C.V., J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300D0VOPDC30K3K08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 92**

- **a. Full name:** J.P. Morgan Australia Pty Limited (formerly, J.P. Morgan Australia Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300SFYOCEFSJJLX08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 93**

- **a. Full name:** J.P. Morgan Corredores de Bolsa SpA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 94**

- **a. Full name:** J.P. Morgan Equities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300R3H5XXNLWIOY79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $81.00

**Aggregate Commission:** $81.00

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| GOLDMAN SACHS & CO, LLC                    | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $222,098,096.27           |
| BNP PARIBAS SECURITIES CORP.               | 008-32682         |    000015794 | RCNB6OTYUAMMP879YW96 | NY      | US        | $889,800,000.00           |
| J ALEXANDER SECURITIES INC.                | 008-23204         |    000007809 | N/A                  | CA      | US        | $44,958,394.21            |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INC. | 008-07221         |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $256,080,128.39           |
| WELLS FARGO SECURITIES LLC                 | 008-65876         |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $60,163,252.94            |
| U.S. BANCORP                               | 008-35359         |    000017868 | N1GZ7BBF3NP8GI976H15 | MN      | US        | $43,055,000.00            |
| BARCLAYS CAPITAL INC.                      | 008-41342         |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $143,074,808.51           |
| CITIGROUP GLOBAL MARKETS INC.              | 008-08177         |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $256,451,285.99           |
| MORGAN STANLEY & CO. LLC                   | 008-15869         |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $154,777,452.34           |
| BNY MELLON CAPITAL MARKETS, LLC            | 008-35255         |    000017454 | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $122,319,442.43           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,314,710,819.72

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $611,111,667.24

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 5 - Six Circles Global Bond Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** Six Circles Global Bond Fund

- **b. Series identification number, if any:** S000068181

- **c. LEI:** 549300SSSIFRKGSSGN94

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class        | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Six Circles Global Bond Fund | C000218339                                | CGLBX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))

- Rule 10f-3 (17 CFR 270.10f-3)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** J.P. Morgan Private Investments Inc.

- **ii. SEC file number:** 801-41088

- **iii. CRD number:** 000110186

- **iv. LEI, if any:** 549300JJOCEDFCUF5Y75

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** PACIFIC INVESTMENT MANAGEMENT COMPANY LLC

- **ii. SEC file number:** 801-48187

- **iii. CRD number:** 000104559

- **iv. LEI, if any:** 549300KGPYQZXGMYYN38

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** BLACKROCK INVESTMENT MANAGEMENT, LLC

- **ii. SEC file number:** 801-56972

- **iii. CRD number:** 000108928

- **iv. LEI, if any:** 5493006MRTEZZ4S4CQ20

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 3**

- **i. Full name:** PGIM, INC.

- **ii. SEC file number:** 801-22808

- **iii. CRD number:** 000105676

- **iv. LEI, if any:** 5493009SX8QJBZYIGB87

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. SEC file number:** 084-00896

- **iii. LEI, if any:** N/A

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Intercontinental Exchange, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg Professional Services

- **ii. LEI, if any, or provide and describe other identifying number:** 5493001KJTIIGC8Y1R12

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** IHS Markit Group Holdings Limited

- **ii. LEI, if any, or provide and describe other identifying number:** 2138005LTLTVZ4WMEX25

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Pricing Direct Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 5**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** Bank of America Corp.

- **ii. LEI, if any, or provide and describe other identifying number:** 9DJT3UXIJIZJI4WXO774

- **iii. State, if applicable:** NC

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** LCH Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** F226TOH6YD6XJB17KS62

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** BNP PARIBAS SECURITIES SERVICES - FRANKFURT BRANCH

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), HELSINKI BRANCH

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** SOCIETE GENERALE SUCURSAL EN ESPANA

- **ii. LEI, if any:** O2RNE8IBXP4R0TD8PU41

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** BANCO NACIONAL DE MEXICO, SA (BANAMEX) FOR CITIBANK, N.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), DANMARK BRANCH

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** DEUTSCHE BANK AG, AMSTERDAM BRANCH

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** STANDARD CHARTERED BANK, JOHANNESBURG BRANCH

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** RBC INVESTOR SERVICES TRUST FOR ROYAL BANK OF CANADA (RBC)

- **ii. LEI, if any:** 5493002MUOV04NSPT571

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** HSBC BANK PLC

- **ii. LEI, if any:** MP6I5ZYZBEU3UXPYFY54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** MIZUHO BANK LTD.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** CITIBANK, N.A.- JAKARTA BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** CITIBANK EUROPE PLC, POBOCKA ZAHRANICNEJ BANKY FOR CITIBANK N.A.

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** CITIBANK EUROPE PLC, HUNGARIAN BRANCH OFFICE FOR CITIBANK, N.A.

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** CITIBANK, N.A., LONDON BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** CITIBANK EUROPE PLC, ORGANIZACNI SLOZKA FOR CITIBANK, N.A.

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** HSBC CONTINENTAL EUROPE, GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** F0HUI1NY1AZMJMD8LP67

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** DEUTSCHE BANK AG, AMSTERDAM BRANCH

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** STANDARD CHARTERED BANK (HONG KONG) LIMITED FOR STANDARD CHARTERED BANK

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** CREDIT SUISSE (SWITZERLAND) LTD.

- **ii. LEI, if any:** 549300CWR0W0BCS9Q144

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** BANCO DE CHILE FOR CITIBANK, N.A.

- **ii. LEI, if any:** 8B4EZFY8IHJC44TT2K84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** CITIBANK EUROPE PLC, DUBLIN, SUCURSALA ROMANIA FOR CITIBANK N.A.

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** CITIBANK KOREA INC. FOR CITIBANK, N.A.

- **ii. LEI, if any:** 745P3MMS7E8CUVXDRJ82

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** HSBC BANK MALAYSIA BERHAD (HBMB) FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** BNP PARIBAS SECURITIES SERVICES

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), OSLO BRANCH

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** DEUTSCHE BANK AG, AMSTERDAM BRANCH

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** BANK HANDLOWY W WARSZAWIE SA (BHW) FOR CITIBANK NA

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** CITIBANK DEL PERU S.A. FOR CITIBANK, N.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** EUROCLEAR BK SA NV

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 36**

- **i. Full name:** AO CITIBANK FOR CITIBANK, N.A.

- **ii. LEI, if any:** CHSQDSVI1UI96Y2SW097

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - SINGAPORE BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 39**

- **i. Full name:** CITITRUST COLOMBIA S.A., SOCIEDAD FIDUCIARIA FOR CITIBANK, N.A.

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** DY9DBNI4W8J63Z298033

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any, or other identifying number:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** J.P. Morgan Chase Bank Berhad

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300J3OSVP1WT8DW93

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 3**

- **a. Full name:** J.P. Morgan Asset Management (UK) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000135960

- **d. LEI, if any:** 20FULDKQMC7ZL80LYR79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 4**

- **a. Full name:** J.P. Morgan SE

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300ZK53CNGEEI6A29

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 5**

- **a. Full name:** Chase Mortgage Trust 2016-1

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 6**

- **a. Full name:** J.P. Morgan Securities plc, Sucursal en Espana

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 7**

- **a. Full name:** J.P. Morgan Australia Pty Limited (formerly, J.P. Morgan Australia Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300SFYOCEFSJJLX08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 8**

- **a. Full name:** J.P. Morgan Securities Asia Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300JC6II4Z5801517

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 9**

- **a. Full name:** J.P. Morgan Asset Management (Singapore) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930044NM2YHCOS4R30

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 10**

- **a. Full name:** Equilend Clearing LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 11**

- **a. Full name:** J.P. Morgan Securities Philippines, Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 12**

- **a. Full name:** J.P. Morgan Securities plc - Frankfurt Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 13**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Mumbai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 14**

- **a. Full name:** Banco J.P. Morgan S.A., Institucion de Banca Multiple, J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OA79DKM2EKBT58

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 15**

- **a. Full name:** Fx Global Clear

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 16**

- **a. Full name:** Security Capital Research & Management Incorporated

- **b. SEC file number:** N/A

- **c. CRD number:** 000106201

- **d. LEI, if any:** N/A

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 17**

- **a. Full name:** J.P. Morgan Securities Japan Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006PWI2H6PX25403

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 18**

- **a. Full name:** JPMorgan Asset Management (Asia Pacific) Limited (formerly, JF Asset Management Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006DKST2MXVG4R57

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 19**

- **a. Full name:** J.P. Morgan S.A. Distribuidora de Titulos e Valores Mobiliarios

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001LS7J56NZZ3G07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 20**

- **a. Full name:** J.P. Morgan Securities LLC

- **b. SEC file number:** 008-35008

- **c. CRD number:** 000000079

- **d. LEI, if any:** ZBUT11V806EZRVTWT807

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 21**

- **a. Full name:** J.P. Morgan Futures Co., Limited - Shanghai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 22**

- **a. Full name:** J.P. Morgan Broking (Hong Kong) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300UDYFQABX57QF97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 23**

- **a. Full name:** JF International Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** 000107081

- **d. LEI, if any:** 54930022LDJP2VPX1604

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 24**

- **a. Full name:** EquiLend LLC

- **b. SEC file number:** 008-53738

- **c. CRD number:** 000119107

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 25**

- **a. Full name:** Equilend Europe Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800BUOJT8E71MBB36

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 26**

- **a. Full name:** Otcderiv Ltd

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800AJVXMIB2FPEM07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 27**

- **a. Full name:** J.P.Morgan Prime Inc.

- **b. SEC file number:** 008-69703

- **c. CRD number:** 000282107

- **d. LEI, if any:** 549300PM7NK3Z8KR6913

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 28**

- **a. Full name:** MTS Markets International, Inc. (2)

- **b. SEC file number:** 008-50451

- **c. CRD number:** 000043875

- **d. LEI, if any:** 213800QOW94YDEADDF52

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 29**

- **a. Full name:** J.P. Morgan Casa de Bolsa, S.A. de C.V., J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300D0VOPDC30K3K08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 30**

- **a. Full name:** Banco J.P. Morgan S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** BMSV765KS3ZUWB7LXV33

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 31**

- **a. Full name:** J.P. Morgan Securities (Thailand) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300DW8IRT0GVC9N77

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 32**

- **a. Full name:** Equilend Holdings LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 33**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited - Seoul Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 34**

- **a. Full name:** JPB-X (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 35**

- **a. Full name:** J.P. Morgan Broker-Dealer Holdings Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930069AMWJE53ZEK40

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 36**

- **a. Full name:** J.P. Morgan Funds Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000172045

- **d. LEI, if any:** 549300AV3Y6VMWJUXJ60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 37**

- **a. Full name:** J.P. Morgan Securities Singapore Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** R4JP3Q69EBZT5QTDBY11

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 38**

- **a. Full name:** Fx Spotstream LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001N6DM40ZPSHW89

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 39**

- **a. Full name:** J.P. Morgan Securities plc - Zurich Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 40**

- **a. Full name:** J.P. Morgan Asset Management (Japan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TNMIIYQ6ZC4520

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 41**

- **a. Full name:** Inversiones J.P. Morgan Limitada

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OYBJ8GSYT44596

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 42**

- **a. Full name:** J.P. Morgan Corretora de Cambio e Valores Mobiliarios S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493005CBZDLX481ZM09

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 43**

- **a. Full name:** J.P. MORGAN PRIVATE INVESTMENTS INC.

- **b. SEC file number:** N/A

- **c. CRD number:** 000110186

- **d. LEI, if any:** 549300JJOCEDFCUF5Y75

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 44**

- **a. Full name:** LiquidityMatch Technologies LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 45**

- **a. Full name:** J.P. Morgan India Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493003NTMEZM4AYVW24

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 46**

- **a. Full name:** J.P. Morgan Asset Management (Canada) Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TFMOIXJFABEP26

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 47**

- **a. Full name:** J.P. Morgan Chase Bank, National Association

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 48**

- **a. Full name:** Equilend Asia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 49**

- **a. Full name:** J.P. Morgan Chase Trading S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 50**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - Hong Kong

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 51**

- **a. Full name:** J.P. Morgan Securities Australia Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300Z0AVQF0QSFQV15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 52**

- **a. Full name:** Bear Stearns Asset Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 53**

- **a. Full name:** J.P. Morgan (Suisse) SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** VNJ8GUF91FD6KSMJCG78

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 54**

- **a. Full name:** J.P. Morgan Securities (Malaysia) Sdn. Bhd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300LKHWFX99UJ3515

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 55**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - LONDON BRANCH

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 56**

- **a. Full name:** Ice US Holding Company L.P. (formerly, Ice Clear Credit LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** T33OE4AS4QXXS2TT7X50

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 57**

- **a. Full name:** J.P. Morgan Equities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300R3H5XXNLWIOY79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 58**

- **a. Full name:** J.P. Morgan Menkul Degerler A.S.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 59**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Manila Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 60**

- **a. Full name:** Chase Mortgage Trust 2016-2

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 61**

- **a. Full name:** iSwap US Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 62**

- **a. Full name:** Equilend Canada Corp

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 63**

- **a. Full name:** iSwap Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800CHG2XKP74RJQ39

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 64**

- **a. Full name:** J.P. MORGAN SECURITIES PLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 65**

- **a. Full name:** J.P. Morgan Institutional Investments Inc.

- **b. SEC file number:** 008-52182

- **c. CRD number:** 000102920

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 66**

- **a. Full name:** J.P. Morgan Securities Canada Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300F310BOLPDDZ813

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 67**

- **a. Full name:** PT J.P. Morgan Sekuritas Indonesia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007LXG64XO75DS75

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 68**

- **a. Full name:** J.P. Morgan Alternative Asset Management

- **b. SEC file number:** 008-38613

- **c. CRD number:** 000020989

- **d. LEI, if any:** 54930033JJHPUBPLHG91

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 69**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - New Zealand Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 70**

- **a. Full name:** Argencontrol SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 71**

- **a. Full name:** J.P. Morgan Securities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300AC4BZFPGVSDO69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 72**

- **a. Full name:** CB "J.P. Morgan Bank International" (LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300B831LSRSI6RA15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 73**

- **a. Full name:** J.P. Morgan Asset Management Real Assets (Singapore) PTE LTD

- **b. SEC file number:** N/A

- **c. CRD number:** 000166619

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 74**

- **a. Full name:** J.P. Morgan Corredores de Bolsa SpA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 75**

- **a. Full name:** Beijing Equity Investment Development Management Co., LTD.

- **b. SEC file number:** N/A

- **c. CRD number:** 000162933

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 76**

- **a. Full name:** JPMorgan JPM-X ATS (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 77**

- **a. Full name:** J.P. Morgan Distribution Services, Inc.

- **b. SEC file number:** 008-52700

- **c. CRD number:** 000104234

- **d. LEI, if any:** N/A

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 78**

- **a. Full name:** J.P. MORGAN ASSET MANAGEMENT (TAIWAN) LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007XKH607S1KJV92

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 79**

- **a. Full name:** LiquidityMatch LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 80**

- **a. Full name:** J.P. Morgan Funds (Asia) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930038LF43WPERUD37

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 81**

- **a. Full name:** Acadiasoft Inc

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 82**

- **a. Full name:** J.P. Morgan Securities (Asia Pacific) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 871JPXVZ0Z8I863B6V34

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 83**

- **a. Full name:** J.P. MORGAN MARKETS LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493002SLHKGT77FYU25

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 84**

- **a. Full name:** J.P. Morgan Securities (Taiwan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300411SG58OR0YJ50

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 85**

- **a. Full name:** Volbroker.Com Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800OZOBI9F5C4QH60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 86**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Singapore Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 87**

- **a. Full name:** J.P. Morgan Asset Management (Europe) S.a.r.l.

- **b. SEC file number:** N/A

- **c. CRD number:** 000304190

- **d. LEI, if any:** 549300XWGTGPPNVKZY94

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 88**

- **a. Full name:** Yieldbroker Pty Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300QRJM24CLE17N18

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 89**

- **a. Full name:** Equilend Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800MQRAFTKJ551M22

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 90**

- **a. Full name:** Bridge Trust Company Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 91**

- **a. Full name:** Highbridge Capital Management

- **b. SEC file number:** N/A

- **c. CRD number:** 000134776

- **d. LEI, if any:** SK6WG1E6ZYO1H0HHS346

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 92**

- **a. Full name:** MTS Spa

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800ZMKPUV1VKLCT69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 93**

- **a. Full name:** Automated Equity Finance Markets, Inc (1)

- **b. SEC file number:** 008-67941

- **c. CRD number:** 000147941

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 94**

- **a. Full name:** J.P. Morgan Futures Co., Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** RBC CAPITAL MARKETS, LLC

- **ii. SEC file number:** 008-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $80.00

**Aggregate Commission:** $80.00

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| MORGAN STANLEY & CO. LLC                   | 008-15869         |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $7,203,253,788.44         |
| CREDIT SUISSE SECURITIES (USA) LLC         | 008-00422         |    000000816 | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $581,511,015.42           |
| GOLDMAN SACHS & CO, LLC                    | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,182,598,170.54         |
| BNP PARIBAS SECURITIES CORP.               | 008-32682         |    000015794 | RCNB6OTYUAMMP879YW96 | NY      | US        | $3,173,162,641.53         |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INC. | 008-07221         |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $9,617,810,842.05         |
| MUFG SECURITIES AMERICAS INC.              | 008-43026         |    000019685 | K5HU16E3LMSVCCJJJ255 | NY      | US        | $980,167,920.91           |
| WELLS FARGO SECURITIES LLC                 | 008-65876         |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $1,974,166,375.97         |
| CITIGROUP GLOBAL MARKETS INC.              | 008-08177         |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $6,106,085,925.91         |
| HSBC SECURITIES (USA) INC.                 | 008-41562         |    000019585 | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $2,417,574,554.99         |
| BARCLAYS CAPITAL INC.                      | 008-41342         |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $2,816,956,648.05         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $43,460,845,304.03

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $7,422,007,253.55

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 6 - Six Circles Managed Equity Portfolio International Unconstrained Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** Six Circles Managed Equity Portfolio International Unconstrained Fund

- **b. Series identification number, if any:** S000063725

- **c. LEI:** 549300DNC6WXIV9NDL95

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class                                                 | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Six Circles Managed Equity Portfolio International Unconstrained Fund | C000206546                                | CMIUX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** J.P. Morgan Private Investments Inc.

- **ii. SEC file number:** 801-41088

- **iii. CRD number:** 000110186

- **iv. LEI, if any:** 549300JJOCEDFCUF5Y75

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** BLACKROCK INVESTMENT MANAGEMENT, LLC

- **ii. SEC file number:** 801-56972

- **iii. CRD number:** 000108928

- **iv. LEI, if any:** 5493006MRTEZZ4S4CQ20

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. SEC file number:** 084-00896

- **iii. LEI, if any:** N/A

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Intercontinental Exchange, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** CITIBANK EUROPE PLC, ORGANIZACNI SLOZKA FOR CITIBANK, N.A.

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** BNP PARIBAS SECURITIES SERVICES - FRANKFURT BRANCH

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** CITIBANK EUROPE PLC, HUNGARIAN BRANCH OFFICE FOR CITIBANK, N.A.

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** EUROCLEAR BK SA NV

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 5**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), DANMARK BRANCH

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** STANDARD CHARTERED BANK, JOHANNESBURG BRANCH

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** RBC INVESTOR SERVICES TRUST FOR ROYAL BANK OF CANADA (RBC)

- **ii. LEI, if any:** 5493002MUOV04NSPT571

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** CITIBANK, N.A., ISRAEL BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK

- **ii. LEI, if any:** 549300QJEO1B92LSHZ06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** CITIBANK, N.A.- JAKARTA BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** CITIBANK KOREA INC. FOR CITIBANK, N.A.

- **ii. LEI, if any:** 745P3MMS7E8CUVXDRJ82

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** DEUTSCHE BANK AG, AMSTERDAM BRANCH

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), OSLO BRANCH

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** STANDARD CHARTERED BANK (PAKISTAN) LIMITED FOR STANDARD CHARTERED BANK

- **ii. LEI, if any:** 549300YTOMKUNPUTB551

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** BANK HANDLOWY W WARSZAWIE SA (BHW) FOR CITIBANK NA

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** SOCIETE GENERALE SUCURSAL EN ESPANA

- **ii. LEI, if any:** O2RNE8IBXP4R0TD8PU41

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** CITIBANK DEL PERU S.A. FOR CITIBANK, N.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK

- **ii. LEI, if any:** 549300VGE7QN15BPTZ72

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** BNP PARIBAS SECURITIES SERVICES

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** HSBC BANK MIDDLE EAST LTD - QATAR BRANCH FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** CITIBANK, N.A., LONDON BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** CITIBANK ANONIM SIRKETI FOR CITIBANK, N.A.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** BANCO DE CHILE FOR CITIBANK, N.A.

- **ii. LEI, if any:** 8B4EZFY8IHJC44TT2K84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** CITITRUST COLOMBIA S.A., SOCIEDAD FIDUCIARIA FOR CITIBANK, N.A.

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** STANDARD CHARTERED BANK (HONG KONG) LIMITED FOR STANDARD CHARTERED BANK

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** HSBC BANK PLC

- **ii. LEI, if any:** MP6I5ZYZBEU3UXPYFY54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** CITIBANK, N.A., MUMBAI BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** CITIBANK, N.A.- CAIRO BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** HSBC BANK MALAYSIA BERHAD (HBMB) FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** CITIBANK, N.A., SAO PAULO

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** HSBC SAUDI ARABIA AND THE SAUDI BRITISH BANK (SABB) FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** 558600MV09XWUB38H245

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** HSBC BANK MIDDLE EAST LIMITED - KUWAIT BRANCH FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** AO CITIBANK FOR CITIBANK, N.A.

- **ii. LEI, if any:** CHSQDSVI1UI96Y2SW097

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** HSBC CONTINENTAL EUROPE, GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** F0HUI1NY1AZMJMD8LP67

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** BANCO NACIONAL DE MEXICO, SA (BANAMEX) FOR CITIBANK, N.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** DEUTSCHE BANK AG, AMSTERDAM BRANCH

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** DEUTSCHE BANK AG, AMSTERDAM BRANCH

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 44**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 45**

- **i. Full name:** HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** DY9DBNI4W8J63Z298033

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 46**

- **i. Full name:** HSBC BANK MIDDLE EAST LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 47**

- **i. Full name:** MIZUHO BANK LTD.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 48**

- **i. Full name:** CREDIT SUISSE (SWITZERLAND) LTD.

- **ii. LEI, if any:** 549300CWR0W0BCS9Q144

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 49**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - SINGAPORE BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 50**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 51**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), HELSINKI BRANCH

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any, or other identifying number:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** Bear Stearns Asset Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** J.P. Morgan Equities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300R3H5XXNLWIOY79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 3**

- **a. Full name:** J.P. MORGAN PRIVATE INVESTMENTS INC.

- **b. SEC file number:** N/A

- **c. CRD number:** 000110186

- **d. LEI, if any:** 549300JJOCEDFCUF5Y75

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 4**

- **a. Full name:** JPMorgan Asset Management (Asia Pacific) Limited (formerly, JF Asset Management Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006DKST2MXVG4R57

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 5**

- **a. Full name:** J.P. Morgan Asset Management Real Assets (Singapore) PTE LTD

- **b. SEC file number:** N/A

- **c. CRD number:** 000166619

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 6**

- **a. Full name:** J.P. Morgan Securities (Taiwan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300411SG58OR0YJ50

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 7**

- **a. Full name:** J.P. Morgan Securities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300AC4BZFPGVSDO69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 8**

- **a. Full name:** Yieldbroker Pty Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300QRJM24CLE17N18

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 9**

- **a. Full name:** J.P. MORGAN SECURITIES PLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 10**

- **a. Full name:** J.P. Morgan Futures Co., Limited - Shanghai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 11**

- **a. Full name:** J.P. Morgan Australia Pty Limited (formerly, J.P. Morgan Australia Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300SFYOCEFSJJLX08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 12**

- **a. Full name:** Equilend Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800MQRAFTKJ551M22

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 13**

- **a. Full name:** J.P. Morgan Corretora de Cambio e Valores Mobiliarios S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493005CBZDLX481ZM09

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 14**

- **a. Full name:** JPMorgan JPM-X ATS (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 15**

- **a. Full name:** J.P. Morgan Securities (Asia Pacific) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 871JPXVZ0Z8I863B6V34

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 16**

- **a. Full name:** J.P. Morgan Futures Co., Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 17**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 18**

- **a. Full name:** J.P. Morgan Securities plc - Frankfurt Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 19**

- **a. Full name:** Ice US Holding Company L.P. (formerly, Ice Clear Credit LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** T33OE4AS4QXXS2TT7X50

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 20**

- **a. Full name:** J.P. Morgan Chase Bank Berhad

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300J3OSVP1WT8DW93

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 21**

- **a. Full name:** Argencontrol SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 22**

- **a. Full name:** J.P. Morgan Securities Japan Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006PWI2H6PX25403

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 23**

- **a. Full name:** Highbridge Capital Management

- **b. SEC file number:** N/A

- **c. CRD number:** 000134776

- **d. LEI, if any:** SK6WG1E6ZYO1H0HHS346

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 24**

- **a. Full name:** J.P. MORGAN MARKETS LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493002SLHKGT77FYU25

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 25**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Singapore Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 26**

- **a. Full name:** J.P. Morgan Securities Asia Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300JC6II4Z5801517

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 27**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - Hong Kong

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 28**

- **a. Full name:** Security Capital Research & Management Incorporated

- **b. SEC file number:** N/A

- **c. CRD number:** 000106201

- **d. LEI, if any:** N/A

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 29**

- **a. Full name:** Equilend Asia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 30**

- **a. Full name:** Equilend Holdings LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 31**

- **a. Full name:** J.P. Morgan Securities (Malaysia) Sdn. Bhd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300LKHWFX99UJ3515

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 32**

- **a. Full name:** J.P. Morgan Securities Singapore Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** R4JP3Q69EBZT5QTDBY11

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 33**

- **a. Full name:** J.P. Morgan Corredores de Bolsa SpA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 34**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Mumbai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 35**

- **a. Full name:** Automated Equity Finance Markets, Inc (1)

- **b. SEC file number:** 008-67941

- **c. CRD number:** 000147941

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 36**

- **a. Full name:** Banco J.P. Morgan S.A., Institucion de Banca Multiple, J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OA79DKM2EKBT58

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 37**

- **a. Full name:** Equilend Canada Corp

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 38**

- **a. Full name:** J.P. Morgan India Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493003NTMEZM4AYVW24

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 39**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - LONDON BRANCH

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 40**

- **a. Full name:** CB "J.P. Morgan Bank International" (LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300B831LSRSI6RA15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 41**

- **a. Full name:** J.P. Morgan Institutional Investments Inc.

- **b. SEC file number:** 008-52182

- **c. CRD number:** 000102920

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 42**

- **a. Full name:** J.P. Morgan Securities Philippines, Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 43**

- **a. Full name:** EquiLend LLC

- **b. SEC file number:** 008-53738

- **c. CRD number:** 000119107

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 44**

- **a. Full name:** J.P. Morgan Funds (Asia) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930038LF43WPERUD37

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 45**

- **a. Full name:** Inversiones J.P. Morgan Limitada

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OYBJ8GSYT44596

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 46**

- **a. Full name:** Fx Global Clear

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 47**

- **a. Full name:** MTS Markets International, Inc. (2)

- **b. SEC file number:** 008-50451

- **c. CRD number:** 000043875

- **d. LEI, if any:** 213800QOW94YDEADDF52

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 48**

- **a. Full name:** J.P. Morgan (Suisse) SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** VNJ8GUF91FD6KSMJCG78

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 49**

- **a. Full name:** J.P. Morgan S.A. Distribuidora de Titulos e Valores Mobiliarios

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001LS7J56NZZ3G07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 50**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Manila Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 51**

- **a. Full name:** J.P. Morgan Securities (Thailand) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300DW8IRT0GVC9N77

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 52**

- **a. Full name:** Otcderiv Ltd

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800AJVXMIB2FPEM07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 53**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited - Seoul Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 54**

- **a. Full name:** J.P. Morgan Asset Management (Japan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TNMIIYQ6ZC4520

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 55**

- **a. Full name:** J.P. Morgan Securities Canada Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300F310BOLPDDZ813

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 56**

- **a. Full name:** Chase Mortgage Trust 2016-1

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 57**

- **a. Full name:** Beijing Equity Investment Development Management Co., LTD.

- **b. SEC file number:** N/A

- **c. CRD number:** 000162933

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 58**

- **a. Full name:** J.P. MORGAN ASSET MANAGEMENT (TAIWAN) LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007XKH607S1KJV92

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 59**

- **a. Full name:** LiquidityMatch LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 60**

- **a. Full name:** J.P. Morgan Chase Trading S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 61**

- **a. Full name:** J.P. Morgan Funds Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000172045

- **d. LEI, if any:** 549300AV3Y6VMWJUXJ60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 62**

- **a. Full name:** Acadiasoft Inc

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 63**

- **a. Full name:** J.P. Morgan Broker-Dealer Holdings Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930069AMWJE53ZEK40

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 64**

- **a. Full name:** J.P. Morgan Chase Bank, National Association

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 65**

- **a. Full name:** Chase Mortgage Trust 2016-2

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 66**

- **a. Full name:** J.P. Morgan Casa de Bolsa, S.A. de C.V., J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300D0VOPDC30K3K08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 67**

- **a. Full name:** Volbroker.Com Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800OZOBI9F5C4QH60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 68**

- **a. Full name:** LiquidityMatch Technologies LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 69**

- **a. Full name:** J.P.Morgan Prime Inc.

- **b. SEC file number:** 008-69703

- **c. CRD number:** 000282107

- **d. LEI, if any:** 549300PM7NK3Z8KR6913

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 70**

- **a. Full name:** J.P. Morgan Securities plc - Zurich Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 71**

- **a. Full name:** J.P. Morgan Securities LLC

- **b. SEC file number:** 008-35008

- **c. CRD number:** 000000079

- **d. LEI, if any:** ZBUT11V806EZRVTWT807

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 72**

- **a. Full name:** J.P. Morgan Asset Management (UK) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000135960

- **d. LEI, if any:** 20FULDKQMC7ZL80LYR79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 73**

- **a. Full name:** J.P. Morgan Alternative Asset Management

- **b. SEC file number:** 008-38613

- **c. CRD number:** 000020989

- **d. LEI, if any:** 54930033JJHPUBPLHG91

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 74**

- **a. Full name:** J.P. Morgan Broking (Hong Kong) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300UDYFQABX57QF97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 75**

- **a. Full name:** Equilend Europe Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800BUOJT8E71MBB36

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 76**

- **a. Full name:** J.P. Morgan Asset Management (Singapore) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930044NM2YHCOS4R30

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 77**

- **a. Full name:** iSwap US Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 78**

- **a. Full name:** J.P. Morgan Securities Australia Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300Z0AVQF0QSFQV15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 79**

- **a. Full name:** PT J.P. Morgan Sekuritas Indonesia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007LXG64XO75DS75

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 80**

- **a. Full name:** J.P. Morgan Securities plc, Sucursal en Espana

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 81**

- **a. Full name:** Bridge Trust Company Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 82**

- **a. Full name:** JF International Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** 000107081

- **d. LEI, if any:** 54930022LDJP2VPX1604

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 83**

- **a. Full name:** Fx Spotstream LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001N6DM40ZPSHW89

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 84**

- **a. Full name:** Banco J.P. Morgan S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** BMSV765KS3ZUWB7LXV33

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 85**

- **a. Full name:** J.P. Morgan Asset Management (Europe) S.a.r.l.

- **b. SEC file number:** N/A

- **c. CRD number:** 000304190

- **d. LEI, if any:** 549300XWGTGPPNVKZY94

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 86**

- **a. Full name:** J.P. Morgan Distribution Services, Inc.

- **b. SEC file number:** 008-52700

- **c. CRD number:** 000104234

- **d. LEI, if any:** N/A

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 87**

- **a. Full name:** J.P. Morgan Menkul Degerler A.S.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 88**

- **a. Full name:** JPB-X (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 89**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - New Zealand Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 90**

- **a. Full name:** iSwap Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800CHG2XKP74RJQ39

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 91**

- **a. Full name:** J.P. Morgan Asset Management (Canada) Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TFMOIXJFABEP26

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 92**

- **a. Full name:** J.P. Morgan SE

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300ZK53CNGEEI6A29

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 93**

- **a. Full name:** Equilend Clearing LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 94**

- **a. Full name:** MTS Spa

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800ZMKPUV1VKLCT69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** MORGAN STANLEY & CO. LLC

- **ii. SEC file number:** 008-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $70,515.28

**Brokers Record: 2**

- **i. Full name of broker:** JEFFERIES LLC

- **ii. SEC file number:** 008-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $98,715.40

**Brokers Record: 3**

- **i. Full name of broker:** INSTINET, LLC

- **ii. SEC file number:** 008-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $212,958.03

**Brokers Record: 4**

- **i. Full name of broker:** CREDIT SUISSE SECURITIES (USA) LLC

- **ii. SEC file number:** 008-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $67,897.09

**Brokers Record: 5**

- **i. Full name of broker:** UBS SECURITIES LLC

- **ii. SEC file number:** 008-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $43,301.13

**Brokers Record: 6**

- **i. Full name of broker:** CITIGROUP GLOBAL MARKETS INC.

- **ii. SEC file number:** 008-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $53,870.95

**Brokers Record: 7**

- **i. Full name of broker:** MERRILL LYNCH, PIERCE, FENNER & SMITH INC.

- **ii. SEC file number:** 008-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $48,039.44

**Brokers Record: 8**

- **i. Full name of broker:** GOLDMAN SACHS & CO, LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $59,204.38

**Brokers Record: 9**

- **i. Full name of broker:** BARCLAYS CAPITAL INC.

- **ii. SEC file number:** 008-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $165,292.91

**Brokers Record: 10**

- **i. Full name of broker:** EXANE, INC.

- **ii. SEC file number:** 008-49569

- **iii. CRD number:** 000041784

- **iv. LEI, if any:** 6SDWK6FV8H98XAGSYS75

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $88,155.68

**Aggregate Commission:** $1,038,075.69

**Item C.17.a. Principal transaction counterparties.**

| Name                               | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BROWN BROTHERS HARRIMAN & CO.      | 008-69731         |    000282732 | 5493006KMX1VFTPYPW14 | NY      | US        | $1.09                     |
| GOLDMAN SACHS & CO, LLC            | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $35.49                    |
| UBS SECURITIES LLC                 | 008-22651         |    000007654 | T6FIZBDPKLYJKFCRVK44 | NY      | US        | $82,586.11                |
| CITIGROUP GLOBAL MARKETS INC.      | 008-08177         |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $63.40                    |
| SG AMERICAS SECURITIES, LLC        | 008-66125         |    000128351 | 549300F35UE0BOM1WJ55 | DE      | US        | $2.68                     |
| MORGAN STANLEY & CO. LLC           | 008-15869         |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $35.41                    |
| CREDIT SUISSE SECURITIES (USA) LLC | 008-00422         |    000000816 | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $36.07                    |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $82,760.25

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $3,037,041,860.60

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 7 - Six Circles Credit Opportunities Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** Six Circles Credit Opportunities Fund

- **b. Series identification number, if any:** S000068977

- **c. LEI:** 549300KM8H17EZ9KOC28

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class                 | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Six Circles Credit Opportunities Fund | C000220641                                | CRDOX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 10f-3 (17 CFR 270.10f-3)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 18f-4(e) (17 CFR 270.18f-4(e))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** J.P. Morgan Private Investments Inc.

- **ii. SEC file number:** 801-41088

- **iii. CRD number:** 000110186

- **iv. LEI, if any:** 549300JJOCEDFCUF5Y75

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** PGIM, INC.

- **ii. SEC file number:** 801-22808

- **iii. CRD number:** 000105676

- **iv. LEI, if any:** 5493009SX8QJBZYIGB87

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** BLACKROCK INVESTMENT MANAGEMENT, LLC

- **ii. SEC file number:** 801-56972

- **iii. CRD number:** 000108928

- **iv. LEI, if any:** 5493006MRTEZZ4S4CQ20

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 3**

- **i. Full name:** PACIFIC INVESTMENT MANAGEMENT COMPANY LLC

- **ii. SEC file number:** 801-48187

- **iii. CRD number:** 000104559

- **iv. LEI, if any:** 549300KGPYQZXGMYYN38

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 4**

- **i. Full name:** BLUEBAY ASSET MANAGEMENT LLP

- **ii. SEC file number:** 801-61494

- **iii. CRD number:** 000122793

- **iv. LEI, if any:** 0XNERYKNM1SJ16DXK809

- **v. Is the sub-adviser an affiliated person?:** No

- **vi. Foreign country, if applicable:** GB

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 5**

- **i. Full name:** MUZINICH & CO., INC.

- **ii. SEC file number:** 801-39604

- **iii. CRD number:** 000022998

- **iv. LEI, if any:** 549300HG1P6NVOQUZN58

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 6**

- **i. Full name:** LORD ABBETT & CO, LLC

- **ii. SEC file number:** 801-6997

- **iii. CRD number:** 000110391

- **iv. LEI, if any:** 549300JN4JHMFPO31Y81

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. SEC file number:** 084-00896

- **iii. LEI, if any:** N/A

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LCH Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** F226TOH6YD6XJB17KS62

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Group Holdings Limited

- **ii. LEI, if any, or provide and describe other identifying number:** 2138005LTLTVZ4WMEX25

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** Bank of America Corp.

- **ii. LEI, if any, or provide and describe other identifying number:** 9DJT3UXIJIZJI4WXO774

- **iii. State, if applicable:** NC

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** Pricing Direct Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 7**

- **i. Full name:** Bloomberg Professional Services

- **ii. LEI, if any, or provide and describe other identifying number:** 5493001KJTIIGC8Y1R12

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** CITIBANK EUROPE PLC, POBOCKA ZAHRANICNEJ BANKY FOR CITIBANK N.A.

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** BANCO NACIONAL DE MEXICO, SA (BANAMEX) FOR CITIBANK, N.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** DEUTSCHE BANK AG, AMSTERDAM BRANCH

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** STANDARD CHARTERED BANK, JOHANNESBURG BRANCH

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** STANDARD CHARTERED BANK (HONG KONG) LIMITED FOR STANDARD CHARTERED BANK

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), OSLO BRANCH

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 8**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - SINGAPORE BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** BNP PARIBAS SECURITIES SERVICES - FRANKFURT BRANCH

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** RBC INVESTOR SERVICES TRUST FOR ROYAL BANK OF CANADA (RBC)

- **ii. LEI, if any:** 5493002MUOV04NSPT571

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** CITIBANK, N.A., ISRAEL BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** MIZUHO BANK LTD.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** BANCO ITAU URUGUAY S.A. FOR BANCO ITAU URUGUAY S.A. AND ITAU UNIBANCO S.A.

- **ii. LEI, if any:** 549300HU8OQS1VTVXN55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** EUROCLEAR BK SA NV

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 15**

- **i. Full name:** CREDIT SUISSE (SWITZERLAND) LTD.

- **ii. LEI, if any:** 549300CWR0W0BCS9Q144

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** CITIBANK, N.A., LONDON BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), HELSINKI BRANCH

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** CITIBANK ANONIM SIRKETI FOR CITIBANK, N.A.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** CITIBANK, N.A.- JAKARTA BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** CITIBANK EUROPE PLC, ORGANIZACNI SLOZKA FOR CITIBANK, N.A.

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)

- **ii. LEI, if any:** DY9DBNI4W8J63Z298033

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** CITIBANK, N.A., BUENOS AIRES BRANCH

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** DEUTSCHE BANK AG, AMSTERDAM BRANCH

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any, or other identifying number:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - LONDON BRANCH

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** J.P. Morgan India Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493003NTMEZM4AYVW24

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 3**

- **a. Full name:** J.P. Morgan Menkul Degerler A.S.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 4**

- **a. Full name:** J.P. Morgan Securities LLC

- **b. SEC file number:** 008-35008

- **c. CRD number:** 000000079

- **d. LEI, if any:** ZBUT11V806EZRVTWT807

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 5**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - New Zealand Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 6**

- **a. Full name:** J.P. Morgan Institutional Investments Inc.

- **b. SEC file number:** 008-52182

- **c. CRD number:** 000102920

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 7**

- **a. Full name:** J.P. Morgan Corretora de Cambio e Valores Mobiliarios S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493005CBZDLX481ZM09

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 8**

- **a. Full name:** J.P. Morgan Securities Canada Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300F310BOLPDDZ813

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 9**

- **a. Full name:** J.P. Morgan Chase Trading S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 10**

- **a. Full name:** iSwap US Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 11**

- **a. Full name:** Automated Equity Finance Markets, Inc (1)

- **b. SEC file number:** 008-67941

- **c. CRD number:** 000147941

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 12**

- **a. Full name:** J.P. Morgan Securities (Thailand) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300DW8IRT0GVC9N77

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 13**

- **a. Full name:** Fx Spotstream LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001N6DM40ZPSHW89

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 14**

- **a. Full name:** PT J.P. Morgan Sekuritas Indonesia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007LXG64XO75DS75

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 15**

- **a. Full name:** J.P. Morgan Alternative Asset Management

- **b. SEC file number:** 008-38613

- **c. CRD number:** 000020989

- **d. LEI, if any:** 54930033JJHPUBPLHG91

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 16**

- **a. Full name:** J.P. MORGAN MARKETS LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493002SLHKGT77FYU25

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 17**

- **a. Full name:** J.P. Morgan Broking (Hong Kong) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300UDYFQABX57QF97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 18**

- **a. Full name:** J.P. Morgan Distribution Services, Inc.

- **b. SEC file number:** 008-52700

- **c. CRD number:** 000104234

- **d. LEI, if any:** N/A

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 19**

- **a. Full name:** JF International Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** 000107081

- **d. LEI, if any:** 54930022LDJP2VPX1604

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 20**

- **a. Full name:** Highbridge Capital Management

- **b. SEC file number:** N/A

- **c. CRD number:** 000134776

- **d. LEI, if any:** SK6WG1E6ZYO1H0HHS346

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 21**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Manila Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 22**

- **a. Full name:** J.P. Morgan Australia Pty Limited (formerly, J.P. Morgan Australia Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300SFYOCEFSJJLX08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 23**

- **a. Full name:** J.P. Morgan Securities Singapore Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** R4JP3Q69EBZT5QTDBY11

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 24**

- **a. Full name:** J.P.Morgan Prime Inc.

- **b. SEC file number:** 008-69703

- **c. CRD number:** 000282107

- **d. LEI, if any:** 549300PM7NK3Z8KR6913

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 25**

- **a. Full name:** MTS Spa

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800ZMKPUV1VKLCT69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 26**

- **a. Full name:** J.P. Morgan SE

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300ZK53CNGEEI6A29

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 27**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Singapore Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 28**

- **a. Full name:** CB "J.P. Morgan Bank International" (LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300B831LSRSI6RA15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 29**

- **a. Full name:** J.P. Morgan Futures Co., Limited - Shanghai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 30**

- **a. Full name:** J.P. Morgan (Suisse) SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** VNJ8GUF91FD6KSMJCG78

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 31**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Mumbai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 32**

- **a. Full name:** J.P. Morgan Asset Management (Japan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TNMIIYQ6ZC4520

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 33**

- **a. Full name:** Beijing Equity Investment Development Management Co., LTD.

- **b. SEC file number:** N/A

- **c. CRD number:** 000162933

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 34**

- **a. Full name:** J.P. Morgan Asset Management Real Assets (Singapore) PTE LTD

- **b. SEC file number:** N/A

- **c. CRD number:** 000166619

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 35**

- **a. Full name:** Ice US Holding Company L.P. (formerly, Ice Clear Credit LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** T33OE4AS4QXXS2TT7X50

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 36**

- **a. Full name:** J.P. Morgan Chase Bank, National Association

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 37**

- **a. Full name:** Equilend Canada Corp

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 38**

- **a. Full name:** J.P. Morgan S.A. Distribuidora de Titulos e Valores Mobiliarios

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001LS7J56NZZ3G07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 39**

- **a. Full name:** J.P. Morgan Equities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300R3H5XXNLWIOY79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 40**

- **a. Full name:** J.P. MORGAN PRIVATE INVESTMENTS INC.

- **b. SEC file number:** N/A

- **c. CRD number:** 000110186

- **d. LEI, if any:** 549300JJOCEDFCUF5Y75

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 41**

- **a. Full name:** J.P. Morgan Futures Co., Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 42**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited - Seoul Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 43**

- **a. Full name:** Bridge Trust Company Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 44**

- **a. Full name:** J.P. Morgan Funds (Asia) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930038LF43WPERUD37

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 45**

- **a. Full name:** J.P. Morgan Asset Management (Europe) S.a.r.l.

- **b. SEC file number:** N/A

- **c. CRD number:** 000304190

- **d. LEI, if any:** 549300XWGTGPPNVKZY94

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 46**

- **a. Full name:** MTS Markets International, Inc. (2)

- **b. SEC file number:** 008-50451

- **c. CRD number:** 000043875

- **d. LEI, if any:** 213800QOW94YDEADDF52

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 47**

- **a. Full name:** JPMorgan Asset Management (Asia Pacific) Limited (formerly, JF Asset Management Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006DKST2MXVG4R57

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 48**

- **a. Full name:** JPB-X (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 49**

- **a. Full name:** J.P. Morgan Asset Management (UK) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000135960

- **d. LEI, if any:** 20FULDKQMC7ZL80LYR79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 50**

- **a. Full name:** Inversiones J.P. Morgan Limitada

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OYBJ8GSYT44596

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 51**

- **a. Full name:** J.P. Morgan Securities plc - Zurich Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 52**

- **a. Full name:** J.P. Morgan Corredores de Bolsa SpA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 53**

- **a. Full name:** J.P. Morgan Chase Bank Berhad

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300J3OSVP1WT8DW93

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 54**

- **a. Full name:** J.P. Morgan Securities plc - Frankfurt Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 55**

- **a. Full name:** Equilend Europe Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800BUOJT8E71MBB36

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 56**

- **a. Full name:** EquiLend LLC

- **b. SEC file number:** 008-53738

- **c. CRD number:** 000119107

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 57**

- **a. Full name:** J.P. Morgan Securities (Taiwan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300411SG58OR0YJ50

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 58**

- **a. Full name:** LiquidityMatch LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 59**

- **a. Full name:** Equilend Clearing LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 60**

- **a. Full name:** Yieldbroker Pty Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300QRJM24CLE17N18

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 61**

- **a. Full name:** Chase Mortgage Trust 2016-1

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 62**

- **a. Full name:** Security Capital Research & Management Incorporated

- **b. SEC file number:** N/A

- **c. CRD number:** 000106201

- **d. LEI, if any:** N/A

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 63**

- **a. Full name:** iSwap Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800CHG2XKP74RJQ39

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 64**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - Hong Kong

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 65**

- **a. Full name:** J.P. Morgan Securities (Malaysia) Sdn. Bhd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300LKHWFX99UJ3515

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 66**

- **a. Full name:** Banco J.P. Morgan S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** BMSV765KS3ZUWB7LXV33

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 67**

- **a. Full name:** Fx Global Clear

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 68**

- **a. Full name:** J.P. Morgan Securities Philippines, Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 69**

- **a. Full name:** J.P. Morgan Securities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300AC4BZFPGVSDO69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 70**

- **a. Full name:** Acadiasoft Inc

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 71**

- **a. Full name:** Equilend Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800MQRAFTKJ551M22

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 72**

- **a. Full name:** Volbroker.Com Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800OZOBI9F5C4QH60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 73**

- **a. Full name:** J.P. Morgan Casa de Bolsa, S.A. de C.V., J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300D0VOPDC30K3K08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 74**

- **a. Full name:** J.P. Morgan Broker-Dealer Holdings Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930069AMWJE53ZEK40

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 75**

- **a. Full name:** Bear Stearns Asset Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 76**

- **a. Full name:** J.P. Morgan Asset Management (Canada) Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TFMOIXJFABEP26

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 77**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 78**

- **a. Full name:** LiquidityMatch Technologies LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 79**

- **a. Full name:** Argencontrol SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 80**

- **a. Full name:** J.P. Morgan Securities Asia Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300JC6II4Z5801517

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 81**

- **a. Full name:** J.P. Morgan Securities Japan Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006PWI2H6PX25403

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 82**

- **a. Full name:** J.P. Morgan Securities (Asia Pacific) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 871JPXVZ0Z8I863B6V34

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 83**

- **a. Full name:** J.P. Morgan Funds Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000172045

- **d. LEI, if any:** 549300AV3Y6VMWJUXJ60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 84**

- **a. Full name:** J.P. Morgan Securities Australia Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300Z0AVQF0QSFQV15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 85**

- **a. Full name:** Otcderiv Ltd

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800AJVXMIB2FPEM07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 86**

- **a. Full name:** Equilend Asia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 87**

- **a. Full name:** J.P. MORGAN SECURITIES PLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 88**

- **a. Full name:** Equilend Holdings LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 89**

- **a. Full name:** JPMorgan JPM-X ATS (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 90**

- **a. Full name:** J.P. Morgan Asset Management (Singapore) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930044NM2YHCOS4R30

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 91**

- **a. Full name:** J.P. Morgan Securities plc, Sucursal en Espana

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 92**

- **a. Full name:** Banco J.P. Morgan S.A., Institucion de Banca Multiple, J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OA79DKM2EKBT58

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 93**

- **a. Full name:** J.P. MORGAN ASSET MANAGEMENT (TAIWAN) LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007XKH607S1KJV92

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 94**

- **a. Full name:** Chase Mortgage Trust 2016-2

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| MORGAN STANLEY & CO. LLC                   | 008-15869         |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $1,105,437,414.51         |
| BNY MELLON CAPITAL MARKETS, LLC            | 008-35255         |    000017454 | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $409,884,253.08           |
| WELLS FARGO SECURITIES LLC                 | 008-65876         |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $3,660,125,624.55         |
| CITIGROUP GLOBAL MARKETS INC.              | 008-08177         |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $1,151,932,952.79         |
| BARCLAYS CAPITAL INC.                      | 008-41342         |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $1,693,811,551.45         |
| MARKETAXESS CORPORATION                    | 008-50727         |    000044542 | GPSMMRI21JE7ZCVYF972 | NY      | US        | $615,422,473.89           |
| GOLDMAN SACHS & CO, LLC                    | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,939,396,741.35         |
| CREDIT SUISSE SECURITIES (USA) LLC         | 008-00422         |    000000816 | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $529,973,261.25           |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INC. | 008-07221         |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $1,538,120,863.19         |
| JEFFERIES LLC                              | 008-15074         |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $616,680,238.85           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $15,761,898,192.64

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $3,212,932,549.87

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 8 - Six Circles Managed Equity Portfolio U.S. Unconstrained Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** Six Circles Managed Equity Portfolio U.S. Unconstrained Fund

- **b. Series identification number, if any:** S000063724

- **c. LEI:** 549300T4IDVN2XWLOR41

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class                                        | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Six Circles Managed Equity Portfolio U.S. Unconstrained Fund | C000206545                                | CMEUX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** J.P. Morgan Private Investments Inc.

- **ii. SEC file number:** 801-41088

- **iii. CRD number:** 000110186

- **iv. LEI, if any:** 549300JJOCEDFCUF5Y75

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** BLACKROCK INVESTMENT MANAGEMENT, LLC

- **ii. SEC file number:** 801-56972

- **iii. CRD number:** 000108928

- **iv. LEI, if any:** 5493006MRTEZZ4S4CQ20

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. SEC file number:** 084-00896

- **iii. LEI, if any:** N/A

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any, or other identifying number:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** MTS Spa

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800ZMKPUV1VKLCT69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** JPB-X (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 3**

- **a. Full name:** J.P. Morgan Alternative Asset Management

- **b. SEC file number:** 008-38613

- **c. CRD number:** 000020989

- **d. LEI, if any:** 54930033JJHPUBPLHG91

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 4**

- **a. Full name:** Fx Spotstream LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001N6DM40ZPSHW89

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 5**

- **a. Full name:** J.P. Morgan Securities Philippines, Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 6**

- **a. Full name:** iSwap Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800CHG2XKP74RJQ39

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 7**

- **a. Full name:** J.P. Morgan Equities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300R3H5XXNLWIOY79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 8**

- **a. Full name:** Highbridge Capital Management

- **b. SEC file number:** N/A

- **c. CRD number:** 000134776

- **d. LEI, if any:** SK6WG1E6ZYO1H0HHS346

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 9**

- **a. Full name:** Volbroker.Com Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800OZOBI9F5C4QH60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 10**

- **a. Full name:** J.P. Morgan Distribution Services, Inc.

- **b. SEC file number:** 008-52700

- **c. CRD number:** 000104234

- **d. LEI, if any:** N/A

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 11**

- **a. Full name:** Ice US Holding Company L.P. (formerly, Ice Clear Credit LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** T33OE4AS4QXXS2TT7X50

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 12**

- **a. Full name:** Security Capital Research & Management Incorporated

- **b. SEC file number:** N/A

- **c. CRD number:** 000106201

- **d. LEI, if any:** N/A

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 13**

- **a. Full name:** JPMorgan JPM-X ATS (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 14**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Mumbai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 15**

- **a. Full name:** J.P. MORGAN PRIVATE INVESTMENTS INC.

- **b. SEC file number:** N/A

- **c. CRD number:** 000110186

- **d. LEI, if any:** 549300JJOCEDFCUF5Y75

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 16**

- **a. Full name:** J.P. Morgan Asset Management (Singapore) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930044NM2YHCOS4R30

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 17**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Manila Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 18**

- **a. Full name:** J.P. Morgan Institutional Investments Inc.

- **b. SEC file number:** 008-52182

- **c. CRD number:** 000102920

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 19**

- **a. Full name:** J.P. Morgan Chase Bank Berhad

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300J3OSVP1WT8DW93

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 20**

- **a. Full name:** J.P. Morgan Securities Australia Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300Z0AVQF0QSFQV15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 21**

- **a. Full name:** MTS Markets International, Inc. (2)

- **b. SEC file number:** 008-50451

- **c. CRD number:** 000043875

- **d. LEI, if any:** 213800QOW94YDEADDF52

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 22**

- **a. Full name:** J.P. Morgan Securities Japan Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006PWI2H6PX25403

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 23**

- **a. Full name:** Bear Stearns Asset Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 24**

- **a. Full name:** EquiLend LLC

- **b. SEC file number:** 008-53738

- **c. CRD number:** 000119107

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 25**

- **a. Full name:** Banco J.P. Morgan S.A., Institucion de Banca Multiple, J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OA79DKM2EKBT58

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 26**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 27**

- **a. Full name:** J.P. Morgan Broker-Dealer Holdings Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930069AMWJE53ZEK40

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 28**

- **a. Full name:** Equilend Clearing LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 29**

- **a. Full name:** J.P. Morgan Asset Management (Europe) S.a.r.l.

- **b. SEC file number:** N/A

- **c. CRD number:** 000304190

- **d. LEI, if any:** 549300XWGTGPPNVKZY94

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 30**

- **a. Full name:** J.P. Morgan Securities plc, Sucursal en Espana

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 31**

- **a. Full name:** J.P. Morgan Asset Management (Canada) Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TFMOIXJFABEP26

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 32**

- **a. Full name:** PT J.P. Morgan Sekuritas Indonesia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007LXG64XO75DS75

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 33**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - LONDON BRANCH

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 34**

- **a. Full name:** J.P. Morgan Securities plc - Zurich Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 35**

- **a. Full name:** J.P. Morgan Securities (Thailand) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300DW8IRT0GVC9N77

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 36**

- **a. Full name:** J.P. Morgan Futures Co., Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 37**

- **a. Full name:** J.P. Morgan Securities (Taiwan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300411SG58OR0YJ50

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 38**

- **a. Full name:** J.P. Morgan (Suisse) SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** VNJ8GUF91FD6KSMJCG78

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 39**

- **a. Full name:** J.P. Morgan Corredores de Bolsa SpA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 40**

- **a. Full name:** J.P. Morgan Corretora de Cambio e Valores Mobiliarios S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493005CBZDLX481ZM09

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 41**

- **a. Full name:** J.P. Morgan Australia Pty Limited (formerly, J.P. Morgan Australia Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300SFYOCEFSJJLX08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 42**

- **a. Full name:** J.P. Morgan Futures Co., Limited - Shanghai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 43**

- **a. Full name:** J.P. Morgan Asset Management (Japan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TNMIIYQ6ZC4520

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 44**

- **a. Full name:** JPMorgan Asset Management (Asia Pacific) Limited (formerly, JF Asset Management Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006DKST2MXVG4R57

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 45**

- **a. Full name:** JF International Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** 000107081

- **d. LEI, if any:** 54930022LDJP2VPX1604

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 46**

- **a. Full name:** Bridge Trust Company Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 47**

- **a. Full name:** iSwap US Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 48**

- **a. Full name:** J.P. MORGAN SECURITIES PLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 49**

- **a. Full name:** J.P. Morgan S.A. Distribuidora de Titulos e Valores Mobiliarios

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001LS7J56NZZ3G07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 50**

- **a. Full name:** Beijing Equity Investment Development Management Co., LTD.

- **b. SEC file number:** N/A

- **c. CRD number:** 000162933

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 51**

- **a. Full name:** Equilend Asia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 52**

- **a. Full name:** J.P. Morgan Funds (Asia) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930038LF43WPERUD37

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 53**

- **a. Full name:** J.P. Morgan SE

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300ZK53CNGEEI6A29

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 54**

- **a. Full name:** CB "J.P. Morgan Bank International" (LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300B831LSRSI6RA15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 55**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - Hong Kong

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 56**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - New Zealand Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 57**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited - Seoul Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 58**

- **a. Full name:** J.P. Morgan Casa de Bolsa, S.A. de C.V., J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300D0VOPDC30K3K08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 59**

- **a. Full name:** Equilend Europe Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800BUOJT8E71MBB36

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 60**

- **a. Full name:** J.P. Morgan Asset Management Real Assets (Singapore) PTE LTD

- **b. SEC file number:** N/A

- **c. CRD number:** 000166619

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 61**

- **a. Full name:** J.P. Morgan Funds Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000172045

- **d. LEI, if any:** 549300AV3Y6VMWJUXJ60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 62**

- **a. Full name:** J.P. MORGAN ASSET MANAGEMENT (TAIWAN) LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007XKH607S1KJV92

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 63**

- **a. Full name:** J.P. Morgan Securities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300AC4BZFPGVSDO69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 64**

- **a. Full name:** J.P. Morgan Securities (Malaysia) Sdn. Bhd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300LKHWFX99UJ3515

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 65**

- **a. Full name:** Automated Equity Finance Markets, Inc (1)

- **b. SEC file number:** 008-67941

- **c. CRD number:** 000147941

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 66**

- **a. Full name:** Inversiones J.P. Morgan Limitada

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OYBJ8GSYT44596

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 67**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Singapore Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 68**

- **a. Full name:** J.P. Morgan Chase Bank, National Association

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 69**

- **a. Full name:** J.P. Morgan Securities (Asia Pacific) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 871JPXVZ0Z8I863B6V34

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 70**

- **a. Full name:** Argencontrol SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 71**

- **a. Full name:** Banco J.P. Morgan S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** BMSV765KS3ZUWB7LXV33

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 72**

- **a. Full name:** Acadiasoft Inc

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 73**

- **a. Full name:** Equilend Canada Corp

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 74**

- **a. Full name:** J.P. Morgan Securities Asia Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300JC6II4Z5801517

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 75**

- **a. Full name:** Fx Global Clear

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 76**

- **a. Full name:** LiquidityMatch LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 77**

- **a. Full name:** J.P. Morgan Asset Management (UK) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000135960

- **d. LEI, if any:** 20FULDKQMC7ZL80LYR79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 78**

- **a. Full name:** LiquidityMatch Technologies LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 79**

- **a. Full name:** J.P. Morgan Broking (Hong Kong) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300UDYFQABX57QF97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 80**

- **a. Full name:** J.P. Morgan Securities plc - Frankfurt Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 81**

- **a. Full name:** J.P. Morgan Securities Singapore Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** R4JP3Q69EBZT5QTDBY11

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 82**

- **a. Full name:** Equilend Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800MQRAFTKJ551M22

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 83**

- **a. Full name:** J.P.Morgan Prime Inc.

- **b. SEC file number:** 008-69703

- **c. CRD number:** 000282107

- **d. LEI, if any:** 549300PM7NK3Z8KR6913

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 84**

- **a. Full name:** Chase Mortgage Trust 2016-1

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 85**

- **a. Full name:** Equilend Holdings LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 86**

- **a. Full name:** J.P. Morgan Securities Canada Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300F310BOLPDDZ813

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 87**

- **a. Full name:** J.P. Morgan India Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493003NTMEZM4AYVW24

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 88**

- **a. Full name:** Otcderiv Ltd

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800AJVXMIB2FPEM07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 89**

- **a. Full name:** J.P. Morgan Menkul Degerler A.S.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 90**

- **a. Full name:** J.P. MORGAN MARKETS LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493002SLHKGT77FYU25

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 91**

- **a. Full name:** J.P. Morgan Chase Trading S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 92**

- **a. Full name:** Yieldbroker Pty Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300QRJM24CLE17N18

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 93**

- **a. Full name:** J.P. Morgan Securities LLC

- **b. SEC file number:** 008-35008

- **c. CRD number:** 000000079

- **d. LEI, if any:** ZBUT11V806EZRVTWT807

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 94**

- **a. Full name:** Chase Mortgage Trust 2016-2

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** CITIGROUP GLOBAL MARKETS INC.

- **ii. SEC file number:** 008-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $86,904.31

**Brokers Record: 2**

- **i. Full name of broker:** GOLDMAN SACHS & CO, LLC

- **ii. SEC file number:** 008-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $28,841.76

**Brokers Record: 3**

- **i. Full name of broker:** JEFFERIES LLC

- **ii. SEC file number:** 008-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $34,462.48

**Brokers Record: 4**

- **i. Full name of broker:** COWEN AND COMPANY, LLC

- **ii. SEC file number:** 008-22522

- **iii. CRD number:** 000007616

- **iv. LEI, if any:** 549300WR155U7DVMIW58

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,228.57

**Brokers Record: 5**

- **i. Full name of broker:** UBS SECURITIES LLC

- **ii. SEC file number:** 008-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $48,685.31

**Brokers Record: 6**

- **i. Full name of broker:** MORGAN STANLEY & CO. LLC

- **ii. SEC file number:** 008-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $99,883.22

**Brokers Record: 7**

- **i. Full name of broker:** MERRILL LYNCH, PIERCE, FENNER & SMITH INC.

- **ii. SEC file number:** 008-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $134,024.89

**Brokers Record: 8**

- **i. Full name of broker:** BARCLAYS CAPITAL INC.

- **ii. SEC file number:** 008-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $29,924.81

**Brokers Record: 9**

- **i. Full name of broker:** ROYAL BANK OF CANADA

- **ii. SEC file number:** N/A

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,778.50

**Brokers Record: 10**

- **i. Full name of broker:** CREDIT SUISSE SECURITIES (USA) LLC

- **ii. SEC file number:** 008-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $142,032.88

**Aggregate Commission:** $628,736.70

**Item C.17.a. Principal transaction counterparties.**

| Name                        | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J ALEXANDER SECURITIES INC. | 008-23204         |    000007809 | N/A                  | CA      | US        | $519,646.38               |
| UBS SECURITIES LLC          | 008-22651         |    000007654 | T6FIZBDPKLYJKFCRVK44 | NY      | US        | $664.76                   |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $520,311.14

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $6,161,317,308.05

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 9 - Six Circles Tax Aware Bond Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** Six Circles Tax Aware Bond Fund

- **b. Series identification number, if any:** S000068182

- **c. LEI:** 549300N42M6D8JHXJV31

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class           | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Six Circles Tax Aware Bond Fund | C000218340                                | CBTAX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 10f-3 (17 CFR 270.10f-3)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** J.P. Morgan Private Investments Inc.

- **ii. SEC file number:** 801-41088

- **iii. CRD number:** 000110186

- **iv. LEI, if any:** 549300JJOCEDFCUF5Y75

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** ALLSPRING GLOBAL INVESTMENTS, LLC

- **ii. SEC file number:** 801-21122

- **iii. CRD number:** 000104973

- **iv. LEI, if any:** 549300B3H2IOO2L85I90

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** CAPITAL INTERNATIONAL INC.

- **ii. SEC file number:** 801-32104

- **iii. CRD number:** 000110682

- **iv. LEI, if any:** KFFJPUZ2QTMB3WGC0S72

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 3**

- **i. Full name:** NUVEEN ASSET MANAGEMENT, LLC

- **ii. SEC file number:** 801-71957

- **iii. CRD number:** 000155584

- **iv. LEI, if any:** 549300W218VXB0L5EY14

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 4**

- **i. Full name:** BLACKROCK INVESTMENT MANAGEMENT, LLC

- **ii. SEC file number:** 801-56972

- **iii. CRD number:** 000108928

- **iv. LEI, if any:** 5493006MRTEZZ4S4CQ20

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. SEC file number:** 084-00896

- **iii. LEI, if any:** N/A

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg Professional Services

- **ii. LEI, if any, or provide and describe other identifying number:** 5493001KJTIIGC8Y1R12

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** BROWN BROTHERS HARRIMAN & CO.

- **ii. LEI, if any, or other identifying number:** 5493006KMX1VFTPYPW14

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** J.P. Morgan Corredores de Bolsa SpA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** JF International Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** 000107081

- **d. LEI, if any:** 54930022LDJP2VPX1604

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 3**

- **a. Full name:** Fx Global Clear

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 4**

- **a. Full name:** J.P. Morgan Corretora de Cambio e Valores Mobiliarios S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493005CBZDLX481ZM09

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 5**

- **a. Full name:** J.P. Morgan Distribution Services, Inc.

- **b. SEC file number:** 008-52700

- **c. CRD number:** 000104234

- **d. LEI, if any:** N/A

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 6**

- **a. Full name:** J.P. Morgan Securities Australia Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300Z0AVQF0QSFQV15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 7**

- **a. Full name:** iSwap US Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 8**

- **a. Full name:** J.P. Morgan Alternative Asset Management

- **b. SEC file number:** 008-38613

- **c. CRD number:** 000020989

- **d. LEI, if any:** 54930033JJHPUBPLHG91

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 9**

- **a. Full name:** Automated Equity Finance Markets, Inc (1)

- **b. SEC file number:** 008-67941

- **c. CRD number:** 000147941

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 10**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Singapore Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 11**

- **a. Full name:** Banco J.P. Morgan S.A., Institucion de Banca Multiple, J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OA79DKM2EKBT58

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 12**

- **a. Full name:** Equilend Asia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 13**

- **a. Full name:** Bridge Trust Company Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 14**

- **a. Full name:** Inversiones J.P. Morgan Limitada

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300OYBJ8GSYT44596

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 15**

- **a. Full name:** J.P. Morgan Asset Management (Japan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TNMIIYQ6ZC4520

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 16**

- **a. Full name:** J.P.Morgan Prime Inc.

- **b. SEC file number:** 008-69703

- **c. CRD number:** 000282107

- **d. LEI, if any:** 549300PM7NK3Z8KR6913

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 17**

- **a. Full name:** J.P. Morgan Asset Management Real Assets (Singapore) PTE LTD

- **b. SEC file number:** N/A

- **c. CRD number:** 000166619

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 18**

- **a. Full name:** J.P. Morgan Asset Management (Singapore) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930044NM2YHCOS4R30

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 19**

- **a. Full name:** J.P. Morgan Securities Japan Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006PWI2H6PX25403

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 20**

- **a. Full name:** J.P. Morgan Securities Canada Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300F310BOLPDDZ813

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 21**

- **a. Full name:** Equilend Canada Corp

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 22**

- **a. Full name:** J.P. Morgan Menkul Degerler A.S.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 23**

- **a. Full name:** MTS Spa

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800ZMKPUV1VKLCT69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 24**

- **a. Full name:** CB "J.P. Morgan Bank International" (LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300B831LSRSI6RA15

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 25**

- **a. Full name:** J.P. Morgan Institutional Investments Inc.

- **b. SEC file number:** 008-52182

- **c. CRD number:** 000102920

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 26**

- **a. Full name:** J.P. Morgan Securities plc - Zurich Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 27**

- **a. Full name:** JPB-X (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 28**

- **a. Full name:** J.P. Morgan Securities (Taiwan) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300411SG58OR0YJ50

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 29**

- **a. Full name:** J.P. Morgan (Suisse) SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** VNJ8GUF91FD6KSMJCG78

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 30**

- **a. Full name:** Otcderiv Ltd

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800AJVXMIB2FPEM07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 31**

- **a. Full name:** Chase Mortgage Trust 2016-2

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 32**

- **a. Full name:** J.P. Morgan India Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493003NTMEZM4AYVW24

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 33**

- **a. Full name:** JPMorgan Asset Management (Asia Pacific) Limited (formerly, JF Asset Management Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493006DKST2MXVG4R57

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 34**

- **a. Full name:** Chase Mortgage Trust 2016-1

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 35**

- **a. Full name:** PT J.P. Morgan Sekuritas Indonesia

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007LXG64XO75DS75

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 36**

- **a. Full name:** Equilend Holdings LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 37**

- **a. Full name:** J.P. Morgan Securities (Malaysia) Sdn. Bhd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300LKHWFX99UJ3515

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 38**

- **a. Full name:** Equilend Europe Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800BUOJT8E71MBB36

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 39**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - LONDON BRANCH

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 40**

- **a. Full name:** Acadiasoft Inc

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 41**

- **a. Full name:** Beijing Equity Investment Development Management Co., LTD.

- **b. SEC file number:** N/A

- **c. CRD number:** 000162933

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 42**

- **a. Full name:** J.P. Morgan Broking (Hong Kong) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300UDYFQABX57QF97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 43**

- **a. Full name:** J.P. MORGAN SECURITIES PLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 44**

- **a. Full name:** J.P. Morgan Futures Co., Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 45**

- **a. Full name:** J.P. Morgan Securities Singapore Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** R4JP3Q69EBZT5QTDBY11

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 46**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 47**

- **a. Full name:** J.P. Morgan Asset Management (Europe) S.a.r.l.

- **b. SEC file number:** N/A

- **c. CRD number:** 000304190

- **d. LEI, if any:** 549300XWGTGPPNVKZY94

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 48**

- **a. Full name:** J.P. Morgan Funds Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000172045

- **d. LEI, if any:** 549300AV3Y6VMWJUXJ60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 49**

- **a. Full name:** Security Capital Research & Management Incorporated

- **b. SEC file number:** N/A

- **c. CRD number:** 000106201

- **d. LEI, if any:** N/A

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 50**

- **a. Full name:** J.P. Morgan Equities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300R3H5XXNLWIOY79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 51**

- **a. Full name:** J.P. Morgan Securities plc, Sucursal en Espana

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 52**

- **a. Full name:** Equilend Clearing LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 53**

- **a. Full name:** iSwap Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800CHG2XKP74RJQ39

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 54**

- **a. Full name:** JPMorgan JPM-X ATS (1)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 55**

- **a. Full name:** J.P. Morgan Asset Management (UK) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** 000135960

- **d. LEI, if any:** 20FULDKQMC7ZL80LYR79

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 56**

- **a. Full name:** Yieldbroker Pty Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300QRJM24CLE17N18

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 57**

- **a. Full name:** J.P. Morgan Casa de Bolsa, S.A. de C.V., J.P. Morgan Grupo Financiero

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300D0VOPDC30K3K08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 58**

- **a. Full name:** J.P. Morgan Securities Asia Private Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300JC6II4Z5801517

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 59**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Mumbai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 60**

- **a. Full name:** Fx Spotstream LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001N6DM40ZPSHW89

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 61**

- **a. Full name:** Banco J.P. Morgan S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** BMSV765KS3ZUWB7LXV33

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 62**

- **a. Full name:** J.P. Morgan Australia Pty Limited (formerly, J.P. Morgan Australia Limited)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300SFYOCEFSJJLX08

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 63**

- **a. Full name:** J.P. Morgan Chase Bank Berhad

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300J3OSVP1WT8DW93

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 64**

- **a. Full name:** MTS Markets International, Inc. (2)

- **b. SEC file number:** 008-50451

- **c. CRD number:** 000043875

- **d. LEI, if any:** 213800QOW94YDEADDF52

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 65**

- **a. Full name:** J.P. Morgan Securities plc - Frankfurt Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** K6Q0W1PS1L1O4IQL9C32

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 66**

- **a. Full name:** J.P. Morgan Chase Bank, National Association

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 67**

- **a. Full name:** J.P. MORGAN MARKETS LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493002SLHKGT77FYU25

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 68**

- **a. Full name:** Ice US Holding Company L.P. (formerly, Ice Clear Credit LLC)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** T33OE4AS4QXXS2TT7X50

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 69**

- **a. Full name:** Equilend Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800MQRAFTKJ551M22

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 70**

- **a. Full name:** J.P. Morgan Chase Trading S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 71**

- **a. Full name:** Volbroker.Com Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 213800OZOBI9F5C4QH60

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 72**

- **a. Full name:** J.P. Morgan Securities (Far East) Limited - Seoul Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300PH8W6E9DMTQ364

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 73**

- **a. Full name:** J.P. MORGAN ASSET MANAGEMENT (TAIWAN) LIMITED

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493007XKH607S1KJV92

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 74**

- **a. Full name:** J.P. Morgan Securities LLC

- **b. SEC file number:** 008-35008

- **c. CRD number:** 000000079

- **d. LEI, if any:** ZBUT11V806EZRVTWT807

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 75**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - New Zealand Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 76**

- **a. Full name:** Argencontrol SA

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 77**

- **a. Full name:** J.P. Morgan Chase Bank, N.A. - Manila Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 78**

- **a. Full name:** J.P. Morgan SE

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300ZK53CNGEEI6A29

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 79**

- **a. Full name:** J.P. MORGAN CHASE BANK, N.A. - Hong Kong

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 80**

- **a. Full name:** J.P. Morgan Securities (Thailand) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300DW8IRT0GVC9N77

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 81**

- **a. Full name:** J.P. Morgan Futures Co., Limited - Shanghai Branch

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 300300E3004544000004

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 82**

- **a. Full name:** EquiLend LLC

- **b. SEC file number:** 008-53738

- **c. CRD number:** 000119107

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 83**

- **a. Full name:** J.P. Morgan Broker-Dealer Holdings Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930069AMWJE53ZEK40

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 84**

- **a. Full name:** J.P. Morgan Asset Management (Canada) Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300TFMOIXJFABEP26

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 85**

- **a. Full name:** J.P. Morgan Securities (Asia Pacific) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 871JPXVZ0Z8I863B6V34

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 86**

- **a. Full name:** J.P. Morgan Funds (Asia) Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 54930038LF43WPERUD37

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 87**

- **a. Full name:** Highbridge Capital Management

- **b. SEC file number:** N/A

- **c. CRD number:** 000134776

- **d. LEI, if any:** SK6WG1E6ZYO1H0HHS346

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 88**

- **a. Full name:** J.P. Morgan Securities South Africa Proprietary Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300AC4BZFPGVSDO69

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 89**

- **a. Full name:** J.P. Morgan Securities Philippines, Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 90**

- **a. Full name:** J.P. Morgan S.A. Distribuidora de Titulos e Valores Mobiliarios

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493001LS7J56NZZ3G07

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 91**

- **a. Full name:** Bear Stearns Asset Management Inc.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 92**

- **a. Full name:** J.P. MORGAN PRIVATE INVESTMENTS INC.

- **b. SEC file number:** N/A

- **c. CRD number:** 000110186

- **d. LEI, if any:** 549300JJOCEDFCUF5Y75

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 93**

- **a. Full name:** LiquidityMatch Technologies LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 94**

- **a. Full name:** LiquidityMatch LLC

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **e. State, if applicable:** DE

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| MORGAN STANLEY & CO. LLC                   | 008-15869         |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $451,227,267.75           |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INC. | 008-07221         |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $960,021,752.83           |
| CITIGROUP GLOBAL MARKETS INC.              | 008-08177         |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $411,785,568.84           |
| J ALEXANDER SECURITIES INC.                | 008-23204         |    000007809 | N/A                  | CA      | US        | $225,283,819.15           |
| ROYAL BANK OF CANADA                       | N/A               |    000031194 | ES7IP3U3RHIGC71XBU11 |  |  | $288,141,033.25           |
| BARCLAYS CAPITAL INC.                      | 008-41342         |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $850,875,664.19           |
| WELLS FARGO SECURITIES LLC                 | 008-65876         |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $347,577,776.95           |
| GOLDMAN SACHS & CO, LLC                    | 008-00129         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $301,148,307.95           |
| FIDELITY MANAGEMENT & RESEARCH COMPANY     | N/A               |    000108281 | 5493001Z012YSB2A0K51 | MA      | US        | $213,908,107.71           |
| BNY MELLON CAPITAL MARKETS, LLC            | 008-35255         |    000017454 | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $217,469,685.06           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $5,756,954,050.31

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $5,644,632,668.02

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

## N-CEN: Part G: Attachments

**Item G.1a. Attachments.**

Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below:

- [ ] i. Legal proceedings

- [ ] ii. Provision of financial support

- [x] iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only)

- [ ] iv. Change in accounting principles and practices

- [ ] v. Information required to be filed pursuant to exemptive orders

- [ ] vi. Other information required to be included as an attachment pursuant to Commission rules and regulations

## N-CEN: Signature

Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to a be signed on its behalf by the undersigned hereunto duly authorized.

**Registrant:** Six Circles Trust

**Date:** 2022-12-31

**Signature:** Gina M. Andes

**Title:** Assistant Treasurer