JPMorgan Funds - Global Corporate Bond Fund Zestawienie inwestycji na dzieñ 31 grudnia 2015r.

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1 Zbywalne papiery wartoœciowe i instrumenty rynku pieniê nego dopuszczone do obrotu na oficjalnej gie³dzie Obligacje Australia BHP Billiton Finance USA Ltd. 5 30/09/ ,07 Rio Tinto Finance USA Ltd. 3,75 15/06/ ,12 Scentre Group Trust 1, REIT, Reg. S 1,5 16/07/2020 EUR ,15 Scentre Group Trust 1, REIT, Reg. S 2,375 08/04/2022 GBP ,15 SydneyAirport Finance Co. Pty. Ltd., Reg. S 2,75 23/04/2024 EUR ,22 Transurban Finance Co. Pty. Ltd. 1,875 16/09/2024 EUR , ,89 Belgia KBC Groep NV, Reg. S, FRN 2,375 25/11/2024 EUR ,18 KBC Groep NV, Reg. S, FRN 5,625 Perpetual EUR , ,44 Bermudy Aircastle Ltd. 7,625 15/04/ , ,06 Kanada Bank of Nova Scotia (The) 1,7 11/06/ ,78 Barrick Gold Corp. 3,85 01/04/ ,00 Barrick Gold Corp. 5,25 01/04/ ,06 Enbridge, Inc. 4 01/10/ ,11 Encana Corp. 5,15 15/11/ ,09 Suncor Energy, Inc. 6,1 01/06/ , ,17 Curacao Teva Pharmaceutical Finance Co. BV 2,95 18/12/ , ,06 Dania Danske Bank A/S, Reg. S, FRN 3,875 04/10/2023 EUR ,33 Danske Bank A/S, Reg. S, FRN 2,75 19/05/2026 EUR ,32 Danske Bank A/S, Reg. S, FRN 5,75 Perpetual EUR , ,72 Francja BPCE SA, Reg. S, FRN 2,75 30/11/2027 EUR ,20 Cie de Saint-Gobain 5,625 15/11/2024 GBP ,19 Credit Agricole SA, Reg. S 2,625 17/03/2027 EUR ,21 Credit Agricole SA, FRN, 144A 8,125 19/09/ ,24 Credit Agricole SA, Reg. S, FRN 6,5 Perpetual EUR ,22 Credit Agricole SA, Reg. S, FRN 8,125 Perpetual GBP ,17 Engie SA, Reg. S 0,5 13/03/2022 EUR ,02 Engie SA, Reg. S 3 01/02/2023 EUR ,05 Engie SA, Reg. S 1,5 13/03/2035 EUR ,07 Europcar Groupe SA, Reg. S 5,75 15/06/2022 EUR ,13 Holding d Infrastructures de Transport SAS, Reg. S 2,25 24/03/2025 EUR ,52 Imerys SA, Reg. S 2,5 26/11/2020 EUR ,32 Imerys SA, Reg. S 2 10/12/2024 EUR ,20 Infra Park SAS, Reg. S 1,25 16/10/2020 EUR ,24 Orange SA 5,5 06/02/ ,02 Pernod Ricard SA, Reg. S 2 22/06/2020 EUR ,15 RCI Banque SA, Reg. S 0,625 04/03/2020 EUR ,09 Societe Des Autoroutes Paris-Rhin-Rhone, Reg. S 1,5 15/01/2024 EUR ,09 Societe Generale SA, Reg. S 0,75 25/11/2020 EUR , Societe Generale SA, 144A 5,625 24/11/ ,11 Societe Generale SA, FRN, 144A 8 Perpetual ,22 Unibail-Rodamco SE, REIT, Reg. S 1,375 17/10/2022 EUR ,24 Veolia Environnement SA, Reg. S 4,625 30/03/2027 EUR ,04 Veolia Environnement SA, Reg. S 1,59 10/01/2028 EUR ,15 Veolia Environnement SA 6,125 29/10/2037 GBP , ,09 Niemcy Allianz SE, Reg. S, FRN 2,241 07/07/2045 EUR ,29 Allianz SE, Reg. S, FRN 4,75 Perpetual EUR ,11 Commerzbank AG 7,75 16/03/2021 EUR ,09 Trionista Holdco GmbH, Reg. S 5 30/04/2020 EUR ,17 Volkswagen Leasing GmbH, Reg. S 2,625 15/01/2024 EUR , ,77 Irlandia AerCap Ireland Capital Ltd. 4,625 30/10/ ,14 Allied Irish Banks plc, Reg. S 2,75 16/04/2019 EUR ,20 Allied Irish Banks plc, Reg. S 1,375 16/03/2020 EUR ,05 Bank of Ireland, Reg. S 3,25 15/01/2019 EUR ,35 Bank of Ireland, Reg. S, FRN 4,25 11/06/2024 EUR ,21 Bank of Ireland, Reg. S, FRN 7,375 Perpetual EUR ,11 Cloverie plc, Reg. S, FRN 4,5 11/09/ ,11 FCA Capital Ireland plc, Reg. S 1,25 13/06/2018 EUR ,08 FCA Capital Ireland plc, Reg. S 1,375 17/04/2020 EUR ,15 GE Capital European Funding, Reg. S 0,8 21/01/2022 EUR ,27 GE Capital International Funding Co., 144A 2,342 15/11/ , ,34 W³ochy Assicurazioni Generali SpA, Reg. S 2,875 14/01/2020 EUR ,11 Assicurazioni Generali SpA, Reg. S, FRN 7,75 12/12/2042 EUR ,27 Atlantia SpA, Reg. S 2,875 26/02/2021 EUR ,06 Autostrade per l Italia SpA, Reg. S 1,125 04/11/2021 EUR ,23 Autostrade per l Italia SpA, Reg. S 1,875 04/11/2025 EUR ,07 Autostrade per l Italia SpA, Reg. S 1,75 26/06/2026 EUR ,14 Banco Popolare SC, Reg. S 3,5 14/03/2019 EUR ,28 Banco Popolare SC, Reg. S 2,75 27/07/2020 EUR ,14 Enel SpA, Reg. S, FRN 5 15/01/2075 EUR ,13 Enel SpA, Reg. S, FRN 7,75 10/09/2075 GBP ,15 Eni SpA, Reg. S 2,625 22/11/2021 EUR ,10 Intesa Sanpaolo SpA, Reg. S 5 23/09/2019 EUR ,25 Intesa Sanpaolo SpA, Reg. S 4,375 15/10/2019 EUR ,21 SnamSpA, Reg. S 1,5 24/04/2019 EUR ,56 SnamSpA, Reg. S 1,375 19/11/2023 EUR ,09 UniCredit SpA, Reg. S 6,95 31/10/2022 EUR , ,15 Jersey Gatwick Funding Ltd., Reg. S 5,25 23/01/2024 GBP ,62 HBOS Capital Funding LP, Reg. S, FRN 6,461 Perpetual GBP ,17 Heathrow Funding Ltd., Reg. S 6 20/03/2020 GBP ,39

2 Heathrow Funding Ltd., Reg. S 6,75 03/12/2026 GBP ,31 Heathrow Funding Ltd., Reg. S 1,5 11/02/2030 EUR ,12 Porterbrook Rail Finance Ltd., Reg. S 5,5 20/04/2019 GBP , ,04 Luksemburg Actavis Funding SCS 2,45 15/06/ ,21 Actavis Funding SCS 3 12/03/ ,14 Actavis Funding SCS 3,45 15/03/ ,24 Actavis Funding SCS 4,85 15/06/ ,05 Actavis Funding SCS 4,75 15/03/ ,07 Altice Financing SA, Reg. S 5,25 15/02/2023 EUR ,16 CNH Industrial Finance Europe SA, Reg. S 2,75 18/03/2019 EUR ,16 DufryFinance SCA, Reg. S 4,5 01/08/2023 EUR ,07 Gestamp Funding Luxembourg SA, Reg. S 5,875 31/05/2020 EUR ,03 HeidelbergCement Finance Luxembourg SA, Reg. S 3,25 21/10/2021 EUR ,42 Intelsat Jackson Holdings SA 7,25 15/10/ ,06 Play Finance 2 SA, Reg. S 5,25 01/02/2019 EUR ,06 Wind Acquisition Finance SA, Reg. S 4 15/07/2020 EUR , ,83 Holandia ABN AMRO Bank NV, Reg. S 6,375 27/04/2021 EUR ,11 ABN AMRO Bank NV, Reg. S 6,25 27/04/ ,25 ABNAMROBankNV,FRN4,31 Perpetual EUR ,19 Airbus Group Finance BV, Reg. S 2,375 02/04/2024 EUR ,29 Airbus Group Finance BV, Reg. S 2,125 29/10/2029 EUR ,20 Allianz Finance II BV, FRN 5,75 08/07/2041 EUR ,10 CRH Funding BV, Reg. S 1,875 09/01/2024 EUR ,11 Demeter Investments BV, Reg. S, FRN 5,75 15/08/ ,08 Deutsche TelekomInternational Finance BV 6,5 08/04/2022 GBP ,52 EDP Finance BV, Reg. S 2,625 15/04/2019 EUR ,11 EDP Finance BV, Reg. S 2,625 18/01/2022 EUR ,10 EDP Finance BV, Reg. S 2 22/04/2025 EUR ,09 Enel Finance International NV, Reg. S 5 14/09/2022 EUR ,43 Enel Finance International NV, Reg. S 5,625 14/08/2024 GBP ,17 Enel Finance International NV, Reg. S 5,75 14/09/2040 GBP ,08 Gas Natural Fenosa Finance BV, Reg. S 3,875 11/04/2022 EUR ,29 Iberdrola International BV, Reg. S 3,5 01/02/2021 EUR ,24 Iberdrola International BV, Reg. S 2,5 24/10/2022 EUR ,15 Iberdrola International BV, Reg. S 1,75 17/09/2023 EUR ,17 LYB International Finance BV 4,875 15/03/ ,13 LyondellBasell Industries NV 5 15/04/ ,05 Red Electrica de Espana Finance BV, Reg. S 3,875 25/01/2022 EUR ,16 Schaeffler Finance BV, Reg. S 3,5 15/05/2022 EUR ,13 Shell International Finance BV 4,55 12/08/ ,05 Swiss Reinsurance Co., Reg. S, FRN 2,6 Perpetual EUR ,18 Telefonica Europe BV, Reg. S, FRN 4,2 Perpetual EUR ,11 Telefonica Europe BV, Reg. S, FRN 5,875 Perpetual EUR ,09 Telefonica Europe BV, Reg. S, FRN 6,5 Perpetual EUR ,12 UPC Holding BV, Reg. S 6,375 15/09/2022 EUR , Vonovia Finance BV, Reg. S, FRN 0,822 15/12/2017 EUR ,10 Vonovia Finance BV, Reg. S 2,25 15/12/2023 EUR , ,89 Hiszpania Banco Bilbao Vizcaya Argentaria SA, Reg. S, FRN 9 Perpetual ,14 Spain Government Bond, Reg. S, 144A 1,6 30/04/2025 EUR ,28 Telefonica Emisiones SAU, Reg. S 3,961 26/03/2021 EUR ,25 Telefonica Emisiones SAU, Reg. S 2,242 27/05/2022 EUR , ,84 Szwecja Skandinaviska Enskilda Banken AB, Reg. S, FRN 2,5 28/05/2026 EUR ,62 Skandinaviska Enskilda Banken AB, Reg. S, FRN 5,75 Perpetual ,18 Skandinaviska Enskilda Banken AB, Reg. S, FRN 7,092 Perpetual EUR ,09 Svenska Handelsbanken AB, Reg. S 1,125 14/12/2022 EUR ,05 Svenska Handelsbanken AB, Reg. S, FRN 5,25 Perpetual ,08 Swedbank AB, Reg. S 0,625 04/01/2021 EUR ,35 Swedbank AB, Reg. S, FRN 3 05/12/2022 EUR ,19 Swedbank AB, FRN 2,375 26/02/2024 EUR ,10 Swedbank AB, Reg. S, FRN 5,5 Perpetual , ,08 Szwajcaria Credit Suisse AG 3 29/10/ ,24 Credit Suisse AG, 144A 6,5 08/08/ ,08 Credit Suisse AG 3,625 09/09/ ,05 Credit Suisse AG, Reg. S, FRN 5,75 18/09/2025 EUR ,35 UBS AG 1,8 26/03/ ,49 UBS AG, Reg. S, FRN 4,75 22/05/ ,25 UBS Group AG, Reg. S, FRN 6,875 Perpetual , ,74 Wielka Brytania AbbeyNational TreasuryServices plc, Reg. S 1,875 17/02/2020 GBP ,16 AbbeyNational TreasuryServices plc 4 13/03/ ,27 Anglian Water Services Financing plc, Reg. S 4,5 22/02/2026 GBP ,03 AstraZeneca plc 4,375 16/11/ ,04 Aviva plc, Reg. S, FRN 6,125 05/07/2043 EUR ,26 Aviva plc, Reg. S, FRN 3,375 04/12/2045 EUR ,21 Barclays Bank plc, Reg. S 2,125 24/02/2021 EUR ,12 Barclays plc 2 16/03/ ,17 Barclays plc, Reg. S, FRN 2,625 11/11/2025 EUR ,74 BAT International Finance plc, Reg. S 4 04/09/2026 GBP ,09 BP Capital Markets plc 3,062 17/03/ ,10 BP Capital Markets plc 2,5 06/11/ ,16 British Telecommunications plc 2,35 14/02/ ,05 Centrica plc, Reg. S 4,375 13/03/2029 GBP ,16 Direct Line Insurance Group plc, Reg. S, FRN 9,25 27/04/2042 GBP ,22 Eastern Power Networks plc, Reg. S 6,25 12/11/2036 GBP ,20 Eversholt Funding plc 6,359 02/12/2025 GBP ,34 FCE Bank plc, Reg. S 2,625 20/11/2018 GBP ,18 FCE Bank plc, Reg. S 1,528 09/11/2020 EUR ,22

3 FCE Bank plc, Reg. S 1,875 24/06/2021 EUR ,22 GlaxoSmithKline Capital plc 2,85 08/05/ ,08 GlaxoSmithKline Capital plc, Reg. S 4,25 18/12/2045 GBP ,08 Great Rolling Stock Co. Ltd. (The), Reg. S 6,5 05/04/2031 GBP ,11 Hammerson plc, REIT, Reg. S 2 01/07/2022 EUR ,16 Hammerson plc, REIT 6 23/02/2026 GBP ,09 Heathrow Finance plc, Reg. S 7,125 01/03/2017 GBP ,27 Imperial Tobacco Finance plc, 144A 3,75 21/07/ ,46 Imperial Tobacco Finance plc, Reg. S 5,5 28/09/2026 GBP ,13 Imperial Tobacco Finance plc, Reg. S 4,875 07/06/2032 GBP ,05 Jaguar Land Rover Automotive plc, Reg. S 5 15/02/2022 GBP ,10 Lloyds Bank plc, Reg. S 9,625 06/04/2023 GBP ,14 Lloyds Bank plc, Reg. S 1,25 13/01/2025 EUR ,21 Lloyds Banking Group plc 4,5 04/11/ ,21 Lloyds Banking Group plc, FRN 7,5 Perpetual ,09 Lloyds Banking Group plc, Reg. S, FRN 6,375 Perpetual EUR ,27 Manchester Airport Group Funding plc, Reg. S 4,125 02/04/2024 GBP ,33 Manchester Airport Group Funding plc, Reg. S 4,75 31/03/2034 GBP ,22 Nationwide Building Society, Reg. S 2,25 29/04/2022 GBP ,16 Nationwide Building Society, Reg. S, FRN 4,125 20/03/2023 EUR ,21 Nationwide Building Society, Reg. S, FRN 6,875 Perpetual GBP ,30 NGG Finance plc, Reg. S, FRN 4,25 18/06/2076 EUR ,24 Northern Gas Networks Finance plc, Reg. S 4,875 30/06/2027 GBP ,14 Pizzaexpress Financing 2 plc, Reg. S 6,625 01/08/2021 GBP ,10 Prudentialplc,Reg.S,FRN5 20/07/2055 GBP ,13 R&R Ice Cream plc, Reg. S 5,5 15/05/2020 GBP ,08 Royal Bank of Scotland plc (The), Reg. S 5,375 30/09/2019 EUR ,44 Santander UK Group Holdings plc, Reg. S, FRN 7,375 Perpetual GBP ,11 Skyplc, Reg. S 1,5 15/09/2021 EUR ,10 Standard Life plc, Reg. S, FRN 5,5 04/12/2042 GBP ,11 Wellcome Trust Ltd. (The), Reg. S 1,125 21/01/2027 EUR ,19 Western Power Distribution West Midlands plc, Reg. S 3,875 17/10/2024 GBP , ,53 Stany Zjednoczone AbbVie, Inc. 3,2 06/11/ ,13 AbbVie, Inc. 3,6 14/05/ ,20 AbbVie, Inc. 4,4 06/11/ ,06 ACE INA Holdings, Inc. 2,875 03/11/ ,16 ACE INA Holdings, Inc. 4,35 03/11/ ,05 Actavis, Inc. 3,25 01/10/ ,14 Aetna, Inc. 3,5 15/11/ ,16 Altria Group, Inc. 2,625 14/01/ ,31 Altria Group, Inc. 2,85 09/08/ ,13 Altria Group, Inc. 4,25 09/08/ ,11 American Axle & Manufacturing, Inc. 6,25 15/03/ ,01 American Express Co. 3,625 05/12/ ,15 American International Group, Inc. 4,875 01/06/ ,32 American International Group, Inc. 3,875 15/01/ ,09 American International Group, Inc. 4,5 16/07/ ,11 American International Group, Inc. 4,8 10/07/ , American Tower Corp., REIT 3,45 15/09/ ,06 Anheuser-Busch InBev Finance, Inc. 2,625 17/01/ ,27 Anheuser-Busch InBev Finance, Inc. 3,7 01/02/ ,12 Anheuser-Busch InBev Finance, Inc. 4,625 01/02/ ,08 Anthem, Inc. 2,3 15/07/ ,08 Anthem, Inc. 5,1 15/01/ ,11 Apple, Inc. 2,85 06/05/ ,30 Apple, Inc. 3,05 31/07/2029 GBP ,21 AT&T, Inc. 4,45 15/05/ ,22 AT&T, Inc. 3,9 11/03/ ,13 AT&T, Inc. 3,4 15/05/ ,33 AT&T, Inc. 4,3 15/12/ ,44 AT&T, Inc. 4,8 15/06/ ,05 Atmos EnergyCorp. 4,125 15/10/ ,07 Baltimore Gas & Electric Co. 2,8 15/08/ ,13 Baltimore Gas & Electric Co. 3,35 01/07/ ,15 Bank of America Corp. 3,875 22/03/ ,88 Bank of America Corp. 2,6 15/01/ ,87 Bank of America Corp. 2,625 19/10/ ,28 Bank of America Corp. 3,3 11/01/ ,03 Bank of America Corp. 3,95 21/04/ ,22 Bank of America Corp. 4,25 22/10/ ,25 Bank of America Corp. 5 21/01/ ,06 Bank of America NA 1,75 05/06/ ,29 Berkshire Hathaway, Inc. 1,625 16/03/2035 EUR ,10 Berkshire Hathaway, Inc. 4,5 11/02/ ,15 Branch Banking & Trust Co. 3,625 16/09/ ,21 Bristol-Myers Squibb Co. 1,75 15/05/2035 EUR ,21 Burlington Northern Santa Fe LLC 3,05 15/03/ ,13 Burlington Northern Santa Fe LLC 4,9 01/04/ ,05 Burlington Northern Santa Fe LLC 4,55 01/09/ ,15 Capital One Bank USA NA 3,375 15/02/ ,16 Capital One NA 1,65 05/02/ ,20 Capital One NA 2,4 05/09/ ,54 CenturyLink, Inc. 5,8 15/03/ ,02 CF Industries, Inc. 4,95 01/06/ ,05 Citigroup, Inc. 1,85 24/11/ ,22 Citigroup, Inc. 1,8 05/02/ ,19 Citigroup, Inc., Reg. S 5 02/08/2019 EUR ,12 Citigroup, Inc. 2,65 26/10/ ,24 Citigroup, Inc. 3,3 27/04/ ,10 Citigroup, Inc. 4,4 10/06/ ,27 Citigroup, Inc. 4,3 20/11/ ,08 Citigroup, Inc. 4,45 29/09/ ,07 Consolidated Edison Co. of New York, Inc. 4,5 01/12/ ,08 Consolidated Edison Co. of New York, Inc. 4,625 01/12/ ,13 Continental Rubber of America Corp. 0,5 19/02/2019 EUR ,09 CVS Health Corp. 4 05/12/ ,14 CVS Health Corp. 3,875 20/07/ ,06 CVS Health Corp. 5,125 20/07/ ,22 Devon EnergyCorp. 3,25 15/05/ ,16 DIRECTV Holdings LLC 4,45 01/04/ ,36 DIRECTV Holdings LLC 5,15 15/03/ ,03 Discover Bank 2 21/02/ ,56 Discover Bank 4,2 08/08/ ,20 Dominion Resources, Inc. 5,2 15/08/ ,30 Dominion Resources, Inc. 3,9 01/10/ ,10 Dominion Resources, Inc. 4,7 01/12/ ,25 Dow Chemical Co. (The) 4,625 01/10/ ,04 DTE EnergyCo. 2,4 01/12/ ,07 Duke EnergyCorp. 3,05 15/08/ ,65

4 Duke EnergyCorp. 3,75 15/04/ ,02 Duke EnergyProgress LLC 4,15 01/12/ ,10 Duke RealtyLP, REIT 5,95 15/02/ ,01 Duke RealtyLP, REIT 3,875 15/02/ ,11 EnergyTransfer Partners LP 4,75 15/01/ ,19 Entergy Corp. 4 15/07/ ,13 Enterprise Products Operating LLC 3,9 15/02/ ,09 Enterprise Products Operating LLC 4,9 15/05/ ,11 Exelon Corp. 1,55 09/06/ ,16 Exelon Generation Co. LLC 2,95 15/01/ ,10 Ford Motor Co. 4,75 15/01/ ,02 Ford Motor Credit Co. LLC 4,25 03/02/ ,06 Ford Motor Credit Co. LLC 3,2 15/01/ ,24 Ford Motor Credit Co. LLC 4,25 20/09/ ,17 Ford Motor Credit Co. LLC 3,664 08/09/ ,23 Freeport-McMoRan, Inc. 3,875 15/03/ ,06 Freeport-McMoRan, Inc. 4,55 14/11/ ,22 Freeport-McMoRan, Inc. 5,45 15/03/ ,01 General Electric Capital Corp. 2,2 09/01/ ,15 General Electric Capital Corp. 4,375 16/09/ ,24 General Electric Co. 1,25 26/05/2023 EUR ,10 General Electric Co. 4,125 09/10/ ,10 General Electric Co. 4,5 11/03/ ,31 General Motors Co. 6,25 02/10/ ,03 General Motors Co. 5,2 01/04/ ,05 General Motors Financial Co., Inc. 2,75 15/05/ ,18 General Motors Financial Co., Inc. 3,25 15/05/ ,07 General Motors Financial Co., Inc. 3,1 15/01/ ,57 General Motors Financial Co., Inc. 3,45 10/04/ ,13 General Motors Financial Co., Inc. 4 15/01/ ,12 Goldman Sachs Group, Inc. (The) 2,9 19/07/ ,26 Goldman Sachs Group, Inc. (The) 2,625 31/01/ ,12 Goldman Sachs Group, Inc. (The), Reg. S 2,625 19/08/2020 EUR ,15 Goldman Sachs Group, Inc. (The), Reg. S 1,375 26/07/2022 EUR ,11 Goldman Sachs Group, Inc. (The), Reg. S 2 27/07/2023 EUR ,42 Goldman Sachs Group, Inc. (The) 3,5 23/01/ ,19 Goldman Sachs Group, Inc. (The) 4,25 21/10/ ,08 Goldman Sachs Group, Inc. (The) 5,15 22/05/ ,23 Goldman Sachs Group, Inc. (The) 4,75 21/10/ ,05 Harris Corp. 2,7 27/04/ ,11 Harris Corp. 3,832 27/04/ ,06 Harris Corp. 5,054 27/04/ ,14 HCA, Inc. 6,5 15/02/ ,03 HCA, Inc. 7,5 15/02/ ,03 HCP, Inc., REIT 3,15 01/08/ ,07 HealthSouth Corp. 7,75 15/09/ ,01 Hertz Corp. (The) 5,875 15/10/ ,07 Home Depot, Inc. (The) 4,25 01/04/ ,09 HSBC USA, Inc. 1,7 05/03/ ,26 HSBC USA, Inc. 2,375 13/11/ ,34 HSBC USA, Inc. 2,35 05/03/ ,50 HSBC USA, Inc. 2,75 07/08/ ,24 International Business Machines Corp. 3,375 01/08/ ,16 International Lease Finance Corp. 5,875 01/04/ ,04 ITC Holdings Corp. 3,65 15/06/ ,21 Kimco RealtyCorp., REIT 3,2 01/05/ , Kimco RealtyCorp., REIT 3,4 01/11/ ,07 Kinder Morgan EnergyPartners LP 3,5 01/09/ ,27 Kinder Morgan EnergyPartners LP 5 15/08/ ,05 Kinder Morgan EnergyPartners LP 5 01/03/ ,05 Kinder Morgan, Inc. 7,25 01/06/ ,01 Kinder Morgan, Inc. 4,3 01/06/ ,11 Kinder Morgan, Inc. 5,55 01/06/ ,03 Kohl s Corp. 5,55 17/07/ ,16 L Brands, Inc. 6,625 01/04/ ,03 LibertyPropertyLP, REIT 3,375 15/06/ ,09 LibertyPropertyLP, REIT 4,4 15/02/ ,08 Lowe s Cos., Inc. 3,375 15/09/ ,08 Macy s Retail Holdings, Inc. 4,3 15/02/ ,06 Marathon PetroleumCorp. 2,7 14/12/ ,19 McDonald s Corp. 4,6 26/05/ ,10 McDonald s Corp. 4,875 09/12/ ,08 McKesson Corp. 2,85 15/03/ ,08 McKesson Corp. 3,796 15/03/ ,13 Medtronic, Inc. 3,15 15/03/ ,31 MetLife, Inc. 6,4 15/12/ ,08 MetLife, Inc. 4,125 13/08/ ,12 MetLife, Inc. 4,05 01/03/ ,06 Metropolitan Life Global Funding I, Reg. S 0,875 20/01/2022 EUR ,14 MGM Resorts International 6,75 01/10/ ,05 Mississippi Power Co. 4,25 15/03/ ,04 Morgan Stanley4,75 22/03/ ,49 Morgan Stanley5,55 27/04/ ,34 Morgan Stanley2,5 24/01/ ,04 Morgan Stanley3,7 23/10/ ,30 Morgan Stanley4,35 08/09/ ,11 Morgan Stanley3,95 23/04/ ,15 Morgan Stanley4,3 27/01/ ,13 MPLX LP 4 15/02/ ,06 MUFG Americas Holdings Corp. 2,25 10/02/ ,15 MUFG Americas Holdings Corp. 3 10/02/ ,10 NiSource Finance Corp. 4,8 15/02/ ,16 Noble Energy, Inc. 5,25 15/11/ ,14 Northrop Grumman Corp. 3,85 15/04/ ,04 Nucor Corp. 5,2 01/08/ ,09 ONEOK Partners LP 4,9 15/03/ ,19 Oracle Corp. 2,5 15/05/ ,26 Oracle Corp. 2,5 15/10/ ,18 Oracle Corp. 3,4 08/07/ ,08 Oracle Corp. 4,5 08/07/ ,11 Oracle Corp. 4,125 15/05/ ,11 Pacific Gas & Electric Co. 4,75 15/02/ ,13 Pacific Gas & Electric Co. 4,3 15/03/ ,05 PacifiCorp 2,95 01/02/ ,24 Philip Morris International, Inc. 2,875 30/05/2024 EUR ,11 Philip Morris International, Inc. 4,125 04/03/ ,15 Phillips 66 4,875 15/11/ ,20 Plains All American Pipeline LP 5,75 15/01/ ,14 Plains All American Pipeline LP 5 01/02/ ,04 PPL Capital Funding, Inc., FRN 6,7 30/03/ ,11 Prologis LP 1,375 13/05/2021 EUR ,13 Prologis LP 3 18/01/2022 EUR ,41 Prudential Financial, Inc. 3,5 15/05/ ,13 Prudential Financial, Inc. 5,1 15/08/ ,15 Reynolds American, Inc. 4 12/06/ ,07 Reynolds American, Inc. 4,45 12/06/ ,20 Reynolds American, Inc. 5,7 15/08/ ,03 Reynolds American, Inc. 5,85 15/08/ ,10

5 Reynolds Group Issuer, Inc. 9 15/04/ ,03 Sempra Energy2,875 01/10/ ,32 Simon PropertyGroup LP, REIT 3,5 01/09/ ,15 Southern Power Co. 5,15 15/09/ ,07 Southern Power Co. 5,25 15/07/ ,04 Southwestern Electric Power Co. 3,9 01/04/ ,15 Spectra EnergyPartners LP 2,95 25/09/ ,03 Sprint Capital Corp. 8,75 15/03/ ,00 Sprint Corp. 7,875 15/09/ ,02 Sunoco Logistics Partners Operations LP 4,4 01/04/ ,22 Sunoco Logistics Partners Operations LP 5,3 01/04/ ,10 Sunoco Logistics Partners Operations LP 5,35 15/05/ ,09 SynchronyFinancial 2,6 15/01/ ,26 SynchronyFinancial 2,7 03/02/ ,12 SynchronyFinancial 3,75 15/08/ ,29 SynchronyFinancial 4,25 15/08/ ,08 Tenet Healthcare Corp. 4,75 01/06/ ,06 Thermo Fisher Scientific, Inc. 3,3 15/02/ ,18 Time Warner Cable, Inc. 4,125 15/02/ ,07 Time Warner Cable, Inc. 5,5 01/09/ ,12 Time Warner, Inc. 3,6 15/07/ ,24 Time Warner, Inc. 6,25 29/03/ ,07 Time Warner, Inc. 4,65 01/06/ ,12 UDR, Inc., REIT 4 01/10/ ,11 United Rentals North America, Inc. 7,625 15/04/ ,04 United Technologies Corp. 4,15 15/05/ ,15 UnitedHealth Group, Inc. 2,7 15/07/ ,08 UnitedHealth Group, Inc. 3,75 15/07/ ,14 UnitedHealth Group, Inc. 4,75 15/07/ ,10 US Treasury2,625 15/08/ ,01 US Treasury4,375 15/05/ ,01 Ventas RealtyLP, REIT 4,75 01/06/ ,14 Ventas RealtyLP, REIT 4,375 01/02/ ,01 Verizon Communications, Inc. 2,5 15/09/ ,08 Verizon Communications, Inc. 4,5 15/09/ ,30 Verizon Communications, Inc. 3,5 01/11/ ,25 Verizon Communications, Inc. 4,272 15/01/ ,38 Verizon Communications, Inc. 3,85 01/11/ ,13 Verizon Communications, Inc. 4,862 21/08/ ,26 Verizon Communications, Inc. 4,522 15/09/ ,11 Visa, Inc. 4,3 14/12/ ,21 Wal-Mart Stores, Inc. 2,55 11/04/ ,24 Wal-Mart Stores, Inc. 4 11/04/ ,03 Wal-Mart Stores, Inc. 4,3 22/04/ ,21 Weingarten RealtyInvestors, REIT 4,45 15/01/ ,05 Wells Fargo & Co. 2,15 30/01/ ,42 Wells Fargo & Co. 2,55 07/12/ ,17 Wells Fargo & Co., Reg. S 1,125 29/10/2021 EUR ,14 Wells Fargo & Co. 3 19/02/ ,15 Wells Fargo & Co., Reg. S 2 27/04/2026 EUR ,16 Wells Fargo & Co. 4,3 22/07/ ,17 Wells Fargo & Co. 5,375 02/11/ ,14 Wells Fargo & Co. 4,65 04/11/ ,05 Welltower, Inc., REIT 4 01/06/ ,15 Western Gas Partners LP 3,95 01/06/ ,12 Williams Partners LP 3,6 15/03/ ,09 Williams Partners LP 4 15/09/ ,11 Williams Partners LP 5,1 15/09/ ,03 ZF North America Capital, Inc., Reg. S 2,25 26/04/2019 EUR , ,80 Obligacje ogó³em ,44 Ogó³em zbywalne papiery wartoœciowe i instrumenty rynku pieniê nego dopuszczone do obrotu na oficjalnej gie³dzie ,44 Zbywalne papiery wartoœciowe i instrumenty rynku pieniê nego w obrocie na innym regulowanym rynku Obligacje Australia Scentre Group Trust 1, REIT, 144A 2,375 05/11/ , ,13 Kanada Air Canada Pass Through Trust, Series AA, 144A 3,75 15/12/ ,19 Bombardier, Inc., 144A 7,75 15/03/ ,04 Canadian Oil Sands Ltd., 144A 6 01/04/ ,05 Glencore Finance Canada Ltd., 144A 4,25 25/10/ ,26 Glencore Finance Canada Ltd., 144A 5,55 25/10/ ,01 Transcanada Trust, FRN 5,625 20/05/ , ,58 Kajmany HPHT Finance 15 Ltd., 144A 2,25 17/03/ ,15 UPCB Finance V Ltd., 144A 7,25 15/11/ , ,17 Francja Banque Federative du Credit Mutuel SA, 144A 2,75 15/10/ ,29 BPCE SA 4 15/04/ ,34 BPCE SA, 144A 4,5 15/03/ ,11 Credit Agricole SA, 144A 2,75 10/06/ ,34 Electricite de France SA, 144A 4,875 22/01/ , ,14 Irlandia Perrigo Finance plc 3,5 15/12/ ,05 Perrigo Finance plc 3,9 15/12/ , ,14 W³ochy Intesa Sanpaolo SpA 3,875 15/01/ ,09 Intesa Sanpaolo SpA 5,25 12/01/ ,14 Intesa Sanpaolo SpA, FRN, 144A 7,7 Perpetual , ,39 Japonia Bank of Tokyo-Mitsubishi UFJ Ltd. (The), 144A 2,7 09/09/ ,26 Mizuho Bank Ltd., 144A 2,7 20/10/ , ,47 Holandia Cooperatieve Centrale Raiffeisen-Boerenleenbank BA 5,25 04/08/ ,20 EDP Finance BV, 144A 5,25 14/01/ ,11 NXP BV, 144A 5,75 15/02/ ,03 Siemens Financieringsmaatschappij NV, 144A 2,9 27/05/ , ,68 402

6 Wielka Brytania BAT International Finance plc, 144A 3,25 07/06/ ,11 BAT International Finance plc, 144A 3,5 15/06/ ,22 BAT International Finance plc, 144A 3,95 15/06/ ,05 Nationwide Building Society, 144A 2,35 21/01/ ,12 Santander UK Group Holdings plc, 144A 4,75 15/09/ ,24 Santander UK plc, 144A 5 07/11/ , ,87 Stany Zjednoczone 21st CenturyFox America, Inc., 144A 3,7 15/10/ ,06 21st CenturyFox America, Inc. 5,4 01/10/ ,08 21st CenturyFox America, Inc. 4,75 15/09/ ,08 21st CenturyFox America, Inc., 144A 4,95 15/10/ ,04 Allegheny Technologies, Inc. 7,625 15/08/ ,03 Amazon.com, Inc. 4,95 05/12/ ,07 American Airlines Pass Through Trust, Series A 4 15/07/ ,18 American Tower Corp., REIT 4 01/06/ ,03 Amgen, Inc. 3,625 22/05/ ,10 Amgen, Inc. 3,125 01/05/ ,12 Amkor Technology, Inc. 6,375 01/10/ ,00 Anthem, Inc. 3,5 15/08/ ,21 Apple, Inc. 3,85 04/05/ ,10 Apple, Inc. 3,45 09/02/ ,11 Apple, Inc. 4,375 13/05/ ,05 Bank of America Corp., FRN 6,1 Perpetual ,25 Bank of America NA, FRN 0,792 15/06/ ,10 Baxalta, Inc., 144A 3,6 23/06/ ,08 Baxalta, Inc., 144A 4 23/06/ ,13 Baxalta, Inc., 144A 5,25 23/06/ ,05 Berkshire HathawayEnergyCo. 3,5 01/02/ ,21 Berkshire HathawayEnergyCo. 4,5 01/02/ ,03 Biogen, Inc. 2,9 15/09/ ,19 Biogen, Inc. 3,625 15/09/ ,10 Biogen, Inc. 5,2 15/09/ ,15 Burlington Northern Santa Fe LLC 4,15 01/04/ ,13 Caesars Entertainment Operating Co., Inc. 9 15/02/ ,04 CCO Holdings LLC 7,375 01/06/ ,04 CCO Safari II LLC, 144A 4,464 23/07/ ,10 CCO Safari II LLC, 144A 6,484 23/10/ ,09 Celgene Corp. 2,875 15/08/ ,12 Celgene Corp. 5 15/08/ ,05 Cisco Systems, Inc. 1,65 15/06/ ,33 Cisco Systems, Inc. 3,5 15/06/ ,11 Citigroup, Inc. 1,55 14/08/ ,15 Citigroup, Inc., FRN 6,125 Perpetual ,57 Claire s Stores, Inc., 144A 9 15/03/ ,02 Clear Channel Worldwide Holdings, Inc. 6,5 15/11/ ,05 Columbia Pipeline Group, Inc., 144A 2,45 01/06/ ,04 Comcast Corp. 4,75 01/03/ ,40 Comcast Corp. 4,6 15/08/ ,09 Continental Airlines Pass Through Trust, Series A 7,25 10/11/ ,02 Corrections Corp. of America, REIT 4,625 01/05/ ,03 CVS Pass-Through Trust 6,943 10/01/ ,02 CVS Pass-Through Trust, 144A 4,704 10/01/ ,08 Daimler Finance North America LLC, 144A 1,875 11/01/ ,17 Daimler Finance North America LLC, 144A 1,65 02/03/ ,40 Delta Air Lines Pass Through Trust, Series A 6,821 10/08/ ,03 DISH DBS Corp. 5,875 15/07/ ,06 Express Scripts Holding Co. 4,75 15/11/ ,14 Express Scripts Holding Co. 3,9 15/02/ ,06 First Data Corp., 144A 8,75 15/01/ ,02 FirstEnergyTransmission LLC, 144A 5,45 15/07/ ,04 Forest Laboratories LLC, 144A 4,375 01/02/ ,12 Forest Laboratories LLC, 144A 4,875 15/02/ ,14 Fresenius Medical Care US Finance II, Inc., 144A 5,875 31/01/ ,05 General Electric Capital Corp., FRN 6,375 15/11/ ,14 Gilead Sciences, Inc. 3,25 01/09/ ,10 Gilead Sciences, Inc. 4,8 01/04/ ,10 Gilead Sciences, Inc. 4,5 01/02/ ,15 Glencore Funding LLC, 144A 4 16/04/ ,06 Goldman Sachs Group, Inc. (The), FRN 5,375 Perpetual ,39 HCP, Inc., REIT 3,875 15/08/ ,20 Hexion, Inc. 8,875 01/02/ ,04 Intel Corp. 3,7 29/07/ ,14 Intel Corp. 4,9 29/07/ ,12 Kraft Heinz Foods Co., 144A 5,2 15/07/ ,28 MetLife, Inc. 4,721 15/12/ ,09 MetLife, Inc., FRN 5,25 Perpetual ,42 Metropolitan Life Global Funding I, 144A 3 10/01/ ,11 Microsoft Corp. 3,75 12/02/ ,28 Microsoft Corp. 4,45 03/11/ ,15 Morgan Stanley2,8 16/06/ ,26 Morgan Stanley, FRN 5,55 Perpetual ,28 Mylan, Inc. 2,6 24/06/ ,09 National Rural Utilities Cooperative Finance Corp. 2,85 27/01/ ,08 National Rural Utilities Cooperative Finance Corp. 3,25 01/11/ ,12 New York Life Global Funding, 144A 1,95 11/02/ ,19 Oglethorpe Power Corp. 4,55 01/06/ ,11 Oncor Electric DeliveryCo. LLC 2,95 01/04/ ,04 PNC Bank NA 2,4 18/10/ ,30 Prudential Financial, Inc., FRN 5,625 15/06/ ,08 Prudential Financial, Inc., FRN 5,2 15/03/ ,15 Puget Sound Energy, Inc. 4,3 20/05/ ,07 QUALCOMM, Inc. 4,8 20/05/ ,21 Reynolds Group Issuer, Inc. 7,125 15/04/ ,02 SABMiller Holdings, Inc., 144A 2,45 15/01/ ,26 Samsung Electronics America, Inc., 144A 1,75 10/04/ ,09 Southern California Edison Co., Series C 3,6 01/02/ ,08 Sprint Communications, Inc., 144A 9 15/11/ ,04 Trans-AlleghenyInterstate Line Co., 144A 3,85 01/06/ ,22 Valeant Pharmaceuticals International, 144A 7,25 15/07/ ,05 Viacom, Inc. 4,375 15/03/ ,12 Walgreens Boots Alliance, Inc. 3,8 18/11/ ,43 Wells Fargo & Co., FRN 5,875 Perpetual ,13 Welltower, Inc., REIT 4,5 01/12/2034 GBP ,12 WindstreamServices LLC 7,75 01/10/ , ,61 Obligacje ogó³em ,18 Ogó³em zbywalne papiery wartoœciowe i instrumenty rynku pieniê nego w obrocie na innym regulowanym rynku ,18 403

7 Jednostki autoryzowanych UCITS lub innych instytucji zbiorowego inwestowania Programy zbiorowego inwestowania - UCITS Luksemburg JPMorgan Funds - Europe High Yield Bond Fund - JPM Europe High Yield Bond X (acc) - EUR EUR ,27 JPMorgan Investment Funds - Global High Yield Bond Fund - JPM Global High Yield Bond X (acc) ,82 JPMorgan LiquidityFunds - US Dollar LiquidityFund - JPM US Dollar Liquidity X (acc) , ,82 Ogó³em programy zbiorowego inwestowania - UCITS ,82 Ogó³em jednostki autoryzowanych UCITS lub innych instytucji zbiorowego inwestowania ,82 ogó³em ,44 Œrodki pieniê ne ,88 Pozosta³e aktywa/(pasywa) ,68 Aktywa ogó³em ,00 Podzia³ geograficzny portfela Stany Zjednoczone 51,41 Wielka Brytania 10,40 Luksemburg 6,65 Holandia 5,57 Francja 5,23 W³ochy 3,54 Irlandia 2,48 Szwecja 2,08 Jersey 2,04 Kanada 1,75 Szwajcaria 1,74 Australia 1,02 Hiszpania 0,84 Niemcy 0,77 Dania 0,72 Japonia 0,47 Belgia 0,44 Kajmany 0,17 Bermudy 0,06 Curacao 0,06 ogó³em 97,44 Œrodki pieniê ne i inne aktywa/(pasywa) 2,56 Ogó³em 100,00 Wystawca papieru wartoœciowego obecnie nie wywi¹zuje siê z zobowi¹zañ. Fundusz podmiotu powi¹zanego. Podzia³ geograficzny portfela na dzieñ 30 czerwca 2015r. Stany Zjednoczone 49,39 Wielka Brytania 11,38 Luksemburg 6,62 Holandia 6,04 Francja 5,22 W³ochy 2,79 Niemcy 2,10 Szwajcaria 2,06 Kanada 1,90 Jersey 1,81 Hiszpania 1,75 Szwecja 1,63 Australia 1,61 Irlandia 1,23 Dania 0,61 Belgia 0,48 Japonia 0,24 Kajmany 0,21 Meksyk 0,13 Brazylia 0,09 Bermudy 0,05 Curacao 0,05 ogó³em 97,39 Œrodki pieniê ne i inne aktywa/(pasywa) 2,61 Ogó³em 100,00 404

8 Finansowe kontrakty terminowe futures Opis papieru wartoœciowego Liczba kontraktów Ogólna ekspozycja Niezrealizowany zysk/(strata) Canada 10 Year Bond, 21/03/ CAD ,01 Euro-Bobl, 08/03/2016 (764) EUR ( ) Japan 10 Year BondMini, 11/03/ JPY Long Gilt, 29/03/2016 (72) GBP ( ) US 2 Year Note, 31/03/ US Long Bond, 21/03/ ,03 US Ultra Bond, 21/03/ Ogó³em niezrealizowany zysk na finansowych kontraktach terminowych futures ,04 Canada 10 Year Bond, 21/03/2016 (89) CAD ( ) (20.629) - Euro-Bobl, 08/03/2016 (157) EUR ( ) - - Euro-BTP, 08/03/ EUR Euro-Bund, 08/03/2016 (526) EUR ( ) - - Euro-Buxl, 08/03/2016 (115) EUR ( ) (4.686) - Euro-Schatz, 08/03/ EUR (3.408) - Japan 10 Year Bond, 14/03/ JPY Japan 10 Year BondMini, 11/03/2016 (28) JPY ( ) (698) - Long Gilt, 29/03/2016 (173) GBP ( ) (94.104) - Short Gilt, 29/03/2016 (44) GBP ( ) (1.954) - US 2 Year Note, 31/03/2016 (452) ( ) (34.345) - US 5 Year Note, 31/03/2016 (2.097) ( ) ( ) (0,01) US 10 Year Note, 21/03/2016 (1.864) ( ) ( ) (0,02) US Long Bond, 21/03/2016 (200) ( ) ( ) - US Ultra Bond, 21/03/2016 (1.389) ( ) ( ) (0,03) Ogó³em niezrealizowana strata na finansowych kontraktach terminowych futures ( ) (0,06) Niezrealizowana strata na finansowych kontraktach terminowych futures ( ) (0,02) JPMorgan Funds - Global Corporate Bond Fund Walutowe kontrakty terminowe forward (c.d.) kupna Kwota kupna sprzeda y Kwota sprzeda y Data zapadalnoœci Kontrahent Niezrealizowany zysk/(strata) CHF /01/2016 Standard Chartered CHF /01/2016 Bank of America CHF /01/2016 Citibank CHF /01/2016 HSBC ,03 CHF /01/2016 Morgan Stanley CHF /01/2016 Westpac Banking 26 - EUR /01/2016 Barclays EUR /01/2016 Deutsche Bank EUR /01/2016 UBS EUR /01/2016 Goldman Sachs EUR /01/2016 RBC EUR /01/2016 Standard Chartered ,56 EUR /01/2016 Citibank ,57 EUR /01/2016 Morgan Stanley EUR /01/2016 BNP Paribas 7 - EUR /01/2016 Westpac Banking EUR /01/2016 State Street EUR /01/2016 HSBC ,27 EUR /01/2016 Credit Suisse EUR /02/2016 Standard Chartered EUR /02/2016 Westpac Banking EUR /02/2016 Citibank GBP /02/2016 UBS GBP /02/2016 Citibank 11 - JPY /01/2016 RBC ,05 JPY /01/2016 Goldman Sachs JPY /01/2016 Standard Chartered JPY /01/2016 Bank of America JPY /01/2016 Morgan Stanley SEK /01/2016 Goldman Sachs SEK /01/2016 Citibank SEK /01/2016 Standard Chartered ,03 SEK /01/2016 Morgan Stanley SEK /02/2016 Citibank 88 - SEK /02/2016 BNP Paribas SEK /02/2016 Barclays SEK /02/2016 Deutsche Bank CHF /01/2016 Citibank CHF /02/2016 State Street

9 Walutowe kontrakty terminowe forward (c.d.) kupna Kwota kupna sprzeda y Kwota sprzeda y Data zapadalnoœci Kontrahent Niezrealizowany zysk/(strata) CHF /02/2016 Credit Suisse CHF /02/2016 Goldman Sachs CHF /02/2016 Standard Chartered CHF /02/2016 RBC CHF /02/2016 Barclays EUR /01/2016 Deutsche Bank EUR /01/2016 Citibank EUR /01/2016 Citibank EUR /01/2016 Societe Generale EUR /01/2016 Barclays EUR /01/2016 State Street EUR /01/2016 Westpac Banking EUR /01/2016 Bank of America EUR /02/2016 RBC EUR /02/2016 Citibank EUR /02/2016 BNP Paribas EUR /02/2016 Societe Generale EUR /02/2016 Bank of America EUR /02/2016 Westpac Banking EUR /02/2016 Citibank EUR /02/2016 Standard Chartered EUR /02/2016 HSBC EUR /02/2016 State Street EUR /02/2016 Barclays GBP /01/2016 Deutsche Bank GBP /01/2016 Credit Suisse GBP /01/2016 Morgan Stanley , GBP /01/2016 State Street GBP /01/2016 Standard Chartered GBP /01/2016 Goldman Sachs GBP /01/2016 Societe Generale GBP /01/2016 Citibank , GBP /01/2016 Westpac Banking GBP /01/2016 Bank of America GBP /01/2016 Barclays GBP /02/2016 Goldman Sachs GBP /02/2016 Societe Generale GBP /02/2016 Citibank GBP /02/2016 Deutsche Bank , GBP /02/2016 RBC , GBP /02/2016 HSBC GBP /02/2016 BNP Paribas NOK /01/2016 Citibank NOK /01/2016 Westpac Banking NOK /01/2016 Deutsche Bank NOK /02/2016 State Street NOK /02/2016 Deutsche Bank NOK /02/2016 Citibank SEK /01/2016 Deutsche Bank SEK /02/2016 Deutsche Bank SEK /02/2016 RBC SEK /02/2016 State Street SEK /02/2016 Bank of America SEK /02/2016 Citibank Ogó³em niezrealizowany zysk na walutowych kontraktach terminowych forward ,68 CHF /01/2016 RBC (324) - CHF /01/2016 Morgan Stanley (99) - CHF /01/2016 Westpac Banking (66) - CHF /01/2016 RBC (1.819) - CHF /01/2016 State Street (456) - CHF /02/2016 Bank of America (527) - CHF /02/2016 BNP Paribas (1.624) - CHF /02/2016 Citibank (4.172) - CHF /02/2016 RBC (468) - CHF /02/2016 State Street (133) - CHF /02/2016 Morgan Stanley (1.006) - EUR /01/2016 Citibank (53.574) - EUR /01/2016 Goldman Sachs (3.831) - EUR /01/2016 Westpac Banking (3) - EUR /01/2016 State Street (36) - EUR /02/2016 Westpac Banking (14.621) - EUR /02/2016 Deutsche Bank (71.038) - EUR /02/2016 Bank of America ( ) (0,01) EUR /02/2016 Deutsche Bank (35.273) - EUR /02/2016 State Street (18) - EUR /02/2016 Citibank (5.397) - EUR /02/2016 HSBC (14) - EUR /02/2016 RBC (84) - EUR /02/2016 Morgan Stanley (26.480) - EUR /02/2016 Bank of America (16) - EUR /02/2016 Standard Chartered (7.621) - 406

10 Walutowe kontrakty terminowe forward (c.d.) kupna Kwota kupna sprzeda y Kwota sprzeda y Data zapadalnoœci Kontrahent Niezrealizowany zysk/(strata) GBP /01/2016 Deutsche Bank (39.982) - GBP /01/2016 RBC (6.614) - GBP /01/2016 Standard Chartered (20.468) - GBP /01/2016 Bank of America ( ) (0,33) GBP /01/2016 State Street (83.222) - GBP /01/2016 Citibank (17.707) - GBP /01/2016 Morgan Stanley (15.165) - GBP /01/2016 Westpac Banking (4.673) - GBP /01/2016 BNP Paribas (3.550) - GBP /02/2016 Westpac Banking (53.836) - GBP /02/2016 Citibank (22.319) - GBP /02/2016 Standard Chartered (2.252) - GBP /02/2016 BNP Paribas (4.990) - GBP /02/2016 State Street (360) - GBP /02/2016 Deutsche Bank - - NOK /01/2016 Citibank (47) - NOK /01/2016 HSBC (28.585) - NOK /01/2016 Deutsche Bank (111) - NOK /01/2016 RBC (84) - NOK /02/2016 RBC (27) - NOK /02/2016 Morgan Stanley (96) - SEK /01/2016 Citibank (15) - SEK /02/2016 Deutsche Bank ( ) (0,01) CHF /01/2016 Standard Chartered (1.708) CHF /01/2016 Citibank (16) CHF /01/2016 Westpac Banking (22) EUR /01/2016 Goldman Sachs ( ) (0,01) EUR /01/2016 Societe Generale ( ) EUR /01/2016 Deutsche Bank ( ) (0,63) EUR /01/2016 Barclays ( ) EUR /01/2016 State Street ( ) EUR /01/2016 Morgan Stanley ( ) (0,01) EUR /01/2016 National Australia Bank (4.423) EUR /01/2016 Citibank ( ) (0,01) EUR /01/2016 Goldman Sachs ( ) (0,02) EUR /01/2016 BNP Paribas ( ) (0,01) EUR /01/2016 Westpac Banking (25.851) EUR /01/2016 Standard Chartered (26.678) EUR /02/2016 Citibank (2.750) EUR /02/2016 Standard Chartered (580) EUR /02/2016 RBC (1) JPY /01/2016 Morgan Stanley (3.106) JPY /01/2016 Citibank (18.728) JPY /01/2016 Societe Generale (2.234) JPY /01/2016 HSBC (234) JPY /02/2016 Morgan Stanley (129) SEK /01/2016 Deutsche Bank (1.730) SEK /01/2016 State Street (2.816) SEK /01/2016 Credit Suisse (307) SEK /01/2016 RBC (22.073) SEK /01/2016 Citibank (4.921) SEK /01/2016 BNP Paribas (246) SEK /01/2016 Societe Generale (578) SEK /01/2016 Standard Chartered (17.913) SEK /01/2016 Westpac Banking (3.892) SEK /02/2016 Goldman Sachs (2.999) SEK /02/2016 Societe Generale (1.262) SEK /02/2016 Deutsche Bank (1.778) SEK /02/2016 State Street (31) - Ogó³em niezrealizowana strata na walutowych kontraktach terminowych forward ( ) (1,04) Niezrealizowany zysk na walutowych kontraktach terminowych forward ,64 407

11 Umowy swapów ryzyka kredytowego Kwota Kontrahent Podmiot referencyjny Kupno/ sprzeda Odsetki (zap³acone)/ otrzymane Data zapadalnoœci Niezrealizowany zysk/(strata) Citigroup CDX.NA.IG.25-V1 Kupno (1,00) 20/12/2020 ( ) ( ) (0,01) Credit Suisse CSX Corp. 5,6 01/05/2017 Kupno (1,00) 20/12/2020 ( ) ( ) (0,01) Ogó³em niezrealizowana strata na umowach swapów ryzyka kredytowego ( ) ( ) (0,02) Niezrealizowana strata na umowach swapów ryzyka kredytowego ( ) ( ) (0,02) 408