UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 11-K
ANNUAL REPORT
(Mark One)
| | | | | | | | |
| x | | ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
For the fiscal year ended December 31, 2022
OR
| | | | | | | | |
| ¨ | | TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
For the transition period from to
Commission file number 1-5805
| | | | | | | | |
| A. | | Full title of the plan and the address of the plan, if different from that of issuer named below: |
JPMORGAN CHASE 401(k)
SAVINGS PLAN
| | | | | | | | |
| B. | | Name of issuer of the securities held pursuant to the plan and the address of its principal executive office: |
JPMORGAN CHASE & CO.
383 Madison Avenue
New York, New York 10179
JPMORGAN CHASE 401(k) SAVINGS PLAN
Table of Contents
| | | | | |
| | Page |
| |
| Report of Independent Registered Public Accounting Firm | |
| | |
| Financial Statements: | |
| | |
| |
| |
| |
| |
| |
| | |
| Supplemental Schedules: | |
| | |
| |
| | |
| |
| | |
| |
| |
| |
| |
| |
| |
| 94 |
Report of Independent Registered Public Accounting Firm
To the Plan Administrator and Plan Participants of
JPMorgan Chase 401(k) Savings Plan
New York, New York
Opinion on the Financial Statements
We have audited the accompanying Statements of Net Assets Available for Benefits of JPMorgan Chase 401(k) Savings Plan (the “Plan”) as of December 31, 2022 and 2021 and the related Statements of Changes in Net Assets Available for Benefits for the years then ended, and the related notes and schedules (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2022 and 2021, and the changes in net assets available for benefits for the years then ended, in conformity with accounting principles generally accepted in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the Plan's management. Our responsibility is to express an opinion on the Plan’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) ("PCAOB") and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audits to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.
Supplemental Information
The supplemental (1) Schedule of Assets (Held at End of Year) as of December 31, 2022, (2) Schedule of Assets (Both Acquired and Disposed of within Plan Year) for the year ended December 31, 2022 and (3) Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible as of December 31, 2022 have been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The supplemental information is the responsibility of the Plan’s management. Our audit procedures included determining whether the supplemental information reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental information. In forming our opinion on the supplemental information, we evaluated whether the supplemental information, including its form and content, is presented in conformity with Department of Labor’s (DOL) Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental information is fairly stated, in all material respects, in relation to the financial statements as a whole.
Meaden & Moore, Ltd.
We have served as the Plan's auditor since 2006.
Cleveland, Ohio
June 29, 2023
JPMORGAN CHASE 401(k) SAVINGS PLAN
Statements of Net Assets Available For Benefits
| | | | | | | | | | | |
| December 31, | 2022 | | 2021 |
| Assets: | | | |
| Investments at fair value | $ | 32,522,308,003 | | | $ | 38,754,571,875 | |
| Investments at contract value | 2,559,827,516 | | | 2,430,628,016 | |
| Total investments | 35,082,135,519 | | | 41,185,199,891 | |
| | | |
| Receivables: | | | |
| Employers’ contributions | 961,639,661 | | | 939,965,148 | |
| Notes receivable from participants | 530,163,208 | | | 517,581,963 | |
| Receivable for investments sold | 125,042,234 | | | 143,514,892 | |
| Participants’ contributions | 42,441,602 | | | 38,850,802 | |
| Accrued interest and dividends | 24,592,259 | | | 22,213,343 | |
| Other | 19,897,859 | | | 12,811,871 | |
| Total receivables | 1,703,776,823 | | | 1,674,938,019 | |
| | | |
| Cash and currency | 1,317,492 | | | 1,344,733 | |
| Total assets | 36,787,229,834 | | | 42,861,482,643 | |
| | | |
| Liabilities: | | | |
| Derivative payables at fair value | 9,180,858 | | | 3,333,028 | |
| Mortgage-backed securities sold short at fair value | 1,632,438 | | | 198,939 | |
| Total liabilities at fair value | 10,813,296 | | | 3,531,967 | |
| Payable for investments purchased | 341,291,670 | | | 373,275,515 | |
| Cash overdraft | 599,308 | | | 491,411 | |
| Accrued administrative expenses | 2,304,911 | | | 3,024,017 | |
| | | |
| Other | 2,906,548 | | | 1,650,822 | |
| Total liabilities | 357,915,733 | | | 381,973,732 | |
| Net assets available for benefits | $ | 36,429,314,101 | | | $ | 42,479,508,911 | |
The accompanying notes to financial statements are an integral part of these statements.
JPMORGAN CHASE 401(k) SAVINGS PLAN
Statements of Changes in Net Assets Available For Benefits
| | | | | | | | | | | |
| Years Ended December 31, | 2022 | | 2021 |
| Additions: | | | |
| Contributions: | | | |
| Participants | $ | 1,359,523,416 | | | $ | 1,247,639,135 | |
| Employers | 973,939,966 | | | 954,062,021 | |
| Rollovers | 234,070,685 | | | 237,834,435 | |
| Total contributions | 2,567,534,067 | | | 2,439,535,591 | |
| Investment income: | | | |
| Dividend income: | | | |
| JPMorgan Chase & Co. common stock | 162,160,792 | | | 149,648,868 | |
| Other | 109,559,288 | | | 103,159,502 | |
| Interest income | 80,445,800 | | | 60,661,254 | |
| Net appreciation/(depreciation) in fair value of investments | (6,677,018,204) | | | 6,032,693,130 | |
| Net increase/(decrease) in investment income | (6,324,852,324) | | | 6,346,162,754 | |
| Interest income on notes receivable from participants | 18,676,892 | | | 20,279,625 | |
| Total additions, net | (3,738,641,365) | | | 8,805,977,970 | |
| | | |
| Deductions: | | | |
| Benefits paid to participants | 2,293,246,378 | | | 2,723,728,806 | |
| Administrative expenses | 18,307,067 | | | 20,508,485 | |
| Total deductions | 2,311,553,445 | | | 2,744,237,291 | |
| Net change during the year | (6,050,194,810) | | | 6,061,740,679 | |
| Net assets available for benefits, beginning of year | 42,479,508,911 | | | 36,417,768,232 | |
| Net assets available for benefits, end of year | $ | 36,429,314,101 | | | $ | 42,479,508,911 | |
The accompanying notes to financial statements are an integral part of these statements.
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
1. Description of the Plan
The JPMorgan Chase 401(k) Savings Plan (“Plan”) is a defined contribution plan sponsored by JPMorgan Chase Bank, National Association (“JPMorgan Chase Bank, N.A.”), a wholly-owned bank subsidiary of JPMorgan Chase & Co. (“JPMorgan Chase”), which is a leading global financial services firm and one of the largest banking institutions in the United States of America (“U.S.”), with operations worldwide. JPMorgan Chase Bank, N.A. is a national banking association that has retail branches in 48 states and Washington, D.C. and operates nationally as well as through non-U.S. bank branches and subsidiaries, and representative offices.
The following is a general description of the Plan. Refer to the Plan’s Summary Plan Description and governing legal Plan document for a more complete description of the Plan.
General
The Plan enables eligible employees of JPMorgan Chase and certain of its affiliated companies (i.e., "Participants") to save and invest for their retirement in individual accounts. All amounts contributed to a Participant’s account under the Plan are held in a trust fund administered by JPMorgan Chase Bank, N.A., as Trustee.
The Plan is administered by the plan administrator who is appointed by the Board of Directors of JPMorgan Chase or JPMorgan Chase Bank, N.A. The Plan is subject to and is intended to comply with the provisions of the Employee Retirement Income Security Act of 1974, as amended (“ERISA”) and the Internal Revenue Code of 1986, as amended ("Code"). The Plan is designed to comply with Section 404(c) of ERISA and the related regulations. As a result, the Plan’s fiduciaries may be released from liability for any losses that result from the Participant’s individual investment decisions.
Eligibility
Full-time employees are eligible to enroll in the Plan as of their first day of employment. Part-time employees who are regularly scheduled to work 20 hours or more per week are eligible to participate after completing 60 days of service. Newly hired and rehired eligible employees are automatically enrolled in the Plan at a 3% before-tax contribution rate unless they otherwise enroll themselves or opt out of the Plan within their first 31 days of eligibility. Further, unless the employees elect a different rate, for employees who are automatically enrolled, their contribution rate is automatically increased annually by 1% until they reach a before-tax contribution rate of 10% (5% prior to April 1, 2021). Unless another investment election is chosen, Participant contributions are invested in one of the Plan’s qualified default investment alternative funds, the Target Date Funds.
Contributions
Participant contributions
The Plan allows Participants to defer on a pre-tax and/or Roth 401(k) basis through payroll deductions up to 50% (in 1% increments) of their eligible compensation subject to certain legal limitations (“Contributions”). Eligible compensation generally means base salary/regular pay and variable incentive compensation. Eligible compensation excludes overtime, sign-on bonuses and similar awards, referral awards, stipends, non-cash awards (such as equity awards), and allowances. The maximum annual eligible compensation under the Plan may not exceed the applicable statutory limit.
In addition, Participants who are age 50 or older are permitted to make additional Contributions known as “catch-up” contributions.
Matching contributions
Generally, except as discussed below, each contributing employer (“Contributing Employer”) makes an annual matching contribution ("Matching Contribution") on behalf of each Participant who has completed one year of service in an amount equal to 100% of the Participant’s Contributions up to 5% of eligible compensation – provided that the Participant is employed by JPMorgan Chase at the end of the calendar year, unless certain specified conditions are met. Participants whose total annual cash compensation is $250,000 or more are not eligible to receive Matching Contributions. The determination of total annual cash compensation is made each August 1 and applies for the next succeeding calendar year.
Matching Contributions are invested in the same manner as a Participant’s Contributions.
Non-matching contributions
Each Contributing Employer provides an annual profit-sharing contribution to the Plan (known as “automatic pay credits”) on behalf of each Participant who has completed one year of service-provided that the Participant is employed by JPMorgan Chase at the end of the calendar year, unless certain specified conditions are met-based upon a percentage of eligible compensation capped at $100,000 annually.
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
Non-matching Contributions are invested in the same manner as a Participant’s Contributions or, in a Target Date Fund in the absence of such an election.
Discretionary contributions
In December 2022 and 2021, JPMorgan Chase Bank, N.A., on behalf of each Contributing Employer, announced the granting of discretionary contributions to certain non-highly compensated employees. The contributions were allocated to the accounts of the eligible employees in January 2023 and 2022, respectively. The awards were immediately 100% vested and were invested in the same manner as the Participant's Contributions or, in a Target Date Fund in the absence of such an election.
Rollover contributions
The Plan accepts qualifying rollover contributions made by Participants in cash from qualified retirement plans of other employers; individual retirement accounts (“IRA”); governmental 457 plans; and 403(b) plans. After-tax rollovers are not accepted by the Plan, except Roth 401(k) rollovers.
Dividend election
The JPMorgan Chase Common Stock Fund has been designated as a non-leveraged employee stock ownership plan. As such, Participants may elect to have any dividends attributable to their vested balance paid to them on a quarterly basis rather than reinvested; the dividend payments are not subject to an early distribution tax penalty. If a Participant makes no election, the dividend income will automatically be reinvested in the Participant’s account in the JPMorgan Chase Common Stock Fund.
Vesting
A Participant’s Contributions are 100% vested, including any associated investment performance (or “earnings”). Participants become 100% vested in the value of the Matching Contributions and automatic pay credits, including any associated investment performance, after they have completed three years of service. Employer discretionary contributions, if any, vest according to the schedule communicated at the time they were announced.
Forfeited accounts
Matching Contributions that are forfeited can be used to reduce a Contributing Employer’s future Matching Contributions and/or Plan expenses that would otherwise be paid directly by the Contributing Employer. For the years ended December 31, 2022 and 2021, $12,952,282 and $7,493,078, respectively, of the forfeited amounts were used to reduce Contributing Employer’s Matching Contributions.
Distributions
Withdrawal of contributions
The Plan allows a Participant to withdraw all or any portion of his or her vested account balance attributable to after-tax contributions or contributions rolled over from another qualified plan or IRA, if any. Certain individuals who participated in prior plans may also withdraw other types of non-forfeitable employer contributions, subject to certain restrictions.
Participants who have withdrawn all amounts permissible under the preceding paragraph may request to withdraw up to the remaining amount of their vested account balance only upon attaining age 59 ½ or for reasons of financial hardship (limited to amounts that are eligible to be withdrawn for financial hardship per Plan provisions). Participants who do not have the amounts described in the preceding paragraph may request to withdraw their vested account balance only upon attaining age 59 ½ or for reasons of financial hardship (limited to amounts that are eligible to be withdrawn for financial hardship per Plan provisions).
The Plan allows for in-plan Roth conversions whereby certain Plan Participants who are eligible to take an in-service withdrawal or distribution can convert certain non-Roth account balances in the Plan to Roth accounts.
Payment of vested benefits
A Participant who terminates employment may elect to receive the value of his or her vested benefit under the Plan. In the event of the death of a married Participant, fully vested benefits will be distributed to the Participant’s spouse or to another beneficiary if the spouse previously consented. An unmarried Participant may designate anyone as his or her beneficiary. If there is no spouse or living beneficiary on the date of the Participant’s death, the value of the vested benefit is distributed to the Participant’s estate.
A terminated Participant whose vested account balance under the Plan (including loans) is $1,000 or more may elect to: (1) receive a lump sum payment; (2) obtain a rollover payment to an IRA (traditional or Roth) or another employer’s qualified plan; (3) receive monthly, quarterly or annual installments over a period not exceeding their life expectancy, or (4) defer receipt of the distribution until April 1 of the year after he or she attains the age of 72. A Participant will be deemed to have
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
elected to defer receipt of his or her account balance to April 1 of the year following the year in which he or she attains age 72 unless otherwise elected by the month following the date of his or her 65th birthday.
If a terminated Participant’s vested account balance does not exceed $1,000, the account balance, less any required income tax withholding, will be paid to the Participant in a single lump sum. However, the Participant may elect to directly roll over the distribution to an IRA (traditional or Roth) or another employer’s qualified plan without any required income tax withholding.
Notes receivable from participants
The Plan permits Participants to borrow a portion of their vested account balance without paying income taxes or incurring income tax penalties. The minimum loan amount is $1,000. The maximum aggregate amount of all loans to any Participant under the Plan is the lesser of $50,000 (reduced by the highest loan balance outstanding during the 12-month period preceding the date of the new loan) or 50% of the vested value of their account balance. The interest rate on a loan is based on the prime rate in effect on the first business day of the month, and it is fixed for the duration of the loan. Generally, loans must be paid off within five years. If, however, the loan is for the purchase of a principal residence, the repayment period may be up to 15 years. The Plan limits Participants to two outstanding loans at any time. Loan principal and interest are paid through payroll deductions. Notes receivable from participants in the Statement of Net Assets Available for Benefits are measured at the principal plus accrued interest amount outstanding.
Administrative expenses
To the extent not paid in full or in part by the Contributing Employers, the trustee uses Plan assets to pay the expenses of the Plan, such as taxes (if any) incurred on the income or assets of the trust, brokerage commissions and other expenses associated with the purchase and sale of investments, investment management fees and other expenses directly attributable to the administration of the Plan.
2. Summary of significant accounting policies
Basis of presentation
The accounting and financial reporting policies of the Plan conform to accounting principles generally accepted in the United States of America (“U.S. GAAP”).
Use of estimates in the preparation of financial statements
The preparation of financial statements requires Plan management to make estimates and assumptions that affect the reported amounts of assets, liabilities and changes in net assets available for benefits, and the disclosure of contingent assets and liabilities. Actual results could be different from these estimates.
Investment valuation
Investments are recorded at fair value, except for synthetic guaranteed investment contracts ("synthetic GICs"), which are recorded at contract value. Investments measured at fair value include certain investments that use the net asset value per share ("NAV") or its equivalent as a practical expedient. For information related to the Plan’s valuation methodologies for its investments recorded at fair value, refer to Note 3.
Synthetic GICs
A synthetic GIC is an investment contract associated with the Stable Value Fund in which the Plan owns the underlying investment assets and purchases wrapper contracts from insurance companies or other financial institutions which provide market value and cash flow risk protection to the Plan. The Plan accounts for its synthetic GICs at contract value as that is the amount Participants would receive if they were to withdraw or transfer all or a portion of their investments in the Stable Value Fund. For a discussion of synthetic GIC investment contracts, refer to Note 5.
Participant withdrawals
Participant withdrawals are recorded when paid.
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
Differences between financial statements and Form 5500
The Plan does not reflect as liabilities amounts allocated to the accounts of Participants who have elected to withdraw from the Plan but have not yet been paid. The U.S. Department of Labor, however, requires that these amounts be reported as a liability on Internal Revenue Service ("IRS") Form 5500. As a result, amounts allocated to withdrawals by Participants that have been processed and approved for payment prior to December 31, but are not yet paid as of that date are recorded on IRS Form 5500 as benefits paid.
The following is a reconciliation of net assets available for benefits as disclosed per the financial statements to the Form 5500.
| | | | | | | | | | | | | | |
| December 31, | | 2022 | | 2021 |
| Net assets available for benefits per the financial statements | | $ | 36,429,314,101 | | | $ | 42,479,508,911 | |
| Less: Amounts allocated to withdrawing Participants | | (4,051,713) | | | (3,946,770) | |
| Net assets available for benefits per Form 5500 | | $ | 36,425,262,388 | | | $ | 42,475,562,141 | |
The following is a reconciliation of benefits paid to Participants as disclosed per the financial statements to Form 5500.
| | | | | | | | | | | | | | |
| Year ended December 31, | | 2022 | | 2021 |
| Benefits paid to Participants per the financial statements | | $ | 2,293,246,378 | | | $ | 2,723,728,806 | |
| Add: Amounts allocated to withdrawing Participants at end of year | | 4,051,713 | | | 3,946,770 | |
| Less: Amounts allocated to withdrawing Participants at beginning of year | | (3,946,770) | | | (6,114,793) | |
| Benefits paid to Participants per Form 5500 | | $ | 2,293,351,321 | | | $ | 2,721,560,783 | |
Foreign currency translation
The Plan revalues assets, liabilities, additions and deductions denominated in non-U.S. currencies into U.S. dollars using applicable exchange rates.
3. Fair value measurements
Determination of fair value
The following is a description of the Plan’s valuation methodologies for assets and liabilities measured at fair value. The Plan has an established and well-structured process for determining fair values. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Fair value is based on quoted market prices or inputs, where available. If prices or quotes are not available, fair value is based on valuation models and other valuation techniques that consider relevant transaction characteristics (such as maturity) and use as inputs, observable or unobservable market parameters, including but not limited to yield curves, interest rates, volatilities, equity or debt prices, foreign exchange rates and credit curves. Valuation adjustments may be made to ensure that financial instruments are recorded at fair value. These adjustments may include amounts to reflect constraints on liquidity and unobservable parameters when the Plan is unable to observe a recent market price for a financial instrument that trades in an inactive (or less active) market. No adjustments to quoted prices are applied for instruments classified within level 1 of the fair value hierarchy (refer to the discussion below for further information on the fair value hierarchy).
The Plan uses various methodologies and assumptions in the determination of fair value. The use of different methodologies or assumptions by other market participants compared with those used by the Plan could result in a different estimate of fair value at the reporting date.
During 2022 no changes were made to the Plan's valuation models that had, or are expected to have, a material impact on the Plan's financial statements.
Fair value hierarchy
A three-level fair value hierarchy has been established under U.S. GAAP for disclosure of fair value measurements. The fair value hierarchy is based on the observability of inputs to the valuation of an asset or liability as of the measurement date. The three levels are defined as follows:
•Level 1 — inputs to the valuation methodology are quoted prices (unadjusted) for identical assets or liabilities in active markets.
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
•Level 2 — inputs to the valuation methodology include quoted prices for similar assets and liabilities in active markets, and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the financial instrument.
•Level 3 — one or more inputs to the valuation methodology are unobservable and significant to the fair value measurement.
A financial instrument’s categorization within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement.
The following table describes the valuation methodologies generally used by the Plan to measure its instruments at fair value, including the general classification of such instruments pursuant to the fair value hierarchy.
| | | | | | | | |
| Instrument | Valuation methodology | Classifications in the fair value hierarchy |
| JPMorgan Chase & Co. common stock | Closing price reported on the New York Stock Exchange | Level 1 |
| Other equity, corporate debt, asset-backed, U.S. federal, state, local and non-U.S. government and mortgage-backed securities and repurchase agreements. | Quoted market prices | Level 1 |
| In the absence of quoted market prices, securities are valued based on: | Level 2 |
•Observable market prices for similar securities | |
•Relevant broker quotes | |
| •Independent pricing services | |
| •Discounted cash flows | |
| In addition, the following inputs to discounted cash flows are used for the following products: | |
| Mortgage- and asset-backed securities specific inputs: | |
| •Collateral characteristics | |
| •Deal-specific payment and loss allocations | |
| •Current market assumptions related to yield, prepayment speed, conditional default rates and loss severity | |
| Collateralized loan obligations ("CLOs") specific inputs: | |
| •Collateral characteristics | |
| •Deal-specific payment and loss allocations | |
| •Expected prepayment speed, conditional default rates, loss severity | |
| •Credit spreads | |
| •Credit rating data | |
| Fund investments (e.g., mutual, money market and other) and registered investment companies | Net asset value | |
•NAV is supported by the ability to redeem and purchase at NAV level. | Level 1 |
| •Adjustments to the NAV as required for restrictions on redemption or where observable activity is limited. | Level 2(a) |
| Derivatives | Exchange traded derivatives that are actively traded and valued using the exchange price. | Level 1 |
| Non-exchange traded derivatives that are valued using independent pricing services. | Level 2 |
| Refer to Note 6 for further information on derivative instruments. | |
(a) Excludes certain investments that are measured at fair value using the net asset value per share (or its equivalents) as a practical expedient.
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
Investments measured at net asset value
The Plan also uses as a practical expedient the NAV per share (or its equivalent) to measure the fair value of multiple investments that (a) do not have a readily determinable fair value and (b) either have the attributes of an investment company or prepare their financial statements consistent with the measurement principles of an investment company. These investments are not required to be classified in the fair value hierarchy and consist predominantly of investments in certain collective investment funds and registered investment companies.
The investment strategies for collective investment funds and registered investment companies vary, and they may invest directly and indirectly in a broad range of equity, debt and derivative investments with the objective of mirroring or exceeding the total return of certain market indices (e.g., Standard & Poor’s ("S&P") 500 Index, Russell 1000 Index, Bloomberg U.S. Aggregate Bond Index). Strategies may vary based on global macroeconomic views, expected directional movements in the financial markets, market capitalization (e.g., large, medium or small cap stocks), and other strategies. Certain of these investments could be subject to restrictions on redemption in the future as indicated above; and they may be sold based on the level of capital markets activity, market levels, the performance of the broader economy and investment-specific issues.
The Plan has no commitments to make additional investments in financial instruments that are valued at NAV.
The following tables present the financial instruments carried at fair value as of December 31, 2022 and 2021, by major product category and fair value hierarchy.
Assets and liabilities measured at fair value on a recurring basis
| | | | | | | | | | | | | | | | | | | | | |
| | Fair value hierarchy | | | |
| December 31, 2022 | | Level 1 | | Level 2 | | | Total fair value |
| Equity securities: | | | | | | | |
| JPMorgan Chase & Co. | | $ | 5,348,755,914 | | | $ | — | | | | $ | 5,348,755,914 | |
| Other equity securities | | 3,292,031,908 | | | — | | | | 3,292,031,908 | |
| Total equity securities | | 8,640,787,822 | | | — | | | | 8,640,787,822 | |
| | | | | | | |
| Corporate debt and asset-backed securities | | — | | | 1,749,460,666 | | | | 1,749,460,666 | |
| U.S. federal, state, local and non-U.S. government securities | | 627,193,707 | | | 19,211,062 | | | | 646,404,769 | |
| Mortgage-backed securities | | 101,866,263 | | | 59,948,292 | | | | 161,814,555 | |
Money market funds and other(a) | | 319,518,815 | | | 40,104,675 | | | | 359,623,490 | |
| Derivative receivables | | — | | | 4,506,951 | | | | 4,506,951 | |
| Total assets measured at fair value | | $ | 9,689,366,607 | | | $ | 1,873,231,646 | | | | $ | 11,562,598,253 | |
Investments measured at NAV(b) | | | | | | | 20,959,709,750 | |
| Total investments at fair value | | | | | | | $ | 32,522,308,003 | |
| | | | | | | |
| Mortgage-backed securities sold short | | $ | 1,632,438 | | | | | | $ | 1,632,438 | |
| Derivative payables | | — | | | 9,180,858 | | | | 9,180,858 | |
| Total liabilities measured at fair value | | $ | 1,632,438 | | | $ | 9,180,858 | | | | $ | 10,813,296 | |
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
| | | | | | | | | | | | | | | | | | | | |
| | Fair value hierarchy | | |
| December 31, 2021 | | Level 1 | | Level 2 | | Total fair value |
| Equity securities: | | | | | | |
| JPMorgan Chase & Co. | | $ | 6,286,187,643 | | | $ | — | | | $ | 6,286,187,643 | |
| Other equity securities | | 4,343,384,499 | | | — | | | 4,343,384,499 | |
| Total equity securities | | 10,629,572,142 | | | — | | | 10,629,572,142 | |
| Corporate debt and asset-backed securities | | — | | | 2,015,287,026 | | | 2,015,287,026 | |
| U.S. federal, state, local and non-U.S. government securities | | 661,705,033 | | | 50,866,027 | | | 712,571,060 | |
| Mortgage-backed securities | | 100,504,646 | | | 48,735,331 | | | 149,239,977 | |
Money market funds and other(a) | | 294,405,742 | | | 16,894,024 | | | 311,299,766 | |
| Derivative receivables | | — | | | 1,674,239 | | | 1,674,239 | |
| Total assets measured at fair value | | $ | 11,686,187,563 | | | $ | 2,133,456,647 | | | $ | 13,819,644,210 | |
Investments measured at NAV(b) | | | | | | 24,934,927,665 | |
| Total investments at fair value | | | | | | $ | 38,754,571,875 | |
| | | | | | |
| Mortgage-backed securities sold short | | $ | 198,939 | | | | | $ | 198,939 | |
| Derivative payables | | — | | | 3,333,028 | | | 3,333,028 | |
| Total liabilities measured at fair value | | $ | 198,939 | | | $ | 3,333,028 | | | $ | 3,531,967 | |
(a)Money market funds and other consists of mutual funds, money market funds, and resale agreements.
(b)Investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient are not required to be classified in the fair value hierarchy.
4. Investment program
As of December 31, 2022, the Plan offers Participants 30 investment options, which consist of: ten target date funds (most of the underlying funds are index funds) and 20 core investment funds, which are composed of six fixed-income funds, nine domestic equity funds (five are index funds), three international equity funds (two are index funds), one emerging markets equity index fund, and the JPMorgan Chase Common Stock Fund.
Fund transactions are processed on a daily basis and are recorded at an aggregate level within the Trust Fund. Empower Plan Services, LLC is the third-party administrator and record-keeper.
Participants may elect to direct or change the allocation of their account balances and contributions in the investment funds on a daily basis. Participant requests for fund re-allocations, transfers and distributions are processed on a daily basis using NAV. Changes generally become effective on the same business day if the New York Stock Exchange is open and the request is made before 4 p.m. Eastern Time, or by the close of the New York Stock Exchange, whichever is earlier. Otherwise, the changes generally become effective on the next business day.
The Plan Administrator may place restrictions on investments in the funds and on daily transfers and re-allocations among funds.
5. Synthetic GICs
The Stable Value Fund invests in synthetic GICs, which are also known as wrapper contracts. A synthetic GIC is an investment contract issued by an insurance company or other financial institution that is backed by a portfolio of bonds or other fixed income securities (the “underlying assets”) that are owned by the Plan. The wrapper contract is designed to protect the contract value of these underlying assets. Under these contracts, realized and unrealized gains and losses on the underlying assets are not immediately recognized in the net assets of the Plan, but are amortized over the maturity or duration of the underlying assets, through adjustments to the future interest crediting rate of the synthetic GICs as discussed further below. The issuers of the wrapper contract guarantees that all qualified participant withdrawals will take place at the contract value.
The Plan accounts for synthetic GICs at contract value. Contract value represents contributions made under the contract, plus earnings, less Participant withdrawals and administrative expenses. Participants may customarily direct the withdrawal or transfer of all or a portion of their investment at contract value. The Plan has not recognized any provision for credit losses to reflect the credit risk of the issuer of the synthetic GIC or otherwise.
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
There are no events known to the Plan that are probable of occurring that would limit its ability to transact at contract value with the issuer of the wrapper contract nor with Participants. The wrapper contracts cannot be terminated by their issuer at a value other than contract value, except under a limited number of very specific circumstances including termination of the Plan or loss of qualified status of the Plan, material misrepresentations by the Plan sponsor or investment manager, failure by these same parties to meet material obligations under the contract, or other similar types of events.
The following is a summary of the Plan’s investments related to the synthetic GICs recorded at contract value:
| | | | | | | | | | | |
| December 31, | | 2022 | 2021 |
| Synthetic GICs | | | |
| MetLife Wrapper Contract | | $ | 674,246,201 | | $ | 639,749,231 | |
| Prudential Wrapper Contract | | 691,073,890 | | 656,040,462 | |
| Transamerica Wrapper Contract | | 594,014,291 | | 564,300,537 | |
| VOYA Contract Wrapper Contract | | 600,493,134 | | 570,537,786 | |
| Total synthetic GICs | | $ | 2,559,827,516 | | $ | 2,430,628,016 | |
6. Derivative instruments
Derivative contracts derive their value from underlying asset prices, indices, reference rates, other inputs or a combination of these factors and may expose counterparties to risks and rewards of an underlying asset or liability without having to actually invest in, own, or exchange the asset or liability. The Plan uses derivatives to manage and invest in market and credit risk exposures, predominantly using interest rate, credit derivative, foreign exchange and equity contracts. For a further discussion of credit derivatives, refer to the discussion in the Credit derivatives section of this Note.
Accounting for derivatives
All derivatives are recorded on the Statements of Net Assets Available for Benefits at fair value, with all changes in fair value reflected in the Statements of Changes in Net Assets Available for Benefits.
Notional amount of derivative contracts
The following table summarizes the notional amount of derivative contracts outstanding as of December 31, 2022 and 2021.
| | | | | | | | | | | | | | |
| | | Notional amounts(a) |
| December 31, | | 2022 | | 2021 |
| Interest rate contracts | | | | |
| Swaps | | $ | 279,301,142 | | | $ | 357,977,263 | |
| Futures and forwards | | 267,579,912 | | | 326,700,778 | |
| Written options | | 169,768,999 | | | 352,252,650 | |
| Purchased options | | 107,553,800 | | | 88,368,320 | |
| Total interest rate contracts | | 824,203,853 | | | 1,125,299,011 | |
| Credit derivatives | | 10,183,636 | | | 133,269,191 | |
| Foreign exchange contracts | | | | |
| Spot, futures and forwards | | 56,125,255 | | | 180,234,924 | |
| Total foreign exchange contracts | | 56,125,255 | | 56125255 | 180,234,924 | |
| Equity contracts | | | | |
| Futures and forwards | | 11,350 | | | 11,550 | |
| Total equity contracts | | 11,350 | | | 11,550 | |
| Total derivative notional amounts | | $ | 890,524,094 | | | $ | 1,438,814,676 | |
(a)Represents the sum of gross long and gross short third-party notional derivative contracts.
While the notional amounts disclosed above give an indication of the volume of the Plan’s derivative activities, the notional amounts significantly exceed, in the Plan’s view, the possible losses that could arise from such transactions. For most derivative transactions, the notional amount is not exchanged; it is simply a reference amount used to calculate payments.
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
Impact of derivatives on the Statements of Net Assets Available for Benefits
The following table summarizes the gross fair values of derivative receivables and payables (irrespective of any legally enforceable master netting agreements) by contract type as of December 31, 2022 and 2021, respectively.
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Gross derivative receivables(a) | | Gross derivative payables |
| December 31, | | 2022 | | 2021 | | 2022 | | 2021 |
| Contract type | | | | | | | | |
| Interest rate | | $ | 4,480,575 | | | $ | 1,563,172 | | | $ | 8,108,066 | | | $ | 3,317,287 | |
| Credit | | 2,354 | | | 51,173 | | | 88,069 | | | 69,860 | |
| Foreign exchange | | 24,022 | | | 59,894 | | | 984,723 | | | (54,119) | |
| Gross fair value of derivative receivables and payables | | $ | 4,506,951 | | | $ | 1,674,239 | | | $ | 9,180,858 | | | $ | 3,333,028 | |
(a) Derivative receivables are recorded on the Statement of Net Assets Available for Benefits in the Investments at fair value line.
Derivatives gains and losses
The following table presents derivatives gains/(losses), by contract type, for the years ended December 31, 2022 and 2021. All amounts are recorded in net appreciation in fair value of investments in the Statements of Changes in Net Assets Available for Benefits.
| | | | | | | | | | | | | | |
| | | Derivatives gains/(losses) |
| Year ended December 31, | | 2022 | | 2021 |
| Contract type | | | | |
| Interest rate | | $ | 15,074,909 | | | $ | (4,246,719) | |
| Credit | | (1,225,200) | | | 86,575 | |
| Foreign exchange | | 5,393,837 | | | 4,286,066 | |
| Equity | | (3,640,237) | | | 678,081 | |
| Other | | 271,334 | | | 381,025 | |
| Total | | $ | 15,874,643 | | | $ | 1,185,028 | |
Credit risk, liquidity risk and credit-related contingent features
In addition to the specific market risks introduced by each derivative contract type, derivatives expose the Plan to credit risk — the risk that derivative counterparties may fail to meet their payment obligations under the derivative contracts and the collateral, if any, held by the Plan proves to be of insufficient value to cover the payment obligation. It is the policy of the Plan to actively pursue, where possible, the use of legally enforceable master netting agreements and collateral agreements to mitigate derivative counterparty credit risk inherent in derivative receivables. A master netting agreement is a single contract with a counterparty that permits multiple transactions governed by that contract to be terminated or accelerated and settled through a single payment in a single currency in the event of a default (e.g., bankruptcy, failure to make a required payment or securities transfer or deliver collateral or margin when due). Collateral/margin agreements provide for a security interest in, or title transfer of, securities or cash collateral/margin to the demanding party with a value equal to the amount of the margin deficit on a net basis across all transactions governed by the master netting agreement, less any threshold. The collateral/margin agreement grants to the demanding party, upon default by the counterparty, the right to set off any amounts payable by the counterparty against any posted collateral or the cash equivalent of any posted collateral/margin. It also grants to the demanding party the right to liquidate collateral/margin and to apply the proceeds to an amount payable by the counterparty.
The amount of derivative receivables reported on the Statements of Net Assets Available for Benefits is the fair value of the derivative contracts excluding the impact of any legally enforceable master netting agreements and cash collateral held by the Plan. These amounts represent the cost to the Plan to replace the contracts at then-current market rates should the counterparty default. However, in the Plan’s view, the appropriate measure of current credit risk should take into consideration the collateral held by the Plan. The Plan has received $291,087 and $789,556 of cash collateral and no securities collateral as of December 31, 2022 and 2021, respectively.
While derivative receivables expose the Plan to credit risk, derivative payables expose the Plan to liquidity risk, as the derivative contracts may require the Plan to post cash or securities collateral with counterparties as the fair value of the contracts moves in the counterparties’ favor. Certain derivative contracts also provide for termination of the contract, generally upon a ratings downgrade of the counterparty or in the event sufficient collateral is not delivered as required, at the
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
fair value of the derivative contracts. The aggregate fair value of derivative payables that contain termination features was $9,180,858 and $3,333,028 as of December 31, 2022 and 2021, respectively. The Plan has posted $15,128,231 and $7,940,643 of cash collateral as of December 31, 2022 and 2021, respectively and $4,954,790 of securities collateral as of December 31, 2021. No securities collateral was posted as of December 31, 2022.
Credit derivatives
Credit derivatives are financial instruments whose value is derived from the credit risk associated with the debt of a third-party issuer (the reference entity) and which allow one party (the protection purchaser) to transfer that risk to another party (the protection seller). Credit derivatives expose the protection purchaser to the creditworthiness of the protection seller, as the protection seller is required to make payments under the contract when the reference entity experiences a credit event, such as a bankruptcy, a failure to pay its obligation or a restructuring. The seller of credit protection receives a premium for providing protection but has the risk that the underlying instrument referenced in the contract will be subject to a credit event.
The Plan primarily enters into credit default swaps (“CDS”), which are credit derivative contracts between two counterparties that provides protection against a credit event on either a single referenced entity ("single-name") or a broad-based index. Protected credit events are specified at the inception of a transaction.
The following table summarizes the notional amounts by the ratings and maturity profile, and the total fair value, of credit derivatives as of December 31, 2022 and 2021, where the Plan is the seller of protection. All of the credit derivative contracts, where the Plan is the seller of protection, were credit default swaps. Upon a credit event, the Plan as a seller of protection would typically pay out only a percentage of the full notional amount of net protection sold, as the amount actually required to be paid on the contracts takes into account the recovery value of the reference obligation at the time of settlement. The Plan does not use notional amounts as the primary measure of risk management for such derivatives, because the notional amount does not take into account the probability of the occurrence of a credit event, the recovery value of the reference obligation, or related cash instruments and economic hedges, each of which reduces, in the Plan's view, the risks associated with such derivatives. The maturity profile is based on the remaining contractual maturity of the credit derivative contracts. The ratings profile is based on the rating of the reference entity on which the credit derivative contract is based.
Protection sold – credit derivatives ratings(a)/maturity profile
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| Risk rating of reference entity | | | | Total
notional amount | | | |
| December 31, | <1 year | 1–5 years | >5 years | Fair value of receivables(b) | Fair value of payables(b) | Net Fair value |
| 2022 | Investment-grade | $ | 1,800,000 | | $ | 6,350,000 | | 400,000 | | $ | 8,550,000 | | $ | 2,354 | | (88,069) | | $ | (85,715) | |
| Noninvestment-grade | — | | 500,000 | | — | | 500,000 | | — | | — | | — | |
| Total | $ | 1,800,000 | | $ | 6,850,000 | | $ | 400,000 | | $ | 9,050,000 | | $ | 2,354 | | $ | (88,069) | | $ | (85,715) | |
| | | | | | | | |
| 2021 | Investment-grade | $ | 3,127,441 | | $ | 88,950,000 | | 400,000 | | $ | 92,477,441 | | $ | 51,173 | | (57,595) | | $ | (6,422) | |
| Noninvestment-grade | — | | 500,000 | | — | | 500,000 | | — | | — | | — | |
| Total | $ | 3,127,441 | | $ | 89,450,000 | | $ | 400,000 | | $ | 92,977,441 | | $ | 51,173 | | $ | (57,595) | | $ | (6,422) | |
(a)The ratings scale is primarily based on external credit ratings as defined by S&P and Moody’s Investor Services.
(b)Amounts are shown on a gross basis, before the benefit of legally enforceable master netting agreements and cash collateral received and posted by the Plan.
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
7. Transactions with affiliated parties
Certain Plan investments are managed by parties that meet the definition of affiliated parties as defined by the Plan. The following summary of transactions qualify as party-in-interest transactions for the years ended December 31, 2022 and 2021.
| | | | | | | | | | | | | | |
| Aggregate cost
of purchases | Aggregate proceeds from
sales, redemptions and
distributions to participants |
| 2022 | 2021 | 2022 | 2021 |
| | | | |
| JPMorgan Chase & Co. common stock | $ | 1,556,974,143 | | $ | 1,948,174,996 | | $ | 1,497,549,780 | | $ | 2,147,652,924 | |
| Funds managed by JPMorgan Investment Management Inc.: | | | | |
| Core Bond Fund | 33,499,772 | | 37,979,793 | | 51,633,540 | | 114,423,431 | |
| Emerging Markets Debt Fund | 27,172,836 | | 46,924,320 | | 68,098,997 | | 10,513,964 | |
| Short-Term Fixed Income Fund | 1,807,493,243 | | 1,905,590,320 | | 1,772,809,878 | | 2,017,621,982 | |
| Small Cap Core Fund | 665,769,747 | | 814,326,351 | | 688,525,135 | | 809,258,390 | |
| Stable Value Fund | 719,381,771 | | 1,240,110,524 | | 486,908,944 | | 1,369,572,930 | |
8. Tax status and federal income taxes
On May 12, 2017, the Plan received a favorable tax determination letter from the IRS confirming its tax qualified status under Code Section 401(a) of the Code, and therefore, the related trust is exempt from taxation. The Plan is required to operate in accordance with the applicable provisions of the Code to maintain its qualified status. The Plan Administrator believes the Plan is operating in compliance with the applicable requirements of the Code.
U.S. GAAP requires the management of the Plan to evaluate tax positions taken by the Plan and recognize an income tax liability if the Plan has taken uncertain tax positions that more-likely-than-not would not be sustained upon examination by applicable taxing authorities. Management of the Plan has analyzed tax positions taken by the Plan and has concluded that, as of December 31, 2022 and 2021, there were no uncertain tax positions taken, or expected to be taken, that would require recognition of a liability or that would require disclosure in the financial statements. The Plan is subject to audits by the taxing authorities; however, there are currently no audits in progress for any tax period.
Participants who are not currently receiving a distribution under the Plan do not pay any U.S. federal income tax on Contributing Employer contributions or income earned by the Trust. When a Participant, or his or her beneficiary or estate, receives a distribution under the Plan, the distribution is generally taxable. The tax treatment of any distribution from the Trust depends on individual circumstances.
9. Commitments and contingencies
In accordance with the provisions of U.S. GAAP for contingencies, the Plan accrues for a litigation-related liability when it is probable that such a liability has been incurred and the amount of the loss can be reasonably estimated. Plan management evaluates the Plan's outstanding legal proceedings, if any, periodically to assess whether any litigation reserve is required, and makes adjustments in such reserves, upwards or downwards, as appropriate, based on Plan management’s best judgment after consultation with counsel.
While the outcome of litigation is inherently uncertain, Plan management believes, based upon its current knowledge, after consultation with counsel, in light of all information known to it at December 31, 2022 that there are no pending or threatened legal proceedings affecting the Plan that would require the establishment of a litigation reserve. There is no assurance that the Plan will not need to establish a reserve, or to adjust the amount of such a reserve, for a litigation-related liability in the future.
10. Risks and uncertainties
The Plan’s investments include financial instruments that are exposed to various risks such as market, credit and liquidity risks. The instruments include investments in equities, fixed income securities, swaps, currency and commodities, futures, forwards, options, and other derivative contracts. Due to the level of risk associated with certain financial instruments, and the sensitivity of certain fair value estimates to changes in valuation assumptions, it is at least reasonably possible that changes in the values of financial instruments will occur in the near term and such changes could materially affect the Participants’ account balances
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
and the amounts reported in the Statements of Net Assets Available for Benefits and the Statements of Changes in Net Assets Available for Benefits.
Market risk is the risk associated with the effect of changes in market factors, such as interest and foreign exchange rates, equity and commodity prices, credit spreads or implied volatilities, on the value of assets and liabilities held for both the short and long term. Economies and financial markets throughout the world are becoming increasingly interconnected, which increases the likelihood that events or conditions in one country or region will adversely impact markets or issuers in other countries or regions. Securities in a fund’s portfolio may under perform in comparison to securities in general financial markets, a particular financial market or other asset classes due to a number of factors, including inflation (or expectations for inflation), deflation (or expectations for deflation), interest rates, global demand for particular products or resources, market instability, debt crises and downgrades, embargoes, tariffs, sanctions and other trade barriers, regulatory events, other governmental trade or market control programs and related geopolitical events. In addition, the value of a fund’s investments may be negatively affected by the occurrence of global events such as war, terrorism, environmental disasters, natural disasters or events, country instability, and infectious disease epidemics or pandemics. Governments, their regulatory agencies, or self-regulatory organizations may take actions that affect the instruments in which a fund invests, or the issuers of such instruments, in ways that could also have a significant negative impact on a fund’s investment performance.
In many cases, the Plan’s financial instruments serve to reduce, rather than increase, exposure to losses from market or other risks. In addition, the measurement of market risk is meaningful only when all related and offsetting transactions are identified. The investment managers may limit the Plan’s market risk by holding or purchasing offsetting positions.
Credit risk is the risk associated with the default or change in credit profile of a counterparty. Regarding derivative assets, the Plan is subject to the risk of counterparty nonperformance except for written options, which obligate the Plan to perform, but do not give rise to counterparty credit risk. The Plan predominantly enters into derivative contracts with counterparties of high credit quality; therefore, the risk of counterparty nonperformance is considered to be negligible.
Concentration of credit risk arises when investments or counterparties are engaged in similar business activities or activities in the same geographic region, or when they have similar economic features that would cause their ability to meet contractual obligations to be similarly affected by changes in economic conditions. The Plan’s exposure to a concentration of credit risk is limited by the broad diversification of its investments across the Participant directed fund elections. Additionally, the investments within each Fund are further diversified into various financial instruments, with the exception of the JPMorgan Chase Common Stock Fund, which invests predominantly in JPMorgan Chase & Co. common stock. The Plan's exposure to credit risk from synthetic GICs is limited to the excess of the carrying value of the contract over the market value of the underlying investments.
The Plan's management continues to assess the ongoing secondary impacts of the war in Ukraine, including: increased market volatility, effects on global energy and commodities markets, client demand for credit and liquidity, distress in certain industries or economic sectors, heightened counterparty credit risk, potential recessionary and inflationary pressures, impacts on global supply chains and government actions, including the imposition of financial and economic sanctions.
11. Plan termination
JPMorgan Chase reserves the right to amend, modify or terminate the Plan at any time. In the event of termination, the value of Participants’ accounts will be paid in accordance with the provisions of the Plan and the provisions of ERISA.
12. Subsequent Events
In preparing the financial statements, management of the Plan has performed an evaluation of material events that occurred subsequent to December 31, 2022, and through June 29, 2023, the date these financial statements were available to be issued. There were no material subsequent events that occurred that would require disclosure or recognition in these financial statements.
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES: | | | | | |
| | | 2SEVENTY BIO INC | 124,109 SHARES | $ | 1,463,980 | | $ | 1,162,901 | | | |
| | | 2U INC | 116,400 SHARES | 719,192 | | 729,828 | | | |
| | | AARON'S CO INC | 12,150 SHARES | 223,754 | | 145,193 | | | |
| | | ABBVIE INC | 65,007 SHARES | 5,668,398 | | 10,505,781 | | | |
| | | ABM INDUSTRIES INC | 133,702 SHARES | 5,356,642 | | 5,939,043 | | | |
| | | ACADEMY SPORTS | 43,600 SHARES | 1,699,153 | | 2,290,744 | | | |
| | | ACADIA HEALTHCARE | 64,070 SHARES | 2,703,658 | | 5,274,242 | | | |
| | | ACADIA REALTY TR REIT | 28,700 SHARES | 432,812 | | 411,845 | | | |
| | | ACCO BRANDS CORP | 101,428 SHARES | 792,870 | | 566,983 | | | |
| | | ACLARIS THERAPEUTICS | 118,600 SHARES | 1,673,199 | | 1,867,950 | | | |
| | | ACV AUCTIONS INC | 230,226 SHARES | 4,975,805 | | 1,890,155 | | | |
| | | ADAPTHEALTH CORP | 222,200 SHARES | 6,801,092 | | 4,270,684 | | | |
| | | ADAPTIVE BIOTECH | 14,500 SHARES | 582,977 | | 110,780 | | | |
| | | ADECOAGRO SA | 332,346 SHARES | 3,057,780 | | 2,755,148 | | | |
| | | ADEIA INC | 100,200 SHARES | 1,049,822 | | 949,896 | | | |
| | | ADVANCED MICRO DEVICES | 115,763 SHARES | 3,988,324 | | 7,497,970 | | | |
| | | ADVANSIX INC | 27,000 SHARES | 1,150,448 | | 1,026,540 | | | |
| | | AENA SME SA | 42,018 SHARES | 6,049,408 | | 5,260,167 | | | |
| | | AGILENT TECHNOL | 105,193 SHARES | 14,146,048 | | 15,742,132 | | | |
| | | AGREE REALTY CORP REIT | 69,100 SHARES | 4,686,097 | | 4,901,263 | | | |
| | | AIR LIQUIDE SA | 44,173 SHARES | 6,374,996 | | 6,241,817 | | | |
| | | AIRBNB INC | 129,074 SHARES | 19,751,038 | | 11,035,827 | | | |
| | | AIRBUS SE ADR | 259,680 SHARES | 7,106,553 | | 7,702,109 | | | |
| | | AKZO NOBEL NV | 103,707 SHARES | 7,801,609 | | 6,924,222 | | | |
| | | ALASKA AIR GROUP INC | 20,000 SHARES | 1,114,164 | | 858,800 | | | |
| | | ALBANY INTERNATIONAL | 4,100 SHARES | 346,500 | | 404,219 | | | |
| | ALECTOR INC | 40,900 SHARES | 803,155 | | 377,507 | | | |
| | ALIGN TECHNOLOGY | 27,814 SHARES | 16,155,939 | | 5,865,973 | | | |
| | ALIMENTATION COUCHE-TARD | 72,466 SHARES | 3,161,644 | | 3,182,204 | | | |
| | ALLOGENE THERAPEUTICS | 39,300 SHARES | 1,044,968 | | 247,197 | | | |
| | ALPHA & OMEGA | 56,775 SHARES | 1,030,487 | | 1,622,062 | | | |
| | ALPHA METALLURGICAL | 5,400 SHARES | 725,685 | | 790,506 | | | |
| | ALPHABET INC | 43,389 SHARES | 4,515,723 | | 3,849,906 | | | |
| | ALPHABET INC | 779,704 SHARES | 46,150,515 | | 69,183,136 | | | |
| | ALPHATEC HOLDINGS INC | 240,000 SHARES | 1,452,990 | | 2,964,000 | | | |
| | | ALSTOM SA | 308,796 SHARES | 11,077,186 | | 7,520,617 | | | |
| | | AMADEUS IT GROUP | 169,430 SHARES | 9,872,424 | | 8,779,013 | | | |
| | | AMAZON.COM INC | 617,688 SHARES | 66,047,730 | | 51,885,792 | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | | AMBARELLA INC | 7,500 SHARES | 742,247 | | 616,725 | | | |
| | | AMEREN CORP | 96,885 SHARES | 7,610,895 | | 8,615,014 | | | |
| | | AMERICAN ASSETS TR | 100,833 SHARES | 3,752,352 | | 2,672,075 | | | |
| | | AMERICAN AXLE & | 137,100 SHARES | 755,295 | | 1,072,122 | | | |
| | | AMERICAN EQUITY | 26,800 SHARES | 985,135 | | 1,222,616 | | | |
| | | AMERICAN EXPRESS CO | 106,949 SHARES | 15,173,000 | | 15,801,715 | | | |
| | | AMERICAN INTERNATIONAL | 254,933 SHARES | 13,000,572 | | 16,121,963 | | | |
| | | AMERICAN TOWER CORP REIT | 73,680 SHARES | 17,361,280 | | 15,609,845 | | | |
| | | AMERIS BANCORP | 20,688 SHARES | 644,945 | | 975,232 | | | |
| | AMICUS THERAPEUTICS | 378,100 SHARES | 3,992,498 | | 4,616,601 | | | |
| | | AMKOR TECHNOLOGY INC | 96,100 SHARES | 1,560,375 | | 2,304,478 | | | |
| | | ANAPTYSBIO INC | 106,300 SHARES | 1,840,881 | | 3,294,237 | | | |
| | | ANDERSONS INC | 33,700 SHARES | 1,267,644 | | 1,179,163 | | | |
| | | ANHEUSER-BUSCH INBEV | 64,359 SHARES | 3,151,315 | | 3,865,026 | | | |
| | | ANYWHERE REAL ESTATE INC | 36,400 SHARES | 263,297 | | 232,596 | | | |
| | | APELLIS PHARMACEUTICALS | 30,000 SHARES | 1,402,764 | | 1,551,300 | | | |
| | | APELLIS PHARMACEUTICALS | 75,514 SHARES | 2,984,356 | | 3,904,829 | | | |
| | | APOGEE ENTERPRISES INC | 16,000 SHARES | 572,214 | | 711,360 | | | |
| | | APPLE HOSPITALITY REIT | 107,400 SHARES | 1,728,939 | | 1,694,772 | | | |
| | | APPLE INC | 874,409 SHARES | 52,438,167 | | 113,611,961 | | | |
| | | APPLIED MATERIALS INC | 21,599 SHARES | 1,056,236 | | 2,103,311 | | | |
| | | ARBOR REALTY TRUST INC | 42,300 SHARES | 618,590 | | 557,937 | | | |
| | | ARCBEST CORP | 60,927 SHARES | 3,183,452 | | 4,267,327 | | | |
| | | ARCELORMITTAL SA | 38,565 SHARES | 850,986 | | 1,011,470 | | | |
| | | ARCH RESOURCES INC | 14,200 SHARES | 1,082,441 | | 2,027,618 | | | |
| | | ARCONIC CORP | 55,200 SHARES | 1,517,696 | | 1,168,032 | | | |
| | | ARCUTIS BIOTHERAPEUTICS | 51,233 SHARES | 1,093,269 | | 758,248 | | | |
| | | ARES COMMERCIAL REAL | 131,400 SHARES | 1,806,324 | | 1,352,106 | | | |
| | | ARGAN INC | 81,900 SHARES | 3,480,340 | | 3,020,472 | | | |
| | | ARMADA HOFFLER | 21,316 SHARES | 287,257 | | 245,134 | | | |
| | | ARMSTRONG WORLD | 27,277 SHARES | 2,711,071 | | 1,870,929 | | | |
| | | ARROWHEAD | 43,200 SHARES | 987,181 | | 1,752,192 | | | |
| | | ARVINAS INC | 46,600 SHARES | 2,013,568 | | 1,594,186 | | | |
| | | ASANA INC | 49,600 SHARES | 1,486,076 | | 682,992 | | | |
| | | ASGN INC | 40,165 SHARES | 3,809,921 | | 3,272,644 | | | |
| | | ASML HOLDING NV NY REG | 12,152 SHARES | 6,847,764 | | 6,639,853 | | | |
| | | ASSETMARK FINANCIAL | 6,700 SHARES | 178,852 | | 154,100 | | | |
| | | ASSETMARK FINANCIAL | 55,615 SHARES | 1,422,172 | | 1,279,145 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | ASTRAZENECA PLC | 55,180 SHARES | 6,608,792 | | 7,446,062 | | | |
| | | ATARA BIOTHERAPEUTICS | 8,200 SHARES | 323,357 | | 26,896 | | | |
| | | ATI INC | 12,700 SHARES | 323,971 | | 379,222 | | | |
| | | ATKORE INC | 44,300 SHARES | 1,457,823 | | 5,024,506 | | | |
| | | ATLANTIC UNION | 11,800 SHARES | 407,300 | | 414,652 | | | |
| | | ATLANTIC UNION | 62,161 SHARES | 1,933,401 | | 2,184,338 | | | |
| | | ATLAS AIR WORLDWIDE | 20,600 SHARES | 1,395,937 | | 2,076,480 | | | |
| | | ATLASSIAN CORP | 59,924 SHARES | 8,704,343 | | 7,711,020 | | | |
| | | AUTODESK INC CO | 58,280 SHARES | 6,723,111 | | 10,890,784 | | | |
| | | AVALONBAY COMMUNITIES | 102,298 SHARES | 19,885,959 | | 16,523,173 | | | |
| | | AVANTAX INC | 93,400 SHARES | 1,787,155 | | 2,384,502 | | | |
| | | AVIAT NETWORKS INC | 29,206 SHARES | 914,643 | | 910,935 | | | |
| | | AVID BIOSERVICES INC | 234,972 SHARES | 5,048,066 | | 3,235,564 | | | |
| | | AVID TECHNOLOGY INC | 43,300 SHARES | 785,281 | | 1,151,347 | | | |
| | | AVIENT CORP | 40,900 SHARES | 1,074,796 | | 1,380,784 | | | |
| | | AVIENT CORP | 73,981 SHARES | 2,786,306 | | 2,497,599 | | | |
| | | AXA SA | 243,179 SHARES | 5,726,378 | | 6,762,127 | | | |
| | | AXIS CAPITAL HOLDINGS | 128,100 SHARES | 6,804,572 | | 6,939,177 | | | |
| | | AXONICS INC | 101,600 SHARES | 6,855,605 | | 6,353,048 | | | |
| | | AXOS FINANCIAL INC | 24,400 SHARES | 1,229,591 | | 932,568 | | | |
| | AXSOME THERAPEUTICS INC | 73,500 SHARES | 2,697,820 | | 5,669,055 | | | |
| | | AZENTA INC | 35,316 SHARES | 1,975,845 | | 2,056,098 | | | |
| | | AZZ INC | 29,000 SHARES | 1,460,762 | | 1,165,800 | | | |
| | | BANC OF CALIFORNIA INC | 15,600 SHARES | 292,337 | | 248,508 | | | |
| | | BANCO BRADESCO SA ADR | 94,595 SHARES | 273,281 | | 272,434 | | | |
| | | BANCORP INC/THE | 17,400 SHARES | 425,934 | | 493,812 | | | |
| | | BANCORPSOUTH BANK | 12,300 SHARES | 373,992 | | 303,318 | | | |
| | | BANDWIDTH INC | 80,200 SHARES | 1,468,347 | | 1,840,590 | | | |
| | | BANK OF AMERICA CORP | 392,990 SHARES | 12,644,879 | | 13,015,829 | | | |
| | | BANK OF NT BUTTERFIELD | 70,000 SHARES | 2,060,443 | | 2,086,700 | | | |
| | | BANKUNITED INC | 120,298 SHARES | 4,436,442 | | 4,086,523 | | | |
| | | BARCLAYS PLC | 4,002,896 SHARES | 8,210,705 | | 7,632,871 | | | |
| | | BARRETT BUSINES | 53,697 SHARES | 2,812,904 | | 5,008,856 | | | |
| | | BAYER AG | 87,704 SHARES | 5,407,832 | | 4,523,321 | | | |
| | | BEACON ROOFING SUPPLY | 18,100 SHARES | 628,469 | | 955,499 | | | |
| | | BEAM THERAPEUTICS INC | 27,700 SHARES | 1,914,158 | | 1,083,347 | | | |
| | | BECTON DICKINSON AND CO | 69,098 SHARES | 15,949,226 | | 17,571,621 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | | BEIJING CAPITAL | 2,938,000 SHARES | 2,077,560 | | 2,149,403 | | | |
| | | BELDEN INC | 25,800 SHARES | 1,789,641 | | 1,855,020 | | | |
| | | BENCHMARK ELECTRONICS | 69,090 SHARES | 1,651,615 | | 1,844,012 | | | |
| | | BERKELEY GROUP HOLDINGS | 36,982 SHARES | 1,415,184 | | 1,678,443 | | | |
| | | BERRY CORP | 20,450 SHARES | 174,971 | | 163,600 | | | |
| | | BEST BUY CO INC | 94,868 SHARES | 6,534,139 | | 7,609,362 | | | |
| | | BIOHAVEN LTD | 4,000 SHARES | 26,744 | | 55,520 | | | |
| | | BIOLIFE SOLUTIONS INC | 106,858 SHARES | 3,508,496 | | 1,944,816 | | | |
| | | BJ'S WHOLESALE CLUB | 58,900 SHARES | 2,952,011 | | 3,896,824 | | | |
| | | BLACKLINE INC | 8,800 SHARES | 1,158,761 | | 591,976 | | | |
| | | BLACKSTONE GROUP INC/THE | 98,207 SHARES | 5,169,059 | | 7,285,977 | | | |
| | | BLACKSTONE MORTGAGE | 119,700 SHARES | 3,513,512 | | 2,534,049 | | | |
| | BLOCK INC | 206,013 SHARES | 19,803,559 | | 12,945,857 | | | |
| | | BLOOM ENERGY CORP | 54,600 SHARES | 2,213,021 | | 1,043,952 | | | |
| | | BLOOMIN' BRANDS INC | 87,300 SHARES | 1,818,671 | | 1,756,476 | | | |
| | | BLOOMIN' BRANDS INC | 226,049 SHARES | 5,072,970 | | 4,548,106 | | | |
| | | BLUEBIRD BIO INC | 3,329 SHARES | 69,002 | | 23,037 | | | |
| | | BLUEGREEN VACATIONS | 24,900 SHARES | 652,738 | | 621,504 | | | |
| | | BLUELINX HOLDINGS INC | 22,000 SHARES | 1,650,143 | | 1,564,420 | | | |
| | | BLUEPRINT MEDICINES CORP | 17,900 SHARES | 1,535,523 | | 784,199 | | | |
| | | BNP PARIBAS SA | 50,595 SHARES | 2,508,726 | | 2,875,368 | | | |
| | | BOISE CASCADE CO | 17,409 SHARES | 997,202 | | 1,195,476 | | | |
| | | BOOT BARN HOLDINGS INC | 40,795 SHARES | 1,970,444 | | 2,550,503 | | | |
| | | BOSTON SCIENTIFIC CORP | 486,894 SHARES | 18,187,559 | | 22,528,585 | | | |
| | | BOX INC | 56,300 SHARES | 1,450,972 | | 1,752,619 | | | |
| | | BOYD GAMING CORP | 12,100 SHARES | 307,590 | | 659,813 | | | |
| | BP PLC | 552,279 SHARES | 2,326,171 | | 3,154,934 | | | |
| | BREAD FINANCIAL HOLDINGS | 23,500 SHARES | 914,610 | | 885,010 | | | |
| | BRIDGE INVESTMENT GROUP | 202,406 SHARES | 3,254,059 | | 2,438,992 | | | |
| | BRIDGEBIO PHARMA INC | 21,100 SHARES | 572,912 | | 160,782 | | | |
| | BRIGHTSPHERE INVESTMENT | 66,471 SHARES | 1,097,432 | | 1,367,973 | | | |
| | BRINKER INTERNATIONAL | 5,900 SHARES | 221,766 | | 188,269 | | | |
| | BRINK'S CO/THE | 25,300 SHARES | 1,361,825 | | 1,358,863 | | | |
| | BRISTOL-MYERS SQUIBB CO | 84,464 SHARES | 6,344,034 | | 6,077,185 | | | |
| | BRITISH AMERICAN TOBACCO | 65,127 SHARES | 2,925,519 | | 2,570,769 | | | |
| | BROOKLINE BANCORP INC | 166,861 SHARES | 2,197,342 | | 2,361,083 | | | |
| | BRP GROUP INC | 29,600 SHARES | 831,295 | | 744,144 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | BRUNSWICK CORP/DE | 59,027 SHARES | 3,996,271 | | 4,254,666 | | | |
| | BUILDERS FIRSTSOURCE INC | 24,818 SHARES | 572,852 | | 1,610,192 | | | |
| | BUMBLE INC | 23,500 SHARES | 753,560 | | 494,675 | | | |
| | BUSINESS FIRST | 26,949 SHARES | 506,314 | | 596,651 | | | |
| | BYLINE BANCORP INC | 48,800 SHARES | 1,174,348 | | 1,120,936 | | | |
| | CABOT CORP | 36,100 SHARES | 2,385,859 | | 2,412,924 | | | |
| | CACTUS INC | 129,465 SHARES | 4,195,343 | | 6,506,911 | | | |
| | CAIXABANK SA | 194,707 SHARES | 575,487 | | 763,045 | | | |
| | CALIX INC | 91,800 SHARES | 5,750,390 | | 6,281,874 | | | |
| | CANADIAN NATIONAL | 45,692 SHARES | 5,523,208 | | 5,423,891 | | | |
| | CAPITAL BANCORP INC | 6,100 SHARES | 64,932 | | 143,594 | | | |
| | CAPITAL CITY BANK GROUP | 27,200 SHARES | 716,760 | | 884,000 | | | |
| | CAPSTAR FINANCIAL | 45,900 SHARES | 848,059 | | 810,594 | | | |
| | CARA THERAPEUTICS INC | 22,200 SHARES | 230,602 | | 238,428 | | | |
| | CAREDX INC | 58,800 SHARES | 1,869,728 | | 670,908 | | | |
| | CARREFOUR SA | 199,971 SHARES | 3,811,528 | | 3,337,874 | | | |
| | CASELLA WASTE SYSTEMS | 49,051 SHARES | 3,877,153 | | 3,890,235 | | | |
| | CATALYST PHARMACEUTICALS | 172,600 SHARES | 463,622 | | 3,210,360 | | | |
| | CATHAY GENERAL BANCORP | 3,879 SHARES | 139,709 | | 158,224 | | | |
| | CELLDEX THERAPEUTICS INC | 70,657 SHARES | 2,471,949 | | 3,149,182 | | | |
| | CENTRAL GARDEN & PET CO | 94,900 SHARES | 3,502,089 | | 3,397,420 | | | |
| | CENTRAL PACIFIC | 7,600 SHARES | 223,332 | | 154,128 | | | |
| | CENTURY COMMUNITIES INC | 94,864 SHARES | 5,181,440 | | 4,744,149 | | | |
| | CERENCE INC | 11,300 SHARES | 1,080,417 | | 209,389 | | | |
| | CERIDIAN HCM HOLDING INC | 163,313 SHARES | 17,989,197 | | 10,476,529 | | | |
| | CF INDUSTRIES HOLDINGS | 68,124 SHARES | 2,639,659 | | 5,804,165 | | | |
| | CHAMPIONX CORP | 99,700 SHARES | 2,148,218 | | 2,890,303 | | | |
| | CHARLES SCHWAB CORP/THE | 211,537 SHARES | 17,087,680 | | 17,612,571 | | | |
| | CHEGG INC | 229,900 SHARES | 4,513,818 | | 5,809,573 | | | |
| | CHESAPEAKE UTILITIES | 14,400 SHARES | 1,605,584 | | 1,701,792 | | | |
| | CHINOOK THERAPEUTICS INC | 52,740 SHARES | 1,555,151 | | 1,381,788 | | | |
| | CHORD ENERGY CORP | 8,400 SHARES | 826,200 | | 1,149,204 | | | |
| | CHORD ENERGY CORP | 59,978 SHARES | 8,683,342 | | 8,205,590 | | | |
| | CHUBB LTD | 86,166 SHARES | 13,158,421 | | 19,008,220 | | | |
| | CIE FINANCIERE RICHEMONT | 18,756 SHARES | 1,815,620 | | 2,430,658 | | | |
| | CIGNA GROUP/THE | 43,306 SHARES | 9,765,663 | | 14,349,010 | | | |
| | CISCO SYSTEMS INC | 93,613 SHARES | 3,184,599 | | 4,459,723 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | CITI TRENDS INC | 40,759 SHARES | 3,404,581 | | 1,079,298 | | | |
| | CITIGROUP INC | 152,995 SHARES | 9,067,685 | | 6,919,964 | | | |
| | CITY OFFICE REIT INC | 13,900 SHARES | 146,236 | | 116,482 | | | |
| | CLEAR SECURE INC | 137,868 SHARES | 4,608,258 | | 3,781,719 | | | |
| | CLEARWAY ENER-C RG | 123,400 SHARES | 3,789,968 | | 3,932,758 | | | |
| | CLEARWAY ENERGY INC | 45,400 SHARES | 888,854 | | 1,358,368 | | | |
| | CNX RESOURCES CORP | 34,200 SHARES | 400,210 | | 575,928 | | | |
| | COASTAL FINANCIAL | 11,800 SHARES | 501,839 | | 560,736 | | | |
| | COCA-COLA CO/THE | 97,118 SHARES | 5,051,474 | | 6,177,676 | | | |
| | COCA-COLA CONSOLIDATED | 1,600 SHARES | 431,122 | | 819,776 | | | |
| | COGENT COMMUNICATIONS | 37,332 SHARES | 1,999,402 | | 2,130,911 | | | |
| | COHERUS BIOSCIENCES INC | 53,100 SHARES | 689,950 | | 420,552 | | | |
| | COLUMBIA BANKING SYSTEM | 33,300 SHARES | 1,006,881 | | 1,003,329 | | | |
| | COMCAST CORP | 146,673 SHARES | 5,890,001 | | 5,129,155 | | | |
| | COMFORT SYSTEMS USA INC | 37,300 SHARES | 1,958,417 | | 4,292,484 | | | |
| | COMMERCIAL METALS CO | 78,916 SHARES | 1,973,558 | | 3,811,643 | | | |
| | COMMSCOPE HOLDING CO INC | 673,500 SHARES | 6,436,502 | | 4,950,225 | | | |
| | COMMUNITY HEALTHCARE | 6,500 SHARES | 308,073 | | 232,700 | | | |
| | COMMVAULT SYSTEMS INC | 65,600 SHARES | 3,959,681 | | 4,122,304 | | | |
| | COMPASS GROUP PLC | 287,069 SHARES | 5,803,255 | | 6,621,421 | | | |
| | CONAGRA BRANDS INC | 369,273 SHARES | 11,453,499 | | 14,290,865 | | | |
| | CONCRETE PUMPING | 287,087 SHARES | 2,226,311 | | 1,679,459 | | | |
| | CONMED CORP | 40,341 SHARES | 5,260,582 | | 3,575,826 | | | |
| | CONNECTONE BANCORP INC | 117,500 SHARES | 1,742,567 | | 2,844,675 | | | |
| | CONOCOPHILLIPS | 105,120 SHARES | 4,487,982 | | 12,404,160 | | | |
| | CONSENSUS CLOUD | 8,400 SHARES | 202,155 | | 451,584 | | | |
| | CONSOL ENERGY INC | 9,900 SHARES | 484,924 | | 643,500 | | | |
| | CONSTELLATION BRANDS INC | 77,955 SHARES | 13,964,824 | | 18,066,071 | | | |
| | CONSTELLIUM SE | 91,500 SHARES | 1,598,003 | | 1,082,445 | | | |
| | CONSTRUCTION PARTNERS | 61,151 SHARES | 1,785,692 | | 1,632,120 | | | |
| | CONTRA ADURO BIOTECH I | 76,740 SHARES | — | | — | | | |
| | CORE & MAIN INC | 80,838 SHARES | 1,868,498 | | 1,560,982 | | | |
| | CORPORATE OFFICE | 35,100 SHARES | 923,377 | | 910,494 | | | |
| | COUSINS PROPERTIES INC | 123,484 SHARES | 4,253,641 | | 3,122,910 | | | |
| | COWEN INC | 9,157 SHARES | 203,818 | | 353,643 | | | |
| | CROCS INC | 41,200 SHARES | 3,078,423 | | 4,467,316 | | | |
| | CTI BIOPHARMA CORP | 116,644 SHARES | 676,109 | | 701,030 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | CTO REALTY GROWTH INC | 7,500 SHARES | 143,441 | | 137,100 | | | |
| | CUMMINS INC | 49,213 SHARES | 9,866,245 | | 11,923,818 | | | |
| | CUSHMAN & WAKEFIELD PLC | 51,600 SHARES | 993,917 | | 642,936 | | | |
| | CUSTOMERS BANCORP INC | 36,200 SHARES | 654,097 | | 1,025,908 | | | |
| | CUTERA INC | 19,200 SHARES | 298,666 | | 849,024 | | | |
| | CVB FINANCIAL CORP | 105,400 SHARES | 2,501,243 | | 2,714,050 | | | |
| | CVR ENERGY INC | 30,600 SHARES | 952,744 | | 959,004 | | | |
| | CVS HEALTH CORP | 70,143 SHARES | 4,958,812 | | 6,536,626 | | | |
| | DANAHER CORP | 47,080 SHARES | 12,044,885 | | 12,495,974 | | | |
| | DANONE SA | 159,894 SHARES | 10,474,722 | | 8,400,946 | | | |
| | DARLING INGREDIENTS INC | 42,300 SHARES | 2,949,861 | | 2,647,557 | | | |
| | DECIBEL THERAPEUTICS INC | 70,800 SHARES | 1,049,416 | | 145,140 | | | |
| | DECKERS OUTDOOR CORP | 18,250 SHARES | 3,490,726 | | 7,284,670 | | | |
| | DEFINITIVE HEALTHCARE | 129,610 SHARES | 2,820,416 | | 1,424,414 | | | |
| | DELEK US HOLDINGS INC | 17,306 SHARES | 425,035 | | 467,256 | | | |
| | DESCARTES SYSTEMS GROUP | 26,830 SHARES | 1,674,988 | | 1,868,710 | | | |
| | DEUTSCHE TELEKOM AG | 328,470 SHARES | 6,453,748 | | 6,533,730 | | | |
| | DIAMONDROCK HOSPITALITY | 65,400 SHARES | 586,611 | | 535,626 | | | |
| | DIGITAL TURBINE INC | 26,800 SHARES | 1,954,784 | | 408,432 | | | |
| | DIGITALOCEAN HOLDINGS | 59,600 SHARES | 2,499,938 | | 1,518,012 | | | |
| | DILLARD'S INC | 10,200 SHARES | 1,659,423 | | 3,296,640 | | | |
| | DIME COMMUNITY | 8,500 SHARES | 278,230 | | 270,555 | | | |
| | DINE BRANDS GLOBAL INC | 44,400 SHARES | 3,455,403 | | 2,868,240 | | | |
| | DIODES INC | 11,700 SHARES | 1,264,879 | | 890,838 | | | |
| | DOMINION ENERGY INC | 134,165 SHARES | 9,398,026 | | 8,226,998 | | | |
| | DONNELLEY FINANCIAL | 85,100 SHARES | 2,706,450 | | 3,289,115 | | | |
| | DYNEX CAPITAL INC REIT | 151,400 SHARES | 2,207,586 | | 1,925,808 | | | |
| | EASTERN BANKSHARES INC | 76,900 SHARES | 1,582,853 | | 1,326,525 | | | |
| | EASTERN BANKSHARES INC | 200,771 SHARES | 3,424,442 | | 3,463,300 | | | |
| | ECHOSTAR CORP | 84,000 SHARES | 1,611,875 | | 1,401,120 | | | |
| | ECOVYST INC | 24,200 SHARES | 276,932 | | 214,412 | | | |
| | EDGEWELL PERSONAL CARE | 69,500 SHARES | 2,234,273 | | 2,678,530 | | | |
| | EGAIN CORP | 380,800 SHARES | 3,674,626 | | 3,438,624 | | | |
| | ELANCO ANIMAL HEALTH INC | 392,510 SHARES | 8,613,239 | | 4,796,472 | | | |
| | ELECTROLUX AB | 60,473 SHARES | 671,234 | | 817,063 | | | |
| | ELEVANCE HEALTH INC | 30,042 SHARES | 10,666,180 | | 15,410,645 | | | |
| | ELEVANCE HEALTH INC | 24,094 SHARES | 11,435,613 | | 12,359,499 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | ELF BEAUTY INC | 60,700 SHARES | 1,852,056 | | 3,356,710 | | | |
| | ELF BEAUTY INC | 168,423 SHARES | 4,262,993 | | 9,313,792 | | | |
| | ELLINGTON FINANCIAL INC | 17,900 SHARES | 306,878 | | 221,423 | | | |
| | EMPLOYERS HOLDINGS INC | 7,100 SHARES | 292,440 | | 306,223 | | | |
| | ENANTA PHARMACEUTICALS | 39,900 SHARES | 1,603,328 | | 1,856,148 | | | |
| | ENBRIDGE INC | 1 SHARE | — | | 39 | | | |
| | ENCORE CAPITAL GROUP INC | 46,900 SHARES | 2,724,009 | | 2,248,386 | | | |
| | ENCORE WIRE CORP | 40,500 SHARES | 4,271,416 | | 5,571,180 | | | |
| | ENEL SPA | 1,845,606 SHARES | 14,306,150 | | 9,907,707 | | | |
| | ENERGY RECOVERY INC | 90,589 SHARES | 1,931,295 | | 1,856,169 | | | |
| | ENERPAC TOOL GROUP CORP | 124,370 SHARES | 3,113,018 | | 3,165,217 | | | |
| | ENOVA INTERNATIONAL INC | 36,100 SHARES | 1,411,602 | | 1,385,157 | | | |
| | ENPRO INDUSTRIES INC | 10,956 SHARES | 1,185,593 | | 1,190,808 | | | |
| | ENTERGY CORP | 27,436 SHARES | 2,900,533 | | 3,086,550 | | | |
| | ENTERPRISE FINANCIAL | 8,880 SHARES | 381,906 | | 434,765 | | | |
| | ENTERPRISE FINANCIAL | 120,302 SHARES | 5,039,110 | | 5,889,986 | | | |
| | ENVESTNET INC | 22,500 SHARES | 1,141,970 | | 1,388,250 | | | |
| | EQUIFAX INC | 78,969 SHARES | 16,459,101 | | 15,348,415 | | | |
| | EQUINIX INC REIT USD | 10,876 SHARES | 7,380,536 | | 7,124,106 | | | |
| | EQUINIX INC REIT USD | 8,803 SHARES | 4,179,729 | | 5,766,229 | | | |
| | EQUITABLE HOLDINGS INC | 355,433 SHARES | 9,179,320 | | 10,200,927 | | | |
| | EQUITY COMMONWEALTH REIT | 57,200 SHARES | 1,523,164 | | 1,428,284 | | | |
| | ERO COPPER CORP | 143,000 SHARES | 2,050,697 | | 1,966,250 | | | |
| | ESSENT GROUP LTD | 72,800 SHARES | 3,058,394 | | 2,830,464 | | | |
| | ESSENTIAL PROPERTIES | 29,000 SHARES | 631,885 | | 680,630 | | | |
| | ETSY INC | 93,986 SHARES | 11,624,049 | | 11,257,643 | | | |
| | EUROAPI SA | 1 SHARE | 7 | | 8 | | | |
| | EVERCOMMERCE INC | 91,200 SHARES | 1,216,635 | | 678,528 | | | |
| | EVERI HOLDINGS INC | 99,400 SHARES | 1,678,503 | | 1,426,390 | | | |
| | EVERTEC INC | 20,200 SHARES | 656,277 | | 654,076 | | | |
| | EVO PAYMENTS INC | 60,157 SHARES | 1,532,111 | | 2,035,713 | | | |
| | EXXON MOBIL CORP | 114,696 SHARES | 8,617,198 | | 12,650,969 | | | |
| | FABRINET | 8,700 SHARES | 500,616 | | 1,115,514 | | | |
| | FANUC CORP | 60,200 SHARES | 10,803,719 | | 9,049,733 | | | |
| | FATE THERAPEUTICS INC | 103,300 SHARES | 6,987,773 | | 1,042,297 | | | |
| | FB FINANCIAL CORP | 8,500 SHARES | 396,593 | | 307,190 | | | |
| | FIDELITY NATIONAL | 155,226 SHARES | 17,514,400 | | 10,532,084 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | FIFTH THIRD BANCORP | 185,459 SHARES | 5,436,667 | | 6,084,910 | | | |
| | FINANCIAL INSTITUTIONS | 27,012 SHARES | 860,018 | | 658,012 | | | |
| | FIRST BANCORP/PUERTO | 203,200 SHARES | 1,426,480 | | 2,584,704 | | | |
| | FIRST BANCORP/SOUTHERN | 1,900 SHARES | 85,517 | | 81,396 | | | |
| | FIRST BANCORP/SOUTHERN | 123,993 SHARES | 4,337,911 | | 5,311,860 | | | |
| | FIRST BANCSHARES INC/THE | 6,600 SHARES | 192,388 | | 211,266 | | | |
| | FIRST BANK/HAMILTON NJ | 7,400 SHARES | 84,972 | | 101,824 | | | |
| | FIRST CITIZENS | 310 SHARES | 255,760 | | 235,092 | | | |
| | FIRST COMMONWEALTH | 47,500 SHARES | 688,056 | | 663,575 | | | |
| | FIRST FINANCIAL CORP/IN | 12,200 SHARES | 531,045 | | 562,176 | | | |
| | FIRST FOUNDATION INC | 28,300 SHARES | 700,599 | | 405,539 | | | |
| | FIRST FOUNDATION INC | 83,408 SHARES | 1,369,313 | | 1,195,237 | | | |
| | FIRST HORIZON CORP | 14,420 SHARES | 239,653 | | 353,290 | | | |
| | FIRST INDUSTRIAL REALTY | 15,247 SHARES | 347,651 | | 735,820 | | | |
| | FIRST INTERSTATE | 17,900 SHARES | 741,205 | | 691,835 | | | |
| | FIRST MERCHANTS CORP | 15,500 SHARES | 618,370 | | 637,205 | | | |
| | FIRST WESTERN FINANCIAL | 2,500 SHARES | 68,736 | | 70,375 | | | |
| | FISERV INC | 168,562 SHARES | 17,689,000 | | 17,036,561 | | | |
| | FLEETCOR TECHNOLOGIES | 101,795 SHARES | 18,316,747 | | 18,697,706 | | | |
| | FNB CORP/PA | 25,300 SHARES | 326,449 | | 330,165 | | | |
| | FOCUS FINANCIAL | 48,900 SHARES | 1,804,272 | | 1,822,503 | | | |
| | FOCUS FINANCIAL | 30,981 SHARES | 1,195,705 | | 1,154,662 | | | |
| | FOOT LOCKER INC | 33,103 SHARES | 1,217,193 | | 1,250,962 | | | |
| | FORWARD AIR CORP | 7,700 SHARES | 680,340 | | 807,653 | | | |
| | FRESHPET INC | 38,242 SHARES | 2,876,158 | | 2,018,030 | | | |
| | FULGENT GENETICS INC | 27,200 SHARES | 1,156,099 | | 810,016 | | | |
| | GENERAL DYNAMICS CORP | 47,615 SHARES | 11,284,897 | | 11,813,758 | | | |
| | GENERAL ELECTRIC CO | 153,437 SHARES | 13,492,000 | | 12,856,486 | | | |
| | GENESCO INC | 7,000 SHARES | 84,998 | | 322,140 | | | |
| | GETTY REALTY CORP REIT | 23,600 SHARES | 657,763 | | 798,860 | | | |
| | G-III APPAREL GROUP LTD | 10,400 SHARES | 280,013 | | 142,584 | | | |
| | GLACIER BANCORP INC | 12,200 SHARES | 614,889 | | 602,924 | | | |
| | GLADSTONE COMMERCIAL | 12,500 SHARES | 273,113 | | 231,250 | | | |
| | GLOBAL MEDICAL REIT INC | 16,700 SHARES | 227,456 | | 158,316 | | | |
| | GLOBAL PAYMENTS INC | 193,836 SHARES | 24,449,502 | | 19,251,792 | | | |
| | GMS INC | 93,000 SHARES | 3,872,754 | | 4,631,400 | | | |
| | GOGO INC | 41,400 SHARES | 528,647 | | 611,064 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | GOLD ENTERTAINMENT GROUP | 3,410 SHARES | — | | 1 | | | |
| | GOLDMAN SACHS GROUP | 13,908 SHARES | 4,117,421 | | 4,775,729 | | | |
| | GOODYEAR TIRE & RUBBER | 105,075 SHARES | 1,505,564 | | 1,066,511 | | | |
| | GRAY TELEVISION INC | 56,617 SHARES | 741,296 | | 633,544 | | | |
| | GREAT LAKES DREDGE & | 53,300 SHARES | 499,390 | | 317,135 | | | |
| | GREAT LAKES DREDGE & | 368,961 SHARES | 3,423,499 | | 2,195,318 | | | |
| | GREEN DOT CORP | 14,700 SHARES | 283,000 | | 232,554 | | | |
| | GREEN PLAINS INC | 56,400 SHARES | 1,520,480 | | 1,720,200 | | | |
| | GREENBRIER COS INC/THE | 52,500 SHARES | 1,828,104 | | 1,760,325 | | | |
| | GREIF INC | 10,300 SHARES | 700,783 | | 690,718 | | | |
| | GRID DYNAMICS HOLDINGS | 350,865 SHARES | 5,592,193 | | 3,936,705 | | | |
| | GSK PLC | 188,244 SHARES | 3,882,647 | | 3,255,283 | | | |
| | | HAMILTON LANE INC | 46,909 SHARES | 3,224,046 | | 2,996,547 | | | |
| | | HANCOCK WHITNEY CORP | 40,700 SHARES | 1,822,620 | | 1,969,473 | | | |
| | | HANNON ARMSTRONG | 4,800 SHARES | 311,791 | | 139,104 | | | |
| | HARTFORD FINANCIAL | 154,820 SHARES | 10,258,525 | | 11,740,001 | | | |
| | HB FULLER CO | 26,900 SHARES | 1,662,904 | | 1,926,578 | | | |
| | | HBT FINANCIAL INC | 20,500 SHARES | 286,885 | | 401,185 | | | |
| | | HEALTH CATALYST INC | 310,100 SHARES | 3,161,669 | | 3,296,363 | | | |
| | | HEALTHCARE REALTY TRUST | 69,100 SHARES | 1,955,059 | | 1,331,557 | | | |
| | | HEALTHEQUITY INC | 58,600 SHARES | 3,611,639 | | 3,612,104 | | | |
| | | HEIDRICK & STRUGGLES | 34,300 SHARES | 1,027,052 | | 959,371 | | | |
| | | HELEN OF TROY LTD | 22,714 SHARES | 2,584,032 | | 2,519,210 | | | |
| | | HERBALIFE NUTRITION LTD | 219,300 SHARES | 4,837,613 | | 3,263,184 | | | |
| | | HERC HOLDINGS INC | 17,300 SHARES | 1,262,917 | | 2,276,161 | | | |
| | | HERC HOLDINGS INC | 11,679 SHARES | 1,552,858 | | 1,536,606 | | | |
| | | HERITAGE COMMERCE CORP | 72,800 SHARES | 879,611 | | 946,400 | | | |
| | HERITAGE-CRYSTAL CLEAN | 15,783 SHARES | 489,678 | | 512,632 | | | |
| | | HESKA CORP | 10,500 SHARES | 2,106,675 | | 652,680 | | | |
| | | HEXCEL CORP | 22,198 SHARES | 1,162,612 | | 1,306,352 | | | |
| | | HIBBETT INC | 28,100 SHARES | 545,903 | | 1,916,982 | | | |
| | | HILLTOP HOLDINGS INC | 59,481 SHARES | 1,773,578 | | 1,785,025 | | | |
| | HILTON GRAND VACATIONS | 43,100 SHARES | 1,589,503 | | 1,661,074 | | | |
| | HILTON WORLDWIDE | 102,560 SHARES | 13,881,424 | | 12,959,482 | | | |
| | | HIRERIGHT HOLDINGS CORP | 114,107 SHARES | 2,002,841 | | 1,353,309 | | | |
| | | HNI CORP | 22,700 SHARES | 842,944 | | 645,361 | | | |
| | | HOLOGIC INC | 60,443 SHARES | 2,794,669 | | 4,521,741 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | HOME BANCSHARES INC/AR | 16,500 SHARES | 350,043 | | 376,035 | | | |
| | HOMETRUST BANCSHARES INC | 14,500 SHARES | 353,864 | | 350,465 | | | |
| | HOULIHAN LOKEY INC | 11,700 SHARES | 1,125,655 | | 1,019,772 | | | |
| | HOULIHAN LOKEY INC | 65,815 SHARES | 3,389,521 | | 5,736,435 | | | |
| | | HUB GROUP INC | 48,700 SHARES | 2,217,591 | | 3,871,163 | | | |
| | | HUNTINGTON BANCSHARES | 672,322 SHARES | 9,658,522 | | 9,479,740 | | | |
| | HURON CONSULTING GROUP | 70,515 SHARES | 3,287,647 | | 5,119,389 | | | |
| | | IBERDROLA SA | 304,948 SHARES | 3,403,472 | | 3,557,231 | | | |
| | IDACORP INC | 16,376 SHARES | 1,523,266 | | 1,766,152 | | | |
| | | IDEX CORP | 16,996 SHARES | 2,228,215 | | 3,880,697 | | | |
| | IDT CORP | 34,300 SHARES | 246,808 | | 966,231 | | | |
| | ILLUMINA INC | 55,500 SHARES | 16,279,341 | | 11,222,100 | | | |
| | IMAX CORP | 34,400 SHARES | 571,563 | | 504,304 | | | |
| | IMMUNOGEN INC | 395,434 SHARES | 2,312,862 | | 1,961,353 | | | |
| | INARI MEDICAL INC | 24,400 SHARES | 1,895,565 | | 1,550,864 | | | |
| | INARI MEDICAL INC | 46,753 SHARES | 3,942,305 | | 2,971,621 | | | |
| | INDEPENDENCE REALTY | 84,900 SHARES | 1,854,640 | | 1,431,414 | | | |
| | INDEPENDENCE REALTY | 257,200 SHARES | 2,883,380 | | 4,336,392 | | | |
| | INDUSTRIA DE DISENO | 198,362 SHARES | 4,450,163 | | 5,260,791 | | | |
| | INFORMATION SERVICES | 440,100 SHARES | 2,757,302 | | 2,024,460 | | | |
| | ING GROEP NV | 451,348 SHARES | 4,414,388 | | 5,485,613 | | | |
| | INGEVITY CORP | 24,800 SHARES | 1,724,864 | | 1,746,912 | | | |
| | INNOVATIVE INDUSTRIAL | 22,000 SHARES | 2,430,686 | | 2,229,700 | | | |
| | INOGEN INC | 6,100 SHARES | 335,231 | | 120,231 | | | |
| | INSPIRE MEDICAL SYSTEMS | 35,800 SHARES | 7,589,206 | | 9,017,304 | | | |
| | INSPIRE MEDICAL SYSTEMS | 21,964 SHARES | 2,339,650 | | 5,532,292 | | | |
| | INSULET CORP | 41,902 SHARES | 11,535,368 | | 12,335,530 | | | |
| | INTAPP INC | 92,828 SHARES | 1,584,668 | | 2,315,130 | | | |
| | INTEGRA LIFESCIENCES | 57,578 SHARES | 3,219,557 | | 3,228,398 | | | |
| | INTELLIA THERAPEUTICS | 34,700 SHARES | 3,978,538 | | 1,210,683 | | | |
| | INTERNATIONAL FLAVORS & | 95,014 SHARES | 10,856,993 | | 9,961,268 | | | |
| | INTERNATIONAL MONEY | 201,320 SHARES | 4,604,772 | | 4,906,168 | | | |
| | INTERNATIONAL PAPER CO | 351,681 SHARES | 15,770,408 | | 12,178,713 | | | |
| | INTUIT INC | 25,025 SHARES | 8,644,488 | | 9,740,231 | | | |
| | INVIVYD INC | 163,200 SHARES | 1,481,194 | | 244,800 | | | |
| | IRHYTHM TECHNOLOGIES INC | 18,300 SHARES | 1,294,009 | | 1,714,161 | | | |
| | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | JACKSON FINANCIAL INC | 13,700 SHARES | 515,787 | | 476,623 | | | |
| | JAMES RIVER GROUP | 12,300 SHARES | 295,104 | | 257,193 | | | |
| | JAMES RIVER GROUP | 114,105 SHARES | 2,832,099 | | 2,385,936 | | | |
| | JOHNSON & COMMON | 126,130 SHARES | 17,734,722 | | 22,280,865 | | | |
| | JOINT CORP/THE | 43,700 SHARES | 705,109 | | 610,926 | | | |
| | JOUNCE THERAPEUTICS INC | 33,500 SHARES | 549,072 | | 37,185 | | | |
| * | | JPMORGAN CHASE & CO | 1,261 SHARES | 27,673 | | 169,100 | | | |
| * | | JPMORGAN CHASE & CO | 39,885,062 SHARES | 3,574,032,952 | | 5,348,586,814 | | | |
| | KBR INC | 70,100 SHARES | 1,357,552 | | 3,701,280 | | | |
| | KEARNY FINANCIAL CORP/MD | 48,300 SHARES | 463,747 | | 490,245 | | | |
| | KELLY SERVICES INC | 144,049 SHARES | 2,782,668 | | 2,434,428 | | | |
| | KENNEDY-WILSON HOLDINGS | 36,700 SHARES | 849,099 | | 577,291 | | | |
| | KFORCE INC | 27,200 SHARES | 1,224,956 | | 1,491,376 | | | |
| | KIMBERLY-CLARK CORP | 85,225 SHARES | 10,833,138 | | 11,569,294 | | | |
| | KINSALE CAPITAL GROUP | 3,300 SHARES | 666,285 | | 863,016 | | | |
| | KIRBY CORP | 77,304 SHARES | 5,126,631 | | 4,974,512 | | | |
| | KITE REALTY GROUP TRUST | 97,896 SHARES | 1,771,012 | | 2,060,711 | | | |
| | KKR REAL ESTATE FINANCE | 98,600 SHARES | 1,966,388 | | 1,376,456 | | | |
| | KNOWBE4 INC | 82,103 SHARES | 1,716,129 | | 2,034,512 | | | |
| | KOHL'S CORP | 131,939 SHARES | 3,922,718 | | 3,331,460 | | | |
| | KONINKLIJKE PHILIPS NV | 308,827 SHARES | 7,637,366 | | 4,615,657 | | | |
| | KONTOOR BRANDS INC | 148,624 SHARES | 4,075,172 | | 5,943,474 | | | |
| | KORN FERRY | 68,600 SHARES | 2,237,184 | | 3,472,532 | | | |
| | KRONOS BIO INC | 56,600 SHARES | 1,075,400 | | 91,692 | | | |
| | KURA ONCOLOGY INC | 144,290 SHARES | 2,021,796 | | 1,790,639 | | | |
| | KYMERA THERAPEUTICS INC | 53,900 SHARES | 2,486,723 | | 1,345,344 | | | |
| | L3HARRIS TECHNOLOGIES | 56,515 SHARES | 12,460,819 | | 11,766,988 | | | |
| | LADDER CAPITAL CORP REIT | 128,600 SHARES | 1,159,303 | | 1,291,144 | | | |
| | LADDER CAPITAL CORP REIT | 313,692 SHARES | 3,651,121 | | 3,149,468 | | | |
| | LAS VEGAS SANDS CORP | 83,033 SHARES | 4,052,653 | | 3,991,396 | | | |
| | LAZARD LTD | 35,102 SHARES | 1,394,324 | | 1,216,986 | | | |
| | LENDINGCLUB CORP | 28,700 SHARES | 296,259 | | 252,560 | | | |
| | LIBERTY ENERGY INC | 134,100 SHARES | 2,120,144 | | 2,146,941 | | | |
| | LIBERTY LATIN AMERICA | 80,100 SHARES | 1,310,292 | | 603,153 | | | |
| | LIBERTY LATIN AMERICA | 214,618 SHARES | 1,657,101 | | 1,631,097 | | | |
| | LIFETIME BRANDS INC | 60,728 SHARES | 714,361 | | 460,926 | | | |
| | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | LIONS GATE ENTERTAINMENT | 155,900 SHARES | 3,120,751 | | 890,189 | | | |
| | LITTELFUSE INC | 16,699 SHARES | 3,322,884 | | 3,677,120 | | | |
| | LIVENT CORP | 24,900 SHARES | 714,707 | | 494,763 | | | |
| | LIVERAMP HOLDINGS INC | 65,200 SHARES | 1,244,242 | | 1,528,288 | | | |
| | LOUISIANA-PACIFIC CORP | 12,100 SHARES | 335,609 | | 716,320 | | | |
| | LULULEMON ATHLETICA INC | 45,038 SHARES | 15,735,006 | | 14,429,274 | | | |
| | LYONDELLBASELL | 7 SHARES | — | | 581 | | | |
| | LUTHER BURBANK CORP | 7,537 SHARES | 78,840 | | 83,736 | | | |
| | LUXFER HOLDINGS PLC | 19,400 SHARES | 294,617 | | 266,168 | | | |
| | MACERICH CO/THE REIT USD | 29,300 SHARES | 274,778 | | 329,918 | | | |
| | MACOM TECHNOLOGY | 56,841 SHARES | 3,232,668 | | 3,579,846 | | | |
| | MAGNA INTERNATIONAL INC | 23,056 SHARES | 1,275,583 | | 1,295,286 | | | |
| | MAGNOLIA OIL & GAS CORP | 80,500 SHARES | 458,975 | | 1,887,725 | | | |
| | MARATHON DIGITAL | 41,800 SHARES | 1,178,517 | | 142,956 | | | |
| | MARRIOTT VACATIONS | 16,500 SHARES | 2,084,318 | | 2,220,735 | | | |
| | MARSH & MCLENNAN COS INC | 70,777 SHARES | 5,097,506 | | 11,712,178 | | | |
| | MARVELL TECHNOLOGY INC | 206,438 SHARES | 12,487,723 | | 7,646,464 | | | |
| | MASTEC INC | 34,300 SHARES | 1,872,341 | | 2,926,819 | | | |
| | MASTERCARD INC | 177,223 SHARES | 40,753,809 | | 61,625,754 | | | |
| | MATADOR RESOURCES CO | 65,400 SHARES | 1,874,726 | | 3,743,496 | | | |
| | MATSON INC | 23,400 SHARES | 1,720,504 | | 1,462,734 | | | |
| | MAXLINEAR INC | 23,000 SHARES | 903,399 | | 780,850 | | | |
| | MAXLINEAR INC | 93,981 SHARES | 2,208,228 | | 3,190,655 | | | |
| | MEDIFAST INC | 27,700 SHARES | 4,677,201 | | 3,195,195 | | | |
| | MEDTRONIC PLC | 147,103 SHARES | 12,296,573 | | 11,432,845 | | | |
| | MEIRAGTX HOLDINGS PLC | 27,500 SHARES | 610,737 | | 179,300 | | | |
| | MERCANTILE BANK CORP | 4,500 SHARES | 147,916 | | 150,660 | | | |
| | MERCHANTS BANCORP/IN | 16,700 SHARES | 427,250 | | 406,144 | | | |
| | MERCK & CO INC | 89,524 SHARES | 6,599,558 | | 9,932,688 | | | |
| | MERITAGE HOMES CORP | 9,900 SHARES | 1,070,108 | | 912,780 | | | |
| | META PLATFORMS INC | 51,048 SHARES | 8,016,234 | | 6,143,116 | | | |
| | METROPOLITAN BANK | 3,300 SHARES | 220,129 | | 193,611 | | | |
| | METTLER-TOLEDO | 5,328 SHARES | 3,957,261 | | 7,701,358 | | | |
| | MICROCHIP TECHNOLOGY INC | 188,103 SHARES | 8,758,255 | | 13,214,236 | | | |
| | MICROSOFT CORP | 21,829 SHARES | 2,078,418 | | 5,235,031 | | | |
| | MICROSOFT CORP | 538,568 SHARES | 68,667,356 | | 129,159,378 | | | |
| | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | MICROSTRATEGY INC | 900 SHARES | 124,490 | | 127,413 | | | |
| | MID PENN BANCORP INC | 5,300 SHARES | 93,743 | | 158,841 | | | |
| | MILLERKNOLL INC | 199,397 SHARES | 5,203,210 | | 4,189,331 | | | |
| | MINERALS TECHNOLOGIES | 9,500 SHARES | 612,892 | | 576,840 | | | |
| | MODIVCARE INC | 17,300 SHARES | 2,216,356 | | 1,552,329 | | | |
| | MOELIS & CO | 38,848 SHARES | 1,369,017 | | 1,490,598 | | | |
| | MONGODB INC | 64,863 SHARES | 13,993,015 | | 12,767,633 | | | |
| | MONOLITHIC POWER SYSTEMS | 12,595 SHARES | 2,165,420 | | 4,453,718 | | | |
| | MOOG INC-CLASS A | 6,000 SHARES | 311,818 | | 526,560 | | | |
| | MR COOPER GROUP INC | 12,300 SHARES | 179,943 | | 493,599 | | | |
| | MRC GLOBAL INC | 146,700 SHARES | 1,584,470 | | 1,698,786 | | | |
| | MUELLER INDUSTRIES INC | 26,400 SHARES | 1,250,023 | | 1,557,600 | | | |
| | MURATA MANUFACTURING CO | 96,900 SHARES | 5,947,577 | | 4,838,207 | | | |
| | MURPHY OIL CORP | 31,000 SHARES | 1,277,273 | | 1,333,310 | | | |
| | MVB FINANCIAL CORP | 2,100 SHARES | 89,101 | | 46,242 | | | |
| | NATERA INC | 19,100 SHARES | 1,999,035 | | 767,247 | | | |
| | NATIONAL BANK HOLDINGS | 15,700 SHARES | 631,205 | | 660,499 | | | |
| | NATIONAL HEALTHCARE CORP | 12,400 SHARES | 832,088 | | 737,800 | | | |
| | NATIONAL STORAGE | 23,300 SHARES | 1,245,980 | | 841,596 | | | |
| | NATIONAL STORAGE | 115,547 SHARES | 3,371,727 | | 4,173,558 | | | |
| | NATIONAL VISION HOLDINGS | 63,399 SHARES | 2,379,689 | | 2,457,345 | | | |
| | NCINO INC | 136,603 SHARES | 9,627,677 | | 3,611,783 | | | |
| | NEOGENOMICS INC | 132,700 SHARES | 1,452,367 | | 1,226,148 | | | |
| | NETSTREIT CORP REIT USD | 37,600 SHARES | 702,990 | | 689,208 | | | |
| | NEVRO CORP | 32,224 SHARES | 3,837,444 | | 1,276,070 | | | |
| | NEW JERSEY RESOURCES | 12,200 SHARES | 554,112 | | 605,364 | | | |
| | NEWS CORP | 593,091 SHARES | 10,273,951 | | 10,794,256 | | | |
| | NEXTERA ENERGY PARTNERS | 85,367 SHARES | 4,489,075 | | 5,983,373 | | | |
| | NEXTIER OILFIELD | 220,900 SHARES | 1,099,422 | | 2,041,116 | | | |
| | NGM BIOPHARMACEUTICALS | 54,700 SHARES | 901,755 | | 274,594 | | | |
| | NIKE INC | 114,070 SHARES | 13,309,176 | | 13,347,331 | | | |
| | NMI HOLDINGS INC | 62,600 SHARES | 1,550,393 | | 1,308,340 | | | |
| | NORTHROP GRUMMAN CORP | 22,532 SHARES | 7,283,429 | | 12,293,685 | | | |
| | NORTHWEST NATURAL | 25,100 SHARES | 1,194,753 | | 1,194,509 | | | |
| | NORTHWESTERN CORP | 5,900 SHARES | 364,477 | | 350,106 | | | |
| | NOVARTIS AG | 77,704 SHARES | 6,377,102 | | 7,020,404 | | | |
| | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | NOWAUTO INC | 12,999 SHARES | — | | 10 | | | |
| | NOW INC | 328,200 SHARES | 2,768,185 | | 4,168,140 | | | |
| | NU SKIN ENTERPRISES INC | 31,400 SHARES | 1,298,943 | | 1,323,824 | | | |
| | NVIDIA CORP | 120,405 SHARES | 17,431,892 | | 17,595,987 | | | |
| | OCEANFIRST FINANCIAL | 267,600 SHARES | 5,193,291 | | 5,686,500 | | | |
| | ODP CORP/THE | 11,030 SHARES | 416,055 | | 502,306 | | | |
| | OFG BANCORP | 105,000 SHARES | 2,872,458 | | 2,893,800 | | | |
| | O-I GLASS INC | 50,700 SHARES | 722,615 | | 840,099 | | | |
| | OKTA INC | 105,638 SHARES | 10,760,883 | | 7,218,245 | | | |
| | OLD NATIONAL BANCORP/IN | 147,600 SHARES | 2,621,575 | | 2,653,848 | | | |
| | OLD SECOND BANCORP INC | 90,000 SHARES | 1,290,566 | | 1,443,600 | | | |
| | OLINK HOLDING AB ADR USD | 74,051 SHARES | 1,769,291 | | 1,879,414 | | | |
| | OLYMPIC STEEL INC | 5,900 SHARES | 172,966 | | 198,122 | | | |
| | OMNICELL INC | 19,000 SHARES | 2,230,495 | | 957,980 | | | |
| | ON HOLDING AG | 47,897 SHARES | 801,162 | | 821,913 | | | |
| | ONE GAS INC | 19,700 SHARES | 1,656,495 | | 1,491,684 | | | |
| | OOMA INC | 121,800 SHARES | 1,447,634 | | 1,658,916 | | | |
| | OPEN LENDING CORP | 94,634 SHARES | 3,111,544 | | 638,780 | | | |
| | OPTIMIZERX CORP | 42,300 SHARES | 916,280 | | 710,640 | | | |
| | OPTION CARE HEALTH INC | 112,000 SHARES | 2,870,808 | | 3,370,080 | | | |
| | ORIGIN BANCORP INC | 15,100 SHARES | 643,942 | | 554,170 | | | |
| | ORION ENGINEERED CARBONS | 177,700 SHARES | 2,908,749 | | 3,164,837 | | | |
| | ORTHOFIX MEDICAL INC | 66,800 SHARES | 1,947,439 | | 1,371,404 | | | |
| | OSI SYSTEMS INC | 44,292 SHARES | 3,906,735 | | 3,522,100 | | | |
| | OUTSET MEDICAL INC | 13,000 SHARES | 550,792 | | 335,660 | | | |
| | OUTSET MEDICAL INC | 94,212 SHARES | 4,344,878 | | 2,432,554 | | | |
| | OVERSTOCK.COM INC | 8,000 SHARES | 944,243 | | 154,880 | | | |
| | OVINTIV INC | 96,960 SHARES | 2,765,715 | | 4,916,842 | | | |
| | PACIRA BIOSCIENCES INC | 65,437 SHARES | 4,300,512 | | 2,526,523 | | | |
| | PAGERDUTY INC | 37,600 SHARES | 1,696,420 | | 998,656 | | | |
| | PAGERDUTY INC | 120,081 SHARES | 4,313,841 | | 3,189,351 | | | |
| | PANOLAM HOLDINGS CO | 268 SHARES | — | | — | | | |
| | PATRICK INDUSTRIES INC | 17,700 SHARES | 1,422,098 | | 1,072,620 | | | |
| | PATTERSON-UTI ENERGY INC | 108,400 SHARES | 1,188,774 | | 1,825,456 | | | |
| | PATTERSON-UTI ENERGY INC | 348,730 SHARES | 5,657,905 | | 5,872,613 | | | |
| | PAYCOR HCM INC | 40,600 SHARES | 1,177,778 | | 993,482 | | | |
| | PAYCOR HCM INC | 129,734 SHARES | 3,511,575 | | 3,174,591 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | PBF ENERGY INC | 34,700 SHARES | 1,058,141 | | 1,415,066 | | | |
| | PDC ENERGY INC | 50,100 SHARES | 1,427,749 | | 3,180,348 | | | |
| | PDC ENERGY INC | 136,504 SHARES | 2,364,910 | | 8,665,274 | | | |
| | PDF SOLUTIONS INC | 21,500 SHARES | 210,827 | | 613,180 | | | |
| | PEABODY ENERGY CORP | 29,600 SHARES | 650,356 | | 782,032 | | | |
| | PEAPACK-GLADSTONE | 27,100 SHARES | 772,568 | | 1,008,662 | | | |
| | PENNYMAC FINANCIAL | 8,500 SHARES | 378,199 | | 481,610 | | | |
| | PEOPLES BANCORP INC/OH | 8,500 SHARES | 279,260 | | 240,125 | | | |
| | PERFICIENT INC | 18,300 SHARES | 1,836,173 | | 1,277,889 | | | |
| | PERFORMANCE FOOD GROUP | 152,963 SHARES | 5,223,262 | | 8,931,510 | | | |
| | PERNOD RICARD SA | 20,146 SHARES | 3,881,710 | | 3,950,775 | | | |
| | PFIZER INC | 161,894 SHARES | 5,020,556 | | 8,295,449 | | | |
| | PHIBRO ANIMAL HEALTH | 14,400 SHARES | 662,842 | | 193,104 | | | |
| | PHILIP MORRIS | 169,875 SHARES | 15,480,091 | | 17,193,049 | | | |
| | PHILLIPS EDISON & CO INC | 29,100 SHARES | 912,741 | | 926,544 | | | |
| | PHREESIA INC | 82,587 SHARES | 2,483,316 | | 2,672,515 | | | |
| | PHYSICIANS REALTY TRUST | 69,200 SHARES | 1,176,548 | | 1,001,324 | | | |
| | PIEDMONT OFFICE REALTY | 55,700 SHARES | 945,728 | | 510,769 | | | |
| | PINNACLE FINANCIAL | 18,200 SHARES | 1,488,491 | | 1,335,880 | | | |
| | PINNACLE FINANCIAL | 57,137 SHARES | 2,908,552 | | 4,193,856 | | | |
| | PIPER SANDLER COS | 2,700 SHARES | 379,815 | | 351,513 | | | |
| | PJT PARTNERS INC | 39,400 SHARES | 2,713,431 | | 2,903,386 | | | |
| | PLBY GROUP INC | 30,300 SHARES | 1,185,055 | | 83,325 | | | |
| | PLATCOM INC | 1 SHARE | — | | — | | | |
| | PLBY GROUP INC | 30,300 SHARES | — | | — | | | |
| | PLIANT THERAPEUTICS INC | 84,541 SHARES | 1,675,636 | | 1,634,178 | | | |
| | PLYMOUTH INDUSTRIAL REIT | 10,700 SHARES | 154,985 | | 205,226 | | | |
| | PLYMOUTH INDUSTRIAL REIT | 166,463 SHARES | 3,314,785 | | 3,192,760 | | | |
| | PMV PHARMACEUTICALS INC | 109,800 SHARES | 2,705,906 | | 955,260 | | | |
| | PNM RESOURCES INC | 66,816 SHARES | 3,055,941 | | 3,259,953 | | | |
| | POPULAR INC | 74,616 SHARES | 4,355,185 | | 4,948,533 | | | |
| | PORTLAND GENERAL | 64,938 SHARES | 2,850,290 | | 3,181,962 | | | |
| | POTLATCHDELTIC CORP REIT | 47,100 SHARES | 2,110,313 | | 2,071,929 | | | |
| | POWELL INDUSTRIES INC | 23,900 SHARES | 587,012 | | 840,802 | | | |
| | POWER INTEGRATIONS INC | 20,900 SHARES | 1,664,635 | | 1,498,948 | | | |
| | PRESTIGE CONSUMER | 71,039 SHARES | 3,421,138 | | 4,447,041 | | | |
| | PRIMO WATER CORP | 150,600 SHARES | 2,349,126 | | 2,340,324 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | PRIMORIS SERVICES CORP | 54,500 SHARES | 842,124 | | 1,195,730 | | | |
| | PROGRESSIVE CORP/THE | 81,211 SHARES | 8,823,738 | | 10,533,879 | | | |
| | PROGYNY INC | 76,400 SHARES | 2,909,233 | | 2,379,860 | | | |
| | PROGYNY INC | 127,170 SHARES | 5,998,268 | | 3,961,346 | | | |
| | PROTHENA CORP PLC EUR | 10,300 SHARES | 383,181 | | 620,575 | | | |
| | PRUDENTIAL PLC | 937,144 SHARES | 13,683,844 | | 12,710,201 | | | |
| | PTC THERAPEUTICS INC | 31,000 SHARES | 1,524,759 | | 1,183,270 | | | |
| | Q2 HOLDINGS INC | 75,012 SHARES | 3,336,693 | | 2,015,572 | | | |
| | QCR HOLDINGS INC | 26,300 SHARES | 1,404,610 | | 1,305,532 | | | |
| | QUALCOMM INC | 143,227 SHARES | 13,939,328 | | 15,746,376 | | | |
| | QUALYS INC | 21,100 SHARES | 2,897,456 | | 2,368,053 | | | |
| | QUANTERIX CORP | 25,100 SHARES | 1,581,847 | | 347,635 | | | |
| | QUIDELORTHO CORP | 1 SHARE | 95 | | 81 | | | |
| | RADIAN GROUP INC | 123,300 SHARES | 2,470,305 | | 2,351,331 | | | |
| | RADIANT LOGISTICS INC | 115,200 SHARES | 775,187 | | 586,368 | | | |
| | RAMBUS INC | 17,400 SHARES | 190,348 | | 623,268 | | | |
| | RCI HOSPITALITY HOLDINGS | 6,800 SHARES | 388,195 | | 633,692 | | | |
| | RECKITT BENCKISER GROUP | 142,280 SHARES | 11,252,249 | | 9,847,891 | | | |
| | REDWOOD TRUST INC REIT | 29,164 SHARES | 263,443 | | 197,149 | | | |
| | RELAY THERAPEUTICS INC | 131,700 SHARES | 3,091,663 | | 1,967,598 | | | |
| | RELX PLC | 121,911 SHARES | 3,281,414 | | 3,355,277 | | | |
| | RELX PLC | 140,676 SHARES | 4,053,491 | | 3,879,526 | | | |
| | REPAY HOLDINGS CORP | 124,900 SHARES | 943,625 | | 1,005,445 | | | |
| | REPUBLIC BANCORP INC/KY | 3,300 SHARES | 175,580 | | 135,036 | | | |
| | RESIDEO TECHNOLOGIES INC | 42,300 SHARES | 876,762 | | 695,835 | | | |
| | RETAIL OPPORTUNITY | 12,900 SHARES | 215,639 | | 193,887 | | | |
| | RETAIL OPPORTUNITY | 263,899 SHARES | 4,456,192 | | 3,966,402 | | | |
| | REVANCE THERAPEUTICS INC | 186,600 SHARES | 2,691,796 | | 3,444,636 | | | |
| | REVANCE THERAPEUTICS INC | 148,614 SHARES | 3,421,492 | | 2,743,414 | | | |
| | REVOLUTION MEDICINES INC | 94,500 SHARES | 2,616,913 | | 2,250,990 | | | |
| | REX AMERICAN RESOURCES | 14,173 SHARES | 345,202 | | 451,552 | | | |
| | RIO TINTO PLC | 56,289 SHARES | 3,278,525 | | 3,925,828 | | | |
| | RIOT PLATFORMS INC | 92,900 SHARES | 621,378 | | 314,931 | | | |
| | RLI CORP | 20,300 SHARES | 2,210,162 | | 2,664,781 | | | |
| | RLJ LODGING TRUST REIT | 111,600 SHARES | 1,343,873 | | 1,181,844 | | | |
| | RMR GROUP INC/THE | 5,900 SHARES | 172,962 | | 166,675 | | | |
| | ROCHE HOLDING AG | 26,437 SHARES | 8,519,947 | | 8,300,852 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | ROLLS-ROYCE HOLDINGS PLC | 12,448,038 SHARES | 12,806,251 | | 13,955,530 | | | |
| | RPM INTERNATIONAL INC | 53,233 SHARES | 4,364,901 | | 5,187,556 | | | |
| | RUSH ENTERPRISES INC | 62,300 SHARES | 3,389,344 | | 3,257,044 | | | |
| | RUSH ENTERPRISES INC | 17,559 SHARES | 676,991 | | 917,985 | | | |
| | RUSH STREET INTERACTIVE | 152,956 SHARES | 3,261,287 | | 549,112 | | | |
| | RWE AG | 117,064 SHARES | 4,524,395 | | 5,196,111 | | | |
| | RYANAIR HOLDINGS PLC ADR | 82,633 SHARES | 6,446,183 | | 6,177,643 | | | |
| | RYMAN HOSPITALITY | 19,900 SHARES | 1,532,548 | | 1,627,422 | | | |
| | S&P GLOBAL INC | 57,851 SHARES | 12,750,084 | | 19,376,615 | | | |
| | SABRA HEALTH CARE REIT | 68,100 SHARES | 874,274 | | 846,483 | | | |
| | SAGE THERAPEUTICS INC | 17,700 SHARES | 1,362,153 | | 675,078 | | | |
| | SAIA INC | 15,277 SHARES | 1,282,262 | | 3,203,281 | | | |
| | SALESFORCE INC | 120,759 SHARES | 12,986,807 | | 16,011,436 | | | |
| | SAMSUNG ELECTRONICS CO | 9,118 SHARES | 9,468,689 | | 10,075,390 | | | |
| | SANDS CHINA LTD | 1,277,200 SHARES | 4,053,282 | | 4,238,269 | | | |
| | SANOFI | 75,244 SHARES | 7,391,998 | | 7,214,526 | | | |
| | SAP SE | 92,560 SHARES | 10,180,699 | | 9,521,853 | | | |
| | SAREPTA THERAPEUTICS INC | 16,900 SHARES | 1,362,241 | | 2,189,902 | | | |
| | SCANSOURCE INC | 24,600 SHARES | 488,266 | | 718,812 | | | |
| | SCHLUMBERGER NV | 376,620 SHARES | 15,426,242 | | 20,134,105 | | | |
| | SCHNITZER STEEL | 16,000 SHARES | 837,684 | | 490,400 | | | |
| | SCHRODINGER INC/UNITED | 42,500 SHARES | 2,876,146 | | 794,325 | | | |
| | SEAWORLD ENTERTAINMENT | 92,300 SHARES | 5,375,327 | | 4,938,973 | | | |
| | SELECT ENERGY SERVICES | 95,500 SHARES | 1,034,335 | | 882,420 | | | |
| | SEMPRA ENERGY | 96,200 SHARES | 12,033,780 | | 14,866,748 | | | |
| | SEMTECH CORP CORP | 23,000 SHARES | 1,687,187 | | 659,870 | | | |
| | SERVICENOW INC | 26,474 SHARES | 8,780,774 | | 10,279,060 | | | |
| | SHIFT4 PAYMENTS INC | 108,658 SHARES | 4,991,019 | | 6,077,242 | | | |
| | SHOCKWAVE MEDICAL INC | 12,200 SHARES | 3,187,871 | | 2,508,442 | | | |
| | SHUTTERSTOCK INC | 23,000 SHARES | 2,514,108 | | 1,212,560 | | | |
| | SI-BONE INC | 52,000 SHARES | 613,153 | | 707,200 | | | |
| | SIEMENS AG ADR | 91,340 SHARES | 7,277,500 | | 6,283,279 | | | |
| | SIEMENS AG | 3,576 SHARES | 351,660 | | 494,769 | | | |
| | SIERRA BANCORP | 5,161 SHARES | 95,123 | | 109,620 | | | |
| | SIGNATURE BANK | 3,500 SHARES | 397,878 | | 403,270 | | | |
| | SIGNET JEWELERS LTD | 45,400 SHARES | 1,385,453 | | 3,087,200 | | | |
| | SILICON LABORATORIES INC | 62,700 SHARES | 8,546,758 | | 8,506,509 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | SILK ROAD MEDICAL INC | 60,812 SHARES | 2,780,659 | | 3,213,914 | | | |
| | SITE CENTERS CORP REIT | 116,200 SHARES | 1,584,707 | | 1,587,292 | | | |
| | SM ENERGY CO | 70,700 SHARES | 2,843,759 | | 2,462,481 | | | |
| | SMART GLOBAL HOLDINGS | 91,900 SHARES | 1,421,316 | | 1,367,472 | | | |
| | SMARTFINANCIAL INC | 31,500 SHARES | 770,372 | | 866,250 | | | |
| | SNOWFLAKE INC | 18,550 SHARES | 3,847,664 | | 2,662,667 | | | |
| | SOLARIS OILFIELD | 74,300 SHARES | 403,832 | | 737,799 | | | |
| | SONOS INC | 404,700 SHARES | 7,618,206 | | 6,839,430 | | | |
| | SOPHIA GENETICS SA | 134,681 SHARES | 2,066,756 | | 277,443 | | | |
| | SOUTH PLAINS FINANCIAL | 2,900 SHARES | 79,496 | | 79,837 | | | |
| | SOUTHERN CO/THE | 330,161 SHARES | 18,512,122 | | 23,576,797 | | | |
| | SOUTHSTATE CORP | 50,100 SHARES | 3,974,524 | | 3,825,636 | | | |
| | SOUTHWEST AIRLINES CO | 96,351 SHARES | 3,783,620 | | 3,244,138 | | | |
| | SOUTHWEST GAS HOLDINGS | 23,005 SHARES | 1,625,252 | | 1,423,549 | | | |
| | SOUTHWESTERN ENERGY CO | 297,631 SHARES | 1,645,793 | | 1,741,141 | | | |
| | SPARTANNASH CO | 104,000 SHARES | 3,251,873 | | 3,144,960 | | | |
| | SPIRE INC | 15,000 SHARES | 1,027,827 | | 1,032,900 | | | |
| | SPIRIT AEROSYSTEMS | 95,775 SHARES | 4,274,365 | | 2,834,940 | | | |
| | SPRINGWORKS THERAPEUTICS | 28,200 SHARES | 1,628,001 | | 733,482 | | | |
| | SPROUT SOCIAL INC | 14,100 SHARES | 937,521 | | 796,086 | | | |
| | SPROUT SOCIAL INC | 98,610 SHARES | 6,396,890 | | 5,567,521 | | | |
| | SPROUTS FARMERS MARKET | 65,100 SHARES | 1,908,691 | | 2,107,287 | | | |
| | SPS COMMERCE INC | 2,100 SHARES | 230,023 | | 269,703 | | | |
| | STAG INDUSTRIAL INC REIT | 53,600 SHARES | 1,801,230 | | 1,731,816 | | | |
| | STANLEY BLACK & DECKER | 108,625 SHARES | 9,337,341 | | 8,159,910 | | | |
| | STERICYCLE INC | 28,637 SHARES | 1,816,489 | | 1,428,700 | | | |
| | STERLING INFRASTRUCTURE | 30,200 SHARES | 320,381 | | 990,560 | | | |
| | STEWART INFORMATION | 36,000 SHARES | 1,472,249 | | 1,538,280 | | | |
| | STIFEL FINANCIAL CORP | 12,100 SHARES | 402,509 | | 706,277 | | | |
| | STONEX GROUP INC | 12,600 SHARES | 1,189,647 | | 1,200,780 | | | |
| | STRYKER CORP | 62,638 SHARES | 14,273,353 | | 15,314,365 | | | |
| | SUMITOMO MITSUI | 129,700 SHARES | 4,492,901 | | 5,205,890 | | | |
| | SUMMIT HOTEL PROPERTIES | 510,875 SHARES | 4,734,860 | | 3,688,518 | | | |
| | SUMMIT MATERIALS INC | 38,653 SHARES | 1,021,009 | | 1,097,353 | | | |
| | SUMMIT MATERIALS INC | 238,684 SHARES | 5,725,517 | | 6,776,233 | | | |
| | SUN COUNTRY AIRLINES | 159,012 SHARES | 5,067,828 | | 2,521,930 | | | |
| | SUTRO BIOPHARMA INC | 9,400 SHARES | 141,000 | | 75,952 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | | |
| | SWEDBANK AB | 211,640 SHARES | 3,725,597 | | 3,601,303 | | | |
| | SWEETGREEN INC | 59,782 SHARES | 1,860,129 | | 512,332 | | | |
| | SYNAPTICS INC | 2,000 SHARES | 573,099 | | 190,320 | | | |
| | SYNDAX PHARMACEUTICALS | 108,200 SHARES | 1,787,754 | | 2,753,690 | | | |
| | SYNDAX PHARMACEUTICALS | 113,352 SHARES | 2,680,370 | | 2,884,808 | | | |
| | TAKEDA PHARMACEUTICAL CO | 209,400 SHARES | 8,310,579 | | 6,524,259 | | | |
| | TAYLOR MORRISON HOME | 145,500 SHARES | 3,826,355 | | 4,415,925 | | | |
| | TC ENERGY CORP | 154,891 SHARES | 7,581,308 | | 6,173,955 | | | |
| | TE CONNECTIVITY LTD | 24,731 SHARES | 1,950,568 | | 2,839,119 | | | |
| | TENABLE HOLDINGS INC | 12,700 SHARES | 625,336 | | 484,505 | | | |
| | TENCENT HOLDINGS LTD | 23,000 SHARES | 1,021,155 | | 984,247 | | | |
| | TEREX CORP | 61,400 SHARES | 1,206,351 | | 2,623,008 | | | |
| | TERRENO REALTY CORP REIT | 2,800 SHARES | 212,446 | | 159,236 | | | |
| | TESLA INC | 45,125 SHARES | 15,641,066 | | 5,558,498 | | | |
| | TEXAS INSTRUMENTS INC | 29,014 SHARES | 2,593,294 | | 4,793,693 | | | |
| | THE ESTEE LAUDER | 40,313 SHARES | 9,897,511 | | 10,002,058 | | | |
| | THERMO FISHER SCIENTIFIC | 10,674 SHARES | 3,042,260 | | 5,878,065 | | | |
| | THRYV HOLDINGS INC | 46,000 SHARES | 1,072,638 | | 874,000 | | | |
| | TITAN MACHINERY INC | 28,600 SHARES | 1,025,570 | | 1,136,278 | | | |
| | TJX COS INC/THE | 56,264 SHARES | 3,391,993 | | 4,478,614 | | | |
| | TJX COS INC/THE | 228,048 SHARES | 15,221,813 | | 18,152,621 | | | |
| | TOKYO ELECTRON LTD | 7,900 SHARES | 2,339,386 | | 2,327,879 | | | |
| | TOTALENERGIES SE ADR USD | 371,543 SHARES | 18,221,782 | | 23,065,389 | | | |
| | TOTALENERGIES SE ADR USD | 56,159 SHARES | 2,567,162 | | 3,515,228 | | | |
| | TOWER SEMICONDUCTOR LTD | 152,851 SHARES | 3,414,539 | | 6,603,163 | | | |
| | TPG RE FINANCE TRUST INC | 16,900 SHARES | 206,501 | | 114,751 | | | |
| | TRANSUNION | 264,346 SHARES | 13,287,625 | | 15,001,636 | | | |
| | TRAVERE THERAPEUTICS INC | 120,000 SHARES | 1,838,987 | | 2,523,600 | | | |
| | TRI POINTE HOMES INC | 111,100 SHARES | 2,799,678 | | 2,065,349 | | | |
| | TRICO BANCSHARES | 22,100 SHARES | 972,028 | | 1,126,879 | | | |
| | TRINET GROUP INC | 47,100 SHARES | 2,355,536 | | 3,193,380 | | | |
| | TRINITY INDUSTRIES INC | 317,923 SHARES | 8,445,728 | | 9,400,983 | | | |
| | TRONOX HOLDINGS PLC | 85,600 SHARES | 900,754 | | 1,173,576 | | | |
| | TTEC HOLDINGS INC | 45,000 SHARES | 2,608,573 | | 1,985,850 | | | |
| | TTM TECHNOLOGIES INC | 248,300 SHARES | 3,349,197 | | 3,744,364 | | | |
| | TUPPERWARE BRANDS CORP | 21,500 SHARES | 786,001 | | 89,010 | | | |
| | TWIST BIOSCIENCE CORP | 38,500 SHARES | 1,463,985 | | 916,685 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | |
| | UBER TECHNOLOGIES INC | 500,218 SHARES | 17,214,390 | | 12,370,391 | | | |
| | UFP INDUSTRIES INC | 55,000 SHARES | 3,999,840 | | 4,358,750 | | | |
| | ULTRA CLEAN HOLDINGS INC | 33,229 SHARES | 289,537 | | 1,101,541 | | | |
| | UMH PROPERTIES INC REIT | 80,800 SHARES | 1,460,498 | | 1,300,880 | | | |
| | UMH PROPERTIES INC REIT | 229,722 SHARES | 4,641,361 | | 3,698,524 | | | |
| | UNICREDIT SPA | 916,685 SHARES | 10,626,403 | | 12,984,423 | | | |
| | UNILEVER PLC | 149,775 SHARES | 8,101,127 | | 7,534,473 | | | |
| | UNISYS CORP | 76,800 SHARES | 1,886,692 | | 392,448 | | | |
| | UNITED PARCEL SERVICE | 67,949 SHARES | 8,840,423 | | 11,812,254 | | | |
| | UNITEDHEALTH GROUP INC | 70,953 SHARES | 17,138,885 | | 37,617,862 | | | |
| | UNITI GROUP INC REIT USD | 74,400 SHARES | 572,296 | | 411,432 | | | |
| | UNITIL CORP | 21,042 SHARES | 1,122,404 | | 1,080,717 | | | |
| | UNIVERSAL DISPLAY CORP | 14,491 SHARES | 1,674,634 | | 1,565,608 | | | |
| | UPBOUND GROUP INC | 95,100 SHARES | 3,402,719 | | 2,144,505 | | | |
| | UPLAND SOFTWARE INC | 89,000 SHARES | 699,411 | | 634,570 | | | |
| | US BANCORP | 195,917 SHARES | 8,516,664 | | 8,543,940 | | | |
| | UTZ BRANDS HOLDINGS LLC | 276,170 SHARES | 4,540,198 | | 4,380,056 | | | |
| | V2X INC | 56,213 SHARES | 2,128,553 | | 2,321,035 | | | |
| | VALEO | 84,767 SHARES | 2,236,414 | | 1,510,809 | | | |
| | VARONIS SYSTEMS INC | 121,671 SHARES | 2,713,897 | | 2,912,804 | | | |
| | VAXCYTE INC | 48,961 SHARES | 1,736,343 | | 2,347,680 | | | |
| | VERADIGM INC | 115,100 SHARES | 1,993,868 | | 2,030,364 | | | |
| | VERICEL CORP | 26,800 SHARES | 1,354,872 | | 705,912 | | | |
| | VERINT SYSTEMS INC | 153,100 SHARES | 8,118,285 | | 5,554,468 | | | |
| | VERINT SYSTEMS INC | 44,531 SHARES | 2,119,226 | | 1,615,585 | | | |
| | VERITEX HOLDINGS INC | 108,800 SHARES | 3,637,415 | | 3,055,104 | | | |
| | VERITIV CORP | 17,188 SHARES | 1,190,349 | | 2,091,951 | | | |
| | VERIZON COMMUNICATIONS | 57,968 SHARES | 2,268,970 | | 2,283,939 | | | |
| | VIA RENEWABLES INC | 116,934 SHARES | 1,367,661 | | 597,533 | | | |
| | VICTORY CAPITAL HOLDINGS | 17,900 SHARES | 475,290 | | 480,257 | | | |
| | VINCI SA | 45,731 SHARES | 4,215,693 | | 4,553,150 | | | |
| | VIRTUS INVESTMENT | 2,375 SHARES | 395,756 | | 454,670 | | | |
| | VISA INC | 85,322 SHARES | 12,462,852 | | 17,726,499 | | | |
| | VISTRA CORP | 14,375 SHARES | 185,216 | | 333,500 | | | |
| | WABASH NATIONAL CORP | 8,762 SHARES | 147,980 | | 198,021 | | | |
| | WALKER & DUNLOP INC | 5,344 SHARES | 285,921 | | 419,397 | | | |
| | WALMART INC | 118,760 SHARES | 14,381,802 | | 16,838,980 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| EQUITY SECURITIES (CONTINUED): | | | | |
| | WALT DISNEY CO/THE | 138,104 SHARES | 17,115,715 | | 11,998,476 | | | |
| | WASHINGTON FEDERAL INC | 18,800 SHARES | 657,714 | | 630,740 | | | |
| | WATERSTONE FINANCIAL INC | 4,200 SHARES | 70,545 | | 72,408 | | | |
| | WATTS WATER TECHNOLOGIES | 27,200 SHARES | 4,703,218 | | 3,977,456 | | | |
| | WEATHERFORD | 29,600 SHARES | 1,069,249 | | 1,507,232 | | | |
| | WEIGHT WATCHERS | 24,100 SHARES | 801,465 | | 93,026 | | | |
| | WELLS FARGO & CO | 520,896 SHARES | 23,512,031 | | 21,507,796 | | | |
| | WESCO INTERNATIONAL INC | 33,300 SHARES | 1,559,158 | | 4,169,160 | | | |
| | WESTERN ALLIANCE BANCORP | 25,300 SHARES | 1,929,754 | | 1,506,868 | | | |
| | WESTERN DIGITAL CORP | 234,753 SHARES | 8,838,821 | | 7,406,457 | | | |
| | WEYERHAEUSER CO REIT USD | 372,041 SHARES | 10,728,581 | | 11,533,271 | | | |
| | WH SMITH PLC | 229,607 SHARES | 3,611,905 | | 4,100,104 | | | |
| | WILLSCOT MOBILE | 54,767 SHARES | 835,491 | | 2,473,825 | | | |
| | WINGSTOP INC | 25,595 SHARES | 1,535,357 | | 3,522,384 | | | |
| | WINTRUST FINANCIAL CORP | 35,900 SHARES | 3,069,741 | | 3,034,268 | | | |
| | WINTRUST FINANCIAL CORP | 27,561 SHARES | 1,578,689 | | 2,329,456 | | | |
| | WORKIVA INC | 2,100 SHARES | 210,227 | | 176,337 | | | |
| | WSFS FINANCIAL CORP | 57,046 SHARES | 2,326,375 | | 2,586,466 | | | |
| | XENCOR INC | 146,800 SHARES | 5,253,022 | | 3,822,672 | | | |
| | XENIA HOTELS & RESORTS | 10,500 SHARES | 131,476 | | 138,390 | | | |
| | XPERI INC | 40,140 SHARES | 1,077,899 | | 345,605 | | | |
| | YELP INC | 58,100 SHARES | 1,768,936 | | 1,588,454 | | | |
| | Y-MABS THERAPEUTICS INC | 3,600 SHARES | 57,600 | | 17,568 | | | |
| | ZIMMER BIOMET HOLDINGS | 117,604 SHARES | 14,460,673 | | 14,994,510 | | | |
| | ZIONS BANCORP NA | 14,400 SHARES | 471,613 | | 707,904 | | | |
| | ZOETIS INC | 116,429 SHARES | 19,852,819 | | 17,062,670 | | | |
| | ZOOMINFO TECHNOLOGIES | 438,372 SHARES | 17,177,573 | | 13,199,381 | | | |
| | ZUMIEZ INC | 31,900 SHARES | 653,170 | | 693,506 | | | |
| | ZUORA INC | 391,000 SHARES | 3,828,927 | | 2,486,760 | | | |
| | ZURICH INSURANCE GROUP | 7,225 SHARES | 2,830,967 | | 3,453,975 | | | |
| | ZURN ELKAY WATER | 126,646 SHARES | 2,773,851 | | 2,678,555 | | | |
| | | TOTAL EQUITY SECURITIES | | 6,649,021,602 | | 8,640,787,822 | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES: | | | | |
| | | NEW RED FINANCE INC | 3.88% 15/Jan/2028 3,648,000 | 3,629,135 | | 3,263,302 | | | |
| | | NEW RED FINANCE INC | 4.38% 15/Jan/2028 2,125,000 | 2,151,080 | | 1,902,738 | | | |
| | NEW RED FINANCE INC | 5.75% 15/Apr/2025 883,000 | 895,925 | | 876,111 | | | |
| | NEW RED FINANCE INC | 4.00% 15/Oct/2030 1,753,000 | 1,629,897 | | 1,418,458 | | | |
| | | BC LTD | 9.00% 30/Jan/2028 511,000 | 1,102,108 | | 497,586 | | | |
| | | 8TH AVENUE FOOD AND PROV | ZCP 21/Sep/2025 1,834,207 | 1,764,846 | | 1,541,596 | | | |
| | | ACADIA HEALTHCARE CO INC | 5.50% 01/Jul/2028 2,334,000 | 2,326,691 | | 2,213,799 | | | |
| | | ADAPTHEALTH LLC | 4.63% 01/Aug/2029 469,000 | 420,340 | | 392,670 | | | |
| | ADAPTHEALTH LLC | 5.13% 01/Mar/2030 3,122,000 | 3,133,516 | | 2,657,727 | | | |
| | | ADVENTIST HEALTH SYSTEM | 2.43% 01/Sep/2024 200,000 | 200,000 | | 190,277 | | | |
| | | AEP TEXAS INC | 2.10% 01/Jul/2030 2,300,000 | 2,290,731 | | 1,870,902 | | | |
| | AERCAP IRELAND CAPITAL | 4.13% 03/Jul/2023 300,000 | 298,439 | | 297,895 | | | |
| | AG ISSUER LLC | 6.25% 01/Mar/2028 529,000 | 529,000 | | 486,127 | | | |
| | AG TTMT ESCROW ISSUER | 8.63% 30/Sep/2027 1,119,000 | 1,139,631 | | 1,124,595 | | | |
| | | AHS HOSPITAL CORP | 2.78% 01/Jul/2051 300,000 | 300,000 | | 188,461 | | | |
| | | AIR CANADA | 3.88% 15/Aug/2026 1,754,000 | 1,756,825 | | 1,553,335 | | | |
| | | AIR CANADA 2020-2 CLASS | 5.25% 01/Oct/2030 748,594 | 748,594 | | 707,692 | | | |
| | | AKER BP ASA | 2.00% 15/Jul/2026 1,000,000 | 998,270 | | 884,403 | | | |
| | | ALBERTSONS COS INC | 3.25% 15/Mar/2026 2,420,000 | 2,319,274 | | 2,207,173 | | | |
| | | ALBERTSONS COS INC | 4.63% 15/Jan/2027 1,563,000 | 1,578,319 | | 1,451,824 | | | |
| | | ALBERTSONS COS INC | 7.50% 15/Mar/2026 800,000 | 799,765 | | 816,912 | | | |
| | | ALIANZ FINANCE CORP. | ZCP 23/Jan/2023 4,500,000 | 4,491,200 | | 4,487,019 | | | |
| | | ALIANZ FINANCE CORP. | ZCP 22/Mar/2023 10,600,000 | 10,489,053 | | 10,489,515 | | | |
| | | ALLEGION US HOLDING CO | 3.20% 01/Oct/2024 400,000 | 381,688 | | 384,831 | | | |
| | | ALLIANT HOLDINGS INTERME | 4.25% 15/Oct/2027 1,360,000 | 1,368,963 | | 1,218,054 | | | |
| | | ALLIANT HOLDINGS INTERME | 5.88% 01/Nov/2029 1,505,000 | 1,494,400 | | 1,237,712 | | | |
| | | ALLIANT HOLDINGS INTERME | 6.75% 15/Oct/2027 2,995,000 | 3,007,493 | | 2,692,086 | | | |
| | | ALLY AUTO RECEIVABLES TR | 1.84% 17/Jun/2024 587,123 | 585,840 | | 586,348 | | | |
| | | ALLY AUTO RECEIVABLES TR | 1.84% 17/Jun/2024 85,781 | 86,418 | | 85,667 | | | |
| | | ALLY AUTO RECEIVABLES TR | 1.93% 15/May/2024 118,218 | 117,962 | | 118,075 | | | |
| | | ALTICE FRANCE HOLDING SA | 10.50% 15/May/2027 1,053,000 | 1,062,276 | | 802,913 | | | |
| | | ALTICE FRANCE SA/FRANCE | 5.13% 15/Jul/2029 2,069,000 | 2,074,173 | | 1,551,219 | | | |
| | | ALTICE FRANCE SA/FRANCE | 8.13% 01/Feb/2027 861,000 | 868,534 | | 784,268 | | | |
| | | ALTICE FRANCE SA/FRANCE | 5.50% 15/Jan/2028 2,173,000 | 2,199,048 | | 1,701,720 | | | |
| | ALTICE FRANCE SA/FRANCE | 5.50% 15/Oct/2029 1,115,000 | 1,115,000 | | 850,221 | | | |
| | | ALTICE FRANCE HOLDING SA | 6.00% 15/Feb/2028 2,135,000 | 2,140,155 | | 1,260,273 | | | |
| | | AMERICAN AIRLINES INC CA | 11.75% 15/Jul/2025 1,279,000 | 1,358,632 | | 1,371,699 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | | AMERICAN EXPRESS CO NOTE | 3.38% 03/May/2024 1,600,000 | 1,599,840 | | 1,568,051 | | | |
| | | AMERICAN TOWER CORP | 3.50% 31/Jan/2023 500,000 | 491,020 | | 499,399 | | | |
| | | AMERICAN BUILDERS & CONT | 4.00% 15/Jan/2028 2,011,000 | 2,018,554 | | 1,794,214 | | | |
| | | AMERICAN AIRLINES INC | 5.50% 20/Apr/2026 6,178,627 | 6,327,968 | | 5,939,998 | | | |
| | | AMERICAN AIRLINES INC | 5.75% 20/Apr/2029 1,097,371 | 1,148,063 | | 1,001,013 | | | |
| | | AMERICAN AXLE & MANUFACT | 6.25% 15/Mar/2026 650,000 | 668,529 | | 606,946 | | | |
| | | AMERICAN ELEC PWR CO | ZCP 05/Jan/2023 600,000 | 599,685 | | 599,544 | | | |
| | | AMERICREDIT AUTOMOBILE | 0.26% 18/Nov/2024 62,034 | 61,843 | | 61,903 | | | |
| | | AMERICREDIT AUTOMOBILE | 0.37% 18/Aug/2025 597,411 | 590,288 | | 587,127 | | | |
| | | AMERICREDIT AUTOMOBILE | 0.66% 18/Dec/2024 372,115 | 371,480 | | 370,867 | | | |
| | | APACHE CORP | 5.10% 01/Sep/2040 1,712,000 | 1,756,289 | | 1,418,756 | | | |
| | | APX GROUP INC | 6.75% 15/Feb/2027 499,000 | 529,574 | | 480,312 | | | |
| | | ARAMARK SERVICES INC | 5.00% 01/Feb/2028 844,000 | 749,145 | | 787,397 | | | |
| | | ARAMARK SERVICES INC | 6.38% 01/May/2025 530,000 | 532,650 | | 523,486 | | | |
| | ARBOR REALTY COMMERCIAL | FLT 15/Jan/2037 1,100,000 | 1,065,281 | | 1,064,833 | | | |
| | | ARCHES BUYER INC | 6.13% 01/Dec/2028 2,054,000 | 1,828,421 | | 1,648,335 | | | |
| | | ARCHES BUYER INC | 4.25% 01/Jun/2028 2,201,000 | 2,200,535 | | 1,721,405 | | | |
| | | ARCHROCK PARTNERS LP | 6.25% 01/Apr/2028 1,400,000 | 1,447,344 | | 1,281,020 | | | |
| | | ARDAGH PACKAGING FINANCE | 5.25% 30/Apr/2025 1,500,000 | 1,500,000 | | 1,428,535 | | | |
| | | ARDAGH METAL PACKAGING | 4.00% 01/Sep/2029 3,946,000 | 3,834,895 | | 3,127,400 | | | |
| | | ARDAGH METAL PACKAGING | 6.00% 15/Jun/2027 2,200,000 | 2,209,245 | | 2,154,040 | | | |
| | | ARKANSAS ELCT COOP CRP | ZCP 22/Feb/2023 10,000,000 | 9,937,131 | | 9,932,740 | | | |
| | | ARROW ELECTRONICS INC | 3.25% 08/Sep/2024 400,000 | 373,756 | | 384,530 | | | |
| | | ARROW ELECTRONICS INC | 4.50% 01/Mar/2023 300,000 | 302,349 | | 299,365 | | | |
| | | ASB BANK LTD. | ZCP 18/Aug/2023 783,000 | 763,591 | | 757,919 | | | |
| | ASBURY AUTOMOTIVE GROUP | 4.63% 15/Nov/2029 265,000 | 255,394 | | 223,300 | | | |
| | | ASBURY AUTOMOTIVE GROUP | 5.00% 15/Feb/2032 2,678,000 | 2,619,967 | | 2,203,191 | | | |
| | | ASCEND LEARNING LLC LX20 | ZCP 17/Nov/2028 1,514,700 | 1,502,863 | | 1,435,913 | | | |
| | | ASCEND LEARNING LLC LX20 | ZCP 17/Nov/2029 909,000 | 906,728 | | 786,662 | | | |
| | | ASP UNIFRAX HOLDINGS INC | 5.25% 30/Sep/2028 791,000 | 799,899 | | 636,438 | | | |
| | | ASSURED GUARANTY US HOLD | 3.15% 15/Jun/2031 1,100,000 | 1,096,887 | | 928,831 | | | |
| | | ASSUREDPARTNERS INC | 5.63% 15/Jan/2029 1,711,000 | 1,727,238 | | 1,408,212 | | | |
| | | ASSUREDPARTNERS INC | 7.00% 15/Aug/2025 1,409,000 | 1,367,939 | | 1,362,620 | | | |
| | | AT&T INC | 2.55% 01/Dec/2033 1,021,000 | 862,168 | | 787,695 | | | |
| | | AT&T INC | 3.65% 01/Jun/2051 1,000,000 | 996,130 | | 709,200 | | | |
| | | ATHENAHEALTH GROUP INC | 6.50% 15/Feb/2030 3,274,000 | 3,258,171 | | 2,412,716 | | | |
| | | ATI INC | 4.88% 01/Oct/2029 278,000 | 275,915 | | 245,677 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | | ATI INC | 5.13% 01/Oct/2031 2,558,000 | 2,575,888 | | 2,252,574 | | | |
| | | ATLAS SENIOR LOAN FUND | FLT 16/Jan/2030 571,400 | 571,514 | | 562,882 | | | |
| | | AUST & NEW ZEA CORPORATE | ZCP 23/Mar/2023 4,400,000 | 4,354,658 | | 4,353,782 | | | |
| | | AUST & NEW ZEA CORPORATE | ZCP 12/Sep/2023 1,345,000 | 1,296,023 | | 1,297,847 | | | |
| | | AUST & NEW ZEA CORPORATE | ZCP 22/Nov/2023 1,897,000 | 1,807,831 | | 1,810,776 | | | |
| | | AVANTOR FUNDING INC | 3.88% 01/Nov/2029 3,443,000 | 3,443,000 | | 2,891,259 | | | |
| | | AVANTOR FUNDING INC | 4.63% 15/Jul/2028 733,000 | 737,581 | | 666,033 | | | |
| | | AVIENT CORP | 7.13% 01/Aug/2030 414,000 | 420,609 | | 404,689 | | | |
| | | AVOLON HOLDINGS FUNDING | 5.50% 15/Jan/2023 402,000 | 419,362 | | 400,971 | | | |
| | | AXALTA COATING SYSTEMS | 3.38% 15/Feb/2029 1,216,000 | 1,216,000 | | 1,003,376 | | | |
| | | AXALTA COATING SYSTEMS | 4.75% 15/Jun/2027 1,686,000 | 1,722,388 | | 1,558,538 | | | |
| | | BACARDI LTD | 5.30% 15/May/2048 800,000 | 787,560 | | 715,200 | | | |
| | | BANK OF MONTREAL | 3.87% 21/Jul/2023 2,700,000 | 2,701,010 | | 2,680,560 | | | |
| | | BANK OF MONTREAL | 5.00% 06/Oct/2023 2,500,000 | 2,500,000 | | 2,493,017 | | | |
| | | BANK OF AMERICA N/A | 5.14% 22/May/2023 1,536,000 | 1,536,000 | | 1,536,915 | | | |
| | | BANK OF NOVA SCOTIA | FLT 01/Aug/2023 3,188,000 | 3,188,000 | | 3,193,992 | | | |
| | | BANK OF NOVA SCOTIA | ZCP 10/Feb/2023 6,000,000 | 5,971,352 | | 5,969,718 | | | |
| | | BANK OF AMERICA | FLT 22/Jul/2027 2,900,000 | 2,900,000 | | 2,542,264 | | | |
| | | BANK OF AMERICA | FLT 21/Jul/2032 1,200,000 | 1,200,000 | | 927,499 | | | |
| | | BANK OF AMERICA | FLT 24/Oct/2026 1,800,000 | 1,800,000 | | 1,600,998 | | | |
| | | BANK OF MONTREAL | ZCP 06/Nov/2023 2,133,000 | 2,036,621 | | 2,038,342 | | | |
| | | BANQUE ET CAISSE | ZCP 11/Apr/2023 8,600,000 | 8,487,961 | | 8,487,109 | | | |
| | | BANQUE ET CAISSE | ZCP 11/Apr/2023 5,000,000 | 4,934,861 | | 4,934,366 | | | |
| | | BARCLAYS BANK | 5.72% 07/Dec/2023 4,937,000 | 4,937,000 | | 4,941,517 | | | |
| | | BARCLAYS | FLT 16/May/2024 1,000,000 | 1,000,000 | | 999,833 | | | |
| | | BARRY CALLEBAUT SERVICES | 5.50% 15/Jun/2023 900,000 | 981,783 | | 893,673 | | | |
| | BAT CAPITAL CORP | 2.73% 25/Mar/2031 2,200,000 | 2,200,000 | | 1,722,217 | | | |
| | | BAT CAPITAL CORP | 3.22% 15/Aug/2024 100,000 | 97,968 | | 96,326 | | | |
| | | BATH & BODY WORKS INC | 5.25% 01/Feb/2028 456,000 | 455,068 | | 423,464 | | | |
| | | BATH & BODY WORKS INC | 6.63% 01/Oct/2030 1,478,000 | 1,630,882 | | 1,386,960 | | | |
| | | BATH & BODY WORKS INC | 6.88% 01/Nov/2035 773,000 | 761,741 | | 687,120 | | | |
| | | BATH & BODY WORKS INC | 7.50% 15/Jun/2029 1,440,000 | 1,474,185 | | 1,421,568 | | | |
| | | BAUSCH HEALTH COS INC | 4.88% 01/Jun/2028 847,000 | 871,605 | | 538,727 | | | |
| | | BAUSCH HEALTH COS INC | 11.00% 30/Sep/2028 909,000 | 1,960,371 | | 708,879 | | | |
| | | BAUSCH HEALTH COS INC | 14.00% 15/Oct/2030 180,000 | 388,242 | | 106,856 | | | |
| | | BAUSCH HEALTH COS INC | 5.50% 01/Nov/2025 1,069,000 | 1,073,118 | | 908,133 | | | |
| | | BAXTER INTERNATIONAL | ZCP 23/Jan/2023 800,000 | 797,688 | | 797,508 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | | BEACON ROOFING SUPPLY INC | 4.13% 15/May/2029 1,238,000 | 1,238,597 | | 1,028,767 | | | |
| | BEACON ROOFING SUPPLY INC | 4.50% 15/Nov/2026 2,614,000 | 2,633,559 | | 2,441,681 | | | |
| | | BGC PARTNERS INC | 5.38% 24/Jul/2023 1,500,000 | 1,512,168 | | 1,492,860 | | | |
| | | BLACK KNIGHT INFOSERV LLC | 3.63% 01/Sep/2028 1,590,000 | 1,428,610 | | 1,376,145 | | | |
| | | BLACKSTONE MORTGAGE TR | 3.75% 15/Jan/2027 2,275,000 | 2,275,000 | | 1,956,282 | | | |
| | | BMW US CAPITAL LLC | 1.25% 12/Aug/2026 2,700,000 | 2,694,141 | | 2,363,643 | | | |
| | | BMW US CAPITAL LLC | 3.80% 06/Apr/2023 3,600,000 | 3,590,437 | | 3,591,490 | | | |
| | | BMW VEHICLE LEASE TRUST | 0.29% 25/Jan/2024 3,929,236 | 3,889,646 | | 3,897,476 | | | |
| | | BMW VEHICLE OWNER TRUST | 0.48% 25/Oct/2024 2,183,320 | 2,150,607 | | 2,154,691 | | | |
| | | BNP PARIBAS SA | FLT 20/Jan/2028 1,900,000 | 1,900,000 | | 1,673,729 | | | |
| | | BOEING CO/THE | 1.88% 15/Jun/2023 500,000 | 491,490 | | 492,398 | | | |
| | | BOEING CO/THE | 5.81% 01/May/2050 700,000 | 700,378 | | 651,722 | | | |
| | | BOFA SECURITIES INC | ZCP 19/Jul/2023 5,000,000 | 4,856,806 | | 4,860,361 | | | |
| | | BOMBARDIER INC | 7.88% 15/Apr/2027 1,961,000 | 1,965,426 | | 1,902,160 | | | |
| | | BOOZ ALLEN HAMILTON INC | 3.88% 01/Sep/2028 811,000 | 831,275 | | 718,516 | | | |
| | | BOXER PARENT CO INC | 7.13% 02/Oct/2025 498,000 | 498,000 | | 484,311 | | | |
| | | BOXER PARENT CO INC | 9.13% 01/Mar/2026 303,000 | 303,000 | | 285,855 | | | |
| | | BOYD GAMING CORP | 4.75% 15/Jun/2031 2,147,000 | 2,165,236 | | 1,867,890 | | | |
| | | BOYD GAMING CORP | 4.75% 01/Dec/2027 1,250,000 | 1,251,563 | | 1,164,225 | | | |
| | | BPCE CORPORATE COMMERCIA | ZCP 06/Jun/2023 3,050,000 | 2,982,824 | | 2,983,846 | | | |
| | | BPCE SA | FLT 20/Jan/2032 700,000 | 700,000 | | 526,836 | | | |
| | | BROADCOM INC | 3.46% 15/Sep/2026 2,024,000 | 1,995,257 | | 1,909,245 | | | |
| | | BROADCOM INC | 4.15% 15/Nov/2030 200,000 | 218,158 | | 179,461 | | | |
| | | BROADSTREET PARTNERS INC | 5.88% 15/Apr/2029 2,842,000 | 2,849,834 | | 2,418,773 | | | |
| | | BWX TECHNOLOGIES INC | 4.13% 30/Jun/2028 1,865,000 | 1,878,988 | | 1,676,169 | | | |
| | | CAESARS ENTERTAINMENT INC | 4.63% 15/Oct/2029 4,284,000 | 4,193,455 | | 3,486,362 | | | |
| | | CAESARS RESORT COLLECTIO | 5.75% 01/Jul/2025 1,128,000 | 1,144,406 | | 1,104,206 | | | |
| | | CAESARS ENTERTAINMENT INC | 6.25% 01/Jul/2025 2,559,000 | 2,586,727 | | 2,488,905 | | | |
| | | CAESARS ENTERTAINMENT INC | 8.13% 01/Jul/2027 2,349,000 | 2,409,309 | | 2,308,010 | | | |
| | | CAISSE DES DEPOTS ET | ZCP 06/Jan/2023 3,100,000 | 3,098,416 | | 3,097,436 | | | |
| | | CAISSE DES DEPOTS ET | ZCP 09/Mar/2023 1,000,000 | 991,734 | | 991,563 | | | |
| | | CAISSE DES DEPOTS ET | ZCP 25/Aug/2023 3,000,000 | 2,907,665 | | 2,904,383 | | | |
| | | CALLON PETROLEUM CO | 6.38% 01/Jul/2026 4,549,000 | 4,210,025 | | 4,239,876 | | | |
| | | CALLON PETROLEUM CO | 7.50% 15/Jun/2030 722,000 | 722,000 | | 660,630 | | | |
| | | CALLON PETROLEUM CO | 8.00% 01/Aug/2028 331,000 | 330,063 | | 314,251 | | | |
| | | CALPINE CORP | 4.50% 15/Feb/2028 1,598,000 | 1,603,993 | | 1,423,033 | | | |
| | | CAMELOT FINANCE SA | 4.50% 01/Nov/2026 2,471,000 | 2,551,739 | | 2,315,946 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | | CANADIAN IMPERIAL BK | 1.95% 17/Mar/2023 1,200,000 | 1,199,261 | | 1,193,583 | | | |
| | | CANADIAN PACIFIC RAILWAY CO | 2.45% 02/Dec/2031 900,000 | 899,685 | | 748,100 | | | |
| | CANADIAN IMPERIAL BK | ZCP 02/May/2023 1,500,000 | 1,481,976 | | 1,477,547 | | | |
| | | CANADIAN IMPERIAL BK | ZCP 26/Jul/2023 1,092,000 | 1,069,067 | | 1,060,876 | | | |
| | | CANPACK SA | 3.88% 15/Nov/2029 2,982,000 | 2,982,000 | | 2,349,580 | | | |
| | | CANTOR FITZGERALD LP | 4.88% 01/May/2024 800,000 | 797,648 | | 785,879 | | | |
| | | CAPITAL ONE PRIME AUTO REC | 0.32% 18/Feb/2025 1,972,168 | 1,944,755 | | 1,948,628 | | | |
| | | CARLYLE GLOBAL MARKET STR | FLT 14/Aug/2030 2,867,206 | 2,867,206 | | 2,829,459 | | | |
| | | CARMAX AUTO OWNER TRUST | 0.29% 16/Sep/2024 708,523 | 703,309 | | 705,464 | | | |
| | | CARMAX AUTO OWNER TRUST | 2.18% 15/Aug/2024 1,401,630 | 1,394,370 | | 1,396,049 | | | |
| | | CARNIVAL HOLDINGS BERMUD | 10.38% 01/May/2028 586,000 | 578,675 | | 601,593 | | | |
| | | CARNIVAL CORP | 5.75% 01/Mar/2027 2,083,000 | 2,094,821 | | 1,487,345 | | | |
| | | CARNIVAL CORP | 7.63% 01/Mar/2026 1,930,000 | 2,041,510 | | 1,529,708 | | | |
| | | CARNIVAL CORP | 4.00% 01/Aug/2028 2,644,000 | 2,650,610 | | 2,155,944 | | | |
| | CARNIVAL CORP | 6.00% 01/May/2029 3,379,000 | 3,418,062 | | 2,251,705 | | | |
| | | CATALENT PHARMA SOLUTION | 3.13% 15/Feb/2029 832,000 | 839,280 | | 662,459 | | | |
| | | CATAMARAN | FLT 22/Apr/2030 2,885,200 | 2,885,777 | | 2,829,804 | | | |
| | | CATERPILLAR FINANCIAL SE | 0.25% 01/Mar/2023 3,065,000 | 3,043,532 | | 3,044,479 | | | |
| | | CBAM 2018-5 LTD 2018-5A | FLT 17/Apr/2031 1,100,000 | 1,071,620 | | 1,081,457 | | | |
| | | CCO HOLDINGS LLC | 5.13% 01/May/2027 3,704,000 | 3,763,855 | | 3,436,682 | | | |
| | | CCO HOLDINGS LLC | 4.50% 15/Aug/2030 4,961,000 | 4,932,505 | | 4,098,555 | | | |
| | | CCO HOLDINGS LLC | 4.75% 01/Feb/2032 2,013,000 | 2,018,033 | | 1,631,939 | | | |
| | | CCO HOLDINGS LLC | 4.75% 01/Mar/2030 4,896,000 | 4,952,308 | | 4,174,109 | | | |
| | | CCO HOLDINGS LLC | 5.00% 01/Feb/2028 1,860,000 | 1,850,550 | | 1,680,975 | | | |
| | | CD&R SMOKEY BUYER INC CA | 6.75% 15/Jul/2025 3,276,000 | 3,246,060 | | 2,811,201 | | | |
| | | CDP FINANCIAL INC | ZCP 01/Feb/2023 4,000,000 | 3,988,289 | | 3,984,057 | | | |
| | | CDP FINANCIAL INC | ZCP 17/Apr/2023 3,535,000 | 3,488,147 | | 3,485,602 | | | |
| | | CEDAR FAIR LP / CANADA'S | 5.50% 01/May/2025 2,060,000 | 2,086,858 | | 2,030,746 | | | |
| | | CEDAR FAIR LP / CANADA'S | 6.50% 01/Oct/2028 635,000 | 635,000 | | 614,363 | | | |
| | | CENGAGE LEARNING INC | 9.50% 15/Jun/2024 2,120,000 | 2,175,389 | | 2,021,950 | | | |
| | | CENGAGE LEARNING ACQUISI | ZCP 29/Jun/2026 1,859,853 | 1,843,795 | | 1,677,066 | | | |
| | | CHARLES RIVER LABORATORIES | 4.25% 01/May/2028 1,473,000 | 1,506,848 | | 1,356,589 | | | |
| | | CHARLES RIVER LABORATORIES | 4.00% 15/Mar/2031 250,000 | 235,000 | | 216,250 | | | |
| | | CHENIERE ENERGY PARTNERS | 3.25% 31/Jan/2032 3,535,000 | 3,579,306 | | 2,810,600 | | | |
| | | CHENIERE ENERGY PARTNERS | 4.50% 01/Oct/2029 537,000 | 541,699 | | 483,184 | | | |
| | | CHENIERE ENERGY PARTNERS | 4.00% 01/Mar/2031 1,299,000 | 1,299,899 | | 1,105,917 | | | |
| | | CHS/COMMUNITY HEALTH SYS | 5.63% 15/Mar/2027 1,013,000 | 1,041,160 | | 868,607 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| | CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | |
| | | CHS/COMMUNITY HEALTH SYS | 6.88% 15/Apr/2029 1,442,000 | 1,468,735 | | 741,135 | | | |
| | | CHS/COMMUNITY HEALTH SYS | 5.25% 15/May/2030 4,234,000 | 4,017,281 | | 3,192,593 | | | |
| | | CINEMARK USA INC | 5.88% 15/Mar/2026 1,201,000 | 1,054,788 | | 1,000,381 | | | |
| | | CINEMARK USA INC | 5.25% 15/Jul/2028 2,394,000 | 2,155,050 | | 1,777,760 | | | |
| | | CINEMARK USA INC | 8.75% 01/May/2025 1,022,000 | 1,038,428 | | 1,032,035 | | | |
| | | CISCO SYSTEMS INC | 2.60% 28/Feb/2023 3,000,000 | 2,990,369 | | 2,990,542 | | | |
| | | CITIGROUP GBL MKTS INC | ZCP 31/Jan/2023 4,500,000 | 4,483,527 | | 4,481,956 | | | |
| | | CITIGROUP GBL MKTS INC | ZCP 17/May/2023 5,011,000 | 4,959,462 | | 4,916,320 | | | |
| | | CITIGROUP GBL MKTS INC | ZCP 09/Aug/2023 1,253,000 | 1,222,761 | | 1,212,743 | | | |
| | | CLARIOS GLOBAL LP | 6.25% 15/May/2026 599,000 | 616,045 | | 585,300 | | | |
| | | CLARIOS GLOBAL LP | 6.75% 15/May/2025 809,000 | 829,963 | | 810,081 | | | |
| | | CLARIOS GLOBAL LP | 8.50% 15/May/2027 2,443,000 | 2,486,133 | | 2,394,054 | | | |
| | | CLARIVATE SCIENCE HOLDING | 3.88% 01/Jul/2028 1,810,000 | 1,666,855 | | 1,568,177 | | | |
| | | CLARIVATE SCIENCE HOLDING | 4.88% 01/Jul/2029 2,833,000 | 2,781,341 | | 2,409,042 | | | |
| | CLEAR CHANNEL OUTDOOR HO | 5.13% 15/Aug/2027 2,914,000 | 2,952,215 | | 2,519,707 | | | |
| | | CLEAR CHANNEL INTERNATIONAL | 6.63% 01/Aug/2025 1,219,000 | 1,259,845 | | 1,163,175 | | | |
| | | CLEAR CHANNEL OUTDOOR HOLDINGS | 7.75% 15/Apr/2028 2,904,000 | 2,964,218 | | 2,119,947 | | | |
| | | CLEAR CHANNEL OUTDOOR HOLDINGS | 7.50% 01/Jun/2029 1,527,000 | 1,537,215 | | 1,121,230 | | | |
| | | CLEARWAY ENERGY OPERATING LLC | 3.75% 15/Jan/2032 793,000 | 795,280 | | 634,599 | | | |
| | | CLEARWAY ENERGY OPERATING LLC | 3.75% 15/Feb/2031 2,282,000 | 2,304,820 | | 1,895,199 | | | |
| | | CLEARWAY ENERGY OPERATING LLC | 4.75% 15/Mar/2028 1,884,000 | 1,967,931 | | 1,737,188 | | | |
| | | CLOUD SOFTWARE GROUP HOLDINGS | 6.50% 31/Mar/2029 2,499,000 | 2,108,753 | | 2,106,294 | | | |
| | | CNH EQUIPMENT TRUST 2021 | 0.22% 15/Aug/2024 441,317 | 438,443 | | 439,296 | | | |
| | | CNH EQUIPMENT TRUST 2021 | 0.33% 15/Jan/2025 1,297,481 | 1,279,635 | | 1,280,547 | | | |
| | | CNH EQUIPMENT TRUST 2020 | 1.16% 16/Jun/2025 1,723,039 | 1,699,311 | | 1,699,266 | | | |
| | | CNH EQUIPMENT TRUST 2019 | 2.01% 16/Dec/2024 2,899,836 | 2,868,803 | | 2,873,335 | | | |
| | | CNH EQUIPMENT TRUST 2019 | 2.52% 15/Aug/2024 798,779 | 795,990 | | 797,411 | | | |
| | CNH INDUSTRIAL CAPITAL | ZCP 21/Feb/2023 400,000 | 397,195 | | 397,027 | | | |
| | | CNX MIDSTREAM PARTNERS LP | 4.75% 15/Apr/2030 1,248,000 | 1,260,760 | | 1,024,190 | | | |
| | | CNX RESOURCES CORP | 7.25% 14/Mar/2027 197,000 | 204,159 | | 195,523 | | | |
| | | CNX RESOURCES CORP | 7.38% 15/Jan/2031 215,000 | 213,323 | | 206,075 | | | |
| | | CNX RESOURCES CORP | 6.00% 15/Jan/2029 1,573,000 | 1,610,029 | | 1,447,387 | | | |
| | | COMMSCOPE TECHNOLOGIES LLC | 6.00% 15/Jun/2025 889,000 | 838,467 | | 811,444 | | | |
| | | COMSTOCK RESOURCES INC | 5.88% 15/Jan/2030 752,000 | 752,000 | | 646,494 | | | |
| | | COMSTOCK RESOURCES INC | 6.75% 01/Mar/2029 860,000 | 876,929 | | 776,150 | | | |
| | | CONAGRA BRANDS INC | 4.60% 01/Nov/2025 900,000 | 947,205 | | 887,616 | | | |
| | | CONSOLIDATED ED CO N | ZCP 20/Jan/2023 900,000 | 897,720 | | 897,556 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | | CONSTELLIUM SE | 3.75% 15/Apr/2029 2,367,000 | 2,213,773 | | 1,923,039 | | | |
| | | CONSTELLIUM SE | 5.63% 15/Jun/2028 1,615,000 | 1,669,180 | | 1,492,615 | | | |
| | | CONSTELLIUM SE | 5.88% 15/Feb/2026 1,769,000 | 1,730,434 | | 1,685,260 | | | |
| | | COOPERATIEVE CENTRALE | 2.80% 17/May/2023 2,077,000 | 2,077,000 | | 2,059,994 | | | |
| | | COOPERATIEVE CENTRALE | 3.74% 31/May/2023 2,876,000 | 2,876,000 | | 2,860,972 | | | |
| | | COOPERATIEVE RABOBANK UA | FLT 27/Jan/2023 851,000 | 851,000 | | 851,191 | | | |
| | | COOPERATIEVE RABOBANK UA | FLT 10/Jan/2023 500,000 | 500,024 | | 499,965 | | | |
| | | COOPERATIEVE RABOBANK UA | FLT 06/Apr/2028 3,900,000 | 3,900,000 | | 3,598,321 | | | |
| | | CREDIT SUISSE GROUP AG | 3.75% 26/Mar/2025 3,425,000 | 3,416,780 | | 3,084,818 | | | |
| | | CREDIT AGRICOLE CRP&IN | ZCP 21/Feb/2023 10,500,000 | 10,433,360 | | 10,433,467 | | | |
| | | CREDIT AGRICOLE CRP&IN | ZCP 22/May/2023 3,937,000 | 3,879,851 | | 3,863,811 | | | |
| | | CREDIT IND ET CM NY | ZCP 09/Feb/2023 6,000,000 | 5,975,829 | | 5,970,446 | | | |
| | | CREDIT AGRICOLE SA | FLT 26/Jan/2027 300,000 | 300,000 | | 262,965 | | | |
| | | CROWN CASTLE | ZCP 04/Jan/2023 500,000 | 499,792 | | 499,663 | | | |
| | | CROWN CASTLE | ZCP 31/Jan/2023 700,000 | 696,937 | | 696,901 | | | |
| | | CROWNROCK LP | 5.63% 15/Oct/2025 2,841,000 | 2,822,802 | | 2,741,565 | | | |
| | | CROWNROCK LP | 5.00% 01/May/2029 1,622,000 | 1,639,354 | | 1,457,393 | | | |
| | | CSC HOLDINGS LLC | 3.38% 15/Feb/2031 2,359,000 | 2,285,087 | | 1,538,387 | | | |
| | | CSC HOLDINGS LLC | 4.63% 01/Dec/2030 511,000 | 512,278 | | 282,356 | | | |
| | | CSC HOLDINGS LLC | 5.38% 01/Feb/2028 1,539,000 | 1,546,695 | | 1,240,819 | | | |
| | | CSC HOLDINGS LLC | 5.00% 15/Nov/2031 1,492,000 | 1,495,730 | | 833,580 | | | |
| | | CSC HOLDINGS LLC | 5.50% 15/Apr/2027 1,010,000 | 1,022,625 | | 847,265 | | | |
| | | CSC HOLDINGS LLC | 5.75% 15/Jan/2030 1,416,000 | 1,476,177 | | 798,610 | | | |
| | | CSC HOLDINGS LLC | 6.50% 01/Feb/2029 2,903,000 | 3,153,125 | | 2,373,203 | | | |
| | | CUMMINS INC. | ZCP 06/Feb/2023 10,600,000 | 10,553,360 | | 10,550,903 | | | |
| | | CVS PASS-THROUGH TRUST | 5.88% 10/Jan/2028 82,804 | 79,935 | | 81,970 | | | |
| | CVS PASS-THROUGH TRUST | 6.04% 10/Dec/2028 369,379 | 271,741 | | 364,192 | | | |
| | | DANONE SA | 2.59% 02/Nov/2023 500,000 | 472,450 | | 489,560 | | | |
| | | DANONE SA | 2.95% 02/Nov/2026 3,000,000 | 3,292,445 | | 2,791,797 | | | |
| | | DANSKE BANK | FLT 11/Sep/2026 2,800,000 | 2,800,000 | | 2,468,219 | | | |
| | | DANSKE BANK | FLT 20/Dec/2025 1,100,000 | 1,100,000 | | 1,030,050 | | | |
| | | DARLING INGREDIENTS INC | 6.00% 15/Jun/2030 1,376,000 | 1,397,619 | | 1,345,040 | | | |
| | | DBS BANK LTD. | ZCP 15/Feb/2023 4,500,000 | 4,480,312 | | 4,474,085 | | | |
| | | DBS BANK LTD. | ZCP 14/Mar/2023 5,000,000 | 4,954,000 | | 4,952,804 | | | |
| | DBS BANK LTD. | ZCP 07/Jun/2023 3,444,000 | 3,368,151 | | 3,369,573 | | | |
| | | DBS BANK LTD. | ZCP 12/Jun/2023 1,374,000 | 1,342,900 | | 1,343,273 | | | |
| | | DCP MIDSTREAM OPERATING LP | 5.13% 15/May/2029 1,831,000 | 1,853,200 | | 1,763,749 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | | DELEK LOGISTICS PARTNERS LP | 6.75% 15/May/2025 1,242,000 | 1,232,623 | | 1,193,674 | | | |
| | | DELL EQUIPMENT FINANCE TR | 3.06% 24/Jul/2023 2,127,037 | 2,122,693 | | 2,123,199 | | | |
| | | DELL INTERNATIONAL LLC | 5.45% 15/Jun/2023 800,000 | 847,582 | | 800,499 | | | |
| | Delos Finance S.a r.l | FLT 06/Oct/2023 70,000 | 69,620 | | 69,987 | | | |
| | | DELTA AIR LINES INC | 4.38% 19/Apr/2028 442,000 | 413,270 | | 393,925 | | | |
| | | DELTA AIR LINES INC | 4.50% 20/Oct/2025 1,300,000 | 1,335,750 | | 1,268,836 | | | |
| | | DEUTSCHE BANK AG | 3.95% 27/Feb/2023 200,000 | 196,382 | | 199,309 | | | |
| | | DIRECTV FINANCING LLC | 5.88% 15/Aug/2027 600,000 | 600,000 | | 536,796 | | | |
| | | DIRECTV FINANCING LLC | 5.88% 15/Aug/2027 1,494,000 | 1,511,224 | | 1,336,622 | | | |
| | | DISCOVER CARD EXECUTION | 3.03% 15/Aug/2025 1,500,000 | 1,493,364 | | 1,497,282 | | | |
| | | DISH NETWORK CORP | 11.75% 15/Nov/2027 2,389,000 | 2,366,387 | | 2,460,431 | | | |
| | | DISH DBS CORP | 5.13% 01/Jun/2029 2,741,000 | 2,741,000 | | 1,768,493 | | | |
| | | DISH DBS CORP | 5.75% 01/Dec/2028 2,124,000 | 2,121,345 | | 1,695,218 | | | |
| | | DISH DBS CORP | 7.75% 01/Jul/2026 1,714,000 | 1,850,613 | | 1,385,255 | | | |
| | | DLL 2019-3 LLC 2019-MT3 | 2.15% 21/Sep/2026 144,415 | 144,022 | | 144,159 | | | |
| | | DLLAA 2021-1 LLC 2021-1A | 0.36% 17/May/2024 750,925 | 744,282 | | 746,833 | | | |
| | | DLLMT 2021-1 LLC 2021-1A | 0.60% 20/Mar/2024 1,394,773 | 1,375,839 | | 1,379,072 | | | |
| | | DLLST 2022-1 LLC 2022-1A | 1.56% 22/May/2023 156,666 | 156,369 | | 156,387 | | | |
| | | DNB BANK | ZCP 24/May/2023 2,550,000 | 2,511,852 | | 2,502,169 | | | |
| | | DNB BANK | ZCP 16/Aug/2023 2,722,000 | 2,656,786 | | 2,637,053 | | | |
| | | DNB BANK | ZCP 17/Nov/2023 1,592,000 | 1,519,161 | | 1,521,187 | | | |
| | | DNB BANK | ZCP 19/Dec/2023 1,673,000 | 1,589,491 | | 1,590,925 | | | |
| | | DRIVE AUTO RECEIVABLES TR | 0.79% 15/Oct/2025 2,214,640 | 2,191,947 | | 2,199,011 | | | |
| | DRYDEN SENIOR LOAN FUND | FLT 15/Apr/2028 567,426 | 567,426 | | 561,465 | | | |
| | DT MIDSTREAM INC | 4.13% 15/Jun/2029 2,827,000 | 2,796,100 | | 2,428,704 | | | |
| | DTE ENERGY CO | 1.05% 01/Jun/2025 1,200,000 | 1,198,548 | | 1,088,026 | | | |
| | | DUKE ENERGY CAROLINAS LLC | 2.50% 15/Mar/2023 5,000,000 | 4,980,761 | | 4,986,609 | | | |
| | | EDISON INTERNATIONAL | 6.95% 15/Nov/2029 800,000 | 792,712 | | 837,107 | | | |
| | | EL PASO NATURAL GAS CO LLC | FLT 15/Jun/2032 70,000 | 62,621 | | 79,400 | | | |
| | | ELECTRICITE DE FRANCE | ZCP 20/Jan/2023 600,000 | 598,417 | | 598,378 | | | |
| | | ELEMENT SOLUTIONS INC | 3.88% 01/Sep/2028 2,562,000 | 2,608,246 | | 2,177,700 | | | |
| | | EMPOWER FINANCE 2020 LP | 1.36% 17/Sep/2027 700,000 | 700,000 | | 585,399 | | | |
| | | ENBRIDGE (US) INC | ZCP 04/Jan/2023 900,000 | 899,648 | | 899,407 | | | |
| | | ENBRIDGE INC | FLT 17/Feb/2023 700,000 | 700,000 | | 699,743 | | | |
| | | ENDEAVOR ENERGY RESOURCES LP | 5.75% 30/Jan/2028 1,557,000 | 1,576,361 | | 1,494,705 | | | |
| | | ENDO DAC | 6.00% 30/Jun/2028 592,000 | 268,224 | | 31,080 | | | |
| | | ENERGY TRANSFER LP | 3.90% 15/Jul/2026 200,000 | 190,234 | | 189,037 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | | ENERGY TRANSFER LP | 4.05% 15/Mar/2025 400,000 | 399,672 | | 387,756 | | | |
| | | ENTEGRIS ESCROW CORP | 5.95% 15/Jun/2030 2,538,000 | 2,349,791 | | 2,340,544 | | | |
| | ENTERGY TEXAS INC | 1.75% 15/Mar/2031 900,000 | 896,670 | | 704,767 | | | |
| | | ENTERPRISE FLEET FINANCING LLC | 1.49% 20/Apr/2023 197,728 | 197,446 | | 197,632 | | | |
| | | ENTERPRISE FLEET FINANCING LLC | 2.06% 20/May/2025 1,005,408 | 1,002,448 | | 1,003,502 | | | |
| | | EPICOR SOFTWARE CORP | ZCP 15/Jul/2028 544,000 | 535,840 | | 538,288 | | | |
| | | EQM MIDSTREAM PARTNERS LP | 4.75% 15/Jan/2031 4,226,000 | 4,098,161 | | 3,454,755 | | | |
| | | EQM MIDSTREAM PARTNERS LP | 4.50% 15/Jan/2029 2,738,000 | 2,598,154 | | 2,299,699 | | | |
| | | EQM MIDSTREAM PARTNERS LP | 6.00% 01/Jul/2025 1,628,000 | 1,636,869 | | 1,571,014 | | | |
| | | EQM MIDSTREAM PARTNERS LP | 6.50% 01/Jul/2027 1,482,000 | 1,524,663 | | 1,416,422 | | | |
| | | EQM MIDSTREAM PARTNERS LP | 7.50% 01/Jun/2027 590,000 | 594,425 | | 577,763 | | | |
| | | EQUITABLE FINANCIAL LIFE | 0.80% 12/Aug/2024 700,000 | 699,937 | | 649,577 | | | |
| | | ESC LEHMAN BRTH HLD | 5.25% 06/Feb/2012 210,000 | 26,775 | | 735 | | | |
| | | EXPORT DEVELMT CORP | ZCP 25/Jan/2023 10,500,000 | 10,469,744 | | 10,467,422 | | | |
| | | EXPORT DEVELMT CORP | ZCP 18/Jan/2023 5,000,000 | 4,990,201 | | 4,988,679 | | | |
| | | EXPORT DEVELMT CORP | ZCP 27/Jan/2023 1,000,000 | 996,931 | | 996,657 | | | |
| | EXPORT DEVELMT CORP | ZCP 21/Feb/2023 5,000,000 | 4,971,454 | | 4,967,030 | | | |
| | | EXXON MOBIL CORP | 1.57% 15/Apr/2023 4,468,000 | 4,429,858 | | 4,426,071 | | | |
| | F&G GLOBAL FUNDING | 1.75% 30/Jun/2026 300,000 | 299,913 | | 267,414 | | | |
| | | FAGE INTERNATIONAL SA | 5.63% 15/Aug/2026 2,258,000 | 2,185,388 | | 2,094,611 | | | |
| | | FEDERATION DES CAISS | ZCP 13/Jan/2023 5,000,000 | 4,993,167 | | 4,991,524 | | | |
| | | FEDERATION DES CAISS | ZCP 13/Feb/2023 10,600,000 | 10,542,519 | | 10,541,303 | | | |
| | | FERTITTA ENTERTAINMENT LLC | 6.75% 15/Jan/2030 1,660,000 | 1,660,000 | | 1,338,956 | | | |
| | | FIRST ABU DHABI BANK | ZCP 27/Mar/2023 10,750,000 | 10,630,197 | | 10,630,470 | | | |
| | | FIRST ABU DHABI BANK | ZCP 06/Mar/2023 5,000,000 | 4,957,778 | | 4,958,402 | | | |
| | | FIRSTENERGY CORP | 7.38% 15/Nov/2031 538,000 | 741,065 | | 605,923 | | | |
| | | FISERV, INC | ZCP 17/Jan/2023 700,000 | 698,528 | | 698,377 | | | |
| | | FLORIDA POWER & LIGHT CO | 2.75% 01/Jun/2023 2,600,000 | 2,577,689 | | 2,576,546 | | | |
| | | FLORIDA PWR & LGT CO | ZCP 09/Jan/2023 8,000,000 | 7,992,533 | | 7,990,153 | | | |
| | | FORD CREDIT AUTO LEASE TR | 0.24% 15/Apr/2024 1,593,409 | 1,582,838 | | 1,588,504 | | | |
| | | FORD CREDIT AUTO LEASE TR | 0.26% 15/Feb/2024 2,190,858 | 2,181,550 | | 2,185,615 | | | |
| | | FORD CREDIT AUTO OWNER TR | 0.73% 15/Sep/2024 865,549 | 853,264 | | 855,521 | | | |
| | | FORD CREDIT AUTO OWNER TR | 1.04% 15/Aug/2024 293,992 | 294,491 | | 291,290 | | | |
| | | FORD CREDIT AUTO OWNER TR | 3.63% 15/Oct/2023 2,528,521 | 2,525,642 | | 2,526,351 | | | |
| | | FORD MOTOR CREDIT CO LLC | 2.90% 16/Feb/2028 1,051,000 | 1,051,000 | | 868,041 | | | |
| | | FORD MOTOR CO | 3.25% 12/Feb/2032 1,502,000 | 1,502,000 | | 1,126,412 | | | |
| | | FORD MOTOR CREDIT CO LLC | 3.38% 13/Nov/2025 2,697,000 | 2,738,513 | | 2,438,123 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | | FORD MOTOR CREDIT CO LLC | 3.66% 08/Sep/2024 2,873,000 | 2,690,582 | | 2,738,433 | | | |
| | | FORD MOTOR CREDIT CO LLC | 4.00% 13/Nov/2030 1,124,000 | 1,108,768 | | 922,624 | | | |
| | | FORD MOTOR CREDIT CO LLC | 4.13% 17/Aug/2027 1,880,000 | 1,880,000 | | 1,682,600 | | | |
| | | FORD MOTOR CREDIT CO LLC | 4.39% 08/Jan/2026 2,702,000 | 2,366,430 | | 2,524,492 | | | |
| | | FORD MOTOR CO | 4.75% 15/Jan/2043 899,000 | 853,465 | | 645,694 | | | |
| | | FORD MOTOR CREDIT CO LLC | 5.11% 03/May/2029 821,000 | 841,525 | | 743,452 | | | |
| | | FORD MOTOR CREDIT CO LLC | 5.13% 16/Jun/2025 2,339,000 | 2,283,998 | | 2,247,806 | | | |
| | | FORD MOTOR CREDIT CO LLC | 5.58% 18/Mar/2024 200,000 | 200,992 | | 197,370 | | | |
| | | FORD MOTOR CREDIT CO LLC | 7.35% 04/Nov/2027 1,195,000 | 1,195,000 | | 1,224,517 | | | |
| | | FRONTIER COMMUNICATIONS | 5.00% 01/May/2028 382,000 | 362,900 | | 331,698 | | | |
| | | FRONTIER COMMUNICATIONS | 8.75% 15/May/2030 1,681,000 | 1,714,322 | | 1,709,156 | | | |
| | | GA GLOBAL FUNDING TRUST | 1.25% 08/Dec/2023 3,700,000 | 3,697,447 | | 3,550,113 | | | |
| | | GARTNER INC | 3.63% 15/Jun/2029 791,000 | 796,933 | | 695,068 | | | |
| | | GARTNER INC | 3.75% 01/Oct/2030 2,457,000 | 2,437,793 | | 2,117,780 | | | |
| | | GARTNER INC | 4.50% 01/Jul/2028 814,000 | 828,245 | | 758,917 | | | |
| | GATES GLOBAL LLC | 6.25% 15/Jan/2026 2,994,000 | 2,967,850 | | 2,889,210 | | | |
| | | GENERAL MOTORS FINANCIAL CO | FLT 05/Jan/2023 200,000 | 191,666 | | 199,985 | | | |
| | | GEORGIA TRANSMSSN CO | ZCP 04/Jan/2023 2,980,000 | 2,978,999 | | 2,978,227 | | | |
| | | GEORGIA TRANSMSSN CO | ZCP 21/Mar/2023 6,000,000 | 5,940,750 | | 5,938,980 | | | |
| | | GFL ENVIRONMENTAL INC | 3.75% 01/Aug/2025 2,312,000 | 2,335,845 | | 2,184,840 | | | |
| | | GFL ENVIRONMENTAL INC | 4.25% 01/Jun/2025 800,000 | 800,000 | | 764,019 | | | |
| | | GFL ENVIRONMENTAL INC | 5.13% 15/Dec/2026 1,461,000 | 1,491,340 | | 1,397,263 | | | |
| | | GLOBAL PAYMENTS INC | 3.20% 15/Aug/2029 1,900,000 | 2,039,023 | | 1,618,399 | | | |
| | | GM FINANCIAL CONSUMER AUTO | 0.21% 16/Aug/2024 1,580,958 | 1,571,364 | | 1,573,673 | | | |
| | | GM FINANCIAL AUTOMOBILE | 0.26% 20/Feb/2024 1,673,027 | 1,659,482 | | 1,658,749 | | | |
| | | GM FINANCIAL AUTOMOBILE | 0.34% 20/May/2024 5,926,910 | 5,838,148 | | 5,847,155 | | | |
| | | GM FINANCIAL CONSUMER AUTO | 0.76% 18/Feb/2025 344,904 | 340,334 | | 340,228 | | | |
| | | GM FINANCIAL CONSUMER AUTO | 1.49% 16/Dec/2024 854,191 | 855,060 | | 843,995 | | | |
| | | GM FINANCIAL CONSUMER AUTO | 1.84% 16/Sep/2024 2,202,290 | 2,188,166 | | 2,188,749 | | | |
| | GM FINANCIAL AUTOMOBILE | 3.07% 21/Aug/2023 170,566 | 170,380 | | 170,450 | | | |
| | | GOLDMAN SACHS GROUP INC | FLT 09/Mar/2027 1,700,000 | 1,700,000 | | 1,490,743 | | | |
| | | GOLDMAN SACHS GROUP INC | FLT 22/Apr/2032 200,000 | 200,000 | | 159,610 | | | |
| | | GOLDMAN SACHS GROUP INC | FLT 21/Jul/2032 600,000 | 600,000 | | 467,123 | | | |
| | | GOODYEAR TIRE & RUBBER CO | 5.00% 15/Jul/2029 712,000 | 649,240 | | 593,915 | | | |
| | | GOTO GROUP INC | 5.50% 01/Sep/2027 3,798,000 | 3,782,632 | | 2,042,648 | | | |
| | | GOVERNMENT OF QUEBEC | ZCP 16/Mar/2023 10,700,000 | 10,603,444 | | 10,598,824 | | | |
| | | GREATAMERICA LEASING REC | 4.34% 16/Oct/2023 1,547,262 | 1,544,960 | | 1,544,902 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | | GRIFOLS ESCROW ISSUER SA | 4.75% 15/Oct/2028 1,252,000 | 1,258,348 | | 1,081,064 | | | |
| | | GTA FUNDING CORPORATE | ZCP 10/Apr/2023 2,500,000 | 2,466,519 | | 2,466,901 | | | |
| | | GTCR AP FINANCE INC | 8.00% 15/May/2027 461,000 | 476,681 | | 441,583 | | | |
| | | H&E EQUIPMENT SERVICES | 3.88% 15/Dec/2028 2,785,000 | 2,679,857 | | 2,372,235 | | | |
| | | HARLEY-DAVIDSON MOTORCYC | 2.45% 15/May/2025 1,294,787 | 1,281,287 | | 1,283,585 | | | |
| | | HAWAIIAN BRAND INTELLECT | 5.75% 20/Jan/2026 2,799,000 | 2,931,325 | | 2,533,095 | | | |
| | | HB FULLER CO | 4.25% 15/Oct/2028 1,989,000 | 2,025,588 | | 1,760,265 | | | |
| | | HEALTHEQUITY INC | 4.50% 01/Oct/2029 1,330,000 | 1,347,926 | | 1,162,287 | | | |
| | | HELIOS SOFTWARE HOLDINGS | 4.63% 01/May/2028 1,961,000 | 1,961,000 | | 1,490,311 | | | |
| | | HENKEL CORPORATION | ZCP 23/Jan/2023 5,000,000 | 5,000,000 | | 4,985,543 | | | |
| | | HERC HOLDINGS INC | 5.50% 15/Jul/2027 774,000 | 819,860 | | 721,949 | | | |
| | | HERENS HOLDCO SARL | 4.75% 15/May/2028 1,900,000 | 1,907,292 | | 1,420,079 | | | |
| | | HESS MIDSTREAM OPERATION | 4.25% 15/Feb/2030 520,000 | 522,600 | | 444,576 | | | |
| | | HIGHTOWER HOLDING LLC | 6.75% 15/Apr/2029 1,558,000 | 1,605,081 | | 1,301,099 | | | |
| | | HILCORP ENERGY I LP | 5.75% 01/Feb/2029 1,474,000 | 1,506,854 | | 1,311,958 | | | |
| | | HILCORP ENERGY I LP | 6.25% 15/Apr/2032 316,000 | 315,825 | | 272,681 | | | |
| | | HILCORP ENERGY I LP | 6.25% 01/Nov/2028 1,155,000 | 1,160,524 | | 1,045,275 | | | |
| | | HILCORP ENERGY I LP | 6.00% 15/Apr/2030 1,500,000 | 1,507,865 | | 1,333,914 | | | |
| | | HILTON DOMESTIC OPERATING CO | 5.38% 01/May/2025 716,000 | 712,420 | | 708,701 | | | |
| | | HILTON DOMESTIC OPERATING CO | 5.75% 01/May/2028 2,420,000 | 2,498,315 | | 2,347,400 | | | |
| | | HOLLY ENERGY PARTNERS LP | 6.38% 15/Apr/2027 871,000 | 871,000 | | 855,750 | | | |
| | | HOLLY ENERGY PARTNERS LP | 5.00% 01/Feb/2028 1,260,000 | 1,275,148 | | 1,147,238 | | | |
| | | HOME EQUITY ASSET TRUST | FLT 25/Feb/2033 211 | 186 | | 193 | | | |
| | | HOME EQUITY MORTGAGE LOA | FLT 25/Apr/2037 651,011 | 144,091 | | 548,012 | | | |
| | | HONDA AUTO RECEIVABLES | 0.20% 20/Feb/2024 489,338 | 485,137 | | 486,496 | | | |
| | | HONDA AUTO RECEIVABLES | 1.61% 22/Apr/2024 477,373 | 472,410 | | 472,965 | | | |
| | | HONDA AUTO RECEIVABLES | 1.83% 18/Jan/2024 2,997,603 | 2,984,066 | | 2,987,534 | | | |
| | HONEYWELL INTERNATN' | ZCP 06/Feb/2023 6,250,000 | 6,224,054 | | 6,221,355 | | | |
| | | HONEYWELL INTERNATN' | ZCP 14/Feb/2023 4,250,000 | 4,227,986 | | 4,226,236 | | | |
| | | HOST HOTELS & RESORTS LP | 4.00% 15/Jun/2025 500,000 | 527,500 | | 480,830 | | | |
| | | HSBC HOLDINGS | 4.25% 18/Aug/2025 1,300,000 | 1,289,340 | | 1,251,577 | | | |
| | | HSBC BANK USA NA | 4.01% 10/Aug/2023 1,199,000 | 1,199,000 | | 1,190,339 | | | |
| | | HSBC BANK USA NA | FLT 20/Apr/2023 6,326,000 | 6,326,000 | | 6,328,593 | | | |
| | | HSBC HOLDINGS | FLT 07/Nov/2025 1,600,000 | 1,683,152 | | 1,504,780 | | | |
| | | HUB INTERNATIONAL LTD | 5.63% 01/Dec/2029 2,517,000 | 2,516,460 | | 2,198,304 | | | |
| | | HUB INTERNATIONAL LTD | 7.00% 01/May/2026 3,180,000 | 3,164,554 | | 3,113,188 | | | |
| | | HUDBAY MINERALS INC | 4.50% 01/Apr/2026 3,931,000 | 3,822,456 | | 3,570,683 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | | HUDBAY MINERALS INC | 6.13% 01/Apr/2029 1,471,000 | 1,489,388 | | 1,331,181 | | | |
| | | HUMANA INC. CORPORATE | ZCP 10/Jan/2023 900,000 | 898,909 | | 898,715 | | | |
| | | HYUNDAI CAPITAL SERVICES | 0.75% 15/Sep/2023 2,700,000 | 2,696,463 | | 2,595,896 | | | |
| | | HYUNDAI AUTO LEASE SECUR | 0.19% 16/Oct/2023 31,951 | 31,878 | | 31,899 | | | |
| | | HYUNDAI AUTO LEASE SECUR | 0.24% 16/Jan/2024 307,481 | 304,903 | | 305,738 | | | |
| | HYUNDAI AUTO LEASE SECUR | 0.33% 16/Jan/2024 3,769,247 | 3,741,993 | | 3,747,872 | | | |
| | | HYUNDAI AUTO LEASE SECUR | 0.33% 17/Jun/2024 3,200,000 | 3,142,927 | | 3,151,179 | | | |
| | | HYUNDAI AUTO LEASE SECUR | 0.51% 15/Sep/2023 108,467 | 108,207 | | 108,295 | | | |
| | | HYUNDAI CAPITAL AMERICA | 1.00% 17/Sep/2024 1,700,000 | 1,696,940 | | 1,571,474 | | | |
| | | IAA INC | 5.50% 15/Jun/2027 2,529,000 | 2,492,845 | | 2,467,327 | | | |
| | | IHEARTCOMMUNICATIONS INC | 6.38% 01/May/2026 806,655 | 844,635 | | 742,123 | | | |
| | | IHEARTCOMMUNICATIONS INC | 8.38% 01/May/2027 2,977,572 | 3,166,784 | | 2,531,316 | | | |
| | | IHEARTCOMMUNICATIONS INC | 4.75% 15/Jan/2028 1,261,000 | 1,261,000 | | 1,026,883 | | | |
| | | IHEARTCOMMUNICATIONS INC | 5.25% 15/Aug/2027 623,000 | 623,000 | | 527,733 | | | |
| | | IHO VERWALTUNGS GMBH | FLT 15/Sep/2026 1,118,000 | 1,102,790 | | 967,477 | | | |
| | | ILIAD HOLDING SASU | 6.50% 15/Oct/2026 2,435,000 | 2,502,306 | | 2,258,350 | | | |
| | | ILIAD HOLDING SASU | 7.00% 15/Oct/2028 3,219,000 | 3,325,130 | | 2,909,300 | | | |
| | | ILLUMINATE BUYER LLC | 9.00% 01/Jul/2028 1,562,000 | 1,718,294 | | 1,307,748 | | | |
| | | IMPERIAL BRANDS FINANCE | 3.50% 26/Jul/2026 1,100,000 | 1,090,023 | | 1,012,177 | | | |
| | | IMPERIAL BRANDS FINANCE | 4.25% 21/Jul/2025 200,000 | 210,748 | | 191,208 | | | |
| | | INEOS QUATTRO FINANCE | 3.38% 15/Jan/2026 2,227,000 | 2,230,565 | | 2,046,056 | | | |
| | | ING GROEP NV | FLT 01/Apr/2027 800,000 | 800,000 | | 705,983 | | | |
| | | INGEVITY CORP | 3.88% 01/Nov/2028 1,292,000 | 1,290,175 | | 1,108,108 | | | |
| | | INNOPHOS HOLDINGS INC | 9.38% 15/Feb/2028 1,501,000 | 1,513,825 | | 1,467,228 | | | |
| | | INTEGRIS BAPTIST MEDICAL | 3.88% 15/Aug/2050 300,000 | 300,000 | | 218,434 | | | |
| | | INTERCONTINENTAL EXCHANGE INC | 4.35% 15/Jun/2029 150,000 | 149,841 | | 145,040 | | | |
| | | INTERCONTINENTAL EXCHANGE INC | 4.00% 15/Sep/2027 1,200,000 | 1,196,820 | | 1,158,888 | | | |
| | | INTERFACE INC | 5.50% 01/Dec/2028 498,000 | 527,543 | | 411,194 | | | |
| | | INTERNATIONAL GAME TECHN | 4.13% 15/Apr/2026 846,000 | 881,955 | | 789,026 | | | |
| | | INTERNATIONAL GAME TECHN | 6.50% 15/Feb/2025 2,069,000 | 2,150,022 | | 2,081,600 | | | |
| | | ION TRADING TECHNOLOGIES | 5.75% 15/May/2028 2,002,000 | 1,939,225 | | 1,669,168 | | | |
| | | IQVIA INC | 5.00% 15/May/2027 771,000 | 814,754 | | 734,994 | | | |
| | | IRB HOLDING CORP | 7.00% 15/Jun/2025 1,261,000 | 1,261,000 | | 1,257,848 | | | |
| | | IRIS HOLDINGS INC | FLT 15/Feb/2026 892,000 | 893,530 | | 762,660 | | | |
| | | IRON MOUNTAIN INC | 4.88% 15/Sep/2027 672,000 | 675,685 | | 617,971 | | | |
| | | IRON MOUNTAIN INC | 5.25% 15/Jul/2030 785,000 | 780,094 | | 682,165 | | | |
| | | ITT HOLDINGS LLC | 6.50% 01/Aug/2029 1,004,000 | 1,004,000 | | 845,509 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | | JAMES HARDIE INTERNATION | 5.00% 15/Jan/2028 748,000 | 774,354 | | 686,290 | | | |
| | | JERSEY CENTRAL POWER & LIGHT | 4.70% 01/Apr/2024 600,000 | 656,616 | | 591,769 | | | |
| | | JOHN DEERE OWNER TRUST | 0.51% 15/Nov/2024 1,909,617 | 1,877,791 | | 1,880,280 | | | |
| | | JOHN DEERE OWNER TRUST | 4.14% 16/Oct/2023 3,782,135 | 3,778,572 | | 3,779,030 | | | |
| | | JOHN DEERE LIMITED | ZCP 13/Jan/2023 10,500,000 | 10,485,592 | | 10,482,454 | | | |
| | | JOHN DEERE LIMITED | ZCP 13/Feb/2023 5,000,000 | 4,974,195 | | 4,972,688 | | | |
| | | JOHNSON & JOHNSON | ZCP 22/Feb/2023 7,000,000 | 6,957,096 | | 6,953,863 | | | |
| | | JOHNSON & JOHNSON | ZCP 28/Feb/2023 3,500,000 | 3,475,584 | | 3,474,158 | | | |
| | | JYSKE REALKREDIT | 0.50% 01/Oct/2043 2,019,773 | 326,858 | | 220,615 | | | |
| | | JYSKE REALKREDIT | 1.00% 01/Oct/2050 15,480,093 | 2,338,923 | | 1,629,954 | | | |
| | | JYSKE REALKREDIT | 1.00% 01/Oct/2053 3,920,283 | 637,982 | | 381,501 | | | |
| | | JYSKE REALKREDIT | 1.50% 01/Oct/2053 4,488,260 | 678,550 | | 493,600 | | | |
| | | JYSKE REALKREDIT | 1.50% 01/Oct/2053 13,716,807 | 2,056,577 | | 1,426,356 | | | |
| | | KAISER ALUMINUM CORP | 4.50% 01/Jun/2031 3,477,000 | 3,494,543 | | 2,794,639 | | | |
| | | KAISER ALUMINUM CORP | 4.63% 01/Mar/2028 319,000 | 295,930 | | 278,368 | | | |
| | | KAR AUCTION SERVICES INC | 5.13% 01/Jun/2025 4,218,000 | 4,197,229 | | 4,120,732 | | | |
| | | KEB HANA BANK | ZCP 17/Jan/2023 2,801,000 | 2,796,419 | | 2,794,930 | | | |
| | | KFW CORPORATE | ZCP 21/Feb/2023 7,400,000 | 7,358,048 | | 7,352,239 | | | |
| | KFW CORPORATE | ZCP 22/Mar/2023 5,000,000 | 4,950,889 | | 4,949,718 | | | |
| | | KFW CORPORATE | ZCP 03/Apr/2023 10,500,000 | 10,379,250 | | 10,378,407 | | | |
| | | KINDER MORGAN INC | 5.63% 15/Nov/2023 400,000 | 400,432 | | 400,212 | | | |
| | | KOOKMIN BANK RPBL KORE | ZCP 09/Mar/2023 1,770,000 | 1,755,103 | | 1,754,394 | | | |
| | | KOREA DEVELOPMENT BK | ZCP 13/Mar/2023 10,500,000 | 10,403,706 | | 10,402,931 | | | |
| | | KUBOTA CREDIT OWNER TR | 3.05% 17/Jul/2023 1,463,764 | 1,460,391 | | 1,460,969 | | | |
| | | KUBOTA CREDIT OWNER TR | 0.26% 17/Jun/2024 754,609 | 743,539 | | 745,200 | | | |
| | | LADDER CAPITAL FINANCE | 4.25% 01/Feb/2027 682,000 | 645,829 | | 573,074 | | | |
| | | LADDER CAPITAL FINANCE | 4.75% 15/Jun/2029 4,511,000 | 4,467,153 | | 3,642,001 | | | |
| | | LADDER CAPITAL FINANCE | 5.25% 01/Oct/2025 2,764,000 | 2,443,451 | | 2,596,891 | | | |
| | | LAMB WESTON HOLDINGS INC | 4.13% 31/Jan/2030 1,526,000 | 1,522,185 | | 1,347,763 | | | |
| | | LCM XV LP | FLT 20/Jul/2030 1,733,694 | 1,733,694 | | 1,707,418 | | | |
| | | LEEWARD RENEWABLE ENERGY | 4.25% 01/Jul/2029 526,000 | 531,260 | | 448,227 | | | |
| | | LEH.BROS.HOLD.INC. | 6.20% 26/Sep/2014 340,000 | 43,350 | | 1,190 | | | |
| | | LENNAR CORP | 4.75% 29/Nov/2027 800,000 | 940,104 | | 770,847 | | | |
| | | LEXINGTN PKR CAP CO | ZCP 17/Jan/2023 4,900,000 | 4,890,760 | | 4,889,382 | | | |
| | | LINDE INC | ZCP 23/Mar/2023 10,500,000 | 10,394,633 | | 10,392,007 | | | |
| | | LITHIA MOTORS | 4.38% 15/Jan/2031 830,000 | 692,417 | | 675,292 | | | |
| | | LIVE NATION ENTERTAINMEN | 3.75% 15/Jan/2028 797,000 | 800,985 | | 679,106 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | | LIVE NATION ENTERTAINMEN | 4.75% 15/Oct/2027 1,226,000 | 1,260,643 | | 1,093,310 | | | |
| | | LIVE NATION ENTERTAINMEN | 4.88% 01/Nov/2024 90,000 | 88,425 | | 87,142 | | | |
| | | LIVE NATION ENTERTAINMEN | 5.63% 15/Mar/2026 630,000 | 637,088 | | 595,784 | | | |
| | | LIVE NATION ENTERTAINMEN | 6.50% 15/May/2027 1,370,000 | 1,378,563 | | 1,341,588 | | | |
| | | LLOYDS BANKING GROUP | 4.05% 16/Aug/2023 800,000 | 799,784 | | 794,542 | | | |
| | | LLOYDS BANK | 3.89% 16/Jun/2023 976,000 | 976,000 | | 970,843 | | | |
| | | LLOYDS BANK | FLT 22/Mar/2023 622,000 | 622,000 | | 622,243 | | | |
| | | LLOYDS BANK | ZCP 03/Mar/2023 10,600,000 | 10,516,122 | | 10,512,592 | | | |
| | | LLOYDS BANK | ZCP 22/Mar/2023 4,500,000 | 4,464,282 | | 4,452,614 | | | |
| | | LMA SA & LMA AMERICAS | ZCP 21/Feb/2023 4,500,000 | 4,471,023 | | 4,470,068 | | | |
| | | LMA SA & LMA AMERICAS | ZCP 13/Apr/2023 712,000 | 702,176 | | 702,170 | | | |
| | | LOANCORE 2021 | FLT 15/Nov/2038 400,000 | 383,313 | | 382,151 | | | |
| | | LVMH CORPORATE | ZCP 30/May/2023 3,000,000 | 2,938,538 | | 2,939,499 | | | |
| | | LVMH MOET HEN LV SE | ZCP 23/Jan/2023 5,000,000 | 4,986,777 | | 4,985,397 | | | |
| | LVMH MOET HEN LV SE | ZCP 17/Feb/2023 2,000,000 | 1,991,514 | | 1,987,875 | | | |
| | | LVMH MOET HEN LV SE | ZCP 15/Mar/2023 4,400,000 | 4,360,564 | | 4,357,375 | | | |
| | | MACQUARIE BANK LIMITED | ZCP 15/Nov/2023 2,550,000 | 2,432,870 | | 2,434,015 | | | |
| | | MADISON IAQ LLC | 4.13% 30/Jun/2028 1,302,000 | 1,301,225 | | 1,067,640 | | | |
| | | MADISON IAQ LLC | 5.88% 30/Jun/2029 2,750,000 | 2,745,628 | | 1,884,847 | | | |
| | | MARATHON CLO IX LTD 2017 | FLT 15/Apr/2029 655,632 | 655,632 | | 648,396 | | | |
| | | MARBLE POINT CLO X LTD 2017 | FLT 15/Oct/2030 1,900,000 | 1,900,000 | | 1,861,677 | | | |
| | | MATADOR RESOURCES CO | 5.88% 15/Sep/2026 2,063,000 | 2,054,961 | | 1,982,538 | | | |
| | | MATCH GROUP HOLDINGS II LLC | 3.63% 01/Oct/2031 549,000 | 506,633 | | 421,008 | | | |
| | | MATCH GROUP HOLDINGS II LLC | 4.63% 01/Jun/2028 1,788,000 | 1,827,504 | | 1,593,930 | | | |
| | | MATTEL INC | 5.88% 15/Dec/2027 1,723,000 | 1,791,627 | | 1,688,609 | | | |
| | | MAUSER PACKAGING SOLUTIO | 5.50% 15/Apr/2024 780,000 | 761,331 | | 758,343 | | | |
| | | MCAFEE CORP | 7.38% 15/Feb/2030 2,812,000 | 2,505,771 | | 2,261,665 | | | |
| | | MCCORMICK & CO INC | 3.15% 15/Aug/2024 800,000 | 799,496 | | 774,817 | | | |
| | | MCCORMICK & COMPANY | ZCP 27/Jan/2023 700,000 | 697,599 | | 697,442 | | | |
| | | MEDLINE BORROWER LP | 3.88% 01/Apr/2029 318,000 | 279,365 | | 255,952 | | | |
| | | MEDLINE BORROWER LP | 5.25% 01/Oct/2029 3,230,000 | 2,817,970 | | 2,565,492 | | | |
| | MERCEDES-BENZ AUTO LEASE | 0.22% 16/Jan/2024 775,509 | 772,251 | | 773,563 | | | |
| | | MERCEDES-BENZ AUTO LEASE | 0.25% 16/Jan/2024 857,193 | 849,616 | | 848,177 | | | |
| | | MERCEDES-BENZ AUTO LEASE | 0.40% 15/Nov/2023 2,579,999 | 2,567,402 | | 2,573,909 | | | |
| | | MERCEDES-BENZ AUTO RECEI | 0.55% 18/Feb/2025 501,214 | 491,684 | | 493,165 | | | |
| | | MERCEDES-BENZ FIN LLC | ZCP 30/Jan/2023 700,000 | 697,293 | | 697,158 | | | |
| | | MERCK & CO INC | 2.80% 18/May/2023 3,102,000 | 3,079,584 | | 3,078,835 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | | MERITAGE HOMES CORP | 6.00% 01/Jun/2025 1,131,000 | 1,138,069 | | 1,125,558 | | | |
| | | METLIFE SHORT TERM FDG | ZCP 17/Mar/2023 5,000,000 | 4,964,375 | | 4,952,816 | | | |
| | | MGIC INVESTMENT CORP | 5.25% 15/Aug/2028 2,011,000 | 2,103,972 | | 1,854,313 | | | |
| | | MIDOCEAN CREDIT | FLT 20/Feb/2031 1,900,000 | 1,900,000 | | 1,870,628 | | | |
| | | MIDWEST CONNECTOR CAPITAL | 3.90% 01/Apr/2024 800,000 | 803,500 | | 774,848 | | | |
| | | MIDWEST GAMING BORROWER LLC | 4.88% 01/May/2029 2,128,000 | 2,128,000 | | 1,810,639 | | | |
| | | MILEAGE PLUS HOLDINGS LLC | 6.50% 20/Jun/2027 270,017 | 291,619 | | 268,452 | | | |
| | | MILEAGE PLUS HOLDINGS LLC | 6.50% 20/Jun/2027 3,644,401 | 3,678,394 | | 3,623,271 | | | |
| | | MITSUBISHI UFJ FINANCIAL GROUP | FLT 26/Jul/2023 400,000 | 400,996 | | 400,681 | | | |
| | | MITSUBISHI UFJ TR & BK | ZCP 10/Jan/2023 4,500,000 | 4,495,286 | | 4,494,065 | | | |
| | | MIZUHO BANK SINGAPORE | ZCP 10/Jan/2023 4,972,000 | 4,967,801 | | 4,965,375 | | | |
| | | MIZUHO BANK SINGAPORE | ZCP 24/Jan/2023 1,500,000 | 1,495,950 | | 1,495,446 | | | |
| | | MIZUHO FINANCIAL GROUP INC | FLT 10/Jul/2024 1,000,000 | 1,001,350 | | 997,370 | | | |
| | | MKS CLO 2017-1 LTD | FLT 20/Jul/2030 697,806 | 697,806 | | 686,173 | | | |
| | | MORGAN STANLEY ABS CAPITAL | FLT 25/Jul/2034 239,424 | 239,162 | | 232,654 | | | |
| | | MORGAN STANLEY | FLT 04/May/2027 800,000 | 800,000 | | 701,788 | | | |
| | | MORGAN STANLEY | FLT 21/Jul/2032 900,000 | 900,000 | | 690,475 | | | |
| | | MOUNTAIN VIEW | FLT 16/Oct/2029 934,182 | 934,182 | | 921,266 | | | |
| | | MUFG BANK LTD | 5.16% 15/May/2023 4,641,000 | 4,641,000 | | 4,646,377 | | | |
| | | MUFG BANK LTD | ZCP 18/Jan/2023 6,000,000 | 5,988,039 | | 5,986,510 | | | |
| | | MUFG BANK LTD | ZCP 21/Mar/2023 4,500,000 | 4,452,995 | | 4,454,377 | | | |
| | | MYLAN INC | 3.13% 15/Jan/2023 1,000,000 | 960,295 | | 999,232 | | | |
| | | NABORS INDUSTRIES LTD | 7.25% 15/Jan/2026 845,000 | 645,220 | | 796,327 | | | |
| | | NABORS INDUSTRIES INC | 7.38% 15/May/2027 783,000 | 761,121 | | 758,488 | | | |
| | | NATIONAL BK OF CANADA | ZCP 07/Jun/2023 5,000,000 | 4,889,811 | | 4,892,476 | | | |
| | | NATIONAL AUSTRALIA BANK | FLT 12/Apr/2023 1,734,000 | 1,735,200 | | 1,733,740 | | | |
| | NATIONWIDE BUILDING SOCI | 2.00% 27/Jan/2023 2,035,000 | 2,032,232 | | 2,030,917 | | | |
| | | NATIXIS NY | 0.62% 04/Jan/2023 2,495,000 | 2,494,266 | | 2,493,708 | | | |
| | | NATIXIS NY | ZCP 17/Jan/2023 10,500,000 | 10,479,900 | | 10,477,346 | | | |
| | | NATIXIS NY | ZCP 01/Sep/2023 2,500,000 | 2,411,913 | | 2,412,106 | | | |
| | | NATIXIS SA | FLT 24/Mar/2023 1,646,000 | 1,646,000 | | 1,647,537 | | | |
| | | NATWEST MARKETS | FLT 29/Sep/2026 1,700,000 | 1,700,000 | | 1,623,836 | | | |
| | | NATWEST GROUP | FLT 25/Jun/2024 300,000 | 300,000 | | 300,076 | | | |
| | | NATWEST GROUP | FLT 22/Mar/2025 400,000 | 400,000 | | 391,279 | | | |
| | | NATWEST GROUP | FLT 25/Jun/2024 1,900,000 | 1,900,813 | | 1,882,585 | | | |
| | | NATWEST GROUP | FLT 25/Jun/2024 200,000 | 200,000 | | 198,167 | | | |
| | | NAVIENT PRIVATE EDUCATION | 2.46% 15/Nov/2068 840,180 | 847,794 | | 767,883 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | | NAVIENT CORP | 6.75% 25/Jun/2025 2,047,000 | 2,180,525 | | 1,964,931 | | | |
| | | NAVIENT CORP | 7.25% 25/Sep/2023 398,000 | 443,344 | | 397,676 | | | |
| | | NCL CORP LTD | 5.88% 15/Mar/2026 563,000 | 574,964 | | 443,391 | | | |
| | | NCL CORP LTD | 7.75% 15/Feb/2029 458,000 | 457,166 | | 344,663 | | | |
| | | NCR CORP | 5.00% 01/Oct/2028 2,893,000 | 2,821,314 | | 2,466,382 | | | |
| | | NCR CORP | 5.13% 15/Apr/2029 303,000 | 256,035 | | 253,475 | | | |
| | | NCR CORP | 5.25% 01/Oct/2030 1,123,000 | 1,099,899 | | 926,475 | | | |
| | NCR CORP | 5.75% 01/Sep/2027 1,760,000 | 1,850,658 | | 1,684,188 | | | |
| | | NEDERLANDSE WTRSCHBNK | ZCP 02/Mar/2023 4,200,000 | 4,168,850 | | 4,167,081 | | | |
| | | NEDERLANDSE WTRSCHBNK | ZCP 25/Apr/2023 5,000,000 | 4,927,167 | | 4,927,129 | | | |
| | | NEPTUNE BIDCO US INC | 9.29% 15/Apr/2029 1,521,000 | 1,406,177 | | 1,433,543 | | | |
| | | NEW YORK LIFE GLOBAL FUN | 3.15% 06/Jun/2024 1,000,000 | 999,190 | | 972,043 | | | |
| | | NEWELL BRANDS INC | 6.63% 15/Sep/2029 1,031,000 | 1,005,225 | | 1,018,113 | | | |
| | | NEXTERA ENERGY CAPITAL HOLDINGS | 0.65% 01/Mar/2023 3,700,000 | 3,699,630 | | 3,674,666 | | | |
| | | NEXTERA ENERGY OPERATING | 4.50% 15/Sep/2027 1,737,000 | 1,703,529 | | 1,589,810 | | | |
| | | NFP CORP | 4.88% 15/Aug/2028 396,000 | 397,463 | | 337,113 | | | |
| | | NFP CORP | 6.88% 15/Aug/2028 5,495,000 | 5,559,950 | | 4,529,413 | | | |
| | | NFP CORP | 7.50% 01/Oct/2030 3,249,000 | 3,272,035 | | 3,055,307 | | | |
| | | NISSAN MOTOR ACCEPTANCE | 3.88% 21/Sep/2023 2,400,000 | 2,428,969 | | 2,355,910 | | | |
| | | NISSAN AUTO RECEIVABLES | 0.16% 15/Feb/2024 455,457 | 453,473 | | 454,302 | | | |
| | | NISSAN AUTO LEASE TRUST | 0.30% 15/Dec/2023 535,638 | 532,532 | | 533,963 | | | |
| | | NISSAN AUTO LEASE TRUST | 0.43% 16/Oct/2023 43,977 | 43,869 | | 43,909 | | | |
| | | NISSAN AUTO RECEIVABLES | 0.55% 15/Jul/2024 1,477,613 | 1,462,902 | | 1,465,283 | | | |
| | | NISSAN AUTO RECEIVABLES | 3.69% 16/Oct/2023 1,770,709 | 1,768,354 | | 1,768,429 | | | |
| | | NOMURA HOLDINGS INC | 1.85% 16/Jul/2025 600,000 | 600,000 | | 547,274 | | | |
| | | NOMURA HOLDINGS INC | 2.17% 14/Jul/2028 400,000 | 400,000 | | 330,331 | | | |
| | | NORDEA BANK ABP | ZCP 06/Feb/2023 1,700,000 | 1,692,606 | | 1,692,252 | | | |
| | | NORDEA BANK ABP | ZCP 16/Jun/2023 2,500,000 | 2,444,981 | | 2,444,397 | | | |
| | | NORDEA BANK ABP | ZCP 16/Nov/2023 2,321,000 | 2,215,167 | | 2,217,729 | | | |
| | | NORDEA BK ABP NY | 3.43% 10/Feb/2023 4,397,000 | 4,397,000 | | 4,391,973 | | | |
| | | NORDEA KREDIT REALKREDIT | 0.50% 01/Oct/2043 821,469 | 132,916 | | 89,785 | | | |
| | | NORDEA KREDIT REALKREDIT | 1.00% 01/Oct/2050 13,387,447 | 2,022,381 | | 1,408,433 | | | |
| | | NORDEA KREDIT REALKREDIT | 1.50% 01/Oct/2053 400,000 | 58,405 | | 39,357 | | | |
| | | NORINCHUKIN BK | 3.95% 15/Aug/2023 2,474,000 | 2,474,000 | | 2,454,549 | | | |
| | | NORINCHUKIN BK NY BR | FLT 27/Feb/2023 5,026,000 | 5,026,000 | | 5,027,936 | | | |
| | | NOVA CHEMICALS CORP | 4.25% 15/May/2029 1,658,000 | 1,589,233 | | 1,355,415 | | | |
| | | NOVA CHEMICALS CORP | 4.88% 01/Jun/2024 370,000 | 363,476 | | 357,971 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | | NOVA CHEMICALS CORP | 5.25% 01/Jun/2027 1,679,000 | 1,715,898 | | 1,508,595 | | | |
| | NOVELIS CORP | 3.88% 15/Aug/2031 1,316,000 | 1,327,515 | | 1,074,372 | | | |
| | NOVELIS CORP | 3.25% 15/Nov/2026 1,091,000 | 1,101,910 | | 978,092 | | | |
| | NOVELIS CORP | 4.75% 30/Jan/2030 2,633,000 | 2,651,975 | | 2,334,326 | | | |
| | NRG ENERGY INC | 3.63% 15/Feb/2031 2,310,000 | 2,383,358 | | 1,757,218 | | | |
| | NRG ENERGY INC | 3.88% 15/Feb/2032 2,206,000 | 2,103,532 | | 1,656,816 | | | |
| | NRG ENERGY INC | 5.25% 15/Jun/2029 1,167,000 | 1,207,967 | | 1,026,295 | | | |
| | NTT FINANCE CORP | 0.37% 03/Mar/2023 5,140,000 | 5,102,792 | | 5,110,900 | | | |
| | NUSTAR LOGISTICS LP | 5.63% 28/Apr/2027 1,907,000 | 1,967,465 | | 1,782,976 | | | |
| | NUSTAR LOGISTICS LP | 5.75% 01/Oct/2025 1,516,000 | 1,575,825 | | 1,459,368 | | | |
| | NUSTAR LOGISTICS LP | 6.00% 01/Jun/2026 1,760,000 | 1,713,547 | | 1,694,717 | | | |
| | NVR INC | 3.00% 15/May/2030 200,000 | 216,704 | | 168,388 | | | |
| | NXP BV | 3.88% 18/Jun/2026 300,000 | 299,892 | | 285,854 | | | |
| | NXP BV | 4.88% 01/Mar/2024 300,000 | 299,913 | | 297,797 | | | |
| | NYKREDIT REALKREDIT | 0.50% 01/Oct/2043 10,817,603 | 1,755,801 | | 1,171,792 | | | |
| | NYKREDIT REALKREDIT | 1.00% 01/Oct/2050 6,455,320 | 958,717 | | 674,965 | | | |
| | NYKREDIT REALKREDIT | 1.00% 01/Oct/2053 1,645,792 | 235,162 | | 171,479 | | | |
| | NYKREDIT REALKREDIT | 1.00% 01/Oct/2053 398,168 | 57,540 | | 38,709 | | | |
| | NYKREDIT REALKREDIT | 1.50% 01/Oct/2053 1,849,938 | 274,898 | | 204,064 | | | |
| | NYKREDIT REALKREDIT | 1.50% 01/Oct/2053 2,687,648 | 405,158 | | 279,361 | | | |
| | OCCIDENTAL PETROLEUM CORP | 6.13% 01/Jan/2031 3,065,000 | 3,414,093 | | 3,093,166 | | | |
| | OCCIDENTAL PETROLEUM CORP | 6.20% 15/Mar/2040 425,000 | 325,125 | | 412,860 | | | |
| | OCCIDENTAL PETROLEUM CORP | 6.45% 15/Sep/2036 2,514,000 | 2,756,536 | | 2,564,280 | | | |
| | OCCIDENTAL PETROLEUM CORP | 6.60% 15/Mar/2046 394,000 | 283,680 | | 405,422 | | | |
| | OCCIDENTAL PETROLEUM CORP | 6.63% 01/Sep/2030 3,049,000 | 3,049,000 | | 3,150,776 | | | |
| | OCCIDENTAL PETROLEUM CORP | 7.50% 01/May/2031 565,000 | 413,863 | | 605,731 | | | |
| | OLYMPUS WATER US HOLDING | 4.25% 01/Oct/2028 2,183,000 | 2,172,909 | | 1,772,252 | | | |
| | OLYMPUS WATER US HOLDING | 6.25% 01/Oct/2029 1,720,000 | 1,221,673 | | 1,305,315 | | | |
| | OLYMPUS WATER US HOLDING | 7.13% 01/Oct/2027 1,476,000 | 1,470,424 | | 1,405,890 | | | |
| | ONEMAIN FINANCE CORP | 5.63% 15/Mar/2023 1,116,000 | 1,116,000 | | 1,111,988 | | | |
| | ONEMAIN FINANCE CORP | 6.88% 15/Mar/2025 1,856,000 | 1,837,775 | | 1,783,013 | | | |
| | ONEMAIN FINANCE CORP | 4.00% 15/Sep/2030 114,000 | 84,930 | | 85,060 | | | |
| | ONEMAIN FINANCIAL ISSUAN | FLT 16/Jun/2036 1,300,000 | 1,237,781 | | 1,242,116 | | | |
| | ONTARIO TEACHERS'FINAN | ZCP 05/Jan/2023 5,000,000 | 4,998,397 | | 4,996,403 | | | |
| | OPEN TEXT CORP | 6.90% 01/Dec/2027 1,000,000 | 1,000,000 | | 1,000,000 | | | |
| | OPTION ONE MORTGAGE LOAN | FLT 25/Nov/2034 339,711 | 338,066 | | 324,431 | | | |
| | ORACLE CORP | 2.40% 15/Sep/2023 400,000 | 391,756 | | 391,862 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | ORACLE CORPORATION | ZCP 26/Jan/2023 600,000 | 598,000 | | 597,926 | | | |
| | ORACLE CORPORATION | ZCP 27/Jan/2023 700,000 | 697,594 | | 697,486 | | | |
| | ORGANON & CO | 4.13% 30/Apr/2028 1,558,000 | 1,573,326 | | 1,379,453 | | | |
| | ORGANON & CO | 5.13% 30/Apr/2031 3,211,000 | 3,284,432 | | 2,778,733 | | | |
| | OUTFRONT MEDIA CAPITAL LLC | 4.25% 15/Jan/2029 693,000 | 694,733 | | 575,003 | | | |
| | OUTFRONT MEDIA CAPITAL LLC | 4.63% 15/Mar/2030 853,000 | 856,010 | | 705,707 | | | |
| | OVERSEA-CHINESE BANKING | 5.28% 05/Jul/2023 4,378,000 | 4,378,000 | | 4,378,924 | | | |
| | OVERSEA-CHINESE BANKING | FLT 24/Jan/2023 3,437,000 | 3,437,000 | | 3,437,692 | | | |
| | OVERSEA-CHINESE BANKING | FLT 22/May/2023 5,000,000 | 4,998,823 | | 5,000,465 | | | |
| | OWENS & MINOR INC | 4.50% 31/Mar/2029 410,000 | 352,088 | | 326,893 | | | |
| | OZLM XVI LTD 2017 | FLT 16/May/2030 1,258,050 | 1,258,050 | | 1,237,333 | | | |
| | PACCAR FINANCIAL COR | ZCP 24/Jan/2023 10,700,000 | 10,670,926 | | 10,667,766 | | | |
| | PACIFIC GAS AND ELECTRIC CO | 2.95% 01/Mar/2026 300,000 | 324,000 | | 274,950 | | | |
| | PACIFIC GAS AND ELECTRIC CO | 3.50% 15/Jun/2025 200,000 | 220,750 | | 188,688 | | | |
| | PACIFIC GAS AND ELECTRIC CO | 4.25% 15/Mar/2046 800,000 | 852,240 | | 559,984 | | | |
| | PACIFIC GAS AND ELECTRIC CO | 4.25% 01/Aug/2023 700,000 | 698,355 | | 696,410 | | | |
| | PACIFIC GAS AND ELECTRIC CO | 4.55% 01/Jul/2030 400,000 | 453,284 | | 363,758 | | | |
| | PACIFIC LIFE CORPORATE | ZCP 18/Jan/2023 1,500,000 | 1,496,919 | | 1,496,584 | | | |
| | PACIFIC LIFE CORPORATE | ZCP 27/Feb/2023 3,200,000 | 3,177,707 | | 3,176,431 | | | |
| | PACIFIC LIFE CORPORATE | ZCP 13/Mar/2023 3,300,000 | 3,269,020 | | 3,269,453 | | | |
| | PACIFIC LIFE CORPORATE | ZCP 28/Apr/2023 5,000,000 | 4,924,097 | | 4,921,592 | | | |
| | PALMER SQUARE LOAN FUNDING | FLT 20/Jul/2029 2,656,561 | 2,656,561 | | 2,619,308 | | | |
| | PARK INTERMEDIATE HOLDINGS | 4.88% 15/May/2029 971,000 | 1,005,762 | | 821,952 | | | |
| | PARK INTERMEDIATE HOLDINGS | 5.88% 01/Oct/2028 1,507,000 | 1,512,943 | | 1,357,172 | | | |
| | PARK INTERMEDIATE HOLDINGS | 7.50% 01/Jun/2025 349,000 | 362,088 | | 348,801 | | | |
| | PENSKE TRUCK LEASING CO | 3.90% 01/Feb/2024 400,000 | 398,084 | | 391,667 | | | |
| | PERMIAN RESOURCES OPERATING | 5.88% 01/Jul/2029 2,461,000 | 2,220,853 | | 2,113,656 | | | |
| | PETSMART INC | 4.75% 15/Feb/2028 2,197,000 | 2,268,938 | | 1,988,168 | | | |
| | PETSMART INC | 7.75% 15/Feb/2029 1,854,000 | 1,888,172 | | 1,741,263 | | | |
| | PG&E CORP | 5.00% 01/Jul/2028 959,000 | 974,584 | | 875,088 | | | |
| | PHILIP MORRIS INTERNATIO | 5.13% 17/Nov/2027 600,000 | 597,078 | | 605,033 | | | |
| | PIEDMONT HEALTHCARE INC | 2.04% 01/Jan/2032 300,000 | 300,000 | | 231,833 | | | |
| | PILGRIM'S PRIDE CORP | 3.50% 01/Mar/2032 2,663,000 | 2,640,208 | | 2,083,798 | | | |
| | PILGRIM'S PRIDE CORP | 4.25% 15/Apr/2031 1,221,000 | 1,211,293 | | 1,038,528 | | | |
| | PNC BANK NA | 2.50% 27/Aug/2024 1,400,000 | 1,399,342 | | 1,342,942 | | | |
| | POST HOLDINGS INC | 4.63% 15/Apr/2030 2,375,000 | 2,376,250 | | 2,042,001 | | | |
| | POST HOLDINGS INC | 5.63% 15/Jan/2028 1,989,000 | 1,990,933 | | 1,872,335 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | POST HOLDINGS INC | 5.75% 01/Mar/2027 1,350,000 | 1,398,229 | | 1,305,558 | | | |
| | PRESTIGE BRANDS INC | 5.13% 15/Jan/2028 1,000,000 | 1,014,169 | | 938,732 | | | |
| | PRIMO WATER HOLDINGS INC | 4.38% 30/Apr/2029 2,156,000 | 2,164,910 | | 1,861,903 | | | |
| | PRIVATE EXP. FUNDING | ZCP 27/Feb/2023 10,500,000 | 10,428,180 | | 10,422,322 | | | |
| | PROCTOR GAMBLE | ZCP 16/Feb/2023 10,800,000 | 10,739,799 | | 10,736,957 | | | |
| | PROCTOR GAMBLE | ZCP 21/Feb/2023 5,000,000 | 4,969,449 | | 4,967,552 | | | |
| | PROCTOR GAMBLE | ZCP 18/Apr/2023 2,856,000 | 2,817,167 | | 2,816,162 | | | |
| | PROSUS NV | 4.03% 03/Aug/2050 800,000 | 800,000 | | 502,452 | | | |
| | PROTECTIVE LIFE GLOBAL | 1.17% 15/Jul/2025 1,300,000 | 1,300,000 | | 1,171,023 | | | |
| | PROV. BRITSH COLUMBIA | ZCP 18/Jan/2023 894,000 | 892,176 | | 891,976 | | | |
| | PROV. BRITSH COLUMBIA | ZCP 19/Jan/2023 5,000,000 | 4,989,900 | | 4,988,081 | | | |
| | PROV. BRITSH COLUMBIA | ZCP 20/Jan/2023 515,000 | 513,826 | | 513,711 | | | |
| | PROV. BRITSH COLUMBIA | ZCP 15/Feb/2023 6,000,000 | 5,967,097 | | 5,965,729 | | | |
| | PROV. BRITSH COLUMBIA | ZCP 24/Mar/2023 4,500,000 | 4,454,593 | | 4,452,225 | | | |
| | PROVIDENT FUNDING ASSOC | 6.38% 15/Jun/2025 2,141,000 | 2,155,010 | | 1,862,670 | | | |
| | PROVINCE OF ALBERTA | ZCP 17/Jan/2023 10,500,000 | 10,480,675 | | 10,477,478 | | | |
| | PSP CAPITAL INC | ZCP 04/Jan/2023 4,500,000 | 4,499,817 | | 4,497,304 | | | |
| | PSP CAPITAL INC | ZCP 15/Feb/2023 5,000,000 | 4,978,938 | | 4,971,075 | | | |
| | PSP CAPITAL INC | ZCP 20/Mar/2023 10,600,000 | 10,496,191 | | 10,494,471 | | | |
| | PUGET ENERGY INC | 2.38% 15/Jun/2028 500,000 | 500,000 | | 425,969 | | | |
| | QUEENSLAND TREASURY | ZCP 20/Jan/2023 10,500,000 | 10,476,905 | | 10,473,711 | | | |
| | QUEENSLAND TREASURY | ZCP 22/May/2023 3,000,000 | 2,945,362 | | 2,943,527 | | | |
| | RAAC SERIES 2007 | FLT 25/Oct/2046 265,267 | 152,803 | | 249,449 | | | |
| | RADIAN GROUP INC | 4.88% 15/Mar/2027 1,599,000 | 1,602,525 | | 1,465,075 | | | |
| | RADIAN GROUP INC | 6.63% 15/Mar/2025 1,218,000 | 1,331,904 | | 1,200,176 | | | |
| | RADIATE HOLDCO LLC | 4.50% 15/Sep/2026 2,021,000 | 2,023,385 | | 1,484,829 | | | |
| | RADIATE HOLDCO LLC | 6.50% 15/Sep/2028 2,903,000 | 2,936,985 | | 1,204,745 | | | |
| | RAMP SERIES 2005 | FLT 25/Jul/2035 119,498 | 118,601 | | 117,621 | | | |
| | REALKREDIT DANMARK | 1.00% 01/Oct/2050 16,436,260 | 2,390,086 | | 1,728,415 | | | |
| | REALKREDIT DANMARK | 1.00% 01/Oct/2053 1,162,422 | 164,376 | | 120,865 | | | |
| | REALKREDIT DANMARK | 1.00% 01/Oct/2053 21,083 | 3,433 | | 2,048 | | | |
| | REALKREDIT DANMARK | 1.50% 01/Oct/2053 1,095,546 | 164,115 | | 113,906 | | | |
| | RENAISSANCE HOME EQUITY | FLT 25/May/2034 943,593 | 929,439 | | 851,817 | | | |
| | RENESAS ELECTRONICS CORP | 2.17% 25/Nov/2026 2,000,000 | 2,000,000 | | 1,717,623 | | | |
| | REPUBLIC SVCS INC | ZCP 12/Jan/2023 700,000 | 699,005 | | 698,838 | | | |
| | RESIDEO FUNDING INC | 4.00% 01/Sep/2029 1,481,000 | 1,481,000 | | 1,197,463 | | | |
| | RHP HOTEL PROPERTIES LP | 4.50% 15/Feb/2029 453,000 | 455,831 | | 390,755 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | RITCHIE BROS AUCTIONEERS | 5.38% 15/Jan/2025 2,164,000 | 2,220,700 | | 2,126,130 | | | |
| | RLJ LODGING TRUST | 3.75% 01/Jul/2026 900,000 | 900,000 | | 800,704 | | | |
| | RLJ LODGING TRUST | 4.00% 15/Sep/2029 999,000 | 999,000 | | 809,855 | | | |
| | ROBLOX CORP | 3.88% 01/May/2030 3,040,000 | 2,986,861 | | 2,396,128 | | | |
| | ROCKEFELLER FOUNDATION | 2.49% 01/Oct/2050 100,000 | 100,000 | | 63,918 | | | |
| | ROCKET MORTGAGE LLC | 3.63% 01/Mar/2029 900,000 | 898,730 | | 713,194 | | | |
| | ROCKET MORTGAGE LLC | 3.88% 01/Mar/2031 2,884,000 | 2,751,485 | | 2,201,279 | | | |
| | ROCKET MORTGAGE LLC | 4.00% 15/Oct/2033 2,909,000 | 2,929,114 | | 2,172,616 | | | |
| | ROYAL CARIBBEAN CRUISES | 3.70% 15/Mar/2028 1,663,000 | 1,355,930 | | 1,222,305 | | | |
| | ROYAL CARIBBEAN CRUISES | 4.25% 01/Jul/2026 1,530,000 | 1,518,753 | | 1,236,772 | | | |
| | ROYAL CARIBBEAN CRUISES | 5.38% 15/Jul/2027 853,000 | 859,398 | | 690,675 | | | |
| | ROYAL CARIBBEAN CRUISES | 5.50% 01/Apr/2028 1,658,000 | 1,661,246 | | 1,323,159 | | | |
| | ROYAL CARIBBEAN CRUISES | 5.50% 31/Aug/2026 2,130,000 | 2,081,983 | | 1,789,233 | | | |
| | ROYAL BANK OF CANADA | ZCP 14/Jul/2023 1,444,000 | 1,407,038 | | 1,405,430 | | | |
| | ROYAL BANK OF CANADA | FLT 17/Jan/2023 473,000 | 473,007 | | 472,929 | | | |
| | ROYAL BK CANADA NY | ZCP 20/Jan/2023 7,250,000 | 7,233,383 | | 7,231,705 | | | |
| | ROYAL BK CANADA NY | ZCP 25/Jan/2023 930,000 | 927,302 | | 927,100 | | | |
| | ROYAL BK CANADA NY | ZCP 21/Nov/2023 1,639,000 | 1,560,887 | | 1,563,588 | | | |
| | ROYAL BK CANADA NY | ZCP 08/Dec/2023 2,950,000 | 2,803,979 | | 2,807,076 | | | |
| | ROYAL BK OF CANADA | 4.02% 11/Aug/2023 1,632,000 | 1,632,000 | | 1,619,690 | | | |
| | SABRE GLBL INC | 7.38% 01/Sep/2025 1,354,000 | 1,358,680 | | 1,293,859 | | | |
| | SABRE GLBL INC | 9.25% 15/Apr/2025 378,000 | 386,075 | | 376,536 | | | |
| | SANDS CHINA LTD | FLT 08/Mar/2027 300,000 | 299,343 | | 256,929 | | | |
| | SANDS CHINA LTD | FLT 18/Jun/2030 300,000 | 298,740 | | 263,634 | | | |
| | SANTANDER RETAIL AUTO LE | 0.29% 22/Apr/2024 1,156,096 | 1,150,978 | | 1,154,458 | | | |
| | SANTANDER DRIVE AUTO REC | 0.51% 15/Aug/2025 1,051,551 | 1,045,137 | | 1,046,817 | | | |
| | SANTANDER DRIVE AUTO REC | 2.76% 17/Mar/2025 1,674,862 | 1,664,901 | | 1,667,856 | | | |
| | SANTOS FINANCE LTD | 3.65% 29/Apr/2031 1,000,000 | 1,000,000 | | 798,173 | | | |
| | SBA TOWER TRUST | 2.33% 15/Jul/2052 1,600,000 | 1,651,200 | | 1,341,677 | | | |
| | SCIENTIFIC GAMES HOLDING | 6.63% 01/Mar/2030 2,215,000 | 2,213,928 | | 1,871,011 | | | |
| | SCIENTIFIC GAMES INTERNA | 7.25% 15/Nov/2029 765,000 | 814,586 | | 734,400 | | | |
| | SCOTTS MIRACLE-GRO CO | 4.00% 01/Apr/2031 925,000 | 674,456 | | 706,646 | | | |
| | SCOTTS MIRACLE-GRO CO | 4.38% 01/Feb/2032 1,121,000 | 1,131,324 | | 844,898 | | | |
| | SEAGATE HDD CAYMAN | 4.13% 15/Jan/2031 181,000 | 197,373 | | 141,282 | | | |
| | SEAGATE HDD CAYMAN | 9.63% 01/Dec/2032 255,200 | 347,857 | | 279,903 | | | |
| | SELECT MEDICAL CORP | 6.25% 15/Aug/2026 3,567,000 | 3,672,674 | | 3,391,611 | | | |
| | SEMPRA ENERGY | 3.30% 01/Apr/2025 1,600,000 | 1,597,168 | | 1,535,458 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | SENSATA TECHNOLOGIES BV | 5.88% 01/Sep/2030 1,263,000 | 1,263,000 | | 1,196,977 | | | |
| | SERVICE PROPERTIES TRUST | 4.65% 15/Mar/2024 714,000 | 680,333 | | 681,957 | | | |
| | SERVICE PROPERTIES TRUST | 5.50% 15/Dec/2027 499,000 | 499,000 | | 429,720 | | | |
| | Setanta Aircraft Leasing | FLT 05/Nov/2028 1,500,000 | 1,496,250 | | 1,495,500 | | | |
| | SHEA HOMES LP | 4.75% 15/Feb/2028 774,000 | 804,921 | | 675,909 | | | |
| | SHIFT4 PAYMENTS LLC | 4.63% 01/Nov/2026 1,382,000 | 1,398,004 | | 1,305,700 | | | |
| | SIEMENS CAPTAL CO. LLC | ZCP 13/Mar/2023 10,450,000 | 10,359,317 | | 10,355,428 | | | |
| | SIMMONS FOODS INC | 4.63% 01/Mar/2029 804,000 | 811,255 | | 654,498 | | | |
| | SIRIUS XM RADIO INC | 4.13% 01/Jul/2030 2,675,000 | 2,621,449 | | 2,207,437 | | | |
| | SIX FLAGS ENTERTAINMENT | 4.88% 31/Jul/2024 2,108,000 | 2,131,493 | | 2,029,635 | | | |
| | SIX FLAGS THEME PARKS INC | 7.00% 01/Jul/2025 584,000 | 630,720 | | 588,441 | | | |
| | SKANDIN ENS BANKEN | 2.85% 01/Jun/2023 5,000,000 | 5,000,000 | | 4,954,054 | | | |
| | SKANDIN ENS BANKEN | ZCP 06/Feb/2023 3,000,000 | 2,987,970 | | 2,986,307 | | | |
| | SLC STUDENT LOAN TRUST | FLT 25/Nov/2042 59,280 | 59,202 | | 58,851 | | | |
| | SLM STUDENT LOAN TRUST | FLT 25/Oct/2029 229,828 | 218,912 | | 228,074 | | | |
| | SM ENERGY CO | 6.75% 15/Sep/2026 804,000 | 832,884 | | 780,563 | | | |
| | SOCIETE GENERALE | ZCP 04/Jan/2023 3,600,000 | 3,599,536 | | 3,597,845 | | | |
| | SOCIETE GENERALE | ZCP 15/Sep/2023 1,500,000 | 1,445,379 | | 1,445,578 | | | |
| | SOCIETE GENERALE | ZCP 15/Dec/2023 1,761,000 | 1,673,161 | | 1,674,266 | | | |
| | SOUND POINT | FLT 23/Jan/2029 311,848 | 311,848 | | 309,344 | | | |
| | SOUND POINT | FLT 20/Oct/2028 1,689,114 | 1,689,114 | | 1,673,586 | | | |
| | SOUTHERN CALIFORNIA EDISON | 1.20% 01/Feb/2026 900,000 | 898,290 | | 798,967 | | | |
| | SOUTHERN CO | 1.75% 15/Mar/2028 300,000 | 299,286 | | 253,065 | | | |
| | SOUTHERN CALIFORNIA EDISON | 2.25% 01/Jun/2030 800,000 | 829,896 | | 661,602 | | | |
| | SOUTHERN NATURAL GAS CO | 8.00% 01/Mar/2032 77,000 | 66,228 | | 84,714 | | | |
| | SOUTHERN CO | FLT 15/Sep/2051 400,000 | 400,000 | | 322,981 | | | |
| | SOUTHWESTERN ENERGY CO | 4.75% 01/Feb/2032 4,156,000 | 4,259,443 | | 3,551,676 | | | |
| | SOUTHWESTERN ENERGY CO | 5.38% 01/Feb/2029 811,000 | 817,083 | | 751,846 | | | |
| | SOUTHWESTERN ENERGY CO | FLT 23/Jan/2025 688,000 | 694,060 | | 675,959 | | | |
| | SPCM SA | 3.13% 15/Mar/2027 787,000 | 787,491 | | 676,820 | | | |
| | SPECTRUM BRANDS INC | 5.50% 15/Jul/2030 125,000 | 108,311 | | 110,317 | | | |
| | SPECTRUM BRANDS INC | 5.00% 01/Oct/2029 937,000 | 822,523 | | 810,904 | | | |
| | SPIRIT AEROSYSTEMS INC | 3.85% 15/Jun/2026 900,000 | 877,626 | | 814,503 | | | |
| | SPIRIT AEROSYSTEMS INC | 9.38% 30/Nov/2029 783,000 | 783,000 | | 824,264 | | | |
| | SPRINT LLC | 7.63% 01/Mar/2026 720,000 | 729,961 | | 757,570 | | | |
| | SRS DISTRIBUTION INC | 4.63% 01/Jul/2028 925,000 | 925,000 | | 819,985 | | | |
| | SRS DISTRIBUTION INC | 6.00% 01/Dec/2029 2,587,000 | 2,592,435 | | 2,058,872 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | SRS DISTRIBUTION INC | 6.13% 01/Jul/2029 2,754,000 | 2,800,346 | | 2,226,664 | | | |
| | STANDARD CHRTRD BNKNY | 2.82% 26/May/2023 3,555,000 | 3,555,000 | | 3,525,765 | | | |
| | STANDARD CHRTRD BNKNY | 4.02% 11/Aug/2023 1,250,000 | 1,250,000 | | 1,240,095 | | | |
| | STANDARD CHARTERED PLC | FLT 18/Feb/2036 400,000 | 400,000 | | 296,751 | | | |
| | STANDARD CHARTERED PLC | FLT 29/Jun/2032 400,000 | 400,000 | | 301,494 | | | |
| | STANDARD CHARTERED PLC | FLT 16/Nov/2025 600,000 | 600,000 | | 618,238 | | | |
| | STAPLES INC | 7.50% 15/Apr/2026 1,040,000 | 1,043,451 | | 895,107 | | | |
| | STEVENS HOLDING CO INC | 6.13% 01/Oct/2026 772,000 | 789,733 | | 773,930 | | | |
| | STIFEL FINANCIAL CORP | 4.00% 15/May/2030 900,000 | 893,565 | | 782,831 | | | |
| | STRUCTURED ASSET SECURIT | FLT 25/Aug/2037 8,291 | 7,855 | | 8,172 | | | |
| | SUMITOMO MITSUI BANKING | FLT 31/Jul/2023 3,062,000 | 3,062,000 | | 3,069,666 | | | |
| | SUMITOMO MITSUI TR BK | ZCP 02/Feb/2023 5,000,000 | 4,979,689 | | 4,979,591 | | | |
| | SUMITOMO MITSUI TR BK | ZCP 02/Mar/2023 5,000,000 | 4,960,794 | | 4,961,672 | | | |
| | SUMITOMO MTSU BKG CORP | 5.00% 06/Oct/2023 2,356,000 | 2,356,000 | | 2,350,543 | | | |
| | SUNOCO LP | 6.00% 15/Apr/2027 1,149,000 | 1,215,498 | | 1,131,419 | | | |
| | SURGERY CENTER HOLDINGS | 6.75% 01/Jul/2025 427,000 | 415,656 | | 420,919 | | | |
| | SURGERY CENTER HOLDINGS | 10.00% 15/Apr/2027 159,000 | 162,586 | | 161,783 | | | |
| | SUTTER HEALTH | 3.70% 15/Aug/2028 500,000 | 552,220 | | 460,932 | | | |
| | SVENSKA HANDLSBNKN | 3.46% 13/Jun/2023 4,995,000 | 4,995,000 | | 4,960,545 | | | |
| | SVENSKA HANDLSBNKN | ZCP 18/Jan/2023 5,200,000 | 5,190,204 | | 5,188,171 | | | |
| | SVENSKA HANDLSBNKN | ZCP 18/Jan/2023 2,000,000 | 1,995,941 | | 1,995,451 | | | |
| | SVENSKA HANDLSBNKN | ZCP 15/Aug/2023 2,500,000 | 2,439,585 | | 2,421,071 | | | |
| | SWEDISH EXPORT CREDT | ZCP 21/Feb/2023 10,500,000 | 10,435,145 | | 10,432,478 | | | |
| | SWEDISH EXPORT CREDT | ZCP 16/May/2023 5,000,000 | 4,911,500 | | 4,912,377 | | | |
| | SYDNEY AIRPORT FINANCE | 3.90% 22/Mar/2023 200,000 | 206,556 | | 199,451 | | | |
| | SYMPHONY | FLT 15/Apr/2028 269,787 | 269,787 | | 267,268 | | | |
| | SYNGENTA FINANCE NV | 4.44% 24/Apr/2023 1,200,000 | 1,216,690 | | 1,194,612 | | | |
| | SYNGENTA FINANCE NV | 4.89% 24/Apr/2025 200,000 | 196,012 | | 193,849 | | | |
| | TAKEDA PHARMACEUTICAL CO | 3.38% 09/Jul/2060 650,000 | 650,000 | | 438,425 | | | |
| | TAYLOR MORRISON COMMUNIT | 5.13% 01/Aug/2030 864,000 | 850,435 | | 750,522 | | | |
| | TAYLOR MORRISON COMMUNIT | 5.75% 15/Jan/2028 1,070,000 | 1,098,088 | | 1,001,897 | | | |
| | TAYLOR MORRISON COMMUNIT | 5.88% 15/Jun/2027 365,000 | 363,854 | | 350,444 | | | |
| | TELEFLEX INC | 4.63% 15/Nov/2027 929,000 | 935,483 | | 885,421 | | | |
| | TEMASEK FINANCIAL I LTD | 2.38% 23/Jan/2023 1,858,000 | 1,856,124 | | 1,855,940 | | | |
| | TEMPO ACQUISITION LLC | 5.75% 01/Jun/2025 1,154,000 | 1,157,159 | | 1,155,982 | | | |
| | TEMPUR SEALY INTERNATION | 3.88% 15/Oct/2031 410,000 | 340,300 | | 320,665 | | | |
| | TENET HEALTHCARE CORP | 4.38% 15/Jan/2030 1,765,000 | 1,710,776 | | 1,527,722 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | TENET HEALTHCARE CORP | 4.63% 15/Jul/2024 816,000 | 816,000 | | 795,810 | | | |
| | TENET HEALTHCARE CORP | 4.88% 01/Jan/2026 2,758,000 | 2,798,679 | | 2,618,473 | | | |
| | TENET HEALTHCARE CORP | 5.13% 01/Nov/2027 1,302,000 | 1,302,000 | | 1,211,172 | | | |
| | TENET HEALTHCARE CORP | 6.13% 15/Jun/2030 1,150,000 | 1,150,000 | | 1,095,720 | | | |
| | TENET HEALTHCARE CORP | 6.13% 01/Oct/2028 1,840,000 | 1,848,598 | | 1,647,389 | | | |
| | TENET HEALTHCARE CORP | 6.25% 01/Feb/2027 3,544,000 | 3,611,519 | | 3,384,200 | | | |
| | TENNESSEE GAS PIPELINE | 8.38% 15/Jun/2032 28,000 | 25,048 | | 31,982 | | | |
| | TERRAFORM POWER OPERATIN | 4.75% 15/Jan/2030 785,000 | 785,000 | | 682,947 | | | |
| | TERRAFORM POWER OPERATIN | 5.00% 31/Jan/2028 1,548,000 | 1,567,913 | | 1,385,145 | | | |
| | TERWIN MORTGAGE TRUST | FLT 25/Oct/2037 569,804 | 147,049 | | 227,357 | | | |
| | TESLA AUTO LEASE TRUST | 0.36% 20/Mar/2025 595,921 | 589,237 | | 590,800 | | | |
| | TESLA AUTO LEASE TRUST | 0.68% 20/Dec/2023 208,643 | 207,355 | | 207,742 | | | |
| | THOMSON REUTERS CORP | 3.35% 15/May/2026 900,000 | 860,193 | | 852,951 | | | |
| | TK ELEVATOR US NEWCO INC | 5.25% 15/Jul/2027 2,955,000 | 2,982,409 | | 2,614,235 | | | |
| | TK ELEVATOR HOLDCO GMBH | 7.63% 15/Jul/2028 1,197,000 | 1,259,795 | | 977,367 | | | |
| | TORONTO-DOMINION | 4.02% 22/Aug/2023 2,400,000 | 2,386,777 | | 2,380,748 | | | |
| | TORONTO-DOMINION | ZCP 02/Mar/2023 5,000,000 | 4,979,653 | | 4,962,378 | | | |
| | TOYOTA AUTO RECEIVABLES | 0.14% 16/Jan/2024 237,239 | 236,480 | | 236,820 | | | |
| | TOYOTA AUTO RECEIVABLES | 0.44% 15/Oct/2024 551,824 | 548,839 | | 542,991 | | | |
| | TOYOTA AUTO RECEIVABLES | 1.36% 15/Aug/2024 479,690 | 479,899 | | 474,597 | | | |
| | TOYOTA AUTO RECEIVABLES | 1.66% 15/May/2024 1,012,945 | 1,006,030 | | 1,007,809 | | | |
| | TOYOTA AUTO RECEIVABLES | 1.92% 16/Jan/2024 300,999 | 300,037 | | 300,402 | | | |
| | TOYOTA AUTO RECEIVABLES | 2.94% 15/Aug/2023 2,429,644 | 2,425,179 | | 2,426,465 | | | |
| | TOYOTA FINANCE AUS LTD | ZCP 08/May/2023 2,191,000 | 2,152,078 | | 2,153,503 | | | |
| | TOYOTA FINANCE AUS LTD | ZCP 22/May/2023 1,536,000 | 1,505,944 | | 1,506,518 | | | |
| | TOYOTA LEASE OWNER TRUST | 0.25% 20/Mar/2024 871,191 | 864,579 | | 866,400 | | | |
| | TOYOTA MOTOR CREDIT CORP | FLT 25/Jul/2023 3,961,000 | 3,961,239 | | 3,963,620 | | | |
| | TOYOTA MOTOR CREDIT CORP | ZCP 24/Jan/2023 10,500,000 | 10,471,714 | | 10,468,405 | | | |
| | TOYOTA INDUSTRIES COMM | ZCP 26/Jan/2023 5,000,000 | 4,985,174 | | 4,983,740 | | | |
| | TRANSDIGM INC | 6.25% 15/Mar/2026 7,092,000 | 7,261,008 | | 6,994,059 | | | |
| | TRANSDIGM INC | 6.38% 15/Jun/2026 2,827,000 | 2,887,901 | | 2,746,408 | | | |
| | TRANSDIGM INC | 5.50% 15/Nov/2027 1,957,000 | 1,976,364 | | 1,836,527 | | | |
| | TRANSDIGM INC | 8.00% 15/Dec/2025 790,000 | 821,600 | | 801,379 | | | |
| | TRANSMONTAIGNE PARTNERS | 6.13% 15/Feb/2026 2,427,000 | 2,362,008 | | 2,087,220 | | | |
| | TRANSOCEAN SENTRY LTD | 5.38% 15/May/2023 1,139,158 | 1,067,530 | | 1,124,919 | | | |
| | TRANSOCEAN GUARDIAN LTD | 5.88% 15/Jan/2024 492,314 | 488,007 | | 480,747 | | | |
| | TRI POINTE GROUP INC | 5.88% 15/Jun/2024 705,000 | 704,119 | | 698,400 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | TRITON WATER HOLDINGS IN | 6.25% 01/Apr/2029 892,000 | 886,442 | | 715,509 | | | |
| | TRIVIUM PACKAGING FINANC | 5.50% 15/Aug/2026 1,600,000 | 1,594,955 | | 1,466,380 | | | |
| | TRIVIUM PACKAGING FINANC | 8.50% 15/Aug/2027 499,000 | 525,588 | | 457,844 | | | |
| | UBER TECHNOLOGIES INC | 4.50% 15/Aug/2029 6,220,000 | 6,155,922 | | 5,419,206 | | | |
| | UBER TECHNOLOGIES INC | 7.50% 15/Sep/2027 1,160,000 | 1,277,148 | | 1,159,640 | | | |
| | UBS GROUP AG | FLT 31/Dec/2164 600,000 | 600,000 | | 455,855 | | | |
| | UBS GROUP AG | FLT 30/Jan/2027 900,000 | 900,000 | | 789,037 | | | |
| | UBS GROUP AG | FLT 05/Aug/2027 1,445,000 | 1,442,919 | | 1,396,574 | | | |
| | UKG INC. TERM LOAN | ZCP 03/May/2027 1,770,000 | 1,770,000 | | 1,633,268 | | | |
| | UKG INC. | ZCP 04/May/2026 911,063 | 911,063 | | 868,927 | | | |
| | UNICREDIT SPA | 7.83% 04/Dec/2023 1,600,000 | 1,600,000 | | 1,607,501 | | | |
| | UNITED AIRLINES INC | 4.38% 15/Apr/2026 2,860,000 | 2,861,989 | | 2,651,008 | | | |
| | UNITED AIRLINES INC | 4.63% 15/Apr/2029 1,954,000 | 2,029,718 | | 1,701,339 | | | |
| | UNITED OVERSEAS BK LTD | ZCP 25/Jan/2023 10,500,000 | 10,468,901 | | 10,467,104 | | | |
| | UNITED OVERSEAS BK LTD | ZCP 27/Jan/2023 5,950,000 | 5,931,338 | | 5,929,920 | | | |
| | UNITED OVERSEAS BK LTD | ZCP 14/Feb/2023 7,500,000 | 7,459,415 | | 7,457,460 | | | |
| | UNITED OVERSEAS BK LTD | ZCP 31/Mar/2023 2,000,000 | 1,976,657 | | 1,975,329 | | | |
| | UNIVISION COMMUNICATIONS | 4.50% 01/May/2029 1,026,000 | 1,031,130 | | 858,003 | | | |
| | UNIVISION COMMUNICATIONS | 7.38% 30/Jun/2030 1,334,000 | 1,337,678 | | 1,274,904 | | | |
| | US FOODS INC | 4.63% 01/Jun/2030 1,315,000 | 1,323,219 | | 1,158,008 | | | |
| | US FOODS INC | 4.75% 15/Feb/2029 2,473,000 | 2,506,035 | | 2,195,826 | | | |
| | US FOODS INC | 6.25% 15/Apr/2025 1,142,000 | 1,203,258 | | 1,130,047 | | | |
| | USA COMPRESSION PARTNERS | 6.88% 01/Apr/2026 1,414,000 | 1,474,095 | | 1,356,436 | | | |
| | USAA CAPITAL CORP | 1.50% 01/May/2023 2,000,000 | 1,979,034 | | 1,979,519 | | | |
| | USI INC | 6.88% 01/May/2025 1,728,000 | 1,684,364 | | 1,664,659 | | | |
| | UTAH ACQUISITION SUB INC | 3.95% 15/Jun/2026 600,000 | 574,584 | | 561,583 | | | |
| | VALE OVERSEAS LTD | 3.75% 08/Jul/2030 500,000 | 495,880 | | 437,595 | | | |
| | VENTURE GLOBAL CALCASIEU | 3.88% 15/Aug/2029 1,071,000 | 1,103,341 | | 937,125 | | | |
| | VENTURE GLOBAL CALCASIEU | 3.88% 01/Nov/2033 1,655,000 | 1,665,344 | | 1,351,970 | | | |
| | VENTURE | FLT 15/Jul/2031 1,200,000 | 1,200,000 | | 1,177,253 | | | |
| | VENTURE GLOBAL CALCASIEU | 4.13% 15/Aug/2031 4,856,000 | 4,955,831 | | 4,137,288 | | | |
| | VENTURE | FLT 20/Oct/2028 922,666 | 922,666 | | 909,812 | | | |
| | VENTURE | FLT 20/Apr/2029 785,401 | 785,401 | | 776,563 | | | |
| | VENTURE | FLT 20/Jan/2029 2,126,026 | 2,126,026 | | 2,090,906 | | | |
| | VERIZON COMMUNICATIONS INC | 4.02% 03/Dec/2029 3,863,000 | 3,972,479 | | 3,626,929 | | | |
| | VERIZON OWNER TRUST | 1.94% 22/Apr/2024 157,163 | 158,338 | | 156,887 | | | |
| | VERSCEND ESCROW CORP | 9.75% 15/Aug/2026 2,481,000 | 2,415,530 | | 2,430,661 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | VIBRANT | FLT 20/Jun/2029 138,550 | 138,550 | | 136,675 | | | |
| | VIBRANT | FLT 15/Sep/2030 2,290,753 | 2,290,753 | | 2,248,965 | | | |
| | VICI PROPERTIES LP | 4.50% 01/Sep/2026 550,000 | 553,438 | | 518,057 | | | |
| | VICI PROPERTIES LP | 4.63% 15/Jun/2025 939,000 | 946,043 | | 900,266 | | | |
| | VICI PROPERTIES LP | 5.75% 01/Feb/2027 1,232,000 | 1,232,000 | | 1,200,881 | | | |
| | VIRGIN MEDIA FINANCE | 5.00% 15/Jul/2030 2,016,000 | 2,011,563 | | 1,615,174 | | | |
| | VISTRA OPERATIONS CO LLC | 5.50% 01/Sep/2026 1,773,000 | 1,771,775 | | 1,708,283 | | | |
| | VISTRA OPERATIONS CO LLC | 5.63% 15/Feb/2027 2,628,000 | 2,655,530 | | 2,496,032 | | | |
| | VMC FINANCE 2022-FL5 LLC | FLT 18/Feb/2039 1,200,000 | 1,200,000 | | 1,167,140 | | | |
| | VMED O2 UK FINANCING | 4.25% 31/Jan/2031 4,275,000 | 4,257,433 | | 3,460,677 | | | |
| | VMED O2 UK FINANCING | 4.75% 15/Jul/2031 2,133,000 | 2,162,329 | | 1,740,282 | | | |
| | VOLKSWAGEN AUTO LEASE TR | 0.39% 22/Jan/2024 363,053 | 360,413 | | 361,004 | | | |
| | VOLKSWAGEN GROUP OF AMER | 3.20% 26/Sep/2026 300,000 | 299,814 | | 278,501 | | | |
| | VZ SECURED FINANCING | 5.00% 15/Jan/2032 2,918,000 | 2,903,410 | | 2,371,229 | | | |
| | W. R. GRACE HOLDINGS LLC | ZCP 11/Aug/2028 1,372,628 | 1,363,623 | | 1,350,864 | | | |
| | WASTE PRO USA INC | 5.50% 15/Feb/2026 3,145,000 | 3,068,386 | | 2,777,350 | | | |
| | WELLS FARGO & CO | 3.00% 19/Feb/2025 2,500,000 | 2,580,925 | | 2,396,286 | | | |
| | WESCO DISTRIBUTION INC | 7.13% 15/Jun/2025 1,749,000 | 1,749,000 | | 1,770,870 | | | |
| | WESCO DISTRIBUTION INC | 7.25% 15/Jun/2028 4,483,000 | 4,805,723 | | 4,541,162 | | | |
| | WESTERN MIDSTREAM OPERAT | 4.50% 01/Mar/2028 2,295,000 | 2,263,847 | | 2,105,663 | | | |
| | WESTERN MIDSTREAM OPERAT | 4.75% 15/Aug/2028 435,000 | 421,934 | | 400,200 | | | |
| | WESTINGHOUSE AIR BRAKE TECH | 3.45% 15/Nov/2026 400,000 | 355,537 | | 373,479 | | | |
| | WESTINGHOUSE AIR BRAKE TECH | FLT 15/Mar/2024 600,000 | 597,778 | | 590,413 | | | |
| | WESTLAKE AUTOMOBILE RECE | 0.39% 15/Oct/2024 1,157,187 | 1,151,483 | | 1,153,980 | | | |
| | WESTLAKE AUTOMOBILE RECE | 0.95% 16/Jun/2025 1,120,000 | 1,084,347 | | 1,088,965 | | | |
| | WESTLAKE AUTOMOBILE RECE | 4.01% 16/Oct/2023 6,995,862 | 6,988,828 | | 6,989,570 | | | |
| | WESTPAC BANKING | 2.75% 11/Jan/2023 1,965,000 | 1,964,132 | | 1,964,207 | | | |
| | WESTPAC BANKING | 2.00% 13/Jan/2023 1,517,000 | 1,515,992 | | 1,516,073 | | | |
| | WESTPAC BANKING | ZCP 23/Aug/2023 1,861,000 | 1,797,358 | | 1,800,330 | | | |
| | WESTPAC SECS NZ LTD | ZCP 02/Feb/2023 4,000,000 | 3,984,885 | | 3,983,706 | | | |
| | WHITE CAP BUYER LLC | 6.88% 15/Oct/2028 2,776,000 | 2,705,308 | | 2,401,264 | | | |
| | WILLIAMS SCOTSMAN INTERN | 6.13% 15/Jun/2025 635,000 | 681,038 | | 628,650 | | | |
| | WOLVERINE WORLD WIDE INC | 4.00% 15/Aug/2029 922,000 | 685,210 | | 698,470 | | | |
| | WOODSIDE FINANCE LTD | 3.65% 05/Mar/2025 600,000 | 639,216 | | 576,360 | | | |
| | WORLD OMNI AUTO RECEIVAB | 0.20% 15/Jul/2024 33,969 | 33,860 | | 33,916 | | | |
| | WORLD OMNI AUTOMOBILE | 0.21% 15/Apr/2024 1,340,860 | 1,332,415 | | 1,336,864 | | | |
| | WORLD OMNI SELECT AUTO TR | 0.29% 18/Feb/2025 308,546 | 307,278 | | 307,930 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | WORLD OMNI AUTOMOBILE LE | 0.45% 15/Feb/2024 1,377,316 | 1,362,754 | | 1,369,393 | | | |
| | WORLD OMNI SELECT AUTO TR | 0.55% 15/Jul/2025 723,598 | 717,660 | | 718,735 | | | |
| | WORLD OMNI AUTO RECEIVAB | 1.96% 16/Dec/2024 1,843,430 | 1,829,686 | | 1,829,669 | | | |
| | WORLD OMNI AUTO RECEIVAB | 2.97% 15/Aug/2023 1,368,714 | 1,366,546 | | 1,367,113 | | | |
| | WP CAREY INC | 4.00% 01/Feb/2025 900,000 | 917,334 | | 877,570 | | | |
| | WR GRACE HOLDINGS LLC | 4.88% 15/Jun/2027 2,764,000 | 2,776,459 | | 2,449,263 | | | |
| | WR GRACE HOLDINGS LLC | 5.63% 15/Aug/2029 4,399,000 | 4,392,261 | | 3,551,171 | | | |
| | WR GRACE HOLDINGS LLC | 5.63% 01/Oct/2024 237,000 | 239,370 | | 233,445 | | | |
| | WYNN LAS VEGAS LLC | 5.50% 01/Mar/2025 1,579,000 | 1,633,800 | | 1,499,017 | | | |
| | YUM! BRANDS INC | 4.63% 31/Jan/2032 614,000 | 601,720 | | 542,731 | | | |
| | YUM! BRANDS INC | 5.38% 01/Apr/2032 1,820,000 | 1,820,000 | | 1,685,775 | | | |
| | ZAYO GROUP HOLDINGS INC | 4.00% 01/Mar/2027 2,054,000 | 2,054,717 | | 1,523,596 | | | |
| | ZIGGO BOND CO BV | 5.13% 28/Feb/2030 675,000 | 675,000 | | 545,063 | | | |
| | ZIGGO BOND CO BV | 6.00% 15/Jan/2027 1,996,000 | 1,940,884 | | 1,857,118 | | | |
| | ZIGGO BV | 4.88% 15/Jan/2030 2,092,000 | 2,134,325 | | 1,750,523 | | | |
| | ZOOMINFO TECHNOLOGIES LLC | 3.88% 01/Feb/2029 3,692,000 | 3,725,824 | | 3,102,692 | | | |
| | | | | | | |
| | | TOTAL CORPORATE DEBT SECURITIES | | 1,860,570,150 | | 1,749,460,666 | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| U.S. FEDERAL, STATE, LOCAL AND NON-U.S. GOVERNMENT SECURITIES: | | | | |
| | CALIFORNIA HEALTH FACS AUTH | 4.19% 01/Jun/2037 500,000 | 500,000 | | 446,650 | | | |
| | CANADIAN GOVERNMENT REAL RT BD | FLT 01/Dec/2026 500,000 | 770,515 | | 712,487 | | | |
| | COMMONWEALTH OF AUSTRALIA BD | FLT 20/Sep/2025 1,160,000 | 1,278,659 | | 1,144,336 | | | |
| | EMIRATE OF ABU DHABI | 1.70% 02/Mar/2031 2,000,000 | 1,993,880 | | 1,648,832 | | | |
| | EUROPEAN INVESTMENT BANK BD | 2.50% 15/Mar/2023 4,500,000 | 4,503,057 | | 4,481,141 | | | |
| | FEDERAL FARM CREDIT | ZCP 29/Aug/2023 300,000 | 290,760 | | 291,257 | | | |
| | FEDERAL HOME LOAN MORTGAGE CORP | ZCP 22/Mar/2023 6,000,000 | 5,940,867 | | 5,943,666 | | | |
| | FEDERAL HOME LOAN MORTGAGE CORP | 0.80% 28/Oct/2026 4,000,000 | 3,999,400 | | 3,492,294 | | | |
| | FEDERAL HOME LOAN MORTGAGE CORP | 0.68% 06/Aug/2025 1,400,000 | 1,400,000 | | 1,266,678 | | | |
| | FEDERAL HOME LOAN MORTGAGE CORP | ZCP 04/Jan/2023 5,000,000 | 4,998,422 | | 4,999,406 | | | |
| | FEDERAL HOME LOAN MORTGAGE CORP | ZCP 13/Jan/2023 5,000,000 | 4,993,583 | | 4,994,063 | | | |
| | FEDERAL HOME LOAN MORTGAGE CORP | ZCP 15/Feb/2023 10,000,000 | 9,947,549 | | 9,947,335 | | | |
| | FRENCH REPUBLIC BD | FLT 01/Mar/2026 2,800,000 | 3,543,561 | | 3,394,344 | | | |
| | FRENCH REPUBLIC BD | FLT 25/Jul/2031 2,000,000 | 2,763,513 | | 2,346,229 | | | |
| | FRENCH REPUBLIC BD | FLT 25/Jul/2038 1,200,000 | 1,485,928 | | 1,290,513 | | | |
| | FRENCH REPUBLIC BOND | FLT 25/Jul/2024 3,400,000 | 4,502,631 | | 4,468,918 | | | |
| | JAPAN BOND | FLT 10/Mar/2029 321,000,000 | 2,487,995 | | 2,627,745 | | | |
| | JAPAN BOND | FLT 10/Mar/2028 203,000,000 | 1,575,338 | | 1,667,688 | | | |
| | JAPAN BOND | FLT 10/Mar/2028 149,000,000 | 1,414,505 | | 1,224,067 | | | |
| | JAPAN BOND | FLT 10/Mar/2029 228,000,000 | 2,168,182 | | 1,866,436 | | | |
| | JAPAN BOND | FLT 10/Mar/2031 30,000,000 | 280,956 | | 245,956 | | | |
| | PETROLEOS MEXICANOS BD | 6.70% 16/Feb/2032 600,000 | 600,048 | | 471,237 | | | |
| | PROVINCE OF ONTARIO CANADA BD | 1.75% 24/Jan/2023 4,217,000 | 4,209,968 | | 4,208,861 | | | |
| | REPUBLIC OF CHILE BD | 2.75% 31/Jan/2027 400,000 | 399,760 | | 367,690 | | | |
| | REPUBLIC OF ITALY BD | FLT 26/May/2025 3,300,000 | 3,615,496 | | 3,582,274 | | | |
| | REPUBLIC OF ITALY BD | FLT 15/May/2030 1,600,000 | 2,101,919 | | 1,738,232 | | | |
| | REPUBLIC OF ITALY BD | FLT 26/May/2025 7,400,000 | 8,813,897 | | 8,032,978 | | | |
| | SAUDI ARABIAN OIL CO BD | 2.88% 16/Apr/2024 200,000 | 204,860 | | 193,740 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 23/Feb/2023 11,000,000 | 10,931,608 | | 10,933,800 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 19/Jan/2023 8,000,000 | 7,984,180 | | 7,987,129 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 09/Feb/2023 6,000,000 | 5,973,418 | | 5,976,063 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 16/Feb/2023 8,000,000 | 7,957,833 | | 7,960,217 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 30/Mar/2023 3,500,000 | 3,462,873 | | 3,464,147 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 09/Mar/2023 10,000,000 | 9,938,790 | | 9,923,386 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 30/Mar/2023 10,000,000 | 9,908,011 | | 9,897,562 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 31/Jan/2023 10,000,000 | 9,971,290 | | 9,969,356 | | | |
| | U.S. OF AMERICA TREAS BOND | 3.38% 15/May/2044 1,000,000 | 1,221,563 | | 888,008 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| U.S. FEDERAL, STATE, LOCAL AND NON-U.S. GOVERNMENT SECURITIES (CONTINUED): | | | |
| | U.S. OF AMERICA TREAS BOND | 3.13% 15/Aug/2044 10,000,000 | 9,875,532 | | 8,510,938 | | | |
| | U.S. OF AMERICA TREAS BOND | 2.50% 15/Feb/2045 2,400,000 | 1,981,629 | | 1,820,813 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Feb/2049 200,000 | 216,218 | | 197,509 | | | |
| | U.S. OF AMERICA TREAS BOND | 2.88% 15/May/2049 2,651,000 | 3,006,717 | | 2,151,970 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Feb/2050 100,000 | 86,755 | | 77,991 | | | |
| | U.S. OF AMERICA TREAS BOND | 1.13% 15/Aug/2040 14,300,000 | 10,651,003 | | 8,948,672 | | | |
| | U.S. OF AMERICA TREAS BOND | 1.38% 15/Nov/2040 12,040,000 | 11,426,531 | | 7,886,670 | | | |
| | U.S. OF AMERICA TREAS BOND | 1.88% 15/Feb/2041 12,400,000 | 11,720,474 | | 8,828,219 | | | |
| | U.S. OF AMERICA TREAS BOND | 2.38% 15/Feb/2042 1,010,000 | 960,340 | | 776,674 | | | |
| | U.S. OF AMERICA TREAS BOND | 2.88% 15/May/2052 12,300,000 | 11,152,607 | | 9,947,625 | | | |
| | U.S. OF AMERICA TREAS BOND | 3.25% 15/May/2042 5,800,000 | 5,053,453 | | 5,119,406 | | | |
| | U.S. OF AMERICA TREAS BOND | 4.00% 15/Nov/2052 1,000,000 | 1,086,133 | | 1,010,313 | | | |
| | U.S. OF AMERICA TREAS BOND | 4.00% 15/Nov/2042 1,000,000 | 988,875 | | 985,469 | | | |
| | U.S. OF AMERICA TREAS BOND | ZCP 15/May/2049 23,800,000 | 12,705,830 | | 8,456,005 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Apr/2028 5,324,000 | 10,340,483 | | 10,690,645 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Apr/2029 1,910,000 | 3,917,737 | | 3,884,881 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Apr/2032 269,000 | 512,186 | | 515,228 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Jan/2025 7,370,000 | 11,240,531 | | 11,665,623 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Jan/2026 4,187,000 | 5,784,101 | | 6,277,172 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Jan/2028 9,736,000 | 15,395,816 | | 13,836,016 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Jan/2029 4,080,000 | 5,627,578 | | 5,895,885 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Feb/2040 2,280,000 | 3,382,099 | | 3,319,343 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Feb/2041 2,490,000 | 4,094,242 | | 3,571,949 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Feb/2042 4,260,000 | 5,102,042 | | 4,689,486 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Feb/2043 4,370,000 | 5,494,341 | | 4,550,047 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Feb/2044 8,680,000 | 12,749,759 | | 10,260,578 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Feb/2045 4,990,000 | 5,668,577 | | 5,087,989 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Feb/2046 6,930,000 | 8,568,985 | | 7,377,074 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Feb/2047 5,991,000 | 6,395,596 | | 6,042,922 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Feb/2048 3,541,000 | 3,930,822 | | 3,581,284 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Feb/2049 3,180,000 | 4,556,273 | | 3,140,391 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Feb/2050 2,990,000 | 3,397,524 | | 2,331,917 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Feb/2051 4,700,000 | 5,409,350 | | 3,456,589 | | | |
| | U.S. OF AMERICA TREAS BOND | FLT 15/Feb/2052 3,200,000 | 3,380,727 | | 2,206,406 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jan/2024 1,000,000 | 1,247,540 | | 1,250,288 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Oct/2024 600,000 | 671,941 | | 671,166 | | | |
| | U.S. OF AMERICA TREAS NOTE | 2.50% 31/Mar/2027 3,900,000 | 3,833,061 | | 3,665,238 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| U.S. FEDERAL, STATE, LOCAL AND NON-U.S. GOVERNMENT SECURITIES (CONTINUED): | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jul/2032 2,500,000 | 2,357,366 | | 2,346,713 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jul/2027 12,630,000 | 13,919,506 | | 14,489,813 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jan/2028 15,398,000 | 18,283,474 | | 17,479,689 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Apr/2023 17,430,000 | 20,813,770 | | 20,703,037 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jan/2029 8,080,000 | 9,514,896 | | 9,072,724 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Apr/2024 10,330,000 | 11,529,799 | | 11,871,832 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jul/2029 13,623,000 | 15,454,462 | | 14,512,034 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jan/2024 16,319,000 | 20,432,197 | | 20,403,446 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jan/2025 7,800,000 | 9,289,771 | | 9,413,331 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jan/2026 10,650,000 | 12,823,827 | | 12,812,622 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jul/2026 9,345,000 | 10,153,292 | | 10,936,734 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jan/2027 5,190,000 | 5,228,318 | | 6,030,223 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jul/2025 4,826,000 | 6,067,462 | | 5,822,728 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jul/2028 9,110,000 | 10,393,207 | | 10,290,520 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Oct/2024 9,200,000 | 10,015,784 | | 10,291,213 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jan/2030 17,780,000 | 19,567,319 | | 18,480,496 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Apr/2025 11,900,000 | 13,278,975 | | 13,073,560 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jul/2030 11,140,000 | 12,611,452 | | 11,576,607 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Oct/2025 6,600,000 | 7,320,089 | | 7,197,782 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jan/2031 7,670,000 | 8,985,825 | | 7,781,292 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Apr/2026 2,610,000 | 2,942,400 | | 2,784,975 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jul/2031 28,240,000 | 28,065,640 | | 27,673,896 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Oct/2026 27,300,000 | 27,905,401 | | 27,890,960 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jan/2032 14,400,000 | 13,345,935 | | 13,528,465 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Apr/2027 1,700,000 | 1,677,690 | | 1,670,343 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Jul/2032 6,600,000 | 6,361,332 | | 6,195,323 | | | |
| | U.S. OF AMERICA TREAS NOTE | FLT 15/Oct/2027 800,000 | 802,836 | | 803,206 | | | |
| | UNITED KINGDOM OF GREAT BRITAIN | FLT 22/Mar/2024 1,400,000 | 2,666,590 | | 2,512,215 | | | |
| | UNITED KINGDOM OF GREAT BRITAIN | FLT 10/Aug/2041 1,000,000 | 1,295,044 | | 1,438,975 | | | |
| | UNITED MEXICAN STATES BD | FLT 29/May/2031 11,349,000 | 568,382 | | 538,903 | | | |
| | | | | | | |
| | | TOTAL U.S. FEDERAL, STATE, LOCAL AND NON-U.S. GOVERNMENT SECURITIES | 683,420,264 | | 646,404,769 | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| MORTGAGE-BACKED SECURITIES: | | | | | |
| | AREIT 2020-CRE4 TRUST | FLT 17/Jun/2039 1,500,000 | 1,496,250 | | 1,483,046 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.50% 25/Feb/2053 18,100,000 | 15,386,414 | | 15,361,616 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.00% 25/Feb/2053 28,000,000 | 24,949,531 | | 24,623,754 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.50% 25/Feb/2053 31,250,000 | 28,865,967 | | 28,440,146 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.00% 25/Feb/2053 13,300,000 | 12,500,961 | | 12,487,988 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.00% 25/Feb/2053 2,900,000 | 2,865,902 | | 2,858,766 | | | |
| | TBA FNMA SINGLE FAMILY 30YR | 5.50% 25/Feb/2048 9,100,000 | 9,214,461 | | 9,123,049 | | | |
| | BIG COMMERCIAL | FLT 15/Feb/2039 800,000 | 764,500 | | 767,766 | | | |
| | BANC OF AMERICA MORTGAGE | FLT 25/Feb/2035 24,007 | 18,065 | | 21,901 | | | |
| | BANC OF AMERICA FUNDING TR | FLT 20/May/2036 52,649 | 34,497 | | 47,869 | | | |
| | | COMM MORTGAGE TRUST | 3.09% 10/Oct/2049 600,000 | 622,641 | | 551,082 | | | |
| | | COMM MORTGAGE TRUST | 4.23% 10/May/2051 1,900,000 | 2,220,105 | | 1,792,818 | | | |
| | | CSMC 2020-FACT | FLT 15/Oct/2037 1,400,000 | 1,400,000 | | 1,364,792 | | | |
| | | CHL MORTGAGE | FLT 20/Nov/2034 35,614 | 35,079 | | 32,269 | | | |
| | | CITIGROUP | 3.21% 10/May/2049 500,000 | 533,711 | | 465,444 | | | |
| | | CITIGROUP | FLT 25/Oct/2035 184,385 | 98,542 | | 112,562 | | | |
| | TBA GNMA SINGLE FAMILY 30YR | 2.50% 15/Feb/2052 200,000 | 173,266 | | 173,703 | | | |
| | | DBWF MORTGAGE TRUST | FLT 19/Dec/2030 1,000,000 | 972,319 | | 969,895 | | | |
| | | EQUS MORTGAGE TRUST | FLT 15/Oct/2038 799,984 | 756,985 | | 769,879 | | | |
| | FHLMC MORTPASS | FLT 01/Jan/2037 57,326 | 59,451 | | 56,143 | | | |
| | FHLMC MORTPASS | FLT 01/Sep/2037 17,622 | 18,157 | | 17,884 | | | |
| | FHLMC MORTPASS | 4.00% 01/Sep/2039 3,058 | 3,166 | | 2,954 | | | |
| | FHLMC MORTPASS | 4.00% 01/Aug/2043 4,954 | 5,129 | | 4,779 | | | |
| | FHLMC MORTPASS | 4.00% 01/Sep/2043 221,693 | 229,521 | | 211,488 | | | |
| | FEDERAL NATIONAL MORTG ASSOC | FLT 25/Sep/2041 122,963 | 121,349 | | 120,886 | | | |
| | FEDERAL NATIONAL MORTG ASSOC | 3.00% 25/Apr/2028 944,618 | 37,331 | | 41,970 | | | |
| | FEDERAL NATIONAL MORTG ASSOC | 2.00% 25/Dec/2044 95,817 | 97,255 | | 84,063 | | | |
| | FEDERAL NATIONAL MORTG ASSOC | FLT 25/Jun/2055 102,654 | 101,982 | | 100,234 | | | |
| | FEDERAL NATIONAL MORTG ASSOC | FLT 25/Jun/2059 542,028 | 541,435 | | 524,638 | | | |
| | FEDERAL HOME LOAN MORTG CORP | FLT 15/Oct/2043 350,510 | 339,994 | | 338,154 | | | |
| | FEDERAL HOME LOAN MORTG CORP | FLT 25/Jul/2026 366,316 | 364,851 | | 364,273 | | | |
| | FEDERAL HOME LOAN MORTG CORP | 2.50% 25/Dec/2049 1,970,259 | 2,007,202 | | 1,715,371 | | | |
| | FEDERAL HOME LOAN MORTG CORP | 3.50% 25/Dec/2046 611,309 | 630,245 | | 568,394 | | | |
| | UMBS MORTPASS | 4.00% 01/Jun/2042 25,620 | 27,061 | | 24,639 | | | |
| | UMBS MORTPASS | 4.00% 01/Jan/2045 125,168 | 132,737 | | 121,337 | | | |
| | UMBS MORTPASS | 4.00% 01/Nov/2044 396,938 | 420,940 | | 384,788 | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| MORTGAGE-BACKED SECURITIES (CONTINUED): | | | | |
| | UMBS MORTPASS | 4.00% 01/Jan/2045 204,974 | 217,369 | | 198,701 | | | |
| | UMBS MORTPASS | 4.00% 01/Jun/2045 59,577 | 63,179 | | 56,717 | | | |
| | UMBS MORTPASS | 4.00% 01/Jul/2042 34,280 | 36,353 | | 33,231 | | | |
| | UMBS MORTPASS | 4.00% 01/Nov/2042 35,135 | 37,111 | | 34,031 | | | |
| | UMBS MORTPASS | 3.00% 01/May/2043 419,904 | 409,669 | | 382,658 | | | |
| | UMBS MORTPASS | 4.00% 01/Jun/2043 120,079 | 127,340 | | 116,042 | | | |
| | UMBS MORTPASS | 4.00% 01/Jul/2043 385,835 | 409,166 | | 372,863 | | | |
| | UMBS MORTPASS | 4.00% 01/Sep/2044 1,937,292 | 2,054,438 | | 1,872,165 | | | |
| | UMBS MORTPASS | 3.00% 01/Feb/2046 100,950 | 100,856 | | 90,720 | | | |
| | UMBS MORTPASS | 4.00% 01/Aug/2048 86,054 | 91,257 | | 83,160 | | | |
| | UMBS MORTPASS | 4.00% 01/Dec/2045 327,588 | 346,015 | | 315,038 | | | |
| | UMBS MORTPASS | 4.00% 01/Jun/2048 720,473 | 747,828 | | 687,831 | | | |
| | UMBS MORTPASS | 4.00% 01/Jun/2049 946,389 | 987,424 | | 904,259 | | | |
| | UMBS MORTPASS | 4.00% 01/Dec/2041 198,447 | 210,447 | | 192,376 | | | |
| | UMBS MORTPASS | 4.00% 01/Feb/2043 31,490 | 33,262 | | 30,283 | | | |
| | UMBS MORTPASS | 3.00% 01/Sep/2043 908,248 | 872,770 | | 827,756 | | | |
| | UMBS MORTPASS | 3.00% 01/Sep/2032 1,730,301 | 1,806,542 | | 1,648,231 | | | |
| | SEASONED LOANS STRUCTURED | 2.75% 25/Nov/2029 1,077,951 | 1,101,224 | | 990,838 | | | |
| | GOVT NATIONAL MORTG ASSOC | 4.00% 20/Jun/2048 101,696 | 105,522 | | 97,253 | | | |
| | GOVT NATIONAL MORTG ASSOC | 7.50% 15/Mar/2029 1,317 | 1,401 | | 1,325 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/Jul/2042 846,138 | 823,663 | | 821,309 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/May/2037 19,124 | 18,834 | | 18,980 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/Mar/2037 48,096 | 47,367 | | 47,461 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/May/2066 346,438 | 345,464 | | 341,978 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/Mar/2049 504,445 | 504,208 | | 493,093 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/Mar/2049 331,773 | 331,461 | | 324,418 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/Jun/2044 463,698 | 462,394 | | 440,262 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/Oct/2072 771,543 | 770,217 | | 769,715 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/Dec/2072 400,000 | 399,875 | | 400,496 | | | |
| | HARBORVIEW MORTGAGE | FLT 25/Feb/2036 63,486 | 33,052 | | 20,385 | | | |
| | LUXE TRUST 2021- | FLT 15/Oct/2038 207,660 | 197,991 | | 198,545 | | | |
| | MFA 2022-INV3 TRUST | FLT 25/Dec/2066 431,043 | 431,041 | | 405,826 | | | |
| | MASTR ADJUSTABLE | FLT 25/Jan/2036 35,819 | 27,266 | | 32,393 | | | |
| | MORGAN STANLEY CAPITAL | 3.59% 15/Dec/2050 400,000 | 433,344 | | 369,599 | | | |
| | MORGAN STANLEY MO | FLT 25/Jul/2035 121,461 | 73,854 | | 105,265 | | | |
| | MORGAN STANLEY MO | FLT 25/Aug/2034 19,442 | 10,090 | | 18,466 | | | |
| | MORGAN STANLEY MO | FLT 25/Jun/2036 129,595 | 104,749 | | 120,965 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| MORTGAGE-BACKED SECURITIES (CONTINUED): | | | | |
| | MORGAN STANLEY MO | FLT 25/Jun/2037 201,632 | 95,251 | | 114,336 | | | |
| | MORGAN STANLEY BA | 3.73% 15/May/2048 600,000 | 654,680 | | 572,673 | | | |
| | MORGAN STANLEY CAPITAL | 4.07% 15/Mar/2052 200,000 | 228,297 | | 184,948 | | | |
| | NATIXIS COMMERCIA | FLT 15/Mar/2035 900,000 | 898,875 | | 874,349 | | | |
| | NEW ORLEANS HOTEL TRUST | FLT 15/Apr/2032 1,700,000 | 1,630,531 | | 1,614,968 | | | |
| | NEW RESIDENTIAL M | FLT 25/Oct/2058 149,799 | 149,799 | | 129,625 | | | |
| | PFP 2021-7 LTD 2021-7 A | FLT 14/Apr/2038 158,023 | 158,023 | | 153,517 | | | |
| | RBSGC MORTGAGE LO | FLT 25/Jan/2037 169,027 | 65,983 | | 58,995 | | | |
| | READY CAPITAL MOR | FLT 25/Jul/2036 891,657 | 852,647 | | 841,653 | | | |
| | RALI SERIES 2005-QA13 TR | FLT 25/Dec/2035 379,168 | 214,020 | | 301,033 | | | |
| | STRUCTURED ADJUSTABLE RA | FLT 25/Jan/2035 80,302 | 50,285 | | 75,794 | | | |
| | STRUCTURED ADJUSTABLE RA | FLT 25/May/2036 169,208 | 91,971 | | 126,152 | | | |
| | THARALDSON HOTEL | FLT 11/Nov/2034 567,056 | 566,702 | | 551,150 | | | |
| | THORNBURG MORTGAG | FLT 25/Sep/2037 36,223 | 27,579 | | 34,789 | | | |
| | TOWD POINT MORTGA | FLT 25/May/2058 516,126 | 520,078 | | 511,281 | | | |
| | TOWD POINT MORTGA | FLT 25/Oct/2059 339,344 | 339,754 | | 335,644 | | | |
| | UBS-BARCLAYS COMM | FLT 10/Mar/2046 726,574 | 5,010 | | 13 | | | |
| | VMC FINANCE 2021-FL4 LLC | FLT 16/Jun/2036 495,293 | 495,293 | | 463,724 | | | |
| | VASA TRUST 2021- | FLT 15/Jul/2039 1,400,000 | 1,400,000 | | 1,290,996 | | | |
| | WAIKIKI BEACH HOTEL TRUS | FLT 15/Dec/2033 550,000 | 538,313 | | 531,369 | | | |
| | WELLS FARGO COMME | 3.45% 15/Feb/2048 1,100,000 | 1,175,840 | | 1,047,198 | | | |
| | WELLS FARGO COMME | 4.02% 15/Mar/2052 300,000 | 341,355 | | 280,391 | | | |
| | WELLS FARGO COMME | 2.73% 15/Feb/2053 500,000 | 518,496 | | 424,846 | | | |
| | WELLS FARGO COMME | FLT 15/Feb/2037 700,000 | 676,703 | | 673,071 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.50% 25/Jan/2052 200,000 | 167,328 | | 169,593 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.00% 25/Feb/2053 2,500,000 | 2,230,078 | | 2,198,550 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.00% 25/Feb/2053 6,129,000 | 5,760,781 | | 5,754,803 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.50% 25/Jan/2053 700,000 | 674,543 | | 674,297 | | | |
| | BAMLL COMMERCIAL MORTG SECUR TR | FLT 15/Sep/2038 1,100,000 | 1,100,000 | | 1,031,275 | | | |
| | BSST 2022-1700 MO | FLT 15/Feb/2037 1,100,000 | 1,100,000 | | 1,023,258 | | | |
| | BX TRUST 2022-FOX | FLT 15/Apr/2039 2,100,000 | 1,932,000 | | 1,934,111 | | | |
| | BANC OF AMERICA F | FLT 25/Apr/2037 70,170 | 53,160 | | 61,775 | | | |
| | EUROPEAN LOAN CON | FLT 17/Feb/2030 293,372 | 326,802 | | 297,659 | | | |
| | CIM TRUST 2019-IN | FLT 25/Feb/2049 84,347 | 84,179 | | 81,205 | | | |
| | ALTERNATIVE LOAN TRUST | FLT 20/Dec/2046 288,445 | 159,236 | | 230,784 | | | |
| | CITIGROUP MORTGAG | FLT 25/Sep/2037 58,383 | 36,546 | | 49,945 | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| MORTGAGE-BACKED SECURITIES (CONTINUED): | | | | |
| | TOWD POINT MORTGA | FLT 20/Feb/2054 469,641 | 601,628 | | 563,428 | | | |
| | FEDERAL HOME LOAN MORTG CORP | FLT 15/Jan/2047 612,056 | 589,486 | | 589,275 | | | |
| | FEDERAL HOME LOAN MORTG CORP | FLT 15/Jul/2048 150,161 | 148,660 | | 144,173 | | | |
| | UMBS MORTPASS | 4.00% 01/Jul/2048 51,402 | 54,952 | | 49,039 | | | |
| | UMBS MORTPASS | 4.00% 01/Mar/2050 73,911 | 78,253 | | 70,148 | | | |
| | GS MORTGAGE SECUR | FLT 15/Aug/2039 2,200,000 | 2,189,000 | | 2,213,388 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/Aug/2068 293,806 | 290,047 | | 285,434 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/Oct/2072 4,411,565 | 4,411,565 | | 4,337,266 | | | |
| | HARBORVIEW MORTGAGE LOAN TR | FLT 20/Jun/2035 704,929 | 676,732 | | 625,838 | | | |
| | HARBORVIEW MORTGAGE LOAN TR | FLT 20/Jun/2035 572,374 | 558,064 | | 500,494 | | | |
| | HOMEWARD OPPORTUNITIES FUND | FLT 25/May/2065 16,001 | 16,001 | | 15,893 | | | |
| | MRCD 2019-MARK MO | 2.72% 15/Dec/2036 1,800,000 | 1,694,953 | | 1,655,400 | | | |
| | MILL CITY MORTGAGE LOAN TRUST | FLT 25/Jul/2059 121,648 | 122,216 | | 113,116 | | | |
| | MILL CITY MORTGAGE LOAN TRUST | FLT 25/Aug/2059 695,873 | 700,254 | | 651,053 | | | |
| | PFP 2021-8 LTD 20 | FLT 09/Aug/2037 1,669,058 | 1,603,965 | | 1,590,930 | | | |
| | TOWD POINT MORTGAGE FUNDING | FLT 20/Oct/2051 503,440 | 665,548 | | 603,701 | | | |
| | RALI SERIES 2006-QO6 TRUST | FLT 25/Jun/2046 123,788 | 102,966 | | 28,174 | | | |
| | RESIDENTIAL MORTGAGE SECURITIES | FLT 20/Jun/2070 328,836 | 420,515 | | 393,506 | | | |
| | TOWD POINT MORTGAGE TRUST | FLT 25/Oct/2057 623,150 | 636,124 | | 594,418 | | | |
| | TOWD POINT MORTGAGE TRUST | FLT 25/Mar/2058 1,389,683 | 1,425,077 | | 1,330,376 | | | |
| | TOWD POINT MORTGAGE TRUST | FLT 25/Mar/2058 241,748 | 260,332 | | 227,728 | | | |
| | TOWD POINT MORTGAGE TRUST | FLT 25/Oct/2059 542,950 | 543,607 | | 537,033 | | | |
| | | TOTAL MORTGAGE-BACKED SECURITIES | 165,931,128 | | 161,814,555 | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| OTHER: | | | | | |
| | FIDELITY GOVT PORTFOLIO - INST SHRS | 319,518,814 UNITS | 319,518,814 | | 319,518,814 | | | |
| | PIMCO FDS PAC INVT MGMT OPN-END FD | 1,417,665 UNITS | 16,382,790 | | 16,104,676 | | | |
| | | TR RECEIPT MISCELLANEOUS INCOME | 1 UNIT | 1 | | — | | | |
| | UNITED STATES OF AMERICA | 24,000,000 SHARES | 24,000,000 | | 24,000,000 | | | |
| | | TOTAL OTHER | | 359,901,605 | | 359,623,490 | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| DERIVATIVES RECEIVABLE: | | | | | |
| | 3MO EURO EURIBOR INTEREST RATE | FUTURE LONG EX 3/13/2023 | | (1,422,179) | | | |
| | 3MO EURO EURIBOR INTEREST RATE | VM EX 3/13/2023 SIZE 2,500 | (1,422,179) | | 1,422,179 | | | |
| | 90DAY EURO$ FUTR INTEREST RATE | FUTURE LONG EX 06/19/2023 | | 27,195 | | | |
| | 90DAY EURO$ FUTR INTEREST RATE | VM EX 06/19/2023 SIZE 2,500 | 27,195 | | (27,195) | | | |
| | AUST 10Y BOND FUT BOND | FUTURE LONG EX 3/15/2023 | | 30,446 | | | |
| | AUST 10Y BOND FUT BOND | VM EX 3/15/2023 SIZE 100,000 | 30,446 | | (30,446) | | | |
| | AUST 3YR BOND FUT BOND | FUTURE LONG EX 3/15/2023 | | 14,303 | | | |
| | AUST 3YR BOND FUT BOND | VM EX 3/15/2023 SIZE 100,000 | 14,303 | | (14,303) | | | |
| | CREDIT DEFAULT SWAP | EX 20/JUN/2023 200,000 | — | | 623 | | | |
| | CREDIT DEFAULT SWAP | EX 20/JUN/2024 100,000 | — | | 589 | | | |
| | CREDIT DEFAULT SWAP | EX 20/DEC/2024 50,000 | — | | 340 | | | |
| | CREDIT DEFAULT SWAP | EX 20/DEC/2024 100,000 | — | | 679 | | | |
| | CREDIT DEFAULT SWAP | EX 20/JUN/2026 100,000 | — | | 124 | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/DEC/2023 500,000 | | 2,684 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/DEC/2023 500,000 | 2,684 | | (2,684) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/DEC/2023 300,000 | | 1,610 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/DEC/2023 300,000 | 1,610 | | (1,610) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/DEC/2023 100,000 | | 537 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/DEC/2023 100,000 | 537 | | (537) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/DEC/2023 200,000 | | 1,074 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/DEC/2023 200,000 | 1,074 | | (1,074) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/DEC/2023 100,000 | | 537 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/DEC/2023 100,000 | 537 | | (537) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/DEC/2023 100,000 | | 537 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/DEC/2023 100,000 | 537 | | (537) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/DEC/2023 100,000 | | 537 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/DEC/2023 100,000 | 537 | | (537) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/DEC/2023 200,000 | | 1,022 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/DEC/2023 200,000 | 1,022 | | (1,022) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/JUN/2024 100,000 | | 682 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/JUN/2024 100,000 | 682 | | (682) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/JUN/2024 500,000 | | 3,408 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/JUN/2024 500,000 | 3,408 | | (3,408) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/DEC/2024 100,000 | | 823 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/DEC/2024 100,000 | 823 | | (823) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/JUN/2026 100,000 | | 635 | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| DERIVATIVES RECEIVABLE (CONTINUED): | | | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/JUN/2026 100,000 | 635 | | (635) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/JUN/2026 1,300,000 | | 63 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/JUN/2026 1,300,000 | 63 | | (63) | | | |
| | CREDIT INDEX SWAP | CIS EX 20/DEC/2027 700,000 | | 5,579 | | | |
| | CREDIT INDEX SWAP | VM EX 20/DEC/2027 700,000 | 5,579 | | (5,579) | | | |
| | CREDIT INDEX SWAP | CIS EX 20/DEC/2027 1,300,000 | | 10,361 | | | |
| | CREDIT INDEX SWAP | VM EX 20/DEC/2027 1,300,000 | 10,361 | | (10,361) | | | |
| | E-MINI RUSS 2000 EQUITY INDEX | FUTURE LONG EX 03/17/2023 | | 35,476 | | | |
| | E-MINI RUSS 2000 EQUITY INDEX | VM EX 03/17/2023 SIZE 50 | 35,476 | | (35,476) | | | |
| | EURO-BOBL FUTURE BOND | FUTURE LONG EX 03/08/2023 | | 172,810 | | | |
| | EURO-BOBL FUTURE BOND | VM EX 03/08/2023 SIZE 100,000 | 172,810 | | (172,810) | | | |
| | EURO-BTP FUTURE BOND | FUTURE LONG EX 03/08/2023 | | 743,194 | | | |
| | EURO-BTP FUTURE BOND | VM EX 03/08/2023 SIZE 100,000 | 743,194 | | (743,194) | | | |
| | EURO-BUND FUTURE BOND | FUTURE LONG EX 03/08/2023 | | 22,192 | | | |
| | EURO-BUND FUTURE BOND | VM EX 03/08/2023 SIZE 100,000 | 22,192 | | (22,192) | | | |
| | EURO-BUXL 30Y BND BOND | FUTURE LONG EX 03/08/2023 | | 421,217 | | | |
| | | EURO-BUXL 30Y BND BOND | VM EX 03/08/2023 SIZE 100,000 | 421,217 | | (421,217) | | | |
| | | EURO-OAT FUTURE BOND | FUTURE LONG EX 03/08/2023 | | 357,682 | | | |
| | | EURO-OAT FUTURE BOND | VM EX 03/08/2023 SIZE 100,000 | 357,682 | | (357,682) | | | |
| | | EURO-SCHATZ FUT BOND | FUTURE LONG EX 03/08/2023 | | 852,983 | | | |
| | | EURO-SCHATZ FUT BOND | VM EX 03/08/2023 SIZE 100,000 | 852,983 | | (852,983) | | | |
| | | FORWARD CURRENCY CONTRACTS - DKK | DKK RATE 7.1491 | | 5,745 | | | |
| | | FORWARD CURRENCY CONTRACTS - EUR | EUR RATE 0.955 | | 10,059 | | | |
| | | FORWARD CURRENCY CONTRACTS - EUR | EUR RATE 0.9402 | | 1,029 | | | |
| | FORWARD CURRENCY CONTRACTS - EUR | EUR RATE 0.9386 | | 1,240 | | | |
| | FORWARD CURRENCY CONTRACTS - EUR | EUR RATE 0.9413 | | 1,734 | | | |
| | FORWARD CURRENCY CONTRACTS - EUR | EUR RATE 0.9406 | | 1,840 | | | |
| | FORWARD CURRENCY CONTRACTS - EUR | EUR RATE 0.9381 | | 774 | | | |
| | FORWARD CURRENCY CONTRACTS - MXN | MXN RATE 20.0945 | | 1,871 | | | |
| | INFLATION INDEX SWAPTION | EX 22/JUN/2035 800,000 | — | | (159,522) | | | |
| | INFLATION SWAP | CPI EX 05/Feb/2023 2,750,000 | | 560,267 | | | |
| | INFLATION SWAP | VM EX 05/Feb/2023 2,750,000 | 560,267 | | (560,267) | | | |
| | INFLATION SWAP | CPI EX 13/Apr/2023 3,500,000 | | 682,652 | | | |
| | INFLATION SWAP | VM EX 13/Apr/2023 3,500,000 | 682,652 | | (682,652) | | | |
| | INFLATION SWAP | CPI EX 27/Apr/2023 490,000 | | 94,812 | | | |
| | INFLATION SWAP | VM EX 27/Apr/2023 490,000 | 94,812 | | (94,812) | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| DERIVATIVES RECEIVABLE (CONTINUED): | | | | | |
| | INFLATION SWAP | CPI EX 15/MAR/2024 300,000 | | 41,916 | | | |
| | INFLATION SWAP | VM EX 15/MAR/2024 300,000 | 41,916 | | (41,916) | | | |
| | INFLATION SWAP | CPI EX 15/MAR/2024 700,000 | | 97,803 | | | |
| | INFLATION SWAP | VM EX 15/MAR/2024 700,000 | 97,803 | | (97,803) | | | |
| | INFLATION SWAP | CPI EX 15/MAR/2024 100,000 | | 13,972 | | | |
| | INFLATION SWAP | VM EX 15/MAR/2024 100,000 | 13,972 | | (13,972) | | | |
| | INFLATION SWAP | CPI EX 24/Feb/2031 1,000,000 | | 147,862 | | | |
| | INFLATION SWAP | VM EX 24/Feb/2031 1,000,000 | 147,862 | | (147,862) | | | |
| | INFLATION SWAP | CPI EX 24/Feb/2031 900,000 | | 133,076 | | | |
| | INFLATION SWAP | VM EX 24/Feb/2031 900,000 | 133,076 | | (133,076) | | | |
| | INFLATION SWAP | CPI EX 26/Feb/2026 2,000,000 | | 279,930 | | | |
| | INFLATION SWAP | VM EX 26/Feb/2026 2,000,000 | 279,930 | | (279,930) | | | |
| | INFLATION SWAP | CPI EX 05/Mar/2026 2,400,000 | | 327,203 | | | |
| | INFLATION SWAP | VM EX 05/Mar/2026 2,400,000 | 327,203 | | (327,203) | | | |
| | INFLATION SWAP | CPI EX 13/May/2026 2,000,000 | | 234,334 | | | |
| | INFLATION SWAP | VM EX 13/May/2026 2,000,000 | 234,334 | | (234,334) | | | |
| | INFLATION SWAP | CPI EX 14/May/2026 800,000 | | 92,945 | | | |
| | INFLATION SWAP | VM EX 14/May/2026 800,000 | 92,945 | | (92,945) | | | |
| | INFLATION SWAP | CPI EX 26/Aug/2028 1,600,000 | | 152,150 | | | |
| | INFLATION SWAP | VM EX 26/Aug/2028 1,600,000 | 152,150 | | (152,150) | | | |
| | INFLATION SWAP | CPI EX 10/Sep/2028 500,000 | | 43,764 | | | |
| | INFLATION SWAP | VM EX 10/Sep/2028 500,000 | 43,764 | | (43,764) | | | |
| | INFLATION SWAP | CPI EX 15/Sep/2023 600,000 | | 136,663 | | | |
| | INFLATION SWAP | VM EX 15/Sep/2023 600,000 | 136,663 | | (136,663) | | | |
| | INFLATION SWAP | CPI EX 15/Dec/2026 600,000 | | 93,938 | | | |
| | INFLATION SWAP | VM EX 15/Dec/2026 600,000 | 93,938 | | (93,938) | | | |
| | INFLATION SWAP | CPI EX 15/JAN/2032 500,000 | | 63,907 | | | |
| | INFLATION SWAP | VM EX 15/JAN/2032 500,000 | 63,907 | | (63,907) | | | |
| | INFLATION SWAP | CPI EX 15/JAN/2032 900,000 | | 115,033 | | | |
| | INFLATION SWAP | VM EX 15/JAN/2032 900,000 | 115,033 | | (115,033) | | | |
| | INFLATION SWAP | CPI EX 15/MAY/2024 300,000 | | 30,996 | | | |
| | INFLATION SWAP | VM EX 15/MAY/2024 300,000 | 30,996 | | (30,996) | | | |
| | INFLATION SWAP | CPI EX 15/MAY/2024 200,000 | | 20,664 | | | |
| | INFLATION SWAP | VM EX 15/MAY/2024 200,000 | 20,664 | | (20,664) | | | |
| | INFLATION SWAP | CPI EX 15/MAY/2024 300,000 | | 30,996 | | | |
| | INFLATION SWAP | VM EX 15/MAY/2024 300,000 | 30,996 | | (30,996) | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| DERIVATIVES RECEIVABLE (CONTINUED): | | | | | |
| | INFLATION SWAP | CPI EX 15/MAY/2024 300,000 | | 31,792 | | | |
| | INFLATION SWAP | VM EX 15/MAY/2024 300,000 | 31,792 | | (31,792) | | | |
| | INFLATION SWAP | CPI EX 15/May/2032 600,000 | | 35,151 | | | |
| | INFLATION SWAP | VM EX 15/May/2032 600,000 | 35,151 | | (35,151) | | | |
| | INFLATION SWAP | CPI EX 15/May/2032 600,000 | | 35,151 | | | |
| | INFLATION SWAP | VM EX 15/May/2032 600,000 | 35,151 | | (35,151) | | | |
| | INFLATION SWAP | CPI EX 15/Jun/2032 600,000 | | 17,525 | | | |
| | INFLATION SWAP | VM EX 15/Jun/2032 600,000 | 17,525 | | (17,525) | | | |
| | INFLATION SWAP | CPI EX 15/Jun/2032 800,000 | | 23,367 | | | |
| | INFLATION SWAP | VM EX 15/Jun/2032 800,000 | 23,367 | | (23,367) | | | |
| | INFLATION SWAP | CPI EX 15/Jun/2024 800,000 | | 66,223 | | | |
| | INFLATION SWAP | VM EX 15/Jun/2024 800,000 | 66,223 | | (66,223) | | | |
| | INFLATION SWAP | CPI EX 15/Jun/2024 500,000 | | 42,509 | | | |
| | INFLATION SWAP | VM EX 15/Jun/2024 500,000 | 42,509 | | (42,509) | | | |
| | INFLATION SWAP | CPI EX 15/Jul/2032 600,000 | | 30,127 | | | |
| | INFLATION SWAP | VM EX 15/Jul/2032 600,000 | 30,127 | | (30,127) | | | |
| | INFLATION SWAP | CPI EX 15/May/2027 1,000,000 | | 48,133 | | | |
| | INFLATION SWAP | VM EX 15/May/2027 1,000,000 | 48,133 | | (48,133) | | | |
| | INFLATION SWAP | CPI EX 15/SEP/2032 2,400,000 | | 63,010 | | | |
| | INFLATION SWAP | VM EX 15/SEP/2032 2,400,000 | 63,010 | | (63,010) | | | |
| | INFLATION SWAP | CPI EX 15/OCT/2032 1,200,000 | | 39,926 | | | |
| | INFLATION SWAP | VM EX 15/OCT/2032 1,200,000 | 39,926 | | (39,926) | | | |
| | INTEREST RATE SWAP | IRS EX 20/Jun/2048 6,700,000 | | 1,238,008 | | | |
| | INTEREST RATE SWAP | VM EX 20/Jun/2048 6,700,000 | 1,238,008 | | (1,238,008) | | | |
| | INTEREST RATE SWAP | IRS EX 13/JAN/2050 1,700,000 | | 389,067 | | | |
| | INTEREST RATE SWAP | VM EX 13/JAN/2050 1,700,000 | 389,067 | | (389,067) | | | |
| | INTEREST RATE SWAP | IRS EX 30/Mar/2023 23,730,000 | | 262,934 | | | |
| | INTEREST RATE SWAP | VM EX 30/Mar/2023 23,730,000 | 262,934 | | (262,934) | | | |
| | INTEREST RATE SWAP | IRS EX 09/Jun/2041 2,740,000 | | 924,668 | | | |
| | INTEREST RATE SWAP | VM EX 09/Jun/2041 2,740,000 | 924,668 | | (924,668) | | | |
| | INTEREST RATE SWAP | IRS EX 09/Jun/2041 2,740,000 | | 924,668 | | | |
| | INTEREST RATE SWAP | VM EX 09/Jun/2041 2,740,000 | 924,668 | | (924,668) | | | |
| | INTEREST RATE SWAP | IRS EX 09/Jun/2041 2,300,000 | | 776,181 | | | |
| | INTEREST RATE SWAP | VM EX 09/Jun/2041 2,300,000 | 776,181 | | (776,181) | | | |
| | INTEREST RATE SWAP | IRS EX 09/Jun/2041 110,000 | | 37,122 | | | |
| | INTEREST RATE SWAP | VM EX 09/Jun/2041 110,000 | 37,122 | | (37,122) | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| DERIVATIVES RECEIVABLE (CONTINUED): | | | | | |
| | INTEREST RATE SWAP | IRS EX 09/Jun/2041 120,000 | | 40,496 | | | |
| | INTEREST RATE SWAP | VM EX 09/Jun/2041 120,000 | 40,496 | | (40,496) | | | |
| | INTEREST RATE SWAP | IRS EX 09/Jun/2041 120,000 | | 40,496 | | | |
| | INTEREST RATE SWAP | VM EX 09/Jun/2041 120,000 | 40,496 | | (40,496) | | | |
| | INTEREST RATE SWAP | IRS EX 09/Jun/2041 120,000 | | 40,496 | | | |
| | INTEREST RATE SWAP | VM EX 09/Jun/2041 120,000 | 40,496 | | (40,496) | | | |
| | INTEREST RATE SWAP | IRS EX 09/Jun/2041 120,000 | | 40,496 | | | |
| | INTEREST RATE SWAP | VM EX 09/Jun/2041 120,000 | 40,496 | | (40,496) | | | |
| | INTEREST RATE SWAP | IRS EX 09/Jun/2041 100,000 | | 33,747 | | | |
| | INTEREST RATE SWAP | VM EX 09/Jun/2041 100,000 | 33,747 | | (33,747) | | | |
| | INTEREST RATE SWAP | IRS EX 16/Jun/2051 3,300,000 | | 1,356,080 | | | |
| | INTEREST RATE SWAP | VM EX 16/Jun/2051 3,300,000 | 1,356,080 | | (1,356,080) | | | |
| | INTEREST RATE SWAP | IRS EX 16/Jun/2051 2,000,000 | | 821,867 | | | |
| | INTEREST RATE SWAP | VM EX 16/Jun/2051 2,000,000 | 821,867 | | (821,867) | | | |
| | INTEREST RATE SWAP | IRS EX 15/Dec/2026 500,000 | | 52,257 | | | |
| | INTEREST RATE SWAP | VM EX 15/Dec/2026 500,000 | 52,257 | | (52,257) | | | |
| | INTEREST RATE SWAP | IRS EX 15/Dec/2026 1,500,000 | | 156,770 | | | |
| | INTEREST RATE SWAP | VM EX 15/Dec/2026 1,500,000 | 156,770 | | (156,770) | | | |
| | INTEREST RATE SWAP | IRS EX 15/JUN/2051 700,000 | | 200,294 | | | |
| | INTEREST RATE SWAP | VM EX 15/JUN/2051 700,000 | 200,294 | | (200,294) | | | |
| | INTEREST RATE SWAP | IRS EX 22/JUN/2051 200,000 | | 57,497 | | | |
| | INTEREST RATE SWAP | VM EX 22/JUN/2051 200,000 | 57,497 | | (57,497) | | | |
| | INTEREST RATE SWAP | IRS EX 23/JUN/2051 200,000 | | 57,125 | | | |
| | INTEREST RATE SWAP | VM EX 23/JUN/2051 200,000 | 57,125 | | (57,125) | | | |
| | INTEREST RATE SWAP | IRS EX 23/JUN/2051 300,000 | | 84,443 | | | |
| | INTEREST RATE SWAP | VM EX 23/JUN/2051 300,000 | 84,443 | | (84,443) | | | |
| | INTEREST RATE SWAP | IRS EX 06/JUL/2051 400,000 | | 118,359 | | | |
| | INTEREST RATE SWAP | VM EX 06/JUL/2051 400,000 | 118,359 | | (118,359) | | | |
| | INTEREST RATE SWAP | IRS EX 08/JUL/2051 800,000 | | 243,639 | | | |
| | INTEREST RATE SWAP | VM EX 08/JUL/2051 800,000 | 243,639 | | (243,639) | | | |
| | INTEREST RATE SWAP | IRS EX 15/Jul/2031 700,000 | | 120,732 | | | |
| | INTEREST RATE SWAP | VM EX 15/Jul/2031 700,000 | 120,732 | | (120,732) | | | |
| | INTEREST RATE SWAP | IRS EX 15/Dec/2051 1,400,000 | | 387,365 | | | |
| | INTEREST RATE SWAP | VM EX 15/Dec/2051 1,400,000 | 387,365 | | (387,365) | | | |
| | INTEREST RATE SWAP | IRS EX 15/Dec/2051 200,000 | | 55,338 | | | |
| | INTEREST RATE SWAP | VM EX 15/Dec/2051 200,000 | 55,338 | | (55,338) | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| DERIVATIVES RECEIVABLE (CONTINUED): | | | | | |
| | INTEREST RATE SWAP | IRS EX 16/JUL/2051 600,000 | | 191,162 | | | |
| | INTEREST RATE SWAP | VM EX 16/JUL/2051 600,000 | 191,162 | | (191,162) | | | |
| | INTEREST RATE SWAP | IRS EX 21/Jul/2031 200,000 | | 34,464 | | | |
| | INTEREST RATE SWAP | VM EX 21/Jul/2031 200,000 | 34,464 | | (34,464) | | | |
| | INTEREST RATE SWAP | IRS EX 04/AUG/2051 400,000 | | 136,006 | | | |
| | INTEREST RATE SWAP | VM EX 04/AUG/2051 400,000 | 136,006 | | (136,006) | | | |
| | INTEREST RATE SWAP | IRS EX 12/AUG/2051 600,000 | | 188,928 | | | |
| | INTEREST RATE SWAP | VM EX 12/AUG/2051 600,000 | 188,928 | | (188,928) | | | |
| | INTEREST RATE SWAP | IRS EX 15/Nov/2028 3,200,000 | | 263,026 | | | |
| | INTEREST RATE SWAP | VM EX 15/Nov/2028 3,200,000 | 263,026 | | (263,026) | | | |
| | INTEREST RATE SWAP | IRS EX 10/Nov/2051 800,000 | | 248,712 | | | |
| | INTEREST RATE SWAP | VM EX 10/Nov/2051 800,000 | 248,712 | | (248,712) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2028 6,120,000 | | 806 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2028 6,120,000 | 806 | | (806) | | | |
| | INTEREST RATE SWAP | IRS EX 20/SEP/2027 23,000,000 | | 2,407 | | | |
| | INTEREST RATE SWAP | VM EX 20/SEP/2027 23,000,000 | 2,407 | | (2,407) | | | |
| | INTEREST RATE SWAP | IRS EX 08/Dec/2051 400,000 | | 137,064 | | | |
| | INTEREST RATE SWAP | VM EX 08/Dec/2051 400,000 | 137,064 | | (137,064) | | | |
| | INTEREST RATE SWAP | IRS EX 15/JUN/2032 9,800,000 | | 1,413,155 | | | |
| | INTEREST RATE SWAP | VM EX 15/JUN/2032 9,800,000 | 1,413,155 | | (1,413,155) | | | |
| | INTEREST RATE SWAP | IRS EX 15/JUN/2032 3,400,000 | | 490,029 | | | |
| | INTEREST RATE SWAP | VM EX 15/JUN/2032 3,400,000 | 490,029 | | (490,029) | | | |
| | INTEREST RATE SWAP | IRS EX 16/MAR/2042 730,000 | | 369,482 | | | |
| | INTEREST RATE SWAP | VM EX 16/MAR/2042 730,000 | 369,482 | | (369,482) | | | |
| | INTEREST RATE SWAP | IRS EX 16/MAR/2042 442,000 | | 223,714 | | | |
| | INTEREST RATE SWAP | VM EX 16/MAR/2042 442,000 | 223,714 | | (223,714) | | | |
| | INTEREST RATE SWAP | IRS EX 16/MAR/2042 1,028,000 | | 520,311 | | | |
| | INTEREST RATE SWAP | VM EX 16/MAR/2042 1,028,000 | 520,311 | | (520,311) | | | |
| | INTEREST RATE SWAP | IRS EX 04/Nov/2052 1,300,000 | | 651,764 | | | |
| | INTEREST RATE SWAP | VM EX 04/Nov/2052 1,300,000 | 651,764 | | (651,764) | | | |
| | INTEREST RATE SWAP | IRS EX 04/Nov/2052 1,200,000 | | 602,918 | | | |
| | INTEREST RATE SWAP | VM EX 04/Nov/2052 1,200,000 | 602,918 | | (602,918) | | | |
| | INTEREST RATE SWAP | IRS EX 08/Nov/2052 1,490,000 | | 746,774 | | | |
| | INTEREST RATE SWAP | VM EX 08/Nov/2052 1,490,000 | 746,774 | | (746,774) | | | |
| | INTEREST RATE SWAP | IRS EX 08/Nov/2052 810,000 | | 405,964 | | | |
| | INTEREST RATE SWAP | VM EX 08/Nov/2052 810,000 | 405,964 | | (405,964) | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| DERIVATIVES RECEIVABLE (CONTINUED): | | | | | |
| | INTEREST RATE SWAP | IRS EX 15/JUN/2032 5,500,000 | | 792,225 | | | |
| | INTEREST RATE SWAP | VM EX 15/JUN/2032 5,500,000 | 792,225 | | (792,225) | | | |
| | INTEREST RATE SWAP | IRS EX 13/SEP/2024 4,100,000 | | 5,455 | | | |
| | INTEREST RATE SWAP | VM EX 13/SEP/2024 4,100,000 | 5,455 | | (5,455) | | | |
| | INTEREST RATE SWAP | IRS EX 09/Dec/2052 1,200,000 | | 38,607 | | | |
| | INTEREST RATE SWAP | VM EX 09/Dec/2052 1,200,000 | 38,607 | | (38,607) | | | |
| | INTEREST RATE SWAP | IRS EX 09/Dec/2052 200,000 | | 6,435 | | | |
| | INTEREST RATE SWAP | VM EX 09/Dec/2052 200,000 | 6,435 | | (6,435) | | | |
| | INTEREST RATE SWAP | IRS EX 09/Dec/2052 200,000 | | 6,435 | | | |
| | INTEREST RATE SWAP | VM EX 09/Dec/2052 200,000 | 6,435 | | (6,435) | | | |
| | INTEREST RATE SWAP | IRS EX 09/Dec/2052 200,000 | | 6,435 | | | |
| | INTEREST RATE SWAP | VM EX 09/Dec/2052 200,000 | 6,435 | | (6,435) | | | |
| | INTEREST RATE SWAP | IRS EX 09/Dec/2052 100,000 | | 3,217 | | | |
| | INTEREST RATE SWAP | VM EX 09/Dec/2052 100,000 | 3,217 | | (3,217) | | | |
| | INTEREST RATE SWAP | IRS EX 09/Dec/2052 100,000 | | 3,217 | | | |
| | INTEREST RATE SWAP | VM EX 09/Dec/2052 100000 | 3,217 | | (3,217) | | | |
| | JPN 10Y BOND(OSE) BOND | FUTURE LONG EX 03/13/2023 | | 384,660 | | | |
| | JPN 10Y BOND(OSE) BOND | VM EX 03/13/2023 SIZE 100,000,000 | 384,660 | | (384,660) | | | |
| | LONG GILT FUTURE BOND | FUTURE LONG EX 3/29/2023 | | (55,450) | | | |
| | LONG GILT FUTURE BOND | VM EX 3/29/2023 SIZE 100,000 | (55,450) | | 55,450 | | | |
| | PURCHASE OPTIONS | CALL SCTY EX 06/22/2023 1 | 246,000 | | 918,737 | | | |
| | PURCHASE OPTIONS | CALL SCTY EX 06/22/2023 1 | 239,686 | | 904,220 | | | |
| | PURCHASE OPTIONS | CALL SCTY EX 06/28/2023 1 | 543,200 | | 2,103,419 | | | |
| | PURCHASE OPTIONS | CALL SCTY EX 09/11/2023 1 | 70,500 | | 75,402 | | | |
| | PURCHASE OPTIONS | CALL SCTY EX 09/11/2023 1 | 70,680 | | 74,600 | | | |
| | PURCHASE OPTIONS | CALL SCTY EX 11/13/2023 1 | 163,293 | | 543,174 | | | |
| | PURCHASE OPTIONS | PUT SCTY EX 01/31/2023 1 | 48,534 | | — | | | |
| | PURCHASE OPTIONS | PUT SCTY EX 02/02/2023 1 | 48,000 | | — | | | |
| | PURCHASE OPTIONS | PUT SCTY EX 02/23/2023 1 | 167,750 | | 28 | | | |
| | PURCHASE OPTIONS | PUT SCTY EX 05/31/2023 1 | 158,400 | | 17,320 | | | |
| | PURCHASE OPTIONS | PUT SCTY EX 04/26/2023 1 | 50,173 | | 3,198 | | | |
| | SHORT EURO-BTP FU BOND | FUTURE LONG EX 03/08/2023 | | 107,852 | | | |
| | SHORT EURO-BTP FU BOND | VM EX 03/08/2023 SIZE 100,000 | 107,852 | | (107,852) | | | |
| | SPOT CURRENCY CONTRACTS - EUR | EUR RATE 0.8291 | | (272) | | | |
| | US 10YR NOTE (CBT) BOND | FUTURE LONG EX 3/22/2023 | | (10,413) | | | |
| | US 10YR NOTE (CBT) BOND | VM EX 3/22/2023 SIZE 100,000 | (10,413) | | 10,413 | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| DERIVATIVES RECEIVABLE (CONTINUED): | | | | | |
| | US 10YR NOTE (CBT) BOND | FUTURE LONG EX 3/22/2023 | | 136,488 | | | |
| | US 10YR NOTE (CBT) BOND | VM EX 3/22/2023 SIZE 100,000 | 136,488 | | (136,488) | | | |
| | US 10YR ULTRA FUT BOND | FUTURE LONG EX 3/22/2023 | | (97,588) | | | |
| | US 10YR ULTRA FUT BOND | VM EX 3/22/2023 SIZE 100,000 | (97,588) | | 97,588 | | | |
| | US 2YR NOTE (CBT) BOND | FUTURE LONG EX 03/31/2023 | | 12,396 | | | |
| | US 2YR NOTE (CBT) BOND | VM EX 03/31/2023 SIZE 200,000 | 12,396 | | (12,396) | | | |
| | US 2YR NOTE (CBT) BOND | FUTURE LONG EX 03/31/2023 | | (3,488) | | | |
| | US 2YR NOTE (CBT) BOND | VM EX 03/31/2023 SIZE 200,000 | (3,488) | | 3,488 | | | |
| | US 5YR NOTE (CBT) BOND | FUTURE LONG EX 03/31/2023 | | (316,700) | | | |
| | US 5YR NOTE (CBT) BOND | VM EX 03/31/2023 SIZE 100,000 | (316,700) | | 316,700 | | | |
| | US LONG BOND(CBT) BOND | FUTURE LONG EX 3/22/2023 | | 97,646 | | | |
| | US LONG BOND(CBT) BOND | VM EX 3/22/2023 SIZE 100,000 | 97,646 | | (97,646) | | | |
| | US ULTRA BOND CBT BOND | FUTURE LONG EX 3/22/2023 | | (2,831) | | | |
| | US ULTRA BOND CBT BOND | VM EX 3/22/2023 SIZE 100,000 | (2,831) | | 2,831 | | | |
| | TOTAL DERIVATIVES RECEIVABLE | | 23,120,850 | | 4,506,951 | | | |
| | | | | | | |
| | | | | | | |
| COLLECTIVE INVESTMENT FUNDS: | | | | | |
| | | BLCKRCK DEVELOPED REAL | 25,223,295 UNITS | 265,894,902 | | 267,533,396 | | | |
| | | BLCKRCK EAFE EQUITY | 223,612,023 UNITS | 2,310,800,751 | | 2,495,264,207 | | | |
| | | BLCKRCK EAFE SMALL CAP | 29,059,771 UNITS | 299,658,782 | | 301,413,751 | | | |
| | BLCKRCK EMER MARKETS | 113,337,068 UNITS | 1,171,737,167 | | 1,063,203,698 | | | |
| | BLCKRCK EQUITY INDEX | 509,964,419 UNITS | 6,018,600,866 | | 7,981,504,124 | | | |
| | BLCKRCK RUSSELL GROWTH 1000 | 126,992,756UNITS | 1,432,912,115 | | 2,089,488,017 | | | |
| | BLCKRCK RUSSELL VALUE 1000 | 107,136,404 UNITS | 1,120,953,701 | | 1,508,555,558 | | | |
| | BLCKRCK RUSSELL 2000 | 89,268,668 UNITS | 980,629,571 | | 1,079,713,465 | | | |
| | BLCKRCK U.S. DEBT | 143,165,100 UNITS | 1,545,061,638 | | 1,447,714,121 | | | |
| | BLCKRCK U.S. TIPS U/A | 8,147,795 UNITS | 89,379,666 | | 90,280,824 | | | |
| * | | JPMAM EMBI GLOBAL FUND | 7,519,614 UNITS | 119,704,932 | | 115,426,074 | | | |
| * | | JPMCB CORE BOND FUND | 25,669,034 UNITS | 487,205,184 | | 499,006,028 | | | |
| * | | JPMCB LIQUIDITY | 142,604,847 UNITS | 142,604,847 | | 142,604,847 | | | |
| | BLCKRCK SHORT-TERM | 40,472,036 UNITS | 40,472,035 | | 40,472,036 | | | |
| | SSGA S&P MIDCAP INDEX | 95,754,539 UNITS | 1,181,470,777 | | 1,837,529,604 | | | |
| | | TOTAL COLLECTIVE INVESTMENT FUNDS | 17,207,086,934 | | 20,959,709,750 | | | |
| | | | | | | |
| | | SUBTOTAL INVESTMENTS AT FAIR VALUE | 26,949,052,533 | | 32,522,308,003 | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| SYNTHETIC GUARANTEED INVESTMENT CONTRACTS: | | | | |
| * | | JPMAM/VOYA CONTRACT MCA | Contract Wrapper - 2.40% | 50,531,497 | | 50,531,497 | | | |
| * | | JPMAM/TRANSAMERICA WRP CONTRACT | Contract Wrapper - 2.41% | 49,720,970 | | 49,720,970 | | | |
| * | | JPMAM/METLIFE GAC | Contract Wrapper - 2.52% | 54,027,348 | | 54,027,348 | | | |
| * | | JPMAM/PRUD'L WRAP CONTRACT | Contract Wrapper - 2.48% | 56,339,108 | | 56,339,108 | | | |
| * | | JPMC INTERMEDT AGGREGATE SEP ACCT | Separate Acct 2,559,827,516 UNITS | 2,349,208,593 | | 2,349,208,593 | | | |
| | | TOTAL SYNTHETIC GUARANTEED INVESTMENT CONTRACTS | | 2,559,827,516 | | 2,559,827,516 | | | |
| | TOTAL INVESTMENTS | | 29,508,880,049 | | 35,082,135,519 | | | |
| * | | NOTES RECVBL FROM PARTICIPANTS | INT RATE: 3.25 – 9.20% | N/A | 530,163,208 | | | |
| | TOTAL INVESTMENTS INCLUDING NOTES RECEIVABLE FROM PARTICIPANTS | $ | 29,508,880,049 | | $ | 35,612,298,727 | | | |
| | | | | | | |
| * PARTY-IN-INTEREST AS DEFINED BY ERISA | | | | |
| | | | |
| | | | | | | |
| GLOSSARY OF ACRONYMS | | | | |
| FLT: FLOATING/VARIABLE RATE | | | | |
| ZCP: ZERO COUPON | | | | |
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2022
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
| | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR
MATURITY VALUE | COSTS OF
ACQUISITIONS | PROCEEDS OF
DISPOSITION |
| FOLLOWING ARE THE PURCHASES AND SALES OF NON-EXCLUDED ASSETS: | |
| DERIVATIVES: | | |
| | E-MINI RUSS 2000 EQUITY INDEX | EXPIRES 12/16/2022 SIZE 50 | $ | — | | $ | (1,488,679) | |
| | E-MINI RUSS 2000 EQUITY INDEX | EXPIRES 09/16/2022 SIZE 50 | — | | 757,177 | |
| | 10 YEAR US TREASURY NOTES CA | CALL SCTY EX 02/18/2022 100,000 | 2,331 | | (1) | |
| | BOND OPTION - BOP | EXPIRES 04/22/2022 SIZE 100,000 | — | | 11,490 | |
| | SWAPTION - SOP | CALL SCTY EX 04/06/2023 1 | (167,560) | | 229,173 | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 09/07/2022 1 | 1,594 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 09/07/2022 1 | 2,969 | | (195) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 09/07/2022 1 | 1,469 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 914 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 914 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 05/05/2022 1 | 1,156 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 05/05/2022 1 | 1,156 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 06/06/2022 1 | 1,078 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 813 | | — | |
| | | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 813 | | — | |
| | | BOND OPTION - BOP | CALL SCTY SWP-USD EX 03/07/2022 1 | 969 | | (94) | |
| | | BOND OPTION - BOP | CALL SCTY SWP-USD EX 03/07/2022 1 | 1,211 | | (117) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 03/07/2022 1 | 363 | | (23) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 03/07/2022 1 | 727 | | (47) | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 1,137 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 1,875 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 1,875 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 06/06/2022 1 | 7,109 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 06/06/2022 1 | 9,844 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 320 | | (16) | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 813 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 813 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 375 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 375 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 1,219 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 1,625 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 1,625 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 2,438 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 1,160 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 1,160 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 1,516 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 4,926 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 750 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 1,125 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 05/05/2022 1 | 1,031 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 05/05/2022 1 | 1,031 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 05/05/2022 1 | 1,652 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 05/05/2022 1 | 2203 | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 969 | | (63) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 906 | | (63) | |
| | | | | |
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2022
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
| | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR
MATURITY VALUE | COSTS OF
ACQUISITIONS | PROCEEDS OF
DISPOSITION |
| DERIVATIVES (CONTINUED): | | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 906 | | (63) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 453 | | (39) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 914 | | (63) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 914 | | (63) | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 06/06/2022 1 | 1,734 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 06/06/2022 1 | 1,563 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 09/07/2022 1 | 4,500 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 03/07/2022 1 | 188 | | (20) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 03/07/2022 1 | 563 | | (39) | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 1,219 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 563 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 563 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 797 | | (23) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 1,250 | | (39) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 1,250 | | (39) | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 05/05/2022 1 | 938 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 844 | | (63) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 844 | | (63) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 1,266 | | (94) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 1,266 | | (94) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 1,453 | | (94) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 1,938 | | (125) | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 05/05/2022 1 | 1,172 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 422 | | (27) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 844 | | (55) | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 05/05/2022 1 | 2,813 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 05/05/2022 1 | 2,344 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 06/06/2022 1 | 6,297 | | (355) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 06/06/2022 1 | 8,719 | | (492) | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 06/06/2022 1 | 1,266 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 06/06/2022 1 | 1,688 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 07/07/2022 1 | 8,625 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 07/07/2022 1 | 1,547 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 09/07/2022 1 | 1,531 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 09/07/2022 1 | 1,055 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 03/07/2022 1 | 953 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 03/07/2022 1 | 1,430 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 500 | | (63) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 500 | | (63) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 461 | | (63) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 219 | | (16) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 219 | | (16) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 809 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 1,078 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 539 | | (47) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 625 | | (59) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 938 | | (88) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 1,313 | | (117) | |
| | | | | |
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2022
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
| | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR
MATURITY VALUE | COSTS OF
ACQUISITIONS | PROCEEDS OF
DISPOSITION |
| DERIVATIVES (CONTINUED): | | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 1,969 | | (176) | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 281 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 281 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 1,172 | | (78) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 3,809 | | (254) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 867 | | (59) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 578 | | (16) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 750 | | (63) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 750 | | (63) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 1,125 | | (94) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 1,500 | | (125) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 06/06/2022 1 | 1,266 | | (59) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 07/07/2022 1 | 1,453 | | (70) | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 07/07/2022 1 | 3,445 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 09/07/2022 1 | 3,625 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 03/07/2022 1 | 594 | | (16) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 656 | | (70) | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 03/07/2022 1 | 438 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 03/07/2022 1 | 656 | | — | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 03/07/2022 1 | 656 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/14/2022 1 | 1,102 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/14/2022 1 | 1,102 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 2,250 | | (188) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 1,875 | | (156) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 06/06/2022 1 | 891 | | (70) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 06/06/2022 1 | 1,188 | | (94) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 313 | | (23) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 313 | | (23) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 07/07/2022 1 | 5,953 | | (375) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 07/07/2022 1 | 996 | | (117) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 07/07/2022 1 | 1,660 | | (78) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 03/07/2022 1 | 316 | | (59) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 03/07/2022 1 | 316 | | (59) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 03/07/2022 1 | 219 | | (31) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 03/07/2022 1 | 375 | | (59) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 03/07/2022 1 | 375 | | (59) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 180 | | (16) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 04/06/2022 1 | 180 | | (16) | |
| | BOND OPTION - BOP | PUT SCTY SWP-USD EX 04/06/2022 1 | 164 | | — | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 1,031 | | (47) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 05/05/2022 1 | 1,375 | | (63) | |
| | BOND OPTION - BOP | CALL SCTY SWP-USD EX 07/07/2022 1 | 2,188 | | (273) | |
| | CREDIT DEFAULT SWAP | CDS COLOM 10.375 2@1 %USD 20/JUN/2027 | — | | — | |
| | CREDIT DEFAULT SWAP | CDS T 3.8 02/15/27@1 %USD 20/DEC/2022 | — | | — | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.38-V@1 %USD 20/JUN/2027 | — | | — | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.38-V@1 %USD 20/JUN/2027 | — | | — | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.38-V@1 %USD 20/JUN/2027 | — | | — | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.38-V@1 %USD 20/JUN/2027 | — | | — | |
| | | | | |
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2022
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
| | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR
MATURITY VALUE | COSTS OF
ACQUISITIONS | PROCEEDS OF
DISPOSITION |
| DERIVATIVES (CONTINUED): | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.38-V@1 %USD 20/JUN/2027 | — | | — | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.38-V@1 %USD 20/JUN/2027 | — | | — | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.38-V@1 %USD 20/JUN/2027 | — | | — | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.38-V@1 %USD 20/JUN/2027 | — | | — | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.38-V@1 %USD 20/JUN/2027 | — | | — | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.38-V@1 %USD 20/JUN/2027 | — | | — | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.38-V@1 %USD 20/JUN/2027 | — | | — | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.38-V@1 %USD 20/JUN/2027 | — | | — | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.38-V@1 %USD 20/JUN/2027 | — | | — | |
| | CREDIT INDEX SWAP | CDI ITRAXX.EUROPE.@1 %EUR 20/DEC/2026 | — | | — | |
| | CREDIT INDEX SWAP | CDI ITRAXX.EUROPE.@1 %EUR 20/DEC/2026 | — | | — | |
| | CREDIT INDEX SWAP | CDI ITRAXX.EUROPE.@1 %EUR 20/JUN/2027 | — | | — | |
| | CREDIT INDEX SWAP | CDI ITRAXX.EUROPE.@1 %EUR 20/JUN/2027 | — | | — | |
| | CREDIT INDEX SWAP | CDI ITRAXX.EUROPE.@1 %EUR 20/DEC/2026 | — | | — | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.39-V@1 %USD 20/DEC/2027 | — | | — | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.39-V@1 %USD 20/DEC/2027 | — | | — | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.39-V@1 %USD 20/DEC/2027 | — | | — | |
| | INFLATION SWAP | HICPXT 0.0000 EUR 15/May/2027 | — | | — | |
| | INFLATION SWAP | HICPXT 0.0000 EUR 15/Jun/2032 | — | | — | |
| | INFLATION SWAP | USCPI 0.0000 USD 01/May/2022 | — | | — | |
| | INTEREST RATE SWAP | IRS 1.763 /LIBOR 0.0000 USD 12/Jan/2032 | — | | — | |
| | INTEREST RATE SWAP | IRS 1.8375 /LIBOR 0.0000 USD 12/Jan/2052 | — | | — | |
| | INTEREST RATE SWAP | IRS 1.805 /LIBOR 0.0000 USD 18/Jan/2052 | — | | — | |
| | INTEREST RATE SWAP | IRS 1.685 /LIBOR 0.0000 USD 18/Jan/2032 | — | | — | |
| | INTEREST RATE SWAP | IRS 1.605 /LIBOR 0.0000 USD 18/Jan/2029 | — | | — | |
| | INTEREST RATE SWAP | IRS 1.685 /LIBOR 0.0000 USD 18/Jan/2032 | — | | — | |
| | INTEREST RATE SWAP | IRS 1.82 /LIBOR 0.0000 USD 20/Jan/2052 | — | | — | |
| | INTEREST RATE SWAP | IRS 1.518 /LIBOR 0.0000 USD 20/Jan/2029 | — | | — | |
| | INTEREST RATE SWAP | IRS 1.867 /LIBOR 0.0000 USD 26/Jan/2052 | — | | — | |
| | INTEREST RATE SWAP | IRS 1.63 /LIBOR 0.0000 USD 26/Jan/2029 | — | | — | |
| | INTEREST RATE SWAP | IRS 1.768 /LIBOR 0.0000 USD 02/Feb/2032 | — | | — | |
| | INTEREST RATE SWAP | IRS 1.91 /LIBOR 0.0000 USD 02/Feb/2052 | — | | — | |
| | OVERNIGHT INDEX SWAP | OIS SOFR 0 /1.65% USD 08/FEB/2032 | — | | — | |
| | OVERNIGHT INDEX SWAP | OIS SOFR 0 /1.6175% USD 09/FEB/2029 | — | | — | |
| | OVERNIGHT INDEX SWAP | OIS SOFR 0 /1.845% USD 15/FEB/2052 | — | | — | |
| | OVERNIGHT INDEX SWAP | OIS SOFR 0 /1.845% USD 15/FEB/2052 | — | | — | |
| | OVERNIGHT INDEX SWAP | OIS SOFR 0 /1.788% USD 16/FEB/2052 | — | | — | |
| | OVERNIGHT INDEX SWAP | OIS SOFR 0 /1.788% USD 16/FEB/2052 | — | | — | |
| | OVERNIGHT INDEX SWAP | OIS SOFR 0 /1.78% USD 24/FEB/2052 | — | | — | |
| | OVERNIGHT INDEX SWAP | OIS SOFR 0 /1.93% USD 24/MAR/2052 | — | | — | |
| | OVERNIGHT INDEX SWAP | OIS SOFR 0 /1.859% USD 05/APR/2052 | — | | — | |
| | OVERNIGHT INDEX SWAP | OIS SONI 0 /1.6% GBP 18/MAY/2032 | — | | — | |
| | OVERNIGHT INDEX SWAP | OIS SOFR 0 /2.63% USD 10/AUG/2032 | — | | — | |
| | OVERNIGHT INDEX SWAP | OIS SOFR 0 /2.56% USD 17/AUG/2032 | — | | — | |
| | OVERNIGHT INDEX SWAP | OIS SOFR 0 /2.85% USD 29/AUG/2032 | — | | — | |
| | OVERNIGHT INDEX SWAP | OIS SONI 0 /2% GBP 15/MAR/2053 | — | | — | |
| | OVERNIGHT INDEX SWAP | OIS SOFR 0 /3.14% USD 04/OCT/2032 | — | | — | |
| | OVERNIGHT INDEX SWAP | OIS SOFR 0 /3.35% USD 14/DEC/2032 | — | | — | |
| | | | | |
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2022
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
| | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR
MATURITY VALUE | COSTS OF
ACQUISITIONS | PROCEEDS OF
DISPOSITION |
| DERIVATIVES (CONTINUED): | | |
| | AUST 10Y BOND FUT BOND | EXPIRES 12/15/2022 SIZE 100,000 | — | | (14,327) | |
| | AUST 10Y BOND FUT BOND | EXPIRES 06/15/2022 SIZE 100,000 | — | | 59,772 | |
| | AUST 10Y BOND FUT BOND | EXPIRES 09/15/2022 SIZE 100,000 | — | | 808 | |
| | AUST 3YR BOND FUT BOND | EXPIRES 12/15/2022 SIZE 100,000 | — | | (7,338) | |
| | AUST 3YR BOND FUT BOND | EXPIRES 06/15/2022 SIZE 100,000 | — | | 40,409 | |
| | AUST 3YR BOND FUT BOND | EXPIRES 09/15/2022 SIZE 100,000 | — | | (4,606) | |
| | E-MINI RUSS 2000 EQUITY INDEX | EXPIRES 06/17/2022 SIZE 50 | — | | (1,488,005) | |
| | EURO-BOBL FUTURE BOND | EXPIRES 12/08/2022 SIZE 100,000 | — | | 15,384 | |
| | EURO-BOBL FUTURE BOND | EXPIRES 06/08/2022 SIZE 100,000 | — | | 507,626 | |
| | EURO-BOBL FUTURE BOND | EXPIRES 09/08/2022 SIZE 100,000 | — | | 620,757 | |
| | EURO-BTP FUTURE BOND | EXPIRES 12/08/2022 SIZE 100,000 | — | | (232,412) | |
| | EURO-BTP FUTURE BOND | EXPIRES 06/08/2022 SIZE 100,000 | — | | 1,302,792 | |
| | EURO-BTP FUTURE BOND | EXPIRES 09/08/2022 SIZE 100,000 | — | | (155,545) | |
| | EURO-BUND FUTURE BOND | EXPIRES 12/08/2022 SIZE 100,000 | — | | (4,091) | |
| | EURO-BUND FUTURE BOND | EXPIRES 06/08/2022 SIZE 100,000 | — | | 300,115 | |
| | EURO-BUND FUTURE BOND | EXPIRES 09/08/2022 SIZE 100,000 | — | | 651,595 | |
| | EURO-BUXL 30Y BND BOND | EXPIRES 12/08/2022 SIZE 100,000 | — | | (62,378) | |
| | EURO-BUXL 30Y BND BOND | EXPIRES 06/08/2022 SIZE 100,000 | — | | 2,009,062 | |
| | EURO-BUXL 30Y BND BOND | EXPIRES 09/08/2022 SIZE 100,000 | — | | 103,999 | |
| | EURO-OAT FUTURE BOND | EXPIRES 12/08/2022 SIZE 100,000 | — | | 30,936 | |
| | EURO-OAT FUTURE BOND | EXPIRES 06/08/2022 SIZE 100,000 | — | | 265,525 | |
| | EURO-OAT FUTURE BOND | EXPIRES 09/08/2022 SIZE 100,000 | — | | 182,187 | |
| | EURO-SCHATZ FUT BOND | EXPIRES 12/08/2022 SIZE 100,000 | — | | 422,365 | |
| | EURO-SCHATZ FUT BOND | EXPIRES 06/08/2022 SIZE 100,000 | — | | 743,092 | |
| | EURO-SCHATZ FUT BOND | EXPIRES 09/08/2022 SIZE 100,000 | — | | 154,392 | |
| | FED FUND 30DAY | EXPIRES 04/29/2022 SIZE 4,167 | — | | (3,294) | |
| | JPN 10Y BOND(OSE) BOND | EXPIRES 09/12/2022 SIZE 100,000,000 | — | | 1,655 | |
| | JPN 10Y BOND(OSE) BOND | EXPIRES 12/13/2022 SIZE 100,000,000 | — | | (96,480) | |
| | JPN 10Y BOND(OSE) BOND | EXPIRES 06/13/2022 SIZE 100,000,000 | — | | 14,884 | |
| | LONG GILT FUTURE BOND | EXPIRES 12/28/2022 SIZE 100,000 | — | | (7,688) | |
| | LONG GILT FUTURE BOND | EXPIRES 06/28/2022 SIZE 100,000 | — | | (163,582) | |
| | LONG GILT FUTURE BOND | EXPIRES 09/28/2022 SIZE 100,000 | — | | (60,206) | |
| | SHORT EURO-BTP FU BOND | EXPIRES 12/08/2022 SIZE 100,000 | — | | (48,466) | |
| | SHORT EURO-BTP FU BOND | EXPIRES 06/08/2022 SIZE 100,000 | — | | 170,649 | |
| | SHORT EURO-BTP FU BOND | EXPIRES 09/08/2022 SIZE 100,000 | — | | 78,387 | |
| | US LONG BOND(CBT) BOND | EXPIRES 12/20/2022 SIZE 100,000 | — | | 735,117 | |
| | US LONG BOND(CBT) BOND | EXPIRES 06/21/2022 SIZE 100,000 | — | | 653,200 | |
| | US LONG BOND(CBT) BOND | EXPIRES 09/21/2022 SIZE 100,000 | — | | 183,369 | |
| | US ULTRA BOND CBT BOND | EXPIRES 12/20/2022 SIZE 100,000 | — | | (474,536) | |
| | US ULTRA BOND CBT BOND | EXPIRES 06/21/2022 SIZE 100,000 | — | | 222,436 | |
| | US ULTRA BOND CBT BOND | EXPIRES 09/21/2022 SIZE 100,000 | — | | (101,076) | |
| | US 10YR NOTE (CBT) BOND | EXPIRES 12/20/2022 SIZE 100,000 | — | | 1,068,276 | |
| | US 10YR NOTE (CBT) BOND | EXPIRES 06/21/2022 SIZE 100,000 | — | | 762,048 | |
| | US 10YR NOTE (CBT) BOND | EXPIRES 09/21/2022 SIZE 100,000 | — | | 19,151 | |
| | US 10YR NOTE (CBT) BOND | EXPIRES 12/20/2022 SIZE 100,000 | — | | 259,068 | |
| | US 10YR ULTRA FUT BOND | EXPIRES 06/21/2022 SIZE 100,000 | — | | 1,323,639 | |
| | US 10YR ULTRA FUT BOND | EXPIRES 09/21/2022 SIZE 100,000 | — | | (14,378) | |
| | | | | |
| | | | | |
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2022
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
| | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR
MATURITY VALUE | COSTS OF
ACQUISITIONS | PROCEEDS OF
DISPOSITION |
| DERIVATIVES (CONTINUED): | | |
| | US 2YR NOTE (CBT) BOND | EXPIRES 12/30/2022 SIZE 200,000 | — | | 2,268,411 | |
| | US 2YR NOTE (CBT) BOND | EXPIRES 06/30/2022 SIZE 200,000 | — | | 1,211,780 | |
| | US 2YR NOTE (CBT) BOND | EXPIRES 09/30/2022 SIZE 200,000 | — | | 706,197 | |
| | US 5YR NOTE (CBT) BOND | EXPIRES 12/30/2022 SIZE 100,000 | — | | (216,932) | |
| | US 5YR NOTE (CBT) BOND | EXPIRES 06/30/2022 SIZE 100,000 | — | | (546,506) | |
| | US 5YR NOTE (CBT) BOND | EXPIRES 09/30/2022 SIZE 100,000 | — | | (85,137) | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 05/18/2022 1 | 647 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 05/18/2022 1 | 732 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 05/18/2022 1 | 827 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 05/18/2022 1 | 888 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 05/18/2022 1 | 681 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 05/18/2022 1 | 964 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 04/20/2022 1 | 880 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 06/15/2022 1 | 1,017 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | CALL SCTY EX 08/17/2022 1 | 440 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | CALL SCTY EX 08/17/2022 1 | 550 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 06/15/2022 1 | 3,411 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 05/18/2022 1 | 1,264 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 05/18/2022 1 | 971 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 06/15/2022 1 | 1,706 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 06/15/2022 1 | 5,685 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 05/18/2022 1 | 908 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 05/18/2022 1 | 799 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 06/15/2022 1 | 3,726 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 06/15/2022 1 | 3,519 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 06/15/2022 1 | 2,526 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 06/15/2022 1 | 2,424 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 07/20/2022 1 | 3,625 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 07/20/2022 1 | 1,086 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 07/20/2022 1 | 1,267 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 07/20/2022 1 | 650 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 07/20/2022 1 | 813 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 08/17/2022 1 | 2,700 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 08/17/2022 1 | 2,700 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 08/17/2022 1 | 487 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 08/17/2022 1 | 1,824 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 08/17/2022 1 | 1,824 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 07/20/2022 1 | 600 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 07/20/2022 1 | 600 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 09/21/2022 1 | 402 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 09/21/2022 1 | 536 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 10/19/2022 1 | 888 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 10/19/2022 1 | 1,184 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 11/16/2022 1 | 1,459 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 11/16/2022 1 | 1,685 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 12/21/2022 1 | 2,171 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 12/21/2022 1 | 2,481 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 11/16/2022 1 | 240 | | — | |
| | | | | |
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2022
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
| | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR
MATURITY VALUE | COSTS OF
ACQUISITIONS | PROCEEDS OF
DISPOSITION |
| DERIVATIVES (CONTINUED): | | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 11/16/2022 1 | 248 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 12/21/2022 1 | 450 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 12/21/2022 1 | 600 | | — | |
| | CREDIT DEFAULT SWAP INDEX OP | PUT SCTY EX 12/21/2022 1 | 749 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 05/09/2022 1 | 9,981 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 04/07/2022 1 | 3,605 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 05/11/2022 1 | 4,959 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 05/16/2022 1 | 2,455 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 05/09/2022 1 | 18,780 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 04/07/2022 1 | 3,605 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 05/11/2022 1 | 5,514 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 05/16/2022 1 | 2,455 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 02/07/2022 1 | 1,433 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 02/04/2022 1 | 1,875 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 03/01/2022 1 | 1,383 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 04/04/2022 1 | 3,900 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 04/01/2022 1 | 19,800 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 02/04/2022 1 | 2,760 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 02/22/2022 1 | 5,220 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 02/14/2022 1 | 4,650 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 02/28/2022 1 | 2,440 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 02/11/2022 1 | 7,808 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 05/18/2022 1 | 50,439 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 02/07/2022 1 | 1,433 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 03/22/2022 1 | 6,125 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 02/04/2022 1 | 1,875 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 03/01/2022 1 | 1,383 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 03/16/2022 1 | 6,020 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 02/04/2022 1 | 2,760 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 02/14/2022 1 | 4,650 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 02/22/2022 1 | 5,220 | | (140) | |
| | SWAPTION - SOP | PUT SCTY EX 02/28/2022 1 | 2,440 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 02/11/2022 1 | 7,808 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 04/01/2022 1 | 19,800 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 04/04/2022 1 | 3,900 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 03/08/2022 1 | 12,180 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 03/22/2022 1 | 6,125 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 03/16/2022 1 | 6,020 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 08/05/2022 1 | 3,309 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 08/25/2022 1 | 3,325 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 09/06/2022 1 | 3,180 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 09/06/2022 1 | 2,975 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 09/16/2022 1 | 2,520 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 09/23/2022 1 | 3,000 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 08/15/2022 1 | 2,880 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 07/05/2022 1 | 2,115 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 07/07/2022 1 | 2,283 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 09/26/2022 1 | 3,045 | | — | |
| | | | | |
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2022
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
| | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR
MATURITY VALUE | COSTS OF
ACQUISITIONS | PROCEEDS OF
DISPOSITION |
| DERIVATIVES (CONTINUED): | | |
| | SWAPTION - SOP | CALL SCTY EX 07/08/2022 1 | 3,240 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 08/08/2022 1 | 4,040 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 09/30/2022 1 | 2,955 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 09/16/2022 1 | 2,520 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 08/25/2022 1 | 3,325 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 09/06/2022 1 | 2,400 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 09/23/2022 1 | 3,000 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 09/06/2022 1 | 2,975 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 08/05/2022 1 | 3,309 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 07/05/2022 1 | 2,115 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 07/07/2022 1 | 2,283 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 07/08/2022 1 | 3,240 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 09/26/2022 1 | 3,045 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 08/15/2022 1 | 2,880 | | (60) | |
| | SWAPTION - SOP | PUT SCTY EX 09/30/2022 1 | 2,955 | | — | |
| | SWAPTION - SOP | CALL SCTY EX 12/29/2022 1 | 1,991 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 08/08/2022 1 | 4,040 | | (240) | |
| | SWAPTION - SOP | CALL SCTY EX 12/12/2022 1 | 3,915 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 12/29/2022 1 | 1,991 | | — | |
| | SWAPTION - SOP | PUT SCTY EX 12/12/2022 1 | 3,915 | | (90) | |
| | SWAPTION - SOP | PUT SCTY EX 04/06/2023 1 | 173,414 | | (147,651) | |
| | 10 YEAR US TREASURY NOTES | PUT SCTY EX 02/18/2022 100,000 | 2,154 | | (4) | |
| | | | | |
| | | | | |
| SECURITIES SOLD SHORT: | | |
| | FNMA | 2.000% 12/25/2053 4,000,000 | 3,234,063 | | (3,306,250) | |
| | FNMA | 2.000% 06/25/2051 4,000,000 | 3,529,766 | | (3,522,656) | |
| | FNMA | 2.000% 09/25/2053 4,000,000 | 3,505,820 | | (3,462,500) | |
| | TBA FNMA SINGLE FAMILY 30YR | 3.000% 04/25/2047 500,000 | 486,133 | | (486,133) | |
| | TBA GNMA2 SINGLE FAMILY 30YR | 2.500% 01/15/2052 300,000 | 306,281 | | (306,281) | |
| | TBA GNMA2 SINGLE FAMILY 30YR | 2.500% 02/15/2052 500,000 | 502,469 | | (502,750) | |
| | TBA GNMA2 SINGLE FAMILY 30YR | 2.500% 05/15/2052 200,000 | 183,906 | | (183,906) | |
| | TBA GNMA2 SINGLE FAMILY 30YR | 2.500% 09/15/2052 200,000 | 178,156 | | (178,156) | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.000% 05/25/2051 200,000 | 175,484 | | (175,484) | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.000% 07/25/2052 4,000,000 | 3,505,703 | | (3,484,375) | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.000% 04/25/2053 4,400,000 | 4,048,516 | | (4,068,582) | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.000% 08/25/2053 4,000,000 | 3,523,438 | | (3,566,094) | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.000% 10/25/2053 2,000,000 | 1,732,422 | | (1,655,938) | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.000% 11/25/2053 4,000,000 | 3,223,047 | | (3,143,906) | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.500% 02/25/2053 19,870,000 | 19,816,590 | | (19,816,574) | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.500% 03/25/2052 200,000 | 197,180 | | (197,250) | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.500% 04/25/2052 5,600,000 | 5,285,777 | | (5,296,002) | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.500% 06/25/2053 200,000 | 183,109 | | (183,109) | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.500% 10/25/2053 2,100,000 | 1,790,414 | | (1,790,414) | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.500% 11/25/2053 7,242,000 | 5,901,664 | | (5,901,664) | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.500% 12/25/2053 18,100,000 | 15,602,452 | | (15,602,452) | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.500% 05/25/2051 23,430,000 | 21,273,955 | | (21,273,955) | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.000% 05/25/2053 1,000,000 | 966,895 | | (983,176) | |
| | | | | |
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2022
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
| | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR
MATURITY VALUE | COSTS OF
ACQUISITIONS | PROCEEDS OF
DISPOSITION |
| SECURITIES SOLD SHORT (CONTINUED): | | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.000% 06/25/2051 300,000 | 281,484 | | (281,484) | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.000% 07/25/2052 100,000 | 93,688 | | (93,688) | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.000% 08/25/2052 1,900,000 | 1,836,023 | | (1,836,023) | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.000% 03/25/2053 21,000,000 | 21,370,453 | | (21,619,336) | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.000% 09/25/2053 2,273,000 | 2,153,668 | | (2,153,668) | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.000% 10/25/2053 28,000,000 | 24,544,045 | | (24,544,045) | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.000% 11/25/2053 28,000,000 | 23,946,563 | | (23,946,563) | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.500% 03/25/2053 30,850,000 | 31,833,344 | | (31,833,344) | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.500% 08/25/2053 31,950,000 | 31,200,340 | | (31,200,340) | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.500% 09/25/2053 546,000 | 531,198 | | (531,198) | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.500% 01/25/2053 30,850,000 | 32,472,035 | | (32,472,035) | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.500% 11/25/2053 31,250,000 | 27,675,781 | | (27,675,781) | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.500% 12/25/2052 31,250,000 | 28,757,324 | | (28,757,324) | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.500% 05/25/2052 30,850,000 | 30,145,307 | | (31,020,754) | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.500% 06/25/2051 500,000 | 487,109 | | (487,422) | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.500% 07/25/2053 600,000 | 580,266 | | (580,266) | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.000% 04/25/2053 4,529,000 | 4,606,488 | | (4,606,488) | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.000% 06/25/2050 8,029,000 | 8,025,236 | | (8,025,236) | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.000% 08/25/2052 19,029,000 | 19,159,824 | | (19,159,824) | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.000% 09/25/2050 6,129,000 | 6,081,596 | | (6,081,596) | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.000% 03/25/2053 4,529,000 | 4,737,051 | | (4,737,051) | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.000% 05/25/2052 4,529,000 | 4,491,140 | | (4,491,140) | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.000% 10/25/2053 6,129,000 | 5,728,221 | | (5,728,221) | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.000% 11/25/2053 13,429,000 | 12,184,719 | | (12,184,719) | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.500% 07/25/2053 700,000 | 701,859 | | (701,969) | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.500% 12/25/2053 700,000 | 683,539 | | (683,539) | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.500% 01/25/2053 1,600,000 | 1,623,625 | | (1,623,625) | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.500% 12/25/2050 24,400,000 | 24,650,117 | | (24,650,117) | |
| | | | | |
| FOREIGN GOVERNMENT AND AGENCY SECURITIES: | | |
| | REPUBLIC OF ITALY | SEMI-ANN. FLOATING 05/15/2033 2,500,000 | (2,950,088) | | 2,381,721 | |
| | REPUBLIC OF ITALY | SEMI-ANN. 0.950% 06/01/2032 900,000 | (733,571) | | 742,016 | |
| | UK OF GREAT BRITAIN | SEMI-ANN. 0.000% 03/22/2058 600,000 | (426,399) | | 891,344 | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 – EIN# 13/4994650
SCHEDULE OF LOANS OR FIXED INCOME OBLIGATIONS IN DEFAULT OR CLASSIFIED AS UNCOLLECTIBLE
AS OF DECEMBER 31, 2022
(IRS FORM 5500 – SCHEDULE G – PART I)
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| (A) | (B) | (C) | (D) | (E) | (F) | (G) | (H) | (I) |
| | | AMOUNT RECEIVED DURING THE YEAR | | | AMOUNT OVERDUE |
| IDENTITY AND ADDRESS OF OBLIGOR | ORIGINAL AMOUNT OF LOAN | PRINCIPAL | INTEREST | UNPAID BALANCE AT END OF YEAR | DETAILED DESCRIPTION OF LOAN, INCLUDING DATES OF MAKING AND MATURITY, INTEREST RATE, THE TYPE AND VALUE OF COLLATERAL, ANY RENEGOTIATION OF THE LOAN AND THE TERMS OF THE RENEGOTIATION, AND OTHER MATERIAL ITEMS | PRINCIPAL | INTEREST |
| LEHMAN BROTHERS HDGS 1271 AVE OF THE AMERICAS, NEW YORK, NY 10020 | $ | 210,000 | | 112 | | — | | $ | 210,000 | | ESC LEHMAN BRTH HLD 5.250% 06/FEB/2012. ISSUE DATE: 01/12/2007 | $ | 210,000 | | $ | — | |
| LEHMAN BROTHERS HDGS 1271 AVE OF THE AMERICAS, NEW YORK, NY 10020 | 340,000 | | 186 | | — | | 340,000 | | LEH.BROS.HOLD.INC. 6.2% BDS 26/SEP/2014 USD. ISSUE DATE: 09/26/2007 | 340,000 | | — | |
| | | | | | | | |
JPMORGAN CHASE 401(k) SAVINGS PLAN
SIGNATURE
Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
| | | | | |
| | JPMorgan Chase 401(k) Savings Plan |
| (Registrant) |
| |
| By: | /s/ Elena Korablina |
| | Elena Korablina |
| |
| Managing Director and Firmwide Controller |
| (Principal Accounting Officer) |
| JPMorgan Chase & Co. |
| |
| Date: June 29, 2023 | |
JPMORGAN CHASE 401(k) SAVINGS PLAN
INDEX TO EXHIBIT
| | | | | | | | | | | | | | |
| Exhibit No. | | Description of Exhibit | | Page at which located |
| | | | | |
| 23 | | | | 94 | |
Grafico Azioni JP Morgan Chase (NYSE:JPM-D)
Storico
Da Ott 2024 a Nov 2024
Grafico Azioni JP Morgan Chase (NYSE:JPM-D)
Storico
Da Nov 2023 a Nov 2024
