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, 2017
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: |
THE 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.
270 Park Avenue
New York, New York 10017
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Table of Contents
Page | |
Financial Statements: | |
Supplemental Schedules: | |
59 | |
60 | |
61 |
2
Report of Independent Registered Public Accounting Firm
To the Plan Participants and Plan Administrator of
The JPMorgan Chase 401(k) Savings Plan
New York, New York
Opinion on the Financial Statements
We have audited the accompanying Statement of Net Assets Available for Benefits of The JPMorgan Chase 401(k) Savings Plan (the “Plan”) as of December 31, 2017 and 2016 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, 2017 and 2016, 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 schedules of (1) Assets Held for Investment Purposes at End of Year as of December 31, 2017 and (2) Assets Both Acquired and Disposed of Within the Plan Year 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 the 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 26, 2018
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THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Statements of Net Assets Available For Benefits
December 31, | 2017 | 2016 | |||||
Assets: | |||||||
Investments at fair value | $ | 24,877,106,368 | $ | 20,677,766,584 | |||
Investments at contract value | 2,248,594,776 | 2,308,463,925 | |||||
Total investments | 27,125,701,144 | 22,986,230,509 | |||||
Receivables: | |||||||
Employers’ contributions | 503,450,623 | 477,679,391 | |||||
Notes receivable from participants | 530,688,801 | 506,583,334 | |||||
Due from brokers for investments sold | 365,893,458 | 207,026,507 | |||||
Participants’ contributions | 25,086,657 | 22,857,943 | |||||
Accrued interest and dividends | 17,245,062 | 14,323,505 | |||||
Other | 5,632,798 | 4,437,110 | |||||
Total receivables | 1,447,997,399 | 1,232,907,790 | |||||
Cash (noninterest-bearing) | 4,522,197 | 11,148,338 | |||||
Total assets | 28,578,220,740 | 24,230,286,637 | |||||
Liabilities: | |||||||
Derivative payables | 3,521,816 | 3,742,763 | |||||
Total liabilities at fair value | 3,521,816 | 3,742,763 | |||||
Payable to brokers for investments purchased | 589,005,560 | 458,078,155 | |||||
Accrued expenses | 3,173,213 | 3,089,342 | |||||
Other | 705,942 | 137,943 | |||||
Total liabilities | 596,406,531 | 465,048,203 | |||||
Net assets available for benefits | $ | 27,981,814,209 | $ | 23,765,238,434 |
The accompanying notes to financial statements are an integral part of these statements.
4
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Statements of Changes in Net Assets Available For Benefits
Years Ended December 31, | 2017 | 2016 | |||||
Additions: | |||||||
Contributions: | |||||||
Participants | $ | 992,286,925 | $ | 938,394,177 | |||
Employers | 494,818,262 | 471,284,262 | |||||
Rollovers | 229,106,349 | 150,428,421 | |||||
Total contributions | 1,716,211,536 | 1,560,106,860 | |||||
Investment income: | |||||||
Dividend income: | |||||||
JPMorgan Chase & Co. common stock | 94,229,634 | 88,998,538 | |||||
Other | 85,968,259 | 73,598,510 | |||||
Interest income | 60,600,317 | 61,865,335 | |||||
Net appreciation in fair value of investments | 3,870,065,324 | 2,416,834,511 | |||||
Net increase in investment income | 4,110,863,534 | 2,641,296,894 | |||||
Interest income on notes receivable from participants | 16,614,694 | 16,028,869 | |||||
Total additions | 5,843,689,764 | 4,217,432,623 | |||||
Deductions: | |||||||
Benefits paid to participants | 1,612,638,415 | 1,638,616,886 | |||||
Administrative expenses | 14,475,574 | �� | 13,917,180 | ||||
Total deductions | 1,627,113,989 | 1,652,534,066 | |||||
Net increase | 4,216,575,775 | 2,564,898,557 | |||||
Net assets available for benefits, beginning of year | 23,765,238,434 | 21,200,339,877 | |||||
Net assets available for benefits, end of year | $ | 27,981,814,209 | $ | 23,765,238,434 |
The accompanying notes to financial statements are an integral part of these statements.
5
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016
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 23 states 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 (i.e., "Participants") of JPMorgan Chase and certain of its affiliated companies to save and invest for their retirement in an individual account. 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 a plan administrator who is appointed by the Board of Directors of JPMorgan Chase or JPMorgan Chase Bank, N.A. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974, as amended (“ERISA”). 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 5%. Unless another investment election is chosen, Participant contributions are invested in one of the Plan’s qualified default investment 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.
Employer 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.
Employer discretionary contributions
In December 2017 and 2016, 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 2018 and 2017, respectively. The awards were immediately 100% vested and were invested in the same manner as the Participants’ 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; however the Plan accepts Roth 401(k) rollovers.
6
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016
Dividend election
The JPMorgan Chase Common Stock Fund has been designated as a nonleveraged 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, 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, 2017 and 2016, $4,278,741 and $4,652,332, 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 nonforfeitable 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 591/2 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 701/2. A Participant will be deemed to have 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 701/2 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 amount outstanding.
7
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016
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”). Certain prior year amounts may have been reclassified to conform to the current year's presentation.
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 the 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, see Note 3.
Fully benefit-responsive investment contracts/synthetic GICs
A synthetic GIC is an investment contract in which the Plan owns the underlying assets and purchases fully benefit-responsive wrapper contracts from independent third parties (“Issuers”), which provide market value and cash flow risk protection to the Plan. The Plan accounts for synthetic GICs at contract value.
Contract value is the relevant measurement attribute for that portion of the net assets available for benefits of the Plan that are attributable to fully benefit-responsive investment contracts. Contract value is used because that is the amount Participants would receive if they were to initiate permitted transactions under the terms of the Plan. The Statements of Changes in Net Assets Available for Benefits is prepared on a basis that reflects income credited to Participants but not realized and unrealized gains and losses on the investment contracts.
Participant withdrawals
Participant withdrawals are recorded when paid.
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 Department of Labor, however, requires that these amounts be reported as a liability on Form 5500. Similarly, 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 the Form 5500 as benefits paid.
The following is a reconciliation of net assets available for benefits as disclosed in the financial statements to the Form 5500:
At December 31, | ||||||||
2017 | 2016 | |||||||
Net assets available for benefits per the financial statements | $ | 27,981,814,209 | $ | 23,765,238,434 | ||||
Less: Amounts allocated to withdrawing Participants | (4,498,999 | ) | (6,339,517 | ) | ||||
Net assets available for benefits per Form 5500 | $ | 27,977,315,210 | $ | 23,758,898,917 |
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THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016
The following is a reconciliation of benefits paid to Participants as disclosed in the financial statements to Form 5500:
Year ended December 31, | ||||||||
2017 | 2016 | |||||||
Benefits paid to Participants per the financial statements | $ | 1,612,638,415 | $ | 1,638,616,886 | ||||
Add: Amounts allocated to withdrawing Participants at end of year | 4,498,999 | 6,339,517 | ||||||
Less: Amounts allocated to withdrawing Participants at beginning of year | (6,339,517 | ) | — | |||||
Benefits paid to Participants per Form 5500 | $ | 1,610,797,897 | $ | 1,644,956,403 |
Foreign currency translation
The Plan revalues assets, liabilities, income and expenses denominated in non-U.S. currencies into U.S. dollars using applicable exchange rates.
Accounting and reporting developments
Financial Accounting Standards Board (“FASB”) Standards Issued but not yet Adopted | ||||
Standard | Summary of guidance | Effects on financial statements | ||
Financial instruments - credit losses Issued June 2016 | • Replaces existing incurred loss impairment guidance and establishes a single allowance framework for financial assets carried at amortized cost, which will reflect the Plan's estimate of credit losses over the full remaining expected life of the financial assets. | • Required effective date: January 1, 2021. • Management of the Plan does not believe implementation of the guidance will have a material impact on the Plan's financial statements. | ||
Premium amortization on purchased callable debt securities Issued March 2017 | • Requires amortization of premiums to the earliest call date on debt securities with call features that are explicit, noncontingent and callable at the fixed prices and on preset dates. • Does not impact debt securities held at a discount; the discount continues to be amortized to the contractual maturity date. | • Required effective date: January 1, 2018. • The Plan is currently evaluating the potential impact, if any, on the financial statements. |
3. Fair value measurements
Determination of fair value
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-documented 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, where available. If listed prices or quotes are not available, fair value is based on models 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 inactive (or less active) market. Liquidity adjustments are not taken for positions classified within level 1 (as defined below) of 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 2017, no changes were made to the Plan's valuation models that had, or are expected to have, a material impact on the Plan's Statements of Changes in Net Assets Available for Benefits.
Valuation hierarchy
A three-level valuation hierarchy has been established under U.S. GAAP for disclosure of fair value measurements. The valuation hierarchy is based on the transparency 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. |
• | 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. |
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THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016
• | 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 valuation hierarchy is based on the lowest level of input that is significant to the fair value measurement.
Following is a description of the valuation methodologies used for instruments measured at fair value, including the general classification of such instruments pursuant to the valuation hierarchy.
Assets and liabilities
Equity securities
JPMorgan Chase & Co. common stock is valued at the closing price reported on the New York Stock Exchange and is classified within level 1 of the valuation hierarchy. Other common and preferred stocks are valued at the closing price reported on the major stock exchange on which the individual securities are traded and are generally classified within level 1 of the valuation hierarchy. If quoted exchange prices are not available for the specific common stock, other independent pricing services or broker quotes are consulted for valuation purposes. Consideration is given to the nature of the quotes (e.g., indicative or firm) and the relationship of recently evidenced market activity to the prices provided from independent pricing services. Other common and preferred stocks that do not have quoted exchange prices are generally classified within level 2 of the valuation hierarchy.
Registered investment companies
These investments are public investment vehicles valued based on the calculated NAV of the fund. Where adjustments to the NAV are required, for example, with respect to interests in funds subject to restrictions on redemption (such as lock-up periods or withdrawal limitations) and/or observable activity for the fund investment is limited, the registered investment company investments are classified within level 2 of the valuation hierarchy.
Corporate debt and U.S. federal, state, local and non-U.S. government securities
The Plan estimates the value of debt instruments using a combination of observed transaction prices, independent pricing services and relevant broker quotes. Consideration is given to the nature of the quotes (e.g., indicative or firm) and the relationship of recently evidenced market activity to the prices provided from independent pricing services. The Plan may also use pricing models or discounted cash flows. Such securities are generally classified within level 1 or 2 of the valuation hierarchy.
Mortgage-backed securities
Mortgage-backed securities (“MBS”) include both U.S. government agency and U.S. government-sponsored enterprise (collectively, “agencies”) securities, and nonagency pass-through securities. Nonagency securities are primarily residential and commercial MBS valued using a combination of observed transaction prices, independent pricing services and relevant broker quotes. Consideration is given to the nature of the quotes and the relationships of recently evidenced market activity to the prices provided from independent pricing services. The Plan may also use pricing models or discounted cash flows. Such securities are generally classified within level 1 or 2 of the valuation hierarchy.
Money market funds and other
These investments predominantly consist of U.S. government money market funds. Money market funds are valued based on the amortized cost method which approximates fair value and are classified within level 1 of the valuation hierarchy.
Derivatives
Exchange-traded derivatives that are actively traded and valued using exchange prices are classified within level 1 of the valuation hierarchy. Exchange-traded and non-exchange traded derivatives that are valued using independent pricing services are classified within level 2 of the valuation hierarchy. See Note 6 for further information on derivative instruments.
Investments measured at net asset value
The Plan uses the NAV to measure the fair value of multiple investments as indicated above including 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 consist predominantly of investments in certain common/collective trust funds and registered investment companies. The Plan measures certain common/collective trust funds using the net asset value per share (or its equivalent) as a practical expedient.
The investment strategies for common/collective trust funds and registered investment companies vary, and they may invest directly and indirectly in a broad range of equities, debt and derivative investments with the objective of mirroring or exceeding the total return of certain market indices (e.g., S&P 500 Index, Russell 1000 Index, Bloomberg Barclays 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
10
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016
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 investments-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, 2017 and 2016, by major product category and fair value hierarchy.
Assets and liabilities measured at fair value on a recurring basis
Fair value hierarchy | ||||||||||||
December 31, 2017 | Level 1 | Level 2 | Total fair value | |||||||||
Equity securities: | ||||||||||||
JPMorgan Chase & Co. | $ | 4,849,555,864 | $ | — | $ | 4,849,555,864 | ||||||
Other equity securities | 2,481,570,532 | — | 2,481,570,532 | |||||||||
Total equity securities | 7,331,126,396 | — | 7,331,126,396 | |||||||||
Registered investment companies | — | 7,996,775 | 7,996,775 | |||||||||
Corporate debt securities | — | 1,434,375,382 | 1,434,375,382 | |||||||||
U.S. federal, state, local and non-U.S. government securities | 539,767,018 | 95,961,224 | 635,728,242 | |||||||||
Mortgage-backed securities | 98,032,785 | 23,315,072 | 121,347,857 | |||||||||
Money market funds and other | 284,313,472 | — | 284,313,472 | |||||||||
Derivatives receivables | — | 5,542,200 | 5,542,200 | |||||||||
Total assets measured at fair value(a)(b) | $ | 8,253,239,671 | $ | 1,567,190,653 | $ | 9,820,430,324 | ||||||
Investments measured at net asset value(b) | 15,056,676,044 | |||||||||||
Total investments at fair value | $ | 24,877,106,368 | ||||||||||
Derivative payables | $ | — | $ | 3,521,816 | $ | 3,521,816 | ||||||
Total liabilities measured at fair value | $ | — | $ | 3,521,816 | $ | 3,521,816 |
Fair value hierarchy | ||||||||||||
December 31, 2016 | Level 1 | Level 2 | Total fair value | |||||||||
Equity securities: | ||||||||||||
JPMorgan Chase & Co | $ | 4,067,931,934 | $ | — | $ | 4,067,931,934 | ||||||
Other equity securities | 2,037,711,476 | 1,841 | 2,037,713,317 | |||||||||
Total equity securities | 6,105,643,410 | 1,841 | 6,105,645,251 | |||||||||
Registered investment companies | — | 7,527,252 | 7,527,252 | |||||||||
Corporate debt securities | — | 1,342,941,411 | 1,342,941,411 | |||||||||
U.S. federal, state, local and non-U.S. government securities | 558,024,275 | 63,434,865 | 621,459,140 | |||||||||
Mortgage-backed securities | 114,752,978 | 30,822,478 | 145,575,456 | |||||||||
Money market funds and other | 302,444,563 | — | 302,444,563 | |||||||||
Derivative receivables | — | 9,562,673 | 9,562,673 | |||||||||
Total assets measured at fair value(a)(b) | $ | 7,080,865,226 | $ | 1,454,290,520 | $ | 8,535,155,746 | ||||||
Investments measured at net asset value(b) | 12,142,610,838 | |||||||||||
Total investments at fair value | $ | 20,677,766,584 | ||||||||||
Derivative payables | $ | — | $ | 3,742,763 | $ | 3,742,763 | ||||||
Total liabilities measured at fair value | $ | — | $ | 3,742,763 | $ | 3,742,763 |
(a) | For the years ended December 31, 2017 and 2016, there were no material transfers between levels 1 and 2. |
(b) | Represents investments in common/collective trust funds that are measured at fair value using the net asset value per share (or its equivalent) as a practical expedient, but are not required to be classified in the fair value hierarchy. |
11
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016
4. Investment program
As of December 31, 2017, the Plan offers Participants 29 investment options, which consist of: nine 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.
Effective March 11, 2016, the Target Date 2015 Fund merged into the Target Date Income Fund, and the Core Bond Fund was converted from a mutual fund format to a commingled account format.
Fund transactions are processed on a daily basis and are recorded at an aggregate level within the Trust Fund. Great-West Financial Retirement Plan Services, LLC is the third-party administrator and recordkeeper.
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 reallocations, transfers and distributions are processed on a daily basis using NAV. Changes 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 become effective on the next business day.
The Plan Administrator may place restrictions on investments in the funds and on daily transfers and reallocations among funds.
5. Investments in synthetic guaranteed investment contracts
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 issuer 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.
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 or prior to the scheduled maturity date, 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 fully benefit-responsive contracts recorded at contract value:
Description | 2017 | 2016 | |||||
Synthetic GICs | |||||||
Metlife GAC Wrapper | $ | 676,691,447 | $ | 672,478,218 | |||
Nationwide GIC Wrapper | 300,005,661 | — | |||||
Prudential Bond Wrapper | 919,131,905 | 933,416,589 | |||||
VOYA Contract MCA Wrapper | 352,765,763 | 352,577,665 | |||||
State Street Bank Bond Wrapper | — | 349,991,453 | |||||
Total synthetic GICs | $ | 2,248,594,776 | $ | 2,308,463,925 |
6. Derivative instruments
Derivative instruments enable end-users to modify or mitigate exposure to credit or market risks. Counterparties to a derivative contract seek to obtain risks and rewards similar to those that could be obtained from purchasing or selling a related cash instrument without having to exchange upfront the full purchase or sales price. The Plan uses derivatives to manage and invest in market risk exposures, predominantly using interest rate, credit derivative, foreign exchange and equity contracts. For a further discussion of credit derivatives, see the discussion in the Credit derivatives section of this Note.
12
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016
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, 2017 and 2016.
Notional amounts(a) | ||||||||
December 31, | 2017 | 2016 | ||||||
Interest rate contracts | ||||||||
Swaps | $ | 303,209,736 | $ | 289,760,000 | ||||
Futures and forwards | 141,050,821 | 80,595,000 | ||||||
Written options | 215,750,000 | 115,620,000 | ||||||
Purchased options | 180,450,000 | 142,800,000 | ||||||
Total interest rate contracts | 840,460,557 | 628,775,000 | ||||||
Credit derivatives | 70,250,000 | 89,502,502 | ||||||
Foreign exchange contracts | ||||||||
Spot, futures and forwards | 29,550,951 | 117,287,844 | ||||||
Total foreign exchange contracts | 29,550,951 | 117,287,844 | ||||||
Equity contracts | ||||||||
Futures and forwards | 2,800 | 7,650 | ||||||
Written options | 1,400,000 | 11,800,000 | ||||||
Warrants | 2,998 | 2,998 | ||||||
Total equity contracts | 1,405,798 | 11,810,648 | ||||||
Total derivative notional amounts | $ | 941,667,306 | $ | 847,375,994 |
(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 used simply as a reference to calculate payments.
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, 2017 and 2016, respectively.
Gross derivative receivables | Gross derivative payables | |||||||||||||||
December 31, | 2017 | 2016 | 2017 | 2016 | ||||||||||||
Contract type | ||||||||||||||||
Interest rate | $ | 4,301,124 | $ | 7,306,586 | $ | 2,913,834 | $ | 3,162,132 | ||||||||
Credit derivatives | 1,097,000 | 970,589 | 195,615 | 306,832 | ||||||||||||
Foreign exchange | 74,103 | 1,234,142 | 411,956 | 264,905 | ||||||||||||
Equity | 69,973 | 51,356 | 411 | 8,894 | ||||||||||||
Gross fair value of derivative receivables and payables | $ | 5,542,200 | $ | 9,562,673 | $ | 3,521,816 | $ | 3,742,763 |
Derivatives gains and losses
The following table presents derivatives, by contract type, and the gains/(losses) recorded on such derivatives for the years ended December 31, 2017 and 2016. All amounts are recorded in net appreciation in fair value of investments in the Statements of Changes in Net Assets Available for Benefits.
13
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016
Derivatives gains/(losses) | ||||||||
Year ended December 31, | 2017 | 2016 | ||||||
Contract type | ||||||||
Interest rate | $ | (2,107,261 | ) | $ | (2,670,955 | ) | ||
Credit derivatives | 885,183 | 928,188 | ||||||
Foreign exchange | (951,024 | ) | 2,235,255 | |||||
Equity | 1,752,349 | 2,228,632 | ||||||
Total | $ | (420,753 | ) | $ | 2,721,120 |
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 conduct its derivative activity under legally enforceable master netting agreements and collateral agreements to mitigate derivative counterparty credit risk. A master netting agreement is a single contract with a counterparty that permits multiple transactions governed by that contract to be terminated and settled through a single payment in a single currency in the event of a default. Collateral/margin agreements provide for a security interest in or title transfer of securities or cash collateral/margin 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 the cash equivalent of any posted collateral/margin.
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 $200,000 and $1,000,000 of cash collateral and $280,000 and $195,300 of securities collateral as of December 31, 2017 and 2016, 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 (e.g., generally as a result of a counterparty ratings downgrade or in the event sufficient collateral is not delivered as required) at the fair value of the derivative contracts. The aggregate fair value of derivative payables that contain termination features was $3,521,816 and $3,742,763 as of December 31, 2017 and 2016, respectively. The Plan has posted $3,450,000 and $7,556,000 of cash collateral and $4,179,000 and $3,628,000 of securities collateral as of December 31, 2017 and 2016, respectively.
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, 2017 and 2016, 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 or the recovery value of the reference obligation, each of which reduces, in the Plan's view, the risks associated with such derivatives. The maturity profile is based on the remaining
14
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016
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(b) | ||||||||||||
2017 | Investment-grade | $ | 5,700,000 | $ | 54,150,000 | $ | 2,700,000 | $ | 62,550,000 | $ | 1,087,664 | |||||
Noninvestment-grade | 600,000 | 1,400,000 | — | 2,000,000 | (148 | ) | ||||||||||
Total | $ | 6,300,000 | $ | 55,550,000 | $ | 2,700,000 | $ | 64,550,000 | $ | 1,087,516 | ||||||
2016 | Investment-grade | $ | — | $ | 81,900,000 | $ | 4,352,502 | $ | 86,252,502 | $ | 741,730 | |||||
Noninvestment-grade | — | 1,850,000 | — | 1,850,000 | (56,792 | ) | ||||||||||
Total | $ | — | $ | 83,750,000 | $ | 4,352,502 | $ | 88,102,502 | $ | 684,938 |
(a) | The ratings scale is primarily based on external credit ratings as defined by Standard & Poor's 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 held by the Plan. |
7. Transactions with affiliated parties
The following is a summary of transactions with parties affiliated with the Plan for the years ended December 31, 2017 and 2016:
Aggregate cost of purchases | Aggregate proceeds from sales, redemptions and distributions to participants | |||||||||||
2017 | 2016 | 2017 | 2016 | |||||||||
JPMorgan U.S. Government Money Market Fund – Capital Shares | $ | 3,311,095,028 | $ | 3,610,964,241 | $ | 3,402,150,736 | $ | 3,617,218,429 | ||||
JPMorgan Chase & Co. common stock | 508,923,788 | 514,757,515 | 644,489,279 | 777,694,531 | ||||||||
Core Bond Fund (managed by JPMorgan Investment Advisors) | 39,262,016 | 73,926,936 | 43,145,748 | 42,796,335 | ||||||||
Funds managed by JPMorgan Asset Management (USA) Inc.: | ||||||||||||
Emerging Markets Debt Fund | 19,337,004 | 16,675,112 | 4,948,924 | 12,359,927 | ||||||||
Short-Term Fixed Income Fund | 1,101,747,585 | 1,031,003,001 | 1,122,029,115 | 949,713,038 | ||||||||
Small Cap Core Fund | 514,178,873 | 473,846,931 | 496,226,845 | 468,237,630 | ||||||||
Stable Value Fund | 901,246,787 | 1,549,963,677 | 1,004,275,984 | 1,337,526,983 |
8. Tax status and federal income taxes
On May 12, 2017, the Plan received a favorable letter of determination from the IRS stating that it qualified under Section 401(a) of the Internal Revenue Code (“Code”), and therefore, the related trust is exempt from taxation. The Plan is required to operate in accordance with 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, 2017 and 2016, 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 routine audits by taxing authorities. However, currently, no audits are 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.
15
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016
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, 2017, 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, liquidity and country risks. The instruments include investments in equities, fixed income securities, swaps, currency and commodities, futures, forwards, options, other derivative contracts, and real estate investment trusts. 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 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. 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 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 fair value of the contract with each counterparty.
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 event
In preparing the financial statements, management of the Plan has performed an evaluation of material events that occurred subsequent to December 31, 2017, and through June 26, 2018, the date these financial statements were available to be issued. Effective May 1, 2018, the Highbridge Capital 401(k) Plan was merged into The JPMorgan Chase 401(k) Savings Plan with assets measured at fair value in the amount of $30,756,181.
16
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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: | ||||||||||||
AAR CORP | 49,946 SHARES | 1,237,465 | 1,962,378 | |||||||||
ABB LTD | 368,332 SHARES | 8,117,257 | 9,872,583 | |||||||||
ABM INDUSTRIES INC | 43,002 SHARES | 1,234,596 | 1,622,035 | |||||||||
ABRAXAS PETROLEUM CORP | 637,400 SHARES | 1,496,995 | 1,568,004 | |||||||||
ACADIA HEALTHCARE CO INC | 52,671 SHARES | 2,102,422 | 1,718,655 | |||||||||
ACCO BRANDS CORP | 444,278 SHARES | 3,375,021 | 5,420,192 | |||||||||
ACORDA THERAPEUTICS INC | 28,800 SHARES | 1,107,276 | 617,760 | |||||||||
ACTUANT CORP | 67,074 SHARES | 1,768,994 | 1,696,972 | |||||||||
ADDUS HOMECARE CORP | 68,700 SHARES | 2,340,103 | 2,390,760 | |||||||||
ADECOAGRO SA | 293,750 SHARES | 2,869,538 | 3,037,375 | |||||||||
ADOBE SYSTEMS INC | 62,590 SHARES | 4,353,606 | 10,968,272 | |||||||||
ADURO BIOTECH INC | 186,800 SHARES | 2,219,084 | 1,401,000 | |||||||||
ADVANCED DISPOSAL SERVICES INC | 84,983 SHARES | 1,653,309 | 2,034,493 | |||||||||
ADVANCED ENERGY INDUSTRIES INC | 8,568 SHARES | 280,415 | 578,169 | |||||||||
AETNA INC | 50,750 SHARES | 5,681,340 | 9,154,793 | |||||||||
AK STEEL HOLDING CORP | 202,700 SHARES | 1,548,877 | 1,147,282 | |||||||||
AKEBIA THERAPEUTICS INC | 104,000 SHARES | 1,596,751 | 1,546,480 | |||||||||
AKZO NOBEL NV | 80,700 SHARES | 5,391,530 | 7,075,971 | |||||||||
ALFA LAVAL AB | 143,355 SHARES | 2,180,277 | 3,393,246 | |||||||||
ALIBABA GRP HOLDING LTD | 47,223 SHARES | 4,347,031 | 8,142,662 | |||||||||
ALLENA PHARMACEUTICALS INC | 78,900 SHARES | 1,104,600 | 793,734 | |||||||||
ALLIANCE DATA SYSTEMS CORP | 37,710 SHARES | 6,325,666 | 9,558,731 | |||||||||
ALPHA & OMEGA SEMICNDCTR LTD | 86,075 SHARES | 1,491,860 | 1,408,187 | |||||||||
ALPHABET INC | 37,991 SHARES | 23,555,779 | 39,753,782 | |||||||||
ALTERYX INC | 71,700 SHARES | 1,389,067 | 1,811,859 | |||||||||
AMAZON.COM INC | 16,259 SHARES | 7,819,089 | 19,014,413 | |||||||||
AMERICAN AXLE & MFG HLDNGS INC | 156,230 SHARES | 2,801,502 | 2,660,597 | |||||||||
AMERICAN EQUITY INV LIFE HLDG CO | 150,282 SHARES | 2,976,771 | 4,618,166 | |||||||||
AMERICAN EXPRESS CO | 34,950 SHARES | 2,004,010 | 3,470,885 | |||||||||
AMERICAN INTL GRP INC | 94,587 SHARES | 5,791,333 | 5,635,493 | |||||||||
AMERICAN TOWER CORP | 76,620 SHARES | 7,015,464 | 10,931,375 | |||||||||
AMERICAN WOODMARK CORP | 7,919 SHARES | 646,799 | 1,031,450 | |||||||||
AMERIPRISE FINANCIAL INC | 21,757 SHARES | 1,613,299 | 3,687,159 | |||||||||
AMETEK INC | 140,461 SHARES | 5,528,393 | 10,179,209 | |||||||||
AMICUS THERAPEUTICS INC | 388,567 SHARES | 3,309,708 | 5,591,479 | |||||||||
AMN HEALTHCARE SERVICES INC | 4,700 SHARES | 193,474 | 231,475 | |||||||||
AMPHASTAR PHARMACEUTICALS INC | 24,400 SHARES | 348,231 | 469,456 | |||||||||
ANAPTYSBIO INC | 22,200 SHARES | 507,578 | 2,235,984 | |||||||||
ANIXTER INTL INC | 47,369 SHARES | 3,319,264 | 3,600,044 | |||||||||
APACHE CORP | 58,450 SHARES | 3,896,027 | 2,467,759 | |||||||||
APPLE INC | 178,328 SHARES | 20,006,355 | 30,178,447 | |||||||||
APPLIED INDUSTRIAL TECH INC | 26,300 SHARES | 1,204,628 | 1,791,030 | |||||||||
APPLIED MATERIALS INC | 62,550 SHARES | 1,268,071 | 3,197,556 | |||||||||
APPTIO INC | 122,100 SHARES | 2,151,913 | 2,871,792 | |||||||||
ARCBEST CORP | 205,127 SHARES | 4,509,181 | 7,333,290 | |||||||||
ARCELORMITTAL | 40,362 SHARES | 754,307 | 1,314,174 | |||||||||
ARCH COAL INC | 36,912 SHARES | 2,785,416 | 3,438,722 | |||||||||
ARCHROCK INC | 95,900 SHARES | 732,726 | 1,006,950 | |||||||||
ARMADA HOFFLER PROPERTIES INC | 29,616 SHARES | 315,753 | 459,936 | |||||||||
ARYZTA AG | 102,862 SHARES | 5,336,668 | 4,079,647 | |||||||||
ASHFORD HOSPITALITY TRUST INC | 454,610 SHARES | 2,947,668 | 3,059,525 | |||||||||
ASPEN INSURANCE HOLDINGS LTD | 22,925 SHARES | 1,089,963 | 930,755 |
17
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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): | ||||||||||||
ASSEMBLY BIOSCIENCES INC | 39,400 SHARES | 888,325 | 1,782,850 | |||||||||
ASTRAZENECA PLC | 124,717 SHARES | 7,183,319 | 8,639,686 | |||||||||
ATLANTIC POWER CORP | 142,788 SHARES | 323,095 | 335,552 | |||||||||
ATLAS AIR WORLDWIDE HLDNGS INC | 13,742 SHARES | 543,919 | 805,968 | |||||||||
AUDENTES THERAPEUTICS INC | 44,900 SHARES | 888,730 | 1,403,125 | |||||||||
AUTODESK INC | 84,524 SHARES | 6,152,139 | 8,860,651 | |||||||||
AUTOZONE INC | 3,993 SHARES | 1,699,343 | 2,840,500 | |||||||||
AVIVA PLC | 1,059,648 SHARES | 7,805,862 | 7,260,368 | |||||||||
B&G FOODS INC | 46,749 SHARES | 1,501,299 | 1,643,227 | |||||||||
BAIDU INC | 34,000 SHARES | 5,855,076 | 7,963,140 | |||||||||
BALFOUR BEATTY PLC | 960,048 SHARES | 4,044,362 | 3,857,154 | |||||||||
BANCORP INC | 146,500 SHARES | 1,448,722 | 1,447,420 | |||||||||
BANK OF AMERICA CORP | 153,769 SHARES | 3,602,838 | 4,539,261 | |||||||||
BANK OF NEW YORK MELLON CORP | 158,350 SHARES | 6,432,437 | 8,528,731 | |||||||||
BANK OF THE OZARKS | 71,867 SHARES | 1,977,071 | 3,481,956 | |||||||||
BANKFINANCIAL CORP | 12,900 SHARES | 195,069 | 197,886 | |||||||||
BANKUNITED INC | 133,050 SHARES | 4,478,355 | 5,417,796 | |||||||||
BARCLAYS PLC | 4,498,632 SHARES | 13,472,102 | 12,359,700 | |||||||||
BARNES GRP INC | 17,446 SHARES | 613,388 | 1,103,808 | |||||||||
BARRETT BUSINESS SERVICES INC | 77,497 SHARES | 3,444,330 | 4,997,782 | |||||||||
BASF SE | 88,392 SHARES | 7,787,260 | 9,737,386 | |||||||||
BEACON ROOFING SUPPLY INC | 92,354 SHARES | 4,108,390 | 5,888,491 | |||||||||
BEAZER HOMES USA INC | 167,800 SHARES | 2,612,161 | 3,223,438 | |||||||||
BECTON DICKINSON AND CO | 19,900 SHARES | 3,701,508 | 4,259,794 | |||||||||
BELLICUM PHARMACEUTICALS INC | 91,300 SHARES | 997,027 | 767,833 | |||||||||
BENCHMARK ELECTRONICS INC | 138,948 SHARES | 3,351,304 | 4,043,387 | |||||||||
BERRY GLOBAL GRP INC | 37,336 SHARES | 1,382,854 | 2,190,503 | |||||||||
BGC PARTNERS INC | 255,251 SHARES | 2,570,493 | 3,856,843 | |||||||||
BHP BILLITON PLC | 139,635 SHARES | 2,167,505 | 2,875,869 | |||||||||
BLACKHAWK NETWORK HLDNGS INC | 5,556 SHARES | 251,591 | 198,071 | |||||||||
BLOOMIN' BRANDS INC | 249,020 SHARES | 4,442,895 | 5,314,087 | |||||||||
BLUCORA INC | 167,500 SHARES | 3,540,773 | 3,701,750 | |||||||||
BLUE BUFFALO PET PRODUCTS INC | 121,156 SHARES | 3,373,440 | 3,972,705 | |||||||||
BLUEBIRD BIO INC | 19,700 SHARES | 1,034,278 | 3,508,570 | |||||||||
BLUEROCK RESIDENTIAL GROWTH INC | 72,455 SHARES | 844,361 | 732,520 | |||||||||
BNP PARIBAS SA | 52,462 SHARES | 3,249,749 | 3,921,524 | |||||||||
BOEING CO | 23,223 SHARES | 2,517,941 | 6,848,695 | |||||||||
BOISE CASCADE CO | 40,809 SHARES | 1,036,122 | 1,628,279 | |||||||||
BP PLC | 1,448,702 SHARES | 8,477,866 | 10,243,517 | |||||||||
BRIGHTHOUSE FINANCIAL INC | 48,170 SHARES | 2,780,272 | 2,824,689 | |||||||||
BRISTOL-MYERS SQUIBB | 214,720 SHARES | 10,903,287 | 13,158,042 | |||||||||
BRITISH AMERICAN TOBACCO PLC | 182,631 SHARES | 9,203,592 | 12,397,174 | |||||||||
BROOKLINE BANCORP INC | 158,629 SHARES | 2,357,499 | 2,490,475 | |||||||||
BROOKS AUTOMATION INC | 39,430 SHARES | 927,730 | 940,406 | |||||||||
BUNGE LTD | 72,200 SHARES | 4,658,426 | 4,843,176 | |||||||||
BYLINE BANCORP INC | 57,604 SHARES | 1,173,684 | 1,323,164 | |||||||||
CACI INTL INC | 17,500 SHARES | 2,171,846 | 2,316,125 | |||||||||
CADENCE BANCORP | 12,900 SHARES | 289,791 | 349,848 | |||||||||
CAI INTL INC | 105,700 SHARES | 3,144,924 | 2,993,424 | |||||||||
CAIXABANK SA | 488,844 SHARES | 2,120,797 | 2,282,858 | |||||||||
CALERES INC | 84,311 SHARES | 2,289,695 | 2,822,732 | |||||||||
CALLIDUS SOFTWARE INC | 113,945 SHARES | 1,975,984 | 3,264,524 |
18
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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): | ||||||||||||
CANADIAN IMP BK OF COMMERCE | 9,277 SHARES | 826,296 | 907,302 | |||||||||
CANADIAN NATRL RESOURCES LTD | 92,200 SHARES | 2,398,634 | 3,293,384 | |||||||||
CANADIAN PACIFIC RAILWAY LTD | 58,678 SHARES | 7,933,248 | 10,746,200 | |||||||||
CANNAE HOLDINGS INC | 14,800 SHARES | 181,185 | 252,044 | |||||||||
CAPELLA EDUCATION CO | 5,483 SHARES | 257,684 | 424,384 | |||||||||
CAPSTEAD MORTGAGE CORP | 28,018 SHARES | 251,576 | 242,356 | |||||||||
CARA THERAPEUTICS INC | 51,500 SHARES | 526,144 | 630,360 | |||||||||
CARGURUS INC | 6,300 SHARES | 100,800 | 188,874 | |||||||||
CARNIVAL CORP | 44,900 SHARES | 1,671,400 | 2,980,013 | |||||||||
CARNIVAL PLC | 97,151 SHARES | 4,199,010 | 6,429,116 | |||||||||
CATALENT INC | 58,900 SHARES | 2,320,736 | 2,419,612 | |||||||||
CATALYST PHARMACEUTICALS INC | 369,100 SHARES | 968,407 | 1,443,181 | |||||||||
CATHAY GENERAL BANCORP | 24,679 SHARES | 774,369 | 1,040,713 | |||||||||
CAVIUM INC | 56,370 SHARES | 2,021,575 | 4,725,497 | |||||||||
CDW CORP/DE | 124,293 SHARES | 4,390,063 | 8,637,121 | |||||||||
CECO ENVIRONMENTAL CORP | 100 SHARES | 1,360 | 513 | |||||||||
CELGENE CORP | 59,653 SHARES | 6,788,361 | 6,225,387 | |||||||||
CENTRAL GARDEN & PET CO | 74,700 SHARES | 1,696,651 | 2,816,937 | |||||||||
CENTRAL VALLEY COMM BANCORP | 9,100 SHARES | 203,854 | 183,638 | |||||||||
CF INDUSTRIES HOLDINGS INC | 105,550 SHARES | 3,175,022 | 4,490,097 | |||||||||
CHATHAM LODGING TRUST | 102,421 SHARES | 2,108,837 | 2,331,102 | |||||||||
CHEMOURS CO | 41,600 SHARES | 1,552,687 | 2,082,496 | |||||||||
CHESAPEAKE LODGING TRUST | 32,233 SHARES | 837,766 | 873,192 | |||||||||
CHEVRON CORP | 10,775 SHARES | 1,029,871 | 1,348,922 | |||||||||
CHILDREN'S PLACE INC | 34,995 SHARES | 1,981,208 | 5,086,523 | |||||||||
CHINA MERCHANTS PORT HLD CO LTD | 958,858 SHARES | 3,042,145 | 2,508,366 | |||||||||
CHINA MOBILE LTD | 970,540 SHARES | 9,721,676 | 9,839,113 | |||||||||
CHUBB LTD | 63,818 SHARES | 9,320,051 | 9,325,724 | |||||||||
CIE FINANCIERE RICHEMONT SA | 93,112 SHARES | 7,084,157 | 8,436,931 | |||||||||
CIENA CORP | 47,100 SHARES | 1,231,996 | 985,803 | |||||||||
CINEMARK HOLDINGS INC | 49,650 SHARES | 1,469,439 | 1,728,813 | |||||||||
CIRRUS LOGIC INC | 52,800 SHARES | 2,276,366 | 2,738,208 | |||||||||
CISCO SYSTEMS INC | 244,950 SHARES | 6,289,441 | 9,381,585 | |||||||||
CITIGRP INC | 197,640 SHARES | 9,997,718 | 14,706,392 | |||||||||
CLEVELAND-CLIFFS INC | 162,700 SHARES | 1,586,372 | 1,173,067 | |||||||||
CNO FINANCIAL GRP INC | 189,982 SHARES | 3,564,797 | 4,690,656 | |||||||||
CNOOC LTD | 3,611,000 SHARES | 5,230,787 | 5,182,789 | |||||||||
COBHAM PLC | 2,615,142 SHARES | 4,132,566 | 4,468,031 | |||||||||
COGENT COMMUNICATIONS HLD INC | 111,952 SHARES | 3,767,143 | 5,071,426 | |||||||||
COHERUS BIOSCIENCES INC | 108,200 SHARES | 1,440,668 | 952,160 | |||||||||
COHU INC | 91,700 SHARES | 1,085,534 | 2,012,815 | |||||||||
COLONY NORTHSTAR INC | 228,418 SHARES | 3,322,568 | 2,606,249 | |||||||||
COLUMBIA BANKING SYSTEM INC | 45,287 SHARES | 1,247,971 | 1,967,267 | |||||||||
COLUMBIA PROPERTY TRUST INC | 83,389 SHARES | 1,843,213 | 1,913,778 | |||||||||
COLUMBUS MCKINNON CORP/NY | 59,185 SHARES | 1,463,957 | 2,366,216 | |||||||||
COMCAST CORP | 144,900 SHARES | 3,928,283 | 5,803,245 | |||||||||
COMMERCIAL METALS CO | 17,816 SHARES | 241,789 | 379,837 | |||||||||
COMMUNITY HEALTH SYSTEMS INC | �� | 211,000 SHARES | 1,918,892 | 898,860 | ||||||||
COMMUNITY TRUST BANCORP INC | 4,998 SHARES | 170,883 | 235,406 | |||||||||
COMMVAULT SYSTEMS INC | 72,414 SHARES | 3,912,197 | 3,801,735 | |||||||||
CONCERT PHARMACEUTICALS INC | 58,100 SHARES | 1,619,297 | 1,503,047 | |||||||||
CONN'S INC | 5,700 SHARES | 143,678 | 202,635 |
19
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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): | ||||||||||||
CONSOLIDATED WATER CO | 7,500 SHARES | 101,928 | 94,500 | |||||||||
CONSTELLATION BRANDS INC | 42,728 SHARES | 6,616,780 | 9,766,339 | |||||||||
COOPER-STANDARD HOLDINGS INC | 52,400 SHARES | 4,570,615 | 6,419,000 | |||||||||
CORE-MARK HOLDING CO INC | 3,739 SHARES | 137,914 | 118,078 | |||||||||
CORENERGY INFRASTRUCTURE TR INC | 3,000 SHARES | 108,684 | 114,600 | |||||||||
CORESITE REALTY CORP | 17,730 SHARES | 1,042,430 | 2,019,447 | |||||||||
COSTAMARE INC | 193,400 SHARES | 1,304,135 | 1,115,918 | |||||||||
COUPA SOFTWARE INC | 18,400 SHARES | 539,122 | 574,448 | |||||||||
COUSINS PROPERTIES INC | 308,825 SHARES | 2,339,460 | 2,856,631 | |||||||||
CRA INTL INC | 14,727 SHARES | 273,635 | 661,979 | |||||||||
CRITEO SA | 47,641 SHARES | 2,051,762 | 1,240,095 | |||||||||
CROSS COUNTRY HEALTHCARE INC | 216,723 SHARES | 3,693,234 | 2,765,385 | |||||||||
CURIS INC | 881,300 SHARES | 1,510,281 | 616,910 | |||||||||
CUSTOMERS BANCORP INC | 11,912 SHARES | 329,527 | 309,593 | |||||||||
CUTERA INC | 55,000 SHARES | 997,363 | 2,494,250 | |||||||||
CVS HEALTH CORP | 41,788 SHARES | 3,017,164 | 3,029,630 | |||||||||
CYBERARK SOFTWARE LTD | 50,575 SHARES | 2,383,436 | 2,093,299 | |||||||||
CYPRESS SEMICONDUCTOR CORP | 301,824 SHARES | 2,836,228 | 4,599,798 | |||||||||
CYRUSONE INC | 7,700 SHARES | 382,451 | 458,381 | |||||||||
DANA INC | 27,700 SHARES | 397,618 | 886,677 | |||||||||
DARLING INGREDIENTS INC | 134,848 SHARES | 2,261,504 | 2,444,794 | |||||||||
DBV TECHNOLOGIES SA | 28,200 SHARES | 1,014,187 | 693,720 | |||||||||
DCT INDUSTRIAL TRUST INC | 26,306 SHARES | 998,328 | 1,546,267 | |||||||||
DEAN FOODS CO | 106,574 SHARES | 1,910,915 | 1,231,995 | |||||||||
DECKERS OUTDOOR CORP | 26,300 SHARES | 1,678,253 | 2,110,575 | |||||||||
DELEK US HOLDINGS INC | 156,964 SHARES | 3,173,759 | 5,484,322 | |||||||||
DERMIRA INC | 53,732 SHARES | 1,387,347 | 1,494,287 | |||||||||
DEXCOM INC | 86,130 SHARES | 6,323,774 | 4,943,001 | |||||||||
DIAGEO PLC | 109,619 SHARES | 3,071,123 | 4,040,823 | |||||||||
DIAMONDROCK HOSPITALITY CO | 50,338 SHARES | 494,239 | 568,316 | |||||||||
DIME COMMUNITY BANCSHARES INC | 21,400 SHARES | 370,565 | 448,330 | |||||||||
DINEEQUITY INC | 22,200 SHARES | 1,813,773 | 1,126,206 | |||||||||
DIPLOMAT PHARMACY INC | 186,700 SHARES | 3,126,730 | 3,747,069 | |||||||||
DOWDUPONT INC | 95,973 SHARES | 4,707,737 | 6,835,197 | |||||||||
DYNAVAX TECHNOLOGIES CORP | 101,800 SHARES | 756,964 | 1,903,660 | |||||||||
DYNEGY INC | 45,000 SHARES | 372,880 | 533,250 | |||||||||
EAGLE BANCORP INC | 68,249 SHARES | 2,839,745 | 3,951,617 | |||||||||
EAST JAPAN RAILWAY CO | 83,000 SHARES | 6,956,509 | 8,101,065 | |||||||||
EAST WEST BANCORP INC | 226,056 SHARES | 7,673,613 | 13,750,986 | |||||||||
EASTERLY GOVT PROPERTIES INC | 16,500 SHARES | 282,430 | 352,110 | |||||||||
EBAY INC | 353,290 SHARES | 11,741,410 | 13,333,165 | |||||||||
EDUCATION REALTY TRUST INC | 24,727 SHARES | 926,039 | 863,467 | |||||||||
EDWARDS LIFESCIENCES CORP | 86,826 SHARES | 6,368,586 | 9,786,158 | |||||||||
EL PASO ELECTRIC CO | 65,455 SHARES | 2,808,567 | 3,622,934 | |||||||||
EMCOR GRP INC | 71,708 SHARES | 4,367,959 | 5,862,129 | |||||||||
ENBRIDGE ENERGY MNGT LLC | 3 SHARES | — | 40 | |||||||||
ENCANA CORP | 635,461 SHARES | 6,405,759 | 8,505,272 | |||||||||
ENERSYS | 18,100 SHARES | 1,394,502 | 1,260,303 | |||||||||
ENGIE SA | 207,102 SHARES | 3,600,686 | 3,564,944 | |||||||||
ENGILITY HOLDINGS INC | 39,556 SHARES | 1,194,131 | 1,122,204 | |||||||||
ENTERPRISE FINCL SERVICES CORP | 5,400 SHARES | 235,264 | 243,810 | |||||||||
ENVISION HEALTHCARE CORP | 6,984 SHARES | 530,041 | 241,367 |
20
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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): | ||||||||||||
EP ENERGY CORP | 108,000 SHARES | 596,951 | 254,880 | |||||||||
EQT CORP | 41,198 SHARES | 2,654,041 | 2,344,990 | |||||||||
EQUIFAX INC | 79,689 SHARES | 6,777,210 | 9,396,927 | |||||||||
ESPERION THERAPEUTICS INC | 29,800 SHARES | 833,272 | 1,962,032 | |||||||||
ESSENDANT INC | 80,801 SHARES | 2,396,013 | 749,025 | |||||||||
ESTEE LAUDER COS INC | 73,826 SHARES | 6,110,758 | 9,393,620 | |||||||||
EURONET WORLDWIDE INC | 4,753 SHARES | 341,428 | 400,535 | |||||||||
EVERI HOLDINGS INC | 95,600 SHARES | 678,731 | 720,824 | |||||||||
EXELON CORP | 119,020 SHARES | 4,152,194 | 4,690,578 | |||||||||
EXPRESS INC | 56,781 SHARES | 973,563 | 576,327 | |||||||||
EXTERRAN CORP | 78,600 SHARES | 2,489,804 | 2,471,184 | |||||||||
EXTREME NETWORKS INC | 547,683 SHARES | 2,271,776 | 6,856,991 | |||||||||
EXXON MOBIL CORP | 122,850 SHARES | 9,711,899 | 10,275,174 | |||||||||
FACEBOOK INC | 167,329 SHARES | 11,954,197 | 29,526,875 | |||||||||
FASTENAL CO | 183,078 SHARES | 8,152,448 | 10,012,536 | |||||||||
FEDERAL SIGNAL CORP | 48,646 SHARES | 757,122 | 977,298 | |||||||||
FERRO CORP | 218,998 SHARES | 2,943,252 | 5,166,163 | |||||||||
FIBROGEN INC | 37,800 SHARES | 1,243,472 | 1,791,720 | |||||||||
FIDELITY SOUTHERN CORP | 43,610 SHARES | 904,589 | 950,698 | |||||||||
FIFTH THIRD BANCORP | 316,150 SHARES | 6,575,237 | 9,591,991 | |||||||||
FINANCIAL INSTITUTIONS INC | 56,912 SHARES | 1,826,421 | 1,769,963 | |||||||||
FIRST AMERICAN FINANCIAL CORP | 34,800 SHARES | 1,318,178 | 1,950,192 | |||||||||
FIRST BANCORP/PUERTO RICO | 497,900 SHARES | 2,326,923 | 2,539,290 | |||||||||
FIRST BANCORP/SOUTHERN PINES NC | 4,842 SHARES | 148,945 | 170,971 | |||||||||
FIRST BUSINESS FINANCIAL SRVS INC | 14,593 SHARES | 366,272 | 322,797 | |||||||||
FIRST COMMUNITY BANCSHARES INC | 17,519 SHARES | 337,849 | 503,321 | |||||||||
FIRST FOUNDATION INC | 40,600 SHARES | 657,613 | 752,724 | |||||||||
FIRST INDUSTRIAL REALTY TR INC | 132,847 SHARES | 2,920,191 | 4,180,695 | |||||||||
FIRST MERCHANTS CORP | 109,716 SHARES | 4,219,455 | 4,614,655 | |||||||||
FIRSTCASH INC | 89,257 SHARES | 3,824,844 | 6,020,385 | |||||||||
FITBIT INC | 219,400 SHARES | 1,213,287 | 1,252,774 | |||||||||
FIVE BELOW INC | 79,117 SHARES | 3,290,867 | 5,247,039 | |||||||||
FIVE9 INC | 55,308 SHARES | 454,099 | 1,376,063 | |||||||||
FLEETCOR TECHNOLOGIES INC | 80,284 SHARES | 10,465,729 | 15,449,050 | |||||||||
FORTINET INC | 57,062 SHARES | 1,417,670 | 2,493,039 | |||||||||
FORTUNE BRANDS HOME & SEC INC | 71,994 SHARES | 3,429,335 | 4,927,269 | |||||||||
FORUM ENERGY TECHNOLOGIES INC | 141,796 SHARES | 3,066,517 | 2,204,928 | |||||||||
FRANKLIN STREET PROPERTIES CORP | 9,905 SHARES | 101,406 | 106,380 | |||||||||
FULTON FINANCIAL CORP | 156,224 SHARES | 2,076,224 | 2,796,410 | |||||||||
FUNKO INC | 81,000 SHARES | 591,664 | 538,650 | |||||||||
FUTUREFUEL CORP | 55,689 SHARES | 793,519 | 784,658 | |||||||||
GAMING AND LEISURE PROP INC | 59,716 SHARES | 921,467 | 2,209,492 | |||||||||
GANNETT CO INC | 185,600 SHARES | 1,587,296 | 2,151,104 | |||||||||
GARDNER DENVER HOLDINGS INC | 108,599 SHARES | 2,171,980 | 3,684,764 | |||||||||
GARTNER INC | 25,479 SHARES | 3,075,525 | 3,137,739 | |||||||||
GENERAL CABLE CORP | 192,934 SHARES | 2,279,177 | 5,710,846 | |||||||||
GENERAL ELECTRIC CO | 121,950 SHARES | 3,150,338 | 2,128,028 | |||||||||
GENERAL MOTORS CO | 24,738 SHARES | 763,278 | 1,014,011 | |||||||||
GENMARK DIAGNOSTICS INC | 181,354 SHARES | 1,400,736 | 756,246 | |||||||||
GEO GRP INC | 242,450 SHARES | 7,477,982 | 5,721,820 | |||||||||
GETTY REALTY CORP | 79,400 SHARES | 2,281,146 | 2,156,504 | |||||||||
GILDAN ACTIVEWEAR INC | 151,708 SHARES | 3,955,039 | 4,917,085 |
21
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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): | ||||||||||||
GILEAD SCIENCES INC | 57,850 SHARES | 4,874,567 | 4,144,374 | |||||||||
GLAUKOS CORP | 51,015 SHARES | 1,325,505 | 1,308,535 | |||||||||
GLAXOSMITHKLINE PLC | 437,052 SHARES | 9,029,026 | 7,818,912 | |||||||||
GLOBAL BRASS & COPPER HLD INC | 157,681 SHARES | 3,650,073 | 5,219,241 | |||||||||
GLOBAL PAYMENTS INC | 85,337 SHARES | 5,192,795 | 8,554,181 | |||||||||
GMS INC | 36,100 SHARES | 1,193,554 | 1,358,804 | |||||||||
GOLD ENTERTAINMENT GRP INC | 3,410 SHARES | — | 1 | |||||||||
GRAND CANYON EDUCATION INC | 24,100 SHARES | 1,877,242 | 2,157,673 | |||||||||
GRAPHIC PACKAGING HOLDING CO | 68,353 SHARES | 839,499 | 1,056,054 | |||||||||
GRAY TELEVISION INC | 116,317 SHARES | 1,507,869 | 1,948,310 | |||||||||
GREAT LAKES DREDGE & DOCK CORP | 228,408 SHARES | 1,396,145 | 1,233,403 | |||||||||
GREEN DOT CORP | 73,100 SHARES | 2,884,003 | 4,405,006 | |||||||||
GREEN PLAINS INC | 24,835 SHARES | 508,630 | 418,470 | |||||||||
GREENBRIER COS INC | 16,254 SHARES | 497,085 | 866,338 | |||||||||
GRP 1 AUTOMOTIVE INC | 28,200 SHARES | 2,186,717 | 2,001,354 | |||||||||
GRPON INC | 246,500 SHARES | 1,310,632 | 1,257,150 | |||||||||
GW PHARMACEUTICALS PLC | 11,423 SHARES | 1,411,690 | 1,507,950 | |||||||||
HAMILTON BEACH BRANDS HLD CO | 10,350 SHARES | 116,781 | 265,892 | |||||||||
HANCOCK HOLDING CO | 116,600 SHARES | 5,221,248 | 5,771,700 | |||||||||
HANMI FINANCIAL CORP | 102,875 SHARES | 2,450,412 | 3,122,256 | |||||||||
HAWAIIAN HOLDINGS INC | 30,638 SHARES | 1,144,007 | 1,220,924 | |||||||||
HC2 HOLDINGS INC | 290,200 SHARES | 1,399,882 | 1,726,690 | |||||||||
HCI GRP INC | 18,834 SHARES | 612,957 | 563,137 | |||||||||
HEALTHEQUITY INC | 14,021 SHARES | 658,572 | 654,220 | |||||||||
HEALTHSOUTH CORP | 30,700 SHARES | 1,527,360 | 1,516,887 | |||||||||
HEICO CORP | 22,300 SHARES | 992,696 | 1,762,815 | |||||||||
HELEN OF TROY LTD | 42,914 SHARES | 4,158,535 | 4,134,764 | |||||||||
HERITAGE FINANCIAL CORP | 47,900 SHARES | 1,203,095 | 1,475,320 | |||||||||
HERMAN MILLER INC | 7,913 SHARES | 224,214 | 316,916 | |||||||||
HERON THERAPEUTICS INC | 102,900 SHARES | 1,669,597 | 1,862,490 | |||||||||
HERSHA HOSPITALITY TRUST | 179,610 SHARES | 4,485,652 | 3,125,214 | |||||||||
HESS CORP | 90,150 SHARES | 4,970,048 | 4,279,421 | |||||||||
HIGHWOODS PROPERTIES INC | 22,200 SHARES | 1,074,245 | 1,130,202 | |||||||||
HILLTOP HOLDINGS INC | 41,467 SHARES | 809,213 | 1,050,359 | |||||||||
HILTON WORLDWIDE HOLDINGS INC | 83,355 SHARES | 4,830,613 | 6,656,730 | |||||||||
HITACHI LTD | 493,000 SHARES | 3,048,947 | 3,842,030 | |||||||||
HMS HOLDINGS CORP | 26,600 SHARES | 536,487 | 450,870 | |||||||||
HOLOGIC INC | 95,310 SHARES | 3,403,643 | 4,074,503 | |||||||||
HOME DEPOT INC | 97,995 SHARES | 8,058,921 | 18,572,992 | |||||||||
HOMESTREET INC | 28,570 SHARES | 688,203 | 827,102 | |||||||||
HOOKER FURNITURE CORP | 27,400 SHARES | 1,186,183 | 1,163,130 | |||||||||
HOPE BANCORP INC | 184,675 SHARES | 3,001,936 | 3,370,319 | |||||||||
HORIZON PHARMA PLC | 28,800 SHARES | 581,190 | 420,480 | |||||||||
HOULIHAN LOKEY INC | 24,985 SHARES | 737,964 | 1,135,069 | |||||||||
HOWARD BANCORP INC | 3,600 SHARES | 67,654 | 79,200 | |||||||||
HUBSPOT INC | 60,836 SHARES | 3,506,903 | 5,377,902 | |||||||||
HUDSON PACIFIC PROPERTIES INC | 16,992 SHARES | 504,733 | 581,976 | |||||||||
HURCO COS INC | 5,487 SHARES | 133,363 | 231,551 | |||||||||
HURON CONSULTING GRP INC | 29,526 SHARES | 1,065,797 | 1,194,327 | |||||||||
HYSTER-YALE MATRLS HANDLING INC | 12,097 SHARES | 635,244 | 1,030,181 | |||||||||
IBERIABANK CORP | 16,772 SHARES | 1,288,700 | 1,299,830 | |||||||||
ICF INTL INC | 42,700 SHARES | 1,802,340 | 2,241,750 |
22
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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): | ||||||||||||
ICHOR HOLDINGS LTD | 40,000 SHARES | 898,117 | 984,000 | |||||||||
IDACORP INC | 17,576 SHARES | 1,218,255 | 1,605,743 | |||||||||
IDT CORP | 22,287 SHARES | 215,582 | 236,242 | |||||||||
IHS MARKIT LTD | 210,483 SHARES | 7,045,636 | 9,503,307 | |||||||||
ILLINOIS TOOL WORKS INC | 31,850 SHARES | 2,234,481 | 5,314,173 | |||||||||
IMPERVA INC | 52,800 SHARES | 2,322,175 | 2,096,160 | |||||||||
INC RESEARCH HOLDINGS INC | 60,054 SHARES | 2,936,249 | 2,618,354 | |||||||||
INDEPENDENCE REALTY TRUST INC | 184,277 SHARES | 1,747,007 | 1,859,355 | |||||||||
INFRAREIT INC | 44,900 SHARES | 879,896 | 834,242 | |||||||||
ING GROEP | 98,463 SHARES | 1,154,028 | 1,811,942 | |||||||||
INGEVITY CORP | 7,109 SHARES | 444,117 | 500,971 | |||||||||
INNOPHOS HOLDINGS INC | 55,000 SHARES | 1,492,872 | 2,570,150 | |||||||||
INOGEN INC | 4,246 SHARES | 180,656 | 505,614 | |||||||||
INSIGHT ENTERPRISES INC | 92,564 SHARES | 2,378,037 | 3,544,276 | |||||||||
INSPERITY INC | 110,516 SHARES | 3,482,190 | 6,338,093 | |||||||||
INTEGER HOLDINGS CORP | 141,800 SHARES | 5,439,216 | 6,423,540 | |||||||||
INTEGRA LIFESCIENCES HLD CORP | 50,151 SHARES | 2,229,271 | 2,400,227 | |||||||||
INTERCONTINENTAL EXCHANGE INC | 113,125 SHARES | 5,657,907 | 7,982,100 | |||||||||
INTERSECT ENT INC | 96,502 SHARES | 2,361,392 | 3,126,665 | |||||||||
INTERXION HOLDING | 70,073 SHARES | 1,770,538 | 4,129,402 | |||||||||
INTL PAPER CO | 94,750 SHARES | 4,252,523 | 5,489,815 | |||||||||
INTL FCSTONE INC | 43,722 SHARES | 1,226,666 | 1,859,497 | |||||||||
INVACARE CORP | 179,000 SHARES | 2,362,622 | 3,016,150 | |||||||||
INVESCO LTD | 47,650 SHARES | 1,269,825 | 1,741,131 | |||||||||
INVESCO MORTGAGE CAPITAL INC | 15,700 SHARES | 244,317 | 279,931 | |||||||||
ITRON INC | 13,400 SHARES | 885,992 | 913,880 | |||||||||
JACK IN THE BOX INC | 1,400 SHARES | 133,302 | 137,354 | |||||||||
JAGGED PEAK ENERGY INC | 59,200 SHARES | 741,082 | 934,176 | |||||||||
JAPAN AIRLINES CO LTD | 222,500 SHARES | 7,552,793 | 8,706,436 | |||||||||
JB HUNT TRANSPORT SERVICES INC | 44,642 SHARES | 3,100,188 | 5,132,937 | |||||||||
JELD-WEN HOLDING INC | 48,407 SHARES | 1,365,823 | 1,905,784 | |||||||||
JOHNSON & JOHNSON | 65,680 SHARES | 5,022,222 | 9,176,810 | |||||||||
JOHNSON CONTROLS INTL PLC | 167,899 SHARES | 6,495,297 | 6,398,631 | |||||||||
JOUNCE THERAPEUTICS INC | 60,300 SHARES | 945,713 | 768,825 | |||||||||
* | JPMORGAN CHASE & CO | 45,348,381 SHARES | 2,448,443,926 | 4,849,555,864 | ||||||||
JUNO THERAPEUTICS INC | 53,683 SHARES | 1,465,750 | 2,453,850 | |||||||||
K12 INC | 65,123 SHARES | 609,048 | 1,035,456 | |||||||||
KADANT INC | 22,925 SHARES | 939,492 | 2,301,670 | |||||||||
KB HOME | 17,300 SHARES | 370,117 | 552,735 | |||||||||
KBR INC | 235,900 SHARES | 4,607,445 | 4,677,897 | |||||||||
KDDI CORP | 380,700 SHARES | 6,449,584 | 9,477,791 | |||||||||
KELLY SERVICES INC | 5,549 SHARES | 84,999 | 151,321 | |||||||||
KEMET CORP | 199,000 SHARES | 3,967,917 | 2,996,940 | |||||||||
KENNAMETAL INC | 9,900 SHARES | 224,371 | 479,259 | |||||||||
KEYCORP | 237,079 SHARES | 3,512,418 | 4,781,883 | |||||||||
KIMBALL ELECTRONICS INC | 85,454 SHARES | 1,020,204 | 1,559,536 | |||||||||
KIMBALL INTL INC | 37,149 SHARES | 385,157 | 693,572 | |||||||||
KIMBERLY-CLARK CORP | 40,050 SHARES | 4,765,881 | 4,832,433 | |||||||||
KINDRED HEALTHCARE INC | 397,268 SHARES | 3,493,902 | 3,853,500 | |||||||||
KINSALE CAPITAL GRP INC | 37,200 SHARES | 1,135,313 | 1,674,000 | |||||||||
KLX INC | 52,245 SHARES | 2,626,655 | 3,565,721 | |||||||||
KNOLL INC | 15,600 SHARES | 362,697 | 359,424 |
23
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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): | ||||||||||||
KOHL'S CORP | 49,650 SHARES | 2,308,171 | 2,692,520 | |||||||||
KOMATSU LTD | 135,700 SHARES | 2,799,573 | 4,912,424 | |||||||||
KORN/FERRY INTL | 112,624 SHARES | 2,631,158 | 4,660,381 | |||||||||
LA JOLLA PHARMACEUTICAL CO | 48,502 SHARES | 1,678,729 | 1,560,794 | |||||||||
LANTHEUS HOLDINGS INC | 136,600 SHARES | 2,129,644 | 2,793,470 | |||||||||
LAS VEGAS SANDS CORP | 114,058 SHARES | 6,755,776 | 7,925,890 | |||||||||
LASALLE HOTEL PROPERTIES | 25,800 SHARES | 768,239 | 724,206 | |||||||||
LIBBEY INC | 62,352 SHARES | 912,937 | 468,887 | |||||||||
LIBERTY TRIPADVISOR HLD INC | 39,000 SHARES | 832,541 | 367,575 | |||||||||
LIFETIME BRANDS INC | 48,433 SHARES | 695,192 | 799,145 | |||||||||
LIMELIGHT NETWORKS INC | 304,800 SHARES | 734,335 | 1,344,168 | |||||||||
LINDE AG | 39,207 SHARES | 7,434,137 | 9,164,076 | |||||||||
LITTELFUSE INC | 10,711 SHARES | 1,198,120 | 2,118,850 | |||||||||
LLOYDS BANKING GRP PLC | 5,398,001 SHARES | 5,187,576 | 4,969,840 | |||||||||
LOCKHEED MARTIN CORP | 24,631 SHARES | 5,695,910 | 7,907,783 | |||||||||
LOEWS CORP | 109,300 SHARES | 4,460,553 | 5,468,279 | |||||||||
LOUISIANA-PACIFIC CORP | 110,600 SHARES | 2,796,839 | 2,904,356 | |||||||||
LOWE'S COS INC | 22,204 SHARES | 838,843 | 2,063,640 | |||||||||
LOXO ONCOLOGY INC | 23,000 SHARES | 1,842,342 | 1,936,140 | |||||||||
LUTHER BURBANK CORP | 60,614 SHARES | 651,601 | 729,793 | |||||||||
MACOM TECH SOLUTIONS HLD INC | 57,428 SHARES | 2,178,739 | 1,868,707 | |||||||||
MAGNA INTL INC | 10,985 SHARES | 538,064 | 622,520 | |||||||||
MAINSOURCE FINANCIAL GRP INC | 12,666 SHARES | 288,600 | 459,902 | |||||||||
MANULIFE FINANCIAL CORP | 259,100 SHARES | 4,488,069 | 5,422,085 | |||||||||
MARKEL CORP | 7,022 SHARES | 4,971,806 | 7,998,971 | |||||||||
MARKETAXESS HOLDINGS INC | 41,710 SHARES | 5,993,668 | 8,414,993 | |||||||||
MARLIN BUSINESS SERVICES CORP | 8,500 SHARES | 183,518 | 190,400 | |||||||||
MARSH & MCLENNAN COS INC | 157,476 SHARES | 7,521,275 | 12,816,972 | |||||||||
MASIMO CORP | 78,000 SHARES | 4,638,160 | 6,614,400 | |||||||||
MASTEC INC | 98,500 SHARES | 2,333,740 | 4,821,575 | |||||||||
MASTERCARD INC | 133,562 SHARES | 8,186,989 | 20,215,944 | |||||||||
MATTEL INC | 148,891 SHARES | 3,495,606 | 2,289,944 | |||||||||
MAXLINEAR INC | 109,059 SHARES | 2,156,772 | 2,881,339 | |||||||||
MCDERMOTT INTL INC | 246,400 SHARES | 1,618,685 | 1,621,312 | |||||||||
MDC PARTNERS INC | 133,900 SHARES | 1,532,497 | 1,305,525 | |||||||||
MEDICINES CO | 8,800 SHARES | 348,661 | 240,592 | |||||||||
MEDTRONIC PLC | 102,346 SHARES | 6,578,984 | 8,264,440 | |||||||||
MERCK & CO INC | 152,850 SHARES | 6,911,579 | 8,600,870 | |||||||||
MERITOR INC | 328,626 SHARES | 3,316,333 | 7,709,566 | |||||||||
MERSANA THERAPEUTICS INC | 60,000 SHARES | 866,460 | 985,800 | |||||||||
META FINANCIAL GRP INC | 22,702 SHARES | 1,008,382 | 2,103,340 | |||||||||
METHODE ELECTRONICS INC | 68,640 SHARES | 2,552,729 | 2,752,464 | |||||||||
METLIFE INC | 123,450 SHARES | 5,215,693 | 6,241,632 | |||||||||
MFA FINANCIAL INC | 390,589 SHARES | 3,011,988 | 3,093,465 | |||||||||
MGE ENERGY INC | 10,636 SHARES | 492,193 | 671,132 | |||||||||
MGIC INV CORP | 123,500 SHARES | 1,562,439 | 1,742,585 | |||||||||
MGP INGREDIENTS INC | 20,920 SHARES | 1,185,208 | 1,608,330 | |||||||||
MICRO FOCUS INTL PLC | 64,822 SHARES | 2,089,037 | 2,212,367 | |||||||||
MICROCHIP TECHNOLOGY INC | 86,034 SHARES | 6,779,734 | 7,560,668 | |||||||||
MICROSOFT CORP | 499,734 SHARES | 30,269,572 | 42,747,246 | |||||||||
MICROSTRATEGY INC | 7,800 SHARES | 1,496,197 | 1,024,140 | |||||||||
MILACRON HOLDINGS CORP | 113,412 SHARES | 1,972,497 | 2,170,706 |
24
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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): | ||||||||||||
MINDBODY INC | 65,361 SHARES | 1,262,529 | 1,990,242 | |||||||||
MOBILE MINI INC | 110,724 SHARES | 3,592,794 | 3,819,978 | |||||||||
MODINE MANUFACTURING CO | 16,700 SHARES | 348,529 | 337,340 | |||||||||
MOELIS & CO | 40,749 SHARES | 1,326,018 | 1,976,327 | |||||||||
MOLINA HEALTHCARE INC | 68,475 SHARES | 4,061,031 | 5,250,663 | |||||||||
MONGODB INC | 27,700 SHARES | 664,800 | 822,136 | |||||||||
MONOLITHIC POWER SYSTEMS INC | 17,060 SHARES | 736,921 | 1,916,862 | |||||||||
MONSTER BEVERAGE CORP | 200,708 SHARES | 5,563,851 | 12,702,809 | |||||||||
MOOG INC | 9,900 SHARES | 502,085 | 859,815 | |||||||||
MORGAN STANLEY | 248,500 SHARES | 6,764,553 | 13,038,795 | |||||||||
MOTORS LIQUIDATION CO | 765 SHARES | — | 7,153 | |||||||||
MRC GLOBAL INC | 196,000 SHARES | 4,097,909 | 3,316,320 | |||||||||
MSCI INC | 46,523 SHARES | 3,236,490 | 5,887,020 | |||||||||
MULESOFT INC | 88,089 SHARES | 2,009,393 | 2,048,950 | |||||||||
NACCO INDUSTRIES INC | 5,175 SHARES | 93,245 | 194,839 | |||||||||
NANOMETRICS INC | 14,135 SHARES | 220,590 | 352,244 | |||||||||
NATIONAL GENERAL HLD CORP | 10,855 SHARES | 234,526 | 213,192 | |||||||||
NATIONAL STORAGE AFFILIATES TR | 95,841 SHARES | 1,900,518 | 2,612,626 | |||||||||
NATIONAL VISION HOLDINGS INC | 18,600 SHARES | 409,200 | 755,346 | |||||||||
NBT BANCORP INC | 9,241 SHARES | 253,281 | 340,069 | |||||||||
NEKTAR THERAPEUTICS | 43,500 SHARES | 584,725 | 2,597,820 | |||||||||
NETFLIX INC | 35,449 SHARES | 4,003,270 | 6,804,790 | |||||||||
NEVRO CORP | 35,474 SHARES | 2,235,378 | 2,449,125 | |||||||||
NEW JERSEY RESOURCES CORP | 41,156 SHARES | 1,317,123 | 1,654,471 | |||||||||
NEW RELIC INC | 74,321 SHARES | 3,089,559 | 4,293,524 | |||||||||
NEW SENIOR INV GRP INC | 21,800 SHARES | 254,102 | 164,808 | |||||||||
NEWS CORP | 195,450 SHARES | 2,571,583 | 3,168,245 | |||||||||
NEXPOINT RESIDENTIAL TRUST INC | 65,288 SHARES | 1,330,460 | 1,824,147 | |||||||||
NEXSTAR MEDIA GRP INC | 8,578 SHARES | 476,118 | 670,800 | |||||||||
NEXTERA ENERGY INC | 67,400 SHARES | 3,373,533 | 3,787,880 | |||||||||
NIKE INC | 37,423 SHARES | 2,057,940 | 2,340,809 | |||||||||
NN INC | 125,944 SHARES | 3,178,644 | 3,476,054 | |||||||||
NORTHEAST BANCORP | 12,100 SHARES | 227,977 | 280,115 | |||||||||
NORTHROP GRUMMAN CORP | 19,579 SHARES | 4,300,164 | 6,008,991 | |||||||||
NOVARTIS AG | 95,888 SHARES | 6,541,383 | 8,107,923 | |||||||||
NRG YIELD INC | 42,300 SHARES | 800,738 | 799,470 | |||||||||
NUVASIVE INC | 21,820 SHARES | 1,181,442 | 1,276,252 | |||||||||
NVIDIA CORP | 41,698 SHARES | 5,222,896 | 8,068,563 | |||||||||
OCCIDENTAL PETROLEUM CORP | 94,200 SHARES | 6,968,730 | 6,938,772 | |||||||||
OCEANFIRST FINANCIAL CORP | 36,200 SHARES | 1,046,534 | 950,250 | |||||||||
OCULAR THERAPEUTIX INC | 8,200 SHARES | 58,355 | 36,490 | |||||||||
OFFICE DEPOT INC | 1,274,874 SHARES | 6,310,061 | 4,513,054 | |||||||||
OM ASSET MANAGEMENT PLC | 248,218 SHARES | 3,745,684 | 4,157,652 | |||||||||
OMNOVA SOLUTIONS INC | 43,978 SHARES | 264,558 | 439,780 | |||||||||
ORASURE TECHNOLOGIES INC | 194,524 SHARES | 1,655,830 | 3,668,723 | |||||||||
O'REILLY AUTOMOTIVE INC | 48,280 SHARES | 12,428,963 | 11,613,271 | |||||||||
ORMAT TECHNOLOGIES INC | 33,100 SHARES | 1,686,929 | 2,117,076 | |||||||||
ORTHOPEDIATRICS CORP | 18,100 SHARES | 235,300 | 347,339 | |||||||||
OWENS & MINOR INC | 75,377 SHARES | 2,689,814 | 1,423,118 | |||||||||
PACIFIC ETHANOL INC | 87,500 SHARES | 680,966 | 398,125 | |||||||||
PACIFIC MERCANTILE BANCORP | 15,200 SHARES | 123,939 | 133,000 | |||||||||
PACWEST BANCORP | 81,380 SHARES | 3,404,983 | 4,101,552 |
25
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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): | ||||||||||||
PARK-OHIO HOLDINGS CORP | 11,659 SHARES | 402,702 | 535,731 | |||||||||
PARTY CITY HOLDCO INC | 163,645 SHARES | 2,679,815 | 2,282,848 | |||||||||
PAYCOM SOFTWARE INC | 66,648 SHARES | 2,142,979 | 5,353,834 | |||||||||
PAYPAL HOLDINGS INC | 169,364 SHARES | 6,783,797 | 12,468,578 | |||||||||
PEBBLEBROOK HOTEL TR | 62,482 SHARES | 1,633,925 | 2,322,456 | |||||||||
PENNYMAC FINANCIAL SERVICES INC | 26,890 SHARES | 424,648 | 600,992 | |||||||||
PEPSICO INC | 81,540 SHARES | 7,253,093 | 9,778,277 | |||||||||
PERFORMANCE FOOD GRP CO | 198,845 SHARES | 4,994,902 | 6,581,769 | |||||||||
PERRIGO CO PLC | 49,500 SHARES | 3,470,303 | 4,314,420 | |||||||||
PERRY ELLIS INTL INC | 28,200 SHARES | 532,531 | 706,128 | |||||||||
PFIZER INC | 253,300 SHARES | 6,404,797 | 9,174,526 | |||||||||
PG&E CORP | 122,263 SHARES | 5,789,032 | 5,481,050 | |||||||||
PGT INNOVATIONS INC | 149,654 SHARES | 1,752,574 | 2,521,670 | |||||||||
PHI INC | 20,376 SHARES | 368,965 | 235,750 | |||||||||
PHILIP MORRIS INTL INC | 74,720 SHARES | 6,643,948 | 7,894,168 | |||||||||
PIER 1 IMPORTS INC | 240,800 SHARES | 1,626,627 | 996,912 | |||||||||
PILGRIM'S PRIDE CORP | 85,326 SHARES | 1,827,240 | 2,650,226 | |||||||||
PINNACLE ENTERTAINMENT INC | 300,273 SHARES | 4,311,405 | 9,827,935 | |||||||||
PINNACLE FINANCIAL PARTNERS INC | 82,154 SHARES | 2,906,812 | 5,446,810 | |||||||||
PINNACLE FOODS INC | 11,881 SHARES | 503,887 | 706,563 | |||||||||
PIPER JAFFRAY COS | 9,082 SHARES | 365,571 | 783,322 | |||||||||
PLANET FITNESS INC | 151,789 SHARES | 3,060,062 | 5,256,453 | |||||||||
PLEXUS CORP | 8,200 SHARES | 461,462 | 497,904 | |||||||||
PNM RESOURCES INC | 24,400 SHARES | 984,865 | 986,980 | |||||||||
POLYONE CORP | 69,626 SHARES | 2,469,538 | 3,028,731 | |||||||||
POPULAR INC | 193,716 SHARES | 6,183,278 | 6,874,981 | |||||||||
PORTLAND GENERAL ELECTRIC CO | 142,300 SHARES | 5,238,498 | 6,486,034 | |||||||||
POWELL INDUSTRIES INC | 23,600 SHARES | 877,886 | 676,140 | |||||||||
PRA HEALTH SCIENCES INC | 7,900 SHARES | 473,165 | 719,453 | |||||||||
PREFERRED APT COMMUNITIES INC | 116,300 SHARES | 2,070,654 | 2,355,075 | |||||||||
PREFERRED BANK/LOS ANGELES CA | 31,946 SHARES | 1,086,003 | 1,877,786 | |||||||||
PREMIER FINANCIAL BANCORP INC | 6,350 SHARES | 94,403 | 127,508 | |||||||||
PREMIER INC | 55,179 SHARES | 1,830,823 | 1,610,675 | |||||||||
PRESIDIO INC | 121,639 SHARES | 1,679,007 | 2,331,820 | |||||||||
PRESTIGE BRANDS HOLDINGS INC | 56,986 SHARES | 2,864,358 | 2,530,748 | |||||||||
PRICELINE GRP INC | 4,289 SHARES | 5,596,226 | 7,453,167 | |||||||||
PROGRESS SOFTWARE CORP | 85,800 SHARES | 3,633,871 | 3,652,506 | |||||||||
PROOFPOINT INC | 39,618 SHARES | 1,634,796 | 3,518,475 | |||||||||
PRUDENTIAL PLC | 236,592 SHARES | 4,395,133 | 6,098,549 | |||||||||
PS BUSINESS PARKS INC | 5,401 SHARES | 468,321 | 675,611 | |||||||||
Q2 HOLDINGS INC | 66,149 SHARES | 1,351,628 | 2,437,591 | |||||||||
QAD INC | 8,000 SHARES | 242,870 | 310,800 | |||||||||
QTS REALTY TRUST INC | 62,077 SHARES | 2,764,775 | 3,362,090 | |||||||||
QUAD/GRAPHICS INC | 173,108 SHARES | 2,792,258 | 3,912,241 | |||||||||
QUALCOMM INC | 124,384 SHARES | 7,893,120 | 7,963,064 | |||||||||
QUALYS INC | 33,700 SHARES | 1,511,422 | 2,000,095 | |||||||||
QUIDEL CORP | 38,100 SHARES | 1,377,636 | 1,651,635 | |||||||||
RA PHARMACEUTICALS INC | 94,800 SHARES | 1,631,284 | 805,800 | |||||||||
RADIUS HEALTH INC | 8,500 SHARES | 412,664 | 270,045 | |||||||||
RADNET INC | 93,100 SHARES | 587,185 | 940,310 | |||||||||
RAMCO-GERSHENSON PROP TR | 71,436 SHARES | 1,013,483 | 1,052,252 | |||||||||
RAYTHEON CO | 15,798 SHARES | 906,774 | 2,967,654 |
26
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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): | ||||||||||||
REATA PHARMACEUTICALS INC | 20,300 SHARES | 230,348 | 574,896 | |||||||||
RED ELECTRICA CORP SA | 11,729 SHARES | 248,770 | 263,515 | |||||||||
REDWOOD TRUST INC | 185,164 SHARES | 2,545,700 | 2,744,130 | |||||||||
REGAL BELOIT CORP | 10,471 SHARES | 601,908 | 802,079 | |||||||||
RENASANT CORP | 76,346 SHARES | 2,720,092 | 3,121,788 | |||||||||
RENEWABLE ENERGY GRP INC | 154,700 SHARES | 1,899,946 | 1,825,460 | |||||||||
RETAIL OPPORTUNITY INVS CORP | 288,595 SHARES | 5,202,479 | 5,757,470 | |||||||||
REV GRP INC | 9,100 SHARES | 283,611 | 296,023 | |||||||||
REVANCE THERAPEUTICS INC | 25,392 SHARES | 810,608 | 907,764 | |||||||||
REX AMERICAN RESOURCES CORP | 1,691 SHARES | 87,844 | 139,998 | |||||||||
REXFORD INDUSTRIAL REALTY INC | 68,700 SHARES | 1,369,203 | 2,003,292 | |||||||||
REXNORD CORP | 171,552 SHARES | 3,602,404 | 4,463,783 | |||||||||
RH | 1,400 SHARES | 150,527 | 120,694 | |||||||||
RHYTHM PHARMACEUTICALS INC | 44,100 SHARES | 1,040,389 | 1,281,546 | |||||||||
RIGNET INC | 105,100 SHARES | 1,376,203 | 1,571,245 | |||||||||
RINGCENTRAL INC | 92,416 SHARES | 1,971,114 | 4,472,934 | |||||||||
RLJ LODGING TRUST | 65,196 SHARES | 1,442,445 | 1,432,356 | |||||||||
ROCHE HOLDING AG | 32,240 SHARES | 6,551,599 | 8,155,115 | |||||||||
ROSS STORES INC | 83,274 SHARES | 3,326,263 | 6,682,738 | |||||||||
ROYAL DUTCH SHELL PLC | 309,631 SHARES | 7,638,537 | 10,506,936 | |||||||||
RPX CORP | 225,800 SHARES | 3,041,472 | 3,034,752 | |||||||||
RUDOLPH TECHNOLOGIES INC | 21,100 SHARES | 375,411 | 504,290 | |||||||||
RUTH'S HOSPITALITY GRP INC | 62,400 SHARES | 1,181,364 | 1,350,960 | |||||||||
RYERSON HOLDING CORP | 13,200 SHARES | 183,754 | 137,280 | |||||||||
SAGE THERAPEUTICS INC | 22,600 SHARES | 1,388,836 | 3,722,446 | |||||||||
SAIA INC | 36,531 SHARES | 1,991,454 | 2,584,568 | |||||||||
SAILPOINT TECH HOLDING INC | 73,100 SHARES | 877,200 | 1,059,950 | |||||||||
SALESFORCE.COM INC | 86,031 SHARES | 4,028,677 | 8,794,949 | |||||||||
SAMSUNG ELECTRONICS CO LTD | 5,035 SHARES | 2,774,375 | 6,031,930 | |||||||||
SANDERSON FARMS INC | 10,098 SHARES | 780,224 | 1,401,400 | |||||||||
SANMINA CORP | 178,199 SHARES | 3,987,714 | 5,880,567 | |||||||||
SAP SE | 55,771 SHARES | 3,788,484 | 6,258,329 | |||||||||
SAREPTA THERAPEUTICS INC | 48,200 SHARES | 2,052,303 | 2,681,848 | |||||||||
SCHNEIDER ELECTRIC SE | 119,432 SHARES | 9,366,860 | 10,162,312 | |||||||||
SCHNEIDER NATIONAL INC | 30,400 SHARES | 574,853 | 868,224 | |||||||||
SCHWEITZER-MAUDUIT INTL INC | 86,649 SHARES | 3,670,633 | 3,930,399 | |||||||||
SEACOAST BANK CORP OF FLORIDA | 89,227 SHARES | 2,067,725 | 2,249,413 | |||||||||
SELECTA BIOSCIENCES INC | 123,800 SHARES | 1,617,179 | 1,214,478 | |||||||||
SELECTIVE INSURANCE GRP INC | 11,367 SHARES | 381,110 | 667,243 | |||||||||
SEMGRP CORP | 56,723 SHARES | 2,379,131 | 1,713,035 | |||||||||
SERES THERAPEUTICS INC | 8,600 SHARES | 289,955 | 87,204 | |||||||||
SERVICENOW INC | 93,788 SHARES | 4,497,096 | 12,229,017 | |||||||||
SHERWIN-WILLIAMS CO | 12,727 SHARES | 2,577,759 | 5,218,579 | |||||||||
SHORE BANCSHARES INC | 18,900 SHARES | 320,322 | 315,630 | |||||||||
SIERRA BANCORP | 8,661 SHARES | 157,483 | 230,036 | |||||||||
SIGMA DESIGNS INC | 53,500 SHARES | 362,319 | 371,825 | |||||||||
SINCLAIR BROADCAST GRP INC | 72,548 SHARES | 2,464,348 | 2,745,942 | |||||||||
SINOPHARM GRP CO LTD | 40,000 SHARES | 161,814 | 172,950 | |||||||||
SK TELECOM CO LTD | 264,691 SHARES | 5,715,562 | 7,387,526 | |||||||||
SKYWEST INC | 94,100 SHARES | 2,568,858 | 4,996,710 | |||||||||
SNAP-ON INC | 19,351 SHARES | 3,319,691 | 3,372,879 | |||||||||
SOMPO HOLDINGS INC | 46,000 SHARES | 1,836,398 | 1,782,015 |
27
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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): | ||||||||||||
SOUTHERN CO | 148,750 SHARES | 7,357,315 | 7,153,387 | |||||||||
SOUTHWEST AIRLINES CO | 97,250 SHARES | 2,850,378 | 6,365,012 | |||||||||
SOUTHWEST GAS HOLDINGS INC | 38,605 SHARES | 2,743,193 | 3,106,930 | |||||||||
SPARK ENERGY INC | 224,334 SHARES | 2,862,359 | 2,781,742 | |||||||||
SPARK THERAPEUTICS INC | 16,700 SHARES | 823,571 | 858,714 | |||||||||
SPARTANNASH CO | 117,653 SHARES | 2,625,358 | 3,138,982 | |||||||||
SPIRIT AIRLINES INC | 44,503 SHARES | 1,657,865 | 1,995,960 | |||||||||
SPROUTS FARMERS MARKET INC | 84,005 SHARES | 1,700,892 | 2,045,522 | |||||||||
SRC ENERGY INC | 118,600 SHARES | 771,127 | 1,011,658 | |||||||||
SSE PLC | 307,777 SHARES | 6,624,417 | 5,495,758 | |||||||||
STANDEX INTL CORP | 3,961 SHARES | 320,847 | 403,428 | |||||||||
STEELCASE INC | 91,936 SHARES | 1,651,613 | 1,397,427 | |||||||||
STERICYCLE INC | 41,660 SHARES | 3,184,976 | 2,832,463 | |||||||||
STERLING CONSTRUCTION CO INC | 52,600 SHARES | 577,268 | 856,328 | |||||||||
STEWART INFO SERVICES CORP | 49,014 SHARES | 1,756,091 | 2,073,292 | |||||||||
STONERIDGE INC | 5,719 SHARES | 80,372 | 130,736 | |||||||||
SUMITOMO MITSUI FINCL GRP INC | 130,300 SHARES | 4,874,298 | 5,630,718 | |||||||||
SUMMIT HOTEL PROPERTIES INC | 149,356 SHARES | 1,762,571 | 2,274,692 | |||||||||
SUMMIT MATERIALS INC | 258,533 SHARES | 6,211,131 | 8,128,293 | |||||||||
SUN COMMUNITIES INC | 7,995 SHARES | 556,074 | 741,776 | |||||||||
SUNSTONE HOTEL INVESTORS INC | 137,411 SHARES | 1,878,472 | 2,271,404 | |||||||||
SURGERY PARTNERS INC | 32,400 SHARES | 413,140 | 392,040 | |||||||||
SVB FINANCIAL GRP | 4,395 SHARES | 526,592 | 1,027,419 | |||||||||
SWITCH INC | 23,900 SHARES | 528,936 | 434,741 | |||||||||
SYKES ENTERPRISES INC | 43,064 SHARES | 1,283,365 | 1,354,363 | |||||||||
SYMANTEC CORP | 87,841 SHARES | 2,689,832 | 2,464,818 | |||||||||
SYNERGY PHARMACEUTICALS INC | 158,900 SHARES | 767,930 | 354,347 | |||||||||
SYROS PHARMACEUTICALS INC | 123,800 SHARES | 1,574,819 | 1,204,574 | |||||||||
TAILORED BRANDS INC | 199,500 SHARES | 3,231,236 | 4,355,085 | |||||||||
TAKEDA PHARMACEUTICAL CO LTD | 149,900 SHARES | 8,204,742 | 8,517,620 | |||||||||
TAKE-TWO INTERACTIVE SFTWR INC | 54,072 SHARES | 1,936,435 | 5,936,024 | |||||||||
TALLGRASS ENERGY GP LP | 74,880 SHARES | 1,795,344 | 1,927,411 | |||||||||
TAYLOR MORRISON HOME CORP | 289,000 SHARES | 6,256,332 | 7,071,830 | |||||||||
TCF FINANCIAL CORP | 288,700 SHARES | 3,318,090 | 5,918,350 | |||||||||
TD AMERITRADE HOLDING CORP | 81,337 SHARES | 3,415,022 | 4,158,761 | |||||||||
TE CONNECTIVITY LTD | 53,700 SHARES | 2,368,959 | 5,103,648 | |||||||||
TECH DATA CORP | 41,684 SHARES | 3,402,935 | 4,083,781 | |||||||||
TELADOC INC | 72,925 SHARES | 2,500,274 | 2,541,436 | |||||||||
TEREX CORP | 55,440 SHARES | 1,763,908 | 2,673,317 | |||||||||
TESARO INC | 10,400 SHARES | 1,274,478 | 861,848 | |||||||||
TEXAS INSTRUMENTS INC | 41,900 SHARES | 1,911,692 | 4,376,036 | |||||||||
TEXAS ROADHOUSE INC | 34,357 SHARES | 623,507 | 1,809,927 | |||||||||
THERAPEUTICSMD INC | 299,300 SHARES | 1,362,245 | 1,807,772 | |||||||||
THERMO FISHER SCIENTIFIC INC | 44,250 SHARES | 6,052,770 | 8,402,190 | |||||||||
TINTRI INC | 110,800 SHARES | 775,600 | 565,080 | |||||||||
TITAN MACHINERY INC | 20,700 SHARES | 441,729 | 438,219 | |||||||||
TIVITY HEALTH INC | 61,612 SHARES | 1,691,502 | 2,251,919 | |||||||||
TIVO CORP | 161 SHARES | 2,750 | 2,512 | |||||||||
TOTAL SA ADR | 163,988 SHARES | 8,179,199 | 9,065,257 | |||||||||
TOWER INTL INC | 15,749 SHARES | 434,784 | 481,132 | |||||||||
TOWNE BANK/PORTSMOUTH VA | 6,352 SHARES | 139,078 | 195,324 | |||||||||
TOWNSQUARE MEDIA INC | 37,100 SHARES | 386,785 | 284,928 |
28
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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): | ||||||||||||
TRANSCANADA CORP | 50,787 SHARES | 2,396,089 | 2,470,280 | |||||||||
TRANSUNION | 196,773 SHARES | 5,328,017 | 10,814,644 | |||||||||
TRAVELPORT WORLDWIDE LTD | 436,500 SHARES | 5,710,374 | 5,705,055 | |||||||||
TREEHOUSE FOODS INC | 7,400 SHARES | 698,914 | 366,004 | |||||||||
TRICO BANCSHARES | 46,135 SHARES | 1,265,830 | 1,746,671 | |||||||||
TRIMAS CORP | 29,524 SHARES | 532,413 | 789,767 | |||||||||
TRINET GRP INC | 65,700 SHARES | 1,356,680 | 2,913,138 | |||||||||
TRINSEO SA | 113,296 SHARES | 4,897,178 | 8,225,290 | |||||||||
TRISTATE CAPITAL HOLDINGS INC | 21,616 SHARES | 283,410 | 497,168 | |||||||||
TRIUMPH BANCORP INC | 18,622 SHARES | 309,781 | 586,593 | |||||||||
TRUEBLUE INC | 205,281 SHARES | 5,225,081 | 5,645,227 | |||||||||
TUTOR PERINI CORP | 39,785 SHARES | 669,588 | 1,008,550 | |||||||||
TWENTY-FIRST CENTURY FOX INC | 241,050 SHARES | 6,824,519 | 8,224,626 | |||||||||
TYSON FOODS INC | 138,600 SHARES | 7,571,160 | 11,236,302 | |||||||||
ULTRA CLEAN HOLDINGS INC | 188,229 SHARES | 1,050,137 | 4,346,208 | |||||||||
UNICREDIT SPA | 381,598 SHARES | 5,418,920 | 7,139,112 | |||||||||
UNISYS CORP | 306,966 SHARES | 3,102,152 | 2,501,773 | |||||||||
UNITED FIRE GRP INC | 12,609 SHARES | 475,157 | 574,718 | |||||||||
UNITED PARCEL SERVICE INC | 33,900 SHARES | 3,905,619 | 4,039,185 | |||||||||
UNITED TECHNOLOGIES CORP | 40,200 SHARES | 3,811,004 | 5,128,314 | |||||||||
UNITEDHEALTH GRP INC | 41,272 SHARES | 4,996,855 | 9,098,825 | |||||||||
UNIVAR INC | 171,057 SHARES | 3,858,658 | 5,295,925 | |||||||||
UNIVERSAL FOREST PRODUCTS INC | 113,300 SHARES | 2,864,260 | 4,262,346 | |||||||||
UNIVERSAL INSURANCE HLD INC | 44,829 SHARES | 935,087 | 1,226,073 | |||||||||
UNIVERSAL LOGISTICS HLD INC | 7,840 SHARES | 107,719 | 186,200 | |||||||||
URBAN EDGE PROPERTIES | 5,400 SHARES | 131,129 | 137,646 | |||||||||
US BANCORP | 132,650 SHARES | 5,914,958 | 7,107,387 | |||||||||
US FOODS HOLDING CORP | 33,100 SHARES | 826,576 | 1,056,883 | |||||||||
USANA HEALTH SCIENCES INC | 4,624 SHARES | 299,007 | 342,407 | |||||||||
VAIL RESORTS INC | 15,622 SHARES | 887,676 | 3,319,206 | |||||||||
VALIDUS HOLDINGS LTD | 43,021 SHARES | 1,469,971 | 2,018,545 | |||||||||
VARONIS SYSTEMS INC | 103,706 SHARES | 3,018,320 | 5,034,926 | |||||||||
VECTRUS INC | 139,013 SHARES | 2,951,309 | 4,288,551 | |||||||||
VENATOR MATERIALS PLC | 117,432 SHARES | 2,494,821 | 2,597,596 | |||||||||
VERISK ANALYTICS INC | 61,395 SHARES | 4,457,509 | 5,893,920 | |||||||||
VERITIV CORP | 9,100 SHARES | 390,368 | 262,990 | |||||||||
VERIZON COMMUNICATIONS INC | 158,300 SHARES | 7,913,149 | 8,378,819 | |||||||||
VERSO CORP | 108,750 SHARES | 1,722,613 | 1,910,737 | |||||||||
VIAD CORP | 6,378 SHARES | 190,695 | 353,341 | |||||||||
VIRTUSA CORP | 37,817 SHARES | 1,717,015 | 1,666,973 | |||||||||
VISA INC | 140,228 SHARES | 7,075,964 | 15,988,797 | |||||||||
VISHAY PRECISION GRP INC | 28,800 SHARES | 753,879 | 724,320 | |||||||||
VODAFONE GRP PLC | 2,140,351 SHARES | 5,639,111 | 6,804,095 | |||||||||
VOLKSWAGEN AG | 84,213 SHARES | 15,303,187 | 16,831,918 | |||||||||
VSE CORP | 4,682 SHARES | 142,576 | 226,749 | |||||||||
VTV THERAPEUTICS INC | 79,300 SHARES | 522,594 | 476,593 | |||||||||
VULCAN MATERIALS CO | 26,700 SHARES | 2,120,114 | 3,427,479 | |||||||||
W&T OFFSHORE INC | 660,600 SHARES | 1,422,308 | 2,186,586 | |||||||||
WABASH NATIONAL CORP | 255,525 SHARES | 3,540,527 | 5,544,892 | |||||||||
WALKER & DUNLOP INC | 26,944 SHARES | 770,490 | 1,279,840 | |||||||||
WAL-MART STORES INC | 76,950 SHARES | 5,557,246 | 7,598,812 | |||||||||
WARRIOR MET COAL INC | 89,800 SHARES | 2,126,714 | 2,258,470 |
29
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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): | ||||||||||||
WASHINGTON FEDERAL INC | 5,410 SHARES | 128,439 | 185,292 | |||||||||
WAVE LIFE SCIENCES LTD | 43,500 SHARES | 901,933 | 1,526,850 | |||||||||
WAYFAIR INC | 15,833 SHARES | 523,144 | 1,270,915 | |||||||||
WEB.COM GRP INC | 26,900 SHARES | 687,253 | 586,420 | |||||||||
WELLCARE HEALTH PLANS INC | 11,138 SHARES | 1,078,050 | 2,239,963 | |||||||||
WELLS FARGO & CO | 247,150 SHARES | 12,253,782 | 14,994,590 | |||||||||
WESTAR ENERGY INC | 76,700 SHARES | 4,039,005 | 4,049,760 | |||||||||
WESTFIELD CORP | 116,954 SHARES | 809,772 | 868,103 | |||||||||
WESTROCK CO | 58 SHARES | — | 3,666 | |||||||||
WEYERHAEUSER CO | 114,550 SHARES | 3,340,536 | 4,039,033 | |||||||||
WGL HOLDINGS INC | 14,200 SHARES | 1,108,335 | 1,218,928 | |||||||||
WINGSTOP INC | 64,233 SHARES | 1,653,342 | 2,503,802 | |||||||||
WINTRUST FINANCIAL CORP | 147,564 SHARES | 9,039,679 | 12,154,847 | |||||||||
WORKDAY INC | 67,753 SHARES | 5,496,155 | 6,893,190 | |||||||||
WORLD FUEL SERVICES CORP | 8,955 SHARES | 344,020 | 251,994 | |||||||||
WORTHINGTON INDUSTRIES INC | 13,046 SHARES | 396,454 | 574,807 | |||||||||
WPX ENERGY INC | 388,105 SHARES | 4,274,337 | 5,460,637 | |||||||||
WSFS FINANCIAL CORP | 12,775 SHARES | 588,387 | 611,284 | |||||||||
XCERRA CORP | 50,573 SHARES | 291,214 | 495,110 | |||||||||
XENCOR INC | 33,700 SHARES | 507,970 | 738,704 | |||||||||
XENIA HOTELS & RESORTS INC | 69,800 SHARES | 1,012,392 | 1,506,982 | |||||||||
XL GRP LTD | 102,382 SHARES | 2,691,923 | 3,599,751 | |||||||||
YELP INC | 33,700 SHARES | 1,547,899 | 1,414,052 | |||||||||
YRC WORLDWIDE INC | 10,132 SHARES | 138,018 | 145,698 | |||||||||
ZENDESK INC | 73,320 SHARES | 1,794,882 | 2,481,149 | |||||||||
ZILLOW GRP INC | 107,366 SHARES | 3,573,294 | 4,393,417 | |||||||||
ZIONS BANCORP | 64,300 SHARES | 2,766,449 | 3,268,369 | |||||||||
ZURICH INSURANCE GRP | 17,802 SHARES | 3,844,489 | 5,418,238 | |||||||||
TOTAL EQUITY SECURITIES | 4,322,030,017 | 7,331,126,396 | ||||||||||
REGISTERED INVESTMENT COMPANIES: | ||||||||||||
PIMCO FDS PAC INVT MGMT | 633,659 UNITS | 6,787,927 | 7,996,775 | |||||||||
TOTAL REGISTERED INVESTMENT COMPANIES | 6,787,927 | 7,996,775 | ||||||||||
CORPORATE DEBT SECURITIES: | ||||||||||||
ABBOTT LABORATORIES | 2.35% 22/NOV/2019 600,000 | 599,412 | 600,653 | |||||||||
ABBVIE INC | 1.8% 14/MAY/2018 600,000 | 599,388 | 599,706 | |||||||||
ABBVIE INC | 2.85% 14/MAY/2023 500,000 | 508,126 | 498,904 | |||||||||
ABBVIE INC | 3.2% 06/NOV/2022 150,000 | 149,705 | 152,317 | |||||||||
ACADIA HEALTHCARE CO INC | 5.125% 01/JUL/2022 370,000 | 370,000 | 370,925 | |||||||||
ACADIA HEALTHCARE CO INC | 5.625% 15/FEB/2023 230,000 | 230,000 | 233,450 | |||||||||
ACADIA HEALTHCARE CO INC | 6.5% 01/MAR/2024 999,000 | 999,464 | 1,038,960 | |||||||||
ACTIVISION BLIZZARD INC | 2.6% 15/JUN/2022 700,000 | 697,690 | 694,848 | |||||||||
AEP TX CENTRAL TRANS FND II LLC | 5.17% 01/JAN/2020 1,139,084 | 1,149,873 | 1,139,287 | |||||||||
AERCAP IRELAND CAPITAL DAC | 4.625% 30/OCT/2020 100,000 | 105,005 | 104,828 | |||||||||
AES CORP/VA | 5.125% 01/SEP/2027 750,000 | 755,625 | 787,500 | |||||||||
AES CORP/VA | 5.5% 15/MAR/2024 1,180,000 | 1,218,350 | 1,227,200 | |||||||||
AES CORP/VA | 7.375% 01/JUL/2021 435,000 | 497,085 | 488,288 | |||||||||
AES CORP/VA | 8% 01/JUN/2020 386,000 | 419,558 | 432,320 | |||||||||
AETNA INC | 2.75% 15/NOV/2022 600,000 | 588,888 | 594,189 | |||||||||
AGRICULTURAL BK CHINA | 2.1% 19/MAR/2018 4,500,000 | 4,500,000 | 4,501,084 | |||||||||
AIG GLOBAL FUNDING | 1.9% 06/OCT/2021 800,000 | 798,520 | 778,897 | |||||||||
30
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
AIRCASTLE LTD | 5.5% 15/FEB/2022 1,700,000 | 1,729,413 | 1,821,125 | |||||||||
ALCOA NEDERLAND HOLDING | 6.75% 30/SEP/2024 849,000 | 930,716 | 925,410 | |||||||||
ALIMENTATION COUCHE-TARD INC | 2.7% 26/JUL/2022 800,000 | 799,256 | 792,646 | |||||||||
ALLERGAN FUNDING SCS | 3.45% 15/MAR/2022 2,100,000 | 2,110,458 | 2,133,714 | |||||||||
ALLY AUTO RECVBLS TR | 1.25% 15/APR/2019 176,219 | 176,226 | 176,182 | |||||||||
ALLY AUTO RECVBLS TR | 1.84% 15/JAN/2020 876,000 | 877,596 | 875,990 | |||||||||
ALLY AUTO RECVBLS TR | 1.28% 17/JUN/2019 1,430,058 | 1,430,010 | 1,429,336 | |||||||||
ALLY AUTO RECVBLS TR | 1.39% 16/SEP/2019 650,115 | 650,013 | 649,550 | |||||||||
ALLY AUTO RECVBLS TR | 1.49% 15/NOV/2019 2,726,909 | 2,726,652 | 2,724,170 | |||||||||
ALLY AUTO RECVBLS TR | 1.47% 15/APR/2020 388,081 | 387,392 | 387,343 | |||||||||
ALLY AUTO RECVBLS TR | 1.38% 15/OCT/2019 848,495 | 848,259 | 847,388 | |||||||||
ALLY AUTO RECVBLS TR | 1.49% 15/NOV/2019 2,027,533 | 2,027,512 | 2,025,121 | |||||||||
ALLY AUTO RECVBLS TR | 1.53% 16/MAR/2020 750,000 | 748,932 | 748,910 | |||||||||
ALLY AUTO RECVBLS TR | 1.59% 15/APR/2020 1,200,000 | 1,199,993 | 1,196,564 | |||||||||
ALLY AUTO RECVBLS TR | 1.81% 15/JUN/2020 565,000 | 564,999 | 564,274 | |||||||||
ALLY FINCL INC | 3.25% 13/FEB/2018 1,400,000 | 1,390,116 | 1,400,700 | |||||||||
ALLY FINCL INC | 4.125% 13/FEB/2022 1,017,000 | 1,001,806 | 1,039,679 | |||||||||
ALLY FINCL INC | 4.625% 19/MAY/2022 1,730,000 | 1,718,645 | 1,799,200 | |||||||||
ALLY FINCL INC | 5.125% 30/SEP/2024 1,160,000 | 1,170,126 | 1,254,250 | |||||||||
ALPHA 3 BV / ALPHA US BIDCO INC | 6.25% 01/FEB/2025 1,440,000 | 1,462,856 | 1,476,000 | |||||||||
ALTICE US FINANCE I CORP | 5.375% 15/JUL/2023 880,000 | 884,400 | 899,800 | |||||||||
ALTICE US FINANCE I CORP | 5.5% 15/MAY/2026 2,228,000 | 2,233,570 | 2,269,775 | |||||||||
AMERCN BLDRS & CNTRC SPLY CO INC | 5.625% 15/APR/2021 627,000 | 628,956 | 637,973 | |||||||||
AMERCN BLDRS & CNTRC SPLY CO INC | 5.75% 15/DEC/2023 1,750,000 | 1,812,910 | 1,841,875 | |||||||||
AMERICAN HONDA FINANCE CORP | 1.3% 04/JAN/2018 8,000,000 | 7,999,187 | 7,998,095 | |||||||||
AMERICAN HONDA FINANCE CORP | FLT 05/NOV/2021 100,000 | 99,594 | 100,074 | |||||||||
AMERICAN HONDA FINANCE CORP | FLT 22/JAN/2019 2,000,000 | 2,001,051 | 2,000,963 | |||||||||
AMERICAN HONDA FINANCE CORP | 1.6% 16/FEB/2018 2,550,000 | 2,550,645 | 2,548,587 | |||||||||
AMERICAN INTL GRP INC | 3.75% 10/JUL/2025 1,300,000 | 1,295,489 | 1,340,331 | |||||||||
AMERICAN TOWER CORP | 3.4% 15/FEB/2019 300,000 | 306,435 | 303,399 | |||||||||
AMERICAN TOWER CORP | 5.05% 01/SEP/2020 400,000 | 426,784 | 424,114 | |||||||||
AMERICREDIT AUTO RECVBLS TR | 1.26% 08/NOV/2019 24,410 | 24,412 | 24,407 | |||||||||
AMERICREDIT AUTO RECVBLS TR | 1.27% 08/JAN/2020 805,843 | 805,426 | 805,574 | |||||||||
AMERICREDIT AUTO RECVBLS TR | 1.42% 08/OCT/2019 296,806 | 296,727 | 296,728 | |||||||||
AMERICREDIT AUTO RECVBLS TR | 1.37% 08/NOV/2019 428,969 | 428,795 | 428,783 | |||||||||
AMERICREDIT AUTO RECVBLS TR | 1.34% 08/APR/2020 231,954 | 231,699 | 231,621 | |||||||||
ANDEAVOR LOGISTICS LP | 3.5% 01/DEC/2022 100,000 | 99,690 | 99,810 | |||||||||
ANDEAVOR LOGISTICS LP | 5.25% 15/JAN/2025 2,894,000 | 2,911,875 | 3,043,620 | |||||||||
ANDEAVOR LOGISTICS LP | 6.25% 15/OCT/2022 831,000 | 829,525 | 881,666 | |||||||||
ANDEAVOR LOGISTICS LP | 6.375% 01/MAY/2024 700,000 | 707,000 | 759,500 | |||||||||
ANHEUSER-BUSCH INBEV FINC INC | 1.9% 01/FEB/2019 1,400,000 | 1,396,206 | 1,397,097 | |||||||||
AP MOLLER - MAERSK A/S | 2.55% 22/SEP/2019 1,200,000 | 1,188,785 | 1,200,948 | |||||||||
AP MOLLER - MAERSK A/S | 3.75% 22/SEP/2024 1,000,000 | 1,010,680 | 1,002,997 | |||||||||
APPLE INC | ZCP 12/MAR/2018 8,000,000 | 7,979,000 | 7,975,780 | |||||||||
APPLE INC | FLT 08/FEB/2019 3,000,000 | 3,002,706 | 3,001,144 | |||||||||
APPLIED SYSTEMS INC | ZCP SEP/2024 573,000 | 573,000 | 579,804 | |||||||||
APTIV PLC | 3.15% 19/NOV/2020 800,000 | 830,488 | 812,356 | |||||||||
APX GRP INC | 7.625% 01/SEP/2023 899,000 | 899,000 | 946,198 | |||||||||
APX GRP INC | 7.875% 01/DEC/2022 1,720,000 | 1,762,039 | 1,842,550 | |||||||||
APX GRP INC | 8.75% 01/DEC/2020 1,212,000 | 1,228,532 | 1,236,240 | |||||||||
ARD FINANCE SA | 7.125% 15/SEP/2023 802,000 | 802,000 | 838,090 | |||||||||
ARDAGH PACKAGING FINANCE PLC | 4.625% 15/MAY/2023 1,134,000 | 1,134,000 | 1,157,020 |
31
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
ARDAGH PACKAGING FINANCE PLC | 6% 15/FEB/2025 4,538,000 | 4,634,060 | 4,776,245 | |||||||||
ARDAGH PACKAGING FINANCE PLC | 7.25% 15/MAY/2024 2,182,000 | 2,229,684 | 2,375,653 | |||||||||
ARUBA INVESTMENTS INC | 8.75% 15/FEB/2023 1,266,000 | 1,282,836 | 1,307,145 | |||||||||
ASBURY AUTOMOTIVE GRP INC | 6% 15/DEC/2024 550,000 | 539,000 | 572,660 | |||||||||
ASCEND LEARNING LLC | 6.875% 01/AUG/2025 510,000 | 510,000 | 526,575 | |||||||||
ASCEND LEARNING LLC | ZCP 28/JUN/2024 244,388 | 243,166 | 246,119 | |||||||||
ASHTEAD CAPITAL INC | 4.375% 15/AUG/2027 2,234,000 | 2,245,170 | 2,267,510 | |||||||||
AT&T INC | 3.2% 01/MAR/2022 2,300,000 | 2,298,252 | 2,324,819 | |||||||||
AT&T INC | 4.1% 15/FEB/2028 870,000 | 862,168 | 872,878 | |||||||||
AT&T INC | FLT 15/JUL/2021 2,700,000 | 2,700,000 | 2,737,000 | |||||||||
ATHENE GLOBAL FUNDING | 4% 25/JAN/2022 700,000 | 699,783 | 722,331 | |||||||||
ATHENE GLOBAL FUNDING | FLT 20/APR/2020 1,000,000 | 1,000,000 | 1,016,178 | |||||||||
ATLAS SENIOR LOAN FUND II LTD | FLT 30/JAN/2024 914,477 | 914,477 | 915,227 | |||||||||
AUSTRALIA & NEW ZLND BK GRP LTD | FLT 16/JAN/2018 4,000,000 | 4,000,240 | 4,000,420 | |||||||||
AUSTRALIA & NEW ZLND BK GRP LTD | 1.5% 16/JAN/2018 2,000,000 | 2,000,055 | 1,999,656 | |||||||||
AVIATION CAPITAL GRP CORP | 6.75% 06/APR/2021 900,000 | 1,056,375 | 1,005,856 | |||||||||
AVIATION CAPITAL GRP LLC | 2.875% 20/JAN/2022 900,000 | 894,276 | 899,261 | |||||||||
AVIS BUDGET CAR RENTAL LLC | 5.25% 15/MAR/2025 2,293,000 | 2,156,517 | 2,270,070 | |||||||||
AXALTA COATING SYSTEMS LLC | 4.875% 15/AUG/2024 1,100,000 | 1,144,000 | 1,155,000 | |||||||||
AYT CEDULAS CAJAS GLOBAL BD | FLT 22/FEB/2018 100,000 | 125,212 | 120,112 | |||||||||
B&G FOODS INC | 4.625% 01/JUN/2021 778,000 | 784,475 | 789,670 | |||||||||
B&G FOODS INC | 5.25% 01/APR/2025 2,374,000 | 2,396,948 | 2,414,714 | |||||||||
BA CREDIT CARD TR | 1.36% 15/SEP/2020 10,080,000 | 10,075,402 | 10,069,118 | |||||||||
BALL CORP | 4.375% 15/DEC/2020 1,538,000 | 1,549,096 | 1,591,830 | |||||||||
BANK OF AMERICA CORP | FLT 20/DEC/2028 2,240,000 | 2,105,641 | 2,240,481 | |||||||||
BANK OF AMERICA CORP | 4% 01/APR/2024 2,486,000 | 2,476,678 | 2,628,015 | |||||||||
BANK OF AMERICA NA | 1.65% 26/MAR/2018 4,100,000 | 4,101,845 | 4,100,195 | |||||||||
BANK OF AMERICA NA | 1.75% 05/JUN/2018 4,000,000 | 4,003,736 | 3,998,294 | |||||||||
BANK OF CHINA LTD | ZCP 07/MAR/2018 7,400,000 | 7,372,610 | 7,372,897 | |||||||||
BANK OF MONTREAL/CHICAGO IL | FLT 06/FEB/2018 2,000,000 | 2,000,000 | 2,000,474 | |||||||||
BANK OF NEW YORK MELLON CORP | 1.35% 06/MAR/2018 1,322,000 | 1,321,843 | 1,320,683 | |||||||||
BANK OF NEW YORK MELLON CORP | 1.6% 22/MAY/2018 1,000,000 | 1,000,117 | 999,094 | |||||||||
BANK OF NEW YORK MELLON CORP | FLT 30/OCT/2023 700,000 | 700,000 | 719,185 | |||||||||
BANK OF NOVA SCOTIA | FLT 28/FEB/2019 3,000,000 | 2,998,954 | 2,999,305 | |||||||||
BANK OF NOVA SCOTIA | FLT 05/FEB/2018 1,500,000 | 1,500,000 | 1,500,350 | |||||||||
BANK OF THE WEST AUTO TR | 1.31% 15/OCT/2019 882,927 | 882,607 | 882,257 | |||||||||
BARCLAYS BANK PLC | 1.94% 04/SEP/2018 2,200,000 | 2,200,000 | 2,200,185 | |||||||||
BARCLAYS BANK PLC | FLT 16/MAR/2018 800,000 | 800,000 | 800,817 | |||||||||
BARCLAYS BANK PLC | FLT 17/MAY/2018 1,400,000 | 1,400,000 | 1,401,576 | |||||||||
BARCLAYS BANK PLC | 3.2% 10/AUG/2021 800,000 | 799,488 | 804,303 | |||||||||
BAT CAPITAL CORP | FLT 15/AUG/2022 90,000 | 90,953 | 91,075 | |||||||||
BAT CAPITAL CORP | FLT 14/AUG/2020 1,700,000 | 1,700,000 | 1,709,152 | |||||||||
BAT INTL FINANCE PLC | 2.75% 15/JUN/2020 600,000 | 602,220 | 602,935 | |||||||||
BAXALTA INC | 2.875% 23/JUN/2020 1,600,000 | 1,616,860 | 1,610,334 | |||||||||
BC ULC / NEW RED FINANCE INC | 4.625% 15/JAN/2022 1,900,000 | 1,908,000 | 1,945,125 | |||||||||
BC ULC / NEW RED FINANCE INC | 5% 15/OCT/2025 3,350,000 | 3,370,625 | 3,375,125 | |||||||||
BEACON ESCROW CORP | 4.875% 01/NOV/2025 1,543,000 | 1,546,858 | 1,548,786 | |||||||||
BEACON ROOFING SUPPLY INC | 6.375% 01/OCT/2023 980,000 | 1,005,725 | 1,042,475 | |||||||||
BECTON DICKINSON AND CO | FLT 06/JUN/2022 800,000 | 800,000 | 804,198 | |||||||||
BERKSHIRE HATHAWAY FIN CORP | 1.45% 07/MAR/2018 2,222,000 | 2,221,142 | 2,220,522 | |||||||||
BERKSHIRE HATHAWAY FIN CORP | 5.4% 15/MAY/2018 1,500,000 | 1,520,027 | 1,518,730 | |||||||||
BERKSHIRE HATHAWAY FIN CORP | FLT 11/JAN/2019 2,000,000 | 2,005,020 | 2,003,840 |
32
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
BERKSHIRE HATHAWAY INC | 1.55% 09/FEB/2018 1,765,000 | 1,765,415 | 1,764,094 | |||||||||
BERRY GLOBAL INC | 5.125% 15/JUL/2023 1,645,000 | 1,641,331 | 1,710,800 | |||||||||
BERRY GLOBAL INC | 5.5% 15/MAY/2022 2,104,000 | 2,139,975 | 2,167,120 | |||||||||
BERRY GLOBAL INC | 6% 15/OCT/2022 385,000 | 385,000 | 403,288 | |||||||||
BGC PARTNERS INC | 5.375% 09/DEC/2019 775,000 | 769,149 | 810,294 | |||||||||
BIG RIVER STEEL LLC | 7.25% 01/SEP/2025 1,380,000 | 1,380,000 | 1,459,350 | |||||||||
BLUE HILL CLO LTD | FLOATING 15/JAN/2026 1,500,000 | 1,500,000 | 1,500,515 | |||||||||
BMW VEHICLE LEASE TR | 1.4% 20/SEP/2018 392,916 | 392,935 | 392,841 | |||||||||
BMW VEHICLE LEASE TR | 1.34% 22/JAN/2019 1,986,887 | 1,985,862 | 1,984,266 | |||||||||
BMW VEHICLE LEASE TR | 1.23% 22/JAN/2019 1,348,999 | 1,348,392 | 1,347,283 | |||||||||
BMW VEHICLE LEASE TR | 1.64% 22/JUL/2019 3,865,308 | 3,863,500 | 3,861,703 | |||||||||
BMW VEHICLE LEASE TR | FLOATING 20/FEB/2020 757,000 | 757,000 | 757,168 | |||||||||
BMW VEHICLE OWNER TR | 0.99% 28/MAY/2019 1,180,581 | 1,179,275 | 1,179,106 | |||||||||
BOC AVIATION LTD | 2.75% 18/SEP/2022 500,000 | 493,195 | 489,389 | |||||||||
BOMBARDIER INC | 6.125% 15/JAN/2023 970,000 | 996,730 | 950,600 | |||||||||
BOMBARDIER INC | 7.5% 01/DEC/2024 1,150,000 | 1,158,625 | 1,167,250 | |||||||||
BOMBARDIER INC | 8.75% 01/DEC/2021 1,200,000 | 1,188,000 | 1,317,000 | |||||||||
BORAL FINANCE PTY LTD | 3% 01/NOV/2022 100,000 | 99,899 | 99,125 | |||||||||
BOSTON SCIENTIFIC CORP | 3.375% 15/MAY/2022 400,000 | 399,788 | 406,186 | |||||||||
BOYD GAMING CORP | 6.375% 01/APR/2026 1,930,000 | 2,001,884 | 2,079,575 | |||||||||
BOYD GAMING CORP | 6.875% 15/MAY/2023 1,165,000 | 1,205,206 | 1,234,900 | |||||||||
BP CAPITAL MARKETS PLC | 2.5% 06/NOV/2022 750,000 | 705,113 | 746,131 | |||||||||
BP CAPITAL MARKETS PLC | 3.062% 17/MAR/2022 800,000 | 800,000 | 814,802 | |||||||||
BP CAPITAL MARKETS PLC | 3.814% 10/FEB/2024 1,400,000 | 1,430,618 | 1,471,767 | |||||||||
BRISTOL-MYERS CORP | 1.27% 22/JAN/2018 6,000,000 | 5,995,660 | 5,994,224 | |||||||||
BROADCOM CORP | 2.2% 15/JAN/2021 1,800,000 | 1,797,966 | 1,760,179 | |||||||||
BROADCOM CORP | 2.375% 15/JAN/2020 1,700,000 | 1,700,680 | 1,688,503 | |||||||||
BROADCOM CORP | 2.65% 15/JAN/2023 1,800,000 | 1,799,802 | 1,735,212 | |||||||||
CALATLANTIC GRP INC | 5% 15/JUN/2027 615,000 | 619,613 | 638,063 | |||||||||
CALATLANTIC GRP INC | 5.875% 15/NOV/2024 1,785,000 | 1,895,730 | 1,984,117 | |||||||||
CALATLANTIC GRP INC | 6.25% 15/DEC/2021 1,035,000 | 1,108,113 | 1,124,269 | |||||||||
CALIFORNIA REP AUTO RECVBLS TR | 1.62% 15/NOV/2019 91,861 | 91,870 | 91,840 | |||||||||
CALIFORNIA REP AUTO RECVBLS TR | 1.55% 15/NOV/2019 507,063 | 506,977 | 506,460 | |||||||||
CALLON PETROLEUM CO | 6.125% 01/OCT/2024 333,000 | 350,968 | 342,990 | |||||||||
CALPINE CORP | 5.25% 01/JUN/2026 703,000 | 703,000 | 688,947 | |||||||||
CALPINE CORP | 5.75% 15/JAN/2025 1,550,000 | 1,452,455 | 1,464,750 | |||||||||
CAMELOT FINANCE SA | 7.875% 15/OCT/2024 878,000 | 889,080 | 937,265 | |||||||||
CANADIAN IMPRL BANK OF CMMRC | FLT 08/AUG/2018 2,000,000 | 1,999,281 | 2,001,303 | |||||||||
CANADIAN IMPRL BANK OF CMMRC | FLT 13/SEP/2018 2,000,000 | 1,999,313 | 2,000,270 | |||||||||
CANADIAN IMPRL BANK OF CMMRC | FLT 29/MAY/2019 2,000,000 | 2,003,000 | 2,001,380 | |||||||||
CAPITAL AUTO RECVBLS ASSET TR | 1.61% 20/JUN/2019 111,862 | 111,888 | 111,835 | |||||||||
CAPITAL AUTO RECVBLS ASSET TR | 1.94% 21/JAN/2020 469,798 | 470,600 | 469,901 | |||||||||
CAPITAL AUTO RECVBLS ASSET TR | 1.62% 20/MAR/2019 111,918 | 112,024 | 111,908 | |||||||||
CAPITAL ONE FINCL CORP | FLT 12/MAY/2020 1,000,000 | 1,000,000 | 1,004,592 | |||||||||
CAPITAL ONE MULTI-ASSET EXECUTION TR | 1.39% 15/JAN/2021 11,082,000 | 11,079,878 | 11,075,619 | |||||||||
CARDINAL HEALTH INC | 2.616% 15/JUN/2022 1,200,000 | 1,200,000 | 1,179,946 | |||||||||
CARDS II TR | FLT 18/APR/2022 1,500,000 | 1,503,041 | 1,503,475 | |||||||||
CARMAX AUTO OWNER TR | 1.28% 15/MAY/2019 653,009 | 652,791 | 652,790 | |||||||||
CARMAX AUTO OWNER TR | 1.16% 17/JUN/2019 443,762 | 443,641 | 443,549 | |||||||||
CARMAX AUTO OWNER TR | 1.25% 15/NOV/2019 1,084,148 | 1,083,471 | 1,082,883 | |||||||||
CARMAX AUTO OWNER TR | 1.38% 15/NOV/2019 3,775,580 | 3,773,567 | 3,770,319 | |||||||||
CARMAX AUTO OWNER TR | 1.37% 16/MAR/2020 386,220 | 385,357 | 385,407 |
33
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
CARMAX AUTO OWNER TR | 1.24% 17/JUN/2019 314,454 | 314,383 | 314,352 | |||||||||
CARMAX AUTO OWNER TR | FLT 17/JUN/2019 104,818 | 104,818 | 104,882 | |||||||||
CARMAX AUTO OWNER TR | 1.17% 15/AUG/2019 555,281 | 554,900 | 554,621 | |||||||||
CARMAX AUTO OWNER TR | 1.21% 15/NOV/2019 1,255,238 | 1,254,428 | 1,252,602 | |||||||||
CARMAX AUTO OWNER TR | 1.54% 18/FEB/2020 2,117,675 | 2,116,762 | 2,114,880 | |||||||||
CARMAX AUTO OWNER TR | 1.63% 15/JUN/2020 982,087 | 980,438 | 980,433 | |||||||||
CARMAX AUTO OWNER TR | 1.35% 15/AUG/2018 298,912 | 298,912 | 298,878 | |||||||||
CARRIZO OIL & GAS INC | 6.25% 15/APR/2023 2,087,000 | 2,017,174 | 2,165,263 | |||||||||
CBS CORP | 2.5% 15/FEB/2023 1,000,000 | 994,260 | 975,101 | |||||||||
CCO HOLDINGS LLC | 5% 01/FEB/2028 1,860,000 | 1,850,550 | 1,808,850 | |||||||||
CCO HOLDINGS LLC | 5.125% 01/MAY/2027 1,210,000 | 1,249,325 | 1,191,850 | |||||||||
CCO HOLDINGS LLC | 5.375% 01/MAY/2025 2,384,000 | 2,402,038 | 2,456,283 | |||||||||
CCO HOLDINGS LLC | 5.5% 01/MAY/2026 314,000 | 315,178 | 321,850 | |||||||||
CCO HOLDINGS LLC | 5.75% 15/FEB/2026 988,000 | 988,000 | 1,026,285 | |||||||||
CCO HOLDINGS LLC | 5.875% 01/APR/2024 860,000 | 859,513 | 896,550 | |||||||||
CCO HOLDINGS LLC | 5.875% 01/MAY/2027 1,157,000 | 1,157,000 | 1,191,710 | |||||||||
CDK GLOBAL INC | 4.875% 01/JUN/2027 625,000 | 632,813 | 632,813 | |||||||||
CEDAR FAIR LP | 5.375% 15/APR/2027 1,181,000 | 1,192,810 | 1,240,050 | |||||||||
CENT CLO 19 LTD | FLT 29/OCT/2025 900,000 | 899,550 | 900,161 | |||||||||
CENTENE CORP | 4.75% 15/JAN/2025 1,682,000 | 1,680,933 | 1,711,435 | |||||||||
CENTENE CORP | 4.75% 15/MAY/2022 1,097,000 | 1,111,061 | 1,138,138 | |||||||||
CENTENE CORP | 6.125% 15/FEB/2024 1,182,000 | 1,210,168 | 1,249,965 | |||||||||
CENTENNIAL RESOURCE PROD LLC | 5.375% 15/JAN/2026 640,000 | 644,800 | 652,000 | |||||||||
CENTERPOINT ENERGY RESTN BD CO | 3.46% 15/AUG/2019 396,218 | 399,528 | 397,195 | |||||||||
CENTURYLINK INC | 5.625% 01/APR/2025 900,000 | 903,375 | 819,000 | |||||||||
CENTURYLINK INC | 7.5% 01/APR/2024 2,695,000 | 2,813,493 | 2,688,263 | |||||||||
CENTURYLINK INC | ZCP 31/JAN/2025 1,500,000 | 1,492,500 | 1,449,375 | |||||||||
CEQUEL COMM HOLDINGS I LLC | 5.125% 15/DEC/2021 814,000 | 721,515 | 816,035 | |||||||||
CEQUEL COMM HOLDINGS I LLC | 6.375% 15/SEP/2020 1,288,000 | 1,348,190 | 1,307,320 | |||||||||
CF INDUSTRIES INC | 3.4% 01/DEC/2021 900,000 | 898,677 | 909,235 | |||||||||
CHANGE HEALTHCARE HLDGS LLC | 5.75% 01/MAR/2025 945,000 | 962,227 | 945,000 | |||||||||
CHARTER COMM OPERATING LLC | 4.464% 23/JUL/2022 2,900,000 | 2,900,000 | 3,025,712 | |||||||||
CHEMOURS CO | 6.625% 15/MAY/2023 2,520,000 | 2,516,532 | 2,664,900 | |||||||||
CHEMOURS CO | 7% 15/MAY/2025 754,000 | 696,095 | 818,090 | |||||||||
CHENIERE CORPUS CHRISTI HLDGS | 5.125% 30/JUN/2027 1,280,000 | 1,329,600 | 1,324,032 | |||||||||
CHENIERE CORPUS CHRISTI HLDGS | 7% 30/JUN/2024 810,000 | 868,725 | 921,881 | |||||||||
CHESAPEAKE ENERGY CORP | ZCP 17/AUG/2021 1,344,164 | 1,345,002 | 1,434,559 | |||||||||
CHEVRON CORP | 1.365% 02/MAR/2018 3,000,000 | 2,998,425 | 2,997,991 | |||||||||
CHEVRON CORP | 1.42% 07/JUN/2018 8,000,000 | 7,950,807 | 7,944,676 | |||||||||
CHINA CONSTRUCTION BANK CORP | 1.90% 12/FEB/2018 4,800,000 | 4,800,000 | 4,800,417 | |||||||||
CHINA CONSTRUCTION BANK CORP | 1.90% 19/JAN/2018 735,000 | 735,000 | 735,115 | |||||||||
CHINA CONSTRUCTION BANK CORP | 1.90% 17/JAN/2018 1,815,000 | 1,815,000 | 1,815,272 | |||||||||
CHINA CONSTRUCTION BANK CORP | ZCP 25/JAN/2018 738,000 | 737,100 | 737,073 | |||||||||
CHOBANI LLC | 7.5% 15/APR/2025 2,690,000 | 2,821,906 | 2,851,400 | |||||||||
CHOICE HOTELS INTL INC | 5.75% 01/JUL/2022 2,023,000 | 2,191,685 | 2,215,185 | |||||||||
CHRYSLER CAPITAL AUTO RECVBLS TR | 1.76% 16/DEC/2019 878,046 | 878,276 | 877,961 | |||||||||
CHRYSLER CAPITAL AUTO RECVBLS TR | 1.77% 15/OCT/2020 1,265,206 | 1,265,770 | 1,264,164 | |||||||||
CHS/COMMUNITY HLTH SYSTEMS INC | 6.25% 31/MAR/2023 2,411,000 | 2,435,791 | 2,169,900 | |||||||||
CHS/COMMUNITY HLTH SYSTEMS INC | 6.875% 01/FEB/2022 2,068,000 | 1,799,100 | 1,189,100 | |||||||||
CIFC FDG 2014-V LTD | FLT 17/JAN/2027 1,000,000 | 1,000,000 | 1,003,706 | |||||||||
CISCO SYSTEMS INC | 1.4% 28/FEB/2018 915,000 | 914,810 | 914,522 | |||||||||
CISCO SYSTEMS INC | FLT 21/FEB/2018 1,500,000 | 1,501,195 | 1,500,869 |
34
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
CIT GRP INC | 5.00% 15/AUG/2022 806,000 | 806,000 | 854,360 | |||||||||
CIT GRP INC | 5.375% 15/MAY/2020 40,000 | 43,800 | 42,250 | |||||||||
CITIBANK CREDIT CARD ISSUANCE TR | 5.35% 07/FEB/2020 2,500,000 | 2,543,713 | 2,509,036 | |||||||||
CITIBANK CREDIT CARD ISSUANCE TR | 1.73% 09/APR/2020 10,495,000 | 10,508,619 | 10,494,999 | |||||||||
CITIBANK NA | FLT 09/NOV/2018 5,000,000 | 5,000,000 | 5,001,638 | |||||||||
CITIGRP INC | 2.7% 30/MAR/2021 200,000 | 199,712 | 200,608 | |||||||||
CITIGRP INC | FLT 25/APR/2022 1,200,000 | 1,200,504 | 1,212,442 | |||||||||
CITIGRP INC | 2.45% 10/JAN/2020 700,000 | 699,720 | 700,323 | |||||||||
CITIGRP INC | 2.7% 27/OCT/2022 100,000 | 99,608 | 98,932 | |||||||||
CITIGRP INC | 2.75% 25/APR/2022 1,500,000 | 1,498,950 | 1,496,965 | |||||||||
CITIGRP INC | FLT 01/SEP/2023 200,000 | 199,368 | 205,865 | |||||||||
CNH EQUIPMENT TR | 1.5% 15/MAY/2020 766,977 | 766,686 | 766,515 | |||||||||
CNH EQUIPMENT TR | 1.05% 15/NOV/2019 2,235,532 | 2,233,230 | 2,232,093 | |||||||||
CNH EQUIPMENT TR | 1.3% 15/APR/2020 572,685 | 572,374 | 571,838 | |||||||||
CNH EQUIPMENT TR | 1.37% 15/JUL/2020 682,884 | 682,378 | 681,741 | |||||||||
CNH EQUIPMENT TR | 1.66% 16/NOV/2020 269,375 | 269,467 | 269,002 | |||||||||
CNH EQUIPMENT TR | FLT 15/JUL/2019 70,462 | 70,462 | 70,476 | |||||||||
CNH EQUIPMENT TR | 1.22% 15/JUL/2019 246,052 | 245,979 | 245,992 | |||||||||
CNH EQUIPMENT TR | 1.31% 15/OCT/2019 1,305,541 | 1,304,930 | 1,304,496 | |||||||||
CNH EQUIPMENT TR | FLT 15/OCT/2019 671,320 | 671,320 | 671,646 | |||||||||
CNH EQUIPMENT TR | 1.26% 18/FEB/2020 556,216 | 555,562 | 555,152 | |||||||||
CNH EQUIPMENT TR | 1.64% 15/JUL/2020 2,691,937 | 2,691,890 | 2,688,022 | |||||||||
CNH EQUIPMENT TR | 1.54% 14/DEC/2018 947,079 | 947,114 | 947,094 | |||||||||
CNH INDUSTRIAL CAPITAL LLC | 4.375% 06/NOV/2020 100,000 | 104,420 | 103,750 | |||||||||
CNOOC FINANCE 2011 LTD | 4.25% 26/JAN/2021 3,700,000 | 3,887,960 | 3,845,621 | |||||||||
COCA-COLA CO | 1.45% 11/JUL/2018 8,000,000 | 7,929,967 | 7,928,134 | |||||||||
COMMONWEALTH BK OF AUSTRALIA | FLT 12/MAR/2018 3,000,000 | 3,000,306 | 3,001,024 | |||||||||
COMMONWEALTH BK OF AUSTRALIA | FLT 15/MAR/2019 200,000 | 202,148 | 202,033 | |||||||||
CONAGRA BRANDS INC | FLT 09/OCT/2020 500,000 | 500,000 | 500,795 | |||||||||
CONSTELLATION BRANDS INC | 2.25% 06/NOV/2020 100,000 | 99,381 | 99,082 | |||||||||
CONSTELLATION ENERGY GRP INC | 5.15% 01/DEC/2020 600,000 | 649,362 | 638,899 | |||||||||
CONSTELLIUM NV | 5.75% 15/MAY/2024 1,919,000 | 1,800,818 | 1,957,380 | |||||||||
CONSTELLIUM NV | 5.875% 15/FEB/2026 1,280,000 | 1,299,200 | 1,304,000 | |||||||||
CONSTELLIUM NV | 6.625% 01/MAR/2025 1,518,000 | 1,499,238 | 1,599,593 | |||||||||
CONTINENTAL RESOURCES INC | 3.8% 01/JUN/2024 1,336,000 | 1,067,974 | 1,320,970 | |||||||||
CONTINENTAL RESOURCES INC | 4.5% 15/APR/2023 697,000 | 570,833 | 710,940 | |||||||||
COOP CNTRL RAIFFSN-BRNLNBANK | FLT 31/DEC/2049 643,000 | 630,535 | 718,553 | |||||||||
COOPERATV RABOBANK UA | 1.7% 19/MAR/2018 3,725,000 | 3,726,715 | 3,724,634 | |||||||||
CORE & MAIN LP | 6.125% 15/AUG/2025 617,000 | 626,481 | 626,255 | |||||||||
COX COMM INC | 3.25% 15/DEC/2022 1,700,000 | 1,660,713 | 1,703,347 | |||||||||
CRC ESCROW ISSUER LLC | 5.25% 15/OCT/2025 850,000 | 851,063 | 856,375 | |||||||||
CREDIT AGRICOLE CORP & INV BK | FLT 13/JUL/2018 1,200,000 | 1,200,000 | 1,201,451 | |||||||||
CREDIT AGRICOLE SA | 2.375% 01/JUL/2021 1,400,000 | 1,393,602 | 1,390,182 | |||||||||
CREDIT SUISSE AG | 1.6% 15/JUN/2018 500,000 | 496,288 | 495,753 | |||||||||
CREDIT SUISSE AG | 1.75% 29/JAN/2018 250,000 | 250,032 | 250,002 | |||||||||
CREDIT SUISSE AG | 1.7% 27/APR/2018 4,195,000 | 4,194,990 | 4,191,878 | |||||||||
CREDIT SUISSE GRP FND GRNSY LTD | 3.125% 10/DEC/2020 1,300,000 | 1,297,556 | 1,315,634 | |||||||||
CREDIT SUISSE GRP FND GRNSY LTD | 3.45% 16/APR/2021 700,000 | 699,972 | 716,346 | |||||||||
CREDIT SUISSE GRP FND GRNSY LTD | 3.75% 26/MAR/2025 3,425,000 | 3,416,780 | 3,494,827 | |||||||||
CREDIT SUISSE GRP FND GRNSY LTD | 3.8% 15/SEP/2022 700,000 | 707,119 | 722,078 | |||||||||
CRESTLINE DENALI CLO LTD | FLT 26/OCT/2027 1,200,000 | 1,200,000 | 1,204,092 | |||||||||
CRH AMERICA INC | 5.75% 15/JAN/2021 350,000 | 390,870 | 379,329 |
35
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
CROWNROCK LP | 5.625% 15/OCT/2025 2,068,000 | 2,068,000 | 2,078,340 | |||||||||
CSC HOLDINGS LLC | 10.125% 15/JAN/2023 500,000 | 525,000 | 563,125 | |||||||||
CSC HOLDINGS LLC | 10.875% 15/OCT/2025 1,881,000 | 1,943,166 | 2,238,390 | |||||||||
CSC HOLDINGS LLC | 6.625% 15/OCT/2025 2,864,000 | 2,904,570 | 3,100,223 | |||||||||
CVS PASS-THROUGH TR | 6.036% 10/DEC/2028 595,593 | 438,160 | 662,112 | |||||||||
CVS PASS-THROUGH TR | 5.88% 10/JAN/2028 143,586 | 138,577 | 157,436 | |||||||||
CYRUSONE LP | 5% 15/MAR/2024 1,100,000 | 1,116,500 | 1,141,250 | |||||||||
CYRUSONE LP | 5.375% 15/MAR/2027 3,700,000 | 3,924,430 | 3,885,000 | |||||||||
DAE FUNDING LLC | 5% 01/AUG/2024 777,000 | 777,000 | 767,288 | |||||||||
DAIMLER FINC NORTH AMERICA LLC | 2.7% 03/AUG/2020 3,300,000 | 3,293,565 | 3,315,938 | |||||||||
DANONE SA | 1.691% 30/OCT/2019 1,200,000 | 1,188,336 | 1,185,569 | |||||||||
DAVITA HEALTHCARE PARTNERS INC | 5.75% 15/AUG/2022 2,625,000 | 2,640,235 | 2,700,469 | |||||||||
DAVITA INC | 5.125% 15/JUL/2024 1,250,000 | 1,260,938 | 1,262,500 | |||||||||
DBS GRP HOLDINGS LTD | FLT 08/JUN/2020 800,000 | 800,000 | 801,608 | |||||||||
DELEK LOGISTICS PARTNERS LP | 6.75% 15/MAY/2025 1,242,000 | 1,232,623 | 1,254,420 | |||||||||
DELL EQUIPMENT FINANCE TR | 1.35% 22/MAY/2018 638,420 | 638,420 | 638,066 | |||||||||
DELL EQUIPMENT FINANCE TR | 1.97% 24/FEB/2020 268,000 | 267,995 | 267,465 | |||||||||
DELL INTL LLC | 5.45% 15/JUN/2023 2,800,000 | 2,982,634 | 3,025,789 | |||||||||
DELL INTL LLC | 4.42% 15/JUN/2021 300,000 | 316,839 | 312,606 | |||||||||
DELOS FINANCE SARL | ZCP 06/OCT/2023 100,000 | 99,457 | 100,884 | |||||||||
DELPHI TECHNOLOGIES PLC | 5% 01/OCT/2025 2,235,000 | 2,264,688 | 2,262,938 | |||||||||
DELTA AIR LINES INC | 2.875% 13/MAR/2020 200,000 | 202,050 | 201,161 | |||||||||
DELTA AIR LINES INC | 3.625% 15/MAR/2022 300,000 | 309,113 | 305,183 | |||||||||
DEUTSCHE BANK AG | 4.25% 14/OCT/2021 2,400,000 | 2,403,372 | 2,496,876 | |||||||||
DEUTSCHE BANK AG | 3.3% 16/NOV/2022 900,000 | 899,298 | 895,413 | |||||||||
DEUTSCHE BANK AG | FLT 13/JUL/2020 700,000 | 700,000 | 701,237 | |||||||||
DEUTSCHE TELEKOM AG | 1.66% 30/JAN/2018 800,000 | 798,967 | 798,662 | |||||||||
DIAMONDBACK ENERGY INC | 4.75% 01/NOV/2024 375,000 | 382,500 | 376,406 | |||||||||
DIAMONDBACK ENERGY INC | 5.375% 31/MAY/2025 1,952,000 | 1,976,174 | 2,008,120 | |||||||||
DIGICERT HOLDINGS | ZCP 20/SEP/2024 1,330,000 | 1,323,350 | 1,348,700 | |||||||||
DISCOVER CARD | FLT 17/AUG/2020 200,000 | 200,121 | 200,094 | |||||||||
DISCOVERY COMM LLC | 2.95% 20/MAR/2023 100,000 | 99,874 | 98,968 | |||||||||
DISCOVERY COMM LLC | FLT 20/SEP/2019 200,000 | 200,000 | 201,106 | |||||||||
DISH DBS CORP | 5.875% 15/NOV/2024 545,000 | 540,913 | 530,694 | |||||||||
DISH DBS CORP | 7.75% 01/JUL/2026 6,888,000 | 7,445,450 | 7,241,010 | |||||||||
DOLLAR TREE INC | 5.75% 01/MAR/2023 1,700,000 | 1,797,750 | 1,780,750 | |||||||||
DR HORTON INC | 4.375% 15/SEP/2022 500,000 | 522,250 | 526,596 | |||||||||
DRIVE AUTO RECVBLS TR | 1.67% 15/MAY/2019 1,068,359 | 1,068,614 | 1,068,081 | |||||||||
DRIVE AUTO RECVBLS TR | 1.77% 15/JAN/2020 1,883,767 | 1,884,246 | 1,883,195 | |||||||||
DRYDEN XXV SENIOR LOAN FD | FLT 15/OCT/2027 200,000 | 200,000 | 200,208 | |||||||||
DYNEGY INC | 7.625% 01/NOV/2024 1,350,000 | 1,306,414 | 1,447,875 | |||||||||
DYNEGY INC | 8.125% 30/JAN/2026 1,050,000 | 1,112,116 | 1,147,125 | |||||||||
DZ BK AG DEUTSCHE ZNTRL-GEN BK | FLT 16/AUG/2018 4,000,000 | 4,000,000 | 4,000,977 | |||||||||
EL PASO NATURAL GAS CO LLC | 8.375% 15/JUN/2032 70,000 | 62,621 | 91,948 | |||||||||
ELDORADO RESORTS INC | 6% 01/APR/2025 1,542,000 | 1,610,548 | 1,611,390 | |||||||||
EMD FINANCE LLC | 2.4% 19/MAR/2020 600,000 | 599,352 | 598,686 | |||||||||
EMERA US FINANCE LP | 2.7% 15/JUN/2021 200,000 | 200,132 | 199,513 | |||||||||
ENBRIDGE INC | FLT 10/JAN/2020 800,000 | 799,104 | 801,102 | |||||||||
ENBRIDGE INC | FLT 15/JUN/2020 800,000 | 800,000 | 807,431 | |||||||||
ENDEAVOR ENERGY RESOURCES LP | 5.5% 30/JAN/2026 294,000 | 294,000 | 299,145 | |||||||||
ENDEAVOR ENERGY RESOURCES LP | 5.75% 30/JAN/2028 1,290,000 | 1,298,801 | 1,324,830 | |||||||||
ENERGY FUTURE INTER COM | ZCP 30/JUN/2018 800,000 | 798,000 | 802,712 |
36
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
ENERGY TRANSFER EQUITY LP | 4.25% 15/MAR/2023 1,046,000 | 1,046,000 | 1,038,155 | |||||||||
ENERGY TRANSFER EQUITY LP | 5.5% 01/JUN/2027 6,360,000 | 6,422,540 | 6,487,200 | |||||||||
ENERGY TRANSFER LP | 5.875% 01/MAR/2022 700,000 | 724,801 | 765,279 | |||||||||
ENERGY TRANSFER LP | 4.05% 15/MAR/2025 600,000 | 599,508 | 599,551 | |||||||||
ENVISION HEALTHCARE CORP | 5.625% 15/JUL/2022 621,000 | 626,235 | 627,210 | |||||||||
ENVISION HEALTHCARE CORP | 6.25% 01/DEC/2024 600,000 | 612,750 | 618,000 | |||||||||
EQT CORP | 2.5% 01/OCT/2020 100,000 | 100,307 | 99,303 | |||||||||
EQUINIX INC | 5.375% 15/MAY/2027 3,515,000 | 3,629,238 | 3,761,050 | |||||||||
EQUINIX INC | 5.875% 15/JAN/2026 3,645,000 | 3,844,064 | 3,913,819 | |||||||||
ERAC USA FINANCE LLC | 2.6% 01/DEC/2021 700,000 | 693,000 | 691,038 | |||||||||
ERAC USA FINANCE LLC | 2.8% 01/NOV/2018 700,000 | 708,834 | 703,297 | |||||||||
EXTRACTION OIL & GAS INC | 7.875% 15/JUL/2021 711,000 | 722,415 | 751,883 | |||||||||
EXTRACTION OIL & GAS INC | 7.375% 15/MAY/2024 1,047,000 | 1,065,504 | 1,117,673 | |||||||||
EXXON MOBIL CORP | 1.44% 01/MAR/2018 10,000,000 | 10,001,426 | 9,995,786 | |||||||||
FAGE INTL SA | 5.625% 15/AUG/2026 2,298,000 | 2,319,591 | 2,217,570 | |||||||||
FIDELITY NATL INFO SERVICES INC | 2.25% 15/AUG/2021 75,000 | 74,544 | 73,735 | |||||||||
FIDELITY NATL INFO SERVICES INC | 3.625% 15/OCT/2020 227,000 | 235,422 | 233,236 | |||||||||
FIFTH THIRD AUTO TR | 1.42% 16/MAR/2020 7,180,721 | 7,173,128 | 7,166,658 | |||||||||
FIRST DATA CORP | 5.375% 15/AUG/2023 1,554,000 | 1,554,000 | 1,617,559 | |||||||||
FIRST DATA CORP | 5.75% 15/JAN/2024 3,940,000 | 3,940,000 | 4,077,900 | |||||||||
FIRST DATA CORP | 7.00% 01/DEC/2023 3,390,000 | 3,397,578 | 3,584,925 | |||||||||
FIRST NATL MASTER NOTE TR | FLT 18/APR/2022 1,000,000 | 1,000,794 | 1,001,668 | |||||||||
FIRSTENERGY CORP | 7.375% 15/NOV/2031 1,108,000 | 1,057,529 | 1,494,360 | |||||||||
FLEX ACQUISITION CO INC | 6.875% 15/JAN/2025 489,000 | 489,000 | 506,408 | |||||||||
FLEX LTD | 4.625% 15/FEB/2020 100,000 | 105,171 | 103,223 | |||||||||
FLEX LTD | 5% 15/FEB/2023 700,000 | 745,346 | 749,389 | |||||||||
FORD CREDIT AUTO LEASE TR | FLT 15/JUN/2020 1,385,000 | 1,385,000 | 1,384,669 | |||||||||
FORD CREDIT AUTO OWNER TR | 1.42% 15/AUG/2019 2,852,417 | 2,852,622 | 2,851,277 | |||||||||
FORD CREDIT AUTO OWNER TR | 1.06% 15/MAY/2019 723,027 | 723,018 | 722,627 | |||||||||
FORD CREDIT AUTO OWNER TR | 1.56% 15/FEB/2020 2,100,000 | 2,097,863 | 2,097,487 | |||||||||
FORD CREDIT AUTO OWNER TR | 1.16% 15/NOV/2019 3,112,450 | 3,109,342 | 3,106,279 | |||||||||
FORD CREDIT AUTO OWNER TR | 1.08% 15/MAR/2019 129,517 | 129,429 | 129,458 | |||||||||
FORD CREDIT AUTO OWNER TR | FLT 15/MAR/2019 172,689 | 172,689 | 172,716 | |||||||||
FORD CREDIT AUTO OWNER TR | 1.33% 15/DEC/2019 1,559,026 | 1,557,461 | 1,555,177 | |||||||||
FORD CREDIT AUTO OWNER TR | FLT 15/SEP/2020 2,000,000 | 2,000,000 | 1,999,634 | |||||||||
FORD MOTOR CREDIT CO LLC | 2.262% 28/MAR/2019 700,000 | 700,000 | 698,948 | |||||||||
FORD MOTOR CREDIT CO LLC | 3.157% 04/AUG/2020 1,400,000 | 1,400,000 | 1,417,098 | |||||||||
FREEPORT-MCMORAN INC | 3.875% 15/MAR/2023 519,000 | 424,134 | 516,405 | |||||||||
FREEPORT-MCMORAN INC | 4.55% 14/NOV/2024 3,908,000 | 3,386,309 | 3,973,264 | |||||||||
FREEPORT-MCMORAN INC | 5.45% 15/MAR/2043 2,070,000 | 1,962,454 | 2,067,413 | |||||||||
FRONTIER COMM CORP | 11% 15/SEP/2025 1,912,000 | 1,959,060 | 1,405,320 | |||||||||
FRONTIER COMM CORP | 6.875% 15/JAN/2025 1,437,000 | 1,447,837 | 930,458 | |||||||||
FRONTIER COMM CORP | 7.125% 15/JAN/2023 1,335,000 | 1,358,363 | 887,775 | |||||||||
FRONTIER COMM CORP | 8.75% 15/APR/2022 675,000 | 686,634 | 485,791 | |||||||||
GALLATIN CLO VIII LTD | FLT 15/JUL/2027 1,500,000 | 1,500,000 | 1,501,314 | |||||||||
GARTNER INC | 5.125% 01/APR/2025 3,592,000 | 3,677,554 | 3,753,640 | |||||||||
GATES GLOBAL LLC | 6% 15/JUL/2022 3,047,000 | 2,945,744 | 3,115,558 | |||||||||
GENERAL ELECTRIC CO | 1.625% 02/APR/2018 2,800,000 | 2,801,121 | 2,798,652 | |||||||||
GENERAL MOTORS CO | 3.5% 02/OCT/2018 400,000 | 407,916 | 404,161 | |||||||||
GENERAL MOTORS FINCL CO INC | 2.35% 04/OCT/2019 800,000 | 799,768 | 797,648 | |||||||||
GENERAL MOTORS FINCL CO INC | 3.2% 06/JUL/2021 150,000 | 149,726 | 151,464 | |||||||||
GENERAL MOTORS FINCL CO INC | 3.45% 14/JAN/2022 700,000 | 699,076 | 709,447 |
37
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
GENERAL MOTORS FINCL CO INC | FLT 14/JAN/2022 950,000 | 972,439 | 973,067 | |||||||||
GEORGIA-PACIFIC LLC | 2.539% 15/NOV/2019 585,000 | 594,623 | 587,110 | |||||||||
GEORGIA-PACIFIC LLC | 5.4% 01/NOV/2020 700,000 | 773,601 | 754,962 | |||||||||
GLP CAP LP / GLP FINANCING II INC | 5.375% 15/APR/2026 4,500,000 | 4,827,145 | 4,826,250 | |||||||||
GM FINCL AUTO LEASING TR | 1.68% 20/DEC/2018 1,545,470 | 1,546,551 | 1,545,178 | |||||||||
GM FINCL AUTO LEASING TR | 1.69% 20/MAR/2019 1,594,859 | 1,595,519 | 1,594,092 | |||||||||
GM FINCL AUTO LEASING TR | 1.62% 20/SEP/2019 3,272,000 | 3,268,538 | 3,267,428 | |||||||||
GM FINCL AUTO LEASING TR | 1.35% 20/FEB/2019 1,636,868 | 1,635,872 | 1,635,210 | |||||||||
GOLDCORP INC | 3.625% 09/JUN/2021 1,300,000 | 1,298,323 | 1,328,562 | |||||||||
GOLDEN CREDIT CARD TR | FLT 15/FEB/2020 3,000,000 | 3,004,142 | 3,001,695 | |||||||||
GOLDENTREE LOAN OPPR IX LTD | FLT 29/OCT/2026 1,000,000 | 1,000,000 | 1,001,910 | |||||||||
GOLDMAN SACHS GRP INC | 2.625% 25/APR/2021 900,000 | 899,415 | 899,375 | |||||||||
GOLDMAN SACHS GRP INC | FLT 15/SEP/2020 800,000 | 794,776 | 815,148 | |||||||||
GOLDMAN SACHS GRP INC | FLT 26/APR/2022 1,000,000 | 1,000,000 | 1,011,631 | |||||||||
GOLDMAN SACHS GRP INC | FLT 31/OCT/2022 200,000 | 200,000 | 199,427 | |||||||||
GOLDMAN SACHS GRP INC | 4.00% 03/MAR/2024 1,080,000 | 1,081,501 | 1,133,068 | |||||||||
GOLDMAN SACHS GRP INC | 3.625% 22/JAN/2023 700,000 | 709,870 | 723,123 | |||||||||
GREENEDEN US HOLDINGS I, LLC | ZCP 01/DEC/2023 495,264 | 487,853 | 498,669 | |||||||||
GRINDING MEDIA INC | 7.375% 15/DEC/2023 1,137,000 | 1,168,005 | 1,220,797 | |||||||||
GRP 1 AUTOMOTIVE INC | 5% 01/JUN/2022 550,000 | 552,750 | 566,500 | |||||||||
GRP 1 AUTOMOTIVE INC | 5.25% 15/DEC/2023 750,000 | 753,750 | 774,375 | |||||||||
H&E EQUIPMENT SERVICES INC | 5.625% 01/SEP/2025 612,000 | 612,000 | 639,540 | |||||||||
HALCON RESOURCES CORP | 6.75% 15/FEB/2025 1,169,000 | 1,167,232 | 1,215,760 | |||||||||
HANESBRANDS INC | 4.625% 15/MAY/2024 700,000 | 701,750 | 714,000 | |||||||||
HANESBRANDS INC | 4.875% 15/MAY/2026 465,000 | 466,163 | 476,625 | |||||||||
HARLEY-DAVIDSON MTRCYCL TR | 1.1% 15/SEP/2019 374,262 | 374,111 | 374,156 | |||||||||
HARLEY-DAVIDSON MTRCYCL TR | 1.41% 15/JUN/2020 1,122,725 | 1,121,519 | 1,120,900 | |||||||||
HARLEY-DAVIDSON MTRCYCL TR | 1.3% 16/MAR/2020 411,407 | 411,201 | 410,979 | |||||||||
HARLEY-DAVIDSON MTRCYCL TR | 1.09% 15/JUN/2019 169,546 | 169,470 | 169,497 | |||||||||
HARRIS CORP | 4.4% 15/DEC/2020 700,000 | 757,596 | 732,175 | |||||||||
HARRIS CORP | FLT 30/APR/2020 500,000 | 500,000 | 499,999 | |||||||||
HCA INC | 4.5% 15/FEB/2027 1,400,000 | 1,403,500 | 1,407,000 | |||||||||
HCA INC | 4.75% 01/MAY/2023 1,880,000 | 1,863,990 | 1,936,400 | |||||||||
HCA INC | 5.25% 15/APR/2025 3,105,000 | 3,306,244 | 3,283,538 | |||||||||
HCA INC | 5.375% 01/FEB/2025 3,070,000 | 3,172,233 | 3,177,450 | |||||||||
HCA INC | 6.5% 15/FEB/2020 958,000 | 995,087 | 1,015,480 | |||||||||
HCA INC | 7.5% 15/FEB/2022 2,000,000 | 2,008,387 | 2,250,000 | |||||||||
HD SUPPLY INC | 5.75% 15/APR/2024 1,177,000 | 1,230,619 | 1,250,563 | |||||||||
HEALTH CARE REIT INC | 4.95% 15/JAN/2021 600,000 | 657,954 | 637,563 | |||||||||
HERTZ CORP | 7.625% 01/JUN/2022 1,792,000 | 1,814,914 | 1,877,120 | |||||||||
HILL-ROM HOLDINGS INC | 5% 15/FEB/2025 1,855,000 | 1,870,911 | 1,891,544 | |||||||||
HILTON DOM OPERATING CO INC | 4.25% 01/SEP/2024 2,270,000 | 2,300,312 | 2,292,700 | |||||||||
HILTON GRAND VACTNS BRRWR LLC | 6.125% 01/DEC/2024 133,000 | 141,312 | 145,303 | |||||||||
HOLCIM US FIN SARL & CIE SCS | 6.00% 30/DEC/2019 100,000 | 116,181 | 106,090 | |||||||||
HOLLY ENERGY PARTNERS LP | 6.00% 01/AUG/2024 3,230,000 | 3,383,735 | 3,367,275 | |||||||||
HOLOGIC INC | 4.375% 15/OCT/2025 320,000 | 322,000 | 324,800 | |||||||||
HOME EQUITY ASSET TR | FLT 25/FEB/2033 211 | 186 | 189 | |||||||||
HOME EQUITY MTG LOAN | FLT 25/APR/2037 1,154,035 | 255,427 | 1,050,002 | |||||||||
HONDA AUTO RECVBLS OWNER TR | 0.99% 17/SEP/2018 49,681 | 49,660 | 49,673 | |||||||||
HONDA AUTO RECVBLS OWNER TR | 1.05% 15/OCT/2018 712,628 | 712,376 | 712,357 | |||||||||
HONDA AUTO RECVBLS OWNER TR | 1.32% 16/NOV/2020 600,000 | 599,646 | 599,541 | |||||||||
HONDA AUTO RECVBLS OWNER TR | 1.04% 21/FEB/2019 2,013,291 | 2,011,577 | 2,010,553 |
38
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
HONDA AUTO RECVBLS OWNER TR | 1.27% 18/APR/2019 227,863 | 227,758 | 227,608 | |||||||||
HONDA AUTO RECVBLS OWNER TR | 1.23% 23/SEP/2019 1,158,464 | 1,155,830 | 1,154,343 | |||||||||
HONDA AUTO RECVBLS OWNER TR | 1.39% 15/APR/2020 779,777 | 778,149 | 777,204 | |||||||||
HONDA AUTO RECVBLS OWNER TR | 1.01% 18/OCT/2018 756,656 | 756,185 | 756,373 | |||||||||
HONDA AUTO RECVBLS OWNER TR | 1.04% 18/APR/2019 1,160,672 | 1,159,026 | 1,158,479 | |||||||||
HONDA AUTO RECVBLS OWNER TR | 1.42% 22/JUL/2019 2,294,724 | 2,292,187 | 2,291,617 | |||||||||
HONDA AUTO RECVBLS OWNER TR | 1.46% 15/OCT/2019 769,008 | 768,006 | 767,339 | |||||||||
HONDA AUTO RECVBLS OWNER TR | 1.8% 21/JAN/2020 809,000 | 808,952 | 808,368 | |||||||||
HSBC BANK PLC | 4.125% 12/AUG/2020 1,300,000 | 1,374,555 | 1,355,131 | |||||||||
HSBC BANK PLC | FLT 15/MAY/2018 3,300,000 | 3,303,501 | 3,305,462 | |||||||||
HSBC HOLDINGS PLC | 3.4% 08/MAR/2021 200,000 | 199,544 | 204,419 | |||||||||
HSBC HOLDINGS PLC | 3.6% 25/MAY/2023 800,000 | 799,704 | 823,086 | |||||||||
HSBC HOLDINGS PLC | 4.25% 18/AUG/2025 1,300,000 | 1,289,340 | 1,348,135 | |||||||||
HSBC USA INC | 1.7% 05/MAR/2018 207,000 | 207,077 | 206,937 | |||||||||
HSBC USA INC | FLT 07/AUG/2018 1,000,000 | 1,003,901 | 1,003,235 | |||||||||
HUB HOLDINGS LLC | 8.125% 15/JUL/2019 205,000 | 204,487 | 205,256 | |||||||||
HUB INTL LTD | 7.875% 01/OCT/2021 3,958,000 | 3,908,332 | 4,121,268 | |||||||||
HUDBAY MINERALS INC | 7.25% 15/JAN/2023 372,000 | 372,000 | 394,320 | |||||||||
HUDBAY MINERALS INC | 7.625% 15/JAN/2025 1,594,000 | 1,664,490 | 1,745,430 | |||||||||
HUNTINGTON AUTO TR | 1.24% 16/SEP/2019 4,265,675 | 4,263,508 | 4,259,448 | |||||||||
HUNTINGTON AUTO TR | 1.29% 15/MAY/2019 1,717,855 | 1,717,385 | 1,716,744 | |||||||||
HYLAND SOFTWARE INC | ZCP JUL/2022 311,420 | 310,458 | 313,951 | |||||||||
HYUNDAI AUTO LEASE SECTZTN TR | 1.4% 15/NOV/2018 26,776 | 26,780 | 26,776 | |||||||||
HYUNDAI AUTO LEASE SECTZTN TR | 1.24% 15/NOV/2018 236,510 | 236,465 | 236,423 | |||||||||
HYUNDAI AUTO LEASE SECTZTN TR | 1.52% 15/OCT/2019 1,950,000 | 1,948,875 | 1,946,940 | |||||||||
HYUNDAI AUTO LEASE SECTZTN TR | 1.3% 15/MAR/2019 4,519,814 | 4,516,397 | 4,513,677 | |||||||||
HYUNDAI AUTO LEASE SECTZTN TR | FLT 15/JUL/2019 1,111,996 | 1,112,903 | 1,112,735 | |||||||||
HYUNDAI AUTO LEASE SECTZTN TR | FLT 16/DEC/2019 1,105,000 | 1,105,660 | 1,105,669 | |||||||||
HYUNDAI AUTO LEASE SECTZTN TR | FLT 16/MAR/2020 2,182,000 | 2,182,000 | 2,182,357 | |||||||||
HYUNDAI AUTO RECVBLS TR | 1.46% 15/NOV/2019 166,301 | 166,290 | 166,205 | |||||||||
HYUNDAI AUTO RECVBLS TR | 1.12% 15/NOV/2019 1,230,234 | 1,228,639 | 1,227,022 | |||||||||
HYUNDAI AUTO RECVBLS TR | 1.21% 17/JUN/2019 129,733 | 129,671 | 129,629 | |||||||||
HYUNDAI AUTO RECVBLS TR | FLT 17/JUN/2019 209,247 | 209,247 | 209,336 | |||||||||
HYUNDAI AUTO RECVBLS TR | 1.57% 17/AUG/2020 963,000 | 962,947 | 960,222 | |||||||||
HYUNDAI AUTO RECVBLS TR | FLT 17/AUG/2020 3,000,000 | 3,000,000 | 3,000,199 | |||||||||
HYUNDAI CAPITAL AMERICA | 2.00% 01/JUL/2019 600,000 | 599,574 | 592,818 | |||||||||
IBERDROLA FINANCE IRELAND LTD | 5% 11/SEP/2019 1,000,000 | 1,070,120 | 1,040,973 | |||||||||
IBM CREDIT LLC | 1.51% 13/MAR/2018 8,000,000 | 7,974,440 | 7,975,103 | |||||||||
ICAHN ENTERPRISES LP | 6.25% 01/FEB/2022 1,561,000 | 1,585,294 | 1,596,123 | |||||||||
IHO VERWALTUNGS GMBH | 4.5% 15/SEP/2023 375,000 | 375,000 | 382,268 | |||||||||
IHO VERWALTUNGS GMBH | 4.75% 15/SEP/2026 611,000 | 611,000 | 620,165 | |||||||||
IHS MARKIT LTD | 4.75% 15/FEB/2025 3,000,000 | 3,046,200 | 3,165,000 | |||||||||
IMPERIAL BRANDS FINANCE PLC | 3.75% 21/JUL/2022 2,200,000 | 2,164,470 | 2,273,484 | |||||||||
IMPERIAL BRANDS FINANCE PLC | 4.25% 21/JUL/2025 200,000 | 210,748 | 209,708 | |||||||||
IMPERIAL TOBACCO FINANCE PLC | 3.5% 11/FEB/2023 400,000 | 389,860 | 407,130 | |||||||||
INDSTRL & CMMRCL BK OF CHINA LTD | FLT 08/NOV/2020 1,300,000 | 1,300,000 | 1,299,514 | |||||||||
INDSTRL & CMMRCL BK OF CHINA LTD | 1.92% 16/JAN/2018 3,000,000 | 2,997,625 | 2,997,461 | |||||||||
INEOS GRP HOLDINGS SA | 5.625% 01/AUG/2024 1,782,000 | 1,778,707 | 1,857,735 | |||||||||
INFORMATICA LLC | 7.125% 15/JUL/2023 871,000 | 832,939 | 890,598 | |||||||||
INFORMATION RESOURCES INC | ZCP DEC/2023 1,368,610 | 1,361,767 | 1,377,451 | |||||||||
INFORMATION RESOURCES INC | ZCP DEC/2024 1,530,000 | 1,513,920 | 1,537,650 | |||||||||
ING BANK | 2.05% 17/AUG/2018 1,000,000 | 1,000,161 | 1,000,180 |
39
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
ING BANK | 2.3% 22/MAR/2019 100,000 | 99,971 | 100,054 | |||||||||
ING BANK | FLT 17/AUG/2018 2,000,000 | 2,005,393 | 2,007,608 | |||||||||
ING BANK | FLT 22/MAR/2019 1,500,000 | 1,518,018 | 1,517,242 | |||||||||
INTL BUSINESS MACHINES CORP | 1.25% 08/FEB/2018 2,550,000 | 2,549,636 | 2,548,460 | |||||||||
INTL GAME TECHNOLOGY PLC | 6.25% 15/FEB/2022 1,082,000 | 1,082,000 | 1,165,855 | |||||||||
INTL GAME TECHNOLOGY PLC | 6.5% 15/FEB/2025 3,146,000 | 3,292,175 | 3,515,655 | |||||||||
INTL LEASE FINANCE CORP | 3.875% 15/APR/2018 700,000 | 711,375 | 703,205 | |||||||||
INTL LEASE FINANCE CORP | 6.25% 15/MAY/2019 800,000 | 856,719 | 838,324 | |||||||||
INTL LEASE FINANCE CORP | 8.625% 15/JAN/2022 400,000 | 501,000 | 481,733 | |||||||||
INTERVAL ACQUISITION CORP | 5.625% 15/APR/2023 2,099,000 | 2,120,072 | 2,172,465 | |||||||||
INTESA SANPAOLO SPA | 6.5% 24/FEB/2021 500,000 | 585,260 | 550,865 | |||||||||
IRON MOUNTAIN INC | 4.875% 15/SEP/2027 1,920,000 | 1,934,400 | 1,920,000 | |||||||||
IRON MOUNTAIN INC | 5.25% 15/MAR/2028 650,000 | 654,875 | 646,750 | |||||||||
ISTAR INC | 5.25% 15/SEP/2022 817,000 | 824,149 | 822,106 | |||||||||
ISTAR INC | 6.00% 01/APR/2022 900,000 | 929,250 | 931,500 | |||||||||
JACK OHIO FINANCE LLC | 6.75% 15/NOV/2021 1,660,000 | 1,660,000 | 1,747,150 | |||||||||
JACKSON NATL LIFE GLOBAL FD | 2.1% 25/OCT/2021 2,000,000 | 1,998,780 | 1,962,329 | |||||||||
JACKSON NATL LIFE GLOBAL FD | FLT 27/DEC/2018 3,285,000 | 3,286,776 | 3,285,019 | |||||||||
JAGUAR HOLDING CO II | 6.375% 01/AUG/2023 1,354,000 | 1,367,540 | 1,367,540 | |||||||||
JAMES HARDIE INTL FINANCE | 4.75% 15/JAN/2025 534,000 | 534,000 | 538,005 | |||||||||
JAMES HARDIE INTL FINANCE | 5% 15/JAN/2028 750,000 | 750,000 | 755,625 | |||||||||
JOHN DEERE CAPITAL CORP | ZCP 13/FEB/2018 6,000,000 | 5,990,110 | 5,988,569 | |||||||||
JOHN DEERE OWNER TR | 1.32% 17/JUN/2019 2,106,466 | 2,106,100 | 2,104,484 | |||||||||
JOHN DEERE OWNER TR | 1.44% 15/OCT/2019 919,468 | 919,051 | 918,220 | |||||||||
JOHN DEERE OWNER TR | 1.09% 15/FEB/2019 170,229 | 170,223 | 170,124 | |||||||||
JOHN DEERE OWNER TR | 1.5% 15/OCT/2019 962,545 | 961,671 | 961,284 | |||||||||
KAR AUCTION SERVICES INC | 5.125% 01/JUN/2025 1,535,000 | 1,574,157 | 1,573,375 | |||||||||
KFC HLDG CO/PIZZA HUT HLDGS LLC | 5.25% 01/JUN/2026 3,000,000 | 3,033,750 | 3,157,500 | |||||||||
KINDER MORGAN INC | 7.75% 15/JAN/2032 405,000 | 302,043 | 522,998 | |||||||||
KINDER MORGAN INC | 7.8% 01/AUG/2031 697,000 | 523,595 | 899,010 | |||||||||
KINDER MORGAN INC | 5.00% 15/FEB/2021 300,000 | 318,276 | 318,301 | |||||||||
KOPPERS INC | 6.00% 15/FEB/2025 1,471,000 | 1,542,820 | 1,559,260 | |||||||||
L BRANDS INC | 6.875% 01/NOV/2035 1,491,000 | 1,456,182 | 1,505,910 | |||||||||
LAMAR MEDIA CORP | 5.375% 15/JAN/2024 1,060,000 | 1,081,200 | 1,107,700 | |||||||||
LAMB WESTON HOLDINGS INC | 4.875% 01/NOV/2026 2,766,000 | 2,825,509 | 2,890,470 | |||||||||
LAREDO PETROLEUM INC | 5.625% 15/JAN/2022 1,587,000 | 1,545,277 | 1,602,870 | |||||||||
LAREDO PETROLEUM INC | 6.25% 15/MAR/2023 1,911,000 | 1,916,570 | 1,978,458 | |||||||||
LAZARD GRP LLC | 3.75% 13/FEB/2025 1,300,000 | 1,296,334 | 1,325,709 | |||||||||
LEASEPLAN CORP | 2.875% 22/JAN/2019 870,000 | 862,927 | 870,589 | |||||||||
LEHMAN BROTHERS HLDGS INC | 6% 26/SEP/2014 340,000 | 43,350 | 15,980 | |||||||||
LEHMAN BROTHERS HLDGS INC | 5.25% 06/FEB/2012 210,000 | 26,775 | 9,660 | |||||||||
LENNAR CORP | 4.5% 30/APR/2024 3,100,000 | 3,119,375 | 3,178,430 | |||||||||
LENNAR CORP | 4.75% 29/NOV/2027 874,000 | 874,000 | 900,045 | |||||||||
LG&E & KU ENERGY LLC | 4.375% 01/OCT/2021 600,000 | 639,276 | 634,090 | |||||||||
LIMEROCK CLO II LTD | FLT 18/APR/2026 700,000 | 700,000 | 700,994 | |||||||||
LITHIA MOTORS INC | 5.25% 01/AUG/2025 534,000 | 543,540 | 556,695 | |||||||||
LIVE NATION ENTERTAINMENT INC | 4.875% 01/NOV/2024 929,000 | 929,000 | 952,225 | |||||||||
LLOYDS BANK PLC | FLT 22/JAN/2019 979,000 | 986,423 | 987,180 | |||||||||
LLOYDS BANKING GRP PLC | FLT 29/DEC/2049 200,000 | 278,274 | 284,889 | |||||||||
LTF MERGER SUB INC | 8.5% 15/JUN/2023 844,000 | 844,000 | 893,585 | |||||||||
MACQUARIE BANK LTD | 1.44% 19/JAN/2018 2,000,000 | 1,998,610 | 1,998,150 | |||||||||
MACQUARIE BANK LTD | FLT 04/APR/2019 3,500,000 | 3,502,733 | 3,503,601 |
40
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
MASCO CORP | 7.125% 15/MAR/2020 116,000 | 131,686 | 126,490 | |||||||||
MASSMUTUAL GLOBAL FUNDING II | 2.5% 17/OCT/2022 200,000 | 195,820 | 197,887 | |||||||||
MASTR ASSET BACKED SECRTS TR | FLT 25/JAN/2036 284,303 | 280,323 | 283,599 | |||||||||
MATCH GRP INC | 5.00% 15/DEC/2027 890,000 | 890,000 | 903,350 | |||||||||
MATCH GRP INC | 6.375% 01/JUN/2024 1,380,000 | 1,408,500 | 1,495,575 | |||||||||
MATTEL INC | 6.75% 31/DEC/2025 1,297,000 | 1,307,331 | 1,314,445 | |||||||||
MCCORMICK & CO INC | 3.15% 15/AUG/2024 800,000 | 799,496 | 804,239 | |||||||||
MEDNAX INC | 5.25% 01/DEC/2023 1,146,000 | 1,170,137 | 1,166,055 | |||||||||
MERCEDES-BENZ AUTO LEASE TR | 1.52% 15/MAR/2019 2,425,973 | 2,426,105 | 2,424,802 | |||||||||
MERCEDES-BENZ AUTO LEASE TR | 1.35% 15/AUG/2019 2,175,000 | 2,167,523 | 2,167,606 | |||||||||
MERCEDES-BENZ AUTO LEASE TR | 1.15% 15/JAN/2019 2,309,080 | 2,307,743 | 2,307,022 | |||||||||
MERCEDES-BENZ AUTO RECVBLS TR | 1.34% 16/DEC/2019 1,580,710 | 1,578,701 | 1,577,155 | |||||||||
MERCEDES-BENZ AUTO RECVBLS TR | 1.11% 15/MAR/2019 1,528,089 | 1,527,582 | 1,526,983 | |||||||||
MERITAGE HOMES CORP | 6.00% 01/JUN/2025 2,000,000 | 2,012,500 | 2,140,000 | |||||||||
MERITAGE HOMES CORP | 7.00% 01/APR/2022 684,000 | 695,275 | 769,500 | |||||||||
METROPOLITAN LIFE GLOBAL FUNDING | 3.65% 14/JUN/2018 1,750,000 | 1,766,068 | 1,762,800 | |||||||||
MGM GROWTH PROPERTIES | 4.5% 01/SEP/2026 550,000 | 553,437 | 547,250 | |||||||||
MGM GROWTH PROPERTIES | 4.5% 15/JAN/2028 2,315,000 | 2,331,947 | 2,268,700 | |||||||||
MGM RESORTS INTL | 4.625% 01/SEP/2026 2,215,000 | 2,196,915 | 2,237,150 | |||||||||
MGM RESORTS INTL | 6.00% 15/MAR/2023 921,000 | 925,644 | 994,680 | |||||||||
MGM RESORTS INTL | 6.625% 15/DEC/2021 963,000 | 1,022,570 | 1,056,604 | |||||||||
MGM RESORTS INTL | 6.75% 01/OCT/2020 1,491,000 | 1,544,000 | 1,610,280 | |||||||||
MICROSEMI CORP | 9.125% 15/APR/2023 565,000 | 565,000 | 635,625 | |||||||||
MICROSOFT CORP | 1.41% 10/APR/2018 8,000,000 | 7,969,640 | 7,965,592 | |||||||||
MISYS LTD | ZCP 26/APR/2024 786,397 | 781,815 | 789,480 | |||||||||
MITSUBISHI TST & BNK CORP | 1.74% 29/JUN/2018 2,000,000 | 2,000,000 | 1,999,357 | |||||||||
MITSUBISHI UFJ LEASE & FIN CO LTD | 2.65% 19/SEP/2022 1,000,000 | 1,000,000 | 981,918 | |||||||||
MITSUBISHI UFJ TR & BANKING CORP | 2.45% 16/OCT/2019 900,000 | 902,736 | 901,424 | |||||||||
MIZUHO BANK LTD | 1.8% 26/MAR/2018 450,000 | 450,107 | 449,999 | |||||||||
MIZUHO BANK LTD | FLT 04/SEP/2018 2,118,000 | 2,121,635 | 2,120,266 | |||||||||
MIZUHO BANK LTD | FLT 24/SEP/2018 1,500,000 | 1,502,471 | 1,501,501 | |||||||||
MOLINA HEALTHCARE INC | 4.875% 15/JUN/2025 650,000 | 654,875 | 648,375 | |||||||||
MOLINA HEALTHCARE INC | 5.375% 15/NOV/2022 351,000 | 357,154 | 365,917 | |||||||||
MOLSON COORS BREWING CO | 1.9% 15/MAR/2019 800,000 | 799,528 | 796,432 | |||||||||
MOLSON COORS BREWING CO | 2.1% 15/JUL/2021 300,000 | 299,886 | 294,039 | |||||||||
MONDELEZ INTL HOLDINGS NETHERLANDS | 1.625% 28/OCT/2019 700,000 | 690,123 | 689,898 | |||||||||
MORGAN STANLEY | FLT 25/JUL/2034 554,246 | 553,639 | 553,195 | |||||||||
MORGAN STANLEY | 3.7% 23/OCT/2024 2,875,000 | 2,988,476 | 2,970,817 | |||||||||
MORGAN STANLEY | 5.75% 25/JAN/2021 2,150,000 | 2,240,644 | 2,342,931 | |||||||||
MPH ACQUISITION HOLDINGS LLC | 7.125% 01/JUN/2024 2,636,000 | 2,707,297 | 2,807,340 | |||||||||
MSCI INC | 5.25% 15/NOV/2024 1,325,000 | 1,350,202 | 1,396,219 | |||||||||
MSCI INC | 5.75% 15/AUG/2025 1,280,000 | 1,289,600 | 1,374,400 | |||||||||
MULTI-COLOR CORP | 4.875% 01/NOV/2025 1,604,000 | 1,620,978 | 1,610,015 | |||||||||
MYLAN NV | 2.5% 07/JUN/2019 500,000 | 502,920 | 499,483 | |||||||||
NATL AUSTRALIA BANK LTD | FLT 17/APR/2019 650,000 | 651,801 | 651,546 | |||||||||
NATL AUSTRALIA BANK LTD | FLT 23/JUL/2018 1,293,000 | 1,295,510 | 1,296,637 | |||||||||
NATL AUSTRALIA BANK LTD | 2.25% 10/JAN/2020 700,000 | 699,937 | 699,303 | |||||||||
NATL BANK OF CANADA | FLT 21/MAR/2018 4,000,000 | 4,000,000 | 4,002,036 | |||||||||
NATIXIS SA | FLT 08/MAY/2018 1,500,000 | 1,500,000 | 1,501,003 | |||||||||
NAVIENT CORP | 7.25% 25/JAN/2022 482,000 | 533,403 | 516,342 | |||||||||
NAVIENT CORP | 8% 25/MAR/2020 177,000 | 184,301 | 191,381 | |||||||||
NAVIENT CORP | 5.5% 25/JAN/2023 416,000 | 410,785 | 414,960 |
41
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
NAVIENT CORP | 5.875% 25/OCT/2024 1,706,000 | 1,647,291 | 1,693,205 | |||||||||
NAVIENT CORP | 6.5% 15/JUN/2022 880,000 | 886,600 | 923,560 | |||||||||
NAVIENT CORP | 6.625% 26/JUL/2021 979,000 | 999,920 | 1,032,845 | |||||||||
NETFLIX INC | 4.375% 15/NOV/2026 3,030,000 | 3,024,106 | 2,961,825 | |||||||||
NETFLIX INC | 4.875% 15/APR/2028 3,187,000 | 3,179,794 | 3,123,260 | |||||||||
NETFLIX INC | 5.875% 15/FEB/2025 1,808,000 | 1,868,330 | 1,921,000 | |||||||||
NEW YORK LIFE GLOBAL FUNDING | 1.3% 27/APR/2018 1,000,000 | 999,200 | 998,365 | |||||||||
NEW YORK LIFE GLOBAL FUNDING | FLT 06/JUL/2018 2,750,000 | 2,750,000 | 2,751,961 | |||||||||
NEXTERA ENERGY OPRTNG PRTNRS | 4.5% 15/SEP/2027 1,283,000 | 1,295,714 | 1,276,585 | |||||||||
NFP CORP | 6.875% 15/JUL/2025 1,299,000 | 1,316,047 | 1,308,743 | |||||||||
NGPL PIPECO LLC | 4.875% 15/AUG/2027 2,035,000 | 2,066,896 | 2,111,313 | |||||||||
NGPL PIPECO LLC | 4.375% 15/AUG/2022 571,000 | 571,000 | 580,636 | |||||||||
NIELSEN CO LUXEMBOURG SARL | 5.00% 01/FEB/2025 1,740,000 | 1,742,175 | 1,805,250 | |||||||||
NIELSEN CO LUXEMBOURG SARL | 5.5% 01/OCT/2021 870,000 | 870,000 | 893,925 | |||||||||
NISSAN AUTO LEASE TR | 1.49% 15/MAR/2019 2,755,000 | 2,754,507 | 2,752,003 | |||||||||
NISSAN AUTO LEASE TR | 1.22% 15/AUG/2018 15,360 | 15,358 | 15,356 | |||||||||
NISSAN AUTO LEASE TR | 1.26% 17/DEC/2018 2,118,096 | 2,116,559 | 2,115,550 | |||||||||
NISSAN AUTO RECVBLS OWNER TR | 1.11% 15/MAY/2019 817,645 | 817,091 | 817,267 | |||||||||
NISSAN AUTO RECVBLS OWNER TR | 1.05% 15/OCT/2019 1,296,452 | 1,294,769 | 1,293,911 | |||||||||
NISSAN AUTO RECVBLS OWNER TR | 1.37% 15/MAY/2020 852,156 | 851,196 | 849,435 | |||||||||
NISSAN AUTO RECVBLS OWNER TR | 1.06% 15/FEB/2019 32,073 | 32,073 | 32,063 | |||||||||
NISSAN AUTO RECVBLS OWNER TR | FLT 15/FEB/2019 154,062 | 154,099 | 154,078 | |||||||||
NISSAN AUTO RECVBLS OWNER TR | 1.05% 15/APR/2019 711,876 | 711,271 | 711,591 | |||||||||
NISSAN AUTO RECVBLS OWNER TR | 1.47% 15/JAN/2020 1,401,847 | 1,399,598 | 1,399,320 | |||||||||
NISSAN AUTO RECVBLS OWNER TR | 1.56% 15/MAY/2020 1,122,000 | 1,121,961 | 1,118,736 | |||||||||
NISSAN AUTO RECVBLS OWNER TR | FLT 15/MAY/2020 2,000,000 | 2,000,000 | 1,999,614 | |||||||||
NISSAN MOTOR ACCEPTANCE CORP | 2% 08/MAR/2019 700,000 | 700,595 | 698,301 | |||||||||
NISSAN MOTOR ACCEPTANCE CORP | FLT 06/APR/2018 2,512,000 | 2,516,597 | 2,516,779 | |||||||||
NORDEA BANK AB | FLT 07/NOV/2018 4,700,000 | 4,713,439 | 4,704,710 | |||||||||
NORFOLK SOUTHERN RAILWAY CO | 9.75% 15/JUN/2020 400,000 | 514,456 | 467,544 | |||||||||
NORTHWEST AIRLINES | 6.264% 20/MAY/2023 106,731 | 113,535 | 112,868 | |||||||||
NOVA CHEMICALS CORP | 4.875% 01/JUN/2024 1,290,000 | 1,290,000 | 1,286,775 | |||||||||
NOVA CHEMICALS CORP | 5.25% 01/JUN/2027 744,000 | 744,000 | 742,140 | |||||||||
NOVELIS CORP | 5.875% 30/SEP/2026 2,851,000 | 2,909,889 | 2,908,020 | |||||||||
NOVELIS CORP | 6.25% 15/AUG/2024 1,260,000 | 1,312,860 | 1,319,850 | |||||||||
NRG ENERGY INC | 5.75% 15/JAN/2028 965,000 | 979,475 | 974,650 | |||||||||
NRG ENERGY INC | 6.625% 15/JAN/2027 1,784,000 | 1,790,790 | 1,886,580 | |||||||||
NRG ENERGY INC | 7.25% 15/MAY/2026 580,000 | 580,000 | 631,469 | |||||||||
NRG YIELD OPERATING LLC | 5% 15/SEP/2026 768,000 | 757,600 | 779,520 | |||||||||
NRG YIELD OPERATING LLC | 5.375% 15/AUG/2024 3,042,000 | 2,993,036 | 3,148,470 | |||||||||
NUSTAR LOGISTICS LP | 5.625% 28/APR/2027 2,896,000 | 3,017,070 | 2,946,680 | |||||||||
NUVEEN FINANCE LLC | 2.95% 01/NOV/2019 700,000 | 711,788 | 706,692 | |||||||||
NXP BV / NXP FUNDING LLC | 3.875% 01/SEP/2022 610,000 | 610,199 | 616,862 | |||||||||
ONTARIO TCHRS' CDLLC FRVW PROP | 3.125% 20/MAR/2022 700,000 | 699,839 | 709,336 | |||||||||
ONTARIO TEACHERS' FINANCE CORP | 1.67% 13/JUL/2018 2,000,000 | 1,982,630 | 1,980,944 | |||||||||
ONTARIO TEACHERS' FINANCE CORP | 1.49% 06/APR/2018 2,000,000 | 1,992,400 | 1,991,207 | |||||||||
ORACLE CORP | 5.75% 15/APR/2018 2,000,000 | 2,023,263 | 2,022,924 | |||||||||
OUTFRONT MEDIA CAPITAL LLC | 5.875% 15/MAR/2025 2,385,000 | 2,427,557 | 2,522,137 | |||||||||
OVERSEA-CHINESE BANKING CORP | 1.43% 12/MAR/2018 2,000,000 | 1,994,478 | 1,993,430 | |||||||||
OWENS-BROCKWY GLASS CNTNR INC | 5.375% 15/JAN/2025 41,000 | 41,717 | 43,255 | |||||||||
OWENS-BROCKWY GLASS CNTNR INC | 5.875% 15/AUG/2023 800,000 | 780,000 | 862,000 | |||||||||
OWENS-BROCKWY GLASS CNTNR INC | 6.375% 15/AUG/2025 1,801,000 | 1,983,027 | 2,012,617 |
42
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
PACCAR FINCL CORP | 1.3% 25/JAN/2018 8,000,000 | 7,993,280 | 7,990,868 | |||||||||
PARSLEY ENERGY LLC | 5.25% 15/AUG/2025 2,194,000 | 2,220,612 | 2,199,485 | |||||||||
PARSLEY ENERGY LLC | 5.375% 15/JAN/2025 1,535,000 | 1,539,330 | 1,550,350 | |||||||||
PARSLEY ENERGY LLC | 5.625% 15/OCT/2027 1,391,000 | 1,403,030 | 1,422,298 | |||||||||
PARSLEY ENERGY LLC | 6.25% 01/JUN/2024 762,000 | 782,383 | 802,005 | |||||||||
PATTERN ENERGY GRP INC | 5.875% 01/FEB/2024 3,016,000 | 3,056,004 | 3,166,800 | |||||||||
PDC ENERGY INC | 6.125% 15/SEP/2024 1,322,000 | 1,342,351 | 1,368,270 | |||||||||
PDC ENERGY INC | 5.75% 15/MAY/2026 1,790,000 | 1,796,712 | 1,834,750 | |||||||||
PENN NATL GAMING INC | 5.625% 15/JAN/2027 1,805,000 | 1,821,919 | 1,872,688 | |||||||||
PENSKE AUTOMOTIVE GRP INC | 5.5% 15/MAY/2026 580,000 | 577,225 | 588,526 | |||||||||
PENSKE AUTOMOTIVE GRP INC | 5.375% 01/DEC/2024 694,000 | 697,289 | 704,410 | |||||||||
PETROBRAS GLOBAL FINANCE | 7.375% 17/JAN/2027 400,000 | 439,816 | 440,400 | |||||||||
PETROBRAS GLOBAL FINANCE | 8.375% 23/MAY/2021 700,000 | 713,797 | 798,350 | |||||||||
PFIZER INC | 1.31% 22/JAN/2018 8,000,000 | 7,994,027 | 7,992,299 | |||||||||
PHILIP MORRIS INTL INC | 5.65% 16/MAY/2018 970,000 | 984,513 | 983,826 | |||||||||
PINNACLE FOODS FINANCE LLC | 5.875% 15/JAN/2024 1,470,000 | 1,551,074 | 1,554,525 | |||||||||
PIONEER NATURAL RESOURCES CO | 3.45% 15/JAN/2021 300,000 | 281,278 | 306,040 | |||||||||
PLAINS ALL AMERICAN PIPELINE LP | 2.6% 15/DEC/2019 500,000 | 503,145 | 497,158 | |||||||||
PLATFORM SPECIALTY PROD CORP | 5.875% 01/DEC/2025 2,202,000 | 2,191,118 | 2,185,485 | |||||||||
PLATFORM SPECIALTY PROD CORP | 6.5% 01/FEB/2022 653,000 | 660,003 | 675,039 | |||||||||
PNC BANK NA | 1.5% 23/FEB/2018 4,005,000 | 4,005,410 | 4,003,743 | |||||||||
POLARIS INTERMEDIATE CORP | 8.5% 01/DEC/2022 1,079,000 | 1,068,210 | 1,119,462 | |||||||||
POST HOLDINGS INC | 5% 15/AUG/2026 3,697,000 | 3,708,986 | 3,636,924 | |||||||||
POST HOLDINGS INC | 5.625% 15/JAN/2028 902,000 | 902,000 | 906,781 | |||||||||
POST HOLDINGS INC | 5.75% 01/MAR/2027 4,314,000 | 4,402,605 | 4,389,495 | |||||||||
PQ CORP | 5.75% 15/DEC/2025 1,275,000 | 1,302,094 | 1,297,312 | |||||||||
PQ CORP | 6.75% 15/NOV/2022 1,269,000 | 1,306,621 | 1,354,657 | |||||||||
PRESTIGE BRANDS INC | 6.375% 01/MAR/2024 1,468,000 | 1,484,386 | 1,521,215 | |||||||||
PRICOA GLOBAL FUNDING I | 1.6% 29/MAY/2018 1,290,000 | 1,289,802 | 1,288,816 | |||||||||
PRINCIPAL LIFE GLOBAL FUNDING II | 2.625% 19/NOV/2020 900,000 | 898,911 | 903,685 | |||||||||
PRINCIPAL LIFE GLOBAL FUNDING II | FLT 21/MAY/2018 2,500,000 | 2,501,063 | 2,501,149 | |||||||||
PRINCIPAL LIFE GLOBAL FUNDING II | FLT 22/FEB/2019 2,700,000 | 2,706,301 | 2,703,213 | |||||||||
PRIVATE EXP FUNDING | DUE 04/JAN/2018 2,000,000 | 2,000,000 | 2,000,082 | |||||||||
PRIVATE EXP FUNDING | DUE 19/JAN/2018 1,800,000 | 1,800,000 | 1,800,250 | |||||||||
PROCTOR GAMBLE | 1.27% 31/JAN/2018 8,000,000 | 7,991,867 | 7,989,279 | |||||||||
PROTECTIVE LIFE GLOBAL FUNDING | FLT 08/JUN/2018 500,000 | 500,609 | 500,760 | |||||||||
PROTECTIVE LIFE GLOBAL FUNDING | 1.999% 14/SEP/2021 800,000 | 800,000 | 776,604 | |||||||||
PROVIDENT FUNDING ASSOC LP | 6.375% 15/JUN/2025 1,245,000 | 1,257,100 | 1,307,250 | |||||||||
PRUDENTIAL FNDG LLC | 1.15% 05/JAN/2018 8,000,000 | 7,998,978 | 7,997,729 | |||||||||
PTC INC | 6% 15/MAY/2024 1,189,000 | 1,214,221 | 1,260,340 | |||||||||
QEP RESOURCES INC | 5.625% 01/MAR/2026 600,000 | 614,250 | 608,250 | |||||||||
QUALCOMM INC | FLT 30/JAN/2023 800,000 | 800,000 | 798,707 | |||||||||
QUEBECOR MEDIA INC | 5.75% 15/JAN/2023 1,168,000 | 1,168,000 | 1,238,080 | |||||||||
QUICKEN LOANS INC | 5.25% 15/JAN/2028 510,000 | 506,175 | 503,472 | |||||||||
QUICKEN LOANS INC | 5.75% 01/MAY/2025 1,951,000 | 1,928,179 | 2,019,305 | |||||||||
QUINTILES IMS INC | 4.875% 15/MAY/2023 1,088,000 | 1,097,520 | 1,120,640 | |||||||||
QUINTILES IMS INC | 5.00% 15/OCT/2026 412,000 | 421,270 | 422,300 | |||||||||
RAAC SERIES | FLT 25/OCT/2046 513,111 | 295,570 | 475,676 | |||||||||
RADIATE HOLDCO LLC | 6.625% 15/FEB/2025 621,000 | 621,000 | 586,845 | |||||||||
RANGE RESOURCES CORP | 5% 15/AUG/2022 839,000 | 839,000 | 834,805 | |||||||||
REALTY INCOME CORP | 3.25% 15/OCT/2022 200,000 | 203,546 | 203,223 | |||||||||
RELIANCE STANDARD LIFE GLOBAL | 3.05% 20/JAN/2021 1,200,000 | 1,205,470 | 1,216,299 |
43
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
REYNOLDS GRP ISSUER INC | 5.125% 15/JUL/2023 3,624,000 | 3,667,905 | 3,750,840 | |||||||||
REYNOLDS GRP ISSUER INC | 5.75% 15/OCT/2020 436,098 | 448,636 | 442,640 | |||||||||
REYNOLDS GRP ISSUER INC | 7.00% 15/JUL/2024 1,814,000 | 1,829,024 | 1,940,980 | |||||||||
RITCHIE BROS AUCTIONEERS INC | 5.375% 15/JAN/2025 1,563,000 | 1,626,730 | 1,613,797 | |||||||||
RIVERS PITTSBURGH BORROWER LP | 6.125% 15/AUG/2021 632,000 | 635,762 | 627,260 | |||||||||
ROYAL BANK OF CANADA | 1.5% 16/JAN/2018 1,500,000 | 1,500,019 | 1,499,865 | |||||||||
ROYAL BANK OF CANADA | FLT 10/DEC/2018 635,000 | 638,313 | 638,066 | |||||||||
ROYAL BANK OF CANADA | FLT 10/JAN/2019 2,000,000 | 2,004,969 | 2,006,283 | |||||||||
RSP PERMIAN INC | 5.25% 15/JAN/2025 2,603,000 | 2,634,101 | 2,668,075 | |||||||||
SABINE PASS LIQUEFACTION LLC | 5.625% 01/FEB/2021 500,000 | 538,600 | 536,029 | |||||||||
SABINE PASS LIQUEFACTION LLC | 5.625% 01/MAR/2025 500,000 | 549,910 | 551,504 | |||||||||
SABINE PASS LIQUEFACTION LLC | 6.25% 15/MAR/2022 1,100,000 | 1,230,537 | 1,223,894 | |||||||||
SAN DIEGO GAS & ELEC CORP | 1.51% 03/JAN/2018 8,000,000 | 7,999,351 | 7,998,358 | |||||||||
SANTANDER DRIVE AUTO RECVBLS TR | 1.56% 15/MAY/2020 1,633,027 | 1,632,813 | 1,632,072 | |||||||||
SANTANDER DRIVE AUTO RECVBLS TR | 1.67% 15/JUN/2020 1,069,000 | 1,068,992 | 1,067,084 | |||||||||
SANTANDER UK GRP HOLDINGS PLC | 2.875% 16/OCT/2020 100,000 | 100,131 | 100,330 | |||||||||
SANTANDER UK PLC | FLT 14/MAR/2019 900,000 | 900,000 | 913,386 | |||||||||
SBA COMM CORP | 4.875% 01/SEP/2024 6,155,000 | 6,122,187 | 6,324,262 | |||||||||
SBA TOWER TR | 2.24% 09/APR/2043 300,000 | 300,600 | 300,037 | |||||||||
SBA TOWER TR | 2.877% 10/JUL/2046 600,000 | 604,800 | 595,500 | |||||||||
SCIENTIFIC GAMES INTL INC | 10.00% 01/DEC/2022 2,847,000 | 2,624,685 | 3,124,582 | |||||||||
SCIENTIFIC GAMES INTL INC | 5.00% 15/OCT/2025 876,000 | 878,672 | 878,190 | |||||||||
SCIENTIFIC GAMES INTL INC | 7.00% 01/JAN/2022 4,491,000 | 4,625,160 | 4,732,391 | |||||||||
SCOTTS MIRACLE-GRO CO | 5.25% 15/DEC/2026 566,000 | 580,150 | 592,885 | |||||||||
SCOTTS MIRACLE-GRO CO | 6.00% 15/OCT/2023 1,869,000 | 1,938,731 | 1,978,804 | |||||||||
SEMINOLE TRIBE OF FLORIDA INC | 7.80% 01/OCT/2020 145,000 | 149,169 | 146,450 | |||||||||
SENSATA TECHNOLOGIES | 5.625% 01/NOV/2024 1,137,000 | 1,193,850 | 1,249,279 | |||||||||
SENSATA TECHNOLOGIES | 6.25% 15/FEB/2026 16,000 | 16,000 | 17,400 | |||||||||
SESI LLC | 7.75% 15/SEP/2024 300,000 | 304,261 | 318,750 | |||||||||
SFR GRP | 6% 15/MAY/2022 3,362,000 | 3,435,967 | 3,404,025 | |||||||||
SFR GRP | 7.375% 01/MAY/2026 3,711,000 | 3,844,492 | 3,808,414 | |||||||||
SHIRE ACQUISITIONS INV IRELAND | 1.9% 23/SEP/2019 200,000 | 197,752 | 198,189 | |||||||||
SIEMENS FIN | 1.45% 25/MAY/2018 565,000 | 564,865 | 564,098 | |||||||||
SILGAN HOLDINGS INC | 4.75% 15/MAR/2025 1,002,000 | 1,002,000 | 1,027,050 | |||||||||
SINOPEC GRP OVERSEAS DEV | 2.5% 28/APR/2020 2,200,000 | 2,196,480 | 2,188,398 | |||||||||
SINOPEC GRP OVERSEAS DEV | 2.25% 13/SEP/2020 1,200,000 | 1,198,680 | 1,184,152 | |||||||||
SIRIUS XM RADIO INC | 5% 01/AUG/2027 3,604,000 | 3,634,732 | 3,613,010 | |||||||||
SIRIUS XM RADIO INC | 5.375% 15/APR/2025 1,945,000 | 1,989,044 | 2,025,231 | |||||||||
SIRIUS XM RADIO INC | 5.375% 15/JUL/2026 699,000 | 714,021 | 724,339 | |||||||||
SKY PLC | 2.625% 16/SEP/2019 700,000 | 703,318 | 701,363 | |||||||||
SLC STUDENT LOAN TR | FLT 25/NOV/2042 190,067 | 189,815 | 192,498 | |||||||||
SLM PRIVATE EDUCATION LOAN TR | FLT 16/MAY/2044 72,583 | 76,042 | 74,728 | |||||||||
SLM STUDENT LOAN TR | FLT 15/DEC/2023 403,663 | 539,382 | 483,431 | |||||||||
SM ENERGY CO | 5.625% 01/JUN/2025 323,000 | 313,070 | 313,310 | |||||||||
SM ENERGY CO | 6.75% 15/SEP/2026 3,442,000 | 3,565,652 | 3,545,260 | |||||||||
SMITHS GRP PLC | 7.2% 15/MAY/2019 1,328,000 | 1,470,811 | 1,404,287 | |||||||||
SOLERA LLC | 10.5% 01/MAR/2024 79,000 | 81,662 | 88,873 | |||||||||
SOLVAY FINANCE AMERICA LLC | 3.4% 03/DEC/2020 200,000 | 205,486 | 204,221 | |||||||||
SOUTHERN NATURAL GAS CO LLC | 8% 01/MAR/2032 77,000 | 66,228 | 104,392 | |||||||||
SPCM SA | 4.875% 15/SEP/2025 1,337,000 | 1,341,362 | 1,348,699 | |||||||||
SPECTRA ENERGY PARTNERS LP | FLT 05/JUN/2020 600,000 | 600,000 | 604,493 | |||||||||
SPECTRUM BRANDS INC | 5.75% 15/JUL/2025 2,097,000 | 2,143,750 | 2,207,092 |
44
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
SPECTRUM BRANDS INC | 6.625% 15/NOV/2022 555,000 | 555,000 | 574,425 | |||||||||
SPRINGLEAF FINANCE CORP | 5.625% 15/MAR/2023 2,107,000 | 2,107,000 | 2,111,635 | |||||||||
SPRINGS INDUSTRIES INC | 6.25% 01/JUN/2021 975,000 | 966,213 | 994,500 | |||||||||
SPRINT CORP | 7.125% 15/JUN/2024 3,333,000 | 3,232,724 | 3,391,327 | |||||||||
SPRINT CORP | 7.25% 15/SEP/2021 470,000 | 470,587 | 497,612 | |||||||||
SPRINT CORP | 7.625% 15/FEB/2025 2,733,000 | 2,657,708 | 2,862,817 | |||||||||
SPRINT CORP | 7.875% 15/SEP/2023 226,000 | 226,565 | 240,690 | |||||||||
SPRINT NEXTEL CORP | 7% 01/MAR/2020 1,646,000 | 1,653,000 | 1,761,220 | |||||||||
SPRINT NEXTEL CORP | 9% 15/NOV/2018 594,000 | 602,961 | 625,244 | |||||||||
SPX FLOW INC | 5.625% 15/AUG/2024 800,000 | 816,000 | 842,000 | |||||||||
SPX FLOW INC | 5.875% 15/AUG/2026 509,000 | 519,010 | 539,540 | |||||||||
STANDARD CHARTERED BANK | 1.71% 28/JUN/2018 2,000,000 | 2,000,000 | 1,998,656 | |||||||||
STANDARD CHARTERED BANK | 1.57% 20/APR/2018 4,000,000 | 4,000,000 | 3,997,399 | |||||||||
STARWOOD PROPERTY TR INC | 5% 15/DEC/2021 850,000 | 858,500 | 881,875 | |||||||||
STATE STREET CORP | 1.35% 15/MAY/2018 240,000 | 239,669 | 239,626 | |||||||||
STERIGENICS-NORDION HLDGS LLC | 6.5% 15/MAY/2023 1,370,000 | 1,387,125 | 1,428,225 | |||||||||
SUMITOMO MITSUI BANKING CORP | FLT 19/OCT/2018 2,381,000 | 2,389,871 | 2,389,779 | |||||||||
SUMITOMO MITSUI BANKING CORP | 1.75% 16/JAN/2018 3,900,000 | 3,900,391 | 3,899,882 | |||||||||
SUMITOMO MITSUI FINCL GRP INC | 2.442% 19/OCT/2021 1,500,000 | 1,500,000 | 1,484,199 | |||||||||
SUMITOMO MITSUI FINCL GRP INC | 2.934% 09/MAR/2021 700,000 | 702,142 | 706,628 | |||||||||
SUMITOMO MITSUI TR BANK LTD | FLT 06/AUG/2018 600,000 | 600,003 | 600,073 | |||||||||
SUMITOMO MITSUI TR BANK LTD | FLT 07/DEC/2018 3,500,000 | 3,500,000 | 3,500,950 | |||||||||
SUMITOMO MITSUI TR BANK LTD | 1.8% 28/MAR/2018 330,000 | 330,130 | 329,947 | |||||||||
SUNCORP-METWY LTD | 10/APR/2018 1.54% 3,000,000 | 2,987,460 | 2,985,397 | |||||||||
SURGERY CENTER HOLDINGS INC | 6.75% 01/JUL/2025 496,000 | 500,427 | 468,720 | |||||||||
SVENSKA HANDELSBANKEN | FLT 30/JUL/2018 5,000,000 | 5,000,000 | 5,001,700 | |||||||||
SWEDBANK AB | 1.75% 12/MAR/2018 2,000,000 | 2,000,833 | 1,998,760 | |||||||||
SYMANTEC CORP | 5% 15/APR/2025 3,612,000 | 3,699,232 | 3,756,480 | |||||||||
SYNCHRONY CC MASTER NOTE TR | 1.35% 15/MAR/2021 10,205,000 | 10,198,852 | 10,195,356 | |||||||||
SYNCHRONY CC MASTER NOTE TR | 1.6% 15/APR/2021 12,000,000 | 12,002,347 | 11,992,352 | |||||||||
SYNCHRONY FINCL | 2.6% 15/JAN/2019 1,400,000 | 1,399,636 | 1,402,648 | |||||||||
TALLGRASS ENERGY PARTNERS LP | 5.5% 15/JAN/2028 2,158,000 | 2,200,865 | 2,184,328 | |||||||||
TALLGRASS ENERGY PARTNERS LP | 5.5% 15/SEP/2024 481,000 | 481,000 | 493,626 | |||||||||
TARGA RESOURCES PARTNERS LP | 5.125% 01/FEB/2025 825,000 | 847,687 | 844,594 | |||||||||
TARGA RESOURCES PARTNERS LP | 5.375% 01/FEB/2027 3,236,000 | 3,267,305 | 3,320,945 | |||||||||
TARGA RESOURCES PARTNERS LP | 4.25% 15/NOV/2023 707,000 | 668,480 | 699,046 | |||||||||
TARGA RESOURCES PARTNERS LP | 5% 15/JAN/2028 3,025,000 | 3,026,825 | 3,017,437 | |||||||||
TAYLOR MORRISON COMMNTS INC | 5.25% 15/APR/2021 1,007,000 | 1,017,035 | 1,027,140 | |||||||||
TAYLOR MORRISON COMMNTS INC | 5.625% 01/MAR/2024 500,000 | 490,625 | 523,125 | |||||||||
TEAM HEALTH HOLDINGS INC | 6.375% 01/FEB/2025 1,120,000 | 1,116,494 | 999,600 | |||||||||
TECH DATA CORP | 3.7% 15/FEB/2022 800,000 | 800,199 | 802,481 | |||||||||
TECK RESOURCES LTD | 6.25% 15/JUL/2041 4,398,000 | 4,403,094 | 5,035,710 | |||||||||
TECK RESOURCES LTD | 8.5% 01/JUN/2024 1,020,000 | 1,153,102 | 1,152,600 | |||||||||
TELECOM ITALIA CAPITAL SA | 6% 30/SEP/2034 911,000 | 993,215 | 1,022,597 | |||||||||
TELECOM ITALIA SPA/MILANO | 5.303% 30/MAY/2024 1,355,000 | 1,390,808 | 1,446,462 | |||||||||
TELEFLEX INC | 4.625% 15/NOV/2027 1,020,000 | 1,033,777 | 1,028,721 | |||||||||
TELEFONICA EMISIONES SAU | 5.134% 27/APR/2020 700,000 | 751,569 | 741,028 | |||||||||
TELEFONICA EMISIONES SAU | 5.877% 15/JUL/2019 1,500,000 | 1,619,721 | 1,576,947 | |||||||||
TEMPO ACQUISITION LLC | 6.75% 01/JUN/2025 1,829,000 | 1,810,469 | 1,847,290 | |||||||||
TENET HEALTHCARE CORP | 4.625% 15/JUL/2024 1,980,000 | 1,980,000 | 1,930,500 | |||||||||
TENET HEALTHCARE CORP | 5.125% 01/MAY/2025 1,294,000 | 1,294,000 | 1,261,650 | |||||||||
TENET HEALTHCARE CORP | 6.75% 15/JUN/2023 582,000 | 562,242 | 564,540 |
45
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
TENET HEALTHCARE CORP | 7% 01/AUG/2025 1,800,000 | 1,774,157 | 1,692,000 | |||||||||
TENNESSEE GAS PIPELINE CO LLC | 8.375% 15/JUN/2032 28,000 | 25,048 | 36,477 | |||||||||
TERRAFORM POWER OPERATING LLC | 5% 31/JAN/2028 2,559,000 | 2,562,845 | 2,533,410 | |||||||||
TERWIN MORTGAGE TR | FLT 25/OCT/2037 708,367 | 182,808 | 345,082 | |||||||||
TEVA PHARMCTCL FIN NTHRLNDS III | 1.4% 20/JUL/2018 1,000,000 | 992,118 | 993,343 | |||||||||
TEVA PHARMCTCL FIN NTHRLNDS III | 1.7% 19/JUL/2019 400,000 | 393,783 | 388,639 | |||||||||
TEVA PHARMCTCL FIN NTHRLNDS III | 2.8% 21/JUL/2023 1,600,000 | 1,550,395 | 1,393,296 | |||||||||
TIME WARNER CABLE LLC | 8.75% 14/FEB/2019 700,000 | 781,788 | 746,359 | |||||||||
T-MOBILE USA INC | 6.5% 01/15/2026 5,481,000 | 5,918,691 | 5,981,141 | |||||||||
T-MOBILE USA INC | 6.375% 01/MAR/2025 620,000 | 625,425 | 663,400 | |||||||||
TORONTO-DOMINION BANK | FLT 22/JAN/2019 1,437,000 | 1,447,257 | 1,447,734 | |||||||||
TOTAL CAPITAL CANADA LTD | 1.45% 15/JAN/2018 3,099,000 | 3,099,060 | 3,098,283 | |||||||||
TOTAL CAPITAL INTL SA | FLT 10/AUG/2018 836,000 | 837,871 | 838,384 | |||||||||
TOYOTA AUTO RECVBLS OWNER TR | 1.31% 16/SEP/2019 278,530 | 278,498 | 278,388 | |||||||||
TOYOTA AUTO RECVBLS OWNER TR | 1.44% 15/APR/2020 1,035,895 | 1,035,473 | 1,034,556 | |||||||||
TOYOTA AUTO RECVBLS OWNER TR | 1.12% 15/FEB/2019 907,690 | 907,339 | 907,013 | |||||||||
TOYOTA AUTO RECVBLS OWNER TR | 1.27% 15/MAY/2019 1,627,528 | 1,626,811 | 1,625,553 | |||||||||
TOYOTA AUTO RECVBLS OWNER TR | 1.34% 17/JUN/2019 1,423,046 | 1,422,632 | 1,421,289 | |||||||||
TOYOTA AUTO RECVBLS OWNER TR | 1.06% 15/MAY/2019 964,413 | 963,218 | 962,941 | |||||||||
TOYOTA AUTO RECVBLS OWNER TR | 1.42% 16/SEP/2019 4,201,575 | 4,196,665 | 4,194,677 | |||||||||
TOYOTA MOTOR CREDIT CORP | ZCP 13/JUL/2018 2,500,000 | 2,479,226 | 2,476,507 | |||||||||
TOYOTA MOTOR CREDIT CORP | ZCP 30/JUL/2018 1,800,000 | 1,783,262 | 1,781,437 | |||||||||
TOYOTA MOTOR CREDIT CORP | FLT 15/AUG/2018 3,600,000 | 3,600,000 | 3,599,788 | |||||||||
TOYOTA MOTOR CREDIT CORP | 1.4% 06/MAR/2018 8,000,000 | 7,979,662 | 7,976,907 | |||||||||
TRANSDIGM INC | 6% 15/JUL/2022 259,000 | 259,000 | 264,180 | |||||||||
TRANSDIGM INC | 6.375% 15/JUN/2026 4,754,000 | 4,865,709 | 4,801,540 | |||||||||
TRANSDIGM INC | 6.5% 15/MAY/2025 2,736,000 | 2,769,358 | 2,797,560 | |||||||||
TRIMAS CORP | 4.875% 15/OCT/2025 1,270,000 | 1,282,700 | 1,274,762 | |||||||||
TSMC GLOBAL LTD | 1.625% 03/APR/2018 1,439,000 | 1,438,646 | 1,436,463 | |||||||||
TYSON FOODS INC | FLT 02/JUN/2020 800,000 | 800,000 | 804,383 | |||||||||
UBS AG/LONDON | FLT 08/JUN/2020 700,000 | 700,000 | 703,053 | |||||||||
UBS AG/LONDON | FLT 07/DEC/2018 6,700,000 | 6,700,000 | 6,706,090 | |||||||||
UBS GRP FUNDING SWITZERLAND AG | 2.95% 24/SEP/2020 2,300,000 | 2,317,641 | 2,323,965 | |||||||||
UBS GRP FUNDING SWITZERLAND AG | 3.00% 15/APR/2021 800,000 | 800,504 | 805,616 | |||||||||
UNITED PARCEL SERVICE INC | 5.5% 15/JAN/2018 1,599,000 | 1,601,352 | 1,600,854 | |||||||||
UNITED RENTALS NORTH AMER INC | 4.875% 15/JAN/2028 3,035,000 | 3,045,262 | 3,050,175 | |||||||||
UNITED RENTALS NORTH AMER INC | 5.5% 15/MAY/2027 1,970,000 | 2,002,450 | 2,073,425 | |||||||||
UNITED RENTALS NORTH AMER INC | 5.875% 15/SEP/2026 2,053,000 | 2,077,310 | 2,196,710 | |||||||||
UNITYMEDIA GMBH | 6.125% 15/JAN/2025 1,517,000 | 1,528,060 | 1,600,435 | |||||||||
UNITYMEDIA HESSEN GMBH & CO KG | 5% 15/JAN/2025 2,985,000 | 3,066,400 | 3,059,625 | |||||||||
UNIVISION COMM INC | 5.125% 15/FEB/2025 1,249,000 | 1,262,713 | 1,216,214 | |||||||||
US BANK NA | 1.40% 20/MAR/2018 1,550,000 | 1,550,000 | 1,549,705 | |||||||||
US BANK NA | 1.45% 29/JAN/2018 4,000,000 | 4,000,352 | 4,000,000 | |||||||||
US CONCRETE INC | 6.375% 01/JUN/2024 550,000 | 550,687 | 589,875 | |||||||||
USAA AUTO OWNER TR | 1.2% 17/JUN/2019 228,430 | 228,464 | 228,338 | |||||||||
USAA AUTO OWNER TR | 1.07% 15/MAR/2019 85,930 | 85,894 | 85,906 | |||||||||
USAA AUTO OWNER TR | 1.28% 17/SEP/2018 2,887,719 | 2,887,719 | 2,887,735 | |||||||||
USAA AUTO OWNER TR | 1.54% 18/FEB/2020 558,000 | 557,991 | 556,824 | |||||||||
USAA CAPITAL CORP | 1.3% 10/JAN/2018 8,000,000 | 7,997,540 | 7,996,091 | |||||||||
USAA CAPITAL CORP | FLT 01/FEB/2019 700,000 | 700,510 | 700,222 | |||||||||
VALEANT PHARMACTCLS INTL INC | 5.5% 01/MAR/2023 780,000 | 787,800 | 713,700 |
46
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
VALEANT PHARMACTCLS INTL INC | 5.5% 01/NOV/2025 830,000 | 838,300 | 844,525 | |||||||||
VALEANT PHARMACTCLS INTL INC | 5.625% 01/DEC/2021 1,115,000 | 1,129,794 | 1,089,913 | |||||||||
VALEANT PHARMACTCLS INTL INC | 5.875% 15/MAY/2023 2,150,000 | 2,150,000 | 1,994,125 | |||||||||
VALEANT PHARMACTCLS INTL INC | 6.125% 15/APR/2025 1,577,000 | 1,577,000 | 1,442,955 | |||||||||
VALEANT PHARMACTCLS INTL INC | 7% 15/MAR/2024 2,935,000 | 3,079,731 | 3,140,450 | |||||||||
VALEANT PHARMACTCLS INTL INC | 7.5% 15/JUL/2021 245,000 | 254,187 | 249,287 | |||||||||
VALEANT PHARMACTCLS INTL INC | 9% 15/DEC/2025 2,077,000 | 2,048,150 | 2,164,649 | |||||||||
VALVOLINE INC | 4.375% 15/AUG/2025 1,340,000 | 1,358,270 | 1,353,400 | |||||||||
VALVOLINE INC | 5.5% 15/JUL/2024 2,050,000 | 2,144,041 | 2,178,125 | |||||||||
VANTIV LLC | 4.375% 15/NOV/2025 755,000 | 755,000 | 764,573 | |||||||||
VERISIGN INC | 4.625% 01/MAY/2023 1,100,000 | 1,111,000 | 1,128,875 | |||||||||
VERISIGN INC | 4.75% 15/JUL/2027 1,070,000 | 1,084,712 | 1,094,075 | |||||||||
VERISIGN INC | 5.25% 01/APR/2025 2,525,000 | 2,523,462 | 2,749,094 | |||||||||
VERIZON COMM INC | 3.376% 15/FEB/2025 4,980,000 | 5,173,308 | 4,998,809 | |||||||||
VIACOM INC | 5.625% 15/SEP/2019 700,000 | 771,316 | 732,441 | |||||||||
VIDEOTRON LTD | 5.00% 15/JUL/2022 1,899,000 | 1,900,325 | 1,998,697 | |||||||||
VIRGIN MEDIA FINANCE PLC | 5.75% 15/JAN/2025 2,420,000 | 2,469,223 | 2,468,400 | |||||||||
VIRGIN MEDIA FINANCE PLC | 6% 15/OCT/2024 1,237,000 | 1,250,167 | 1,269,471 | |||||||||
VIRGIN MEDIA SECURED FINANCE PLC | 5.25% 15/JAN/2026 1,495,000 | 1,501,765 | 1,509,950 | |||||||||
VIRGIN MEDIA SECURED FINANCE PLC | 5.5% 15/AUG/2026 2,465,000 | 2,497,306 | 2,526,625 | |||||||||
VMWARE INC | 2.3% 21/AUG/2020 600,000 | 598,719 | 596,598 | |||||||||
VMWARE INC | 2.95% 21/AUG/2022 200,000 | 201,618 | 199,441 | |||||||||
VOLKSWAGEN AUTO LOAN ENHNCD TR | 0.95% 22/APR/2019 540,116 | 539,703 | 539,950 | |||||||||
VOLKSWAGEN GRP OF AMRC FIN LLC | 1.65% 22/MAY/2018 1,200,000 | 1,154,566 | 1,198,801 | |||||||||
VOLKSWAGEN GRP OF AMRC FIN LLC | 2.4% 22/MAY/2020 500,000 | 493,631 | 498,540 | |||||||||
VOLKSWAGEN GRP OF AMRC FIN LLC | 2.45% 20/NOV/2019 600,000 | 600,282 | 599,636 | |||||||||
VOLKSWAGEN GRP OF AMRC FIN LLC | FLT 22/MAY/2018 900,000 | 878,418 | 900,163 | |||||||||
VOLVO FINCL EQUIPMENT LLC | 1.44% 15/OCT/2018 11,767 | 11,768 | 11,766 | |||||||||
WACHOVIA CAPITAL TR III | FLT 31/DEC/2049 628,000 | 370,520 | 632,710 | |||||||||
WAL-MART STORES INC | 5.8% 15/FEB/2018 2,860,000 | 2,875,327 | 2,872,634 | |||||||||
WEA FINANCE LLC | 3.25% 05/OCT/2020 600,000 | 626,772 | 610,507 | |||||||||
WEATHERFORD INTL LTD | 7.75% 15/JUN/2021 1,029,000 | 1,027,413 | 1,048,937 | |||||||||
WEATHERFORD INTL LTD | 8.25% 15/JUN/2023 822,000 | 873,334 | 830,220 | |||||||||
WELBILT INC | 9.5% 15/FEB/2024 525,000 | 525,656 | 597,844 | |||||||||
WELLCARE HEALTH PLANS INC | 5.25% 01/APR/2025 2,075,000 | 2,132,062 | 2,189,125 | |||||||||
WELLS FARGO & CO | FLT 11/FEB/2022 1,000,000 | 1,000,000 | 1,012,471 | |||||||||
WELLS FARGO & CO | FLT 31/OCT/2023 800,000 | 800,000 | 821,271 | |||||||||
WELLS FARGO & CO | 2.6% 22/JUL/2020 800,000 | 799,552 | 804,926 | |||||||||
WELLS FARGO & CO | FLT 14/SEP/2018 2,000,000 | 2,004,491 | 2,002,985 | |||||||||
WELLS FARGO BANK NA | 1.65% 22/JAN/2018 4,000,000 | 4,000,663 | 3,999,204 | |||||||||
WELLS FARGO BANK NA | FLT 24/MAY/2019 650,000 | 654,065 | 654,427 | |||||||||
WESCO DISTRIBUTION INC | 5.375% 15/JUN/2024 500,000 | 503,125 | 513,750 | |||||||||
WESTJET AIRLINES LTD | 3.5% 16/JUN/2021 900,000 | 901,216 | 908,390 | |||||||||
WESTPAC BANKING CORP | 1.55% 25/MAY/2018 1,000,000 | 1,000,189 | 999,910 | |||||||||
WESTPAC BANKING CORP | 2.25% 30/JUL/2018 2,000,000 | 2,004,030 | 2,004,047 | |||||||||
WESTPAC BANKING CORP | FLT 23/NOV/2018 2,500,000 | 2,514,509 | 2,512,850 | |||||||||
WHITEHORSE VI LTD | FLT 03/FEB/2025 785,769 | 785,769 | 786,620 | |||||||||
WILLIAMS COS INC | 3.7% 15/JAN/2023 1,609,000 | 1,137,485 | 1,600,955 | |||||||||
WILLIAMS COS INC | 4.55% 24/JUN/2024 4,442,000 | 3,309,609 | 4,608,575 | |||||||||
WIND TRE SPA | 5% 20/JAN/2026 1,817,000 | 1,835,170 | 1,708,925 | |||||||||
WORLD OMNI AUTO LEASE SEC TR | 1.54% 15/OCT/2018 1,355,063 | 1,355,588 | 1,354,828 | |||||||||
47
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 SECURITIES (CONTINUED): | ||||||||||||
WORLD OMNI AUTO LEASE SEC TR | 1.2% 15/FEB/2019 779,663 | 778,567 | 778,083 | |||||||||
WORLD OMNI AUTO RECVBLS TR | 1.14% 15/JAN/2020 1,398,912 | 1,397,340 | 1,396,318 | |||||||||
WORLD OMNI AUTO RECVBLS TR | 1.34% 15/MAY/2020 358,357 | 358,098 | 357,780 | |||||||||
WORLD OMNI AUTO RECVBLS TR | 1.49% 15/DEC/2020 429,932 | 428,935 | 428,845 | |||||||||
WORLD OMNI AUTO RECVBLS TR | 1.32% 16/DEC/2019 803,946 | 803,950 | 803,507 | |||||||||
WORLD OMNI AUTO RECVBLS TR | 1.1% 15/JAN/2020 2,398,205 | 2,395,294 | 2,393,877 | |||||||||
WPX ENERGY INC | 5.25% 15/SEP/2024 900,000 | 895,500 | 896,895 | |||||||||
WPX ENERGY INC | 6% 15/JAN/2022 4,277,000 | 3,903,375 | 4,469,465 | |||||||||
WR GRACE & CO-CONN | 5.125% 01/OCT/2021 493,000 | 493,000 | 518,266 | |||||||||
WYNDHAM WORLDWIDE CORP | 5.625% 01/MAR/2021 700,000 | 788,067 | 744,190 | |||||||||
WYNN LAS VEGAS LLC | 5.25% 15/MAY/2027 1,710,000 | 1,729,841 | 1,733,512 | |||||||||
WYNN LAS VEGAS LLC | 5.5% 01/MAR/2025 1,325,000 | 1,387,230 | 1,364,750 | |||||||||
ZAYO GRP LLC | 5.75% 15/JAN/2027 1,432,000 | 1,494,899 | 1,460,640 | |||||||||
ZAYO GRP LLC | 6.375% 15/MAY/2025 1,715,000 | 1,676,584 | 1,813,612 | |||||||||
ZEKELMAN INDUSTRIES INC | 9.875% 15/JUN/2023 807,000 | 896,572 | 907,875 | |||||||||
ZF NORTH AMERICA CAPITAL INC | 4.75% 29/APR/2025 651,000 | 656,696 | 689,246 | |||||||||
ZIGGO BOND FINANCE | 6% 15/JAN/2027 1,655,000 | 1,640,025 | 1,613,625 | |||||||||
ZIGGO SECURED FINANCE | 5.5% 15/JAN/2027 3,515,000 | 3,522,294 | 3,488,637 | |||||||||
ZIMMER HOLDINGS INC | 3.375% 30/NOV/2021 300,000 | 309,087 | 303,962 | |||||||||
ZUFFA (ULTMT FIGHTING CHAMPION) | ZCP AUG/2024 118,000 | 116,820 | 120,311 | |||||||||
TOTAL CORPORATE DEBT SECURITIES | 1,418,558,358 | 1,434,375,382 | ||||||||||
U.S. FEDERAL, STATE, LOCAL AND NON-U.S. GOVERNMENT SECURITIES: | ||||||||||||
AUTONOMOUS COMMTY OF CATN BD | 4.95% 11/FEB/2020 400,000 | 608,048 | 507,185 | |||||||||
CANADIAN GOVT REAL RETURN BD | 4.25% 01/DEC/2026 500,000 | 770,515 | 796,928 | |||||||||
CHICAGO ILL GO BDS | 7.375% 01/JAN/2033 100,000 | 99,309 | 115,698 | |||||||||
COMMONWEALTH OF AUSTRALIA BD | 3% 20/SEP/2025 500,000 | 554,876 | 550,309 | |||||||||
DEVELOPMENT BANK OF JAPAN INC | 2.125% 01/SEP/2022 300,000 | 298,434 | 293,179 | |||||||||
DEXIA CREDIT LOCAL | 2.375% 20/SEP/2022 500,000 | 498,715 | 494,445 | |||||||||
ELECTRICITE DE FRANCE | 2.35% 13/OCT/2020 2,200,000 | 2,187,299 | 2,197,232 | |||||||||
FEDERAL HOME LOAN BANKS | ZCP 02/JAN/2018 8,000,000 | 7,999,767 | 8,000,000 | |||||||||
FEDERAL HOME LOAN BANKS | ZCP 04/JAN/2018 8,000,000 | 7,999,280 | 7,999,424 | |||||||||
FEDERAL HOME LOAN BANKS | ZCP 06/FEB/2018 8,000,000 | 7,990,080 | 7,989,736 | |||||||||
FEDERAL HOME LOAN BANKS | ZCP 06/MAR/2018 700,000 | 698,345 | 698,346 | |||||||||
FEDERAL HOME LOAN BANKS | ZCP 10/JAN/2018 8,000,000 | 7,997,820 | 7,997,704 | |||||||||
FEDERAL HOME LOAN BANKS | ZCP 18/JAN/2018 8,000,000 | 7,995,372 | 7,995,416 | |||||||||
FEDERAL HOME LOAN BANKS | ZCP 24/JAN/2018 8,000,000 | 7,993,611 | 7,993,696 | |||||||||
FEDERAL HOME LOAN BANKS | ZCP 28/FEB/2018 8,000,000 | 7,983,386 | 7,983,280 | |||||||||
FEDERAL HOME LOAN BANKS | ZCP 29/JAN/2018 8,000,000 | 7,993,218 | 7,992,256 | |||||||||
FEDERAL HOME LOAN BANKS | ZCP 31/JAN/2018 8,000,000 | 7,991,633 | 7,991,688 | |||||||||
FEDERAL HOME LOAN MTG CORP | 1.15% 14/SEP/2018 1,500,000 | 1,499,925 | 1,494,144 | |||||||||
FEDERAL NATIONAL MTG ASSOC | 1.25% 23/AUG/2019 900,000 | 900,270 | 889,836 | |||||||||
FEDERAL NATIONAL MTG ASSOC | ZCP 01/FEB/2019 390,000 | 216,934 | 381,645 | |||||||||
INTL BANK FOR RECONSTRCTN & DEV | 2.00% 30/OCT/2020 2,200,000 | 2,200,000 | 2,186,001 | |||||||||
JAPAN BILL | ZCP 05/FEB/2018 241,150,000 | 2,126,738 | 2,140,984 | |||||||||
JAPAN BILL | ZCP 13/FEB/2018 15,900,000 | 140,782 | 141,168 | |||||||||
JAPAN BD | 0.1% 10/MAR/2024 60,000,000 | 613,188 | 576,333 | |||||||||
JAPAN BD | 0.1% 10/MAR/2027 230,000,000 | 2,197,490 | 2,185,300 | |||||||||
KINGDOM OF DENMARK BD | 0.1% 15/NOV/2023 3,600,000 | 673,578 | 660,551 | |||||||||
PETROLEOS MEXICANOS CALLBLE BD | 5.5% 21/JAN/2021 450,000 | 445,550 | 477,450 | |||||||||
PETROLEOS MEXICANOS CALLBLE BD | 6.625% 15/JUN/2035 115,000 | 96,254 | 122,859 | |||||||||
REPUBLIC OF SLOVENIA BD | 4.125% 18/FEB/2019 800,000 | 834,000 | 817,600 | |||||||||
REPUBLIC OF SLOVENIA BD | 4.75% 10/MAY/2018 1,400,000 | 1,490,125 | 1,414,000 |
48
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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): | ||||||||||||
RESOLUTION FUNDING CORP BD | ZCP 15/OCT/2019 400,000 | 356,070 | 386,215 | |||||||||
TENNESSEE VALLEY AUTHORITY BD | 7.125% 01/MAY/2030 942,000 | 1,321,014 | 1,358,159 | |||||||||
TOKYO METROPOLITAN GOVT BD FIXED | 2.5% 08/JUN/2022 1,500,000 | 1,499,715 | 1,484,349 | |||||||||
U.K. OF GRT BRTN & NRTHRN IRELND | ZCP 29/JAN/2018 1,050,000 | 1,405,833 | 1,420,170 | |||||||||
U.K. OF GRT BRTN & NRTHRN IRELND | 0.125% 22/MAR/2026 3,100,000 | 5,153,452 | 5,266,850 | |||||||||
U.K. OF GRT BRTN & NRTHRN IRELND | 0.125% 22/MAR/2046 383,000 | 833,239 | 899,484 | |||||||||
U.K. OF GRT BRTN & NRTHRN IRELND | 0.125% 22/NOV/2056 259,000 | 622,524 | 703,978 | |||||||||
U.K. OF GRT BRTN & NRTHRN IRELND | 4.25% 07/DEC/2027 200,000 | 334,763 | 347,906 | |||||||||
UNITED MEXICAN STATES BD | 7.75% 29/MAY/2031 11,349,000 | 568,384 | 580,371 | |||||||||
U.S. OF AMER TREAS BILL | ZCP 02/JAN/2018 8,000,000 | 7,999,725 | 8,000,000 | |||||||||
U.S. OF AMER TREAS BILL | ZCP 04/JAN/2018 8,000,000 | 7,999,370 | 7,999,496 | |||||||||
U.S. OF AMER TREAS BILL | ZCP 29/MAR/2018 8,000,000 | 7,973,136 | 7,973,842 | |||||||||
U.S. OF AMER TREAS BD | 0.625% 15/FEB/2043 1,540,000 | 1,411,997 | 1,616,766 | |||||||||
U.S. OF AMER TREAS BD | 0.75% 15/FEB/2042 2,210,000 | 2,385,056 | 2,436,117 | |||||||||
U.S. OF AMER TREAS BD | 0.75% 15/FEB/2045 5,400,000 | 5,297,793 | 5,685,133 | |||||||||
U.S. OF AMER TREAS BD | 0.875% 15/FEB/2047 4,431,000 | 4,419,069 | 4,705,294 | |||||||||
U.S. OF AMER TREAS BD | 1% 15/FEB/2046 7,990,000 | 8,609,354 | 8,886,065 | |||||||||
U.S. OF AMER TREAS BD | 1.375% 15/FEB/2044 9,970,000 | 11,070,140 | 12,182,440 | |||||||||
U.S. OF AMER TREAS BD | 1.75% 15/JAN/2028 11,650,000 | 15,168,389 | 15,417,779 | |||||||||
U.S. OF AMER TREAS BD | 2% 15/JAN/2026 3,778,000 | 5,231,969 | 5,281,550 | |||||||||
U.S. OF AMER TREAS BD | 2.125% 15/FEB/2040 1,930,000 | 2,759,446 | 2,866,206 | |||||||||
U.S. OF AMER TREAS BD | 2.125% 15/FEB/2041 380,000 | 529,528 | 560,841 | |||||||||
U.S. OF AMER TREAS BD | 2.375% 15/JAN/2025 22,186,000 | 33,062,083 | 33,085,819 | |||||||||
U.S. OF AMER TREAS BD | 2.375% 15/JAN/2027 5,420,000 | 7,819,256 | 7,756,672 | |||||||||
U.S. OF AMER TREAS BD | 2.5% 15/JAN/2029 8,560,000 | 11,843,524 | 11,930,130 | |||||||||
U.S. OF AMER TREAS BD | 2.75% 15/AUG/2047 1,602,000 | 1,552,575 | 1,604,003 | |||||||||
U.S. OF AMER TREAS BD | 2.875% 15/AUG/2045 3,450,000 | 3,431,025 | 3,538,137 | |||||||||
U.S. OF AMER TREAS BD | 2.875% 15/NOV/2046 1,523,000 | 1,490,650 | 1,562,324 | |||||||||
U.S. OF AMER TREAS BD | 3% 15/FEB/2047 28,000 | 28,829 | 29,447 | |||||||||
U.S. OF AMER TREAS BD | 3.12% 15/AUG/2044 11,400,000 | 11,832,770 | 12,252,773 | |||||||||
U.S. OF AMER TREAS BD | 3.375% 15/APR/2032 149,000 | 285,299 | 286,451 | |||||||||
U.S. OF AMER TREAS BD | 3.375% 15/MAY/2044 1,000,000 | 1,033,442 | 1,122,148 | |||||||||
U.S. OF AMER TREAS BD | 3.62% 15/APR/2028 10,765,000 | 21,622,689 | 21,541,535 | |||||||||
U.S. OF AMER TREAS BD | 3.875% 15/APR/2029 4,981,000 | 10,233,086 | 10,189,540 | |||||||||
U.S. OF AMER TREAS BD | 4.5% 15/MAY/2038 11,811,000 | 15,344,640 | 15,350,609 | |||||||||
U.S. OF AMER TREAS NOTES | 0.125% 15/APR/2019 940,000 | 986,108 | 987,352 | |||||||||
U.S. OF AMER TREAS NOTES | 0.125% 15/APR/2020 5,010,000 | 5,168,390 | 5,266,560 | |||||||||
U.S. OF AMER TREAS NOTES | 0.12% 15/APR/2021 23,814,000 | 24,666,209 | 24,683,707 | |||||||||
U.S. OF AMER TREAS NOTES | 0.125% 15/APR/2022 100,000 | 100,506 | 100,718 | |||||||||
U.S. OF AMER TREAS NOTES | 0.125% 15/JAN/2022 1,850,000 | 1,902,484 | 2,008,156 | |||||||||
U.S. OF AMER TREAS NOTES | 0.125% 15/JAN/2023 3,283,000 | 3,335,367 | 3,481,262 | |||||||||
U.S. OF AMER TREAS NOTES | 0.125% 15/JUL/2022 24,630,000 | 26,382,293 | 26,384,899 | |||||||||
U.S. OF AMER TREAS NOTES | 0.125% 15/JUL/2024 6,240,000 | 6,241,732 | 6,406,441 | |||||||||
U.S. OF AMER TREAS NOTES | 0.125% 15/JUL/2026 2,240,000 | 2,226,269 | 2,252,396 | |||||||||
U.S. OF AMER TREAS NOTES | 0.25% 15/JAN/2025 625,000 | 623,668 | 645,163 | |||||||||
U.S. OF AMER TREAS NOTES | 0.25% 15/JAN/2025 8,690,000 | 8,854,530 | 8,970,347 | |||||||||
U.S. OF AMER TREAS NOTES | 0.375% 15/JAN/2027 600,000 | 600,392 | 608,299 | |||||||||
U.S. OF AMER TREAS NOTES | 0.375% 15/JUL/2023 16,240,000 | 17,250,540 | 17,343,602 | |||||||||
U.S. OF AMER TREAS NOTES | 0.375% 15/JUL/2025 4,720,000 | 4,847,901 | 4,917,293 | |||||||||
U.S. OF AMER TREAS NOTES | 0.375% 15/JUL/2027 2,500,000 | 2,473,956 | 2,507,628 | |||||||||
U.S. OF AMER TREAS NOTES | 0.625% 15/JAN/2024 4,640,000 | 4,819,507 | 4,991,297 | |||||||||
U.S. OF AMER TREAS NOTES | 0.625% 15/JAN/2026 14,590,000 | 15,174,047 | 15,389,193 |
49
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 AMER TREAS NOTES | 0.625% 15/JUL/2021 4,475,000 | 4,987,868 | 4,992,007 | |||||||||
U.S. OF AMER TREAS NOTES | 0.75% 15/APR/2018 7,000,000 | 6,990,743 | 6,987,930 | |||||||||
U.S. OF AMER TREAS NOTES | 0.75% 28/FEB/2018 7,000,000 | 6,995,792 | 6,993,420 | |||||||||
U.S. OF AMER TREAS NOTES | 0.875% 15/JAN/2018 7,000,000 | 6,999,269 | 6,999,135 | |||||||||
U.S. OF AMER TREAS NOTES | 0.875% 31/JAN/2018 7,000,000 | 6,998,524 | 6,998,019 | |||||||||
U.S. OF AMER TREAS NOTES | 0.875% 31/MAR/2018 7,000,000 | 6,994,578 | 6,991,261 | |||||||||
U.S. OF AMER TREAS NOTES | 0.75% 30/APR/2018 7,000,000 | 6,988,397 | 6,984,688 | |||||||||
U.S. OF AMER TREAS NOTES | 2.00% 15/FEB/2018 7,000,000 | 6,998,902 | 6,997,452 | |||||||||
U.S. OF AMER TREAS NOTES | 2.00% 15/MAR/2018 7,000,000 | 6,998,132 | 6,995,084 | |||||||||
U.S. OF AMER TREAS NOTES | 2.00% 15/MAY/2018 7,000,000 | 6,991,424 | 6,990,156 | |||||||||
U.S. OF AMER TREAS NOTES | 2.00% 31/MAY/2018 7,000,000 | 6,987,130 | 6,985,781 | |||||||||
U.S. OF AMER TREAS NOTES | 1.25% 15/JUL/2020 2,240,000 | 2,604,749 | 2,616,188 | |||||||||
U.S. OF AMER TREAS NOTES | 1.25% 31/OCT/2021 3,100,000 | 3,009,183 | 3,003,125 | |||||||||
U.S. OF AMER TREAS NOTES | 1.375% 15/JAN/2020 650,000 | 772,127 | 760,888 | |||||||||
U.S. OF AMER TREAS NOTES | 1.375% 15/JUL/2018 1,399,500 | 1,652,400 | 1,618,767 | |||||||||
U.S. OF AMER TREAS NOTES | 1.375% 31/JAN/2021 5,800,000 | 5,841,508 | 5,689,438 | |||||||||
U.S. OF AMER TREAS NOTES | 1.625% 15/JAN/2018 200,000 | 236,695 | 235,468 | |||||||||
U.S. OF AMER TREAS NOTES | 1.75% 30/NOV/2019 2,400,000 | 2,395,908 | 2,394,000 | |||||||||
U.S. OF AMER TREAS NOTES | 1.75% 30/NOV/2021 6,400,000 | 6,397,442 | 6,310,750 | |||||||||
U.S. OF AMER TREAS NOTES | 1.75% 31/MAR/2022 2,300,000 | 2,317,969 | 2,262,266 | |||||||||
U.S. OF AMER TREAS NOTES | 1.875% 15/JUL/2019 10,400,000 | 12,771,035 | 12,388,142 | |||||||||
U.S. OF AMER TREAS NOTES | 1.875% 28/FEB/2022 5,300,000 | 5,294,898 | 5,242,652 | |||||||||
U.S. OF AMER TREAS NOTES | 1.87% 30/APR/2022 12,700,000 | 12,646,290 | 12,548,196 | |||||||||
U.S. OF AMER TREAS NOTES | 1.875% 31/AUG/2024 1,800,000 | 1,764,268 | 1,751,555 | |||||||||
U.S. OF AMER TREAS NOTES | 1.875% 31/JUL/2022 400,000 | 401,504 | 394,578 | |||||||||
U.S. OF AMER TREAS NOTES | 2.00% 15/FEB/2025 400,000 | 395,201 | 391,016 | |||||||||
U.S. OF AMER TREAS NOTES | 2.00% 30/NOV/2022 4,300,000 | 4,257,494 | 4,260,863 | |||||||||
U.S. OF AMER TREAS NOTES | 2.00% 31/DEC/2021 5,500,000 | 5,576,065 | 5,472,070 | |||||||||
U.S. OF AMER TREAS NOTES | 2.00% 31/JUL/2022 6,325,000 | 6,355,041 | 6,276,821 | |||||||||
U.S. OF AMER TREAS NOTES | 2.00% 31/MAY/2024 700,000 | 690,647 | 686,930 | |||||||||
U.S. OF AMER TREAS NOTES | 2.00% 31/OCT/2022 3,973,000 | 3,943,789 | 3,938,391 | |||||||||
U.S. OF AMER TREAS NOTES | 2.125% 31/JUL/2024 6,073,000 | 6,004,305 | 6,000,883 | |||||||||
U.S. OF AMER TREAS NOTES | 2.25% 15/AUG/2027 38,356,000 | 37,960,198 | 37,816,619 | |||||||||
U.S. OF AMER TREAS NOTES | 2.25% 15/NOV/2024 400,000 | 402,231 | 397,937 | |||||||||
U.S. OF AMER TREAS NOTES | 2.25% 15/NOV/2027 232,000 | 230,260 | 228,728 | |||||||||
U.S. OF AMER TREAS NOTES | 2.25% 31/OCT/2024 1,600,000 | 1,595,731 | 1,592,625 | |||||||||
U.S. OF AMER TREAS NOTES | 2.375% 15/MAY/2027 459,000 | 458,097 | 457,691 | |||||||||
U.S. OF AMER TREAS NOTES | 2.5% 15/MAY/2024 1,720,000 | 1,748,043 | 1,739,417 | |||||||||
TOTAL U.S. FEDERAL, STATE, LOCAL AND NON-U.S. GOVERNMENT SECURITIES | 631,932,112 | 635,728,242 | ||||||||||
MORTGAGE-BACKED SECURITIES: | ||||||||||||
ALTERNATIVE LOAN TR | FLT 20/DEC/2046 636,600 | 355,429 | 539,998 | |||||||||
BAMLL COMM MTG SEC TR | FLT 15/JAN/2028 1,300,000 | 1,298,375 | 1,302,463 | |||||||||
BANC OF AMERICA FUNDING TR | STEP 25/APR/2037 173,220 | 131,624 | 160,944 | |||||||||
BANC OF AMERICA FUNDING TR | FLT 20/MAY/2036 251,162 | 164,986 | 244,924 | |||||||||
BANC OF AMERICA MTG TR | FLT 25/FEB/2035 62,076 | 46,713 | 61,257 | |||||||||
* | BEAR STEARNS ARM TR | FLT 25/AUG/2035 12,110 | 11,824 | 12,063 | ||||||||
CHL MTG PASS-THROUGH TR | FLT 20/NOV/2034 141,113 | 138,930 | 141,477 | |||||||||
CITIGROUP MTG LOAN TR | FLT 25/SEP/2037 185,846 | 122,104 | 174,218 | |||||||||
CITIGROUP MTG LOAN TR | FLT 25/OCT/2035 465,819 | 260,547 | 362,596 | |||||||||
FEDERAL HOME LOAN MTG CORP | FLT 01/SEP/2037 35,889 | 36,978 | 37,699 | |||||||||
FEDERAL HOME LOAN MTG CORP | FLT 01/JAN/2037 391,278 | 405,780 | 417,614 |
50
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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): | ||||||||||||
FEDERAL HOME LOAN MTG CORP | 4% 01/AUG/2043 19,245 | 19,925 | 20,128 | |||||||||
FEDERAL HOME LOAN MTG CORP | 4% 01/SEP/2039 8,859 | 9,172 | 9,265 | |||||||||
FEDERAL HOME LOAN MTG CORP | 4% 01/SEP/2043 722,138 | 747,638 | 760,434 | |||||||||
FEDERAL NATIONAL MTG ASSOC | 3% 01/FEB/2046 434,543 | 434,135 | 434,764 | |||||||||
FEDERAL NATIONAL MTG ASSOC | 3% 01/MAY/2043 1,287,934 | 1,256,540 | 1,294,894 | |||||||||
FEDERAL NATIONAL MTG ASSOC | 3% 01/SEP/2043 2,762,194 | 2,654,296 | 2,776,554 | |||||||||
FEDERAL NATIONAL MTG ASSOC | 9% 01/NOV/2021 401 | 430 | 404 | |||||||||
FEDERAL NATIONAL MTG ASSOC | 3% 25/APR/2028 4,622,326 | 411,309 | 461,040 | |||||||||
FEDERAL NATIONAL MTG ASSOC | FLT 25/JUN/2055 428,669 | 425,862 | 428,047 | |||||||||
FEDERAL NATIONAL MTG ASSOC | 3.50% 25/JAN/2048 5,700,000 | 5,845,728 | 5,852,297 | |||||||||
FORT CRE | FLT 21/MAY/2036 249,034 | 249,034 | 249,146 | |||||||||
GOVT NATIONAL MTG ASSOC | FLT 20/MAY/2037 54,835 | 54,004 | 54,738 | |||||||||
GOVT NATIONAL MTG ASSOC | FLT 20/MAR/2037 138,307 | 136,211 | 138,541 | |||||||||
GOVT NATIONAL MTG ASSOC | FLT 20/MAY/2066 650,298 | 648,469 | 656,491 | |||||||||
GOVT NATIONAL MTG ASSOC | 7.5% 15/MAR/2029 3,827 | 4,072 | 4,455 | |||||||||
HARBORVIEW MTG LOAN TR | FLT 20/JUN/2035 1,448,191 | 1,411,986 | 1,415,021 | |||||||||
HARBORVIEW MTG LOAN TR | FLT 25/FEB/2036 176,508 | 91,895 | 136,737 | |||||||||
IMPAC SECURED ASSETS TR | FLT 25/DEC/2036 497,462 | 456,421 | 487,951 | |||||||||
INDYMAC INDA MTG LOAN TR | FLT 25/NOV/2037 148,911 | 96,845 | 146,500 | |||||||||
MASTR ADJ RATE MTGS TR | FLT 25/JAN/2036 202,271 | 155,503 | 198,573 | |||||||||
MORGAN STANLEY MTG LOAN TR | FLT 25/AUG/2034 103,870 | 53,908 | 103,130 | |||||||||
MORGAN STANLEY MTG LOAN TR | FLT 25/JUL/2035 408,394 | 251,479 | 378,983 | |||||||||
MORGAN STANLEY MTG LOAN TR | FLT 25/JUN/2036 643,386 | 520,037 | 633,605 | |||||||||
MORGAN STANLEY MTG LOAN TR | FLT 25/JUN/2037 346,944 | 166,783 | 249,276 | |||||||||
RALI SERIES TR | FLT 25/DEC/2035 919,188 | 519,845 | 836,392 | |||||||||
RALI SERIES TR | FLT 25/JUN/2046 164,673 | 136,974 | 76,148 | |||||||||
RBSGC MTG LOAN TR | FLT 25/JAN/2037 350,976 | 137,220 | 249,430 | |||||||||
STRUCTURED ADJ RATE MTG LOAN TR | FLT 25/JAN/2035 361,597 | 226,430 | 356,470 | |||||||||
STRUCTURED ADJ RATE MTG LOAN TR | FLT 25/MAY/2036 346,652 | 193,206 | 290,537 | |||||||||
TBA FNMA SINGLE FAMILY 30YR | 3.0% 25/JAN/2048 12,100,000 | 12,086,766 | 12,100,000 | |||||||||
TBA FNMA SINGLE FAMILY 30YR | 3.0% 25/FEB/2048 25,000,000 | 24,863,281 | 24,967,286 | |||||||||
TBA FNMA SINGLE FAMILY 30YR | 3.5% 25/FEB/2048 17,700,000 | 18,108,556 | 18,144,575 | |||||||||
TBA FNMA SINGLE FAMILY 30YR | 3.5% 25/MAR/2048 13,300,000 | 13,593,664 | 13,613,278 | |||||||||
TBA FNMA SINGLE FAMILY 30YR | 4.0% 25/FEB/2048 5,900,000 | 6,152,275 | 6,161,563 | |||||||||
TBA FNMA SINGLE FAMILY 30YR | 4.0% 25/MAR/2048 22,100,000 | 22,993,910 | 23,046,083 | |||||||||
THORNBURG MTG SEC TR | FLT 25/SEP/2037 230,021 | 175,131 | 229,101 | |||||||||
THORNBURG MTG SEC TR | FLT 25/SEP/2037 39,052 | 39,150 | 39,325 | |||||||||
THORNBURG MTG SEC TR | FLT 25/SEP/2037 78,885 | 61,836 | 79,437 | |||||||||
UBS-BARCLAYS COMM MTG TR | FLT 10/MAR/2046 7,376,905 | 332,331 | 303,791 | |||||||||
WELLS FARGO MTG BACKED SEC TR | FLT 25/OCT/2035 451,345 | 394,151 | 451,849 | |||||||||
WELLS FARGO MTG BACKED SEC TR | FLT 25/APR/2036 55,761 | 43,109 | 56,365 | |||||||||
TOTAL MORTGAGE-BACKED SECURITIES | 119,132,807 | 121,347,857 | ||||||||||
MONEY MARKET FUNDS AND OTHER: | ||||||||||||
BARCLAYS GLOBAL INV MM FD | 38,686,767 SHARES | 38,686,767 | 38,686,767 | |||||||||
BLACKROCK DOMICILED MM FD | 12 SHARES | 12 | 12 | |||||||||
* | JPMCB LIQUIDITY FD | 34,237,865 SHARES | 34,237,865 | 34,237,865 | ||||||||
* | JPM US GOV’T MMKT FD CAP’L SH'S | 211,388,827 SHARES | 211,388,827 | 211,388,827 | ||||||||
TRUST RECEIPT MISC INC | 1 SHARE | — | 1 | |||||||||
TOTAL OTHER | 284,313,471 | 284,313,472 | ||||||||||
DERIVATIVES RECEIVABLE: | ||||||||||||
E-MINI RUSS 2000 | VM EX: 16/MAR/2018 SIZE 50 | — | 21,166 | |||||||||
E-MINI RUSS 2000 | FUTR LONG EX: 16/MAR/2018 | 21,166 | (21,166 | ) |
51
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 BD | VM EX: 20/MAR/2018 SIZE 100,000 | — | (375,637 | ) | ||||||||
US 10YR NOTE BD | FUTR LONG EX: 20/MAR/2018 | (375,637 | ) | 375,637 | ||||||||
CURRENCY CONTRACT - ARS | ARS RATE 19.219953 | — | 1,675 | |||||||||
CURRENCY CONTRACT - ARS | ARS RATE 19.219953 | — | 2,821 | |||||||||
CURRENCY CONTRACT - ARS | ARS RATE 20.300001 | — | 582 | |||||||||
CURRENCY CONTRACT - ARS | ARS RATE 20.400000 | — | 509 | |||||||||
CURRENCY CONTRACT - BRL | BRL RATE 3.344900 | — | 1,812 | |||||||||
CURRENCY CONTRACT - DKK | DKK RATE 6.327000 | — | 2,578 | |||||||||
CURRENCY CONTRACT - GBP | GBP RATE 0.739074 | — | 149 | |||||||||
CURRENCY CONTRACT - GBP | GBP RATE 0.745755 | — | 3,467 | |||||||||
CURRENCY CONTRACT - INR | INR RATE 65.559000 | — | 10,279 | |||||||||
CURRENCY CONTRACT - JPY | JPY RATE 112.608900 | — | 29,992 | |||||||||
CURRENCY CONTRACT - JPY | JPY RATE 112.423711 | — | 277 | |||||||||
CURRENCY CONTRACT - JPY | JPY RATE 112.833689 | — | 79 | |||||||||
CURRENCY CONTRACT - MXN | MXN RATE 19.649862 | — | 15,794 | |||||||||
CURRENCY CONTRACT - RUB | RUB RATE 58.521001 | — | 4,089 | |||||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2019 700,000 | 8,691 | ||||||||||
CREDIT DEFAULT SWAP | EX 20/DEC/2019 800,000 | — | 12,763 | |||||||||
CREDIT DEFAULT SWAP | EX 20/DEC/2019 400,000 | — | 5,096 | |||||||||
CREDIT DEFAULT SWAP | EX 20/DEC/2019 900,000 | — | 11,467 | |||||||||
CREDIT DEFAULT SWAP | EX 20/DEC/2019 800,000 | — | 10,193 | |||||||||
CREDIT DEFAULT SWAP | EX 20/DEC/2020 2,800,000 | — | 41,161 | |||||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2021 400,000 | — | 5,716 | |||||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2021 300,000 | — | 4,287 | |||||||||
CREDIT DEFAULT SWAP | EX 20/MAR/2020 1,100,000 | — | 14,559 | |||||||||
CREDIT DEFAULT SWAP | EX 20/MAR/2020 4,300,000 | — | 56,911 | |||||||||
CREDIT DEFAULT SWAP | EX 20/SEP/2019 1,400,000 | — | 16,112 | |||||||||
CREDIT DEFAULT SWAP | EX 20/SEP/2020 2,900,000 | — | 41,238 | |||||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2022 400,000 | — | 882 | |||||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2022 50,000 | — | 110 | |||||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2022 500,000 | — | 3,645 | |||||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2022 700,000 | — | 5,104 | |||||||||
CREDIT DEFAULT SWAP | EX 20/DEC/2018 5,700,000 | — | 54,705 | |||||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2019 400,000 | — | 4,777 | |||||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2022 400,000 | — | 9,120 | |||||||||
CREDIT DEFAULT SWAP | EX 20/DEC/2021 900,000 | — | 8,224 | |||||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2019 500,000 | — | 4,890 | |||||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2022 200,000 | — | 35,914 | |||||||||
CREDIT DEFAULT SWAP | EX 20/DEC/2022 500,000 | — | 11,842 | |||||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2022 400,000 | — | 9,660 | |||||||||
CREDIT INDEX SWAP | EX 20/JUN/2021 1,000,000 | — | 22,577 | |||||||||
CREDIT INDEX SWAP | EX 20/DEC/2021 800,000 | — | 18,270 | |||||||||
CREDIT INDEX SWAP | EX 20/JUN/2022 28,200,000 | — | 628,395 | |||||||||
CREDIT INDEX SWAP | EX 20/DEC/2022 1,600,000 | — | 38,126 | |||||||||
CREDIT DEFAULT SWAP | EX 20/MAR/2018 600,000 | — | 842 | |||||||||
CREDIT DEFAULT SWAP, CMBX | EX 17/OCT/2057 2,500,000 | — | 10,855 | |||||||||
CREDIT DEFAULT SWAP, CMBX | EX 17/OCT/2057 200,000 | — | 868 | |||||||||
INFLATION SWAP | EX 15/OCT/2046 320,000 | — | 109 | |||||||||
INFLATION SWAP | EX 15/JUL/2022 500,000 | — | 6,284 | |||||||||
INFLATION SWAP | EX 25/NOV/2020 1,100,000 | — | 27,052 | |||||||||
INFLATION SWAP | EX 27/APR/2018 2,500,000 | — | 29,218 | |||||||||
INFLATION SWAP | EX 24/MAY/2021 2,800,000 | — | 140,777 |
52
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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 | EX 28/APR/2018 15,800,000 | — | 185,311 | |||||||||
INTEREST RATE SWAP | EX 21/JUN/2027 500,000 | — | 37,234 | |||||||||
INTEREST RATE SWAP | EX 20/DEC/2019 100,000 | — | 117 | |||||||||
INTEREST RATE SWAP | EX 28/NOV/2036 600,000 | — | 442 | |||||||||
INTEREST RATE SWAP | EX 20/DEC/2022 1,150,000 | — | 558 | |||||||||
INTEREST RATE SWAP | EX 20/DEC/2022 1,150,000 | — | 558 | |||||||||
INTEREST RATE SWAP | EX 28/NOV/2036 1,300,000 | — | 756 | |||||||||
INTEREST RATE SWAP | EX 28/NOV/2036 1,900,000 | — | 1,398 | |||||||||
INTEREST RATE SWAP | EX 16/DEC/2019 3,000,000 | — | 3,290 | |||||||||
INTEREST RATE SWAP | EX 20/DEC/2019 3,400,000 | — | 3,981 | |||||||||
INTEREST RATE SWAP | EX 20/JUN/2048 472,000 | — | 5,364 | |||||||||
INTEREST RATE SWAP | EX 20/JUN/2048 508,000 | — | 5,773 | |||||||||
INTEREST RATE SWAP | EX 21/DEC/2026 130,000 | — | 6,440 | |||||||||
INTEREST RATE SWAP | EX 15/JUN/2026 900,000 | — | 6,715 | |||||||||
INTEREST RATE SWAP | EX 19/NOV/2023 1,000,000 | — | 14,741 | |||||||||
INTEREST RATE SWAP | EX 12/DEC/2023 1,000,000 | — | 14,997 | |||||||||
INTEREST RATE SWAP | EX 19/DEC/2023 2,300,000 | — | 15,140 | |||||||||
INTEREST RATE SWAP | EX 16/MAR/2026 5,500,000 | — | 15,439 | |||||||||
INTEREST RATE SWAP | EX 07/DEC/2026 4,700,000 | — | 19,780 | |||||||||
INTEREST RATE SWAP | EX 21/APR/2026 3,200,000 | — | 23,500 | |||||||||
INTEREST RATE SWAP | EX 07/DEC/2026 5,600,000 | — | 23,568 | |||||||||
INTEREST RATE SWAP | EX 07/DEC/2026 5,800,000 | — | 24,408 | |||||||||
INTEREST RATE SWAP | EX 27/APR/2026 3,700,000 | — | 27,269 | |||||||||
INTEREST RATE SWAP | EX 21/JUN/2019 2,600,000 | — | 27,613 | |||||||||
INTEREST RATE SWAP | EX 21/DEC/2026 600,000 | — | 29,722 | |||||||||
INTEREST RATE SWAP | EX 27/JUL/2026 1,300,000 | — | 35,473 | |||||||||
INTEREST RATE SWAP | EX 03/DEC/2025 2,900,000 | — | 37,867 | |||||||||
INTEREST RATE SWAP | EX 20/DEC/2047 1,080,000 | — | 48,485 | |||||||||
INTEREST RATE SWAP | EX 20/DEC/2047 1,080,000 | — | 48,485 | |||||||||
INTEREST RATE SWAP | EX 20/DEC/2019 42,300,000 | — | 49,529 | |||||||||
INTEREST RATE SWAP | EX 20/DEC/2047 1,130,000 | — | 50,730 | |||||||||
INTEREST RATE SWAP | EX 19/OCT/2023 3,700,000 | — | 53,230 | |||||||||
INTEREST RATE SWAP | EX 15/JUN/2046 7,800,000 | — | 58,140 | |||||||||
INTEREST RATE SWAP | EX 12/JUL/2023 5,300,000 | — | 71,077 | |||||||||
INTEREST RATE SWAP | EX 27/JUL/2026 3,500,000 | — | 72,779 | |||||||||
INTEREST RATE SWAP | EX 21/DEC/2026 1,900,000 | — | 94,118 | |||||||||
INTEREST RATE SWAP | EX 21/JUN/2019 9,400,000 | — | 99,832 | |||||||||
INTEREST RATE SWAP | EX 27/JUL/2026 5,500,000 | — | 114,368 | |||||||||
INTEREST RATE SWAP | EX 21/JUN/2019 11,500,000 | — | 122,134 | |||||||||
INTEREST RATE SWAP | EX 21/DEC/2023 9,700,000 | — | 283,396 | |||||||||
INTEREST RATE SWAP | EX 21/DEC/2046 6,400,000 | — | 377,496 | |||||||||
INTEREST RATE SWAP | EX 21/DEC/2026 19,700,000 | — | 975,854 | |||||||||
OVERNIGHT INDEX SWAP | EX 15/DEC/2047 200,000 | — | 6,528 | |||||||||
OVERNIGHT INDEX SWAP | EX 15/DEC/2047 500,000 | — | 16,319 | |||||||||
OVERNIGHT INDEX SWAP | EX 15/DEC/2047 140,000 | — | 4,569 | |||||||||
OVERNIGHT INDEX SWAP | EX 15/DEC/2047 200,000 | — | 6,528 | |||||||||
SWAPTION - SOP | PUT SCTY EX 03/19/2018 250,000 | 14,714 | 19,556 | |||||||||
SWAPTION - SOP | CALL SCTY EX 03/29/2018 1 | 6,255 | 194 | |||||||||
SWAPTION - SOP | CALL SCTY EX 04/03/2018 1 | 4,440 | 2,559 | |||||||||
SWAPTION - SOP | CALL SCTY EX 06/11/2018 1 | 3,680 | 2,116 | |||||||||
SWAPTION - SOP | CALL SCTY EX 06/08/2018 1 | 46,898 | 19,292 | |||||||||
SWAPTION - SOP | CALL SCTY EX 06/11/2018 1 | 37,510 | 16,023 |
53
THE JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 - EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AT DECEMBER 31, 2017
(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): | ||||||||||||
SWAPTION - SOP | CALL SCTY EX 09/09/2019 1 | 244,216 | 160,439 | |||||||||
SWAPTION - SOP | CALL SCTY EX 11/19/2018 1 | 994,547 | 430,954 | |||||||||
SWAPTION - SOP | CALL SCTY EX 12/09/2019 1 | 156,400 | 131,025 | |||||||||
SWAPTION - SOP | PUT SCTY EX 11/15/2018 1 | 78,883 | 5,685 | |||||||||
SWAPTION - SOP | PUT SCTY EX 11/27/2018 1 | 110,674 | 69,289 | |||||||||
SWAPTION - SOP | PUT SCTY EX 12/04/2018 1 | 32,000 | 23,879 | |||||||||
SWAPTION - SOP | CALL SCTY EX 06/15/2018 1 | 25,012 | 23,568 | |||||||||
SWAPTION - SOP | CALL SCTY EX 06/15/2018 1 | 55,092 | 51,849 | |||||||||
SWAPTION - SOP | CALL SCTY EX 07/16/2018 1 | 32,480 | 14,694 | |||||||||
SWAPTION - SOP | PUT SCTY EX 06/15/2018 1 | 25,012 | 1,722 | |||||||||
SWAPTION - SOP | PUT SCTY EX 06/15/2018 1 | 55,093 | 3,789 | |||||||||
GENERAL MOTORS CO WRT | 2,998 WARRANTS | 40,293 | 69,973 | |||||||||
TOTAL DERIVATIVES RECEIVABLE | 1,608,728 | 5,542,200 | ||||||||||
COMMON/COLLECTIVE TRUST FUNDS: | ||||||||||||
BGI EAFE INDEX FD | 43,229,442 UNITS | 1,592,467,495 | 1,850,077,449 | |||||||||
BLCKRK COMMODITY INDEX | 1,653,397 UNITS | 9,922,754 | 8,956,619 | |||||||||
BLCKRK DEV REAL ESTATE INDEX FD | 11,336,536 UNITS | 183,973,219 | 229,648,463 | |||||||||
BLCKRK EMERGING MRKTS INDEX FD | 27,809,272 UNITS | 520,865,693 | 669,825,242 | |||||||||
BLCKRK EQUITY INDEX FD | 101,018,339 UNITS | 2,943,525,978 | 5,046,582,365 | |||||||||
BLCKRK MSCI EAFE SM CAP EQ INX FD | 15,023,923 UNITS | 249,902,248 | 372,560,245 | |||||||||
BLCKRK RUSSELL 1000 GROWTH FD | 56,365,130 UNITS | 584,960,132 | 1,401,671,152 | |||||||||
BLCKRK RUSSELL 1000 VALUE FD | 40,648,532 UNITS | 730,152,478 | 1,317,191,288 | |||||||||
BLCKRK RUSSELL 2000 INDEX FD | 20,175,992 UNITS | 545,897,577 | 935,677,782 | |||||||||
BLCKRK US DEBT INDEX FD | 34,091,877 UNITS | 976,379,920 | 1,060,090,337 | |||||||||
BLCKRK US TIPS FD | 2,265,777 UNITS | 44,460,371 | 46,809,817 | |||||||||
* | JPMAM EMBI GLOBAL FD | 6,115,790 UNITS | 81,855,648 | 100,360,109 | ||||||||
* | JPM CORE BD FD | 22,846,489 UNITS | 405,298,331 | 425,401,620 | ||||||||
SSGA S&P MIDCAP INDEX SEC LND FD | 114,726,022 UNITS | 1,181,178,708 | 1,591,823,556 | |||||||||
TOTAL COMMON/COLLECTIVE TRUST FUNDS | 10,050,840,552 | 15,056,676,044 | ||||||||||
SUBTOTAL INVESTMENTS AT FAIR VALUE | 16,835,203,972 | 24,877,106,368 | ||||||||||
SYNTHETIC GUARANTEED INVESTMENT CONTRACTS: | ||||||||||||
* | JPMAM/METLIFE GAC | 676,691,447 UNITS | 676,691,447 | 676,691,447 | ||||||||
* | JPMAM/NATIONWD WRAP CONTRACT | 300,005,661 UNITS | 300,005,661 | 300,005,661 | ||||||||
* | JPMAM/PRUD'L WRAP CONTRACT | 919.131.905 UNITS | 919,131,905 | 919,131,905 | ||||||||
* | JPMAM/VOYA CONTRACT MCA | 352,765,763 UNITS | 352,765,763 | 352,765,763 | ||||||||
TOTAL SYNTHETIC GUARANTEED INVESTMENT CONTRACTS | 2,248,594,776 | 2,248,594,776 | ||||||||||
* | NOTES RECEIVABLE FROM PARTICIPANTS | INT RATE: 3.25 – 9.20% | N/A | 530,688,801 | ||||||||
TOTAL INVESTMENTS | $ | 19,083,798,748 | $ | 27,656,389,945 |
* | PARTY-IN-INTEREST INVESTMENTS |
54
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (ACQUIRED AND DISPOSED OF WITHIN YEAR)
FOR THE YEAR ENDED DECMEBER 31, 2017
(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: | ||||||||||||
NON-U.S. GOVERNMENT SECURITIES AND AGENCY SECURITIES: | ||||||||||||
FRENCH REPUBLIC BD | ANN FLT 03/01/2021 270,000 | $ | (306,028 | ) | $ | 325,853 | ||||||
REPUBLIC OF ITALY BD | SEMI-ANN FLT 05/15/2022 200,000 | (241,586 | ) | 243,881 | ||||||||
REPUBLIC OF ITALY BD | SEMI-ANN FLT 04/23/2020 100,000 | (123,632 | ) | 122,838 | ||||||||
U.K. OF GREAT BRITAIN & NORT | SEMI-ANN 1.50% 07/22/2047 10,000 | (12,070 | ) | 12,278 | ||||||||
U.K. OF GREAT BRITAIN & NORT | SEMI-ANN 0.00% 11/22/2065 345,000 | (979,455 | ) | 1,068,259 | ||||||||
U.K. OF GREAT BRITAIN & NORT | SEMI-ANN 3.25% 01/22/2044 20,000 | (33,532 | ) | 34,380 | ||||||||
DERIVATIVES: | ||||||||||||
0D9725F WRTN OPTN | CALL SCTY EX 06/23/2017 100,000 | 20,614 | (8 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 05/26/2017 100,000 | 48,750 | (32 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 12/22/2017 100,000 | 2,289 | (1 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 05/26/2017 100,000 | 16,792 | (17 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 11/24/2017 100,000 | 6,310 | (2 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 12/22/2017 100,000 | 6,121 | (2 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 02/24/2017 100,000 | 15,377 | (821 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 11/24/2017 100,000 | 4,107 | (2 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 12/22/2017 100,000 | 1,061 | (1 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 03/24/2017 100,000 | 2,115 | (1 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 04/21/2017 100,000 | 1,680 | (1 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 05/26/2017 100,000 | 26,457 | (3,285 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 06/23/2017 100,000 | 7,945 | (13 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 12/22/2017 100,000 | 1,491 | (1 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 06/23/2017 100,000 | 2,715 | (4 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 08/25/2017 100,000 | 5,439 | (14 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 11/24/2017 100,000 | 5,810 | (2 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 08/25/2017 100,000 | 6,469 | (3 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 09/22/2017 100,000 | 11,495 | (3 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 10/27/2017 100,000 | 6,441 | (2 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 11/24/2017 100,000 | 4,152 | (1 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 07/21/2017 100,000 | 10,240 | (5 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 06/23/2017 100,000 | 2,827 | (1 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 08/25/2017 100,000 | 12,346 | (2 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 10/27/2017 100,000 | 1,304 | (1 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 11/24/2017 100,000 | 15,205 | (3 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 10/27/2017 100,000 | 11,276 | (3 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 05/26/2017 100,000 | 1,990 | (1 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 07/21/2017 100,000 | 3,790 | (1 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 08/25/2017 100,000 | 10,849 | (3 | ) | ||||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 10/27/2017 100,000 | 4,483 | (2 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 03/24/2017 100,000 | 1,990 | (1 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 05/26/2017 100,000 | 1,962 | (101 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 06/23/2017 100,000 | 2,518 | (118 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 04/21/2017 100,000 | 1,774 | (1 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 06/23/2017 100,000 | 1,698 | (118 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 05/26/2017 100,000 | 55,523 | (3,557 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 09/22/2017 100,000 | 2,218 | (1 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 12/22/2017 100,000 | 1,491 | (1 | ) |
55
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (ACQUIRED AND DISPOSED OF WITHIN YEAR)
FOR THE YEAR ENDED DECMEBER 31, 2017
(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): | ||||||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 05/26/2017 100,000 | 21,796 | (1,904 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 02/24/2017 100,000 | 12,298 | (3,164 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 07/21/2017 100,000 | 3,190 | (1 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 10/27/2017 100,000 | 3,697 | (1 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 11/24/2017 100,000 | 5,088 | (1,106 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 06/23/2017 100,000 | 5,390 | (968 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 08/25/2017 100,000 | 12,343 | (3 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 11/24/2017 100,000 | 12,772 | (2,545 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 05/26/2017 100,000 | 1,490 | (1 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 06/23/2017 100,000 | 6,016 | (2 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 12/22/2017 100,000 | 4,577 | (8 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 08/25/2017 100,000 | 10,471 | (1,529 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 12/22/2017 100,000 | 1,115 | (3 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 06/23/2017 100,000 | 6,082 | (2 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 07/21/2017 100,000 | 2,611 | (767 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 08/25/2017 100,000 | 6,611 | (2,374 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 09/22/2017 100,000 | 34,496 | (8 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 10/27/2017 100,000 | 32,573 | (76 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 12/22/2017 100,000 | 7,482 | (7 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 06/23/2017 100,000 | 6,481 | (2 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 07/21/2017 100,000 | 27,172 | (8 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 08/25/2017 100,000 | 13,771 | (5 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 09/22/2017 100,000 | 5,050 | (2 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 10/27/2017 100,000 | 6,154 | (11 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 05/26/2017 100,000 | 12,384 | (2 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 07/21/2017 100,000 | 10,898 | (5 | ) | ||||||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 10/27/2017 100,000 | 12,832 | (22 | ) | ||||||||
30 YEAR US TREASURY BONDS | PUT SCTY EX 05/26/2017 100,000 | 4,682 | (1 | ) | ||||||||
30 YEAR US TREASURY BONDS | PUT SCTY EX 10/27/2017 100,000 | 5,317 | (1 | ) | ||||||||
90DAY EURO$ FUTR INT RATE | EX 09/18/2017 SIZE 2,500 | — | (19,679 | ) | ||||||||
90DAY EURO$ FUTR INT RATE | EX 03/19/2018 SIZE 2,500 | — | (663 | ) | ||||||||
CREDIT DEFAULT SWAP INDEX | CALL SCTY EX 05/17/2017 1 | 1,179 | — | |||||||||
CREDIT DEFAULT SWAP INDEX | CALL SCTY EX 06/21/2017 1 | 856 | — | |||||||||
CREDIT DEFAULT SWAP INDEX | PUT SCTY EX 05/17/2017 1 | 1,061 | (109 | ) | ||||||||
CREDIT DEFAULT SWAP INDEX | PUT SCTY EX 11/15/2017 1 | 4,510 | — | |||||||||
CREDIT DEFAULT SWAP INDEX | CALL SCTY EX 05/17/2017 1 | 2,295 | — | |||||||||
CREDIT DEFAULT SWAP INDEX | CALL SCTY EX 06/21/2017 1 | 1,953 | — | |||||||||
CREDIT DEFAULT SWAP INDEX | PUT SCTY EX 05/17/2017 1 | 2,766 | (240 | ) | ||||||||
CREDIT DEFAULT SWAP INDEX | PUT SCTY EX 06/21/2017 1 | 1,712 | — | |||||||||
CREDIT DEFAULT SWAP INDEX | PUT SCTY EX 06/21/2017 1 | 2,153 | — | |||||||||
EMIN RUSSELL 2000 EQ INDEX | EX 12/15/2017 SIZE 50 | — | 597,338 | |||||||||
EURO-BOBL FUTURE BOND | EX 12/07/2017 SIZE 100,000 | — | 411 | |||||||||
EURO-BOBL FUTURE BOND | EX 09/07/2017 SIZE 100,000 | — | 393 | |||||||||
EURO-BOBL FUTURE BOND | EX 06/08/2017 SIZE 100,000 | — | 3,327 | |||||||||
EURO-BOBL FUTURE BOND | EX 12/07/2017 SIZE 100,000 | — | (2,310 | ) | ||||||||
EURO-BOBL FUTURE BOND | EX 09/07/2017 SIZE 100,000 | — | (22,067 | ) | ||||||||
EURO-BOBL FUTURE BOND | EX 06/08/2017 SIZE 100,000 | — | 28,355 | |||||||||
EURO-BOBL FUTURE BOND | EX 06/08/2017 SIZE 100,000 | — | 6,555 |
56
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (ACQUIRED AND DISPOSED OF WITHIN YEAR)
FOR THE YEAR ENDED DECMEBER 31, 2017
(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): | ||||||||||||
EURO-BOBL FUTURE BOND | EX 03/08/2017 SIZE 100,000 | — | (22,893 | ) | ||||||||
EURODOLLAR PUT | PUT SCTY EX 04/13/2017 250,000 | (3,435 | ) | — | ||||||||
EURODOLLAR PUT | PUT SCTY EX 04/13/2017 250,000 | (20,616 | ) | — | ||||||||
EURO-OAT FUTURE BOND | EX 12/07/2017 SIZE 100,000 | — | (10,976 | ) | ||||||||
EURO-OAT FUTURE BOND | EX 09/07/2017 SIZE 100,000 | — | 10,016 | |||||||||
EURO-OAT FUTURE BOND | EX 06/08/2017 SIZE 100,000 | — | 284 | |||||||||
EURO-OAT FUTURE BOND | EX 06/08/2017 SIZE 100,000 | — | (67,187 | ) | ||||||||
EURO-OAT FUTURE BOND | EX 03/08/2017 SIZE 100,000 | — | 9,290 | |||||||||
EUX ACAL EUR-BUND | EX 11/24/2017 SIZE 100,000 | — | 8,828 | |||||||||
EUX ACAL EUR-BUND | EX 11/24/2017 SIZE 100,000 | — | (3,545 | ) | ||||||||
EUX APUT EUR-BUND | EX 11/24/2017 SIZE 100,000 | — | 5,910 | |||||||||
EUX APUT EUR-BUND | EX 11/24/2017 SIZE 100,000 | — | (12,111 | ) | ||||||||
FOREIGN EXCHANGE OPTION - FX | CALL SCTY EX 09/21/2017 1 | 6,306 | — | |||||||||
FOREIGN EXCHANGE OPTION - FX | CALL SCTY EX 10/06/2017 1 | 4,237 | — | |||||||||
FOREIGN EXCHANGE OPTION - FX | CALL SCTY EX 05/18/2017 1 | 15,723 | — | |||||||||
FOREIGN EXCHANGE OPTION - FX | PUT SCTY EX 07/05/2017 1 | 3,532 | — | |||||||||
FOREIGN EXCHANGE OPTION - FX | PUT SCTY EX 07/06/2017 1 | 3,614 | — | |||||||||
FOREIGN EXCHANGE OPTION - FX | CALL SCTY EX 02/23/2017 1 | 11,307 | — | |||||||||
FOREIGN EXCHANGE OPTION - FX | CALL SCTY EX 03/21/2017 1 | 9,236 | — | |||||||||
FOREIGN EXCHANGE OPTION - FX | CALL SCTY EX 05/11/2017 1 | 3,635 | — | |||||||||
FOREIGN EXCHANGE OPTION - FX | CALL SCTY EX 06/29/2017 1 | 7,842 | — | |||||||||
FOREIGN EXCHANGE OPTION - FX | CALL SCTY EX 05/08/2017 1 | 4,114 | — | |||||||||
FOREIGN EXCHANGE OPTION - FX | CALL SCTY EX 05/15/2017 1 | 3,076 | — | |||||||||
FOREIGN EXCHANGE OPTION - FX | CALL SCTY EX 03/30/2017 1 | 2,182 | — | |||||||||
FOREIGN EXCHANGE OPTION - FX | CALL SCTY EX 03/30/2017 1 | 8,113 | — | |||||||||
FOREIGN EXCHANGE OPTION - FX | CALL SCTY EX 03/16/2017 1 | 1,605 | (453 | ) | ||||||||
FOREIGN EXCHANGE OPTION - FX | CALL SCTY EX 03/16/2017 1 | 6,160 | (1,595 | ) | ||||||||
FORWD VOL AGRM | CALL SCTY EX 09/21/2017 1 | (78,480 | ) | 71,190 | ||||||||
INFLTN CAP | CALL SCTY EX 04/03/2018 1 | 7,400 | (1,480 | ) | ||||||||
INFLTN CAP | CALL SCTY EX 04/03/2018 1 | (7,400 | ) | 592 | ||||||||
JPN 10Y BOND | EX 09/12/2017 SIZE 100,000,000 | — | (40,979 | ) | ||||||||
JPN 10Y BOND | EX 12/13/2017 SIZE 100,000,000 | — | 14,426 | |||||||||
JPN 10Y BOND | EX 06/13/2017 SIZE 100,000,000 | — | (7,496 | ) | ||||||||
JPN 10Y BOND | EX 03/13/2017 SIZE 100,000,000 | — | (16,783 | ) | ||||||||
LONG GILT FUTURE BOND | EX 12/27/2017 SIZE 100,000 | — | 88,137 | |||||||||
LONG GILT FUTURE BOND | EX 09/27/2017 SIZE 100,000 | — | (97,123 | ) | ||||||||
LONG GILT FUTURE BOND | EX 06/28/2017 SIZE 100,000 | — | (40,396 | ) | ||||||||
MTG OPTN | PUT SCTY EX 12/06/2017 1 | 5,391 | — | |||||||||
MTG OPTN | PUT SCTY EX 11/06/2017 1 | 3,503 | — | |||||||||
MTG OPTN | PUT SCTY EX 11/06/2017 1 | 1,352 | — | |||||||||
MTG OPTN | PUT SCTY EX 10/05/2017 1 | 11,133 | — | |||||||||
MTG OPTN | CALL SCTY EX 12/06/2017 1 | 4,688 | — | |||||||||
MTG OPTN | CALL SCTY EX 11/06/2017 1 | 2,836 | — | |||||||||
MTG OPTN | CALL SCTY EX 11/06/2017 1 | 1,081 | — | |||||||||
MTG OPTN | CALL SCTY EX 08/07/2017 1 | 4,078 | — | |||||||||
MTG OPTN | CALL SCTY EX 08/07/2017 1 | 4,078 | (4,078 | ) | ||||||||
MTG OPTN | CALL SCTY EX 08/07/2017 1 | 3,797 | — | |||||||||
MTG OPTN | CALL SCTY EX 08/07/2017 1 | 3,672 | — |
57
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (ACQUIRED AND DISPOSED OF WITHIN YEAR)
FOR THE YEAR ENDED DECMEBER 31, 2017
(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): | ||||||||||||
MTG OPTN | CALL SCTY EX 10/05/2017 1 | 9,766 | — | |||||||||
RUSSELL 2000 MINI EQ INDEX | EX 09/15/2017 SIZE 50 | — | 93,979 | |||||||||
RUSSELL 2000 MINI EQ INDEX | EX 06/16/2017 SIZE 50 | — | 486,479 | |||||||||
SWAPTION - SOP | CALL SCTY EX 05/15/2017 1 | (1,652 | ) | — | ||||||||
SWAPTION - SOP | CALL SCTY EX 07/07/2017 1 | 2,706 | — | |||||||||
SWAPTION - SOP | PUT SCTY EX 05/18/2017 1 | 137,275 | — | |||||||||
SWAPTION - SOP | PUT SCTY EX 07/07/2017 1 | 4,284 | — | |||||||||
SWAPTION - SOP | PUT SCTY EX 01/24/2019 1 | 140,503 | (25,285 | ) | ||||||||
SWAPTION - SOP | CALL SCTY EX 01/24/2019 1 | (139,200 | ) | 47,975 | ||||||||
US 10YR NOTE (CBT) BOND | EX 12/19/2017 SIZE 100,000 | — | (613,628 | ) | ||||||||
US 10YR NOTE (CBT) BOND | EX 09/20/2017 SIZE 100,000 | — | 407,203 | |||||||||
US 10YR NOTE (CBT) BOND | EX 09/20/2017 SIZE 100,000 | — | (9,424 | ) | ||||||||
US 10YR NOTE (CBT) BOND | EX 06/21/2017 SIZE 100,000 | — | 703,786 | |||||||||
US 10YR NOTE (CBT) BOND | EX 06/21/2017 SIZE 100,000 | — | (169,417 | ) | ||||||||
US 2YR NOTE (CBT) BOND | EX 12/29/2017 SIZE 200,000 | — | 136,656 | |||||||||
US 2YR NOTE (CBT) BOND | EX 09/29/2017 SIZE 200,000 | — | 26,504 | |||||||||
US 2YR NOTE (CBT) BOND | EX 06/30/2017 SIZE 200,000 | — | (70,116 | ) | ||||||||
US 5YR NOTE (CBT) BOND | EX 12/29/2017 SIZE 100,000 | — | 232,866 | |||||||||
US 5YR NOTE (CBT) BOND | EX 09/29/2017 SIZE 100,000 | — | (69,031 | ) | ||||||||
US 5YR NOTE (CBT) BOND | EX 06/30/2017 SIZE 100,000 | — | (160,091 | ) | ||||||||
US BOND FUTR | CALL SCTY EX 11/24/2017 100,000 | 4,797 | (1 | ) | ||||||||
US LONG BOND(CBT) BOND | EX 12/19/2017 SIZE 100,000 | — | (14,790 | ) | ||||||||
US LONG BOND(CBT) BOND | EX 12/19/2017 SIZE 100,000 | — | 69,242 | |||||||||
US LONG BOND(CBT) BOND | EX 03/20/2018 SIZE 100,000 | — | (3,931 | ) | ||||||||
US LONG BOND(CBT) BOND | EX 09/20/2017 SIZE 100,000 | — | 39,661 | |||||||||
US LONG BOND(CBT) BOND | EX 09/20/2017 SIZE 100,000 | — | (456,584 | ) | ||||||||
US LONG BOND(CBT) BOND | EX 06/21/2017 SIZE 100,000 | — | 36,471 | |||||||||
US LONG BOND(CBT) BOND | EX 06/21/2017 SIZE 100,000 | — | (371,082 | ) | ||||||||
US ULTRA BOND CBT BOND | EX 12/19/2017 SIZE 100,000 | — | (22,510 | ) | ||||||||
US ULTRA BOND CBT BOND | EX 03/20/2018 SIZE 100,000 | — | 13,355 | |||||||||
US ULTRA BOND CBT BOND | EX 09/20/2017 SIZE 100,000 | — | 149,917 | |||||||||
US ULTRA BOND CBT BOND | EX 06/21/2017 SIZE 100,000 | — | 139,269 | |||||||||
SECURITIES SOLD SHORT: | ||||||||||||
FED NTNL MTG ASSOC | 3.50% 11/25/2048 6,000,000 | 6,166,328 | (6,138,750 | ) | ||||||||
FED NTNL MTG ASSOC | 3.50% 12/25/2048 18,000,000 | 18,498,586 | (18,474,648 | ) | ||||||||
FED NTNL MTG ASSOC | 3.50% 06/25/2048 2,000,000 | 2,058,555 | (2,063,293 | ) | ||||||||
FED NTNL MTG ASSOC | 3.50% 08/25/2048 5,000,000 | 5,137,891 | (5,141,406 | ) | ||||||||
FED NTNL MTG ASSOC | 3.50% 09/25/2048 5,000,000 | 5,133,496 | (5,167,969 | ) | ||||||||
FED NTNL MTG ASSOC | 3.00% 12/25/2048 8,500,000 | 8,489,477 | (8,489,227 | ) | ||||||||
FED NTNL MTG ASSOC | 3.00% 06/25/2048 1,200,000 | 1,202,102 | (1,207,078 | ) | ||||||||
FED NTNL MTG ASSOC | 3.50% 10/25/2048 10,000,000 | 10,328,906 | (10,336,133 | ) | ||||||||
NOMURA SECURITIES INTL INC | 860,000 SHARES | 860,000 | (860,000 | ) | ||||||||
TBA FNMA SINGLE FAMILY | 3.00% 11/25/2048 8,000,000 | 7,997,266 | (8,000,625 | ) | ||||||||
TBA FNMA SINGLE FAMILY | 3.00% 03/25/2048 1,000,000 | 985,313 | (979,961 | ) | ||||||||
66,014,294 | (64,003,903 | ) |
58
THE 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.
The JPMorgan Chase 401(k) Savings Plan | |
(Registrant) | |
By: | /s/ Nicole Giles |
Nicole Giles | |
Managing Director and Corporate Controller | |
(Principal Accounting Officer) | |
JPMorgan Chase & Co. | |
Date: June 26, 2018 |
59
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
INDEX TO EXHIBIT
Exhibit No. | Description of Exhibit | Page at which located | |||
23 | 61 |
60